A machine-generated list of 192 local solutions of the Heun equation is given. They are analogous to Kummer's 24 solutions of the Gauss hypergeometric equation, since the two equations are canonical Fuchsian differential equations on the Riemann sphere with four and three singular points, respectively. Tabulation is facilitated by the identification of the automorphism group of the equation with n singular points as the Coxeter group D_n. Each of the 192 expressions is labeled by an element of D_4. Of the 192, 24 are equivalent expressions for the local Heun function Hl, and it is shown that the resulting order-24 group of transformations of Hl is isomorphic to the symmetric group S_4. The isomorphism encodes each transformation as a permutation of an abstract four-element set, not identical to the set of singular points.
We consider a second order reducible equation having non-resonant irregular singularities at $x=0$ and $x=\infty$. Both of them are of Poincaré rank 1. We introduce a small complex parameter $\varepsilon$ that splits together $x=0$ and $x=\infty$ into four different Fuchsian singularities $x_L=-\sqrt{\varepsilon}, x_R=\sqrt{\varepsilon}$ and $x_{LL}=-1/\sqrt{\varepsilon}, x_{RR}=1/\sqrt{\varepsilon}$, respectively. The perturbed equation is a second order reducible Fuchsian equation with 4 different singularities, i.e. a Heun type equation. Then we prove that when the perturbed equation has ex…
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 present infinitely many solutions of the general Heun equation in terms of generalized hypergeometric functions. Each solution assumes that two restrictions are imposed on the involved parameters: a characteristic exponent of one of the singularities should be a non-zero integer, and the accessory parameter must satisfy a polynomial equation.
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.
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…
The present article discusses the two point connection problem for Heun's differential equation. We employ a contour integral method to derive connection matrices for a sub-class of the Heun equation containing 3 free parameters. Explicit expressions for the connection coefficients are found.
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 generating function of Stieltjes-Carlitz polynomials is a solution of Heun's differential equation and using this relation Carlitz was the first to get exact closed forms for some Heun functions. Similarly the associated Stieltjes-Carlitz polynomials lead to a new differential equation which we call associated Heun. Thanks to the link with orthogonal polynomials we are able to deduce two integral relations connecting associated Heun functions with different parameters and to exhibit the set of associated Heun functions which generalize Carlitz's. Part of these results were used by the auth…
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 examine the power-series solutions and the series solutions in terms of the Hermite functions for the biconfluent Heun equation. Infinitely many cases for which a solution of the biconfluent equation is presented as an irreducible linear combination of four generalized hypergeometric functions, that in general do not reduce to polynomials, are identified.
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…
Just as with the Gauss hypergeometric function, particular cases of the local Heun function can be Liouvillian (that is, "elementary") functions. One way to obtain these functions is by pull-back transformations of Gauss hypergeometric equations with Liouvillian solutions. This paper presents the Liouvillian solutions of Heun's equations that are pull-backs of the parametric hypergeometric equations with cyclic or dihedral monodromy groups.
The Heun functions satisfy linear ordinary differential equations of second order with certain singularities in the complex plane. The first order derivatives of the Heun functions satisfy linear second order differential equations with one more singularity. In this paper we compare these equations with linear differential equations isomonodromy deformations of which are described by the Painlevé equations $P_{II}-P_{VI}$.
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…
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.
We examine the expansions of the solutions of the general Heun equation in terms of the Gauss hypergeometric functions. We present several expansions using functions, the forms of which differ from those applied before. In general, the coefficients of the expansions obey three-term recurrence relations. However, there exist certain choices of the parameters for which the recurrence relations become two-term. The coefficients of the expansions are then explicitly expressed in terms of the gamma functions. Discussing the termination of the presented series, we show that the finite-sum solutions …
Pull-back transformations between Heun and Gauss hypergeometric equations give useful expressions of Heun functions in terms of better understood hypergeometric functions. This article classifies, up to Mobius automorphisms, the coverings P1-to-P1 that yield pull-back transformations from hypergeometric to Heun equations with at least one free parameter (excluding the cases when the involved hypergeometric equation has cyclic or dihedral monodromy). In all, 61 parametric hypergeometric-to-Heun transformations are found, of maximal degree 12. Among them, 28 pull-backs are compositions of smalle…
The usefulness of Riemann P-symbols in deriving identities involving the parametrized special function Hl is explored. Hl is the analytic local solution of the Heun equation, the canonical second-order differential equation on the Riemann sphere with four regular singular points. The identities discussed include ones coming from Moebius automorphisms and F-homotopies, and also quadratic and biquadratic transformations. The case when Hl is identical to a generalized hypergeometric function of 3F2 type is examined, and Pfaff and Euler transformations of 3F2(a1,a2,e+1;b1,e;x) are derived. They ex…
We show that in the particular case when a characteristic exponent of the singularity at infinity is zero the solution of the general Heun equation can be expanded in terms of the incomplete Beta functions. By means of termination of the series, closed-form solutions are derived for two infinite sets of the involved parameters. These finite-sum solutions are written in terms of elementary functions that in general are quasi-polynomials. The coefficients of the expansion obey a three-term recurrence relation, which in some particular cases may become two-term. We discuss the case when the recur…
The $q$-Heun equation is a $q$-difference analogue of Heun's differential equation. We review several solutions of Heun's differential equation and investigate polynomial-type solutions of $q$-Heun equation. The limit $q\to 1$ corresponding to Heun's differential equation and the ultradiscrete limit $q\to 0$ are considered.
The $q$-Heun equation and its variants arise as degenerations of Ruijsenaars-van Diejen operators with one particle. We investigate local properties of these equations. In particular we characterize the variants of the $q$-Heun equation by using analysis of regular singularities. We also consider the quasi-exact solvability of the $q$-Heun equation and its variants. Namely we investigate finite-dimensional subspaces which are invariant under the action of the $q$-Heun operator or variants of the $q$-Heun operator.
We study Heun's differential equation in the case that one of the singularities is apparent. In particular we conjecture a relationship with generalized hypergeometric differential equation and establish it in some cases. We apply our results to exceptional Jacobi polynomials.
Heun's equation naturally appears as special cases of Fuchsian system of differential equations of rank two with four singularities by introducing the space of initial conditions of the sixth Painlevé equation. Middle convolutions of the Fuchsian system are related with an integral transformation of Heun's equation.
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 …
In this work we establish new forms of Heun-to-Heun transformations and Heun-to-Hypergeometric transformations. The transformations are realised by changing the independent variable in a non-linear way. Using these we also point out some simple examples of transformations between equations that are not Fuchsian and that generalise the Heun-to-Hypergeometric transformations.
In the present article we introduce and study a novel type of solutions of the general Heun's equation. Our approach is based on the symmetric form of the Heun's differential equation yielded by development of the Felix Klein symmetric form of the Fuchsian equations with an arbitrary number $N\geq 4$ of regular singular points. We derive the symmetry group of these equations which turns to be a proper extension of the Mobius group. We also introduce and study new series solution of symmetric form of the general Heun's differential equation (N=4) which treats simultaneously and on an equal foot…
We find a new class of algebraic geometric solutions of Heun's equation with the accessory parameter belonging to a hyperelliptic curve. Dependence of these solutions from the accessory parameter as well as their relation to Heun's polynomials is studied. Methods of calculating the algebraic genus of the curve, and its branching points, are suggested. Monodromy group is considered. Numerous examples are given.
The reductions of the Heun equation to the hypergeometric equation by polynomial transformations of its independent variable are enumerated and classified. Heun-to-hypergeometric reductions are similar to classical hypergeometric identities, but the conditions for the existence of a reduction involve features of the Heun equation that the hypergeometric equation does not possess; namely, its cross-ratio and accessory parameters. The reductions include quadratic and cubic transformations, which may be performed only if the singular points of the Heun equation form a harmonic or an equianharmoni…
We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions and show how, in the case of reducible monodromy, the Riemann-Hilbert formalism can be used to construct explicit polynomial solutions of the Heun equation.
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 …
We obtain integral representations of solutions to special cases of the Fuchsian system of differential equations and Heun's differential equation. In particular, we calculate the monodromy of solutions to the Fuchsian equation that corresponds to Picard's solution of the sixth Painlevé equation, and to Heun's equation.
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…
It is known that the Fuchsian differential equation which produces the sixth Painlevé equation corresponds to the Fuchsian differential equation with different parameters via Euler's integral transformation, and Heun's equation also corresponds to Heun's equation with different parameters, again via Euler's integral transformation. In this paper we study the correspondences in detail. After investigating correspondences with respect to monodromy, it is demonstrated that the existence of polynomial-type solutions corresponds to apparency (non-branching) of a singularity. For the elliptical repr…
We show that the q-Heun equation and its variants appear in the linear q-difference equations associated to some q-Painlevé equations by considering the blow-up associated to their initial-value spaces. We obtain the firstly degenerated Ruijsenaars-van Diejen operator from the linear q-difference equation associated to the q-Painlevé equation of type $E_8$.
We review several results on the finite-gap potential and Heun's differential equation, and we discuss relationships among the finite-gap potential, the WKB analysis and Heun's differential equation.
It is known that the q-Heun equation has polynomial-type solutions in some special cases, and the condition for the accessory parameter E is described by the roots of the spectral polynomial. We investigate the spectral polynomial by considering the ultradiscrete limit.
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…
We obtain isomonodromic transformations for Heun's equation by generalizing Darboux transformation, and we find pairs and triplets of Heun's equation which have the same monodromy structure. By composing generalized Darboux transformations, we establish a new construction of the commuting operator which ensures finite-gap property. As an application, we prove conjectures in part III.
We develop a theory for the Hermite-Krichever Ansatz on the Heun equation. As a byproduct, we find formulae which reduce hyperelliptic integrals to elliptic ones.
We study polynomial-type solutions of the $q$-Heun equation, which is related with quasi-exact solvability. The condition that the $q$-Heun equation has a non-zero polynomial-type solution is described by the roots of the spectral polynomial, whose variable is the accessory parameter $E$. We obtain sufficient conditions that the roots of the spectral polynomial are all real and distinct. We consider the ultradiscrete limit to clarify the roots of the spectral polynomial and the zeros of the polynomial-type solution of the $q$-Heun equation.
We propose and develop the Bethe Ansatz method for the Heun equation. As an application, holomorphy of the perturbation for the BC_1 Inozemtsev model from the trigonometric model is proved.
We relate two parameter solutions of the sixth Painlevé equation and finite-gap solutions of the Heun equation by considering monodromy on a certain class of Fuchsian differential equations. In the appendix, we present formulae on differentials of elliptic modular functions, and obtain the ellitic form of the sixth Painlevé equation directly.
We study a novel type of solutions of the general Heun's equation, based on its symmetric form. We derive the symmetry group of this equation which is a proper extension of the Mobius group. The new series solution treat simultaneously and on an equal footing all singular points.
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.
The well-known Heun equation has the form: Q(z)S''(z)+P(z)S'(z)+V(z)S(z)=0 where Q(z) is a cubic complex polynomial, P(z) and V(z) are polynomials of degrees at most 2 and 1 resp. One of the classical problems about the Heun equation is for a given positive integer N to find all possible linear polynomials V(z) such that the latter equation has a polynomial solution S(z) of degree N. Below we prove a conjecture of the 2nd author claiming that the union of roots of such V(z)'s for a given N tends when N->oo to a certain compact connecting the three roots of Q(z) and given by the condition that …
We derive the most general families of differential operators of first and second degree semi-commuting with the differential operators of the Heun class. Among these families we classify all those families commuting with the Heun class. In particular, we discover that a certain generalized Heun equation commutes with the Heun differential operator allowing us to construct the general solution to a complicated fourth order linear differential equation with variable coefficients which Maple 16 cannot solve.
We introduce a nine-parameter Heun-type differential equation and obtain three classes of its solutions as series of square integrable functions written in terms of the Jacobi polynomial. The expansion coefficients of the series satisfy three-term recursion relations, which are solved in terms of orthogonal polynomials with continuous and/or discrete spectra. Some of these are well-known polynomials while others are either new or modified versions of known ones.
A new approach to the finite-gap property for the Heun equation is constructed. The relationship between the finite-dimensional invariant space and the spectral curve is clarified. The monodromies are calculated and are expressed as hyperelliptic integrals. Applications to the spectral problem for the $BC_1$ Inozemtsev model are obtained.
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…
Since the advent of quantum mechanics different approaches to find analytical solutions of the Schrödinger equation have been successfully developed. Here we follow and generalize the approach pioneered by Natanzon and others by which the Schrödinger equations can be transformed into another well-known equation for transcendental function (e.g., the hypergeometric equation). This sets a class of potentials for which this transformation is possible. Our generalization consists in finding potentials allowing the transformation of the Schrödinger equation into a triconfluent Heun equation. We fin…
The classical Heun equation has the form {Q(z) d^2/dz^2 +P(z) d/dz +V(z)}S(z)=0 where Q(z) is a cubic, P(z) at most quadratic and V(z) linear polynomials resp. In the second half of the 19-th century E.Heine and T.STieltjes initiated the study of the set of all V(z) such that the above equation has a polynomial solution S(z) of a given degree n. The main goal of the present paper is to study the union of the roots of the latter set of V(z)*s when n->oo. We formulate an intriguing conjecture of K.Takemura describing the limiting set and give a substantial amount of additional information.
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…
