I nternat. J. Math. & Math. Si. Vol. 4 No. 3 (1981) 417-434 417 BOUNDED INDEX, ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS AND SUMMABILITY METHODS G.H. FRICKE Department of Mathematics Wright State University Dayton, Ohio 45431 RANJAN ROY Department of Mathematics State University of New York College at Plattsburh Plattsburgh, New York 12901 and Department of Mathematics University of Kentucky Lexington, Kentucky 40502 (Received December 17, 1980) ABSTRACT. A brief survey of recent results on functions of bounded index and bounded index summability methods is given. Theorems on entire solutions of ordi- nary differential equations with polynomial coefficients are included. KEY WORDS AND PHPASES. Bounded Index, Summaby, ieretial Equations, Ee Solutions. 1980 Mathematics Subject I. Classification Codes. 30D15, 40D05. 34A20, 34A40. INTRODUCTION ANN DEFINITIONS. DEFINITION i.i. An entire function f: / is said to be of bounded index (b.i.) if there exists an integer N >- 0 such that max O_<j_<N for all z and all n If(J) (z)I J! 0,1,2, dex of f (see Lepson [30], Shah [40]). >_ if(n)(z)l n! (i.i) The least such integer N is called the in- 418 G.H. FRICKE, R. ROY and S.M. SHAH An entire function f is said to be of bounded value distribu- DEFINITION 1.2. (b.v.d.) if for every r > 0, there exists a fixed integer P(r) > 0 such that tion the eouation f(z) w has never more that P(r) roots in any disc of radius r and (see Bayman [16,17]). for any w e A survey of the properties of functions of b.i., and of b.v.d., and a list of references published up to 1975 and some up to lO76, are given in [40]. In Section 2 we ive some extensions of these concepts to meromorphic functions [3]. If an entire function is of b.i. N, then its growth is (I; N [37], [13]). + I) ([17], In Section 3 we study extensions of (I.i) suitable for entire func- tions of finite order. Here we show, following Bennekemper [19], that if E[O,) be the set of all entire functions of order not exceeding 0, and not of maximal N, then tyDe order 0, and if f be of b.i. side denotes the ideal in E[1,,) finitely (f,fl generated f(N)) I E[I,), where the left by f,fl,...,f(N). In Section 4 we consider entire solutions of linear differential equations with Dolvnomial coefficients and give theorems relating to the poperty of b.i., and bounds on the index Nf rate of . of an entire solution f of bounded index, and also a bound on the Here and in the precedin section we have included some new results and shorter proofs of some known results. panying references are new.) property are rowth (Theorems and Examples without accom- The summability methods related to bounded index iven in Section 5. inally in Section 6 we give some recent results, on functions defined by Dirichlet series and on functions of several variables. 2. vUNCTIONS OF B.I. AND B.V.D. It is known that if f is of b.i., then it is of exponential type ([17], [13]) but Functions of exponential type need not be of b.i. In fact there exist func- tions of exponential type and having simple zeros and of unbounded index [39]. The followin theorem gives a necessary and sufficient condition for an entire function of exponential type to be THEOREM 2.1. (ricke [i0]). o. b.i. Let f be an entire function o Then f is of b.i. if and only if for each d > 0, there exists M that If’(z) < Mlf(z) for all z with z a n > d for all n. exponential type. M(d) > 0 such Here a’s denote n 419 ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS the zeros of f. The bound M 4epends on the closeness to the zeros of f. If we now examine the behavior of the loarithmlc derivative near a zero a of order m, we see that t f’(z) (z) is bounded in a neighborhood of at; z < m+l Iz This simple observation is used to improve For an entire function f, let Theorem 2.1. R(z) where the t t that is f’ (z) f(z) for z sufficiently close to a a a’s n Rf(z) max {i} U { [z n a 1,2 }] n are the zeros of f. THEOREM 2.2. (Fricke [i0]). An entire function of finite order is of b.i. it and only if there exists a constant M > 0 such that If’(z) <_ MR(z) If(z) for all z The proof of Theorem 2.2 makes use of the followinK lemma [i0]: If f is an entire function of finite order such that for some M > 0, If’(z) < M/(z) If(z)l for all z then there exists an integer N such that any closed disk of radius I contains at most N zeros of f. Beauchamp [3] extended tha basic ideas in Theorem 2.2 to meromorphic functions. To present his results we need the followin notations. u {=}. A function f meromorphic on is said to be A-b.v.d. if there exists an integer P such that for any w e A, f(z) w has at most DEFINITION 2.3, Let A c P zeros in any disk of radius i. poles in any disk of radius i. DEFINITION 2.4. If A e A this implies that f has at most P u {=}, we simply say that f is b.v.d. A function f meromorphic on C is said to be D.I. (differen- tial ineauality) if 6i) If w f is {=}-b.v.d. G.H. FRICKE, R. ROY and S.M. SHAH 420 (ii) f satisfies an inequality of the form [f(N+l) for all z e \P, P {b (z)[ < R(z) f(J) max 0<j<N where N is a positive integer, n C f has a pole at b n and R(z) is a real valued function with R(z) > and R(z) decreasing with respect to the distance of z to the poles, that is, D[d(z,P)] where D R(z) function. (0,] / [I,=) is a decreasing (If f is entire we may consider R(z) to be constant.) C, Hayman [17] showed that the above con- For entire functions and for R(z) dition is equivalent to bounded index. DEFINITION 2.5. A function f meromorphic on is said to be L.D.I. (logarith- mic differential inequality) if (i) f is {0,=}-b.v.d. (ii) the logarithmic derivative satisfies f’ (Z) f(z) where D < L(z) for all z is the set of zeros and poles of f and function with respect to the distance of z to L(z) is a decreasing and L(z) > i. Using the above definitions, Beauchamp was able to obtain among other results the following: THEOREM 2.6. (Beauchamp [3]). A function f meromorphic on is D.I. if and only if it is L.D.I.; in fact if f is D.I. then R(z) in Definition 2.4 may be chosen to be of the form R(z) M ax {I, d(,P) where M is a constant > i, and N and K are integers with 1 < K < N. THEOREM 2.7. (Beauchamp [3]). A function f meromorphic on and only if f’(z) is D.I. THEOREM 2.8. (Beauchamp [3]). (i) the function (ii) The product h i is D.I. fg is D.I. Let f and g be D.I. Then is b.v.d, if 421 ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS (Beauchamp [3]). THEOREM 2.9. Lt f be D.I. Then f is of order not exceed- ing 2 and finite type. In [3] Beauchamp also examines and obtains similar results for functions meroHere R(z) and L(z) depend not only on the distance to morphic on the unit disk. the zeros, respectively zeros and poles, but also on the distance to the boundary of the unit disk. 3. , BOUNDED INDEX CONCEPT FOR FUNCTIONS OF FINITE ORDER. It is known that if f, entire on is of order > i or of order i and maximal type then the growth rate of the derivative may be larger than that of the function (Shah [36], Vijayaraghavan [46], KSvari [28]) and so inequalities of the type (i.i) To overcome this difficulty both sides of the inequality (I.I) are may not hold. Thus we have: multiplied by a factor. (Beauchamp [3]). DEFINITION 3.1. Let f be entire on and y >- 0. function f is y-b.i. (y-bounded index) if there exist a number r o The > 0 and an inte- ger N >- 0 such that If (n) z n for all z[ (z) < ]ny (3.1) max O<)-<N -> r o and n >- N. This definition is an extension of (I.I) to entire functions of finite order. If f is of b.i. N then f is of growth (i, N+I) ([40]). THEOREM 3.2. growth (y (Beauchamp [3]). Here we have If f is y-b.i, satisfying (3.1) then f is of N+I + i, ). Another extension of (i.i) is as follows: DEFINITION 3.3. R and N is the smallest integer such that for all n, bounded m-index N if (i) max An entire function f is said to be of (Hennekemper [19]). If (j) (z) >- j, 0_<j_<N If (n) for all z n! zl < i, and (ii) max 0_<j_<N If (j) j (z) } Iz] j > If (n) n! (z) Izl an for all z Iz[ >_ i. 422 G.H. FRICKE, R. ROY and S.M. SHAH This definition is a slight variation of the one given by G. Frank [6], and is used by Hennekemper to prove Theorem 3.4 below. Let E[0,) be the set of all entire functions which are of order not exceeding ) and not of maximal type order 0 (0 < 0 < {f entire E[0, ) llf(z) constants C Let fl,f2 I that is, exp(C21zl 0) l(f) and C for all z C 2 and 2(f)}. (fl f2 "’’’fn)0 the ideal in E[0,) fl’f2"’’’ fn" (Hennekemper [19]). THEOREM 3.4. > 0. C I E[0 ) and denote by fn finitely generated by let < C 0, E[0,) be of bounded m-index N and Let f Then f(N))0+e (f,f,, E[0+e’)" We give below a different proof of this theorem when p i and 0. For another proof see [19]. THEOREM 3.5. Let f be an entire function of b.i. N, not identically zero. Then f,N,( "i (f,f, PROOF. Thus, for C N, we have for any j (k) max {If (z) I} Since f is of b.i. If (j) (N (z) <-j for all z O<k_<N . + i) If (j) for all z, and j E[I =) 1,2 N+I. N < C (z) Let m N G(r) l k=0 l k=O if(k) If (k) (z) II I and (mr)[ .len G(r) is continuous and piecewise continuously differentiable. Also because of the definition of b.i., max O<<N If () (z)[ > 0 and thus G(r) > 0 Hence for all r, except possibly for a set of measure zero, for r > 0 ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS N IG’ (r) d lf(k) N (r) -< dr k=0 If (N+I) < G(r) + < G(r) + CG(r) l k=O ]f(k+l) 423 (r) (er) Thus IG’(r)]/G(r) + _< C G’(r)IG(r) >-(C + i) 1 Hence log Now if we let C G’ (x) "(x) dx G(r) G(0) I/G(0) and C 2 I G(.r) C + C G(r) > i G(O) > -(C +l)r i, then for all r >_ 0 exp(-C2r) and thus for all r >_ 0 C I > i exp(C2r)G(r) was arbitrary, we obtain by considering z Since arg N i < C exp(C21zl) j__Z 0 If (j) I The proof can now be concluded by applying the following ([21], [23], for all z. [19]) LEMMA Let f if there exist e E[p =). ’fl "’’fn CI,C 2 The (fo fl ’fn)p E[O,=) if and only > 0 such that . for all z e 4. o i -< C I exp(C2]z]0) n { Z j=O Ifj(z) ENTIRE SOLUTIONS OF DIFFERENTIAL EQUATIONS. (i) Consider the differential equation (d.e.) w,a# a w 3.n. o L (w P) P (z)w L n + alw(n-l) + + a w n 0 a o 0 (4.1) 0 (4.2) and the d.e. n where a e k , Pk o "n’( + Pl(Z)w(n-l) + are all polynomials and + P n (z)w G.H. FRICKE, R. ROY and S.M. SHAH 424 zk(l + Pk(Z) o(i)) Izl (4.3) / The following results are known. THEOREM 4.1. (Shah [37]). All solutions of the equation L (w a) 0 n a k e are entire functions of b.i. and b.v.d. There it is shown that every solution f(z) is of b.i., and a bound on the index of f is also given. By differentiating (4.1), one sees easily that every solution is of b.v.d. THEOREM 4.2. (Shah [38]). If deg P o > max deg P k l<k_<n (4 4) then all those solutions of the equation L (w,P) n 0, which are entire functions, are of b.i. and b.v.d. Extensions of this theorem are given by Fricke and Shah ([ii], for the index Nf [13]). N(f) of an entire solution f of (4.2) are known in some particu- lar cases ([31], [22], [44]). tion w is of exponential type Note that Theorem 4.2 implies that any entire solu- + N(fw) A bounded index on the growth rate of a i. solution, without the hypothesis (4.4), is given in the next theorem. max ek if k L (w,P) n 0 if (Beauchamp [3]). O, and if y > if ak k l_<k<n THEOREM 4.3. Bounds Write 0 Pk k k ek o < k If f is an entire solution of the equation 0, then f has growth n {y + i, Z k=l lkl / (7 + i) IAo }. (4.5) The following examples show that the growth bound (4.5) cannot, in general, be improved. EXAMPLE 4.4. (Beauchamp [3]). Let f(z) exp(z kz(k-l)w 0 Then f satisfies the equation w’ k) where k >_ i is an integer. ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS k- I, A Here y -k and f has growth (k,l). i, EXAMPLE 4.5. 425 The Bessel function J (z) of order n, where n is a positive or n negative integer or zero, satisfies the equation z Here y A 0 (ii) o 1 i 2w, 0 + 2 + (z 2 zw n )w 1 and J 2 0 has growth (i I). n We now consider one type of converse of Theorem 4.2. entire functions We seek a set of such that every entire function f of b.i. satisfies a linear gk d.e. of the form f(n) where go,gl,...,gn_ I THEOREM 4.6. + gn-i f(n-l) + + gof 0 are entire functions. (Hennekemper [19],[20]). Let f be of b.i.N. Then f satisfies a linear differential equation of the form f(N+l) with gk E + gNf (N) + + go f (4 6) 0 E[I,). COROLLARY 4.7. (Hennekemper [20]). Any entire function of exponential type can be written as the difference of two functions each satisfying a linear d.e. of order N with coefficients from E[I,). For the proof of Theorem 4.6 we only need to note that (Theorem 3.5) f(N+l) e E[I,=) f(N)) I (f,fl The Corollary relies on the fact that any function of exponential type can be written as the sum of two functions of b.i. REMARK. ([42]). Simple examples such as Sin z, Cos z (N i), e Z (N O) show that the order of the equation (4.6) is best possible. (iii) Another type of converse to Theorem 4.2 is as follows: THEOREM 4.8. If all n solutions of d.e. L (w,P) n exponential type tendeg P > O deg Pk’ for k 0 are entire functions of 1,2 ...,n; and thus the solutions are of b.i. and b.v.d. We shall deduce this from THEOREM 4.9. If all n solutions are entire functions and deg Po < max deg k>O Pk (4.7) 426 G.H. FRICKE, R. ROY and S.M. SHAH then at least one solution w is of order % Wittich where k- So max k>0 PROOF. i > i (4.8) k This result follows easily from the results and methods of Knab [47], Poschl [34], Boehmer [4] and Frank [5]. argument. [24-27], We sketch briefly the main By our hypothesis n o< max {a i i=l g + i} (4.9) Hence there is a region S, the plane cut along a half ray, in which a single-valued branch W of the solution w can be defined with the property that if M(r,W) {IW(z) l, max z S ( then %(W) 10glg M(r,W) lira sup r-o log r > 0 Since all the solutions, by our hypothesis, are entire, we can choose the branch to be the solution itself and this implies that there is at least one transcendental solution with positive order (see also Ince [22, 424-427]). Now we use Wiman-Valiron central index method (cf: Valiron [45, 105-109; 177-181]). () w() 1,2 ,k II except for a set of values of r [47, 4-11; 65-73], For the transcendental solutions ()k w(k) Wittich is the central index and the points + as Here N of finite logarithmic measure. , zl on r, are the points N(r) at which the maximum modulus is attained: lw(z) () l/Y, We substitute this asymptotic relation in (4.2) and put N I/X and then the equation (4.2) becomes n Z k=0 where m k K + n + next constructs a it follows (cf: ao ek Akxkyk k, K (i + maxk> 0 Newton’s polygon (cf: nk(X)) _(a k 0 ao and nk + 0 as X + 0. One [33], [47; 67-72]) with points (k,mk) and Knob [25,27]) that the negative slopes of the sides of the polygon ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS 427 give the orders of the solutions and that the negative of the slope of the side through (0,m o) is the order of the solution of maximal growth. a -s k o > i this slope is in fact i + maxk> 0 REMARKS. (i) The negative of k Note that the condition (4.7) implies (4.9). We require (4.7) for the concluding part of the proof of Theorem (4.9). (ii) The following example shows that the hypothesis, in Theorem 4.9, that all solutions are entire is necessary. EXAMPLE 4.10. [40]. zw" + Here (4.7) is satisfied. (z2 1/2)w’ z (z Wl(Z) One solution 2 e 1 )w z 0 is entire but the second solution (4.9) does not hold. is not entire, and the conclusion of Theorem We now give two more examples. EXAMPLE 4.11. [5, p. 61-62]). (2z 2 l)w"’ + (-8z 2z + 6z 2 + 2z + 3)w" + (8z 4 3 3 4 + (-8z + 8z + 2z 2 9)w 2z 10z 2 + 2z + 7)w’ 0 Here all three solutions are entire functions: w e I 2 z -z w z2+z e 2 w e 3 z Here a o 2 i 3 a2 4 4 a3 m o So ak max k k>0 5 ml I 2 3 m2 i m3 0 EXAMPLE 4.12. w" 2zw’ + 2nw 0 Here both solutions are entire functions, one a polynomial (Hermite polynomial, when normalized) and the second, a transcendental function of order max Here m (iii) o 3, mI i, m 2 {i,0} 2 i. Frank and Frank and Mues ([6-8]; to define a function of b.i. see also [40]) introduce a function l(r,f) Consider the Taylor expansion of an entire function 428 G.H. FRICKE, R. ROY and S.M. SHAH f about a point a: f(z) f(n) 7. n=O and let k (z a) n a be the largest nonnegative integer such that a If (ka) (a) If (n) > Define l(r,f) sUP’a’-<rl SUPr_ l(r,f) lent to (i.i). < for 0 1 2 n n! (ka) If lim (a) n! k a then f is said to be of b.i. This definition is equiva- Frank and Mues [8] showed that if f is an entire function of finite order p, then + l(r,f) log max(O -I) < llm sup ]o= r r-o < We now state an extension of this theorem. THEOREM 4.13. (a) Suppose the hypothesis of Theorem 4.9 is satisfied. there is a solution w of order %1 Then The index l(r,w) of this solution given by (4.8). w satisfies + lim (b) If deg Po -> maxk> 0 deg Pk’ log l(.r,w) X log r 1 1 then max o k k>0 k <_i and any entire solution of (4.2) satisfies lim l(r,w) < rWe omit the proof of (a) which is similar to the proof of Theorem 2 of [7]. second part (b) is a (iv) restat’ement The of Theorem 4.8. Heath considers vector-valued entire functions of b.i. and proves a result, similar to Theorem 4.2, for vector equations. THEOREM 4.14. A [rij (Heath [18]). If F is an entire solution of F’ AF + Q where is a matrix whose entries are rational functions which are bounded at infinity and Q is a vector whose entries are rational functions which are bounded at infinity, then F is a function of bounded index. ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS 429 5. BOUNDED INDEX AND SUMMABILITY [ETHODS. A sequence X We begin with definitions and notations. bers is an entire sequence if if f(z) that is Ek= 0 entire sequences by k=0 z k z E. An k k lk= 0 Ilq {}o of complex Hum- converges for every positive integer q, We will denote the set of function. Is an entire { entire sequence X o is of bounded index if is of b.i., and we denote the set of sequences of b.i. by f(z) B. Furthermore, let c o be the set of null sequences, c the set of convergent sequences, be the set of absolutely convergent sequences, that is { {X o k=0 and let i is bounded and i as /0 k +=} Then X can be regarded as the collection of functions f(z) Ek= 0 z k of exponential type of order i and type 0. If R and S are collections of sequences, then a matrix A (a n k is an R-S method if it maps sequences of R to sequences in S. (an, k The Taylor matrix T(r) is defined by k) (l_r)n+l k-n for k -> n 0 otherwise r n n,k THEOREM 5.1. [35, p. 60] (Fricke and Powell [12]). The Taylor matrix is a B-B method, that is, maps sequences of b.i. to sequences of b.i. for any complex number r. For an entire function f(z) and a sequence the matrix method A(f,z i) (an, k f(z) a k=0 n, {zi} of complex numbers, define by k(Z z n) k for n 0,1,2, We can express the Silverman-Toeplitz conditions for regularity as follows (cf: [35, p. 23]): G.H. FRICKE, R. ROY and S.M. SHAH 430 (i) lim f(k) n-oo (ii) lim f(z (iii) k=O n (z) n 0 + I) 1 for k 0,i ,and an,kl < (Fricke and Powell [12]). THEOREM 5.2. regular for any sequence 0 1 M for some M > 0 and all n If f is of b.i.o then A(f,z.) is not 1 {z.}0 The proof relies on the fact that if f is a function of b.i. and {a sequence of complex numbers such that lim n-o then for any r > 0, Let A’(f,z i) limn_> maXlz_an [=r{If (bn, k) We then have the following: THEOREM 5.3. sup n (ii) - z k) A’ (f,z i) (z) n (a) n I} is an k is a 0,I 0,I 0 for k A(f,zi), n that is, 0,i Let f be of b.i. method if and only if {If (k) (Zn) I} is an 0 for all k for (Fricke and Powell [12]). A’(f,z i) (i) f denote the transpose of n=O7’ bn,k(Z f(z) (k) (k) for < -E method k 0,i if and only if for each integer n >- 0 there exist an integer p > 0 and a constant M > 0 such that If(n) (Zk) -< pi for k 0,i The part (ii) of this theorem does not necessarily hold for functions of exponential type and unbounded index. THEOREM 5.4. or A’(f,z i) is an - (Fricke and Powell [12]). method then A’(f,z i) Let f be of b.i. is an E-E If either A(f,z i) method. In a recent paper and its corregendum ([43]) Sridhar further examines the A(f,z i) matrix transformation and obtains results which can be summarized as follows. THEOREM 5.5. (Sridhar [43]). Let f be of b.i. valent. (i) A(f z i) is a c0 method (ii) A(f,z i) Co-X method. is a Then the following are equi- ENTIRE SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS (iii) (iv) A(f,zi) is f(k) (Zn) THEOREM 5.6. c-E method. (n) as (Sridhar [43]). if and only if for all n + Let f be of b.i. k Then 0,i A(f,zi) is a c-E* method I f(k) 6. a i 431 n O(n) as n for all / k 0,i, FUNCTIONS DEFINED BY DIRICHLET SERIES AND FUNCTIONS OF SEVERAL VARIABLES. (i) Let f(s) r. n--O a n exp(s% n) % o > 0 be absolutely convergent everywhere and such that lim %n+l > % n infn_>(%n+I n > O. Azpeitia [i] considers entire functions f(s) and proves that if f(s) is of bounded index N, then it reduces to an exponential polynomial. Bajpai [2] replaces the condition of b.i. of f(s) by four conditions and proves that if any one of these four conditions is satisfied then f(s) reduces to an exponential polynomial. Gross [15] and Shah and Sisarcick [41] have considered similar conditions for functions defined by Taylor series. (ii) In [32] Salmassi considers functions f(z) f(zl, z 2) and proves the following: THEOREM 6.1. (Salmassi [32]). Let f(z) be of b.i. and a . of two variables Then g(z) f(az) is also of b.i. He also obtains a necessary and sufficient condition for f(z) to be of b.i. A similar theorem for a function of one variable is due to Fricke [9]. REFERENCES i. Azpeitia, A. G. On entire functions of bounded index defined by Dirichlet expansions, Riv. Mat. Univ. Parma (4) 3, 95-97. 2. Bajpai, S. K. On entire functions of bounded index defined by Dirichlet expansions, Indian J. Pure Appl. Math. ii (1980), 422-427. 3. Beauchamp, J. P. 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