Exact polynomial solutions of second order differential equations and their applications

We find all polynomials $Z(z)$ such that the differential equation $${X(z)\frac{d^2}{dz^2}+Y(z)\frac{d}{dz}+Z(z)}S(z)=0,$$ where $X(z), Y(z), Z(z)$ are polynomials of degree at most 4, 3, 2 respectively, has polynomial solutions $S(z)=\prod_{i=1}^n(z…

Authors: Yao-Zhong Zhang

Exact p olynomial solut ions of second order differen tial e quations and the ir applicati ons Y ao-Zho ng Zhang Scho ol of Mathematics and Physics, The Univ e rsity of Que ensland, Brisb ane , Qld 4072, A ustr alia Abstract W e fi nd all p olynomials Z ( z ) such that the differenti al equation  X ( z ) d 2 dz 2 + Y ( z ) d dz + Z ( z )  S ( z ) = 0 , where X ( z ) , Y ( z ) , Z ( z ) are p olynomials of degree at most 4, 3, 2 resp ectiv ely , has p olynomial solutions S ( z ) = Q n i =1 ( z − z i ) of d egree n with distinct r o ots z i . W e deriv e a set of n alg ebraic equations whic h determine th ese ro ots. W e also find all p olynomials Z ( z ) whic h giv e p olynomial solutions to the different ial equation w hen the co efficien ts of X ( z ) and Y ( z ) are algebraically dep end en t. As applications to our g eneral resu lts, w e obtai n the exact (c losed-form) sol utions o f th e Schr¨ odinger t yp e differen tia l equations describing: 1) Tw o Coulom bically repelling electrons on a sphere; 2) S c hr¨ odinger equation from kink stabilit y analysis of φ 6 -t yp e field theory; 3) Static p erturbations f or the non-extremal Reissner-Nordstr¨ om solution; 4) P lanar Dirac electron in Coulomb and magnetic fi elds; and 5) O ( N ) in v arian t decatic anh arm onic oscillator. 2000 Mathematics Subje ct Classific ation . 34A05, 30 C15, 81U15, 81Q05, 8 2 B23. P A C S numb ers : 0 2.30.Hq, 03.65 .-w, 03.65.F d, 03.65.G e, 02.30.Ik. Keywor ds : P olynomial solutions, Bethe ansatz, Quasi-exactly solv able syste ms. 1 In t ro ductio n and main results Consider the general 2nd order linear ordinary differen tial equation (ODE)  X ( z ) d 2 dz 2 + Y ( z ) d dz + Z ( z )  S ( z ) = 0 , (1.1) where X ( z ) , Y ( z ) , Z ( z ) are p o lynomials of degree at most 4, 3, 2 resp ectiv ely , X ( z ) = 4 X k =0 a k z k , Y ( z ) = 3 X k =0 b k z k , Z ( z ) = 2 X k =0 c k z k . 1 The ODE (1.1) has as many as 12 pa r ameters a k , b k , c k , and contains, as particular cases, the Heun and generalized Heun equations as we ll as v arious confluen t equations. As examples, here we list fiv e ODEs for each of whic h w e pro vide a ph ysical application in section 3 . (i) a 4 = b 3 = c 2 = 0, i.e. deg X ( z ) = 3, deg Y ( z ) ≤ 2 and deg Z ( z ) ≤ 1. If X ( z ) has no m ultiple ro ots, w e can write X ( z ) = Q 3 s =1 ( z − d s ) , Y ( z ) X ( z ) = P 3 s =1 α s z − d s for suitable complex num b ers d s , α s . W e then o btain t he Heun equation, ( d 2 dz 2 + 3 X s =1 α s z − d s d dz + Z ( z ) Q 3 s =1 ( z − d s ) ) S ( z ) = 0 . (1.2) (ii) deg X ( z ) = 4, deg Y ( z ) ≤ 3 and deg Z ( z ) ≤ 2. If X ( z ) has no m ultiple ro ots, w e can write X ( z ) = Q 4 s =1 ( z − e s ) , Y ( z ) X ( z ) = P 4 s =1 µ s z − e s for suitable c-n umbers e s , µ s . Then (1.1) takes the f orm, ( d 2 dz 2 + 4 X s =1 µ s z − e s d dz + Z ( z ) Q 4 s =1 ( z − e s ) ) S ( z ) = 0 . (1.3) This is the generalized He un equation. (iii) deg X ( z ) = 3 (i.e. a 4 = 0), deg Y ( z ) ≤ 3 and deg Z ( z ) ≤ 2. If X ( z ) has no m ultiple ro ots, we can write X ( z ) = Q 3 s =1 ( z − f s ) , Y ( z ) X ( z ) = P 3 s =1 ν s z − f s + ν for suitable c-n um b ers f s , ν s , ν . Then (1.1) has the form, ( d 2 dz 2 + 3 X s =1 ν s z − f s + ν ! d dz + Z ( z ) Q 3 s =1 ( z − f s ) ) S ( z ) = 0 . (1.4) This is the equation considered b y Sc h¨ afk e and Schmid t [1]. (iv) deg X ( z ) = 2 (i.e. a 4 = a 3 = 0), deg Y ( z ) ≤ 3 a nd deg Z ( z ) ≤ 2. If X ( z ) has no m ultiple ro ots, w e can write X ( z ) = ( z − g 1 )( z − g 2 ) , Y ( z ) X ( z ) = σ 1 z − g 1 + σ 2 z − g 2 + σ z + κ for suitable c-n um b ers g 1 , g 2 , σ 1 , σ 2 , σ, κ . Then (1.1) is g iv en by  d 2 dz 2 +  σ 1 z − g 1 + σ 2 z − g 2 + σ z + κ  d dz + Z ( z ) ( z − g 1 )( z − g 2 )  S ( z ) = 0 . (1.5) (v) deg X ( z ) = 1 (i.e. a 4 = a 3 = a 2 = 0), d eg Y ( z ) ≤ 3 a nd deg Z ( z ) ≤ 2. W rite Y ( z ) X ( z ) = η z − h + λz 2 + γ z + δ for suitable c-n um b ers h, η , λ, γ , δ . Then (1.1) reads  d 2 dz 2 +  η z − h + λz 2 + γ z + δ  d dz + Z ( z ) ( z − h )  S ( z ) = 0 . (1.6) Recen tly there is a lot of researc h inte rest in finding p olynomial solutions to second order differen tial equations of the fo rm (1 .1) [2]- [11]. ODEs with p olynomial solutio ns are often called quasi-exactly solv able and ha v e wide-spread applications in phys ics, che mistry 2 and engineering (see e.g. [12] a nd r eferences therein). One of the classic al problems ab out the OD E (1.1), suggested b y E. He ine [13], T. Stieltjes [14] and G. Szego [15], is ∗ Problem Given a p air o f p olynomials X ( z ) , Y ( z ) and a p ositive inte ger n , (a) find al l p olynomials Z ( z ) such that the ODE (1.1) has a p olynomial solution S ( z ) of de gr e e n . (b) find S ( z ) . In this pap er w e solve this problem by means o f the so- called F unctional (o r Analytic) Bethe Ansatz metho d [16 – 19]. Precisely , w e find the explicit v alues of the co efficien ts c 2 , c 1 , c 0 of Z ( z ) whic h give r ise to degree n p olynomial s olutions S ( z ) of (1.1) with r o ots z 1 , z 2 , · · · , z n of multiplic it y one, and we obtain a set of n algebraic equations (the so-called Bethe a nsatz equations) whic h determine these ro ots.. F or cases (i) and (ii) ab o v e with fixed real d s , e s and p ositiv e α s , µ s n um b ers in (1.2) and (1.3), res p ectiv ely , there is a classical r esult, kno wn as Heine -Stieltjes theorem [13]. This theorem sa ys [5] that if the co efficien ts of X ( z ) and Y ( z ) are algebraically indep enden t, i.e. do not satisfy an y algebraic relatio ns with inte ger co efficien ts, then for an a rbitrary p ositiv e integer n there are exactly n + deg X ( z ) − 2 n ! p olynomials Z ( z ) o f degree exactly (deg X ( z ) − 2) suc h that the ODE has a degree n p olynomial solution S ( z ). Ho w ev er, ev en for these tw o cases, no results about the v alues of the coefficien ts c 2 , c 1 , c 0 of Z ( z ) seem t o be previously kno wn. F urthermore, one may ask Question If the c o efficients of X ( z ) and Y ( z ) do satisfy some al g ebr aic r el a tion s with inte ger c o efficients, i.e. ar e algebr aic al ly dep e ndent, then how man y p olynomials Z ( z ) ar e ther e which le ad to de gr e e n p olynomial so lutions of the ODE (1.1)? T o my kno wledge, this question w as not answ ered b y Heine a nd Stieltjes in their theorem. In this pap er we will also provid e an answ er to this question as a b y-pro duct of our g eneral result (theorem 1.1 below ). W e no w state one of our main results o f this paper. Theorem 1.1 Given a p air of p olynomia l s X ( z ) and Y ( z ) , then the values of the c o ef- ficients c 2 , c 1 , c 0 of p olynomial Z ( z ) such that the differ ential e quation (1.1) has de gr e e n p olynomial solution S ( z ) = n Y i =1 ( z − z i ) (1.7) with distinct r o ots z 1 , z 2 , · · · , z n ar e given by c 2 = − n ( n − 1) a 4 − nb 3 , (1.8) ∗ Authors in these references o nly co nsidered the cases c orresp o nding to (1.2) a nd (1.3), while the general ODE (1.1) here a lso con tains many other cases, e.g . differential equa tions (1.4)-(1.6). 3 c 1 = − [2( n − 1) a 4 + b 3 ] n X i =1 z i − n ( n − 1) a 3 − nb 2 , (1.9) c 0 = − [2( n − 1) a 4 + b 3 ] n X i =1 z 2 i − 2 a 4 n X i