In mathematics, and more specifically in analysis, a holonomic function is a smooth function of several variables that is a solution of a system of linear homogeneous differential equations with polynomial coefficients and satisfies a suitable dimension condition in terms of D-modules theory. More precisely, a holonomic function is an element of a holonomic module of smooth functions. Holonomic functions can also be described as differentiably finite functions, also known as D-finite functions. When a power series in the variables is the Taylor expansion of a holonomic function, the sequence of its coefficients, in one or several indices, is also called holonomic. Holonomic sequences are also called P-recursive sequences: they are defined recursively by multivariate recurrences satisfied by the whole sequence and by suitable specializations of it. The situation simplifies in the univariate case: any univariate sequence that satisfies a linear homogeneous recurrence relation with polynomial coefficients, or equivalently a linear homogeneous difference equation with polynomial coefficients, is holonomic.
Let be a field of characteristic 0 (for example, or ).
A function is called D-finite (or holonomic) if there exist polynomials such that
holds for all x. This can also be written as where
and is the differential operator that maps to . is called an annihilating operator of f (the annihilating operators of form an ideal in the ring , called the annihilator of ). The quantity r is called the order of the annihilating operator. By extension, the holonomic function f is said to be of order r when an annihilating operator of such order exists.
A sequence is called P-recursive (or holonomic) if there exist polynomials such that
holds for all n. This can also be written as where
and the shift operator that maps to . is called an annihilating operator of c (the annihilating operators of form an ideal in the ring , called the annihilator of ). The quantity r is called the order of the annihilating operator. By extension, the holonomic sequence c is said to be of order r when an annihilating operator of such order exists.
Holonomic functions are precisely the generating functions of holonomic sequences: if is holonomic, then the coefficients in the power series expansion
form a holonomic sequence. Conversely, for a given holonomic sequence , the function defined by the above sum is holonomic (this is true in the sense of formal power series, even if the sum has a zero radius of convergence).
Holonomic functions (or sequences) satisfy several closure properties. In particular, holonomic functions (or sequences) form a ring. They are not closed under division, however, and therefore do not form a field.
If and are holonomic functions, then the following functions are also holonomic:
A crucial property of holonomic functions is that the closure properties are effective: given annihilating operators for and , an annihilating operator for as defined using any of the above operations can be computed explicitly.
Examples of holonomic functions include:
The class of holonomic functions is a strict superset of the class of hypergeometric functions. Examples of special functions that are holonomic but not hypergeometric include the Heun functions.
Examples of holonomic sequences include:
Hypergeometric functions, Bessel functions, and classical orthogonal polynomials, in addition to being holonomic functions of their variable, are also holonomic sequences with respect to their parameters. For example, the Bessel functions and satisfy the second-order linear recurrence .
Examples of nonholonomic functions include:
Examples of nonholonomic sequences include:
Holonomic functions are a powerful tool in computer algebra. A holonomic function or sequence can be represented by a finite amount of data, namely an annihilating operator and a finite set of initial values, and the closure properties allow carrying out operations such as equality testing, summation and integration in an algorithmic fashion. In recent years, these techniques have allowed giving automated proofs of a large number of special function and combinatorial identities.
Moreover, there exist fast algorithms for evaluating holonomic functions to arbitrary precision at any point in the complex plane, and for numerically computing any entry in a holonomic sequence.
Software for working with holonomic functions includes:
Dynamic Dictionary of Mathematical functions, A online software, based on holonomic functions for automatically studying many classical and special functions (evaluation at a point, Taylor series and asymptotic expansion to any user-given precision, differential equation, recurrence for the coefficients of the Taylor series, derivative, indefinite integral, plotting, ...)
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