Elliptic integral

In integral calculus, an elliptic integral is one of a

number of related functions defined as the value of
certain integrals, which were first studied by Giulio
Fagnano and Leonhard Euler (c. 1750). Their name
originates from their originally arising in connection
with the problem of finding the arc length of an
ellipse.

Modern mathematics defines an "elliptic integral"

as any function f which can be expressed in the
form
where R is a rational function of its two arguments,
P is a polynomial of degree 3 or 4 with no repeated
roots, and c is a constant.

In general, integrals in this form cannot be

expressed in terms of elementary functions.
Exceptions to this general rule are when P has
repeated roots, or when R(x, y) contains no odd
powers of y or if the integral is pseudo-elliptic.
However, with the appropriate reduction formula,
every elliptic integral can be brought into a form
that involves integrals over rational functions and
the three Legendre canonical forms (i.e. the elliptic
integrals of the first, second and third kind).

Besides the Legendre form given below, the elliptic

integrals may also be expressed in Carlson
symmetric form. Additional insight into the theory
of the elliptic integral may be gained through the
study of the Schwarz–Christoffel mapping.
Historically, elliptic functions were discovered as
inverse functions of elliptic integrals.
Argument notation
Incomplete elliptic integrals are functions of two
arguments; complete elliptic integrals are functions
of a single argument. These arguments are
expressed in a variety of different but equivalent
ways (they give the same elliptic integral). Most
texts adhere to a canonical naming scheme, using
the following naming conventions.

For expressing one argument:

α, the modular angle

k = sin α, the elliptic modulus or eccentricity

m = k2 = sin2 α, the parameter

Each of the above three quantities is completely

determined by any of the others (given that they are
non-negative). Thus, they can be used
interchangeably.
The other argument can likewise be expressed as
φ, the amplitude, or as x or u, where x = sin φ = sn u
and sn is one of the Jacobian elliptic functions.

Specifying the value of any one of these quantities

determines the others. Note that u also depends on
m. Some additional relationships involving u
include

The latter is sometimes called the delta amplitude

and written as Δ(φ) = dn u. Sometimes the
literature also refers to the complementary
parameter, the complementary modulus, or the
complementary modular angle. These are further
defined in the article on quarter periods.

In this notation, the use of a vertical bar as delimiter

indicates that the argument following it is the
"parameter" (as defined above), while the backslash
indicates that it is the modular angle. The use of a
semicolon implies that the argument preceding it is
the sine of the amplitude:

This potentially confusing use of different

argument delimiters is traditional in elliptic
integrals and much of the notation is compatible
with that used in the reference book by Abramowitz
and Stegun and that used in the integral tables by
Gradshteyn and Ryzhik.

There are still other conventions for the notation of

elliptic integrals employed in the literature. The
notation with interchanged arguments, F(k, φ), is
often encountered; and similarly E(k, φ) for the
integral of the second kind. Abramowitz and Stegun
substitute the integral of the first kind, F(φ, k), for
the argument φ in their definition of the integrals of
the second and third kinds, unless this argument is
followed by a vertical bar: i.e. E(F(φ, k) | k2) for
E(φ | k2). Moreover, their complete integrals
employ the parameter k2 as argument in place of
the modulus k, i.e. K(k2) rather than K(k). And the
integral of the third kind defined by Gradshteyn and
Ryzhik, Π(φ, n, k), puts the amplitude φ first and not
the "characteristic" n.

Thus one must be careful with the notation when

using these functions, because various reputable
references and software packages use different
conventions in the definitions of the elliptic
functions. For example, Wolfram's Mathematica
software and Wolfram Alpha define the complete
elliptic integral of the first kind in terms of the
parameter m, instead of the elliptic modulus k.

Incomplete elliptic integral of the

first kind
The incomplete elliptic integral of the first kind F is
defined as
This is the trigonometric form of the integral;
substituting t = sin θ and x = sin φ, one obtains the
Legendre normal form:

Equivalently, in terms of the amplitude and modular

angle one has:

With x = sn(u, k) one has:

demonstrating that this Jacobian elliptic function is

a simple inverse of the incomplete elliptic integral
of the first kind.

The incomplete elliptic integral of the first kind has

following addition theorem:
The elliptic modulus can be transformed that way:

Incomplete elliptic integral of the

second kind
The incomplete elliptic integral of the second kind
E in trigonometric form is

Substituting t = sin θ and x = sin φ, one obtains the

Legendre normal form:
Equivalently, in terms of the amplitude and modular
angle:

Relations with the Jacobi elliptic functions include

The meridian arc length from the equator to latitude

φ is written in terms of E:

where a is the semi-major axis, and e is the

eccentricity.
The incomplete elliptic integral of the second kind
has following addition theorem:

The elliptic modulus can be transformed that way:

Incomplete elliptic integral of the

third kind
The incomplete elliptic integral of the third kind Π
is

or
The number n is called the characteristic and can
take on any value, independently of the other
arguments. Note though that the value Π(1; π | m)
2
is infinite, for any m.

A relation with the Jacobian elliptic functions is

The meridian arc length from the equator to latitude

φ is also related to a special case of Π:
Complete elliptic integral of the first
kind

Plot of the complete elliptic integral of the first kind K(k)

Elliptic Integrals are said to be 'complete' when the

amplitude φ = π and therefore x = 1. The complete
2
elliptic integral of the first kind K may thus be
defined as

or more compactly in terms of the incomplete

integral of the first kind as
It can be expressed as a power series

where Pn is the Legendre polynomials, which is

equivalent to

where n!! denotes the double factorial. In terms of

the Gauss hypergeometric function, the complete
elliptic integral of the first kind can be expressed as

The complete elliptic integral of the first kind is

sometimes called the quarter period. It can be
computed very efficiently in terms of the
arithmetic–geometric mean:[1]
Therefore the modulus can be transformed that
way:

This expression is valid for all and 0 ≤ k ≤ 1:

Relation to the gamma function

If k2 = λ(i√ r ) and (where λ is the modular

lambda function), then K(k) is expressible in closed
form in terms of the gamma function.[2] For
example, r = 2 and r = 7 give, respectively,[3]

and

More generally, the condition that

be in an imaginary quadratic field[note 1] is
sufficient.[4][5] For instance, if k = e5πi/6, then
iK ′ = e2πi/3 and[6]
K

Relation to Jacobi theta function

The relation to Jacobi's theta function is given by

where the nome q is

Asymptotic expressions
This approximation has a relative precision better
than 3 × 10−4 for k < 1 . Keeping only the first two
2
terms is correct to 0.01 precision for k < 1 .
2

Differential equation

The differential equation for the elliptic integral of

the first kind is

A second solution to this equation is K(√ 1 − k2 ).

This solution satisfies the relation

Continued fraction

A continued fraction expansion is:[7]

where the nome is q = q(k).

Complete elliptic integral of the

second kind

Plot of the complete elliptic integral of the second kind E(k)

The complete elliptic integral of the second kind E

is defined as
or more compactly in terms of the incomplete
integral of the second kind E(φ,k) as

For an ellipse with semi-major axis a and semi-

minor axis b and eccentricity e = √ 1 − b2/a2 , the
complete elliptic integral of the second kind E(e) is
equal to one quarter of the circumference C of the
ellipse measured in units of the semi-major axis a.
In other words:

The complete elliptic integral of the second kind

can be expressed as a power series[8]
which is equivalent to

In terms of the Gauss hypergeometric function, the

complete elliptic integral of the second kind can be
expressed as

The modulus can be transformed that way:

Computation

Like the integral of the first kind, the complete

elliptic integral of the second kind can be computed
very efficiently using the arithmetic–geometric
mean.[1]
Define sequences an and gn, where a0 = 1,
g0 = √ 1 − k2 = k ′ and the recurrence relations
an + gn
an + 1 = , gn + 1 = √ an gn hold. Furthermore,
2
define

By definition,

Also

Then

In practice, the arithmetic-geometric mean would

simply be computed up to some limit. This formula
converges quadratically for all | k | ≤ 1. To speed
 c n2
up computation further, the relation cn + 1 =
4an + 1
can be used.

Furthermore, if k2 = λ(i√ r ) and (where λ is

the modular lambda function), then E(k) is
expressible in closed form in terms of

and hence can be computed without the need for

the infinite summation term. For example, r = 1 and
r = 7 give, respectively,[9]

and

Derivative and differential equation

A second solution to this equation is
E(√ 1 − k2 ) − K(√ 1 − k2 ).

Complete elliptic integral of the

third kind

Plot of the complete elliptic integral of the third kind Π(n,k) with several fixed values of n

The complete elliptic integral of the third kind Π

can be defined as
Note that sometimes the elliptic integral of the third
kind is defined with an inverse sign for the
characteristic n,

Just like the complete elliptic integrals of the first

and second kind, the complete elliptic integral of
the third kind can be computed very efficiently
using the arithmetic-geometric mean.[1]

Partial derivatives
Functional relations
Legendre's relation:

See also
Mathematics
portal

Elliptic curve

Schwarz–Christoffel mapping
Carlson symmetric form

Jacobi's elliptic functions

Weierstrass's elliptic functions

Jacobi theta function

 Ramanujan theta function

Arithmetic–geometric mean
Pendulum period

Meridian arc

References

Notes

1. K can be analytically extended to the complex plane.

References

1. Carlson 2010, 19.8.

2. Borwein, Jonathan M.; Borwein, Peter B. (1987). Pi

and the AGM: A Study in Analytic Number Theory
and Computational Complexity (First ed.). Wiley-
Interscience. ISBN 0-471-83138-7. p. 296

3. Borwein, Jonathan M.; Borwein, Peter B. (1987). Pi

and the AGM: A Study in Analytic Number Theory
and Computational Complexity (First ed.). Wiley-
Interscience. ISBN 0-471-83138-7. p. 298
4. Chowla, S.; Selberg, A. (1949). "On Epstein's Zeta
Function (I)" (https://www.ncbi.nlm.nih.gov/pmc/arti
cles/PMC1063041) . Proceedings of the National
Academy of Sciences. 35 (7): 373.
Bibcode:1949PNAS...35..371C (https://ui.adsabs.har
vard.edu/abs/1949PNAS...35..371C) .
doi:10.1073/PNAS.35.7.371 (https://doi.org/10.107
3%2FPNAS.35.7.371) . PMC 1063041 (https://www.
ncbi.nlm.nih.gov/pmc/articles/PMC1063041) .
PMID 16588908 (https://pubmed.ncbi.nlm.nih.gov/1
6588908) . S2CID 45071481 (https://api.semanticsc
holar.org/CorpusID:45071481) .

5. Chowla, S.; Selberg, A. (1967). "On Epstein's Zeta-

Function" (https://eudml.org/doc/150803) . Journal
für die Reine und Angewandte Mathematik. 227: 86–
110.

6. "Legendre elliptic integrals (Entry 175b7a)" (https://f

ungrim.org/topic/Legendre_elliptic_integrals/) .

7. N.Bagis,L.Glasser.(2015)"Evaluations of a Continued
fraction of Ramanujan". Rend.Sem.Mat.Univ.Padova,
Vol.133 pp 1-10
 8. "Complete elliptic integral of the second kind: Series
representations (Formula 08.01.06.0002)" (https://fu
nctions.wolfram.com/EllipticIntegrals/EllipticE/06/0
1/03/01/0003/) .

9. Borwein, Jonathan M.; Borwein, Peter B. (1987). Pi

and the AGM: A Study in Analytic Number Theory
and Computational Complexity (First ed.). Wiley-
Interscience. ISBN 0-471-83138-7. p. 26, 161

Sources

Abramowitz, Milton; Stegun, Irene Ann, eds. (1983)

[June 1964]. "Chapter 17" (http://www.math.ubc.ca/~c
bm/aands/page_587.htm) . Handbook of
Mathematical Functions with Formulas, Graphs, and
Mathematical Tables. Applied Mathematics Series.
Vol. 55 (Ninth reprint with additional corrections of
tenth original printing with corrections (December
1972); first ed.). Washington D.C.; New York: United
States Department of Commerce, National Bureau of
Standards; Dover Publications. p. 587. ISBN 978-0-
486-61272-0. LCCN 64-60036 (https://lccn.loc.gov/64-
60036) . MR 0167642 (https://mathscinet.ams.org/m
athscinet-getitem?mr=0167642) . LCCN 65-12253 (htt
ps://lccn.loc.gov/65012253) .

Byrd, P. F.; Friedman, M.D. (1971). Handbook of Elliptic

Integrals for Engineers and Scientists (2nd ed.). New
York: Springer-Verlag. ISBN 0-387-05318-2.

Carlson, B. C. (1995). "Numerical Computation of Real

or Complex Elliptic Integrals". Numerical Algorithms.
10 (1): 13–26. arXiv:math/9409227 (https://arxiv.org/a
bs/math/9409227) . Bibcode:1995NuAlg..10...13C (ht
tps://ui.adsabs.harvard.edu/abs/1995NuAlg..10...13
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7%2FBF02198293) . S2CID 11580137 (https://api.se
manticscholar.org/CorpusID:11580137) .

Carlson, B. C. (2010), "Elliptic integral" (http://dlmf.nist.

gov/19) , in Olver, Frank W. J.; Lozier, Daniel M.;
Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST
Handbook of Mathematical Functions, Cambridge
University Press, ISBN 978-0-521-19225-5,
MR 2723248 (https://mathscinet.ams.org/mathscinet-
getitem?mr=2723248)

Erdélyi, Arthur; Magnus, Wilhelm; Oberhettinger, Fritz;

Tricomi, Francesco G. (1953). Higher transcendental
functions. Vol II (http://apps.nrbook.com/bateman/Vol
2.pdf) (PDF). McGraw-Hill Book Company, Inc., New
York-Toronto-London. MR 0058756 (https://mathscine
t.ams.org/mathscinet-getitem?mr=0058756) .

Gradshteyn, Izrail Solomonovich; Ryzhik, Iosif

Moiseevich; Geronimus, Yuri Veniaminovich; Tseytlin,
Michail Yulyevich; Jeffrey, Alan (2015) [October 2014].
"8.1.". In Zwillinger, Daniel; Moll, Victor Hugo (eds.).
Table of Integrals, Series, and Products. Translated by
Scripta Technica, Inc. (8 ed.). Academic Press, Inc.
ISBN 978-0-12-384933-5. LCCN 2014010276 (https://l
ccn.loc.gov/2014010276) .

Greenhill, Alfred George (1892). The applications of

elliptic functions (https://archive.org/details/applicatio
nselli00greerich) . New York: Macmillan.

Hancock, Harris (1910). Lectures on the Theory of

Elliptic Functions (https://archive.org/details/lecturest
heorell00hancrich) . New York: J. Wiley & sons.

King, Louis V. (1924). On The Direct Numerical

Calculation Of Elliptic Functions And Integrals (https://a
rchive.org/details/onthenumerical032686mbp) .
Cambridge University Press.
 Press, W. H.; Teukolsky, S. A.; Vetterling, W. T.; Flannery,
B. P. (2007), "Section 6.12. Elliptic Integrals and
Jacobian Elliptic Functions" (http://apps.nrbook.com/
empanel/index.html#pg=309) , Numerical Recipes:
The Art of Scientific Computing (3rd ed.), New York:
Cambridge University Press, ISBN 978-0-521-88068-8

External links
Wikimedia Commons has media related to
Elliptic integral.

"Elliptic integral" (https://www.encyclopediaofma

th.org/index.php?title=Elliptic_integral) ,
Encyclopedia of Mathematics, EMS Press, 2001
[1994]

Eric W. Weisstein, "Elliptic Integral" (Mathworld)

(http://mathworld.wolfram.com/EllipticIntegral.h
tml)
Matlab code for elliptic integrals evaluation (http
s://github.com/moiseevigor/elliptic) by elliptic
project
 Rational Approximations for Complete Elliptic
Integrals (http://www.exstrom.com/math/ellipti
c/ellipint.html) (Exstrom Laboratories)

A Brief History of Elliptic Integral Addition

Theorems (https://scholar.rose-hulman.edu/cgi/
viewcontent.cgi?article=1148&context=rhumj)

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