A Riemann-Hilbert Approach to the Heun Equation

We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions, and show how, in the case of reducible monodromy, the Riemann-Hilbert formalism can be used to construct explicit po...

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Опубліковано в: :	Symmetry, Integrability and Geometry: Methods and Applications
Дата:	2018
Автори:	Dubrovin, B., Kapaev, A.
Формат:	Стаття
Мова:	Англійська
Опубліковано:	Інститут математики НАН України 2018
Онлайн доступ:	https://nasplib.isofts.kiev.ua/handle/123456789/209864
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Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:	A Riemann-Hilbert Approach to the Heun Equation / B. Dubrovin, A. Kapaev // Symmetry, Integrability and Geometry: Methods and Applications. — 2018. — Т. 14. — Бібліогр.: 30 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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author	Dubrovin, B. Kapaev, A.
author_facet	Dubrovin, B. Kapaev, A.
citation_txt	A Riemann-Hilbert Approach to the Heun Equation / B. Dubrovin, A. Kapaev // Symmetry, Integrability and Geometry: Methods and Applications. — 2018. — Т. 14. — Бібліогр.: 30 назв. — англ.
collection	DSpace DC
container_title	Symmetry, Integrability and Geometry: Methods and Applications
description	We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions, and show how, in the case of reducible monodromy, the Riemann-Hilbert formalism can be used to construct explicit polynomial solutions of the Heun equation.
first_indexed	2025-12-04T23:10:33Z
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fulltext	Symmetry, Integrability and Geometry: Methods and Applications SIGMA 14 (2018), 093, 24 pages A Riemann–Hilbert Approach to the Heun Equation Boris DUBROVIN † and Andrei KAPAEV ‡ † SISSA, Via Bonomea 265, 34136, Trieste, Italy E-mail: dubrovin@sissa.it ‡ Deceased Received February 07, 2018, in final form August 15, 2018; Published online September 07, 2018 https://doi.org/10.3842/SIGMA.2018.093 Abstract. We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann–Hilbert problem for the Heun functions and show how, in the case of reducible monodromy, the Riemann–Hilbert formalism can be used to construct explicit polynomial solutions of the Heun equation. Key words: Heun polynomials; Riemann–Hilbert problem; Painlevé equations 2010 Mathematics Subject Classification: 34M03; 34M05; 34M35; 34M55; 57M50 1 Introduction General Heun equation (GHE) [14] is the 2nd order linear ODE with four distinct Fuchsian singularities depending on 6 arbitrary complex parameters. Without loss of generality, three of the singular points can be placed at 0, 1 and ∞ while the position a of the fourth singularity remains not fixed. The canonical form of the general Heun equation (GHE) reads d2y dz2 + ( γ z + κ z − 1 + ε z − a ) dy dz + αβz − q z(z − 1)(z − a) y = 0, (1.1) γ + κ+ ε = α+ β + 1, a 6= 0, 1, where the parameters α, β, γ, κ, ε determine the characteristic exponents at the singular points, z = 0: {0, 1− γ}, z = 1: {0, 1− κ}, z = a : {0, 1− ε}, z =∞ : {α, β}, while the remaining accessory parameter q depends on global monodromy properties of solutions to (1.1). The general Heun equation together with its confluent and transformed (trigonometric and elliptic) counterparts like Mathieu, spheroidal wave, Leitner–Meixner, Lamé and Coulomb sphe- roidal equations finds numerous applications in quantum and high energy physics, general re- lativity, astrophysics, molecular physics, crystalline materials, 3d wave in atmosphere, Bethe ansatz systems etc., see [1, 15, 25, 27] for a comprehensive but not exhaustive list of references. Importance of the Heun equation (1.1) is due to the fact that any Fuchsian second order linear ODE with 4 singular points can be reduced to (1.1) by elementary transformations, while a trigonometric or elliptic change of the independent variable yield linear ODEs with periodic and double periodic coefficients, see [4, 23, 29]. This paper is a contribution to the Special Issue on Painlevé Equations and Applications in Memory of Andrei Kapaev. The full collection is available at https://www.emis.de/journals/SIGMA/Kapaev.html mailto:dubrovin@sissa.it https://doi.org/10.3842/SIGMA.2018.093 https://www.emis.de/journals/SIGMA/Kapaev.html 2 B. Dubrovin and A. Kapaev The GHE is the classical example of the Fuchsian ODE that does not admit any continuous isomonodromy deformation. To overcome the difficulty in the construction of the isomonodromy problem, R. Fuchs [7, 8] added to four conventional Fuchsian singularities one apparent singu- larity that is presented in the equation but is absent in the solution. Position y of this apparent singularity is changed together with the position of the Fuchsian singularity x according to the second order nonlinear ODE known now as the sixth Painlevé equation PVI. In [5], it was ob- served that under certain assumptions the apparent singularity disappears at the critical values and movable poles of y, and the linear Fuchsian ODE turns into the general Heun equation. In the present paper, instead of the scalar second order differential equation with apparent fifth singular point we shall use its first order 2× 2 matrix version with four Fuchsian singular points. We will give a detailed proof that the general Heun equation appears at the poles of PVI, formulate the Riemann–Hilbert (RH) problem for the general Heun equation and explore some implications of the RH problem scheme to the Heun transcendents. In fact, we show how one can obtain the Heun polynomials (i.e., polynomial solutions of (1.1)) within the suggested Riemann–Hilbert formalism. 2 Reduction of the linear differential system for PVI to the general Heun equation (GHE) 2.1 Isomonodromy deformations of a Fuchsian linear ODE with four singularities The modern theory of the isomonodromy deformation was developed in the pioneering work of M. Jimbo, T. Miwa, and K. Ueno [18, 19], although its origin goes back to the classical papers of R. Fuchs [7], R. Garnier [9, 10], and L. Schlesinger [24]. We shall briefly outline the theory in the case of the 2× 2 matrix Fuchsian ODE with four singular points. The reader can find more details in the works [18, 19] (see also Part 1 of the monograph [5]). The generic first order 2× 2 matrix Fuchsian ODE with four singular points can be written in the form dΨ dλ = A(λ)Ψ, (2.1) with the coefficient matrix A(λ) = A1 λ + A2 λ− x + A3 λ− 1 , 3∑ j=1 Aj = −δσ3, δ 6= 0, (2.2) where σ3 = ( 1 0 0 −1 ) . Below we assume that TrA(λ) ≡ 0, and denote by ±αj , j = 1, 2, 3, 2αj /∈ Z the eigenvalues of the matrix residues Aj . The deformation, A(λ) ≡ A(λ, x), A Riemann–Hilbert Approach to the Heun Equation 3 with respect to the position of the singularity λ = x is isomonodromic iff Ψ(λ) ≡ Ψ(λ, x) satisfies an auxiliary linear ODE with respect to this variable ∂Ψ ∂x = B(λ)Ψ, B(λ) = − A2 λ− x . In [19], it is shown that the unique zero y ≡ y(x) of the entry A12(λ)( which is a rational function whose numerator is linear in λ) satisfies the classical sixth Painlevé equation PVI, yxx = 1 2 ( 1 y + 1 y − 1 + 1 y − x ) y2x − ( 1 x + 1 x− 1 + 1 y − x ) yx + y(y − 1)(y − x) x2(x− 1)2 { α0 + β0 x y2 + γ0 x− 1 (y − 1)2 + δ0 x(x− 1) (y − x)2 } , where α0 = 2 ( δ − 1 2 )2 , β0 = −2α2 1, γ0 = 2α2 3, δ0 = −2 ( α2 2 − 1 4 ) . Suitable parameterization of the coefficient matrix A(λ) of the Fuchsian equation (2.2) and appearance of the sixth Painlevé equation PVI satisfied by this zero y(x) are explained in more detail in Appendix A.1. In [5, p. 86], it was observed that, at the critical values y = 0, 1, x and movable poles y =∞, the linear matrix equation (2.2) with the parametrization (A.1) becomes equivalent to the GHE. In the following subsections, we describe the way in which the Heun equation emerges at the movable poles of the Painlevé functions with more details than in [5]. 2.2 Movable poles of PVI If δ 6= 1 2 , then equation PVI admits a 2-parameter family of solutions with the following leading terms [11] of the Laurent expansion y(x) = c−1(x− a)−1 + c0 + c1(x− a) + c2(x− a)2 +O ( (x− a)3 ) , (2.3) where a ∈ C\{0, 1}, c0 ∈ C are arbitrary, while all other coefficients are determined recursively by a, c0, σ = ±1 and the local monodromies αj , j = 1, 2, 3, c−1 = σ a(a− 1) 2 ( δ − 1 2 ) , σ ∈ {1,−1}, c1 = 1− c0 − 1 3 a − c0 − 2 3 a− 1 + σ 3 ( δ − 1 2 ){ 1− 1 a ( 6c20 − 4c0 + 1 ) + 1 a− 1 ( 6c20 − 8c0 + 3 )} + σ 2 ( δ − 1 2 ) {1− 2 3 ( α2 2 − 1 4 ) + 2 3a ( α2 3 − 1 4 ) − 2 3(a− 1) ( α2 1 − 1 4 )} , etc. If δ = 1 2 , then the movable poles of solutions to PVI are double [11], y(x) = c−2(x− a)−2 + c−1(x− a)−1 + c0 +O(x− a), (2.4) where a ∈ C\{0, 1}, c−2 ∈ C\{0} are arbitrary, and all other coefficients are determined recur- sively by a and c−2 and the local monodromies αj , j = 1, 2, 3, c−1 = 2a− 1 a(a− 1) c−2, 4 B. Dubrovin and A. Kapaev c0 = 1 3 (a+ 1) + c−2 12a2(a− 1)2 ( 12a(a− 1) + 1− 4aα2 1 + 4(a− 1)α2 3 − 4a(a− 1) ( α2 2 − 1 4 )) , etc. 2.3 The coefficient matrix A(λ) at the movable poles of PVI In this subsection, our concern is the behavior of A(λ) at the poles of y(x). We shall use the parameterization of A(λ) given in (A.1). As we will see, the coefficient matrix is continuous at the simple poles with positive σ (that is, δ 6= 1 2 , σ = +1) and is singular at the poles of any other kind. In the latter case, the linear ODE can be regularized by a suitable Schlesinger transformation [19], and all three resulting regular linear ODEs are equivalent to the GHE. Theorem 2.1. At any pole of a solution to PVI, the associated linear ODE (2.1) is equivalent (in some cases after a suitable regularization) to GHE (1.1). Moreover, the pole position becomes the position of the fourth singularity in GHE while the free parameter of the Laurent expansion of the Painlevé function determines the accessory parameter in GHE. Remark 2.2. The part of this statement concerning the relation of the free parameter of the Laurent expansion of the Painlevé function and the accessory parameter in GHE, in the case of δ 6= 1 2 , has been already established in [20]. In [20] the authors are using a very different approach based on the discovered in [20] remarkable connection of the classical conformal blocks and the sixth Painlevé equation. The authors of [20] also make use of the striking fact (first observed in [26]) that the Heun equation can be thought of as the quantization of the classical Hamiltonian of PVI. In Sections 2.3.1–2.3.5, we give the detailed proof of Theorem 2.1 considering each case individually. 2.3.1 δ 6= 0, 1 2 , and σ = +1 (regular case) In this case, the coefficient matrix remains continuous. In more details, using (2.3) along with (A.2), one finds κ = κ0(x− a) +O ( (x− a)2 ) , κ0 = const, x→ a (see equation (A.1) in Appendix A for the definition of the functions κ = κ(x) and κ̃ = κ̃(x)). This zero cancels the simple pole of y(x), so the (1, 2)-entry of the matrix A(λ) remains bounded. Furthermore, the direct computer-aided computation yields the continuity of all other entries as well, A(λ) = a3λ 2 + b3λ+ c3 λ(λ− 1)(λ− a) σ3 + c+ λ(λ− 1)(λ− a) σ+ + b−λ+ c− λ(λ− 1)(λ− a) σ− +O(x− a), x→ a. (2.5) Here and below σ+ = ( 0 1 0 0 ), σ− = ( 0 0 1 0 ). The coefficients a3, b3, c3, c+, b−, c− are expressed in terms of the local monodromies δ, α1, α2, α3, the position of the pole a and the coefficient c0 of the Laurent series (2.3). Complete details can be found in Appendix A.2. A Riemann–Hilbert Approach to the Heun Equation 5 2.3.2 δ 6= 0, 1 2 , 1 and σ = −1 (generic singular case) Now, the function κ develops a pole as x→ a, κ = κ0(x− a)−1 +O(1), κ0 = const, x→ a, and the matrix A(λ) becomes singular. To overcome this difficulty, one can apply a suitable Schlesinger transformation [19] A(λ) 7→ R(λ)A(λ)R(λ)−1 +Rλ(λ)R(λ)−1, that regularizes the equation (2.2) as x→ a. Assume first that δ 6= 1. The needed Schlesinger transformation shifts the formal monodromy at infinity δ by −1, i.e., δ 7→ δ − 1; it is given explicitly by R0(λ) = λ+ 1 + x− 2p− y(2δ + 1) 2(δ − 1) − κ 2δ − 1 2δ − 1 κ 0  , δ 6= 1 2 , 1. It is straightforward to check that the transformed matrix Â remains regular at the pole x = a, and the limiting coefficient matrix is as follows Â = ( R0AR −1 0 + (R0)λR −1 0 )∣∣ x=a = â3λ 2 + b̂3λ+ ĉ3 λ(λ− 1)(λ− a) σ3 + b̂+λ+ ĉ+ λ(λ− 1)(λ− a) σ+ + ĉ− λ(λ− 1)(λ− a) σ−, (2.6) where expressions for the constant parameters â3, b̂3, ĉ3, b̂+, ĉ+, ĉ− in terms of the parame- ters a, c0 and the local monodromies can be found in Appendix A.3. 2.3.3 δ = 1, σ = −1 (the first special singular case) Let us proceed to the case δ = 1 and σ = −1. We choose the Schlesinger transformation that changes the formal monodromy at infinity and at the origin by one half δ = 1 7→ δ − 1 2 = 1 2 , α1 7→ α1 − 1 2 , and is given by the gauge matrix R1(λ), R1(λ) = 1√ λ ( λ+ g −κ −g κ 1 ) , g = −p− y + z + α1x y . The transformed coefficient matrix Ǎ is regular at the pole x = a, and its limiting value is as follows Ǎ = ( R1AR −1 1 +R1λR −1 1 )∣∣ x=a = ǎ3λ 2 + b̌3λ+ č3 λ(λ− 1)(λ− a) σ3 + b̌+λ+ č+ λ(λ− 1)(λ− a) σ+ + b̌− (λ− 1)(λ− a) σ−, (2.7) where the explicit expressions for the constant coefficients are given in Appendix A.4. 6 B. Dubrovin and A. Kapaev 2.3.4 δ = 1 2 If δ = 1 2 then the Laurent expansion with the double pole (2.4) implies that the coefficient matrix A(λ) is singular at x = a. The chosen regularizing Schlesinger transformation shifts δ 7→ δ + 1, R2(λ) = 0 −2 κ̃ κ̃ 2 λ+ g2  , g2 = −1 3 (2p+ 2y − 2ỹ + x+ 1). The transformed matrix, Ã = R2AR −1 2 + R2λR −1 2 , is regular at the pole x = a and, at this point, takes the value Ã(λ) = ã3λ 2 + b̃3λ+ c̃3 λ(λ− 1)(λ− a) σ3 + c̃+ λ(λ− 1)(λ− a) σ+ + b̃−λ+ c̃− λ(λ− 1)(λ− a) σ−, (2.8) where the coefficients ã3, b̃3, c̃3, c̃+, b̃−, c̃− are presented in Appendix A.5. 2.3.5 GHE from the linear ODEs at the poles of PVI In this subsection, we show that all the linear matrix ODEs corresponding to the poles of the sixth Painlevé function are equivalent to the GHE. Observe that the coefficient matrices of the form (2.5) corresponding to δ 6= 0, 12 , 1 and σ = +1 as well as the regularized coefficient matrix (2.8) corresponding to δ = 1 2 coincide with each other modulo notations. Similarly, mutatis mutandis, the matrix (2.6) for δ 6= 0, 12 , 1, σ = −1 is the σ1-conjugate of the previous coefficient matrices. The coefficient matrix (2.7) for δ = 1, σ = −1, is an inessential modification of (2.6). It is enough then to consider the cases (2.5) and (2.7). Consider first the coefficient matrix (2.5). The first order matrix equation for the function Ψ(λ) is always equivalent to the second order Fuchsian ODE for the entry Ψ1∗(λ) of the first row of the matrix function Ψ(λ). However, extra (apparent) singularities might appear in the process of excluding the entry Ψ2∗(λ). In the case of (2.5), however, the rational function representing the 12 – entry of matrix (2.5) does not have λ in its numerator. Hence, when the entry Ψ2∗(λ) is excluded from the system, no apparent singularities appear. Therefore, in the case (2.5), the entry Ψ1∗(λ) of the first row of the matrix function Ψ(λ) satisfies a linear 2nd order Fuchsian ODE with 4 singular points without any apparent singularity and therefore is equivalent to GHE. It is, in fact, straightforward to check that the function u(λ) = λα1(λ− a)α2(λ− 1)α3Ψ1∗(λ) (2.9) satisfies the general Heun equation in its canonical form (1.1) u′′ + ( 1− 2α1 λ + 1− 2α2 λ− a + 1− 2α3 λ− 1 ) u′ + µλ+ ν λ(λ− a)(λ− 1) u = 0, µ = (α1 + α2 + α3 − δ)(α1 + α2 + α3 + δ − 2), (2.10) ν = α1 + α2 − (α1 + α2) 2 + α2 3 − δ2 + a(α1 + α3 − (α1 + α3) 2 + α2 2 − δ2) + b3(2δ − 1). Observe that the expression for the accessory parameter ν in (2.10) besides the pole position and the local monodromies, involves the coefficient b3 in the parameterization of the entry A11. Thus, taking into account formula for b3 in (A.3), we see that the accessory parameter ν is determined by the free coefficient c0 (or c−2 in the case (2.8 – see (A.4))) in the Laurent expansion of the sixth Painlevé transcendent. A Riemann–Hilbert Approach to the Heun Equation 7 For the coefficient matrix (2.6), corresponding to δ 6= 1, σ = −1 a similar statement is valid for the entries of the second row of Ψ(λ), v(λ) = λα1(λ− a)α2(λ− 1)α3Ψ2∗(λ), v′′ + ( 1− 2α1 λ + 1− 2α2 λ− a + 1− 2α3 λ− 1 ) v′ + µ̂λ+ ν̂ λ(λ− a)(λ− 1) v = 0, µ̂ = (α1 + α2 + α3 − δ − 1)(α1 + α2 + α3 + δ − 1), ν̂ = α1 + α2 − (α1 + α2) 2 + α2 3 − (δ − 1)2 + a ( α1 + α3 − (α1 + α3) 2 + α2 2 − (δ − 1)2 ) + b̂3(2δ − 1). In the case (2.7) corresponding to δ = 1, σ = −1, the function v̌(λ) = λα1− 1 2 (λ− a)α2(λ− 1)α3Ψ2∗(λ) satisfies the following Heun equation v̌′′ + ( 1− 2α1 λ + 1− 2α2 λ− a + 1− 2α3 λ− 1 ) v̌′ + µ̌λ+ ν̌ λ(λ− 1)(λ− a) v̌ = 0, µ̌ = (α1 + α2 + α3 − 2)(α1 + α2 + α3), ν̌ = b3 − 1 2 (a+ 1) + α1 + α2 − (α1 + α2) 2 + α2 3 + a ( α1 + α3 − (α1 + α3) 2 + α2 2 ) . This completes the proof of Theorem 2.1. 3 Riemann–Hilbert problem approach to the Heun equation Main result of this section is the formulation of the RH problem for the general Heun functions in the generic case 2α1, 2α2, 2α3, 2δ /∈ Z. We shall start, following closely references [5, 17], with the standard definition of the monodromy data for Fuchsian system (2.1), (2.2) and with the related Riemann–Hilbert problem for the sixth Painlevé equation. 3.1 Monodromy data Let λ1 = 0 and λ3 = 1. Then fix a point λ2 = x ∈ C\{0, 1,∞}, choose a base point λ0 ∈ C\{0, 1, x,∞} and cut the complex plane along the segments [λ0, λ1] ∪ [λ0, λ2] ∪ [λ0, λ3] ∪ [λ0,∞]. Encircle the points λ1 = 0, λ2 = x and λ3 = 1 using non-intersecting circles Cj , j = 1, 2, 3. Denote γ the graph γ = [λ0, λ1] ∪ [λ0, λ2] ∪ [λ0, λ3] ∪ [λ0,∞] ∪ ∪3j=1Cj and orient it as in Fig. 1. Denote also Dj , j = 1, 2, 3 the interiors of the circles Cj and D∞ the domain D∞ = ( C\γ ) \ ( ∪3j=1Dj ) 8 B. Dubrovin and A. Kapaev λ1 E1 M1 ∞λ2 E2 M2 λ3 E3 M3 M∞ λ0 Figure 1. The jump contour γ for the RH Problem 3.1. The domains Dj are assigned to the principal branches of the Frobenius (canonical) solutions to (2.1) at the Fuchsian singular points defined by the conditions Ψj(λ) = Tj(I +O(λ− λj))(λ− λj)αjσ3 , λ→ λj , λ ∈ Dj , j = 1, 2, 3, detTj = 1, Ψ∞ = ( I +O ( λ−1 )) λ−δσ3 , λ→∞, λ ∈ D∞. (3.1) Here, the branches of (λ− λj)αj , j = 1, 2, 3, and λ−δ are fixed by the condition arg(λ− λj)→ π, arg λ→ π, as λ→ −∞. Given a pair of the characteristic exponents (αj ,−αj), the matrix of eigenvectors Tj ∈ SL(2,C) is determined up to a right diagonal factor. In contrast, the Frobenius solution Ψ∞(λ) is normalized and therefore, as soon as the pair (−δ, δ) is fixed, it is determined uniquely. The matrices of the local monodromy are defined as the branch matrices of the Frobenius solutions Ψj ( λj + (λ− λj)e2πi ) = Ψj(λ)e2πiαjσ3 , Ψ∞ ( e2πiλ ) = Ψ∞(λ)e−2πiδσ3 . Introduce also the connection matrices between Frobenius solutions at infinity and at the finite singularities Ψj(λ) = Ψ∞(λ)Ej . Similar to Ψj(λ), the connection matrices Ej are determined modulo arbitrary right diagonal factors. In contrast, the monodromy matrices Mj , Mj = Eje 2πiαjσ3E−1j , (3.2) are determined uniquely. The monodromy matrices are the branching matrices of the solu- tion Ψ∞(λ) at the singular points λj , j = 1, 2, 3; namely, one has that Ψ∞ ( λj + (λ− λj)e2πi ) = Ψ∞(λ)Mj , j = 1, 2, 3. (3.3) Together with the matrix M∞ := e−2πiδσ3 (3.4) A Riemann–Hilbert Approach to the Heun Equation 9 they generate the monodromy group of equation (2.1) M = 〈M1,M2,M3,M∞〉, Mj ∈ SL(2,C), and are subject of one (cyclic) constraint M1M2M3 = M∞. (3.5) Given the local monodromies, each of the monodromy matrices Mj depends on 2 parameters. The total set of the 6 parameters determining the monodromy matrices Mj , j = 1, 2, 3,∞, is subject to a system of 3 scalar constraints. Thus the parameter set of the monodromy data involves generically 3 parameters. One of these parameters corresponds to the constant factor κ0 determining the auxiliary function κ – see (A.1), (A.2). This is a reflection of the possible conjugation of A(λ) by a constant diagonal matrix – the action which does not affect the zero of A12(λ), i.e., the PVI function y(x). Neglecting this auxiliary parameter, the space of essential monodromy data,M, is invariant with respect to an overall conjugation by a diagonal matrix and can be identified with an algebraic variety – the monodromy surface, of dimension 2 (see below equation (3.6)). At the same time, the full space of monodromy data, can be represented as M =M× C, dimM = 2. In [17], M. Jimbo has proposed a parameterization of the 2-dimensional monodromy sur- face M by the trace coordinates invariant with respect to the overall diagonal conjugation. Namely, letting aj = TrMj = 2 cos(2παj), j = 1, 2, 3,∞, α∞ = δ, tij = Tr(MiMj) = 2 cos(2πσij), i, j = 1, 2, 3, one finds the relation between all these parameters for a 2-dimensional surface called the Fricke cubic t12t23t31 + t212 + t223 + t231 − (a1a2 + a3a∞)t12 − (a2a3 + a1a∞)t23 − (a3a1 + a2a∞)t31 + a21 + a22 + a23 + a2∞ + a1a2a3a∞ − 4 = 0. (3.6) According to [16], apart from the singular points of the surface (3.6), the monodromy matrices can be written explicitly in terms of the variables tij . Exact formulae can be found in [17] and [16]. Each point of the surface M represents an isomonodromic family of equations (2.1) which in turns generates a solution y(x) of the Painlevé VI equation. Hence, the PVI transcendents can be parameterized by the points of M. In fact, at generic points of the Fricke cubic one can use any pair of the parameters tij or σij to parameterize the set of the corresponding Painlevé functions. For instance, one can choose, t := t12 = Tr(M1M2), s := t1,3 = Tr(M1M3), (3.7) so that we have the parameterization of the PVI functions by the pair (t, s), y ≡ y(x; t, s). (3.8) It also should be mentioned that some of the physically important solutions, e.g., the so-called classical solutions to PVI, correspond to non-generic points of the monodromy data set and for their parameterization one can use the full monodromy space M. We refer to [13] for more detail on this issue. 10 B. Dubrovin and A. Kapaev 3.2 Riemann–Hilbert problem for PVI The inverse monodromy problem, i.e., the problem of reconstruction of the function Ψ, and hence of the corresponding Painlevé function y(x), from their monodromy data is formulated as a Riemann–Hilbert (RH) problem. The direct and inverse monodromy problems associated with the equation PVI were studied by several authors. We mention here the pioneering paper [17], and subsequent papers [2, 3, 13]. We shall now formulate precisely the Riemann–Hilbert problem corresponding to the inverse monodromy problem for Fuchsian 2× 2 system (2.1). Riemann–Hilbert Problem 3.1. Given x, δ, αj, 2δ, 2αj /∈ Z, j = 1, 2, 3, the oriented graph γ shown in Fig. 1 (with λ1 = 0, λ2 = x, and λ3 = 1) and the jump matrices Mj, Ej, j = 1, 2, 3, all assigned to the branches of γ and satisfying the conditions (3.2), (3.4), (3.5), find a piecewise holomorphic 2× 2 matrix function Ψ(λ) with the following properties: 1) ‖Ψ(λ)λδσ3 − I‖ ≤ C\|λ\|−1 where C is a constant and λ→∞, 2) ‖Ψ(λ)(λ− λj)−αjσ3‖ ≤ Cj as λ→ λj, where Cj are some constants, j = 1, 2, 3, 3) ‖Ψ(λ)‖ ≤ C0, where C0 is a constant and λ approaches any nodal point of the graph γ, 4) across the piecewise oriented contour γ, the discontinuity condition holds, Ψ+(λ) = Ψ−(λ)G(λ), λ ∈ γ, where Ψ+(λ) and Ψ−(λ) are the left and right limits of Ψ(λ) as λ transversally approaches the contour γ, and G(λ) is the piecewise constant matrix defined on γ, see Fig. 1. Proposition 3.2. If a solution to the RH Problem 3.1 exists it is unique. Proposition 3.3. Having the canonical solutions Ψj(λ) of (2.1), the equations Ψ(λ) = Ψj(λ), λ ∈ Dj , j = 1, 2, 3,∞, (3.9) define the function which solves the RH Problem 3.1 whose data are determined by the corre- sponding monodromy data. Proposition 3.4. Conversely, if for given x, δ, α, and matrices Mj, Ej the RH Problem 3.1 is solvable then the function Ψ(λ) satisfies the Fuchsian system (2.1) whose Frobenius solutions are determined by the solution Ψ(λ) of the RH problem according to the equations (3.9) (read backwards) and whose monodromy data coincide with the given RH data. The proofs of these propositions are standard, see, e.g., [5]. Assuming that the RH Problem 3.1 is solvable, the Painlevé function can be extracted from the asymptotics of its solution at infinity. Indeed, introducing the matrices Ek = {δikδjk}i,j=1,2, k = 1, 2, by straightforward computations we find the asymptotics of Ψ∞(λ), Ψ∞(λ) = ( I + 1 λ ψ1 + 1 λ2 ψ2 +O ( 1 λ3 )) e 1 λ d1σ3+ 1 λ2 (d21E1+d22E2)λ−δσ3 , λ→∞, (3.10) where the coefficient matrices ψ1 and ψ2 are off-diagonal. The expressions of ψk, dkl in terms of the coefficients of A(λ) (see (A.1)) can be found in Appendix A.6. Using (A.5), namely, the σ+-components (ψ1)+ and (ψ2)+ of ψ1 and ψ2 respectively, and the scalars d1, d21, d22, we find κ = (2δ − 1)(ψ1)+, p = −δ(x+ 1) + 2δ (δ − 1)(ψ2)+( δ − 1 2 ) (ψ1)+ + d1 δ + 1 2 δ − 1 2 , A Riemann–Hilbert Approach to the Heun Equation 11 y = x+ 1− (δ − 1)(ψ2)+( δ − 1 2 ) (ψ1)+ − d1 δ − 1 2 , z = −d21 + d22 − 2δ(d21 + d22)− δx − ( δ(δ − 1)(ψ2)+( δ − 1 2 ) (ψ1)+ + d1 2 ( δ − 1 2 ) − δ(x+ 1) )( (δ − 1)(ψ2)+( δ − 1 2 ) (ψ1)+ + d1 δ − 1 2 ) . (3.11) 3.3 Riemann–Hilbert problem for the Heun function Main result of this section states that the RH problem for the Heun function coincides with that for PVI supplemented by the additional condition of triangularity of the sub-leading term of the asymptotic expansion of Ψ(λ) as λ→∞. Again, we consider the non-resonant case 2α1, 2α2, 2α3, 2δ /∈ Z. 3.3.1 Limiting equation (2.2) and the Ψ-function at the pole x = a of y(x) as δ 6= 1 2 and σ = +1 Consider the Laurent expansion (2.3) with σ = +1 and the corresponding coefficient matrix (2.5). For x in a punctured neighborhood of the pole x = a, there exists an isomonodromy family of Ψ-functions. Furthermore, the continuity of the coefficient matrix with respect to x implies the continuity of the Frobenius solutions (3.1) at x = a as well. On the other hand, the form of the coefficient matrix (2.5) with a3 = −δ implies the following asymptotics of the solution to the linear ODE Ψλ = AΨ, Ψ(λ) = ( I + 1 λ ψ1 + 1 λ2 ψ2 +O ( 1 λ3 )) e 1 λ d1σ3+ 1 λ2 d2σ3λ−δσ3 , λ→∞, (3.12) where the main difference from the asymptotic parameters in (3.10), (A.5) is the lower-triangular structure of the coefficient ψ1, ψ1 = − b− 2δ + 1 σ−, d1 = −b3 + δ(a+ 1), ψ2 = c+ 2(δ − 1) σ+ − b−(a+ 1 + 2b3) + c−(2δ + 1) 4(δ + 1) ( δ + 1 2 ) σ−, d2 = 1 2 ( −b3(a+ 1)− c3 + δ ( 1 + a+ a2 )) . We point out that the lower-triangular structure of ψ1 implies the lower-triangular structure of the O ( λ−1 ) -term in the expansion (3.12). All other principal analytic properties of the limiting function Ψ(λ) including the leading order asymptotics at the singular points and the monodromy properties coincide with those of the function Ψ(λ) at the regular points of the Painlevé transcendent located in a sufficiently small neighborhood of the pole x = a. Thus we have shown that the RH problem for the function Ψ(λ) at the pole of the sixth Painlevé transcendent y(x) as δ 6= 1 2 and σ = +1, and therefore the RH problem for a solution of the general Heun equation (2.10), coincides with the RH Problem 3.1 supplemented by the condition of the lower triangularity of the coefficient ψ1 at infinity: Riemann–Hilbert Problem 3.5. Given x, δ, αj, 2δ, 2αj /∈ Z, j = 1, 2, 3, the oriented graph γ shown in Fig. 1 (with λ1 = 0, λ2 = a, and λ3 = 1) and the jump matrices Mj, Ej, j = 1, 2, 3, all assigned to the branches of γ and satisfying the conditions (3.2), (3.4), (3.5), find a piecewise holomorphic 2× 2 matrix function Ψ(λ) with the following properties: 12 B. Dubrovin and A. Kapaev 1) ‖Ψ(λ)λδσ3 − I‖ ≤ C\|λ\|−1, C = const, as λ→∞, 2) lim λ→∞ λ(Ψ(λ)λδσ3 − I)12 = 0, 3) ‖Ψ(λ)(λ− λj)−αjσ3‖ ≤ Cj, Cj = const, as λ→ λj, where λ1 = 0, λ2 = a, λ3 = 1, 4) ‖Ψ(λ)‖ ≤ C0, C0 = const, as λ approaches any nodal point of the graph γ, 5) across the oriented contour γ, the discontinuity condition holds, Ψ+(λ) = Ψ−(λ)G(λ), λ ∈ γ, where Ψ+(λ) and Ψ−(λ) are the left and right continuous limits of Ψ(λ) as λ approaches the contour γ, and G(λ) is the piecewise constant matrix defined on γ, see Fig. 1. Let us show that, conversely, this RH problem leads to the structure (2.5) of the coefficient matrix A(λ). Let Ψ(λ) be a unique solution of the RH Problem 3.5. First, det Ψ(λ) ≡ 1 since this determinant is piecewise holomorphic, continuous across the graph γ, bounded at λj , j = 1, 2, 3, and at the nodes of the graph γ and approaches the unit as λ→∞. Consider now the function A(λ) = ΨλΨ−1. It is piecewise holomorphic, continuous across γ, has simple poles at λ = λj , j = 1, 2, 3, and λ =∞, is bounded at the nodes of γ and therefore it is rational. The conditions (1) and (2) of the RH Problem 3.5 imply the asymptotics Ψ(λ) = ( I + ψ1λ −1 +O ( λ−2 )) λ−δσ3 , λ→∞, where (ψ1)12 = 0. Therefore A(λ) = − δ λ σ3 − 1 λ2 ( ψ1 + [ψ1, σ3] ) +O ( λ−3 ) , λ→∞, i.e., (A(λ))12 = O ( λ−3 ) . All these properties of A(λ) imply its structure given in (2.5). Thus, using (2.9), the first row of Ψ(λ) determines a fundamental system of solutions to GHE (2.10). We have proved the following Proposition 3.6. Solution of the RH Problem 3.5, if it exists, determines a fundamental system of solutions to GHE (2.10) with the prescribed monodromy properties. The accessory parameter ν in (2.10) is also determined via the RH Problem 3.5. Indeed, ν can be extracted from the asymptotics of Ψ(λ) at infinity. Namely, the parameter d1, i.e., the diagonal part of the term O ( λ−1 ) of the asymptotic expansion of Ψλδσ3 , determines the coefficient b3 in the coefficient matrix (2.5) and hence the free coefficient c0 in the Laurent expansion (2.3) and the accessory parameter ν, b3 = −d1 + δ(a+ 1), c0 = b3 + a− 1 2δ − 1 = −d1 + a(δ + 1) + δ − 1 2δ − 1 , ν = −d1(2δ − 1) + α1 + α2 − (α1 + α2) 2 + α2 3 − δ2 + a ( α1 + α3 − (α1 + α3) 2 + α2 2 − δ2 ) + δ(2δ − 1)(a+ 1). (3.13) Remark 3.7. The condition (2) of the RH Problem 3.5 can be in fact thought of as an addition to cyclic relation (3.5) restriction on the monodromy matrices {Mj} which would also involve the point a. This restriction can be formulated in terms of the sixth Painlevé transcendent in two different but equivalent ways. Firstly, introducing on the monodromy surface M coordinates t A Riemann–Hilbert Approach to the Heun Equation 13 and s (see (3.7)), let y(x) ≡ y(x; t, s) be the corresponding sixth Painlevé function (cf. (3.8)). Then the point a must be one of the (σ = +1) poles of y(x; t, s). Alternatively, assuming the position a of the pole of y(x) to be a free parameter, one can parameterize y(x) by the pair1 (t, a), y(x) ≡ y(x; t, a). Then, the second monodromy data s becomes the function of (t, a) which can be described implicitly as follows. Note that together with s, the coefficient c0 in the Laurent expansion (2.3) and the accessory parameter ν also become the functions of t and a, s ≡ s(t, a), c0 ≡ c0(t, a), ν ≡ ν(t, a). At the same time, the RH Problem 3.1 determines the solution Ψ(λ) and hence all the objects related to it, specifically the coefficients of its expansion (3.10) at λ = ∞, as the functions of the point on the monodromy surface, that is as the functions of t and s. In particular, we have that d1 = d1(x; t, s). Using now the second equation in (3.13), the function s(t, a) can be defined implicitly via the equation c0(t, a) = −d1(a; t, s) + a(δ + 1) + δ − 1 2δ − 1 . (3.14) Remark 3.8. Excluding the parameter d1 from the second and third equations in (3.13), we obtain the formula relating the accessory parameter ν(t, a) and the free coefficient c0(t, a) in the Laurent expansion (2.3), ν(t, a) = (1− 2δ)2c0(t, a) + 3δ2(1 + a) + a ( α1 + α3 − (α1 + α3) 2 + α2 2 ) + α1 + α2 − (α1 + α2) 2 + α2 3. (3.15) As it has already been mentioned before, this relation has been already found in [20] using a heuristic technique based on the remarkable connection (also discovered in [20]) between the classical conformal blocks and the sixth Painlevé equation. Remark 3.9. In this section we considered the regular case, i.e., δ 6= 0, 12 and σ = +1 only. Our arguments, however, can be easily extended to the generic singular case, i.e., δ 6= 0, 12 , 1 and σ = −1, and to the special singular cases, i.e., δ = 1 and σ = −1 and δ = 1 2 . One only needs, before producing the relevant analogs of the RH problem 3.5, to make the preliminary Schlesinger transformations of the RH Problem 3.1 with the gauge matrices R(λ) discussed in details in Sections 2.3.2, 2.3.3 and 2.3.4. Remark 3.10. In this paper we are dealing with the poles of y(x). Similar results concerning the reduction of the RH Problem 3.1 to a Riemann–Hilbert problem for Heun equation can be obtained for two other critical values of y(x), i.e., when a is either a zero of y(x) or y(a) = 1. We believe that the Riemann–Hilbert technique we are developing here can be used to study effectively the Heun functions. In particular, the relation (3.15) allows one to get nontrivial information about the accessory parameter ν(t, a). In particular, using the known connection formulae for the pole distributions of the PVI equation [12] (obtained with the help of the isomonodromy RH Problem 3.1; see also [13] for complete list of the asymptotic connection formulae and the history of the question), one can obtain the asymptotic expansion of the 1This parameterization of y(x) is more subtle than by the monodromy pair (t, s). Indeed, PVI function might have infinitely many poles and therefore one might have an infinite discrete set of the pairs (t, an) corresponding to the same PVI function y(x) ≡ y(x; t, s). Hence, one has to be careful describing the global properties of the parameterization, y(x) ≡ y(x; t, a). Also, the function s(t, a) implicitly defined by equation (3.14) below might have infinitely many branches. This means that for each pair (t, a) there might be an infinite discrete set of the values of the second monodromy coordinate, s, and hence an infinite discrete set of the PVI functions y(x) with the same values of t and a. The discussion of these important issues is, however, beyond the scope of this work. 14 B. Dubrovin and A. Kapaev λ1 M1 λ2 M1M2 λ3 M∞ ∞ Figure 2. Simplified jump contour for RH Problem 3.1. Laurent coefficient c0(t, a) for the either large values of a or for small values of a or for the values of a close to 1. This in turn would yield the explicit formulae for the asymptotic behavior of the accessory parameter ν(t, a) as a ∼ ∞, a ∼ 0 and a ∼ 1. This question should be addressed in details in the future work on this subject. In the rest of this paper, we will demonstrate the usefulness of the RH Problem 3.5 in the study of another issue related to the Heun equations which is the construction of its explicit solutions. 3.4 Example: reducible monodromy, generalized Jacobi and Heun polynomials Consider the case of reducible monodromy when all the monodromy matrices are upper trian- gular. Reducible monodromy for PVI system was studied, e.g., in [22] where it was shown that this class of Painlevé functions contains classical and all rational solutions to PVI. In [5], the relevant function Ψ(λ) was constructed explicitly for 0 ≤ Reαj < 1 2 , j = 1, 2, 3, and α1 + α2 + α3 + δ = 0. Below, we use the approach of [5] assuming that Reαj ∈ [ 0, 12 ) , α1 + α2 + α3 + δ = −n, n ∈ N. (3.16) Let all the monodromy matrices Mj , j = 1, 2, 3, be upper triangular and thus each of them depends on one free parameter sj , Mj = ( e−2πiαj sj 0 e2πiαj ) , sj 6= 0, j = 1, 2, 3. (3.17) The cyclic relation M1M2M3 = M∞ implies that α1 + α2 + α3 + δ = −n ∈ Z, s1e 2πiα2 + s2e −2πiα1 + s3e 2πiδ = 0. Thus the set of reducible monodromy data form a 2-dimensional linear space. Following [5], we first simplify the RH jump graph replacing γ by the broken line [λ1, λ2] ∪ [λ2, λ3] ∪ [λ3,∞), see Fig. 2. On the plane, make a cut along the broken line [λ1, λ2]∪ [λ2, λ3]∪ [λ3,∞), define the function f(λ) = (λ− λ1)α1(λ− λ2)α2(λ− λ3)α3 . Although until we reach Proposition 3.14 it is not really important, we remind that λ1 = 0, λ2 = x, and λ3 = 1. Observe the following properties of f(λ): f(λ) = λ−δ−n ( 1 +O ( λ−1 )) , λ→∞, f+(λ) = f−(λ)e−2πiα1 , λ ∈ (λ1, λ2), f+(λ) = f−(λ)e−2πi(α1+α2), λ ∈ (λ2, λ3), f+(λ) = f−(λ)e2πiδ, λ ∈ (λ3,∞). A Riemann–Hilbert Approach to the Heun Equation 15 Let us represent the solution Ψ(λ) as the product Ψ(λ) = Φ(λ)fσ3(λ). The function Φ(λ) thus has the following properties: Riemann–Hilbert Problem 3.11. 1) Φ(λ) = ( I +O ( λ−1 )) λnσ3 as λ→∞, 2) ‖Φ(λ)fσ3(λ)Ejf −σ3(λ)‖ ≤ C as λ→ λj, j = 1, 2, 3, 3) Φ+(λ) = Φ−(λ)Gf (λ), λ ∈ (λ1, λ2) ∪ (λ2, λ3), moreover Gf (λ) = I + g(λ)σ+, g(λ) = { s1f+(λ)f−(λ), λ ∈ (λ1, λ2), −s3e2πiδf+(λ)f−(λ), λ ∈ (λ2, λ3). (3.18) Proposition 3.12. Solution to the RH Problem 3.11 is given by polynomials orthogonal with respect to the weight function g(λ) on (λ1, λ2) ∪ (λ2, λ3) and by their Cauchy integrals. Proof. First of all, by the conventional arguments, if a solution to this problem exists, it is unique. Next, upper triangularity of all jump matrices, see condition (3), means that the first column of Φ(λ) is single-valued and continuous across the broken line (λ1, λ2) ∪ (λ2, λ3). Condition (2) means that the first column is bounded at λ = λj , j = 1, 2, 3. Then condition (1) yields that the entries of the first column are some polynomials of degree n and n− 1, respectively. Denote the relevant monic polynomials of degree n and n− 1 by πn(λ) and πn−1(λ), respec- tively. Consider an auxiliary matrix function Y (λ) (cf. [6]) Y (λ) =  πn(λ) 1 2πi ∫ ` πn(ζ)g(ζ) dζ ζ − λ cn−1πn−1(λ) cn−1 2πi ∫ ` πn−1(ζ)g(ζ) dζ ζ − λ  , where ` = (λ1, λ2) ∪ (λ2, λ3) and the constant cn−1 is defined by cn−1 = − 2πi∫ ` π 2 n−1(ζ)g(ζ)dζ . As it is easy to see, Y (λ) satisfies the jump condition (3). At the points λ = λj , j = 1, 2, 3, the function Y (λ) has the algebraic branching, (λ− λj)2αj , and therefore, taking into account assumption (3.16), condition (2) is satisfied. Finally, consider the series expansion of the entries of the second column of Y (λ) as \|λ\| is large enough, 1 2πi ∫ ` πm(ζ)g(ζ) dζ ζ − λ = − 1 2πi ∞∑ k=0 λ−k−1 ∫ ` πm(ζ)ζkg(ζ)dζ, m = n or m = n − 1. Then condition (1) means that the polynomials pn(λ) and pn−1(λ) are both orthogonal to all lower degree monomials λk for k = 0, 1, . . . , n− 1 and k = 0, 1, . . . , n− 2, respectively,∫ ` πn(ζ)ζkg(ζ)dζ = 0, k = 0, 1, . . . , n− 1, 16 B. Dubrovin and A. Kapaev∫ ` πn−1(ζ)ζkg(ζ)dζ = 0, k = 0, 1, . . . , n− 2. The choice of cn−1 made above implies the normalization of Y (λ) at infinity Y (λ) = ( I +O ( λ−1 )) λnσ3 that complies with the condition (1). Thus the explicitly constructed function Y (λ) solves the RH Problem 3.11. Since its solution is unique, proof of proposition is completed. � The weight function g(λ) in (3.18) can be understood as a generalization of the hypergeomet- ric weight, thus we call the polynomials pn(λ) and pn−1(λ) determined by the RH Problem 3.11 the generalized Jacobi polynomials. Now, we are going to construct the generalized Jacobi polynomials explicitly and relate them to the polynomial solutions of the Heun equation, i.e., to the Heun polynomials. To this end, we look for solution to the RH Problem 3.11 in the form Φ(λ) = R(λ) ( 1 φ(λ) 0 1 ) , (3.19) where R(λ) is a matrix-valued polynomial. Using the jump properties of Φ(λ), we find the jump properties of the scalar function φ(λ), φ+(λ)− φ−(λ) = g(λ), λ ∈ (λ1, λ2) ∪ (λ2, λ3). One of the solutions to this scalar jump problem is given explicitly φ(λ) = 1 2πi ∫ λ3 λ1 g(ζ) ζ − λ dζ. (3.20) Observe the behavior of φ(λ) (3.20) at the singularities φ(λ) = O ( λ−1 ) , λ→∞, φ(λ) = O ( (λ− λj)2αj ) +O(1), λ→ λj , j = 1, 2, 3. Below, we use the coefficients φk of the expansion of φ(λ) (3.20) near infinity φ(λ) = 1 2πi ∫ λ3 λ1 g(ζ) ζ − λ dζ = ∞∑ k=1 φkλ −k, closely related to the moments of the weight function g(λ), φk = − 1 2πi ∫ λ3 λ1 g(ζ)ζk−1dζ, k ∈ N. (3.21) The left factor R(λ) is a polynomial matrix of the Schlesinger transformation at infinity [19] and for n ≥ 0 it can be found explicitly. For instance, if n = 0: R(λ) = R0(λ) = I, π0(λ) ≡ 1, π−1(λ) ≡ 0, if n = 1: R(λ) = R1(λ) = λ− φ2 φ1 −φ1 1 φ1 0  , π1(λ) = λ− φ2 φ1 . (3.22) A Riemann–Hilbert Approach to the Heun Equation 17 In particular, relations (3.22) imply that the RH Problem 3.11 for n = 0 is always solvable, cf. [5], while for n = 1, this problem is solvable if φ1 6= 0. To formulate the result for any fixed n ≥ 2, introduce the following explicit form of the polynomial matrix R(λ) = Rn(λ), Rn(λ) =  n∑ k=0 p (n) k λk n−1∑ k=0 q (n) k λk n−1∑ k=0 r (n) k λk n−2∑ k=0 s (n) k λk  , p(n)n = 1, (3.23) and the column vectors of the coefficients of the polynomial entries of Rn(λ), pn =  p (n) 0 ... p (n) n−1  , qn =  q (n) 0 ... q (n) n−1  , rn =  r (n) 0 ... r (n) n−1  , sn =  s (n) 0 ... s (n) n−2  . We also need the Hankel matrix Hn = {φi+j−1}i,j=1,n of the moments (3.21) along with its determinant 4n, Hn =  φ1 φ2 · · · φn φ2 φ3 · · · φn+1 ... ... . . . ... φn φn+1 · · · φ2n−1  , 4n = detHn. Finally define the sequence of coefficients fk for asymptotic expansion of f(λ) = ∏ j=1,2,3 (λ−λj)αj at infinity f(λ) = λ−δ−ne ∞∑ k=1 fkλ −k , fk = −1 k 3∑ j=1 αjλ k j , λ→∞. Then we have the following Proposition 3.13. RH Problem 3.11 is solvable if and only if 4n 6= 0. Its solution has the form (3.19) where the coefficients of the polynomial entries of the matrix R(λ) (3.23) are given by pn = −H−1n φn+1 ... φ2n  , p(n)n = 1, q (n) k = − n∑ m=k+1 φm−kp (n) m , k = 0, . . . , n− 1, (3.24) rn = H−1n  0 ... 0 1  , r (n) n−1 = cn−1, s (n) k = − n−1∑ m=k+1 φm−kr (n) m , k = 0, . . . , n− 2. Proof. Requiring that the product (3.19) has the canonical asymptotics Rn(λ) ( 1 φ(λ) 0 1 ) = ( λn +O ( λn−1 ) O ( λ−n−1 ) O ( λn−1 ) λ−n +O ( λ−n−1 )) , 18 B. Dubrovin and A. Kapaev we find the following expansions in the second column of the product (12) : n−1∑ k=0 q (n) k λk + n∑ m=0 ∞∑ l=1 φlp (n) m λm−l = n−1∑ k=0 λk ( q (n) k + n∑ m=k+1 φm−kp (n) m ) + ∞∑ k=1 λ−k n∑ m=0 φk+mp (n) m , (22) : n−2∑ k=0 s (n) k λk + n−1∑ m=0 ∞∑ l=1 φlr (n) m λm−l = n−2∑ k=0 λk ( s (n) k + n−1∑ m=k+1 φm−kr (n) m ) + ∞∑ k=1 λ−k n−1∑ m=0 φk+mr (n) m . (3.25) Thus expressions for q (n) k and s (n) k in (3.26) in terms of p (n) m and r (n) m come from (3.25) at the non-negative degrees of λ. Evaluating the prescribed terms at all orders from λ−1 to λ−n, we find equations for the vector coefficients rn and pn. Combining them into the matrix form, it follows Hnpn + (φn+1, φn+2, . . . , φ2n)T = 0, Hnrn = (0, . . . , 0, 1)T. (3.26) If 4n 6= 0, the moment matrix Hn is invertible, and the coefficient vectors pn, rn are computed by (3.24). If 4n = 0 then for the equations (3.26) on the vectors pn and rn, there are two alternatives. The first one implies that R(λ) does not exist. The second alternative implies an infinite number of R(λ) and therefore contradicts the uniqueness of solution to the RH Problem 3.11. This completes the proof. � In the next proposition, we find the classical sixth Painlevé functions determined by the explicitly solvable RH Problem 3.11. For instance, in the simplest cases, if n = 0: y = x+ 1− (δ − 1)φ2( δ − 1 2 ) φ1 − f1 δ − 1 2 , if n = 1: y = x+ 1− δ − 1 δ − 1 2 ∣∣∣∣φ1 φ2 φ3 φ4 ∣∣∣∣∣∣∣∣φ1 φ2 φ2 φ3 ∣∣∣∣ + δ δ − 1 2 φ2 φ1 − f1 δ − 1 2 . Proposition 3.14. If 4n4n+1 6= 0 then the RH Problem 3.11 determines the classical solution to PVI corresponding to the Ψ function with the prescribed reducible monodromy data in terms of the moment functions φk, k = 1, . . . , φ2n+2 as follows y = x+ 1− f1 δ − 1 2 − δ − 1 δ − 1 2 4n 4n+1 φ2n+2 + δ − 1 δ − 1 2 4n 4n+1 ( φn+2 . . . φ2n+1 ) H−1n φn+1 ... φ2n  + δ δ − 1 2 ( φn+1 . . . φ2n ) H−1n  0 ... 0 1  . (3.27) A Riemann–Hilbert Approach to the Heun Equation 19 Proof. According to (3.11), in order to find the Painlevé function y we have to compute two first coefficients (ψ1)+ and (ψ2)+ along with the coefficient d1 of the asymptotic expansion of Ψ(λ) at λ→∞, see (3.10). Using (3.25) and (3.26) again, we find Ψ(λ) = Rn(λ) ( 1 φ(λ) 0 1 ) fσ3(λ) =  n∑ k=0 λ−kp (n) n−k ∞∑ k=1 λ−k n∑ m=0 φk+n+mp (n) m n∑ k=1 λ−kr (n) n−k 1 + ∞∑ k=1 λ−k n−1∑ m=0 φk+n+mr (n) m  e ∞∑ k=1 λ−kfkσ3 λ−δσ3 =  1 1 λ (ψ1)+ + 1 λ2 (ψ2)+ +O ( 1 λ3 ) 1 λ r (n) n−1 +O ( 1 λ2 ) 1  × ( I +O ( 1 λ2 )) e 1 λ (f1+p (n) n−1)σ3λ−δσ3 , where (ψ1)+ = n∑ m=0 φn+m+1p (n) m = − ( φn+1 φn+2 · · · φ2n ) H−1n  φn+1 φn+2 ... φ2n + φ2n+1 = 4n+1 4n , (ψ2)+ = n∑ m=0 φn+m+2p (n) m − n−1∑ m=0 φn+m+1r (n) m n∑ k=0 φn+k+1p (n) k = φ2n+2 + ( φn+2 φn+3 . . . φ2n+1 ) pn − φ2n+1 ( φn+1 φn+2 . . . φ2n ) rn − ( φn+1 φn+2 . . . φ2n ) rn · ( φn+1 φn+2 . . . φ2n ) pn = φ2n+2 − ( φn+2 φn+3 . . . φ2n+1 ) H−1n φn+1 ... φ2n  − 4n+1 4n ( φn+1 φn+2 . . . φ2n ) H−1n  0 ... 0 1  , p (n) n−1 = − ( φn+1 . . . φ2n ) H−1n  0 ... 0 1  . (3.28) Finally, elementary manipulations yield (3.27). � Proposition 3.15. If 4n 6= 0 and 4n+1 = 0, then the RH Problem 3.11 determines a polyno- mial solution of the Heun equation (the Heun polynomial) of degree n. Proof. The coefficient (ψ1)+ is computed in (3.28), (ψ1)+ = 4n+1 4n . (3.29) 20 B. Dubrovin and A. Kapaev The RH Problem 3.11 transforms to the Heun RH Problem 3.5 if (ψ1)+ = 0 – condition (2) of the RH Problem 3.5. In virtue of (3.29) this happens only if 4n+1 = 0. � The equation 4n+1 = 0 (3.30) is an equation on the variable λ2 = x. This equation determines those a = x for which the Heun equation with the given αj , δ satisfying (3.16) admits polynomial solutions given by Φ11(λ). Alternatively, one can keep x = a free, then (3.30) would be equation on the parameters s1 and s3 of the monodromy matrices (3.17). This in turn would yield a restriction on the accessory parameter of the Heun equation which would guarantee the existence of its polynomial solutions for given a. Remark 3.16. Determinantal conditions on the accessory parameter yielding existence of the polynomial solution of the Heun equation has been known. It would be of course interesting to compare those with the condition which comes from (3.30). Remark 3.17. There is a vast literature devoted to the exact solutions of the Heun equation – see work [21] and references therein. We also want to mention the works [28] and [30]. In [28], the indicated at the beginning of this paper relation of the Heun equation and the Lame equation has been used to obtain the solvable Heun equations and their polynomial solutions from Lame polynomials corresponding to the finite-gap Lame potentials. In [30], the hypergeometric type integral representations for the solutions of the Heun equation are found in the case when one of the singularities {0, 1, t,∞} is apparent. It would be important to understand these explicit solutions within the Riemann–Hilbert formalism which we are developing in this article. A Parameterizations of the coefficient matrix for PVI and GHE A.1 Parametrization of A(λ) for PVI Introducing sl2(C) generators σ3 = ( 1 0 0 −1 ) , σ+ = ( 0 1 0 0 ), σ− = ( 0 0 1 0 ), and taking into account the simplifying assumption that the rational coefficient matrix A(λ) is diagonal at infinity, consider the parameterization similar to the one used in [19] A(λ) = −δ(λ− y)2 + p(λ− y) + z λ(λ− 1)(λ− x) σ3 + κ(λ− y) λ(λ− 1)(λ− x) σ+ + κ̃(λ− ỹ) λ(λ− 1)(λ− x) σ−. (A.1) The residue matrices Aj in (2.2) have the eigenvalues ±αj , j = 1, 2, 3 respectively. As soon as δ 6= 0, the parameters p, ỹ and κ̃ can be expressed in terms of the parameters x, y, z, κ, δ and the eigenvalues αj , j = 1, 2, 3, p = α2 1x 2δy − α2 3(x− 1) 2δ(y − 1) + α2 2x(x− 1) 2δ(y − x) − 1 2 δ(3y − x− 1)− z2 2δy(y − 1)(y − x) , ỹ = (y − 1) ( α2 1x 2 − ( δy2 + py − z )2){ α2 1x 2(y − 1)− α2 3(x− 1)2y + (δ − p)2y − 4δ2y2 + 6δpy2 − p2y2 + 6δ2y3 − 4δpy3 − 3δ2y4 − 2δyz + 2δy2z + z2 }−1 , κ̃ = α2 1x 2 − ( δy2 + py − z )2 κyỹ . Considering y, z and κ as the differentiable functions of x, they satisfy the system d(lnκ) dx = (2δ − 1) y − x x(x− 1) , A Riemann–Hilbert Approach to the Heun Equation 21 dy dx = y2 − y + 2z x(x− 1) , dz dx = 1 x(x− 1)y(y − 1)(y − x) { z2 ( x− 2y − 2xy + 3y2 ) + zy(y − 1)(y − x)(y + x− 1) − α2 1x(y − 1)2(y − x)2 + α2 3(x− 1)y2(y − x)2 − α2 2x(x− 1)y2(y − 1)2 + δ(δ − 1)y2(y − 1)2(y − x)2 } . (A.2) Finally, eliminating z, one arrives at the second order ODE for y yxx = 1 2 ( 1 y + 1 y − 1 + 1 y − x ) y2x − ( 1 x + 1 x− 1 + 1 y − x ) yx + y(y − 1)(y − x) x2(x− 1)2 { 2 ( δ − 1 2 )2 − 2α2 1 x y2 + 2α2 3 x− 1 (y − 1)2 − 2 ( α2 2 − 1 4 ) x(x− 1) (y − x)2 } , which is the classical equation PVI. A.2 Parameterization of A(λ) at the pole of y(x) as δ 6= 0, 1 2 , and σ = +1 The coefficients of the matrix A(λ) (2.5) are expressed explicitly in terms of the pole position a, free parameter c0 of the Laurent expansion at the pole and the local monodromies αj , j = 1, 2, 3, as follows a3 = −δ, b3 = c0(2δ − 1) + 1− a, c3 = 1 2δ [ (δ − 1− c0(2δ − 1))2 − aα2 1 + (a− 1)α2 3 − a(a− 1)α2 2 + a ( δ2 − 2− 2c0 ( 2δ2 + δ − 1 )) + a2(δ + 1)2 ] , c+ = −κ0 a(a− 1) 2δ − 1 , b− = 2δ − 1 κ0δa(a− 1) { a3 ( α2 2 − (1 + δ)2 ) + a2 [ 3− 2α2 2 − 3c0 + α2 2c0 + 2δ + α2 2δ + 2c0δ − 2α2 2c0δ − 2δ2 + 7c0δ 2 − δ3 + 2c0δ 3 + α2 1(1 + δ)− α2 3(1 + δ) ] − a [ α2 1(1− δ + c0(2δ − 1)− α2 3(2 + δ + c0(2δ − 1))− α2 2(1− δ + c0(2δ − 1)) + (1− δ + c0(2δ − 1)) [ 3 + δ − δ2 + c0 ( −3 + 4δ + 4δ2 )]] + (1 + c0(2δ − 1)) [ −α2 3 + (−1 + c0 + δ − 2c0δ) 2 ]} , c− = 2δ − 1 4κ0δ2a(a− 1) { a4 ( α2 2 − (δ + 1)2 )2 − 2a3 ( α2 2 − (δ + 1)2 )( −2− α2 1 + α2 3 + α2 2 + δ2 + 2c0 ( 1− δ − 2δ2 )) + 2a ( α2 3 − (δ − 1 + c0(1− 2δ))2 )( 2 + α2 1 − α2 3 − α2 2 − δ2 + 2c0 ( −1 + δ + 2δ2 )) + ( α2 3 − (δ − 1 + c0(1− 2δ))2 )2} . (A.3) A.3 Parameterization of A(λ) at the pole of y(x) as δ 6= 0, 1 2 , 1, and σ = −1 The constant parameters in (2.6) are determined by the parameters of the Laurent expansion as follows â3 = −δ + 1, b̂3 = a− 1 + c0(2δ − 1), ĉ3 = 1 2(δ − 1) { a2 [ (δ − 2)2 − α2 2 ] + a [ −α2 1 + α2 3 + α2 2 + (δ − 1)2 − 2− c0 ( 4(δ − 1)2 − 2δ )] − α2 3 + (δ − c0(2δ − 1))2 } , 22 B. Dubrovin and A. Kapaev b̂+ = κ0 a(a− 1)(δ − 1)(2δ − 1) { a3 ( −α2 2 + (δ − 2)2 ) + a2 [ α2 2 − 2 + c0 ( α2 2 − 8 ) + (δ − 2) ( α2 1 − α2 3 ) + δ ( α2 2 − 5 ) + 2c0δ ( 11− α2 2 ) + c0δ 2(2δ − 13)− δ2(δ − 5) ] − (c0(2δ − 1)− 1) ( α2 3 − (c0 + δ − 2c0δ) 2 ) − a [ c20(1− 2δ)2(2δ − 5) − δ ( 3 + α2 1 − α2 2 + δ − δ2 ) + c0(2δ − 1) ( 3 + α2 1 − α2 2 + 6δ − 3δ2 ) + α2 3(3− δ − c0(2δ − 1)) ]} , ĉ+ = κ0 4a(a− 1)(δ − 1)2(2δ − 1) { a4 ( α2 2 − (δ − 2)2 )2 − 2a3 ( α2 2 − (δ − 2)2 )[ −1− 2δ + δ2 − α2 1 + α2 3 + α2 2 + c0 ( −4 + 10δ − 4δ2 )] + a2 [ α4 1 + α4 3 + ( α2 2 − 1 )2 + 8c0 ( 1− α2 2 ) + c20 ( 24− 2α2 2 ) + 4δ ( 1− α2 2 ) + c0δ ( 12 + 16α2 2 ) + c20δ ( −120 + 8α2 2 ) + δ2 ( 10− 88c0 + c20 ( 198− 8α2 2 )) + δ3 ( −12 + 72c0 − 120c20 ) + δ4 ( 3− 16c0 + 24c20 ) − 2α2 1 ( 1 + α2 3 + α2 2 − 4c0 − 6δ + 10c0δ + 3δ2 − 4c0δ 2 ) + 2α2 3 ( −5 + 2α2 2 + 2δ − 2c0 ( 2− 5δ + 2δ2 ))] + 2a ( α2 3 − (c0 + δ − 2c0δ) 2 )[ 1 + 2δ − δ2 + α2 1 − α2 3 − α2 2 + c0 ( 4− 10δ + 4δ2 )] + ( α2 3 − (c0 + δ − 2c0δ) 2 )2} , ĉ− = −a(a− 1)(2δ − 1) κ0 . A.4 Parameterization of A(λ) at the pole of y(x) as δ = 1 and σ = −1 The parameters in the coefficient matrix (2.7) are given by ǎ3 = −1 2 = −δ + 1 2 , b̌3 = c0 + 3 2 a− 1 2 , č3 = a ( α1 − 1 2 ) , b̌+ = κ0 a(a− 1) ( a2 ( 1− α2 2 ) − a ( 2 + α2 1 − α2 3 − α2 2 − 2c0 ) − α2 3 + (c0 − 1)2 ) , č+ = κ0 ( −α2 3 + α2 2 + a+ 1 a− 1 α2 1 + 2α1 ( c0 a− 1 + 1 )) , b̌− = −a(a− 1) κ0 . A.5 Parameterization of A(λ) at the pole of y(x) as δ = 1 2 The coefficients of A(λ) (2.8) in terms of the monodromy exponents, the pole position a 6= 0, 1 and the arbitrary coefficient c−2 6= 0 of the Laurent expansion (2.4) are as follows ã3 = −3 2 = −δ − 1, b̃3 = a+ 1− a2(a− 1)2 2c−2 , c̃3 = a4(a− 1)4 12c2−2 + a2(a− 1)2(a+ 1) 6c−2 + 1 12 ( a2 ( 1− 4α2 2 ) + a ( −7− 4α2 1 + 4α2 3 + 4α2 2 ) + 1− 4α2 3 ) , c̃+ = − κ0c−2 a2(a− 1)2 , b̃− = a8(a− 1)8 12κ0c4−2 − (a− 1)4a4 12κ0c2−2 ( 3 ( a2 − a+ 1 ) + 4aα2 1 − 4(a− 1)α2 3 + 4a(a− 1)α2 2 ) + (a− 1)2a2 12κ0c−2 ( −2a3 + 3a2 + 3a− 2− 4a(a+ 1)α2 1 + 4 ( a2 − 3a+ 2 ) α2 3 + 4a ( 2a2 − 3a+ 1 ) α2 2 ) , A Riemann–Hilbert Approach to the Heun Equation 23 c̃− = a10(a− 1)10 144κ0c5−2 + a8(a− 1)8(a+ 1) 36κ0c4−2 − a6(a− 1)6 72κ0c3−2 ( −3 ( a2 − a+ 1 ) + 4aα2 1 − 4(a− 1)α2 3 + 4a(a− 1)α2 2 ) − a4(a− 1)4(a+ 1) 36κ0c2−2 ( −a2 + 7a− 1 + 4aα2 1 − 4(a− 1)α2 3 + 4a(a− 1)α2 2 ) + a2(a− 1)2 144κ0c−2 (( 1− 4α2 3 )2 + a4 ( 1− 4α2 2 )2 + 2a ( −1 + 4α2 3 )( 7 + 4α2 1 − 4α2 3 − 4α2 2 ) + 2a3 ( 7 + 4α2 1 − 4α2 3 − 4α2 2 )( −1 + 4α2 2 ) + a2 ( 51 + 16α4 1 + 16α4 3 − 64α2 2 + 16α4 2 + 64α2 3 ( −1 + α2 2 ) − 8α2 1 ( 11 + 4α2 3 + 4α2 2 ))) . (A.4) A.6 Asymptotic coefficients of Ψ∞(λ) as λ→∞ The asymptotic parameters in (3.10) are expressed as follows δ 6= ±1 2 ,±1: ψ1 = κ 2δ − 1 σ+ − κ̃ 2δ + 1 σ−, d1 = −p− δ(2y − x− 1), ψ2 = κ 2p+ (2δ + 1)y − x− 1 4(δ − 1) ( δ − 1 2 ) σ+ − κ̃ 2p− (2δ + 1)ỹ + x+ 1 + 4δy 4(δ + 1) ( δ + 1 2 ) σ−, d21 = κκ̃ 2(1 + 2δ) + 1 2 ( p(y − x− 1) + δ ( (y − x− 1)2 − x ) − z ) , d22 = κκ̃ 2(1− 2δ) − 1 2 ( p(y − x− 1) + δ ( (y − x− 1)2 − x ) − z ) . (A.5) Acknowledgments A.K. was supported by the project SPbGU 11.38.215.2014. He also thanks the of SISSA where this project was originated. Many thanks to the anonymous referees for their suggestions towards improving the manuscript. References [1] Arscott F.M., Darai A., Curvilinear coordinate systems in which the Helmholtz equation separates, IMA J. Appl. Math. 27 (1981), 33–70. [2] Boalch P., From Klein to Painlevé via Fourier, Laplace and Jimbo, Proc. London Math. Soc. 90 (2005), 167–208, math.AG/0308221. 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spelling	Dubrovin, B. Kapaev, A. 2025-11-27T18:03:20Z 2018 A Riemann-Hilbert Approach to the Heun Equation / B. Dubrovin, A. Kapaev // Symmetry, Integrability and Geometry: Methods and Applications. — 2018. — Т. 14. — Бібліогр.: 30 назв. — англ. 1815-0659 2010 Mathematics Subject Classification: 34M03; 34M05; 34M35; 34M55; 57M50 arXiv: 1809.02311 https://nasplib.isofts.kiev.ua/handle/123456789/209864 https://doi.org/10.3842/SIGMA.2018.093 We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions, and show how, in the case of reducible monodromy, the Riemann-Hilbert formalism can be used to construct explicit polynomial solutions of the Heun equation. A.K. was supported by the project SPbGU 11.38.215.2014. He also thanks the staff of SISSA, where this project originated. Many thanks to the anonymous referees for their suggestions towards improving the manuscript. en Інститут математики НАН України Symmetry, Integrability and Geometry: Methods and Applications A Riemann-Hilbert Approach to the Heun Equation Article published earlier
spellingShingle	A Riemann-Hilbert Approach to the Heun Equation Dubrovin, B. Kapaev, A.
title	A Riemann-Hilbert Approach to the Heun Equation
title_full	A Riemann-Hilbert Approach to the Heun Equation
title_fullStr	A Riemann-Hilbert Approach to the Heun Equation
title_full_unstemmed	A Riemann-Hilbert Approach to the Heun Equation
title_short	A Riemann-Hilbert Approach to the Heun Equation
title_sort	riemann-hilbert approach to the heun equation
url	https://nasplib.isofts.kiev.ua/handle/123456789/209864
work_keys_str_mv	AT dubrovinb ariemannhilbertapproachtotheheunequation AT kapaeva ariemannhilbertapproachtotheheunequation AT dubrovinb riemannhilbertapproachtotheheunequation AT kapaeva riemannhilbertapproachtotheheunequation

A Riemann-Hilbert Approach to the Heun Equation

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