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Special Functions
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999
27
Special Functions
27.1 The Gamma and Beta Functions
27.2 Error Function
27.3 Sine and Cosine Integrals
27.4 Fresnel Integrals
27.5 Exponential Integrals
27.6 Elliptic Integrals
References
( z) =
t z 1
dt
Re{z} > 0
( x ) =
t x 1
dt
x>0
( x, ) =
x 1 t
e dt
x > 0, > 0
B( x, y) =
x 1
(1 t ) y1 dt
( x ) ( y)
( x + y)
x > 0, y > 0
( x + 1) =
1.
x +11 t
e dt =
t e
x t
dt
x t
= t d (e ) = t e
x
xt
x 1 t
e dt
= x ( x )
From the above relation, we also obtain
( x + 1)
x
( x ) = ( x 1) ( x 1)
( x ) =
2.
3.
( x 1)
x 0,1, 2,L
x
5. From (27.1.1) with x = 1, we find that (1) = 1. Using (27.1.4.1) we obtain
( x ) =
4.
(2) = (1 + 1) = 1 (1) = 1 1 = 1
(3) = (2 + 1) = 2 (2) = 2 1
( 4) = (3 + 1) = 3 (3) = 3 2 1
6.
n = 0,1, 2,L
7.
(n) = (n 1)!
n = 0,1, 2,L
1/ 2 t
e dt =
2e
u2
du
(t = u 2 )
2
1
x2
2e dx 2e y dy
=
2
0
0
=4
and thus
/2
2
2
e y dy e x dx = 4 e r r dr d
0 0
0
=4
1
=
2 2
8.
1
=
2
Next, lets find the expression for (n + 12 ) for integer positive value of n. From (27.1.4.3) we obtain
9.
1
2 n + 1 2 n + 1 2 n + 1
2 n 1 2 n 1
n + =
=
1 (
1) =
2
2
2
2
2
2
=
2 n 1 2 n 3 2 n 3
2 2 2
1
(2n 1)(2n 3)(2n 5)L(3)(1)
n + =
2
2n
Similarly we obtain
11.
3
(2n + 1)(2n 1)(2n 3)L(3)(1)
n + =
2
2 n+1
12.
1
(2n 3)(2n 5)L(3)(1)
n =
2
2 n1
Example
Applying (27.1.4.3) we find
2 n (n + 1) = 2 n n (n) = 2 n n(n 1) (n 1) = L = 2 n n(n 1)(n 2)L2 1
= 2 n n! = (2 1)(2 2)(2 3)L(2 n) = 2 4 6L2n
If n 1 is substituted in place of n, we obtain
2 4 6L(2n 2) = 2 n1 (n)
B( x, y) =
x 1
(1 t ) y1 dt
/2
B( x, y) =
2 sin
0
2 x 1
cos y1 d
x > 0, y > 0
B( x, y) =
u x 1
(u + 1)
x+y
du
x > 0, y > 0
B( x, y) =
( x ) ( y)
( x + y)
B( p,1 p) =
sin p
0 < p <1
Example
I=
1 3
x 1 / 2 (1 + x ) 2 dx = B , =
2 2
1
3
2 2
=
(2 )
( x ) =
t x 1
x>0
dt
( x ) =
2u
0
2 x 1 u
du
x>0
( / 2)
=
1
2
( x ) =
1
log r
x 1
x>0
dr
( x + 1)
x
x 0, 1, 2,L
( x ) = ( x 1) ( x 1)
x 0, 1, 2,L
(1 x )
( x ) =
x
x 0,1, 2,L
(n) = (n 1)!
n = 1, 2, 3,L
( x ) =
, 0! =
1
=
2
1 1 3 5 L(2n 1)
n+
=
n
2
2
n = 1, 2,L
n+
=
n +1
2
2
n = 1, 2,L
n
=
n 1
2
2
n = 1, 2,L
2 4 6 L 2n
2n
(n + 1) =
( x ) (1 x ) =
t e
a btc
n = 1, 2,L
n = 1, 2,L
sin x
x 0, 1, 2,L
n
e
1 n
n+
2
1 2 n
2
(2 n)
=
( n)
n! =
n = 1, 2,L
2 n + h
n = 1, 2,L
a + 1
c
dt =
c b ( a +1)/ c
x 1
(1 t ) y 1 dt
x > 0, y > 0
/2
B( x, y) =
2 sin
2 x 1
cos 2 y 1 d
x > 0, y > 0
B( x, y) =
u x 1
(u + 1)
x+y
du
x > 0, y > 0
B( x, y) =
( x ) ( y)
( x + y)
B( x, y) = B( y, x )
B( x,1 x ) =
sin x
B( x, y) = B( x + 1, y) + B( x, y + 1)
h
1
<
n! 12n
B( x, y) =
, 0<
0 < x <1
x > 0, y > 0
1 2 Ln
x ( x + 1)L( x + n)
x>0
1.0000
.9514
.9182
.8975
.8873
.8862
.8935
.9086
.9314
.9618
.9943
.9474
.9156
.8960
.8868
.8866
.8947
.9106
.9341
.9652
.9888
.9436
.9131
.8946
.8864
.8870
.8859
.9126
.9368
.9688
.9835
.9399
.9108
.8934
.8860
.8876
.8972
.9147
.9397
.9724
.9784
.9364
.9085
.8922
.8858
.8882
.8986
.9168
.9426
.9761
.9735
.9330
.9064
.8912
.8857
.8889
.9001
.9191
.9456
.9799
.9698
.9298
.9044
.8902
8856
.8896
.9017
.9214
.9487
.9837
.9642
.9267
.9025
.8893
.8856
.8905
.9033
.9238
.9518
.9877
.9597
.9237
.9007
.8885
.8857
.8914
.9050
.9262
.9551
.9917
.9555
.9209
.8990
.8879
.8859
.8924
.9068
.9288
.9584
.9958
e
z
t2
dt
erfc z =
t2
dt = 1 erf z
n=0
( 1) n z 2 n+1
n!(2n + 1)
sin t
dt
t
z <
si( z ) = Si( z )
27.3.3
cos t 1
dt
t
arg z <
Si( z ) =
n=0
( 1) n z 2 n+1
,
(2n + 1)(2n + 1)!
Ci( z ) = + ln z +
n =1
Si( z ) =
J
n=0
2
n + 21
z
2
( 1) n z 2 n
2n(2n)!
t 2
cos
dt ,
2
S( z ) =
t 2
sin
dt
2
27.4.2 Extrema
C( x ) has extrema at x = 2n + 1,
S( x ) has extrema at x = 2n
1
2
(n = 0,1, 2L)
C( z ) =
n=0
( 1) n ( / 2) 2 n 4 n+1
z , S( z ) =
(2n)!( 4n + 1)
( 1) n ( / 2) 2 n+1
(2n + 1)!(4n + 3) z
4 n +3
n=0
1+ j
erf
(1 j ) z
2
2
E1 ( x ) =
En ( x ) =
e t
dt =
t
e xt
dt
t
e xt
dt
tn
1 x
[e xEn ( x )]
n
En+1 ( x ) =
et
dt
t
27.5.3
Ei( x ) =
27.5.4
li( x ) =
(n = 1, 2,L)
dt
= Ei(ln x )
ln t
E1 ( x ) = ln x
n =1
Ei( x ) = + ln x +
n =1
( 1) n x n
n n!
xn
n n!
( x > 0)
( = Eulers constant)
1
(n > 1),
n 1
E0 ( x ) =
e x
x
27.5.7 Derivatives
dEn ( x )
= En1 ( x )
dx
(n = 1, 2,L)
1 k sin
2
dt
(k 2 < 1, x = sin )
(1 t 2 )(1 k 2t 2 )
1 k 2 sin 2 d =
1 k 2t 2
dt
1 t2
(k 2 < 1, x = sin )
d
(1 + n sin 2 ) 1 k 2 sin 2
dt
(1 + mt 2 ) (1 t 2 )(1 k 2t 2 )
(k 2 < 1, x = sin )
K = K (k ) = F k, =
2
E = E(k ) = E k, =
2
/2
/2
d
1 k 2 sin 2
1 k 2 sin 2 d
(k 2 < 1)
(k 2 < 1)
d2K
dK
+ (1 3k 2 )
kK = 0
2
dk
dk
k (1 k 2 )
dE
d2E
+ (1 k 2 )
+ kE = 0
dk
dk 2
(k = 1 k 2 )
0
1
2
3
4
1.5708
1.5709
1.5713
1.5719
1.5727
1.5708
1.5707
1.5703
1.5697
1.5689
50
51
52
53
54
1.9356
1.9539
1.9729
1.9927
2.0133
1.3055
1.2963
1.2870
1.2776
1.2681
81.0
81.2
81.4
81.6
81.8
3.2553
3.2771
3.2995
3.3223
3.3458
1.0338
1.0326
1.0314
1.0302
1.0290
5
6
7
8
9
1.5738
1.5751
1.5767
1.5785
1.5805
1.5678
1.5665
1.5649
1.5632
1.5611
55
56
57
58
59
2.0347
2.0571
2.0804
2.1047
2.1300
1.2587
1.2492
1.2397
1.2301
1.2206
82.0
82.2
82.4
82.6
82.8
3.3699
3.3946
3.4199
3.4460
3.4728
1.0278
1.0267
1.0256
1.0245
1.0234
10
11
12
13
14
1.5828
1.5854
1.5882
1.5913
1.5946
1.5589
1.5564
1.5537
1.5507
1.5476
60
61
62
63
64
2.1565
2.1842
2.2132
2.2435
2.2754
1.2111
1.2015
1.1920
1.1826
1.1732
83.0
83.2
83.4
83.6
83.8
3.5004
3.5288
3.5581
3.5884
3.6196
1.0223
1.0213
1.0202
1.0192
1.0182
15
16
17
18
19
1.5981
1.6020
1.6061
1.6105
1.6151
1.5442
1.5405
1.5367
1.5326
1.5283
65
65.5
66.0
66.5
67.0
2.3088
2.3261
2.3439
2.3622
2.3809
1.1638
1.1592
1.1545
1.1499
1.1453
84.0
84.2
84.4
84.6
84.8
3.6519
3.6852
3.7198
3.7557
3.7930
1.0172
1.0163
1.0153
1.0144
1.0135
20
21
22
23
24
1.6200
1.6252
1.6307
1.6365
1.6426
1.5238
1.5191
1.5141
1.5090
1.5037
67.5
68.0
68.5
69.0
69.5
2.4001
2.4198
2.4401
2.4610
2.4825
1.1408
1.1362
1.1317
1.1272
1.1228
85.0
85.2
85.4
85.6
85.8
3.8317
3.8721
3.9142
3.9583
4.0044
1.0127
1.0118
1.0110
1.0102
1.0094
25
26
27
28
29
1.6490
1.6557
1.6627
1.6701
1.6777
1.4981
1.4924
1.4864
1.4803
1.4740
70.0
70.5
71.0
71.5
72.0
2.5046
2.5273
2.5507
2.5749
2.5998
1.1184
1.1140
1.1096
1.1053
1.1011
86.0
86.2
86.4
86.6
86.8
4.0528
4.1037
4.1574
4.2142
4.2744
1.0086
1.0079
1.0072
1.0065
1.0059
30
31
32
33
34
1.6858
1.6941
1.7028
1.7119
1.7214
1.4675
1.4608
1.4539
1.4469
1.4397
72.5
73.0
73.5
74.0
74.5
2.6256
2.6521
2.6796
2.7081
2.7375
1.0968
1.0927
1.0885
1.0844
1.0804
87.0
87.2
87.4
87.6
87.8
4.3387
4.4073
4.4811
4.5609
4.6477
1.0053
1.0047
1.0041
1.0036
1.0031
35
36
37
38
39
1.7312
1.7415
1.7522
1.7633
1.7748
1.4323
1.4248
1.4171
1.4092
1.4013
75.0
75.5
76.0
76.5
77.0
2.7681
2.7998
2.8327
2.8669
2.9026
1.0764
1.0725
1.0686
1.0648
1.0611
88.0
88.2
88.4
88.6
88.8
4.7427
4.8478
4.9654
5.0988
5.2527
1.0026
1.0021
1.0017
1.0014
1.0010
40
41
42
43
44
1.7868
1.7992
1.8122
1.8256
1.8396
1.3931
1.3849
1.3765
1.3680
1.3594
77.5
78.0
78.5
79.0
79.5
2.9397
2.9786
3.0192
3.0617
3.1064
1.0574
1.0538
1.0502
1.0468
1.0434
89.0
89.1
89.2
89.3
89.4
5.4349
5.5402
5.6579
5.7914
5.9455
1.0008
1.0006
1.0005
1.0004
1.0003
45
1.8541
1.3506
80.0
3.1534
1.0401
89.5
6.1278
1.0002
46
47
48
49
1.8691
1.8848
1.9011
1.9180
E
1.3418
1.3329
1.3238
1.3147
a
80.2
80.4
80.6
80.8
K
3.1729
3.1928
3.2132
3.2340
1.0388
1.0375
1.0363
1.0350
89.6
89.7
89.8
89.9
6.3509
6.6385
7.0440
7.7371
1.0001
1.0001
1.0000
1.0000
References
Abramowitz, M. and I. A. Stegun, editors, Handbook of Mathematical Functions, Dover Publications,
New York, NY, 1972.
Andrews, L. C., Special Functions for Engineers and Applied Mathematicians, Macmillan Publishing
Co., New York, NY, 1985.
Hochstadt, H., The Functions of Mathematical Physics, Dover Publications, New York, NY, 1971.
McLachlan, N. W., Bessel Functions for Engineers, 2nd Edition, Oxford, London, 1961.
Samson, G., Orthogonal Functions, Interscience Publishers, Inc., New York, NY, 1959.