Looking for closed form solutions to linear ordinary differential equations with time dependent coefficients.











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Let $a in {mathbb C}$ and $bin {mathbb C}$ and let $nge 1$ be an integer.



Consider a following family of Ordinary Differential Equations (ODEs). We have:



begin{equation}
frac{d^2 y(x)}{d x^2} - frac{n^2}{4} (a-b)^4 frac{P_n^{(2n-2)}(x)}{(x+a)^2(x+b)^{2n+2}} cdot y(x)=0
end{equation}
where $P_n^{(2n-2)}(x)$ are a polynomials of order $2n-2$ in $x$ which read:
begin{eqnarray}
P_n^{(2n-2)}(x) = left{
begin{array}{rr}
1 & mbox{if $quad n=1$}\
(a+b+2 x)^2 & mbox{if $quad n=2$}\
(a^2+ a b+b^2+3(a+b)x+3 x^2)^2 & mbox{if $quad n=3$}\
(a+b+2 x)^2(a^2+b^2+2(a+b)x+2 x^2)^2 & mbox{if $quad n=4$}\
vdots
end{array}
right.
end{eqnarray}
as a matter of fact we have:
begin{equation}
P_n^{(2n-2)}(x) =frac{((x+a)^n - (x+b)^n)^2}{(a-b)^2}
end{equation}
for $n=1,2,cdots$.
Now by using the algorithm described in my answer to How do I find a change of variables that reduces a linear 2nd order ODE to the Gaussian hypergeometric differential equation? I have found the fundamental solutions to those ODEs. They read:
begin{eqnarray}
y(x) = C_1 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}W_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n] +
C_2 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}M_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n]
end{eqnarray}
Here the constants read ${mathfrak A}_n = sqrt{1+n^2}/(2 n)$ for $n=1,2,cdots$ and $W$ and $M$ are the Whittaker functions https://en.wikipedia.org/wiki/Whittaker_function .
Now the following Mathematica code "proves" the result:



In[322]:= a =.; b =.; x =.;
Table[FullSimplify[(D[#, {x, 2}] -
n^2/4 ( (a - b)^2 ((x + a)^n - (x + b)^n)^2)/((a + x)^2 (b +
x)^(2 n + 2)) #) & /@ {Sqrt[(b + x)^(n + 1)]/
Sqrt[((a + x)^(n - 1))]
WhittakerW[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n],
Sqrt[(b + x)^(n + 1)]/ Sqrt[((a + x)^(n - 1))]
WhittakerM[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n]}], {n,
1, 6}]


Out[323]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}


Now I would love to know what other linear second order ODEs of the form above can be mapped onto hypergeometric functions by a suitable substitution.










share|cite|improve this question




























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    Let $a in {mathbb C}$ and $bin {mathbb C}$ and let $nge 1$ be an integer.



    Consider a following family of Ordinary Differential Equations (ODEs). We have:



    begin{equation}
    frac{d^2 y(x)}{d x^2} - frac{n^2}{4} (a-b)^4 frac{P_n^{(2n-2)}(x)}{(x+a)^2(x+b)^{2n+2}} cdot y(x)=0
    end{equation}
    where $P_n^{(2n-2)}(x)$ are a polynomials of order $2n-2$ in $x$ which read:
    begin{eqnarray}
    P_n^{(2n-2)}(x) = left{
    begin{array}{rr}
    1 & mbox{if $quad n=1$}\
    (a+b+2 x)^2 & mbox{if $quad n=2$}\
    (a^2+ a b+b^2+3(a+b)x+3 x^2)^2 & mbox{if $quad n=3$}\
    (a+b+2 x)^2(a^2+b^2+2(a+b)x+2 x^2)^2 & mbox{if $quad n=4$}\
    vdots
    end{array}
    right.
    end{eqnarray}
    as a matter of fact we have:
    begin{equation}
    P_n^{(2n-2)}(x) =frac{((x+a)^n - (x+b)^n)^2}{(a-b)^2}
    end{equation}
    for $n=1,2,cdots$.
    Now by using the algorithm described in my answer to How do I find a change of variables that reduces a linear 2nd order ODE to the Gaussian hypergeometric differential equation? I have found the fundamental solutions to those ODEs. They read:
    begin{eqnarray}
    y(x) = C_1 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}W_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n] +
    C_2 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}M_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n]
    end{eqnarray}
    Here the constants read ${mathfrak A}_n = sqrt{1+n^2}/(2 n)$ for $n=1,2,cdots$ and $W$ and $M$ are the Whittaker functions https://en.wikipedia.org/wiki/Whittaker_function .
    Now the following Mathematica code "proves" the result:



    In[322]:= a =.; b =.; x =.;
    Table[FullSimplify[(D[#, {x, 2}] -
    n^2/4 ( (a - b)^2 ((x + a)^n - (x + b)^n)^2)/((a + x)^2 (b +
    x)^(2 n + 2)) #) & /@ {Sqrt[(b + x)^(n + 1)]/
    Sqrt[((a + x)^(n - 1))]
    WhittakerW[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n],
    Sqrt[(b + x)^(n + 1)]/ Sqrt[((a + x)^(n - 1))]
    WhittakerM[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n]}], {n,
    1, 6}]


    Out[323]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}


    Now I would love to know what other linear second order ODEs of the form above can be mapped onto hypergeometric functions by a suitable substitution.










    share|cite|improve this question


























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      up vote
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      down vote

      favorite











      Let $a in {mathbb C}$ and $bin {mathbb C}$ and let $nge 1$ be an integer.



      Consider a following family of Ordinary Differential Equations (ODEs). We have:



      begin{equation}
      frac{d^2 y(x)}{d x^2} - frac{n^2}{4} (a-b)^4 frac{P_n^{(2n-2)}(x)}{(x+a)^2(x+b)^{2n+2}} cdot y(x)=0
      end{equation}
      where $P_n^{(2n-2)}(x)$ are a polynomials of order $2n-2$ in $x$ which read:
      begin{eqnarray}
      P_n^{(2n-2)}(x) = left{
      begin{array}{rr}
      1 & mbox{if $quad n=1$}\
      (a+b+2 x)^2 & mbox{if $quad n=2$}\
      (a^2+ a b+b^2+3(a+b)x+3 x^2)^2 & mbox{if $quad n=3$}\
      (a+b+2 x)^2(a^2+b^2+2(a+b)x+2 x^2)^2 & mbox{if $quad n=4$}\
      vdots
      end{array}
      right.
      end{eqnarray}
      as a matter of fact we have:
      begin{equation}
      P_n^{(2n-2)}(x) =frac{((x+a)^n - (x+b)^n)^2}{(a-b)^2}
      end{equation}
      for $n=1,2,cdots$.
      Now by using the algorithm described in my answer to How do I find a change of variables that reduces a linear 2nd order ODE to the Gaussian hypergeometric differential equation? I have found the fundamental solutions to those ODEs. They read:
      begin{eqnarray}
      y(x) = C_1 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}W_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n] +
      C_2 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}M_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n]
      end{eqnarray}
      Here the constants read ${mathfrak A}_n = sqrt{1+n^2}/(2 n)$ for $n=1,2,cdots$ and $W$ and $M$ are the Whittaker functions https://en.wikipedia.org/wiki/Whittaker_function .
      Now the following Mathematica code "proves" the result:



      In[322]:= a =.; b =.; x =.;
      Table[FullSimplify[(D[#, {x, 2}] -
      n^2/4 ( (a - b)^2 ((x + a)^n - (x + b)^n)^2)/((a + x)^2 (b +
      x)^(2 n + 2)) #) & /@ {Sqrt[(b + x)^(n + 1)]/
      Sqrt[((a + x)^(n - 1))]
      WhittakerW[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n],
      Sqrt[(b + x)^(n + 1)]/ Sqrt[((a + x)^(n - 1))]
      WhittakerM[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n]}], {n,
      1, 6}]


      Out[323]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}


      Now I would love to know what other linear second order ODEs of the form above can be mapped onto hypergeometric functions by a suitable substitution.










      share|cite|improve this question















      Let $a in {mathbb C}$ and $bin {mathbb C}$ and let $nge 1$ be an integer.



      Consider a following family of Ordinary Differential Equations (ODEs). We have:



      begin{equation}
      frac{d^2 y(x)}{d x^2} - frac{n^2}{4} (a-b)^4 frac{P_n^{(2n-2)}(x)}{(x+a)^2(x+b)^{2n+2}} cdot y(x)=0
      end{equation}
      where $P_n^{(2n-2)}(x)$ are a polynomials of order $2n-2$ in $x$ which read:
      begin{eqnarray}
      P_n^{(2n-2)}(x) = left{
      begin{array}{rr}
      1 & mbox{if $quad n=1$}\
      (a+b+2 x)^2 & mbox{if $quad n=2$}\
      (a^2+ a b+b^2+3(a+b)x+3 x^2)^2 & mbox{if $quad n=3$}\
      (a+b+2 x)^2(a^2+b^2+2(a+b)x+2 x^2)^2 & mbox{if $quad n=4$}\
      vdots
      end{array}
      right.
      end{eqnarray}
      as a matter of fact we have:
      begin{equation}
      P_n^{(2n-2)}(x) =frac{((x+a)^n - (x+b)^n)^2}{(a-b)^2}
      end{equation}
      for $n=1,2,cdots$.
      Now by using the algorithm described in my answer to How do I find a change of variables that reduces a linear 2nd order ODE to the Gaussian hypergeometric differential equation? I have found the fundamental solutions to those ODEs. They read:
      begin{eqnarray}
      y(x) = C_1 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}W_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n] +
      C_2 cdot sqrt{frac{(x+b)^{n+1}}{(x+a)^{n-1}}}M_{frac{1}{2}, {mathfrak A}_n}[left( frac{x+a}{x+b}right)^n]
      end{eqnarray}
      Here the constants read ${mathfrak A}_n = sqrt{1+n^2}/(2 n)$ for $n=1,2,cdots$ and $W$ and $M$ are the Whittaker functions https://en.wikipedia.org/wiki/Whittaker_function .
      Now the following Mathematica code "proves" the result:



      In[322]:= a =.; b =.; x =.;
      Table[FullSimplify[(D[#, {x, 2}] -
      n^2/4 ( (a - b)^2 ((x + a)^n - (x + b)^n)^2)/((a + x)^2 (b +
      x)^(2 n + 2)) #) & /@ {Sqrt[(b + x)^(n + 1)]/
      Sqrt[((a + x)^(n - 1))]
      WhittakerW[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n],
      Sqrt[(b + x)^(n + 1)]/ Sqrt[((a + x)^(n - 1))]
      WhittakerM[1/2, Sqrt[1 + n^2]/(2 n), ((x + a)/(x + b))^n]}], {n,
      1, 6}]


      Out[323]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}


      Now I would love to know what other linear second order ODEs of the form above can be mapped onto hypergeometric functions by a suitable substitution.







      differential-equations special-functions






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      edited Aug 31 at 10:48

























      asked Aug 30 at 16:17









      Przemo

      4,1271928




      4,1271928






















          4 Answers
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          By applying the same algorithm to the Bessel functions we get the following answer:
          begin{equation}
          frac{d^2 y(x)}{d x^2} -n^2(A b-a B)^2 frac{left(-B^{2 n}(A x+a)^{2n}+A^{2 n}(B x+b)^{2 n}right)}{B^{2 n}(A x+a)^2(B x+b)^{2n+2}}cdot y(x)=0
          end{equation}
          is solved by
          begin{eqnarray}
          &&y(x)=\
          &&C_1cdot sqrt{(A x+a)(B x+b)} J_{frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]+\
          &&
          C_2cdot sqrt{(A x+a)(B x+b)} J_{-frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]
          end{eqnarray}



          The result is checked by the following piece of code:



          In[115]:= Table[
          FullSimplify[(D[#, {x, 2}] - (
          n^2 (A b - a B)^2 (-B^(2 n) (A x + a)^(2 n) +
          A^(2 n) (B x + b)^(2 n)))/(
          B^(2 n) (a + A x)^2 (b + B x)^(2 n + 2)) #) & /@ {Sqrt[(a +
          A x) (b + B x)]
          BesselJ[Sqrt[1 + (A/B)^(2 n) 4 n^2]/(
          2 n), ((A x + a)/(B x + b))^n],
          Sqrt[(a + A x) (b + B x)]
          BesselJ[-(Sqrt[1 + (A/B)^(2 n) 4 n^2]/(2 n)), ((A x + a)/(
          B x + b))^n]}], {n, 1, 6}]

          Out[115]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}





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            Let $a,b,A,B in {mathbb N}$ subject to $(a-b)^2 + (A-B)^2 > 0$.
            Now let $a_1,a_2,b_1 in {mathbb R}$ and define:
            begin{eqnarray}
            P_0 &:=& a^2 (a_1-a_2-1) (a_1-a_2+1)+2 a b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b^2 (b_1-2) b_1 \
            P_1 &:=& 2 (A (a (a_1-a_2-1) (a_1-a_2+1)+b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1))+B (a (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b
            (b_1-2) b_1)) \
            P_2 &:=& A^2 (a_1-a_2-1) (a_1-a_2+1)+2 A B (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+B^2 (b_1-2) b_1
            end{eqnarray}



            Then the fundamental solutions to the following ODE:
            begin{eqnarray}
            frac{d^2 y(x)}{d x^2} - (a B-A b)^2frac{left(P_0 + P_1 x + P_2 x^2right)}{4 (a+A x)^2 (b+B x)^2 (a-b+ (A-B)x)^2} cdot y(x) = 0
            end{eqnarray}
            have the following form:
            begin{eqnarray}
            &&y_1(x) := (a+A x)^{b_1/2} (b+B x)^{frac{1}{2} (-a_1-a_2+1)} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} , _2F_1left(a_1,a_2;b_1;frac{a+A x}{b+B x}right)\
            &&!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y_2(x) := (a+A x)^{1-frac{b_1}{2}} (b+B x)^{frac{1}{2} (-a_1-a_2-1)+b_1} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} ,
            _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+A x}{b+B x}right)
            end{eqnarray}



            The following Mathematica code verifies the result:



            In[1109]:= A =.; B =.; a =.; b =.; Clear[y1]; Clear[y2]; Clear[v]; x =.;
            {A, B, a, b} = RandomInteger[{0, 20}, 4];
            v[x_] := (-A b + a B)^2/(
            4 (a + A x)^2 (a - b + A x - B x)^2 (b +
            B x)^2) (a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
            2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1) +
            2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
            b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
            B (b (-2 + b1) b1 +
            a (2 a1 a2 + b1 - a1 b1 - a2 b1))) x + (A^2 (-1 + a1 -
            a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
            2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1)) x^2);
            y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
            1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
            Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
            y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
            1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
            Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
            2 - b1, (A x + a)^1/(B x + b)^1];
            FullSimplify[(D[#, {x, 2}] - v[x] #) & /@ {y1[x], y2[x]}]


            Out[1114]= {0, 0}


            Update 0: The result above can be used to solve the following inverse problem.
            Let $A=B=1$. Now let $a,b in {mathbb N}$ and let $P_0,P_1,P_2 in {mathbb N}$ subject to $P_0^2 + P_1^2 + P_2^2 > 0$. Then there always exist certain $a_1,a_2,b_1 in {mathbb R}$ such that the functions $y_{1,2}(x)$ above are fundamental solutions to the following ODE:
            begin{eqnarray}
            frac{d^2 y(x)}{d x^2} - frac{(P_0+P_1 x+P_2 x^2)}{(x+a)^2(x+b)^2} cdot y(x)=0
            end{eqnarray}
            Indeed if we set $A=B=1$ and then if we set $a,b in {mathbb N}$ in the top three equations defining $P_0,P_1,P_2$ above we can always solve those equations for $a_1,a_2,b_1$. Here is the Mathematica code that accomplishes that:



            In[1473]:= {A, B} = {1, 1}; Clear[y1]; Clear[y2];
            y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
            1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
            Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
            y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
            1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
            Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
            2 - b1, (A x + a)^1/(B x + b)^1];
            {a, b} = RandomInteger[{0, 10}, 2];
            {P0, P1, P2} = RandomInteger[{0, 10}, 3];
            a1 =.; a2 =.; b1 =.;
            subst = FullSimplify[
            Solve[{a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
            2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1),
            2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
            b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
            B (b (-2 + b1) b1 +
            a (2 a1 a2 + b1 - a1 b1 - a2 b1))) , (A^2 (-1 + a1 -
            a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
            2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1))} == 4 {P0, P1, P2}, {a1,
            a2, b1}]];
            subst = Sort[{a1, a2, b1} /. subst, #1[[3]] < #2[[3]] &];
            MatrixForm[subst]
            aa = FullSimplify[(D[#, {x, 2}] - (
            P0 + P1 x + P2 x^2)/((x + a)^2 (x + b)^2) #) & /@ {y1[x],
            y2[x]}]
            FullSimplify[aa /. Diagonal[Thread[{a1, a2, b1} -> #] & /@ subst[[1]]]]


            Out[1483]= {0, 0}


            In this particular example we had ${a,b}={9,7}$,${P_0,P_1,P_2}={ 0,4,9}$ and
            begin{eqnarray}
            left(begin{array}{r}a_1\a_2\b_1end{array}right)=left(
            begin{array}{r}frac{1}{2} left(1+sqrt{37}+3 sqrt{46}-sqrt{694}right)\frac{1}{2} left(1-sqrt{1145+12 sqrt{7981}-4 sqrt{37 left(277+3 sqrt{7981}right)}}right)\1-sqrt{694}end{array}right)
            end{eqnarray}



            Update 1: Now let us go back to Update 0 and let us take some particular examples where we can indeed give closed form solutions .



            (A)
            If we set $P_2=P_1=0$ and $P_0 neq 0$ then we get the following:
            begin{eqnarray}
            a_1 &=& 1\
            a_2 &=& 1+frac{sqrt{(a-b)^2+4 P_0}}{a-b}\
            b_1 &=& a_2
            end{eqnarray}
            Therefore the solutions to
            begin{equation}
            frac{d^2 y(x)}{d x^2} - frac{P_0}{(x+a)^2(x+b)^2} y(x)=0
            end{equation}
            are
            begin{eqnarray}
            y_1(x) &=& {(a+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}} (b+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}\
            y_2(x) &=& {(a+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}
            (b+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}
            end{eqnarray}
            Note that :
            begin{eqnarray}
            lim_{brightarrow a} y_{1,2}(x) = (x+a) expleft( pm frac{sqrt{P_0}}{x+a}right)
            end{eqnarray}
            as it should be.



            (B) Likewise let use take $P_2=P_0=0$ and $P_1 neq 0$. Then we are getting the following solution:
            begin{eqnarray}
            a_2 &=& 1-frac{sqrt{sqrt{16 a b P_1^2-4 P_1 (a+b) (a-b)^2+(a-b)^4}-2 P_1 (a+b)+(a-b)^2}}{sqrt{2} (a-b)}\
            a_1 &=& 1-frac{P_1}{(1-a_2) (b-a)}\
            b_1 &=& -1+a_1+a_2
            end{eqnarray}
            Therefore the solutions to
            begin{equation}
            frac{d^2 y(x)}{d x^2} - frac{P_1 x}{(x+a)^2(x+b)^2} y(x)=0
            end{equation}
            are
            begin{eqnarray}
            y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
            y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
            end{eqnarray}



            Note that:
            begin{eqnarray}
            lim_{brightarrow a_+} a_2 &=& 1+ omega\
            a_1 &=& 1-frac{4 a omega}{theta} \
            b_1 &=& omega + 1 - frac{4 a omega}{theta}
            end{eqnarray}
            where $omega := frac{imath}{2} sqrt{frac{P_1}{a}}$ and $theta:=b-a$.
            Therefore we have:
            begin{eqnarray}
            &&theta^{1+omega}cdot y_1(x) =\
            && (x+a)^{frac{omega+1}{2}-frac{2 a omega}{theta}} cdot (x+a +theta)^{frac{1}{2}(-1-omega+frac{4 a}{omega})} cdot theta^{1+omega} F_{2,1}left[
            begin{array}{rr}
            1+omega & 1- frac{4 a omega}{theta}\
            & omega+1-frac{4 a omega}{theta}
            end{array};
            frac{x+a}{x+a+theta}
            right]=\
            &&left(1+frac{theta}{x+a}right)^{frac{2 a omega}{theta}} cdot theta^{1+omega} F_{2,1}left[
            begin{array}{rr}
            1+omega & 1- frac{4 a omega}{theta}\
            & omega+1-frac{4 a omega}{theta}
            end{array};
            frac{x+a}{x+a+theta}
            right] underbrace{=}_{theta rightarrow 0}\
            &&e^{frac{2 a omega}{x+a}}cdot (x+a) (-4 a omega)^omega U(omega,0;-frac{4a omega}{x+a})
            end{eqnarray}
            See Compute a limit that involves a hypergeometric function. for explanations.



            In case of the second function $(a_1,a_2,b_1) rightarrow (a_1-b_1+1,a_2-b_1+1,2-b_1)$ which is equivalent to $omega rightarrow -omega$
            and therefore :
            begin{eqnarray}
            lim_{brightarrow a} y_{1,2}(x) = (x+a) cdot expleft(pm frac{2 a omega}{x+a}right) cdot U(pmomega,0;mpfrac{4 a omega}{x+a})
            end{eqnarray}
            where $U$ is the confluent hypergeometric function.



            (C) Now let us assume that $P_0=P_1=0$ and $P_2neq 0$. Define $Q:=sqrt{1+4 P_2}$. Then we have:
            begin{eqnarray}
            &&a_2^4 (a-b)^2+\
            &&-2 a_2^3 (Q+1) (a-b)^2+\
            &&a_2^2 left(a^2 (4 P_2+3 Q+2)-2 a b (6 P_2+3 Q+2)+b^2 (4 P_2+3 Q+2)right)+\
            &&-a_2 left(a^2 (4 P_2+Q+1)-2 a b (2 P_2 (Q+3)+Q+1)+b^2 (4 P_2+Q+1)right)+\
            &&-2 a b P_2 (Q+1)=0\
            &&hline\
            a_1&=& frac{b (a_2 Q+a_2-4 P_2-Q-1)-a (a_2-1) (Q+1)}{(a-b) (-2 a_2+Q+1)}\
            b_1&=&a_1+a_2-Q
            end{eqnarray}



            Therefore the solutions to
            begin{equation}
            frac{d^2 y(x)}{d x^2} - frac{P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
            end{equation}
            are
            begin{eqnarray}
            y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
            y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
            end{eqnarray}



            Now the calculation of the limit of $b$ going to $a$ is very similar to the case before so we only present the result. We have:
            begin{eqnarray}
            lim_{brightarrow a} y_{1,2}(x) = left(x+a right)^{frac{1-Q}{2}}cdot expleft(mp frac{asqrt{Q^2-1}}{2(x+a)} right) cdot Uleft(frac{1}{2}(1+Qmpsqrt{Q^2-1}),1+Q;pm frac{asqrt{Q^2-1}}{x+a} right)
            end{eqnarray}
            where $Q:=sqrt{1+4 P_2}$.



            (D) Now let us assume that $P_0$,$P_1$ and $P_2$ are arbitrary subject to $P_1 > 2 a P_2$. Then we have:
            begin{eqnarray}
            &&a_2^4 (a-b)^2+\
            &&-2 a_2^3 (Q+1) (a-b)^2+\
            &&a_2^2 left(a^2 (4 P_2+3 Q+2)+2 a (P_1-b (6 P_2+3 Q+2))+b^2 (4 P_2+3 Q+2)+2 b P_1-4 P_0right)+\
            &&a_2 left(a^2 (-(4 P_2+Q+1))+2 a (b (2 P_2 (Q+3)+Q+1)-P_1
            (Q+1))-b^2 (4 P_2+Q+1)-2 b P_1 (Q+1)+4 P_0 (Q+1)right)+\
            &&a (Q+1) (P_1-2 b P_2)+P_1 (b Q+b+P_1)-2 P_0 (2 P_2+Q+1)=0\
            &&hline\
            &&a_1=frac{-a (a_2-1) (Q+1)+b (a_2 Q+a_2-4 P_2-Q-1)+2 P_1}{(a-b) (-2 a_2+Q+1)}\
            &&b_1=a_1+a_2-Q
            end{eqnarray}



            Therefore the solutions to
            begin{equation}
            frac{d^2 y(x)}{d x^2} - frac{P_0+P_1 x+P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
            end{equation}
            are
            begin{eqnarray}
            y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
            y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
            end{eqnarray}
            In the limit $b$ going to $a$ we have the following result:
            begin{eqnarray}
            lim_{brightarrow a} y_{1,2}(x) = left(x+aright)^{frac{1-Q}{2}}cdot expleft(pm frac{R}{x+a}right)cdot Uleft(frac{1}{2}(1+Qpmfrac{-P_1+2 a P_2}{R}),1+Q;mp frac{2 R}{x+a} right)
            end{eqnarray}
            where $Q:=sqrt{1+4 P_2}$ and $R:=sqrt{P_0-P_1 a+P_2 a^2}$.






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            • In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
              – doraemonpaul
              Oct 27 at 12:59


















            up vote
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            down vote













            Again by applying the same algorithm to the Gaussian hypergeometric differential equation, i.e. by rescaling the ODE in question by $x rightarrow f(x)$,$d/dx rightarrow 1/f^{'}(x) d/dx$ with $f(x):=A x^n$ and then by eliminating the term proportional to the first derivative we found the following result.



            Let $a$,$b$,$c$,$A$ and $n$ be real numbers. Then the following ODE:
            begin{eqnarray}
            !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y^{''}(x) + left(frac{-A^2 x^{2 n} left(a^2 n^2-2 a b n^2+b^2 n^2-1right)+2 A x^n left(n^2 (a (c-2 b)+(b-1) c+1)-1right)-(c-1)^2 n^2+1}{4 x^2 left(1-A x^nright)^2}right) y(x)=0
            end{eqnarray}

            is solved by $y(x) = C_1 y_1(x) + C_2 y_2(x)$ where :
            begin{eqnarray}
            y_1(x)&=&x^{frac{1}{2} ((c-1) n+1)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a,b;c;A x^nright)\
            y_2(x)&=&x^{frac{1}{2} (1-(c-1) n)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a-c+1,b-c+1;2-c;A x^nright)
            end{eqnarray}



            The following Mathematica code neatly verifies the result:



            In[759]:= Clear[y1]; Clear[y2]; A =.; n =.; a =.; b =.; c =.;
            y1[x_] = x^(1/2 ((1 + (-1 + c) n) )) (1 - A x^n)^(
            1/2 ((1 + a + b - c))) Hypergeometric2F1[a, b, c, A x^n];
            y2[x_] = x^(1/2 ((1 - (-1 + c) n) )) (1 - A x^n)^(
            1/2 ((1 + a + b - c)))
            Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, A x^n];
            FullSimplify[((
            1 - (-1 + c)^2 n^2 +
            2 A (-1 + (1 + (-1 + b) c + a (-2 b + c)) n^2) x^n -
            A^2 (-1 + a^2 n^2 - 2 a b n^2 + b^2 n^2) x^(2 n))/(
            4 x^2 (1 - A x^n)^2)) # + D[#, {x, 2}]] & /@ {y1[x], y2[x]}

            Out[762]= {0, 0}





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              Let $A$,$B$,$C$, $D$ and $n$ be integers. Let $P_0$,$P_1$ and $P_2$ be another integers. Now let $a$,$b$ and $c$ be complex numbers such that such that:
              begin{eqnarray}
              P_0&=&B^2 left(a^2-2 a b+b^2-1right)+2 B D (2 a b-a c-b c+c)+(c-2) c D^2\
              P_1&=&2 left(A left(B left(a^2-2 a b+b^2-1right)+D (2 a b-a c-b c+c)right)+C (a B (2 b-c)+c (-b B+B+(c-2)
              D))right)\
              P_2&=&A^2 left(a^2-2 a b+b^2-1right)+2 A C (2 a b-a c-b c+c)+(c-2) c C^2
              end{eqnarray}



              Consider the following ODE:
              begin{eqnarray}
              y^{''}(x) + frac{n}{x} y^{'}(x) + left( frac{n(n-2)}{4 x^2} - (B C - A D)^2 frac{P_0 + P_1 x+P_2 x^2}{4(B+A x)^2(B-D+(A-C)x)^2(D+C x)^2}right)y(x)=0
              end{eqnarray}

              then
              begin{eqnarray}
              &&y(x)= x^{-n/2} (A x+B)^{c/2} (C x+D)^{frac{1}{2} (-a-b+1)} (A x+B-C x-D)^{frac{1}{2} (a+b-c+1)} cdot \
              &&left( C_2 left(frac{A x+B}{C x+D}right)^{1-c} , _2F_1left(a-c+1,b-c+1;2-c;frac{B+A x}{D+C x}right)+C_1 , _2F_1left(a,b;c;frac{B+A x}{D+C x}right)right)
              end{eqnarray}



              In[13]:= A =.; B =.; CC =.; DD =.; a =.; b =.; c =.; Clear[m]; n =.; 
              x =.;
              {A, B, CC, DD} = RandomSample[Range[1, 10], 4];
              {P0, P1, P2} = RandomSample[Range[1, 10], 3];
              subst = Solve[{(-1 + a^2 - 2 a b + b^2) B^2 +
              2 B (2 a b + c - a c - b c) DD + (-2 + c) c DD^2,
              2 (A ((-1 + a^2 - 2 a b + b^2) B + (2 a b + c - a c - b c) DD) +
              CC (a B (2 b - c) + c (B - b B + (-2 + c) DD))),
              A^2 (-1 + a^2 - 2 a b + b^2) +
              2 A (2 a b + c - a c - b c) CC + (-2 + c) c CC^2} == {P0, P1,
              P2}, {a, b, c}];
              {a, b, c} = {a, b, c} /. subst[[1]];
              m[x_] = x^(-n/2) (CC x + DD)^(1/2 (1 - a - b)) (B + A x)^(
              c/2) (B - DD + A x - CC x)^(1/2 (1 + a + b - c));
              eX = (D[#, {x, 2}] +
              n/x D[#,
              x] + (((-2 + n) n)/(
              4 x^2) - ((B CC - A DD)^2 (P0 + P1 x + P2 x^2))/(
              4 (B + A x)^2 (B - DD + A x - CC x)^2 (DD +
              CC x)^2)) #) & /@ {m[
              x] (C[1] Hypergeometric2F1[a, b, c, (A x + B)/(CC x + DD)] +
              C[2] ((A x + B)/(CC x + DD))^(1 - c)
              Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, (A x + B)/(
              CC x + DD)])};

              {n, x} = RandomReal[{1, 10}, 2, WorkingPrecision -> 50];
              Simplify[eX]



              Out[21]= {(0.*10^-48 + 0.*10^-49 I) C[
              1] + (0.*10^-48 + 0.*10^-48 I) C[2]}





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                up vote
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                down vote













                By applying the same algorithm to the Bessel functions we get the following answer:
                begin{equation}
                frac{d^2 y(x)}{d x^2} -n^2(A b-a B)^2 frac{left(-B^{2 n}(A x+a)^{2n}+A^{2 n}(B x+b)^{2 n}right)}{B^{2 n}(A x+a)^2(B x+b)^{2n+2}}cdot y(x)=0
                end{equation}
                is solved by
                begin{eqnarray}
                &&y(x)=\
                &&C_1cdot sqrt{(A x+a)(B x+b)} J_{frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]+\
                &&
                C_2cdot sqrt{(A x+a)(B x+b)} J_{-frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]
                end{eqnarray}



                The result is checked by the following piece of code:



                In[115]:= Table[
                FullSimplify[(D[#, {x, 2}] - (
                n^2 (A b - a B)^2 (-B^(2 n) (A x + a)^(2 n) +
                A^(2 n) (B x + b)^(2 n)))/(
                B^(2 n) (a + A x)^2 (b + B x)^(2 n + 2)) #) & /@ {Sqrt[(a +
                A x) (b + B x)]
                BesselJ[Sqrt[1 + (A/B)^(2 n) 4 n^2]/(
                2 n), ((A x + a)/(B x + b))^n],
                Sqrt[(a + A x) (b + B x)]
                BesselJ[-(Sqrt[1 + (A/B)^(2 n) 4 n^2]/(2 n)), ((A x + a)/(
                B x + b))^n]}], {n, 1, 6}]

                Out[115]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}





                share|cite|improve this answer



























                  up vote
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                  down vote













                  By applying the same algorithm to the Bessel functions we get the following answer:
                  begin{equation}
                  frac{d^2 y(x)}{d x^2} -n^2(A b-a B)^2 frac{left(-B^{2 n}(A x+a)^{2n}+A^{2 n}(B x+b)^{2 n}right)}{B^{2 n}(A x+a)^2(B x+b)^{2n+2}}cdot y(x)=0
                  end{equation}
                  is solved by
                  begin{eqnarray}
                  &&y(x)=\
                  &&C_1cdot sqrt{(A x+a)(B x+b)} J_{frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]+\
                  &&
                  C_2cdot sqrt{(A x+a)(B x+b)} J_{-frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]
                  end{eqnarray}



                  The result is checked by the following piece of code:



                  In[115]:= Table[
                  FullSimplify[(D[#, {x, 2}] - (
                  n^2 (A b - a B)^2 (-B^(2 n) (A x + a)^(2 n) +
                  A^(2 n) (B x + b)^(2 n)))/(
                  B^(2 n) (a + A x)^2 (b + B x)^(2 n + 2)) #) & /@ {Sqrt[(a +
                  A x) (b + B x)]
                  BesselJ[Sqrt[1 + (A/B)^(2 n) 4 n^2]/(
                  2 n), ((A x + a)/(B x + b))^n],
                  Sqrt[(a + A x) (b + B x)]
                  BesselJ[-(Sqrt[1 + (A/B)^(2 n) 4 n^2]/(2 n)), ((A x + a)/(
                  B x + b))^n]}], {n, 1, 6}]

                  Out[115]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}





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                    up vote
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                    By applying the same algorithm to the Bessel functions we get the following answer:
                    begin{equation}
                    frac{d^2 y(x)}{d x^2} -n^2(A b-a B)^2 frac{left(-B^{2 n}(A x+a)^{2n}+A^{2 n}(B x+b)^{2 n}right)}{B^{2 n}(A x+a)^2(B x+b)^{2n+2}}cdot y(x)=0
                    end{equation}
                    is solved by
                    begin{eqnarray}
                    &&y(x)=\
                    &&C_1cdot sqrt{(A x+a)(B x+b)} J_{frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]+\
                    &&
                    C_2cdot sqrt{(A x+a)(B x+b)} J_{-frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]
                    end{eqnarray}



                    The result is checked by the following piece of code:



                    In[115]:= Table[
                    FullSimplify[(D[#, {x, 2}] - (
                    n^2 (A b - a B)^2 (-B^(2 n) (A x + a)^(2 n) +
                    A^(2 n) (B x + b)^(2 n)))/(
                    B^(2 n) (a + A x)^2 (b + B x)^(2 n + 2)) #) & /@ {Sqrt[(a +
                    A x) (b + B x)]
                    BesselJ[Sqrt[1 + (A/B)^(2 n) 4 n^2]/(
                    2 n), ((A x + a)/(B x + b))^n],
                    Sqrt[(a + A x) (b + B x)]
                    BesselJ[-(Sqrt[1 + (A/B)^(2 n) 4 n^2]/(2 n)), ((A x + a)/(
                    B x + b))^n]}], {n, 1, 6}]

                    Out[115]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}





                    share|cite|improve this answer














                    By applying the same algorithm to the Bessel functions we get the following answer:
                    begin{equation}
                    frac{d^2 y(x)}{d x^2} -n^2(A b-a B)^2 frac{left(-B^{2 n}(A x+a)^{2n}+A^{2 n}(B x+b)^{2 n}right)}{B^{2 n}(A x+a)^2(B x+b)^{2n+2}}cdot y(x)=0
                    end{equation}
                    is solved by
                    begin{eqnarray}
                    &&y(x)=\
                    &&C_1cdot sqrt{(A x+a)(B x+b)} J_{frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]+\
                    &&
                    C_2cdot sqrt{(A x+a)(B x+b)} J_{-frac{sqrt{1+(A/B)^{2 n}4 n^2}}{2 n}}left[(frac{A x+a}{B x+b})^nright]
                    end{eqnarray}



                    The result is checked by the following piece of code:



                    In[115]:= Table[
                    FullSimplify[(D[#, {x, 2}] - (
                    n^2 (A b - a B)^2 (-B^(2 n) (A x + a)^(2 n) +
                    A^(2 n) (B x + b)^(2 n)))/(
                    B^(2 n) (a + A x)^2 (b + B x)^(2 n + 2)) #) & /@ {Sqrt[(a +
                    A x) (b + B x)]
                    BesselJ[Sqrt[1 + (A/B)^(2 n) 4 n^2]/(
                    2 n), ((A x + a)/(B x + b))^n],
                    Sqrt[(a + A x) (b + B x)]
                    BesselJ[-(Sqrt[1 + (A/B)^(2 n) 4 n^2]/(2 n)), ((A x + a)/(
                    B x + b))^n]}], {n, 1, 6}]

                    Out[115]= {{0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}, {0, 0}}






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                    share|cite|improve this answer








                    edited Aug 31 at 14:37

























                    answered Aug 31 at 12:18









                    Przemo

                    4,1271928




                    4,1271928






















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                        Let $a,b,A,B in {mathbb N}$ subject to $(a-b)^2 + (A-B)^2 > 0$.
                        Now let $a_1,a_2,b_1 in {mathbb R}$ and define:
                        begin{eqnarray}
                        P_0 &:=& a^2 (a_1-a_2-1) (a_1-a_2+1)+2 a b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b^2 (b_1-2) b_1 \
                        P_1 &:=& 2 (A (a (a_1-a_2-1) (a_1-a_2+1)+b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1))+B (a (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b
                        (b_1-2) b_1)) \
                        P_2 &:=& A^2 (a_1-a_2-1) (a_1-a_2+1)+2 A B (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+B^2 (b_1-2) b_1
                        end{eqnarray}



                        Then the fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - (a B-A b)^2frac{left(P_0 + P_1 x + P_2 x^2right)}{4 (a+A x)^2 (b+B x)^2 (a-b+ (A-B)x)^2} cdot y(x) = 0
                        end{eqnarray}
                        have the following form:
                        begin{eqnarray}
                        &&y_1(x) := (a+A x)^{b_1/2} (b+B x)^{frac{1}{2} (-a_1-a_2+1)} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} , _2F_1left(a_1,a_2;b_1;frac{a+A x}{b+B x}right)\
                        &&!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y_2(x) := (a+A x)^{1-frac{b_1}{2}} (b+B x)^{frac{1}{2} (-a_1-a_2-1)+b_1} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} ,
                        _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+A x}{b+B x}right)
                        end{eqnarray}



                        The following Mathematica code verifies the result:



                        In[1109]:= A =.; B =.; a =.; b =.; Clear[y1]; Clear[y2]; Clear[v]; x =.;
                        {A, B, a, b} = RandomInteger[{0, 20}, 4];
                        v[x_] := (-A b + a B)^2/(
                        4 (a + A x)^2 (a - b + A x - B x)^2 (b +
                        B x)^2) (a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1) +
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) x + (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1)) x^2);
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        FullSimplify[(D[#, {x, 2}] - v[x] #) & /@ {y1[x], y2[x]}]


                        Out[1114]= {0, 0}


                        Update 0: The result above can be used to solve the following inverse problem.
                        Let $A=B=1$. Now let $a,b in {mathbb N}$ and let $P_0,P_1,P_2 in {mathbb N}$ subject to $P_0^2 + P_1^2 + P_2^2 > 0$. Then there always exist certain $a_1,a_2,b_1 in {mathbb R}$ such that the functions $y_{1,2}(x)$ above are fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - frac{(P_0+P_1 x+P_2 x^2)}{(x+a)^2(x+b)^2} cdot y(x)=0
                        end{eqnarray}
                        Indeed if we set $A=B=1$ and then if we set $a,b in {mathbb N}$ in the top three equations defining $P_0,P_1,P_2$ above we can always solve those equations for $a_1,a_2,b_1$. Here is the Mathematica code that accomplishes that:



                        In[1473]:= {A, B} = {1, 1}; Clear[y1]; Clear[y2];
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        {a, b} = RandomInteger[{0, 10}, 2];
                        {P0, P1, P2} = RandomInteger[{0, 10}, 3];
                        a1 =.; a2 =.; b1 =.;
                        subst = FullSimplify[
                        Solve[{a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1),
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) , (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1))} == 4 {P0, P1, P2}, {a1,
                        a2, b1}]];
                        subst = Sort[{a1, a2, b1} /. subst, #1[[3]] < #2[[3]] &];
                        MatrixForm[subst]
                        aa = FullSimplify[(D[#, {x, 2}] - (
                        P0 + P1 x + P2 x^2)/((x + a)^2 (x + b)^2) #) & /@ {y1[x],
                        y2[x]}]
                        FullSimplify[aa /. Diagonal[Thread[{a1, a2, b1} -> #] & /@ subst[[1]]]]


                        Out[1483]= {0, 0}


                        In this particular example we had ${a,b}={9,7}$,${P_0,P_1,P_2}={ 0,4,9}$ and
                        begin{eqnarray}
                        left(begin{array}{r}a_1\a_2\b_1end{array}right)=left(
                        begin{array}{r}frac{1}{2} left(1+sqrt{37}+3 sqrt{46}-sqrt{694}right)\frac{1}{2} left(1-sqrt{1145+12 sqrt{7981}-4 sqrt{37 left(277+3 sqrt{7981}right)}}right)\1-sqrt{694}end{array}right)
                        end{eqnarray}



                        Update 1: Now let us go back to Update 0 and let us take some particular examples where we can indeed give closed form solutions .



                        (A)
                        If we set $P_2=P_1=0$ and $P_0 neq 0$ then we get the following:
                        begin{eqnarray}
                        a_1 &=& 1\
                        a_2 &=& 1+frac{sqrt{(a-b)^2+4 P_0}}{a-b}\
                        b_1 &=& a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& {(a+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}} (b+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}\
                        y_2(x) &=& {(a+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}
                        (b+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}
                        end{eqnarray}
                        Note that :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) expleft( pm frac{sqrt{P_0}}{x+a}right)
                        end{eqnarray}
                        as it should be.



                        (B) Likewise let use take $P_2=P_0=0$ and $P_1 neq 0$. Then we are getting the following solution:
                        begin{eqnarray}
                        a_2 &=& 1-frac{sqrt{sqrt{16 a b P_1^2-4 P_1 (a+b) (a-b)^2+(a-b)^4}-2 P_1 (a+b)+(a-b)^2}}{sqrt{2} (a-b)}\
                        a_1 &=& 1-frac{P_1}{(1-a_2) (b-a)}\
                        b_1 &=& -1+a_1+a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_1 x}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Note that:
                        begin{eqnarray}
                        lim_{brightarrow a_+} a_2 &=& 1+ omega\
                        a_1 &=& 1-frac{4 a omega}{theta} \
                        b_1 &=& omega + 1 - frac{4 a omega}{theta}
                        end{eqnarray}
                        where $omega := frac{imath}{2} sqrt{frac{P_1}{a}}$ and $theta:=b-a$.
                        Therefore we have:
                        begin{eqnarray}
                        &&theta^{1+omega}cdot y_1(x) =\
                        && (x+a)^{frac{omega+1}{2}-frac{2 a omega}{theta}} cdot (x+a +theta)^{frac{1}{2}(-1-omega+frac{4 a}{omega})} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right]=\
                        &&left(1+frac{theta}{x+a}right)^{frac{2 a omega}{theta}} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right] underbrace{=}_{theta rightarrow 0}\
                        &&e^{frac{2 a omega}{x+a}}cdot (x+a) (-4 a omega)^omega U(omega,0;-frac{4a omega}{x+a})
                        end{eqnarray}
                        See Compute a limit that involves a hypergeometric function. for explanations.



                        In case of the second function $(a_1,a_2,b_1) rightarrow (a_1-b_1+1,a_2-b_1+1,2-b_1)$ which is equivalent to $omega rightarrow -omega$
                        and therefore :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) cdot expleft(pm frac{2 a omega}{x+a}right) cdot U(pmomega,0;mpfrac{4 a omega}{x+a})
                        end{eqnarray}
                        where $U$ is the confluent hypergeometric function.



                        (C) Now let us assume that $P_0=P_1=0$ and $P_2neq 0$. Define $Q:=sqrt{1+4 P_2}$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)-2 a b (6 P_2+3 Q+2)+b^2 (4 P_2+3 Q+2)right)+\
                        &&-a_2 left(a^2 (4 P_2+Q+1)-2 a b (2 P_2 (Q+3)+Q+1)+b^2 (4 P_2+Q+1)right)+\
                        &&-2 a b P_2 (Q+1)=0\
                        &&hline\
                        a_1&=& frac{b (a_2 Q+a_2-4 P_2-Q-1)-a (a_2-1) (Q+1)}{(a-b) (-2 a_2+Q+1)}\
                        b_1&=&a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Now the calculation of the limit of $b$ going to $a$ is very similar to the case before so we only present the result. We have:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+a right)^{frac{1-Q}{2}}cdot expleft(mp frac{asqrt{Q^2-1}}{2(x+a)} right) cdot Uleft(frac{1}{2}(1+Qmpsqrt{Q^2-1}),1+Q;pm frac{asqrt{Q^2-1}}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$.



                        (D) Now let us assume that $P_0$,$P_1$ and $P_2$ are arbitrary subject to $P_1 > 2 a P_2$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)+2 a (P_1-b (6 P_2+3 Q+2))+b^2 (4 P_2+3 Q+2)+2 b P_1-4 P_0right)+\
                        &&a_2 left(a^2 (-(4 P_2+Q+1))+2 a (b (2 P_2 (Q+3)+Q+1)-P_1
                        (Q+1))-b^2 (4 P_2+Q+1)-2 b P_1 (Q+1)+4 P_0 (Q+1)right)+\
                        &&a (Q+1) (P_1-2 b P_2)+P_1 (b Q+b+P_1)-2 P_0 (2 P_2+Q+1)=0\
                        &&hline\
                        &&a_1=frac{-a (a_2-1) (Q+1)+b (a_2 Q+a_2-4 P_2-Q-1)+2 P_1}{(a-b) (-2 a_2+Q+1)}\
                        &&b_1=a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0+P_1 x+P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}
                        In the limit $b$ going to $a$ we have the following result:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+aright)^{frac{1-Q}{2}}cdot expleft(pm frac{R}{x+a}right)cdot Uleft(frac{1}{2}(1+Qpmfrac{-P_1+2 a P_2}{R}),1+Q;mp frac{2 R}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$ and $R:=sqrt{P_0-P_1 a+P_2 a^2}$.






                        share|cite|improve this answer























                        • In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                          – doraemonpaul
                          Oct 27 at 12:59















                        up vote
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                        down vote













                        Let $a,b,A,B in {mathbb N}$ subject to $(a-b)^2 + (A-B)^2 > 0$.
                        Now let $a_1,a_2,b_1 in {mathbb R}$ and define:
                        begin{eqnarray}
                        P_0 &:=& a^2 (a_1-a_2-1) (a_1-a_2+1)+2 a b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b^2 (b_1-2) b_1 \
                        P_1 &:=& 2 (A (a (a_1-a_2-1) (a_1-a_2+1)+b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1))+B (a (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b
                        (b_1-2) b_1)) \
                        P_2 &:=& A^2 (a_1-a_2-1) (a_1-a_2+1)+2 A B (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+B^2 (b_1-2) b_1
                        end{eqnarray}



                        Then the fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - (a B-A b)^2frac{left(P_0 + P_1 x + P_2 x^2right)}{4 (a+A x)^2 (b+B x)^2 (a-b+ (A-B)x)^2} cdot y(x) = 0
                        end{eqnarray}
                        have the following form:
                        begin{eqnarray}
                        &&y_1(x) := (a+A x)^{b_1/2} (b+B x)^{frac{1}{2} (-a_1-a_2+1)} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} , _2F_1left(a_1,a_2;b_1;frac{a+A x}{b+B x}right)\
                        &&!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y_2(x) := (a+A x)^{1-frac{b_1}{2}} (b+B x)^{frac{1}{2} (-a_1-a_2-1)+b_1} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} ,
                        _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+A x}{b+B x}right)
                        end{eqnarray}



                        The following Mathematica code verifies the result:



                        In[1109]:= A =.; B =.; a =.; b =.; Clear[y1]; Clear[y2]; Clear[v]; x =.;
                        {A, B, a, b} = RandomInteger[{0, 20}, 4];
                        v[x_] := (-A b + a B)^2/(
                        4 (a + A x)^2 (a - b + A x - B x)^2 (b +
                        B x)^2) (a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1) +
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) x + (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1)) x^2);
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        FullSimplify[(D[#, {x, 2}] - v[x] #) & /@ {y1[x], y2[x]}]


                        Out[1114]= {0, 0}


                        Update 0: The result above can be used to solve the following inverse problem.
                        Let $A=B=1$. Now let $a,b in {mathbb N}$ and let $P_0,P_1,P_2 in {mathbb N}$ subject to $P_0^2 + P_1^2 + P_2^2 > 0$. Then there always exist certain $a_1,a_2,b_1 in {mathbb R}$ such that the functions $y_{1,2}(x)$ above are fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - frac{(P_0+P_1 x+P_2 x^2)}{(x+a)^2(x+b)^2} cdot y(x)=0
                        end{eqnarray}
                        Indeed if we set $A=B=1$ and then if we set $a,b in {mathbb N}$ in the top three equations defining $P_0,P_1,P_2$ above we can always solve those equations for $a_1,a_2,b_1$. Here is the Mathematica code that accomplishes that:



                        In[1473]:= {A, B} = {1, 1}; Clear[y1]; Clear[y2];
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        {a, b} = RandomInteger[{0, 10}, 2];
                        {P0, P1, P2} = RandomInteger[{0, 10}, 3];
                        a1 =.; a2 =.; b1 =.;
                        subst = FullSimplify[
                        Solve[{a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1),
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) , (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1))} == 4 {P0, P1, P2}, {a1,
                        a2, b1}]];
                        subst = Sort[{a1, a2, b1} /. subst, #1[[3]] < #2[[3]] &];
                        MatrixForm[subst]
                        aa = FullSimplify[(D[#, {x, 2}] - (
                        P0 + P1 x + P2 x^2)/((x + a)^2 (x + b)^2) #) & /@ {y1[x],
                        y2[x]}]
                        FullSimplify[aa /. Diagonal[Thread[{a1, a2, b1} -> #] & /@ subst[[1]]]]


                        Out[1483]= {0, 0}


                        In this particular example we had ${a,b}={9,7}$,${P_0,P_1,P_2}={ 0,4,9}$ and
                        begin{eqnarray}
                        left(begin{array}{r}a_1\a_2\b_1end{array}right)=left(
                        begin{array}{r}frac{1}{2} left(1+sqrt{37}+3 sqrt{46}-sqrt{694}right)\frac{1}{2} left(1-sqrt{1145+12 sqrt{7981}-4 sqrt{37 left(277+3 sqrt{7981}right)}}right)\1-sqrt{694}end{array}right)
                        end{eqnarray}



                        Update 1: Now let us go back to Update 0 and let us take some particular examples where we can indeed give closed form solutions .



                        (A)
                        If we set $P_2=P_1=0$ and $P_0 neq 0$ then we get the following:
                        begin{eqnarray}
                        a_1 &=& 1\
                        a_2 &=& 1+frac{sqrt{(a-b)^2+4 P_0}}{a-b}\
                        b_1 &=& a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& {(a+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}} (b+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}\
                        y_2(x) &=& {(a+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}
                        (b+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}
                        end{eqnarray}
                        Note that :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) expleft( pm frac{sqrt{P_0}}{x+a}right)
                        end{eqnarray}
                        as it should be.



                        (B) Likewise let use take $P_2=P_0=0$ and $P_1 neq 0$. Then we are getting the following solution:
                        begin{eqnarray}
                        a_2 &=& 1-frac{sqrt{sqrt{16 a b P_1^2-4 P_1 (a+b) (a-b)^2+(a-b)^4}-2 P_1 (a+b)+(a-b)^2}}{sqrt{2} (a-b)}\
                        a_1 &=& 1-frac{P_1}{(1-a_2) (b-a)}\
                        b_1 &=& -1+a_1+a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_1 x}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Note that:
                        begin{eqnarray}
                        lim_{brightarrow a_+} a_2 &=& 1+ omega\
                        a_1 &=& 1-frac{4 a omega}{theta} \
                        b_1 &=& omega + 1 - frac{4 a omega}{theta}
                        end{eqnarray}
                        where $omega := frac{imath}{2} sqrt{frac{P_1}{a}}$ and $theta:=b-a$.
                        Therefore we have:
                        begin{eqnarray}
                        &&theta^{1+omega}cdot y_1(x) =\
                        && (x+a)^{frac{omega+1}{2}-frac{2 a omega}{theta}} cdot (x+a +theta)^{frac{1}{2}(-1-omega+frac{4 a}{omega})} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right]=\
                        &&left(1+frac{theta}{x+a}right)^{frac{2 a omega}{theta}} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right] underbrace{=}_{theta rightarrow 0}\
                        &&e^{frac{2 a omega}{x+a}}cdot (x+a) (-4 a omega)^omega U(omega,0;-frac{4a omega}{x+a})
                        end{eqnarray}
                        See Compute a limit that involves a hypergeometric function. for explanations.



                        In case of the second function $(a_1,a_2,b_1) rightarrow (a_1-b_1+1,a_2-b_1+1,2-b_1)$ which is equivalent to $omega rightarrow -omega$
                        and therefore :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) cdot expleft(pm frac{2 a omega}{x+a}right) cdot U(pmomega,0;mpfrac{4 a omega}{x+a})
                        end{eqnarray}
                        where $U$ is the confluent hypergeometric function.



                        (C) Now let us assume that $P_0=P_1=0$ and $P_2neq 0$. Define $Q:=sqrt{1+4 P_2}$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)-2 a b (6 P_2+3 Q+2)+b^2 (4 P_2+3 Q+2)right)+\
                        &&-a_2 left(a^2 (4 P_2+Q+1)-2 a b (2 P_2 (Q+3)+Q+1)+b^2 (4 P_2+Q+1)right)+\
                        &&-2 a b P_2 (Q+1)=0\
                        &&hline\
                        a_1&=& frac{b (a_2 Q+a_2-4 P_2-Q-1)-a (a_2-1) (Q+1)}{(a-b) (-2 a_2+Q+1)}\
                        b_1&=&a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Now the calculation of the limit of $b$ going to $a$ is very similar to the case before so we only present the result. We have:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+a right)^{frac{1-Q}{2}}cdot expleft(mp frac{asqrt{Q^2-1}}{2(x+a)} right) cdot Uleft(frac{1}{2}(1+Qmpsqrt{Q^2-1}),1+Q;pm frac{asqrt{Q^2-1}}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$.



                        (D) Now let us assume that $P_0$,$P_1$ and $P_2$ are arbitrary subject to $P_1 > 2 a P_2$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)+2 a (P_1-b (6 P_2+3 Q+2))+b^2 (4 P_2+3 Q+2)+2 b P_1-4 P_0right)+\
                        &&a_2 left(a^2 (-(4 P_2+Q+1))+2 a (b (2 P_2 (Q+3)+Q+1)-P_1
                        (Q+1))-b^2 (4 P_2+Q+1)-2 b P_1 (Q+1)+4 P_0 (Q+1)right)+\
                        &&a (Q+1) (P_1-2 b P_2)+P_1 (b Q+b+P_1)-2 P_0 (2 P_2+Q+1)=0\
                        &&hline\
                        &&a_1=frac{-a (a_2-1) (Q+1)+b (a_2 Q+a_2-4 P_2-Q-1)+2 P_1}{(a-b) (-2 a_2+Q+1)}\
                        &&b_1=a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0+P_1 x+P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}
                        In the limit $b$ going to $a$ we have the following result:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+aright)^{frac{1-Q}{2}}cdot expleft(pm frac{R}{x+a}right)cdot Uleft(frac{1}{2}(1+Qpmfrac{-P_1+2 a P_2}{R}),1+Q;mp frac{2 R}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$ and $R:=sqrt{P_0-P_1 a+P_2 a^2}$.






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                        • In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                          – doraemonpaul
                          Oct 27 at 12:59













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                        Let $a,b,A,B in {mathbb N}$ subject to $(a-b)^2 + (A-B)^2 > 0$.
                        Now let $a_1,a_2,b_1 in {mathbb R}$ and define:
                        begin{eqnarray}
                        P_0 &:=& a^2 (a_1-a_2-1) (a_1-a_2+1)+2 a b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b^2 (b_1-2) b_1 \
                        P_1 &:=& 2 (A (a (a_1-a_2-1) (a_1-a_2+1)+b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1))+B (a (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b
                        (b_1-2) b_1)) \
                        P_2 &:=& A^2 (a_1-a_2-1) (a_1-a_2+1)+2 A B (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+B^2 (b_1-2) b_1
                        end{eqnarray}



                        Then the fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - (a B-A b)^2frac{left(P_0 + P_1 x + P_2 x^2right)}{4 (a+A x)^2 (b+B x)^2 (a-b+ (A-B)x)^2} cdot y(x) = 0
                        end{eqnarray}
                        have the following form:
                        begin{eqnarray}
                        &&y_1(x) := (a+A x)^{b_1/2} (b+B x)^{frac{1}{2} (-a_1-a_2+1)} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} , _2F_1left(a_1,a_2;b_1;frac{a+A x}{b+B x}right)\
                        &&!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y_2(x) := (a+A x)^{1-frac{b_1}{2}} (b+B x)^{frac{1}{2} (-a_1-a_2-1)+b_1} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} ,
                        _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+A x}{b+B x}right)
                        end{eqnarray}



                        The following Mathematica code verifies the result:



                        In[1109]:= A =.; B =.; a =.; b =.; Clear[y1]; Clear[y2]; Clear[v]; x =.;
                        {A, B, a, b} = RandomInteger[{0, 20}, 4];
                        v[x_] := (-A b + a B)^2/(
                        4 (a + A x)^2 (a - b + A x - B x)^2 (b +
                        B x)^2) (a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1) +
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) x + (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1)) x^2);
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        FullSimplify[(D[#, {x, 2}] - v[x] #) & /@ {y1[x], y2[x]}]


                        Out[1114]= {0, 0}


                        Update 0: The result above can be used to solve the following inverse problem.
                        Let $A=B=1$. Now let $a,b in {mathbb N}$ and let $P_0,P_1,P_2 in {mathbb N}$ subject to $P_0^2 + P_1^2 + P_2^2 > 0$. Then there always exist certain $a_1,a_2,b_1 in {mathbb R}$ such that the functions $y_{1,2}(x)$ above are fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - frac{(P_0+P_1 x+P_2 x^2)}{(x+a)^2(x+b)^2} cdot y(x)=0
                        end{eqnarray}
                        Indeed if we set $A=B=1$ and then if we set $a,b in {mathbb N}$ in the top three equations defining $P_0,P_1,P_2$ above we can always solve those equations for $a_1,a_2,b_1$. Here is the Mathematica code that accomplishes that:



                        In[1473]:= {A, B} = {1, 1}; Clear[y1]; Clear[y2];
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        {a, b} = RandomInteger[{0, 10}, 2];
                        {P0, P1, P2} = RandomInteger[{0, 10}, 3];
                        a1 =.; a2 =.; b1 =.;
                        subst = FullSimplify[
                        Solve[{a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1),
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) , (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1))} == 4 {P0, P1, P2}, {a1,
                        a2, b1}]];
                        subst = Sort[{a1, a2, b1} /. subst, #1[[3]] < #2[[3]] &];
                        MatrixForm[subst]
                        aa = FullSimplify[(D[#, {x, 2}] - (
                        P0 + P1 x + P2 x^2)/((x + a)^2 (x + b)^2) #) & /@ {y1[x],
                        y2[x]}]
                        FullSimplify[aa /. Diagonal[Thread[{a1, a2, b1} -> #] & /@ subst[[1]]]]


                        Out[1483]= {0, 0}


                        In this particular example we had ${a,b}={9,7}$,${P_0,P_1,P_2}={ 0,4,9}$ and
                        begin{eqnarray}
                        left(begin{array}{r}a_1\a_2\b_1end{array}right)=left(
                        begin{array}{r}frac{1}{2} left(1+sqrt{37}+3 sqrt{46}-sqrt{694}right)\frac{1}{2} left(1-sqrt{1145+12 sqrt{7981}-4 sqrt{37 left(277+3 sqrt{7981}right)}}right)\1-sqrt{694}end{array}right)
                        end{eqnarray}



                        Update 1: Now let us go back to Update 0 and let us take some particular examples where we can indeed give closed form solutions .



                        (A)
                        If we set $P_2=P_1=0$ and $P_0 neq 0$ then we get the following:
                        begin{eqnarray}
                        a_1 &=& 1\
                        a_2 &=& 1+frac{sqrt{(a-b)^2+4 P_0}}{a-b}\
                        b_1 &=& a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& {(a+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}} (b+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}\
                        y_2(x) &=& {(a+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}
                        (b+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}
                        end{eqnarray}
                        Note that :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) expleft( pm frac{sqrt{P_0}}{x+a}right)
                        end{eqnarray}
                        as it should be.



                        (B) Likewise let use take $P_2=P_0=0$ and $P_1 neq 0$. Then we are getting the following solution:
                        begin{eqnarray}
                        a_2 &=& 1-frac{sqrt{sqrt{16 a b P_1^2-4 P_1 (a+b) (a-b)^2+(a-b)^4}-2 P_1 (a+b)+(a-b)^2}}{sqrt{2} (a-b)}\
                        a_1 &=& 1-frac{P_1}{(1-a_2) (b-a)}\
                        b_1 &=& -1+a_1+a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_1 x}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Note that:
                        begin{eqnarray}
                        lim_{brightarrow a_+} a_2 &=& 1+ omega\
                        a_1 &=& 1-frac{4 a omega}{theta} \
                        b_1 &=& omega + 1 - frac{4 a omega}{theta}
                        end{eqnarray}
                        where $omega := frac{imath}{2} sqrt{frac{P_1}{a}}$ and $theta:=b-a$.
                        Therefore we have:
                        begin{eqnarray}
                        &&theta^{1+omega}cdot y_1(x) =\
                        && (x+a)^{frac{omega+1}{2}-frac{2 a omega}{theta}} cdot (x+a +theta)^{frac{1}{2}(-1-omega+frac{4 a}{omega})} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right]=\
                        &&left(1+frac{theta}{x+a}right)^{frac{2 a omega}{theta}} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right] underbrace{=}_{theta rightarrow 0}\
                        &&e^{frac{2 a omega}{x+a}}cdot (x+a) (-4 a omega)^omega U(omega,0;-frac{4a omega}{x+a})
                        end{eqnarray}
                        See Compute a limit that involves a hypergeometric function. for explanations.



                        In case of the second function $(a_1,a_2,b_1) rightarrow (a_1-b_1+1,a_2-b_1+1,2-b_1)$ which is equivalent to $omega rightarrow -omega$
                        and therefore :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) cdot expleft(pm frac{2 a omega}{x+a}right) cdot U(pmomega,0;mpfrac{4 a omega}{x+a})
                        end{eqnarray}
                        where $U$ is the confluent hypergeometric function.



                        (C) Now let us assume that $P_0=P_1=0$ and $P_2neq 0$. Define $Q:=sqrt{1+4 P_2}$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)-2 a b (6 P_2+3 Q+2)+b^2 (4 P_2+3 Q+2)right)+\
                        &&-a_2 left(a^2 (4 P_2+Q+1)-2 a b (2 P_2 (Q+3)+Q+1)+b^2 (4 P_2+Q+1)right)+\
                        &&-2 a b P_2 (Q+1)=0\
                        &&hline\
                        a_1&=& frac{b (a_2 Q+a_2-4 P_2-Q-1)-a (a_2-1) (Q+1)}{(a-b) (-2 a_2+Q+1)}\
                        b_1&=&a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Now the calculation of the limit of $b$ going to $a$ is very similar to the case before so we only present the result. We have:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+a right)^{frac{1-Q}{2}}cdot expleft(mp frac{asqrt{Q^2-1}}{2(x+a)} right) cdot Uleft(frac{1}{2}(1+Qmpsqrt{Q^2-1}),1+Q;pm frac{asqrt{Q^2-1}}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$.



                        (D) Now let us assume that $P_0$,$P_1$ and $P_2$ are arbitrary subject to $P_1 > 2 a P_2$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)+2 a (P_1-b (6 P_2+3 Q+2))+b^2 (4 P_2+3 Q+2)+2 b P_1-4 P_0right)+\
                        &&a_2 left(a^2 (-(4 P_2+Q+1))+2 a (b (2 P_2 (Q+3)+Q+1)-P_1
                        (Q+1))-b^2 (4 P_2+Q+1)-2 b P_1 (Q+1)+4 P_0 (Q+1)right)+\
                        &&a (Q+1) (P_1-2 b P_2)+P_1 (b Q+b+P_1)-2 P_0 (2 P_2+Q+1)=0\
                        &&hline\
                        &&a_1=frac{-a (a_2-1) (Q+1)+b (a_2 Q+a_2-4 P_2-Q-1)+2 P_1}{(a-b) (-2 a_2+Q+1)}\
                        &&b_1=a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0+P_1 x+P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}
                        In the limit $b$ going to $a$ we have the following result:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+aright)^{frac{1-Q}{2}}cdot expleft(pm frac{R}{x+a}right)cdot Uleft(frac{1}{2}(1+Qpmfrac{-P_1+2 a P_2}{R}),1+Q;mp frac{2 R}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$ and $R:=sqrt{P_0-P_1 a+P_2 a^2}$.






                        share|cite|improve this answer














                        Let $a,b,A,B in {mathbb N}$ subject to $(a-b)^2 + (A-B)^2 > 0$.
                        Now let $a_1,a_2,b_1 in {mathbb R}$ and define:
                        begin{eqnarray}
                        P_0 &:=& a^2 (a_1-a_2-1) (a_1-a_2+1)+2 a b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b^2 (b_1-2) b_1 \
                        P_1 &:=& 2 (A (a (a_1-a_2-1) (a_1-a_2+1)+b (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1))+B (a (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+b
                        (b_1-2) b_1)) \
                        P_2 &:=& A^2 (a_1-a_2-1) (a_1-a_2+1)+2 A B (2 a_1 a_2-a_1 b_1-a_2 b_1+b_1)+B^2 (b_1-2) b_1
                        end{eqnarray}



                        Then the fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - (a B-A b)^2frac{left(P_0 + P_1 x + P_2 x^2right)}{4 (a+A x)^2 (b+B x)^2 (a-b+ (A-B)x)^2} cdot y(x) = 0
                        end{eqnarray}
                        have the following form:
                        begin{eqnarray}
                        &&y_1(x) := (a+A x)^{b_1/2} (b+B x)^{frac{1}{2} (-a_1-a_2+1)} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} , _2F_1left(a_1,a_2;b_1;frac{a+A x}{b+B x}right)\
                        &&!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y_2(x) := (a+A x)^{1-frac{b_1}{2}} (b+B x)^{frac{1}{2} (-a_1-a_2-1)+b_1} (a+x (A-B)-b)^{frac{1}{2} (a_1+a_2-b_1+1)} ,
                        _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+A x}{b+B x}right)
                        end{eqnarray}



                        The following Mathematica code verifies the result:



                        In[1109]:= A =.; B =.; a =.; b =.; Clear[y1]; Clear[y2]; Clear[v]; x =.;
                        {A, B, a, b} = RandomInteger[{0, 20}, 4];
                        v[x_] := (-A b + a B)^2/(
                        4 (a + A x)^2 (a - b + A x - B x)^2 (b +
                        B x)^2) (a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1) +
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) x + (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1)) x^2);
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        FullSimplify[(D[#, {x, 2}] - v[x] #) & /@ {y1[x], y2[x]}]


                        Out[1114]= {0, 0}


                        Update 0: The result above can be used to solve the following inverse problem.
                        Let $A=B=1$. Now let $a,b in {mathbb N}$ and let $P_0,P_1,P_2 in {mathbb N}$ subject to $P_0^2 + P_1^2 + P_2^2 > 0$. Then there always exist certain $a_1,a_2,b_1 in {mathbb R}$ such that the functions $y_{1,2}(x)$ above are fundamental solutions to the following ODE:
                        begin{eqnarray}
                        frac{d^2 y(x)}{d x^2} - frac{(P_0+P_1 x+P_2 x^2)}{(x+a)^2(x+b)^2} cdot y(x)=0
                        end{eqnarray}
                        Indeed if we set $A=B=1$ and then if we set $a,b in {mathbb N}$ in the top three equations defining $P_0,P_1,P_2$ above we can always solve those equations for $a_1,a_2,b_1$. Here is the Mathematica code that accomplishes that:



                        In[1473]:= {A, B} = {1, 1}; Clear[y1]; Clear[y2];
                        y1[x_] := (a + A x)^(b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (1 - a1 - a2))
                        Hypergeometric2F1[a1, a2, b1, (A x + a)^1/(B x + b)^1];
                        y2[x_] := (a + A x)^(1 - b1/2) (a - b + (A - B) x)^(
                        1/2 (1 + a1 + a2 - b1)) (b + B x)^(1/2 (-1 - a1 - a2) + b1)
                        Hypergeometric2F1[1 + a1 - b1, 1 + a2 - b1,
                        2 - b1, (A x + a)^1/(B x + b)^1];
                        {a, b} = RandomInteger[{0, 10}, 2];
                        {P0, P1, P2} = RandomInteger[{0, 10}, 3];
                        a1 =.; a2 =.; b1 =.;
                        subst = FullSimplify[
                        Solve[{a^2 (-1 + a1 - a2) (1 + a1 - a2) + b^2 (-2 + b1) b1 +
                        2 a b (2 a1 a2 + b1 - a1 b1 - a2 b1),
                        2 (A (a (-1 + a1 - a2) (1 + a1 - a2) +
                        b (2 a1 a2 + b1 - a1 b1 - a2 b1)) +
                        B (b (-2 + b1) b1 +
                        a (2 a1 a2 + b1 - a1 b1 - a2 b1))) , (A^2 (-1 + a1 -
                        a2) (1 + a1 - a2) + B^2 (-2 + b1) b1 +
                        2 A B (2 a1 a2 + b1 - a1 b1 - a2 b1))} == 4 {P0, P1, P2}, {a1,
                        a2, b1}]];
                        subst = Sort[{a1, a2, b1} /. subst, #1[[3]] < #2[[3]] &];
                        MatrixForm[subst]
                        aa = FullSimplify[(D[#, {x, 2}] - (
                        P0 + P1 x + P2 x^2)/((x + a)^2 (x + b)^2) #) & /@ {y1[x],
                        y2[x]}]
                        FullSimplify[aa /. Diagonal[Thread[{a1, a2, b1} -> #] & /@ subst[[1]]]]


                        Out[1483]= {0, 0}


                        In this particular example we had ${a,b}={9,7}$,${P_0,P_1,P_2}={ 0,4,9}$ and
                        begin{eqnarray}
                        left(begin{array}{r}a_1\a_2\b_1end{array}right)=left(
                        begin{array}{r}frac{1}{2} left(1+sqrt{37}+3 sqrt{46}-sqrt{694}right)\frac{1}{2} left(1-sqrt{1145+12 sqrt{7981}-4 sqrt{37 left(277+3 sqrt{7981}right)}}right)\1-sqrt{694}end{array}right)
                        end{eqnarray}



                        Update 1: Now let us go back to Update 0 and let us take some particular examples where we can indeed give closed form solutions .



                        (A)
                        If we set $P_2=P_1=0$ and $P_0 neq 0$ then we get the following:
                        begin{eqnarray}
                        a_1 &=& 1\
                        a_2 &=& 1+frac{sqrt{(a-b)^2+4 P_0}}{a-b}\
                        b_1 &=& a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& {(a+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}} (b+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}\
                        y_2(x) &=& {(a+x)^{frac{1}{2}-frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}
                        (b+x)^{frac{1}{2}+frac{sqrt{(a-b)^2+4 text{P0}}}{2 (a-b)}}}
                        end{eqnarray}
                        Note that :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) expleft( pm frac{sqrt{P_0}}{x+a}right)
                        end{eqnarray}
                        as it should be.



                        (B) Likewise let use take $P_2=P_0=0$ and $P_1 neq 0$. Then we are getting the following solution:
                        begin{eqnarray}
                        a_2 &=& 1-frac{sqrt{sqrt{16 a b P_1^2-4 P_1 (a+b) (a-b)^2+(a-b)^4}-2 P_1 (a+b)+(a-b)^2}}{sqrt{2} (a-b)}\
                        a_1 &=& 1-frac{P_1}{(1-a_2) (b-a)}\
                        b_1 &=& -1+a_1+a_2
                        end{eqnarray}
                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_1 x}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Note that:
                        begin{eqnarray}
                        lim_{brightarrow a_+} a_2 &=& 1+ omega\
                        a_1 &=& 1-frac{4 a omega}{theta} \
                        b_1 &=& omega + 1 - frac{4 a omega}{theta}
                        end{eqnarray}
                        where $omega := frac{imath}{2} sqrt{frac{P_1}{a}}$ and $theta:=b-a$.
                        Therefore we have:
                        begin{eqnarray}
                        &&theta^{1+omega}cdot y_1(x) =\
                        && (x+a)^{frac{omega+1}{2}-frac{2 a omega}{theta}} cdot (x+a +theta)^{frac{1}{2}(-1-omega+frac{4 a}{omega})} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right]=\
                        &&left(1+frac{theta}{x+a}right)^{frac{2 a omega}{theta}} cdot theta^{1+omega} F_{2,1}left[
                        begin{array}{rr}
                        1+omega & 1- frac{4 a omega}{theta}\
                        & omega+1-frac{4 a omega}{theta}
                        end{array};
                        frac{x+a}{x+a+theta}
                        right] underbrace{=}_{theta rightarrow 0}\
                        &&e^{frac{2 a omega}{x+a}}cdot (x+a) (-4 a omega)^omega U(omega,0;-frac{4a omega}{x+a})
                        end{eqnarray}
                        See Compute a limit that involves a hypergeometric function. for explanations.



                        In case of the second function $(a_1,a_2,b_1) rightarrow (a_1-b_1+1,a_2-b_1+1,2-b_1)$ which is equivalent to $omega rightarrow -omega$
                        and therefore :
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = (x+a) cdot expleft(pm frac{2 a omega}{x+a}right) cdot U(pmomega,0;mpfrac{4 a omega}{x+a})
                        end{eqnarray}
                        where $U$ is the confluent hypergeometric function.



                        (C) Now let us assume that $P_0=P_1=0$ and $P_2neq 0$. Define $Q:=sqrt{1+4 P_2}$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)-2 a b (6 P_2+3 Q+2)+b^2 (4 P_2+3 Q+2)right)+\
                        &&-a_2 left(a^2 (4 P_2+Q+1)-2 a b (2 P_2 (Q+3)+Q+1)+b^2 (4 P_2+Q+1)right)+\
                        &&-2 a b P_2 (Q+1)=0\
                        &&hline\
                        a_1&=& frac{b (a_2 Q+a_2-4 P_2-Q-1)-a (a_2-1) (Q+1)}{(a-b) (-2 a_2+Q+1)}\
                        b_1&=&a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}



                        Now the calculation of the limit of $b$ going to $a$ is very similar to the case before so we only present the result. We have:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+a right)^{frac{1-Q}{2}}cdot expleft(mp frac{asqrt{Q^2-1}}{2(x+a)} right) cdot Uleft(frac{1}{2}(1+Qmpsqrt{Q^2-1}),1+Q;pm frac{asqrt{Q^2-1}}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$.



                        (D) Now let us assume that $P_0$,$P_1$ and $P_2$ are arbitrary subject to $P_1 > 2 a P_2$. Then we have:
                        begin{eqnarray}
                        &&a_2^4 (a-b)^2+\
                        &&-2 a_2^3 (Q+1) (a-b)^2+\
                        &&a_2^2 left(a^2 (4 P_2+3 Q+2)+2 a (P_1-b (6 P_2+3 Q+2))+b^2 (4 P_2+3 Q+2)+2 b P_1-4 P_0right)+\
                        &&a_2 left(a^2 (-(4 P_2+Q+1))+2 a (b (2 P_2 (Q+3)+Q+1)-P_1
                        (Q+1))-b^2 (4 P_2+Q+1)-2 b P_1 (Q+1)+4 P_0 (Q+1)right)+\
                        &&a (Q+1) (P_1-2 b P_2)+P_1 (b Q+b+P_1)-2 P_0 (2 P_2+Q+1)=0\
                        &&hline\
                        &&a_1=frac{-a (a_2-1) (Q+1)+b (a_2 Q+a_2-4 P_2-Q-1)+2 P_1}{(a-b) (-2 a_2+Q+1)}\
                        &&b_1=a_1+a_2-Q
                        end{eqnarray}



                        Therefore the solutions to
                        begin{equation}
                        frac{d^2 y(x)}{d x^2} - frac{P_0+P_1 x+P_2 x^2}{(x+a)^2(x+b)^2} y(x)=0
                        end{equation}
                        are
                        begin{eqnarray}
                        y_1(x) &=& (a+x)^{b_1/2} (b+x)^{frac{1}{2} (-a_1-a_2+1)} , _2F_1left(a_1,a_2;b_1;frac{a+x}{b+x}right)\
                        y_2(x) &=& (a+x)^{1-frac{b_1}{2}} (b+x)^{frac{1}{2} (-a_1-a_2-1)+b_1} , _2F_1left(a_1-b_1+1,a_2-b_1+1;2-b_1;frac{a+x}{b+x}right)
                        end{eqnarray}
                        In the limit $b$ going to $a$ we have the following result:
                        begin{eqnarray}
                        lim_{brightarrow a} y_{1,2}(x) = left(x+aright)^{frac{1-Q}{2}}cdot expleft(pm frac{R}{x+a}right)cdot Uleft(frac{1}{2}(1+Qpmfrac{-P_1+2 a P_2}{R}),1+Q;mp frac{2 R}{x+a} right)
                        end{eqnarray}
                        where $Q:=sqrt{1+4 P_2}$ and $R:=sqrt{P_0-P_1 a+P_2 a^2}$.







                        share|cite|improve this answer














                        share|cite|improve this answer



                        share|cite|improve this answer








                        edited Sep 14 at 15:24

























                        answered Sep 10 at 14:09









                        Przemo

                        4,1271928




                        4,1271928












                        • In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                          – doraemonpaul
                          Oct 27 at 12:59


















                        • In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                          – doraemonpaul
                          Oct 27 at 12:59
















                        In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                        – doraemonpaul
                        Oct 27 at 12:59




                        In fact science.fire.ustc.edu.cn/download/download1/… already seckill most of your long text. Anyway, you still give an important special case that a normal form of Heun's Equation can reduce to the Gaussian hypergeometric equation.
                        – doraemonpaul
                        Oct 27 at 12:59










                        up vote
                        0
                        down vote













                        Again by applying the same algorithm to the Gaussian hypergeometric differential equation, i.e. by rescaling the ODE in question by $x rightarrow f(x)$,$d/dx rightarrow 1/f^{'}(x) d/dx$ with $f(x):=A x^n$ and then by eliminating the term proportional to the first derivative we found the following result.



                        Let $a$,$b$,$c$,$A$ and $n$ be real numbers. Then the following ODE:
                        begin{eqnarray}
                        !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y^{''}(x) + left(frac{-A^2 x^{2 n} left(a^2 n^2-2 a b n^2+b^2 n^2-1right)+2 A x^n left(n^2 (a (c-2 b)+(b-1) c+1)-1right)-(c-1)^2 n^2+1}{4 x^2 left(1-A x^nright)^2}right) y(x)=0
                        end{eqnarray}

                        is solved by $y(x) = C_1 y_1(x) + C_2 y_2(x)$ where :
                        begin{eqnarray}
                        y_1(x)&=&x^{frac{1}{2} ((c-1) n+1)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a,b;c;A x^nright)\
                        y_2(x)&=&x^{frac{1}{2} (1-(c-1) n)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a-c+1,b-c+1;2-c;A x^nright)
                        end{eqnarray}



                        The following Mathematica code neatly verifies the result:



                        In[759]:= Clear[y1]; Clear[y2]; A =.; n =.; a =.; b =.; c =.;
                        y1[x_] = x^(1/2 ((1 + (-1 + c) n) )) (1 - A x^n)^(
                        1/2 ((1 + a + b - c))) Hypergeometric2F1[a, b, c, A x^n];
                        y2[x_] = x^(1/2 ((1 - (-1 + c) n) )) (1 - A x^n)^(
                        1/2 ((1 + a + b - c)))
                        Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, A x^n];
                        FullSimplify[((
                        1 - (-1 + c)^2 n^2 +
                        2 A (-1 + (1 + (-1 + b) c + a (-2 b + c)) n^2) x^n -
                        A^2 (-1 + a^2 n^2 - 2 a b n^2 + b^2 n^2) x^(2 n))/(
                        4 x^2 (1 - A x^n)^2)) # + D[#, {x, 2}]] & /@ {y1[x], y2[x]}

                        Out[762]= {0, 0}





                        share|cite|improve this answer

























                          up vote
                          0
                          down vote













                          Again by applying the same algorithm to the Gaussian hypergeometric differential equation, i.e. by rescaling the ODE in question by $x rightarrow f(x)$,$d/dx rightarrow 1/f^{'}(x) d/dx$ with $f(x):=A x^n$ and then by eliminating the term proportional to the first derivative we found the following result.



                          Let $a$,$b$,$c$,$A$ and $n$ be real numbers. Then the following ODE:
                          begin{eqnarray}
                          !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y^{''}(x) + left(frac{-A^2 x^{2 n} left(a^2 n^2-2 a b n^2+b^2 n^2-1right)+2 A x^n left(n^2 (a (c-2 b)+(b-1) c+1)-1right)-(c-1)^2 n^2+1}{4 x^2 left(1-A x^nright)^2}right) y(x)=0
                          end{eqnarray}

                          is solved by $y(x) = C_1 y_1(x) + C_2 y_2(x)$ where :
                          begin{eqnarray}
                          y_1(x)&=&x^{frac{1}{2} ((c-1) n+1)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a,b;c;A x^nright)\
                          y_2(x)&=&x^{frac{1}{2} (1-(c-1) n)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a-c+1,b-c+1;2-c;A x^nright)
                          end{eqnarray}



                          The following Mathematica code neatly verifies the result:



                          In[759]:= Clear[y1]; Clear[y2]; A =.; n =.; a =.; b =.; c =.;
                          y1[x_] = x^(1/2 ((1 + (-1 + c) n) )) (1 - A x^n)^(
                          1/2 ((1 + a + b - c))) Hypergeometric2F1[a, b, c, A x^n];
                          y2[x_] = x^(1/2 ((1 - (-1 + c) n) )) (1 - A x^n)^(
                          1/2 ((1 + a + b - c)))
                          Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, A x^n];
                          FullSimplify[((
                          1 - (-1 + c)^2 n^2 +
                          2 A (-1 + (1 + (-1 + b) c + a (-2 b + c)) n^2) x^n -
                          A^2 (-1 + a^2 n^2 - 2 a b n^2 + b^2 n^2) x^(2 n))/(
                          4 x^2 (1 - A x^n)^2)) # + D[#, {x, 2}]] & /@ {y1[x], y2[x]}

                          Out[762]= {0, 0}





                          share|cite|improve this answer























                            up vote
                            0
                            down vote










                            up vote
                            0
                            down vote









                            Again by applying the same algorithm to the Gaussian hypergeometric differential equation, i.e. by rescaling the ODE in question by $x rightarrow f(x)$,$d/dx rightarrow 1/f^{'}(x) d/dx$ with $f(x):=A x^n$ and then by eliminating the term proportional to the first derivative we found the following result.



                            Let $a$,$b$,$c$,$A$ and $n$ be real numbers. Then the following ODE:
                            begin{eqnarray}
                            !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y^{''}(x) + left(frac{-A^2 x^{2 n} left(a^2 n^2-2 a b n^2+b^2 n^2-1right)+2 A x^n left(n^2 (a (c-2 b)+(b-1) c+1)-1right)-(c-1)^2 n^2+1}{4 x^2 left(1-A x^nright)^2}right) y(x)=0
                            end{eqnarray}

                            is solved by $y(x) = C_1 y_1(x) + C_2 y_2(x)$ where :
                            begin{eqnarray}
                            y_1(x)&=&x^{frac{1}{2} ((c-1) n+1)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a,b;c;A x^nright)\
                            y_2(x)&=&x^{frac{1}{2} (1-(c-1) n)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a-c+1,b-c+1;2-c;A x^nright)
                            end{eqnarray}



                            The following Mathematica code neatly verifies the result:



                            In[759]:= Clear[y1]; Clear[y2]; A =.; n =.; a =.; b =.; c =.;
                            y1[x_] = x^(1/2 ((1 + (-1 + c) n) )) (1 - A x^n)^(
                            1/2 ((1 + a + b - c))) Hypergeometric2F1[a, b, c, A x^n];
                            y2[x_] = x^(1/2 ((1 - (-1 + c) n) )) (1 - A x^n)^(
                            1/2 ((1 + a + b - c)))
                            Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, A x^n];
                            FullSimplify[((
                            1 - (-1 + c)^2 n^2 +
                            2 A (-1 + (1 + (-1 + b) c + a (-2 b + c)) n^2) x^n -
                            A^2 (-1 + a^2 n^2 - 2 a b n^2 + b^2 n^2) x^(2 n))/(
                            4 x^2 (1 - A x^n)^2)) # + D[#, {x, 2}]] & /@ {y1[x], y2[x]}

                            Out[762]= {0, 0}





                            share|cite|improve this answer












                            Again by applying the same algorithm to the Gaussian hypergeometric differential equation, i.e. by rescaling the ODE in question by $x rightarrow f(x)$,$d/dx rightarrow 1/f^{'}(x) d/dx$ with $f(x):=A x^n$ and then by eliminating the term proportional to the first derivative we found the following result.



                            Let $a$,$b$,$c$,$A$ and $n$ be real numbers. Then the following ODE:
                            begin{eqnarray}
                            !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!y^{''}(x) + left(frac{-A^2 x^{2 n} left(a^2 n^2-2 a b n^2+b^2 n^2-1right)+2 A x^n left(n^2 (a (c-2 b)+(b-1) c+1)-1right)-(c-1)^2 n^2+1}{4 x^2 left(1-A x^nright)^2}right) y(x)=0
                            end{eqnarray}

                            is solved by $y(x) = C_1 y_1(x) + C_2 y_2(x)$ where :
                            begin{eqnarray}
                            y_1(x)&=&x^{frac{1}{2} ((c-1) n+1)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a,b;c;A x^nright)\
                            y_2(x)&=&x^{frac{1}{2} (1-(c-1) n)} left(1-A x^nright)^{frac{1}{2} (a+b-c+1)} , _2F_1left(a-c+1,b-c+1;2-c;A x^nright)
                            end{eqnarray}



                            The following Mathematica code neatly verifies the result:



                            In[759]:= Clear[y1]; Clear[y2]; A =.; n =.; a =.; b =.; c =.;
                            y1[x_] = x^(1/2 ((1 + (-1 + c) n) )) (1 - A x^n)^(
                            1/2 ((1 + a + b - c))) Hypergeometric2F1[a, b, c, A x^n];
                            y2[x_] = x^(1/2 ((1 - (-1 + c) n) )) (1 - A x^n)^(
                            1/2 ((1 + a + b - c)))
                            Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, A x^n];
                            FullSimplify[((
                            1 - (-1 + c)^2 n^2 +
                            2 A (-1 + (1 + (-1 + b) c + a (-2 b + c)) n^2) x^n -
                            A^2 (-1 + a^2 n^2 - 2 a b n^2 + b^2 n^2) x^(2 n))/(
                            4 x^2 (1 - A x^n)^2)) # + D[#, {x, 2}]] & /@ {y1[x], y2[x]}

                            Out[762]= {0, 0}






                            share|cite|improve this answer












                            share|cite|improve this answer



                            share|cite|improve this answer










                            answered Oct 3 at 17:39









                            Przemo

                            4,1271928




                            4,1271928






















                                up vote
                                0
                                down vote













                                Let $A$,$B$,$C$, $D$ and $n$ be integers. Let $P_0$,$P_1$ and $P_2$ be another integers. Now let $a$,$b$ and $c$ be complex numbers such that such that:
                                begin{eqnarray}
                                P_0&=&B^2 left(a^2-2 a b+b^2-1right)+2 B D (2 a b-a c-b c+c)+(c-2) c D^2\
                                P_1&=&2 left(A left(B left(a^2-2 a b+b^2-1right)+D (2 a b-a c-b c+c)right)+C (a B (2 b-c)+c (-b B+B+(c-2)
                                D))right)\
                                P_2&=&A^2 left(a^2-2 a b+b^2-1right)+2 A C (2 a b-a c-b c+c)+(c-2) c C^2
                                end{eqnarray}



                                Consider the following ODE:
                                begin{eqnarray}
                                y^{''}(x) + frac{n}{x} y^{'}(x) + left( frac{n(n-2)}{4 x^2} - (B C - A D)^2 frac{P_0 + P_1 x+P_2 x^2}{4(B+A x)^2(B-D+(A-C)x)^2(D+C x)^2}right)y(x)=0
                                end{eqnarray}

                                then
                                begin{eqnarray}
                                &&y(x)= x^{-n/2} (A x+B)^{c/2} (C x+D)^{frac{1}{2} (-a-b+1)} (A x+B-C x-D)^{frac{1}{2} (a+b-c+1)} cdot \
                                &&left( C_2 left(frac{A x+B}{C x+D}right)^{1-c} , _2F_1left(a-c+1,b-c+1;2-c;frac{B+A x}{D+C x}right)+C_1 , _2F_1left(a,b;c;frac{B+A x}{D+C x}right)right)
                                end{eqnarray}



                                In[13]:= A =.; B =.; CC =.; DD =.; a =.; b =.; c =.; Clear[m]; n =.; 
                                x =.;
                                {A, B, CC, DD} = RandomSample[Range[1, 10], 4];
                                {P0, P1, P2} = RandomSample[Range[1, 10], 3];
                                subst = Solve[{(-1 + a^2 - 2 a b + b^2) B^2 +
                                2 B (2 a b + c - a c - b c) DD + (-2 + c) c DD^2,
                                2 (A ((-1 + a^2 - 2 a b + b^2) B + (2 a b + c - a c - b c) DD) +
                                CC (a B (2 b - c) + c (B - b B + (-2 + c) DD))),
                                A^2 (-1 + a^2 - 2 a b + b^2) +
                                2 A (2 a b + c - a c - b c) CC + (-2 + c) c CC^2} == {P0, P1,
                                P2}, {a, b, c}];
                                {a, b, c} = {a, b, c} /. subst[[1]];
                                m[x_] = x^(-n/2) (CC x + DD)^(1/2 (1 - a - b)) (B + A x)^(
                                c/2) (B - DD + A x - CC x)^(1/2 (1 + a + b - c));
                                eX = (D[#, {x, 2}] +
                                n/x D[#,
                                x] + (((-2 + n) n)/(
                                4 x^2) - ((B CC - A DD)^2 (P0 + P1 x + P2 x^2))/(
                                4 (B + A x)^2 (B - DD + A x - CC x)^2 (DD +
                                CC x)^2)) #) & /@ {m[
                                x] (C[1] Hypergeometric2F1[a, b, c, (A x + B)/(CC x + DD)] +
                                C[2] ((A x + B)/(CC x + DD))^(1 - c)
                                Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, (A x + B)/(
                                CC x + DD)])};

                                {n, x} = RandomReal[{1, 10}, 2, WorkingPrecision -> 50];
                                Simplify[eX]



                                Out[21]= {(0.*10^-48 + 0.*10^-49 I) C[
                                1] + (0.*10^-48 + 0.*10^-48 I) C[2]}





                                share|cite|improve this answer

























                                  up vote
                                  0
                                  down vote













                                  Let $A$,$B$,$C$, $D$ and $n$ be integers. Let $P_0$,$P_1$ and $P_2$ be another integers. Now let $a$,$b$ and $c$ be complex numbers such that such that:
                                  begin{eqnarray}
                                  P_0&=&B^2 left(a^2-2 a b+b^2-1right)+2 B D (2 a b-a c-b c+c)+(c-2) c D^2\
                                  P_1&=&2 left(A left(B left(a^2-2 a b+b^2-1right)+D (2 a b-a c-b c+c)right)+C (a B (2 b-c)+c (-b B+B+(c-2)
                                  D))right)\
                                  P_2&=&A^2 left(a^2-2 a b+b^2-1right)+2 A C (2 a b-a c-b c+c)+(c-2) c C^2
                                  end{eqnarray}



                                  Consider the following ODE:
                                  begin{eqnarray}
                                  y^{''}(x) + frac{n}{x} y^{'}(x) + left( frac{n(n-2)}{4 x^2} - (B C - A D)^2 frac{P_0 + P_1 x+P_2 x^2}{4(B+A x)^2(B-D+(A-C)x)^2(D+C x)^2}right)y(x)=0
                                  end{eqnarray}

                                  then
                                  begin{eqnarray}
                                  &&y(x)= x^{-n/2} (A x+B)^{c/2} (C x+D)^{frac{1}{2} (-a-b+1)} (A x+B-C x-D)^{frac{1}{2} (a+b-c+1)} cdot \
                                  &&left( C_2 left(frac{A x+B}{C x+D}right)^{1-c} , _2F_1left(a-c+1,b-c+1;2-c;frac{B+A x}{D+C x}right)+C_1 , _2F_1left(a,b;c;frac{B+A x}{D+C x}right)right)
                                  end{eqnarray}



                                  In[13]:= A =.; B =.; CC =.; DD =.; a =.; b =.; c =.; Clear[m]; n =.; 
                                  x =.;
                                  {A, B, CC, DD} = RandomSample[Range[1, 10], 4];
                                  {P0, P1, P2} = RandomSample[Range[1, 10], 3];
                                  subst = Solve[{(-1 + a^2 - 2 a b + b^2) B^2 +
                                  2 B (2 a b + c - a c - b c) DD + (-2 + c) c DD^2,
                                  2 (A ((-1 + a^2 - 2 a b + b^2) B + (2 a b + c - a c - b c) DD) +
                                  CC (a B (2 b - c) + c (B - b B + (-2 + c) DD))),
                                  A^2 (-1 + a^2 - 2 a b + b^2) +
                                  2 A (2 a b + c - a c - b c) CC + (-2 + c) c CC^2} == {P0, P1,
                                  P2}, {a, b, c}];
                                  {a, b, c} = {a, b, c} /. subst[[1]];
                                  m[x_] = x^(-n/2) (CC x + DD)^(1/2 (1 - a - b)) (B + A x)^(
                                  c/2) (B - DD + A x - CC x)^(1/2 (1 + a + b - c));
                                  eX = (D[#, {x, 2}] +
                                  n/x D[#,
                                  x] + (((-2 + n) n)/(
                                  4 x^2) - ((B CC - A DD)^2 (P0 + P1 x + P2 x^2))/(
                                  4 (B + A x)^2 (B - DD + A x - CC x)^2 (DD +
                                  CC x)^2)) #) & /@ {m[
                                  x] (C[1] Hypergeometric2F1[a, b, c, (A x + B)/(CC x + DD)] +
                                  C[2] ((A x + B)/(CC x + DD))^(1 - c)
                                  Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, (A x + B)/(
                                  CC x + DD)])};

                                  {n, x} = RandomReal[{1, 10}, 2, WorkingPrecision -> 50];
                                  Simplify[eX]



                                  Out[21]= {(0.*10^-48 + 0.*10^-49 I) C[
                                  1] + (0.*10^-48 + 0.*10^-48 I) C[2]}





                                  share|cite|improve this answer























                                    up vote
                                    0
                                    down vote










                                    up vote
                                    0
                                    down vote









                                    Let $A$,$B$,$C$, $D$ and $n$ be integers. Let $P_0$,$P_1$ and $P_2$ be another integers. Now let $a$,$b$ and $c$ be complex numbers such that such that:
                                    begin{eqnarray}
                                    P_0&=&B^2 left(a^2-2 a b+b^2-1right)+2 B D (2 a b-a c-b c+c)+(c-2) c D^2\
                                    P_1&=&2 left(A left(B left(a^2-2 a b+b^2-1right)+D (2 a b-a c-b c+c)right)+C (a B (2 b-c)+c (-b B+B+(c-2)
                                    D))right)\
                                    P_2&=&A^2 left(a^2-2 a b+b^2-1right)+2 A C (2 a b-a c-b c+c)+(c-2) c C^2
                                    end{eqnarray}



                                    Consider the following ODE:
                                    begin{eqnarray}
                                    y^{''}(x) + frac{n}{x} y^{'}(x) + left( frac{n(n-2)}{4 x^2} - (B C - A D)^2 frac{P_0 + P_1 x+P_2 x^2}{4(B+A x)^2(B-D+(A-C)x)^2(D+C x)^2}right)y(x)=0
                                    end{eqnarray}

                                    then
                                    begin{eqnarray}
                                    &&y(x)= x^{-n/2} (A x+B)^{c/2} (C x+D)^{frac{1}{2} (-a-b+1)} (A x+B-C x-D)^{frac{1}{2} (a+b-c+1)} cdot \
                                    &&left( C_2 left(frac{A x+B}{C x+D}right)^{1-c} , _2F_1left(a-c+1,b-c+1;2-c;frac{B+A x}{D+C x}right)+C_1 , _2F_1left(a,b;c;frac{B+A x}{D+C x}right)right)
                                    end{eqnarray}



                                    In[13]:= A =.; B =.; CC =.; DD =.; a =.; b =.; c =.; Clear[m]; n =.; 
                                    x =.;
                                    {A, B, CC, DD} = RandomSample[Range[1, 10], 4];
                                    {P0, P1, P2} = RandomSample[Range[1, 10], 3];
                                    subst = Solve[{(-1 + a^2 - 2 a b + b^2) B^2 +
                                    2 B (2 a b + c - a c - b c) DD + (-2 + c) c DD^2,
                                    2 (A ((-1 + a^2 - 2 a b + b^2) B + (2 a b + c - a c - b c) DD) +
                                    CC (a B (2 b - c) + c (B - b B + (-2 + c) DD))),
                                    A^2 (-1 + a^2 - 2 a b + b^2) +
                                    2 A (2 a b + c - a c - b c) CC + (-2 + c) c CC^2} == {P0, P1,
                                    P2}, {a, b, c}];
                                    {a, b, c} = {a, b, c} /. subst[[1]];
                                    m[x_] = x^(-n/2) (CC x + DD)^(1/2 (1 - a - b)) (B + A x)^(
                                    c/2) (B - DD + A x - CC x)^(1/2 (1 + a + b - c));
                                    eX = (D[#, {x, 2}] +
                                    n/x D[#,
                                    x] + (((-2 + n) n)/(
                                    4 x^2) - ((B CC - A DD)^2 (P0 + P1 x + P2 x^2))/(
                                    4 (B + A x)^2 (B - DD + A x - CC x)^2 (DD +
                                    CC x)^2)) #) & /@ {m[
                                    x] (C[1] Hypergeometric2F1[a, b, c, (A x + B)/(CC x + DD)] +
                                    C[2] ((A x + B)/(CC x + DD))^(1 - c)
                                    Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, (A x + B)/(
                                    CC x + DD)])};

                                    {n, x} = RandomReal[{1, 10}, 2, WorkingPrecision -> 50];
                                    Simplify[eX]



                                    Out[21]= {(0.*10^-48 + 0.*10^-49 I) C[
                                    1] + (0.*10^-48 + 0.*10^-48 I) C[2]}





                                    share|cite|improve this answer












                                    Let $A$,$B$,$C$, $D$ and $n$ be integers. Let $P_0$,$P_1$ and $P_2$ be another integers. Now let $a$,$b$ and $c$ be complex numbers such that such that:
                                    begin{eqnarray}
                                    P_0&=&B^2 left(a^2-2 a b+b^2-1right)+2 B D (2 a b-a c-b c+c)+(c-2) c D^2\
                                    P_1&=&2 left(A left(B left(a^2-2 a b+b^2-1right)+D (2 a b-a c-b c+c)right)+C (a B (2 b-c)+c (-b B+B+(c-2)
                                    D))right)\
                                    P_2&=&A^2 left(a^2-2 a b+b^2-1right)+2 A C (2 a b-a c-b c+c)+(c-2) c C^2
                                    end{eqnarray}



                                    Consider the following ODE:
                                    begin{eqnarray}
                                    y^{''}(x) + frac{n}{x} y^{'}(x) + left( frac{n(n-2)}{4 x^2} - (B C - A D)^2 frac{P_0 + P_1 x+P_2 x^2}{4(B+A x)^2(B-D+(A-C)x)^2(D+C x)^2}right)y(x)=0
                                    end{eqnarray}

                                    then
                                    begin{eqnarray}
                                    &&y(x)= x^{-n/2} (A x+B)^{c/2} (C x+D)^{frac{1}{2} (-a-b+1)} (A x+B-C x-D)^{frac{1}{2} (a+b-c+1)} cdot \
                                    &&left( C_2 left(frac{A x+B}{C x+D}right)^{1-c} , _2F_1left(a-c+1,b-c+1;2-c;frac{B+A x}{D+C x}right)+C_1 , _2F_1left(a,b;c;frac{B+A x}{D+C x}right)right)
                                    end{eqnarray}



                                    In[13]:= A =.; B =.; CC =.; DD =.; a =.; b =.; c =.; Clear[m]; n =.; 
                                    x =.;
                                    {A, B, CC, DD} = RandomSample[Range[1, 10], 4];
                                    {P0, P1, P2} = RandomSample[Range[1, 10], 3];
                                    subst = Solve[{(-1 + a^2 - 2 a b + b^2) B^2 +
                                    2 B (2 a b + c - a c - b c) DD + (-2 + c) c DD^2,
                                    2 (A ((-1 + a^2 - 2 a b + b^2) B + (2 a b + c - a c - b c) DD) +
                                    CC (a B (2 b - c) + c (B - b B + (-2 + c) DD))),
                                    A^2 (-1 + a^2 - 2 a b + b^2) +
                                    2 A (2 a b + c - a c - b c) CC + (-2 + c) c CC^2} == {P0, P1,
                                    P2}, {a, b, c}];
                                    {a, b, c} = {a, b, c} /. subst[[1]];
                                    m[x_] = x^(-n/2) (CC x + DD)^(1/2 (1 - a - b)) (B + A x)^(
                                    c/2) (B - DD + A x - CC x)^(1/2 (1 + a + b - c));
                                    eX = (D[#, {x, 2}] +
                                    n/x D[#,
                                    x] + (((-2 + n) n)/(
                                    4 x^2) - ((B CC - A DD)^2 (P0 + P1 x + P2 x^2))/(
                                    4 (B + A x)^2 (B - DD + A x - CC x)^2 (DD +
                                    CC x)^2)) #) & /@ {m[
                                    x] (C[1] Hypergeometric2F1[a, b, c, (A x + B)/(CC x + DD)] +
                                    C[2] ((A x + B)/(CC x + DD))^(1 - c)
                                    Hypergeometric2F1[a + 1 - c, b + 1 - c, 2 - c, (A x + B)/(
                                    CC x + DD)])};

                                    {n, x} = RandomReal[{1, 10}, 2, WorkingPrecision -> 50];
                                    Simplify[eX]



                                    Out[21]= {(0.*10^-48 + 0.*10^-49 I) C[
                                    1] + (0.*10^-48 + 0.*10^-48 I) C[2]}






                                    share|cite|improve this answer












                                    share|cite|improve this answer



                                    share|cite|improve this answer










                                    answered Nov 16 at 18:00









                                    Przemo

                                    4,1271928




                                    4,1271928






























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