Non-commutative Harmonic Oscillators and the Connection Problem for the Heun Differential Equation

We consider the connection problem for the Heun differential equation, which is a Fuchsian differential equation that has four regular singular points. We consider the case in which the parameters in this equation satisfy a certain set of conditions coming from the eigenvalue problem of the non-commutative harmonic oscillators. As an application, we describe eigenvalues with multiplicities greater than 1 and the corresponding odd eigenfunctions of the non-commutative harmonic oscillators. The existence of a rational or a certain algebraic solution of the Heun equation implies that the corresponding eigenvalues has multiplicities greater than 1.