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We refer to Cγj as the jth monodromy factor. Note that we do not consider
a monodromy factor corresponding to a path encircling in¬nity, since such
a matrix can be expressed as a product, in a suitable order, of the other
ones. These matrices generate a group, called the monodromy group of the
system, but this is of no importance here.
Obviously, a Fuchsian system is given in terms of n ν 2 free parameters,
namely, the matrices Aj . The monodromy matrices carry the same number
of parameters, and therefore it makes sense to ask the following question:
12.4 Birkhoªs Reduction Problem 189

• Given the points aj , the paths γj , and invertible matrices Cγj , are
there matrices Aj , so that the corresponding Fuchsian system has the
Cγj as its monodromy factors?
The above problem is usually referred to as the Riemann-Hilbert problem,
or Hilbert™s 21st problem. It was believed to have been positively solved by
Plemelj [221], but Bolibruch [58, 59, 63] in 1989 showed that the answer is
in fact negative by giving an explicit counterexample. For a discussion of
the history of the problem, and a presentation of related results, see the
book of Anosov and Bolibruch [2]. Very recently, new results have been
obtained for the same problem, but lower triangular monodromy matrices,
by Vandamme [273], based on earlier work of Bolibruch [60].

12.4 Birkhoªs Reduction Problem
Let a system of ordinary di¬erential equations of the form (3.1) (p. 37) be
given. One classical question concerning such systems is that of the behavior
of its solutions as z ’ ∞. Since analytic transformations essentially leave
this behavior unchanged, Birkho¬ [53, 56] in 1913 suggested the following
• Within an equivalence class of such systems, with respect to analytic
transformations, determine the system(s) that in some sense are the
simplest, and then study their solutions near the point in¬nity. This
approach is very much analogous to the question of normal forms
of constant matrices with respect to similarity, leading to Jordan
canonical form.
Birkho¬ conjectured that for every system (3.1) one can always ¬nd an
analytic transformation x = T (z) y, such that the transformed system z y =
B(z) y, B(z) = T ’1 (z) [A(z) T (z) ’ z T (z)], has a polynomial B(z) as its
coe¬cient matrix. In his honor, we shall call every system with polynomial
coe¬cient matrix a system in Birkho¬ standard form.
Birkho¬ himself showed in [54] that the answer to his question is positive
under the additional assumption that some monodromy matrix, around
the point in¬nity, of (3.1) is diagonalizable, but seemed to believe that
the same would hold in general. However, in 1959 Gantmacher [105] and
Masani [188] independently presented examples of systems (3.1), in the
smallest nontrivial dimension of ν = 2, for which no such transformation
exists. These counterexamples had triangular coe¬cient matrices, hence
the following harder problem arose:
• Calling (3.1) reducible if an analytic transformation exists for which
the transformed system is lower triangularly blocked, with square
diagonal blocks of arbitrary dimensions, is it so that every irreducible
system can be analytically transformed to Birkho¬ standard form?
190 12. Other Related Questions

This question was answered positively, ¬rst for dimension ν = 2 by Jurkat,
Lutz, and Peyerimho¬ [147], then for ν = 3 in [15], and ¬nally for any
dimension by Bolibruch [61, 62, 64].
While the problem stated above concerns linear systems of ODE, all the
attempts on proving it for various special cases are based on a general
result on factorization of holomorphic matrices which was independently
obtained by Hilbert [119] and Plemelj [220], as well as Birkho¬ [56]:

Suppose that we are given a ν — ν matrix function S(z), holo-
morphic for |z| > ρ, for some ρ ≥ 0, whose determinant does
not vanish there. Then

S(z) = T (z) E(z) z K , (12.1)

with an analytic transformation T (z), an entire matrix function
E(z) whose determinant does not vanish for any z ∈ C , and a
diagonal matrix of integers K = diag [k1 , . . . , kν ].

For ν = 1 one can easily show this through an additive decomposition
of log S(z); however, the proof for ν ≥ 2 is much more involved and shall
not be given here. For a very readable presentation of the basic ideas of
Birkhoªs proof, see Sibuya [251].
The above factorization result applies to systems of ODE as follows: Let
X(z) be a fundamental solution of (3.1) with monodromy matrix M , so
that S(z) = X(z) z ’M is single-valued for |z| > ρ. Then det S(z) cannot
vanish for these z, because of Proposition 1 (p. 6). With T (z) as in (12.1),
the transformation x = T (z) x takes (3.1) into a system z x = B(z) x, of
˜ ˜ ˜
the same Poincar´ rank r, and having the fundamental solution X(z) =
E(z) z z . So

B(z) = z X (z) X ’1 (z) = [zE (z) + E(z) {K + z K M z ’K }] E ’1 (z),
˜ ˜

showing that B(z) is holomorphic and single-valued in C , except for the
origin. Moreover, we see from the form of X that the origin is a regular-
singular point of the new system, and will be of ¬rst kind if z K M z ’K is
a polynomial. This certainly holds whenever M is diagonal. Hence we have
proven the following result:

Theorem 60 Every system (3.1) is analytically equivalent to one being
singular only at in¬nity and at the origin, with the origin being regular-
singular. In case (3.1) has a fundamental solution with diagonal monodromy
matrix, then there exists an analytically equivalent system in Birkho¬ stan-
dard form.

In order to obtain Bolibruch™s result on irreducible systems, we show a
somewhat di¬erent factorization result:
12.4 Birkhoªs Reduction Problem 191

Lemma 23 Suppose that we are given a ν — ν matrix function S(z), holo-
morphic for |z| > ρ, for some ρ ≥ 0, whose determinant does not vanish
there. Then
S(z) = T (z) z K E(z),
with an analytic transformation T (z), an entire matrix function E(z) whose
determinant does not vanish for any z ∈ C , and a diagonal matrix of
integers K = diag [k1 , . . . , kν ] satisfying k1 ≥ k2 ≥ . . . ≥ kν .

Proof: For the proof, we factor S(z) as in (12.1), and let F (z) = E(z) z K .
Then det F (z) = e(z) z k , k = k1 + . . . + kν , e(z) = det E(z), hence e(z) = 0
for every z ∈ C . The rows of F (z) can be written as fj = ej (z) z kj , with
kj ∈ Z, ej (z) holomorphic at the origin, and ej (0) = 0. Without loss of
˜ ˜
˜j are weakly decreasing with respect to
generality, we may assume that k
j, since otherwise, we may permute the rows of F (z) and columns of T (z)
˜˜ ˜
accordingly. Note F (z) = z K E(z), with E(z) having rows ej (z). Hence,
˜ ˜
det F (z) = z k e(z), and k ¤ k, e(z) = 0 for every z except possibly z = 0.
˜ ˜
˜ = k if and only if e(0) = 0, in which case the proof
Moreover, we have k ˜
˜ ˜
is completed. Suppose k < k. This occurs if and only if the rows of E(0)
are linearly dependent; however, note that no row vanishes, owing to the
choice of kj . In this situation, we choose j ≥ 2 minimally, so that the jth
row of E(0) is linearly dependent on the earlier ones. We now add multiples
of the th row of F (z) to the jth one, for 1 ¤ ¤ j ’ 1, the factor used
being a constant times z kj ’k . This operation is nothing but multiplication
from the left with a special analytic transformation. Choosing the constants
properly, we can achieve that the new matrix, which for simplicity is again
˜˜ ˜
denoted by F (z), has the form z K E(z), where now the jth row of E(0)
¯¯ ¯¯
vanishes. Consequently, we factor F (z) as z K E(z), with K, F (z) as above,
¯ ¯ ˜
but k1 + . . . + kν > k. Repeating this ¬nitely many times, the proof can be
We now show Bolibruch™s result:

Theorem 61 Every irreducible system (3.1) is analytically equaivalent to
one in Birkho¬ standard form.

Proof: Choose a fundamental solution of (3.1) of the form X(z) = S(z) z J ,
with a monodromy matrix J in lower triangular Jordan form, and S(z)
single-valued and holomorphic for |z| > ρ. Let D = diag [d1 , . . . , dν ] have
integer diagonal elements with dj ’ dj+1 > r (ν ’ 1), and apply the above
lemma to S(z) z ’D to obtain X(z) = T (z) z K E(z) z D z J . For B(z) =
T ’1 (z) [A(z) T (z) ’ z T (z)], the system z y = B(z) y then has the funda-
mental solution Y (z) = z K E(z) z D z J . This implies

z ’K B(z) z K = K + [z E (z) + E(z) (D + z D J z ’D )] E ’1 (z).
192 12. Other Related Questions

Because of J lower triangular and dj decreasing, we ¬nd the right-hand
side to be holomorphic at the origin. If there was a j with kj ’ kj+1 > r,
then the fact that z y = B(z) y has Poincar´ rank r would imply B(z)
triangularly blocked. This, however, would contradict the irreducibility of
(3.1). Hence, kj ’ kj+1 ¤ r for 1 ¤ j ¤ ν ’ 1 follows. Using Exercise 2, we
conclude Y (z) = T (z) Y (z), with Y (z) = E(z) z K+D z J , where E ± (z) are
¯ ˜ ˜ ¯ ¯
entire, and K is equal to K but for a permutation of its diagonal elements.
Owing to our choice of D, we ¬nd that the diagonal elements of K + D
are decreasing, so that z Y (z) Y ’1 (z) is holomorphic at the origin, i.e., in
˜ ˜
fact, is a polynomial.

As we pointed out above, the problem of Birkho¬ standard form arose
in the study of behavior of solutions of (3.1) for z ’ ∞. This behavior
is not too drastically altered even when using meromorphic transforma-
tions instead of analytic ones. So it is natural to ask whether transfor-
mation to Birkho¬ standard form is always possible using meromorphic
transformations. The answer to this question is positive, once we allow the
transformation to increase the Poincar´ rank of the system. However, it is
more natural to restrict to meromorphic transformations leaving the rank
the same. For dimensions ν = 2, resp. ν = 3, Jurkat, Lutz, and Peyer-
imho¬ [147], resp. Balser [14], have shown the answer to this question to
be positive. For general dimensions, but under the additional assumption
of the leading matrix A0 of (3.1) having distinct eigenvalues, Turrittin [271]
also obtained a positive answer, but in general this problem is still open.
For numerous su¬cient conditions under which a positive answer is known,
see Balser and Bolibruch [30].

Exercises: Let E(z) be an entire ν—ν matrix function with det E(0) = 0,
and let kj ∈ Z, k1 ≥ . . . ≥ kν be given.

1. Show E(z) = P (z) E(z) R, with:

• P (z) = [pj ] is a lower triangular matrix with pjj (z) ≡ 1, and
pj (z) polynomials of degree at most k ’ kj , for 1 ¤ < j ¤ ν;
• E(z) = [˜j (z)] is entire, with ej (z) vanishing at the origin at
e ˜
least of order k ’ kj + 1 for 1 ¤ < j ¤ ν;
• R is a permutation matrix.
¯ ¯
2. With K = diag [k1 , . . . , kν ], show z K E(z) = T (z) E(z) z K , with an
¯ ¯ ¯
analytic transformation T (z), E(z) entire, det E(z) = 0 everywhere,
and K a diagonal matrix of integers, di¬ering from K only by per-
mutation of its diagonal elements.
12.5 Central Connection Problems 193

12.5 Central Connection Problems
Generally speaking, a connection problem is concerned with two fundamen-
tal solutions X1 (z), X2 (z) of the same system of ODE, say, of the form (1.1)
(p. 2). The solutions may be given in terms of power series, or integrals, con-
verging in regions G1 , G2 ‚ G, and usually have certain natural properties
there. According to Theorem 1 (p. 4), both solutions Xj (z) can be holomor-
phically continued into all of G, and then are related as X1 (z) = X2 (z) „¦,
with a unique invertible constant matrix „¦. This matrix then is the cor-
responding connection matrix, and its computation is referred to as the
connection problem. For example, the system may be of the form (3.1)
(p. 37), and the fundamental solutions can be two consecutive highest-level
normal solutions Xj (z) and Xj’1 (z), which were introduced in Section 9.1
and are characterized through their Gevrey asymptotic in the correspond-
ing sectors Sj , Sj’1 . In this setting, the connection problem is the same
as the computation of the corresponding Stokes multiplier of highest level
and has been discussed in Chapter 9. While such problems sometimes are
called lateral connection problems, we shall here be concerned with another
type: Consider a system that is singular at two points z1 , z2 . Assume z1 to
be of ¬rst kind, or at least regular-singular; then a fundamental solution

X1 (z) can be obtained as X1 (z) = 0 Sm (z ’z1 )m I+M , |z ’z1 | < ρ, with
a monodromy matrix M and matrix coe¬cients Sn that at least theoret-
ically can be computed from the system. Then the problem arises of how
this fundamental solution behaves as we approach the other singularity z2 .
To study this behavior is what we call the central connection problem.
Such problems, with z2 also being regular-singular, have been treated,
e.g., by Sch¨fke [238], resp. Sch¨fke and Schmidt [241, 253]. Here, we shall
a a
instead assume that the point z2 is irregular-singular. This situation, under
various additional assumptions, has been investigated by, among others,
Newell [202], Kazarino¬ and Kelvey [150], Knobloch [152], Wasow [280],
Kohno [156“159], Wyrwich [285, 286], Okubo [206], Naundorf [198“200],
Bakken [6, 7], Jurkat [143], Sch¨fke [237, 239, 240], Paris and Wood [216“
218], Paris [215], Lutz [175], Kovalevski [163, 164], Balser, Jurkat, and
Lutz [37, 41], Yokoyama [287“289], Balser [13], Lutz and Sch¨fke [178],
Okubo, Takano, and Yoshida [208], Sibuya [251], and Reuter [231, 232].
For numerical investigations and applications to problems in physics, see a
recent article by Lay and Slavyanov [166] and the literature quoted there.
Here, we shall study the central connection problem in the following


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