Regular singular point

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In mathematics, in the theory of ordinary differential equations in the complex plane C, the points of C are classified into ordinary points, at which the equation's coefficients are analytic functions, and singular points, at which some coefficient has a singularity. Then amongst singular points, an important distinction is made between a regular singular point, where the growth of solutions is bounded (in any small sector) by an algebraic function, and an irregular singular point, where the full solution set requires functions with higher growth rates. This distinction occurs, for example, between the hypergeometric equation, with three regular singular points, and the Bessel equation which is in a sense a limiting case, but where the analytic properties are substantially different.

More precisely, suppose a linear, nth-order equation written

Lf = Σ p_i (z)f⁽ⁱ⁾(z) = 0

with p_i (z) meromorphic functions and p_n (z) = 1; we can make the latter condition hold by dividing through, though naturally this may introduce singular points to consider. Also, properly, the equation should be studied on the Riemann sphere, so that the point at infinity is a possible singular point; as usual, a Möbius transformation may be applied to move ∞ into the finite part of the complex plane if required, and in any case it plays no special part in the theory, so long as its presence is not forgotten.

Then the Frobenius method based on the indicial equation may be applied to find possible solutions that are power series times complex powers (z − a)^r near any given a in the complex plane where r need not be an integer; this function may exist, therefore, only thanks to a branch cut extending out from a, or on a Riemann surface of some punctured disc around a.. This presents no difficulty for a an ordinary point (Lazarus Fuchs 1866). When a is a regular singular point, which by definition means that

p_{n − i} (z)

has a pole of order at most i at a, the Frobenius method also can be made to work and provide n independent solutions near a.

Otherwise the point a is an irregular singularity. In that case the monodromy group relating solutions by analytic continuation has less to say in general, and the solutions are harder to study, except in terms of their asymptotic expansions.

The regularity condition is a kind of Newton polygon condition, in the sense that the allowed poles are in a region, when plotted against i, bounded by a line at 45° to the axes.

An ordinary differential equation whose only singular points, including the point at infinity, are regular singular points is called a Fuchsian ordinary differential equation.

[edit] References

• E. T. Copson, An Introduction to the Theory of Functions of a Complex Variable (1935)
• Fedoryuk, M.V. (2001), “Fuchsian equation”, in Hazewinkel, Michiel, Encyclopaedia of Mathematics, Kluwer Academic Publishers, ISBN 978-1556080104 
• A. R. Forsyth Theory of Differential Equations Vol. IV: Ordinary Linear Equations (Cambridge University Press, 1906)
• E. Goursat A Course in Mathematical Analysis, Volume II, Part II: Differential Equations p. 128-ff. (Ginn & co., Boston, 1917)
• Il'yashenko, Yu.S. (2001), “Regular singular point”, in Hazewinkel, Michiel, Encyclopaedia of Mathematics, Kluwer Academic Publishers, ISBN 978-1556080104 
• E. L. Ince, Ordinary Differential Equations, Dover Publications (1944)
• T. M. MacRobert Functions of a Complex Variable p. 243 (MacMillan, London, 1917)
• E. T. Whittaker and G. N. Watson A course of modern analysis p. 188-ff. (Cambridge University Press, 1915)