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28 Mathieu Functions and Hill’s EquationMathieu Functions of Integer Order

§28.2 Definitions and Basic Properties

Contents
  1. §28.2(i) Mathieu’s Equation
  2. §28.2(ii) Basic Solutions w_{\mbox{\rm\tiny I}}, w_{\mbox{\rm\tiny II}}
  3. §28.2(iii) Floquet’s Theorem and the Characteristic Exponents
  4. §28.2(iv) Floquet Solutions
  5. §28.2(v) Eigenvalues a_{n}, b_{n}
  6. §28.2(vi) Eigenfunctions

§28.2(i) Mathieu’s Equation

The standard form of Mathieu’s equation with parameters (a,q) is

With \zeta={\sin}^{2}z we obtain the algebraic form of Mathieu’s equation

28.2.2 \zeta(1-\zeta)w^{\prime\prime}+\tfrac{1}{2}\left(1-2\zeta)w^{\prime}+\tfrac{1}%
{4}(a-2q(1-2\zeta)\right)w=0.

This equation has regular singularities at 0 and 1, both with exponents 0 and \frac{1}{2}, and an irregular singular point at \infty. With \zeta=\cos z we obtain another algebraic form:

28.2.3 (1-\zeta^{2})w^{\prime\prime}-\zeta w^{\prime}+\left(a+2q-4q\zeta^{2}\right)w=0.

§28.2(ii) Basic Solutions w_{\mbox{\rm\tiny I}}, w_{\mbox{\rm\tiny II}}

Since (28.2.1) has no finite singularities its solutions are entire functions of z. Furthermore, a solution w with given initial constant values of w and w^{\prime} at a point z_{0} is an entire function of the three variables z, a, and q.

The following three transformations

28.2.4
z\to-z;
z\to z\pm\pi;
z\to z\pm\tfrac{1}{2}\pi,q\to-q;

each leave (28.2.1) unchanged. (28.2.1) possesses a fundamental pair of solutions w_{\mbox{\tiny I}}(z;a,q),w_{\mbox{\tiny II}}(z;a,q) called basic solutions with

28.2.5 \begin{bmatrix}w_{\mbox{\tiny I}}(0;a,q)&w_{\mbox{\tiny II}}(0;a,q)\\
w^{\prime}_{\mbox{\tiny I}}(0;a,q)&w^{\prime}_{\mbox{\tiny II}}(0;a,q)\end{%
bmatrix}=\begin{bmatrix}1&0\\
0&1\end{bmatrix}.

w_{\mbox{\tiny I}}(z;a,q) is even and w_{\mbox{\tiny II}}(z;a,q) is odd. Other properties are as follows.

28.2.6 \mathscr{W}\left\{w_{\mbox{\tiny I}},w_{\mbox{\tiny II}}\right\}=1,

§28.2(iii) Floquet’s Theorem and the Characteristic Exponents

Let \nu be any real or complex constant. Then Mathieu’s equation (28.2.1) has a nontrivial solution w(z) such that

iff e^{\pi\mathrm{i}\nu} is an eigenvalue of the matrix

Equivalently,

This is the characteristic equation of Mathieu’s equation (28.2.1). \cos\left(\pi\nu\right) is an entire function of a,q^{2}. The solutions of (28.2.16) are given by \nu=\pi^{-1}\operatorname{arccos}\left(w_{\mbox{\tiny I}}(\pi;a,q)\right). If the inverse cosine takes its principal value (§4.23(ii)), then \nu=\widehat{\nu}, where 0\leq\Re\widehat{\nu}\leq 1. The general solution of (28.2.16) is \nu=\pm\widehat{\nu}+2n, where n\in\mathbb{Z}. Either \widehat{\nu} or \nu is called a characteristic exponent of (28.2.1). If \widehat{\nu}=0 or 1, or equivalently, \nu=n, then \nu is a double root of the characteristic equation, otherwise it is a simple root.

§28.2(iv) Floquet Solutions

A solution with the pseudoperiodic property (28.2.14) is called a Floquet solution with respect to \nu. (28.2.9), (28.2.16), and (28.2.7) give for each solution w(z) of (28.2.1) the connection formula

Therefore a nontrivial solution w(z) is either a Floquet solution with respect to \nu, or w(z+\pi)-e^{\mathrm{i}\nu\pi}w(z) is a Floquet solution with respect to -\nu.

If q\neq 0, then for a given value of \nu the corresponding Floquet solution is unique, except for an arbitrary constant factor (Theorem of Ince; see also 28.5(i)).

The Fourier series of a Floquet solution

converges absolutely and uniformly in compact subsets of \mathbb{C}. The coefficients c_{2n} satisfy

28.2.19 {qc_{2n+2}-\left(a-(\nu+2n)^{2}\right)c_{2n}+qc_{2n-2}=0,}n\in\mathbb{Z}.

Conversely, a nontrivial solution c_{2n} of (28.2.19) that satisfies

28.2.20 \lim_{n\to\pm\infty}|c_{2n}|^{1/|n|}=0

leads to a Floquet solution.

§28.2(v) Eigenvalues a_{n}, b_{n}

For given \nu and q, equation (28.2.16) determines an infinite discrete set of values of a, the eigenvalues or characteristic values, of Mathieu’s equation. When \widehat{\nu}=0 or 1, the notation for the two sets of eigenvalues corresponding to each \widehat{\nu} is shown in Table 28.2.1, together with the boundary conditions of the associated eigenvalue problem. In Table 28.2.1 n=0,1,2,\dots.

Table 28.2.1: Eigenvalues of Mathieu’s equation.
\widehat{\nu} Boundary Conditions Eigenvalues
0 w^{\prime}(0)=w^{\prime}(\tfrac{1}{2}\pi)=0 a_{2n}\left(q\right)
1 w^{\prime}(0)=w(\tfrac{1}{2}\pi)=0 a_{2n+1}\left(q\right)
1 w(0)=w^{\prime}(\tfrac{1}{2}\pi)=0 b_{2n+1}\left(q\right)
0 w(0)=w(\tfrac{1}{2}\pi)=0 b_{2n+2}\left(q\right)

An equivalent formulation is given by

and

where n=0,1,2,\dots. When q=0,

28.2.23 a_{n}\left(0\right)=n^{2},n=0,1,2,\dots,
28.2.24 b_{n}\left(0\right)=n^{2},n=1,2,3,\dots.

Near q=0, a_{n}\left(q\right) and b_{n}\left(q\right) can be expanded in power series in q (see §28.6(i)); elsewhere they are determined by analytic continuation (see §28.7). For nonnegative real values of q, see Figure 28.2.1.

See accompanying text
Figure 28.2.1: Eigenvalues a_{n}\left(q\right), b_{n}\left(q\right) of Mathieu’s equation as functions of q for 0\leq q\leq 10, n=0,1,2,3,4 (a’s), n=1,2,3,4 (b’s). Magnify

Distribution

Change of Sign of q

28.2.26 a_{2n}\left(-q\right)=a_{2n}\left(q\right),
28.2.27 a_{2n+1}\left(-q\right)=b_{2n+1}\left(q\right),
28.2.28 b_{2n+2}\left(-q\right)=b_{2n+2}\left(q\right).

§28.2(vi) Eigenfunctions

Table 28.2.2 gives the notation for the eigenfunctions corresponding to the eigenvalues in Table 28.2.1. Period \pi means that the eigenfunction has the property w(z+\pi)=w(z), whereas antiperiod \pi means that w(z+\pi)=-w(z). Even parity means w(-z)=w(z), and odd parity means w(-z)=-w(z).

Table 28.2.2: Eigenfunctions of Mathieu’s equation.
Eigenvalues Eigenfunctions Periodicity Parity
a_{2n}\left(q\right) \operatorname{ce}_{2n}\left(z,q\right) Period \pi Even
a_{2n+1}\left(q\right) \operatorname{ce}_{2n+1}\left(z,q\right) Antiperiod \pi Even
b_{2n+1}\left(q\right) \operatorname{se}_{2n+1}\left(z,q\right) Antiperiod \pi Odd
b_{2n+2}\left(q\right) \operatorname{se}_{2n+2}\left(z,q\right) Period \pi Odd

When q=0,

28.2.29
\operatorname{ce}_{0}\left(z,0\right)=1/\sqrt{2},
\operatorname{ce}_{n}\left(z,0\right)=\cos\left(nz\right),
\operatorname{se}_{n}\left(z,0\right)=\sin\left(nz\right),n=1,2,3,\dots.

For simple roots q of the corresponding equations (28.2.21) and (28.2.22), the functions are made unique by the normalizations

the ambiguity of sign being resolved by (28.2.29) when q=0 and by continuity for the other values of q.

For the connection with the basic solutions in §28.2(ii),