Professional Documents
Culture Documents
Special
Functions for
Engineers
Larry C. Andrews
Andrews, Larry C.
Field guide to special functions for engineers / Larry C.
Andrews.
p. cm. (The field guide series; 18)
Includes bibliographical references and index.
ISBN 978-0-8194-8550-2
1. Engineering mathematicsFormulaeHandbooks,
manuals, etc. I. Title.
TA332.A53 2011
620.001051dc22
2011002631
Published by
SPIE
P.O. Box 10
Bellingham, Washington 98227-0010 USA
Phone: +1.360. 676.3290
Fax: +1.360.647.1445
Email: books@spie.org
Web: http://spie.org
Larry C. Andrews
Professor Emeritus, University of Central Florida
Table of Contents
Engineering Functions 1
Step and Signum (Sign) Functions 2
Rectangle and Triangle Functions 3
Sinc and Gaussian Functions 4
Delta Function 5
Delta Function Example 6
Comb Function 7
Gamma Functions 20
Integral Representations of the Gamma Function 21
Gamma Function Identities 22
Incomplete Gamma Functions 23
Incomplete Gamma Function Identities 24
Gamma Function Example 25
Beta Function 26
Gamma and Beta Function Example 27
Digamma (Psi) and Polygamma Functions 28
Asymptotic Series 29
Bernoulli Numbers and Polynomials 30
Riemann Zeta Function 31
Table of Contents
Elliptic Functions 38
Cumulative Distribution Function Example 39
Orthogonal Polynomials 40
Legendre Polynomials 41
Legendre Polynomial Identities 42
Legendre Functions of the Second Kind 43
Associated Legendre Functions 44
Spherical Harmonics 45
Hermite Polynomials 46
Hermite Polynomial Identities 47
Hermite Polynomial Example 48
Laguerre Polynomials 49
Laguerre Polynomial Identities 50
Associated Laguerre Polynomials 51
Chebyshev Polynomials 52
Chebyshev Polynomial Identities 53
Gegenbauer Polynomials 54
Jacobi Polynomials 55
Bessel Functions 56
Bessel Functions of the First Kind 57
Properties of Bessel Functions of the First Kind 58
Bessel Functions of the Second Kind 59
Properties of Bessel Functions of the Second Kind 60
Modified Bessel Functions of the First Kind 61
Properties of the Modified Bessel Functions of the First
Kind 62
Modified Bessel Functions of the Second Kind 63
Properties of the Modified Bessel Functions of the Second
Kind 64
Spherical Bessel Functions 65
Properties of the Spherical Bessel Functions 66
Modified Spherical Bessel Functions 67
Hankel Functions 68
Struve Functions 69
Kelvins Functions 70
Airy Functions 71
Other Bessel Functions 72
Differential Equation Example 73
Bessel Function Example 74
Table of Contents
Orthogonal Series 75
Fourier Trigonometric Series 76
Fourier Trigonometric Series: General Intervals 77
Exponential Fourier Series 78
Generalized Fourier Series 79
Fourier Series Example 80
Legendre Series 81
Hermite and Laguerre Series 82
Bessel Series 83
Bessel Series Example 84
Hypergeometric-Type Functions 85
Pochhammer Symbol 86
Hypergeometric Function 87
Hypergeometric Function Identities 88
Hypergeometric Function Example 89
Confluent Hypergeometric Functions 90
Confluent Hypergeometric Function Identities 91
Confluent Hypergeometric Function Example 92
Generalized Hypergeometric Functions 93
Relations of p F q to Other Functions 94
Meijer G Function 95
Properties of the Meijer G Function 96
Relation of the G Function to Other Functions 97
MacRobert E Function 98
Meijer G Example 99
Bibliography 101
Index 102
Engineering Functions
In the solution of engineering problems it is often helpful to
employ special notation to identify certain functions that may
arise over and over, particularly those that must be prescribed
in a piecewise manner. Some authors use a single letter to
denote these functions and others use some sort of abbreviation.
However, because the same letters or abbreviations are not
consistently used by all authors, some care must be exercised
when using various reference sources. Although some of
these functions are also defined in two or three dimensions,
the following discussion is limited to functions in only one
dimension.
step(x)
0, x < 0
U(x) = step(x) = 1/2, x = 0 1
1, x > 0,
x
1, x < 0
sgn(x) = 0, x = 0
1, x > 0,
sgn(x) = 2U(x) 1.
1, | x| < 1/2
rect(x) = (x) =
0, | x| > 1/2.
1 | x|, | x| < 1
tri(x) = (x) =
0, | x| > 1.
sin x
sinc(x) = .
x
2
Gaus(x) = e x ,
Delta Function
(x a) = 0, x 6= a,
Z x2
f (a), x1 < x < x2
f (x)(x a) dx =
x1 0, otherwise.
(a) ( x) = (x),
1
(b) (ax) = (x),
| a|
(c) f (x)(x a) = f (a)(x a),
d
(d) U(x a) = (x a).
dx
d
U(x a) = (x a),
dx
Solution:
d
Z
U(x a) f (x) dx = f (x)U(x a)
dx
Z
U(x a) f 0 (x) dx,
f () = f () = 0.
Then, there is
Z d
Z
U(x a) f (x) dx = f 0 (x) dx = f (a).
dx a
d
U(x a) = (x a).
dx
Comb Function
X
comb(x) = (x n).
n=
Series of Constants
n=1 n
n=1 n
X
X X
X n
X
X
am bk = A m,k = A nk,k .
m=0 k=0 m=0 k=0 n=0 k=0
X
X n
X
X [n/2]
X X
A m,k = A nk,k = A n2k,k ,
m=0 k=0 n=0 k=0 n=0 k=0
where
hni
n/2, n even
=
2 (n 1)/2, n odd.
n! = 1 2 3 n, n = 1, 2, 3, . . . .
0! = 1
n! = n(n 1)!, n = 1, 2, 3, . . . .
n
n n k k
(a + b)n =
X
a b .
k=0
k
n!
n
= , n = 0, 1, 2, . . . , k = 0, 1, 2, . . . , n,
k k! (n k)!
(1)n (2n)!
1/2
= 2n , n = 0, 1, 2, . . . .
n 2 (n!)2
(1/2)(3/2) (1/2 n)
1/2
=
n n!
(1)n 1 3 5 (2n 1)
= .
2n n!
(1)n (2n)!
1/2
= 2n , n = 0, 1, 2, . . . .
n 2 (n!)2
Power Series
c 0 + c 1 (x a) + c 2 (x a)2 + + c n (x a)n + = c n (x a)n ,
X
n=0
n
(1 + x) =
X
x , 1 < x < 1.
n=0
n
1
(1)n x n ,
X
= 1 < x < 1
1+ x n=0
xn
ex =
X
, < x <
n=0 n!
x2n+1
(1)n
X
sin x = , < x <
n=0 (2n + 1)!
x2n
(1)n
X
cos x = , < x <
n=0 (2n)!
(1) n1
(x 1)n ,
X
ln x = 0<x2
n=1 n
c n xn ,
X
f (x) =
n=0
then
x n+1
Z Z
x n dx =
X X
f (x) dx = cn cn +C
n=0 n=0 n+1
d n X
0
c n nx n1 ,
X
f (x) = cn x =
n=0 dx n=1
a n xn = b n xn ,
X X
n=0 n=0
1. Sum:
a n xn + b n xn = (a n + b n )x n
X X X
n=0 n=0 n=0
2. Cauchy product:
! !
X n X n
n n n
a k b n k x n
X X X X
an x bn x = a n k b k x =
n=0 n=0 n=0 k=0 n=0 k=0
Use the identity 2 sin a cos a = sin 2a and the Cauchy product to
deduce that
n
2n + 1
= 22n ,
X
n = 0, 1, 2, . . . .
k=0
2k + 1
Solution:
(2n + 1)!
2n + 1
= ,
2k + 1 (2k + 1)!(2n 2k)!
which permits
n
2n + 1
= 22n ,
X
n = 0, 1, 2, . . . .
k=0
2k + 1
Improper Integrals
Z b
f (t) dt
a
Z Z b
f (t) dt = lim f (t) dt
a b a
Z b Z b
f (t) dt = lim f (t) dt
a a
Z Z c Z b
f (t) dt = lim f (t) dt + lim f (t) dt, < c < .
a a b c
Z b Z c Z b
f (t) dt = lim f (t) dt + lim f (t) dt.
a 0+ a 0+ c+
R R
a f (t) dt is said to converge absolutely if
| f (t)| dt converges. a
R R
a f (t) dt is Rsaid to converge conditionally if a f (t) dt
converges but a | f (t)| dt diverges.
f (x)
lim = 1, then
x a g(x)
f (x) g(x) as x a,
f (x) c 0 , x0
f (x) c 0 + c 1 x, x 0,
| f (x) S n (x)|
lim = 0, where
x0 | x |n
n
c k xk .
X
S n (x) =
k=0
a
X n
f (x) n
, x ,
n=0 x
where
n a
X k
S n (x) = .
k=0 xk
f (x) X a
n
, x ,
h(x) n=0 x n
or, equivalently,
a
X n
f (x) h(x) n
, x .
n=0 x
e xt
Z
f (x) = dt, x > 0.
0 1 + t2
Solution:
1
1 s2
Z
f (x) = es 1 + 2 ds.
x 0 x
1 2n
s2 X 1 s
1+ 2 = ,
x n=0
n x2n
1
Z
1
es s2n ds,
X
f (x) x .
n=0
n x2n+1 0
(2n)!
(1)n
X
f (x) , x .
n=0 x2n+1
Gamma Functions
In the eighteenth century, L. Euler (17071783) concerned
himself with the problem of interpolating between the numbers
Z
n! = e t t n dt, n = 0, 1, 2, . . . ,
0
n!n x
(x) = lim , x 6= 0, 1, 2, . . . ,
n x(x + 1)(x + 2) (x + n)
(x)
-4 -2 2 4 x
-2
-4
-6
(G1) : (1) = 1
p
(G2) : (1/2) =
(G3) : (x + 1) = x(x) (Recurrence formula)
(G4) : (n + 1) = n!, n = 0, 1, 2, . . .
1 (2n)! p
(G5) : n+ = n , n = 0, 1, 2, . . .
2 2 n!
1
(G6) : = 0, n = 0, 1, 2, . . .
( n)
(G7) : (x)(1 x) =
sin x
1 1
(G8) : +x x =
2 2 cos x
p
(G9) : (2x) = 22x1 (x)(x + 1/2)
(Duplication formula)
(a + 1)
a
(G10) : = , n = 0, 1, 2, . . .
n n!(a n + 1)
(Binomial coefficient)
k
(1) n!
(k n) (n k)! , (k, n non-negative integers)
(G11) : =
( n)
0kn
0, k > n
1 x x/n
(G12) : = xe x
n=1 1 + e
(x) n
(x + k)
(G13) : (x) = ,
x(x + 1)(x + 2) . . . (x + k 1)
x > k, k = 1, 2, 3, . . .
p
(G14) : (x + 1) 2 x x x e x , x (Stirlings formula)
(1) n x n
(a, x) = xa
X
, a>0
n=0 n!(n + a)
(1) n x n
(a, x) = (a) xa
X
, a > 0.
n=0 n!(n + a)
(IG1) : (a + 1, x) = a (a, x) xa e x
(IG2) : (a + 1, x) = a (a, x) + xa e x
d a
x (a, x) = xa1 (a + 1, x)
(IG3) :
dx
d a
x (a, x) = xa1 (a + 1, x)
(IG4) :
dx
1 2 p
(IG5) : , x = erf(x)
2
1 p
(IG6) : , x2 = erfc(x)
2
xa
(IG7) : (a, x) = 1 F1 (a; a + 1; x)
a
(IG8) : (a, x) = e x U(1 a; 1 a; x)
Solution:
(a) Let t = x3 , dt = 3x2 dx, which leads to
Z 3 1
Z 1 5
x4 e x dx = e t t2/3 dt = .
0 3 0 3 3
p
is used. Also, recognizing that (1/2) = , the final result is
Z 2 1 p a2
e2ax x dx = e .
a 2
Beta Function
t x1
Z
B(x, y) = dt
0 (1 + t) x+ y
Z /2
B(x, y) = 2 cos2x1 sin2y1 d ,
0
(x)(y)
B(x, y) = , x > 0, y > 0.
(x + y)
Solution:
From properties of the gamma function, note that
1 1
Z
= e xt t p1 dt,
x p (p) 0
and, consequently,
Z cos x 1
Z Z
dx = cos x e xt t p1 dt dx
0 xp (p) 0 0
Z Z
1 p1
= t e xt cos x dx dt,
(p) 0 0
d 0 (x)
(x) ln (x) = , x 6= 0, 1, 2, . . . .
dx (x)
X
1 1
(x) = + , x > 0,
n=0 n+1 n+ x
1
(DG1) : (x + 1) = (x) +
x
(DG2) : (1 x) (x) = cot x
Xn 1
(DG3) : (n + 1) = + , n = 1, 2, 3, . . . .
k=1 k
d m+1
(m) (x) = ln (x), m = 1, 2, 3, . . . , or
dx m+1
(m + n)!
(m) (x + 1) = (1)m+1 (1)n (m + n + 1)x n ,
X
n=0 n!
1 < x < 1,
Asymptotic Series
For greater accuracy, one can use the more general result
p 1 1
x x
(x + 1) 2 x x e 1+ + + , x ,
12x 288x2
1
(a, x) (a)xa1 e x
X
, a > 0, x .
k=0 (a k)x k
1 B
1 X 2n
(x + 1) ln x + , x ,
2x 2 n=1 n x2n
1 1 B
2n
0 (x + 1)
X
2+ 2n +1
, x .
x 2x n=1 x
dn t
Bn = , n = 0, 1, 2, . . . .
dt n t
e 1 t=0
1 1 1
B0 = 1, B1 = , B2 = , B3 = 0, B4 = ,....
2 6 30
All Bernoulli numbers with odd index, except B1 , are zero. The
even-index numbers are defined in terms of the Riemann zeta
function by
2(2n)!
B2n = (1)n+1 (2n), n = 0, 1, 2, . . . .
(2)2n
te xt
X tn
= B n (x) ,
e t 1 n=0 n!
1 1
B0 (x) = 1, B1 (x) = x , B2 (x) = x2 x + ,
2 6
3 1 1
B3 (x) = x3 x2 + x, B4 (x) = x4 2x3 + x2 ,....
2 2 30
X 1
(x) = x
, x > 1,
n=1 n
1
(x)(1 2 x ) =
X
.
n=1 (2n 1) x
1 t x1
Z
(x) = dt, x > 1,
(x) 0 et 1
21 x x
(1 x) = cos (x)(x).
x 2
1 1
(Z1) : (0) = ; 0 (0) = ln 2
2 2
(2)2n
(Z2) : (2n) = |B2n |, n = 1, 2, 3, . . .
2(2n)!
(1) n
X
(Z3) : = (n) (Eulers constant)
n=2 n
Error Functions
2
Z x 2
erf(x) = p e t dt, < x <
0
2
Z 2
erfc(x) = p e t dt, < x < .
x
2 X (1) n x2n+1
erf(x) = p , < x < .
n=0 n!(2n + 1)
Fresnel Integrals
C(0) = S(0) = 0.
1 2
C 0 (x) = cos x ,
2
1
0 2
S (x) = sin x .
2
In the limit x it
has been shown that
1
C() = S() = .
2
x et
Z
Ei(x) = dt, x 6= 0.
t
e t
Z
Ei( x) E 1 (x) = dt, x > 0.
x t
X (1) n x n
E 1 (x) = ln x , x > 0,
n=1 n!n
e x
E 1 (x) ln x, x 0+ ; E 1 (x) , x .
x
Si(0) = 0; Si() =
2
Ci(0+ ) = ; Ci() = 0,
sin x cos x
Si0 (x) = ; Ci0 (x) = .
x x
X (1)n x2n+1
Si(x) =
n=0 (2n + 1)(2n + 1)!
X (1) n x2n
Ci(x) = + ln x + ,
n=0 2n(2n)!
Elliptic Integrals
Z
d
F(m, ) = p , 0<m<1
0 1 m2 sin2
Z p
E(m, ) = 1 m2 sin2 d , 0<m<1
0
Z
d
(m, , a) = p ,
0 (1 + a2 sin2 ) 1 m2 sin2
0 < m < 1, a 6= m, 0.
K(0) = ; E(0) =
2 2
K(1) = ; E(1) = 1.
2
X 1/2
K(m) = m2n
2 n=0
n
X 1/2 1/2 2n
E(m) = m .
2 n=0
n n
Elliptic Functions
sn u = sin
cn u = cos
q
dn u = 1 m2 sin2 .
d
sn u = cn u dn u
dx
d
cn u = sn u dn u
dx
d
dn u = m2 sn u cn u.
dx
sn(u + 4K) = sn u,
cn(u + 4K) = cn u,
dn(u + 2K) = dn u,
1 2 2
f x (x) = p e(xm) /2 , < x < ,
2
Solution:
1
Z x 2 /22
F x (x) = p e(um) du
2
1
Z 2 /22 1
Z 2 /22
= p e(um) du p e(um) du.
2 2 x
1
Z 2
F x (x) = 1 p p e t dt
(x m)/ 2
1 xm
= 1 erfc p ,
2 2
1 xm
F x (x) = 1 + erf p .
2 2
Orthogonal Polynomials
There are several special polynomial sets with properties that
distinguish them from ordinary polynomials. In particular,
each polynomial set satisfies a three-term recurrence relation
between consecutive polynomials, and each set is a mutually
orthogonal set of functions. A set of functions {n (x)}, n =
0, 1, 2, . . . is said to be orthogonal on an interval a < x < b
with respect to a weighting function r(x) > 0 if it is true for all
members of the set that
Z b
r(x)n (x)k (x) dx = 0, k 6= n.
a
Legendre Polynomials
1
P n (x)t n ,
X
p = 1 x 1, | t| < 1,
1 2xt + t2 n=0
where
[n/2] (1)k (2n 2k)!x n2k
X n/2, n even
P n (x) = , [n/2] =
k=0 2n k!(n k)!(n 2k)! (n 1)/2, n odd
and n = 0, 1, 2, . . ..
P0 (x) = 1
P1 (x) = x
1
P2 (x) = (3x2 1)
2
1
P3 (x) = (5x3 3x)
2
Field Guide to Special Functions
42 Orthogonal Polynomials
[(n
X 1)/2] (2n 4k 1)
Q n (x) = P n (x)Q 0 (x) P n2k1 (x),
k=0 (2k + 1)(n k)
1 < x < 1,
where
1 1+ x
Q 0 (x) = ln , 1 < x < 1.
2 1 x
Q 1 (x) = xQ 0 (x) 1
3
Q 2 (x) = P2 (x)Q 0 (x) x
2
5 2
Q 3 (x) = P3 (x)Q 0 (x) x2 + .
2 3
m2
(1 x2 )y00 2x y0 + n(n + 1) y = 0, 1 < x < 1.
1 x2
dm
P nm (x) = (1 x2 )m/2 P n (x),
dx m
dm
Q nm (x) = (1 x2 )m/2 Q n (x).
dx m
Spherical Harmonics
Hermite Polynomials
tn
exp(2xt t2 ) =
X
H n (x) , < x < , | t| < ,
n=0 n!
where
[n/2] (1)k n!
(2x)n2k ,
X
H n (x) = n = 0, 1, 2, . . . .
k=0 k!(n 2k)!
H0 (x) = 1
H1 (x) = 2x
H2 (x) = 4x2 2
H3 (x) = 8x3 12x
(Recurrence formula)
(2n)! 1 2
(H8) : H2n (x) = (1)n F 1 n; ; x , n = 0, 1, 2, . . .
n! 1 2
n (2n + 1)! 3 2
(H9) : H2n+1 (x) = (1) 2x 1 F1 n; ; x ,
n! 2
n = 0, 1, 2, . . .
Solution:
Multiplying the two series above provides
X tn sk h i
H n (x)H k (x) = exp (t2 + s2 ) + 2x(t + s) .
X
n=0 k=0 n! k!
2
Next, multiply both sides by e x and integrate to find
X tn sk Z 2
e x H n (x)H k (x) dx
X
n=0 k=0 n! k!
Z
2
h i
= e x exp (t2 + s2 ) + 2x(t + s) dx
Z
2 2 2
= e(t +s ) e x +2x(t+s) dx
p 2ts
= e .
If the last exponential function is expanded in a series, the
result is
X tn sk Z 2 p X 2n t n s n
e x H n (x)H k (x) dx =
X
.
n=0 k=0 n! k! n=0 n!
Laguerre Polynomials
where
Xn (1) k n!x k
L n (x) = 2
, n = 0, 1, 2, . . . .
k=0 (k!) (n k)!
L 0 (x) = 1
L 1 (x) = x + 1
1 2
L 2 (x) = x 4x + 2
2!
1 3
L 3 (x) = x + 9x2 18x + 6
3!
Field Guide to Special Functions
50 Orthogonal Polynomials
(L1) : L n (0) = 1, n = 0, 1, 2, . . .
e d n n x
x
(L2) : L n (x) = (x e ), n = 0, 1, 2, . . .
n! dx n
(L3) : (n + 1)L n+1 (x) + (x 1 2n)L n (x) + nL n1 (x) = 0,
n = 1, 2, 3, . . . (Recurrence formula)
dm
L(m)
n (x) = (1)
m
[L n+m (x)], m = 0, 1, 2, . . . ,
dx m
n (1) k (n + m)!x k
L(m)
X
n (x) = , m, n = 0, 1, 2, . . . .
k=0 (n k)!(k + m)!k!
n (1) k (n + a + 1)x k
L(a)
X
n (x) = , a > 1, n = 0, 1, 2, . . . .
k=0 (n k)!(k + a + 1)k!
(AL1) : L(0)
n (x) = L n (x), n = 0, 1, 2, . . .
(n + m)!
(AL2) : L(m)
n (0) = , m, n = 0, 1, 2, . . .
n!m!
x m
e x d n n+ m x
(AL3) : L(m)
n (x) = x e , m, n = 0, 1, 2, . . .
n! dx n
(AL4) : (n + 1)L(m) (m)
n+1 (x) + (x 1 2n m)L n (x)
+ (n + m)L(m)
n1 (x) = 0, m = 0, 1, 2, . . . ,
n = 1, 2, 3, . . . (Recurrence formula)
(AL5) : L(m) (m1)
n1 (x) + L n (x) L(m)
n (x) = 0, m, n = 1, 2, 3, . . .
(m)0 (m+1)
(AL6) : L n (x) = L n1 (x), m = 0, 1, 2, . . . , n = 1, 2, 3, . . .
Z
(m)
(AL7) : e x x m L(m)
n (x)L k (x) dx = 0, k 6= n (Orthogonality)
0
Z
(n + m)!
(AL8) : e x x m [L(m) 2
n (x)] dx = , m, n = 0, 1, 2, . . .
0 n!
Chebyshev Polynomials
X (1)k (n k 1)!
n [n/2]
T0 (x) = 1; T n (x) = (2x)n2k ,
2 k=0 k!(n 2k)!
n = 1, 2, 3, . . . ,
[n/2]
nk
(1)k (2x)n2k ,
X
Un (x) = n = 0, 1, 2, . . . .
k=0
k
T0 (x) = 1 U0 (x) = 1
T1 (x) = x U1 (x) = 2x
T2 (x) = 2x2 1 U2 (x) = 4x2 1
T3 (x) = 4x3 3x U3 (x) = 8x3 4x
Type I:
(T1) : T n (1) = 1, n = 0, 1, 2, . . .
(T2) : T2n (0) = (1)n , T2n+1 (0) = 0, n = 0, 1, 2, . . .
1 xt
T n (x)t n
X
(T3) : 2
=
1 2xt + t k=0
(T4) : T n+1 (x) 2xT n (x) + T n1 (x) = 0, n = 1, 2, 3, . . .
(Recurrence formula)
(T5) : T n (x) = Un (x) xUn1 (x), n = 1, 2, 3, . . .
Z 1
1
(T6) : p T n (x)T k (x) dx = 0,
1 1 x2
k 6= n (Orthogonality)
Z 1
1
, n = 0
(T7) : p [T n (x)]2 dx =
1 1 x2 /2, n = 1, 2, 3, . . .
Type II:
(U1) : Un (1) = n + 1, n = 0, 1, 2, . . .
n
(U2) : U2n (0) = (1) , U2n+1 (0) = 0, n = 0, 1, 2, . . .
1
Un (x)t n
X
(U3) : =
1 2xt + t2 k=0
(U4) : Un+1 (x) 2xUn (x) + Un1 (x) = 0, n = 1, 2, 3, . . .
(Recurrence formula)
(U5) : T n (x) = Un (x) xUn1 (x), n = 1, 2, 3, . . .
Z 1p
(U6) : 1 x2 Un (x)Uk (x) dx = 0,
1
k 6= n (Orthogonality)
Z 1p
(U7) : 1 x2 [Un (x)]2 dx = , n = 0, 1, 2, . . .
1 2
Gegenbauer Polynomials
(GB1) : C 1/2
n (x) = P n (x) (Legendre polynomial), n = 0, 1, 2, . . .
x
(GB2) : n! lim n/2 C n p = H n (x)
(Hermite polynomial), n = 0, 1, 2, . . .
n C (x)
(GB3) : lim n = T n (x)
2 0
(Chebyshev polynomial), n = 1, 2, 3, . . .
(GB4) : C 1n (x) = Un (x) (Chebyshev polynomial), n = 0, 1, 2, . . .
n 2 2
(GB5) : C
n (1) = ( 1) , C
n ( 1) = , n = 0, 1, 2, . . .
n n
(GB6) : C 2n (0) = , C 2n +1 (0) = 0, n = 0, 1, 2, . . .
n
(GB7) : (n + 1)C
n+1 (x) 2( + n)xC n + (2 + n 1)C n1 (x) = 0,
n = 1, 2, 3, . . . (Recurrence formula)
0 +1
(GB8) : C n (x) = 2C n+1 (x), n = 0, 1, 2, . . .
Z 1
(GB9) : (1 x2 )1/2 C
n (x)C k (x) dx=0, k 6= n (Orthogonality)
1
1 212 (n + 2)
Z
(GB10) : (1 x2 )1/2 [C 2
n (x)] dx = ,
1 (n + )[()]2 n!
n = 0, 1, 2, . . .
Jacobi Polynomials
2 a+ b
(a,b)
(1 t + R)a (1 + t + R)b = P n (x)t n , a > 1, b > 1,
X
R n=0
p
where R = 1 2xt + t2 . Among others, these polynomials have
the following three series representations:
n
n + a n + b x 1 k x + 1 n k
(a,b) X
Pn (x) = ,
k=0
nk nk 2 2
n
n+a n+k+a+b x1 k
(a,b) X
P n (x) = ,
k=0
nk k 2
n x+1 k
(a,b) n k n + b n + k + a + b
X
P n (x) = (1) .
k=0
nk k 2
Bessel Functions
The German astronomer F. W. Bessel (17841846) is credited
with deriving the differential equation bearing his name
and carrying out the first systematic study of the properties
of its solutions, now called Bessel functions. Nonetheless,
Bessel functions were first discovered in 1732 by D. Bernoulli
(17001782), who provided a series solution for the Bessel
function representing the oscillatory displacements of a heavy
hanging chain. Other famous mathematicians like Fourier also
used Bessel functions in some of their published work.
x2 y00 + x y0 + (x2 p2 )y = 0, p 0,
X (1) k (x/2)2k+ p
J p (x) = , p 0,
k=0 k!(k + p + 1)
(1) k (x/2)2k+ n
; Jn (x) = (1)n Jn (x), n = 0, 1, 2, . . . .
X
Jn (x) =
k=0 k!(k + n)!
Y0(x)
Y1(x)
0.5 Y2(x)
2 14
0
6 10
x
-0.5
-1
X (x/2)2k+ p
I p (x) = , p 0,
k=0 k!(k + p + 1)
X (x/2)2k+ n
I n (x) = ; I n (x) = I n (x), n = 0, 1, 2, . . . .
k=0 k!(k + n)!
(x/2) p
(BI16) : I p (x) , p 6= 1, 2, 3, . . . , x 0+
(1 + p)
ex
(BI17) : I p (x) p , p 0, x
2 x
I p (x) I p (x)
K p (x) = .
2 sin p
10
K2(x)
6 K1(x)
4 K0(x)
2
0 0.5 1 1.5 2 x
sin x
j 0 (x) =
x
sin x cos x cos x
j 1 (x) = 2 y0 (x) =
x
x x
3 1 3
cos x sin x
j 2 (x) = 3 sin x 2 cos x y1 (x) = 2
x x x x x
3 1 3
y2 (x) = 3 cos x 2 sin x
x x x
n = 1, 2, 3, . . .
2n + 1
(SB j7) : j n1 (x) + j n+1 (x) = j n (x), n = 1, 2, 3, . . .
x
(Recurrence formula)
n!(2x)n
(SB j8) : j n (x) , n = 0, 1, 2, . . . , x 0+
(2n + 1)!
1 n
(SB j9) : j n (x) sin x , n = 0, 1, 2, . . . , x
x 2
(SB y1) : yn (0) = , n = 0, 1, 2, . . .
2(2n)!
(SB y2) : yn (x) , n = 0, 1, 2, . . . , x 0+
n!(2x)n+1
1 n
(SB y3) : y(x) cos x , n = 0, 1, 2, . . . , x
x 2
r s
2
i n (x) = I n+1/2 (x); k n (x) = K n+1/2 (x), n = 0, 1, 2, . . . .
2x x
sinh x
i 0 (x) =
x
e x
sinh x cosh x k 0 (x) =
i 1 (x) = 2 +
x x
x 1 1 x
3 1 3 k 1 (x) = 2 + e
i 2 (x) = 3 + sinh x 2 cosh x x x
x x x
and so on.
n!(2x)n
(SBi1) : i n (x) , n = 0, 1, 2, . . . , x 0+
(2n + 1)!
ex
(SBi2) : i n (x) , n = 0, 1, 2, . . . , x
2x
(2n)!
(SBk1) : k n (x) , n = 0, 1, 2, . . . , x 0+
n!(2x)n+1
e x
(SBk2) : k n (x) , n = 0, 1, 2, . . . , x
x
Hankel Functions
e ix = cos x i sin x,
H (1)
p (x) = J p (x) + iY p (x), p0
H (2)
p (x) = J p (x) iY p (x), p 0.
h(1)
n (x) = j n (x) + i yn (x), n = 0, 1, 2, . . .
h(2)
n (x) = j n (x) i yn (x), n = 0, 1, 2, . . . .
1 1+ p (1)
K p (x) = i H p (ix)
2
1 p
K p (x) = i 1 p H (2)
p ( ix), i= 1.
2
2
H0(1) (x) x 0+
ln x,
(p) 2 p
H (1)
p (x) , p > 0, x 0+ .
x
Struve Functions
4(x/2) p+1 1
x2 y00 + x y0 + (x2 p2 )y = p , p> .
(p + 1/2) 2
2(x/2) p
Z /2
1
H p (x) = p sin(x cos ) sin2p d , p> ,
(p + 1/2) 0 2
X (1)k (x/2)2k+ p+1
H p (x) = , 0 x < .
k=0 (k + 3/2)(k + p + 3/2)
(x/2)2k+ p+1
L p (x) = i (p+1) H p (ix) =
X
, 0 x < .
k=0 (k + 3/2)(k + p + 3/2)
Kelvins Functions
The modified Bessel functions I p (xi 1/2 ) and K p (xi 1/2 ) are
solutions of the second-order DE
p
x2 y00 + x y0 (ix2 + p2 )y = 0, i= 1.
where
X (1) k x 4k
ber(x) = 2 2
k=0 [(2k)!]
X (1)k x 4k+2
bei(x) =
[(2k + 1)!]2 2
k=0
x X (1) k (2k + 1) x 4k
ker(x) = ln ber(x) + bei(x) +
2 4 k=0 [(2k)!]2 2
x X (1) k (2k + 2) x 4k+2
kei(x) = ln bei(x) ber(x) + ,
2 4 k=0 [(2k + 1)!]2 2
Airy Functions
Airy functions Ai(x) and Bi(x) of the first and second kinds,
respectively, are linearly independent solutions of the second-
order DE (Airys equation)
y00 x y = 0.
1 1
(BAi1) : Ai(0) = ; Ai0 (0) =
32/3 (2/3) 31/3 (1/3)
x 2 3/2
0
(BAi2) : Ai (x) = p K 2/3 x
3 3
Z
1 1
(BAi3) : Ai(x) = cos t3 + xt dt, x 0
0 3
1 2
(BAi4) : Ai(x) p 1/4 exp x3/2 , x
x 3
1 1
(BBi1) : Bi(0) = ; Bi0 (0) = 5/6
31/6 (2/3) 3 (4/3)
x 2 2
(BBi2) : Bi0 (x) = p I 2/3 x3/2 + I 2/3 x3/2
3 3 3
1 2
(BBi3) : Bi(x) p 1/4 exp x3/2 , x
x 3
x X (1) k (x/2)2k
Ji0 (x) = ln ++
2 k=1 2k(k!)2
1 X (1) k (x/2)2k+ n
Jin (x) = + , n = 1, 2, 3, . . . .
n k=0 (2k + n)k!(n + k)!
1
Z
E p (x) = sin (p x sin ) d , x 0,
0
y = xa C 1 J p (bx c ) + C 2 Y p (bx c ) ,
C 1 , C 2 arbitrary.
Solution:
1
y= [C 1 J1 (2x) + C 2 Y1 (2x)].
x2
x2 y00 + x3 y = 0.
p 2 2
y= x C 1 J1/3 x3/2 + C 2 Y1/3 x3/2 .
3 3
p 2 2
y= x C 1 J1/3 x3/2 + C 2 J1/3 x3/2 .
3 3
Show that
1 b2
Z
a2 x2
xe J0 (bx) dx = 2 exp 2 , b > 0.
0 2a 4a
Solution:
First replace the Bessel function with its series representa-
tion and interchange the order of summation and integration.
This action leads to
Z 2 x2
(1) n b2n Z 2 2
xea x2n+1 ea x dx.
X
J0 (bx) dx = 2 22n
0 n=0 (n!) 0
Consequently,
Z 1 X (1) n b2 n
a2 x2
xe J0 (bx) dx =
0 2a2 n=0 n! 4a2
2
1 b
= 2
exp 2 ,
2a 4a
the last step of which follows from recognizing the power series
expansion of the exponential function.
In working with integrals involving nonelementary functions
like the Bessel function, it is common practice to expand the
nonelementary function in an infinite series and integrate
the result termwise (assuming this is justified!). In many
cases the final series after integration can be recognized as
in the example above. When not in an identifiable form,
the resulting infinite series can sometimes be expressed as
some hypergeometric-type series defining a function whose
properties may be known.
Orthogonal Series
This chapter introduces the Fourier series method. Among
other uses, this technique can be useful for the analysis of
periodic waveforms (e.g., power signals). The Fourier series
approach to periodic waveforms reduces the signal being
studied to a spectral representation in which the distribution
of power is found to be concentrated at specific frequencies that
are harmonically related to a fundamental frequency.
1 X
f (t) = a0 + (a n cos n0 t + b n sin n0 t) ,
2 n=1
where
2 T/2
Z
an = f (t) cos n0 t dt, n = 0, 1, 2, . . .
T T/2
2 T/2
Z
bn = f (t) sin n0 t dt, n = 1, 2, 3, . . . .
T T/2
1 X
f (t) = a0 + a n cos n0 t.
2 n=1
1 X 2n t 2n t
f (t) = a0 + a n cos + b n sin , c < t < c + T,
2 n=1 T T
where
2
Z c+T 2n t
an = f (t) cos dt, n = 0, 1, 2, . . .
T c T
2
Z c+T 2n t
bn = f (t) sin dt, n = 1, 2, 3, . . . .
T c T
1 X n t
f (t) = a0 + a n cos , 0<t<T
2 n=1 T
2 T n t
Z
an = f (t) cos dt, n = 0, 1, 2, . . . ,
T 0 T
X n t
f (t) = b n sin , 0<t<T
n=1 T
2
Z T n t
bn = f (t) sin dt, n = 1, 2, 3, . . . .
T 0 T
c n e in0 t = | c n | e in0 t+ in ,
X X
f (t) =
n= n=
1
Z T/2
cn = f (t)e in0 t dt, n = 0, 1, 2, . . . ,
T T/2
or
1
Z T
cn = f (t)e in0 t dt, n = 0, 1, 2, . . . .
T 0
Finally, note that when the signal f (t) is real, there exists the
relation c n = cn , where * denotes the complex conjugate.
X
f (x) = c n n (x), a < x < b,
n=1
where
Rb
r(x) f (x)n (x) dx
c n = Ra b , n = 1, 2, 3, . . . .
2
a r(x)[ n (x)] dx
Solution:
c n e2ni t ,
X
f (t) =
n=
where
Z 1 A
Z 1h i
cn = A sin()e2ni t dt = e(2n1)i t e(2n+1)i t dt,
0 2i 0
which reduces to
2A
cn = , n = 0, 1, 2, . . . .
(4n2 1)
2A X e2ni t
f (t) = .
n= 4n2 1
A 4A X cos 2n t
f (t) = .
n=1 4n2 1
Legendre Series
X
f (x) = c n P n (x), 1 < x < 1,
n=0
where
1
Z 2
cn = p e x f (x)H n (x) dx, n = 0, 1, 2, . . . .
2n n!
where
Z
cn = e x f (x)L n (x) dx, n = 0, 1, 2, . . . .
0
Bessel Series
Z b
xJ p (k m x)J p (k n x) dx = 0, m 6= n,
0
J p (kb) = 0, b > 0.
X 1
f (x) = c n J p (k n x), 0 < x < b, p> ,
n=1 2
2
Z b
cn = x f (x)J p (k n x) dx, n = 1, 2, 3, . . . .
b [J p+1 (k n b)]2
2
0
hJ p (kb) + kJ p0 (kb) = 0, h 0,
2k2n b
Z
cn = 2 x f (x)J p (k n x)dx,
(k2n + h2 )b2 p2 J p (k n b)
0
n = 1, 2, 3, . . . .
Solution:
X
f (x) = c n J1 (k n x), 0 < x < 2,
n=1
where
Z 2
1
cn = x f (x)J1 (k n x) dx
2[J2 (k n )]2 0
Z 1
1
= x2 J1 (k n x) dx.
2[J2 (k n )]2 0
it follows that
J2 (k n )
cn = , n = 1, 2, 3, . . . .
2k n [J2 (2k n )]2
Consequently,
1 X J2 (k n )
f (x) = J1 (k n x), 0 < x < 2.
2 n=1 k n [J2 (2k n )]2
Hypergeometric-Type Functions
Because of the many relations connecting the special functions
to each other, and to the elementary functions, it is natural
to inquire whether more general functions can be developed
so that the special functions and elementary functions are
merely specializations of these general functions. General
functions of this nature have in fact been developed and
are collectively referred to as functions of hypergeometric
type. There are several varieties of these functions, but the
most common are the standard hypergeometric function
2 F 1 (a, b; c, x) and the confluent hypergeometric functions
1 F 1 (a; c, x) and U(a; c; x). Other generalizations exist for which
even generalized hypergeometric functions of the type p F q
are certain specializations where p and q are non-negative
integers.
Pochhammer Symbol
(a + n)
(a)n = , n = 0, 1, 2, . . . .
(a)
Hypergeometric Function
(a) (b) x n
X n n
2 F 1 (a, b; c; x) = , 1 < x < 1,
n=0 (c)n n!
(c)(b a) 1
2 F 1 (a, b; c; z) = ( z)a 2 F 1 a, 1 c + a; 1 b + a;
(b)(c a) z
(c)(a b) 1
+ ( z)a 2 F 1 b, 1 c + b; 1 a + b; , |arg( z)| < .
(a)(c b) z
dk (a)k (b)k
(HY 2) : 2 F 1 (a, b; c; x) =
dx k (c)k
2 F 1 (a + k, b + k; c + k; x), k = 1, 2, 3, . . .
(c)
(HY 3) : 2 F 1 (a, b; c; x) =
(b)(c b)
Z 1
t b1 (1 t) cb1 (1 xt)a dt, c>b>0
0
(c)(c a b)
(HY 4) : 2 F 1 (a, b; c; 1) =
(c a)(c b)
a
x
(HY 5) : 2 F 1 (a, b; c; x) = (1 + x) 2 F 1 a, c b; c;
1+ x
(1 + x)a 1
(HY 6) : 2 F 1 (1 a, 1; 2; x) =
ax
1 3 1 1+ x
(HY 7) : 2F1 , 1; ; x2 = ln
2 2 2x 1 x
1 3 1
(HY 8) : 2 F 1 , 1; ; x2 = tan1 x
2 2 x
1 1 3 1
(HY 9) : 2 F 1 , ; ; x2 = sin1 x
2 2 2 x
1 x
(HY 10) : 2 F 1 n, n + 1; 1; = P n (x), n = 0, 1, 2, . . .
2
1 1 x
(HY 11) : 2 F 1 n, n; ; = T n (x), n = 0, 1, 2, . . .
2 2
3 1 x 1
(HY 12) : 2 F 1 n, n + 2; ; = Un (x), n = 0, 1, 2, . . .
2 2 n+1
n 2
X n 2n
= .
k=0
k n
Solution:
(1)k (1)k
n
= ( n)k = ( n)k ,
k k! (1)k
which leads to
n 2 n ( n) ( n) 1 k
X n X k k
= = F ( n, n; 1; 1).
k=0
k k=0 (1) k k! 2 1
(1)(2n + 1) (2n)!
2 F 1 ( n, n; 1; 1) = = .
(n + 1)(n + 1) n!n!
(2n)!
2n
= ,
n!n! n
n 2
X n 2n
= .
k=0
k n
(1 c)
U(a; c; x) = F (a; c; x)
(1 + a c) 1 1
(c 1) 1 c
+ x 1 F 1 (1 + a c; 2 c; x).
(a)
x y00 + (c x)y0 a y = 0.
and
1 k 1/4 m2
y00 + + + y = 0.
4 x x2
Field Guide to Special Functions
Hypergeometric-Type Functions 91
dk (a)k
(CH1) : F (a; c; x) = F (a + k; c + k; x),
dx k 1 1 (c)k 1 1
k = 1, 2, 3, . . .
(c)
Z 1
(CH2) : F
1 1 (a; c; x) = e xt ta1 (1 t) ca1 dt,
(a)(c a) 0
c>a>0
(CH3) : 1 F 1 (a; c; x) = e x 1 F 1 (c a; c; x)
ax
1 c , | x| << 1
(CH4) : 1 F 1 (a; c; x) (c)
xa , x >> 1
(c a)
d
(CH5) : U(a; c; x) = aU(a + 1; c + 1; x)
dx Z
1
(CH6) : U(a; c; x) = e xt ta1 (1 + t) ca1 dt,
(a) 0
a > 0, x > 0
(CH7) : U(a; c; x) = x1 c U(1 + a c; 2 c; x)
(1 c) + (c 1) x1 c ,
| x| << 1
(CH8) : U(a; c; x) (1 + a c) (a)
a
x , x >> 1
(CH9) : Ei(x) = e xU(1; 1; x)
p 1
p x
(CH10) : K p (x) = (2x) e U p + ; 2p + 1; 2x
2
Show that
1 1 1
2
erfc(x) = p e x U ; ; x2 .
2 2
Solution:
p
By introducing the substitution t = x 1 + s into the definition of
the complementary error function, one finds that
2
Z 2
erfc(x) = p e t dt
x
Z
1 x2 2
= p xe e x s (1 + s)1/2 ds.
0
1
Z
U(a; c; x) = e xt ta1 (1 + t) ca1 dt, a > 0, x > 0,
(a) 0
1 3
2
erfc(x) = p xe x U 1; ; x2 .
2
1 x2 1 1 2
erfc(x) = p e U ; ; x .
2 2
(a ) (a ) x n
X 1 n p n
p F q (a 1 , . . . , a p ; c 1 , . . . , c q ; x) = ,
n=0 (c 1 ) n (c q ) n n!
0 F 0 (; ; x) = ex
a
1 F 0 (a; ; x) = (1 x)
2
1 x
0F1 ; ; = cos x
2 4
x2
F
0 1 ; 1; = J0 (x)
4
3 x2 sin x
F
0 1 ; ; =
2 4 x
1 x2 x 1/2a 1
0 F 1 ; a + ; = a+ Ja1/2 (x), x>0
2 4 2 2
1 F 1 (a; a; x) = 0 F 0 (; ; x) = ex
1 2 n n!
1 F 1 n; ; x = (1) H2n (x), n = 0, 1, 2, . . .
2 (2n)!
3 2 n! 1
n
1 F 1 n; ; x = (1) H2n+1 (x), n = 0, 1, 2, . . .
2 (2n + 1)! 2x
n!
1 F 1 ( n; a + 1; x) = L(a) (x)
(a + 1)n n
p
1 3
2
F
1 1 ; ; x = erf(x)
2 2 2x
1
1F1 ; 1; x = e x I 0 (x/2)
2
1
F
1 1 ; 2; x = e x [I 0 (x/2) + I 1 (x/2)]
2
1 x
1 F 1 (1; 2; x) = (1 e )
x
1 x
1 F 1 (2; 3; x) = 2 (1 e xe x )
x
Meijer G Function
m m 0
j =1
(c j c k )nj=1 (1 + c k a j )
xck
X
= q p
k=1 j=m+1 (1 + c k c j ) j=n+1 (a j c k )
p F q1
[1 + c k a 1 , . . . , 1 + c k a p ; 1 + c k c 1 , . . . , , . . . ,
1 + c k c q ; (1) pmn x],
G 10
01 (x|a) = x e
a x
xa (1 x)b
a + b + 1
G 10
11 x = , 0<x<1
a (b + 1)
1 a
G 11
11 x
0 = (a)(1 + x)a , 1 < x < 1
2
x 1 1
G 10
02 , 0 = p sin x, x 0
4 2
2
x 1 1
G 10
02 0, = p cos x
4 2
p
G 10
02 (x|a, b) = x
(a+ b)/2
Jab (2 x)
2
x p p
G 10
02 , = J p (x), x 0
4 2 2
1, 1
G 10
22 x 1, 0 = ln(1 + x), 1 < x < 1
(a)
1a
G 11
12 x 0, 1 c = (c) 1 F 1 (a; c; x)
p x/2 x
1/2
G 11
12 x p, p = e
Ip , x0
2
(1 a + b) b
a
G 11
12 x b, c = (1 c + b) x1 F1 (1 a + b; 1 c + b; x)
(a)(b)
1 a, 1 b
G 12
22 x = F (a, b; c; x), 1 < x < 1
0, 1 c (c) 2 1
p
G 20
02 (x| p, 0) = 2x
p/2
Kp 2 x
1 x
1/2
G 20
12 2x p, p = p e K p (x)
MacRobert E Function
p 0 m (a a )
k=1 k n
(a n )xa n
X
E(a 1 , . . . , a p ; c 1 , . . . , c q ; x) = q
n=1 j=1 (c j a n )
q+1 F p1
[a n , 1 + a n c 1 , . . . , 1 + a n c q ; a n a 1 , . . . , , . . . ,
1 + a n a p ; (1) p+ q x],
where | x| < 1 if p = q + 1.
Meijer G Example
(c)
1 F 1 (a; c; x) x a , x .
(c a)
Solution:
(a)
1a
G 11
12 x 0, 1 c = (c) 1 F 1 (a; c; x);
m,n 1 a p
n,m 1 cq
G p,q = G q,p x 1 a p ,
x cq
the result is
(c) 11 1 a (c) 11 1 1, c
1 F 1 (a; c; x) = G 12 x = G 21 .
(a) 0, 1 c (a) x a
(c)
1 F 1 (a; c; x) x a , x .
(c a)
Bibliography
Index
Index