Professional Documents
Culture Documents
Recommended Book:
Rainville, Earl David, Special function 2nd Edition Chelsea publishing Co. 1971
Gamma Function:
The Gamma function is denoted by n , where n > 0 and it is defined as
n e x . x n1dx , n 0
0
Example: For n = 1
1 e . x dx e x . x 0 dx
x 11
0 0
1 e x dx
0
e x
1 e x
1 0 0
1 e e 0
1 0 1
11
For n = 2 2 e . x dx e x . x dx
x 21
0 0
Integrating by parts
e x e x
2x 1 dx
1 0 0
1
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x
2 xe e x
dx
0
0
x
2 xe 1 ______ i i by first proof
0
x
Lim ,
x ex
By L-Hospital rule
1 1 1
Lim 0
x e x e
eq i 2 0 0 1
2 1
1
(v)
2
Proof: (i) By definition of Gamma function
n e x . x n1dx
0
Replace n by n+1
x n11
n 1 e . x dx e x . x n dx
0 0
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Integrating by parts
e x
n e x
n 1 x . n. x n1dx
1 0 0 1
n x
n 1 x e n e x . x n1dx
0
0
n 1 x ne x n n ____ i
0
xn
Consider Lim , form
x ex
nx n 1
Lim x ,
x e
n n 1 x n2
Lim ,
x ex
Up to so on
n n 1 n 2 .....3.2.1.x0
Lim
x ex
n! n!
0
e
Eq (i) n 1 0 0 n n
n 1 n n As n 1 n n
n 1 n n 1 n 1 n 1 n n 1 n 1
n 1 n n 1 n 2 n 2 Upto so on
n 1 n n 1 n 2 ...3.2.11
n 1 n!
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Proof: (ii) By the definition of Gamma function
n e x . x n1dx ; n0 _____ i
0
Let x = zy
dx = z . dy
y 0 as x 0 , y ∞ as x ∞
n1
Eq (i) n e z y . zy zdy
0
n e z y . z n1.y n1 zdy
0
n z y
nz e . y n1 dy
0
1
Let x log
y
1
ex
y
1
y x
e x
e
dy e x dx
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dy e x dx
y 1 as x 0
y 0 as x
0 n1
1
n log dy
1
y
1 n1
1
n log dy
0
y
Proof: (iv) By the definition of Gamma function
n e x . x n1dx ; n0
0
1
n
Let x y
xn y
nx n1dx dy
dy
x n1dx
n
y 0 as x 0
y as x
1
yn dy
n e
0 n
1
yn
n n e dy
0
1
yn
n n 1 e dy n n n 1
0
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2
Question: Evaluate e x dx
0
2
x
Solution: e dx ____ i
0
Let y x 2 x y
dy 2 xdx
dy 2 ydx
dy
dx
2 y
y 0 as x 0
y as x
x2 dy
Put in (i) e dx e y
0 0 2 y
x2 1 y 21
e
0
dx e . y dy
20
x2 1 y 12 1
e
0
dx e . y dy
20
x2 1 1
e dx n e x . x n1dx
0
2 2 0
2 1
x
e dx
0
2 2
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5
4 x 2
Question: Evaluate e x dx
0
5
4 x
Solution: e 2
x dx ____ i
0
y
Let y 4 x x
4
dy 4dx
dy
dx
4
y 0 as x 0
y as x
5 5/2
4 x 2 y
y dy
Put in (i) e
0
x dx e .
0 4 4
5
4 x 2
y 5/2 dy y
e
0
x dx e . 5/2
0
4 4
5
4 x 1
e x dx 7/2 e y . y 5/2 dy
2
0
4 0
5
4 x 1
e x dx 2
e y . y 7/21dy
0 128 0
5
4 x 2
1 7 1 5
e
0
x dx
128 2 128 2
1
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5
1 5 5
e
4 x 2
x dx . n 1 n n
0 128 2 2
5
4 x 2
5 3
e
0
x dx
256 2
1
5
4 x 2
5 3 3 15 1
e
0
x dx .
256 2 2
512 2
1
5
4 x 2
15 1 1
e 0
x dx .
512 2 2
5
4 x 15
e 2
x dx
0
1024
Question: Evaluate x .e 3 x dx
0
Solution: x .e3 x dx ____ i
0
y
Let y 3 x x
3
1 21 dy
x dx
2 3
2 dy 2 y
dx x . dy
3 3 3 3
y 0 as x 0
y as x
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3 x y 2y
Put in (i) x .e dx .e y dy
0 0 3 9
3 x 2 y 2
x .e dx e y dy
0
27 0
3 x 2 y 31 2
x .e dx e y dy .3
0
27 0 27
2
x .e 3 x dx . 2 1
0
27
2
x .e3 x dx .2 2
0
27
4
x .e3 x dx .1 2 1
0 27
4
x .e 3 x dx
0
27
Beta function:
The Beta function denoted by m, n where m,n > 0 and is defined as
1
n1
m, n x m1.1 x dx
0
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a a
Important calculus property f x dx f a x dx
0 0
1 a a
m1 n 1
1 x .1 1 x dx f x dx f a x dx
0 0 0
1
m1 n1
1 x .1 1 x dx
0
1
m1
x n1 1 x dx
0
m, n n, m
Proof: (ii) By the definition of Beta function
1
n 1
m, n x m1.1 x dx ___ i
0
1 1
Let x dx 2
dy
1 y 1 y
1
1 y
x
y as x 0
y 0 as x 1
Put all values in (i)
0 m1 n 1
1 1 1
m, n .1 . 2
dy
1 y 1 y 1 y
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n 1
1 1 y 1 1
m, n .
m 1 . 2
dy
0 1 y 1 y 1 y
n 1
1 y 1
m, n .
m 1 . 2
dy
0 1 y 1 y 1 y
1 y n1 1
m, n m 1
. n 1
. 2
dy
0 1 y 1 y 1 y
y n1
m, n m 1 n 1 2
dy
0 1 y
y n1
m, n mn
dy
0 1 y
Replace y by x
x n1
m, n mn
dx
0 1 x
x m1
m, n n, m nm
dx
0 1 x
x n1 x m1
m, n mn
dx nm
dx
0 1 x 0 1 x
Proof: (iii) By definition of Beta function
1
n 1
m, n x m1.1 x dx ___ i
0
2
2 m 2 n 1
m, n sin . co s 2 2sin cos d
0
2
2 m 21 2 n 21
m, n 2 sin . co s d
0
2
2 m1 2 n1
m, n 2 sin . co s d
0
mn
m, n ; m, n 0 ____ i
mn
2
2 m1 2 n 1
Also m, n 2 sin . co s d ____ ii
0
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1 1
2 1 1
2 2 2 sin 2 2 1 . co s 2 2 1 d
1 1
0
2 2
1 1
2 2
2 2 2 sin 11 . co s 11 d 2 sin 0 . co s 0 d
2
0 0
2
2
1
2 2 1d
2
1
0
2
1
2 2
0
2 0
2 2
2
1
2
1
2
Theorem: Prove that m, n m, n 1 m 1, n
Proof: R.H.S = m, n 1 m 1, n
m n 1 m 1 n
m n 1 m n 1
m .n n m m. n
m n m n m n m n
m .n n m m. n m n n m
m n m n m n m n
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mn
m, n 1 m 1, n m, n L.H .S
mn
m 1, n m, n 1 m, n
Theorem: Prove that
m n mn
Proof: Consider
m 1, n 1 m 1 n 1 mm n
. .
m m m n 1 m m n m n
m 1, n mn m, n
____ i
m m n m n mn
Again consider
m, n 1 1 m n 1 1 mnn
. .
n n m n 1 n m n m n
m, n 1 mn m, n
____ ii
n m n m n m n
From (i) and (ii)
m 1, n m, n 1 m, n
m n mn
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Lecture # 02
Relation between Beta & Gamma function:
mn
Theorem: Prove that m, n ; m, n 0
mn
Proof: By the definition of Gamma function
n e x . x n1dx ; n0
0
n zx
Also nz e . x n1dx ; n, z 0 ___ i
0
n
n
e zx . x n1dx ; n, z 0 ___ ii
z 0
z
Multiplying (i) by e and z m1 then integrate with respect to z from 0 ∞
z m 1 z m 1
n zx n1
n e . z dz e . z z e . x dx dz
0 0 0
z 1 x
n. m e . z m n1 . x n1dxdz
0 0
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n. m x n1
mn
dx
m n 0 1 x
mn
Since by the property of Beta function m, n proved
mn
Duplication formula:
1
Prove that m m 2 m1 . 2m ; m 0
2 2
Proof: By the relation between Beta and Gamma function
mn
m, n _____ i
mn
Also, by the property of Beta function.
2
2 m 1 2 n1
m, n 2 sin . co s d ____ ii
0
1
2 m
2 m1 0
2 sin . co s d 2
0 1
m
2
2
2 m1 m 1
2 sin d _____ iv
0 1 2
m
2
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2
2 m1 2 m1 mm
Put n = m in (iii) 2 sin
0
. co s d
mm
2
2
2 sin co s
2 m 1
d
m
0 2m
2
2
2
sin 2
2 m1
d
m
0
2 2m
2
2 2
2 m1
m
2 m1
sin 2 d
2 0 2m
Put 2 = t 2d = dt
t 0 as 0
t as
2
2
2
2 m1 dt m
2 m 1
Now sint
2 0
2 2m
2
1
sin
2 m1
d
m b
f t dt f d
b
22 m1 0 2m a a
2a a
f x dx 2 f x dx if f 2a x f x
0 0
2
1 2
.2 sin
2 m 1
d
m
2 m 1
2 0 2m
2
1
.
m
m by i v
2 2 m 1 1 2m
m
2
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2m 1
2 m 1
m m
2 2
Hypergeometric function:
Learning objectives:
(i) To solve Hypergeometric equation and obtain its solution.
(ii) Differentiation of Hypergeometric function.
(iii) Integral representation of Hypergeometric function.
(iv) Some applications of Hypergeometric function.
Historical Background of Hypergeometric Function:
The term Hypergeometric function was introduced by John Wallis in his book
1655, which also appear in the work of Euler, Gauss, Riemann and Kummer.
Mellin-Barnes studied their integral representations and some other special
properties, was discuss by Schwarz and Govrsat.
However, the first in depth treatment was executed by Gauss in 1813, where he
presented most of the properties of Hypergeometric functions that we se today.
Hypergeometric function has motivated the development of several domains
such as complex functions, Riemann surfaces, differential equations and so
forth. Here we concentrated on the Hypergeometric function of single variable.
To understand the Hypergeometric function, we must know about the
Pochhammer symbol.
n 1 2 ..... n 1
Where > 0 and ‘n’ is a non-negative integer.
Note: Pochhammer symbol is actually the generalization of factorial.
We can also write the Pochhammer symbol in the form of gamma function
n
n ; 0 , n 0
Proof: By the definition of Pochhammer symbol
n 1 2 ..... n 1
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1 2 ..... n 1
n . 1 2 .....3.2.1
1 2 .....3.2.1
n 1 n 2 .... 1 2 .....3.2.1
n
1!
n 1!
n
1!
n
n n 1 n!
Note: 0 1 0 1
Hypergeometric function of one variable:
Hypergeometric function of one variable can be define as
n n x n
2 F1 , , ; x .
n 0 n n!
. 1 . 1 x2 1 2 . 1 2 x3
1 x . . ...
1 2! 1 2 3!
Remark: If = 1 and β = the above expression become the geometric
series
1
F 1, , ; x 1 x x 2 x3 ....
1 x
The Hypergeometric equation is given by
d2y dy
x 1 x 2 1 x y 0 ___ i
dx dx
This equation was studied in detail by Gauss in connection with this theory of
the Hypergeometric series but it was Euler who had worked with this equation
and its solution at an earlier date. Using Frobenius method we solve this
Hypergeometric differential equation.
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Lecture # 03
Hypergeometric equation:
The Hypergeometric equation is given by
d2y dy
x 1 x 2 1 x y 0 ___ i
dx dx
Using Frobenius method, we now solve the Hypergeometric equation.
Eq(i) can be written as
x 1 x y 1 x y y 0 ___ ii
1 x
Where P x , Q x
x 1 x x 1 x
We observe that xP(x) and x2Q(x) are both analytic x = 0, implying that x = 0 is
the regular singular point of (iii).
Therefore, we can apply Frobenius method
Let y Cm x k m , C0 0 ___ iv
m 0
y Cm k m x k m1
m 0
y Cm k m 1 k m x k m2
m 0
Cm x k m 0
m 0
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1 Cm k m x k m Cm x k m 0
m 0 m 0
C k m1 k m x
m
km1
Cm k m1 k m 1 k m xkm 0
m0 m0
____(v)
2
Now k m k m1 1 k m k m k m 1 k m
2
k m k m 1 1
2
k m k m
2
k m k m k m
k m k m k m
k m k m
Put in (v)
C k m k m 1 x
m
k m1
Cm k m k m xkm 0 __ vi
m0 m0
Now we equate to zero the coefficient of the smallest power of x, namely xkto
get the indicial equation as
C0 . k k 1 0 when we put m 0 in vi
C0 0 , k k 1 0
k 0 & k 1 0
k 1
We equate to zero the coefficients of xk+m1 (for the recurrence relation)
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Cm k m k m 1 Cm1 k m 1 k m 1 0
Cm k m k m 1 Cm1 k m 1 k m 1
Cm
k m 1 k m 1 C ____ vii
m 1
k m k m 1
Case-I: For k = 0 and substituting m = 1,2,3,4,…
.
m=1 C1 C0
m=2 C2
1 . 1 .C
1
2 1
C2
1 . 1 . . C
0
2 1
1 . 1 C0
C2 .
1 2!
m=3 C3
2 . 2 . C
2
3 2
C3
2 . 2 . 1 . 1 . C0
3 2 1 2!
1 2 . 1 2 C0
C3 .
1 2 3!
. .
. .
. .
Put the values of these coefficient in (iv)
y Cm x k m Cm x m k 0
m 0 m 0
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y C0 x 0 C1 x1 C2 x 2 .......
Eq (vii) Cm
1 m 1 1 m 1 C
m1
1 m 1 m 1
Let 1 , 1
Cm
m 1 m 1 C
1 1 m 1 m m1
Let 2
Cm
m 1 m 1 C
m1
m 1 m
m 1 , C1 C0
m 2 , C2
1 1 C
1
2 1
C2
1 1 . C
2 1 0
1 1 C0
C2 .
1 2!
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m3 , C3
2 2 .C
2
3 2
C3
2 2 . 1 1 . C0
3 2 1 2!
1 2 . 1 2 C0
C3 .
1 2 3!
. .
. .
. .
Put the values of these coefficients in (iv)
(iv). y C m x k m
Cm x1 m k 1
m 0 m 0
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Lecture # 04
Symmetric Property of Hypergeometric Function:
Theorem: Prove that F , , ; x F , , ; x
F , , ; x F , , ; x
Differentiation of Hypergeometric function:
Theorem: Prove that
d
(i) F , , ; x F 1, 1, 1; x
dx
d2 1 1
(ii) F , , ; x F 2, 2, 2; x
dx 2 1
d3 1 2 1 2
(iii) F , , ; x F 3, 3, 3; x
dx3 1 2
. .
. .
. .
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n n x n
Proof:(i) As we know that F , , ; x .
n 0 n
n!
. x 1 . 1 x2 1 2 . 1 2 x3
1 . . ...
1! 1 2! 1 2 3!
Diff. w.r.t ‘x’
d
F, , ; x F 1, 1, 1; x
dx
(ii) Again Diff. eq (i) w.r.t ‘x’
d3 1 2 1 2
F , , ; x F 3, 3, 3; x
dx3 1 2
. .
. .
dn n n
F , , ; x F n, n, n; x
dxn n
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Integral representation of Hypergeometric function:
1
1 1
Theorem: Prove that F , , ; x t 1 t 1 xt dt
0
Proof: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n n !
n xn n
F , , ; x n . n
n 0 n n!
n xn
F , , ; x n .
n 0 n n!
n xn
F , , ; x n
. Multiplyingand divideby
n0 n n!
mn
m, n
mn
xn
F , , ; x n B n , . B for
n 0 n!
1 n1 1 xn
F , , ; x n t 1 t dt .
n 0 0 n!
1
n1
m, n t m1 1 t dt
0
n
1
1
1 xt
F , , ; x t 1 t . dt
0 n 0
n
n!
n
F , , ; x
1
1 1
xt 1 xt
t 1 t 1 xt dt .
0 n 0
n
n !
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Gauss Theorem:
.
Prove that F , , ;1 ; 0
Proof: By the integral representation of Hypergeometric function
1
1 1
F , , ; x t 1 t 1 xt dt
0
1
1 1
Put x = 1 F , , ;1 t 1 t 1 t dt
0
1
1
F , , ;1 t 1 1 t dt
0
1
n1
F , , ;1 , m,n t m1 1 t dt
0
mn
F , , ;1 . m,n
m n
.
F , , ;1
Vandermonde’s Theorem:
n
Prove that F n, , ;1
n
Proof: By the Gauss theorem
.
F , , ;1 ____ i
. n
Put = n in (i) F n, , ;1
n
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. n 1 1
F n, , ;1
n 1 1
. n 1 n 1
F n, , ;1 n 1 n n
n 1 n 1
. n 1 n 2 n 3 .... 2 1
n 1 n 2 n 3.... 2 1
1... n 1
1 2 .... n 1
n
F n, , ;1
n
1
Question: Show that F 1,1,1; x F 1, b, b; x F a,1, a; x
1 x
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n
n!
. x 1 . 1 x2
F , , ; x 1 . ... ______ i
1! 1 2!
Put = β = = 1 in (i)
1.b x 11 1 .b b 1 x2
F 1,b,b; x 1 . ...
b 1! b b 1 2!
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x2
F 1,b,b; x 1 x 2. ...
2!
F 1,b,b; x 1 x x2 x3 ... ___ iii
Put = a , β = 1 , = a in (i)
a.1 x a a 1 .11 1 x2
F a,1, a; x 1 . ...
a 1! a a 1 2!
x2
F a,1, a; x 1 x 2. ...
2!
F a,1, a; x 1 x x2 x3 ... ___ iv
1
Also 1 x x2 x3... ___ v
1 x
From (ii),(iii),(iv) and (v)
1
F 1,1,1; x F 1, b, b; x F a,1, a; x
1 x
n
Question: Show that F n,1,1; x 1 x
F n,1,1; x 1
n .1 x n n 1.11 1 . x ...
1 1! 11 1 2!
n n 1
F n,1,1; x 1 nx x2 ...... ____ i
2!
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n n n 1
Also 1 x 1 nx x2 ...... ____ ii
2!
From (i) and (ii)
n
F n,1,1; x 1 x
ln 1 x
Question: Show that F 1,1,2; x
x
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n
n!
. x 1 . 1 x2
F , , ; x 1 . ...
1! 1 2!
Put = , β = 1 , = 2 , x = x
2
1.1 11 1 .11 1 x
F 1,1,2; x 1 x . ...
2 2 2 1 2!
x 2 x2
F 1,1,2; x 1 ......
2 3 2!
x x 2 x3
F 1,1,2; x 1 ...... ___ i
2 3 4
x 2 x3 x 4
ln 1 x x ...
2 3 4
ln 1 x x x 2 x3
1 ... ____ ii
x 2 3 4
From (i) and (ii)
ln 1 x
F 1,1,2; x
x
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1
1 1 3 2 sin x
Question: Show that F , , ; x
2 2 2 x
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n n !
. x 1 . 1 x2
F , , ; x 1 . ...
1! 1 2!
Put = β = 1/2 , = 3/2 , x = x2
1 1 1 1 1 1
. 1. 1 4
1 1 3 2 2 2 2 2 2 2 2 x
F , , ; x 1 .x . ...
2 2 2 3 3 3 2!
1
2 2 2
1 3 1 3
. . .
1 1 3 2 1 2 2 2 2 2 x4
F , , ; x 1 .x . ...
2 2 2 2.3 3 5 2!
.
2 2
1 1 3 2 x2 1.3 4
F , , ; x 1 . x ... ____ i
2 2 2 2.3 2.4.5
1 1 x3 1 3 x5
Now sin x x . . . ...
2 3 2 4 5
sin 1 x x2 1.3 4
1 .x ... ____ ii
x 2.3 2.4.5
From (i) and (ii)
1
1 1 3 2 sin x
F , , ;x
2 2 2 x
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1 3 2 tan 1 x
Question: Show that F ,1, ; x
2 2 x
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n n !
. x 1 . 1 x2
F , , ; x 1 . ...
1! 1 2!
Put = 1/2 , β = 1 , = 3/2 , x = x2
1 1 1
1 3
.1 1.11 1 x2 2
2 2
F ,1, ; x2 1 2 . x2 . ...
2 2 3 3 3 2!
2 1
2 2
1 3
. .2 4
2
1 3 2 x x
F ,1, ; x 1 2 . ...
2
2 2 3 3 5 2
.
2 2
1 3 2 x2 x4
F ,1, ; x 1 ... ____ i
2 2 3 5
1 x3 x5 x 7
Now tan x x ...
3 5 7
tan 1 x x 2 x 4 x6
1 ... ____ ii
x 3 5 7
From (i) and (ii)
1 3 2 tan 1 x
F ,1, ; x
2 2 x
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1 3 1 1 x
Question: Show that F ,1, ; x2 ln
2 2 2x 1 x
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n
n!
. x 1 . 1 x2
F , , ; x 1 . ...
1! 1 2!
Put = 1/2 , β = 1 , = 3/2 , x = x2
1 11
.1 1.11 1 x2 2
1 3 2 2 2 2
F ,1, ; x 1 . x 2 . ...
2 2 3 3 3 2!
2 1
2 2
1 3
. .2 4
2
1 3 2 x x
F ,1, ; x 1 2 . ...
2
2 2 3 3 5 2
.
2 2
1 3 2 x 2 x 4 x6
F ,1, ; x 1 ... ____ i
2 2 3 5 7
Now by Taylor series
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3 3
f x 2 1 x 2 1 x
. .
. .
. .
Now at x = 0
f 0 0, f 0 2, f 0 0, f 0 4 .....
Put in (ii)
2 3
1 x x x
ln 0 x 2 0 4 ...
1 x 2! 3!
1 1 x 1 2 3
ln 2 x x ...
2x 1 x 2x 3
1 1 x x2 x4
ln 1 .... ____ iii
2x 1 x 3 5
From (i) and (iii)
1 3 1 1 x
F ,1, ; x2 ln
2 2 2x 1 x
x
Question: Show that LimF 1,n,1; e x
n
n
Solution: By the definition of Hypergeometric function
n n x n
F , , ; x .
n 0 n n !
. x 1 . 1 x2
F , , ; x 1 . ...
1! 1 2!
Put = , β = n , = 1 , x = x/n
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2
x
x 1.n x 11 1 .n n 1 n
F 1,n,1; 1 . . ...
n 1 n 11 1 2!
2
x n 1 x
F 1,n,1; 1 x ......
n n 2!
2
x n 1 x
Lim F 1,n,1; Lim 1 x ......
n
n n n 2!
x x 2 x3
Lim F 1,n,1; 1 x ... ____ i
n
n 2! 3!
x x 2 x3
Now e 1 x ... ____ ii
2! 3!
From (i) and (ii)
x
LimF 1,n,1; e x
n
n
1. 1
Exercise: Prove that F , , 1; 1 2
1 1
2
Proof: By the integral representation of Hypergeometric function
1
1 1
F , , ; x t 1 t 1 xt dt
0
Put 1 , x 1
1 1 1 1 1
F , , 1; 1 t 1 t 1 1 t dt
1 0
1 1 1
F , , 1; 1 t 1 t 1 t dt
1 0
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1 1 1
F , , 1; 1 t 1 t 1 t dt
1 0
1 1 1 2
F , , 1; 1
1 0
t 1 t dt
Put t 2 u t u
du du
2tdt du dt
2t 2 u
u 0 at t 0
u 1 at t 1
1
1 1/2 1 1
F , , 1; 1
1 u 1 u
0 2 u
du
1
1 1/2 11
F , , 1; 1
2 .1
u
0
1 u du
1 1 22 1 1
F , , 1; 1 u 1 u du
2 .1 0
1 1 2 1 1 1
F , , 1; 1 u 1 u du
2 .1 0
1
n1
m, n t m1 1 t dt
0
1
F , , 1; 1 .B ,1
2 .1 2
1 2 1 m n
F , , 1; 1 . m, n
2 .1 mn
1
2
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1
F , , 1; 1 . 2 2
1
2
Multiplying and divideby
1
1 2
F , , 1; 1 .
1
1
2
Hence proved.
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Lecture # 05
Pochhammer symbol:
The Pochhammer symbol is defined as
Deductions:
Put = 1
1n 1.2.3.......n n!
Put n = n+1 n1 1 2 ..... n
1n n n
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n n n xn n n n xn
F 1, , ; x F , 1, ; x . .
n0 n n! n0 n n!
n n xn
F 1, , ; x F , 1, ; x . n n
n0 n n!
F 1, , ; x F , 1, ; x F , , ; x
Confluent Hypergeometric Differential Equation:
The 2nd order homogeneous linear differential equation
y ak k x k 1 ____ 3
k 0
y ak k k 1 x k 2 ____ 4
k 0
k 1 k 1 k
a k k 1 x
k ak k x ak k x ak xk 0
k 0 k 0 k 0 k 0
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k k 1 k a x
k 0
k
k 1
k ak xk 0
k 0
Shifting index ‘k’ by ‘k1’ in the second term of the above equation.
k k 1 k ak x k 1
k 1 ak 1xk 1 0
k 0 k 0
k k 1 k a x
k 0
k
k 1
k 1 ak 1xk 1 0
k 0
k k 1 k a k 1 a
k 0
k k 1
xk 1 0 ____ 5
1 a 0 00
1 0 , a0 0
0 and 1
Recurrence relation of Confluent Hypergeometric function:
Equating zero to the coefficients of xk 1 in equation (5)
k k 1 k a k 1 a
k k 1 0
k k 1 k a k 1 a
k k 1
ak
k 1 a k 1
___ 6
k k 1 k
Case-I: For β = 0 equation (6) becomes
ak
k 1 a k 1
k k 1 k
For k = 1 a1
0 .a a1
.a
0
0
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1
For k = 2 , a2 . a1
2.1 2
1 1 a0
a2 . . a0 a2 .
2 1 1 2!
For k = 3 , a3
2 .a
2
3.2 3
a3
2 . 1 . a0
3.2 3 1 2!
1 2 a0
a3 .
1 2 3!
1 2 3 a0
Similarly, a3 .
1 2 3 4!
. .
. .
. .
y a0 a1 x a2 x 2 a3 x3 ...
1 a0 2 1 2 a0 3
y a0 .a0. x . .x . . x ...
1 2! 1 2 3!
1 x2 1 2 x3
y a0 1 . x . . ...
1 2! 1 2 3!
n xn
y a0 . AF , ; x ___ 7 A a0
n0 n
n!
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If we put a0 = 0 the above series is called Confluent Hypergeometric function.
Case-II
a2
1 2 . a0
2 3 2!
3 a2 3 1 2 a0
For k = 3 a3 . . .
3 4 2! 4 2 3 3!
a3
1 2 3 . a0
2 3 4 3!
For 1 in equation (ii) y ak xk 1r
k 0
1 1 2 . a0 x2 1 2 3 . a0 x3 ...
y x1r a0 .a0x
2 2 3 2! 2 3 4 3!
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1r
1 1 2 x2 1 2 3 x3
y x a0 1 x . . ...
2 2 3 2! 2 3 4 3!
1r
1 n xn
yx a0 .
n0 2 n n!
dn n
In general, F , ; x F n, n; x
dxn n
n x n
Proof:(i) As we know that F , ; x .
n 0 n n !
x 1 x2 1 2 x3
1 . . ...
1! 1 2! 1 2 3!
Diff. w.r.t ‘x’
d 1 2 x 1 2 3 x 2
F , ; x 0 . . ...
dx 1 2 1 2 3.2.1
d 1 1 2 x 2
F , ; x 1 . x . ... ___ i
dx 1
1 2 2.1
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d
F,; x F 1, 1; x
dx
(ii) Again Diff. eq (i) w.r.t ‘x’
d2 1 2
F , ; x 1 . x ...
dx2 1 2
d2 1
F , ; x F 2, 2; x
dx 2 1
Similarly, in the same way we get the following results
d3 1 2
F , ; x F 3, 3; x
dx3 1 2
. .
. .
dn n
F , ; x F n, n; x
dxn n
Integral representation of Confluent Hypergeometric function:
Theorem: Prove that
1
1 xt
F , ; x t1 1 t e dt where 0
0
Proof: By the definition of Confluent Hypergeometric function
n x n
F , ; x .
n 0 n n !
n xn n
F , ; x . n
n 0 n n!
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n xn
F , ; x .
n 0 n n!
n . xn
F , ; x . Multiplyingand divideby
. n0 n n!
xn mn
F , ; x B n, . m, n
. n 0 n! mn
1 xn
n1 1
F , ; x t 1 t dt . n!
. n 0 0
1
n1
m, n t m1 1 t dt
0
n
1
1
xt
1
F , ; x t 1 t dt
. 0 n 0 n!
x x 2 x3
e 1 ...
x
1! 2! 3!
x xn
e
n 0 n!
e xt
xt
n 0 n!
1
1 1 xt
F , ; x t 1 t e dt
. 0
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Kummer’s Relation:
x
Theorem: Prove that F , ; x e F , ; x
1
1 1
F , ; x 1 u u e x e xu du
. 0
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Lecture # 06
Application of Confluent Hypergeometric function:
Question: Prove that e x F , ; x
Solution: R.H.S = F , ; x
By the definition of Confluent Hypergeometric function
n x n
F , ; x .
n 0 n n !
n x n
F , ; x .
n 0 n n !
xn
F , ; x
n 0 n!
x 2 x3
F , ; x 1 x ....
2! 3!
F , ; x e x = L.H.S
1n x n
xF 1, 2; x x .
n 0 2 n n !
n! x n n
xF 1,2; x x . n , 1n n! , 2 n n 1!
n 0 n 1 ! n!
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x n1
xF 1, 2; x
n 0 n 1!
x x 2 x3 x 4
xF 1, 2; x ...
1! 2! 3! 4!
x 2 x3 x 4
xF 1, 2; x x ... ___ i
2! 3! 4!
L.H.S = ex −1
x x 2 x3
e 1 x ....
2! 3!
x x 2 x3
e 1 x .... ____ ii
2! 3!
From (i) and (ii)
e x 1 xF 1,2; x
x
Question: Prove that 1 e x F 1, ; x
x
Solution: L.H.S = 1 e x
x x 2 x3
1 1 x ....
2! 3!
x2 x3 x x2 x3
1 x ... ....
2! 3! .2!
x x2 x 2 x3 x3
1 x ...
2! 3! .2!
x x 1 2 x2 3 x3
1 e 1 1 x 1 1 ...
2! 3!
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R.H.S = F 1, ; x
1n x n
F 1, ; x .
n 0 n
n!
F 1, ; x
1 2 3 ... n 1 n x n
.
n 0 1 2 ... n 1 n!
F 1, ; x
n xn
.
n 0 n !
n xn
F 1, ; x 1 .
n 0 n!
1 2 x2 3 x3
F 1, ; x 1 1 x 1 1 ...
2! 3!
L.H.S = R.H.S
Hermite Function:
Hermite’s Equation:
d2y dy
2
2 x 2ny 0 _____ i
dx dx
The solution of equation (i) is known as Hermite’s Polynomial.
Solution of Hermite’s equation:
We shall solve the equation
d2y dy
2 x 2ny 0 _____ i
dx 2 dx
by Frobenius method.
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Let y ak x mk ____ ii ; a0 0
k 0
y ak m k m k 1 x mk 2
k 0
m k 2 m k
a m k m k 1 x
k 2 ak m k x 2 n ak x m k 0
k 0 k 0 k 0
m k 2
a m k m k 1 x
k 2 ak m k n x mk 0 ___ iii
k 0 k 0
m2
To get the lowest degree term x
m 2
We put k = 0 in the first summation of (iii) and we cannot have x form in
m 2
the second summation. Since k ≠ −2. So, the coefficient of x is
a0 .m m 1 0
a 0 0 , m 0 , m 1 0
m 0 , m 1
This is the indicial equation.
m1
Now equating the coefficient of next lowest degree term x to zero in (iii) we
m1
get by putting k = 1 in the first summation and we cannot have x from the
second summation, since k ≠ −1.
a1 m 1 .m 0
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Recurrence relation of Hermite equation:
In equation (iii) replace k by k−2 in the second summation
m k 2
a m k m k 1 x
k 2 ak 2 m k 2 n x mk 2 0
k 0 k 2
m k 2
ak m k m k 1 x 2 ak 2 m k 2 n x mk 2 0 ___ iv
k 0 k 0
m k 2
Equate to zero the coefficient of x in (iv)
ak m k m k 1 2ak 2 m k 2 n 0
ak m k m k 1 2ak 2 m k 2 n
2 m k 2 n
ak .ak 2 ____ v
m k m k 1
Case-I: When m = 0
2 k 2 n
Equation (v) ak .ak 2
k k 1
1
2 n 2 .n .a
For k = 2 a2 . a0 0
2 1 2!
2 1 n 2 n 1
For k = 3 a3 . a1 .a1
3 2 3.2.1
1
a3
2 n 1 .a
1
3!
2 2 n 2 n 2 . 2 n .a
For k = 4 a4 . a2 0
4.3 4.3 2!
2
a4
2 n n 2 .a
0
4!
2 3 n 2 n 3 . 2 n 1 .a
For k = 5 a4 . a3 1
5.4 5.4 3!
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2
a5
2 n 1 n 3 .a
1
5!
2
2 4 n 2 n 4 . 2 n n 2 .a
For k = 6 a6 . a4 0
6.5 6.5 4!
3
a6
2 n n 2 n 4 .a
0
6!
2
2 5 n 2 n 5 . 2 n 1 n 3 .a
For k = 7 a7 . a5 1
7.6 7.6 5!
3
a7
2 n 1 n 3 n 5 .a
1
7!
Similarly, in general
r
2 n n 2 n 4... n 2r 2
a2r .a0
2r !
r
2 n 1 n 3... n 2r 1
a2r 1 .a1
2r 1!
With the help of these values equation (ii) becomes when m = 0
y ak x k
k 0
y a0 a1 x a2 x 2 a3 x3 .....
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Case-II: When m = 1
21 k 2 n
Equation (v) ak .ak 2
1 k 1 k 1
2 k 1 n
ak .ak 2
1 k k
2 1 n 2 n 1 .a
For k = 2 a2 .a0 0
2.3 3!
2 3 1 n 2 2 n .a 2 2 n 2
For k = 3 a3 .a1 1 .a1
31 3 4.3 4.3.2.1
2 2 n 2
a3 .a1
4!
2 4 1 n 2 3 n . 2 n 1 .a
For k = 4 a4 .a2 0
4.5 5.4 3!
2
a4
2 n 3 2 n 1 .a
2 n 1 n 3 .a
0 0
5.4.3! 5!
2 5 1 n 2 4 n . 2 2 n 2 .a
For k = 5 a5 .a3 1
5.6 6.5 4!
2
a5
2 n 4 .2 2 n 2 .a
2 2 n 2 n 4
.a1
1
6.5.4! 6!
2
2 6 1 n 2 5 n . 2 n 1 n 3 .a
For k = 6 a6 .a2 0
6.7 7.6 5!
2 2
a6
2 n 5 2 n 1 n 3 .a 2 n 1 n 3 n 5 .a
0 0
7.6.5! 7!
2
2 7 1 n 2 6 n 2 2 n 2 n 4
For k = 7 a7 . a5 . .a1
7.8 8.7 6!
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3
2 2 n 2 n 4 n 6
a7 .a1
8!
Similarly, in general for even
r
2 n 1 n 3 n 5... n 2r 1
a2r .a0
2r 1!
For odd
r
2 2 n 2 n 4 n 6 .. n 2r
a2r 1 .a1
2r 2!
With the help of these values equation (ii) becomes when m = 1
y ak x1 k
k 0
y a0 a1 x a2 x 2 a3 x3 .....
2 2 2 n 2 4 2 2 2 n 2 n 4 6
a1 x a1 x a1 x .....
4! 6!
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Lecture # 07
Generating function of Hermite polynomials:
2 2 tx2
Consider ex . n
.e Hn x Hn1 x .t Hn2 x .t 2 .... ___ i
t
2
t x
Now differentiating e w.r.t ‘t’
t x2
2
1
e 2 t x .1 0
t x
.e
t
t x2 2
2 t x e
t x
.e
t
Taking limit t 0 on both side
t x2
2
Lim 2 t x e
tx
Lim .e
t 0 t t 0
t x2 2
Lim .e 2xe x ___ ii
t 0 t
2
t x
Again differentiating e w.r.t ‘x’
tx 2 2
.e et x 2 t x .1 0
x
t x 2 2
.e 2 t x e tx
t
Taking limit t 0 on both side
t x2
2
Lim .e Lim 2 t x e t x
t 0 x t 0
tx2 2
Lim .e 2xe x ___ iii
t 0 x
Compare (ii) and (iii)
t x 2 2
Lim .e 1 Lim .e t x
t 0 t t 0 x
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Similarly,
2 t x 2 2 2 t x 2
Lim 2 .e 1 Lim 2 .e
t 0 t
t 0 x
3 t x 2 3 3 t x 2
Lim 3 .e 1 Lim 3 .e
t 0 t
t 0 x
. . .
. . .
. . .
n t x 2 n n t x 2
Lim n .e 1 Lim n .e
t 0 t
t 0 x
n t x 2 n d
n
2
Lim n .e 1 . n .e x ___ iv
t 0 t dx
n t x 2
x2
eq i e n
.e H n x H n1 x .t H n 2 x .t 2 ....
t
Put t = 0 in (i)
n t x 2
x2
Lime .e Hn x
t 0 t n
x2 n t x 2
e Lim n .e Hn x ___ v
t 0 t
x2 d n x2
n
e 1 . n .e H n x
dx
d n x2
x2 n
H n x e 1 . n .e ____ vi
dx
Put n = 0 in (vi)
2 2 2
x2
H 0 x e x .e x e x e0 1
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H0 x 1
is the zero-degree Hermite Polynomial.
Put n = 1 in (vi)
2 d x2 2 2
H1 x e x 1 . .e e x .e x 2 x
dx
H1 x 2 x
is the first degree Hermite polynomial.
Put n = 2 in (vi)
d x2
H 2 x ex
2
dx
2
2 2
.e e x 2 e x xe x 2 x
2 2 2 2
H 2 x 2e x e x 4 x 2e x e x
H 2 x 2 4 x 2
H 2 x 4x2 2
is the second degree Hermite polynomial put n = 3 in (vi)
d 3 x2
dx
2 2
H3 x e 1 3 .e e x 2 e x 2 x 2 e x 2 x x2e x 2 x
x2 2 2
2 2 2 2
H 3 x e x 2 xe x 4 x3e x 4 xe x
2 2 2 2 2 2
H 3 x 4 xe x .e x 8 x3e x e x 8 xe x e x
H 3 x 4 x 8 x3 8 x
H 3 x 8 x 3 12 x
is called third degree Hermite polynomial.
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Similarly,
H 4 x 16 x 4 48 x 2 12
H 5 x 32 x 5 160 x3 120 x
2 16 x 4 48 x 2 12 3 8 x 3 12 x 4 x 2 2 5 2 x 6 1
32 x 4 96 x 2 24 24 x3 36 x 4 x 2 2 10 x 6
32 x 4 24 x3 100 x 2 26 x 32
Question: Convert ordinary polynomial into Hermite Polynomial.
64 x 4 8 x3 32 x 2 40 x 10
Solution: Given that
64 x 4 8 x3 32 x 2 40 x 10
64x4 8x3 32x2 40x 10 AH4 x BH3 x CH2 x DH1 x EH0 x ___ i
A 16 x 4 48 x 2 12 B 8 x 3 12 x C 4 x 2 2 D 2 x E 1
Compare the respective coefficients
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Comparing x4
64 = 16A A = 4
Comparing x3
8 = 8B B = 1
Comparing x2
−32 = −48A+4C
= −48(4) + 4C = −192+4C
4C = 192−32 = 160
C = 40
Comparing x
40 = − 12B+2D
40 = −12(1)+2D
2D = 40+12 =52
D = 26
Comparing x0
10 = 12A−2C+E
10 = 12(4) −2(40)+E = 48−80+e
10 = −32 +E
E = 42
Put all these values in (i)
64 x 4 8 x 3 32 x 2 40 x 10 4 H 4 x H 3 x 40 H 2 x 26 H1 x 42
Orthogonality Property:
The orthogonal property of Hermite’s polynomial is
x2
0 ; if m n
e H m x . H n x dx n
2 .n! ; if m n
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2
x
Question: Find the value of e H 2 x . H 3 x dx
2
x
Solution: Given that e H 2 x . H 3 x dx
Here m = 2 and n = 3 m ≠ n
2
x
So, e H 2 x . H 3 x dx 0
x 2 2
Question: Find the value of e H 2 x dx
x 2 2
Solution: Given that e H 2 x dx
2
x
e H 2 x .H 2 x dx
Here m = 2 and n = 2 m = n
2
x 2
So, e H 2 x .H 2 x dx 2 .2! 4.2.
x 2 2
e H 2 x dx 8
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Lecture # 08
Recurrence formula for Hn(x) of Hermite equation:
2 tx t 2
H n x .t n
Prove that e
n 0 n!
Proof: As we know that
H0 x 1
H1 x 2 x
H 2 x 4x2 2
. .
. .
. .
x x 2 x3
Also e 1 x ...
2! 3!
2
Put x 2tx t
2 2
2
e 2txt 1 2tx t 2
2tx t ...
2!
2 tx t 2 4t 2 x 2 t 4 4t 3 x
2
e 1 2 x.t t ...
2!
2 tx t 2 4t 2 x 2 t 4 4t 3 x
2
e 1 2 x.t t ...
2! 2! 2!
2 tx t 2 t2
e 1 2 x.t 4 x 2 2 ...
2!
2 tx t 2 t2
tn
e H 0 x H1 x .t H 2 x . ... H n x .
2! n 0 n!
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Recurrence Formula for Hn(x) of Hermite Equation:
Four recurrence relations
2 tx t 2
Hn xtn
e ____ i
n0 n!
Diff. (i) w.r.t ‘x’
2 tx t 2
H n x t n
e .2t ____ ii
n0 n!
Hn xtn
H n x t n
2t. from i
n 0 n! n0 n!
H n x t n1
H n x t n
2
n0 n! n0 n!
Replace ‘n’ by ‘n−1’ on the left-hand side of above expression.
H n1 x t n
H n x t n
2
n 1 n 1! n0 n!
H n1 x n t n
H n x t n
2
n 1 n n 1! n0 n!
H n1 x .2n t n
H n x t n
n0 n!
n0 n!
Comparing the coefficients of tn on both side
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H n1 x .2n H n x
n! n!
2n.H n1 x H n x
Proof: (ii) Diff. equation (i) w.r.t ‘t’
2 tx t 2
H n x nt n1
e 2 x 2t
n0 n!
2 tx t 2
H n x nt n1
2 x t .e
n 0 n!
Hn xtn
H n x nt n1
2 x t . from i
n0 n! n0 n!
Hn xt n
H n x t n1
H n x t n1
2 x 2
n0 n! n0 n! n0 n 1!
Equating the coefficients of tn on both sides
2 xH n x 2 H n1 x H n1 x
n! n 1! n!
2 xH n x 2nH n1 x H n1 x
n! n n 1! n!
2 xH n x 2nH n1 x H n1 x
n! n! n!
2 xH n x 2nH n1 x H n1 x
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2 xH n x 2nH n1 x H n1 x
H n x 2 xH n x H n1 x proved
2n.H n1 x H n x
Replace n by n+1
2 n 1 .H n x H n1 x
Put this value in (*)
H n x 2 xH n x 2 H n x 2 n 1 .H n x
H n x 2 xH n x 2 H n x 2nH n x 2 H n x
H n x 2 xH n x 2nH n x
H n x 2 xH n x 2nH n x 0
dm 2m.n!
Theorem: Prove that
dx m
H n x n m !.H nm x ; m n
Proof: As we know that
H n x 2n.H n1 x ____ i
d
dx
H n x 2n.H n1 x
Diff. w.r.t ‘x’
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d2 From (i)
dx 2
H n x 2n.H n1 x
H n x 2n.H n1 x
d2 Replace ‘n’ by ‘n−1’
2 H n x 2n.2 n 1 H n2 x
dx H n1 x 2 n 1 .H n2 x
d2
2 H n x 22 n n 1 H n2 x Replace ‘n’ by ‘n−2’
dx
H n2 x 2 n 2 .H n3 x
Again Diff. w.r.t ‘x’
d3
3 H n x 22 n n 1 H n2 x
dx
d3
3 H n x 22 n n 1 .2 n 2 H n3 x
dx
d3
3 n
H x 23 n n 1 n 2 H n3 x
dx
. .
. .
. .
dm
m n
H x 2m n n 1 n 2 ... n m 1 H nm x
dx
dm 2m.n!
dx m
H n x n m !.H nm x ; m n
Laguerre’s Function:
The Laguerre’s function is
d2y dy
x 2 1 x ny 0 _____ *
dx dx
d 2 y 1 x dy n
Or y0
dx 2 x dx x
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Let y ak x mk ____ i ; a0 0
k 0
y ak m k m k 1 x mk 2
k 0
mk1 mk1 mk
a m k m k 1 x
k ak m k x ak m k x nak xmk 0
k 0 k 0 k 0 k0
m k 1
a m k m k 1 1 x
k ak m k n x mk 0
k 0 k 0
2 m k 1
a m k k x ak m k n x mk 0 ___ ii
k 0 k 0
m1
Equating to zero the coefficients to lowest degree term x
a0 .m2 0
a 0 0 , m2 0
m0
Again, equating to zero the coefficient of x mk
2
ak 1 m k 1 ak m k n 0
ak 1
m k n .a
2 k
m k 1
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For m = 0
ak 1
k n .a
2 k
k 1
0n
For k = 0 a1 2
. a0 na0 1 na0
0 1
1 n .a n 1 . 1 na
For k = 1 a2 2 1 0
1 1 22
2
a2
1 n n 1 a0
2
2!
2
For k = 2 a3
2 n .a n 2 . 1 n n 1 a0
2 2 2
2 1 9 2!
3 3
a3
1 n n 1 n 2 a0
1 n n 1 n 2 a0
2
36 3!
3
For k = 3 a4
3 n .a n 3 . 1 n n 1 n 2 a0
2 3
3 1 16 36
4 4
a4
1 n n 1 n 2 n 3 a0
1 n n 1 n 2 n 3 a0
2
576 4!
Similarly, in general
r
1 n n 1 n 2 n 3 ... n r 1
ar 2
.a0
r !
With the help of these values equation (i) becomes when m = 0
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y ak x k
k 0
y a0 a1 x a2 x 2 a3 x3 .....
2 3
y a0 1 na0 x
1 n n 1 a0 x 2
1 n n 1 n 2 a0 x 3 .....
2 2
2! 3!
2 3
1 n n 1 2 1 n n 1 n 2 3
y a0 1 1 nx 2
x 2
x .....
2! 3!
Generating function for Laguerre polynomial
Ln x n
xt
1 t .t e 1t
n 0 n!
Proof: Here we have
Ln x n 1xtt
1 t .t e
n 0 n !
Ln x 1 n
xt
n 0 n!
.t
1 t
.e 1t
k k k
Ln x
n 1 xt x 2 2
t 1 xt
n!
.t 1
1 t 1 t 2!1 t 2
...
k!1 t
k
...
n 0
k k k
Ln x 1 1 x t
n
n 0 n!
.t
1 t
k 0 k!1 t
k
k
Ln x n
1 xk t k
n 0 n!
.t
k 0 k!1 t
k 1
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k
Ln x n
1 xkt k k 1
.t .1 t
n 0 n! k0 k!
k
Ln x n
1 xkt k k 1 k 2 t2 ... k 1 k 2... k l tl ...
.t 1 k 1 t
n0 n! k0 k! 2! l!
k
Ln x n
1 xk t k
k 1l l k 1 l
.t . .t where k 1l
n 0 n! k0 k! l0
l ! k 1
k
Ln x
1 k 1l .xk .t k l
.t n
n 0 n! k 0 l0 k!.l !
Equating the coefficient of tn on both sides, we get on putting l = n – k ,
k
Ln x
1 k 1nk k
.x ______ i
n! k 0 k!. n k !
k 1 n k n 1 n!
Here k 1n k
k 1 k 1 k!
k k
And
1
1 .n n 1 ... n k 1
n k ! n n 1 ... n k 1 n k !
k
1
n n 1 n 2 ... n k 1
n k ! n!
k
1 n k
n k ! n!
Putting in (i)
Ln x
nk k
2
.x
n! k 0 k !
nk k
Ln x n! 2
.x
k 0 k !
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n n n 1 2 n n 1 n 2 3
Ln x n!1 2 x 2
x 2
x ...
1! 2! 3!
Ln x n!F n,1; x
From which it follows that Ln(x) is a polynomial of degree ‘n’ in ‘x’ and that the
n
coefficient of xn is 1 .
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Lecture # 09
Bessel’s Function:
The differential equation
d2y dy
x2
2
x x 2 n2 y 0
dx dx
is called the Bessel’s Differential equation and parametric solutions of this D.E
are called Bessel’s function of order ‘n’.
Solution of Bessel’s D.E:
x 2 y xy x 2 n 2 y 0 ____ i
Let y ak x m k ____ * ; a0 0
k 0
y ak m k m k 1 x mk 2
k 0
mk mk mk 2 2 mk
a m k m k 1 x
k 0
k ak m k x
k 0
ak x
k 0
n a x
k 0
k 0
a m k m k 1 m k n x
k 0
k
2 mk
ak xmk 2 0
k 0
2
mk mk 1 mk n2 mk mk 1 n2 mk mk n2 mk n2
a m k
2 2 mk
k n x ak xmk 2 0 ___ ii
k 0 k 0
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m
Equating to zero the coefficients to lowest degree term x in the expression (ii
to zero by putting k = 0 in the first summation of (ii) we get the indicial
equation
a0 m2 n2 0
a 0 0 , m2 n2 0
m n ____ iii
2
ak 2 m k 2 n 2 ak 0
ak 2 m k 2 n a 2 2
k
ak
ak 2 2
_____ iv
m k 2 n2
2
a1 m 1 n2 0
a1 0 m 1 n
From equation (iv)
ak
ak 2 2
m k 2 n2
For k = 0
a0
a2 2
m 2 n2
If k = 1 , a3 = 0 a1 0
a0
For k = 2 a4
m 4 n . m 2 n
2 2 2 2
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If k = 3 , a5 0 a3 0
. . .
. . .
. . .
n 4 2
n2 n 2 n 8 n 2.2 n 1 32 n 1 n 2
2 2 2
nx2 x4
y a0 x 1 2 4 ... ____ v
2 n 1 .1! 2 .2! n 1 n 2
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Where a0 is arbitrary constant.
Case-II: If m = −n
n x2 x4
y a0 x 1 2 4 ... ____ vi
2 .1! n 1 2 .2! n 1 n 2
Where a0 is arbitrary constant.
Bessel’s Function Jn(x):
The solution of Bessel’s D.E from (v) is
n
x2 x4 r x2r
y a0 x 1 2 4 ... 1 2r ...
2 n 1 .1! 2 .2! n 1 n 2 2 .r! n 1 n 2 ... n r
n
r x2r
y a0 x 1 2 r
r0 2 .r ! n 1 n 2 ... n r
1
Where a0 is an arbitrary constant. If a0 then the above solution is
2n n 1
called the Bessel’s function of order ‘n’ and is denoted by Jn(x).
r
xn
1 x 2 r
Jn x n 2r
2 n 1 r 0 2 .r ! n 1 n 2 ... n r
n
x 1 x2 x4
Jn x . 1 2 4 ...
2 n 1 2 n 1 .1! 2 .2! n 1 n 2
n 2 4
x 1 1 x 1 x
Jn x ...
2 n 1 1!
n 1 n 1 2 2!
n 1 n 1 n 2 2
n 2 4
x 1 1 x 1 x
Jn x ...
2 n 1 1! n 2 2 2! n 2 n 2 2
n 2 4
x 1 1 x 1 x
Jn x ...
2 n 1 1! n 2 2 2! n 3 2
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n r 2r
x
Jn x
1 x
2
r 0 r ! n r 1 2
r 2 r n
Jn x
1
x
r 0 r ! n r 1 2
r
2 r n
Or Jn x
1 x
r 0 r ! n r ! 2
J0 x
1 x
1 x
r 0 r ! 0 r
! 2 r 0 r ! r ! 2
x2 x4
J0 x 1 ...
4 64
x x3 x5
If n = 1 J1 x ...
2 16 384
Question: Show that the Bessel’s function J n x is an even function when n
is even and is odd function when n is odd.
Solution: As we know that
r 2 r n
Jn x
1 x
____ i
r 0 r ! n r 1 2
Jn x
1
x
_____ ii
r 0 r! n r 1 2
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r 2 r n
1
x
ii J n x
r 0 r ! n r 1 2
Jn x Jn x
Jn x Jn x
Jn x 1
Question: Prove that Lim , n 1
x 0 xn 2n n 1
Solution: As we know that
r 2 r n
Jn x
1
x
r 0 r ! n r 1 2
r
xn
1 x 2 r
Jn x n 2r
2 n 1 r 0 2 .r ! n 1 n 2 ... n r
n
Divide both side by x
r
Jn x 1
1 x 2 r
xn
n 2r
2 n 1 r 0 2 .r ! n 1 n 2 ... n r
Jn x 1 x2 x4
n 1 2 4 ...
xn 2 n 1 2 n 1 .1! 2 .2! n 1 n 2
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Taking limit as x 0
Jn x 1 x2 x4
Lim n n Lim 1 2 4 ...
x 0 x 2 n 1 x0 2 n 1 .1! 2 .2! n 1 n 2
Jn x 1
Lim 1 0 0 ...
x0 xn n
2 n 1
Jn x 1
Lim
x0 xn 2n n 1
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Lecture # 10
Question: Prove that
n
J n x 1 J n x
Where n is a positive integer.
Solution: As we know that
r 2 r n
Jn x
1
x
r 0 r ! n r 1 2
J n x
1
x
r 0 r ! n r 1 2
r 2 r n r 2 r n
n 1
J n x
1 x
1 x
r 0 r ! n r 1 2 r n r ! n r 1 2
r 2 r n
J n x 0
x 1
r n r ! n r 1 2
r 2 r n
J n x
1
x
r n r ! n r 1 2
J n x
1 x
n k n n k ! n n k 1 2
n 2 k n k
J n x
1 1 x
k 0 n k ! k 1 2
k2 k n
J n x 1
n
1 x n
1 J n x
k 0 n k ! k 1 2
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Question: Prove that
2
J 1 x .sin x
2 x
2
J 1 x .cos x
2 x
Solution: As we know that
xn x2 x4
Jn x n 1 2 4 ... ___ i
2 n 1 2 n 1 .1! 2 .2! n 1 n 2
Put n = ½ in above expression
1
x2 x 2
x 4
J 1 x 1 1 ...
1 2 1 4 1 1
2
2 2 1 2 1 .1! 2 .2! 1 2
2 2 2 2
2 4
x x x
J 1 x 1 ...
2 3 22. 3 .1! 24.2!. 3 . 5
2
2 2 2 2
x x2 x4
J 1 x 1 6 120 ...
3
2
2
2
2 x x3 x5
J1 x . x ...
2 2 x 3! 5!
2
J 1 x sin x
2 x
Put n = −½ in expression (i)
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1
x 2 x2 x4
J 1 x 1 1 ...
1 2 1 4 1 1
2
22 1 2 1 .1! 2 .2! 1 2
2 2 2 2
2 4
2 x x
J 1 x 1 1 ...
1 2 1 3
2
x 2. 24.2. .
2 2 2 2
2 x2 x4
J 1 x 1 ...
2 x 2! 4!
2
J 1 x cos x
2 x
Exercise: Prove that
2 sin x
(i) J 3 x cos x
2 x x
2 cos x
(ii) J 3 x sin x
2 x x
Solution: As we know that
xn x2 x4
Jn x n 1 2
... ___ A
2 n 1 2.2 n 1 .1! 2.4.2 n 1 n 2
(i) Put n = 3/2 in (A)
3
x 2
x 2
x 4
J 3 x 3 1 ...
3 3 23 3
2
2 2 1 2.2 1 .1! 2.4.2 1 2
2 2 2 2
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2 4
x x x x
J 3 x 1 ...
2 5 2.2 5 2.4.22. 5 . 7
2 2
2 2 2 2
x x x2 x4
J 3 x 1 ...
3 1 2.5 2.4.5.7
2 2 2 .
2 2
x x x x2 x4
J 3 x . 1 ...
2 3 2 x 10 280
2 x2 x2 x4
J 3 x . 1 ...
2 x 3 10 280
x 2 x 4 x6
2
J 3 x ...
2 x 3 30 840
2 2 1 1 4 1 1 6 1 1
J 3 x x x x ...
2 x 2! 3! 4! 5! 6! 7!
1 1 1 1 1 1 1 1 1
, ,
2! 3! 3 4! 5! 30 6! 7! 840
2 x 2 x2 x 4 x 4 x6 x6
J 3 x ...
2 x 2! 3! 4! 5! 6! 7!
2 x2 x2 x4 x4 x6 x6
J 3 x 1 1 ...
2 x 2! 3! 4! 5! 6! 7!
21 x3 x 5 x 7 x2 x4 x6
J 3 x x ...
1 ...
2 x x 3! 5! 7! 2! 4! 6!
2 sin x
J 3 x cosx
2 x x
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As we know that
xn x2 x4
Jn x n 1 2
... ___ A
2 n 1 2.2
n 1 .1! 2.4.2
n 1 n 2
Multiplying and dividing by n+1
x n n 1
x2 x4
Jn x n 1 2
...
2 n 1 n 1 2.2 n 1 2.4.2 n 1 n 2
x n n 1 x2 x4
Jn x n 1 2
...
2 n 2 2.2 n 1 2.4.2 n 1 n 2
Put n = −3/2
3
2 3
x 1 2 4
2 x x
J 3 x 3 1 ...
3 3 2 3 3
2
22 2 2.2 1 2.4.2 1 2
2 2 2 2
1
2 2 2
2 x x4
J 3 x 1 ...
2 x x 2 8
2 1 2 x 2 x 4 x 4
J 3 x 1 x ...
2 x x 2! 3! 4!
2 1 x2 x4 1 2 x4
J 3 x
1 ... x ...
2 x x 2! 4! x 3!
2 1 x3 x5
J 3 x cosx x ...
2 x x 3! 5!
2 cosx
J 3 x
x sin x
2 x
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Recurrence Formula:
(i) x J n x n J n x x J n1 x
(ii) x J n x n J n x x J n1 x
(iii) 2 J n x J n1 x J n1 x
(iv) 2 n J n x x J n1 x J n1 x
d n
(v)
dx
x J n x x n J n1 x
d n
(vi)
dx
x J n x x n J n1 x
Jn x
1
x
r 0 r ! n r 1 2
J n x
1 2r n x 2 r n1. 1
r 0 r! n r 1 2 2
r 2 r n 1 r 2 r n 1
J n x
1 .2r x 1 1 .n x
. .
1
r 0 r ! n r 1 2 2 r 0 r ! n r 1 2 2
Multiply both side by ‘x’
r 2 r n1 r 2 r n1
x J n x x
1 .r x
n
1 x x
.
r 0 r! n r 1 2 r 0 r ! n r 1 2 2
r 2 r n1 2 r n r
x J n x x
1 .r x
n
1 x
r 1 r r 1! n r 1 2 r 0 r ! n r 1 2
Put r – 1 = s r = 1+s
1 s 2 2 s n1
x J n x x
1 x
n Jn x
1 s 1 s ! n 1 s 1 2
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1 s 2 s n 1
xJ n x x
1 . 1 x
n Jn x
s 0 s! n s 2 2
2 s n1
s
x J n x x
1 x
n Jn x
s 0 s ! s n 1 1 2
x J n x x J n1 x n J n x
x J n x n J n x x J n1 x
Proof: (ii) As we know that
r 2 r n
Jn x
x 1
r 0 r ! n r 1 2
J n x
1 2r n x 2 r n1. 1
r 0 r! n r 1 2 2
Multiply both side by ‘x’
r
xJ n x
1 2r 2n n x 2 r n1. x
r 0 r! n r 1 2 2
r r
xJ n x
1 2r 2n x 2 r n
1
n x
2 r n
r 0
r! n r 1 2
r 0 r ! n r 1 2
r 2 r n 2 r n r
xJ n x
1 2 n r x
n
1 x
r 0 r ! n r n r 2 r 0 r ! n r 1 2
r 2 r n
x J n x
1
2x
n Jn x
r 0 r ! n r 2
r 2 r n
x J n x x
1
x 2
n Jn x
r 0 r! n r 2 x
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r 2 r n 1
xJ n x x
1 x
n Jn x
r 0 r ! n r 2
r 2 r n1
xJ n x x
1 x
n Jn x
r 0 r ! n 1 r 1 2
xJ n x x J n1 x n J n x
xJ n x n J n x x J n1 x
Proof: (iii) From the (i) and (ii) Recurrence formula
x J n x n J n x x J n1 x _____ i
x J n x n J n x x J n1 x _____ ii
Adding (i) and (ii)
2 x J n x x J n1 x x J n1 x
Divide by ‘x’
2 J n x J n1 x J n1 x
x J n x n J n x x J n1 x _____ ii
Subtract (ii) from (i)
x J n x n J n x x J n1 x
x J n x n J n x x J n1 x
0 2n J n x x J n1 x J n1 x
2n J n x x J n1 x J n1 x
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Proof: (v) As we know that
x J n x n J n x x J n1 x
x n J n x nx n1 J n x x n J n1 x
d n
dx
x J n x x n J n1 x
x J n x n J n x x J n1 x
x n J n x n x n1 J n x x n J n1 x
d n
dx
x J n x x n J n1 x
0 x J1 x J 1 x
J1 x J 1 x 0
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Put n = 4 in (*)
8J 4 x x J 5 x J 3 x
8
J5 x J 4 x J3 x ____ i
x
Put n = 3 in (*)
6J 3 x x J 4 x J 2 x
6
J4 x J3 x J2 x ____ ii
x
8 6
Put (ii) in (i) J5 x J3 x J 2 x J3 x
x x
48 8
J 5 x 2 1 J 3 x J 2 x _____ iii
x x
Put n = 2 in (*)
4J 2 x x J 3 x J1 x
4
J3 x J 2 x J1 x ____ iv
x
48 4 8
Put (iv) in (iii) J 5 x 2 1 J 2 x J1 x J 2 x
x x x
48 4 48 8
J 5 x 2 1 J 2 x 2 1 J1 x J 2 x
x x x x
4 48 48
J 5 x 2 1 2 J 2 x 2 1 J1 x
x x x
4 48 48
J 5 x 2 3 J 2 x 2 1 J1 x
x x x
192 12 48
J 5 x 3 J 2 x 1 2 J1 x
x x x
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Question: Express J 6 x in term of J 0 & J1
2n
J n1 x J n x J n1 x ____ *
x
Put n = 5 in (*)
10
J6 x J5 x J4 x ____ i
x
Put n = 4 in (*)
8
J5 x J4 x J3 x
x
10 8
Put (i) J6 x J 4 x J3 x J 4 x
x x
80 10
J 6 x 2 1 J 4 x J 3 x _____ ii
x x
Put n = 3 in (*)
6
J4 x J3 x J2 x
x
80 6 10
Put in (ii) J 6 x 2 1 J 3 x J 2 x J 3 x
x x x
480 16 80
J 6 x 3 J 3 x 2 1 J 2 x ____ iii
x x x
Put n = 2 in (*)
4
J3 x J 2 x J1 x
x
480 16 4 80
Put in (iii) J 6 x 3 J 2 x J1 x 2 1 J 2 x
x x x x
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1920 64 80 480 16
J 6 x 4 2 2 1 J 2 x 3 J1 x
x x x x x
1920 144 480 16
J 6 x 4 2 1 J 2 x 3 J1 x _____ iv
x x x x
2
Put n = 1 in (*) J2 x J1 x J 0 x
x
1920 144 2 480 16
Put in (iv) J 6 x 4
1 J1 x J 0 x 3 J1 x
x x2 x x x
3840 288 2 480 16 1920 144
J 6 x 5 3 3 J1 x 4 2 1 J 0 x
x x x x x x x
3840 768 18 1920 144
J 6 x 5 3 J1 x 4 2 1 J 0 x
x x x x x
x
n 1 n
Question: If n > − 1 , show that x J n1 x dx x Jn x
0 2n n 1
d n
Solution: As we know that
dx
x J n x x n J n1 x
d x n J n x x n J n1 x dx
Integrate both side from 0 to x
x x
d x J n x x n J n1 x dx
n
0 0
n n x
x J n1 x dx x J n x
0
0
n n Jn x
x
0 n1 J x dx x J n x Lim
x xn
n n 1
x J n1 x dx x J n x
0 2n n 1
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Lecture # 11
1 2 2
Question: Prove that x J 02 x dx x J 0 x J12 x c
2
2 x2 2 x2
Solution: L.H.S = x J x dx J 0 x .2 J 0 x J 0 x dx
0
2 2
x2 2 d
J 0 x x 2 J 0 x J1 x dx J 0 x J1 x
2 dx
x2 2
J 0 x xJ 0 x .xJ1 x dx ____ i
2
d n
As x J n x x n J n1 x
dx
Put n = 1
d
x J1 x xJ 0 x
dx
Put in (i)
x2 2 d
J 0 x x J1 x . xJ1 x dx
2 dx
2
x2 2
J0 x
xJ1 x c
2 2
x2 2 x2 2
J 0 x J1 x c
2 2
x2 2
J 0 x J12 x c R.H .S
2
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Question: Show that
2
(a) J n 3 x J n 5 x
n 4 J n4 x
x
(b) Express J 4 x in terms of J 0 x and J1 x
2
J n1 x J n1 x n J n x
x
Put n = n+4
2
J n5 x J n3 x n 4 J n 4 x
x
2
Solution: (b) As we know that J n1 x J n1 x n J n x
x
2
J n1 x n J n x J n1 x ____ *
x
6
Put n = 3 in (*) J 4 x J 3 x J 2 x ____ i
x
4
Put n = 2 in (*) J 3 x J 2 x J1 x
x
6 4
Put in (i) J 4 x J x J x J 2 x
x x
2 1
24 6
J4 x 2
J 2 x J1 x J 2 x
x x
24 6
J 4 x 2 1 J 2 x J1 x _____ ii
x x
2
Put n = 1 in (*) J 2 x J1 x J 0 x
x
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24 2 6
Put in (ii) J 4 x 2 1 J1 x J 0 x J1 x
x x x
48 2 24 6
J 4 x 3 J1 x 2 1 J 0 x J1 x
x x x x
48 2 6 24
J 4 x 3 J1 x 1 2 J 0 x
x x x x
48 8 24
J 4 x 3 J1 x 1 2 J 0 x
x x x
4 2
Question: Prove that J 2 x 1 2 J1 x J 0 x
x x
Solution: As we know that xJn x nJn x xJn1 x by Recurrence II
n
J 2 x J n x J n1 x
x
2
Put n = 2 J 2 x J 2 x J1 x _____ i
x
2n
Also, by Recurrence formula IV J n1 x J n1 x Jn x
x
2n
J n1 x J n x J n1 x
x
2
Put n = 1 J2 x J1 x J 0 x
x
2 2
Put in (i) J 2 x J1 x J 0 x J1 x
x x
4 2
J 2 x J 1 x J 0 x J1 x
x2 x
4 2
J 2 x 1 2 J1 x J 0 x
x x
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Lecture # 12
Rodrigues Formula:
1 dn 2 n
Pn x n
2 .n! dx n
x 1 ; n 0,1,2,...
1 2 0
Put n = 0 P0 x
1.1
x 1 1
1 d 2 1 1
Put n = 1 P1 x 1
2 .1 dx
x 1 . 2 x x
2
1 d2 2 2 1 d
Put n = 2 P2 x
4.2 dx 2 x 1
8 dx
.2 x 2 1 2 x
1 d 3 1
P2 x
2 dx
x x 3x 2 1
2
n
Proof: Let v x 1 2
______ i
dv n
x 2
1
dx
2nx x 2 1
dv
x 2
1
dx
2nx.v ____ ii by (i )
dn n n 1 n2
Leibnitz Rule n
u.v u n .v nu n1 .v u .v ... u.v n
dx 2!
Now diff. (ii) ‘n+1” times by Leibnitz Rule
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d n2 v d n1 v n 1 .n d n v d n1 v d n v
x 1
2
dxn2
n 1
dxn1
.2x . .2 2n x
dxn
n1 n 1 n .1
2! dx dx
dxn2
n 1
dxn1
.2x 2nx
dxn1
n 1 .n
dxn
2n n 1
dxn
0
d n2 v d n1 v d n v
x 1
2
dxn2
2nx 2x 2nx
dxn1
n n 1
dxn
0
d n2 v d n1 v d n v
x 1
2
dxn2
2x
dxn1
n n 1
dxn
0
d n v
Put y
dxn
x 1 y 2xy n n 1 y 0
2
cy Pn x
d n v
c Pn x ____ iv
dxn
n
Where c is constant. But v x 1 2
n
v x 1 x 1
n n
v x 1 x 1
Now diff. n times by Leibnitz Rule.
d n v n d
n
n n1 d
n1
n n d
n
n
x 1 . x 1 n n x 1 . x 1 ... x 1 x 1
dxn dxn dxn1 dxn
____(v)
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d n n 1
Now x 1 n x 1
dx
d2 n n2
x 1 n n 1 x 1
dx 2
.
dn n
n
x 1 n n 1 n 2 ...3.2.1 n!
dx
d n v n n1 d
n1
n n d
n
n
eq v x 1 .n! n n x 1 . n1 x 1 ... x 1 n x 1
dxn dx dx
d n v n
Put x = 1 n
1 1 .n! 0 0 ... 0 2n.n!
dx x1
d n v
Put x = 1 in (iv) c. n Pn 1
dx x1
d n v
n
c.2 .n! Pn 1 n
2n.n!
dx x1
c.2n.n! 1
1
c n
2 .n!
n
1 d v
Put in (iv) . Pn x
2n.n! dxn
1 dn 2 n n
Pn x n . n x 1 v x2 1
2 .n! dx
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Question: Show that
1
(i) P x dx 0
1
n , n0
1
(ii) P x dx 2
1
n , n0
1 1
1 d n1 2 n
nP x dx
2n.n! dx n1
x 1
1 1
1
1
Pn x dx 0 0 0
1
2n.n!
Solution: (ii) By using the Rodrigues formula
1 dn 2 n
Pn x n
2 .n! dx n
x 1
For n = 0 P0 x 1
1 1
1
P x dx 1dx x
1
0
1
1
1 1 2
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Question: Let Pn(x) be the Legendre polynomial of degree n. Show that for
any function f(x), for which the nth derivative is continuous
n 1
1
f x Pn x dx
1 n
f n x x 2 1 dx
1
2 .n! 1
n
1 1
1 dn 2 n
1 f x Pn x dx
2 .n! 1
n
f x
dx n x 1 dx
1
1
1 1
d n1 2 n d n1 2 n
1 f x Pn x dx 2n.n! f x dxn1 x 1 1 f x dxn1 x 1 dx
1
1 1
1 d n1 2 n
f x Pn x dx 0
2n.n! 1
f x
dx n1
x 1 dx
1
1
1
1 f d n2 2 n
1
d n2 2 n
f x P x
n dx x n2 x 1 f x n2 x 1 dx
2n.n! dx dx
1 1 1
1
1 1
d n2 2 n
f x n 2 x 1 dx
f x P x
1
n dx 0
2 n.n !
1
dx
2
1
1 1 d n2 2 n
f x P x n dx
2n.n! 1
f x
dx n2
x 1 dx
1
Similarly integrate n times by parts we get
n 1
1
f x Pn x dx
1 n
f n x x 2 1 dx
1
2n.n! 1
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Question: Given that P0 x 1 and P1 x x. Then
2 2 1
Show that (i) x P2 x P0 x
3 3
3 2 3
(ii) x P3 x P1 x
5 5
Solution: (i) As we know that
1
P2 x
2
3x 2 1
2 P2 x 3x 2 1
3 x 2 2 P2 x P0 x P0 x 1
2 1
x2 P2 x P0 x
3 3
Solution: (ii) As we know that
1
P3 x
2
5 x3 3x
2 P3 x 5 x 3 3x
5 x3 2 P3 x 3 x 2 P3 x 3P1 x P1 x x
2 3
x3 P3 x P1 x
5 5
Question: Express in terms of Legendre polynomial.
f x 4 x3 2 x2 3x 8
2 3 2 1
4x3 6x2 7x 2 4 P3 x P1 x 6 P2 x P0 x 7P1 x 2P0 x
5 5 3 3
8 12 12
4x3 6x2 7x 2 P3 x P1 x P2 x 2P0 x 7P1 x 2P0 x
5 5 3
8 12
4x3 6x2 7x 2 P3 x 4P2 x 7 P1 x 4P0 x
5 5
8 47
4x3 6x2 7x 2 P3 x 4P2 x P1 x 4P0 x
5 5
Proof: (i) As we know that the generating function for Legendre polynomial
is
1
Pn x.zn
2
1 2xz z n0
Put x = 1
1
Pn 1.zn
2
1 2z z n 0
1
1 2z z 2 2 Pn 1.z n
n 0
1
1 z 2 2
Pn 1.zn
n 0
1
1 z Pn 1.zn
n 0
1 z z2 z3 ... Pn 1.zn
n 0
Pn 1 1
Put x = −1
1
Pn 1.zn
2
1 2z z n0
1
1 2z z 2
2 Pn 1.z n
n 0
1
1 z 2 2
Pn 1.zn
n0
1
1 z Pn 1.zn
n 0
1 z z2 z3 ... Pn 1.zn
n 0
Proof: (iii) As we know that the generating function for Legendre polynomial
is
1
Pn x.zn _____ i
2
1 2xz z n 0
Put x = −x
Put z = − z in (i)
1 n n
Pn x. z 1 Pn x.zn ____ iii
1 2xz z2 n 0 n0
dx
n n 1 y 0
dx
n n 1 y 0
1 n n
Pn 1 n n 1 . 1 Pn 1 1
2
1
Question: Prove that P x
n0
n
2 2x
Proof: As we know that
1
Pn x.zn
1 2xz z2 n0
Put z = 1
1 n
Pn x.1
1 2x 1 n0
1
Pn x
n 0 2 2x
n1
Question: Prove that Pn x 1 .Pn x
n0 2
3
P x.z n
n
z 1 2xz z 2
2 ____ i
n 0
P x.z
n
n
z 1 2xz z 2
2
n 0
n 0
3
n
1 P x.z n
n
z 1 2xz z 2
2
n 0
Multiplying by (−1)
3
n1
1 Pn x .z z 1 2xz z
n 2
2 ____ iii
n 0
P2n1 0 1 .
n 2n 1!
(iv) 2
22n n!
Proof: (i) As we know that the generating function for Legendre polynomial
is
1
Pn x.zn _____ *
2
1 2xz z n 0
Put x = 0
1
Pn 0.zn
1 z2 n 0
1 1
P 0.z 1 z
n 0
n
n 2 2
1 z 2
2
1 1 1 1 1
1 1 2
1 2 2 2 2 2 2
1
2 2 z2 3 ...
1 z 2 2
1 z
2 2!
z
3!
1 3 1 35
. . .
n 1 2 2 2 4 2 22 6
Pn 0.z 1 z z z ...
n 0 2 2 6
n 1.3.5... 2n 1 2n
n 1 2 1.3 4 1.3.5 6
Pn 0.z 1 z z z ... 1 z ... ___ i
n0 2 2.4 2.4.6 2.4.6...2n
Since the R.H.S of above equation consist of even power of z. So, equate the
coefficient of z 2 n1
n 2n!
P2n 1 2
22n n!
n0 2
3
P x.z n
n
z 1 2xz z 2
2
n 0
Put x = 0
3 3
P 0.z
n 0
2n
n
z 1 z 2
2
z 1 z 2
2
3 3 3 3 3
3 1 1 2
2 2 2 2 2 2 2 2 3
P2n 0.z z 1 z
n 2
z z ...
n0 2 2! 3!
n 3.5.7... 2n 1 2n1
n 3 3.5 3.5.7 7
P 0.z
2n z z3 z5 z ... 1 z ... ___ ii
n0 2 2.4 2.4.6 2.4.6...2n
Since R.H.S of above equation consist of odd power of z. So, equate the
coefficient of z 2n
Proof: (iv) Now equating the coefficient of z 2 n1 on both side of equation (ii)
n 3.5.7... 2n 1
P2n1 0 1
2.4.6...2n
n 3.5.7... 2n 1
2.4.6...2n
P2n1 0 1
2.4.6...2n 2.4.6...2n
P2n1 0 1
n 2n 1 2n...7.6.5.4.3.2.1
2
2.4.6...2n
P2n1 0 1
n 2n 1!
2
22n 1.2.3...n
P2n1 0 1
n 2n 1!
2
22n n!
d2y
1 x dx 2 2 x dy
2
dx
n n 1 y 0 ____ i
is called the Legendre’s Differential equation. The above equation can also be
written as
d 2 dy
1 x n n 1 y 0
dx dx
Solution of Legendre’s Equation:
Let y ak x m k ____ * ; a0 0
k 0
y ak m k m k 1 x mk 2
k 0
mk 2
a m k m k 1 x
k ak m k m k 1 xmk
k 0 k 0
m k
2 ak m k x n n 1 ak x mk 0
k 0 k 0
mk 2
a m k m k 1 x
k ak m k m k 1 2 m k n n 1 xmk 0
k0 k 0
m2
Equating to zero the coefficients to lowest degree term x by putting k = 0 in
the first summation
a0 m m 1 0
a 0 0 , m m 1 0
m 0 , m 1
2
ak m k m k 1 ak2 m k 2 m k 2 n n 1 0
2
ak
m k 2 m k 2 n n 1 a
k 2
m k m k 1
Equating the coefficients of x m1 for a1 by putting r = 1 in first summation of
expression
a1 m 1 m 1 1 0
a1m m 1 0
ak
k 2 k 2 n n 1 a
k2
k k 1
a1 a2 .... a n 0
For k = 2 a2
2 2 2 2 n n 1 a
22
2 2 1
n n 1
a2 a0
2!
2
For k = 3 a3
3 2 3 2 n n 1 a
32
2 3 1
11 n n 1
a3 a1
3.2
2 n n 1
a3 a1
3!
n2 2n n 2 n n 2 1 n 2
a3 a1 a1
3! 3!
a3
n 1 n 2 a
1
3!
4 2 n n 1
For k = 4 a4 a2
4.3
n n 1 6 n2 n 6 n n 1
a4 a2 . a0
4.3 4.3 2!
n2 3n 2n 6
a4 n n 1 a0
4.3.2!
n n 2 n 1 n 3
a4 a0
4!
9 3 n n 1
For k = 5 a5 a3
5.4
n n 1 12 n 1 n 2 a
a5 . 1
5.4 3!
5 1
5.4.3!
a
n 4n 3n 12 n 1 n 2 a
2
5 1
5.4.3!
a5
n n 4 3 n 4 n 1 n 2 a
1
5!
a5
n 1 n 3 n 2 n 4 a
1
5!
From equation (ii) when m = 0
y ak xk a0 a1x a2 x2 a3x3 ...
k 0
Case-I: When m = 1 ak
1 k 2 1 k 2 n n 1 a
k 2
1 k 1 k 1
2
ak
k 1 k 1 n n 1 a
k2
k 1 k
a1 a2 .... a n 0
11 n n 1 n2 n 2
For k = 2 a2 a0 a0
2.3 3.2
n 1 n 2
a2 a0
3!
9 3 n n 1
For k = 4 a4 a2
4.5
n2 n 12 n 1 n 2
a4 . a0
5.4 3!
a4
n 1 n 3 n 2 n 4 a And so on.
0
5!
From equation (ii) when m = 1 y ak x ak x.xk 1k
k 0 k 0
2 3
y xak xk y x a0 a1x a2 x a3x ...
k0
Normalization:
Any function f(x) is said to be Normalized if
f 0 0 and f ' 0 1
z
e.g. K z
z 1
1
K z z. z 1 z z 2 z 3 ...
z 1
K z z z 2 z 3 ...
K 0 0
K ' 0 1 0
K ' 0 1
z
Hence, K z is normalized.
z 1
1
zn
W, z
n1 n! n
Multiplying by z
z zn
z W, z z
n 1 n! n
zn1
W, z z where W, z z
n1 n! n
Deduction:
2
z2 z
If we put 1 and v 1 & z multiplying by then the
4 2
Wright function converted into Bessel function
z2
Put 1 and v 1 & z
4
n
z2
z2 4
W1,v1
4 n0 n! n v 1
n 2 n
z2 1 z
W1,v1
4 n0 n! n v 1 4
2
z
multiplying by
2
zn
E z ; , Re 0
n0 n 1
1 zn
E, z
n1 n
Multiplying by .z
.z.zn
.zE, z z
n1 n
z n1
1,1 z z
n 1 n!
z3 z4
2
1,1 z z z ...
2! 3!
z2 z3
1,1 z z 1 z ...
2! 3!
1,1 z ze z