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28 Mathieu Functions and Hill’s EquationHill’s Equation

§28.31 Equations of Whittaker–Hill and Ince

Contents
  1. §28.31(i) Whittaker–Hill Equation
  2. §28.31(ii) Equation of Ince; Ince Polynomials
  3. §28.31(iii) Paraboloidal Wave Functions

§28.31(i) Whittaker–Hill Equation

Hill’s equation with three terms

28.31.1 W′′+(A+B⁢cos⁡(2⁢z)−12⁢(k⁢c)2⁢cos⁡(4⁢z))⁢W=0

and constant values of A,B,k, and c, is called the Equation of Whittaker–Hill. It has been discussed in detail by Arscott (1967) for k2<0, and by Urwin and Arscott (1970) for k2>0.

§28.31(ii) Equation of Ince; Ince Polynomials

When k2<0, we substitute

28.31.2 ξ2 =−4⁢k2⁢c2,
A =η−18⁢ξ2,
B =−(p+1)⁢ξ,
W⁡(z) =w⁡(z)⁢exp⁡(−14⁢ξ⁢cos⁡(2⁢z)),

in (28.31.1). The result is the Equation of Ince:

28.31.3 w′′+ξ⁢sin⁡(2⁢z)⁢w′+(η−p⁢ξ⁢cos⁡(2⁢z))⁢w=0.

Formal 2⁢π-periodic solutions can be constructed as Fourier series; compare §28.4:

28.31.4 we,s⁡(z) =∑ℓ=0∞A2⁢ℓ+s⁢cos⁡(2⁢ℓ+s)⁢z,
s=0,1,
28.31.5 wo,s⁡(z) =∑ℓ=0∞B2⁢ℓ+s⁢sin⁡(2⁢ℓ+s)⁢z,
s=1,2,

where the coefficients satisfy

28.31.6 −2⁢η⁢A0+(2+p)⁢ξ⁢A2 =0,
p⁢ξ⁢A0+(4−η)⁢A2+(12⁢p+2)⁢ξ⁢A4 =0,
(12⁢p−ℓ+1)⁢ξ⁢A2⁢ℓ−2+(4⁢ℓ2−η)⁢A2⁢ℓ+(12⁢p+ℓ+1)⁢ξ⁢A2⁢ℓ+2 =0,
ℓ≥2,
28.31.7 (1−η+(12⁢p+12)⁢ξ)⁢A1+(12⁢p+32)⁢ξ⁢A3 =0,
(12⁢p−ℓ+12)⁢ξ⁢A2⁢ℓ−1+((2⁢ℓ+1)2−η)⁢A2⁢ℓ+1+(12⁢p+ℓ+32)⁢ξ⁢A2⁢ℓ+3 =0,
ℓ≥1,
28.31.8 (1−η−(12⁢p+12)⁢ξ)⁢B1+(12⁢p+32)⁢ξ⁢B3 =0,
(12⁢p−ℓ+12)⁢ξ⁢B2⁢ℓ−1+((2⁢ℓ+1)2−η)⁢B2⁢ℓ+1+(12⁢p+ℓ+32)⁢ξ⁢B2⁢ℓ+3 =0,
ℓ≥1,
28.31.9 (4−η)⁢B2+(12⁢p+2)⁢ξ⁢B4 =0,
(12⁢p−ℓ+1)⁢ξ⁢B2⁢ℓ−2+(4⁢ℓ2−η)⁢B2⁢ℓ+(12⁢p+ℓ+1)⁢ξ⁢B2⁢ℓ+2 =0,
ℓ≥2.

When p is a nonnegative integer, the parameter η can be chosen so that solutions of (28.31.3) are trigonometric polynomials, called Ince polynomials. They are denoted by

28.31.10 C2⁢n2⁢m⁡(z,ξ)with p=2⁢n,C2⁢n+12⁢m+1⁡(z,ξ)with p=2⁢n+1,
28.31.11 S2⁢n+12⁢m+1⁡(z,ξ)with p=2⁢n+1,S2⁢n+22⁢m+2⁡(z,ξ)with p=2⁢n+2,

and m=0,1,…,n in all cases.

The values of η corresponding to Cpm⁡(z,ξ), Spm⁡(z,ξ) are denoted by apm⁡(ξ), bpm⁡(ξ), respectively. They are real and distinct, and can be ordered so that Cpm⁡(z,ξ) and Spm⁡(z,ξ) have precisely m zeros, all simple, in 0≤z<π. The normalization is given by

ambiguities in sign being resolved by requiring Cpm⁡(x,ξ) and Spm′⁡(x,ξ) to be continuous functions of x and positive when x=0.

For ξ→0, with x fixed,

28.31.13 Cp0⁡(x,ξ) →1/2,
Cpm⁡(x,ξ) →cos⁡(m⁢x),
Spm⁡(x,ξ) →sin⁡(m⁢x),
m≠0;
apm⁡(ξ),bpm⁡(ξ) →m2.

If p→∞ and ξ→0 in such a way that p⁢ξ→2⁢q, then in the notation of §§28.2(v) and 28.2(vi)

28.31.15 apm⁡(ξ) →am⁡(q),
bpm⁡(ξ) →bm⁡(q).

For proofs and further information, including convergence of the series (28.31.4), (28.31.5), see Arscott (1967).

§28.31(iii) Paraboloidal Wave Functions

With (28.31.10) and (28.31.11),

28.31.16 ℎ𝑐pm⁡(z,ξ)=e−14⁢ξ⁢cos⁡(2⁢z)⁢Cpm⁡(z,ξ),
28.31.17 ℎ𝑠pm⁡(z,ξ)=e−14⁢ξ⁢cos⁡(2⁢z)⁢Spm⁡(z,ξ),

are called paraboloidal wave functions. They satisfy the differential equation

28.31.18 w′′+(η−18⁢ξ2−(p+1)⁢ξ⁢cos⁡(2⁢z)+18⁢ξ2⁢cos⁡(4⁢z))⁢w=0,

with η=apm⁡(ξ), η=bpm⁡(ξ), respectively.

For change of sign of ξ,

28.31.19 ℎ𝑐2⁢n2⁢m⁡(z,−ξ) =(−1)m⁢ℎ𝑐2⁢n2⁢m⁡(12⁢π−z,ξ),
ℎ𝑐2⁢n+12⁢m+1⁡(z,−ξ) =(−1)m⁢ℎ𝑠2⁢n+12⁢m+1⁡(12⁢π−z,ξ),

and

28.31.20 ℎ𝑠2⁢n+12⁢m+1⁡(z,−ξ) =(−1)m⁢ℎ𝑐2⁢n+12⁢m+1⁡(12⁢π−z,ξ),
ℎ𝑠2⁢n+22⁢m+2⁡(z,−ξ) =(−1)m⁢ℎ𝑠2⁢n+22⁢m+2⁡(12⁢π−z,ξ).

For m1≠m2,

28.31.21 ∫02⁢πℎ𝑐pm1⁡(x,ξ)⁢ℎ𝑐pm2⁡(x,ξ)⁢dx=∫02⁢πℎ𝑠pm1⁡(x,ξ)⁢ℎ𝑠pm2⁡(x,ξ)⁢dx=0.

More important are the double orthogonality relations for p1≠p2 or m1≠m2 or both, given by

28.31.22 ∫u0u∞∫02⁢πℎ𝑐p1m1⁡(u,ξ)⁢ℎ𝑐p1m1⁡(v,ξ)⁢ℎ𝑐p2m2⁡(u,ξ)×ℎ𝑐p2m2⁡(v,ξ)⁢(cos⁡(2⁢u)−cos⁡(2⁢v))⁢dv⁢du=0,

and

28.31.23 ∫u0u∞∫02⁢πℎ𝑠p1m1⁡(u,ξ)⁢ℎ𝑠p1m1⁡(v,ξ)⁢ℎ𝑠p2m2⁡(u,ξ)×ℎ𝑠p2m2⁡(v,ξ)⁢(cos⁡(2⁢u)−cos⁡(2⁢v))⁢dv⁢du=0,

and also for all p1,p2,m1,m2, given by

28.31.24 ∫u0u∞∫02⁢πℎ𝑐p1m1⁡(u,ξ)⁢ℎ𝑐p1m1⁡(v,ξ)⁢ℎ𝑠p2m2⁡(u,ξ)×ℎ𝑠p2m2⁡(v,ξ)⁢(cos⁡(2⁢u)−cos⁡(2⁢v))⁢dv⁢du=0,

where (u0,u∞)=(0,i⁢∞) when ξ>0, and (u0,u∞)=(12⁢π,12⁢π+i⁢∞) when ξ<0.

For proofs and further integral equations see Urwin (1964, 1965).

Asymptotic Behavior

For ξ>0, the functions ℎ𝑐pm⁡(z,ξ), ℎ𝑠pm⁡(z,ξ) behave asymptotically as multiples of exp⁡(−14⁢ξ⁢cos⁡(2⁢z))⁢(cos⁡z)p as z→±i⁢∞. All other periodic solutions behave as multiples of exp⁡(14⁢ξ⁢cos⁡(2⁢z))⁢(cos⁡z)−p−2.

For ξ>0, the functions ℎ𝑐pm⁡(z,−ξ), ℎ𝑠pm⁡(z,−ξ) behave asymptotically as multiples of exp⁡(14⁢ξ⁢cos⁡(2⁢z))⁢(cos⁡z)−p−2 as z→12⁢π±i⁢∞. All other periodic solutions behave as multiples of exp⁡(−14⁢ξ⁢cos⁡(2⁢z))⁢(cos⁡z)p.