Special Functions Muzammil Tanveer PDF

Special Functions
Muzammil Tanveer
mtanveer8689@gmail.com
0316-7017457
Dedicated
To
My Honorable Teacher
Dr. Muhey-U-Din
&
My Parents
1
Collected by: Muhammad Saleem Composed by: Muzammil Tanveer
Lecture # 01
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 n1dx , n  0
0
Example: For n = 1
 
1   e . x dx   e  x . x 0 dx
x 11
0 0

1   e  x dx
0

e x 
1    e x 
1 0 0
1    e   e 0 
1    0  1
11
 
For n = 2 2   e . x dx   e  x . x dx
x 21
0 0
Integrating by parts
 
e x e x
2x  1 dx
1 0 0
 1
2

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
Some properties of Gamma function:

(i) n  1  n n  n! , n0

n  zx
(ii) nz e . x n1dx ; n, z  0
0
1 n1
 1
(iii) n    log  dy
0 y
 1
 yn
(iv) n  e dy
0
1
(v)  
2
Proof: (i) By definition of Gamma function

n   e  x . x n1dx
0
Replace n by n+1
 
x n11
n 1  e . x dx   e  x . x n dx
0 0
3
Integrating by parts
 
e x
n e x
n 1  x  . n. x n1dx
1 0 0 1

n x 
n 1   x e   n  e x . x n1dx
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 n2 
 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
Now n 1 n n n 1  n n 11
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!
4
Proof: (ii) By the definition of Gamma function

n   e x . x n1dx ; n0 _____  i 
0
Let x = zy
dx = z . dy
y  0 as x  0 , y  ∞ as x  ∞

n1
Eq (i)  n   e z y .  zy  zdy
0

n   e  z y . z n1.y n1 zdy
0

n z y
nz e . y n1 dy
0
Replace ‘y’ by ‘x’


n z x
nz e . x n1dx
0
Proof: (iii) By the definition of Gamma function


n   e  x . x n1dx ; n0
0
1
Let x  log
y
1
 ex 
y
1
y x
 e x
e
dy  e x dx
5
dy  e x dx
y  1 as x  0
y  0 as x  
0 n1
 1
n    log   dy 
1
y
1 n1
 1
n    log  dy
0
y
Proof: (iv) By the definition of Gamma function

n   e  x . x n1dx ; n0
0
1
n
Let x  y
 xn  y
nx n1dx  dy
dy
x n1dx 
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
6

2
Question: Evaluate  e  x dx
0

2
x
Solution:  e dx ____  i 
0
By the definition of Gamma function


n   e  x . x n1dx ; n0
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 n1dx
0
2 2 0

2  1
x
 e dx    
0
2 2
7
 5
4 x 2
Question: Evaluate  e x dx
0
 5
4 x
Solution: e 2
x dx ____  i 
0


n   e  x . x n1dx ; n0
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 7/21dy
0 128 0
 5
4 x 2
1 7 1 5
e
0
x dx  
128 2 128 2
1
8
 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 .e3 x dx ____  i 
0


n   e  x . x n1dx ; n0
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  
9
 
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 31 2
 x .e dx  e y dy  .3
0
27 0 27

2
 x .e 3 x dx  . 2 1
0
27

2
 x .e3 x dx  .2 2
0
27

4
 x .e3 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
n1
  m, n    x m1.1  x  dx
0
Some properties of Beta function:

(i)   m, n     n, m  (symmetric property)
 
x n1 x m1
(ii)   m, n    m n
dx   n m
dx
0 1  x  0 1  x 

2
2 m 1 2 n 1
(iii)   m, n   2   sin    cos  d
0
10
a a
Important calculus property   f  x  dx   f  a  x  dx
0 0
Proof: (i) L.H .S    m, n 

1
n 1
  x m1.1  x  dx
0
1 a a
m1 n 1
  1  x  .1  1  x   dx   f  x  dx   f  a  x  dx
0 0 0
1
m1 n1
  1  x  .1  1  x  dx
0
1
m1
  x n1 1  x  dx
0
  m, n     n, m 
Proof: (ii) By the definition of Beta function
1
n 1
  m, n    x m1.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 m1 n 1
 1   1  1
  m, n      .1   . 2
dy

1 y   1 y  1  y 
11
 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 n1 1
  m, n    m 1
. n 1
. 2
dy
0 1  y  1  y  1  y 

y n1
  m, n    m 1 n 1 2
dy
0 1  y 

y n1
  m, n    mn
dy
0 1  y 
Replace y by x

x n1
  m, n    mn
dx
0 1  x 

x m1
   m, n     n, m    nm
dx
0 1  x 
 
x n1 x m1
   m, n    mn
dx   nm
dx
0 1  x  0 1  x 
Proof: (iii) By definition of Beta function
1
n 1
  m, n    x m1.1  x  dx ___  i 
0
Let x  sin 2   dx  2sin  cos d

  0 as x  0

 as x  1
2
12
Put these values in (i)

2
m1 n1
  m, n     sin 2   .1  sin 2   2sin  cos d
0

2
2 m 2 n 1
  m, n     sin   . co s 2   2sin  cos d
0

2
2 m 21 2 n 21
  m, n   2   sin   . co s  d
0

2
2 m1 2 n1
  m, n   2   sin   . co s  d
0
Relation between Beta and Gamma Function:

mn
  m, n   ; m, n  0
mn
As we know that
mn
  m, n   ; m, n  0 ____  i 
mn

2
2 m1 2 n 1
Also   m, n   2   sin   . co s  d ____  ii 
0
From (i) and (ii)


2
mn 2 m 1 2 n1
 2   sin   . co s  d
mn 0
Put in m = 1/2 and n = 1/2 in above, we get
13
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  11 . co s 11 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
14
mn
  m, n  1    m  1, n      m, n   L.H .S
mn
  m  1, n    m, n  1   m, n 
Theorem: Prove that  
m n mn
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 mn
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 mn
15
Lecture # 02
Relation between Beta & Gamma function:
mn
Theorem: Prove that   m, n   ; m, n  0
mn
Proof: By the definition of Gamma function

n   e  x . x n1dx ; n0
0

n  zx
Also nz e . x n1dx ; n, z  0 ___  i 
0

n
n
  e zx . x n1dx ; n, z  0 ___  ii 
z 0
z
Multiplying (i) by e and z m1 then integrate with respect to z from 0  ∞
 
z m 1 z m 1
 n   zx n1 
n e . z dz   e . z  z  e . x dx  dz
0 0  0 

 z 1 x 
n. m   e . z m n1 . x n1dxdz
0 0
By changing the order of the integration


n 1
   z1 x  mn1 
n. m   x  e .z dz  dx
0 0 

mn
n. m   x n1 mn
dx  from  ii 
0 1  x 

x n1
n. m  m  n  mn
dx
0 1  x 
16

n. m x n1
 mn
dx
m  n 0 1  x 
mn
Since by the property of Beta function    m, n  proved
mn
Duplication formula:
1 
Prove that m m  2 m1 . 2m ; m  0
2 2
Proof: By the relation between Beta and Gamma function
mn
  m, n   _____  i 
mn
Also, by the property of Beta function.

2
2 m 1 2 n1
  m, n   2  sin   . co s  d ____  ii 
0
Compare (i) and (ii)


2
2 m 1 2 n1 mn
2   sin   . co s  d  _____  iii 
0 mn
Put n = 1/2  2n1= 0 in (iii)
 1
2 m
2 m1 0
2   sin   . co s  d  2
0 1
m
2

2
2 m1 m  1
2   sin   d  _____  iv    
0 1 2
m
2
17

2
2 m1 2 m1 mm
Put n = m in (iii)  2   sin  
0
. co s  d 
mm
 2
2
2   sin  co s 
2 m 1
d 
 
m
0 2m
 2
2 
2
 sin 2 
2 m1
d 
  m

0
2  2m
 2
2 2
2 m1  
m
2 m1  
sin 2  d 
2 0 2m
Put 2 = t  2d = dt
t  0 as   0

t   as  
2
2
2

2 m1 dt   m
2 m 1  
Now sint  
2 0
2 2m
2
1

 sin  
2 m1
d 
  m b
  f  t  dt   f   d
b
22 m1 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
18
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
19
   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.
20
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 
Also y  p  x  y  Q  x  y  0 ___  iii 
      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  m1
m 0

y   Cm  k  m  1 k  m  x k m2
m 0
Put all of these value in (ii)

(ii) 
 
 x  x  C  k  m 1 k  m x
2
m
km2
     1 x Cm  k  m xkm1
m0 m0

  Cm x k  m  0
m 0
21
  
Cm  k  m 1 k  m xkm1  Cm  k  m 1 k  m xkm   Cm  k  m xkm1

m0 m0 m0
 
     1  Cm  k  m  x k m    Cm x k m  0
m 0 m 0
 
C  k m1  k m x
m
km1
 Cm k  m1 k  m    1 k  m  xkm  0
m0 m0
____(v)
2
Now  k  m k  m1    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 m1
Cm   k  m    k  m    xkm  0 __  vi 
m0 m0
Now we equate to zero the coefficient of the smallest power of x, namely xkto
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+m1 (for the recurrence relation)
22
Cm  k  m  k  m  1     Cm1  k  m  1    k  m  1     0
Cm  k  m  k  m  1     Cm1  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
23
y  C0 x 0  C1 x1  C2 x 2  .......
   1    1 C0 2   1  2    1   2 C0 3

y  C0  C0 x  . x  . x ...
   1 2!   1  2 3!
    1    1 x2   1  2    1   2 x3 

y  C0 1 x  .  . ...
     1  2!    1   2 3! 
If we put C0 = 1, the series obtained is called Hypergeometric series and is
denoted by F  ,  ,  ; x 
Case-II: For k = 1
Eq (vii)  Cm 
1    m  1   1    m  1    C
m1
1    m 1    m  1   
Let     1   ,      1  
Cm 
   m  1    m  1 C
1  1    m  1 m m1
Let    2  
Cm 
   m  1    m  1 C
m1
   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!
24
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 coefficients in (iv)
 
(iv).  y C m x k m
  Cm x1  m k  1 
m 0 m 0
y  C0 x1  C1 x1 1  C2 x1 2  .......
y  x1 C0  C1 x  C2 x 2  .......
    1   1 C0 2  1 2.  1  2 C0 3 

 x1 C0  C0 x  . x . x ...
     
  1 2!    
  1    2 3! 
    1   1 x2  1 2 .  1  2 x3 
1
C0x 1 x .  . ...
       1 2!     1    2 3! 
If we put C0 = 1 the series obtained is called Hypergeometric series and is
denoted by F  ,  ,   ; x  . Hence the Hypergeometric equation is
y  AF  ,  ,  ; x   BF  ,  ,   ; x 
25
Lecture # 04
Symmetric Property of Hypergeometric Function:
Theorem: Prove that F  ,  ,  ; x   F   , ,  ; x 
Proof: As we know that


  n    n x n
F  ,  ,  ; x    .
n 0  n n !


   n   n x n
F  ,  ,  ; x    .
n 0    n
n!
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
. .
. .
. .
dn  1 2... n1   1  2...  n1

F , , ; x  F n, n, n; x
dxn   1 2.... n1
  n    n
 F   n,   n,  n; x
  n
26

  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   1 .   1 2x  1  2 .   1   2 3x2

F, , ; x  0  .  . ...
dx     1 2    1   2 3.2.1
d    1  1  1  2  1   2 x2 

F, ,; x  1 .x  . ... ___ i
dx    1  1  2 2.1 
d 
F, , ; x  F 1,  1, 1; x
dx 
(ii) Again Diff. eq (i) w.r.t ‘x’
d2    1  1  1  2  1   2 2x 

F   ,  ,  ; x     .  ...
dx2     1  1  2 2.1 
d2   1    1    2   2 

F   ,  ,  ; x   1  .x  ...
dx2    1     2 
d2   1    1
2
F  ,  ,  ; x   F   2,   2,  2; x
dx    1
Similarly, in the same way we get the following results
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

27
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   
   n0  n n!
mn
   m, n  
mn
 
xn
F  ,  ,  ; x     n B    n ,    .  B for 
   n 0 n!
   1  n1    1  xn
F  ,  ,  ; x     n   t 1  t  dt .
   n 0 0  n!
1
n1
   m, n    t m1 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 !
28
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
 n1
F ,  , ;1    ,       m,n   t m1 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  
29
 .      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)
1.1 x 11  1 .11  1 x2

F 1,1,1; x   1   .  ...
1 1! 11  1 2!
F 1,1,1; x   1  x  x2  x3  ... _____  ii 

Put  =1 , β = b ,  = b in (i)
1.b x 11  1 .b  b  1 x2
F 1,b,b; x   1   .  ...
b 1! b  b  1 2!
30
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 .11  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 


  n    n x n
F  ,  ,  ; x    .
n 0   n n !
 . x    1 .    1 x2
F  ,  ,  ; x   1   .  ...
 1!     1 2!
Put  = n , β = 1 ,  = 1 , x = x in (i)
2
F   n,1,1;  x   1 
 n .1   x    n    n   1.11  1 .   x   ...
1 1! 11  1 2!
n  n  1
F   n,1,1;  x   1  nx  x2  ...... ____  i 
2!
31
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
  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 11  1 .11  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
32
1
 1 1 3 2  sin x
Question: Show that F  , , ; x  
2 2 2  x

  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
33
1 3 2 tan 1 x
Question: Show that F  ,1, ;  x  
2 2  x

  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.11  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
34
 1 3  1  1 x 
Question: Show that F  ,1, ; x2   ln  
 2 2  2x  1  x 

  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   1.11  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
' x2 '' x3 ' ' '

f  x   f  0   xf  0  f  0   f  0   ... ___  ii 
2! 3!
 1 x 
f  x   ln    ln 1  x   ln 1  x 
 1  x 
1 1 1 1
f  x    1  x   1  x 
1 x 1 x
2 2
f   x    1  x   1  x 
35
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

  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
36
2
x
 x 1.n x 11  1 .n  n  1  n 
F 1,n,1;   1  .  .  ...
 n 1 n 11  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
37
  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  11 
F  ,  ,     1; 1 
2  .1  
 u 
0
1  u  du
    1 1  22 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
n1
   m, n    t m1 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    mn
1
2
38
 
  1
F  ,  ,     1; 1  . 2 2
 
1
2
 Multiplying and divideby 

1
  1 2
F  ,  ,     1; 1  .
 1 
1
2
Hence proved.
39
Lecture # 05
Pochhammer symbol:
The Pochhammer symbol is defined as
 n     1  2 .....  n  1 ; n  1, 2,3....
Deductions:
Put  = 1
1n  1.2.3.......n  n!
Put n = n+1    n1     1  2  .....  n 
 n1     1  2  .....  n  1  1

 n1     1  2 .....  1   n  1  
 n1     1n ___  i 
  n  n     1  2  .....  n  1  n 

  n  n   n1 ___  ii 
Compare (2) and (3)     1 n    n  n
Question: Show that

    F  ,  , ; x    F   1,  , ; x    F  ,   1, ; x 
Solution: Taking R.H.S   F   1,  ,  ; x    F  ,   1,  ; x 
By the definition of Hypergeometric function

 1n   n xn   n   1n xn
 F  1,  , ; x   F ,  1, ; x    .   .
n 0   n n! n 0   n n!
  1n   n xn   n    1n xn
F  1, , ; x   F ,  1, ; x   .  .
n0   n n! n0   n n!
  1n    n n
40
  n n   n xn   n    n  n xn

F  1, , ; x   F ,  1, ; x   .  .
n0   n n! n0   n n!
 n   n xn
F  1, , ; x   F ,  1, ; x   .   n    n
n0  n n!
 F   1,  ,  ; x    F  ,   1,  ; x       F  ,  ,  ; x 
Confluent Hypergeometric Differential Equation:
The 2nd order homogeneous linear differential equation
xy     x  y   y  0 where  &  arecons tan ts

is called the Confluent Hypergeometric differential equation. The solution of
this equation is called Confluent Hypergeometric function.
Solution of Confluent Hypergeometric function:
We shall solve the Confluent Hypergeometric differential equation
xy     x  y   y  0 _____  i  by Frobenius method.


Let y   ak x k  ____  2  ; a0  0
k 0

y   ak  k    x k  1 ____  3
k 0

y   ak  k    k    1 x k  2 ____  4 
k 0
Put the values of (2) , (3) & (4) in (1)

  
k   2 k   1
x  ak  k    k    1 x     x   ak  k    x    ak x k   0
k 0 k 0 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
41
 
 k    k   1    k    a x
k 0
k
k  1
  k       ak xk   0
k 0
Shifting index ‘k’ by ‘k1’ 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
The coefficient of the lowest degree x 1 is obtained by k = 0 in Eq (5)
   1    a 0 00
   1    a 0 0 ____  Indicial equation
   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
42
 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!
. .
. .
. .
   1  2  3 ...  n  1 a0

an  .
    1   2  3 ...  n  1 n!

y   ak x k 0
k 0
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
n0    n
n!
43
If we put a0 = 0 the above series is called Confluent Hypergeometric function.
Case-II
For β = 1equation (6) becomes ak 

 k   1   . ak 1
 k    k   1    k   
k  1    1   
ak  .a
 k  1    k  1   1    k  1    k1
ak 
k    .a
 k  1    k       k  1    k1
ak 
 k      .a
 k  1    k  k1
For k = 1 a1 
1      .a
0
2 
2   2     1     a0
For k = 2 a2  . a1  . .
2 3    3 2   2!
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 1r
k 0
y  a0 x1r  a1x2r  a2 x3r  .....  x1r a0  a1x  a2 x2  a3 x3  ...
Put the above values
 1  1  2  . a0 x2  1  2  3  . a0 x3 ...
y  x1r a0  .a0x  
 2  2  3  2!  2  3  4  3! 
44
1r
 1   1    2     x2 1   2     3     x3 
y  x a0 1 x .  .  ...
 2    2    3    2!  2    3    4    3! 
1r

1  n xn
yx a0  .
n0  2   n n!
y  B. x1 F 1     , 2   ; x  ____  viii 

If we put a0 = 0 the above series is called Confluent Hypergeometric function
from (vii) and (viii) y  AF  ,  ; x   B. x1 F 1     , 2   ; x  is the
general solution of Confluent Hypergeometric differential equation.
Differentiation of Confluent Hypergeometric function:
Theorem: Prove that
d 
(i) F  ,  ; x   F   1,   1; x 
dx 
d2    1
(ii) F   ,  ; x   F   2,   2; x 
dx 2     1
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 
45
d 
F,; x  F 1, 1; x
dx 
(ii) Again Diff. eq (i) w.r.t ‘x’
d2   1  1  2 2x 

F   ,  ; x  
  .  ...
dx2     1   1   2 2.1 
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   t1 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! 
46
    n xn
F  ,  ; x    .
 n 0   n n!
 
  n .   xn
F , ; x   . Multiplyingand divideby  
  .  n0  n n!
 
xn mn
F  ,  ; x    B    n,    .    m, n  
   .  n 0 n! mn
 1  xn
   n1   1
F  ,  ; x     t 1  t  dt . n!
   .  n 0  0 
1
n1
   m, n    t m1 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!
Replace ‘x’ by ‘xt’

n
 e  xt

 xt 
n 0 n!
1
  1   1 xt
F  ,  ; x   t 1  t  e dt
   .  0
47
Kummer’s Relation:
x
Theorem: Prove that F , ; x  e F   , ; x
Proof: By the integral representation of Confluent Hypergeometric function

1
  1   1 xt
F  ,  ; x    t 1  t  e dt
  .  0
Replace  by  & x by x
1
    1  xt
F    , ;  x    t   1 1  t  e dt
    .   0
1
   1  1  xt
F    ,  ;  x    t 1  t  e dt
 .   0
Let u = 1t  t = 1u & du = dt
u  1 as t  0 & u  0 as t  1
0
   1  1  x1u 
F    , ;  x    1  u  u  e  du 
 .   1
1
   1  1
F    ,  ;  x    1  u  u  e x e xu du
 .   0
F  , ; x  ex F , ; x
48
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
Question: Prove that e x  1  xF 1,2; x 
Solution: R.H.S = xF 1, 2; x 


  n x n
F  ,  ; x    .
n 0    n
n!
1n x n

xF 1, 2; x   x  .
n 0  2 n n !

n! x n  n
xF 1,2; x   x .    n  , 1n  n! ,  2 n   n  1!
n 0  n  1 ! n! 
49

x n1
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!
50
R.H.S = F   1, ; x 


  n x n
F  ,  ; x    .
n 0   n n !
  1n 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.
51

Let y   ak x mk ____  ii  ; a0  0
k 0
Here a1  a2  ....  a k  0


y   ak  m  k  x mk 1
k 0

y   ak  m  k  m  k  1 x mk 2
k 0
Put all these values in (i)

  
m k  2 m k 1
 a  m  k  m  k  1 x
k  2 x ak  m  k  x  2n ak x mk  0
k 0 k 0 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 mk  0 ___  iii 
k 0 k 0
m2
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.
m1
Now equating the coefficient of next lowest degree term x to zero in (iii) we
m1
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
 a1 may or may not be zero when m = 0 and a1 = 0 when m = 1.

52
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 mk 2  0
k 0 k 2
 
m k 2
  ak  m  k  m  k  1 x  2 ak 2  m  k  2  n  x mk 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!
53
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  .....
y  a0  a2 x 2  a4 x 4  .....  a1 x  a3 x3  a5 x5  .....
  2 n 2  22  n2 4    2 n1 3  22  n1 n3 5 

y a0  a0x  a0x ....ax 1  ax
1  ax
1 ..... 
 2! 4!   3! 5! 
  2 n 2  22  n2 4    2 n1 3  22  n1 n3 5 
y a0 1 x x ....a1 x x x .....__ vi
 2! 4!   3! 5! 
54
Case-II: When m = 1
21  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
31  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!
55
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  .....
y  a0  a2 x 2  a4 x 4  .....  a1 x  a3 x3  a5 x5  .....

2
  2 n  1 3  2  n  1 n  3 5 
y  a0 x  a0 x  a0 x  ....
 3! 5! 
 2 2  2  n  2  4 2  2  2  n  2  n  4  6 
 a1 x  a1 x  a1 x  .....
 4! 6! 
  2 n  1 3  22  n  1 n  3 5 

y  a0  x  x  x  ....
 3! 5! 
 2 2  2  n  2  4 2  2 2  n  2  n  4  6 
 a1  x  x  x  .....
 4! 6! 
56
Lecture # 07
Generating function of Hermite polynomials:
2 2  tx2
Consider ex . n
.e  Hn  x   Hn1  x  .t  Hn2  x  .t 2  .... ___  i 
t
2
 t  x 
Now differentiating e w.r.t ‘t’
  t x2
 
2
1
 e   2  t  x  .1  0
 t x
.e
t
 t x2 2
 2  t  x  e  
 t x
.e
t
Taking limit t  0 on both side
 t x2
 
2
 Lim 2  t  x  e  
 tx
Lim .e
t 0 t t 0
 t x2 2
Lim .e  2xe x ___  ii 
t 0 t
2
 t  x 
Again differentiating e w.r.t ‘x’
 tx 2 2
.e  et x 2 t  x  .1  0
x
 t x 2 2
.e  2  t  x  e tx
t
Taking limit t  0 on both side
  t x2
 
2
Lim .e  Lim 2  t  x  e t x
t 0 x t 0
  tx2 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
57
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 n1  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
Put (iv) in (v)
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
58
 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.
59
Similarly,
H 4  x   16 x 4  48 x 2  12
H 5  x   32 x 5  160 x3  120 x
H 6  x   64 x 6  480 x 4  720 x 2  120
H 7  x   128 x 7  1344 x 5  3360 x3  1680 x

. .
. .
. .
Question: Convert Hermite Polynomial into ordinary polynomial.
2 H 4  x   3 H 3  x   H 2  x   5 H1  x   6 H 0  x 
Solution: Given that

2 H 4  x   3 H 3  x   H 2  x   5 H1  x   6 H 0  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
60
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
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
61

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 

62
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!
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 2txt  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!
63
Recurrence Formula for Hn(x) of Hermite Equation:
Four recurrence relations
(i) 2n.H n1  x   H n  x 

(ii) 2 xH n  x   2nH n1  x   H n1  x 
(iii) H n  x   2 xH n  x   H n1  x 
(iv) H n  x   2 xH n  x   2nH n  x   0
Proof: (i) As we know that
2 tx t 2

Hn  xtn
e  ____  i 
n0 n!
Diff. (i) w.r.t ‘x’
2 tx t 2

H n  x  t n
e .2t   ____  ii 
n0 n!

Hn  xtn 
H n  x  t n
2t.   from  i 
n 0 n! n0 n!

H n  x  t n1 
H n  x  t n
 2 
n0 n! n0 n!
Replace ‘n’ by ‘n−1’ on the left-hand side of above expression.

H n1  x  t n 
H n  x  t n
2 
n 1  n  1! n0 n!

H n1  x  n t n 
H n  x  t n
2 
n 1 n  n  1! n0 n!

H n1  x  .2n t n 
H n  x  t n

n0 n!

n0 n!
Comparing the coefficients of tn on both side
64
H n1  x  .2n H n  x 

n! n!
 2n.H n1  x   H n  x 
Proof: (ii) Diff. equation (i) w.r.t ‘t’
2 tx t 2

H n  x  nt n1
e  2 x  2t   
n0 n!
2 tx t 2

H n  x  nt n1
2  x  t  .e 
n 0 n!

Hn  xtn 
H n  x  nt n1
2  x  t  .   from  i 
n0 n! n0 n!

Hn  xt n 
H n  x  t n1 
H n  x  t n1
 2 x  2 
n0 n! n0 n! n0  n  1!
Equating the coefficients of tn on both sides
2 xH n  x  2 H n1  x  H n1  x 
 
n!  n  1! n!
2 xH n  x  2nH n1  x  H n1  x 
 
n! n  n  1! n!
2 xH n  x  2nH n1  x  H n1  x 
 
n! n! n!
 2 xH n  x   2nH n1  x   H n1  x 
 2 xH n  x   2nH n1  x   H n1  x  proved
Proof: (iii) First recurrence relation implies that
2nH n1  x   H n  x  ___  i 

Second recurrence relation implies that
65
2 xH n  x   2nH n1  x   H n1  x 
2nH n1  x   2 xH n  x   H n1  x  ____  ii 

Compare (i) and (ii)
H n  x   2 xH n  x   H n1  x  proved
Proof: (iv) Diff. third recurrence relation w.r.t. ‘x’

H n  x   2  H n  x   xH n  x    H n1  x 
H n  x   2 H n  x   2 xH n  x   H n1  x  ___ *

From first recurrence relation
2n.H n1  x   H n  x 
Replace n by n+1
2  n  1 .H n  x   H n1  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 nm  x  ; m  n
 
H n  x   2n.H n1  x  ____  i 
d

dx
H n  x   2n.H n1  x 
Diff. w.r.t ‘x’
66
d2 From (i)
dx 2
H n  x   2n.H n1  x 
H n  x   2n.H n1  x 
d2 Replace ‘n’ by ‘n−1’
 2  H n  x   2n.2  n  1 H n2  x 
dx H n1  x   2  n  1 .H n2  x 
d2
 2 H n  x   22 n  n  1 H n2  x  Replace ‘n’ by ‘n−2’
dx
H n2  x   2  n  2  .H n3  x 
Again Diff. w.r.t ‘x’
d3
 3  H n  x   22 n  n  1 H n2  x 
dx
d3
 3  H n  x   22 n  n  1 .2  n  2  H n3  x 
dx
d3
3  n  
H x  23 n  n  1 n  2  H n3  x 
dx
. .
. .
. .
dm
m  n  
H x  2m n  n  1 n  2  ... n   m  1  H nm  x 
dx
dm 2m.n!
dx m
H n  x   n  m !.H nm  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   y0
dx 2 x dx x
67

Let y   ak x mk ____  i  ; a0  0
k 0
Here a1  a2  ....  a n  0


y   ak  m  k  x mk 1
k 0

y   ak  m  k  m  k  1 x mk 2
k 0
Put all these values in (*)

  
m k 2 m  k 1
x  ak  m  k  m  k  1 x  1  x   ak  m  k  x  n  ak x m  k  0
k 0 k 0 k 0
   
mk1 mk1 mk
a  m  k  m  k 1 x
k  ak  m  k  x  ak  m  k  x  nak xmk  0
k 0 k 0 k 0 k0
 
m k 1
 a  m  k  m  k  1  1 x
k   ak  m  k  n  x mk  0
k 0 k 0
 
2 m  k 1
a m  k  k x   ak  m  k  n  x mk  0 ___  ii 
k 0 k 0
m1
Equating to zero the coefficients to lowest degree term x
a0 .m2  0
a 0  0 , m2  0
m0
Again, equating to zero the coefficient of x mk
2
ak 1  m  k  1  ak  m  k  n   0
 ak 1 
 m  k  n .a
2 k
 m  k  1
68
For m = 0
ak 1 
 k  n .a
2 k
 k  1
0n
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
69

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 1t
n 0 n!
Proof: Here we have
Ln  x  n 1xtt

1  t   .t  e
n 0 n !

Ln  x  1 n
 xt

n 0 n!
.t 
1  t 
.e 1t
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
70
k

Ln  x  n

 1 xkt k  k 1
 .t   .1  t 
n 0 n! k0 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  
n0 n! k0 k!  2! l! 
k

Ln  x  n

 1 xk t k 
 k  1l l k 1 l
 .t   . .t where  k  1l 
n 0 n! k0 k! l0  
l ! k 1
k

Ln  x   
 1  k  1l .xk .t k l
 .t n  
n 0 n! k 0 l0 k!.l !
Equating the coefficient of tn on both sides, we get on putting l = n – k ,
k
Ln  x  
 1  k  1nk k
 .x ______  i 
n! k 0 k!.  n  k  !
k 1 n  k n  1 n!
Here  k  1n 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 
 nk k
 2
.x
n! k  0  k !

 nk k
Ln  x   n! 2
.x
k  0  k !
71
  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 .
72
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
Here a1  a2  ....  a n  0


y   ak  m  k  x mk 1
k 0

y   ak  m  k  m  k  1 x mk 2
k 0

  
x 2
 a  m  k  m  k 1 x
k
mk 2
 x ak  m  k  x mk 1
x n
2 2
 a x k
m k
0
k 0 k 0 k 0
   
mk mk mk 2 2 mk
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 mk
 ak xmk 2  0
k 0
2
 mk mk 1  mk n2  mk mk 1 n2  mk mk n2   mk n2
 
a  m  k  
2 2 mk
k n x  ak xmk 2  0 ___  ii 
k 0 k 0
73
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 
Again, equating to zero the coefficient of x mk 2 in expression (ii) to zero, we

get the recurrence relation
  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
Equating the coefficients of x m1 in expression (ii) to zero, we put k = 1 in the

first summation of expression (ii)
 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
74
If k = 3 , a5  0  a3  0
. . .
. . .
. . .
Put all of these coefficients in equation (*)


y   ak x mk
k 0
y  a0 x m  a1 x m1  a2 x m2  a3 x m3  .....
y  a0 x m  a2 x m2  a4 x m3  .....  a1  a3  a5  ...  0

a0 a0
y  a0 x m  x m2  x m4  ...
 m  2
2
 n2  m  4 2
 n2  m  2 2
 n2 
 
 x2 x4
y  a0 x 1  m
  ...
  m  2 2  n 2
  m  4 2
 n2  m  2 2
 n2  

Case-I: If m = n
 
 x2 x4
y  a0 x 1  n
  ...
  n  2 2  n 2
  n  4 2
 n2  n  2 2
 n2  

2
 n  2  n 2  n 2  4n  4  n 2  4  n  1  22  n  1 .1!
2
 n  4  n 2  n 2  8n  16  n 2  8  n  2 
 n  4 2
 n2  n  2  n   8 n  2.2  n  1  32  n  1 n  2
2 2 2
 n  4  n  n  2  n   2 .2! n  1 n  2

2 2 2 2 4
 nx2 x4 
y  a0 x 1  2  4  ... ____  v 
 2  n  1 .1! 2 .2! n  1 n  2  
75
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
r0 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  
76
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 
This is called Bessel’s function of order ‘n’.

If n = 0
r 2 r 0 2r r
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 
Replace ‘x’ by ‘−x’

r 2 r n
Jn x  

 1
 x 
_____  ii 
 
r 0 r! n  r  1 2 
Case-I: If n is even then n+2r is also even. This implies that

2 r n 2 r n
 x   x
   
 2  2
77
r 2 r n

 1
 x
 ii   J n   x     
r 0 r ! n  r  1 2 
Jn  x  Jn  x
 J n  x  is an even function when ‘n’ is even.
Case-II: If n is odd then n+2r is also odd. This implies that

2 r n 2 r n
 x  x
    
 2  2
r 2 r n

 x  1
 ii   J n   x     
r 0 r ! n  r  1  2 
Jn  x   Jn  x
 J n  x  is an even function when ‘n’ is odd.
Jn  x 1
Question: Prove that Lim  ,  n  1
x 0 xn 2n n  1
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  
78
Taking limit as x  0
Jn  x 1  x2 x4 
Lim n  n Lim 1  2  4  ...
x 0 x 2 n  1 x0  2  n  1 .1! 2 .2! n  1 n  2  
Jn  x 1
Lim  1  0  0  ...
x0 xn n
2 n 1
Jn  x 1
Lim 
x0 xn 2n n  1
79
Lecture # 10
Question: Prove that
n
J  n  x    1 J n  x 
Where n is a positive integer.
r 2 r n
Jn  x  

 1
 x
 
r 0 r ! n  r  1  2 
Replace ‘n’ by ‘−n’ in above

r 2 r n
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 
Replace r = n + k in above summation

nk 2 n 2 k n
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 
80
2
J 1  x  .sin x
2 x
2
J 1  x   .cos x
2 x
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)
81
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 
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  23  3  
2
2 2  1  2.2   1 .1! 2.4.2   1  2  
2  2   2  2  
82
 
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! 
21  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 
83
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
84
Recurrence Formula:
(i) x J n  x   n J n  x   x J n1  x 
(ii) x J n  x   n J n  x   x J n1  x 
(iii) 2 J n  x   J n1  x   J n1  x 
(iv) 2 n J n  x   x  J n1  x   J n1  x  
d n
(v)
dx
 x J n  x    x  n J n1  x 
d n
(vi)
dx
 x J n  x   x n J n1  x 
Proof: (i) As we know that

r 2 r n
Jn  x  

 1
 x
 
r 0 r ! n  r  1  2 
Differentiate w.r.t ‘x’

r
J n  x   

 1  2r  n   x 2 r n1. 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  n1 r 2 r  n1
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  n1 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  n1
x J n  x   x 

 1  x
 n Jn  x
 
1 s 1 s ! n  1  s  1  2 
85
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  n1
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 n1  x   n J n  x 
x J n  x   n J n  x   x J n1  x 
Proof: (ii) As we know that
r 2 r n
Jn  x  

x  1
 
r 0 r ! n  r  1  2 
Differentiate w.r.t ‘x’

r
J n  x   

 1  2r  n   x 2 r n1. 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 n1. 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
2x
 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
86
r 2 r  n 1
xJ n  x   x 

 1  x
 n Jn  x
 
r 0 r ! n  r  2 
r 2 r  n1

xJ n  x   x 
 1  x
 n Jn  x
 
r  0 r !  n  1  r  1  2 
xJ n  x   x J n1  x   n J n  x 
 xJ n  x   n J n  x   x J n1  x 
Proof: (iii) From the (i) and (ii) Recurrence formula
x J n  x   n J n  x   x J n1  x  _____  i 
x J n  x   n J n  x   x J n1  x  _____  ii 
Adding (i) and (ii)
2 x J n  x    x J n1  x   x J n1  x 
Divide by ‘x’
2 J n  x    J n1  x   J n1  x 
Proof: (iv) From the (i) and (ii) Recurrence formula

x J n  x   n J n  x   x J n1  x  _____  i 
x J n  x   n J n  x   x J n1  x  _____  ii 
Subtract (ii) from (i)
x J n  x   n J n  x   x J n1  x 
 x J n  x    n J n  x   x J n1  x 
0  2n J n  x   x  J n1  x   J n1  x  
2n J n  x   x  J n1  x   J n1  x  
87
Proof: (v) As we know that
x J n  x   n J n  x   x J n1  x 
Multiplying by x  n1 both side
x  n1.x J n  x   x  n1.n J n  x   x  n1.x J n1  x 
x  n J n  x   nx  n1 J n  x    x  n J n1  x 
d n
dx
 x J n  x     x  n J n1  x 
Proof: (vi) As we know that
x J n  x   n J n  x   x J n1  x 
Multiplying by x n1 both side
x n1.x J n  x   x n1.n J n  x   x n1.x J n1  x 
x n J n  x   n x n1 J n  x    x n J n1  x 
d n
dx
 x J n  x     x n J n1  x 
Question: Find the value of J 1  x   J1  x 
Solution: From the (iv) Recurrence formula

2n J n  x   x  J n1  x   J n1  x  
Put n = 0
0  x  J1  x   J 1  x  
J1  x   J 1  x   0
Question: Express J 5  x  in term of J1 & J 2

2n J n  x   x  J n1  x   J n1  x   _____ *
88
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 
89
Question: Express J 6  x  in term of J 0 & J1

2n J n  x   x  J n1  x   J n1  x  
2n
J n1  x   J n  x   J n1  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 
90
 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 n1  x  dx   x Jn  x
0 2n n  1
d n
dx
 x J n  x     x  n J n1  x 
d  x  n J n  x     x  n J n1  x  dx
Integrate both side from 0 to x
x x
d x J n  x      x  n J n1  x  dx
n
0 0

n n x
 x J n1  x  dx    x J n  x 
0
0

n  n Jn  x 
x
0 n1 J  x  dx    x J n  x   Lim 
 x xn 

n n 1
 x J n1  x  dx   x J n  x  
0 2n n  1
91
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 n1  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
92
Question: Show that
2
(a) J n 3  x   J n 5  x  
 n  4  J n4  x 
x
(b) Express J 4  x  in terms of J 0  x  and J1  x 
Solution: (a) As we know that

2n J n  x   x  J n1  x   J n1  x  
2
 J n1  x   J n1  x   n J n  x 
x
Put n = n+4
2
 J n5  x   J n3  x    n  4  J n 4  x 
x
2
Solution: (b) As we know that J n1  x   J n1  x   n J n  x 
x
2
J n1  x   n J n  x   J n1  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
93
 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  xJn1  x by Recurrence II
n
J 2  x    J n  x   J n1  x 
x
2
Put n = 2  J 2  x    J 2  x   J1  x  _____  i 
x
2n
Also, by Recurrence formula IV  J n1  x   J n1  x   Jn  x
x
2n
J n1  x   J n  x   J n1  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
94
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 
Diff. w.r.t ‘x’

dv n1
 n  x 2  1 .2 x
dx
n
dv n 1 2nx  x 2  1
 n  x 2  1 . x 2  1 .2 x 
dx x 2
 1
dv n
x 2
 1
dx
 2nx  x 2  1
dv
x 2
 1
dx
 2nx.v ____  ii   by (i )
dn n  n  1 n2
Leibnitz Rule n 
u.v   u n .v nu n1 .v  u .v  ...  u.v n
dx 2!
Now diff. (ii) ‘n+1” times by Leibnitz Rule
95
d n2  v d n1  v  n 1 .n d n  v  d n1  v d n  v 
 x 1
2
dxn2
  n 1
dxn1
.2x  . .2  2n x
dxn
  n1  n 1 n .1
2!  dx dx 
d n2  v d n1  v d n1  v d n  v d n  v

 x 1
2
dxn2
  n 1
dxn1
.2x  2nx
dxn1
  n 1 .n
dxn
 2n n 1
dxn
0
d n2  v  d n1  v d n  v
 x 1
2
dxn2
  2nx  2x  2nx 
dxn1
 n  n  1
dxn
0
d n2  v  d n1  v d n  v
 x 1
2
dxn2
 2x
dxn1
 n  n  1
dxn
0
d n  v
Put y
dxn
 x 1 y  2xy  n n 1 y  0
2
1 x  y  2xy  n n 1 y  0 ___  iii 

2
The solution of equation (iii) is called the Legendre polynomial. Therefore,
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  n1 d
n1
n n d
n
n
  x  1 .  x  1  n  n  x  1 .  x  1  ...   x  1  x  1 
dxn dxn  dxn1 dxn 
____(v)
96
d n n 1
Now  x  1  n  x  1
dx
d2 n n2
 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  n1 d
n1
n n d
n
n
eq  v     x  1 .n! n n  x  1 . n1  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  x1
d n  v 
Put x = 1 in (iv)  c. n   Pn 1
dx  x1
d n  v 
n
c.2 .n!  Pn 1  n 
 2n.n!
dx  x1
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
97
Question: Show that
1
(i)  P  x  dx  0
1
n , n0
1
(ii)  P  x  dx  2
1
n , n0
Solution: (i) By using the Rodrigues formula

1 dn 2 n
Pn  x   n
2 .n! dx n
 x  1
1 1
1 dn 2 n
P
1 n  x  dx  1 2n.n! dxn  x  1 dx
1 1
1  d n1 2 n 
 nP  x  dx  
2n.n!  dx n1
 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
98
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
Solution: By using the Rodrigues formula

1 dn 2 n
Pn  x   n
2 .n! dx n
 x  1
1 1
1 dn 2 n
1 f  x  Pn  x  dx  1 f  x 
2n.n! dx n
 x  1 dx
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 n1 2 n d n1 2 n
1 f  x  Pn  x  dx  2n.n!  f  x  dxn1  x  1  1 f  x  dxn1  x  1 dx 

 1 
1 1
1  d n1 2 n 
 f  x  Pn  x  dx  0 
2n.n!  1
 f   x 
dx n1
 x  1 dx 
1 
1
1
 1  f  d n2 2 n
1
d n2 2 n 
 f  x P  x
n dx    x  n2  x  1  f   x  n2  x  1 dx 
2n.n!  dx dx 
1  1 1
1
 1  1
d n2 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 n2 2 n 
 f  x P  x n dx 
2n.n!  1
 f   x 
dx n2
  
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
99
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
x3  P3  x   P1  x  , x 2  P2  x   P0  x 
5 5 3 3
x  P1  x  , 1  P0  x 
100
2 3  2 1 
4x3  2x2  3x  8  4 P3  x  P1  x   2 P2  x  P0  x   3P1  x   8P0  x
5 5  3 3 
8 12 4 2 3
4x3  2x2  3x  8  P3  x  P1  x  P2  x      2P0  x  3P1  x  8P0  x
5 5 3 3 5
8 4  12   2
4x3  2x2  3x  8  P3  x   P2  x    3 P1  x   8   P0  x
5 3 5   3
8 4 3 22
4x3  2x2  3x  8  P3  x  P2  x  P1  x  P0  x
5 3 5 3
Question: Express in terms of Legendre polynomial.
f  x   4 x3  6 x 2  7 x  2

2 3 2 1
x3  P3  x   P1  x  , x 2  P2  x   P0  x 
5 5 3 3
x  P1  x  , 1  P0  x 
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
101
Special results involving Legendre Polynomial:
Theorem: Prove that
(i) Pn 1  1
n
(ii) Pn  1   1
n
(iii) Pn  x    1 Pn  x 
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 = 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
 
zn  Pn 1.zn

n 0 n 0
Compare the coefficient of z n
Pn 1  1
102
Proof: (ii) As we know that the generating function for Legendre polynomial
is

1
 Pn  x.zn
2
1  2xz  z n0
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
 
zn  Pn 1.zn

n 0 n 0

n
Pn  1   1
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
103

1
 Pn  x.zn ____  ii 
1  2xz  z2 n0
Put z = − z in (i)
 
1 n n
 Pn  x. z    1 Pn  x.zn ____  iii 
1  2xz  z2 n 0 n0

 
n n
 P   x .z    1
n Pn  x .z n
n 0 n 0

n
Pn  x    1 Pn  x 

1
(i) Pn1  n n 1
2
n1 1
(ii) Pn 1   1 . n  n  1
2
Proof: (i) The Legendre equation is
d2 y
1 x  dx2  2x dy
2
dx
 n  n  1 y  0
1 x  P x  2xP x  n n 1 P  x  0

2
n n n ____  i 
Put x = 1 in (i)
1 1 Pn1  2Pn1  n n 1 Pn 1  0

2Pn 1  n  n  1 Pn 1  0
1
Pn 1  n  n  1  Pn 1  1
2
104
Proof: (ii) The Legendre equation is
d2 y
1 x  dx2  2x dy
2
dx
 n  n  1 y  0
1 x  P  x  2xP x  n n 1 P  x  0

2
n
''
n n ____  i 
Put x = −1 in (i)
1 1 Pn''  1  2Pn 1  n n  1 Pn  1  0

2Pn'  1  n  n  1 Pn  1  0
1 n n
Pn  1  n  n  1 . 1 Pn  1   1
2

1
Question: Prove that P  x 
n0
n
2  2x

1
 Pn  x.zn
1  2xz  z2 n0
Put z = 1

1 n
  Pn  x.1
1  2x 1 n0

1
Pn  x 
n 0 2  2x
n1
Question: Prove that Pn  x    1 .Pn  x 


1
 Pn  x.zn
1  2xz  z2 n0
105
 1
P  x.z  1 2xz  z 

n0
n
n 2 2
Diff. w.r.t ‘x’ we get

 3
1
 Pn x .z  1  2xz  z   2z 
n2 2
n0 2
 3
P x.z n
n
 z 1  2xz  z 2
 2 ____  i 
n 0
Replace ‘x’ by ‘−x’ in (i)

 3
P x.z
n
n
 z 1  2xz  z 2
 2
n 0
Replace ‘z’ by ‘−z’ in (i)

 3
n
P ' x. z 
n  z 1  2xz  z 2
 2
n 0
 3
n
 1 P x.z n
n
 z 1  2xz  z 2
 2
n 0
Multiplying by (−1)
 3
n1
 1 Pn x .z  z 1  2xz  z
n 2
 2 ____  iii 
n 0

 
n n 1
 P   x .z    1
n 0
n
n 0
Pn  x .z

n1
Pn  x    1 .Pn  x 
106
(i) P2n1  0  0
n 2n!
(ii) P2n  0   1 . 2
22n  n!
(iii) P2n  0  0
P2n1  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 
n0 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 n1
P2n1  0  0 i.e. no odd power in R.H.S

107
Proof: (ii) Now equating the coefficient of z 2n on both side of equation (i)
n 1.3.5... 2n 1
P2n   1
2.4.6...2n
n 1.3.5... 2n 1 2.4.6...2n
P2n   1
2.4.6...2n  2.4.6...2n
n 2n!
P2n   1 2
 2.4.6...2n
n 2n!
P2n   1 2
22n 1.2.3...n
n 2n!
P2n   1 2
22n  n!
Proof: (iii) Diff. eq(*) w.r.t ‘x’

 3
1
 Pn x .z  1  2xz  z   2z 
n2 2
n0 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  ...
n0  2 2! 3! 
 
108
 3 5 3 5 7 
 . .
 3 2 2 2 4 2 2 2 6 . 
n
 P 
2n  0 .z  z 1  z  z  z  ...
n 0  2 2 2 
 
n 3.5.7... 2n  1 2n1

n  3 3.5 3.5.7 7 
P  0.z
2n   z  z3  z5  z  ...   1 z  ... ___  ii 
n0  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
P2n  0  0 i.e. no even power
Proof: (iv) Now equating the coefficient of z 2 n1 on both side of equation (ii)
n 3.5.7... 2n  1
P2n1  0   1
2.4.6...2n
n 3.5.7... 2n  1 
  2.4.6...2n
P2n1  0   1 
 2.4.6...2n 2.4.6...2n
P2n1  0   1
n  2n 1 2n...7.6.5.4.3.2.1
2
 2.4.6...2n
P2n1  0   1
n  2n 1!
2
22n 1.2.3...n
P2n1  0   1
n  2n 1!
2
22n  n!
109
Legendre’s Equation:
The differential equation
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
Here a1  a2  ....  a n  0


y   ak  m  k  x mk 1
k 0

y   ak  m  k  m  k  1 x mk 2
k 0

  
1 x  a  m  k  m  k 1 x
2
k
mk 2
 2xak  m  k  x mk 1
 n n 1 ak xmk  0
k 0 k 0 k 0
 
mk 2
a  m  k  m  k 1 x
k  ak  m  k  m  k 1 xmk
k 0 k 0
 
m k
2 ak  m  k  x  n  n  1  ak x mk  0
k 0 k 0
 
mk 2
a  m  k  m  k 1 x
k  ak  m  k  m  k 1  2 m  k   n n 1 xmk  0
k0 k 0
110
Let
 m  k  m  k  1  2  m  k   n  n  1   m  k  m  k  1  n  n  1
 
ak  m  k  m  k 1 xmk2  ak  m  k  m  k 1  n n 1 xmk  0

k0 k0
m2
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
Now equate to zero the coefficient of x mk 2 for recurrence relation
ak  m  k  m  k 1  ak2  m  k  2 m  k  2 1  n n 1  0
 2

ak  m  k  m  k 1  ak2  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 m1 for a1 by putting r = 1 in first summation of
expression
a1  m  1 m  1  1  0
a1m  m  1  0
a1 may or may not zero when m = 0 and a1 is zero when m = 1

Case-I: When m = 0
2
ak 
 k  2   k  2  n n 1 a
k2
 k  k 1
a1  a2  ....  a n  0
111
2
For k = 2 a2 
 2  2   2  2  n n 1 a
22
 2 2 1
n n 1
a2  a0
2!
2
For k = 3 a3 
 3  2   3  2  n n 1 a
32
 2 3 1
11 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!
112
a 
 n  n 12  n 1 n  2 a
2
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
Put the value of a1,a2 ,...
 n n 1  2   n 1 n  2  3  n n  2 n 1 n  3  4

y  a0  a1x   a0  x    a1  x   a0  x
 2!   3!   4! 
  n  1 n  3 n  2  n  4   5
 a1  x  ...
 5! 
 n n 1 2 n n  2 n 1 n  3 4 
y  a0 1 x  a0 x  ...
 2! 4! 

 a1  x 
 n  1 n  2  x3   n  1 n  3 n  2  n  4  x5  ...

 3! 5! 
Thus, for any integer n ≥ 0 the above equation has a polynomial solution. These
polynomials are multiplied by some constants called Legendre’s polynomial of
order n and denoted by Pn(x).
113
2
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
k2
k 1 k 
a1  a2  ....  a n  0
11 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 1k
k 0 k 0

2 3
y  xak xk  y  x a0  a1x  a2 x  a3x  ...
k0
y  x a0  a2x2  a4x4 ... a1  a3  a5  ....  0
   n 1 n  2  2   n 1 n  3 n  2 n  4  4 

y  x a0   a0  x   a0  x  ...
  3!   5!  
   n 1 n  2  2   n 1 n  3 n  2 n  4  4 
y  a0 x 1  x   x  ...
  3!   5!  
114
Lecture # 13
Some Modern Special functions:
 Wright Function
 Mittag-Leffler Function
 Dini Function
 Struve Function
 Lommel Function
 Hyper-Bessel Function
(i) Wright Function
The Wright function is

zn
W,  z   ,   1,   
n0 n! n  
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
Now K '  z   1  2 z  3 z 2  ...
K '  0  1  0
K '  0  1
z
Hence, K  z   is normalized.
z 1
115
Normalized form of Wright Function:

zn
As W,  z   ,   1,   
n0 n! n  
1 
zn
W,  z    
 n1 n! n  
Multiplying by z

z  zn
z  W,  z   z  
n 1 n! n  

 zn1
W,  z   z   where W,  z   z 
n1 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,v1  
 4  n0 n! n  v 1
n 2 n
 z2    1  z  
W1,v1     
 4  n0 n! n  v 1  4  
2
z
multiplying by  
2
116
n 2n 2
 z2    1  z  z
W1,v1     . 
 4  n0 n! n  v 1 4   2
n 2n2
 z2    1  z 
W1,v1    
 4  n0 n! n  v 1 4 
Which is the Bessel Function.
(ii) Mittag-Leffler Function:
In 1903 the Mittag-Leffler function E(z) is define as
zn

E  z    ;   , Re    0
n0 n 1
In 1905 Wiman generalize this function


zn
E ,  z    ; ,   , Re    0, Re     0
n 0 n  
In 1997 Perbhakker generalize this function

  n
zn

E  z  
 , . ; ,   & Re    0, Re     0
n0 n   n!
Normalized form of Mittag-Leffler function:


zn
E,  z   
n 0 n  
1 zn 
E,  z    
 n1 n  
Multiplying by  .z
 .z.zn

 .zE,  z   z  
n1 n  
117

 zn1
 ,  z   z   where ,  z    .zE,  z 
n 1 n  
is the normalized form of Mittag-Leffler function.
Question: Show that 1,1  z   ze z


 z n1
Solution: As we know that  ,  z   z  
n 1 n  
Put     1

1.z n1
1,1  z   z  
n 1 n  1

z n1
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
118

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Special Functions

Some properties of Gamma function:

Now n 1 n n n 1  n n 11

Replace ‘y’ by ‘x’

Proof: (iii) By the definition of Gamma function

By the definition of Gamma function

By the definition of Gamma function

By the definition of Gamma function

Some properties of Beta function:

Proof: (i) L.H .S    m, n 

Let x  sin 2   dx  2sin  cos d

Relation between Beta and Gamma Function:

From (i) and (ii)

Put in m = 1/2 and n = 1/2 in above, we get

By changing the order of the integration

Compare (i) and (ii)

Also y  p  x  y  Q  x  y  0 ___  iii 

Put all of these value in (ii)

Cm  k  m 1 k  m xkm1  Cm  k  m 1 k  m xkm   Cm  k  m xkm1

   1    1 C0 2   1  2    1   2 C0 3

    1    1 x2   1  2    1   2 x3 

Case-II: For k = 1

y  C0 x1  C1 x1 1  C2 x1 2  .......

y  x1 C0  C1 x  C2 x 2  .......

    1   1 C0 2  1 2.  1  2 C0 3 

Proof: As we know that

dn  1 2... n1   1  2...  n1

d   1 .   1 2x  1  2 .   1   2 3x2

d    1  1  1  2  1   2 x2 

d2    1  1  1  2  1   2 2x 

d2   1    1    2   2 

1.1 x 11  1 .11  1 x2

F 1,1,1; x   1  x  x2  x3  ... _____  ii 

Solution: By the definition of Hypergeometric function

' x2 '' x3 ' ' '

 n     1  2 .....  n  1 ; n  1, 2,3....

 n1     1  2  .....  n  1  1

  n  n     1  2  .....  n  1  n 

Compare (2) and (3)     1 n    n  n

Question: Show that

xy     x  y   y  0 where  &  arecons tan ts

xy     x  y   y  0 _____  i  by Frobenius method.

Put the values of (2) , (3) & (4) in (1)

The coefficient of the lowest degree x 1 is obtained by k = 0 in Eq (5)

   1    a 0 0 ____  Indicial equation

   1  2  3 ...  n  1 a0

For β = 1equation (6) becomes ak 

y  a0 x1r  a1x2r  a2 x3r  .....  x1r a0  a1x  a2 x2  a3 x3  ...

Put the above values

y  B. x1 F 1     , 2   ; x  ____  viii 

d2   1  1  2 2x 

Replace ‘x’ by ‘xt’

Proof: By the integral representation of Confluent Hypergeometric function

F  , ; x  ex F , ; x

Question: Prove that e x  1  xF 1,2; x 

Solution: R.H.S = xF 1, 2; x 

By the definition of Confluent Hypergeometric function

Here a1  a2  ....  a k  0

Put all these values in (i)

 a1 may or may not be zero when m = 0 and a1 = 0 when m = 1.

y  a0  a2 x 2  a4 x 4  .....  a1 x  a3 x3  a5 x5  .....

  2 n 2  22  n2 4    2 n1 3  22  n1 n3 5 

y  a0  a2 x 2  a4 x 4  .....  a1 x  a3 x3  a5 x5  .....