Journal of London Math Soc - April 1929 - Whittaker - On The Recurrence Formulae of The Mathieu Functions

14697750, 1929, 2, Downloaded from https://londmathsoc.onlinelibrary.wiley.com/doi/10.1112/jlms/s1-4.14.88 by Csic Organización Central Om (Oficialia Mayor) (Urici), Wiley Online Library on [21/02/2023].
See the Terms and Conditions (https://onlinelibrary.wiley.com/terms-and-conditions) on Wiley Online Library for rules of use; OA articles are governed by the applicable Creative Commons License
88 A DIVERGENT TRIGONOMETRICAL SERIES.
for an infinity of increasing kr. This obviously contradicts the con-

vergence of the series for t = to-
The power series*
whose coefficients tend to zero (if we interpret them as "principal values")

appears now to be divergent for every z of the circle | z | = 1, since its real
part becomes (2) by the substitution z = cil.
ON THE RECURRENCE-FORMULAE OF THE MATHIEU

FUNCTIONS
E. T. WHITTAKRR ••.
1. Introduction
Mathieu's differential equation, namely
= 0,
IP (apart from its frequent occurrence in physical investigations) of

interest to the pure mathematician because it is (from the point of view
of the classification of differential equations according to their singulari-
ties) the simplest linear differential equation which is. not reducible to a
particular or degenerate case of the hypergeometric differential equation.
Its periodic solutions, which are called Mathieu functions and denoted
by ceo(z), cei(z), se\(z), ce2(z), se2(z), ..., satisfy certain integral equa-
tions : this property corresponds to the property possessed by hyper-
geometric functions of being expressible as definite integrals. Hitherto,
however, no property of the Mathieu functions has been discovered which
can be regarded as corresponding to the property (possessed by all hyper-
geometric functions) of satisfying recurrence-formulae. The object of the
present investigation is to supply this deficiency.
The methods hitherto used for obtaining recurrence-formulae in the
case of functions of hypergeometric type (e.g. the Legendre and Bessel
functions) fail when they are applied to the Mathieu functions. A new
method of obtaining recurrence-formulae must therefore be found. Sucb
* Added at the reading of proof-sheets.

t Received 22 November, 1928; read 13 December, 1928.
14697750, 1929, 2, Downloaded from https://londmathsoc.onlinelibrary.wiley.com/doi/10.1112/jlms/s1-4.14.88 by Csic Organización Central Om (Oficialia Mayor) (Urici), Wiley Online Library on [21/02/2023]. See the Terms and Conditions (https://onlinelibrary.wiley.com/terms-and-conditions) on Wiley Online Library for rules of use; OA articles are governed by the applicable Creative Commons License
RECURRENCE-FORMULAE OF THE MATHIEU FUNCTIONS. #9
a method is here given, and is illustrated by taking the Bessel functions

as an example. It is shown that this new method can be applied with
success to the Mathieu functions, yielding recurrence-formulae whose
properties are investigated.
2. The new method, and its application to Bessel functions.

It is known that the typical fundamental solution of the partial!
differential equation
^ _ + F = 0, (2.1;
111 terms of polar coordinates (r, 6), is
7 = J«(r) cos ?i0*. (2.2)
From the form of equation (2 . 1) it is evident that if V is a solution, then

<)V/dx is also a solution ; and, since
v _ a v sin 0 o
"5 — COS u 3 ~*T/\i
ox or r c0
it follows from (2 . 2) that
cos 0 cos n0 J'n(r)-\—7 sin0 sin7i0Jn(r)
is a solution of equation ( 2 . 1 ) , and therefore that it can be expressed

as a sum or series of fundamental solutions : it is evident that this expres-
sion must be of the form
cos 0 cos n0 J'n{r)-\—-

r
sin 0 sin n0 Jn{r) = 2 aKJK{r) cos K0 (2 . 8 -
(where, in fact, K takes only the two values (n—1) and (n-f 1), but this
is immaterial to our present purpose).
Now multiply' (2 . 3) throughout by cos (n—1)0, and integrate with
respect to 6 from —TT to n-. Since 1 COQK0 cos(?t — l)0d0 is zero except
J -7T
when K = n—1, we obtain
J'n{r) T cos 0 cos?i0 cos(« — 1) 0d0+ — Jn{r) \ sin0 sinnfl cos(n—1) Odd
r
J-ir J -IT
* And, of course, »lso V = J,,(r)einn0, which, however, we shall uot require.

90 E. T. WHITTAKER
and therefore
A)
—^7iW = a constant multiple of /„_](?•), (2 . 4)
which is one of the well known recurrence-formulae for the Bessel func-
tions. Since in this investigation we have regarded the Bessel function
merely as the solution of a certain differential equation, the function is
undefined to the extent of an arbitrary function of n, and on this account
•the method does not specify the constant multiplier of Jn-\{r) in the last
equation.
Similarly, by multiplying equation (2 . 3) by cos (n+\)6 and integrat-
ing, we can show that
=
J'n(f) -Jn(r) a constant multiple of Jn+\(r), (2 • 5)
"which is another of the recurrence-formulae. From (2 . 4) and (2 . 5)

all the other recurrence-formulae may be deduced.
The advantage of this method over the previously known methods of
obtaining recurrence-formulae is that it can be applied to functions which
are not of hypergeometric type.
3. Application of the new method to the Mathieu functions.

Now let us apply the method to the Mathieu functions. We start
from the fact that the typical fundamental solution of the equation
in terms of elliptic coordinates (£, »;), denned by the equation

x-\-iy = h co8h(£+it])
is. V — cenigcenr}. (3.2)
From the form of (3 .1), we see that if I' is a solution, then dV/cx
is also a solution; and since
3 1 / - W ^ , . c - d \
7T- = y. r^-z j - . : sinh t cos n 37 — cosh t sin n -^-),
dx h(coah2i—cos^) \ * df fc
dnJ
therefore the expression
—rirT 5- (i sinh £ cos rj ce'ni£ cenn—cosh £ siu q ceni£ cell})
cosh £— cos rj
is a solution of ( 3 . 1 ) , and is therefore expressible as a sum or series of
RECURRENCE-FORMULAE OF THE MATHIEU FUNCTIONS. 91
the fundamental solutions. By considering evenness, etc., we see that

lh/3 equation thus obtained must be of the form
—TTT- T~ (i sinh £ cos i) ceni£ cenrj—cosh £ sin >/ ceni£ce'ntj)

cosh £—cos »7
= 2a K ceKi£ceKrj, (3 . 8)
where k takes only values which differ from n by an odd number.
Now multiply (3 . 3) throughout by cew_i^, and integrate with respect
to rj between —7r and n. On account of the orthogonality properties
\ ce-i >] CCJ >/ d*i = 0

J —ir
^11 the terms on the right-hand side vanish, except that for which
K = n—1. Thus we obtain
• • , * t •£[" cos rjcenriceu_i>/ j , £ .=
iB\nntcenit\ rrt T~ dn~cosh t cenitit \
*• J c o s h ^ — cos22T»; dn~cosh bbt cefenfe rn-s5»•»/
cos »; J_w cosh 2 f— cos2rj
(3.4)
iand this is one of the required recurrence-formulae for the Mathieu

function ceni£. We can, in the same way, construct a recurrence-
formula connecting ce'ni£, ceni£, and ce,l+iif, and also recurrence-
formulae connecting the functions seni^. When the elliptic cylinder or
Mathieu functions degenerate into the circular cylinder or Bessel func-
tions, these recurrence-formulae degenerate into the well known
recurrence-formulae for the Bessel functions.
4. Properties of the coefficients in the recurrence-formulae.

Let us, then, write the recurrence-formulae
irsn{£) ce*i£-\r<rH(£) cenig = /*Mcert_i*£ (4 .1)
And ip«(i) ce'n ig+rn(g) ceni£ = v'n cen+\ ig, (4 . 2)
•where /*„ and vn are constants, and where
C08h
r f
£ T sin^ceUce,-!!; (4
J •
sinh^
92 E. T. WHITTAKER
Prom these equations we have at once one relation between the coefficients-
in the recurrence-formulae, namely
Moreover, by ordinary integral calculus we have, when the real part of

£ is positive,
and coshi f- sin , sin (2^ + 1 ) , = ..,,„» (452).

2TT J_ff coslr£— cos2>?
Now since pn contains the quantity cenrjcen+\tf in the integrand iit
(4 . 32). while r n contains cenr\ cen+i>;, and o-fl + i contains cgn + i>7 ccft>/, and
since
since
by use of (4 . 51) and (4 . 52) we obtain the equation
§7+T n +<r n + 1 = 0, (4.7)
which is a second relation connecting the coefficients in the recurrence-

formulae.
In order to obtain a third relation, differentiating (4 . 2) and using
(4 . 7), we have
—/On celi€—i<rn+1 ce'n i£+Tn ceni£ = ivn ce'n+l i£, (4 . 71)
and changing n to ( n + 1 ) in ( 4 . 1 ) , remembering ( 4 . 4 ) ,
ipn ce'n+i ii+(rn+i cen+i i( = fxn+i ceni£. (4 . 72)
E l i m i n a t i n g cen+ii% a n d c«i+i »£ b e t w e e n ( 4 . 2 ) , ( 4 . 7 1 ) , a n d (4 . 7 2 ) r
we.have
plceni£—(pnTn + (rn + iTn—VnfXn + i)ceHig = 0,
and, comparing this with Mathieu's equation, we have
^ = 0, (4 . 8>
which is a third relation connecting the coefficients in the recurrence-
formula. In order to obtain a fourth relation, we proceed as follows :
Write u = irsn{£) ce'nig+an(g) ceni£,
so that u is a constant multiple of cen^i£.
RECURRENCE-FORMULAE OF THE MATHIEU FUNCTIONS. 98
Differentiating twice, and remembering that

ce'ni£-\-(an-\-16q cosh 2^) ceni£ = 0,
we have
cPu
^ a = i \2<r'n+vrl+(an+16q cosh 2£)crn} ce'ni£
+ 12(a n + lQq cosh 2£) vr'n+(an+ 16q cosh 2£) <rn+a-"n
+ 32g sinh 2£srw} ceni£.
Now, since M is a constant multiple of cen-\i£, it must satisfy the differen-
tial equation
( + 16 cosh 2£) u = 0;
so, substituting for cPujd^ and u, we obtain an equation which we may

write
nig = O, (4.81)
where P = ^+{an-an-l)vrn+%r'H, (4 . 82)
(
Q= <T"n-\-(an—an-X)crn+ i(<an+\Qq cosh 2^)ty;-f32g sinh2£.CTM. (83)
But eliminating r t t and pn from ( 4 . 4 ) , ( 4 . 7 ) , ( 4 . 8 ) , and changing n to
n—1, we obtain
ra-rtTar^+wno-ij+crntir,',4-o-rt + i/rt_i^n — ( ^ - i - f l G g cosh 2£) mn — 0.
Differentiating this, we have
^) wn7!r;—32^ sinh 2|.trr'; = 0,

which may be written
where P and Q have the values given in (4 . 82) and (4 . 83).

It is readily shown that the equations (4 . 81) and (4 . 84) cannot both
be satined unless P and Q are zero; and thus we have
; = 0, (4 . 91)
£.wH = 0 (4.92)
These are two more relations connecting the coefficients in the recurrence-
formulae. We have therefore now apparently five relations between the
four coefficients T&n, pn, <rni rn; but one of them can be deduced from the
94 E. T. WHITTAKER
other four, so there are actually four relations, which will be used in the
n0xt article to determine the coefficients.
•). The differential equation satisfied by the coefficients, and its solution.
If we eliminate the function <rn between the equations (4.91) and
(4 . 92), we obtain a linear differential equation for w n , namely
cosh 2 0 ^ - 1 9 2 g sinh 2
+ |(aw —an_!)a—128<7 cosh 2 0CTU= 0. (5 . 1>

This differential equation can now be identified in the following way :
The linear differential equation of the fourth order, which is
satisfied by the product uv of any solution of a differential equation
(d*u/dx2)—p(x)u = 0 and any solution of a differential equation
(d*v/dx*)—q(x)v = 0, is known to be
q)S\y = 0.
In particular, taking the two differential equations to be Mathieu's
differential equations of orders n and n— 1, we see that the differential
equation satisfied by the product of solutions of the equations
d?u d?v
-j&— (a»+16<7 cosh 2 0 u = 0 and -jn— (an-i-\-16q cosh 2 0 «> = 0
is
| | - 2 ( a n + a 7 1 - 1 + 32<? cosh 2 0 ^ i - 1 9 2 ? sinh 2 £ ^ |
+ {(a,-fl B _i) s ~128j cosh 2 0 y = 0.

But this is identical with the differential equation (5 . 1) satisfied by the
function tsn\ and hence it follows that tj ft (0 is of the form
inni£inn-.lif;, (5.11>
where inn denotes, as usual, the second solution of Mathieu's differential
equation, and A, B, C, D are constants (i.e. functions of q, not involving
£). We have now to find these constants.
Now cenig is a periodic function of £, while inni( is not periodic but is
of the form
innii=fn(q) £cenig+$*{£),
where fa(Q is a periodic function of £. Since the function CTW(0 repre-
sented by (5 . 11) is periodic, it is evident that we must have D = 0, and
EECURRBNOE-FORMULAB OF THE MATHIEU FUNCTIONS. 95-
Bfn-X{q)+CMq) = 0. Thus w.(£) is of form

7srn(g)-= Acenigce*-iig+B{fn(q)ceniginn-iig—fn.Aq)innigcen-iig\. (5.2)
In particular, we readily find
vF^g) = ce1iiceoi£+ii8q+82q*+...)ce1iimoig
...)inligce0ig, (5.21)
and similarly
a-^i) = — ice[igceQig+ (l+4q + Mq2+...)i?i[igce0ig
2
+...) ce[iginoig. (5 . 22>
Corresponding expressions can be found for the p's and r's.
These results are exactly parallel to known results regarding the
recurrence-formulae of Bessel functions. For if Yn(z) is Neumann's
Bessel function of the second kind, we have
(
YM J " — , « - F.-i(*) Jn{z) = -^^ (5.31)
and y.-xW J ; w - J - I w y; w = ^ ~ , (5.32)

and therefore the recurrence-formula.
may be written
= a constant multiple of Jn-\(z),

and this is actually the equation into which our recurrence-formula
i^nii) ce'nig+<rn{£) cen ig — ixn cen-\ ig
degenerates when we express the coefficients zrn and <rn in the forms
(5.2), (5.4), (5.22), and ]then suppose that the eccentricity of the
ellipse, in which the elliptic coordinates are based, tends to zero, so that
the Mathieu functions degenerate into Bessel functions*.
Corresponding to the assertions (5 . 31) and (5 . 32) in the theory of
Bessel functions, we have, in the theory of Mathieu functions, the asser-
tion that when the functions nrn(g), an(g), ..., given by equations like
* The formulae used in the transition are that if g->0 and {->oo in such a way that-
remains finite, then
etc.
06 RECURRENCE-FORMULAE OF THE MATHIEU FUNCTIONS.
(5.2), (5 . 21), (5 . 22), are expressed as power series in q, the coefficients

of the powers of q in these series contain no positive powers of ef, but
only negative powers. This is at once seen by evaluating the integrals
(4 . 31), (4 . 32) by means of the formulae (4 . 51) and (4 . 52). It is re-
markable that a simple combination of ce's and tn's, which themselves
involve an infinite number of both positive and negative powers of gf,
should, when expanded, contain no positive powers whatever.
ON THE KELATION BETWEEN THE FUNCTIONS REPRE-

SENTED BY A POWER SERIES AND ITS ASSOCIATED
DIRICHLET'S SERIES
MARY L. CART WEIGHT*.
Suppose that the power series

f(x) = 2 anxn
is convergent for | x | < 1; then
is called the associated Dirichlet's series. 1 suppose that an = 0(nK)

for some K; then 2a n n~ J has a region of convergence, and represents an
analytic function F(s) = F(a--\-it).
Hardy has proved the following two theorems i :
THEOREM 1. If f(x) is regular at x = l, then F(s) is an integral
junction.
THEOREM 2. //, near x = 1, the function f(x) can be expressed in
the form
(l-x)-e<f>(x),
where <p(x) is regular at x = 1, then the function F(s) is regular all over
the plane except for simple poles at s = c, c—1, c—2, ..., and when
c is a positive integer there are poles only at the points s = 1, 2, 3, ..., c.
Fekete has proved three more general theorems I :
THEOREM3. / / f(x) is regular, or of order —cc (in the sense of
Hadamard) at x = 1, then F{s) is an integral function.
* Received 1 October, 1928 ; read 8 November, 1928.

t G. H. Hardy, " The application to Dirichlet's series of Borel's method of summation'
Proc. London Math. Soc. (2), 8 (1910), 293-294.
t M. Fekete, " Sur les series da Dirichlet ", Comptes rendus, 160 (1910), 1033-1035

Journal of London Math Soc - April 1929 - Whittaker - On The Recurrence Formulae of The Mathieu Functions

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Journal of London Math Soc - April 1929 - Whittaker - On The Recurrence Formulae of The Mathieu Functions

Uploaded by

Copyright:

Available Formats

14697750, 1929, 2, Downloaded from https://londmathsoc.onlinelibrary.wiley.com/doi/10.1112/jlms/s1-4.14.88 by Csic Organización Central Om (Oficialia Mayor) (Urici), Wiley Online Library on [21/02/2023].

for an infinity of increasing kr. This obviously contradicts the con-

whose coefficients tend to zero (if we interpret them as "principal values")

ON THE RECURRENCE-FORMULAE OF THE MATHIEU

IP (apart from its frequent occurrence in physical investigations) of

* Added at the reading of proof-sheets.

a method is here given, and is illustrated by taking the Bessel functions

2. The new method, and its application to Bessel functions.

111 terms of polar coordinates (r, 6), is

7 = J«(r) cos ?i0*. (2.2)

From the form of equation (2 . 1) it is evident that if V is a solution, then

cos 0 cos n0 J'n(r)-\—7 sin0 sin7i0Jn(r)

is a solution of equation ( 2 . 1 ) , and therefore that it can be expressed

cos 0 cos n0 J'n{r)-\—-

* And, of course, »lso V = J,,(r)einn0, which, however, we shall uot require.

—^7iW = a constant multiple of /„_](?•), (2 . 4)

"which is another of the recurrence-formulae. From (2 . 4) and (2 . 5)

3. Application of the new method to the Mathieu functions.

in terms of elliptic coordinates (£, »;), denned by the equation

the fundamental solutions. By considering evenness, etc., we see that

—TTT- T~ (i sinh £ cos i) ceni£ cenrj—cosh £ sin >/ ceni£ce'ntj)

\ ce-i >] CCJ >/ d*i = 0

iand this is one of the required recurrence-formulae for the Mathieu

4. Properties of the coefficients in the recurrence-formulae.

Moreover, by ordinary integral calculus we have, when the real part of

and coshi f- sin , sin (2^ + 1 ) , = ..,,„» (452).

by use of (4 . 51) and (4 . 52) we obtain the equation

§7+T n +<r n + 1 = 0, (4.7)

which is a second relation connecting the coefficients in the recurrence-

Differentiating twice, and remembering that

so, substituting for cPujd^ and u, we obtain an equation which we may

^) wn7!r;—32^ sinh 2|.trr'; = 0,

where P and Q have the values given in (4 . 82) and (4 . 83).

+ |(aw —an_!)a—128<7 cosh 2 0CTU= 0. (5 . 1>

| | - 2 ( a n + a 7 1 - 1 + 32<? cosh 2 0 ^ i - 1 9 2 ? sinh 2 £ ^ |

+ {(a,-fl B _i) s ~128j cosh 2 0 y = 0.

Bfn-X{q)+CMq) = 0. Thus w.(£) is of form

and y.-xW J ; w - J - I w y; w = ^ ~ , (5.32)

= a constant multiple of Jn-\(z),

(5.2), (5 . 21), (5 . 22), are expressed as power series in q, the coefficients

ON THE KELATION BETWEEN THE FUNCTIONS REPRE-

Suppose that the power series

is called the associated Dirichlet's series. 1 suppose that an = 0(nK)

* Received 1 October, 1928 ; read 8 November, 1928.

You might also like