SPECIAL FUNCTIONS FOR SCIENTISTS AND ENGINEERS W. W. BELL Lecturer in Theoretical Physics Department of Natural Philosophy University of Aberdeen D. VAN NOSTRAND COMPANY LTD =} LONDON 1 UNCETON, NEW JERSEY TORONTO MELNOURNE TNSD. VAN NOSTRAND COMPANY LTD Windsor House, 46 Victoria Street, London D, Van Nostranp Company Inc. Princeton, New Jersey Van Nostranp REGIONAL OrFices New York, Chicago, San Francisco D. Van Nostzanp Company (Canapa) Lp, Toronto D. Van Nostranp Austratta Pry Lrp ‘Melbourne Copyright © 1968 D, Van Nostrand Company, Ltd Published simultaneously in Canada by 1D. Va Nosrranp CosPany (Canada), Led No reproduction in any form of this book, in whole or in part (except for brief quotation in critical articles or reviews), may be made without written authorisation from the publisher. Library of Congress Catalog Card No. 68-26453 Printed in Great Britain by Butler & Tanner T.td, Frome and LondonPREFACE ‘This book is primarily intended for use in undergraduate courses by physics and engineering students in universities and technical colleges. It should, however, also prove useful to those working in other sciences, since it does not contain any specific examples drawn from the fields of physics, engineering, chemistry, etc. We believe it to be preferable to give here the principal results concerning special functions likely to be encoun- tered in applications, and to leave the applications themselves to the par- ticular context in which they arise. The book is designed for those who, although they have to use mathematics, are not mathematicians themselves, and may not even have any great mathematical aptitude or ability. Hence an attempt has been made, especially in the earlier chapters, to sacrifice brevity for completeness of argument. The level of mathematical know- ledge required of the reader is no more than that of an elementary calculus course; in patticular, no use is made of complex variable theory. Equally, no attempt is made to attain a high level of mathematical rigour; for example, we use results like 1/0 = 0, 1/co =0, which, to be rigorous, should really be written in terms of limits. In Chapter 1 we discuss the solution of second-order differential equa- tions in terms of power series, a topic of crucial importance for the follow- ing chapters. ‘This is because very often in applications we have a partial differential equation for some quantity of interest, and this equation may, by the method of separation of variables, be split into several ordinary differential equations whose solutions we thus require. If, as is often the these equations do not have solutions in terms of elementary func- tions, we have to investigate these solutions, and this is best done by the method of series solutions. ‘These solutions lead to the definitions of new functions, and it is the study of the properties of such ‘special’ functions which is the main subject-matter of this book. Chapter 2 is devoted to the gamma and beta functions, two functions defined by integrals and closely related to one another; these functions are not only used in later chapters, but are also encountered in many other contexts, Chapter 3 is concerned with a study of the Legendre polynomialsvi PREFACE which ver ich problen ‘They are introduced as solutions of Legendre’s eq arises when a problem possesses spherical symmetry occur, for example, in quantum mechanics, clectrumagnetw theory, hydrodynamics and heat conduction. Chapter 4 is devoted to Bessel functions. ‘These functions occur very wide range of applications, such as loudspeaker design, optical di fraction, the vibration of citcular membranes and plates, the seattering of, sound by circular cylinders, and in general in many problem in bath classical and quantum physics involving circular or cylindric! honindaries of some kind. Kelvin’s functions, introduced in Section 4.9, are of most as of ing. interest to the electrical engineer, while the spherical Bessel functi Section 4.10 are of prime importance in quantum mechanical s theory. ‘The Hermite polynomials, discussed in Chapter 5, have their main application in the quantum-mechanical harmonic oscillator, but other applications do occur. Likewise, the Laguerre polynomials of Chapter 6 are most useful in the quantum mechanical study of the hydrogen atom, but they also find applications in, for example, transmission line theory and seismological investigations. Chapter 7 treats the Chebyshev polynomials which not only are of interest for their use in polynomial approximations to arbitrary functions, but also occur in electrical circuit theory. Chapter 8 is devoted to two generalisations of the Legendre polynomials —the Gegenbauer and Jacobi polynomials. ‘These occur less frequently than the functions mentioned above, but they do have application in various branches of physics and engineering, e.g., transformation of spherical har- monies under co-ordinate rotations. In Chapter 9 we discuss the hypergeometric function. This is the most ‘general of all the special functions considered. Indeed, all the other special functions considered, and many elementary functions, are just special ‘cases of the hypergeometric function, Chapter 10 contains a brief summary of various other functions which ‘oceur in applications, These are often defined by integrals which cannot be evaluated in terms of known functions, and very often all the useful information concerning these integrals is contained in a table of values of the integra Appendix 1 is concerned with the definition of Euler's constant, encoun- tered in the chapter on Bessel functions, and Appendix 2 treats explicitly the convergence of the solutions to Legendre’s equation found in Chapter 3 appendices summarise certain properties of the special have been proved throughout the book, itPREFACE vii The problems at the end of each chapter should be considered as an integral part of the text: every reader is urged to attempt most, if not all, of the questions. Hints and solutions are provided for all but the easiest of the problems, but the reader should not seek help from the hints before he has made an effort to solve the problem for himself. ‘The proofs of certain theorems are indicated as being able to be omitted at a first reading. ‘This does not mean to imply that the proofs of such theorems are difficult, but rather that they are fairly lengthy and that inclusion of such a proof on a first reading would tend to destroy the con- tinuity of presentation of the material. W. W. B. Aberdeen, 1967LIST OF SYMBOLS Symi Function ‘Section in which symbol fist appears Bes, 9) Beta function 24 berg, beiy x Kelvin’s functions 4.10 cw) Fresnel integral 103 ae) Gegenbauer polynomial or ultraspherical 81 polynomial Ci) Cosine integral 102 Dale) Debye funetions 105 Elk, $) Elliptic integral of second kind 10.6 Eth) Complete elliptic integral of second kind 106 Ei(x), E(x) Exponential integrals 10.2 3) Generalised error function 103 ets Error function 103 Fa. $) Elliptic integral of frst kind 106 ‘wFalliy ay «+ =O Bis Bay» ++ Bai 8) Hiypergeometrie Function 94 Hl) Hermite polynomial 5 H,0(s), Hy¢%(s) Hankel fonctions or Bessel functions of the 4.5 third kind ‘hg6(3), g6®(8) Spherical Hankel functions 4 Ts) Modified Bessel function 47 Te) Bessel function of the first kind 41 juts) Spherical Bessel funetion 411 K() Complete elliptic integral of first kind 106 K,(2) Modified Bessel funetion 47 key x kei, Kelvin’s functions 410 Lats) Laguerre polynomial 61 Li) Associated Laguerre polynomial 67 HG) Logarithmic integral 10.2 MG.) Confluent hypergeometric function 94 Myn(3) Whittaker’s confluent hypergeometric 93 funetion Nal) Neumann function or Bessel function of the 4.1 second kindSymbol Pa) FG) Pa P(x) Rus) 58) si), Sif) Tae) Uns) ¥70, 4) ¥q(2) als) 1) TG, a) 78, 9) Y EO) Mh, $, 0) TI(k, a) YG) LIST OF SYMBOLS Function Legendre polynomial Associated Legendre function Jacobi polynomial Legendre function of the second kind Fresnel integral Sine integrals Chebyshev polynomial of the first kind Chebyshev polynomial of the second kind Spherical harmonic Bessel function of the second kind Spherical Bessel function Gamma function complete gamma functions Euler’s constant jemann’s zeta function Elliptic integral of third kind Complete elliptic integral of third kind Weber-Hermite function Section in which symbol fist appears21 22 23 24 CONTENTS Prerace Lisr or Sympois Cuarrer 1 Seeiss SoLvvion oF DirveneNtiat Equations Method of Frobenius Examples Problems Caaprer 2 Gana ano Beta Fuxcrions Definitions Properties of the beta and gamma functions Definition of the gamma function for negative values of the argument Examples Problems Chapter 3 Lecenpre PoLynomtars AND FUNCTIONS ‘Legendre’s equation and its solution Generating function for the Legendre polynomials Further expressions for the Legendre polynomials Explicit expressions for and special values of the Legendre polynomials Orthogonality properties of the Legendre polynomials Legendre series Relations between the Legendre polynomials and their deriva- tives; recurrence relations Associated Legendre functions Properties of the associated Legendre functions Legendre functions of the second kind Spherical harmonics 2. Graphs of the Legendre functions Examples Problems 23 os 30 7 42 46 8 50 52 35 58 62 65 70 B 82 85xii conTENTS Cuarrer 4 Besse, Functions 4.1 Bessel’s equation and its solutions; Besscl functions of the first and second kind 2 4.2. Generating function for the Bessel functions 99 4.3. Integral representations for Bessel functions 101 44° Recurrence relations 104 4.5 Hankel functions 107 4.6 Equations reducible to Bessel’s equation 108 4.7 Modified Bessel functions no 4.8 Recurrence relations for the modified Bessel functions 3 4.9 Integral representations for the modified Bessel functi 16 4.10 Kelvin’s functions 120 4.11 Spherical Bessel functions 121 4:12 Behaviour of the Bessel functions for large and small values of the argument 127 4.13 Graphs of the Bessel functions 133 4.14 Orthonormality of the Bessel functions; Bessel series 137 4.15 Integrals involving Bessel functions 141 4.16 Examples 148 Problems 134 (Cuaprer 5 Herwtre PoryNomats 5.1. Hermite’s equation and its solution 156 5.2. Generating function 157 5.3. Other expressions for the Hermite polynomials 158 5.4 Explicit expressions for, and special values of, the Hermite polynomials 160 5.5 Orthogonality properties of the Hermite polynomials 161 5.6 Relations between Hermite polynomials and their derivatives; recurrence relations 162 5.7 Weber-Hermite functions 163 5.8 Examples 164 Problems 166 Cuaprer 6 Lacuerre PotyNomaats 6.1 Laguerre’s equation and its solution 168 6.2. Generating functi 169 6.3 Alternative expression for the Laguerre polynomials 170 4 it expressions for, and special values of, the Laguerre polynomials, m67 69 6.10 7A 72 73 74 81 8.2 83 O41 9.2 93 94 10.1 10.2 103 104 105 106 107 CONTENTS Orthogonality properties of the Laguerre polynomials Relations between Laguerre polynomials and their derivatives; recurrence relations Associated Laguerre polynomials Properties of the associated Laguerre polynomials Notation Examples Problems Caapter 7 Crenysitey PotyNomtats Definition of Chebyshev polynomials; Chebyshev’s equation Generating function Orthogonality properties Recurrence relations Examples Problems Cuarrer 8 GroeNsavER AND Jacosr Potywomrars Gegenbauer polynomials Jacobi polynomials Examples Problems Chapter 9 Hyrercromerrrc FoNctions Definition of hypergeometric functions Properties of the hypergeometric function Properties of the confluent hypergeometric function Examples Problems Cuaprer 10. OrHeR Spectat Functions Incomplete gamma functions Exponential integral and related functions ‘The error function and related functions Riemann’s zeta function Debye functions Elliptic integrals Examples Problems 172 173 176 182 182 185, 187 190 192 193 194 196 197 198. 200 201 203, 207 210 212 216 218 218 221 223 24 205 228contents AppENDICES Convergence of Legendre series Euler’s constant Differential equations Orthogonality relations Generating functions Hints ap Sonvrtons To Prostems Bistiocraray InpexSERIES SOLUTION OF DIFFERENTIAL EQUATIONS 1.1 METHOD OF FROBENIUS ‘Many special functions arise in the consideration of the solutions of equations of the form POS + OR + Rey = (ay We shall restrict ourselves to equations of the type a a + sae + rely =0, (1.2) where q(#) and r(s) may be expanded as power series in, a2) = > anr™ (13) 13) = > ra, (4) 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 Dew (13) with ae 40. (We may always take a, “0, since otherwise we should just 209) = MQ bas batt baat +2 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS — cH 1 have another series of the type (1.5) with a different value of s, the first coefficient of which we could now call ay.) From equation (1.5) we have ds & 4S als i me and a a stat if e req wt equation (1.2) we mst ave 25 ao 10) and this reduecs to s ag(s 4-m)(s +m ~ T)att® + «> a,(s +m) x" + 1(e) >, ayer" which, on using equations (1.3) and (1.4) for g(x) and r(x) and cancelling a common factor of x, becomes Saas F n\s +m — 1a + > > ages + mys +> D ares = 0. (1.6) 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 equal to 2er0. This requirement gives rise to a set of equations as follows Requiring that the coefficient of 2° be zero, and noting that x arises only from the choice m = 0,2 = 0, gives ays(s — 1) + aotfos + aero (1.7) Requiring that the coefficient of x" be zero, and noting that xt arises in ‘equation (1.6) by choosing in the first term m — 1, and in the second and third terms n+ m = 1 (ie., m= 0, n= 1 or m= 1, n= 0) gives as | s+ fags +1) + aus} + {are ag}=0. (1.8) We may now write down a general equation from the requirement that the cocflicient of x should be zero. Remembering that in equation (1.6) x¢ the first term by choosing 1 = é and in the second and third termsgia METHOD OF FROBENIUS 3 by choosing m+ m orm 1, m=1 or n=i—2,m=2, etc. upton i) we obtain als + is +i—1) fads +i) + aam(s +i — 1) + aagds + i — 2) + fate t+ ait +... + aor} (> 1). (1.9) ‘Thus afet) Fe faragls +i — 1) + aeagds +i —2) +... + agg} Haas + ais age} @>1) (ito) where we have collected all the term: coefficient by S(s +i) (5 + is + i — 1) + als + ‘We now sce that equation (1.7) reduces to age? + (go — 1s +79} = 0 which, with the given assumption that a, 0, becomes 8° + (do — 16 +70) = 0. (1.12) ‘This is called the indicial equation; itis quadratic in s and hence will yield ‘two roots which we shall denote by s, and sy. In many cases of interest these roots will be real; this we shall henceforth assume, together with the fact that 5 > sy Noting that equation (1.12) is just f(s) = 0, we have immediately S() = (8 — sis ~ 5). (1.13) ‘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, together and denoted their i) re ay (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 4 yy «- «in terms of dy. Equation (1.10) with # = 1 gives f(s +1) bags + ar = 0 so that we have _ nalass +1) fet) - 72 (1.14) where (2) ~ (gg | ri) '8-a polynomial of first degree in s.4 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS CH. 1 Equation (1.10) with i = 2 gives ahs + 2) + {ayn(s + 1) + ayaes} + {aur + ara} = 0, which, when we use equation (1.14) for a,, becomes, : aghy(s) aghi(s) anf(s raa{s & ri yielding ag = wells + Dh) + i fl (e+ 1) + eons} + 5 y ass ~ OE THETD (1.15) Gals + ho) + gaffe +1) + rho) + rfle +1} isa In general itis not difficult to see that we obtain a, = ay MIT E+ 2). fer) where f(s) is a polynomial in s Ifin equation (1.16) we now substitute s = 5, we shall obtain expressions for ain terms of dg, leading to a solution with ay as an arbitrary multipli- cative constant; similarly we may substitute s = s,, so that we have the ‘two solutions required. This will work, however, only if the denominator of equation (1.16) is never zero, ive., provided (1.16) fs +i) #0 and ‘He: + i) 0 for i equal to any positive integer. (1.17) Now, equation (1.13) tells us that S63) = (6 = 45 ~ 53) 0 that fe+iaetin-ssti-s) and hence fla +i) =i, — 2 +2) and ati) = G5 40% (1.18) 0 that equation (1.17) will be satisfied if, and only if, s — 5, is not a positive integer, i.e., provided the roots of the indicial equation do not iffer by an integer. (We recall that we have labelled the roots so that b> 5.) If the roots do for the larger root: if $5 — 4 (1.18) we have iffer by an integer, the procedure given above will work =r (a positive integer), then from equationsgua METHOD OF FROBENIUS 5 Ie +i) =i{—r (1.19) Sa += +i), (1.20) and we see that f(s, +i) =0 for i= 1, while f(s 4 i) = 0 for any positive integral i. Hence the procedure will work with s = s, but not with 4-= 5. How, in fact, do we find the second solution? If we use the relation- ship (1.16) before fixing the value of s we have the series, a Me) all + Fy Terra tds) TIC FDIC +2 }. (12ty We know by the method of construction of a, ay... that if all the terms on the right-hand side are well defined, then this must satisfy 5 ds Sa bg te = afloe x (since equations (1.10) are satisfied, the coefficient of each power x* 4 with #1 must vanish, and the coefficient of »* is, by equations (1.7) and (1.11) just asf(9)). This equation may be rewritten in the form {fo & tad + nohets.9 = age. (122) Unfortunately, all the terms on the right-hand side of equation (1.21) are not well defined for s = 5,; there are zeros in the denominators for i > r. However, if we multiply 2(x, s) by f(s + r) we shall just cancel the factor in the denominators of the later terms which vanishes when s = 5, And since f(s -+r) = (str —s)(str — 5) = (5+ — 2n)ls— we might just as well multiply by (5 — s,). Also, since this factor is inde- pendent of x, equation (1.22) now takes the form wa +160) 5 8)26 8) = ads — s)fe)e* = als — Xs — 5x, (1.23) using equation (1.13). Setting s = 4, we have { a a. 8 aoa + ae) g, + re) fle — si)e(% &:) = 0 which shows that 2(+, 5) is a solution, a fact we already know. Similarly, setting £ -- 5, gives [(s — s,)=(«; )], , a8 a solution. In fact6 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS — cH. 1 it turns out that this series is not independent of s(x, s,) but is just a multi- ple of it. This comes about as follows. ‘The factor s -- 5 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 x"**7 = x, which is just the first term in 2(2, 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 sae) + 40)} [Fe — odes] = ail ~s)" Le ~ se} As — 5.Me se] (1.24) and we see that the right-hand side of this equation is zero when s = s,, 80 that we must have ((d/ds){(s — s,)2(x, 5)}].<», 28 @ Solution of the differential equation. Tt may be proved that this solution is in fact independent of the first solution (ie, itis not merely a constant multiple of the first sotution), but we shall not do so here, "Thus we can take as independent solutions [G ~ s)2(%, se, (1.25) and [Zte- sao]... (1.26) Another type of situation may arise when the roots of the indi tion differ by an integer. As well as f(s +i) = 0 for s = 5 and f may happen that f,(5,) = 0. In this case a, 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 examples, ‘The one remaining case is when the indicial equation has equal roots, say s = 5,, Here f(s) = (¢ — 3), and if we make use of equation (1.22) we obtain noha 8) = afs ~ 5) (127) Setting s = 5, makes the right-hand side zero, so that 2(3, 5) is a solu- tion, But if we differentiate both sides with respect to s, we obtainsua fers coter) ees ater 7 {or sated, + xe} [S059] 4 = aclage ~ 5x" + (= gel. (1.28) ‘Again the right-hand side is zero when s = s,, so that we have for a solution [(d/ds){2(+, 5)}]s. This, in fact, may be shown to be independent from 2(x, s,), 80 that in this case we have the two independent solutions a(x, 53) and [See a). (1.29) Let us now summarise briefly the methods of obtaining independent solutions which have been described above. Form the series s(x, s) by the use of the relations (1.10). ‘Then there are four distinct cases, (1) If the roots 5, and sz of the indicial equation are distinct and do not differ by an integer, then the two independent solutions are given by 6,5) and (8, )- (2) If the roots 5, and 5 (5. > 5) differ by an integer and one of the coefficients in the series for 2(+, 5) is infinite when s = s,, the two indepen- dent solutions are given by = Adal an eal [Sue —svee93], (3) If the roots s, and sy (5 > 5,) differ by an integer and one of the coefficients in the series for 2(+, s) say a, is indeterminate when 5 = 5, the two independent solutions are obtained from 2(x, s,), keeping a, and a, as arbitrary constants. (4) If the roots of the indicial equation are equal, say, s = s,, then the two independent solutions are given by (68) and [fxs a] “‘Vhe question of convergence of the series obtained must, of course, be considered. It may be proved (although we shall not do so here) that the range of values of x for which the solution is convergent is at Jeast as large8 SERIES SOLUTION OF DIFFERENTIATL EQUATIONS CH. 1 as the range of values of « for which both g(x) and r(x) may be expanded as convergent power series. Inccertain cases 4(x) or r(x) may not be expanded as power series in x for any range of x (e.g, 1/x or exp (I/2)). Tt may perhaps then be possible to make a change of variable, such as x’ = x — a, or x’ ~ 1/x, 80 that q(x) and r(x) may be expanded in powers of x’ and a solution found in the form (1.3) with ' replacing x. FFinally, let us remark that when carrying out the actual solution of a differential equation of type (I-1), it is not usually profitable to transform it to an equation of the type (1.2); all that we require for the above results to hold is that this transformation should be possible. Let us now illustrate the above methods by means of some examples. 1.2. EXAMPLES Example 1 aty | dy wea tg ty =o. We must first verify that this eavation is of the form 88 4 ago trey <0 where g(x) and r(x) may be expanded as power series. Multiplied by «/2, the given equation becomes, ay det Ix and the required condition is obviously # so that q(x 12) isfied. ‘Since 4(s) and r(2) are already in power series form, valid for all values of x, it follows from the remarks made at the end of the previous section that any series solutions obtained will be convergent for all values of x. We now revert tothe original equation. set soe Sar = Save so that & S ade n)gtinnt and — D ase + mst = Devers,g12 EXAMPLES 9 ‘Then we have Dette > als aden? (130) where in the last summation we have replaced the label n by the label n — 1 in order that the general power should look the same in all terms. In order that 2 should satisfy the differential equation, we must have the coefficient of each power of x in (1.30) equal to zero. The power with n=0 appears only in the first two terms; thereafter the powers n> 1 appear in all three terms. Hence we have the equations: als + Os +0 —1) + a(s +0) =0 (1.31) and Dagls ++ mys 1 fas m)-baya=0 (>). (132) ‘These equations simplify to ag(2s — 1) = (1.33) and ag(s + m)(Q(s +n) ~ 1} Equation (1.33) gives the indicial equation 525-1) =0 with roots s =O and s = 4. Since these are distinct and do not differ by an integer, we know that we may proceed according to prescription (1) on page 7. Equation (1.34) gives the recurrence relation for the coefficients in 20, 8): 0.34) an CF REE —H a and hence a Gre erry"10 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS — cH.1 ~~ GEHTS TMs + 2M2s + 12s + 3)" “GSD FSH FDO FAG 1 Rs Lr P35) and in general a, = (=I “ — (+1 +2)... + mys + 12s +3)... Gs + 2n Ny "Thus we have the series a(x, i given by a(x, 3) = ave ~ SHH * HeHETHeetinessa 7° 5 ) MW" GENEID. CPB. Bray Pf (1.36) Since the roots of the indicial equation are s = 0 and s = 3, the two independent solutions are given by =(x,00) and (x, 3) which, by equation (1.36), are We may rewrite these series more compactly if we note the following results: 1.2.3....0—a, (1.39) 1) a BP: Bet On = 1.20 TFT 22.23 - oN (140)gia peanrtee 357 1 BRD g-5-7--- Qn +1) 12.3-4.8.6.7 agls-+n)(een—t)et® + > als tayernt — Sa,(e-n)atm >> a,x = Sas tnyetn ayer — > ayalesn—Iyebnmdpee-t + S asetnet - s ay (staan t — > ay gate, For z to be a solution, we require the coefficient of each power of x to be zero, so that we have aa(s — 1) + ay =0 (1.43) and als + msn — 1) — als +n — 1s yas + — 1) ~ dan ‘These equations simplify to n— 2) + nls +n) (>I), (1.46) aes (a7)§12 EXAMPLES 13 and aa(s + 1)? — ag f(s +n — 1)? +1. (1.48) Equation (1.47) gives the indicial equation #=0 (1.49) while equation (1.48) gives the recurrence relation {etn = +1) a tos Taye (1.50) Equation (1.49) has coincident roots s = 0; so we know (by prescription (4) on page 7) that the two independent solutions are given by 2(x, 0) and [(d/ds)=(%, Jano Equation (1.50) gives anait), OT (ayy +H G@ +P +9) Oe CFTR and in general ag EMME ADE 4 OP +H eta — I eth (4G 2.6 ap ~ a, so that a(x, 5) = ae + S foe 7 ‘The first solution is then 6.0) af + Ss ns er st} wali + 5125 10.17. Aa cP = gis) say. (152) For the second solution we require (d/ds)a(x, 8). Now, from equation (1.51) we have oD] a Ge J. s4n—1)t 41} -] ~a(ie)[i +3 eae ea wa Geryt} (eH oMstn—ly iy baw Da [ (5 G42)... (Ey i (153)4 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS cit. I For the first term we note that d Sera deny fem (In x) = (In ss" (1.54) and hence [er]... i (15s) "The second term we evaluate by the technique of logarithmic differen- tiation. If we denote the term in square brackets by f(s) we have d dd SAO =p ah) a 4 so that ge) =f) Gin ho. (1.56) But Infa(s) =In 6 + 1} + In (+1)? FA}. Fin sn 1 HY In(s +1) —In(s-+2)%... ~In(s 4 a)? s In(s+m—1)? +1} S In(s +m). Hence — Lin f(s) ~ so that an es We recall that el" 4, where we ane using the mutation Ine logeg12 ‘EXAMPLES 15 ‘Denoting this expression by ¢,, we have 2.1.2.5.10.17... (= 1)? +1 oR lle ‘Thus, setting s = 0 in equation (1.53) gives the second solution 4 [Sec od. watns{t s > 7 iy 050 Cpe + {@— 1)" 4 Be] +05 5 ae = aaya(), Say, where gla) =) Ine + > eas (1.58) ‘Then the general solution is given by ¥ = Ayslx) + Bysls) where A and Bare arbitrary constants. Example 3 ody _ 5,4 5 eG al+ Gay a0. We see immediately that this is of the form (1.2) with q(x) = —3, r(x) = 3 — x, which are already in power series form, so that they have a power series expansion valid for all values of x. - Te follows from the remarks at the end of the previous section that any series solutions obtained will be convergent for all values of». Writing z= > ays leads in the same manner as in the previous examples to the following equations, which have to be satisfied if z is to bea solution of the given equation: as — 1s — 3) =0 (159) asin Weim 3) aa 0 Ged). (1.60)16 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS cH. 1 Equation (1.59) gives the indicial equation (5-16 — 3) =0 (161) with roots s = 1, s = 3. These differ by an integer, so that we know that we are dealing with an exceptional case, Equation (1.60) gives the recurrence relation = Gy ie ey PD (1.62) so that we have a ey sepesnia fon esa cae > OF 6 <1) 7 E+ De - e —7) and in general Qu @ Fa ee Tee baa © 1163) ‘We see explicitly from equation (1.63) that when s — 1 all the a, with ‘n > 2are infinite, so that we have to apply method (2) described above on page 7. We have ee meee lua Dea eG ta ‘so that (5 = Dts, 8) = earls =1)+ £ = s — Te 2s +7) ». ) ‘The first solution is given by [6 = 1s, Jar agy(x), say. ‘Phe second solution is given by [(d/ds){(s - 1)2(%,5)YJeu§12 EXAMPLES 7 From equation (1.64) we have Les — 156,93 df @-) * — ny eran} a awe & ‘To evaluate the last derivatives we use logarithmic differentiation: denoting (e+) by fal), we have again Fn ie — 2s 1)... +n —3) £46) =e) 21m fl) a and since Infals) = Ins ~In(s +1) —In(s +2)... Ine +n —1) ~In(s— 2) —Ins ~~ Ins +1)... —In(¢ +n — 3) we have 4 info 0 that [f ms0018 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS cH. 1 and [fa Moer = so that d 1 (itt). are = em tay. It is also easy to show that d (s le Me 2a = and, as before, we have = dnae. ‘Thus, finally, we have from equation (1.63) [Ste— net oy], = adinae) pacft —a + a} aye), Say, and the general solution is then » = Ays(s) + Bye) where 4 and B are arbitrary constants. Example 4 Again this is of the form (1.2) with g(x) -- —2 + #and (x) = —2, s0 that the series solutions to be obtained will be valid for all values of x. + 5 ace and requiing = wo bea solution ofthe given equation leads, as before, to the system of equations: age — 2X — 1) (1.66) a(s — 1). (1.67) als tm —2sbm Waals tn 2)=0 (2), (1.68) Writing = =g12 EXAMPLES 19 ‘Equation (1.66) gives the indicial equation (6 -2)(s—1) with roots s = 2, s = 1. These differ by an integer, so we are dealing with an exceptional case. When s ~ 1, equation (1.67) is satisfied irrespective of the value of a,3 ie., a, is indeterminate, so that we are dealing with case (3) of page 7. We then know that the two independent solutions are obtained from the one value of s, namely s = Equation (1.68) gives the recurrence relation (a >2) (1.69) 1) (the factor 5 2 may be cancelled si $= 1 ors ==2), which with s = 1 becomes it is non-zero for n > 2 and a, (1.70) ‘Thus ay and in general and diner = ( so that we have “Vhat is, we have the general sofution given by ¥ = Ay,(e) + Bye) 246...o8 2 eet xe 35. On Fi) nays > (1 de) and 4 and 2 are arbitrary constants.20 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS cH. 1 In the examples given so far, it has always been relatively easy to write down the general term of any series appearing in the solutions. This is by no means always s0; it may be impossible for us to find in any simple manner an expression for the general coefficient from the recurrence relation. This is so, in general, when the recurrence relation contains three ‘or more terms instead of the two they have had up till now. All that we can do in such a situation is to give the first few terms of the power series solution, and hope that this will be of some use. We illustrate by the following example. Example 5 at 3,0 = (et — ae + Sag hay = 0 Rewriting this in the form we see that it is of the form 7 5 with q(x) = @x")/(x* — 1) and r(x) = x9/(x* — 1). Both g(x) and r(x) may be expanded as power series in x (by the binomial theorem) convergent for |x| <1. Hence any series solutions we obtain will be convergent for at Ieast this range of values of =. ‘We now revert to the original equation, and trying for a solution of the form ax" leads, in the same manner as in previous examples, to the set of equations ags(s — 1) (1.71) ae + Ie (1.72) aals +2) — as + 2X5 +1) (1.73) Ayan + dyn (6+ = 2) ~ ay (5+ mYs+m — 1) Equation (1.71) gives the indicial equation e-= with roots s = 0 and s = 1. Equation (1.72) then shows that a, is inde- terminate if s =0, so that we are dealing with case (3) above—the two independent solutions may both be obtained from the root s = 0, taking 4 and a, 28 arbitrary constants, (n> 3). (74)PROBLEMS a With s = 0, equation (1.73) gives a =0 and equation (1.74) becomes Aya +(0t — Dayan — H(t — 1) = 0, giving tru — Dhan na — 1) It is impossible for us to use the recurrence relation (1.75) to obtain a general expression for aq; but we may proceed to calculate as many terms as we please, (> 3). (1.75) ay + 3a Thus ae = dao + day, a tia “eR =e, 15a = ay + fa, and so on as far as we please ‘We have calculated the series solution up to terms in x*: Jay + ae + ay + dada? + shat + (Jao + apie? +e Hall te BE bayte ch det + ht + Bs PROBLEMS (1) Obtain solutions of the following differential equations in ascending powers of x, stating for what values of x the series are convergent: (8% By 20; a) Yn en? (i) 2g te tg + (iy 1% By 20;22 SERIES SOLUTION OF DIFFERENTIAL EQUATIONS cH. 1 90 ~ 93 — 22 sty ma a“ + 2 4 + (vi) 2 4 (ot 392 4 4 — aay = 05 m ty Yo. Gi) 29 +a —y 05 (ii of -ae +(e — Sy a _ wo 2- wZ-y=0. 2) Determine whether or not it is possible to obtain solutions of the following equations in terms of ascending powers of x: at 4 oe2 +abey were +a = 0. bs dty dq Gi) eZee (8) Obtain solutions of the following equations in terms of ascending powers of I /x: (i) 204% — = +3 4 ng i) 2 +Qe+ ae + 2yGAMMA AND BETA FUNCTIONS 2.1. DEFINITIONS ‘We define the gamma and beta functions respectively by: Tha) = i cleat (21) Boy) = [ed — pra 22) ‘The first definition is valid only for x > 0, and the second only for x >0 and y > 0, because it is for just these values of x and y that the above integrals are convergent. We shall not prove this statement, but shall at least make it plausible. Consider the integral in definition (2.1). It is known that at infinity the behaviour of an exponential dominates the behaviour of any power, 30 that ef 1» 0 as t—> co for any value of x, and hence no trouble is expected from the upper limit of the integral. Near the lower limit of the integral we have e~'==1; hence if this approximation is good between 1=0 and ¢ =<, we may write equation (2.1) in the form ree [etary feet - [Ee] fs rc edt, so that if the first term is to remain finite at the lower limit we must have x>0. A similar argument applies to the beta function, the behaviour at t = 0 leading to the restriction on x and at t - 1 to the restriction on y.24 GAMMA AND BETA FUNCTIONS cn. 2 2.2 PROPERTIES OF THE BETA AND GAMMA FUNCTIONS ‘Theorem 2.1 rq) ProoF ‘We have, from the definition (2.1), ray =| enitl-t dt = feta [-- |: 4 ‘Theorem 22 Tee +1) =a). (> 0) Tt 4 n= fre “dt (by the definition (2.1)) = [c eo] : - (-enpae de (on integrating by parts) 045 [ewa (where the first term vanishes at the upper limit since the exponential dominates the power, and at the lower limit since x > 0) = aT) | 7 (using definition (2.1) again). ‘Theorem 23 If x is a non-negative integer, then T(x + 1) = x! PRooF DG +1) = a2) (by theorem 2.2)§2.2 PROPERTIES OF THE BETA AND GAMMA FUNCTIONS 25 s(x ~ 1)P(@ —1) (using theorem 2.2 again) s(x — 1)(e — 2)Me — 2) (by further use of theorem 2.2) = ae — Iw — Ae — 3)... 3.2.1) (by repeated use of theorem 2. and remembering that « is integral, so that continued subtraction of unity will eventually lead to 1) (by theorem 2.1) ‘Theorem 24 r@) =2 f ett dt, Pxoor Tin definition (2.1) substitute w fort: # = w so that dt = 2u dus when £20,u=Oand when f= 0, =, a0 that we have Te) = if ie e™(u)F42u due = 2 [eeu du =2 [Perera (Since in a definite integral we may choose the variable of integration to be anything we please). ‘Theorem 25 ia Tw) cost#-19 sin 6 do = SOT) 5, We +37 Proor ‘We prove this result by considering in two different ways the double integral ie tf, exp (8 — uw) dt du (where & is the first quadrant of the tu-plane, shown unshaded in Fig. 21).YY UMMM Fic. 24. The tueplane Firstly, we have 1 f° [lese (0 ene at = f° tear. evan = A). ANG) (using theorem 2.4) = WET). (23) Next we change variables to plane polar co-ordinates r and 6 in the tu-plane so that t =r cos 0, u =r sin 0 and the element of area dt du is, replaced by the element of area r dr d0. ‘Then we shall have Ta Jf exp (—r cost — r sint or c08 0) sin 0) dr 0 PE emer cow 0 2 sint20 vd d9 = f entrain dr [™" cost sint-10 40 = 1G +3) [cow 0 sins 0a (4) (using theorem 2.4 again), Equating the two expressions (2.3) and (24) for I leads immediately to the required result, which will be true for x > 0 and y > 0, since it is for this range of values that the gamma functions involved are defined.§22 PROPERTIES OF THE BETA AND GAMMA FUNCTIONS 27 ‘Theorem 26 TQ) = va Puoor Put © = y = J in theorem 2.5, and we obtain [oa ner 0 200) =Mr@y, (using the fact that P(1) = 1). Performing the integration on the left-hand side gives 37 We and hence TQ) = v2. But from the definition (2.1) we see that I'(x) must be positive (since the integrand is positive), so that we can discard the negative square root and obtain P(4) = x as required. 5, Setting x — } in theorem 2.4 gives PJ) = 2 i -" dt, so that the required result follows immediately on the use of theorem 2.6. Conoutany dt = bya. Proor ‘Theorem 27 TI) Bie, 9) = PPO), 9 Fe ry) Proor Substitute £ = 0880 in the dfition (22) of Bs, 3): # = eost0 50 that dt = —2 cos @ sin 6 d6; also, when t = 0, cos @ = 0 so that m/2 and when t = 1, cos = 1 s0 that 0 = 0. Hence we have Bey) = |” (cost0y*- (sine 4)”. —2 cos sin 8 a 2 ("" cost-1 0 sin2-1 0.4028 GAMMA AND BETA FUNCTIONS = 2 PEM) “Ie +3) (by theorem 2.5) _ POO) “ters Theorem 2.8 Blo 9) = B04). Poot ‘This result follows immediately from theorem 2.7. Theorem 2.9 (i) Ble + 1,3) = Tle) @ Bey +) 2B) Proor (i) We have re + NE) Beh Test ey) (by theorem 2.7) _ TONY) (+o @ +9) (by theorem 2.2) __* TIO) x +yT@+y) = Spe (by theorem 2.7) (ii) Exactly similar to (i).§2.2 PROPERTIES OF THE BETA AND GAMMA FYNCTIONS ‘Theorem 2.10 (Legendre Duplication Formula) T(x) = ere +). Proor We have, by theorem 2.7, TEM) Tie +a) = Box, x) = f. Pa —yetde (by definition (2.2)) tod al gyal = fie tong -9 3a (on making the substitution ¢ = 4(1 +9) [iq apna jes =a fia — uta? du (on making the substitution u — «*) greet fra wu du = 2-* HBG) = geen EOMT() Tae) (by theorem 2.7), Hence, using theorem (2.6), Te) T@s) ~reayY" and thus . Der Nes) — 22 rears 1 9.30 GAMMA AND BETA FUNCTIONS cu. 2 CononLary If x is a positive integer Proor In the theorem we may use theorem 2.3 to rewrite I(2s) as (2x ~ 1)! and T(x) as (x — 1)! Hence we have 2 Qe — I= DI + Bs which, on multiplying both sides by 2x, becomes 2x(2v — 1) = 7 a(e — NIN + Ds ve this equation may be expressed more simply in the form 91 = Zame +) Va and thus 2.3 DEFINITION OF THE GAMMA FUNCTION FOR NEGATIVE VALUES OF THE ARGUMENT From theorem 2.2 we have 1 TG) = Pe + 0). 23) Apart from x = 0, where the denominator vanishes, the right-hand side of this equation is well defined for those values of x such that the argument of the gamma function is positive (since this was the condition for definition (2.1) to hold), that is, for x + 1 > 0, ie. for x > —1. We also note that we may say that I'(0) is infinite, for as x—> Owe have T(x + I)—>T(1) = 1, and hence P(x) = (1/a)I'(e + 1)—> 00. So far the left-hand side is only defined for « > 0, but we can now use the right-hand side to extend this definition to x > —1. The argument we are using is as follows: (i) Equation (2.5) was proved true for x > 0; (i) Right-hand side is well defined for x > ~-1, left-hand side for x30: (iii) Use right-hand side to define left-hand side for x >> 1§23 DEFINITION OF THE GAMMA FUNCTION 31 ‘This means that we now have I(x) defined for x > —1, so that the right- hand side of equation (2.5) is well defined for x ~- 1 > —1, ie. x > —2 we may thus use it to define the left-hand side for x >'—2; and this process may be repeated to define ['(x) for all negative values of x. Theorem 2.11 T(r) = 0, if m is sero or a negative integer. Proor We have already remarked above that (0) = 0. From equation (2.5) we have Tl) = and 1-2) ete, It is now possible to draw a graph of I(x). Plotting of points combined with information from the various theorems leads to a graph as shown in Fig. 2.2. ru Fic. 22. ‘The gamma function32 GAMMA AND BETA FUNCTIONS cu. 2 ‘Theorem 2.12 TN ~a) = Proort We shall prove this result in three stages: (i) We shall prove the infinite product expansion for sin 6, viz. ano] Te = (/ntat)} (ii) We shall show that this implies that 1 sin 0 (iii) We shall use result (i) to prove the required result. (i) We know that sing = 2sin 9 23 = 2sin Sin (5 A ) (2.6) and hence, by applying this result to both factors on the right-hand side, we obtain : 6 = x, O sind 22a an 249} ite sin sin 28 =P sin 55 8in 7) Itis left to the reader to verify that applying the result (2.6) to each of, the factors on the right-hand side of equation (2.7) gives us os, 0 3m. Aa in gin EEO gin EY sin 9 =2¥ sin J sin If this process is carried out n times altogether, the general result will be ~The proof of this theorem may be omitted on a first reading; alternatively, parts (i) and (i), which are standard trigonometric identities, may be assumed and, used to prove the result in part (i).§23 DEFINITION OF THE GAMMA FUNCTION 3 sin = 2°-1 sin 8 sin = * 9 sin 2 +2 gin P= 14 O Pp 29) with p = 2". ‘The form of this equation is plausible as the correct generalization of equations (2.6), (2.7) and (2.8); if desired it may be proved by the method of induction. ‘The last factor in equation (2.9) is and in general the rth factor before the end is n(, We now regroup the factors appearing in equation (2.9) by taking together the second and the last, the third and the second last, and so on. ‘Then equation (2.9) becomes sania} oo taf {in b= De +6, — Me — 0) ? “The factor inside each curly bracket is of the form sin (A + B)sin (A — B) = hoo: 2B — cos 24} = sin? A — sin? B and hence equation (2.10) becomes (2.10) De sine Ph cos 2 = alot, my Dividing both sides by sin (0/p), letting 0 > 0 and remembering that Jim (sin «/x) «= 1 0 that34 GAMMA AND BETA FUNCTIONS cH. 2 sind sind 6, 7 Vp in 6/0)? j ant int ginal re obtain = 27-1 sin? int | sin (2.12) we obtai ° 5 (2.12) If we now divide equation (2.11) by equation (2.12), we obtain sind sin Ly _ SintO/D)) {, __sin® O/P) eA } sin? (0/p) 4 1---— 08 =. (2. { sint WP Jens on > We now let p —> oo. We take into account the three results iin 80/2) 4 @ lim p sin? c © tim 50210) pee sin? (rx/P) sin O/p)\3(9\#{_rx/p_\? A ain Op } () Gael Gn = 04, 6 fe lanteos o [Gy om cos > 1 and see that therefore equation (2.13) gives cron SEM 6 0 I (1-25). 1 4a an! sing ~ ag "83 Hence ind ~ B cos G7) = fig Asint (0/2) "3 sin (0/2) cos G72) 4, 2sin? (0/2) ao sin 1 _ dy, sino)2.3 DEFINITION OF THE GAMMA FUNCTION 38 7 Xo 2+ Insin® (0/2) — In sin 0} = Se In sin (0/2) — In sin 6} valeel i) ~ wT Jot - ae = (ii) Let us first assume that 0 yf fut weet} du ~ Serge cy§24 EXAMPLES 37 } s cia a (em) — (ne) (by part (ii) of the proof), ‘We now remove the restriction 0 <.x <1, Suppose that x = y where Nis an integer and that 0 -1,n>0). ii) . exp (Zax — x¥) dx = } x exp (a'). a (2) Prove that f tan™ dO = BIY(L 4. n)/2} EC ~ m)/2} if [a] am >0,n > 0); (8) Prove that ["" sin @ aa = |" cov 0 a0 = eg dx, (@>0); (v) fis (Lx) de, (m> 1p > —1,n >0)3 - dt fata oo 09 atta (5) Show that the area enclosed by the curve xt + y4 = Lis {P(Q)}*/2v/x. {6) Bvaluate (3) and 1). (7) Show that @ TON-») = esinae i) TG + PG — 9) = conLEGENDRE POLYNOMIALS AND FUNCTIONS 3.1 LEGENDRE’S EQUATION AND ITS SOLUTIONS Legendre’s differential equation is =0. GB.) We shall write & in the form 1(J +} 1) for reasons which will become clear as we proceed. ‘This equation, nd oe a +104 Dy 0, (3.2) is of the form of equation (1. 5 with g(x) = —2x7/(1 —x*) and x(x) = {U1 + 1)34}/(1 — +9). The binomial theorem may be used to ex- pand these as power series in x for values of x such that x* < 1, i, such, that —1 < x <1. Thus the methods of Chapter 1 will be applicable to the solution of this equation, any power series obtained being valid for atleast 1 age" and requiring = to be a solution of equation (3.2) leads, as in Chapter 1, to the system of equations aus 1) = 0, G3) a(e +1) =0 G4) Writing a(x, 5)§3.1 LEGENDRE'S EQUATION AND ITS SOLUTIONS 8 and Ansals +m + DYls Em +1) —ag(s + alls bm + 1) ~ 10+ 1)} (n>0). G5) Equation (3.3) gives the indicial equation s(s — 1) = 0 with roots s = 0 and s = 1 (which differ by an integer, so that we know we are dealing with one of the exceptional cases). Equation (3.4), with s = 0, is satisfied irrespective of the value of a; this means that a is indeterminate and hence the one root of the indicial equation (s = 0) leads to two independent solutions with the two arbitrary constants a, and ay. Equation (3.5) with s = 0 becomes nn +1) —10 +1) aD) 66) which, since no $1) Mp eaten 1 in? — 12) (n=) (n — In +1) +(n—1) (n — I)(n +2 +1), may be written in the form (= ml nt) on usa = 40 Ge In +2) “Thus we have = of = +2), +2\(L+ 1} Gat G8) and anys = (-1)ay AME 3) Em ety 2TH AY. (E420) 69) Qn 41)!