This presentation is a continuation of the reconsideration of solutions to second-order linear differential equations with polynomial coefficients. The general form of the equation is
Solutions to cases of this equation are controlled by the singularity structure of the equation, namely whether singular points exist and what the s-rank of each singular point is. Regular singular points are all assigned an s-rank of unity. The s-rank of an irregular finite singular point is given by
where s2, s1 and s0 designate the lowest powers of the independent variable with respect to the singularity in each coefficient polynomial. The s-rank of an irregular singular point at infinity is given by
where r2, r1 and r0 designate the highest powers of the independent variable in each coefficient polynomial.
The general process of categorizing cases of the equation can be extended to coefficient polynomials of arbitrary degree, but in this part of the presentation will be limited to constant, linear or quadratic polynomials. As seen at the end of the first part of the presentation, a quadratic coefficient on the first derivative of the equation is already enough complexity to go beyond functions in common use in physics.
It should be noted that the two coefficient polynomials
make the same contribution to the values of s-ranks, since the formulae for the values depend on the lowest and highest powers at the singularities. That means that solutions to equations with coefficients of the second form can always be found from those with coefficients of the first form by setting a1 equal to zero.
A tabulation of the singularity structure of each case of constant, linear and quadratic coefficients is available here. The term “multisymbol” denotes the collection of s-ranks for all singular points. They are first given by increasing complexity of the coefficients, from constant on the second derivative through quadratics on all derivatives. The multisymbols are then grouped by identical symbols: these equations will all have a similar solution.
The tabulation includes sets of transformed multisymbols, for a change to a squared variable, a cubed variable, a square root variable, a cube root variable and a cubed square root variable. Three of these are transformations considered in another presentation. These three transformations will apply to only one finite singular point at a time, leaving any others unaffected.
The remaining transformations are simple enough to describe that no tabulation is needed. Splitting off a power from the solutions will at most add a regular singular point at either a finite location or infinity, but not change the singularity structure otherwise. Splitting off an exponential of the form will not change finite singular points, but will add an irregular singular point at infinity of s-rank k+1 unless there is already something equivalent or worse there.
Keep in mind when using this tabulation that the exponents s1 and s0 represent factors with respect to the finite singularity. If the polynomial on the second derivative has a leading constant term, then there will be one finite singular point not at the origin for a linear polynomial, and one or two singular points not at the origin for a quadratic polynomial. The exponents for the other coefficients are in that case meant with respect to locations of these finite singular points not at the origin.
Also keep in mind that discriminants are assumed to be nonzero, so that any factored quadratic coefficients will have distinct roots. Cases of zero discriminant need to be addressed separately, and are not included in the tabulation.
The tabulation is useful in several ways. It first shows the number of different types of special functions that can occur in solutions to these differential equations, where each unique multisymbol corresponds to a different function. After identifying the multisymbols for known special functions, it is then simple to know which equations require functions more complicated than usually encountered for their general solutions. The sets of transformed multisymbols indicate how a change of variable can cast a given equation in terms of a known equation, and explain the connections previously found between solutions.
First consider identification of multisymbols in terms of known functions. It was pointed out in the first part of the presentation that the second-order equation with constant coefficients
has a multisymbol
has the multisymbol
Now consider three kinds of hypergeometric functions: Gauss, confluent and reduced confluent. The differential equations for these three functions are
and the solutions are denoted by
,
and
,
respectively. A second linearly independent solution to each equation is found by setting
The equation for the Gauss hypergeometric function has regular singular points at zero and one, as well as a regular singular point at infinity, and thus has the multisymbol
The equation for the confluent hypergeometric function has a regular singular point at the origin and an irregular singular point at infinity, with the multisymbol
{ L , L , C } , { L , C , L } and { L , L , L }
of similar solutions identified in the previous presentation. The general solution includes in each case one part with an explicit power as a factor, but since the origin is already a regular singular point the process of splitting off a power does not change the singularity structure. The various solutions also have different exponential factors, but since the singular point at infinity is already irregular with the same s-rank as an exponential function the process of splitting off an exponential does not change the singularity structure either.
This last statement has a direct implication: the confluent hypergeometric function has a simple identity that does not occur for the other hypergeometric functions. Setting
The solution of this last equation is the basis for an identity that allows one to change the sign of the independent variable in this function by multiplying by an exponential:
This identity occurs because the coefficients of the first and second terms of the equation are both linear, and splitting off the exponential does not alter the form of the equation. Another way of saying this is that splitting off the exponential does not alter the singularity structure, since the singular point at infinity already has the same s-rank as the exponential.
There is another special relationship between the confluent hypergeometric function and the exponential: when the two parameters of the former are equal, its differential equation becomes
and one of the solutions is an exponential itself. This does not mean, however, that the singularity structure of the general solution has changed. The second linearly independent solution is a power and an exponential multiplying an incomplete gamma function, so that the regular singular point at the origin is still there.
While the exponential function shares one equal s-rank with the confluent hypergeometric function, the former does not have a singular point at the origin, and this is why the solution to an equation
The equation for the reduced confluent hypergeometric function has a regular singular point at the origin and an irregular singular point at infinity, but with the multisymbol
There are two ways to attempt to find the relationship. The process of splitting off an exponential from the reduced confluent hypergeometric function would change its multisymbol to
The apparent relationship just described is a caution that while multisymbols indicate differences between differential equations, there may be circumstances where they do fail to do so. This happens whenever there is a transformation that simplifies the given equation, reducing the s-rank of one or more singular points. In this particular example, one says that an equation with the multisymbol
The other way to find the relationship is to change to a square root variable, which also alters the multisymbol to
As for the previous general solution, this equation can be brought into the form of the confluent equation by including an exponential factor. The final result is the identity
An equation of the form
The next group of solutions to understand is
{ C , L , C } , { C , L , L } , { C , C , Q } and { C , L , Q }
The equations all have the multisymbol
The biconfluent hypergeometric equation, as given on page 61 of the book,
also goes by the name of the Hermite differential equation. Its solution, along with solutions of more complicated equations to follow, will be denoted as
The biconfluent hypergeometric function bears a relationship to the confluent function similar to that between the reduced confluent and confluent, but this time with change to a squared variable that alters the multisymbol to
which is a confluent hypergeometric equation as expected, so that one can make the immediate identification
This relationship explains why the previous general solutions to the equations in this group all have a squared argument in the confluent hypergeometric function, and why all have a parameter of one half. It is now clear why the two constants a11 and a02 cannot both be set equal to zero for the equation
Before considering the last case
This equation has a double singularity at
where the two previous singularities have converged. This is what is meant by a confluent equation: one where singularities flow together. The confluence of the singularities has turned them from two regular singularities into one irregular singularity. There is additionally a regular singularity at infinity, so that the multisymbol is
Now on to the equation
which is more commonly known as the Airy differential equation. The equation has one irregular singular point at infinity and a multisymbol of
While the Airy functions are well-enough known in physics to count among standard functions, they too have a relationship with confluent hypergeometric functions. A change to a cubed square root variable alters the multisymbol to
As before this equation can be brought into the form of the confluent equation by including an exponential factor, with the resulting identities
The outer equality can also be determined directly with a change to an cubed variable by setting
These relationships explain the unusual argument in the general solution of the equation
Since the Airy functions do not have finite singularities with multisymbol
Identification of the remaining multisymbols will require the introduction of functions beyond those commonly known. Begin by restating the equation
This is a case of what Slavyanov and Lay call the triconfluent Heun equation. There is one irregular singular point at infinity and the multisymbol is
because both of these equations have the same singularity structure. This structure will not be altered by splitting off an exponential with terms up to a cubic, so that the transformation
First change the sign of the independent variable with ,
then factor the coefficient of the second term:
Now construct a Möbius transformation to move the roots to two as yet unspecified points equidistant from the origin of the independent variable:
The differential equation in terms of the new variable is
Choosing to make the overall factor on the second term unity brings this to the form of the triconfluent Heun equation as given on page 104 of Slavyanov and Lay,
and a solution to the equation in question is , where in this case
The triconfluent Heun function is not yet commonly known in physics. It occurs, for example, in quantum mechanics for the so-called quartic oscillator, when a fourth-order correction term is added to the harmonic oscillator potential. Mathematica does not currently handle Heun functions other than as Mathieu functions, which Slavyanov and Lay call reduced singly confluent Heun functions. The mathematical package Maple does include most Heun functions, although with deficiencies in numerical evaluation.
The triconfluent Heun function provides a solution to the group of equations
{ C , Q , C }, { C , Q , L } and { C , Q , Q }
since they all have the multisymbol
{ L , Q , C }, { L , Q , L } and { L , Q , Q }
all have the multisymbol
The two equations
{ L , C , Q } and { L , L , Q}
both have the multisymbol
The five equations
{ Q , C , Q }, { Q , L , Q }, { Q , Q , C }, { Q , Q , L } and { Q , Q , Q }
all have the multisymbol
The two equations
{ Q , C , L } and { Q , L , L }
both have the multisymbol
In enumerating all of the groups, it has been assumed that quadratic coefficient has zero discriminant and thus two distinct roots. The cases of two equal roots are covered by the multisymbols
The multisymbol
Changing to an inverse variable with , the equation becomes
The linear part of the coefficient on the second term can be removed by splitting off a power factor with an exponent of minus one-half, which will add constant and linear parts to the coefficient on the third term. After rescaling the independent variable, one will have a case of the reduced doubly confluent Heun equation as given on page 107 of Slavyanov and Lay,
and the multisymbol
The tabulations of transformed multisymbols can be used to indicate the possibility of additional identities, not only among the Heun functions but also between Heun and hypergeometric functions. As with previous identities, a function with fewer arbitrary parameters corresponds to one with fixed values for one or more of the parameters. The relationships among Heun functions are only simple for fixed values of certain parameters, and so are more restricted in this sense than previous identities.
For example, consider a change to a square root variable in the confluent hypergeometric equation, which alters its multisymbol from
This is a form of the Heun biconfluent equation with both of the parameters t and λ equal to zero. If the function with all parameters nonzero is notated by
which means that the confluent hypergeometric function is a case of the biconfluent Heun function with a square root argument. Since the other types of confluent hypergeometric can be written in terms of the confluent function, they can also be written as biconfluent Heun functions with appropriate arguments. In particular, multiplying the biconfluent hypergeometric equation by a single power of the independent variable gives a case of the biconfluent Heun equation, so one can immediately identify
which is consistent with the previous identification between the two hypergeometric functions.
Since the confluent hypergeometric function has a simple relation to the biconfluent Heun function, it is expected that the reduced confluent hypergeometric function will have a simple relation to the reduced biconfluent Heun function. Inspecting available transformations, a change to a cube root variable alters the multisymbols appropriately. With
which is a form of the reduced biconfluent Heun equation with both of the parameters t and λ equal to zero. With notation as before one can write the identity
The reduced confluent hypergeometric function is related to the confluent hypergeometric function by an exponential and a square root argument. Comparing the identities just found, the reduced biconfluent Heun function will be equal to the product of an exponential with argument of exponent three halves and a biconfluent Heun function with argument of exponent three quarters. With
For a solution of the form the equation is then
and for an appropriate choice of the free constant one has the identity
which is completely consistent with previous identities. If the parameters t and λ were not set equal to zero, then the coefficient of the third term in the reduced biconfluent Heun equation would include
Since the triconfluent Heun equation appears readily enough in physics, it is interesting to develop its identities to the hypergeometric functions and other Heun functions. This will be done for the restricted case
A change to a cubed variable alters the multisymbol from
and one has the immediate identity
Knowing the corresponding linearly independent hypergeometric function indicates that the second linearly independent solution to this case of the triconfluent Heun equation is
The confluent hypergeometric function in this identity can represent a reduced confluent hypergeometric function when the first parameter is half of the second. With the restriction
The reduced confluent hypergeometric function can represent an Airy function when its parameter is equal to two thirds or four thirds, which is not the case here. The triconfluent Heun function apparently cannot be directly related to Airy functions.
Finally, consider relationships of the triconfluent Heun function to the biconfluent and reduced biconfluent Heun functions, again all for
and the identity between the two functions is
The biconfluent Heun function here can only represent a reduced biconfluent Heun function when the parameters have the relative values
A change to a squared variable alters the triconfluent multisymbol from
Now with
and it is clear that
which is completely consistent with the identity between the biconfluent and reduced biconfluent Heun functions.
Summary table of distinct multisymbols for second-order differential equations with polynomial coefficients up to quadratic and their corresponding general solution functions:
Multisymbol | Solution Function |
{ ; 2 } | Exponential |
{ ; 2.5 } | Reduced biconfluent hypergeometric
or Airy aka confluent hypergeometric with cubed square root argument aka reduced confluent hypergeometric with cubed argument |
{ ; 3 } | Biconfluent hypergeometric or Hermite aka confluent hypergeometric with squared argument aka biconfluent Heun |
{ ; 4 } | Triconfluent Heun |
{ 1 ; 1 } | Single power |
{ 1 ; 1.5 } | Reduced confluent hypergeometric aka confluent hypergeometric with square root argument aka biconfluent Heun with cube root argument |
{ 1 ; 2 } | Confluent hypergeometric aka biconfluent Heun with square root argument |
{ 1 ; 2.5 } | Reduced biconfluent Heun |
{ 1 ; 3 } | Biconfluent Heun |
{ 1 , 1 ; 1 } | Gauss hypergeometric |
{ 1 , 1 ; 1.5 } | Reduced singly confluent Heun |
{ 1 , 1 ; 2 } | Singly confluent Heun |
{ 2 ; 1 } | Confluent hypergeometric with inverse argument |
{ 2 ; 1.5 } | Reduced doubly confluent Heun with inverse argument |
{ 2 ; 2 } | Doubly confluent Heun |
The solutions can be accompanied by powers and exponentials that do not alter the singularity structure.
Uploaded 2013.07.31 — Updated 2013.08.07 analyticphysics.com