Stokes phenomenon for the prolate spheroidal wave equation (Q608507)

The prolate spheroidal wave functions form an orthonormal basis of the space of \(\sigma\)-bandlimited functions on the real line, i.e., functions whose Fourier transforms have support on the interval \([-\sigma ,\sigma ]\). They can be characterized as the eigenfunctions of a differential operator of order 2: \[ (t^{2} - \tau ^{2})\varphi ^{\prime \prime }+2t\varphi ^{\prime}+\sigma ^{2}t^{2}\varphi =\mu \varphi. \] The authors study the formal solutions of this equation in the neighborhood of the singularities (the regular ones \(\pm \tau \), and the irregular one, at infinity) and perform some numerical experiments on the computation of Stokes matrices and monodromy, using formal/numerical algorithms developed recently in the \texttt{Maple} package Desir. This leads to the following conjecture: the series appearing in the formal solutions at infinity, depending on the parameter \(\mu \), are in general divergent; they become convergent for some particular values of the parameter, corresponding exactly to the eigenvalues of the prolate operator. The authors give the proof of this result and its interpretation in terms of differential Galois groups.