Linear differential equations in two variables of rank four. I (Q1092316)

Systems of linear partial differential equations in two complex variables of rank four \((=complex\) dimension of the solution space) are treated. Such a system is, without loss of generality, written as \[ (1)\quad z_{xx}=\ell z_{xy}+az_ x+bz_ y+pz;\quad z_{yy}=mz_{xy}+cz_ x+dz_ y+qz;\quad (1-\ell m\neq 0) \] where (x,y) is a system of independent variables. The coefficients are holomorphic functions; and subscripts x and y denote differentiation by them. If one assumes that the rank is four, then the set of linearly independent solutions defines a map into the 3-dimensional complex projective space and, in general, its image is a locally embedded surface. Projective differential geometric properties of the surface are stated in terms of the coefficients of the system. In fact, the classical theory shows that this surface has an invariant conformal structure, which is given by the symmetric 2-form \(\ell dx^ 2+2 dx dy+m dy^ 2.\) From this structure one can further construct another form called the cubic invariant of the surface, whose explicit expression is obtained. The key fact due to E. J. Wilczynski and L. Berwald is that the vanishing of this cubic form implies that the surface is locally a quadric. This fact leads to the following characterization of a system which defines a map into a quadric (such a system is said to have the quadric property): There is a function \(\theta\), called a normalization factor, such that \[ (2)\quad a=(1/4)\xi _ x+\theta _ x-(\ell /2)(\ell _ y/\ell -(1/4)\xi _ y+\theta _ y),\quad b=(\ell /2)(\ell _ x/\ell -(3/4)\xi _ x-\theta _ x) \] \[ c=(m/2)(m_ y/m-(3/4)\xi _ y-\theta _ y),\quad d=(1/4)\xi _ y+\theta _ y-(m/2)(m_ x/m-(1/4)\xi _ x+\theta _ x), \] where \(\xi =\log (1-\ell m)\). The authors prove, under the condition (2), that the integrability condition of (1) (i.e. the condition for \(rank=4)\) reduces to a system of inhomogeneous first order linear partial differential equation with respect to p and q. Explicit form of the system is given. Furthermore, hypergeometric differential equations in two variables are studied in detail. It is shown that there are 8 types of systems with the quadric property, including Appell's systems \(F_ 2\), \(F_ 3\) and \(F_ 4\); and that each of these systems (possibly except one denoted by \({\mathcal H}_ 3)\) is transformed by an elementary transformation into a system which is the direct product of two ordinary differential equations.