The confluent Heun equation is one of 4 confluent forms of Heun's differential equation in which is the Fuchsian equation of second order with four regular singularities. A confluent Heun function is applicable to diverse areas such as theory of rotating/non-rotating black hole, the gauge theories on thick brane words, Schr$\ddot{\mbox{o}}$dinger equation for hydrogen molecule ion in Stark effect and etc. The confluent Heun function consists of the three term recurrence relation in its power series, and we show that the function is divergent on the boundary of the disc of convergence.
We show that there exist infinitely many nontrivial choices of parameters of the single confluent Heun equation for which the three-term recurrence relations governing the expansions of the solutions in terms of the confluent hypergeometric functions 1F1 and 0F1 are reduced to two-term ones. In such cases the expansion coefficients are explicitly calculated in terms of the Euler gamma functions.
We examine the series expansions of the solutions of the confluent Heun equation in terms of three different sets of the Kummer confluent hypergeometric functions. The coefficients of the expansions in general obey three-term recurrence relations defining double-sided infinite series; however, four-term and two-term relations are also possible in particular cases. The conditions for left- and/or right-side termination of the derived series are discussed.
Several expansions of the solutions of the double-confluent Heun equation in terms of the Kummer confluent hypergeometric functions are presented. Three different sets of these functions are examined. Discussing the expansions without a pre-factor, it is shown that two of these functions provide expansions the coefficients of which obey three-term recurrence relations, while for the third confluent hypergeometric function the corresponding recurrence relation generally involves five-terms. The latter relation is reduced to a three-term one only in the case when the double-confluent Heun equati…
We review the series solutions of the general and single-confluent Heun equations in terms of powers, ordinary-hypergeometric and confluent-hypergeometric functions. The conditions under which the expansions reduce to finite sums as well as the cases when the coefficients of power-series expansions obey two-term recurrence relations are discussed. Infinitely many cases for which a solution of a general or single-confluent Heun equation is written through a single generalized hypergeometric function are indicated. It is shown that the parameters of this generalized hypergeometric function are t…
A procedure is proposed to construct solutions of the double confluent Heun equation with a determinate behaviour at the singular points. The connection factors are expressed as quotients of Wronskians of the involved solutions. Asymptotic expansions are used in the computation of those Wronskians. The feasibility of the method is shown in an example, namely, the Schroedinger equation with a quasi-exactly-solvable potential.
The Heun's equation is the Fuchsian equation of second order with four regular singularities. Heun functions generalize well-known special functions such as Spheroidal Wave, Lamé, Mathieu, hypergeometric-type functions, etc. The recursive relation of coefficients starts to appear by putting a power series into the Heun equation. A local Heun function consists of the three term recurrence relation in its power series, and we prove that the function is not convergent on the boundary of the disc of convergence.
The reducible double confluent Heun equation (DCHE) is the only DCHE whose general symmetric unfolding leads to a Fuchsian equation. Contrary to general Heun equation the unfolded Fuchsian equation has 5 singular points : $x_L=-\sqrt{\varepsilon}, x_R=\sqrt{\varepsilon}, x_{LL}=-1/\sqrt{\varepsilon}, x_{RR}=1/\sqrt{\varepsilon}$ and $x_{\infty}=\infty$. We prove that the monodromy matrix around the regular resonant singularity at the origin is realizable as a limit of the product of the monodromy matrices around resonant singularities $x_L$ and $x_R$ when $\sqrt{\varepsilon} \to 0$ while the S…
We obtain some new formulae to compute the first derivative of confluent and biconfluent Heun functions under the minimal assumption of fixing only one parameter. These results together with the Lagrangian formulation of a general homogeneous linear ordinary differential equation allow to construct several new indefinite integrals for the confluent, biconfluent, doubly confluent, and triconfluent Heun functions.
We construct an expansion of the solutions of the bi-confluent Heun equation in terms of the Hermite functions. The series is governed by a three-term recurrence relation between successive coefficients of the expansion. We examine the restrictions that are imposed on the involved parameters in order that the series terminates thus resulting in closed-form finite-sum solutions of the bi-confluent Heun equation. A physical application of the closed-form solutions is discussed. We present the five six-parametric potentials for which the general solution of the one-dimensional Schrödinger equatio…
In this paper, we consider the monodromy and, in particularly, the isomonodromy sets of accessory parameters for the Heun class equations. We show that the Heun class equations can be obtained as limits of the linear systems associated with the Painlevé equations when the Painlevé transcendents go to one of the actual singular points of the linear systems. While the isomonodromy sets of accessory parameters for the Heun class equations are described by the Taylor or Laurent coefficients of the corresponding Painlevé functions, or the associated tau functions, at the positions of the critical v…
Classical Virasoro conformal blocks are believed to be directly related to accessory parameters of Floquet type in the Heun equation and some of its confluent versions. We extend this relation to another class of accessory parameter functions that are defined by inverting all-order Bohr-Sommerfeld periods for confluent and biconfluent Heun equation. The relevant conformal blocks involve Nagoya irregular vertex operators of rank 1 and 2 and conjecturally correspond to partition functions of a 4D $\mathcal{N}=2$, $N_f=3$ gauge theory at strong coupling and an Argyres-Douglas theory.
We construct several expansions of the solutions of the confluent Heun equation in terms of the incomplete Beta functions and the Appell generalized hypergeometric functions of two variables of the fist kind. The coefficients of different expansions obey four-, five-, or six-term recurrence relations that are reduced to ones involving less number of terms only in a few exceptional cases. The conditions for deriving finite-sum solutions via termination of the series are discussed.
Heun differential equations are the most general second order Fuchsian equations with four regular singularities. An explicit integral series representation of Heun functions involving only elementary integrands has hitherto been unknown and noted as an important open problem in a recent review. We provide explicit integral representations of the solutions of all equations of the Heun class: general, confluent, bi-confluent, doubly-confluent and triconfluent, with integrals involving only rational functions and exponential integrands. All the series are illustrated with concrete examples of us…
In the first series "Special functions and three term recurrence formula (3TRF)", I show how to obtain power series solutions of Heun, Grand Confluent Hypergeoemtric (GCH), Mathieu and Lame equations for an infinite series and a polynomial of type 1. The method of proof for an infinite series and a polynomial of type 1 in the 3-term recurrence relation is called as three term recurrence formula (3TRF). And integral forms and generating functions of the above 4 equations are constructed analytically. In the second series "Special functions and reversible three-term recurrence formula (R3TRF)", …
Mathieu ordinary differential equation is of Fuchsian types with the two regular and one irregular singularities. In contrast, Heun equation of Fuchsian types has the four regular singularities. Heun equation has the four kind of confluent forms: (1) Confluent Heun (two regular and one irregular singularities), (2) Doubly confluent Heun (two irregular singularities), (3) Biconfluent Heun (one regular and one irregular singularities), (4) Triconfluent Heun equations (one irregular singularity). Mathieu equation in algebraic forms is also derived from the Confluent Heun equation by changing all …
Biconfluent Heun equation (BHE) is a confluent case of the general Heun equation which has one more regular singular points than the Gauss hypergeometric equation on the Riemann sphere $\hat{\mathbb{C}}$. Motivated by a Nevanlinna theory (complex oscillation theory) approach, we have established a theory of \textit{periodic} BHE (PBHE) in parallel with the Lamé equation verses the Heun equation, and the Mathieu equation verses the confluent Heun equation. We have established condition that lead to explicit construction of eigen-solutions of PBHE, and their single and double orthogonality, and …
In the first part of our paper we discuss linear 2nd order differential equations in the complex domain, especially Heun class equations, that is, the Heun equation and its confluent cases. The second part of our paper is devoted to Painlevé I-VI equations. Our philosophy is to treat these families of equations in a unified way. This philosophy works especially well for Heun class equations. We discuss its classification into 5 supertypes, subdivided into 10 types (not counting trivial cases). We also introduce in a unified way deformed Heun class equations, which contain an additional nonloga…
The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit solutions in terms of modified Bessel functions. In this paper, we revisit this classic result using the simple Laplace transform approach in connection to the Heun differential equation. We extend the methodology to the geometric Brownian motion with affine drift and show that the joint distribution of this process and its time-integral can be determined by a doubly-confluent Heun equation. Furthermore, the joint Laplace …
We consider some properties of double confluent Heun equation related to the Josephson Effect. In particular, we prove that adjacency points of phased-locked areas on a parameter plane can be described via poles of Bessel solution of Painleve 3 equation.
The Painlevé equations arise from the study of Hankel determinants generated by moment matrices, whose weights are expressed as the product of ``classical" weights multiplied by suitable ``deformation factors", usually dependent on a ``time variable'' $t$. From ladder operators one finds second order linear ordinary differential equations for associated orthogonal polynomials with coefficients being rational functions. The Painlevé and related functions appear as the residues of these rational functions. We will be interested in the situation when $n$, the order of the Hankel matrix and also t…
For linear Hamiltonian $2n\times 2n$ systems $J y'(x) = (λW(x)+H(x))y(x)$ we investigate the problem how the eigenvalues $λ$ depend on the entries of the coefficient matrix $H$. This question turns into a deformation equation for $H$ and a partial differential equation for the eigenvalues $λ$. We apply our results to various examples, including generalizations of the confluent Heun equation and the Chandrasekhar-Page angular equation. We are mainly concerned with the $2\times 2$ case, and in order to reduce the degrees of freedom in $H$ as much as possible, we will first convert such systems i…
We consider a linear Volterra integral equation of the second kind with a sum kernel $K(t',t)=\sum_i K_i(t',t)$ and give the solution of the equation in terms of solutions of the separate equations with kernels $K_i$, provided these exist. As a corollary, we obtain a novel series representation for the solution with improved convergence properties. We illustrate our results with examples, including the first known Volterra equation solved by Heun's confluent functions. This solves a long-standing problem pertaining to the representation of such functions. The approach presented here has widesp…
This paper is devoted to a complete parametric study of Liouvillian solutions of the general trace-free second order differential equation with a Laurent polynomial coefficient. This family of equations, for fixed orders at $0$ and $\infty$ of the Laurent polynomial, is seen as an affine algebraic variety. We proof that the set of Picard-Vessiot integrable differential equations in the family is an enumerable union of algebraic subvarieties. We compute explicitly the algebraic equations of its components. We give some applications to well known subfamilies as the doubly confluent and biconflue…
