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    Special Functions for Scientists and Engineers
    Special Functions for Scientists and Engineers
    Special Functions for Scientists and Engineers
    Ebook416 pages2 hours

    Special Functions for Scientists and Engineers

    By W. W. Bell

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    Clear and comprehensive, this text provides undergraduates with a straightforward guide to special functions. It is equally suitable as a reference volume for professionals, and readers need no higher level of mathematical knowledge beyond elementary calculus. Topics include the solution of second-order differential equations in terms of power series; gamma and beta functions; Legendre polynomials and functions; Bessel functions; Hermite, Laguerre, and Chebyshev polynomials; Gegenbauer and Jacobi polynomials; and hypergeometric and other special functions. Three appendices offer convenient tabulation of principal results, and a generous supply of worked examples and problems includes some hints and solutions. 1968 edition. 25 figures.
    LanguageEnglish
    PublisherDover Publications
    Release dateJul 24, 2013
    ISBN9780486317564
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      Special Functions for Scientists and Engineers - W. W. Bell

      INDEX

      1

      SERIES SOLUTION

      OF DIFFERENTIAL EQUATIONS

      1.1METHOD OF FROBENIUS

      Many special functions arise in the consideration of the solutions of equations of the form

      We shall restrict ourselves to equations of the type

      where q(x) and r(x) may be expanded as power series in x,

      convergent for some range of x including the point x = 0.

      The basis of Frobenius’ method is to try for a solution of equation (1.2) of the form

      with a0 ≠ 0. (We may always take a0 ≠ 0, since otherwise we should just have another series of the type (1.5) with a different value of s, the first coefficient of which we could now call a0.)

      From equation (1.5) we have

      and

      so that if we require z to satisfy equation (1.2) we must have

      and this reduces to

      which, on using equations (1.3) and (1.4) for q(x) and r(x) and cancelling a common factor of x⁸, becomes

      For the infinite series on the left-hand side of equation (1.6) to be zero for all values of x in some range, we must have the coefficient of each power of x equal to zero. This requirement gives rise to a set of equations as follows.

      Requiring that the coefficient of x⁰ be zero, and noting that x⁰ arises only from the choice m = 0, n = 0, gives

      Requiring that the coefficient of x¹ be zero, and noting that x¹ arises in equation (1.6) by choosing in the first term n = 1, and in the second and third terms n + m = 1 (i.e., m = 0, n = 1 or m = 1, n = 0) gives

      We may now write down a general equation from the requirement that the coefficient of xi should be zero. Remembering that in equation (1.6) xi arises in the first term by choosing n = i and in the second and third terms by choosing n + m = i (i.e., n = i, m = 0 or n = i – 1, m = 1 or n = i – 2, m = 2, etc., up to n = 0, m = i) we obtain

      Thus

      where we have collected all the terms in ai together and denoted their coefficient by

      We now see that equation (1.7) reduces to

      which, with the given assumption that a0 ≠ 0, becomes

      This is called the indicial equation; it is quadratic in s and hence will yield two roots which we shall denote by s1 and s2. In many cases of interest these roots will be real; this we shall henceforth assume, together with the fact that ss1.

      Noting that equation (1.12) is just f(s) = 0, we have immediately

      We might now expect that these two values of s would lead to the two independent solutions of the original differential equation. We shall see that this is true apart from certain exceptional cases, viz. when

      (a) the two roots of the indicial equation are equal; or

      (b) the two roots of the indicial equation differ by an integer.

      The set of equations (1.10) can now be used to determine the coefficients a1, a2, . . . in terms of a0.

      Equation (1.10) with i = 1 gives

      so that we have

      where h1(s) = –(q1s + r1) is a polynomial of first degree in s.

      equation (1.10) with i = 2 gives

      which, when we use equation (1.14) for a1, becomes

      Yielding

      where h2(s) = – {q1(s + l)h1(s) + q2sf(s + 1) + r1h1(s) + r2f(s + 1)} is a polynomial in s.

      In general it is not difficult to see that we obtain

      where hi(s) is a polynomial in s.

      If in equation (1.16) we now substitute s = s1 we shall obtain expressions for ai in terms of a0, leading to a solution with a0 as an arbitrary multiplicative constant; similarly we may substitute s = s2, so that we have the two solutions required. This will work, however, only if the denominator of equation (1.16) is never zero, i.e., provided

      and

      Now, equation (1.13) tells us that

      so that

      and hence

      and

      so that equation (1.17) will be satisfied if, and only if, s2 – s1 is not a positive integer, i.e., provided the roots of the indicial equation do not differ by an integer. (We recall that we have labelled the roots so that ss1.)

      If the roots do differ by an integer, the procedure given above will work for the larger root: if s2 – s1 = r (a positive integer), then from equations. (1.18) we have

      and we see that f(s1 + i) = 0 for i = r, while f(s2 + i) ≠ 0 for any positive integral i. Hence the procedure will work with s = s2 but not with s = s1. How, in fact, do we find the second solution? If we use the relationship (1.16) before fixing the value of s we have the series

      We know by the method of construction of a1, a2, . . . that if all the terms on the right-hand side are well defined, then this must satisfy

      (since equations (1.10) are satisfied, the coefficient of each power xs+i with i 1 must vanish, and the coefficient of xs is, by equations (1.7) and (1.11) just a0f(s)). This equation may be rewritten in the form

      Unfortunately, all the terms on the right-hand side of equation (1.21) are not well defined for s = s1; there are zeros in the denominators for i r. However, if we multiply z(x, s) by f(s + r) we shall just cancel the factor in the denominators of the later terms which vanishes when s = s1. And since f(s + r) = (s + r – s1)(s + r – s2) = (s + s2 – 2s1)(s – s1) we might just as well multiply by (s – s1). Also, since this factor is independent of x, equation (1.22) now takes the form

      using equation (1.13).

      Setting s = s2, we have

      which shows that z(x, s2) is a solution, a fact we already know.

      Similarly, setting s = s1 gives [(s – s1)z(x, s)]s = s1 as a solution. In fact it turns out that this series is not independent of z(x, s2) but is just a multiple of it. This comes about as follows. The factor s – s1 cancels zeros in the denominator for terms with i r, but will provide zero in the numerator for all terms with i < r, thus the first power in the series is just xs¹+r = xs², which is just the first term in z(x, s2). And since we use the same rules for calculating any coefficient in terms of preceding ones in the two cases, we must just obtain the same series in both cases, apart from a constant multiplicative factor.

      If we differentiate both sides of equation (1.23) with respect to s, we obtain

      and we see that the right-hand side of this equation is zero when s = s1,so that we must have [(d/ds){(s – s1)z(x, s)}]s = s1 as a solution of the differential equation. It may be proved that this solution is in fact independent of the first solution (i.e., it is not merely a constant multiple of the first solution), but we shall not do so here.

      Thus we can take as independent solutions

      and

      Another type of situation may arise when the roots of the indicial equation differ by an integer. As well as f(s + i) = 0 for s = s1 and i = r, it may happen that hr(s1) = 0. In this case ar is indeterminate (since it has a zero in both numerator and denominator) so that we may in fact use it as another arbitrary constant, thus obtaining the two independent solutions from the one series. We shall see in detail how this happens when we come to consider particular

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