Riemann's differential equation

{{Short description|Generalization of the hypergeometric differential equation}}

In mathematics, Riemann's differential equation, named after Bernhard Riemann, is a generalization of the hypergeometric differential equation, allowing the regular singular points to occur anywhere on the Riemann sphere, rather than merely at 0, 1, and $\infty$ . The equation is also known as the Papperitz equation.{{cite web|last=Siklos|first=Stephen|title=The Papperitz equation|url=http://www.damtp.cam.ac.uk/user/stcs/courses/fcm/handouts/papperitz.pdf|accessdate=21 April 2014|archive-date=4 March 2016|archive-url=https://web.archive.org/web/20160304030539/http://www.damtp.cam.ac.uk/user/stcs/courses/fcm/handouts/papperitz.pdf|url-status=dead}}

The hypergeometric differential equation is a second-order linear differential equation which has three regular singular points, 0, 1 and $\infty$ . That equation admits two linearly independent solutions; near a singularity $z_s$ , the solutions take the form $x^s f(x)$ , where $x = z-z_s$ is a local variable, and $f$ is locally holomorphic with $f(0)\neq0$ . The real number $s$ is called the exponent of the solution at $z_s$ . Let α, β and γ be the exponents of one solution at 0, 1 and $\infty$ respectively; and let {{prime|α}}, {{prime|β}} and {{prime|γ}} be those of the other. Then

: $\alpha + \alpha' + \beta + \beta' + \gamma + \gamma' = 1.$

By applying suitable changes of variable, it is possible to transform the hypergeometric equation: Applying Möbius transformations will adjust the positions of the regular singular points, while other transformations (see below) can change the exponents at the regular singular points, subject to the exponents adding up to 1.

Definition

The differential equation is given by

: $\frac{d^2w}{dz^2} + \left[
\frac{1-\alpha-\alpha'}{z-a} +
\frac{1-\beta-\beta'}{z-b} +
\frac{1-\gamma-\gamma'}{z-c} \right] \frac{dw}{dz}$

:: $+\left[
\frac{\alpha\alpha' (a-b)(a-c)} {z-a}
+\frac{\beta\beta' (b-c)(b-a)} {z-b}
+\frac{\gamma\gamma' (c-a)(c-b)} {z-c}
\right]
\frac{w}{(z-a)(z-b)(z-c)}=0.$

The regular singular points are {{mvar|a}}, {{mvar|b}}, and {{mvar|c}}. The exponents of the solutions at these regular singular points are, respectively, {{math|α; {{prime|α}}}}, {{math|β; {{prime|β}}}}, and {{math|γ; {{prime|γ}}}}. As before, the exponents are subject to the condition

: $\alpha+\alpha'+\beta+\beta'+\gamma+\gamma'=1.$

Solutions and relationship with the hypergeometric function

The solutions are denoted by the Riemann P-symbol (also known as the Papperitz symbol)

: $w(z)=P \left\{ \begin{matrix} a & b & c & \; \\
\alpha & \beta & \gamma & z \\
\alpha' & \beta' & \gamma' & \;
\end{matrix} \right\}$

The standard hypergeometric function may be expressed as

: $\;_2F_1(a,b;c;z) =
P \left\{ \begin{matrix} 0 & \infty & 1 & \; \\
0 & a & 0 & z \\
1-c & b & c-a-b & \;
\end{matrix} \right\}$

The P-functions obey a number of identities; one of them allows a general P-function to be expressed in terms of the hypergeometric function. It is

: $P \left\{ \begin{matrix} a & b & c & \; \\
\alpha & \beta & \gamma & z \\
\alpha' & \beta' & \gamma' & \;
\end{matrix} \right\} =
\left(\frac{z-a}{z-b}\right)^\alpha
\left(\frac{z-c}{z-b}\right)^\gamma
P \left\{ \begin{matrix} 0 & \infty & 1 & \; \\
0 & \alpha+\beta+\gamma & 0 & \;\frac{(z-a)(c-b)}{(z-b)(c-a)} \\
\alpha'-\alpha & \alpha+\beta'+\gamma & \gamma'-\gamma & \;
\end{matrix} \right\}$

In other words, one may write the solutions in terms of the hypergeometric function as

: $w(z)=
\left(\frac{z-a}{z-b}\right)^\alpha
\left(\frac{z-c}{z-b}\right)^\gamma
\;_2F_1 \left(
\alpha+\beta +\gamma,
\alpha+\beta'+\gamma;
1+\alpha-\alpha';
\frac{(z-a)(c-b)}{(z-b)(c-a)} \right)$

The full complement of Kummer's 24 solutions may be obtained in this way; see the article hypergeometric differential equation for a treatment of Kummer's solutions.

Fractional linear transformations

The P-function possesses a simple symmetry under the action of fractional linear transformations known as Möbius transformations (that are the conformal remappings of the Riemann sphere), or equivalently, under the action of the group {{math|GL(2, C)}}. Given arbitrary complex numbers {{mvar|A}}, {{mvar|B}}, {{mvar|C}}, {{mvar|D}} such that {{math|AD − BC ≠ 0}}, define the quantities

: $u=\frac{Az+B}{Cz+D}
\quad \text{ and } \quad
\eta=\frac{Aa+B}{Ca+D}$

and

: $\zeta=\frac{Ab+B}{Cb+D}
\quad \text{ and } \quad
\theta=\frac{Ac+B}{Cc+D}$

then one has the simple relation

: $P \left\{ \begin{matrix} a & b & c & \; \\
\alpha & \beta & \gamma & z \\
\alpha' & \beta' & \gamma' & \;
\end{matrix} \right\}
=P \left\{ \begin{matrix}
\eta & \zeta & \theta & \; \\
\alpha & \beta & \gamma & u \\
\alpha' & \beta' & \gamma' & \;
\end{matrix} \right\}$

expressing the symmetry.

Exponents

If the Moebius transformation above moves the singular points but does not change the exponents,

the following transformation does not move the singular points but changes the exponents:

{{cite book|last=Whittaker|title=A course in modern analysis|url=https://archive.org/details/courseofmodernan00whit|accessdate=30 September 2021|section=10.7,14.2|pages= 201,277}}

{{cite web | title=The Hypergeometric Function and the Papperitz Equation

|author=Richard Chapling| url=https://rc476.user.srcf.net/furthercomplexmethods/hypergeometric.pdf|accessdate=30 September 2021}}

: $\left(\frac{z-a}{z-b}\right)^k\left(\frac{z-c}{z-b}\right)^l P \left\{ \begin{matrix} a & b & c & \; \\
\alpha & \beta & \gamma & z \\
\alpha' & \beta' & \gamma' & \;
\end{matrix} \right\}
=P \left\{ \begin{matrix}
a & b & c & \; \\
\alpha +k & \beta -k -l & \gamma + l & z \\
\alpha' +k & \beta'-k -l & \gamma' + l & \;
\end{matrix} \right\}$

Notes

References

Milton Abramowitz and Irene A. Stegun, eds., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (Dover: New York, 1972)
[http://www.math.sfu.ca/~cbm/aands/page_556.htm Chapter 15] Hypergeometric Functions
[http://www.math.sfu.ca/~cbm/aands/page_564.htm Section 15.6] Riemann's Differential Equation

Category:Hypergeometric functions

Category:Ordinary differential equations

Category:Bernhard Riemann