On numerical evaluation of the Heun functions

One-dimensional propagation of longitudinal elastic waves through functionally graded materials

In this paper we consider the confluent Heun equation, which is a linear differential equation of second order with three singular points --- two of them are regular and the third one is irregular of rank 1. The purpose of the work is to propose a procedure for numerical evaluation of the equation's solutions (confluent Heun functions). A scheme based on power series, asymptotic expansions and analytic continuation is described. Results of numerical tests are given.

The analytic solution for the power series expansion of Heun function

Starting from a second-order Fuchsian differential equation having five regular singular points, an equation obeyed by a function proportional to the first derivative of the solution of the Heun equation, we construct several expansions of the solutions of the general Heun equation in terms of Appell generalized hypergeometric functions of two variables of the first kind. Several cases when the expansions reduce to those written in terms of simpler mathematical functions such as the incomplete Beta function or the Gauss hypergeometric function are identified. The conditions for deriving finite-sum solutions via termination of the series are discussed. In general, the coefficients of the expansions obey four-term recurrence relations; however, there exist certain choices of parameters for which the recurrence relations involve only two terms, though not necessarily successive. For such cases, the coefficients of the expansions are explicitly calculated and the general solution of the Heun equation is constructed in terms of the Gauss hypergeometric functions.

We consider a regular singular Sturm‐Liouville operator equation image on the line segment (0,1]. We impose certain boundary conditions such that we obtain a semi‐bounded self‐adjoint operator. It is known (cf. Theorem 1.1 below) that the ζ‐function of this operator equation image has a meromorphic continuation to the whole complex plane with 0 being a regular point. Then, according to [RS] the ζ ‐ regularized determinant of L is defined by equation image In this paper we are going to express this determinant in terms of the solutions of the homogeneous differential equation Ly = 0 generalizing earlier work of S. Levit and U. Smilansky [LS], T. Dreyfus and H. Dym [DD], and D. Burghelea, L. Friedlander and T. Kappeler [BFK1, BFK2). More precisely we prove the formula equation image Here ϕ ψ is a certain fundamental system of solutions for the homogeneous equation Ly = 0, W(ϕ ψ), denotes their Wronski determinant, and v0, v1 are numbers related to the characteristic roots of the regular singular points 0, 1.

In this contribution, we construct approximations for the density associated with the solution of second-order linear differential equations whose coefficients are analytic stochastic processes about regular-singular points. Our analysis is based on the combination of a random Fröbenius technique together with the random variable transformation technique assuming mild probabilistic conditions on the initial conditions and coefficients. The new results complete the ones recently established by the authors for the same class of stochastic differential equations, but about regular points. In this way, this new contribution allows us to study, for example, the important randomized Bessel differential equation.

The numerical solution of boundary value problems for linear systems of first order equations with a regular singular point at one endpoint is considered. The standard procedure of expanding about the singularity to get a nonsingular problem over a reduced interval is justified in some detail. Quite general boundary conditions are included which permit unbounded solutions. Error estimates are given and some numerical calculations are presented to check the theory.

CHAPTER II - LINEAR DIFFERENTIAL EQUATIONS. SUPPLEMENTARY REMARKS ON THE THEORY OF DIFFERENTIAL EQUATIONS

This chapter treats the theory of ordinary differential equations, both linear and nonlinear.Sections 1–4 establish existence and uniqueness theorems for ordinary differential equations. The first section gives some examples of first-order equations, mostly nonlinear, to illustrate certain kinds of behavior of solutions. The second section shows, in the presence of continuity for a vectorvalued F satisfying a “Lipschitz condition,” that the first-order system y′ = F(t, y) has a unique local solution satisfying an initial condition y (t0) = y0. Since higher-order equations can always be reduced to first-order systems, these results address existence and uniqueness for nth-order equations as a special case. Section 3 shows that the solutions to a system depend well on the initial condition and on any parameters that are present in F. Section 4 applies these results to existence of integral curves for a vector field and to construction of coordinate systems from families of integral curves.Sections 5–8 concern linear systems. Section 5 shows that local solutions of linear systems may be extended to global solutions and that in the homogeneous case the vector space of global solutions has dimension equal to the size of the system. The method of variation of parameters reduces the solution of any linear system to the solution of a homogeneous linear system. Sections 6–7 identify explicit solutions to nth-order linear equations and first-order linear systems. The “Jordan canonical form” of a square matrix plays a role in the case of a system. Section 8 discusses power-series solutions to second-order homogeneous linear equations whose coefficients are given by convergent power series, as well as solutions that arise in the case of regular singular points. Two kinds of special functions are mentioned that result from this study-Legendre polynomials and Bessel functions.KeywordsOrdinary Differential EquationUniqueness TheoremDiagonal EntryLipschitz ConditionIntegral CurfThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

The geometric phase requires the multivaluedness of solutions to Fuchsian second-order equations. The angle, or its complement, is given by half the area of a spherical triangle in the case of three singular points, or half the area of a lune in the case of two singular points. Both are fundamental regions where the automorphic function takes a value only once, and a linear-fractional transformation tessellates the plane in replicas of the fundamental region. The condition that the homologues of the poles, representing vertices, be angles places restrictions on quantum numbers which are no longer integers, for, otherwise, the phase factors would become unity. Restriction must be made to regular singular points for only then will solutions to the differential equation be rational functions so that the covering group will be cyclic and the covering space be a ‘spiral staircase’. Many of the equations of mathematical physics, with essential singularities, become Fuchsian differential equations, with regular singularities, at zero kinetic energy. Examples of geometric phase include the phasor, the Pancharatnam phase of beams of polarized light in different states, the Aharanov-Bohm phase, and angular momentum with centripetal ‘attraction’. In the latter example, the phase is one-half the area of the lune, which disappears when the pole at infinity becomes an essential singularity thereby recovering the Schrodinger equation. The behavior of an automorphic function at a limit point on the boundary is analogous to the confluence of two regular singularities in a linear second-order differential equation to produce an essential singularity at infinity. ∗ info@bernardhlavenda.com; www.bernardhlavenda.com 1 ar X iv :1 41 1. 56 03 v1 [ ph ys ic s. ge nph ] 1 5 M ay 2 01 3

An explicit numerical-analytical method is demonstrated for accurate solving the Schrödinger equation in those cases when this equation reducible to a system of n coupled ordinary differential equations with singular points. Fundamental system of solutions is constructed as algebraic combinations of power series, power functions and logarithmic function in the neighbourhood of the regular singular point and as asymptotic expansions of solutions in the neighbourhood of the irregular singular point. The method is based on the calculation of recurrent sequences of constant matrices of coefficients in power series and in inverse power series in asymptotic expansions using derived recurrent relations, that makes possible to calculate solutions at any given point using only algebraic computations and elementary functions. In turn it makes possible to solve accurately the eigenvalue problem and scattering problem and to derive analytical expressions for the wavefunctions. The method is applied to calculations of energies and wavefunctions of the discrete spectrum and wave functions of the continuous spectrum of the hydrogen-like atoms and of acceptors in semiconductors.

In this paper we consider families of differential equations on some real interval that depend on a parameter $$\varepsilon $$ ε , are regular for $$\varepsilon \ne 0$$ ε ≠ 0 and have exactly one regular singular point for $$\varepsilon =0$$ ε = 0 . Our aim is to give a formula which describes the asymptotic behavior of the solutions for $$\varepsilon \rightarrow 0$$ ε → 0 . To this end, we use a method that combines matched asymptotic analysis with uniform asymptotic integration. We then apply our results to some typical examples, such as a differential equation with two coalescing regular singular points as well as a singular perturbation of the Bessel equation.

We determine closed and compact expressions for the ϵ-expansion of certain Gaussian hypergeometric functions expanded around half-integer values by explicitly solving for their recurrence relations. This ϵ-expansion is identified with the normalized solution of the underlying Fuchs system of four regular singular points. We compute its regularized zeta series (giving rise to two independent associators) whose ratio gives the ϵ-expansion at a specific value. Furthermore, we use the well known one-loop massive bubble integral as an example to demonstrate how to obtain all-order ϵ-expansions for Feynman integrals and how to construct representations for Feynman integrals in terms of generalized hypergeometric functions. We use the method of differential equations in combination with the recently established general solution for recurrence relations with non-commutative coefficients.

In this study, an exact analytical solution for the convective heat transfer equation from a semi-spherical fin was presented. To obtain a mathematical model, the system was assumed to be a lump in the vertical direction and the governing equation in the Cartesian coordinate was transferred to the Mathieu equation. The exact solution was compared with numerical results such as the finite difference method and midpoint method with Richardson extrapolation (Midrich). Not surprisingly, the exact solution prevailed over the numerical solutions in terms of accuracy and ease of use. Furthermore, the effect of Biot number on the heat transfer of the fin and the fine performance was investigated. The relative error of the results obtained from the analytical and numerical solutions at the base, center, and tip of the fin was 0, 7.72, and 40.25 percent, respectively. The results showed that the relative error between the analytical and numerical solutions depends on the Biot number and varies as a function of the fin length. The obtained analytical solution could be encouraging from different mathematical and industrial applications' points of view.

CONTENTS Introduction § 1. A short review of results § 2. Criteria for Fuchsian systems with regular singular points § 3. Preliminary information. The method of solution § 4. The solubility of the Riemann-Hilbert problem for an irreducible representation of dimension three § 5. Fuchsian systems of two equations on the Riemann sphere. The Fuchsian weight of a representation § 6. The Riemann-Hilbert problem for a system of three equations § 7. The Fuchsian weight and two-dimensional holomorphic vector bundles on the Riemann sphere Conclusion References