Integral equations for Lamé functions

In the theory of ordinary linear differential equations with three regular singularities and in the theory of their special and limiting cases, integral representations of the solutions are known to be very important. It seems that there is no corresponding simple integral representation of the solutions of ordinary linear differential equations with four regular singularities (Heun's equation) or of particular (e.g. Lamé's equation) or limiting (e.g. Mathieu's equation) cases of such equations. It has been suggested (Whittaker 1915 c) that the theorems corresponding in these latter cases to integral representations of the hypergeometric functions involve integral equations of the second kind. Such integral equations have been discovered for Mathieu functions (Whittaker 1912, cf. also Whittaker and Watson 1927 pp. 407–409 and 426) as well as for Lame functions (Whittaker 1915 a and b, cf. also Whittaker and Watson 1927 pp. 564–567) and polynomial or “quasi-algebraic” solutions of Heun's equation (Lambe and Ward 1934). Ince (1921–22) investigated general integral equations connected with periodic solutions of linear differential equations.