CHAPTER 21

SPECIAL FUNCTIONS

    21.1. Introduction

      21.1-1. Introductory Remarks

    21.2. The Elementary Transcendental Functions

      21.2-1. The Trigonometric Functions

      21.2-2. Relations between the Trigonometric Functions

      21.2-3. Addition Formulas and Multiple angle Formulas

      21.2-4. The Inverse Trigonometric Functions

      21.2-5.Hyperbolic Functions

      21.2-6.Relations between the Hyperbolic Functions

      21.2-7.Formulas Relating Hyperbolic Functions of Compound Arguments

      21.2-8.Inverse Hyperbolic Functions

      21.2-9.Relations between Exponential, Trigonometric, and Hyperbolic Functions

      21.2-10.Decomposition of the Logarithm

      21.2-11.Relations between Inverse Trigonometric, Inverse Hyperbolic, and Logarithmic Functions

      21.2-12. Power Series and Other Expansions

      21.2-13.Some Useful Inequalities

    21.3.Some Functions Defined by Transcendental Integrals

      21.3-1. Sine, Cosine, Exponential, and Logarithmic Integrals

      21.3-2. Fresnel Integrals and Error Function

    21.4. The Gamma Function and Related Functions

      21.4-1. The Gamma Function

(a) Integral Representations

(b) Other Representations of T(z)

(c) Functional Equations

      21.4-2. Stirling's Expansions for T(z) and n!

      21.4-3. The Psi Function

      21.4-4. Beta Functions

      21.4-5. Incomplete Gamma and Beta Functions

    21.5. Binomial Coefficients and Factorial Polynomials. Bernoulli Polynomials and Bernoulli Numbers

      21.5-1. Binomial Coefficients and Factorial Polynomials

      21.5-2. Bernoulli Polynomials and Bernoulli Numbers

(a) Definitions

(b) Miscellaneous Properties

      21.5-3. Formulas Relating Polynomials and Factorial PolynoMials

      21.5-4. Approximation Formulas for image

    21.6. Elliptic Functions, Elliptic In-tegrals, and Related Functions

      21.6-1. Elliptic Functions: General Properties

      21.6-2. Weierstrass's image Function

      21.6-3. Weierstrass's ζ and σ Functions

      21.6-4. Elliptic Integrals

      21.6-5. Reduction of Elliptic Integrals

(a) Formal Reduction Procedure

(b) Change of Variables. Weierstrass's and Riemann's Normal Forms

(c) Reduction to Legendre's Normal Form

      21.6-6. Legendre's Normal Elliptic Integrals

(a) Definitions

(b) Legendre's Complete Normal Elliptic Integrals

(c) Transformations

      21.6-7. Jacobi's Elliptic Functions

(a) Definitions

(b) Miscellaneous Properties and Special Values

(c) Addition Formulas

(d) Differentiation

(e) Transformations

(f) Series Expansions

      21.6-8. Jacobi's Theta Functions

      21.6-9. Relations between Jacobi's Elliptic Functions, Weierstrass's Elliptic Functions, and Theta Functions

    21.7. Orthogonal Polynomials

      21.7-1. Survey

      21.7-2. Real Zeros of Orthogonal PolyNomials

      21.7-3. Legendre Functions

      21.7-4. Chebyshev Polynomials of the First and Second Kind ical Bessel Functions and Legendre Polynomials

      21.7-5. Associated Laguerre Polynomials and Functions

      21.7-6. Hermite Functions

      21.7-7. Some Integral Formulas

      21.7-8. Jacobi Polynomials and Gegenbauer Polynomials

    21.8. Cylinder Functions, Associated Legendre Functions, and Spherical Harmonics

      21.8-1. Bessel Functions and Other Cylinder Functions

      21.8-2. Integral Formulas

(a) Integral Representations of J0(z),J1(z),J2(z), . . .

(b) Sommerfeld's and Poisson's Formulas

(c) Miscellaneous Integral Formulas Involving Cylinder Functions

      21.8-3. Zeros of Cylinder Functions

      21.8-4. The Bessel Functions J0(z), J1(z),J2(z), . . .

(a) Generation by Series Expansions

(b) Behavior for Real Arguments

(c) Orthogonality Relations

      21.8-5. Solution of Differential Equations in Terms of Cylinder Functions and Related Functions

      21.8-6. Modified Bessel and Hankel Functions

      21.8-7. The Functions berm z, beim z, herm z, heim z, kerm z, keim z

      21.8-8. Spherical Bessel Functions

      21.8-9. Asymptotic Expansion of Cylinder Functions and Spherical Bessel Functions for Large Absolute Values of z

      21.8-10. Associated Legendre Functions and Polynomials

      21.8-11. Integral Formulas Involving Associated Legendre Polyno–mials

      21.8-12. Spherical Harmonics. Orthogonality

      21.8-13. Addition Theorems

(a) Addition Theorem for Cylinder Functions

(b) Addition Theorems for Spher Functions Approximating δ(x)

    21.9. Step Functions and Symbolic Impulse Functions

      21.9-1. Step Functions

      21.9-2. The Symbolic Dirac Delta Function

      21.9-3. “Derivatives” of Step Functions and Impulse Functions

      21.9-4. Approximation of Impulse Functions

(a) Continuously Differentiate

(b) Discontinuous Functions Approximating δ(x)

(c) Functions Approximating δ(x), δ(x), . . . , δ(r)(x)

      21.9-5. Fourier integral Representations

      21.9-6. Asymmetrical Impulse Functions

      21.9-7. Multidimensional Delta Functions

    21.10. References and Bibliography

21.1. INTRODUCTION

21.1-1. Chapter 21 is essentially a collection of formulas relating to special functions. Refer to Chap. 7 for the relevant complex variable theory, and to Chap. 9,10, and 15 for a treatment of differential equations. References 21.3 and 21.9 deal with the less frequently encountered special transcendental functions.

21.2. THE ELEMENTARY TRANSCENDENTAL FUNCTIONS

21.2-1. The Trigonometric Functions (see also Secs. 21.1-1 and 21.2-12 and Table 7.2-1). (a) The trigonometric functions w = sin z, w = cos z are defined by their power series (Sec. 21.2-12), as solutions of the differential equationimage by z = arcsin w, z = arccos w (integral representation, Sec. 21.2-4), or, for real z, in terms of right-triangle geometry (goniometry, Fig. 21.2-1). The remaining trigonometric functions are defined by

image

(b) sin z and cos z are periodic with period 2π ; tan z and cot z are periodic with period π. sin z , tan z, and cot z are odd functions, where as cos z is an even function. Figure 21.2-2 shows graphs of sin z, cos z, tan z, and cot z for real arguments. Figure 21.2-3 shows triangles which

image

FIG.21.2-1. Definitions of circular measure and trigonometric functions for a given angle φ:

image

serve as memory aids for the derivation of function values for z = π/6 = 30 deg, π/4 = 45 deg, and π/3 = 60 deg (see also Table 21.2-1).

(c) The relations

image

permit one to express trigonometric functions of any real argument in

image

FIG. 21.2-2. Plots of the trigonometric functions for real arguments z=o.

Table 21.2-1. Special Values of Trigonometric Functions

image

image

FIG. 21.2-3. Special triangles for deriving the trigonometric functions of 30 deg, 45 deg, and 60 deg.

Table 21.2-2. Relations betweeb Trigonometric Functions of Different Arguments

image

terms of function values for arguments between 0 and π/2 = 90 deg (Table 21.2-2 and Fig. 21.2-1).

21.2-2. Relations between the Trigonometric Functions (see also Sec. 21.2-6). The basic relations

image

21.2.3 Addition Formulas and Multiple –angle Formulas. The basic realation

image

image

21.2-4. The Inverse Trigonometric Functions (see also Table 7.2-1).* (a) The inverse trigonometric functions w = arcsin z, w = arccos z, w = arctan z, w = arccot z are respectively defined by

z = sin w  z = cos w z = tan w  z =cot w

or by

image

Figure 21.2-4 shows plots of the inverse trigonometric functions for real arguments; note that arcsin z and arccos z are real if and only if z is real and |z| ≤1. All four functions are infinitely-many-valued because

image

FIG. 21.2-3. Plots of the inverse trigonometric functions.

of the periodicity of the trigonometric functions. For real arguments, the principal value of arcsin z and arctan z is that between –π/2 and π/2 (see also Fig. 21.2-4); the principal value of arccos z and arccot z is that between 0 and π (see also Fig. 7.4-1).

(b) Note

image

21.2-5. Hyperbolic Functions (see also Fig. 21.2-5 and Table 7.2-1). The hyperbolic functions* w = sinh z, w = cosh z are defined by the power series (21.2-42), as solutions of the differential equation

image

Four additional hyperbolic functions are defined as

image

Geometrical Interpretation of sinh t and cosh t for Real t. If t/2 is the area bounded by the rectangular hyperbola (Sec. 2.5-2b) x2y2 = 1, the x axis, and the radius vector of the point (x, y) on the hyperbola, then y = sinh t x = cosh t. Note that, if the hyperbola is replaced by the circle x2 + y2 = 1, then y = sin t, x = cos t.

21.2-6. Relations between the Hyperbolic Functions (see also Sec. 21.2-8). The basic relations

image

image

* The symbols Sin z, Cos z, Tan z, Cot z are also used.

21.2-7. Formulas Relating Hyperbolic Functions of Compound Arguments (these formulas may also be derived from the corresponding formulas for trigonometric functions by using the relations of Sec. 21.2-9).

image

image

image

21.2-8. Inverse Hyperbolic Functions (see also Sec. 21.2-4). The inverse hyperbolic functions w = sinh-1 z, w= cosh-1 z, w — tanh-1 z are respectively defined by z = sinh w,z= cosh w, z —tanh w,* or by integrals in the manner of Sec. 21.2-4. Note

image

21.2-9. Relations between Exponential, Trigonometric, and Hyperbolic Functions (see also Secs. 1.2-3 and 21.2-12 and Table 7.2-1).

image

image

21.2-10. Decomposition of the Logarithm (see also Secs. 1.2-3 and 12.2-12 and Table 7.2-1).

image

image

FIG. 21.2-5. Hyperbolic functions. (From Baumeister and Marks, Mechanical Engineers' Handbook, 6th ed., McGraw-Hill, New York, 1958.)

image

FIG. 21.2-6. Exponential functions and logarithms. (From Baumeister and Marks, Mechanical Engineers' Handbook, 6th ed., McGraw-Hill, New York, 1958.)

21.2-11. Relations between Inverse Trigonometric, Inverse Hyperbolic, and Logarithmic Functions.

image

21.2-12. Power Series and Other Expansions. Power-series expansions, as well as some product and continued-fraction expansions for the elementary transcendental functions, are tabulated in Secs. E-7 to E-9 of Appendix E. See also Secs. 20.6-1 to 20.6-5 and Tables 20.6-2 to 20.6-4 for other numerical approximations.

21.2-13. Some Useful Inequalities (see also Figs. 21.2-2 and 21.2-6).For real x,

image

image

21.3. SOME FUNCTIONS DEFINED BY TRANSCENDENTAL INTEGRALS

21.3-1. Sine, Cosine, Exponential, and Logarithmic Integrals

(see also Fig. 21.3-1). One defines

image

image

FIG. 21.3-1. sin x/x = sinc (x/π) (a), and the sine integral image

(From M. Schwartz, Information Transmission, Modulation, and Noise, McGraw-Hill, New York, 1959.)

image

where C ≈ 0.577216 is the Euler-Mascheroni constant defined in Sec. 21.4-1b.

image

FIG. 21.3-2. The Fresnel integrals. (from ref.21.1)

It is customary to introduce an alternative exponential integral so that, for real x, y,

image

21.3-2.Fresnel Integrals and Error Function (see also Sec. 18.8-3 and Fig. 21.3-2). One defines

image

where the Jn/2(z) are the half-integral-order Bessel functions discussed in Sec. 21.8-le. Note

image

Note also

image

The related integrals

image

are also sometimes known as Fresnel integrals.

The function

image

is known as the complementary error function.

21.4. THE GAMMA FUNCTION AND RELATED FUNCTIONS

21.4-1. The Gamma Function, (a) Integral Representations. The gamma function T(z) is most frequently defined by

image

or for Re (z) < 0 by

image

where the contour Co starts at – ∞, skims below the negative x axis, surrounds the origin, and returns just above the negative xaxis.The

image

FIG. 21.4-1. Г(n + 1) vs. n for real n. Note Г(n + 1) = n!for n = 0,1, 2, . . . , and the alternating maxima and minima given approximately by Г (1.462) = 0.886, Г(-0.5040) = -3.545, Г(-1.573) - 2.302, Г(-2.611) - -0.888, . . . .

definition can be extended by analytic continuation (Sec. 7.8-1). The only singularities of Г(z) in the finite portion of the z plane are simple poles with residues (– l)n/n\ for z = –n (n = 0, 1, 2, . . .); 1/Г(z) is an integral function.

Figure 21.4-1 shows a graph of Г(x) vs. x for real x. Note

image

(b) Other Representations of Г(z).

image

C is the Euler-Mascheroni constant denned by

image

(c) Functional Equations.

image

21.4-2. Stirling's Expansions for Г(z) and n!(see also Secs. 4.4-3, 4.8-66, and 21.5-4).

image

Stirling's series is especially useful for large \z\; for real positive z, the absolute value of the error is less than that of the last term used. Note, in particular,

image

The fractional error in Stirling's formula is less than 10 per cent for n = 1 and decreases as n increases; this asymptotic formula applies particularly to computations of the ratio of two factorials or gamma functions, since in such cases the fractional error is of paramount interest.

      More specifically

image

21.4-3. The Psi Function (Digamma Function).

image

21.4-4. Beta Functions. The (complete) beta function is defined as

image

or by analytic continuation of

image

21.4-5. Incomplete Gamma and Beta Functions. The incomplete gamma function Гz(p) and the incomplete beta function B,(p, q) are respectively defined by analytic continuation of

image

Iz(p,q) ≡ Bz(p,q)/B(p, q) is called the incomplete-beta-function ratio.

See Appendix E and Ref. 20.6 for additional definite and indefinite integralsrelated to the gamma function.

21.5. BINOMIAL COEFFICIENTS AND FACTORIAL POLYNOMIALS. BERNOULLI POLYNOMIALS AND BERNOULLI NUMBERS

21.5-1. Binomial Coefficients and Factorial Polynomials (see also Sec. 1.4-1). Table 21.5-1 summarizes the definition and principal properties of the binomial coefficients image The expression

image

is called a factorial polynomial of degree n. The coefficients Sk(n)are known as Stirling numbers of the first kind and can be obtained with the aid of the recursion formulas

image

or from Eq. (17). Note

image

If one defines x[0] = 1, x[r] = 1/(x+1) (x+2). . . (x-r) (r = -1, -2, . . . ), then the relation

x[r] (x-r)[m] = x[r+m]

and Eq. (20.4-12) hold for all integral pseudo exponents r, m. Note 0[0] = 1.

21.5-2. Bernoulli Polynomials and Bernoulli Numbers (see also Sec. 21.2-12). (a) Definitions. The Bernoulli polynomialsBk(n)(x) of order n = 0, 1, 2, . . . and degree k are defined by their generating function (Sec. 8.6-5)

image

Note

image

The Bk(n)(0) = Bk(n) are called Bernoulli numbers of order n, with

image

Table 21.5-1. Definition and Properties of the Binomial Coefficients

(see also Secs. 1.4-1 and 21.5-4)

image

image

Bernoulli numbers of order 1 are often simply called Bernoulli numbers Bk(1)=Bk;Bk = 0 for all odd k > 1, and

image

with alternating signs. The Bernoulli numbers may also be obtained from the recursion formulas

image

or in determinant form by solution of the linear equations (6).

(b) Miscellaneous Properties. Note

image

21.5-3. Formulas Relating Polynomials and Factorial Polynomials. Bernoulli polynomials and Bernoulli numbers relate factorial polynomials (Sec. 21.5-1) to powers of x; such relations aid in the solution of difference equations and, in particular, in the summation of series (Sec. 4.8-5d). Note

image

image

21.5-4. Approximation Formulas for image (see also Sec. 21.4-2). If N is a positive integer and image then

image

If nN, use

image

For large valuse of N, n, and N - n, use Stirling’s formula (21.4-11).

21.6. ELLIPTIC FUNCTIONS, ELLIPTIC INTEGRALS, AND RELATED FUNCTIONS

21.6-1. Elliptic Functions: General Properties. A function w = f(z) of the complex variable z is an elliptic function if and only if

1. f(z) is doubly periodic with two finite primitive periods (smallest periods) ω1, ω2 whose ratio is not a real number, i.e.,

image

2.The only singularities of f(z) in the finite portion of the z plane are poles (see also Secs. 7.6-7 to 7.6-9).

A doubly periodic function f(z) repeats the values it takes in any period parallelogram, say that defined by the points 0, coi, co2, on + co2, where the two sides joining the latter three points are excluded as belonging to adjacent parallelograms. The order of an elliptic function is the number of poles (counting multiplicities) in any period parallelogram.

A doubly periodic integral function is necessarily a constant. The residues in any period parallelogram add up to zero; hence the simplest nontrivial elliptic function is of order 2. An elliptic function f(z) of order r assumes every desired value w exactly r times in each period parallelogram, if one counts multiple roots of the equation f(z) — w = 0 (Liouville's Theorems, see also Sec. 7.6-5).

Elliptic functions are usually encountered in connection with integrals or differential equations which involve square roots of third- or fourth-degree polynomials (e.g., arc length of an ellipse, equation of motion of a pendulum; see also Secs. 4.6-7 and 21.6-4). Weierstrass's elliptic functions and normal elliptic integrals are constructed in terms of simpler functions with known singularities for theoretical simplicity (Secs. 21.6-2, 21.6-3, and 21.6-56). For numerical calculations, one prefers Jacobus elliptic functions (Sec. 21.6-7), which may be regarded as generalizations of trigonometric functions; Legendre's normal elliptic integrals, which are closely related to the inverses of Jacobi's functions, are widely tabulated (Secs. 21.6-5 and 21.6-6).

21.6-2. Weierstrass's image Function. (a)imageis an even elliptic function of order 2 with periods ω1, ω2 and 2nd-order poles at z = mω1 + nω2(n,m = 0, ±1, ±2, . . . ); in terms of partial fractions (Sec. 7.6-8),

image

where the summation ranges over all integer pairs m, n except for 0, 0. ω= image(± z – C/ω1 , ω2) satisfies the differential equation

image

The parameters g2, g3 determine the constants ω1, ω2 associated with each image function and are known as invariants of image(z) ≡ image(z\ω1, ω2) ≡ image(z; g2, g3); note

image

The points w = e1, e2, e3 and w = ∞ are the branch points of the inverse function

image

Note the series expansions

image

and the addition formula

image

(b) Every elliptic function f{z) with periods ω1, ω2 can be represented as a rational function of image (z; ω1 , ω2 ) and image (z; ω1 , ω2 ). More specifically, f(z) can be written in the form

image

where R1 and R2 are rational functions; image {z) is an odd elliptic function of order 3.

21.6-3. Weierstrass's ζ and σ Functions, (a) Weierstrass's ζ and σ functions are not elliptic functions but may be used to construct elliptic functions with easily recognizable singularities. They are defined by

image

where the sums and products range over all integer pairs m, nexcept for 0, 0. ζ(z) has simple poles, and σ(z) has simple zeros at the points z = mω1 + mω2 , and

image

Equations (8) and (13) yield Laurent expansions of ζ (z) and σ(z) about z=0. Note also

image

and the addition theorem

image

where the positive sign applies only if both m and n are even integers.

(b) Every elliptic function f(z) of order r (Sec. 21.6-1) can be represented in the form

image

21.6-4. Elliptic Integrals (see also Sec. 4.6-7). The function

image

is an elliptic integral whenever f(z)is a rational function of z and the square root image of a polynomial

image

without multiple zeros; one includes the case of third-degree polynomials G(z) ≡ G3(z) as well as fourth-degree polynomials G(z) ≡ G4(z) by introducing α4 = ∞ whenever a0 = 0, so that formally a0(z – α4) = a1 Every elliptic integral is a multiple-valued function of z; different integration paths yield an infinite number of function values. The points z= α1 z = α2, z= α3, z = α4 are branch points. One joins α1 , α2 and α3, α4 by two suitably defined branch cuts to obtain a Riemann surface (Sec. 7.4-3) connected like the surface of a torus.

An elliptic integral of the first kind is finite for all z; its only singularities are branch points at z =α1, α2, α3 , α4. An elliptic integral of the second kind is analytic throughout the z plane except for branch points at α1 , α2 , α3 , α4 and a finite number of poles. An elliptic integral of the third kind has a logarithmic singularity (see also Secs. 21.6-5 and 21.6-6).

21.6-5. Reduction of Elliptic Integrals. The following procedures reduce every elliptic integral ∫ f(z) dz to a weighted sum of elementary functions and three so-called normal elliptic integrals (see also Refs. 21.2, 21.11, and 21.12 for alternative procedures; Ref. 21.2 contains a very comprehensive collection of explicit formulas expressing elliptic integrals in terms of normal elliptic integrals).

(a) Formal Reduction Procedure. Note that even powers of image are polynomials in z, and rewrite

image

where the Pi(z) are polynomials, and R1(z), R2{z) are rational functions.R1(z) can be integrated to yield elementary functions (Sec. 4.6-6c).

Partial-fraction expansion of the rational function R2(z) (Sec. 1.7-4)

reduces the evaluation ofimageto that of integrals of the form

image

Every one of these integrals can be expressed in terms of I0 , I1 , I2 and I -1 alone with the aid of the recursion formula

image

where the coefficients bk are defined by the identity

image

In addition, (22) yields I 2 explicitly in terms of I 0, I 1 , and I -1 if a0 =0, or if c is a root of G(z) = 0 (i.e., b4 = 0). Even if c is not such a root, one can rewrite I2 as

image

where z = c′ is a root of G(z)=0. Hence every elliptic integral can be expressed as a weighted sum of elementary functions and three relatively simple types of elliptic integrals of the first, second, and third kinds (Sec.21.6-4), viz.,

image

The first of these integrals is usually referred to as a normal elliptic integral of the first kind; it is often convenient not to use the other two integrals (25) directly but to introduce suitable linear combinations as normal elliptic integrals of the second and third kind (Secs. 21.6-2, 21.6-3, and 21.6-6).

(b) Change of Variables. Weierstrass's and Riemann's Normal Forms. At any convenient stage of the reduction procedure, one may introduce a new integration variable image to transform the elliptic integrals (21) or (25) into new elliptic integrals involving a more con venient polynomial imageand, possibly, a simpler recursion formula (22).

In particular, a bilinear transformation

image

(Sec. 7.9-2) chosen by substitution of corresponding values of z and image so as to map the branch points z = α1 , α23 , α4 into image = e1 , e2 , e3 , ∞yields elliptic integrals in Weierstrass's normal form with image ≡ 4image3g2imageg3. These integrals are related to Weierstrass's imagefunction (Sec. 21.6-2). Again, a transformation (26) mapping z = α1, z = α2, z = α3, α4 into z = 0, 1, 1/k, – 1/k, where k is a real number between 0 and 1, yields elliptic integrals in Riemann's normal form, with imageimage(1 - image)(1 - k2image).

(c) Reduction to Legendre's Normal Form. More frequently, one desires to transform a real elliptic integral image to Legendre's normal form with image≡ (1 — image2)(l — k2image2) where k2 is a real number between 0 and 1. The reduction procedure will then yield (real) Legendre's normal integrals (Sec. 21.6-6) whose values are available in published tables.

Let G(x) be a real polynomial greater than zero in (a, x); since image is to be real, the integration interval cannot include a real root of G(x) = 0. Table 21.6-1 (pages 712-713) lists transformations x = x(φ) mapping the real integration interval (a, x) into a corresponding range of real angles φ between 0 and π/2 SO that

image

for the various possible types of real fourth-degree polynomials G(x)G4(x) and third-degree polynomials G(x)G3(x). The correct values of the constant parameters k2 and μ are also tabulated.

In each case, the leading coefficient (a0 or a1) of G(x) is taken to be either 1 or –1. In the case of real roots, it is assumed that α1 > α2, α3 > α4; complex roots are denoted by b1 ± ic1 and b2 ± ic2, with b1 b2, c1 > 0, c2 > 0. The following auxiliary quantities have been introduced:

image

21.6-6. Legendre's Normal Elliptic Integrals (see also Secs. 26.6-4 and 26.6-5). (a) Definitions. Legendre's (incomplete) normal elliptic integrals are defined as

image

image

where z = sin φ . k is a complex number called the modulus (module) of the elliptic integral. The elliptic integrals (29) are real for real

values of the amplitude φ between – π/2 and π/2 if k2 is a real number between 0 and 1, F(k, φ) and E(k, φ) have been tabulated for 0 ≤ φ ≤ π/2 and real values of k2 between 0 and 1 (see also Fig. 21.6-1). c is called the characteristic of the elliptic integral (29).

image

FIG. 21.6-1. Variation of the elliptic integral u of the first kind with φ, the amplitude of u for three values of the modulus k. (From J. Cunningham, Introduction to Nonlinear Analysis, McGraw-Hill, New York, 1958.)

For real values of the modulus k, the modular angle

image

is often tabulated as an argument instead of k (Fig. 21.6-2); one writes

image

90° — α= arccos k is the complementary modular angle, k2mis often called the parameter of a normal elliptical integral.

(b) Legendre's Complete Normal Elliptic Integrals (see also Fig. 21.6-3). The functions

image

are respectively known as Legendre's complete elliptic integrals of the first and second kind. k = sin α and k′ = image = cos α

image

FIG. 21.6-2. The incomplete elliptic integral of the first kind, F(k,φ) = F(φ/a), plotted against φ (a), and against the modular angle a = arcsin k (b). (From Ref. 21.1.)

image

FIG. 21.6-3. The elliptic integrals K(k) = F(90°\a), K′(k) = (90°\90° - φ) (a), and E(k) ≡ E(9O°\φ), E′(k) ≡ E(90°\90° - α) (b) (k = sin α from Ref. 21.1).

are called complementary moduli. K(k) and K′(k) = K(k′) are associated elliptic integrals of the first kind; E(k) and E′(k) E(k′) are associated elliptic integrals of the second kind. Note

image

and K(0) = K′(l) = π/2, K(l) = K′(0) = ∞. Different values of the multiple-valued elliptic integral F(k, φ) differ by 4mK + 2niK′; different values of E(k, φ) differ by 4mE + 2ni(K′ - E′) (m, n = 0, ±1, ±2, . . . ; see also Sec. 21.6-76).

K (k) and E (k) satisfy the differential equations

image

so that, for real k2 < 1,

image

whereF(a, b; c; z) is the hypergeometric function defined in Sec. 9.3-9.

(c) Transformations. Legendre's normal elliptic integrals (29) with moduli k and k = 1/k, k′, 1/k′, ik/k′, k′/ik, (1 - k′)/(l + k′), image are connected by the relations listed in Table 21.6-2, where

image

(see also Sec. 21.6-7a). Table 21.6-3 lists similar relations for the complete normal elliptic integrals (30).

In particular,

image

Successive substitution of

image

for k′ in Eq. (35) yields (1 - k′n)/(1 + k′n) -> 0; since K(0) = π/2, one obtains

image

which may be useful for numerical computation of K(k). K(k, φ) can be obtained in analogous fashion.

Table 21.2-2. Transformation to Legendre's Normal form* All zeros of G(x) real

image

image

* From A. Erdelyi et al., Higher Transcendental Functions, vol.2, McGraw-Hill, Nre York, 1953.

image

Table 21.6-2. Transformations of Complete Elliptic Integrals*

image

*From A. Erdélyi et al., Higher Transcendental Functions, vol.2, McGraw-Hill, New York, 1953.

21.6-7, Jacobi's Elliptic Functions, (a) Definitions. Inversion of the elliptic integrals z = F(k, φ) and z = F(k , w) (Sec. 21.6-6a) yields the functions am z (amplitude of z) and sn z (sinus amplitudinis of z),i.e.,

image

In addition, one defines the functions en z (cosinus amplitudinis of z) and dn z (delta amplitudinis of z) by

image

sn z, en z, and dn z are Jacobi's elliptic functions. A given value of the parameter k is implied in each definition; if required, one writes sn (z, k), cn (z, k), dn (z, k). k′, K, K′, E, and E′ are denned as in Sec. 21.6-66. Jacobi's elliptic functions are real for real z and real k 2between

image

FIG. 21.6-5. The Jacobian elliptic functions sn u, cn u, and dn u for k2 = 1/2. (From Ref. 21.1.)

image

FIG. 21.6-5. One-quarter of a complete cycle of the elliptic functions cn u, sn u, and dn u, plotted against the normalized abscissa u/K, for three values of the modulus k. {From J. Cunningham, Introduction to Nonlinear Analysis, McGraw-Hill, New York,1958.)

Table 21.6-4. Periods, Zeros, Poles, and Residues of Jaconi's Elliptic Functions*

m and n integers

image

* From A. Erdelyi et at., Higher Transcendental Functions, vol. 2, McGraw-Hill, New York, 1953.

0 and 1 and reduce to elementary functions for k2 = 0 and k2 = 1; in particular,

image

Jacobi's elliptic functions can also be defined in terms of image >, ζ, σ ,or ν functions by the relations of Sec. 21.6-9.

(b) Miscellaneous Properties and Special Values. Jacobi's elliptic functions are of order 2 (Sec. 26.1-1); their periods, their (simple) zeros, and their (simple) poles are listed in Table 21.6-4. sn z is an odd function, while en z and dn z are even functions of z. Table 21.6-5 lists special function values. Table 21.6-6 shows the effects of argument changes by quarter and half periods, using the convenient notation

image

Note also

image

References 21.2 and 21.11 contain additional formulas.

Table 21.6-5. Special Values of Jacobian Elliptic Funtions* sn (1/2mK + 1/2niK')

image

* From A. Erdélyi et al., Higher Transcendental Functions, vol. 2, McGraw-Hill, New Year, 1953.

Table 21.6-5. Change of the Variable by Quarter and Half Periods. Symmetry*

sn (mK + niK' image u)

image

cn (mK + niK' image u)

image

dn (mK + niK' image u)

image

* From A. Erdélyi et al., Higher Transcendental Functions, vol. 2, McGraw-Hill, New Year, 1953.

Table 21.6-7. Transformation of the First order of Jacobi's Elliptic Functions*

image

* From A. Erdélyi et al., Higher Transcendental Functions, vol. 2, McGraw-Hill, New Year, 1953.

(c) Addition Formulas.

image

(d) Differntiation.

image

(e) Transformations. Table 21.6-7 shows relations between Jacobi's elliptic functions with moduli k and ik/k′, k′, l/k, 1/k′, k′/ik (see also Sec. 21.6-6c).

(f) Series Expansions.

image

21.6-8. Jacobi's Theta Functions. (a) Given a complex variable v and a complex parameter q = eiπT such that r has a positive imaginary part, the four theta functions*

image

are (simply) periodic integral functions of v with the respective periods 2, 2, 1, 1. The four theta functions (49) have zeros at v = m + n T , m+n T+1/2 , m+(n+1/2) T+1/2 , and m+(n+1/2) T respectively, where m, n = 0, ±1, ±2, . . . ; these zeros yield infinite-product representations (7.6-2) (Refs. 21.3 and 21.11).

The theta functions are not elliptic functions. The very rapidly converging series (49) permit one to compute various elliptic functions and elliptic integrals with the aid of the relations of Sec. 21.6-9; in their own right, the theta functions are solutions of the partial differential equation

image

which is related to the diffusion equation (Sec.10.3-4b).

image

* Some authors denote image4(v) by image0(v) or image(v).

(c) To find imagei image (and thus similarly transformed elliptic functions, Sec. 21.6-9), use

image

(d) The values of the four theta functions and their derivatives for v = 0 (zero-argument values) are simply denoted by ν i = ν i(0) , ν′ i = ν′ i(0), . . .(i = 1,2,3,4) and satisfy the relations

image

21.6-9. Relations between Jacobi's Elliptic Functions, Weier-strass's Elliptic Functions, and Theta Functions. If the various parameters implicit in the definitions of sn z, cn z, dn z, $(z), ζ(z), φ(z), and νj(z) (Secs. 21.6-2, 21.6-3, 21.6-6, 21.6-7, and 21.6-8) are related by

image

21.7. ORTHOGONAL POLYNOMIALS

21.7-1. Survey. The orthogonal polynomials discussed in Secs. 21.7-1 to 21.7-8 are special solutions of linear homogeneous second-order differential equations related to the hypergeometric differential equation (9.3-31) (Legendre, Chebychev, and Jacobi polynomials) or to the confluent hypergeometric differential equation (9.3-42) (Laguerre and Hermite polynomials). These special solutions are generated by special homogeneous boundary conditions: each class of orthogonal polynomials is a set of eigenfunctions for an eigenvalue problem reducible to the generalized Sturm-Liouville type (Secs. 15.4-8a andc). Only real z = x are of interest in most applications.

The polynomials φ0(x), φ1(x), φ2(x) , ... of each type are, then, defined except for multiplicative constants, which are usually (but not always) chosen so that the coefficient of xn in the nth-degree polynomial φn(x) is unity. Successive polynomials φ0(x), φ1(x), φ2(x) , ... of each type can be derived

1. In terms of the appropriate hypergeometric series (Sec. 9.3-9a) or confluent hypergeometric series (Sec. 9.3-10)

2. By means of recursion formulas derived from the differential equation

3. By successive differentiations of a generating function γ(x, s) (see also Sec. 8.6-5)

4. Through Gram-Schmidt orthogonalization of the powers 1, x, x2 . . . with the appropriate inner product (Sec. 15.2-5)

5. From an integral representation (Sec. 21.7-7), which is usually related to an integral-transform solution of the differential equation or to the Taylor- or Laurent-series coefficients of the generating function

Table 21.7-1 lists the principal formulas.

Series expansions in terms of orthogonal polynomials are derived in the manner of Sec. 15.2-4a and yield useful approximations which minimize appropriately defined mean-square errors (Sec. 15.2-6; see also Secs. 20.5-1 and 20.6-3).

21.7-2. Real Zeros of Orthogonal Polynomials. All zeros of each orthogonal polynomial discussed in Secs. 21.7-1 to 21.7-8 are simple and located in the interior of the expansion domain. Two consecutive zeros of φn{x) bracket exactly one zero of φn+1(x), and at least one zero of φm(x) for each m > n (Ref. 21.9).

21.7-3. Legendre Functions (see also Secs. 21.8-10, 21.8-11, and 21.8-13; and Refs. 21.3, 21.9, and 21.11). The differential equation {Legendre's differential equation) and the recursion formulas for the Legendre polynomials (Table 21.7-1) are satisfied not only by the Legendre polynomials of the first kind Pn{z) of Table 21.7-1 but

also by the Legendre functions of the second kind

image

More generally, the method of Sec. 9.3-8b permits one to derive linearly independent solutions Pα(z), Qα{z) of Legendre's differential equation (Legendre functions of the first and second kind) for nonintegral positive or negative or complex values of n = α solutions for n = a and n = – α – 1 are necessarily identical.

21.7-4. Chebyshev Polynomials of the First and Second Kind. The differential equation and the recursion formulas for the Chebyshev polynomials (Table 21.7-1) are satisfied not only by the Chebyshev polynomials of the first kind

image

of Table 21.7-1, but also by the Chebyshev “polynomials” of the second kind

image

While the functions Un(x) are not polynomials in x, the functionsimageand image are polynomials; both are also sometimes referred to as Chebyshev polynomials of the second kind. Note

image

21.7-5. Associated Laguerre Polynomials and Functions (see also Secs. 9.3-10 and 10.4-6). (a) The associated (or generalized) Laguerre polynomials* of degree n — k and order k,

image

satisfy the differential equation

image

* This notation is used in most physics books. Some authors use alternative associated Laguerre polynomials Ln(k)(x)( – l)kLkn+k(x)/(n + k)! of degree n, which satisfy the differential equation

image

image

FIG. 21.7-3. Lagurerre polynomials (a), and Hermite polynomials (b). (From Ref. 21.1)

image

FIG. 21.7-2. Chebyshev polynomials Tn(x). (From Ref. 21.1.)

image

FIG. 21.7-3. Laguerre polynomials (a), and Hermite polynomials (b). (From Ref. 21.1.)

Table 21.7-1. Orthogonal Polynomials of Legendre, Chebyshev, Laguerre, and Hermite (see also secs. 21.7-1 to 21.7-7)

image

Table 21.7-1. Orthogonal Polynomials of Legendre, Chebyshev, Laguerre, and Hermite (see also secs. 21.7-1 to 21.7-7)(continued)

image

* Some authors denote the polynomial image

Some authors use alternative Hermite polynomials image which satisfy the differential equation image

Table 21.7-2. Coefficients for Orthogonal Polynomials, and for xH in Terms of Orthogonal Polynomials*

(a) Legend re Polynomials: image

image

(b) Chebyshev Polynomials: image

image

* Abridged from M. Abramowitz and I. A. Stegun (eds.), Handbook of Mathematical Functions, National Bureau of Standards, Washington, D.C., 1964.

(c) Laguerre Polynomials: image

image

(d) Hermite Polynomials: image

image

for integral values n = 1, 2, . . . ; k = 0, 1, 2, . . . , n. Equation (7) reduces to the differential equation of the Laguerre polynomials (Table 21.7-1) for k = 0.

Note the generating function

image

and the orthogonality and normalization given by

image

If nonintegrai real or complex values of n and k are admitted, the differential equation (7) defines the generalized Laguerre functions. These functions, of which the polynomials (6) are special cases, are confluent hypergeometric functions (Sec. 9.3-10) with a = k - n, c = k + 1.

(b) The functions image which are often referred to as associated Laguerre functions, satisfy the differential equation

image

and

image

(see also Sec.10.4-6).

21.7-6. Hermite Functions. The functions Ψn(x) = e-x2/2Hn(x) (n = 0, 1, 2, . . .), which are often referred to as Hermite functions, satisfy the differential equation

image

and

image

21.7-7. Some Integral Formulas (see Refs. 21.3 and 21.11 for additional formulas).

image

image

The integration contour in Eq. (15) surrounds the point z = x.

image

image

image

21.7-8. Jacobi Polynomials and Gegenbauer Polynomials (see Ref. 21.11 for a detailed discussion), (a) Jacobi's (hypergeometrie) polynomials are special instances of hypergeometrie functions

image

(Sec.9.3-9) and satisfy the orthogonality conditions

image

(b) The functions

image

are known as Gegenbauer (ultraspherical) polynomials. They constitute a generalization of the Legendre polynomials (Table 21.7-1), to which they reduce for α = ½. The Gegenbauer polynomials satisfy the differential equation

image

and the orthogonality condition

image

The Gegenbauer polynomials can be generated as coefficients of the power series

image

21.8. CYLINDER FUNCTIONS, ASSOCIATED LEGENDRE FUNCTIONS, AND SPHERICAL HARMONICS

21.8-1. Bessel Functions and Other Cylinder Functions, (a) A cylinder function (circular-cylinder function) of order m is a solution w = Zm{z) of the linear differential equation

image

where m is any real number; one usually imposes the recurrence relations

image

as additional defining conditions. The functions e±i(kz±mφ)Zm(iKr′) are solutions of Laplace's partial differential equation in cylindrical coordinates γ′, φ z (cylindrical harmonics. Sec. 10.4-36). Cylinder functions of nonintegral order are multiple-valued (Sec. 9.3-56); one defines the principal branch by |arg z| < π (branch cut from z = 0 to z = -∞, Sec. 7.4-2).

(b) The most generally useful cylinder functions of order m satisfying the recurrence relations (2) are (see also Figs. 21.8-2 to 21.8-4)

image

The last three sums in Eq. (4) are given the value zero whenever the lower limit exceeds the upper limit; and C ≈ 0.577216 is Euler's constant (21.4-6). Note that every function Nm(z) has a singularity at the origin. *

(c) Analytic Continuation. To obtain values of the cylinder func tions for |arg z| > π, use

image

where one uses sin mnπ cot mπ = (-1)mnn for m=πn; and

image

Note that cylinder junctions of integral order are single-valued integral functions (Sec. 7.6-5).

(d) Every cylinder function of order m can be expressed as a linear com bination of Jm(z) and Nm{z) and as a linear combination of Hm(l)(z) and Hm2(z):

image

(fundamental systems, Sec. 9.3-2). Jm(z) and J-m(z) constitute a fundamental system unless m = 0, ±1, ±2, . . . , since then J_m(z) ≡ (– l)mJm(z). The three fundamental systems have the respective Wronskians (Sec. 9.3-2) 2/πZ, –4i/πz, and –2 sin (mπ)/πz) the first two Wronskians are independent of m. Note

image

(e) Cylinder functions with m = ±1/2 , ±3/2, . . . can be written as elementary transcendental functions (see also Sec. 21.8-8):

image

* The Neumann functions Nm(z) are sometimes denoted by Ym(z); some authors refer to them as Weber's Bessel functions of the second kind.

21.8-2. Integral Formulas (see Sec. 8.6-4, Table D-7, and Refs. 21.3 and 21.11 for additional relations), (a) Integral Representations of J0(z), J1(z), J2(z), . . . .

image

where the integration contour encloses the origin, and |arg z| < π.

image

FIG. 21.8-1. Integration contours for Sommerfeld's integrals; t = γ + in. (J. A. Stratton, Electromagnetic Theory, McGraw-Hill, New York, 1941.)

(b) Sommerfeld's and Poisson's Formulas. Referring to Fig. 21.8-1, the complex contour integral

image

equals Hm(l)(z) for the contour C ≡ C1, Hm(2)(z) for the contour C ≡ C2, and 2Jm(z) for the contour C ≡ C3. The contours may be deformed at will, provided that they start and terminate by approaching t = ∞ in the shaded areas indicated, t = 0 and t= π may be used as saddle points (Sec. 7.7-3e) for C1 and C2 in computations of Zm(z) for large values of z (see also Sec. 21.8-9).

Note also

image

(c) Miscellaneous Integral Formulas Involving Cylinder Functions (see also Sec. 21.8-4c).

image

21.8-3. Zeros of Cylinder Functions. (a) All zeros of cylinder functions are simple zeros, except possibly z = 0. Consecutive positive or negative real zeros of two linearly independent real cylinder functions of order m alternate; z = 0 is the only possible common zero.

image

FIG. 21.8-2. The Bessel functions J0(x), J1(x), J2(x), ... for real arguments. Note that Jm(-x)=(-1)mJm(x).

(b) (See also Fig. 21.8-2). The function Jm(z) has an infinite number of real zeros; for m > – 1, all its zeros are real. For m = 0, 1/2, 1 , 3/2 , 2 , . . . and n = 1, 2, . . . , Jm(z) and Jm+n(z) have no common zeros.

For m = 1, 2, . . . , consecutive positive or negative real zeros of Jm(z) are separated by unique real zeros of Jm+1(z) and by unique real zeros of J'm(z); and consecutive positive or negative real zeros of z–mJm(z) are separated by unique real zeros of z–mJm+1(z).

21.8-4. The Bessel Functions Jo(z), J1(z), J2{z), ... (a) Generation by Series Expansions. Bessel functions of nonnegative integral order m = 0, 1, 2, . . . are single-valued integral functions of z. They may be “generated” (see also Sec. 8.6-5) as coefficients of the Laurent series (Sec. 7.5-3)

image

or as coefficients of the Fourier series

image

(b) Behavior for Real Arguments.For real z, J0(z), J1(z), J2(z), ... are real functions of z = x; Fig. 21.8-2 illustrates their zeros, their maxima and minima, and their asymptotic behavior for x → ∞ (see also Secs. 21.8-3 and 21.8-9).

(c) Orthogonality Relations (see also Secs. 15.4-6 and 21.8-2c). Given any two real zeros xi, xk of Jm(z), one has the orthogonality relations

image

which yield an orthogonal-function expansion. Note also

image

where δ(x) is the impulse function introduced in Sec. 21.9-2.

image

Fig. 21.8-3. Bessel functions and Neumann functions. (From Ref. 21.1.)

image

Fig. 21.8-4. Contour lines of the modulus and phase of the Hankel function H0(1)(x + iy) = M0eiθ0. (From E. Jahnke, F. Emde, and F Losch, Tables of Higher Functions. McGraw-Hill. New York, 1960.)

image

Fig. 21.8-5. Modified Bessel and Hankel functions. (From Ref.21.1.)

image

Fig. 21.8-6. ber x, bei x, ker x, and kei x. (From Ref.21.1.)

image

Fig. 21.8-7. Spherical Bessel functions. (From Ref.21.1.)

image

Fig. 21.8-8. The associated Legendre functions P11(x), P21(x), P31(x). (From Ref.21.1.)

21.8-5. Solution of Differential Equations in Terms of Cylinder Functions and Related Functions. The linear differential equation

image

Many special cases of Eq. (30) are of interest (Secs. 21.8-6 to 21.8-8, Refs. 21.6 and 21.9).

21.8-6. Modified Bessel and Hankel Functions. The modified cylinder functions of order m,

image

are defined with the aid of Eqs. (3) to (5); the definition is extended by means of Eqs. (6) and (7). The functions (32) are linearly independent solutions of the differential equation

image

(see also Sec. 10.4-36) and satisfy the recursion formulas

image

Im(z) and Km(z) are real monotonic functions for m = 0, ±1, ±2, . . . and real z.

21.8-7. The Functions berm z, beim z, herm z, heim z, kerm z, keim z . The functions berm z, beim z, herm z, heim z, kerm z, keim z, defined by

image

are real for real values of z. The subscript m is omitted for m = 0, e.g., ber 0 z = ber z. Note that

image

ber z, bei z, her z, and hei z as well as J0(i±3/2z) and H0(1)(i3/2z) are solutions of the differential equation

image

image

In some applications, it is convenient to introduce \Jm(i3/2z)\, \Km(i3/2z)\, arg Jm(i3/2z), and arg [i–mKm(i3/2z)] as special functions instead of or together with berw z, beim z, kerm z, and keim z (Ref. 21.6). All these functions are real for real values of z.

21.8-8. Spherical Bessel Functions. The spherical Bessel functions of the first, second, third, and fourth kind

image

For integral values of j, the spherical Bessel functions are elementary transcendental functions (see also Sec. 21.8-le):

image

21.8-9. Asymptotic Expansion of Cylinder Functions and Spherical Bessel Functions for Large Absolute Values of z (see also Secs.4.4-3 and 4.8-6). As z → ∞,

image

where Am(z) and Bm(z) stand for the asymptotic series

image

Substitution of Eqs. (44) and (45) into Eq. (5) yields corresponding asymptotic expansions of Hm(l)(z) and Hm(2)(z).

For \z\ » \m\ as z → ∞,

image

Note that the asymptotic relationship of Jm(z), Nm(z), Hm1(z), and Hm(2)(z) is analogous to the relationship of the more familiar trigonometric and exponential functions.

21.8-10. Associated Legendre Functions and Polynomials (see also Secs. 21.7-1 and 21.7-3). (a) The associated Legendre functions of degree j and order m are solutions of the differential equation

image

where j and m are complex numbers; Eq. (49) reduces to Legendre's differential equation (Table 21.7-1 and Sec. 21.7-3) for m = 0. The general theory of the associated Legendre functions is found in Refs. 21.3 and 21.9. In the most important applications (Secs. 10.4-3c and 21.8-12), j and m are effectively restricted to the real integral values 0, 1, 2, . . . , while z = x is the cosine of a real angle υ and hence a real number

between – 1 and 1. Under these conditions, Eq. (49) is satisfied by the associated Legendre “polynomials” of the first kind*

image

(see also Sec. 9.3-9), with image, and image for m > j.

In particular,

image

where cos υ = x (see also Sec. 21.8-12).

(b) The associated Legendre “polynomials” defined by Eq. (50) satisfy the following recurrence relations (–1 < x < 1) :

image

* Some authors reserve the symbol image for the functions here denoted by image or by image . Note that not all image are actually polynomials in x.

(c) Asymptotic Behavior. As j→ ∞ ,

image

21.8-11. Integral Formulas Involving Associated Legendre Polynomials (see also Sec. 21.7-7).

image

21.8-12. Spherical Harmonics. Orthogonality (see also Secs. 10.4-3c, 14.10-76, and 15.2-6). (a) Solutions Φ(r, υ, φ) of Laplace's par–tial differential equation in spherical coordinates (10.4-15) are known as spherical harmonics. Spherical surface harmonics of degree j are solutions Yj(υ, φ) of the partial differential equation

image

obtained on separation of variables in Eq. (10.4-15). If one imposes the “boundary” conditions of regularity and uniqueness for 0 ≤ υ ≤ π, 0 ≤ φ ≤ 2π together with Yj (υ, φ + 2π) ≡ Yj (υ , φ) the problem becomes an eigenvalue problem (Sec. 15.4-5) admitting only integral values of j. One may disregard negative values of j, since –j – 1 and j yield identical values of j(j + 1). The resulting real eigenfunctions

image

are known as tesseral spherical harmonics of degree j and order m; they are periodic on the surface of a sphere and change sign along “node lines” υ = constant and φ = constant (Fig. 21.8-9). For m = j, one has sectorial spherical harmonics, and for m = 0, zonal spherical harmonics.

Both the functions (65) and the frequently more convenient complex functions

image

are orthonormal sets of eigenfunctions in terms of the inner product

image

(Sec. 15.4-6b). (f , h)= 0 for every pair of functions (65) or of functions (66) unless f = h, in which case the inner product equals one. There are exactly 2j + 1 linearly independent spherical surface harmonics of degree j.

(b) Every twice continuously differentiable, suitably periodic real function Φ(υ , φ) defined on the surface of a sphere admits the absolutely convergent expansion

image

Expansions of the form (68) can be physically interpreted as multipole expansions of potentials (Secs. 15.6-5a and c).

21.8-13. Addition Theorems, (a) Addition Theorem for Cylinder Functions. Let P1 and P2 be two points of a plane, with polar coordi–nates (r 1, φ1), (r 2 φ , φ 2). Referring to Fig. 21.8-10a, let r1 > r2, so that 0≤ \ ψ\ < ) π/2 , and

image

image

FIG. 21.8-9. Nodes of the function image(cos υ) sin on the developed surface of a sphere. The function is negative on the shaded areas. (J. A. Stratton, Electro–magnetic Theory, McGraw-Hill, New York, 1941.)

image

FIG. 21.8-10. Geometry for addition theorems. The addition theorems are useful for expressing effects at P2 of a source of potential, radiation, etc., at P1, or vice versa (see also Secs. 15.6-5 and 15.6-6).

Then, for every cylinder function Zm(z) satisfying Eqs. (1) and (2),

image

where α is any complex number. In particular, φ 1 – φ2 = π yields

image

(b) Addition Theorems for Spherical Bessel Functions and Legendre Polynomials. Let P1 and P2 be two points in space, with spherical coordinates (r1 , υ1 , φ1), (r2, υ2, φ2). Referring to Fig. 21.8-10b, let υ1 + υ2 < π. One has

image

and

image

21.9. STEP FUNCTIONS AND SYMBOLIC IMPULSE FUNCTIONS

21.9-1. Step Functions (see also Secs. 4.6-17c, 18.3-1, and 20.4-5c). (a) A step function of the real variable x is a function which changes its value only on a discrete set of discontinuities (necessarily of the first kind, Sec. 4.4-7b). The function values at the discontinuities may or may not be defined . The most frequently useful step functions are*

image

(See also Fig. 21.9-1).

* The notations employed to denote the various unit-step functions vary ; use caution when referring to different texts.

image

image

FIG. 21.9-1. The init-step functions U(x) and U + (x) and approximations to the impulse functions δ(x), δ+(x), δ+(x).

image

Every step function can be expressed (except possibly at its discontinuites x=xk) as a sum of the form image PLES: Sgn x = 2U(x)-1; and the "jump" functions of Sec.20.4-5c).

(b) Approximation of Step Functions by Continuous Functions.

image

(c) Fourier-integral Representations (see also Sec. 4.11-6). The complex con–tour integral image is respectively equal to U(t) or –U( – t) if the integration contour passes below or above the origin. The Cauchy principal value of the integral (Sec. 4.6-2b) equals U(x) - 1/2. Note also

image

21.9-2. The Symbolic Dirac Delta Function, (a) The symmetrical unit-impulse function or Dirac delta function δ(x) of a real variable x is “defined ” by

image

where f(x) is an arbitrary function continuous for x = X. More gen–erally, one “defines” b(x) by

image

where f{x) is an arbitrary function of bounded variation in a neighborhood of x = X. δ{x) is not a true function, since the “definition” (10) implies the inconsistent relations

image

δ(x) is a “symbolic function” permitting the formal representation of the functional identity transformation f(ξ) → f(x) as an integral transformation (Sec. 15.3-la). The “formal” use of δ(x) furnishes a con- venient notation permitting suggestive generalizations of many mathematical relations (see also Secs. 8.5-1, 15.3-la, 15.5-1, and 18.3-1). Although no functions having the exact properties (10) exist, it is possible to “approximate” δ(x) by functions exhibiting the desired properties to any degree of approximation (Sec. 21.9-4).

One can usually avoid the use of impulse functions by introducing Stieltjes integrals (Sec. 4.6-17); thus

image

It is possible to introduce a generalizing redefinition of the concepts of “function” and “differentiation” (Schwarz's theory of distributions, Refs. 21.13 to 21.18). Other–wise, mathematical arguments involving the use of impulse functions should be regarded as heuristic and require rigorous verification (see also Sec. 8.5-1).

(b) “Formal” Relations Involving 5(x).

image

21.9-3. “Derivatives” of Step Functions and Impulse Functions

(see also Sec. 8.5-1). Equations (10) and (19) and also the relation image (a > 0) suggest the symbolic relation-ship

image

The impulse functions δ′(x), δ′′(x) are “defined” by

image

for an arbitrary function f(x) such that the unilateral limits f(r)(X – 0) and f(r)(x + 0) exist. The functions δ(r)(ξ – X) are kernels of linear integral transformations (Sec. 15.2-1) representing repeated differentiations. Note also the symbolic relation

image

21.9-4. Approximation of Impulse Functions (see also Fig. 21.9-1). (a) Continuously Differentiable Functions Approximating δ(x). One can approximate δ(x) by the continuously differentiable functions

image

Integration of the approximating functions (18) yields the corresponding step-function approximations (4) and (5). image (a > 0) converges to image as α → ∞ for each function (18).

(b) Discontinuous Functions Approximating δ(x). δ(x) is often approximated by the central-difference coefficient (Sec. 20.4-3)

image

if f(x) is of bounded variation in a neighborhood of x = X (see also Sec. 4.11-6).

(c) Functions Approximating δ′(x), δ′′(x), .., δ(r)(x) Successive differ–entiations of Eq. (18a) yield the approximation functions

image

21.9-5. Fourier-integral Representations. Note the formal relations

image

21.9-6. Asymmetrical Impulse Functions (see also Secs. 8.5-1 and 9.4-3). (a) The asymmetrical impulse functions imageare “defined” by

image

One way to obtain approximation functions for δ+(x) is to substitute the approximation functions of Sec. 21.9-4 into one of the relations (30), e.g.,

image

(b) One may introduce δ+(–x) ≡ δ_(x) as a second asymmetrical impulse function corresponding to the “derivative” of the asymmetrical step function U_(x) (Sec. 21.9-1).

21.9-7. Multidimensional Delta Functions (see also Sec. 15.5-1). For an n-di-mensional space of “points” (x1, x2, . . . , xn) with a volume element defined as

image

(See. 16.10-10), the n-dimensinal delta function image

image

for every “point” (X1, X2, . . . , Xn) in V where f(x1, x2, . . . , xn) is continuous. Note that the definition of δ (x1; ξ1; x2, ξ2; . . . ; xn, ξn) depends on the coordinate system used and is meaningless wherever dV = 0. In particular, for rectangular cartesian coordinates x, y, z, one has dV = dx dy dz, and

image

21.10. REFERENCES AND BIBLIOGRAPHY

      21.1. Abramowitz, M., and I. A. Stegun (eds.): Handbook of Mathematical Functions, National Bureau of Standards Applied Mathematics Series 55, Washington, D.C., 1964.

      21.2.Byrd, P. F., and M. D. Friedman: Handbook of Elliptic Integrals, Springer, Berlin, 1954.

      21.3.Erdelyi, A.: Higher Transcendental Functions, vols. 1 and 2 (Bateman Project), McGraw-Hill, New York, 1953.

       21.4.Jahnke, E., and F. Emde: Tables of Functions with Formulae and Curves, Dover, New York, 1945.

       21.5.Hurwitz, A., and R. Courant: Vorlesungen iiber allgemeine Funktionentheorie und elliptische Funktionen, 4th ed., Springer, Berlin, 1964.

       21.6.McLachlan, N. W.: Bessel Functions for Engineers, Oxford, Fair Lawn, N.J., 1946.

       21.7.Schafke, F. W.: Einfuhrung in die Theorie der speziellen Funktionen der mathematischen Physik, Springer, Berlin, 1963.

       21.8.Sneddon, I. N.: The Special Functions of Physics and Chemistry, Oliver & Boyd, Edinburgh, 1956.

       21.9.Whittaker, E. T., and G. N. Watson: Modern Analysis, Macmillan, New York, 1943.

       21.10. — : A Course in Modern Analysis, Cambridge, New York, 1946.

       21.11.Oberhettinger, F., and W. Magnus: Formulas and Theorems for the Functions of Mathematical Physics, Chelsea, New York, 1954; 3d ed., Springer, Berlin, 1966,

       21.12.Tricomi, F. G.: Elliptische Funktionen, Akademische Verlagsgesellschaft, Leipzig, 1948.

(See also the articles by J. Lense and J. Meixner in vol. I of Handbuch der Physik, Springer, Berlin, 1956; and see also Sec. 10.6-2).

Generalized Functions and the Theory of Distributions

      21.13. Arsac, J.: Fourier Transforms and the Theory of Distributions, Prentice-Hall, Englewood Cliffs, N.J., 1966.

      21.14. Friedman, A.: Generalized Functions and Partial Differential Equations, Prentice-Hall, Englewood Cliffs, N.J., 1956.

      21.15. Gelfand, I. M., et al.: Generalized Functions, Academic, New York, 1964.

      21.16. Lighthill, M. J.: Introduction to Fourier Analysis and Generalized Functions, Cambridge, New York, 1958.

      21.17. Schwartz, L.: Theorie des Distributions, 2d ed., Hermann & Cie, Paris, 1957.

      21.18. Zemanian, A. H.: Distribution Theory and Transform Analysis, McGraw-Hill, New York, 1965.

*811; The functions arcsin z, arccos z, arctan z, and arccot z are often denoted by sin-1 z, cos-1 z, tan-1 z, and cot-1 z, respectively. This notation tends to be mislead-ing and is not recommended.

*815 This notation is the usual one in English-speaking countries, although it tends to be misleading (see also Sec. 21.2-4). An alternative notation is ar sinh z, ar cosh z , ar tanh z , or Ar Sin z, Ar Cos z,Ar Tan z.