HAL Id: hal-00015063
https://hal.archives-ouvertes.fr/hal-00015063
Preprint submitted on 2 Dec 2005
HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.
L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.
Heun functions versus elliptic functions
Galliano Valent
To cite this version:
Galliano Valent. Heun functions versus elliptic functions. 2005. �hal-00015063�
ccsd-00015063, version 1 - 2 Dec 2005
International Conference on Difference Equations, Special Functions and Applications,
Munich, 25-30 july 2005
Heun functions versus elliptic functions
Galliano VALENT ‡ ∗
‡ Laboratoire de Physique Th´eorique et des Hautes Energies CNRS Unit´e associ´ee URA 280
2 Place Jussieu F-75251 Paris Cedex 05 France
∗ Departement de Mathematiques Case 901 163 Avenue de Luminy 13288 Marseille Cedex 9 France
Abstract
We present some recent progresses on Heun functions, gathering results from classi- cal analysis up to elliptic functions. We describe Picard’s generalization of Floquet’s theory for differential equations with doubly periodic coefficients and give the de- tailed forms of the level one Heun functions in terms of Jacobi theta functions. The finite-gap solutions give an interesting alternative integral representation which, at level one, is shown to be equivalent to their elliptic form.
1 Introduction
Heun functions [9] are defined as a natural generalization of the hypergeometric function, to be the solutions of the Fuchsian differential equation
d 2 F dw 2 +
γ
w − δ
1 − w − ǫk 2 1 − k 2 w
dF
dw + (s + αβk 2 w)
w(1 − w)(1 − k 2 w) F = 0, γ + δ + ǫ = α + β + 1,
(1)
with four regular singularities 0, 1, 1/k 2 , ∞ . In [3] the fourth singularity is a ≡ 1/k 2 and the auxiliary parameter s is taken as q ≡ − s/k 2 . We will follow the notation
Hn(k 2 , s; α, β, γ, δ; w), k 2 ∈ [0, 1]. (2)
In [3] one can find a lot of information on these functions and in the remaining chapters
of [21] are gathered many results on their confluent limits. Due to limitation of space
the former section misses several important items, particularly the relation between Heun
functions and elliptic function theory. These last years this field has received new inter-
esting developments from workers in condensed matter physics [5] and integrable systems
[15]. Interesting accounts have been given by Smirnov [23] and by Takemura [24].
Our aim is to gather, for the community dedicated to the study of special functions and orthogonal polynomials, these new progresses relating Heun and elliptic functions.
As a preliminary step we will give one further motivation for the study of Heun func- tions, coming from orthogonal polynomials and birth and death processes.
2 From orthogonal polynomials to Heun functions
Let us consider the three terms recurrence [1]
xP n = b n−1 P n−1 + a n P n + b n P n+1 , n ≥ 1. (3) We will denote by P n and Q n two linearly independent solutions of this recurrence with initial conditions
P 0 (x) = 1, P 1 (x) = x − a 0
b 0
, Q 0 (x) = 0, Q 1 (x) = 1 b 0
. (4)
The corresponding Jacobi matrix is
a 0 b 0 0 0 0 · · · b 0 a 1 b 1 0 0 · · · 0 b 1 a 2 b 2 0 · · ·
· · · ·
· · · ·
(5)
If the b n > 0 and a n ∈ R the P n (resp. the Q n ) will be orthogonal with respect to a positive probabilistic measure ψ (resp ψ (1) )
Z
P m (x) P n (x) dψ(x) = δ mn ,
Z
Q m (x) Q n (x) dψ (1) (x) = δ mn , (6) with the moments
s n = Z
x n dψ(x), n ≥ 1, s 0 = 1 (7)
When considering applications to birth and death processes with killing [14], it is sufficient to consider the special case where
a n = λ n + µ n + γ n , b n = p
λ n µ n+1 , n ≥ 0, π 0 = 1, π n = λ 0 λ 1 . . . λ n−1
µ 1 µ 2 · · · µ n
, n ≥ 1.
It is convenient to introduce new polynomials F n (x) by P n (x) = ( − 1) n
√ π n
F n (x), n ≥ 0, (8)
The positivity constraints
λ n > 0, µ n+1 > 0 n ≥ 0, (9)
will be assumed. From (3) we deduce
− xF n = µ n+1 F n+1 − (λ n + µ n + γ n )F n + λ n−1 F n−1 , F −1 (x) = 0, F 0 (x) = 1.
(10) The orthogonality relation (6) becomes
Z
F m (x) F n (x) dψ(x) = π n δ mn . (11) The particular case where λ n , µ n are quadratic is connected with Heun functions in the following way. Let us take
λ n = k 2 (n + α)(n + β), µ n = n(n + γ − 1), γ n = k ′ 2 δn α > 0, β > 0, γ > 0, k 2 ∈ (0, 1), k ′ 2 = 1 − k 2 ,
(12) and consider the generating function
F (x; w) = X
n≥0
F n (k 2 , x; α, β, γ, δ)w n ≡ Hn(k 2 , s; α, β, γ, δ; w), s = x − αβk 2 . (13) Routine computations show that F (x; w) is the solution, analytic in a neighbourhood of w = 0 1 , of Heun’s differential equation (1). Quite remarkably, the most general quadratic birth and death process with linear killing produces, for its generating function, the most general Fuchsian equation with four regular singularities.
Let us conclude with the proof of:
Proposition 1 The Hamburger (hence the Stieltjes) moment problem corresponding to the polynomials F n (x) with recurrence coefficients (12) is determinate.
Proof :
A theorem by Hamburger [1][p. 84] states that if the series c n = P n (0) 2 is divergent then the Hamburger moment problem is determinate, i. e. the measure ψ defined in (6) is unique. From relation (8) we can write
c n+1
c n
= µ n+1
λ n
F n+1 (0) 2 F n (0) 2 = 1
k 2
(n + 1)(n + γ) (n + α)(n + β)
F n+1 (0) 2 F n (0) 2 .
Now the generating function F (x; w), introduced in (13), is analytic for | w | < 1 : hence its radius of convergence is one. It follows that, for n → ∞ the previous ratio has for limit 1/k 2 > 1 and the series { c n } diverges. 2
To have a clear view of the problems encountered in the construction of solutions of Heun’s equation, we will introduce some terminology: we will call “generic” solutions the solutions valid for arbitrary values of the auxiliary parameter s and “non-generic” solutions
1
In [21] this function is called “local” Heun. Notice that we have for normalization H n ( · · · ; 0) = 1 .
those which require particular values of s. Let us begin with some results on non-generic solutions.
Non-generic solutions
1 Special hypergeometric cases
The reason for the restriction k 2 ∈ (0, 1) is that in the two limiting cases k 2 = 0 (notice that the positivity conditions (9) require k 2 > 0) and k 2 = 1 the four singular points reduce to three and therefore Heun functions degenerate into hypergeometric functions.
Indeed we have:
1. For k 2 = 0 the parameters (α, β) become irrelevant and we have:
Hn(0, s; (α, β), γ, δ; w) = 2 F 1
r + , r −
γ ; w
, r ± = ρ ± p
ρ 2 + s, ρ = 1
2 (γ + δ − 1).
(14)
This case, which would correspond to a → ∞ , is missing in [3].
2. For k 2 = 1 we have the relation:
Hn(1, s; α, β, γ, δ; w) = (1 − w) r 2 F 1
r + α, r + β
γ ; w
, r = ρ − p
ρ 2 − αβ − s, ρ = 1
2 (γ − α − β).
(15)
This case is considered in [3] but only with the extra constraint s = − αβ, i. e. for r = 0.
2 The “trivial” solution
This solution corresponds to the special values s = αβ = 0. In this case Heun’s differential operator is factorized as
L D w + M I
D w F = 0, with obvious L and M . This factorization leads to
F 1 = 1 F 2 = Z
e −U(w) dw, U (w) =
Z dw
w γ (1 − w) δ (1 − k 2 w) ǫ . (16) Starting from these solutions we can use the change of function
F → F e : F (w) = w ρ (1 − w) σ (1 − k 2 w) τ F e (w) (17)
which transforms, for special values of the parameters ρ, σ, τ , a Heun function into another
Heun function, up to changes in the parameters [3][p.18]. In such a way one generates 7
more Heun functions starting from (16). For all these solutions Heun’s differential operator
remains obviously factorized and, as shown in [22], this happens only for these cases.
3 Derivatives of Heun functions
In general the derivative of a Heun function cannot be expressed in terms of some Heun function with different parameters. However, as shown in [11], this happens in 4 cases:
Hn ′ (k 2 , 0; α, β, γ, δ; w) = − αβ
γ + 2 k 2 w Hn(k 2 , s ′ ; α + 2, β + 2, γ + 2, δ + 1; w),
− s ′ = γ + δ + 1 + (γ + ǫ + 1)k 2 .
(18)
Hn ′ (k 2 , − αβk 2 ; α, β, γ, δ; w) = αβ
γ + 1 k 2 (1 − w) Hn(k 2 , s ′ ; α + 2, β + 2, γ + 1, δ + 2; w),
− s ′ = γ + δ + 1 + (γ + ǫ + αβ )k 2 .
(19) Hn ′ (k 2 , − αβ ; α, β, γ, δ; w) = αβ
γ + 1 (1 − k 2 w) Hn(k 2 , s ′ ; α + 2, β + 2, γ + 1, δ + 1; w),
− s ′ = γ + δ + αβ + (γ + ǫ + 1)k 2 .
(20) Hn ′ (k 2 , s; 0, β, γ, δ; w) = − s
γ + 1 Hn(k 2 , s ′ ; 2, β + 1, γ + 1, δ + 1; w), s ′ = s − γ − δ − (γ + ǫ)k 2 .
(21) Notice that, from (13), the functions Hn( · · · ; w) are analytic around w = 0.
4 Reduction to hypergeometric functions
For non-generic solutions it was realized some time ago the possibility for Heun functions to reduce to hypergeometric functions. Some relations, using Weierstrass elliptic functions are given in [13]. Later on Kuiken [16] has observed some reductions to hypergeometric functions of some particular rational variable R(w). This may happen only for polynomial R(w), with the following list :
Hn ( − 1, 0; 2a, 2b, 2c − 1, 1 + a + b − c; w) = 2 F 1 a, b
c ; w 2
, Hn (1/2, − 2ab; 2a, 2b, c, 1 + 2(a + b − c); w) = 2 F 1
a, b
c ; w(2 − w)
, Hn (2, − 4ab; 2a, 2b, c, c; w) = 2 F 1
a, b
c ; 4w(1 − w)
.
(22)
Notice that in all these cases R(w) is a second degree polynomial with 3 free parameters.
These results have been completed recently by Maier [17], who discovered new cases 2 with cubic and quartic polynomials R(w) and 2 free parameters:
Hn (1/4, − 9ab/4; 3a, 3b, 1/2, 2(a + b); w) = 2 F 1
a, b
1/2 ; w(3 − w) 2 /4
, Hn (1/2, − 8ab; 4a, 4b, a + b + 1/2, 2(a + b); w) =
2 F 1
a, b
a + b + 1/2 ; 4w(2 − w)(1 − w) 2
.
(23)
2