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# Rational Solutions of the Schlesinger System and Isoprincipal Deformations of Rational Matrix Functions I.

## 1. THE SCHLESINGER SYSTEM

The Schlesinger system is a Pfaffian system of differential equations of the form:

(1.1)
$$\{\begin{array}{ccc}\frac{Q_i}{t_j}=\frac{[Q_i,Q_j]}{t_it_j},\hfill & 1i,jn,ij,\hfill & \hfill (\text{1.1}.\text{a})\\ \frac{Q_i}{t_i}=\underset{\begin{array}{c}1jn\\ ji\end{array}}{}\frac{[Q_i,Q_j]}{t_it_j},\hfill & 1in,\hfill & \hfill (\text{1.1}.\text{b})\end{array}$$

where $`Q_1,\mathrm{},Q_n`$ are square $`k\times k`$ matrix functions of $`𝒕=(t_1,\mathrm{},t_n),𝒕_{}^n`$.
The system of equations (1.1) can be rewritten in a compact way as

(1.2)
$$𝔡Q_\nu =\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,Q_\nu ]𝔡\mathrm{log}(t_\mu t_\nu ),\nu =1,\mathrm{},n,$$

where $`𝔡`$ is the exterior differential. The Schlesinger system (1.1) is over-determined. The compatibility (the integrability) condition for this system is of the form

(1.3)
$$𝔡\left(\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,Q_\nu ]𝔡\mathrm{log}(t_\mu t_\nu )\right)=0,\nu =1,\mathrm{},n.$$

The condition (1.3) must be fulfilled if $`Q_1(𝒕),\mathrm{},Q_n(𝒕)`$ satisfy the equations (1.2). This condition expresses the equality $`𝔡(𝔡Q_v)=0,`$ which must be satisfied since $`𝔡𝔡=0`$.

Let us present the integrability condition (1.3) in a more explicit form. Since $`𝔡𝔡\mathrm{log}(t_\mu t_\nu )=0,`$

(1.4)
$$\begin{array}{c}𝔡\left(\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,Q_\nu ]𝔡\mathrm{log}(t_\mu t_\nu )\right)=\hfill \\ \hfill =\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[𝔡Q_\mu ,Q_\nu ]𝔡\mathrm{log}(t_\mu t_\nu )+\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,𝔡Q_\nu ]𝔡\mathrm{log}(t_\mu t_\nu ),\end{array}$$

where we have to substitute the expression of the form (1.2) for $`𝔡Q_\mu `$ and $`𝔡Q_\nu `$ in the right hand side of (1.4). Performing the substitutions, we obtain the expressions

(1.5)
$$\begin{array}{c}\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[\underset{\begin{array}{c}\lambda =1\\ \lambda \mu \end{array}}{\overset{n}{}}[Q_\lambda ,Q_\mu ],Q_\nu ]𝔡\mathrm{log}(t_\lambda t_\mu )𝔡\mathrm{log}(t_\mu t_\nu )+\hfill \\ \hfill +\underset{\begin{array}{c}\mu =1\\ \mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,\underset{\begin{array}{c}\lambda =1\\ \lambda \nu \end{array}}{\overset{n}{}}[Q_\lambda ,Q_\nu ]]𝔡\mathrm{log}(t_\lambda t_\nu )𝔡\mathrm{log}(t_\mu t_\nu ).\end{array}$$

Since $`\omega \omega =0`$ for every differential form $`\omega `$, $`𝔡\mathrm{log}(t_\mu t_\nu )𝔡\mathrm{log}(t_\mu t_\nu )=0`$. Therefore, the integrability condition for the Schlesinger system (1.2) can be presented in the form

(1.6)
$$\begin{array}{c}\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\lambda ,Q_\mu ],Q_\nu ]𝔡\mathrm{log}(t_\lambda t_\mu )𝔡\mathrm{log}(t_\mu t_\nu )+\hfill \\ \hfill +\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[Q_\mu ,[Q_\lambda ,Q_\nu ]]𝔡\mathrm{log}(t_\lambda t_\nu )𝔡\mathrm{log}(t_\mu t_\nu )=0,\nu =1,\mathrm{},n.\end{array}$$

###### Lemma 1.1.

For every holomorphic square matrix functions $`Q_1,\mathrm{},Q_n`$, the integrability condition (1.6) holds.

The proof of this lemma is based on two identities. The first of them is the Jakobi identity

(1.7)
$$[[A,B],C]+[[B,C],A]+[[C,A],B]=0,$$

which holds for arbitrary square matrices $`A,B,C`$ (of the same dimension). The second identity is an identity related to the differential holomorphic 1-form $`\omega _{\lambda ,\mu }`$:

(1.8)
$$\omega _{\lambda ,\mu }=\frac{dt_\lambda dt_\mu }{t_\lambda t_\mu },1\lambda ,\mu n,\lambda \mu .$$

Since

(1.9)
$$\omega _{\lambda ,\mu }=\omega _{\mu ,\lambda },1\lambda ,\mu n,\lambda \mu ,$$

there are $`{\displaystyle \frac{n(n1)}{2}}`$ different forms $`\omega _{\lambda ,\mu }`$. The second identity is:

(1.10)
$$\omega _{\lambda ,\mu }\omega _{\mu ,\nu }+\omega _{\mu ,\nu }\omega _{\nu ,\lambda }+\omega _{\nu ,\lambda }\omega _{\lambda ,\mu }=0,1\lambda ,\mu ,\nu n,\lambda \mu \nu .$$

To prove this identity we observe that the left-hand side of (1.10) is the sum of the expressions that are obtained from $`\omega _{\lambda ,\mu }\omega _{\mu ,\nu }`$ by all cyclic permutations of the indices $`\lambda ,\mu ,\nu `$. Computing the exterior product $`\omega _{\lambda ,\mu }\omega _{\mu ,\nu }`$:

(1.11)
$$\omega _{\lambda ,\mu }\omega _{\mu ,\nu }=\frac{dt_\lambda dt_\mu +dt_\mu dt_\nu +dt_\nu dt_\lambda }{(t_\lambda t_\mu )(t_\mu t_\nu )},$$

we see that it is represented as a fraction whose numerator is invariant with respect to cyclic permutations of the indices $`\lambda ,\mu ,\nu `$. Therefore, the right-hand side of (1.10) is equal to

$$\begin{array}{c}\left\{\frac{1}{(t_\lambda t_\mu )(t_\mu t_\nu )}+\frac{1}{(t_\mu t_\nu )(t_\nu t_\lambda )}+\frac{1}{(t_\nu t_\lambda )(t_\lambda t_\mu )}\right\}\hfill \\ \hfill \times \left(dt_\lambda dt_\mu +dt_\mu dt_\nu +dt_\nu dt_\lambda \right)\end{array}$$

Evidently, the expression in the curly brackets vanishes. The identity (1.10) is proved.

###### Remark 1.2.

The forms $`{\displaystyle \frac{1}{2\pi i}}\omega _{\lambda ,\mu },1\lambda ,\mu n,\lambda \mu ,`$ generate the cohomology ring $`H^{}(_{}^n,)`$ of the space $`_{}^n`$. This result was established by V. Arnold, \[Arn\].

PROOF of LEMMA 1.1. Let us fix $`\nu 1,,\mathrm{},n.`$ First, we transform the first summand in (1.6). Applying the Jakobi identity to the factor $`[[Q_\lambda ,Q_\mu ],Q_\nu ]`$ in the first sum, we rewrite (1.6) as

(1.12)
$$\begin{array}{c}\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\mu ,Q_\nu ],Q_\lambda ]\omega _{\lambda ,\mu }\omega _{\mu ,\nu }\hfill \\ \hfill +\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\nu ,Q_\lambda ],Q_\mu ]\omega _{\lambda ,\mu }\omega _{\mu ,\nu }\\ \hfill +\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\lambda ,Q_\nu ],Q_\mu ]\omega _{\lambda ,\nu }\omega _{\mu ,\nu }=0\end{array}$$

Since the summation runs over all pairs $`\lambda ,\mu ,`$ we can interchange $`\lambda `$ and $`\mu `$ in the second and third sums of (1.12). Using also (1.9) and the anti-commutativity of the exterior product ($`\omega \sigma =\sigma \omega `$ for every differential 1-forms $`\omega `$ and $`\sigma `$), we rewrite (1.12) as

(1.13)
$$\begin{array}{c}\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\mu ,Q_\nu ],Q_\lambda ]\omega _{\lambda ,\mu }\omega _{\mu ,\nu }\hfill \\ \hfill +\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\mu ,Q_\nu ],Q_\lambda ]\omega _{\nu ,\lambda }\omega _{\lambda ,\mu }\\ \hfill +\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\mu ,Q_\nu ],Q_\lambda ]\omega _{\mu ,\nu }\omega _{\nu ,\lambda }=0\end{array}$$

The last equality holds because its left-hand side is of the form

$$\underset{\begin{array}{c}\lambda =1,\mu =1;\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}[[Q_\mu ,Q_\nu ],Q_\lambda ]\left\{\omega _{\lambda ,\mu }\omega _{\mu ,\nu }+\omega _{\nu ,\lambda }\omega _{\lambda ,\mu }+\omega _{\mu ,\nu }\omega _{\nu ,\lambda }\right\},$$

where the sums in the curly brackets vanish according to the identity (1.10).
Q.E.D.

From Lemma 1.1 and from Frobenius theorem it follows that the Cauchy problem for the Schlesinger system is locally solvable for every initial data. More precisely, the following result holds:

###### Theorem 1.3.

Let $`𝐭^0_{\mathbf{}}^𝐧`$, $`Q_1^0,\mathrm{},Q_n^0𝔐_k`$. Then there exist a neighborhood $`𝒱(𝐭^0,\delta )`$ of the point $`𝐭^0`$,

$$𝒱(𝒕^0,\delta )=\{𝒕_n:|t_1t_1^0|<\delta ,\mathrm{},|t_nt_n^0|<\delta \},𝒱(𝒕^0,\delta )_{}^n,$$

and matrix functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$,

$$Q_\nu (𝒕):𝒱(𝒕^0,\delta )𝔐_k,\nu =1,\mathrm{},n,$$

which are holomorphic in $`𝒱(𝐭^0,\delta )`$, satisfy the Schlesinger system (1.1) for $`𝐭𝒱(𝐭^0,\delta )`$, and meet the initial condition

(1.14)
$$Q_\nu (𝒕^0)=Q_\nu ^0,\nu =1,\mathrm{},n$$

at the point $`𝐭^0`$. Here $`\delta `$ is a positive number which depends on $`𝐭^0`$ and $`Q_\nu ^0,\nu =1,\mathrm{},n.`$

Thus Theorem 1.3 is a local existence result. Actually, a much more stronger global existence result holds for the Schlesinger system. It turns out that the solution $`Q_1(𝒕),\mathrm{},Q_n(𝒕)`$ of the above introduced Cauchy problem for this system exists globally as meromorphic (multi-valued) functions in $`_{}^n`$. We do not discuss this more general result in detail – this will lead us too far. However, it is worth mentioning that every solution of the Schlesinger system can be represented as a fraction of holomorphic functions in $`_{}^n`$, where some complex valued holomorphic function $`\tau (.)`$ on $`_{}^n`$ appears in the denominator. This is the so-called $`\tau `$-function for the considered solution. The singularities of this solution are precisely those $`𝒕_{}^n`$ where $`\tau (𝒕)=0.`$ The ”zeros” of the function $`\tau (.)`$ are responsible for the singularities of the solution $`Q_1(.),\mathrm{},Q_n(.)`$.

## 2. THE TAU-FUNCTION Of THE SCHLESINGER SYSTEM

###### Lemma 2.1.

Let matrix-functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the Schlesinger system (1.1). Then the differential 1-form $`\omega `$:

(2.1)
$$\omega \stackrel{\text{def}}{=}\frac{1}{2}\underset{\begin{array}{c}\lambda ,\mu =1\\ \lambda \mu \end{array}}{\overset{n}{}}\text{tr}(Q_\lambda (𝒕)Q_\mu (𝒕))𝔡\mathrm{log}(t_\lambda t_\mu ),$$

is closed:

(2.2)
$$𝔡\omega =0.$$

PROOF. It is clear that

$`𝔡\omega `$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\begin{array}{c}\lambda ,\mu =1\\ \lambda \mu \end{array}}{\overset{n}{}}}\text{tr}\left(\left(𝔡Q_\lambda (t)\right)Q_\mu (t)\right)𝔡\mathrm{log}(t_\lambda t_\mu )`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\begin{array}{c}\lambda ,\mu =1\\ \lambda \mu \end{array}}{\overset{n}{}}}\text{tr}\left(Q_\lambda (t)\left(𝔡Q_\mu (t)\right)\right)𝔡\mathrm{log}(t_\lambda t_\mu ).`$
Interchanging the summation indices $`\lambda `$ and $`\mu `$ in the first sum (and using the rule $`\text{tr}AB=\text{tr}BA`$), we obtain (after renaming $`\lambda \nu ,\nu \lambda )`$ that

(2.3)
$$𝔡\omega =\underset{\begin{array}{c}\lambda ,\nu =1\\ \lambda \nu \end{array}}{\overset{n}{}}\text{tr}\left(Q_\lambda (t)\left(𝔡Q_\nu (t)\right)\right)𝔡\mathrm{log}(t_\nu t_\lambda ).$$

Substituting the expression (1.2) for $`𝔡Q_\nu `$ into (2.3), we obtain the following expression for $`𝔡\omega `$:

(2.4)
$$𝔡\omega =\underset{\begin{array}{c}\lambda =1,\mu =1,\nu =1\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}\text{tr}\left(Q_\lambda [Q_\mu ,Q_\nu ]\right)\omega _{\mu ,\nu }\omega _{\nu ,\lambda },$$

where $`\omega _{\lambda ,\mu }`$ is defined by (1.8), or

(2.5)
$$𝔡\omega =\underset{\begin{array}{c}\lambda =1,\mu =1,\nu =1\\ \lambda \mu ,\lambda \nu ,\mu \nu \end{array}}{\overset{n}{}}\text{tr}\left(Q_\lambda Q_\mu Q_\nu Q_\lambda Q_\nu Q_\mu \right)\omega _{\mu ,\nu }\omega _{\nu ,\lambda }.$$

The traces in the last formula are invariant under a circular permutation of the three indices $`\lambda ,\mu ,\nu `$. So we can replace $`\omega _{\mu ,\nu }\omega _{\nu ,\lambda }`$ by $`\frac{1}{3}\left(\omega _{\mu ,\nu }\omega _{\nu ,\lambda }+\omega _{\nu ,\lambda }\omega _{\lambda ,\mu }+\omega _{\lambda ,\mu }\omega _{\mu ,\nu }\right).`$ But this quantity vanishes identically according to the identity (1.10). Thus, $`𝔡\omega =0`$. Q.E.D.

Since a closed form $`𝔡\omega `$ is locally exact, the following theorem is an immediate consequence of Lemma 2.1:

###### Theorem 2.2.

Let holomorphic matrix-functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the
Schlesinger system (1.1) in some simply connected domain $`𝒟,𝒟_{}^n`$ . Then there exists a holomorphic non-vanishing function $`\tau (𝐭)`$ in $`𝒟`$ such that

(2.6)
$$𝔡\mathrm{log}\tau (𝒕)=\frac{1}{2}\underset{\begin{array}{c}\lambda ,\mu =1\\ \lambda \mu \end{array}}{\overset{n}{}}\text{tr}(Q_\lambda (𝒕)Q_\mu (𝒕))𝔡\mathrm{log}(t_\lambda t_\mu )$$

Such a function $`\tau `$ is unique up to a constant factor: if $`\tau _1(𝐭)`$ and $`\tau _2(𝐭)`$ are two functions satisfying the relation (2.6), then $`\tau _2(𝐭)=c\tau _1(𝐭)`$, where $`c0`$ is a constant.

###### Definition 2.3.

A function $`\tau `$ related to a solution $`Q_1,\mathrm{},Q_n`$ of the Schlesinger system (1.1) by the equality (2.6) is said to be the $`\tau `$-function for this solution.

The exactness of the differential form (2.1), stated in our Lemma 2.1, was established by M. Sato, T. Miwa and M. Jimbo in \[SMJ2\] (see §2.4 there). In \[SMJ2\], the potential (2.6) was introduced as well as the term ”$`\tau `$-function” for this potential.

###### Remark 2.4.

¿From Lemma 2.1 it follows that the $`\tau `$-function for a solution of the Schlesinger equation is a holomorphic non-vanishing (multi-valued) function for those $`𝒕`$ where the solution is holomorphic. Actually, the $`\tau `$-function is holomorphic on the whole $`_{}^n`$. It vanishes for those $`𝒕`$ where the solution is singular. (See the last paragraph of the section 1). In a very general setting, the holomorphy of $`\tau `$-functions was proved in \[Miw\].

###### Remark 2.5.

The $`\tau `$-function is a very general concept related to non-linear differential equations. This function was first discovered by R. Hirota as a tool for generating many-soliton solutions. (References to the works of H. Hirota can be found in bibliography of the book \[New\]). Let us give examples of $`\tau `$-functions for the Korteveg - deVries equation

(2.7)
$$u_t6uu_x+u_{xxx}=0.$$

$`N`$ \- soliton solution

(2.8)
$$u(x,t)=2\frac{^2}{x^2}\mathrm{log}\mathrm{\Delta }(x,t),$$

(2.9)
$$\mathrm{\Delta }(x,t)=det\left(\delta _{jk}+\frac{c_jc_k}{\eta _j+\eta _k}\mathrm{exp}[(\eta _j^3+\eta _k^3)t(\eta _j+\eta _k)x]\right)_{j,k=1,\mathrm{},N};$$

$`N`$ \- phase solution

(2.10)
$$u(x,t)=2\frac{^2}{x^2}\mathrm{log}\vartheta (𝒂x+𝒃t+𝒄),$$

where $`\vartheta `$ is the Riemann theta function;
rapidly decreasing solution

(2.11)
$$u(x,t)=2\frac{^2}{x^2}\mathrm{log}\mathrm{\Delta }_{[x,\mathrm{})}(t),$$

with $`\mathrm{\Delta }_{[x,\mathrm{})}(t)`$ the Fredholm determinant of the Gelfand - Levitan equation. In these examples the $`\tau `$-function is $`\mathrm{\Delta }(x,t),\vartheta (𝒂x+𝒃t+𝒄),\mathrm{\Delta }_{[x,\mathrm{})}(t)`$, respectively.

In the paper \[WNTB\], $`\tau `$-function appeared as the spin - spin correlation function for the two - dimensional Ising model. In \[JMMS\], the Fredholm determinant $`det(𝑰\lambda 𝑲)`$ of the integral operator $`𝑲`$ with the kernel $`K(x,x^{})=\frac{\mathrm{sin}(xx^{})}{xx^{}}`$ on the union of intervals $`\mathbf{}_{1jn}[a_{2j1},a_{2j}],a_1<\mathrm{}<a_{2n},`$ is expressed as the $`\tau `$-function $`\tau (a_1,\mathrm{},a_{2n})`$ of the Schlesinger system constructed from the operator. (See in particular section 7 of \[JMMS\], where the deformation theory of the Fredholm integral operator with the kernel $`\frac{\mathrm{sin}(xx^{})}{xx^{}}`$ was related to the deformation theory of linear differential equations). The interrelation between the deformation theory of linear differential operators, the Schlesinger system and its $`\tau `$-function, correlation function in statistical physics theory, quantum fields and Fredholm determinants are covered in the expository survey \[SMJ1\]. The $`\tau `$-function for general matrix linear differential equation with rational coefficients was considered in \[JMU\], and was studied in great detail in \[JM1\], \[JM2\].

However, the importance of the $`\tau `$-function and its central role in the soliton theory was not understood before the works of the research group from Kioto (M. Sato, T. Miwa, M. Jimbo, E. Date, M. Kashiwara, Y. Sato). The work of this group, surrounding Mikio Sato, reached its peak in the years around 1981. In the paper \[SaSa\], the time evolution of a solution of a non-linear equation is interpreted as the dynamical motion of a point of the infinite dimensional Grassman manifold. In the papers of E. Date, M. Jimbo, M. Kashiwara and T. Miwa, Lie algebras and vertex operators were incorporated into the soliton theory. (See the series of seven notes \[DJKM1\], and the paper \[DJKM2\]). In this setting, the $`\tau `$-function appears in a very general way. The paper \[Sa\] explains some ideas from \[SaSa\] in more detail. The further development of the approach related to the consideration of soliton equations as dynamic systems on an infinite dimensional Grassman manifold is done in \[SeWi\]. In particular, in section 3 of \[SeWi\] the geometric meaning of the $`\tau `$-function is explained: this function appears as an infinite determinant related to the determinant bundle over the Grassman manifold. In \[MSW\], the $`\tau `$-function is defined as the generalized cross-ratio of four points of the Grassman manifold. Tau function is discussed in Chapters 7 and 8 of the book \[Dick\]. The book \[MJD\] is a presentation of the algebraic analysis of the nonlinear differential equations of the KdV type written for students. In particular, it contains a very clear presentation of the circle of problem related to $`\tau `$-functions. Chapter 4 of the book \[New\] is dedicated to the $`\tau `$-function and its relation to the Painlevé property and to the Bäcklund transformations. This non-formally written book covers a very widespread circle of problems.

In the present work we construct a class of rational solutions of the Schlesinger system (1.1). For such a solution, we calculate its $`\tau `$-function explicitly. This $`\tau `$-function is equal to the determinant of some (finite) matrix which is intimately related to this solution. In the considered special case, $`\tau `$-function is a rational function of the variables $`t_1,\mathrm{},t_n`$.

## 3. THE POTENTIAL FUNCTION FOR A SOLUTION OF THE SCHLESINGER SYSTEM.

From (1.1.b) it follows that if the matrix functions $`Q_1(𝒕),\mathrm{},Q_n(𝒕)`$ satisfy the Schlesinger system in a domain $`𝒢_{}^n`$, then

(3.1)
$$\frac{Q_i(𝒕)}{t_j}\frac{Q_j(𝒕)}{t_i}.$$

Hence, there exists a matrix function $`V(𝒕)`$ in $`𝒢`$ such that

(3.2)
$$Q_j(𝒕)=\frac{V(𝒕)}{t_j},𝒕𝒢,j=1,\mathrm{},n.$$

###### Remark 3.1.

If the domain $`𝒢`$ is multiconnected, the function $`V(𝒕)`$ can be multivalued. In this case we can consider $`V(𝒕)`$ as single-valued function on the universal covering $`\mathrm{cov}(𝒢,𝒕_0)`$ of the domain $`𝒢`$, where $`𝒕_0`$ is a chosen distinguished point of $`𝒢`$.

###### Definition 3.2.

The matrix function $`V(𝒕)`$ which satisfies the condition (3.2) is said to be the potential matrix function for the solution $`Q_1(𝒕),\mathrm{},Q_n(𝒕)`$ of the Schlesinger system.

We have proved that the potential matrix function exists for any solution of the Schlesinger system. It is clear that the potential function is unique up to an arbitrary constant summand.

###### Lemma 3.3.

Let matrices $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the Schlesinger system (1.1), and moreover the condition

(3.3)
$$\underset{1in}{}Q_i(𝒕)=0$$

for every $`𝐭𝒢`$.

Then the function

(3.4)
$$V(𝒕)\stackrel{\text{def}}{=}\underset{1in}{}t_iQ_i(𝒕),𝒕𝒢,$$

is a potential matrix function for the solution $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ .

PROOF. Differentiating the expression on the left hand side of (3.4), we obtain

(3.5)
$$\frac{V(𝒕)}{t_j}=Q_j(𝒕)+\underset{1in}{}t_i\frac{Q_i(𝒕)}{t_j}.$$

Thus, we have to prove that

(3.6)
$$\underset{1in}{}t_i\frac{Q_i(𝒕)}{t_j}=0.$$

Substituting the expression (1.1) for $`\frac{Q_i(𝒕)}{t_j}`$ into the left hand side of (3.6), we obtain

(3.7)
$$\begin{array}{c}\underset{1in}{}t_i\frac{Q_i(𝒕)}{t_j}=\underset{\begin{array}{c}1in,\\ ij\end{array}}{}t_i\frac{[Q_i(𝒕),Q_j(𝒕)]}{t_it_j}t_j\underset{\begin{array}{c}1in,\\ ij\end{array}}{}\frac{[Q_i(𝒕),Q_j(𝒕)]}{t_it_j}\hfill \\ \hfill =\underset{\begin{array}{c}1in,\\ ij\end{array}}{}[Q_i(𝒕),Q_j(𝒕)]=\underset{\begin{array}{c}1in\end{array}}{}[Q_i(𝒕),Q_j(𝒕]=0.\end{array}$$

Thus, (3.6) holds. Q.E.D.

###### Lemma 3.4.

Let $`𝒢`$ be a domain in $`_{}^n`$, and let matrix functions $`Q_1(𝐭),\mathrm{},`$ $`Q_n(𝐭)`$ satisfy the Schlesinger system (1.1) for $`𝐭𝒢`$. Assume that the equality (3.3) holds at least at one point $`𝐭=𝐭_0𝒢`$. Then this equality holds at every point $`𝐭𝒢`$.

PROOF. The equality (3.3) will be proved if we prove that

(3.8)
$$\frac{}{t_j}\left(\underset{1in}{}Q_i\left(𝒕\right)\right)=0\text{for}𝒕𝒢.$$

¿From (1.1) it follows that

$$\begin{array}{c}\underset{1in}{}\frac{Q_i\left(𝒕\right)}{t_j}=\frac{Q_j\left(𝒕\right)}{t_j}+\underset{\begin{array}{c}1in\\ ij\end{array}}{}\frac{Q_i\left(𝒕\right)}{t_j}\hfill \\ \hfill =\underset{\begin{array}{c}1in\\ ij\end{array}}{}\frac{[Q_i\left(𝒕\right),Q_j\left(𝒕\right)]}{t_it_j}+\underset{\begin{array}{c}1in\\ ij\end{array}}{}\frac{[Q_i\left(𝒕\right),Q_j\left(𝒕\right)]}{t_it_j}=0\text{for}𝒕𝒢.\end{array}$$

Thus, (3.8) holds. Q.E.D.

The following lemma is an immediate consequence of two previous ones.

###### Lemma 3.5.

Let the matrix functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the Schlesinger system (1.1) for every $`𝐭𝒢`$, where $`𝒢`$ is a domain in $`_{}^n`$. Assume that the condition (3.3) holds at least for one point $`𝐭=𝐭_0𝒢`$.

Then the function $`V(𝐭)`$ which is defined by (3.4) is a potential matrix function for the solution $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ .

The expression $`t_iQ_i(𝒕)`$, which appears on the right hand side of the equality (3.4), has a useful interpretation in terms of an auxiliary ordinary differential equation. Let $`𝒕=(t_1,\mathrm{},t_n)_{}^n`$, and $`Q_1,\mathrm{},Q_n`$ be $`k\times k`$ matrices. (For the moment, we consider the point $`𝒕`$ and the matrices $`Q_1,\mathrm{},Q_n`$ as fixed rather than variable.) Let us introduce an auxiliary complex variable $`x`$ belonging to the domain <sup>1</sup><sup>1</sup>1 We recall that $`\overline{}=\mathrm{}`$ is the extended complex plane. $`\overline{}\{t_1,\mathrm{},t_n\}`$. Consider the linear differential equation

(3.9)
$$\frac{dY\left(x\right)}{dx}=\left(\underset{1in}{}\frac{Q_i}{xt_i}\right)Y\left(x\right)$$

with respect to a $`k\times k`$ matrix function $`Y(x)`$ of the variable $`x`$. The coefficient matrix function $`\frac{Q_i}{xt_i}`$ of the equation (3.9) is holomorphic in the domain $`\overline{}\{t_1,\mathrm{},t_n\}`$, and if the condition

(3.10)
$$\underset{1in}{}Q_i=0$$

holds, then the residue of the coefficient matrix function at the point $`\mathrm{}`$ vanishes. Thus, under the condition (3.10), the Cauchy problem with the initial condition

(3.11)
$$Y\left(\mathrm{}\right)=I$$

for the differential equation (3.9) in the domain $`\overline{}\{t_1,\mathrm{},t_n\}`$ is solvable. The solution $`Y(x)`$ of this Cauchy problem is a function holomorphic in the disk $`R<|x|\mathrm{}`$, where $`R=\mathrm{max}_j|t_j|`$. The function $`Y(x)`$ admits a Laurent expansion in this disk:

(3.12)
$$Y\left(x\right)=I+\underset{1_l\mathrm{}}{}\frac{Y_l}{x^l},R<\left|x\right|\mathrm{}.$$

###### Lemma 3.6.

Under the condition (3.10), the Laurent coefficient $`Y_1`$ of the expansion (3.12) for the solution $`Y(x)`$ of the Cauchy problem (3.9) - (3.11) can be expressed as

(3.13)
$$Y_1=\underset{1in}{}t_iQ_i.$$

PROOF. Under the condition (3.10), the Laurent expansion at $`\mathrm{}`$ of the coefficient matrix function $`\frac{Q_i}{xt_i}`$ is of the form

(3.14)
$$\underset{1in}{}\frac{Q_i}{xt_i}=\left(\underset{1in}{}t_iQ_i\right)x^2+o\left(\left|x\right|^2\right)\text{as}x\mathrm{}.$$

Substituting the expansions (3.12) and (3.14) into the differential equation (3.9) and comparing the Laurent coefficients, we obtain (3.13).
Q.E.D.

###### Theorem 3.7.

Let $`k\times k`$ matrix functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the Schlesinger system for $`𝐭𝒢`$, where $`𝒢`$ is a domain in $`_{}^n`$. Let the equality (3.3) hold at least at one point $`𝐭=𝐭_0𝒢`$, or, what is the same <sup>2</sup><sup>2</sup>2Lemma 3.4, at every point $`𝐭𝒢`$. Assume that for each fixed $`𝐭𝒢`$, $`k\times k`$ matrix function $`Y(x,𝐭)`$ satisfies the linear differential equation

(3.15)
$$\frac{dY(x,𝒕)}{dx}=\left(\underset{1in}{}\frac{Q_i\left(𝒕\right)}{xt_i}\right)Y(x,𝒕),x\{t_1,\mathrm{},t_n\},$$

with respect to $`x`$ and the initial condition <sup>3</sup><sup>3</sup>3Due to (3.3), the value $`Y(x,𝐭)_{|x=\mathrm{}}`$ exists.

(3.16)
$$Y(x,𝒕)_{|x=\mathrm{}}=I.$$

Then the coefficient <sup>4</sup><sup>4</sup>4Here we redenote the Laurent coefficient $`Y_1\left(𝐭\right)`$ by $`V\left(𝐭\right)`$. $`V(𝐭)`$ of the Laurent expansion

(3.17)
$$Y(x,𝒕)=I\frac{V\left(𝒕\right)}{x}+\frac{Y_2\left(𝒕\right)}{x^2}+\frac{Y_3\left(𝒕\right)}{x^2}+\mathrm{},\left(\underset{i}{\mathrm{max}}\left|t_i\right|\right)<\left|x\right|\mathrm{},$$

is the potential matrix function for the solution $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$, i.e. the equalities (3.2) hold.

PROOF. This theorem is an immediate consequence of Lemmas 3.3 and 3.6. Q.E.D.

The differential equation (3.15) plays an important role in what follows.

## 4. THE SCHLESINGER SYSTEM AS THE COMPATIBILITY CONDITION FOR SOME OVER-DETERMINED SYSTEM OF LINEAR DIFFERENTIAL EQUATIONS.

The result stated in this section is an important step in the study of the nonlinear Schlesinger system (1.1) by linear methods.

###### Theorem 4.1.

Let $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ be $`k\times k`$ matrix functions, holomorphic with respect to $`𝐭=(t_1,\mathrm{},t_n)`$ in some open domain $`𝒢`$, $`𝒢_{}^n`$.

Assume that the following system of linear differential equations

(4.1a) $`{\displaystyle \frac{Y}{x}}=\left({\displaystyle \underset{1jn}{}}{\displaystyle \frac{Q_j\left(𝒕\right)}{xt_j}}\right)Y,`$
(4.1b) $`{\displaystyle \frac{Y}{t_k}}={\displaystyle \frac{Q_k\left(𝒕\right)}{xt_k}}Y\left(k=1,\mathrm{},n\right)`$
for a square matrix function $`Y`$ is compatible, that is, there exists a $`k\times k`$ matrix function $`Y=Y(x;𝐭),`$ which is holomorphic, satisfies the equations (4.1) for $`x`$, $`𝐭𝒢`$, $`xt_1,\mathrm{},t_n`$, and, moreover, is not degenerate:

(4.2)
$$detY(x;𝒕)0,\text{for}x,𝒕𝒢,xt_1,\mathrm{},xt_n.$$

Then the matrix functions $`Q_1(𝐭),\mathrm{},Q_n(𝐭)`$ satisfy the Schlesinger system (1.1) for $`𝐭𝒢`$.

PROOF. Let us exploit the equalities

(4.3)
$$\frac{}{t_k}\frac{Y}{x}=\frac{}{x}\frac{Y}{t_k},1kn.$$

Differentiating equation(4.1a) with respect to $`t_k`$, we obtain

$$\frac{}{t_k}\frac{Y}{x}=\left(\underset{1jn}{}\frac{Q_j}{xt_j}\right)\frac{Y}{t_k}+\left(\underset{1jn}{}\frac{\frac{Q_j}{t_k}}{xt_j}\right)Y+\frac{Q_k}{\left(xt_k\right)^2}Y.$$

Substituting the expression for $`\frac{Y}{t_k}`$ from (4.1b) into the last equality, we get

(4.4)
$$\frac{}{t_k}\frac{Y}{x}=\underset{\begin{array}{c}1jn\end{array}}{}\frac{Q_jQ_k}{\left(xt_j\right)\left(xt_k\right)}Y+\frac{Q_k}{\left(xt_k\right)^2}Y+\underset{1jn}{}\frac{{\displaystyle \frac{Q_j}{t_k}}}{xt_j}Y.$$

Differentiating equation(4.1b) with respect to $`x`$, we obtain

$$\frac{}{x}\frac{Y}{t_k}=\frac{Q_k}{\left(xt_k\right)^2}Y\frac{Q_k}{xt_k}\frac{Y}{x}.$$

Substituting the expression for $`\frac{Y}{x}`$ from (4.1a) into the last equality, we get

(4.5)
$$\frac{}{x}\frac{Y}{t_k}=\frac{Q_k}{\left(xt_k\right)^2}Y\underset{\begin{array}{c}1jn\end{array}}{}\frac{Q_kQ_j}{\left(xt_j\right)\left(xt_k\right)}Y$$

Thus, equation (4.3) takes the form

(4.6)
$$\underset{1ln}{}\frac{{\displaystyle \frac{Q_l}{t_k}}}{xt_l}=\underset{\begin{array}{c}1ln\\ lk\end{array}}{}\frac{[Q_l,Q_k]}{\left(xt_l\right)\left(xt_k\right)}$$

(Since matrix $`Y`$ is non-degenerate, we can cancel out the factor $`Y`$.)

The numerators in (4.6) do not depend on $`x`$. Thus, (4.6) expresses the equality of two rational functions. Comparing the residues of both sides of (4.6) at $`x=t_j,jk`$, we obtain (1.1.a). Comparing the residues at $`x=t_k`$, we obtain (1.1.b). Q.E.D.

###### Remark 4.2.

In the proof of Theorem 4.1 we have not exploited the equalities

$$\frac{}{t_k}\frac{Y}{t_j}=\frac{}{t_j}\frac{Y}{t_k},1k,jn.$$

They lead to (1.1.a) and provide no additional information on $`Q_1,\mathrm{},Q_n.`$ Thus, reversing the reasoning in the proof, we can demonstrate that the Schlesinger system (1.1) is not only a necessary, but also a sufficient condition for the solvability of the linear system (4.1a) - (4.1b) for a non-degenerate matrix function $`Y`$.

###### Remark 4.3.

The result, which we formulated as Theorem 4.1, is contained in the paper \[Sch1\] of L. Schlesinger. (See Section II of this paper, especially p. 294. See also p. 324 of the book \[Sch2\]). This was the paper \[Sch1\] where the Schlesinger equations (1.1) originally appeared. In \[Sch1\], the equations (1.1) were derived as the compatibility condition of some over-determined system of linear differential equations. In \[Gar\], R. Garnier has derived the Painlevé equation $`P_{VI}`$ from the compatibility condition of the appropriate over-determined system of linear differential equations. (This over-determined system itself appeared in the paper \[FuR\] of R. Fuchs, which, in its turn, was based on works of his father L.Ḟuchs published in Sitzungsberichte der Berliner Akademie der Wissenschaften in 1888 - 1898). Since the publication of the works \[ZaSh\] and \[AKNS\], representing a solution of a nonlinear differential equation as the compatibility condition for some over-determined system of linear differential equations has become a common wisdom. In \[AKNS\], under the strong influence of the paper \[ZaSh\], M. Ablovitz, D. Kaup, A.Newell and H. Segur, have represented the Korteveg de Vries equation, the nonlinear Schrödinger equation, the Sine-Gordon equation and a number of other non-linear equations of physical significance as the compatibility conditions for the appropriate systems of linear differential equations.

## 5. FUCHSIAN EQUATIONS AND BEHAVIOR OF THEIR SOLUTIONS – GLOBAL AND LOCAL

A Fuchsian equation is a linear differential equation of the form

(5.1)
$$\frac{dY}{dx}=\left(\underset{1jn}{}\frac{Q_j}{xt_j}\right)Y,$$

where $`t_1,\mathrm{},t_n`$ are pairwise distinct points of the complex plane ($`t_1t_2\mathrm{}t_n`$) , $`Q_j,j=1,\mathrm{},n`$ are square matrices of the same dimension (say, $`k\times k`$) , $`x`$ is the complex variable which belongs to the punctured Riemann sphere $`\overline{}\{t_1,\mathrm{},t_n\}`$. The points $`t_1,\mathrm{},t_n`$ are regular singular points for the equation (5.1). The residue of the coefficient matrix $`\underset{1kn}{}\frac{Q_j}{xt_j}`$ of the equation (5.1) at the point $`\mathrm{}`$ is equal to $`\underset{1kn}{}Q_k`$. So, if the condition

(5.2)
$$\underset{1kn}{}Q_k=0$$

is satisfied, the point $`\mathrm{}`$ is a regular point for the equation (5.1). In what follows we assume that the condition (5.2) is satisfied.

We consider the differential equation (5.1) as a matricial one. This means that we consider solutions $`Y\left(x\right)`$ of this equation which are $`k\times k`$ matrix functions. If $`x_0`$ is a regular point for the equation (5.1) (that is $`x_0t_1,\mathrm{},t_n`$), then for every $`k\times k`$ matrix $`Y_0`$ there exists the solution $`Y(x;x_0,Y_0)`$ which satisfies the initial condition

(5.3)
$$Y(x;x_0,Y_0)_{|x=x_0}=Y_0.$$

This solution is a holomorphic function in a disk neighborhood of the initial point $`x_0`$. It can be continued analytically along any path which does not pass through the singular points $`t_1,\mathrm{},t_n`$. Thus the solution of the linear differential equation (5.1) exists globally and is a (multi-valued) holomorphic function on the punctured Riemann sphere $`\overline{}\{t_1,\mathrm{},t_n\}`$. For a point $`x\overline{}\{t_1,\mathrm{},t_n\}`$, the value of the analytic continuation of the solution $`Y(.;x_0,Y_0)`$ along a path $`\gamma (x_0,x)\overline{}\{t_1,\mathrm{},t_n\}`$, which starts at the point $`x_0`$ and ends at the point $`x`$, can depend on this path $`\gamma `$. If $`\gamma ^{}(x_0,x)`$ and $`\gamma ^{\prime \prime }(x_0,x)`$ are two such paths, homotopic in $`\overline{}\{t_1,\mathrm{},t_n\}`$, then the values of analytic continuations of the solution $`Y(.;x_0,Y_0)`$ along $`\gamma ^{}`$ and $`\gamma ^{\prime \prime }`$ coincide. Thus, the value of the analytic continuation of the solution $`Y(.;x_0,Y_0)`$ to the point $`x`$ depends on the homotopy class of the path leading from $`x_0`$ to $`x`$, along which the continuation is made, but not on the path itself. In other words, the solution $`Y(.,x_0,Y_0)`$ of the differential equation (5.1) with the initial condition (5.3) is holomorphic function on the universal covering space $`\text{cov}(\overline{}\{t_1,\mathrm{},t_n\};x_0)`$ of the space $`\overline{}\{t_1,\mathrm{},t_n\}`$ with the distinguished point $`x_0`$.

###### Definition 5.1.

A solution $`Y\left(x\right)`$ of a linear differential equation in a connected domain is said to be fundamental if $`detY\left(x\right)0`$ (or, what is equivalent, if $`detY\left(x_0\right)0`$ for some point $`x_0`$ from this domain).

If $`Y\left(x\right)`$ is a fundamental solution of a linear differential equation, and $`Z\left(x\right)`$ is another solution of this equation then $`Z\left(x\right)=Y\left(x\right)C`$, where $`C`$ is a constant (with respect to $`x`$) matrix. In what follows we distinguish the solution $`Y\left(x\right)`$ of the differential equation (5.1), which satisfies the normalizing (initial) condition

(5.4)
$$Y\left(x_0\right)=I$$

at a distinguished point $`x_0`$ which is regular for the equation (5.1).

Let $`\gamma (x_0,x_0)`$ be a closed path, which starts at the point $`x_0`$ and ends at the same point $`x_0`$. We call such a path a loop with the distinguished point $`x_0`$. Let $`x_0^{}\left(\gamma \right)`$ be the point of the universal covering space $`\text{cov}(\overline{}\{t_1,\mathrm{},t_n\};x_0)`$, which corresponds to the homotopic class $`\gamma `$ of the loop $`\gamma (x_0,x_0)`$. We denote by $`M_\gamma `$ the value $`Y(x_0^{}\left(\gamma \right);x_0,I)`$ of the solution of the equation (5.1), normalized by the initial condition (5.4), at the point $`x_0^{}\left(\gamma \right)`$. The correspondence $`\gamma M_\gamma `$ is a representation <sup>5</sup><sup>5</sup>5 As usual, the product $`\gamma ^{}\gamma ^{\prime \prime }`$ is defined by the composed loop, obtained by traversing first the loop, generating $`\gamma ^{\prime \prime }`$, and then the loop, generating $`\gamma `$. of the fundamental group $`\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)`$ into the general linear group $`GL(k;)`$:

$$M_{\gamma ^{}\gamma ^{\prime \prime }}=M_\gamma ^{}M_{\gamma ^{\prime \prime }}\text{ for every }\gamma ^{},\gamma ^{\prime \prime }\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)$$

and

$$M_\epsilon =I,\text{ where }\epsilon \text{ is the unity of the group }\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)$$

###### Definition 5.2.

The matrix $`M_\gamma `$ is said to be  the monodromy matrix for the equation (5.1), corresponding to the homotopic class $`\gamma `$. The correspondence $`\gamma M_\gamma `$ is said to be the monodromy representation of the equation (5.1).

The group $`\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)`$ is finitely generated. Let us choose a special

system of generators of this group. Every simple loop (i.e. the loop which is homeomorphic to a circle) divides the Riemann sphere $`\overline{}`$ into two components. Let $`\gamma _j`$ be a simple loop in the space $`\overline{}\{t_1,\mathrm{},t_n\}`$, with the distinguished point $`x_0`$, such that the point $`t_j`$ and the set of all other points $`\left\{t_p\right\}_{pj}`$ belong to the different components and, moreover, the loop $`\gamma _j`$ goes around the point $`t_j`$ in the counterclockwise direction. (See Figure 1). We denote the homotopic class of this loop by $`\gamma _j`$ as well. It is known that the elements $`\gamma _1,\mathrm{},\gamma _n`$ generate the fundamental group $`\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)`$ and that the equality $`\gamma _1\mathrm{}\gamma _n=\epsilon `$ is the only generating relation <sup>6</sup><sup>6</sup>6 The generating relation in this form holds for the loops, arranged as shown in Figure 1. In the general case, this relation is of the form $`\gamma _{p_1}\mathrm{}\gamma _{p_n}=\epsilon `$ where $`p_1,\mathrm{},p_n`$ is a permutation of the indices $`1,\mathrm{},n`$ which is determined by the arrangement of the loops. .

For what follows, it is crucial to know how a solution of a Fuchsian differential equation behaves in a neighborhood of its singular point.

More generally, let us discuss the behavior of a solution of the differential equation of the form

(5.5)
$$\frac{dY}{dx}=\left(\frac{Q}{xt}+\mathrm{\Phi }\left(x\right)\right)Y\left(x\right),$$

where $`Q`$ is a constant $`k\times k`$ matrix, and $`\mathrm{\Phi }`$ is a $`k\times k`$ matrix function, which is holomorphic in the disk $`D_{t,\rho }`$, centered at the point $`x=t`$, of radius $`\rho `$. Solutions of the equation (5.5) are holomorphic (in general, multi-valued) functions in the punctured disk $`D_{t,\rho }\left\{t\right\}`$.

The equation (5.5) can be considered as a perturbation of the equation

(5.6)
$$\frac{dY}{dx}=\frac{Q}{xt}Y\left(x\right).$$

The ”unperturbed” equation (5.6) can be solved explicitly. It has a fundamental solution of the form

(5.7)
$$Y\left(x\right)=\left(xt\right)^Q.$$

(By definition, $`(xt)^Q\stackrel{\text{def}}{=}e^{Q\mathrm{ln}\left(xt\right)})`$. In general, the function $`\left(xt\right)^Q`$ considered as a function in the complex plane is multivalued. It can be considered as a univalued holomorphic matrix function on the universal covering $`\mathrm{cov}\left(\left\{t\right\}\right)`$ of the complex plane punctured at the point $`\left\{t\right\}`$ (or, in other terminilogy, on the Riemann surface of $`\mathrm{log}\left(xt\right)`$). The differentiation rule

(5.8)
$$\frac{d}{dx}\left(xt\right)^Q=\frac{Q}{xt}\left(xt\right)^Q,x\mathrm{cov}\left(\left\{t\right\}\right),$$

holds. (The values of $`\left(xt\right)^Q`$ in both sides of (5.8) are the same).

The structure of the solution of the original ”perturbed” equation (5.5) depends on the nature of the spectrum of the matrix $`Q`$.

###### Definition 5.3.

A square matrix $`Q`$ is said to be non-resonant if no two eigenvalues of $`Q`$ differ by a nonzero integer, or in other words, if the spectra of the matrices $`Q+nI`$ and $`Q`$ are disjoint for every $`n0`$.

###### Remark 5.4.

It may happen that some eigenvalues of a non-resonant matrix $`Q`$ coincide (i.e., the eigenvalues of a non-resonant matrix $`Q`$ may be multiple).

###### Proposition 5.5.

If $`Q`$ is a non-resonant (constant with respect to $`x`$) matrix, and $`\mathrm{\Phi }(x)`$ is a matrix-function holomorphic in the disk $`D_{t,\rho }`$, then the differential equation (5.5) has a fundamental solution $`Y(x)`$ of the form

(5.9)
$$Y\left(x\right)=H\left(x\right)\left(xt\right)^Q,x\mathrm{cov}\left(D_{t,\rho }\left\{t\right\}\right),$$

defined on the universal covering $`\mathrm{cov}(D_{t,\rho }\{t\})`$ of the punctured disc $`D_{t,\rho }\{t\}`$, where $`H(x)`$ is a matrix function, holomorphic and invertible <sup>7</sup><sup>7</sup>7The inverse matrix function $`H^1\left(x\right)`$ exists and is holomorphic in $`D_{t,\rho }`$ in the disk $`D_{t,\rho }`$.

The proof of Proposition 5.5, and even of a more general statement, is given in Appendix.

In the general case, when the eigenvalues of the matrix $`Q`$ can differ by non-zero integers, the situation is more complicated.

###### Proposition 5.6.

The differential equation (5.5), with a constant matrix $`Q`$ and a matrix function $`\mathrm{\Phi }(x)`$, holomorphic in the disk $`D_{t,\rho }`$, has a fundamental solution $`Y(x)`$ of the form

(5.10)
$$Y\left(x\right)=H\left(x\right)\left(xt\right)^L\left(xt\right)^{\widehat{Q}},x\mathrm{cov}\left(D_{t,\rho }\left\{t\right\}\right),$$

where $`H(x)`$ is a matrix function holomorphic and invertible in the disk $`D_{t,\rho }`$, $`L`$ is a diagonalizable matrix with integer eigenvalues $`l_1,\mathrm{},l_k`$, and $`\widehat{Q}`$ is a non-resonant matrix whose eigenvalues $`\widehat{\lambda }_1,\mathrm{},\widehat{\lambda _k}`$ are related to the eigenvalues $`\lambda _1,\mathrm{},\lambda _k`$ of the matrix $`Q`$ according to

(5.11)
$$\widehat{\lambda }_p=\lambda _pl_p,1pk.$$

For a certain choice of the integers $`l_1\mathrm{}l_n`$, the matrices $`L`$ and $`Q`$ can be simultaneously reduced to the forms

$$L=T^1\text{Diag}(l_1,\mathrm{},l_n)T,\widehat{Q}=T^1\left(\text{Diag}(\widehat{\lambda }_1,\mathrm{},\widehat{\lambda }_n)+U\right)T,$$

where $`U`$ is an upper-triangular matrix with zero diagonal.

Proposition 5.6 is applicable to equation (5.5) with the general matrix $`Q`$. In particular, it is applicable to the equation with the non-resonant matrix $`Q`$. However, if $`Q`$ is non-resonant, one can choose $`L=0`$ and $`\widehat{Q}=Q`$.

###### Remark 5.7.

It should be mentioned that the matrix function $`H\left(x\right)`$ in (5.12) (or in (5.15)) is not quite unique. The matrix $`H\left(t\right)=H\left(x\right)_{x=t}`$ can be an arbitrary invertible matrix commuting with the matrix $`Q`$. Of course, the solution (5.9) (or (5.10)) depends on this choice. In the non-resonant case, as soon as this choice is made, the local solution of the equation (5.5) at the point $`x=t`$, i.e. the solution of the form (5.9), is determined uniquely (up to the choice of $`\mathrm{arg}\left(xt\right)`$ which leads to the non-uniqueness of $`\left(xt\right)^Q=e^{Q\mathrm{ln}\left(xt\right)}`$). In what follows, we choose

$$H\left(x\right)_{|x=t}=I.$$

In the non-resonant case, the latter equality can be considered as a normalizing condition for the local solution (5.9) of (5.5) at the point $`x=t`$.

However, in the resonant case, the condition $`H\left(x\right)_{|x=t}=I`$ do not determine the solution of the form (5.10) of the equation (5.5) uniquely. The following example illustrates this non-uniqueness. Consider the differential equation

$$\frac{Y\left(x\right)}{x}=\frac{Q}{x}Y\left(x\right),$$

where

$$Q=\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]$$

This equation, which is of the equation (5.5) with $`t=0,\mathrm{\Phi }\left(x\right)0`$, has the solution

$$Y_1\left(x\right)=\left[\begin{array}{cc}x& 0\\ 0& 1\end{array}\right],$$

which is of the form (5.10) with $`H\left(x\right)=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]`$, $`L=\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]`$, $`\widehat{Q}=\left[\begin{array}{cc}0& 0\\ 0& 0\end{array}\right],`$
$`t=0`$. The matrix function

$$Y_2\left(x\right)=Y_1\left(x\right)\left[\begin{array}{cc}1& 1\\ 0& 1\end{array}\right],\text{or, more explicitely,}Y_2\left(x\right)=\left[\begin{array}{cc}x& x\\ 0& 1\end{array}\right],$$

is another solution of the same differential equation. However, the function $`Y_2\left(x\right)`$ is also representable in the form

$$Y_2\left(x\right)=\left[\begin{array}{cc}1& x\\ 0& 1\end{array}\right]\left[\begin{array}{cc}x& 0\\ 0& 1\end{array}\right],$$

i.e. in the form (5.10), with $`H\left(x\right)=\left[\begin{array}{cc}1& x\\ 0& 1\end{array}\right]`$, $`L=\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]`$, $`\widehat{Q}=\left[\begin{array}{cc}0& 0\\ 0& 0\end{array}\right],t=0.`$ Thus, the considered differential equation possesses two different solutions $`Y_1\left(x\right)`$ and $`Y_2\left(x\right)`$, both these solutions are of the form (5.10), with the same $`L`$ and $`\widehat{Q}`$, but with different $`H\left(x\right)`$, and both these factors $`H\left(x\right)`$ satisfy the condition $`H\left(x\right)_{|x=0}=I`$.

Thus, in the resonant case, the condition $`H(x)_{|x=t}=I`$ does not uniquely determine the local solution (5.10) of the equation (5.5) corresponding to the singular point $`x=t`$, even sough the matrices $`L`$ and $`\widehat{Q}`$ are specified.

###### Remark 5.8.

There is another essential difference between the non-resonant and the ”resonant” cases. If the matrix $`Q`$ is not non-resonant, then the matrix $`\widehat{Q}`$, which appears in (5.10), depends on the value $`\mathrm{\Phi }\left(t\right)=\mathrm{\Phi }\left(x\right)_{x=t}`$ of the “perturbing” (see (5.5)) function $`\mathrm{\Phi }`$ at the point $`t`$. In particular, the Jordan structure of the matrix $`\widehat{Q}`$ may depend on the matrix $`\mathrm{\Phi }\left(t\right)`$. This Jordan structure, together with the eigenvalues of $`\widehat{Q}`$, determine the multi-valued behavior of the matrix function $`\left(xt\right)^{\widehat{Q}}`$, and finally, the multi-valued behavior of $`Y\left(x\right)`$ in $`D_{t,\rho }`$. Thus, in the ”resonant” case the multi-valued behavior of the solution $`Y\left(x\right)`$ depends not only on the matrix $`Q`$ (the coefficient of the “leading term”) but also on the “perturbing” matrix $`\mathrm{\Phi }`$. As can be seen from (5.9), in the non-resonant case the multi-valued behavior of the solution $`Y\left(x\right)`$ depends only on $`Q`$, but not on $`\mathrm{\Phi }`$.

###### Remark 5.9.

Of course, for every matrices $`A`$ and $`B`$, the matrix $`e^Ae^B`$ can be presented as $`e^C`$:

$$e^Ae^B=e^C,\text{where}C=\mathrm{log}\left(e^Ae^B\right),$$

where an arbitrary value for the matrix $`\mathrm{log}\left(e^Ae^B\right)`$ can be chosen. However, the case of exponential functions is different. In general, a matrix function $`e^{A\zeta }e^{B\zeta }`$ of $`\zeta `$ (with constant matrices $`A`$ and $`B`$) is not representable as $`e^{C\zeta }`$ with a constant matrix $`C`$. In particular, in the resonant case the solution (5.10) of the differential equation (5.5) is not, in general, representable in the form $`Y\left(x\right)=H\left(x\right)\left(xt\right)^R`$ with a holomorphic invertible matrix function $`H`$ and a constant matrix $`R`$.

Propositions 5.5 and 5.6 go back to L. Fuchs and G. Frobenius. The systematic study of linear differential equations with analytic coefficients in the neighborhood of a singular point was initiated by Lazarus Fuchs in 1866 and followed by G. Frobenius in 1873. They discussed the ”scalar” differential equation of the $`n^{\text{th}}`$ order. Matrix differential equations in the complex domain were considered later. The statement which we formulated as Proposition 5.5 can be found in a lot of excellent textbooks now. See, for example, \[CoLe\], Theorem 4.1; \[Gant\], Chapter XV, §10; \[Hart\], Chapter IV, Corollary 11.2; \[IKSY\], Chapter I, Theorem 2.3. However, it is difficult to point out the source, where this statement first appeared precisely in the same form as in Proposition 5.5. The earliest reference we know is \[Ra\] (see Section 3 there). The statement which we formulated as Proposition 5.6 can be found in \[Gant\], Chapter XV, §10, in \[HsSi\], Chapter V, Section 5; \[Sib\], Chapter III, Theorem 3.9.4,page 89. The earliest of this references is \[Gant\] (the first edition of Gantmacher’s book appeared in 1954). However, Y. Sibuya, \[Sib\], page 89, refers to Hukuhara’s book \[Huk\] (Theorem 41.1, page 143) published in 1950. Unfortunately, the book \[Huk\] is unavailable to us.

Let us return to the Fuchsian equation (5.1). We consider this equation in a disk neighborhood $`D_{t_j,\rho }`$ of the singular point $`t_j`$, which does not contain other singular points $`t_p,pj`$. Let us choose and fix a point $`x_j`$ of the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$. We also choose and fix a path $`\alpha _j`$ in $`\overline{}\{t_1,\mathrm{},t_n\}`$, which starts at the distinguished point $`x_0`$ and ends at the

point $`x_j`$. (See Figure 2.a.) We need these $`x_j`$ and $`\alpha _j`$ to distinguish a certain analytic continuation $`Y_{\alpha _j}`$ of the solution of (5.1) normalized by (5.4) into the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$. Let $`x`$ be an arbitrary point of the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$, and $`\mu `$ be an arbitrary path in $`D_{t_j,\rho }\left\{t_j\right\}`$, starting at $`x_j`$ and ending at $`x`$. (See Figure 2.b.). So, the pair $`(x,\mu )`$ can be considered as a point of the universal covering $`\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\};x_j)`$. We construct the composed path $`\alpha =\mu \alpha _j`$. The path $`\alpha `$ starts at the point $`x_0`$ and ends at the point $`x`$. (See Figure 2.c.) We continue analytically the solution $`Y`$ along the path $`\alpha `$ from the point $`x_0`$ to the point $`x`$. In this manner we distinguish the continuation $`Y_{\alpha _j}\left(x\right)`$ of the solution $`Y(.)`$, normalized by the condition (5.4), from a neighborhood of $`x_0`$ to the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$. The function $`Y_{\alpha _j}(.)`$ can be considered as a multi-valued function in $`D_{t_j,\rho }\left\{t_j\right\}`$, or, better to say, as a single-valued function in the universal covering $`\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\};x_j)`$ with the distinguished point $`x_j`$. The notation $`Y_{\alpha _j}`$ reflects how the path $`\alpha _j`$ is involved in the process of the analytic continuation. In fact, this process involves two steps. On the first step, the solution is continued along the path $`\alpha _j`$ from a neighborhood of the initial point $`x_0`$ to a neighborhood of the point $`x_j`$, where the point $`x_j`$ is considered as a distinguished point of the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$. On the second step, the solution is continued along paths which are contained in $`D_{t_j,\rho }\left\{t_j\right\}`$ from the neighborhood of the point $`x_j`$ to points of $`\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\};x_j)`$.

The matrix function $`Y_{\alpha _j}(.)`$ is a fundamental solution of (5.1). Propositions 5.5-5.6 provide another fundamental solution of (5.1). As a preliminary we assume that the matrix $`Q_j`$ is non-resonant. According to Proposition 5.5, there exists the fundamental solution $`Y_j\left(x\right)`$ of (5.1), which is representable as

(5.12)
$$Y_j\left(x\right)=H_j\left(x\right)\left(xt_j\right)^{Q_j},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

where $`H_j\left(x\right)`$ is a matrix function, holomorphic and invertible in the whole (non-punctured) disc $`D_{t_j,\rho }`$. Under the normalizing condition

(5.13)
$$H_j\left(x\right)_{|x=t_j}=I,$$

the matrix function $`H_j\left(x\right)`$ is unique. The matrix function $`\left(xt_j\right)^{Q_j}`$ is defined up to a right factor of the form $`\mathrm{exp}\left[2\pi iQ_j\right]`$. To avoid this non-uniqueness, we choose a certain value

(5.14)
$$\theta _j=\mathrm{arg}\left(x_jt_j\right),$$

and fix this choice. Under the agreement (5.14), the matrix function $`\left(xt\right)^{Q_j}`$ is defined uniquely on $`\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j)`$. Thus, if the matrix $`Q_j`$ is non-resonant, the local solution $`Y_j(x)`$ of the differential equation (5.1) corresponding to the singular point $`t_j`$ can be distinguished uniquely by means of the normalizing conditions (5.13) and (5.14).

If the matrix $`Q_j`$ is resonant, the situation is different. According to Proposition 5.6, there exists the fundamental solution $`Y_j\left(x\right)`$ of (5.1), which is representable as

(5.15)
$$Y_j\left(x\right)=H_j\left(x\right)\left(xt_j\right)^{L_j}\left(xt_j\right)^{\widehat{Q}_j},x\mathrm{cov}\left(D_{t_j,\rho }\left\{t_j\right\}\right),$$

where the matrix $`H_j\left(x\right)`$ has the same properties as before, $`L_j`$ is a diagonalizable matrix with integer eigenvalues (so, the matrix function $`\left(xt_j\right)^{L_j}`$ is single-valued in $`D_{t,\rho }\left\{t_j\right\}`$), and $`\widehat{Q}_j`$ is a non-resonant matrix, whose eigenvalues differ from eigenvalues of the matrix $`Q_j`$ by some integer numbers. However, even though the normalizing conditions (5.13) and (5.14) are assumed and the matrices $`L_j,\widehat{Q}_j`$ are chosen, the matrix function $`H_j\left(x\right)`$ in (5.15)) is determined non-uniquely<sup>8</sup><sup>8</sup>8See Remark 5.7. In what follows, such an arbitrariness in the choice of the local solution does not play any essential role. We need the notions of the local solution and of the connection coefficient only to illustrate and motivate the notion of the isoprincipal deformation which will be introduced further, in section 7.. Thus, if the matrix $`Q_j`$ is resonant, we may deal with some local solution $`Y_j(x)`$ of the form (5.15) corresponding to the singular point $`t_j`$ of the differential equation (5.1), but in general, we can not distinguish naturally such a solution.

###### Definition 5.10.

Assume that the matrix $`Q_j`$ is non-resonant. The solution $`Y_j`$ of the Fuchsian equation (5.1) representable in the form (5.12) near $`\left\{t_j\right\}`$, with $`H_j`$ satisfying the normalizing condition (5.13), is said to be the normalized local solution of (5.1) corresponding to the singular point $`\{t_j\}`$.

Let us choose some local solution $`Y_j`$ of the equation (5.1) corresponding to the singular point $`t_j`$. If the matrix $`Q_j`$ is non-resonant, it is natural to choose the normalized local solution. If the matrix $`Q_j`$ is not non-resonant, we choose some local solution of the form (5.10) and fix such a choice. Since both solutions, $`Y_{x_j,\alpha _j}`$ and $`Y_j`$, are fundamental, the equality

(5.16)
$$Y_{x_j,\alpha _j}\left(x\right)=Y_j\left(x\right)C,$$

holds, where $`C`$ is a constant (with respect to $`x`$) non-degenerate matrix.

###### Definition 5.11.

The equality (5.16) is said to be the connection relation. The matrix $`C`$ from (5.16) is said to be the connection coefficient.

According to Definition 5.11, the connection coefficient $`C`$ depends on the choice of the point $`x_jD_{t_j,\rho }\left\{t_j\right\}`$ and on the choice of the path $`\alpha _j`$, connecting the points $`x_0`$ and $`x_j`$: $`C=C_{x_j,\alpha _j}`$. Now we will discuss this dependence.

Let $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$ be two paths, both of which start at the point $`x_0`$ and end at the point $`x_j`$, $`\alpha _j^{},\alpha _j^{\prime \prime }\overline{}\{t_1,\mathrm{},t_n\}`$. It is clear that $`\alpha _j^{\prime \prime }=\alpha _j^{}\gamma `$, where $`\gamma `$ is the loop with the distinguished point $`x_0`$, which is composed of the path $`\alpha _j^{\prime \prime }`$ and of the path $`\left(\alpha _j^{}\right)^1`$ (the latter is the path $`\alpha _j^{}`$ which is traversed in the opposite direction: from the point $`x_j`$ to the point $`x_0`$): $`\gamma =\left(\alpha _j^{}\right)^1\alpha _j^{\prime \prime }`$. The paths $`\alpha ^{}`$ and $`\alpha ^{\prime \prime }`$, connecting the point $`x_0`$ with the point $`x`$, are defined as the compositions $`\alpha ^{}=\mu \alpha _j^{}`$ and $`\alpha ^{\prime \prime }=\mu \alpha _j^{\prime \prime }`$, where, as before, $`\mu `$ , $`\mu D_{t_j,\rho }\left\{t_j\right\}`$, is a path connecting the points $`x_j`$ and $`x`$. Thus, $`\alpha ^{\prime \prime }=\alpha ^{}\gamma `$, and

$$Y_{\alpha _j^{\prime \prime }}\left(x\right)=Y_{\alpha _j^{}}\left(x\right)M_\gamma ,$$

where $`M_\gamma `$ is the monodromy matrix corresponding to the loop $`\gamma `$. On the other hand,

$$Y_{\alpha _j^{}}\left(x\right)=Y_j\left(x\right)C_{x_j,\alpha _j^{}},Y_{\alpha _j^{\prime \prime }}\left(x\right)=Y_j\left(x\right)C_{x_j,\alpha _j^{\prime \prime }}.$$

Therefore,

(5.17)
$$C_{x_j,\alpha _j^{\prime \prime }}=C_{x_j,\alpha _j^{}}M_\gamma ,\text{where }\gamma =\left(\alpha _j^{}\right)^1\alpha _j^{\prime \prime }.$$

Let us discuss, how the connection coefficient $`C`$ depends on the point $`x_j`$. Given two points $`x_j^{},x_j^{\prime \prime }D_{t_j,\rho }\left\{t_j\right\}`$ and a path $`\alpha _j^{}\overline{}\{t_1,\mathrm{},t_n\}`$, connecting $`x_0`$ and $`x_j^{}`$, there exists a path $`\alpha _j^{\prime \prime }\overline{}\{t_1,\mathrm{},t_n\}`$, connecting $`x_0`$ and $`x_j^{\prime \prime }`$, such that

(5.18)
$$C_{x_j^{},\alpha _j^{}}=C_{x_j^{\prime \prime },\alpha _j^{\prime \prime }},$$

Indeed, let $`\nu `$ be a path, connecting $`x_j^{}`$ and $`x_j^{\prime \prime }`$, $`\nu D_{t_j,\rho }\left\{t_j\right\}`$. We define the path $`\alpha _j^{\prime \prime }`$ connecting $`x_0`$ with $`x_j^{\prime \prime }`$ as the composition $`\alpha _j^{\prime \prime }=\nu \alpha _j^{}`$. The pairs $`(x_j^{},\alpha _j^{})`$ and $`(x_j^{\prime \prime },\alpha _j^{\prime \prime })`$ allow us to distinguish the solutions $`Y_{\alpha _j^{}}`$ and $`Y_{\alpha _j^{\prime \prime }}`$ of the equation (5.1) in the punctured neighborhood $`D_{t_j,\rho }\left\{t_j\right\}`$. To obtain values of these solutions at a point $`xD_{t_j,\rho }\{t_j\}`$, we have to choose paths $`\mu _j^{}`$ and $`\mu _j^{\prime \prime }`$, connecting the points $`x_j^{}`$ and $`x_j^{\prime \prime }`$, respectively, with the point $`x`$. If we make this choice coherently, we obtain the equality $`Y_{\alpha _j^{}}\left(x\right)=Y_{\alpha _j^{\prime \prime }}\left(x\right)`$ which implies (5.18). Such a coherent choice can be done in the following way. If $`\mu ^{}`$ is a path in $`D_{t_j,\rho }\left\{t_j\right\}`$, connecting $`x_j^{}`$ with $`x`$, we define the path $`\mu ^{\prime \prime }`$, connecting $`x_j^{\prime \prime }`$ with $`x`$, as the composition $`\mu ^{\prime \prime }=\mu ^{}\nu ^1`$. To obtain the values of the solutions $`Y_{x_j^{},\alpha _j^{}}`$ and $`Y_{x_j^{\prime \prime },\alpha _j^{\prime \prime }}`$ at the point $`x`$, we have to continue analytically the solution $`Y`$, which is normalized by (5.4), from the point $`x_0`$ to the point $`x`$ along the paths $`\alpha ^{}=\mu ^{}\alpha _j^{}`$ and $`\alpha ^{\prime \prime }=\mu ^{\prime \prime }\alpha _j^{\prime \prime }`$, respectively. However, these two paths are homotopic. To see this, we remark that $`\alpha ^{\prime \prime }=\left(\mu ^{}\nu ^1\right)\left(\nu \alpha ^{}\right)=\mu ^{}\left(\nu ^1\nu \right)\alpha ^{}`$ and that the path $`\nu ^1\nu `$ is contractible to the point $`x_j^{}`$. Hence, $`Y_{\alpha _j^{}}\left(x\right)=Y_{\alpha _j^{\prime \prime }}\left(x\right)`$. Thus, in some sense the connection coefficient does not depend on the choice of the point $`x_jD_{t_j,\rho }\left\{t_j\right\}`$.

Let us calculate the monodromy matrix corresponding to the loop “going around” the point $`t_j`$. We relate such a loop $`\gamma _{\alpha _j}`$ to every path $`\alpha _j`$, $`\alpha _j\overline{}\{t_1,\mathrm{},t_n\}`$, which starts at the point $`x_0`$ and ends at a point $`x_j`$ belonging to a punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$. The radius $`\rho `$ must be chosen so small that the disk does not contain any other point $`t_p,pj`$. Let $`\mu `$ be the circular arc, centered at the point $`t_j`$, of the radius $`\epsilon =\left|x_jt_j\right|`$, which starts at the point $`x_j`$, ends at the point $`t_j+\left(x_jt_j\right)e^{2\pi i}`$ and is oriented counterclockwise, making precisely one turn around its center $`t_j`$. We construct the loop $`\gamma _{\alpha _j}`$ as the composition of the path $`\alpha _j`$, of the arc $`\mu `$ and of the path $`\alpha _j^1`$: $`\gamma =\left(\alpha _j\right)^1\mu \alpha _j`$ (see Figure 3).

###### Definition 5.12.

The loop $`\gamma _{\alpha _j}`$ is said to be the loop generated by the path $`\alpha _j`$.

###### Lemma 5.13.

The monodromy matrix $`M_{\gamma _{\alpha _j}}`$ along the loop $`\gamma _{\alpha _j}`$ generated by a path $`\alpha _j`$ can be represented as

(5.19)
$$M_{\gamma _{\alpha _j}}=\left(Y_{\alpha _j}\left(x_j\right)\right)^1Y_{\alpha _j}\left(t_j+\left(x_jt_j\right)e^{2\pi i}\right),$$

where $`x_j`$ is the endpoint of the path $`\alpha _j`$.

PROOF. For linear differential equations, the following semigroup property holds: Let $`\gamma `$ be a path starting at a point $`a`$ and ending at the point $`c`$, and let $`b`$ is an “intermediate” point of the path $`\alpha `$, that is the point which is located “between” the points $`a`$ and $`c`$. Then $`Y(c,a)=Y(c,b)Y(b,a)`$, where for $`\xi ,\eta \alpha `$, $`Y(\eta ,\xi ))`$ is the value $`Y(x,\xi )_{|x=\eta }`$ of the solution of the equation satisfying the initial condition $`Y(x,\xi )_{|x=\xi }=I`$. Let us take the loop $`\gamma _{\alpha _j}`$ as such a path $`\gamma `$. The point $`a`$ is the point $`x_0`$ considered as the starting point of the loop, the point $`c`$ is the same point $`x_0`$, but considered as the end point of the loop. The point $`b`$ is the point $`t_j+\left(x_jt_j\right)e^{2\pi i}`$. From the semigroup property it follows that $`Y(b,c)Y(c,b)=I`$. It is clear that $`Y(b,a)=Y_{\alpha _j}\left(t_j+\left(x_jt_j\right)e^{2\pi i}\right)`$, $`Y(b,c)=Y_{\alpha _j}\left(x_j\right)`$, and $`Y(c,a)=M_{\gamma _{\alpha _j}}`$. Q.E.D.

From (5.16) it follows that in the non-resonant case,

$$Y_{x_j,\alpha _j}\left(x_j\right)=H_j\left(x_j\right)\left(x_jt_j\right)^{Q_j}C_{\alpha _j}$$

and

$$Y_{x_j,\alpha _j}\left(t_j+\left(x_jt_j\right)e^{2\pi i}\right)=H_j\left(x_j\right)e^{2\pi iQ_j}\left(x_jt_j\right)^{Q_j}C_{\alpha _j}.$$

(The function $`H_j\left(x\right)`$ is single-valued in $`D_{t_j,\rho }`$, and the function $`\left(xt_j\right)^{Q_j}`$ receives the factor $`e^{2\pi iQ_j}`$, when $`x`$ traverses the arc $`\mu `$ once, in the counterclockwise direction.) Therefore, according to Lemma 5.13,

(5.20)
$$M_{\gamma _j}=C_{\alpha _j}^1\left(x_jt_j\right)^{Q_j}e^{2\pi iQ_j}\left(x_jt_j\right)^{Q_j}C_{\alpha _j}.$$

Finally, we obtain

###### Lemma 5.14.

The monodromy matrix $`M_{\gamma _{\alpha _j}},`$ corresponding to the loop $`\gamma _{\alpha _j}`$ generated by a path $`\alpha _j`$ can be represented as

(5.21)
$$M_{\gamma _j}=C_{\alpha _j}^1\mathrm{exp}\left[2\pi iQ_j\right]C_{\alpha _j}$$

in the non-resonant case, and as

(5.22)
$$M_{\gamma _j}=C_{\alpha _j}^1\mathrm{exp}\left[2\pi i\widehat{Q}_j\right]C_{\alpha _j}$$

in the resonant case, where $`C_{\alpha _j}`$ is the connection coefficient, corresponding to the path $`\alpha _j`$.

(The reasoning in the resonant case is analogous. One needs to use the equality (5.15), taking into account that the matrix-function $`\left(xt_j\right)^{L_j}`$ is single-valued in the disk $`D_{t_j,\rho }`$).

For what follows, it is very fruitful to rewrite the representations (5.12) - (5.16), (5.15) - (5.16) for a “local” solution <sup>9</sup><sup>9</sup>9 I.e., for a solution in a neighborhood of the singular point $`t_j`$.of (5.1), as well as the expressions (5.21) and (5.22) for the monodromy matrices, in a different form. The respective transformations are trivial, but nevertheless very useful. The form in which we present the local solutions hints at how to introduce the notion of the isoprincipal deformation of the Fuchsian differential equation. This notion will be of crucial importance to us.

Let $`D_{t_j,\rho }`$ be a disk neighborhood of the singular point $`t_j`$ of the differential equation (5.1), which is small enough, so that the point $`t_j`$ is the only singular point which is contained in this neighborhood. In this neighborhood lives a “local” solution $`Y_j`$ of the equation (5.1), which in the non-resonant case is of the form (5.12), and in the resonant case is of the form (5.15). However, this “local” solution $`Y_j`$ does not, in general, satisfy the initial condition (5.4). To be precise, we should speak about the analytic continuation of this solution from the neighborhood $`D_{t_j,\rho }`$ to the point $`x_0`$. To discuss such an analytic continuation, we have to choose a point $`x_j`$ of the punctured neighborhood $`D_{t_j,\rho }\left\{t_j\right\}`$, and a path $`\alpha _j`$, $`\alpha _j\overline{}\{t_1,\mathrm{},t_n\}`$, leading from the point $`x_0`$ to the point $`x_j`$. The solution $`Y_{\alpha _j}`$ which satisfies the initial condition (5.4) at the distinguished point $`x_0`$ and which is continued analytically to the neighborhood $`D_{t_j,\rho }`$ along the path $`\alpha _j`$ is of the form

(5.23)
$$Y_{\alpha _j}\left(x\right)=H_j\left(x\right)\left(xt_j\right)^{Q_j}C_{\alpha _j},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

in the non-resonant case, and of the form

(5.24)
$$Y_{\alpha _j}\left(x\right)=H_j\left(x\right)\left(xt_j\right)^{L_j}\left(xt_j\right)^{\widehat{Q_j}}C_{\alpha _j},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

in the resonant case, where $`C_{\alpha _j}`$ is the connection coefficient corresponding to the choice of the homotopic class of the path $`\alpha _j`$ and the choice of the arguments $`\mathrm{arg}\left(x_jt_j\right)`$, see (5.14), (5.12) and (5.15).

We introduce the matrices

(5.25)
$$A_{\alpha _j}=C_{\alpha _j}^1Q_jC_{\alpha _j},H_{\alpha _j}=H_jC_{\alpha _j}$$

in the non-resonant case, and the matrices

(5.26)
$$A_{\alpha _j}=C_{\alpha _j}^1\widehat{Q}_jC_{\alpha _j},B_{\alpha _j}=C_{\alpha _j}^1L_jC_{\alpha _j},H_{\alpha _j}=H_jC_{\alpha _j}$$

in the resonant case. Propositions 5.5 and 5.6 can be “developed” in the following way.

###### Theorem 5.15.

If the matrix $`Q_j`$ is non-resonant, then the solution $`Y_{\alpha _j}`$ of the differential equation (5.1) that satisfies the initial condition (5.4) at the distinguished point $`x_0`$ and is continued analytically along a path $`\alpha _j`$ into a small punctured neighborhood $`D_{t_j,\rho }\{t_j\}`$ of the singular point $`t_j`$, is representable in the form

(5.27)
$$Y_{\alpha _j}\left(x\right)=H_{\alpha _j}\left(x\right)\left(xt_j\right)^{A_{\alpha _j}},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

where $`A_{\alpha _j}`$ is a matrix, similar to the matrix $`Q_j`$, and $`H_{\alpha _j}`$ is a matrix function, holomorphic and invertible in the entire neighborhood $`D_{t_j,\rho }`$ (including the point $`t_j`$).

###### Theorem 5.16.

If the matrix $`Q_j`$ is resonant, then the solution $`Y_{\alpha _j}`$ of the differential equation (5.1), that satisfies the initial condition (5.4) at the distinguished point $`x_0`$ and is continued analytically along a path $`\alpha _j`$ into a small punctured neighborhood $`D_{t_j,\rho }\{t_j\}`$ of the singular point $`t_j`$, is representable in the form

(5.28)
$$Y_{\alpha _j}\left(x\right)=H_{\alpha _j}\left(x\right)\left(xt_j\right)^{Z_{\alpha _j}}\left(xt_j\right)^{A_{\alpha _j}},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

where $`Z_{\alpha _j}`$ is a diagonalizable matrix with integer eigenvalues $`l_1,\mathrm{},l_k`$, $`A_{\alpha _j}`$ is a non-resonant matrix, whose eigenvalues $`\widehat{\lambda }_p`$ are related to the eigenvalues $`\lambda _p`$ of the matrix $`Q_j`$ by the relation

(5.29)
$$\widehat{\lambda }_p=\lambda _pl_j,1pk,$$

and $`H_{\alpha _j}(x)`$ is a matrix function, holomorphic and invertible in the entire neighborhood (including the point $`t_j`$). For a certain choice of the integers $`l_1\mathrm{}\mathrm{}l_n`$, the matrices $`Z_{\alpha _j}`$ and $`A_{\alpha _j}`$ can be simultaneously reduced to the forms

$$Z_{\alpha _j}=T_{\alpha _j}^1\text{Diag}(l_1,\mathrm{},l_n)T_{\alpha _j},A_{\alpha _j}=T_{\alpha _j}^1\left(\text{Diag}(\widehat{\lambda }_1,\mathrm{},\widehat{\lambda }_n)+U\right)T_{\alpha _j},$$

where $`U`$ is an upper-triangular matrix with zero diagonal.

###### Remark 5.17.

If $`\alpha _j^{}`$ is another path with the same starting point $`x_0`$ and endpoint $`x_j`$, then, in the non-resonant case, the matrices $`A_{\alpha _j}`$ and $`H_{\alpha _j}`$ from (5.27) are transformed according to the rule

(5.30)
$$A_{\alpha _j^{}}=M_\gamma ^1A_{\alpha _j}M_\gamma ,H_{\alpha _j^{}}\left(x\right)=H_{\alpha _j}\left(x\right)M_\gamma ,$$

and in the resonant case, the matrices $`Z_{\alpha _j}`$, $`A_{\alpha _j}`$ and $`H_{\alpha _j}`$ from (5.28) are transformed according to the rule

(5.31)
$$Z_{\alpha _j^{}}=M_\gamma ^1Z_{\alpha _j}M_\gamma ,A_{\alpha _j^{}}=M_\gamma ^1A_{\alpha _j}M_\gamma ,H_{\alpha _j^{}}\left(x\right)=H_{\alpha _j}\left(x\right)M_\gamma ,$$

where $`M_\gamma `$ is the monodromy matrix corresponding to the loop $`\gamma =\left(\alpha _j\right)^1\alpha _j^{}`$. In particular, if the paths $`\alpha _j`$ and $`\alpha _j^{}`$ are homotopic then

$$Z_{\alpha _j^{}}=Z_{\alpha _j},A_{\alpha _j^{}}=A_{\alpha _j},H_{\alpha _j^{}}\left(x\right)=H_{\alpha _j}\left(x\right).$$

###### Theorem 5.18.

Let $`M_{\gamma _{\alpha _j}}`$ be the monodromy matrix for the differential equation (5.1) corresponding to the loop $`\gamma _{\alpha _j}`$, which goes around the singular point $`t_j`$ and is constructed from the path $`\alpha _j`$, connecting the initial point $`x_0`$ to a small neighborhood of $`t_j`$: $`\gamma _j=(\alpha _j)^1\mu \alpha _j`$ (see Figure 3). Then this monodromy matrix can be expressed as

(5.32)
$$M_{\gamma _{\alpha _j}}=\mathrm{exp}\left(2\pi iA_{\alpha _j}\right),$$

where the matrix $`A_{\alpha _j}`$ is the same as in the exponent in (5.27), if $`Q_j`$ is non-resonant, and the exponent in (5.28), if $`Q_j`$ is resonant.

###### Theorem 5.19.

Let $`M_{\gamma _j}`$ be the monodromy matrix for the differential equation (5.1) corresponding to a loop $`\gamma _j`$ with the distinguished point $`x_0`$ which makes one turn counterclockwise around the singular point $`t_j`$ and makes no turns around the other singular points $`t_p,p=1,\mathrm{},t_n,pj`$. Then, whatever the matrix $`Q_j`$ is, non-resonant or not, the spectra $`\mathrm{spec}M_{\gamma _j}`$ and $`\mathrm{spec}Q_j`$ are related by

(5.33)
$$\mathrm{spec}M_{\gamma _j}=\mathrm{exp}\left\{2\pi i\mathrm{spec}Q_j\right\},$$

where the latter equality holds “with multiplicities”, that is the multiplicity $`\kappa _\mu `$ of the eigenvalue $`\mu `$ of the matrix $`M_{\gamma _j}`$ and multiplicities $`\kappa _\lambda `$ of the eigenvalues $`\lambda `$ of the matrix $`Q_j`$ are related by $`\kappa _\mu =\kappa _\lambda `$, were the sum is taken over all $`\lambda `$ such that $`\mathrm{exp}\{\lambda \}=\mu `$.

PROOF. This theorem is the immediate consequence of Theorem 5.18, of the spectral mapping theorem for matrices (from (5.32) it follows that $`\mathrm{spec}M_{\gamma _j}=\mathrm{exp}\left\{2\pi i\mathrm{spec}A_{\alpha _j}\right\}`$), and of Theorems 5.15 or 5.16, which relate the spectra of the matrices $`A_{\alpha _j}`$ and $`Q_j`$. However, here we can do without Theorem 5.16, restricting ourselves to non-resonant matrices $`Q_j`$ only. Every matrix can be approximated by a non-resonant one. The spectrum $`\mathrm{spec}Q_j`$ depends on $`Q_j`$ continuously. The monodromy matrix $`M_{\gamma _j}`$ depends on $`Q_j`$ continuously as well. Q.E.D.

## 6. DEFORMATIONS OF FUCHSIAN DIFFERENTIAL EQUATIONS

A deformation of a Fuchsian equation is a family of Fuchsian differential equations depending on parameters:

$$\frac{dY}{dx}=\left(\underset{1jn}{}\frac{Q_p\left(𝜶\right)}{xt_p}\right)Y.$$

If the coefficients $`Q_p\left(𝜶\right)`$ depend on the parameters $`𝜶=(\alpha _1,\mathrm{},\alpha _m)`$ in some open set of the space $`^m`$ holomorphically, such a deformation is said to be a holomorphic deformation of a Fuchsian differential equation. The study of linear differential equations that depend on parameters holomorphically was started by Lazarus Fuchs, see \[FuL1\] \- \[FuL4\]. This study was continued by L. Schlesinger, see \[Sch1\] \- \[Sch3\], and by Richard Fuchs, see \[FuR\]. In particular, L. Schlesinger has considered linear equation, where loci $`t_1,\mathrm{},t_n`$ of singular points serve as the parameters $`𝜶`$. In other words, L. Schlesinger has considered deformations of Fuchsian differential equations of the form

(6.1)
$$\frac{dY}{dx}=\left(\underset{1pn}{}\frac{Q_p\left(𝒕\right)}{xt_p}\right)Y,$$

where the the coefficients $`Q_p(t_1,\mathrm{},t_n),p=1,\mathrm{},n,`$ are $`k\times k`$ matrix functions which are defined and holomorphic for $`𝒕`$ from a domain $`𝒟`$ of the space $`_{}^n`$. In the further we assume that the condition

$$\underset{1pn}{}Q_p\left(𝒕\right)0,𝒕𝒟,$$

is satisfied.

In what follows we study the normalized by (5.4) solution $`Y(x,𝒕))`$ of the family (6.1) of Fuchsian equations as a function of $`x`$ and $`𝒕`$. In particular, we consider the monodromy matrices $`M_{\gamma _j}`$ for the equation (6.1), as well as the matrices $`A_{\alpha _j}`$ and functions $`H_{\alpha _j}\left(x\right)`$ from the representations (5.27) and (5.28) for various $`t_1,\mathrm{},t_n`$: $`M_{\gamma _j}=M_{\gamma _j}\left(𝒕\right)`$, $`A_{\alpha _j}=A_{\alpha _j}\left(𝒕\right)`$ and $`H_{\alpha _j}=H_{\alpha _j}\left(𝒕\right)`$, intending to study how these matrices depend on $`𝒕=(t_1,\mathrm{},t_n)`$. Here a problem arises. The matrices $`M_{\gamma _j}`$, $`A_{\alpha _j}`$, $`H_{\alpha _j}`$ depend on the homotopy classes of $`\gamma _j`$ and $`\alpha _j`$, which are considered on the punctured Riemann sphere $`\overline{}\{t_1,\mathrm{},t_n\}`$. However, for different $`𝒕=(t_1,\mathrm{},t_n)`$, the sets $`\overline{}\{t_1,\mathrm{},t_n\}`$ are different. Thus we need to explain what does it mean that, for the deformation (6.1) of the Fuchsian equation, the monodromy matrices $`M_{\gamma _j}`$, or the exponents $`A_{\alpha _j}`$ from (5.27) (or (5.28)) are holomorphic with respect to $`𝒕`$, or what does it mean that these matrices do not depend on $`𝒕`$. The latter problems are of the local nature.

Let a point $`𝒕^0=(t_1^0,\mathrm{},t_n^0)_{}^n`$ be fixed, $`t_j^0x_0,j=1,\mathrm{},n`$, where

$`x_0\overline{}`$ is the distinguished point (the same point which appears in the initial condition(5.4), and which serves as the distinguished point for the fundamental group $`\pi (\overline{}\{t_1^0,,\mathrm{},t_n^0\};x_0)`$). Choose and fix simple loops $`\gamma _j,j=1,\mathrm{},\gamma _n`$, each of which starts and ends at the point $`x_0`$, the loop $`\gamma _j`$ contains the point $`t_j^0`$ ”inside” and goes around this point counterclockwise, and all other points $`\left\{t_p^0\right\}_{pj}`$ lie ”outside” the loop $`\gamma _j`$, $`j=1,\mathrm{},t_n`$. Let $`\delta >0`$ be a small number such that the disk $`D_{t_j^0,\delta }=\{z:\left|zt_j^0\right|<\delta \}`$ does not intersect the loop $`\gamma _j,j=1,\mathrm{},n`$ (and hence, is contained inside the loop $`\gamma _j`$). Then for every $`𝒕=(t_1,\mathrm{},t_n)`$ such that $`t_jD_{t_j^0,\delta }`$, the loops $`\gamma _j,j=1,\mathrm{},\gamma _n,`$ generate the fundamental group $`\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)`$). See Figure 4, where the disks $`D_{t_j^0,\delta }`$ are plotted in the light gray color.

Assume that the point $`𝒕^0`$ belongs to the domain $`𝓓`$ of the space $`_{}^n`$, where the matrix functions $`Q_j\left(𝒕\right)`$ are holomorphic, and that $`\delta `$ is so small that the polydisk

(6.2)
$$𝖣(𝒕^0,\delta )=\underset{p=1}{\overset{n}{}}D_{t_p^0,\delta },\text{where}D_{t_p^0,\delta }=\{t_p:\left|t_pt_p^0\right|<\delta \},$$

is contained in $`𝓓`$: $`𝖣(𝒕^0,\delta )𝓓`$. Then, for $`x\gamma _j`$, the coefficient matrix $`\underset{1kn}{}\frac{Q_j\left(𝒕\right)}{xt_j}`$ of the linear equation (6.1) is holomorphic with respect to $`𝒕`$ in $`𝖣(𝒕^0,\delta ).`$ From the standard results on dependence of solution of a linear differential equation on parameters follows

###### Lemma 6.1.

Under above stated assumptions and notation, the monodromy matrices $`M_{\gamma _j}(𝐭),j=1,\mathrm{},n,`$ of the holomorphic family (6.1) of Fuchsian equations are holomorphic with respect to $`𝐭`$ from the polydisk $`𝖣(𝐭^0,\delta ).`$

Now we investigate in more detail the local solution $`Y_j(x,𝒕)`$ of the equation (6.1) which corresponds to a neighborhood of the point $`t_j`$. We have already considered such a local solution (see Propositions 5.5 \- 5.6 and Theorems 5.15 \- 5.16). However, until now we considered $`𝒕`$ as fixed and focused our attention on the multiplicative representation (5.12 \- (5.15) of the solution considered as a function of $`x`$. Now we emphasize the dependence of the local solution on $`𝒕`$, while concentrating on the non-resonant case. Given $`𝒕_{}^n`$ (such that the coefficients $`Q_p\left(𝒕\right),p=1,\mathrm{},n,`$ are defined for this $`𝒕`$), and assuming that the matrix $`Q_j\left(𝒕\right)`$ is non-resonant for certain $`j`$, the local solution $`Y_j(x,𝒕)`$ of the equation (6.1) corresponding to the singular point $`t_j`$ is sought in the form

(6.3)
$$Y_j(x,𝒕)=H_j(x,𝒕)\left(xt_j\right)^{Q_j\left(𝒕\right)},xD_{t_j,\rho }\left\{t_j\right\}.$$

The differentiation rule (5.8) for $`\left(xt_j\right)^Q`$ leads to the differential equation for $`H_j(x,𝒕)`$:

(6.4)
$$\frac{dH_j(x,𝒕))}{dx}=\left(\frac{Q_j\left(𝒕\right)H_j(x,𝒕)H_j(x,𝒕)Q_j\left(𝒕\right)}{xt_j}+\mathrm{\Phi }_j(x,𝒕)\right)H_j(x,𝒕),$$

where

(6.5)
$$\mathrm{\Phi }_j(x,𝒕)=\underset{\begin{array}{c}1pn,\\ pj\end{array}}{}\frac{Q_p\left(𝒕\right)}{xt_p},$$

the function $`\mathrm{\Phi }_j(x,𝒕)`$ is holomorphic with respect to $`x`$ at $`x=t_j`$. The equation (6.4) does not depend on the choice of branch of the (multivalued, in general) function $`\left(xt_j\right)^{Q_j\left(𝒕\right)}`$. The right hand side of this equation, considered as a function of $`x`$, has the singularity at the point $`x=t_j`$. Nevertheless, it can be shown that, if the matrix $`Q_j\left(𝒕\right)`$ is non-resonant, then, under the normalization condition

(6.6)
$$H_j(x,𝒕)_{|x=t_j}=I,$$

the holomorphic solution $`H_j(x,𝒕)`$ of the equation (6.4) exists for $`x`$ from a disk centered at $`t_j`$, and such a solution is unique. More precise formulation of this result will be done below.

In fact, here we repeat what we have already formulated in the Proposition 5.5 and expressed in the formula (5.12). The only difference between the formulae (6.3) and (5.12) is that the notation in (6.3) reflects the dependence on $`𝒕`$ explicitly.

###### Definition 6.2.

Let $`𝒕=(t_1,\mathrm{},t_n)_{}^n`$ be given, and assume that the matrix $`Q_j\left(𝒕\right)`$ is non-resonant.

The $`k\times k`$ matrix function $`Y_j(x,𝒕)`$, possessing the properties

1. $`Y_j(x,𝒕)`$ satisfies the differential equation (6.1) with respect to $`x`$ in a punctured neighborhood $`D_{t_j,\rho }\left\{t_j\right\}`$ of the point $`t_j`$, ($`D_{t_j,\rho }=\{z:\left|zt_j\right|<\rho \}`$$`\rho `$ is a positive number);
2. $`Y_j(x,𝒕)`$ admits the factorization of the form (6.3), where the factor $`H_j(x,𝒕)`$ is a matrix function holomorphic with respect to $`x`$ in the whole (non-punctured) disk $`D_{t_j,\rho }`$ and satisfying the normalizing condition (6.6),

is said to be the normalized local solution of the differential equation (6.1), corresponding to the singular point $`t_j`$.

###### Proposition 6.3.

Let $`Q_p(𝐭),p=1,\mathrm{},n,`$ be $`k\times k`$ matrix functions, which are holomorphic with respect to $`𝐭=(t_1,\mathrm{},t_n)`$ for $`𝐭`$ from an open set $`𝓓,𝓓_{}^n.`$ Let $`𝐭^0=(t_1^0,\mathrm{},t_n^0)`$ be a point from $`𝓓`$, and let

(6.7)
$$\rho _q\left(𝒕^0\right)=\frac{1}{2}\underset{\begin{array}{c}1pn\\ pq\end{array}}{\mathrm{min}}\left|t_q^0t_p^0\right|,1qn.$$

Assume that, for certain $`j`$, the matrix $`Q_j(𝐭^0)`$ is non-resonant. Then there exists $`\delta ,\delta >0,`$ such that for every $`𝐭=(t_1,\mathrm{},t_n)`$ from the polydisk <sup>10</sup><sup>10</sup>10The polydisk $`𝖣(𝐭^0,\delta )`$ was defined in (6.2) . $`𝖣(𝐭^0,\delta )`$, the normalized local solution $`Y_j(x,𝐭)`$ of the equation (6.1), which corresponds to the singular point $`t_j`$, exists for $`x`$ from the punctured disk <sup>11</sup><sup>11</sup>11$`D_{t_j,\rho _j\left(𝐭^0\right)}=\{z:\left|zt_j\right|<\rho _j\left(𝐭^0\right)\}.`$ $`D_{t_j,\rho _j(𝐭^0)}\{t_j\}`$, and the factor $`H_j(x,𝐭)`$ in (6.3) is a matrix function holomorphic with respect to $`x,𝐭`$ for $`xD_{t_j,\rho _j(𝐭^0)}`$, $`𝐭𝖣(𝐭^0,\delta )`$. Moreover, the matrix $`H_j(x,𝐭)`$ is invertible for these $`x`$ and $`𝐭`$.

The proof of this proposition will be given in Appendix.

###### Remark 6.4.

Proposition 6.3 can be considered as a version of Proposition 5.5, with the emphasis being placed on dependence on $`𝒕`$.

###### Remark 6.5.

Proposition 6.3 belongs to the class of statements of the following nature: if coefficients of a differential equations and a normalizing condition depend on some parameters analytically, then the solution of this equation depends on these parameters analytically as well. However, in Proposition 6.3 the normalizing condition (which can be presented in the form $`lim_{xt_j}Y_j(x,𝒕)\left(xt_j\right)^{Q_j\left(𝒕\right)}=I`$) is posed at the singular point $`t_j`$. Therefore, Proposition 6.3 is not a consequence of standard general results about analytic dependence of a solution of a differential equation on parameters. The proof makes explicit use of the non-resonance of the matrix $`Q_j\left(𝒕^0\right)`$ and without this assumption the result fails. This shows that the result is rather delicate.

In section 5 the notion of connection coefficients was introduced. The connection coefficients relate the solution of the Fuchsian equation, which is normalized at the distinguished point $`x_0,`$ to its local solutions, which are normalized at the singular points of the equation. However, in section 5 we did not care about the dependence of connection coefficients on $`𝒕`$. Now we focus our attention on this dependence, concentrating on the non-resonant case.

Given <sup>12</sup><sup>12</sup>12$`𝓓`$ is the open set in $`_{}^n`$ where the coefficients $`Q_p,1pn,`$ are defined and holomorphic. $`𝒕^0,𝒕^0𝓓`$, and given $`j,1jn`$, let us choose $`\rho _j\left(𝒕^0\right)`$ according to (6.7). Then choose $`\delta >0`$, satisfying the condition

(6.8)
$$2\delta <\rho _j\left(𝒕^0\right),$$

and choose and fix the point $`x_j`$, satisfying the condition

(6.9)
$$\delta <\left|x_jt_j^0\right|<\rho _j\left(𝒕^0\right)\delta .$$

With such a choice

(6.10)
$$x_jD_{t_j,\rho _j\left(𝒕^0\right)}\text{for every}t_jD_{t_j^0,\delta }.$$

(See Figure 5.a, where the disk $`D_{t_j^0,\delta }`$ is plotted in the light gray color, and the dashed circle is the boundary of the disk $`D_{t_j^0,\rho _j\left(𝒕^0\right)}`$). Choose a simple path $`\alpha _j`$, leading from the distinguished point $`x_0`$ to the point $`x_j`$ and separated from the points $`t_p^0,p=1,\mathrm{},t_n`$:

(6.11)
$$\left|zt_p^0\right|>\delta ,z\alpha _j,p=1,\mathrm{},n.$$

Then fix the choice of the path $`\alpha _j`$. (In particular, let the path $`\alpha _j`$ be independent of $`𝒕`$.) From (6.11) it follows that for <sup>13</sup><sup>13</sup>13 $`𝖣(𝒕^0,\delta )=D_{t_1^0,\delta }\times \mathrm{}\times D_{t_n^0,\delta }`$ is a polydisk. $`𝒕=(t_1,\mathrm{},t_n)𝖣(𝒕^0,\delta )`$, the condition $`\left|xt_p\right|>0x\alpha _j,p=1,\mathrm{},n,`$ holds. Thus, the function $`{\displaystyle \underset{1pn}{}}{\displaystyle \frac{Q_p\left(𝒕\right)}{xt_p}}`$ is holomorphic with respect to $`x,𝒕`$ for $`x`$ from a neighborhood of the path $`\alpha _j`$ and for $`𝒕𝖣(𝒕^0,\delta )`$. Therefore, the solution $`Y(x,𝒕)`$ of the differential equation (6.1) that satisfies the initial condition

(6.12)
$$Y(x,𝒕)_{x=x_0}=I$$

can be continued analytically along the path $`\alpha _j`$ from a neighborhood $`𝒱_{x_0}`$ of the initial point $`x_0`$ to a neighborhood $`𝒱_{x_j}`$ of the point $`x_j`$. ($`𝒱_{x_j}`$ does not depend on $`𝒕\mathbf{}𝖣(𝒕^0,\delta )`$). We denote by $`Y_{\alpha _j}(x,𝒕)`$ the function in $`𝒱_{x_j}`$ which is defined by means of such an analytic continuation. Since the initial condition in the (regular) point $`x_0`$ and the path $`\alpha _j`$ do not depend on $`𝒕`$, then for every $`x\alpha _j`$, the solution $`Y_{\alpha _j}(x,𝒕)`$ is holomorphic with respect to $`𝒕`$ for $`x𝒱_{x_j}`$, $`𝒕𝖣(𝒕^0,\delta )`$. In particular, the matrix $`Y_{\alpha _j}(x_j,𝒕)`$, as well as the inverse matrix $`Y_{\alpha _j}^1(x_j,𝒕)`$, is holomorphic with respect to $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$. It is clear that the solutions $`Y_{\alpha _j^{}}(x,𝒕)`$ and $`Y_{\alpha _j^{\prime \prime }}(x,𝒕)`$ corresponding to the analytic continuations into $`𝒱_{x_j}`$ along two different paths $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$ (with the same endpoints $`x_0`$ and $`x_j`$), are related by the equality

(6.13)
$$Y_{\alpha _j^{\prime \prime }}(x,𝒕)=Y_{\alpha _j^{}}(x,𝒕)M_\gamma \left(𝒕\right),$$

where $`M_\gamma \left(𝒕\right)`$ is the monodromy matrix for the equation (6.1) corresponding to the loop $`\gamma `$, $`\gamma =\left(\alpha _j^{}\right)^1\alpha _j^{\prime \prime }`$, composed from the paths $`\alpha _j^{}`$, $`\alpha _j^{\prime \prime }`$. (The loop $`\gamma `$ does not depend on $`𝒕`$, but the equation depends. So, the monodromy matrix $`M_\gamma \left(𝒕\right)`$ can depend on $`𝒕`$).

Now we turn our attention to the local solution $`Y_j(x,𝒕)`$, corresponding to the singular point $`t_j`$. Assume that the matrix $`Q_j\left(𝒕^0\right)`$ is non-resonant. Choosing a smaller $`\delta `$, if necessary, we can apply Proposition 6.3. According to this proposition, the local solution $`Y_j(x,𝒕)`$ exists in the punctured disk $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$. In particular, it is defined at the point $`x_j`$, and even in the neighborhood $`𝒱_{x_j}`$, if this neighborhood is small enough. The local solution $`Y_j(x,𝒕)`$ is the product of two factors: $`H_j(x,𝒕)`$ and $`\left(xt_j\right)^{Q_j\left(𝒕\right)}`$. Under the normalizing condition (6.6), the first factor is determined uniquely. The second factor is not quite unique. In general, the function $`\left(xt_j\right)^{Q_j\left(𝒕\right)}`$ is a multivalued function of $`x`$. This function, and hence the solution $`Y_j(x,𝒕)`$, are determined up to right factor $`\mathrm{exp}\left\{2\pi iQ_j\left(𝒕\right)\right\}`$. To avoid this non-uniqueness, we must come to an agreement on the value of $`\mathrm{arg}\left(xt_j\right)`$ for some fixed $`x`$, for example, for $`x=x_j`$. However, now $`𝒕=(t_1,\mathrm{},t_n)`$ is not a constant but a variable with values in the polydisk $`𝖣(𝒕^0,\delta )`$. In particular, the $`j`$-th coordinate $`t_j`$ takes the values in the disk $`D_{t_j^0,\rho }`$. In order for the function $`\left(x_jt_j\right)^{Q_j\left(𝒕\right)}`$ to be holomorphic with respect to $`𝒕`$, we need to choose $`\mathrm{arg}\left(x_jt_j\right)`$ coherently with respect to $`t_j`$.

Let us choose somehow and fix the value $`\mathrm{arg}\left(x_jt_j^0\right)`$, say

(6.14)
$$\mathrm{arg}\left(x_jt_j^0\right)=\vartheta _j^0.$$

For $`t_jD_{t_j^0,\delta }`$, choose the value of $`\mathrm{arg}\left(x_jt_j\right)`$ according to the rule:

(6.15)
$$\vartheta _0\pi /2<\mathrm{arg}\left(x_jt_j\right)<\vartheta _0+\pi /2.$$

The choice (6.15) is possible and unique (see Figure 5.a). With such a choice, the matrix $`\left(x_jt_j\right)^{Q_j\left(𝒕\right)}`$ is determined uniquely and is holomorphic with respect to $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$. Therefore, the matrix $`Y_j(x_j,𝒕)=H_j(x,𝒕)\left(x_jt_j\right)^{Q_j\left(𝒕\right)}`$ is determined uniquely and is holomorphic with respect to $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$.

Moreover, the function $`Y_j(x,𝒕)`$ — the local solution corresponding to the singular point $`t_j`$ — is determined uniquely on the universal covering
$`\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)\left\{t_j\right\}},x_j)`$ with the distinguished point $`x_j`$. The conditions (6.14)-(6.15), together with the condition (6.6), can be considered as normalizing condition for the local solution $`Y_j(x,𝒕)`$: the condition (6.6) normalized the factor $`H_j(x,𝒕))`$, the condition (6.15) normalized the factor $`\left(xt_j\right)^{Q_j\left(𝒕\right)}`$ coherently with respect to $`t_j`$.

Let us define the connection coefficient $`C_{\alpha _j}\left(𝒕\right)`$ as

(6.16)
$$C_{\alpha _j}\left(𝒕\right)=Y_j^1(x_j,𝒕)Y_{x_j,\alpha _j}(x_j,𝒕)$$

Since both factors in the right hand side of (6.16) are holomorphic with respect to $`𝒕𝖣(𝒕^0,\delta )`$ and invertible, the matrix $`C_{\alpha _j}(𝒕)`$ is holomorphic with respect to $`𝒕𝖣(𝒕^0,\delta )`$ and invertible as well. According to (6.13), the connection coefficients $`C_{\alpha _j}^{}\left(𝒕\right)`$ and $`C_{\alpha _j}^{\prime \prime }\left(𝒕\right)`$, corresponding to two different paths $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$, are related by the equality

(6.17)
$$C_{\alpha _j^{\prime \prime }}(x,𝒕)=C_{\alpha _j^{}}(x,𝒕)M_\gamma \left(𝒕\right),$$

where $`M_\gamma \left(𝒕\right)`$ is the monodromy matrix for the equation (6.1) corresponding to the loop $`\gamma `$, $`\gamma =\left(\alpha _j^{}\right)^1\alpha _j^{\prime \prime }`$.

Since the matrix $`C_{\alpha _j}\left(𝒕\right)`$ does not depend on $`x`$, the product $`Y_j(x,𝒕)C_{\alpha _j}`$ is a solution of the differential equation (6.1) for $`xD_{t_j,\rho _j\left(𝒕^0\right)}`$, in particular, for $`x𝒱_{x_j}`$. The function $`Y_{x_j,\alpha _j}(x,𝒕)`$ is also a solution of the differential equation (6.1) for $`x𝒱_{x_j}`$. Both these solutions coincide at the point $`x_j`$. Hence they coincide for all $`x𝒱_{x_j}`$. Therefore, the product $`Y_j(x,𝒕)C_{\alpha _j}`$ can be considered as the analytic continuation of the solution $`Y_{x_j,\alpha _j}(x,𝒕)`$ from $`𝒱_{x_j}`$ to the punctured disk $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$ (or, better to say, to the universal covering $`\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\};x_j)`$ of this punctured disk with the distinguished point $`x_j`$). In its turn, the solution $`Y_{x_j,\alpha _j}(x,𝒕)`$, which is defined in $`𝒱_{x_j}`$, was obtained by the described above analytic continuation of the solution,“living” in $`𝒱_{x_0}`$ and satisfying the initial condition (6.12). In other words, the solution $`Y_j(x,𝒕)C_{\alpha _j}`$ can be considered as a solution which is obtained as the result of the “two step” analytic continuation from $`𝒱_{x_0}`$ to $`\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\};x_j)`$ of the solution, satisfying the initial condition (6.12). However, it is better to talk not about the two-step analytic continuation but about the analytic continuation along the composed path. The representative of a point of the universal covering $`\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\};x_j)`$ is a pair $`(x,\mu )`$, where $`x`$ is a point of the punctured disk $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$, and $`\mu \left(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}\right)`$ is a path starting at the point $`x_j`$ and ending at $`x`$. The path corresponding to the above mentioned two-step analytic continuation is the composition<sup>14</sup><sup>14</sup>14 The path $`\alpha `$ starts at the point $`x_0`$ and ends at the point $`x`$. Traversing the path $`\alpha `$, we traverse first the path $`\alpha _j`$, and then the path $`\mu `$. See Figure 5.b $`\alpha =\mu \alpha _j`$. Thus, to describe the dependence on $`𝒕`$ of the solution $`Y_{\alpha _j}(x,𝒕)`$, which is normalized at the initial point $`x_0`$ by the condition

(6.18)
$$Y_{\alpha _j}(x,𝒕)_{|x=x_0}=I,$$

in the neighborhood of the singular point $`t_j`$, we continue analytically this solution from the neighborhood $`𝒱_{x_0}`$ of the initial point to the punctured neighborhood $`D_{t_j,\rho _j\left(𝒕^0\right)}`$ along those paths $`\alpha `$ which reach first the point $`x_j`$ ($`x_j`$ does not depend on $`t_j`$ and is common for all these paths), and then go, remaining within the punctured neighborhood $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$, to the destination points .

###### Definition 6.6.

Such a family <sup>15</sup><sup>15</sup>15 Indexed by the parameter $`𝒕𝖣(𝒕^0,\delta )`$ $`\left\{Y_{\alpha _j}(x,𝒕)\right\}_{𝒕𝖣(𝒕^0,\delta )}`$ of analytic continuations (with respect to $`x`$) of the normalized by (6.18) solutions of the equation (6.1) from a neighborhood $`𝒱_{x_0}`$ of the initial point $`x_0`$ to the family $`\left\{D_{t_j,\rho \left(𝒕^0\right)}\right\}_{t_jD_{t_j^0,\delta }}`$ of the punctured disk neighborhoods  of the points $`t_j,t_jD_{t_j^0,\delta }`$, is said to be coherent with respect to $`𝒕`$. The path $`\alpha _j`$ along which such continuations are carried out is said to be the path determining the coherent family of analytic continuations.

The solution

(6.19)
$$Y_j(x,𝒕)C_{\alpha _j}\left(𝒕\right)=H_j(x,𝒕)\left(xt_j\right)^{Q_j\left(𝒕\right)}C_{\alpha _j}\left(𝒕\right)$$

can be presented in another form – more suitable for our goal:

(6.20)
$$Y_{\alpha _j}(x,𝒕)=H_{\alpha _j}(x,𝒕)\left(xt_j\right)^{A_{\alpha _j}\left(𝒕\right)},$$

where

(6.21)
$$\text{a).}A_{\alpha _j}\left(𝒕\right)=C_{\alpha _j}^1\left(𝒕\right)Q_j\left(𝒕\right)C_{\alpha _j}\left(𝒕\right);\text{b).}H_{\alpha _j}(x,𝒕)=H_j(x,𝒕)C_{\alpha _j}\left(𝒕\right).$$

Of course, the relation (6.17) leads immediately to the relations

(6.22)
$$\text{a).}A_{\alpha _j^{\prime \prime }}\left(𝒕\right)=\left(M_\gamma \left(𝒕\right)\right)^1A_{\alpha _{j}^{}{}_{}{}^{}}\left(𝒕\right)M_\gamma \left(𝒕\right),\text{b).}H_{\alpha _j^{\prime \prime }}(x,𝒕)=H_{\alpha _j^{}}(x,𝒕)M_\gamma \left(𝒕\right),$$

where $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$ are two paths with the same endpoints $`x_0`$ and $`x_j`$, and $`M_\gamma `$ is the monodromy matrix for the equation (6.1) corresponding to the loop $`\gamma `$, $`\gamma =\left(\alpha _j^{}\right)^1\alpha _j^{\prime \prime }`$.

###### Definition 6.7.

The matrix functions $`H_{\alpha _j}(x,𝒕)`$ and $`\left(xt_j\right)^{A_{\alpha _j}\left(𝒕\right)}`$ are said to be the regular factor and the principal factor of the representation (6.20) of the solution $`Y_{\alpha _j}(x,𝒕)`$ near the point $`t_j`$.

Let us summarize the results, obtained above, as

###### Theorem 6.8.

Let the $`k\times k`$ matrix functions $`Q_p(𝐭),p=1,\mathrm{},n,`$ which appear in the Fuchsian system (6.1) be holomorphic with respect to $`𝐭=(t_1,\mathrm{},t_n)`$ for $`𝐭`$ from an open set $`𝓓,𝓓_{}^n.`$ Let $`𝐭^0=(t_1^0,\mathrm{},t_n^0)`$ be a point from $`𝓓`$. Assume that, for certain $`j`$, the matrix $`Q_j(𝐭^0)`$ is non-resonant, and let $`\rho _j(𝐭^0)`$ be defined according to (6.7)) (with $`q=j`$).

Then there exists a number $`\delta `$, $`0<\delta <\frac{1}{2}\rho _j(𝐭^0)`$, such that, for $`𝐭𝖣(𝐭^0,\delta )`$, the solutions $`\{Y_{\alpha _j}(x,𝐭)\}_{𝐭𝖣(𝐭^0,\delta )}`$ of the holomorphic family of equation (6.1) which are distinguished by the properties:

1. Each of these solutions is normalized by (6.18) at the initial point $`x_0`$ ,
2. Each of these solution is continued analytically from a neighborhood of $`x_0`$ to the family $`\left\{D_{t_j,\rho \left(𝒕^0\right)}\right\}_{t_jD_{t_j^0,\delta }}`$ of the punctured disk neighborhoods  of the points $`t_j,t_jD_{t_j^0,\delta }`$, and such analytic continuations are performed coherently with respect to $`𝒕𝒕𝖣(𝒕^0,\delta )`$ ,

are representable in $`D_{t_j,\rho (𝐭^0)}\{t_j\}`$ in the form (6.20), where:

1. The matrix function $`H_{\alpha _j}(x,𝒕)`$ — the regular factor of the representation (6.20) — is holomorphic together with its inverse $`H_{\alpha _j}^1(x,𝒕)`$ with respect to $`x,𝒕`$ for $`xD_{t_j,\rho \left(𝒕^0\right)},`$, $`𝒕𝖣(𝒕^0,\delta )`$;
2. The exponent $`A_{\alpha _j}\left(𝒕\right)`$ of the principal factor $`\left(xt_j\right)^{A_{\alpha _j}\left(𝒕\right)}`$ is a matrix function holomorphic with respect to $`𝒕`$ from the polydisk $`𝒕𝖣(𝒕^0,\delta )`$;
3. The exponent $`A_{\alpha _j}\left(𝒕\right)`$ is similar to the matrix $`Q_j\left(𝒕\right)`$, (6.21.a), and the similarity matrix $`C_{\alpha _j}\left(𝒕\right)`$ can be chosen <sup>16</sup><sup>16</sup>16The similarity matrix is not unique: it can be multiplied by an arbitrary matrix commuting with $`Q_j(𝒕)`$. to be holomorphic for $`𝒕𝖣(𝒕^0,\delta )`$ .
4. By a different choice of the paths $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$, along which the coherent analytic continuations are carried out, the matrices $`A_{\alpha _j}\left(𝒕\right)`$ and $`H_{\alpha _j}(x,𝒕)`$ are transformed according to the rule (6.22), where $`M_\gamma \left(𝒕\right)`$ is the monodromy matrix corresponding to a loop $`\gamma `$, constructed <sup>17</sup><sup>17</sup>17 Both paths,$`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$, have the common starting point $`x_0`$. If their endpoints coincide, then the loop $`\gamma `$ is just the composition $`\gamma =(\alpha _j^{})^1\alpha _j^{\prime \prime }`$. In the general case, in which these endpoints may be different, $`\gamma =(\alpha _j^{})^1\nu \alpha _j^{\prime \prime }`$, where $`\nu `$ is a path, connecting the endpoints. from the paths $`\alpha _j^{}`$ and $`\alpha _j^{\prime \prime }`$.

Let $`\alpha _j`$ be a path, separated (as in (6.11)) from the singular points $`t_p,1pn`$, and leading from the point $`x_0`$ to a point $`x_j\left(D_{t_j,\rho _j\left(𝒕^0\right)}\right)D_{t_j^0,\delta }`$, where the intersection is taken over all $`t_jD_{t_j^0,\delta }`$. This path can be used for the coherent analytic continuations of the normalized by (6.18) solution to the neighborhoods of the point $`t_jD_{t_j^0,\delta }`$. The path $`\alpha _j`$ also generates a loop $`\gamma _{\alpha _j}`$ which goes around the disk neighborhood $`D_{t_j^0,\delta }`$. This loop does not depend on $`𝒕`$ and, for every $`𝒕=(t_1,\mathrm{},t_n)`$, $`𝒕𝖣(𝒕^0,\delta )`$, represents an element of the fundamental group $`\pi (\overline{}\{t_1,\mathrm{},t_n\};x_0)`$. (Compare to the Definition 5.12). The loop $`\gamma _{\alpha _j}`$ is the composition of the path $`\alpha _j`$, of the circular arc $`\mu `$, starting and ending at the point $`x_j`$, and of the path $`\alpha _j^1`$ (the path $`\alpha _j^1`$ is the path $`\alpha _j,`$ traversed in the “opposite direction”). In more detail, $`\mu `$ is the circular arc of the radius $`\left|x_jt_j^0\right|`$, centered at the point $`t_j^0`$, which starts at the point $`x_j`$, makes the full counterclockwise turn around the point $`t_j^0`$, and ends at the same point $`x_j`$ (or, better to say, at the point $`t_j^0+e^{2\pi i}\left(x_jt_j^0\right)`$). Since $`x_j\left(D_{t_j,\rho _j\left(𝒕^0\right)}\right)D_{t_j^0,\delta }`$, $`\mu D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$ for every $`t_jD_{t_j^0,\delta }`$. Since in $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$ the representation (6.20) holds, Theorem 5.18 can be formulated in the following “$`𝒕`$-dependent” version:

###### Theorem 6.9.

Assume that the matrix $`Q_j(𝐭^0)`$ is non-resonant. Let $`\alpha _j`$ be a path leading from the initial point $`x_0`$ to a punctured neighborhood of the singular point $`t_j^0`$, and let $`\gamma _{\alpha _j}`$ be the loop generated by the path $`\alpha _j`$ (as described above).

If $`𝐭𝖣(𝐭^0,\delta )`$, and $`\delta >0`$ is small enough, then the monodromy matrix $`M_{\gamma _{\alpha _j}}(𝐭)`$ for the equation (6.1), corresponding to the loop $`\gamma _{\alpha _j}`$, and the exponent $`A_{\alpha _j}(𝐭)`$ of the principal factor of the representation (6.20) of its solution $`Y_{\alpha _j}(x,𝐭)`$ are related by the equality

(6.23)
$$M_{\gamma _{\alpha _j}}\left(𝒕\right)=\mathrm{exp}\left\{2\pi iA_{\alpha _j}\left(𝒕\right)\right\}.$$

The question arises, whether the monodromy matrix $`M_{\gamma _{\alpha _j}}(𝒕)`$ determines the exponent $`A_{\alpha _j}(𝒕)`$ uniquely? In particular, does the equality $`A_{\alpha _j}(𝒕^{})=A_{\alpha _j}(𝒕^{\prime \prime })`$ follow from the equality $`M_{\gamma _{\alpha _j}}(𝒕^{})=M_{\gamma _{\alpha _j}}(𝒕^{\prime \prime })`$, if $`𝒕^{},𝒕^{\prime \prime }𝖣(𝒕^0,\delta )`$, and $`\delta `$ is small enough?

The latter question is closely related to the description of the set of solutions of the matrix equation (with respect to $`A`$):

(6.24)
$$\mathrm{exp}\left\{2\pi iA\right\}=M,$$

where $`M`$ is a given $`k\times k`$ matrix. A description of the set of solutions of (6.24) can be found in \[Gant\], Chapter VIII, §8. The invertibility of $`M`$ is the necessary and sufficient condition for the solvability of (6.24). Given $`M,detM0`$, the set of solutions of (6.24) is always infinite. Our prime interest is in conditions under which a certain solution $`A_0`$ of the equation (6.24) is isolated. In general, non-isolated solutions may exist. For example, let $`M=\text{diag}[1,1]`$ , $`A_0=\text{diag}[0,1]`$, and let $`T`$ be an arbitrary invertible matrix. Then $`\mathrm{exp}\left\{2\pi i\left(T^1A_0T\right)\right\}=M`$. If $`T`$ is non-diagonal matrix, then $`T^1A_0TA_0`$, but if $`T`$ is close to $`I`$, then $`T^1A_0T`$ is close to $`A_0`$.

###### Lemma 6.10.

Given a non-resonant matrix $`A_0`$, there exists $`\epsilon >0`$ such that from the conditions $`\mathrm{exp}\{2\pi iA_0\}=\mathrm{exp}\{2\pi iA\}`$ and $`AA_0<\epsilon `$ it follows that $`A=A_0`$.

PROOF.Since $`A_0`$ is non-resonant, there exists an open (not necessarily connected) set $`𝒪,𝒪`$ containing the spectrum of $`A_0`$ such that the mapping $`\zeta \mathrm{exp}\left\{2\pi i\zeta \right\}`$ is univalent (schlicht) in $`𝒪`$. If $`\epsilon `$ is small enough, the set $`𝒪`$ also contains the spectra of all matrices $`A`$ satisfying the conditions $`AA_0<\epsilon `$. The set $`𝒢=\mathrm{exp}\left\{2\pi i𝒪\right\}`$ is an open set containing all the spectra of the matrices $`\mathrm{exp}\left\{2\pi iA\right\}`$ with $`AA_0<\epsilon `$, in particular, the spectrum of the matrix $`\mathrm{exp}\left\{2\pi iA_0\right\}`$. If $`{\displaystyle \frac{1}{2\pi i}}\text{Ln}w`$, $`{\displaystyle \frac{1}{2\pi i}}\text{Ln}:𝒢𝒪`$, is a function, inverse to the function $`\mathrm{exp}\left\{2\pi i\zeta \right\}:𝒪𝒢`$, that is $`{\displaystyle \frac{1}{2\pi i}}\text{Ln}\left(\mathrm{exp}\left\{2\pi i\zeta \right\}\right)\zeta \zeta 𝒪`$, then $`{\displaystyle \frac{1}{2\pi i}}\text{Ln}\left(\mathrm{exp}\left\{2\pi iA\right\}\right)A`$ for all matrices $`A`$ whose spectra are contained in $`𝒪`$, in particular, $`A:AA_0<\epsilon `$. Q.E.D.

Since the matrix $`A_{\alpha _j}\left(𝒕^0\right)`$ is similar to the matrix $`Q_j\left(𝒕^0\right)`$, the following result is the direct consequence of Lemma 6.10 and Theorem 6.9:

###### Theorem 6.11.

Let the matrix $`Q_j(𝐭^0)`$ be non-resonant, and let $`A_{\alpha _j}(𝐭)`$ and $`M_{\gamma _{\alpha _j}}(𝐭)`$ be the same as in the formulation of Theorem 6.9. If $`\delta >0`$ is small enough, and if for some $`𝐭^{},𝐭^{\prime \prime }𝖣(𝐭^0,\delta )`$, the equalities $`M_{\gamma _{\alpha _j}}(𝐭^{\mathbf{}})=M_{\gamma _{\alpha _j}}(𝐭^{\prime \prime })`$ hold, then the equalities $`A_{\alpha _j}(𝐭^{})=A_{\alpha _j}(𝐭^{\prime \prime })`$ hold as well. In particular, if $`M_{\gamma _{\alpha _j}}(𝐭)M_{\gamma _{\alpha _j}}(𝐭^0)`$ in $`𝖣(𝐭^0,\delta )`$, then $`A_{\alpha _j}(𝐭)A_{\alpha _j}(𝐭^0)`$ in $`𝖣(𝐭^0,\delta )`$ as well.

###### Remark 6.12.

If the matrix $`Q_j\left(𝒕^0\right)`$ is resonant, then, trying to formulate a “$`𝒕`$-dependent” version of Theorem 5.16, we should seek the representation of the solution $`Y_{\alpha _j}\left(𝒕\right)`$ near $`𝒕^0`$ in the form

(6.25)
$$Y_{\alpha _j}(x,𝒕)=H_{\alpha _j}(x,𝒕)\left(xt_j\right)^{Z_{\alpha _j}\left(𝒕\right)}\left(xt_j\right)^{A_{\alpha _j}\left(𝒕\right)},x\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j),$$

where the matrices $`H_{\alpha _j}(x,𝒕),H_{\alpha _j}^1(x,𝒕)`$ are holomorphic for $`xD_{t_j,\rho \left(𝒕^0\right)}`$ and $`𝒕𝖣(𝒕^0,\rho _j\left(𝒕^0\right))`$, the matrices $`Z_{\alpha _j}\left(𝒕\right),A_{\alpha _j}\left(𝒕\right)`$ are holomorphic for $`𝒕𝖣(𝒕^0,\rho _j\left(𝒕^0\right))`$, and moreover the matrices $`Z_{\alpha _j}\left(𝒕\right)`$ are diagonalizable , the eigenvalues of $`Z_{\alpha _j}\left(𝒕\right)`$ are integer, the eigenvalues of $`A_{\alpha _j}\left(𝒕\right)`$ and the eigenvalues of $`Q_j\left(𝒕\right)`$ are related by equalities analogous to the equalities (5.29). However, if the matrix $`Q_j\left(𝒕^0\right)`$ is resonant, the representation of the form (6.25), with holomorphic $`Z_{\alpha _j}\left(𝒕\right),A_{\alpha _j}\left(𝒕\right)`$, does not exist in general. The reason is that it is possible for the matrix $`Q_j\left(𝒕^0\right)`$ to be resonant, while all the matrices $`Q_j\left(𝒕\right)`$ for $`𝒕𝒕^0`$ are non-resonant. (The property of resonance is unstable under small perturbations). According to Theorem 5.15, the solution $`Y_{\alpha _j}\left(𝒕\right)`$ must be of the form (6.20) for $`𝒕𝒕^0`$. According to Theorem 5.16, it must be of the form (6.25) for $`𝒕=𝒕^0`$, where in general $`Z_{\alpha _j}\left(𝒕^0\right)0`$. However, such a bifurcation is incompatible with the holomorphy of $`Z_{\alpha _j}\left(𝒕\right)`$.

## 7. ISOPRINCIPAL AND ISOMONODROMIC DEFORMATIONS.

Consider a Fuchsian equation (6.1), where $`k\times k`$ matrices $`Q_p\left(𝒕\right),1pn,`$ are holomorphic in $`𝒕`$ for $`𝒕`$ from a domain $`𝓓`$, $`𝓓_{}^n`$. The equation (6.1) is considered as a differential equation with respect to the variable $`x`$, and $`𝒕=(t_1,\mathrm{},t_n)`$ is considered as a parameter. Recall that we use the terminology “the deformation of Fuchsian equation” for a Fuchsian equation depending on a parameter<sup>18</sup><sup>18</sup>18 We consider only such deformations, where the loci $`𝒕=(t_1,\mathrm{},t_n)`$ serve as a parameter, and the dependence on the parameter is holomorphic..

###### Definition 7.1.

Let (6.1) be a deformation of Fuchsian equation, where $`k\times k`$ matrices $`Q_p\left(𝒕\right),1pn,`$ are holomorphic in a domain $`𝓓,𝓓_{}^n`$, and let $`𝒕^0=(t_1^0,\mathrm{},t_n^0)`$ be a point of $`𝓓`$. The deformation is said to be isomonodromic with respect to a distinguished point $`x_0`$ at the pole loci $`𝒕^0`$ if for every loop $`\gamma `$ with the distinguished point $`x_0`$, $`\gamma \{t_1^0,\mathrm{},t_n^0\}`$, there exists $`\delta >0`$, $`\delta =\delta (𝒕^0,\gamma )`$, such that the monodromy matrix $`M_\gamma \left(𝒕\right)`$ of the deformation (6.1) along the loop $`\gamma `$ does not depend on $`𝒕`$ in $`𝖣(𝒕^0,\delta )`$: $`M_\gamma \left(𝒕\right)M_\gamma \left(𝒕^0\right)𝒕𝖣(𝒕^0,\delta ).`$ (Of course, we assume that $`\delta <\text{dist}(𝒕^0,\gamma )`$, so that $`\gamma \{t_1,\mathrm{},t_n\}`$ for $`𝒕𝖣(𝒕^0,\delta )`$, and the monodromy matrix $`M_\gamma \left(𝒕\right)`$ is well defined for such $`𝒕`$). The deformation is said to be isomonodromic with respect to $`x_0`$ in $`𝓓`$ if it is isomonodromic with respect to $`x_0`$ at every pole loci $`𝒕𝓓`$.

###### Remark 7.2.

To check that the deformation (6.1) is isomonodromic at $`𝒕^0`$, there is no need to examine the monodromy matrix $`M_\gamma \left(𝒕\right)`$ for all loops $`\gamma `$. It is enough to choose loops $`\gamma _j,j=1,\mathrm{},n,\gamma _j\{t_1^0,\mathrm{},t_n^0\}`$, generating <sup>19</sup><sup>19</sup>19 If $`𝒕𝖣(𝒕^0,\delta )`$ and $`\delta >0`$ is small enough, then such loops $`\gamma _j`$ satisfy the condition $`\gamma _j\{t_1,\mathrm{},t_n\}`$ and generate the fundamental group $`\pi (\{t_1,\mathrm{},t_n\},x_0)`$. See Figure 4.the fundamental group $`\pi (\{t_1^0,\mathrm{},t_n^0\},x_0)`$, and to check the the monodromy matrices $`M_{\gamma _j}\left(𝒕\right)`$ do not depend on $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$, $`\delta >0`$ is small enough.

###### Remark 7.3.

If $`\gamma `$ is a loop with the distinguished point $`x_0`$, and $`t_j\gamma ,j=1,\mathrm{},n`$, then the monodromy matrix $`M_\gamma (\mathbf{.})`$ is holomorphic at the point $`𝒕=(t_1,\mathrm{},t_n)`$. From the uniqueness theorem for holomorphic functions and from elementary topological considerations it follows that if the deformation (6.1) is isomonodromic at some $`𝒕𝓓`$, then it is isomonodromic at every $`𝒕𝓓`$.

###### Definition 7.4.

Deformation (6.1) is said to be isospectral, if for every $`j,j=1,\mathrm{},n,`$ the spectrum of the matrix $`Q_j\left(𝒕\right)`$ does not depend on $`𝒕`$ in $`𝓓`$: $`\mathrm{spec}Q_j\left(𝒕^{}\right)=\mathrm{spec}Q_j\left(𝒕^{\prime \prime }\right)`$ (the sets coincides “with multiplicities”) for every $`𝒕^{},𝒕^{\prime \prime }𝓓`$.

###### Theorem 7.5.

If a deformation (6.1) is isomonodromic with respect to a distinguished point, then it is also isospectral.

PROOF. For given $`j`$, the coefficients of the characteristic polynomials of the matrix $`Q_j\left(𝒕\right)`$ are holomorphic with respect to $`𝒕`$ in $`𝓓`$. Therefore, it is enough to prove that for some $`\delta >0`$, this polynomial does not depend on $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$ or, what is the same, that the spectrum $`\mathrm{spec}Q_j\left(𝒕\right)`$ does not depend on $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$. Let $`\gamma _j`$ be a loop with the distinguished point $`x_0`$ wich makes one turn counterclockwise around the singular point $`t_j^0`$ and makes no turns around other singular points $`t_p^0,p=1,\mathrm{},n,pj`$, as it was described in the formulation of Theorem 5.19. The monodromy matrix $`M_{\gamma _j}\left(𝒕\right)`$ does not depend on $`𝒕`$ for $`𝒕`$ which are close to $`𝒕^0`$ (In general, $`M_{\gamma _j}\left(𝒕\right)=M_{\gamma _j}\left(𝒕^0\right)`$ if it is possible to pass from $`𝒕^0`$ to $`𝒕`$ in $`𝓓`$ so that no $`t_p`$ crosses the loop $`\gamma _j`$). According to Theorem 5.19, the set $`\mathrm{exp}\left\{\mathrm{spec}Q_j\left(𝒕\right)\right\}`$ does not depend on $`𝒕`$ in $`𝖣(𝒕^0,\delta )`$. However, on the one hand, the spectrum $`\mathrm{spec}Q_j\left(𝒕\right)`$ depends on $`𝒕`$ continuously, and on the other hand, the mapping $`\zeta \mathrm{exp}\left\{\zeta \right\}`$ is locally univalent (schlicht). Therefore, the set $`\mathrm{spec}Q_j\left(𝒕\right)`$ does not depend on $`𝒕`$ in $`𝖣(𝒕^0,\delta )`$ if $`\delta `$ is small enough. Q.E.D.

Let (6.1) be an isomodromic with respect to $`x_0`$ deformation of Fuchsian equation, and let for a certain $`j`$, the matrix $`Q_j\left(𝒕^0\right)`$ be non-resonant <sup>20</sup><sup>20</sup>20 According to Theorem 7.5, the matrix $`Q_j(𝒕)`$ in non-resonant for every $`𝒕𝓓`$.. Let $`\alpha _j`$, $`\alpha _j\{t_1^0,\mathrm{},t_n^0\}`$, be a path leading from the point $`x_0`$ to a small neighborhood of the point $`t_j^0`$. According to Theorem 6.11, for $`𝒕𝖣(𝒕^0,\delta )`$, the solution $`Y_{\alpha _j}(x,𝒕)`$, normalized at the distinguished point $`x_0`$ by the condition (6.12) and continued analytically to the neighborhood of $`t_j^0`$, is representable near $`t_j`$ in the form

(7.1)
$$Y_{\alpha _j}(x,𝒕)=H_{\alpha _j}(x,𝒕)\left(xt_j\right)^{A_{\alpha _j}},xD_{t_j,\rho },𝒕𝖣(𝒕^0,\delta ),$$

where $`\delta `$ and $`\rho `$ are some positive numbers, the regular factor $`H(x,𝒕)`$ is holomorphic in $`x,𝒕`$ and invertible for $`xD_{t_j,\rho }`$, $`𝒕𝖣(𝒕^0,\delta )`$, and the exponent $`A_{\alpha _j}`$ of the principal factor $`\left(xt_j\right)^{A_{\alpha _j}}`$ does not depend on $`𝒕`$. Thus it is natural to give the following definition:

###### Definition 7.6.

The deformation (6.1) is said to be isoprincipal with respect to a distinguished point $`x_0`$ in the narrow sense at the pole loci $`𝒕^0=(t_1^0,\mathrm{},t_n^0)`$, $`(𝒕^0𝓓`$), if for every $`j=1,\mathrm{},n`$ and for some paths $`\alpha _1,\mathrm{},\alpha _n`$ leading from $`x_0`$ to neighborhoods of the points $`t_1^0,\mathrm{},t_n^0`$ respectively, the solution $`Y_{\alpha _j}(x,𝒕)`$ normalized at $`x_0`$ by (6.12) is representable in the form (7.1) near $`t_j`$, where the matrices $`A_{\alpha _j}`$ do not depend on $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$, $`\delta >0`$ is small enough.

We emphasize that we do not require in this definition that the matrices $`Q_j\left(𝒕^0\right)`$ are non-resonant. Of course, in order for this definition to be correct, we must check that it does not depend on the choice of the paths $`\alpha _j`$. This can be done easily. Below (Lemma 7.13) we prove this independence in a more general situation. Let us summarize the results in the form of two lemmas:

###### Lemma 7.7.

In the non-resonant case (i.e., if all the matrices $`Q_j(𝐭^0)`$ are non-resonant), every isomonodromic deformation is isoprincipal in the narrow sense as well.

This lemma is the immediate consequence of Theorem 6.11. The converse is true always, without any assumption of non-resonance.

###### Lemma 7.8.

If the deformation (6.1) is isoprincipal (in the “narrow sense”) at some $`𝐭^0`$ (no assumptions on the matrices $`Q_j(𝐭^0),j=1,\mathrm{},n`$ are made), then this deformation is isomonodromic as well.

PROOF. If the solution $`Y_{\alpha _j}(x,𝒕)`$ of (6.1) is representable in the form (7.1) with a constant $`A_{\alpha _j}`$, then $`M_{\gamma _{\alpha _j}}\left(𝒕\right)=\mathrm{exp}\left\{2\pi iA_{\alpha _j}\right\}`$, where $`M_{\gamma _{\alpha _j}}`$ is the monodromy matrix along the loop $`\gamma _{\alpha _j}`$ generated by the path $`\alpha _j`$. Therefore, $`M_{\gamma _{\alpha _j}}`$ does not depend on $`𝒕`$. Q.E.D.

###### Remark 7.9.

If a deformation (6.1) is isomonodromic, but some of the matrices $`Q_j\left(𝒕\right)`$ are not non-resonant, then this deformation may be not isoprincipal. As we shall see later, there is a rich class of deformations of Fuchsian equations all fundamental solutions $`Y(x,𝒕)`$ of which are rational functions of $`x`$. Thus, such deformations are isomonodromic. (Their monodromies are trivial). However, most of these deformations are not isoprincipal.

From Lemmas 7.7 and 7.8 it follows that in the non-resonant case the classes of isomonodromic deformations and of isoprincipal (in the “narrow sense”) deformations coincide. This is a useful observation. On the one hand, it is the property of ”isoprincipalness” that implies the Schlesinger system for the matrix functions $`Q_p\left(𝒕\right)`$ appearing in the deformation. (We prove this implication below). On the other hand, there are methods, which are based on solving the so called Riemann-Hilbert problem, that allow to construct deformations of Fuchsian equations with the prescribed monodromy, but not with the prescribed principal factors of the solutions $`Y_{\alpha _j}`$. In particular, such methods allow (under non-resonance condition and certain other restrictions) to construct directly isomonodromic (but not isoprincipal) deformations. The proof of the fact that the resulting $`Q_j\left(𝒕\right)`$ satisfy the Schlesinger system uses essentially the equivalency of these two classes of deformations in the non-resonant case.

However, the above given “narrow” definition of the isoprincipalness, which is quite natural in the non-resonant case, seems to be a little bit artificial and too restrictive in the general case. Indeed, in the general case the solutions $`Y_{\alpha _j}\left(𝒕\right)`$ of the equation (6.1) are of the form (6.25), where exponents $`Z_{\alpha _j}\left(𝒕\right)`$ and $`A_{\alpha _j}\left(𝒕\right)`$ depend on $`𝒕`$ in general and posses some additional properties. In particular, the matrix $`A_{\alpha _j}\left(𝒕\right)`$ is non-resonant, the matrix $`Z_{\alpha _j}\left(𝒕\right)`$ is diagonalizable, with integer eigenvalues. (These exponents may be non-holomorphic, and even discontinuous functions of $`𝒕`$. See Remark 6.12). If these exponents are constant then we have good reason to call such a deformation isoprincipal. However, we have no need to go into detail. All that is important for us is that the principal factor $`\left(xt_j\right)^{Z_{\alpha _j}}\left(xt_j\right)^{A_{\alpha _j}}`$ depends on the difference $`xt_j`$ only if the exponents $`Z_{\alpha _j}`$ and $`A_{\alpha _j}`$ do not depend on $`𝒕`$.

###### Definition 7.10.

The deformation (6.1) is said to be isoprincipal with respect to a distinguished point $`x_0`$ (in the wide sense) at a pole loci $`𝒕^0=(t_1^0,\mathrm{},t_n^0)`$, $`(𝒕^0𝓓`$), if for every $`j=1,\mathrm{},n`$ and for some paths $`\alpha _1,\mathrm{},\alpha _n`$ leading from $`x_0`$ to neighborhoods of the points $`t_1^0,\mathrm{},t_n^0`$ respectively, the solution $`Y_{\alpha _j}(x,𝒕)`$ normalized at $`x_0`$ by (6.12) is representable in the form

(7.2)
$$Y_{\alpha _j}(x,𝒕)=H_{\alpha _j}(x,𝒕)E_{\alpha _j}\left(xt_j\right),xD_{t_j,\rho }\left\{t_j\right\},𝒕𝖣(𝒕^0,\delta ),$$

where the matrix functions $`H_{\alpha _j}(x,𝒕)`$, $`\left(H_{\alpha _j}(x,𝒕)\right)^1`$ are holomorphic in $`x,𝒕`$ for $`xD_{t_j,\rho },𝒕𝖣(𝒕^0,\delta )`$, ($`\rho `$ and $`\delta `$ are some positive numbers), and $`E_{\alpha _j}\left(\zeta \right),j=1,\mathrm{},n,`$ are matrix functions possessing the properties:

1. $`E_{\alpha _j}\left(\zeta \right)`$ are holomorphic on the Riemann surface of logarithm<sup>21</sup><sup>21</sup>21 The Riemann surface of logarithm is the universal covering $`\text{cov}\left(\{0\}\right)`$. Considered as functions defined in $`\{0\}`$, $`E_{\alpha _j}(\zeta )`$ are multivalued in general. and take invertible values there;
2. $`E_{\alpha _j}\left(\zeta \right)`$ do not depend on $`𝒕`$ and $`x`$.

###### Remark 7.11.

Of course, to formulate Definition 7.10 more accurately, we have to describe the geometric configuration more accurately. For every $`j`$, we have to choose the point $`x_j`$ according to (6.9), assuming that $`\delta `$ is small enough, in particular, (6.8) is satisfied. (The value $`\rho _j\left(𝒕^0\right)`$ is defined according to (6.7)). By such a choice of $`x_j`$, the condition (6.10) is satisfied. Then we have to choose the arguments $`\mathrm{arg}\left(x_jt_j^0\right)`$ somehow, (6.14), and then $`\mathrm{arg}\left(x_jt_j\right)`$ for $`t_jD_{t_j^0,\delta }`$ according to (6.15). A point of the universal covering $`\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\},x_j)`$ is a pair $`(x,\mu )`$, where $`x`$ is a point from the punctured disk $`D_{t_j,\rho _j\left(𝒕^0\right)})\{t_j\}`$, and $`\mu `$ is a path which starts at the point $`x_j`$ and ends at the point $`x`$, $`\mu D_{t_j,\rho _j\left(𝒕^0\right)})\{t_j\}`$. The path $`\mu `$, together with the choice of $`\mathrm{arg}\left(x_jt_j\right)`$, determines the value of $`\mathrm{arg}\left(xt_j\right)`$, and hence, the value of $`E_{\alpha _j}\left(xt_j\right)`$. On the other hand, the pair $`(x,\mu )\mathrm{cov}(D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\},x_j)`$ determines the value of the analytic continuation $`Y_{\alpha _j}`$ along the path $`\alpha _j`$ at this point $`(x,\mu )`$. By definition, the value $`Y_{\alpha _j}((x,\mu ),𝒕)`$ is the result of the analytic continuation of the solution normalized at $`x_0`$ by (6.18) along the composed path $`\mu \alpha _j`$ from a neighborhood of $`x_0`$ to the point $`x`$. Since both values, $`Y_{\alpha _j}(x,𝒕)`$ and $`E_{\alpha _j}\left(xt_j\right)`$ are determined for every choice of the path $`\mu `$ (these values may depend on $`\mu `$), the value $`H_{\alpha _j}(x,𝒕)\stackrel{\text{def}}{=}Y_{\alpha _j}(x,𝒕)\left(E_{\alpha _j}\left(xt_j\right)\right)^1`$ is determined for $`xD_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$, and it may depend on $`\mu `$. The definition 7.10 means firstly, that the value $`H_{\alpha _j}(x,𝒕)`$ is determined only by the point $`xD_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$ itself, but does not depend on the path $`\mu `$ leading to this point, thus the function $`H_{\alpha _j}(x,𝒕)`$ as a function of $`x`$ is single-valued in the punctured disk $`D_{t_j,\rho _j\left(𝒕^0\right)}\left\{t_j\right\}`$. Secondly, this definition means that the singularity $`x=t_j`$ of the function $`H_{\alpha _j}(x,𝒕)`$ is removable, that is there exists the limit $`lim_{xt_j,xt_j}H_{\alpha _j}(x,𝒕)\stackrel{\text{def}}{=}H_{\alpha _j}(t_j,𝒕)`$. Thirdly, the definition 7.10 means that the value $`H_{\alpha _j}(t_j,𝒕)`$ is an invertible matrix. (For $`xt_j`$, the values $`H_{\alpha _j}(t_j,𝒕)`$ are invertible, because both the values $`Y_{\alpha _j}(x,𝒕)`$ and $`E_{\alpha _j}\left(xt_j\right)`$ are invertible). So, the accurate definition of the isoprincipal deformation is rather bulky.

Below (Lemma 7.13) we prove that the notion of isoprincipal deformation is well defined, that is the property of the deformation to be isoprincipal at some point does not depend on the choice of the paths $`\alpha _j`$.

###### Theorem 7.12.

If (6.1) is a deformation of Fuchsian equation which is isoprincipal with respect to a distinguished point in the wide sense (i.e, in the sense of Definition 7.10) at a pole loci $`𝐭^0=(t_1^0,\mathrm{},t_n^0)`$, $`(𝐭^0𝓓`$), then the matrices $`E_{\alpha _j}(\zeta ),j=1,\mathrm{},n`$, representing the principle factors, must satisfy the monodromic relations of the form

(7.3)
$$E_{\alpha _j}\left(\zeta e^{2\pi i}\right)=E_{\alpha _j}\left(\zeta \right)M_{\alpha _j},\zeta 0,$$

where $`M_{\alpha _j}`$ are constant (not depending on $`\zeta `$) invertible matrices. For the monodromy matrix $`M_{\gamma _{\alpha _j}}(𝐭)`$ of the equation (6.1) along the loop $`\gamma _{\alpha _j}`$ generated by the paths $`\alpha _j`$, (see Figure 3), the equality

(7.4)
$$M_{\gamma _{\alpha _j}}\left(𝒕\right)=M_{\alpha _j},𝒕𝖣(𝒕^0,\delta ),j=1,\mathrm{},n.$$

holds. In particular, this deformation is isomonodromic with respect to $`x_0`$.

PROOF. For fixed $`𝒕𝖣(𝒕^0,\delta )`$, and for $`xD_{t,\rho }\left\{t_j\right\}`$, consider two matrix functions of $`x`$: $`Y_{\alpha _j}(x,𝒕)`$ and $`Y_{\alpha _j}(t_j+\left(xt_j\right)e^{2\pi i},𝒕)`$. Here $`x`$ and $`t_j+\left(xt_j\right)e^{2\pi i}`$ are considered as points running over the universal covering $`\mathrm{cov}(D_{t_j,\rho }\left\{t_j\right\},x_j)`$ of the punctured disk $`D_{t_j,\rho }\left\{t_j\right\}`$ with the distinguished point $`x_j`$. These two points of the universal covering have the same projections in the complex plane. Therefore, the matrices $`Y_{\alpha _j}(x,𝒕)`$ and $`Y_{\alpha _j}(t_j+\left(xt_j\right)e^{2\pi i},𝒕)`$ can be considered as the values of two different solutions of the same linear differential equation at the same point. From $`detY(x,𝒕)_{|x=x_j}0`$ (see (6.12)) it follows that $`detY_{\alpha _j}(x,𝒕)0`$, $`detY_{\alpha _j}(t_j+\left(xt_j\right)e^{2\pi i},𝒕)0`$. Hence, these solutions are “proportional” as functions of $`x`$:

(7.5)
$$Y_{\alpha _j}(t_j+\left(xt_j\right)e^{2\pi i},𝒕)=Y_{\alpha _j}(x,𝒕)M_{\alpha _j}\left(𝒕\right),xD_{t_j,\rho }\left\{t_j\right\},𝒕𝖣(𝒕^0,\rho ),$$

where $`M_{\alpha _j}\left(𝒕\right)`$ are constant (with respect to $`x`$) non-degenerate matrices, which may depend on $`𝒕`$. Since the factor $`H_{\alpha _j}`$ is univalued ($`H_{\alpha _j}(t_j+\left(xt_j\right)e^{2\pi i},𝒕)=H_{\alpha _j}(x,𝒕)`$), from (7.2) and (7.5) it follows that

(7.6)
$$E_{\alpha _j}\left(\left(xt_j\right)e^{2\pi i}\right)=E_{\alpha _j}\left(xt_j\right)M_{\alpha _j}\left(𝒕\right)$$

Since $`x`$ is an arbitrary point of $`D_{t_j,\rho }\left\{t_j\right\}`$, $`xt_j`$ is an arbitrary point of $`\left\{0\right\}`$. Since the function $`E_{\alpha _j}`$ does not depend on $`𝒕`$, the matrix $`M_{\alpha _j}`$ does not depend on $`𝒕`$ as well. Moreover, the monodromic relation (7.3) holds at lest for $`\zeta :0<\left|\zeta \right|<\rho `$. However, the function $`E_{\alpha _j}`$ is holomorphic in the whole Riemann surface of logarithm. Therefore, the relation (7.3) holds for all $`\zeta :\left|\zeta \right|>0`$.

The expression for the monodromy matrix $`M_{\gamma _{\alpha _j}}\left(𝒕\right)`$ along the loop $`\gamma _{\alpha _j}`$ was already obtained (see (5.19)):

(7.7)
$$M_{\gamma _{\alpha _j}}\left(𝒕\right)=Y_{x_j,\alpha _j}(x_j,𝒕)^1Y_{x_j,\alpha _j}(t_j+\left(x_jt_j\right)e^{2\pi i},𝒕).$$

The equality (7.4) is the consequence of (7.5) and (7.7). Q.E.D.

Let for a certain $`p`$, $`\alpha _p`$ be a path leading from the point $`x_0`$ to a neighborhood of the point $`t_p`$. Let $`\alpha _p^{}`$ be another path leading from $`x_0`$ to the same neighborhood. Let $`Y_{\alpha _p}`$ and $`Y_{\alpha _p^{}}`$ be the analytic continuations of the normalized at $`x_0`$ solution of (6.1) along the paths $`\alpha _p`$ and $`\alpha _p^{}`$ respectively. Then the solutions $`Y_{\alpha _p}`$ and $`Y_{\alpha _p^{}}`$ are related by the relation $`Y_{\alpha _p^{}}(x,𝒕)=Y_{\alpha _p}(x,𝒕)M_\gamma \left(𝒕\right),xD_{t_p,\rho }\left\{t_j\right\}`$, where $`M_\gamma \left(𝒕\right)`$ is the monodromy matrix along the loop $`\gamma `$, constructed from the paths $`\alpha _p`$ and $`\alpha _p^{}`$. (See footnote 17). If the deformation (6.1) is isoprincipal in the sense of the definition 7.10 by a certain choice of the paths $`\alpha _j,j=1,\mathrm{},n`$, then, according to Theorem 7.12, this deformation is isomonodromic. In particular, the monodromy matrix $`M_\gamma \left(𝒕\right)`$ in (7.8) does not depend on $`𝒕`$: $`M_\gamma \left(𝒕\right)=M_\gamma `$, thus

(7.8)
$$Y_{\alpha _p^{}}(x,𝒕)=Y_{\alpha _p}(x,𝒕)M_\gamma ,xD_{t_p,\rho }\left\{t_j\right\},$$

Therefore, the solution $`Y_{\alpha _p^{}}`$ is representable in the form

(7.9)
$$Y_{\alpha _p^{}}(x,𝒕)=H_{\alpha _p^{}}(x,𝒕)E_{\alpha _p^{}}\left(xt_j\right),xD_{t_j,\rho }\left\{t_j\right\},𝒕𝖣(t_j,\rho ),$$

with $`H_{\alpha _p^{}}(x,𝒕)=H_{\alpha _p}(x,𝒕)M_\gamma `$, $`E_{\alpha _p^{}}\left(\zeta \right)=M_\gamma ^1E_{\alpha _p}\left(\zeta \right)M_\gamma `$. Since the matrices $`E_{\alpha _p}\left(\zeta \right)`$ and $`M_\gamma `$ do not depend on $`𝒕`$, the matrix $`E_{\alpha _p^{}}\left(\zeta \right)`$ does not depend on $`𝒕`$ as well. So, we prove the following

###### Lemma 7.13.

The notion of the isoprincipal deformation at a point is well defined. If the deformation (6.1) is isoprincipal at the point $`𝐭^0`$ for some choice of the paths $`\alpha _j,j=1,\mathrm{},n`$ leading from $`x_0`$ to neighborhoods of the singularities $`t_j^0`$, then this deformation is isoprincipal at this point for any other choice of such paths.

###### Definition 7.14.

The deformation (6.1), where the coefficients $`Q_p\left(𝒕\right),p=1,\mathrm{},n,`$ are holomorphic for $`𝒕𝓓`$, $`𝓓`$ is an open set in $`_{}^n`$, is said to be isoprincipal (in the wide sense) in $`𝓓`$ if it is isoprincipal at every point $`𝒕𝓓`$.

###### Theorem 7.15.

If the deformation (6.1) is isoprincipal with respect to $`x_0`$ at some $`𝐭^0`$, $`𝐭^0𝓓`$, and the open set $`𝓓`$ is connected, then this deformation is isoprincipal with respect to $`x_0`$ in $`𝓓`$ (i.e., at every $`𝐭𝓓`$).

We omit proof of this theorem.

## 8.  ISOPRINCIPALNESS OF A DEFORMATION IMPLIES THE SCHLESINGER SYSTEM FOR ITS COEFFICIENTS

###### Lemma 8.1.

Let the deformation <sup>22</sup><sup>22</sup>22The condition $`\underset{1pn}{}Q_p\left(𝐭\right)0,𝐭𝒟,`$ is assumed. (6.1) be isoprincipal with respect to a distinguished point $`x_0`$ (in the wide sense) at some pole loci $`𝐭^0`$, $`𝐭^0𝓓`$, and let $`Y(x,𝐭),`$ $`x\text{cov}(\overline{}\{t_1,\mathrm{},t_n\}),𝐭𝓓,`$ be the solution of the differential equation (6.1) which is normalized by the condition (6.12) at the distinguished point $`x_0`$.

Then the equalities

(8.1)
$$\frac{Y(x,𝒕)}{t_k}=Q_k\left(𝒕\right)\left(\frac{1}{x_0t_k}\frac{1}{xt_k}\right)Y(x,𝒕),k=1,\mathrm{},n$$

are satisfied. In particular, if $`x_0=\mathrm{}`$, then the equations (4.1b) are satisfied.

PROOF. The key to the proof are the (trivial, but nevertheless very useful) equalities

(8.2)
$$\frac{d}{dx}E_{\alpha _j}\left(xt_j\right)=\frac{}{t_j}E_{\alpha _j}\left(xt_j\right),j=1,\mathrm{},n,$$

which express the fact that the functions $`E_{\alpha _j}\left(xt_j\right)`$ depend only on the difference of the arguments $`x`$ and $`t_j`$. Expressing the logarithmic derivative $`{\displaystyle \frac{dY}{dx}}Y^1`$ from the differential equation (6.1): $`{\displaystyle \frac{dY}{dx}}Y^1={\displaystyle \underset{p}{}}{\displaystyle \frac{Q_p\left(𝒕\right)}{xt_p}}`$ , we derive its behavior in a neighborhood of the singular point $`t_j`$:

(8.3)
$$\begin{array}{c}\frac{dY}{dx}(x,𝒕)Y^1(x,𝒕)=\hfill \\ \hfill =\frac{Q_j\left(𝒕\right)}{xt_j}+\left(\text{a function of }x\text{, holomorphic with respect to }x\right),\\ \hfill xD_{t_j,\rho },j=1,\mathrm{}n.\end{array}$$

($`D_{t_j,\rho }=\{z:\left|zt_j\right|<\rho \},\rho `$ is a positive number). We restrict our consideration to $`𝒕𝖣(𝒕^0,\delta )`$, where $`\delta >0`$ is small enough, so that the representations (7.2) of the solution $`Y(x,𝒕)`$ hold in the appropriate neighborhoods $`D_{t_j,\rho }\left\{t_j\right\}`$ of the singular points $`t_j`$. Using the representation (7.2), we see that

(8.4)
$$\begin{array}{c}\frac{dY_{\alpha _j}}{dx}(x,𝒕)Y_{\alpha _j}^1(x,𝒕)=H_{\alpha _j}(x,𝒕)\left(\frac{d}{dx}E_{\alpha _j}\left(xt_j\right)E_{\alpha _j}^1\left(xt_j\right)\right)H_{\alpha _j}^1(x,𝒕)\hfill \\ \hfill +\left(\frac{d}{dx}H_{\alpha _j}(x,𝒕)\right)\left)H_{\alpha _j}^1\right(x,𝒕).\end{array}$$

Since the function $`H_{\alpha _j}(x,𝒕)`$ is holomorphic and invertible in an entire (non-punctured) neighborhood of the singular point $`t_j`$, comparing (8.3) and (8.4), we obtain

(8.5)
$$\begin{array}{c}H_{\alpha _j}(x,𝒕)\left(\frac{d}{dx}E_{\alpha _j}\left(xt_j\right)\left(E_{\alpha _j}\left(xt_j\right)\right)^1\right)H_{\alpha _j}(x,𝒕)^1=\hfill \\ \hfill =\frac{Q_j}{xt_j}+\left(\text{a function of }x\text{, holomorphic with respect to }x\right),\\ \hfill xD_{t_j,\rho },j=1,\mathrm{}n.\end{array}$$

Let us investigate the logarithmic derivatives $`{\displaystyle \frac{Y}{t_k}}(x,𝒕)Y^1(x,𝒕),`$ as functions of $`x`$. First of all we remark that for fixed $`𝒕`$, these function are single valued and holomorphic with respect to $`x`$ in the domain $`\overline{}\{t_1,\mathrm{},t_n\}`$. Indeed, let $`𝒪`$ be a simply connected open set in $`\overline{}`$ separated from the points $`t_1^0,\mathrm{},t_n^0`$: $`\text{dist}(𝒪,\{t_1^0,\mathrm{},t_n^0\})>0.`$ Let $`Y_1(x,𝒕),Y_2(x,𝒕)`$ be two branches of the solution $`Y(x,𝒕)`$ in $`𝒪`$, that is the functions $`Y_1(x,𝒕),Y_2(x,𝒕)`$ are obtained by the analytic continuation of the solution of (6.1) along two different paths $`\gamma _1,\gamma _2`$ leading from $`x_0`$ to $`𝒪`$. These branches $`Y_1(x,𝒕),Y_2(x,𝒕)`$ must satisfy the relation $`Y_2(x,𝒕)=Y_1(x,𝒕)M_\gamma \left(𝒕\right)`$, where $`M_\gamma \left(𝒕\right)`$ is the monodromy matrix corresponding to the loop $`\gamma `$ constructing from the paths $`\gamma _1`$ and $`\gamma _2`$. In general, this monodromy matrix $`M_\gamma \left(𝒕\right)`$ may depend on $`𝒕`$. However, according to Theorem 7.12, the considered deformation is isomonodromic. In particular, the matrix $`M_\gamma \left(𝒕\right)`$ does not depend on $`𝒕`$, that is $`Y_2(x,𝒕)=Y_1(x,𝒕)M_\gamma `$, where $`M_\gamma `$ does not depend on $`𝒕`$ and is invertible. ($`M_\gamma `$ may depend on the choice of the branches $`Y_1`$ and $`Y_2`$.) Differentiating the last equality with respect to $`t_k`$, we obtain $`{\displaystyle \frac{Y_2}{t_k}}={\displaystyle \frac{Y_1}{t_k}}M_{\gamma .}`$ From the last two equalities it follows that $`{\displaystyle \frac{Y_1}{t_k}}Y_1^1={\displaystyle \frac{Y_2}{t_k}}Y_2^1`$, that is the logarithmic derivative $`{\displaystyle \frac{Y}{t_k}}Y^1`$ is a single-valued holomorphic function of $`x`$ in $`\overline{}\{t_1,\mathrm{},t_n\}`$. Using the representation (7.2) in a neighborhood of the singular point $`t_j`$, we see that for $`jk`$

$$\frac{Y}{t_k}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)=\frac{H_{\alpha _j}(x,𝒕)}{t_k}H_{\alpha _j}^1(x,𝒕),xD_{t_j,\rho }.$$

(For $`jk`$, the second factor $`E_{\alpha _j}\left(xt_j\right)`$ in (7.2) does not depend on $`t_k`$.) Since the function $`H_{\alpha _j}(x,𝒕)`$ is holomorphic with respect to $`(x,𝒕)`$ for $`xD_{t_j,\rho },𝒕𝖣(𝒕^0,\delta )`$, so is the function $`\frac{Y}{t_k}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)`$ for $`jk`$.

For $`j=k`$, we have to take into account the factor $`E_{\alpha _j}\left(xt_j\right)`$:

$$\begin{array}{c}\frac{Y}{t_k}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)=\hfill \\ \hfill =H_{\alpha _k}(x,𝒕)\left(\frac{}{t_k}E_{\alpha _k}\left(xt_k\right)E_{\alpha _k}^1\left(xt_k\right)\right)H_{\alpha _k}^1(x,𝒕)\\ \hfill +\frac{H_{\alpha _k}(x,𝒕)}{t_k}H_{\alpha _k}^1(x,𝒕),xD_{t_k,\rho }.\end{array}$$

The function $`{\displaystyle \frac{H_{\alpha _k}(x,𝒕)}{t_k}}H_{\alpha _k}^1(x,𝒕)`$ is holomorphic for $`xD_{t_j,\rho }`$. Taking into account (8.2) and (8.5), we come to the conclusion:

(8.6)
$$\begin{array}{c}\frac{Y}{t_k}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)=\frac{Q_k}{xt_k}+\hfill \\ \hfill +\left(\text{a function holomorphic with respect to }x\right),xD_{t_k,\rho }.\end{array}$$

Thus, the function $`{\displaystyle \frac{Y}{t_k}}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)`$, considered as a function of the variable $`x`$, is holomorphic in the entire extended complex plane $`\overline{}`$, except the point $`t_k`$. Near $`t_k`$ this function behaves as it described in (8.6). Therefore,

$$\frac{Y}{t_k}\left((x,𝒕)\right)Y^1\left((x,𝒕)\right)=\frac{Q_k}{xt_k}+C_k\left(𝒕\right),$$

where $`C_k\left(𝒕\right)`$ does not depend on $`x`$. To determine $`C_k\left(𝒕\right)`$, we use the normalizing condition (6.12). Since $`Y(x_0,𝒕)I`$, $`{\displaystyle \frac{Y(x_0,𝒕)}{t_k}}=0`$, i.e. $`{\displaystyle \frac{Q_k\left(𝒕\right)}{xt_k}}+C_k\left(𝒕\right)=0`$ at $`x=x_0`$. Thus, (8.1) holds. Q.E.D.

###### Theorem 8.2.

Let a $`k\times k`$ matrix functions $`Q_j(𝐭)`$, $`𝐭=(t_1,\mathrm{},t_n),j=1,\mathrm{},n`$, are holomorphic for $`𝐭𝓓`$, where $`𝓓_{}^n`$ is an open connected set, and satisfying the condition

$$\underset{1jn}{}Q_j\left(𝒕\right)=0,𝒕𝓓.$$

Assume that the deformation

$$\frac{dY}{dx}=\left(\underset{1jn}{}\frac{Q_j\left(𝒕\right)}{xt_j}\right)Y$$

is isoprincipal (in the wide sense) with respect to the distinguished point $`x_0=\mathrm{}`$ at least for one pole loci $`𝐭^0𝓓`$.

Then the matrix functions $`Q_j(𝐭),j=1,\mathrm{},n`$, satisfy the Schlesinger system (1.1) for all $`𝐭𝓓`$.

PROOF. Let $`Y(x,𝒕)`$ be the solution of the differential equation (6.1) satisfying the normalizing condition $`Y(x,𝒕)_{x=\mathrm{}}=I.`$ According to Lemma 8.1, the equations (4.1b) are satisfied for $`x\overline{}\{t_1,\mathrm{},t_n\},𝒕𝖣(𝒕^0,\delta )`$. The equation (4.1a) is the same as the equation (6.1). According to Theorem 4.1, the matrix functions $`Q_j\left(𝒕\right)`$, $`𝒕=(t_1,\mathrm{},t_n),j=1,\mathrm{},n`$ satisfy the Schlesinger system (1.1) for $`𝒕𝖣(𝒕^0,\delta )`$. Since matrix functions in both left and right hand sides of (1.1) are holomorphic in $`𝓓`$ and coincide in $`𝖣(𝒕^0,\delta )`$, they coincide everywhere in $`𝓓`$. Q.E.D.

## 9. CONSTRUCTION OF THE ISOPRINCIPAL DEFORMATIONS AS A TOOL FOR SOLVING THE SCHLESINGER SYSTEM.

Theorem 8.2 opens a way for constructing solutions of the Schlesinger system. The Cauchy problem for this system can be formulated as follows.

Given $`𝒕^0_{}^n`$ and $`k\times k`$ matrices $`Q_1^0,\mathrm{},Q_n^0`$, one needs to find matrix functions $`Q_1(𝒕),\mathrm{},Q_n(𝒕)`$ of the variable $`𝒕`$ satisfying the Schlesinger system (1.1) and the initial condition

(9.1)
$$Q_j\left(𝒕^\mathrm{𝟎}\right)=Q_j^0,j=1,\mathrm{},n.$$

If we succeed in constructing a family of Fuchsian equations

(9.2)
$$\frac{dY}{dx}=\left(\underset{1jn}{}\frac{Q_j\left(𝒕\right)}{xt_j}\right)Y,$$

enumerated by the pole loci $`𝒕=(t_1,\mathrm{},t_n)`$, with holomorphic coefficients $`Q_1\left(𝒕\right),`$ $`\mathrm{},Q_n\left(𝒕\right)`$ (a holomorphic deformation) such that this holomorphic deformation is isoprincipal with respect to $`x_0=\mathrm{}`$, then, according to Theorem 8.2, these coefficients will satisfy the Schlesinger system. In order for the initial conditions $`\left(\text{9.1}\right)`$ to be satisfied, the family must contain the equation

(9.3)
$$\frac{dY}{dx}=\left(\underset{1jn}{}\frac{Q_j^0}{xt_j^0}\right)Y,$$

which corresponds to the parameter value $`𝒕=𝒕^0`$.

If all the matrices $`Q_1^0,\mathrm{},Q_n^0`$ are non-resonant (and hence, according to Theorems 7.12 and 7.5, all the matrices $`Q_1\left(𝒕\right),\mathrm{},Q_n\left(𝒕\right)`$ are non-resonant as well), this deformation is isoprincipal if, and only if, it is isomonodromic (Theorem 7.12 and Lemma 7.7). Therefore, if all the matrices $`Q_1^0,\mathrm{},Q_n^0`$ are non-resonant, the Cauchy problem with initial conditions (9.1) is reduced to the problem of constructing the isomonodromic deformation (9.2) which in particular contains the equation (9.3). An approach to constructing such isomonodromic deformation lies in using the Riemann-Hilbert problem.

The Riemann-Hilbert problem can be formulated as follows.

Given $`𝒕=(t_1,\mathrm{},t_n)_{}^n`$, loops $`\gamma _1(𝒕),\mathrm{},\gamma _n(𝒕)`$ with the distinguished point $`x_0`$ that form the geometric configuration as it is plotted in Figure 1, and matrices $`M_1,\mathrm{},M_n`$ satisfying the condition<sup>23</sup><sup>23</sup>23$`\{\pi _1,\mathrm{},\pi _n\}`$ is a permutation of the indices $`\{1,\mathrm{},n\}`$ which is determined by the geometric configuration of the paths $`\alpha _1,\mathrm{},\alpha _n.`$ For the configuration plotted in Figure 1 the permutation is trivial: $`\pi _k=k.`$ $`M_{\pi (1)}\mathrm{}M_{\pi (n)}=I`$. One needs to construct the Fuchsian differential equation (9.2) with poles $`t_1,\mathrm{},t_n`$ whose monodromy matrices take the prescribed values

(9.4)
$$M_{\gamma _j\left(𝒕\right)}=M_j,j=1,\mathrm{},n.$$

An approach for solving the Riemann-Hilbert problem was developed by J. Plemelj in 1908, and, a little later but independently, by G.D. Birkhoff (see \[Plem1\], \[Plem2\], \[Birk\]). The first step of this approach requires to solve a factorization problem for a matrix function on a closed contour. The contour passes through points $`t_1,\mathrm{},t_n`$, and the matrix function is piece-wise constant, constructed from the monodromy matrices $`M_1,\mathrm{},M_n.`$ This factorization problem can be reduced to a singular linear matrix integral equation on the contour. On the second step the solution of the factorization problem undergoes certain additional transformations in order to obtain the solution of the original Riemann-Hilbert problem. The second step is not completely painless: there are reefs here. In fact, not long ago A. A. Bolibruch has discovered examples of data for which the Riemann-Hilbert problem has no solution (see \[AnBo\], \[Bol1\], \[Bol2\], \[Bol3\]).

In order to apply the Riemann-Hilbert problem for the construction of the isomonodromic deformation, first we have to determine for the equation (9.3) (whose coefficients – matrices $`Q_1^0,\mathrm{},Q_n^0`$ – are the initial values in the Cauchy problem for the Schlesinger system) the monodromy matrices $`M_1^0,\mathrm{},M_n^0,`$ corresponding to the loops $`\gamma _1\left(𝒕^0\right),\mathrm{},\gamma _n\left(𝒕^0\right).`$ Then we have to solve the Riemann-Hilbert problem for the following data: an arbitrary point $`𝒕=(t_1,\mathrm{},t_n)_{}^n`$, the appropriate loops $`\gamma _1\left(𝒕\right),\mathrm{},\gamma _n\left(𝒕\right)`$, and the matrices $`M_1^0,\mathrm{},M_n^0.`$ As a result we shall obtain the matrices $`Q_1\left(𝒕\right),\mathrm{},Q_n\left(𝒕\right).`$ Repeating this procedure for every $`𝒕,`$ (and, therefore, solving the infinite family of the Riemann-Hilbert problems) we construct matrix functions $`Q_1\left(𝒕\right),\mathrm{},Q_n\left(𝒕\right).`$ If we succeed in performing this construction in such a way that these matrix functions are holomorphic then we obtain the desired isomonodromic deformation. Finally, if the initial data are non-resonant, we obtain the solution of the Cauchy problem for the Schlesinger system. Thus solving the Cauchy problem for a non-linear system is reduced to solving a family of linear problems.

However, solving the Schlesinger system in the non-resonant case is not the ultimate goal of the present manuscript. We would like to consider the case which is, in a certain sense, just the opposite. More precisely, we consider the initial values $`Q_1^0,\mathrm{},Q_n^0`$ such that fundamental solutions of the Fuchsian system (9.3) are rational matrix functions of $`x`$ in general position. Of course, a rational function is uni-valued in the complex plane, hence the monodromy in this case is trivial: $`M_1=\mathrm{}=M_n=I.`$ In this case the spectrum of each matrix $`Q_j^0`$ is either $`\{0,1\}`$ or $`\{0,1\}`$ and $`\mathrm{rank}\left(Q_j^0\right)=1.`$ In particular, all the matrices $`Q_1^0,\mathrm{},Q_n^0`$ are resonant. Therefore, the considerations above, concerning the isomonodromic deformations, are not applicable in this case. Moreover, any family of Fuchsian systems with rational solutions is isomonodromic (the monodromies are trivial). Thus there are ”too many” isomonodromic deformations here, and only one of them leads to the solution of the Schlesinger system. This is the isoprincipal deformation.

Let us recall Theorem 5.16 and, in particular, representation (5.28). If system (5.1) has a generic rational solution $`Y\left(x\right)`$ then in (5.28) we have $`A_j=0`$, and hence $`Y\left(x\right)`$ is locally representable in a neighborhood of $`x=t_j`$ as

(9.5)
$$Y\left(x\right)=H_j\left(x\right)\left(xt_j\right)^{Z_j},$$

with $`H_j\left(x\right)`$ holomorphic and invertible there, and

(9.6)
$$Z_j^2=\pm Z_j.$$

Furthermore, under condition (9.6) the factor $`\left(xt_j\right)^{Z_j}`$ has the following simple form:

(9.7)
$$\left(xt_j\right)^{Z_j}=\{\begin{array}{cc}IZ_j+\left(xt_j\right)Z_j,\text{ if }\hfill & Z_j^2=Z_j,\hfill \\ I+Z_j\frac{1}{xt_j}Z_j,\text{ if }\hfill & Z_j^2=Z_j.\hfill \end{array}$$

Thus the factorization (9.5) takes the form

(9.8) $`Y\left(x\right)=H_j\left(x\right)\left(IZ_j+\left(xt_j\right)Z_j\right),`$ if $`Z_j^2=Z_j,`$
(9.9) $`Y\left(x\right)=H_j\left(x\right)\left(I+Z_j{\displaystyle \frac{1}{xt_j}}Z_j\right),`$ if $`Z_j^2=Z_j.`$
Factorizations of the form (9.8), (9.9) are traditional in the theory of rational matrix functions. The factors (9.7) are just the principal factors of the rational solution $`Y\left(x\right)`$ at the singular point $`t_j`$. If $`Y(x,𝒕)`$ is a family of rational solutions for a family of Fuchsian systems which gives an isoprincipal deformation then for every $`𝒕=(t_1,\mathrm{},t_n)`$ at each singular point $`x=t_j`$ $`Y(x,𝒕)`$ must admit the factorization

(9.10) $`Y(x,𝒕)=H_j(x,𝒕)\left(IZ_j+\left(xt_j\right)Z_j\right),`$ if $`Z_j^2=Z_j,`$
(9.11) $`Y(x,𝒕)=H_j(x,𝒕)\left(I+Z_j{\displaystyle \frac{1}{xt_j}}Z_j\right),`$ if $`Z_j^2=Z_j,`$
where $`Z_j`$ do not depend on $`𝒕,`$ and $`H_j(x,𝒕)`$ are holomorphic and invertible at $`x=t_j.`$ The realization theory for rational matrix functions allows to construct families of Fuchsian systems whose solutions $`Y(x,𝒕)`$ admit the factorizations (9.10), (9.11). Development of the realization theory appropriate for this goal originated with L.A. Sakhnovich \[Sakhn\]. This topic was further developed in \[GKRM\]. In \[Kats1\] and \[Kats2\] this theory was adapted for applications concerning the Schlesinger system. The forthcoming second part of the present manuscript will be dedicated to detailed construction of rational solutions of the Schlesinger system, based on the realization theory for rational matrix functions.

$`𝓐𝓟𝓟𝓔𝓝𝓓𝓘𝓧`$

## A. THE REPRESENTATION OF A SOLUTION Of A FUCHSIAN EQUATION IN A NEIGHBORHOOD OF A SINGULAR POINT IN THE NON-RESONANT CASE.

PROOF OF THE PROPOSITION 6.3. Choose a positive $`\delta `$ so small that the closure of the polydisk $`𝖣(𝒕^0,\delta )`$ is contained in the set $`𝓓`$, where the matrix functions $`Q_p\left(𝒕\right),p=1,\mathrm{},n,`$ are defined and holomorphic. We also impose the condition $`\delta <\frac{1}{2}\rho _j\left(𝒕^0\right)`$. So, if $`\left|t_jt_j^0\right|<\delta ,`$ and $`\left|t_pt_p^0\right|<\delta ,pj`$, then $`\left|t_jt_p\right|>\rho _j\left(𝒕^0\right)`$. Since the matrix $`Q_j\left(𝒕^0\right)`$ is non-resonant, choosing, if necessary, a smaller $`\delta `$, we can also assume that the matrix $`Q_j\left(𝒕\right)`$ is non-resonant for all $`𝒕𝖣(𝒕^0,\delta )`$. Moreover, if $`\delta >0`$ is small enough, then the differences of eigenvalues $`\lambda _p\left(𝒕\right)\lambda _q\left(𝒕\right)`$ of the matrix $`Q_j\left(𝒕\right)`$ are separated from non-zero integers:

(A.1)
$$\left|\lambda _p\left(𝒕\right)\lambda _q\left(𝒕\right)m\right|\epsilon >0p,q=1,\mathrm{},k,m\left\{0\right\},𝒕𝖣(𝒕^0,\delta ),$$

where $`\epsilon >0`$ does not depend on $`𝒕𝖣(𝒕^0,\delta )`$, $`m\left\{0\right\}`$.

Changing variable

(A.2)
$$xx+t_j,$$

we reduce the differential equation (6.1) to the form

(A.3)
$$\frac{dZ(x,𝒕)}{dx}=\left(\frac{Q_j\left(𝒕\right)}{x}+\mathrm{\Phi }(x,𝒕)\right)Z(x,𝒕),$$

where

(A.4)
$$Z(x,𝒕)=Y(x+t_j,𝒕),\mathrm{\Phi }(x,𝒕)=\underset{\begin{array}{c}1pn\\ pj\end{array}}{}\frac{Q_p\left(𝒕\right)}{x+t_jt_p}.$$

In view of the relation $`\left|t_jt_p\right|>\rho _j\left(𝒕^0\right)`$, the function $`\mathrm{\Phi }(x,𝒕)`$ admits expansion of the form

(A.5)
$$\mathrm{\Phi }(x,𝒕)=\underset{0r<\mathrm{}}{}\mathrm{\Phi }_r\left(𝒕\right)x^r,x,\left|x\right|<\rho _j\left(𝒕^0\right),$$

where $`\mathrm{\Phi }_r\left(𝒕\right)`$ are $`k\times k`$ matrix functions, which are holomorphic with respect to $`𝒕`$ for $`𝒕𝖣(𝒕^0,\delta )`$ and admit the estimate

(A.6)
$$\mathrm{\Phi }_r\left(𝒕\right)C_1\left(\rho _j\left(𝒕^0\right)\right)^r,𝒕𝖣(𝒕^0,\delta ),0r<\mathrm{},$$

where $`C_1<\mathrm{}`$ does not depend on $`𝒕`$ and $`r`$.

We seek a normalized solution of (A.3), corresponding to the singular point $`x=0`$, in the form

(A.7)
$$Z\left(x\right)=\mathrm{\Psi }(x,𝒕)x^{Q_j\left(𝒕\right)},$$

where $`\mathrm{\Psi }(x,𝒕)`$ is power series in $`x`$:

(A.8)
$$\mathrm{\Psi }(x,𝒕)=\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r\left(𝒕\right)x^r,\text{with}\mathrm{\Psi }_0\left(𝒕\right)=I.$$

Substituting the expressions (A.7) - (A.8) and (A.5) into (A.3) and using the differentiation rule

(A.9)
$$\frac{d}{dx}x^{Q_j\left(𝒕\right)}=\frac{Q_j\left(𝒕\right)}{x}x^{Q_j\left(𝒕\right)},$$

we obtain for $`r=0,1,2,\mathrm{}`$ the equalities

(A.10)
$$\left(r+1\right)\mathrm{\Psi }_{r+1}\left(𝒕\right)+\mathrm{\Psi }_{r+1}\left(𝒕\right)Q_j\left(𝒕\right)Q_j\left(𝒕\right)\mathrm{\Psi }_{r+1}\left(𝒕\right)=\underset{\begin{array}{c}l+m=r\\ l0,m0\end{array}}{}\mathrm{\Phi }_l\left(𝒕\right)\mathrm{\Psi }_m\left(𝒕\right),$$

relating the given sequence $`\left\{\mathrm{\Phi }_r\left(𝒕\right)\right\}_{0r<\mathrm{}}`$ and the sequence $`\left\{\mathrm{\Psi }_r\left(𝒕\right)\right\}_{0r<\mathrm{}}`$, which has to be found. The relations (A.10) express the fact that (A.7) - (A.8) is a formal solution of the differential equation (6.1). If the series (A.8) converge in a disk $`\{x:\left|x\right|<\rho \}`$, with $`\rho >0,`$ then (A.7), where $`\mathrm{\Psi }(x,𝒕)`$ is the sum of these series, is an actual solution of (6.1) in the punctured disk $`\{x:\left|x\right|<\rho \}\left\{0\right\}.`$

Since the constant term $`\mathrm{\Psi }_0\left(𝒕\right)`$ is given: $`\mathrm{\Psi }_0\left(𝒕\right)=I`$, the equations (A.10) can be considered as a recursive system for successive determining of $`\mathrm{\Psi }_1\left(𝒕\right),`$ $`\mathrm{\Psi }_2\left(𝒕\right)`$, etc. The $`r`$-th equation of the system (A.10) is of the form

(A.11)
$$\lambda X[Q,X]=Y,$$

where $`[Q,X]=QXXQ`$ — the commutator of the matruces $`Q`$ and $`X`$. In (A.10),

(A.12)
$$\lambda =r+1,Q=Q_j\left(𝒕\right),X=\mathrm{\Psi }_{r+1}\left(𝒕\right),Y=\underset{\begin{array}{c}l+m=r\\ l0,m0\end{array}}{}\mathrm{\Phi }_l\left(𝒕\right)\mathrm{\Psi }_m\left(𝒕\right).$$

Now we interrupt the proof of Proposition 6.3 to discuss the matrix equation (A.11).

###### Lemma A.1.

Let $`𝔐_k`$ be the set of all $`k\times k`$ matrices with complex entries. Given a matrix $`Q𝔐_k`$, let us associate with this matrix the operator $`\text{ad}_Q:`$

(A.13)
$$\text{ad}_QX=QXXQ,\text{ad}_Q:𝔐_k𝔐_k.$$

Let $`\lambda _1(Q),\mathrm{},\lambda _k(Q)`$ be the set of all eigenvalues of the matrix $`Q`$ (enumerated with multiplicities). Then the set of all eigenvalues (enumerated with multiplicities) of the operator $`\text{ad}_Q`$ is the set of all the differences $`\{\lambda _p(Q)\lambda _q(Q)\}_{1p,qk}.`$

PROOF. Assume first that all eigenvalues of the matrix $`Q`$ are pairwise different. Let $`u_p`$ and $`v_q`$ be, respectively, eigenvector columns and eigenvector rows of the matrix $`Q`$:

$$Qu_p=\lambda _pu_p,v_qQ=\lambda _qv_q,1p,qk.$$

Then the matrices $`X_{p,q}\stackrel{\text{def}}{=}u_pv_q`$ are eigenvectors of the operator $`\text{ad}_Q`$:

$$\text{ad}_QX_{p,q}=\left(\lambda _p\lambda _q\right)X_{p,q},1p,qk.$$

Thus, the numbers $`\lambda _p\left(Q\right)\lambda _q\left(Q\right)`$ are eigenvalues of the operator $`\text{ad}_Q`$. Since the eigenvalues of the matrix $`Q`$ are pairwise different, the vectors $`\left\{u_p\right\}_{1pk}`$ and $`\left\{v_q\right\}_{1qk}`$ form bases in the spaces of all $`k`$-vector columns and $`k`$-vector rows respectively. Since dimension of the space $`𝔐_k`$ is equal to $`k^2`$, the set of matrices $`\left\{X_{p,q}\right\}_{1p,qk}`$ is a basis of the space $`𝔐_k`$. Therefore, the set $`\left\{\lambda _p\left(Q\right)\lambda _q\left(Q\right)\right\}_{1p,qk}`$ is the set of all eigenvalues of the operator $`\text{ad}_Q`$ (enumerated with multiplicities). This result can be extended to general matrices $`Q`$, i.e. to matrices whose eigenvalues are not necessarily pairwise different. Such an extension can be done using the approximation reasoning. Q.E.D.

From the above result it follows that if $`\lambda `$ satisfies the condition $`\lambda \lambda _p\left(Q\right)\lambda _q\left(Q\right),1p,qk`$, then the equation ($`Q,X,Y`$ are $`k\times k`$ matrices)

(A.14)
$$\lambda X\text{ad}_QX=Y$$

is solvable with respect to $`X`$ for every $`Y`$. However, for what follows one needs not only the solvability of this equation but also an estimate for its solution.

###### Lemma A.2.

Let $``$ be a $`K`$-dimensional vector space equipped with a norm $`._{}`$, and let $`𝒜`$ be a linear operator acting in $``$. Assume that the eigenvalues $`\lambda _m(𝒜)`$ of the operator $`𝒜`$ are separated from zero:

(A.15)
$$\left|\lambda _m\left(𝒜\right)\right|\epsilon ,1mK.$$

Then the inverse operator $`𝒜^1`$ admits the estimate from above:

(A.16)
$$𝒜^12^K𝒜^{K1}\epsilon ^K,$$

where $`𝒜=sup𝒜x_{},𝒜^1=sup𝒜^1x_{}`$, and $`sup`$’s are taken over all $`x`$ such that $`x_{}1`$.

PROOF. Let $`\chi \left(\zeta \right)=det\left(\zeta 𝒜\right)`$ be the characteristic polynomial of the operator $`𝒜`$,

$$\chi \left(\zeta \right)=\zeta ^K\sigma _1\zeta ^{K1}+\mathrm{}+\left(1\right)^{K1}\sigma _{K1}\zeta +\left(1\right)^K\sigma _K,$$

where $`\sigma _l,1lK,`$ denotes the $`l`$-th elementary symmetric polynomial of in $`\lambda _1\left(𝒜\right),\mathrm{},\lambda _K\left(𝒜\right)`$. According to Hamilton-Cayley theorem, $`\chi \left(𝒜\right)=0`$, hence

(A.17)
$$𝒜^1=\left(1\right)^{K1}\frac{1}{\sigma _K}𝒜^{K1}+\left(1\right)^{K2}\frac{\sigma _1}{\sigma _K}𝒜^{K2}+\mathrm{}+\frac{\sigma _{K1}}{\sigma _K}.$$

¿From (A.17) it follows that

$$𝒜^1\left|\frac{\sigma _0}{\sigma _K}\right|𝒜^{K1}+\left|\frac{\sigma _1}{\sigma _K}\right|𝒜^{K2}+\mathrm{}+\left|\frac{\sigma _{K1}}{\sigma _K}\right|.\left(\sigma _0\stackrel{\text{def}}{=}1\right)$$

It is clear that the fractions $`{\displaystyle \frac{\sigma _l}{\sigma _K}}`$ are the elementary symmetric polynomials in the inverse eigenvalues $`{\displaystyle \frac{1}{\lambda _1\left(𝒜\right)}},\mathrm{},{\displaystyle \frac{1}{\lambda _K\left(𝒜\right)}}.`$ From (A.15) we conclude that

$$\left|\frac{\sigma _l}{\sigma _K}\right|C_K^l\epsilon ^{lK},\text{where }C_K^l\text{ are binomial coefficients: }C_K^l=\frac{K!}{l!\left(Kl\right)!}.$$

Therefore,

$$𝒜^1C_K^0\epsilon ^K𝒜^{K1}+C_K^1\epsilon ^{1K}𝒜^{K2}+\mathrm{}+C_K^{K1}\epsilon ^1𝒜^0.$$

Using the binomial formula, we rewrite the previous inequality as

(A.18)
$$𝒜^1𝒜^1\left(\left(1+\epsilon ^1𝒜\right)^K1\right),$$

Since $`\left|\lambda _m\left(𝒜\right)\right|𝒜`$ for any eigenvalue $`\lambda _m\left(𝒜\right)`$, inequality (A.15) implies that $`1\epsilon ^1𝒜`$, and hence $`1+\epsilon ^1𝒜2\epsilon ^1𝒜`$. Weakening the inequality (A.18), we come to the more rough, but more simple inequality (A.16). Q.E.D.

###### Lemma A.3.

Let $`Q`$ be a $`k\times k`$ matrix, with eigenvalues $`\lambda _1,\mathrm{},\lambda _k`$, enumerated with multiplicities. Let $`\lambda `$ be a complex number, and let for some $`\epsilon >0`$ the inequalities

(A.19)
$$\left|\lambda \left(\lambda _p\lambda _q\right)\right|>\epsilon ,1p,qk,$$

hold true. Then for every $`Y`$, the equation (A.14) (or, what is the same, the equation (A.11)) is solvable with respect to $`X`$, and the estimate

(A.20)
$$X2^{k^2}\epsilon ^{k^2}\left(\left|\lambda \right|+2Q\right)^{k^21}Y,$$

holds, where $`.`$ is an arbitrary norm on $`𝔐_k`$ with the property: $`ABAB`$ for every $`A,B𝔐_k`$.

PROOF. We use Lemma A.2 for the operator $`𝒜=\lambda \text{ad}_Q,`$ acting on the space $`𝔐_k.`$ It is clear that $`𝒜\left|\lambda \right|+2Q`$. According to Lemma A.1, the set $`\left\{\lambda \left(\lambda _p\lambda _q\right)\right\}_{1p,qk}`$ is the set of all eigenvalues of $`𝒜`$ (enumerated with multiplicities). The inequality (A.19) provides an estimate of these eigenvalues from below. Applying Lemma A.1 to this operator $`𝒜`$ (and taking into account that $`\text{dim}𝔐_k=k^2`$), we obtain the estimate (A.20). Q.E.D.

The following lemma gives an estimate, which is more precise than (A.20) for large $`\lambda `$.

###### Lemma A.4.

Let $`Q`$ be a $`k\times k`$ matrix, with eigenvalues $`\lambda _1,\mathrm{},\lambda _k`$, enumerated with multiplicities. Let $`\lambda `$ be a complex number which is different from the numbers $`\lambda _p\lambda _q,1p,qk`$, and let the estimates for $`Q`$ from above and for $`|\lambda (\lambda _p\lambda _q)|`$ from below be given:

(A.21)
$$\left|\lambda \left(\lambda _p\lambda _q\right)\right|\epsilon ,1p,qk,Q\mu ,\left(\epsilon >0,\mu <\mathrm{}\right).$$

Then for every $`Y𝔐_k`$, the equation (A.14) (or, what is the same, the equation (A.11)) is solvable with respect to $`X𝔐_k`$, and the estimate

(A.22)
$$X\frac{C(\epsilon ,\mu ,k)}{1+\left|\lambda \right|}Y,$$

holds, where $`.`$ is an arbitrary norm on $`𝔐_k`$ with the property: $`ABAB`$ for every $`A,B𝔐_k`$, and $`C(\epsilon ,\mu ,k)<\mathrm{}`$ is a constant depending only on $`\epsilon ,\mu `$ and $`k`$.

PROOF. If $`\lambda X\text{ad}_QX=Y`$, then $`\left|\lambda \right|\left|\right|X\text{ad}_QX+Y2QX+Y2\mu X+Y`$. Thus,

(A.23)
$$X\frac{1}{\left|\lambda \right|2\mu }Y,\text{for}\left|\lambda \right|>2\mu .$$

On the other hand, if we assume that $`\left|\lambda \right|3\mu `$ and replace in the inequality (A.20) $`\left|\lambda \right|`$ and $`Q`$ by the larger values $`3\mu `$ and $`\mu `$ respectively, we come to the inequality

(A.24)
$$X10^{k^2}\epsilon ^{k^2}\mu ^{k^21}Y,\text{for }\left|\lambda \right|3\mu .$$

Unifying the inequalities (A.23)and (A.24), we come to the inequality (A.22) with a suitable constant $`C(\epsilon ,\mu ,k)`$ (which, of course, can be found explicitly). Q.E.D.

Now, after we have investigated the matrix equation (A.11), we resume the proof of Proposition 6.3. We apply Lemma A.3 to the equality (A.10) considered as an equation of the form (A.11), with $`X,Y,Q,\lambda `$ defined in (A.12). The number $`\underset{𝒕𝖣\left(𝒕^0\right)}{\mathrm{max}}Q_j\left(𝒕\right)`$ serves as $`\mu `$, the number $`\epsilon `$ is taken from (A.1). Substituting these $`X,\lambda `$ and the estimate

(A.25)
$$Y\underset{\begin{array}{c}0mr\end{array}}{}\mathrm{\Phi }_{rm}\left(𝒕\right)\mathrm{\Psi }_m\left(𝒕\right)$$

for $`Y`$ into (A.22), we obtain, for $`𝒕𝖣(𝒕^0,\delta ),`$ $`r=0,1,2,\mathrm{}`$ the estimate

(A.26)
$$\mathrm{\Psi }_{r+1}\left(𝒕\right)\frac{C(\epsilon ,\mu ,k)}{r+2}\underset{\begin{array}{c}0mr\end{array}}{}\mathrm{\Phi }_{rm}\left(𝒕\right)\mathrm{\Psi }_m\left(𝒕\right).$$

Substituting the upper estimate (A.6) for $`\mathrm{\Phi }_{rm}\left(𝒕\right)`$ into (A.26), we obtain:

(A.27)
$$\mathrm{\Psi }_{r+1}\left(𝒕\right)\rho ^{r+1}\frac{C_2}{r+2}\underset{0mr}{}\mathrm{\Psi }_m\left(𝒕\right)\rho ^m,𝒕𝖣(𝒕^0,\delta ),r=0,1,2,\mathrm{},$$

where

(A.28)
$$C_2=\rho C_1C(\epsilon ,\mu ,k),$$

$`\rho =\rho _j\left(𝒕^0\right)`$ is defined in (6.7), $`C_1`$ and $`C(\epsilon ,\mu ,k)`$ are the values from (A.6) and (A.22) respectively. It is important to note that the value $`C_2<\mathrm{}`$ does not depend on $`r`$ and on $`𝒕𝖣(𝒕^0)`$.

###### Lemma A.5.

Let $`\{a_r\}_{0r<\mathrm{}}`$ be a sequence of non-negative numbers, satisfying the conditions

(A.29)
$$a_{r+1}\frac{d}{r+2}\underset{0mr}{}a_m,r=0,1,2,\mathrm{};a_0=1,$$

where $`d,0<d<\mathrm{},`$ does not depend on $`r`$.

Then the sequence $`\{a_r\}_{0r<\mathrm{}}`$ admits the upper estimate

(A.30)
$$a_r\left(r+1\right)^{d1},r=0,1,2,\mathrm{}.$$

PROOF. For $`r=0`$, the assertion (A.30) is true: $`a_0=1`$. Assume that the inequalities (A.30) hold for $`r=0,1,\mathrm{},m`$. Then, according to (A.30), the inequality

(A.31)
$$a_{m+1}\frac{d}{m+2}\underset{0rm}{}\left(r+1\right)^{d1}$$

holds. If $`d1`$, then

$$\left(r+1\right)^{d1}\underset{r+1}{\overset{r+2}{}}t^{d1}𝑑t,\underset{0rm}{}\left(r+1\right)^{d1}\underset{1}{\overset{m+2}{}}t^{d1}𝑑t\frac{\left(m+2\right)^d}{d},$$

and the inequality (A.30) holds for $`r=m+1`$. If $`0<d<1`$, then

$$\left(r+1\right)^{d1}\underset{r}{\overset{r+1}{}}t^{d1}𝑑t,\underset{0rm}{}\left(r+1\right)^{d1}\underset{0}{\overset{m+1}{}}t^{d1}𝑑t\frac{\left(m+2\right)^d}{d},$$

and the inequality (A.30) holds for $`r=m+1`$ as well. By induction, the inequality (A.30) holds for all $`r`$. Q.E.D.

Applying Lemma A.5 to (A.27), with $`a_r=\mathrm{\Psi }_r\left(𝒕\right)\rho ^r`$, we obtain the estimate

(A.32)
$$\mathrm{\Psi }_r\left(𝒕\right)\left(r+1\right)^d\rho ^r,r=0,1,2,\mathrm{},𝒕𝖣(𝒕^0,\delta ),$$

where $`\rho =\rho _j\left(𝒕^0\right)`$ is defined in (6.7), $`d=C_2`$ from (A.28), $`d<\mathrm{}`$ does not depend on $`r`$ and on $`𝒕𝖣(𝒕^0,\delta )`$.

¿From the estimate (A.32) it follows, that the power series (A.8) converge locally uniformly in the open circle $`\{x:\left|x\right|<\rho \}`$, and the convergence is uniform with respect to the parameter $`𝒕𝖣(𝒕^0,\delta )`$. Therefore, the sum $`\mathrm{\Psi }(x,𝒕)`$ of these power series is a function, holomorphic with respect to $`x,𝒕`$ for $`\{x:\left|x\right|<\rho _j\left(𝒕^0\right)\}`$, $`𝒕𝖣(𝒕^0,\delta )`$. Let us prove that the function $`\mathrm{\Psi }^1(x,𝒕)`$ is holomorphic for these <sup>24</sup><sup>24</sup>24Of course, in view of the condition $`\mathrm{\Psi }_0(𝒕)=I`$, the function $`\mathrm{\Psi }^1(x,𝒕)`$ is holomorphic for $`x`$ which are small enough. However, it is very easy to prove the holomorphy of the function $`\mathrm{\Psi }^1`$ in the whole disc $`\{x:|x|<\rho \}`$. Such a proof can be done ”for free”, using the previously established estimates. $`x,𝒕`$ as well. Since $`\mathrm{\Psi }_0\left(𝒕\right)=I`$, we can consider the formal power series

(A.33)
$$\mathrm{\Psi }^{\text{inv}}(x,𝒕)=\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r^{\text{inv}}\left(𝒕\right)x^r,$$

which are inverse to the series (A.8), i.e.

(A.34)
$$\begin{array}{ccc}\hfill \left(\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r\left(𝒕\right)x^r\right)& & \left(\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r^{\text{inv}}\left(𝒕\right)x^r\right)\hfill \\ & & =\left(\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r^{\text{inv}}\left(𝒕\right)x^r\right)\left(\underset{0r<\mathrm{}}{}\mathrm{\Psi }_r\left(𝒕\right)x^r\right)=I.\hfill \end{array}$$

It is clear that

(A.35)
$$\mathrm{\Psi }_0^{\text{inv}}\left(𝒕\right)=I.$$

The expressions (A.3), (A.7), (A.8) and (A.34) imply that the product

(A.36)
$$Z^{\text{inv}}(x,𝒕)\stackrel{\text{def}}{=}x^{Q_j\left(𝒕\right)}\mathrm{\Psi }^{\text{inv}}(x,𝒕)$$

is a formal solution of the differential equation

(A.37)
$$\frac{dZ^{\text{inv}}}{dx}=Z^{\text{inv}}\left(\frac{Q_j\left(𝒕\right)}{x}+\mathrm{\Phi }(x,𝒕)\right),$$

As before (see (A.10)), substituting the expression (A.36) into (A.37), we obtain the infinite recursive system

(A.38)
$$\left(r+1\right)\mathrm{\Psi }_{r+1}^{\text{inv}}\left(𝒕\right)+\mathrm{\Psi }_{r+1}^{\text{inv}}\left(𝒕\right)Q_j\left(𝒕\right)Q_j\left(𝒕\right)\mathrm{\Psi }_{r+1}^{\text{inv}}\left(𝒕\right)=\underset{\begin{array}{c}l+m=r\\ l0,m0\end{array}}{}\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right)\mathrm{\Phi }_l\left(𝒕\right).$$

Like the $`r`$-th equation of the system (A.10), the $`r`$-th equation of the system (A.38) is of the form (A.11), with the same $`\lambda `$ and $`Q`$ as in (A.10): $`\lambda =r+1,Q=Q_j\left(𝒕\right)`$. The only difference is that the right-hand side of (A.11) is $`Y=\mathrm{\Phi }_l\left(𝒕\right)\mathrm{\Psi }_m\left(𝒕\right)`$ for (A.10), and $`Y=\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right)\mathrm{\Phi }_l\left(𝒕\right)`$ for (A.38). Because $`\lambda `$ and $`Q`$ for both matrix equations, corresponding to the systems (A.10) and (A.38), are the same, the estimates (A.22) for both equations hold with the same constant $`C(\epsilon ,\mu ,k)`$ (Of course, $`\epsilon ,\mu ,k`$ are the same). Instead of the estimate (A.25), the estimate

(A.39)
$$Y\underset{\begin{array}{c}0mr\end{array}}{}\mathrm{\Phi }_{rm}\left(𝒕\right)\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right)$$

for the right-hand side of (A.11) should be used now. Finally, we come to the recursive system of inequalities

(A.40)
$$\mathrm{\Psi }_{r+1}^{\text{inv}}\left(𝒕\right)\frac{C(\epsilon ,\mu ,k)}{r+2}\underset{\begin{array}{c}0mr\end{array}}{}\mathrm{\Phi }_{rm}\left(𝒕\right)\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right),𝒕𝖣(𝒕^0,\delta ).$$

with respect to $`\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right)`$. However, the latter system of inequalities coincides with the system (A.26) of inequalities with respect to $`\mathrm{\Psi }_m\left(𝒕\right)`$. Since $`\mathrm{\Psi }_0^{\text{inv}}\left(𝒕\right)=\mathrm{\Psi }_0\left(𝒕\right)=I`$, the estimates for $`\mathrm{\Psi }_m\left(𝒕\right)`$ and $`\mathrm{\Psi }_m^{\text{inv}}\left(𝒕\right)`$, which follow from (A.26) and (A.40), coincide. Thus, the estimates

(A.41)
$$\mathrm{\Psi }_r^{\text{inv}}\left(𝒕\right)\left(r+1\right)^d\rho ^r,r=0,1,2,\mathrm{},𝒕𝖣(𝒕^0,\delta ),$$

hold with the same $`\rho `$ and $`d`$ that in (A.32). Therefore, the series (A.33) converge locally uniformly in the disk $`\{x:\left|x\right|<\rho _j\left(𝒕\right)\}`$ and represent the matrix function $`\mathrm{\Psi }^{\text{inv}}(x,𝒕)`$ which is holomorphic with respect to $`x,𝒕`$ for $`x:\left|x\right|<\rho _j\left(𝒕^0\right)`$, $`𝒕𝖣(𝒕^0,\delta )`$. The identities (A.34) for formal power series imply the identities

(A.42)
$$\mathrm{\Psi }(x,𝒕)\mathrm{\Psi }^{\text{inv}}(x,𝒕)=\mathrm{\Psi }^{\text{inv}}(x,𝒕)\mathrm{\Psi }(x,𝒕)=Ix:\left|x\right|<\rho _j\left(𝒕^0\right),𝒕𝖣(𝒕^0,\delta )$$

for the appropriate holomorphic matrix functions. Thus, the values of the matrix function $`\mathrm{\Psi }(x,𝒕)`$ for $`x:\left|x\right|<\rho _j\left(𝒕^0\right)`$, $`𝒕𝖣(𝒕^0,\delta )`$ are invertible, and $`\mathrm{\Psi }^1(x,𝒕)=\mathrm{\Psi }^{\text{inv}}(x,𝒕)`$.

Performing the change of variables $`xxt_j`$, inverse to the change (A.2), we obtain the representation (6.3) for the local solution $`Y_j(x,𝒕)`$, with $`H_j(x,𝒕))=\mathrm{\Psi }(xt_j,𝒕)`$. The properties of the function $`H_j(x,𝒕)`$, stated in the formulation of Proposition 6.3, express the properties of $`\mathrm{\Psi }(x,𝒕)`$, as established above. This completes the proof of Proposition 6.3. Q.E.D.