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

§28.7 Analytic Continuation of Eigenvalues

As functions of q, a_{n}\left(q\right) and b_{n}\left(q\right) can be continued analytically in the complex q-plane. The only singularities are algebraic branch points, with a_{n}\left(q\right) and b_{n}\left(q\right) finite at these points. The number of branch points is infinite, but countable, and there are no finite limit points. In consequence, the functions can be defined uniquely by introducing suitable cuts in the q-plane. See Meixner and Schäfke (1954, §2.22). The branch points are called the exceptional values, and the other points normal values. The normal values are simple roots of the corresponding equations (28.2.21) and (28.2.22). All real values of q are normal values. To 4D the first branch points between a_{0}\left(q\right) and a_{2}\left(q\right) are at q_{0}=\pm\mathrm{i}1.4688 with a_{0}\left(q_{0}\right)=a_{2}\left(q_{0}\right)=2.0886, and between b_{2}\left(q\right) and b_{4}\left(q\right) they are at q_{1}=\pm\mathrm{i}6.9289 with b_{2}\left(q_{1}\right)=b_{4}\left(q_{1}\right)=11.1904. For real q with |q|<|q_{0}|, a_{0}\left(\mathrm{i}q\right) and a_{2}\left(\mathrm{i}q\right) are real-valued, whereas for real q with |q|>|q_{0}|, a_{0}\left(\mathrm{i}q\right) and a_{2}\left(\mathrm{i}q\right) are complex conjugates. See also Mulholland and Goldstein (1929), Bouwkamp (1948), Meixner et al. (1980), Hunter and Guerrieri (1981), Hunter (1981), and Shivakumar and Xue (1999).

For a visualization of the first branch point of a_{0}\left(\mathrm{i}\hat{q}\right) and a_{2}\left(\mathrm{i}\hat{q}\right) see Figure 28.7.1.

See accompanying text
Figure 28.7.1: Branch point of the eigenvalues a_{0}\left(\mathrm{i}\hat{q}\right) and a_{2}\left(\mathrm{i}\hat{q}\right): 0\leq\hat{q}\leq 2.5. Magnify

All the a_{2n}\left(q\right), n=0,1,2,\dots, can be regarded as belonging to a complete analytic function (in the large). Therefore w^{\prime}_{\mbox{\tiny I}}(\frac{1}{2}\pi;a,q) is irreducible, in the sense that it cannot be decomposed into a product of entire functions that contain its zeros; see Meixner et al. (1980, p. 88). Analogous statements hold for a_{2n+1}\left(q\right), b_{2n+1}\left(q\right), and b_{2n+2}\left(q\right), also for n=0,1,2,\dots. Closely connected with the preceding statements, we have

28.7.1 \sum_{n=0}^{\infty}\left(a_{2n}\left(q\right)-(2n)^{2}\right)=0,
28.7.2 \sum_{n=0}^{\infty}\left(a_{2n+1}\left(q\right)-(2n+1)^{2}\right)=q,
28.7.3 \sum_{n=0}^{\infty}\left(b_{2n+1}\left(q\right)-(2n+1)^{2}\right)=-q,
28.7.4 \sum_{n=0}^{\infty}\left(b_{2n+2}\left(q\right)-(2n+2)^{2}\right)=0.