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by G. Arfken

Chapter 13: Special Functions

Reporters:黃才哲、許育豪

Hermite Functions

• Generating functions - Hermite polynomial

• Recurrence relation

• Special values of Hermite polynomial

• Alternate representations

• Orthogonality

• Normalization

• Application

Generating Functions

∞

tn

g ( x, t ) = e −t +2tx = ∑ H n (x )

2

• Define (1)

n =0 n!

• Take y = −t 2 + 2tx

∞ n

y

– expand ey = ∑ n!

n =0

– We have H 0 (x ) = 1

H1 ( x ) = 2 x

H 2 (x ) = 4 x 2 − 2

H 3 ( x ) = 8 x 2 − 12 x

H 4 ( x ) = 16 x 4 − 48 x 2 + 12

H 5 ( x ) = 32 x5 − 160 x 3 + 120 x

H 6 ( x ) = 64 x 6 − 480 x 4 + 720 x 2 − 120

Recurrence Relations (1/4)

• H n+1 ( x ) = 2 xH n ( x ) + 2nH n−1 ( x ) (2)

d ⎛ −t 2 + 2tx ∞ H n ( x ) n ⎞

⎜e =∑ t ⎟

dt ⎝ n =0 n! ⎠

∞

H n ( x ) n−1

⇒ (− 2tx + 2 x )e −t 2 + 2 tx

=∑ t

n =0 (n − 1)!

∞

H n ( x ) n ∞ H n ( x ) n−1

⇒ (− 2tx + 2 x )∑ t =∑ t

n =0 n! n =0 (n − 1)!

∞

H n ( x ) n+1 ∞

H n ( x ) n ∞ H n ( x ) n−1

⇒ −2∑ t + 2 x∑ t =∑ t

n =0 n! n =0 n! n =1 (n − 1)!

Recurrence Relations (2/4)

0

• The coefficient of t

– 2 xH 0 ( x ) = H1 ( x )

• The coefficient of t n (n ≠ 0)

( ) ( ) ( )

– 2 H n −1 x + 2 x H n x = 2 x H n + 1 x

(n − 1)! n! n!

⇒ 2 nH n −1 ( x ) + 2 xH n ( x ) = H n +1 ( x )

Recurrence Relations (3/4)

• H n′ ( x ) = 2nH n −1 ( x ) (3)

– Differentiate the generating function with respect

to x d ⎛ ∞

H (x ) ⎞

⎜e −t 2 + 2 tx

=∑ n

tn ⎟

dx ⎝ n =0 n! ⎠

∞

H n′ ( x ) n

⇒ 2te −t + 2 tx

=∑

2

t

n =0 n!

∞

H n ( x ) n ∞ H n′ ( x ) n

⇒ 2t ∑ t =∑ t

n =0 n! n =0 n!

∞

H n ( x ) n +1 ∞ H n′ ( x ) n

⇒ 2∑ t =∑ t

n =0 n! n =0 n!

Recurrence Relations (4/4)

n

• The coefficient of t

n=0 H 0′ ( x )

– = H 0′ ( x ) = 0

0!

– n>0 H n −1 ( x ) H n′ ( x )

2 =

(n − 1)! n!

⇒ H n′ ( x ) = 2 nH n −1 ( x )

Value at x = 0

z g ( x, t ) = e − t 2 + 2tx

⇒ e −t

2

= 1+

(− t ) (− t )

+

2 2 2

t2 t4 ∞

+ " = 1 − + − " = ∑ (− 1)

k t 2k

1! 2! 1! 2! k =0 k!

∞ 2k ∞ n

⇒ ∑ (− 1) =∑ H n ( x )

k t t

k =0 k! n=0 n!

k (2k )!

n = 2k : H 2k (0) = (− 1)

k!

n = 2k + 1 : H 2k +1 (0) = 0

Parity Relation

H n ( x ) = (− 1) H n (− x )

k

•

– Expand the generating function

– We have H0 (− x) =1

H1(− x) = −2x = (−1) H1(x)

1

H2 − x = 4 − x − 2 = −1 H2 (x)

( ) ( ) ( )

2 2

2 3

4 2 4

5 3 5

6 4 2 6

"

Rodrigues Representation of Hn(x)

∞

tn

g (x , t ) = e − t + 2 tx

= e −t ∑

+ 2 tx − x + x

= e x e − (t − x ) = H n (x )

2 2 2 2 2 2

z n!

n=0

z Differentiation of the generating function n times

with respect to t (note that d e −(t − x ) = − d e −(t − x ) ) 2 2

dt dx

z Set t=0

⇒ H n ( x ) = (− 1) e x

n 2 d n − x2

dx n

e ( )

Calculus of Residues

−m −1

• Multiply the generating function by t

• Integrate around the origin

• We have Hm (x) =

m! −m−1 −t 2 +2tx

2πi ∫ t e dt

Series Form

2 ⋅ n! 4 ⋅ n!

H n ( x ) = (2 x ) − (2 x ) + (2 x )n−2 ⋅1⋅ 3 + "

n n−2

•

(n − 2)!2! (n − 4)!4!

[n 2 ]

⎛n⎞

= ∑ (− 2 ) (2 x ) ⎜⎜ ⎟⎟1 ⋅ 3 ⋅ 5 ⋅" ⋅ (2 s − 1)

s n−2 s

s =0 ⎝ 2s ⎠

[n 2 ]

= ∑ (− 2 ) (2 x )

s n−2 s n!

s =0 (n − 2s )! s!

Orthogonality

• By recurrence relations,

H n'' ( x ) − 2 xH n' ( x ) + 2nH n ( x ) = 0

ψ ( ) = −x 2

H n (x )

2

• Let n x e

– We have ψ n'' ( x ) + (2n + 1 − x 2 )ψ n ( x ) = 0 (4)

– which is self-adjoint and orthogonal in x ∈ (− ∞ , ∞ )

Normalization

− x2

• Multiply (1) by itself and by e

m n∞

= ∑ e Hm(x)Hn (x)

−x −s +2sx −t +2tx

2 2

−x

2 s t 2

e e e

m,n=0 m!n!

• Integrate x from − ∞ to ∞ , and consider the

orthogonal property

∞

(st )n ∞ ∞ ∞

∑ n!n! ∫ e [H (x )] dx = ∫ e−x − x − s + 2 sx −t + 2 tx

dx = ∫e

− ( x − s −t )2 2 st

2 2 2 2 2

n e dx

n =0 −∞ −∞ −∞

2 n (st )

1 1 ∞ n

=π e 2 2 st

=π ∑ 2

n =0 n!

• Equating coefficients of like powers of st to obtain

∞

[H n (x )] dx = 2 π

1

∫e

− x2 2 n 2

n!

−∞

Simple Harmonic Oscillator

= 2

∇ ψ ( x ) + Kz 2 = Eψ ( z )

1

• − 2m 2

(5)

d 2ψ ( x )

• Reduce to the form of

dx 2

( )

+ λ − x 2 ψ (x ) = 0

• Which is (4) with λ = 2n + 1

• Hence

ψ n (x ) = 2 −n 2

π −1 4

(n!)

−1 2 − x 2 2

e H n (x )

Laguerre Functions

• Laguerre polynomial

• Associated Laguerre polynomials

• Application

Laguerre Polynomial

• Laguerre’s differential equation

• Generating functions - Laguerre polynomial

• Alternate representations - Rodrigues’ formula

• Recurrence relation

• Orthogonality

Laguerre’s Differential Equation (1/2)

• xy" ( x) + (1 − x) y '+ ny ( x) = 0 (6)

• Denote solution as yn , since y will depend on n .

• By contour integral,

− xz /(1− z )

v∫

yn ( x) =

1 e dz

(7)

2π i (1 − z ) z n +1

the point z = 1 , since

v∫ v∫

− xz /(1− z ) − xz /(1− z )

yn′ ( x) = −

1 e dz yn′′( x) = −

1 e dz

2π i (1 − z) z 2 n

, 2π i (1 − z) z 3 n−1

Laguerre’s Differential Equation (2/2)

• Substituting into the left-hand side of (6), we obtain

1 ⎡ x 1− x n ⎤ − xz (1− z )

∫

v ⎢

2π i ⎢⎣ (1 − z ) z

3 n −1

− + n +1 ⎥

(1 − z ) z (1 − z ) z ⎥⎦

2 n

e dz

− xz /(1− z )

1 d ⎡ e ⎤

– Which is equal to

∫

v ⎢

2π i dz ⎣ (1 − z ) z ⎦

n ⎥ dz

equals to the initial point, the integral will vanish,

thus verifying that (7) is a solution to the Laguerre’s

equation

Generating Functions

• Define the Lagurre polynomial ,Lby( x )

n

− xz /(1− z )

1 e n+1 dz

2π i v∫ (1 − z ) z

Ln ( x) =

– This is exactly what we would obtain from the series

, (8)

e − xz (1− z ) ∞

=

g ( x, z ) by

• If multiply = ∑ Ln (around

and integrate < 1 only the

x) z n the zorigin,

term in the series 1 −remains.

z n =0

• Identify −n −1generating function for the Lagurre

aszthe

polynomials.− 1

z

g ( x, z )

Rodrigues’ Formula

• With the transformation

n −s

−

x

L (x ) =

s x e s e

∫

xz

= s−x z = ds

1− z ,

s , n 2πi (s − x )n +1

s-plane

• By Chauchy’s integral theorem (for derivatives)

ex d n n −x

Ln ( x ) = (x e ) (integral n ) (9)

η! dx n

Series Form

• From these representations of Ln (x ) , we find the series

form for integral n

( −1) ⎡ n n −1 n ( n − 1) n − 2 ⎤

n 2 2 2

L ( x) = ⎢x − x + x − " + ( −1) n !⎥

n n

n

n ! ⎢⎣ 1! 2! ⎥⎦

n m n n−s

n ! x n ! x

= ∑ (−1) m = ∑ (−1) n − s

m=0 (n − m)!(m)!m ! s =0 (n − s )!(n − s )! s ! (10)

• We have L0 ( x ) = 1

L1 ( x ) = − x + 1

2 ! L2 ( x ) = x 2 − 4 x + 2

3! L3 ( x ) = − x 3 + 9 x 2 − 18 x + 6

4 ! L 4 ( x ) = x 4 − 16 x 3 + 72 x 2 − 96 x + 24 "

Recurrence Relations

• Differentiate the generating function, with respect to z

and x ,

- ( n + 1) Ln +1 ( x ) = ( 2n + 1 − x ) Ln ( x ) − nLn−1 ( x )

= 2 Ln ( x ) L n−1 ( x ) − [(1 + x ) Ln ( x ) − L n−1 ( x )] /( n + 1)

- xL'n ( x ) = nL n ( x ) − nL n −1 ( x )

machine computation of numerical values of Ln (x ) .

• The computing machine starts with known numerical

values of L1 (x ) and L0 (x ) .

Orthogonality

• The Laguerre differential equation is not self-adjoint and

the Laguerre polynomials do not by themselves form an

orthogonal set

• The related set of function n ϕ ( x ) = e −x/2

Ln ( x) is

orthonormal for interval 0 ≤ x ≤ ∞ ,

∞

that is ∫0 e − x Lm ( x) Ln ( x)dx = δ m ,n

which can be verified by using the generating function

• The orthonormal function ϕn (x ) satisfies the differential

equation

xϕ ′′( x) + ϕ ′( x) + (n + 1 / 2 − x / 4)ϕ ( x) = 0

– which has the Sturm-Liouville form (self-adjoint).

Associated Laguerre Polynomials

• Associated generating functions - Laguerre

polynomial

• Associated recurrence relation

• Associated Laguerre’s differential equation

• Alternate representations - associated Rodrigues’

formula

• Associated orthogonality

Associated Laguerre Polynomials

k

d

• Associated Laguerre polynomials n Lk

( x ) = ( − 1) k

k

[ Ln + k ( x)]

dx

– From the series form of Ln (x )

x 2

(k + 2)(k + 1)

– L0 ( x ) = 1, L1 ( x) = − x + k + 1, L ( x) = − (k + 2) x + "

k k k

2

2 2

n

(n + k )!

– In general, L ( x) = ∑ (−1)

k m

, (k > −1)

(n − m)!(k + m)!m !

n

m=0

• A generating function may be developed by

differentiating the Laguerre generating function k

times

e − xz /(1− z ) ∞

L L ( x ) z

(n + k )!

n =0

n!k!

Recurrence Relations

• Recurrence relations can easily be derived from the

generating function or by differentiating the Laguerre

polynomial recurrence relations.

– (n + 1) Lkn+1 ( x) = (2n + k + 1 − x) Lkn ( x) − (n + k ) Lkn−1 ( x)

– xLkn'' ( x) = nLkn ( x) − (n − k ) Lkn −1 ( x)

Associated Laguerre Equation

• Differentiating the Laguerre’s differential equation k

times, we have the associated Laguerre equation

– xLkn' ( x) = (k + 1 − x) Lkn' ( x) + nLkn ( x) = 0 (11)

Associated Rodrigues Representation

• A Rodrigues representation of the associated

Laguerre polynomial is

x −k n

– Lk ( x) = e x d − x n+k

n n

( e x )

n! dx

• Note that all of these formula Lkn (x ) reduce to the

corresponding expressions for Ln (x ) when k = 0 .

Self-Adjoint (1/2)

• The associated Laguerre equation is not self-adjoint,

but it can be put in self-adjoint form by multiplying

−x k

e x

∞ (n + k )!

∫ δ m,n

−x

– We obtain e x L ( x) L ( x)dx =

k k

n

k

m

0 n!

ψ

– Let n

k

( x ) = e −x 2 k 2 k

x Ln ( x ) , n ( x ) satisfies the

ψ k

self-adjoint equation

xψ nk '' ( x ) + ψ nk ' ( x ) + [− x 4 + (2n + k + 1) 2 − k 2 4 x ]ψ nk ( x ) = 0

Self-Adjoint (2/2)

• Define n φ k

( x ) = e − x / 2 ( k +1) / 2 k

x Ln ( x)

• Substitution into the associated Laguerre equation

yields φnk '' ( x ) + [− x 4 + (2n + k + 1) 2 − k 2 4 x ]φnk ( x ) = 0(12)

– The corresponding normalization integral is

∞ (n + k )!

∫

−x k +1 k

e x L ( x) L ( x)dx =

n

k

n (2n + k + 1)

{ }

0 n!

– It shows that φn ( x ) do not form an orthogonal set

k

of the term (2 n + k + 1) 2 x

Hydrogen Atom (1/4)

• The solution

2

of2 the Schödinger wave equation

h Ze

– − ∇ψ −

2

ψ = Eψ

• The angular dependence of ψ is YLM (θ ,ϕ )

2m r

h 2 1 d ⎛ 2 dR ⎞ Ze 2 h 2 L( L + 1)

–− ⎜r ⎟− R+ R = ER (13)

2m r dr ⎝ dr ⎠ r

2

2m r 2

Hydrogen Atom (2/4)

• By use of2abbreviations ρ = α r 8mE

, α = − 2 (E < 0) ,and

2

2mZe h

λ=

αh 2

• (13) becomes

1 d ⎡ 2 dχ ( ρ ) ⎤ ⎡ λ 1 L( L + 1) ⎤

ρ 2 dρ ⎢ ρ dρ ⎥ + ⎢ ρ − 4 − ρ 2 ⎥ χ ( ρ ) = 0

⎣ ⎦ ⎣ ⎦ (14)

• where χ (ρ ) = R(ρ α )

Hydrogen Atom (3/4)

• A comparison with (12) for n (x ) shows that (14) is

φ k

satisfied by ρχ ( ρ ) = e − ρ / 2 ρ L +1 L2λL−+L1−1 ( ρ )

– In which k is replaced by 2L +1 and λ − L − 1

• Since the Laguerre function of nonintegral n would

diverge as ρ ne ρ, λ must be an integer n =1,2,3,"

• The restriction on λ has the effect on quantizing the

2 4

energy E = − Z me

n

2n 2 h 2

Hydrogen Atom (4/4)

2

2Z me Z 2Z

• By the result of En , we have ρ = r, α = 2 2

=

na0 h n na0

h2

• With a0 = 2 the Bohr radius

me

• We have the normalized hydrogen wave function

3 1/ 2

⎡ ⎛ 2Z ⎞ (n − L −1)! ⎤ −αr / 2

ψ nLM (r,θ ,ϕ) = ⎢ ⎜ ⎟ ⎥ e (α r ) L 2 L+1

Ln−L−1 (α r )YL (θ ,ϕ )

M

Chebyshev Polynomials

• Chebyshev polynomials

• Generating function

• Recurrence relations

• Special values

• Parity relation

• Rodrigue’s representations

• Recurrence relations – derivatives

• Power series representation

• Orthogonality

• Numerical applications

Generating Function

• The generating function for the ultraspherical or

Gegenbauer polynomials

2β π 1/ 2 ∞

2 β +1/ 2

(1 − 2 xt + t )

= ∑

( β − 1/ 2)! n =0

Tn

β

( x )t n

, t <1

(15)

– β = ±1 2 , generate two sets of polynomials known

as the Chebyshev polynomials

Chebyshev Polynomials of Type I (1/2)

• With β = −1 2 ,the t and x dependence on the left of

(15) disappears and the ( β − 1 2 ) ! blows up

• To avoid the problem,

– differentiate (15) with respect to t and let β = −1 2

x−t π ∞

to yield =

1 − 2 xt + t

2 ∑ nnT −1 / 2

2 n =0

( x )t n −1

1− t2 π ∞

1 − 2 xt + t 2

= 1+

2

∑ 2 nT

n=0

n

−1 / 2

( x )t n

Chebyshev Polynomials of Type I (2/2)

π

• For n > 0, define Tn ( x) = nTn−1/ 2 ( x)

2

1− t 2 ∞

• Then 1 − 2 xt + t 2 = 1 + 2 ∑

n =0

Tn ( x )t n

(16)

recurrence relation

Chebyshev Polynomials of Type II

∞

21/ 2

• With β = +1 2 , (15) becomes (1 − 2 xt + t 2 )

= π 1/ 2

∑

n =0

Tn

1/ 2

( x )t n

π 1/ 2

– Define Tn ( x) = U n ( x)

2

– This gives us ∞

1

= ∑U n ( x)t n

1 − 2 xt + t 2 n =0 (17)

– The functions U n (x ) generated by (1 − 2tx + t ) 2 −1

Recurrence Relations

• From generating functions (16) and (17), we obtain

Tn +1 ( x) − 2 xTn ( x) + Tn −1 ( x) = 0 (18)

U n +1 ( x) − 2 xU n ( x) + U n −1 ( x) = 0 (19)

• Then, use the generating functions for the first few

values of n and these recurrence relations to obtain

the high-order polynomials

Special Values

Tn (1) = 1

Tn (−1) = (−1) n

T2 n (0) = (−1) n

T2 n+1 (0) = 0

U n (1) = 1

U n (−1) = (−1) n

U 2 n (0) = (−1) n

U 2 n+1 (0) = 0

Parity and Rodrigue’s Representations

• Parity relation

– Tn ( x) = (−1) n Tn (− x) and Un (x) = (−1)nUn (−x)

• Rodrigue’s representations

(−1) n π 1/ 2 (1 − x 2 )1/ 2 d n 2 n −1 / 2

T

– n ( x ) = [(1 − x ) ]

2 (n − 1 / 2)!

n

dx n

(−1) n π 1/ 2 (n + 1)1/ 2 dn 2 n +1 / 2

– U n ( x) = n+1 [(1 − x ) ]

2 (n + 1 / 2)!(1 − x ) dx2 1/ 2 n

Recurrence Relations – Derivatives

• From the generating functions, obtain a variety of

recurrence relations involving derivatives

– (1 − x 2 )Tn' ( x) = − nxTn ( x) + nTn −1 ( x)

– (1 − x 2 )U ' ( x) = −nxU ( x) + (n + 1)U ( x)

n n n −1

• From (18) and (19)

Type I satisfies (20)

(1 − x )Tn ( x) − xTn ( x) + n Tn ( x) = 0

2 '' ' 2

Type II satisfies (21)

− x )Un (x) − 3xU (x) + n(n + 2)Un (x) = 0

2 '' '

• The Gegenbauer’s(1equation n

–

(1 − x 2

) y ''

− 2(1 + β ) xy '+ nof(nthese

– which is a generalization + 2 β equations

+ 1) y = 0

Power Series Representation

• Define n +1

V ( x ) = 1 − x 2

U n ( x)

• From the generating function, or the differential

equations

– T n ( x ) = ∑ ( − 1) m ( n − m − 1)! ( 2 x ) n − 2 m

n [n / 2]

2 m m ! ( n − 2 m )!

[n / 2]

( n − m )!

– U n (x) = ∑ ( − 1)

m

m

m ! ( n − 2 m )!

(2 x)n−2m

V

• n (x) = 1− x2

(⎣ 1 ) ( 3 )

⎡ n

xn−1

− n

xn−3

(1− x2

) + (5)

n

xn−5

(1− x ) −"⎤⎦

2 2

• Finally, we obtain

Tn ( x) + iVn ( x) = [ x + i (1 − x ) ] , x ≤ 1

2 1/ 2 n

Orthogonality

• If (20) and (21) are put into self-adjoint form, we

obtain w(x ) = (1 − x ) and w ( x ) = (1 − x ) as their

2 −1 2 2 12

weighting factors

• The resulting orthogonality integrals are

⎧ 0, m ≠ n

1 ⎪

∫−1 m n ⎨π 2, m = n ≠ 0

2 −1/ 2

T ( x )T ( x )(1 − x ) dx =

⎪π , m=n=0

⎩

⎧ 0, m ≠ n

1 ⎪

∫−1Vm ( x)Vn ( x)(1 − x ) dx = ⎨π 2, m = n ≠ 0

2 −1/ 2

⎪ 0, m=n=0

⎩

1 π

∫ −1

U m ( x )U n ( x ) (1 − x 2 ) 1 / 2 d x =

2

δ m ,n

Numerical Applications

• The Chebyshev polynomials are useful in numerical

work over an interval [− 1,1 ] because

– Tn ( x ) ≤ 1, − 1 ≤ x ≤ 1

– The maxima and minima are of comparable

magnitude

– The maxima and minima are spread reasonably

uniformly over the range [− 1,1 ]

– These properties follow from Tn ( x ) = cos(n cos −1 x )

Hypergeometric Functions

• Hypergeometric equations

• Contiguous function relations

• Hypergeometric representations

Hypergeometric Equations

• Hypergeometric equations

– x(1 − x) y′′( x) + [c − (a + b + 1) x] y′( x) − aby ( x) = 0

– A canonical form of a linear second-order differential

equation with regular singularities at

x = 0, 1, ∞ .

• One solution is

a ⋅ b x a(a +1)b(b +1) x2

y( x) = 2 F1 (a, b, c; x) = 1+ +

c 1! c(c +1) n!

– Which is known as the hypergeometric equation or

hypergeometric series

x <1

– The range of convergence: x = 1 for ,

and , for

c > a + b −1 x = −1 c > a+b

Pochhammer Symbol

• In terms of the Pochhammer symbol,

(a + n − 1)!

– n

( a ) = a ( a + 1)( a + 2 ) " ( a + n − 1) = and (a) 0 = 1

(a − 1)!

– The hypergeometric equations becomes

∞ n

( a ) n (b ) n x

2 F1 ( a , b , c ; x ) = ∑

n=0 (c )n n!

– The leading subscripts 2 indicates that two

Pochhammer symbols appear in the numerator

and the final subscript 1 indicates one

Pochhammer symbol in the denominator

Representation of Elementary Functions

• Many elementary functions can be represented by the

hypergeometric equations

• For example

– ln(1 + x) = x2 F1 (1,1,2;− x)

– complete elliptic integrals

π /2 π

K =∫ (1 − k sin θ ) dθ =

2 2 1/ 2

F

2 1 (1 / 2, −1 / 2,1; k 2

)

0 2

π /2 π

E=∫ (1 − k sin θ ) dθ =

2 2 1/ 2

F

2 1 (1 / 2, −1 / 2,1; k 2

)

0 2

Hypergeometric Equations

• Another solution

1− c

– y ( x ) = x 2 F1 ( a + 1 − c, b + 1 − c, 2 − c; x ), c ≠ 2,3, 4,"

– It shows that if c is an integer, either the two

solutions coincide or one of the solutions will

blow up.

– In such case the second solution is expected to

include a logarithmic term

Alternate Forms

• Alternate forms of hypergeometric equation include

d2 ⎛1− z ⎞ d ⎛1− z ⎞ ⎛1− z ⎞

(1 − z ) 2

2

y⎜ ⎟ − [( a + b + 1) z − ( a + b + 1 − 2 c )] y⎜ ⎟ − aby ⎜ ⎟=0

dz ⎝ 2 ⎠ dz ⎝ 2 ⎠ ⎝ 2 ⎠

d2 ⎡ 1 − 2c ⎤ d

(1 − z ) 2 y ( z ) − ⎢(2a + 2b + 1) z +

2 2

⎥ y ( z 2

) − 4 aby ( z 2

)=0

dz ⎣ z ⎦ dz

Contiguous Function Relations

• We expect recurrence relations involving unit

changes in the parameters a , b , and c .

• Usual nomenclature for the hypergeometric

functions in which one parameter changes by + 1 or − 1

is “contiguous function”

• For example,

(a − b){c(a + b − 1) + 1 − a 2 − b 2 + [(a − b) 2 − 1](1 − x))} 2 F1 (a, b, c; x)

= (c − a)(a − b + 1)b 2 F1 (a − 1, b + 1, c; x) + c − a)(a − b + 1)a 2 F1 (a + 1, b − 1, c; x)

Hypergeometric Representations (1/2)

• Gegenbauer function,

β (n + 2 β )! 1− x

– Tn ( x) = β 2 F1 ( − n, n + 2 β + 1,1 + β ; )

2 n! β ! 2

• Legendre and associate Legendre functions

1− x

P

– n ( x ) = F

2 1 ( − n, n + 1,1; )

2

2 m−2

( n + m )! (1 − x ) 1− x

– Pn ( x) =

m

2 F1 ( m − n, m + n + 1, m + 1; )

(n − m)! 2 m! m

2

– Alternate forms are

(2n+1)! (2n)!

P2n+1(x) = (−1) 2n

n

x2 F1(−n, n+3/2,3/2; x2) P2n (x) = (−1)n 2n F

2 1 (− n, n +1/2,1/2; x2

)

2 n!n! 2 n!n!

(2n+1)! (2n −1)!

= (−1)n x2 F1(−n, n+3/2,3/2; x2) = (−1)n F

2 1 (− n , n +1/2,1/2; x2

)

(2n)!! (2n)!!

Hypergeometric Representations (2/2)

• In terms of hypergeometric functions, the

Chebyshev functions become

– T n ( x ) = 2 F1 ( − n , n ,1 / 2 ; 1 − x )

2 1− x

– U n ( x) = (n + 1) 2 F1 (−n, n + 2,3 / 2; )

21− x

– Vn ( x) = 1 − x n 2 F1 (−n + 1, n + 1,3 / 2;

2

)

2

• The leading factors are determined by direct

comparison of complete power series, comparison

of coefficients of particular powers of the variable,

or evaluation at x = 0 or x = 1, etc

Confluent Hypergeometric Functions

• Confluent hypergeometric equation

• Confluent hypergeometric representations

• Integral representation

• Bessel and modified Bessel functions

• Hermite functions

• Miscellaneous cases

Confluent Hypergeometric Equation

• xy′′( x) + (c − x) y′( x) − ay ( x) = 0

• May be obtained from the hypergeometric equation

by merging two of its singularities

• The resulting equation has a regular singularity at

x = 0 and an irregular one at x = ∞ .

Solutions

• One solution of the confluent hypergeometric

equation is y ( x) = 1 F1 (a, c; x) = M (a, c; x) = 1 + a x a ( a + 1) x 2

+ +"

– Which is convergent for all finite x c 1! c(c + 1) n !

– In terms of the Pochhammer symbols, we have

∞

(a)n xn which becomes a polynomial if

M (a, c; x) = ∑

the parameter n=0 (c)n n! is or a negative integer

• A second solution is

a 1

y ( x) = x1−c M (a, a + 1;− x), c ≠ 2,3,4, "

• The standard form of the Confluent hypergeometric

equation is a linear combination of both solutions

–

π ⎡ M (a, c; x) x M (a + 1 − c, 2 − c; x) ⎤

1− c

U (a, c; x) = ⎢ − ⎥

sin π c ⎣ (a − c)!(c − 1)! (a − 1)!(1 − c)! ⎦

Representations

• Numerous elementary functions may be represented

by the confluent hypergeometric function

• For example

2 x −t 2

– Error function erf ( x) = 1/ 2 ∫0 e dt = 1/ 2 xM (1 / 2,3 / 2; x 2 )

2

π π

– Incomplete gamma function

γ (a, x ) = ∫ e −t t a −1dt = a −1 x a M (a, a + 1;− x ) , Re{a} > 0

x

0

Integral Representation (1/2)

• Confluent hypergeometric functions in integral forms

Γ ( c ) 1

∫

– M (a, c; x) = xt a −1 c − a −1

e t (1 − t ) dt ,

Γ ( a )Γ ( a − c ) 0

Re{c} > Re{a} > 0

1 ∞ − xt a −1

– U ( a , c; x ) = ∫ e t (1 − t ) c − a −1

dt , Re{x} > Re{a} > 0

Γ(a ) 0

Integral Representation (2/2)

• Three important techniques for deriving or verfying

integral representations:

– Transformation of generating functions and

Rodrigues representations

– Direct integration to yield a series

– Verification that the integral representation

satisfies the differential equation, exclusion of

other solution, verification of normalization

Self-Adjoint

• The confluent hypergeometric equation is not self-

adjoint.

• Define M kµ ( x) = e − x / 2 x µ +1/ 2 M ( µ − k + 1 / 2,2µ + 1; x)

– This new function is a Whittaker function which

satisfies the self-adjoint equation

⎛ 1 k 1/ 4 − µ 2 ⎞

M ( x) + ⎜⎜ − + +

n

kµ 2

⎟⎟ M kµ ( x) = 0

⎝ 4 x x ⎠

– The corresponding second solution is

Wkµ ( x) = e − x / 2 x µ +1/ 2U ( µ − k + 1 / 2,2µ + 1; x)

Bessel and Modified Bessel Functions

• Kummer’s first formula M (a, c; x) = e x M (c − a, c;− x) is

useful in representing Bessel and modified Bessel

functions

• Representation in the form of the confluent

hypergeometric equation −ix v

e ⎛ x ⎞

– Bessel function J v ( x) = ⎜ ⎟ M (v + 1/ 2, 2v + 1; 2ix)

v! ⎝ 2 ⎠

– The modified Bessel functions of the first kind

v

e ⎛ x ⎞

−x

I v ( x) = ⎜ ⎟ M (v + 1/ 2, 2v + 1; 2 x)

v! ⎝ 2 ⎠

Hermite Functions

• The Hermite functions are given by

(2n)! n 2(2n + 1)!

H 2 n ( x) = (−1)

n

xM (− n,1/ 2; x ), H 2 n +1 ( x) = (−1)

2

xM (− n,3 / 2; x 2 )

n! n!

• Comparing the Laguerre differential equation with the

confluent hypergeometric equation, we have

Ln ( x) = M (− n,1; x)

– The constant is fixed as unity, since

Ln (0) = 1

• The associated Laguerre functions

dm (n + m)!

m

x) = (−1) verification

L– (Alternate

n

m

L ( x) = is obtain

m n+ m

M (−by + 1; x)

n, mcomparing with

dx n!m!

the power series solution

Use of Hypergeometric Funtions

• Expressing special functions in terms of

hypergeometric and confluent hypergeometric

functions let the behavior of the special functions

follows as a series of special cases

• This may be useful in determining asymptotic

behavior or evaluating normalization integrals

• The relations between the special functions are

clarified

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