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    Special Functions & Their Applications
    Special Functions & Their Applications
    Special Functions & Their Applications
    Ebook563 pages3 hours

    Special Functions & Their Applications

    By N. N. Lebedev

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    Richard Silverman's new translation makes available to English readers the work of the famous contemporary Russian mathematician N. N. Lebedev. Though extensive treatises on special functions are available, these do not serve the student or the applied mathematician as well as Lebedev's introductory and practically oriented approach. His systematic treatment of the basic theory of the more important special functions and the applications of this theory to specific problems of physics and engineering results in a practical course in the use of special functions for the student and for those concerned with actual mathematical applications or uses. In consideration of the practical nature of the coverage, most space has been devoted to the application of cylinder functions and particularly of spherical harmonics. Lebedev, however, also treats in some detail: the gamma function, the probability integral and related functions, the exponential integral and related functions, orthogonal polynomials with consideration of Legendre, Hermite and Laguerre polynomials (with exceptional treatment of the technique of expanding functions in series of Hermite and Laguerre polynomials), the Airy functions, the hypergeometric functions (making this often slighted area accessible to the theoretical physicist), and parabolic cylinder functions. The arrangement of the material in the separate chapters, to a certain degree, makes the different parts of the book independent of each other. Although a familiarity with complex variable theory is needed, a serious attempt has been made to keep to a minimum the required background in this area. Various useful properties of the special functions which do not appear in the text proper will be found in the problems at the end of the appropriate chapters. This edition closely adheres to the revised Russian edition (Moscow, 1965). Richard Silverman, however, has made the book even more useful to the English reader. The bibliography and references have been slanted toward books available in English or the West European languages, and a number of additional problems have been added to this edition.

    LanguageEnglish
    PublisherDover Publications
    Release dateApr 30, 2012
    ISBN9780486139890
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      Special Functions & Their Applications - N. N. Lebedev

      INDEX

      1

      THE GAMMA FUNCTION

      1.1.Definition of the Gamma Function

      One of the simplest and most important special functions is the gamma function, knowledge of whose properties is a prerequisite for the study of many other special functions, notably the cylinder functions and the hypergeometric function. Since the gamma function is usually studied in courses on complex variable theory, and even in advanced calculus,¹ the treatment given here will be deliberately brief.

      The gamma function is defined by the formula

      whenever the complex variable z has a positive real part Re z. We can write (1.1.1) as a sum of two integrals, i.e.,

      where it can easily be shown² that the first integral defines a function P(z) which is analytic in the half-plane Re z > 0, while the second integral defines an entire function. It follows that the function Γ(z) = P(z) + Q(z) is analytic in the half-plane Re z > 0.

      The values of Γ(z) in the rest of the complex plane can be found by analytic continuation of the function defined by (1.1.1). First we replace the exponential in the integral for P(z) by its power series expansion, and then we integrate term by term, obtaining

      where it is permissible to reverse the order of integration and summation since³

      (the last integral converges for x = Re z > 0). The terms of the series (1.1.3) are analytic functions of z, if z ≠ 0, −1, −2,… Moreover, in the region⁴

      |z + kδ > 0,      k = 0, 1, 2, . . . ,

      (1.1.3) is majorized by the convergent series

      and hence is uniformly convergent in this region. Using Weierstrass’ theorem⁵ and the arbitrariness of δ, we conclude that the sum of the series (1.1.3) is a meromorphic function with simple poles at the points z = 0, — 1, — 2, . . . For Re z > 0 this function coincides with the integral P(z), and hence is the analytic continuation of P(z).

      The function Γ(z) differs from P(z) by the term Q(z), which, as just shown, is an entire function. Therefore Γ(z) is a meromorphic function of the complex variable z, with simple poles at the points z = 0, — 1, — 2, . . .  An analytic expression for Γ(z), suitable for defining Γ(z) in the whole complex plane, is given by

      It follows from (1.1.4) that Γ(z) has the representation

      in a neighborhood of the pole z = – n (n = 0, 1, 2, . . . ), with regular part Ω(z + n).

      1.2.Some Relations Satisfied by the Gamma Function

      We now prove three basic relations satisfied by the gamma function :

      These formulas play an important role in various transformations and calculations involving Γ(z).

      To prove (1.2.1), we assume that Re z > 0 and use the integral representation (1.1.1). An integration by parts gives

      The validity of this result for arbitrary complex z ≠ 0, −1, −2, . . .  is an immediate consequence of the principle of analytic continuation,⁶ since both sides of the formula are analytic everywhere except at the points z = 0, −1, −2, . . . 

      To derive (1.2.2), we temporarily assume that 0 < Rez < 1 and again use (1.1.1), obtaining

      Introducing the new variables

      we find that⁷

      Using the principle of analytic continuation, we see that this formula remains valid everywhere in the complex plane except at the points z = 0, ±1, ±2, . . . 

      To prove (1.2.3), known as the duplication formula, we assume that Re z > 0 and then use (1.1.1) again, obtaining

      . To this formula we add the similar formula obtained by permuting α and β. This gives the more symmetric representation

      α. Introducing new variables

      u = α² + β²,    v = 2αβ,

      we find that

      As before, this result can be extended to arbitrary complex values z , . . . , by using the principle of analytic continuation.

      We now use formula (1.2.1) to calculate Γ(z) for some special values of the variable z. Applying (1.2.1) and noting that Γ(l) = 1, we find by mathematical induction that

      Moreover, setting z in (1.1.1), we obtain

      and then (1.2.1) implies

      Finally we use (1.2.2) to prove that the function Γ(z) has no zeros in the complex plane. First we note that the points z = n (n = 0, ±1, ±2, . . . ) cannot be zeros of Γ(z), since Γ(n) = (n – 1)! if n = 1, 2, . . . while Γ(n) = ∞ if n = 0, −1, −2, . . .  The fact that no other value of z can be a zero of Γ(z) is an immediate consequence of (1.2.2), since if a nonintegral value of z were a zero of Γ(z) it would have to be a pole of Γ(1 – z), which is impossible. It follows at once that [Γ(z)]−1 is an entire function.

      1.3.The Logarithmic Derivative of the Gamma Function

      The theory of the gamma function is intimately related to the theory of another special function, i.e., the logarithmic derivative of Γ(z):

      Since Γ(z(z) can have no singular points other than the poles z = – n (n = 0, 1, 2, . . . ) of Γ(z). It follows from ((z) has the representation⁸

      in a neighborhood of the point z = – n(z), like Γ(z), is a meromorphic function with simple poles at the points z = 0, −1, −2, . . . 

      (z) satisfies relations obtained from formulas (1.2.1−3)⁹ by taking logarithmic derivatives. In this way, we find that

      (z) for special values of z. For example, writing

      where γ = 0.57721566 . . . is Euler’s constant, and using (1.3.3), we obtain

      Moreover, substituting z into (1.3.5), we find that

      and then (1.3.3) gives

      (z) has simple representations in the form of definite integrals involving the variable z as a parameter. To derive these representations, we first note that (1.1.1) implies¹⁰

      If we replace the logarithm in the integrand by its expression in terms of the Frullani integral¹¹

      we find that¹²

      Introducing the new variable of integration u = t(x + 1), we find that the integral in brackets equals (x + l)–zΓ(z(z):

      (z), we write (1.3.12) in the form

      and change the variable of integration in the second integral, by setting x + 1 = ey. This gives

      and therefore, since the second integral approaches zero as δ → 0,

      Setting z = 1 and subtracting the result from (1,3.13), we find that

      or

      where we have introduced the variable of integration x = e–t.

      From formula ((z) as an analytic expression valid for all z (z). To obtain this representation, we substitute the power series expansion

      (1 – x)−1 = 1 + x + x² +  . . . +xnx<1

      into (1.3.15) and integrate term by term (this operation is easily justified). The result is

      The series (1.3.16), whose terms are analytic functions for z ≠ 0, −1, −2, . . . , is uniformly convergent in the region defined by the inequalities

      |z + nδ > 0, n = 0, 1, 2, . . .  and |z| < a,

      since

      for n N > a, and the series

      converges. Therefore, since δ is arbitrarily small and a arbitrarily large, both sides of (1.3.16) are analytic functions except at the poles z = 0, −1, −2, . . . , and hence, according to the principle of analytic continuation, the original restriction Re z > 0 used to prove this formula can be dropped. If we replace z by z + 1 in (1.3.16), integrate the resulting series between the limits 0 and z, and then take exponentials of both sides, we find the following infinite product representation of the gamma function:

      This formula can be made the starting point for the theory of the gamma function, instead of the integral representation (1.1.1).

      Finally we derive some formulas for Euler’s constant γ. Setting z = 1 in (1.3.12-13), we obtain

      Moreover, (1.3.10) implies

      which, when integrated by parts, gives

      Replacing t by l/t in the last integral on the right, we find that

      1.4.Asymptotic Representation of the Gamma Function for Large |z|

      To describe the behavior of a given function f(z) as |z| → ∞ within a sector α arg z β, it is in many cases sufficient to derive an expression of the form

      where φ(z) is a function of a simpler structure than f(z), and r(z) converges uniformly to zero as |z| → ∞ within the given sector. Formulas of this type are called asymptotic representations of f(z) for large |z|. It follows from (1.4.1) that the ratio f(z)/φ(z) converges to unity as |z| → ∞, i.e., the two functions f(z) and φ(z) are asymptotically equal, a fact we indicate by writing

      An estimate of |r(z)| gives the size of the error committed when f(z) is replaced by φ(z) for large but finite |z|.

      We now look for a description of the behavior of the function f(z) as |z| → ∞ which is more exact than that given by (1.4.1). Suppose we succeed in deriving the formula

      where zNrN(zarg z β. [Note that (1.4.3) reduces to (1.4.1) for N = 0.] Then we write

      and the right-hand side is called an asymptotic series or asymptotic expansion of f(z) for large |z|. It should be noted that this definition does not stipulate that the given series converge in the ordinary sense, and on the contrary, the series will usually diverge. Nevertheless, asymptotic series are very useful, since, by taking a finite number of terms, we can obtain an arbitrarily good approximation to the function f(z) for sufficiently large |z|. In this book, the reader will find many examples of asymptotic representations and asymptotic series (see Secs. 1.4, 2.2, 3.2, 4.6, 4.14, 4.22, 5.11, etc.). For the general theory of asymptotic series, we refer to the references cited in the Bibliography on p. 300.

      To obtain an asymptotic representation of the gamma function Γ(z), it is convenient to first derive an asymptotic representation of log Γ(z). To this end, let Re z > 0, and consider the integral representation (1.3.13), with z replaced by z + 1, i.e.,

      or

      where we have used (1.3.11). Integrating the last equation between the limits 1 and z, and bearing in mind that

      log Γ(z + 1) = log Γ(z) + log z,

      we find that¹³

      where Re z > 0. It should be noted that the function

      appearing in the integrand in (1.4.5), is continuous for t 0, with f, as can easily be verified by expanding f(t) in a power series in a neighborhood of the point t = 0.

      To simplify (1.4.5), we evaluate the integral

      This can be done by using the following trick: If

      then

      It follows that

      On the other hand, substituting z into (1.4.5), we find that

      and hence

      Using this result, we can write (1.4.5) in the form

      where

      Since f(t) decreases monotonically as t increases,¹⁴ the integral (1.4.13) also converges for Re z = 0, Im z ≠ 0.¹⁵

      Using (1.4.12) and (1.4.13), we can easily derive an asymptotic representation of Γ(zπ/2, and integrate (1.4.13) by parts, obtaining

      Since f’(t0, |f/’(t) = –f(t) we have

      i.e.,

      Then, taking exponentials of both sides of (1.4.12), we find that

      where

      r(z) = ew(z) – 1.

      According to (1.4.15),

      where C is an absolute constant (we assume that z a > 0). Thus r(z) is of order |z|–1 as |z| ∞, ∞ fact indicated by writing¹⁶

      and hence (1.4.16) is an asymptotic representation of Γ(z) in the indicated sector.

      To derive an asymptotic representation of Γ(z) which is valid in other sectors of the complex plane, we proceed as follows: Let δ be an arbitrarily small fixed positive number, and let

      Since arg (–z) = arg z – π, this implies

      It follows from (1.2.1-2) that

      where, according to (1.4.16) and (1.4.18),

      On the other hand, in the sector (1.4.19),

      since ze²πiz is bounded in this sector. Substituting (1.4.21-22) into (1.4.20), we again arrive at formula (1.4.16). A similar result is obtained for the sector

      Finally, therefore, in any sector

      |arg zπ – δ,

      we have the asymptotic representation

      Considerations resembling those just given, but much more complicated,¹⁷ lead to the more exact formula

      If z = x is a positive real number, then (1.4.16) becomes Stirling’s formula

      where for r(x) we have a sharper estimate than that given by (1.4.17). In fact, if z = x > 0, then

      so that

      Finally, we note that (1.2.4) and (1.4.25) imply the following asymptotic representation of the factorial:

      1.5.Definite Integrals Related to the Gamma Function

      The class of integrals which can be expressed in terms of the gamma function is very large. Here we consider only a few examples, mainly with the intent of deriving some formulas that will be needed later.

      Our first result is the formula

      which is easily proved for positive real p by making the change of variables s = pt, and then using the integral representation (1.1.1). The extension of (1.5.1) to arbitrary complex p with Re p > 0 is accomplished by using the principle of analytic continuation.

      Next consider the integral

      known as the beta function. It is easy to see that (1.5.2) represents an analytic function in each of the complex variables x and y. If we introduce the new variable of integration u = t/(l – t), then (1.5.2) becomes

      Setting p = 1 + u, z = x + y in (1.5.1), we find that

      and substituting the result into (1.5.3), we obtain

      Thus we have derived the formula

      relating the beta function to the gamma function, which can be used to derive all the properties of the beta function.

      PROBLEMS

      1. Prove that

      for real y.

      2. Using (1.5.6), verify the identity

      3. Prove that

      4. Verify the formula

      5. Derive the formula

      Hint. Calculate the logarithmic derivatives of both sides of (i).

      6. Derive the following integral representation of the square of the gamma function, where K0(t) is Macdonald’s function (defined in Sec. 5.7):

      Hint. Use formulas (5.10.23), (1.5.1) and the integral in Problem 2.

      7. Derive the asymptotic formulas

      where α and β are arbitrary constants, and |arg zπ – δ.

      Hint. Use the results of Sec. 1.4.

      8. Derive the asymptotic formula

      where as |t| → ∞, r(x, y) → 0 uniformly in the strip |xα (α is a constant).

      9. Show that the integral representation

      holds for arbitrary complex z, where t–z = e–zlogt, |arg t| < π, and C is the contour shown in Figure 13, p. 115.

      10. The incomplete gamma function γ(z, α) and its complement Γ(z, α) are defined by the formulas

      so that

      γ(z, α) + Γ(z, α) = Γ(z).

      Prove that for fixed α, Γ(z, α) is an entire function of z, while γ(z, α) is a meromorphic function of z, with poles at the points z = 0, −1, −2, . . . 

      11. Derive the formulas

      γ(z + 1, α) = zγ(z, α) – e–ααz

      γ(z + 1, α) = zΓ(z, α) + e–ααz

      12. Derive the following representation of γ(z, α):

      ¹ See D. V. Widder, Advanced Calculus, second edition, Prentice-Hall, Inc., Englewood Cliffs, N.J. (1961), Chap. 11.

      ² See E. C. Titchmarsh, The Theory of Functions, second edition, Oxford University Press, London (1939), p. 100, noting that the integrand e-ttz-1 is analytic in z and continuous in z and t for Re z > 0, 0 < t < ∞, while the first integral is uniformly convergent for Re z δ > 0 and the second integral is uniformly convergent for Re z A < ∞, since then

      ³ E. C. Titchmarsh, op. cit., p. 45.

      ⁴ By a region we mean an open connected point set (of two or more dimensions) together with some, all, or possibly none of its boundary points. In the latter case, we often speak of an open region or domain, in the former case, of a closed region or closed domain.

      ⁵ See A. I. Markushevich, Theory of Functions of a Complex Variable, Vol. I (translated by R. A. Silverman), Prentice-Hall, Inc., Englewood Cliffs, N.J. (1965), Theorem 15.6, p. 326.

      ⁶ According to this principle, which we will use repeatedly, if f(z) and φ(z) are analytic in a domain D and if f(z) = φ(z) for all z in a smaller domain D* contained in D, then f(z) = φ(z) for all z in D. The same is true if f(z) = φ(z) for all z in any set of points of D with a limit point in D, say, a line segment. See A. I. Markushevich, op. cit., Theorem 17.1, p. 369.

      ⁷ For the evaluation of the integral in the last step, see E. C. Titchmarsh, op. cit., p. 105.

      (z + n) in (1.3.2) is not the same as in (1.1.5).

      ⁹ By (1.2.1-3) we mean formulas (1.2.1) through (1.2.3). Similarly, (1.2.1, 4, 6) means formulas (1.2.1), (1.2.4) and (1.2.6), etc.

      ¹⁰ To justify differentiating behind the integral sign, see E. C. Titchmarsh, op. cit., pp. 99–100.

      ¹¹ See H. Jeffreys and B. S. Jeffreys, Methods of Mathematical Physics, third edition, Cambridge University Press, London (1956), p. 406, and D. V. Widder, op. cit., p. 357.

      ¹² Here, as elsewhere in this chapter, we omit detailed justification of the reversal of order of integration. An appropriate argument can always be supplied, usually by proving the absolute convergence of the double integral and then using Fubini’s theorem. See H. Kestelman, Modern Theories of Integration, second revised edition, Dover Publications, Inc., New York (1960), Chap. 8, esp. Theorems 279 and 280.

      ¹³ The choice of the p^th of integration is unimportant. To justify integration behind the integral sign, we use an absolute convergence argument (cf. footnote1 12, p. 6).

      ¹⁴ This follows at once from the expansion

      See K. Knopp, Theory and Applications of Infinite Series (translated by R. C. H. Young), Blackie and Son, Ltd., London (1963), p. 378.

      ¹⁵ E. C. Titchmarsh, op. citp. 21.

      ¹⁶ We say that f(z) is of order φ(z) as z → z0, and write f(z) = 0(φ(z)) as z → z0 if the inequality |f(zA|φ(z)| holds in a neighborhood of z0, where A is some constant. If z0 is not explicitly mentioned, then z0 = ∞.

      ¹⁷ See G. N. Watson, An expansion related to Stirling’s formula, derived by the method of steepest descents, Quart. J. Pure and Appl. Math., 48, 1 (1920).

      2

      THE PROBABILITY INTEGRAL AND RELATED FUNCTIONS

      2.1.The Probability Integral and Its Basic Properties

      By the probability integral is meant the function defined for any complex z by the integral

      evaluated along an arbitrary path joining the origin to the point t = z. The form of this path does not matter, since the integrand is an entire function of the complex variable t, and in fact we can assume that the integration is along the line segment joining the points t = 0 and t = z. According to a familiar theorem of complex variable theory,¹Φ(z) is an entire function and hence can be expanded in a convergent power series for any value of z. To find this expansion, we need only replace

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