Complex differential equation

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A complex differential equation is a differential equation whose solutions are functions of a complex variable.

Contents

Constructing integrals involves choice of what path to take, which means singularities and branch points of the equation need to be studied. Analytic continuation is used to generate new solutions and this means topological considerations such as monodromy, coverings and connectedness are to be taken into account.

Existence and uniqueness theorems involve the use of majorants and minorants.

Study of rational second order ODEs in the complex plane led to the discovery of new transcendental special functions, which are now known as Painlevé transcendents.

Nevanlinna theory can be used to study complex differential equations. This leads to extensions of Malmquist's theorem. [1]

Generalizations

Generalizations include partial differential equations in several complex variables, or differential equations on complex manifolds. [2] Also there are at least a couple of ways of studying complex difference equations: either study holomorphic functions [3] which satisfy functional relations given by the difference equation or study discrete analogs [4] of holomorphicity such as monodiffric functions. Also integral equations can be studied in the complex domain. [5]

History

Some of the early contributors to the theory of complex differential equations include:

See also

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In the mathematical field of complex analysis, Nevanlinna theory is part of the theory of meromorphic functions. It was devised in 1925, by Rolf Nevanlinna. Hermann Weyl has called it "one of the few great mathematical events of century." The theory describes the asymptotic distribution of solutions of the equation f(z) = a, as a varies. A fundamental tool is the Nevanlinna characteristic T(r, f) which measures the rate of growth of a meromorphic function.

Complex dynamics is the study of dynamical systems defined by iteration of functions on complex number spaces. Complex analytic dynamics is the study of the dynamics of specifically analytic functions.

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In mathematics, Riemann–Hilbert problems, named after Bernhard Riemann and David Hilbert, are a class of problems that arise in the study of differential equations in the complex plane. Several existence theorems for Riemann–Hilbert problems have been produced by Mark Krein, Israel Gohberg and others.

In mathematics, the Riemann–Hilbert correspondence is a generalization of Hilbert's twenty-first problem to higher dimensions. The original setting was for the Riemann sphere, where it was about the existence of regular differential equations with prescribed monodromy groups. First the Riemann sphere may be replaced by an arbitrary Riemann surface and then, in higher dimensions, Riemann surfaces are replaced by complex manifolds of dimension > 1. There is a correspondence between certain systems of partial differential equations and possible monodromies of their solutions.

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In mathematics, precisely in the theory of functions of several complex variables, Hartogs's extension theorem is a statement about the singularities of holomorphic functions of several variables. Informally, it states that the support of the singularities of such functions cannot be compact, therefore the singular set of a function of several complex variables must 'go off to infinity' in some direction. More precisely, it shows that an isolated singularity is always a removable singularity for any analytic function of n > 1 complex variables. A first version of this theorem was proved by Friedrich Hartogs, and as such it is known also as Hartogs's lemma and Hartogs's principle: in earlier Soviet literature, it is also called Osgood–Brown theorem, acknowledging later work by Arthur Barton Brown and William Fogg Osgood. This property of holomorphic functions of several variables is also called Hartogs's phenomenon: however, the locution "Hartogs's phenomenon" is also used to identify the property of solutions of systems of partial differential or convolution equations satisfying Hartogs type theorems.

Steven G. Krantz American mathematician

Steven George Krantz is an American scholar, mathematician, and writer. He has authored more than 280 research papers and more than 135 books. Additionally, Krantz has edited journals such as the Notices of the American Mathematical Society and The Journal of Geometric Analysis.

In complex analysis of one and several complex variables, Wirtinger derivatives, named after Wilhelm Wirtinger who introduced them in 1927 in the course of his studies on the theory of functions of several complex variables, are partial differential operators of the first order which behave in a very similar manner to the ordinary derivatives with respect to one real variable, when applied to holomorphic functions, antiholomorphic functions or simply differentiable functions on complex domains. These operators permit the construction of a differential calculus for such functions that is entirely analogous to the ordinary differential calculus for functions of real variables.

References

  1. Eremenko, A. (1982). "Meromorphic solutions of algebraic differential equations" (PDF). Russian Mathematical Surveys. 37 (4): 61–94. CiteSeerX   10.1.1.139.8499 . doi:10.1070/RM1982v037n04ABEH003967.
  2. So-Chin Chen; Mei-Chi Shaw (2002). Partial Differential Equations in Several Complex Variables. American Mathematical Society. ISBN   978-0-8218-2961-5.
  3. Complex Difference Equations of Malmquist Type Archived 2005-08-25 at the Wayback Machine
  4. An Introduction to complex functions on product of two time scales
  5. Analytic solutions to integral equations in the complex domain

Further reading