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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Finding all Bessel type solutions for Linear Differential Equations with Rational Function Coefficients Quan Yuan March 19, 2012 Quan Yuan


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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions

Finding all Bessel type solutions for Linear Differential Equations with Rational Function Coefficients

Quan Yuan March 19, 2012

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 1/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions introduction

Main Question

Given a second order homogeneous differential equation a2y′′ + a1y′ + a0 = 0, where ai’s are rational functions, can we find solutions in terms of Bessel functions? A homogeneous equation corresponds a second order differential operator L := a2∂2 + a1∂ + a0.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions introduction

An Analogy

Iν(x)√x ex

converges when x → +∞. Iν(x) and ex have similar asymptotic behavior when x → +∞. The idea behind finding closed form solutions is to reconstruct them from the asymptotic behavior at the singular points. Before studying how to find Bessel type solutions, let’s see how this strategy works for exponential solutions ef (x).

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Generalized Exponents

To find exponential solutions y = ef (x), we need to know the asymptotic behavior of y at each singularity. Generalized exponents (up to equivalence) effectively determine asymptotic behavior up to a meromorphic function.

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Finding Exponential Solutions

Let L ∈ C(x)[∂]. Suppose y = ef (x) is a solution of L, where f ∈ C(x). Question: How to find f ? Poles of f Let p ∈ C ∪ {∞}. p is a pole of f = ⇒ p is an essential singularity of y = ⇒ p is an irregular singularity of L.

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Finding Exponential Solutions

Suppose L has order n and p is an irregular singularity of L (notation p ∈ Sirr). L has n generalized exponents at p, one of which gives the polar part of f at x = p. There are finitely many combinations of generalized exponents at all irregular singularities. Each combination give us a candidate for f . Try all candidate f ’s will give us the exponential solutions.

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Finding Bessel type Solutions

1 The same process as finding ef (x) will give us all solutions of

the form Iν(f ), f ∈ C(x).

2 We want to find all solutions of L that can be expressed in

terms of Bessel functions.

3 As we shall see, (1) =

⇒ (2).

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Finding Bessel Type Solutions-Challenges

1 Let g ∈ C(x) and f = √g. Then Iν(f ) satisfies an equation in

C(x)[∂].

2 So it is not sufficient to only consider f ∈ C(x). We need to

allow for f ’s with f 2 ∈ C(x).

3 As for ef (x) solutions, we find at each p ∈ Sirr:

Polar part of f = ⇒ half of polar part of g = ⇒ half of g (half of f ). An Example If f = 1x−3 + 2x−2 + 3x−1 + O(x0), then g = x−6 + 4x−5 + 10x−4+?x−3 + O(x−2).

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Find Bessel type Solutions–Challenges

Let r ∈ C(x), then exp(

  • r)Iν(
  • g(x)) also satisfies an

equation in C(x)[∂]. Let r0, r1 ∈ C(x), then r0Iν(

  • g(x)) + r1(Iν(
  • g(x)))′ satisfies

an equation in C(x)[∂] too. So to solve L “in terms of ” Bessel functions, we also need to allow sums, products, differentiations, exponential integrals. Note: our “in terms of” is the same as that in Singer’s (1985)

  • definition. (more on that later.)

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Find Bessel type Solutions

To summarize the three cases, when we say solve equations in terms of Bessel Functions we mean find solutions which have the form e

R rdx(r0Bν(√g) + r1(Bν(√g))′)

where Bν(x) is one of the Bessel functions, and r, r0, r1, g ∈ C(x). (Later in the talk: completeness theorem regarding this form.)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Notation

Differential Fields

Let CK be a number field with characteristic 0. Let K = CK(x) be the rational function field over CK. Let ∂ = d

dx .

Then K is a differential field with derivative ∂ and CK := {c ∈ K|∂(c) = 0} is the constant field of K.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Notation

Differential Operators

L :=

n

  • i=0

ai∂i is a differential operator over K, where ai ∈ K. K[∂] is the ring of all differential operators over K. L corresponds to a homogeneous differential equation Ly = 0. We say y is a solution of L, if Ly = 0. Denote V (L) as the vector space of solutions. (Defined inside a so-called universal extension). p is a singularity of L, if p is a root of an or p is a pole of ai, i = n.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Notation

Bessel Functions

The two linearly independent solutions Jν(x) and Yν(x) of LB1 = x2∂2 + x∂ + (x2 − ν2) are called Bessel functions of first and second kind, respectively. Solutions Iν(x) and Kν(x) of LB2 = x2∂2 + x∂ − (x2 + ν2) are called the modified Bessel functions of first and second kind, respectively. The change of variables x → x√−1 sends V (LB1) to V (LB2) and vice versa. So we can start our algorithm with LB := LB2. And let Bν(x) refer to one of the Bessel functions. If ν ∈ 1

2 + Z, then LB is reducible.

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Questions

Given an irreducible second order differential operator L = a2∂2 + a1∂ + a0, with a0, a1, a2 ∈ K. Can we solve it in terms of Bessel Functions? More precisely can we find solutions which have the form e

R rdx(r0Bν(√g) + r1(Bν(√g))′)

where Bν(x) is one of the Bessel functions.

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Why Second Order?

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Why Second Order? Definition (Singer 1985): L ∈ C(x)[∂], and if a solution y can be expressed in terms of solutions of second order equations, then y is a eulerian solution. Note: any solution of L ∈ C(x)[∂] that can be expressed in terms of Bessel functions is a eulerian solution.

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Why Second Order? Definition (Singer 1985): L ∈ C(x)[∂], and if a solution y can be expressed in terms of solutions of second order equations, then y is a eulerian solution. Note: any solution of L ∈ C(x)[∂] that can be expressed in terms of Bessel functions is a eulerian solution. Singer proved that solving such L can be reduced to solving second order L’s van Hoeij developed an algorithm that reduces to order 2.

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Why Second Order? Definition (Singer 1985): L ∈ C(x)[∂], and if a solution y can be expressed in terms of solutions of second order equations, then y is a eulerian solution. Note: any solution of L ∈ C(x)[∂] that can be expressed in terms of Bessel functions is a eulerian solution. Singer proved that solving such L can be reduced to solving second order L’s van Hoeij developed an algorithm that reduces to order 2. such reduction to order 2 is valuable, if we can actually solve such second order equations. In summary, to solve n’s order equation in terms of Bessel, we need an algorithm that solve 2nd order equations in terms of Bessel functions.

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Questions

Why Bessel?

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Questions

Why Bessel? If we can find a Bessel Solver, then we can find all pFq type solutions of second order equations excepts (p, q) = (2, 1)

0F1 and 1F1 functions can be written in terms of either

Whittaker functions or Bessel functions. Whittaker functions has already been handled. (Debeerst, van Hoeij, and Koepf)

  • T. Fang and V. Kunwar are working on 2F1 solver.

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Questions

Why Bessel? If we can find a Bessel Solver, then we can find all pFq type solutions of second order equations excepts (p, q) = (2, 1)

0F1 and 1F1 functions can be written in terms of either

Whittaker functions or Bessel functions. Whittaker functions has already been handled. (Debeerst, van Hoeij, and Koepf)

  • T. Fang and V. Kunwar are working on 2F1 solver.

Why Irreducible?

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Main Problem

Questions

Why Bessel? If we can find a Bessel Solver, then we can find all pFq type solutions of second order equations excepts (p, q) = (2, 1)

0F1 and 1F1 functions can be written in terms of either

Whittaker functions or Bessel functions. Whittaker functions has already been handled. (Debeerst, van Hoeij, and Koepf)

  • T. Fang and V. Kunwar are working on 2F1 solver.

Why Irreducible? If the second order operator is reducible, it has Liouvillian

  • solutions. Kovacic’s algorithm can find such solutions.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Main Problem

Completeness

Questions For Bessel type solutions, is it sufficient to consider solutions with form e

R rdx(r0Bν(√g) + r1(Bν(√g))′)

where Bν(x) is one of the Bessel functions, and r, r0, r1, g ∈ K? To answer that, we need to answer:

1 what about B′′

ν , B′′′ ν , . . .?

2 what about sums, products, derivatives, exponential integrals? 3 what about r, r0, r1, g ∈ K? Quan Yuan Bessel Type Solutions March 19, 2012 Slide 17/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Main Problem

Completeness

Theorem of Completeness Let K = CK(x) ⊆ C(x). Let L ∈ K[∂]. Let r, f , r0, r1 ∈ C(x) and e

R rdx(r0Bν(f ) + r1(Bν(f ))′)

be a non-zero solution of f . Then ∃ r, r0, r1, f , ν with f 2 ∈ K such that e

R e rdx(

r0Be

ν(

f ) + r1(Be

ν(

f ))′) is a non-zero solution of L. Moreover,

  • ν − n

2

2 ∈ CK for some n ∈ Z, and r, r0, r1 ∈ K(ν2). (If n ∈ 2Z, we may assume ν2 ∈ CK)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Transformation

Transformations

There are three types of transformations that preserve order 2:

1 change of variables

f

− →C: y(x) → y(f (x)), f (x) ∈ K. (for LB, f 2 ∈ K)

2 exp-product −

→E: y → exp(

  • r dx) · y,

r ∈ K.

3 gauge transformation −

→G: y → r0y + r1y′, r0, r1 ∈ K. L can be solved in terms of Bessel functions when LB − →CEG L. Where − →CEG is any combination of − →C, − →E, − →G.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Transformation

Transformations

There are three types of transformations that preserve order 2:

1 change of variables

f

− →C: y(x) → y(f (x)), f (x) ∈ K. (for LB, f 2 ∈ K)

2 exp-product −

→E: y → exp(

  • r dx) · y,

r ∈ K.

3 gauge transformation −

→G: y → r0y + r1y′, r0, r1 ∈ K. L can be solved in terms of Bessel functions when LB − →CEG L. Where − →CEG is any combination of − →C, − →E, − →G. Note The composition of 2 & 3 is an equivalence relation (∼EG). And there exist some algorithms to find such relations. If L1 − →CEG L2, then there exist an operator M ∈ K[∂] such that L1

f

− →C M ∼EG L.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Transformation

Main Problem

Main Problem Given an irreducible second order differential operator L ∈ K[∂], can we find solutions with the form: e

R rdx(r0Bν(f ) + r1(Bν(f ))′)

Where f 2 ∈ K and r, r0, r1 ∈ K(ν2).

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Main Problem

Main Problem Given an irreducible second order differential operator L ∈ K[∂], can we find solutions with the form: e

R rdx(r0Bν(f ) + r1(Bν(f ))′)

Where f 2 ∈ K and r, r0, r1 ∈ K(ν2). Rephrase the Main Problem Given an irreducible second linear order differential operator L ∈ K[∂], find f and ν with f 2 ∈ K and (ν + n

2)2 ∈ CK s.t there

exist M and LB

f

− →C M ∼EG L

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Related Work

− →C, − →E Bronstein, M., and Lafaille, S. (ISSAC 2002) solve using only − →C and − →E. An analogy about − →C and − →E: Suppose you solve polynomial equations using only x → c · x and x → x + c. then x6 − 24x3 − 108x2 − 72x + 132 will not be solved in terms of solutions of x6 − 12, even though it does have a solution in Q(

6

√ 12). Likewise omitting − →G means not solving the non-trivial case!

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Related Work

− →C, − →E Bronstein, M., and Lafaille, S. (ISSAC 2002) solve using only − →C and − →E. An analogy about − →C and − →E: Suppose you solve polynomial equations using only x → c · x and x → x + c. then x6 − 24x3 − 108x2 − 72x + 132 will not be solved in terms of solutions of x6 − 12, even though it does have a solution in Q(

6

√ 12). Likewise omitting − →G means not solving the non-trivial case!

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Related Work

No Square Root Debeerst, R, van Hoeij, M, and Koepf. W. (ISSAC 2008) solve under − →CEG without dealing with square root case. Note for square root case, we only have half information of non-square-root case.

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Related Work

No Square Root Debeerst, R, van Hoeij, M, and Koepf. W. (ISSAC 2008) solve under − →CEG without dealing with square root case. Note for square root case, we only have half information of non-square-root case.

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Invariant Under ∼EG

Assume the input is L, and LB

f

− →C M ∼EG L: If M were known, it would be easy to compute f from M. However, the input is not M, but an operator L ∼EG M. So we must compute f not from M, but only from the portion of M that is invariant under ∼EG. The portion is exponent difference (modZ).

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Generalized Exponents

Assume L ∈ K[∂] with order 2: Define tp := x − p if p = ∞

1 x

if p = ∞ there are two generalized exponents e1, e2 ∈ C[t

− 1

2

p

] at each point x = p. We can think of e1, e2 as truncated Puiseux series. They determine the asymptotic behavior of solutions. If a solution contains ln(tp), then we say L is logarithmic at x = p. (only occurs when e1 − e2 ∈ Z) ∆(L, p) := ±(e1 − e2) is the exponent difference.

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Singularities

A singularity p of L ∈ K[∂] is: removable singularity if and only if ∆(L, p) ∈ Z and L is not logarithmic at x = p. non-removable regular singularity (denoted by Sreg) if and

  • nly if ∆(L, p) ∈ C \ Z or L is logarithmic at x = p.

irregular singularity (denoted by Sirr) if and only if ∆(L, p) ∈ C[t

− 1

2

p

] \ C.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Exponent Difference

LB

f

− →C M then:

1

if p is a zero of f with multiplicity mp ∈ 1

2Z+, then p is an

removable singularity or p ∈ Sreg, and ∆(M, p) = mp · 2ν.

2

p is a pole of f with pole order mp ∈ 1

2Z+ such that

f = ∞

i=−mp fiti p, if and only if p ∈ Sirr and

∆(M, p) = 2

i<0 i · fiti p.

∆(L, p) is invariant under − →E. − →G shifts ∆(L, p) by integers. removable singularity can disappear under ∼EG. ∼EG preserve Sreg and Sirr.

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Local Information

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B , where A, B are

  • polynomials. Exponent difference will give us the following

information: some (not necessarily all!) zeroes of A from Sreg. the polar parts of f (from Sirr), then by squaring that we know the polar parts of g partially. (as a truncated Laurent series at each irregular singularity). B an upper bound for the degree of A (denoted by dA). Now we need to compute A.

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Local Information

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B , where A, B are

  • polynomials. Exponent difference will give us the following

information: some (not necessarily all!) zeroes of A from Sreg. the polar parts of f (from Sirr), then by squaring that we know the polar parts of g partially. (as a truncated Laurent series at each irregular singularity). B an upper bound for the degree of A (denoted by dA). Now we need to compute A.

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Local Information

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B , where A, B are

  • polynomials. Exponent difference will give us the following

information: some (not necessarily all!) zeroes of A from Sreg. the polar parts of f (from Sirr), then by squaring that we know the polar parts of g partially. (as a truncated Laurent series at each irregular singularity). B an upper bound for the degree of A (denoted by dA). Now we need to compute A.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Local Information

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B , where A, B are

  • polynomials. Exponent difference will give us the following

information: some (not necessarily all!) zeroes of A from Sreg. the polar parts of f (from Sirr), then by squaring that we know the polar parts of g partially. (as a truncated Laurent series at each irregular singularity). B an upper bound for the degree of A (denoted by dA). Now we need to compute A.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Local Information

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B , where A, B are

  • polynomials. Exponent difference will give us the following

information: some (not necessarily all!) zeroes of A from Sreg. the polar parts of f (from Sirr), then by squaring that we know the polar parts of g partially. (as a truncated Laurent series at each irregular singularity). B an upper bound for the degree of A (denoted by dA). Now we need to compute A.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 27/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Bessel Parameter ν

Assume LB

f

− →C M ∼EG L. The exponent differences of L give us whether ν ∈ Z, ν ∈ Q \ Z, ν ∈ CK \ Q or ν / ∈ CK. if ν / ∈ Q, we first compute candidates for f , and use them to compute candidates for ν. If ν ∈ Q, then exponent differences give a list of the candidates for the denominator of ν. It is sufficient to consider only Re(ν) ∈ [0, 1

2], because

ν → ν + 1 and ν → 1 − ν are special case of − →G

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Bessel Parameter ν

Assume LB

f

− →C M ∼EG L. The exponent differences of L give us whether ν ∈ Z, ν ∈ Q \ Z, ν ∈ CK \ Q or ν / ∈ CK. if ν / ∈ Q, we first compute candidates for f , and use them to compute candidates for ν. If ν ∈ Q, then exponent differences give a list of the candidates for the denominator of ν. It is sufficient to consider only Re(ν) ∈ [0, 1

2], because

ν → ν + 1 and ν → 1 − ν are special case of − →G

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Bessel Parameter ν

Assume LB

f

− →C M ∼EG L. The exponent differences of L give us whether ν ∈ Z, ν ∈ Q \ Z, ν ∈ CK \ Q or ν / ∈ CK. if ν / ∈ Q, we first compute candidates for f , and use them to compute candidates for ν. If ν ∈ Q, then exponent differences give a list of the candidates for the denominator of ν. It is sufficient to consider only Re(ν) ∈ [0, 1

2], because

ν → ν + 1 and ν → 1 − ν are special case of − →G

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Exponent Differences

Bessel Parameter ν

Assume LB

f

− →C M ∼EG L. The exponent differences of L give us whether ν ∈ Z, ν ∈ Q \ Z, ν ∈ CK \ Q or ν / ∈ CK. if ν / ∈ Q, we first compute candidates for f , and use them to compute candidates for ν. If ν ∈ Q, then exponent differences give a list of the candidates for the denominator of ν. It is sufficient to consider only Re(ν) ∈ [0, 1

2], because

ν → ν + 1 and ν → 1 − ν are special case of − →G

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions An Example

An Example

L := ∂2 −

1 x−1∂ + 1 18 18−23x+4x2−20x3+12x4 (x−1)4x3

From generalized exponent, we can obtain the following:

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions An Example

An Example

L := ∂2 −

1 x−1∂ + 1 18 18−23x+4x2−20x3+12x4 (x−1)4x3

From generalized exponent, we can obtain the following: Sreg = ∅, so no known zeroes. the polar part of f is ±2i

√t0 at x = 0, and ±1 √ 2·t1 at x = 1.

the polar part of g is −4

t0 at x = 0, and 1 2t2

1 + ?

t1 at x = 1

B = x(x − 1)2, dA = 3. ν ∈ {1

3}

How to compute A?

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions linear equations

Linear Equations

Assume LB

f

− →C M ∼EG L and g = f 2 = A

B and A = dA

  • i=0

aixi. Roots p ∈ Sreg = ⇒ p is a root of A = ⇒

  • ne linear equation of ai’s.

Poles If p ∈ Sirr = ⇒ p is a pole of g (assume mp is the pole order) = ⇒ ⌈ mp

2 ⌉ linear equations of ai’s.

We get at least #Sreg + 1

2dA linear equations in total.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions linear equations

Continuation of the Example

In our example we can assume g = a0 + a1x + a2x2 + a3x3 x(x − 1)2 Roots Sreg = ∅ = ⇒ no linear equations from regular singularities. Poles polar part of g at x = 0 is a0

t0 + O(t0 0) =

⇒ a0 = −4. polar part of g at x = 1 is

a0+a1+a2+a3 t2

1

+ O(t−1

1 ) =

⇒ a0 + a1 + a2 + a3 = 1

2.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 31/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The First Difficulty

Assume LB

f

− →C M ∼EG L, g = f 2 = A

B .

Not enough equations to compute A Only know about half of polar parts of g Only have about 1

2dA linear equations from irregular

singularities to get A. With disappearing singularities, we do not have enough equations to get A.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The First Difficulty

Assume LB

f

− →C M ∼EG L, g = f 2 = A

B .

Not enough equations to compute A Only know about half of polar parts of g Only have about 1

2dA linear equations from irregular

singularities to get A. With disappearing singularities, we do not have enough equations to get A.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The First Difficulty

Assume LB

f

− →C M ∼EG L, g = f 2 = A

B .

Not enough equations to compute A Only know about half of polar parts of g Only have about 1

2dA linear equations from irregular

singularities to get A. With disappearing singularities, we do not have enough equations to get A.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Reason for the First difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B and ν ∈ Q \ Z.

Sirr = {Poles of f }. Sreg ⊆ {Roots of f }

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Reason for the First difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B and ν ∈ Q \ Z.

Sirr = {Poles of f }. Sreg ⊆ {Roots of f } Problem: ⊆ is not =

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Reason for the First difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B and ν ∈ Q \ Z.

Sirr = {Poles of f }. Sreg ⊆ {Roots of f } Problem: ⊆ is not = Reason: Regular singularities may become removable under

f

− →C, thus may disappear under ∼EG Note: If f ∈ K, this is not a problem, because we do not need as many equations in that case.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Solution for the First Difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B .

Let d be the denominator of ν and mp be the multiplicity of f at p. Solution: Singularity p disappears only if ν ∈ Q \ Z and d | 2mp. We can write A = C · A1 · Ad

  • 2. Here A1 contains all known

roots, A2 is the disappeared part. Now we need to compute A2. Since d ≥ 3, so we only need roughly 1

3dA equations to get A2.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Solution for the First Difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B .

Let d be the denominator of ν and mp be the multiplicity of f at p. Solution: Singularity p disappears only if ν ∈ Q \ Z and d | 2mp. We can write A = C · A1 · Ad

  • 2. Here A1 contains all known

roots, A2 is the disappeared part. Now we need to compute A2. Since d ≥ 3, so we only need roughly 1

3dA equations to get A2.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Solution for the First Difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B .

Let d be the denominator of ν and mp be the multiplicity of f at p. Solution: Singularity p disappears only if ν ∈ Q \ Z and d | 2mp. We can write A = C · A1 · Ad

  • 2. Here A1 contains all known

roots, A2 is the disappeared part. Now we need to compute A2. Since d ≥ 3, so we only need roughly 1

3dA equations to get A2.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 34/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

the Solution for the First Difficulty

Assume LB

f

− →C M ∼EG L, where g = f 2 = A

B .

Let d be the denominator of ν and mp be the multiplicity of f at p. Solution: Singularity p disappears only if ν ∈ Q \ Z and d | 2mp. We can write A = C · A1 · Ad

  • 2. Here A1 contains all known

roots, A2 is the disappeared part. Now we need to compute A2. Since d ≥ 3, so we only need roughly 1

3dA equations to get A2.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

In our example: assume A = C · A1 · A3

2

Sreg = ∅ = ⇒ A1 = 1; Fix C = −4. (We will discuss how to find C later.) Assume A2 = a0 + a1x. Now we get g = −4(a0 + a1x)3 x(x − 1)2 polar part of g at x = 0 is −4a3

t0

+ O(t0

0) =

⇒ −4a3

0 = −4.

polar part of g at x = 1 is

−4(a0+a1)3 t2

1

+ O(t−1

1 ) =

⇒ −4(a0 + a1)3 = 1

2.

The equations are not linear. (In this case, the equations are easy to solve because there is only one term in each power

  • series. But in general, it is hard.)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

In our example: assume A = C · A1 · A3

2

Sreg = ∅ = ⇒ A1 = 1; Fix C = −4. (We will discuss how to find C later.) Assume A2 = a0 + a1x. Now we get g = −4(a0 + a1x)3 x(x − 1)2 polar part of g at x = 0 is −4a3

t0

+ O(t0

0) =

⇒ −4a3

0 = −4.

polar part of g at x = 1 is

−4(a0+a1)3 t2

1

+ O(t−1

1 ) =

⇒ −4(a0 + a1)3 = 1

2.

The equations are not linear. (In this case, the equations are easy to solve because there is only one term in each power

  • series. But in general, it is hard.)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

In our example: assume A = C · A1 · A3

2

Sreg = ∅ = ⇒ A1 = 1; Fix C = −4. (We will discuss how to find C later.) Assume A2 = a0 + a1x. Now we get g = −4(a0 + a1x)3 x(x − 1)2 polar part of g at x = 0 is −4a3

t0

+ O(t0

0) =

⇒ −4a3

0 = −4.

polar part of g at x = 1 is

−4(a0+a1)3 t2

1

+ O(t−1

1 ) =

⇒ −4(a0 + a1)3 = 1

2.

The equations are not linear. (In this case, the equations are easy to solve because there is only one term in each power

  • series. But in general, it is hard.)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The Second Difficulty

Non-linear equations To get enough equations, we write A = C · A1 · Ad

2.

But the approach on the previous slide provides non-linear equations, that can be solved with Gr¨

  • bner basis. (Problem:

doubly-exponential complexity).

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 36/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The Second Difficulty

Non-linear equations To get enough equations, we write A = C · A1 · Ad

2.

But the approach on the previous slide provides non-linear equations, that can be solved with Gr¨

  • bner basis. (Problem:

doubly-exponential complexity).

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 36/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

The Second Difficulty

Non-linear equations To get enough equations, we write A = C · A1 · Ad

2.

But the approach on the previous slide provides non-linear equations, that can be solved with Gr¨

  • bner basis. (Problem:

doubly-exponential complexity). the Solution: From power series of Ad

2, try to get a power series of A2, then we

will have linear equations.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

The series of A3

2 is 1 + O(t0).

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

The series of A3

2 is 1 + O(t0).

The series of A2 is 1 + O(t0). (µ3 + O(t0), or µ2

3 + O(t0)).

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

The series of A3

2 is 1 + O(t0).

The series of A2 is 1 + O(t0). (µ3 + O(t0), or µ2

3 + O(t0)).

We get a0 = 1. (uniqueness theorem)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

The series of A3

2 is 1 + O(t0).

The series of A2 is 1 + O(t0). (µ3 + O(t0), or µ2

3 + O(t0)).

We get a0 = 1. (uniqueness theorem) the power series of g = CA3

2

B

at 1 is

1 2t2

1 + O(t−1

1 ).

the series of A3

2 is −1 8 + O(t1).

The series of A2 is S = −1

2 + O(t1).

(µ3S or µ2

3S).

We get a0 + a1 = −1

2.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Continuation of the Example

Assume A = −4(a0 + a1x)3, µ3 = −1

2 + √−3 2 .

the power series of g = CA3

2

B

at 0 is −4

t0 + O(t0 0).

The series of A3

2 is 1 + O(t0).

The series of A2 is 1 + O(t0). (µ3 + O(t0), or µ2

3 + O(t0)).

We get a0 = 1. (uniqueness theorem) the power series of g = CA3

2

B

at 1 is

1 2t2

1 + O(t−1

1 ).

the series of A3

2 is −1 8 + O(t1).

The series of A2 is S = −1

2 + O(t1).

(µ3S or µ2

3S).

We get a0 + a1 = −1

2.

solve both equations we get A2 = 1 − 3

2x.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Difficulties

Solution

By computing the relation under ∼EG, we find two independent solutions:

  • x(3x − 2)(x − 1)I 1

3 (

  • (3x − 2)3

2x(x − 1)2 ) and

  • x(3x − 2)(x − 1)K 1

3 (

  • (3x − 2)3

2x(x − 1)2 )

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix A1

ν ∈ Q, A = C · A1 · Ad

2.

We can fix A1 this way: If we don’t have regular singularities, then A1 = 1 Each p ∈ Sreg corresponds to each root of A1. Exponent differences and d will give a set of candidates for the multiplicities. (Diophantine equations) Try all candidates.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix A1

ν ∈ Q, A = C · A1 · Ad

2.

We can fix A1 this way: If we don’t have regular singularities, then A1 = 1 Each p ∈ Sreg corresponds to each root of A1. Exponent differences and d will give a set of candidates for the multiplicities. (Diophantine equations) Try all candidates.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 39/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix A1

ν ∈ Q, A = C · A1 · Ad

2.

We can fix A1 this way: If we don’t have regular singularities, then A1 = 1 Each p ∈ Sreg corresponds to each root of A1. Exponent differences and d will give a set of candidates for the multiplicities. (Diophantine equations) Try all candidates.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 39/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix A1

ν ∈ Q, A = C · A1 · Ad

2.

We can fix A1 this way: If we don’t have regular singularities, then A1 = 1 Each p ∈ Sreg corresponds to each root of A1. Exponent differences and d will give a set of candidates for the multiplicities. (Diophantine equations) Try all candidates.

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 39/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix A1

ν ∈ Q, A = C · A1 · Ad

2.

We can fix A1 this way: If we don’t have regular singularities, then A1 = 1 Each p ∈ Sreg corresponds to each root of A1. Exponent differences and d will give a set of candidates for the multiplicities. (Diophantine equations) Try all candidates. For our example, Sreg = ∅, so A1 = 1.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

About C

We know that no algebraic extension of CK is needed for g. However without the right value for C in g = CA1Ad

2

B

, an algebraic extension of CK will be needed in A2. Define C1 ∼ C2 if C1 = cd · C2, where c ∈ CK. C is unique (up to ∼) if there exist p ∈ Sirr such that p ∈ CK ∪ {∞}. If p ∈ CK \ CK then finding all C’s up to ∼ involves a number theoretical problem.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix C

Pick p ∈ Sirr such that p ∈ CK ∪ {∞}. If no such p exists, pick any p ∈ Sirr and consider everything over CK(p)

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 41/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix C

Pick p ∈ Sirr such that p ∈ CK ∪ {∞}. If no such p exists, pick any p ∈ Sirr and consider everything over CK(p) We know the power series of g = CA1Ad

2

B

at p. (∆(L, p))

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix C

Pick p ∈ Sirr such that p ∈ CK ∪ {∞}. If no such p exists, pick any p ∈ Sirr and consider everything over CK(p) We know the power series of g = CA1Ad

2

B

at p. (∆(L, p)) ⇒ the series of CAd

2 = gB A1 .

Quan Yuan Bessel Type Solutions March 19, 2012 Slide 41/ 46

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix C

Pick p ∈ Sirr such that p ∈ CK ∪ {∞}. If no such p exists, pick any p ∈ Sirr and consider everything over CK(p) We know the power series of g = CA1Ad

2

B

at p. (∆(L, p)) ⇒ the series of CAd

2 = gB A1 .

⇒ Let C equal the coefficient of the first term of this series.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Technique Details

Fix C

Pick p ∈ Sirr such that p ∈ CK ∪ {∞}. If no such p exists, pick any p ∈ Sirr and consider everything over CK(p) We know the power series of g = CA1Ad

2

B

at p. (∆(L, p)) ⇒ the series of CAd

2 = gB A1 .

⇒ Let C equal the coefficient of the first term of this series. For our examples, we can fix C = −4 (if we start with p = 0) or 1

2

(if we start with p = 1). There are equivalent, since −4 = 1

2 · (−2)3.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions introduction

Uniqueness

Theorem 1 If L has a solution exp(

  • r)(r0Bν(f1) + r1(Bν(f1))′) and

exp(

  • ˆ

r)(ˆ r0Bν(f2) + ˆ r1(Bν(f2))′) where r, r0, r1,ˆ r,ˆ r0,ˆ r1, f1, f2 ∈ Q(x), then f1 = ±f2.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions introduction

Uniqueness

Theorem 1 If L has a solution exp(

  • r)(r0Bν(f1) + r1(Bν(f1))′) and

exp(

  • ˆ

r)(ˆ r0Bν(f2) + ˆ r1(Bν(f2))′) where r, r0, r1,ˆ r,ˆ r0,ˆ r1, f1, f2 ∈ Q(x), then f1 = ±f2. Why Need Uniqueness Theoretically, it to prove the completeness of our algorithm. Practically, if we get a candidate of f and f 2 / ∈ K, we can discard f without further computation, which increases the speed of algorithm significantly. (Note: In our example, it reduced the number of combinations from 9 to 1.)

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Sketch of Proof

Theory Requirement

To prove the theorem, we need to use Classification of differential operators mod p (p-curvature). Number theory (Chebotarev’s density theorem). Differential Galois theory.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Sketch of Proof

the Sketch of the proof

If ν ∈ 1

2 + Z (non-interesting case in algorithm), then LB has

exponential solutions. Use Chebotarev’s density theorem, there are infinitely many p, for which ν reduces to an element in Fp. Thus ν ≡ 1

2 mod p.

So we know the solutions mod such p in these cases. by classification theory (p-curvature), we get ±f ′ ≡ 1 mod p. Since there exist infinity many such p, we get ±f is unique up to a constant. The rest of the proof is based on the differential Galois theory.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Conclusions

Conclusions

Our contribution in the thesis: Developed a complete Bessel solver for second order differential equations. Combine Bessel Solver with Whittaker/Kummer solver to get a solver for 0F1, 1F1 functions. Proved the completeness of our algorithm. As an application, found relations between Heun functions and Bessel functions.

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Introduction Preliminaries Local Invariant Solving Solving-details Proof of Uniqueness Conclusions Thanks

Acknowledgement

Thanks to my advisor Mark van Hoeij for his support, patience, and friendship. Thanks to the members of my committee for their time and efforts. Thanks to my family and friends for their support.

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