SPECIAL FUl\;CTIO:-.

JS OF MA'I'HE1\{ATICAL PHYSICS AND CHEMISTRY

UNIV i,n.SITV l\IATl-mMATIC/\L TEXTS

(; l'l)''EEAL. II D I TO,RS

AJ .. EXANDEH. C. Al'.l'Kl1:N, D.So., F.R.S.

DANIEL E. RUTlillRFORD, D.So.,. DR. MATl1.

Dr::mnMINA!\"TS AN]) lI·:!Al·jIlC,'S STATIS'rl CAL i'llAT!l£l1lATIOS \·\'A\'ES

ELEC'l'11I t;."ITY

PIlOJ'EC'I'WE GnOM'E'l'fW INTEGIlAT10N"

P AJI. T'JAl. D!l!FE RENT:! AT)" I) N lNI'1N1'r.e SE'(!rnS .

Prof. i\. C. Aitken, D.So.,. RH.S. I' ro f. A. C. Aitken, D.Se., F .. n.s.

Prof. C. A. Coulson, D.Se., F.n.S .. Prof. C. A. Coulson, n.se., r.u.s.

T. E. Fuulkner, Ph.D. R. P. Gillespie., I'II.D. R. P. Gillespie,. Ph.D.

Prot, ,J. ;)'.1. Hyslop, D .se.

INTEGRATION OF OllDINA.ltv DTFFEllllN'I"'I"AL EQUATIONS

E. L . Jnce, D.Se.

INTUOPUCT10N TO TIlE TU~;OILY Ol' FINlTI: GROUPS

W. Ludermann, Ph.D., D.Se.

ANALYTICAL GEOMETIl v 01' Tmu;:-e DIMENSIONS

l'mf. W. H. ~l'CreR, l'b.D., F,RS.

F'UNC'rIONS O~,. A CmlI'LEX GLAllSJCAI. M.ECiJANICS . V"BeTO n l\1ETII ODS

V/HlI>\lIUi: E. G. Pbillips, M.A., 'M.Sc.

D. E. Rutherford, D..Sa., Dr. Ninth. . D. E. Rutherford, D.Se., Dr. !\lilt!!.

VO.J.IDm AND JN~·&nllAr. . Prof: 'w. W. Rogosluski, Ph.D.

SPEerA£.. 11'UNCTIONS Of' ~lATITEMjITICAL Pn,,,,sICS AND C~mMTS"nl'" Prof. I. }:!. Sneddon, ;'\1. A., D.Se.

TENSOR CALCUl.US Burry Spain, B.A., M.Se., Ph.D.

'I'rrannv OF EQUATIONS Prof, H. ''''.Turnbull, F.H.S .

In Preparation

TIl£OHY OF OnnlNIlUY Dll'I'ETtEN'L'llll, EQI,JA:'l']ONS

J. C. Burkill, Se.D., F.RS.

GEllJIAN·ENGLTSU ~tATIlEMATICAT_ VOCAJlO"LAllV

S. i\ll'Icintyre, M.A., Ph.D.

TOPOLOOY . J!:. iill. Patterson, Ph.D.

SPECIAL FUNCTIONS OF MATI-IENIATICAL PI-IYSICS AND CI-IElVIISTRY

BY

IAN N. SNEDDON

M.A., D.Se.

pnOPI>S5011 OP MATrJEMATICS IN

TIlE UN!V1illSITY COLUlGE OF NORTII STAFFORDSlllnE

OLIVI R AND BOYD

EDINBURGH Ar>."D LONDON

NEW YORK; INTERSCIENCE PU.BLI.SHERS, INC.

1958

Prns-r EDITION

1056

l'RINTllfl IN nOLL ... ND

BV RONINKLIl](l!! Y:i!!lll~'U:;DE DIIUKKllRIlEI< HOlTS">!'" N.V .• GR011lNGEN '011 OLIVIlR AliD llOYD L:TD. "DINDURGH

PREFACE

This book is intended primarily for the student of applied mathematics, physics, chemistry or engineering who wishes to use the 'special' functions associated with the names of Legendre, Bessel, Hermite and Laguerre. It aims at, providing in 11 c mpact form most of the pl'Oper i s of these fu notions w hich mise mas t freq II en tl y in appllcati ons, and at establishing tiles properties in the simplest p ssiblc way. For that reason the m thods it mploys should be in elligible to anyone who has complet d a first course in calculus and has II slight ucq iuintance with the theory of differential equations. se is mad of the theory of functions of a complex variable only v ry sparingly and mo t f the book should be accessible to a reader who bas no knowledge of this th ry. Throughout the text nn attempt is made to show how these functions may be used in the discussion of problems in classical physics and in quantum theory. A brief account is gi en in an appendix of the main properties of the Dirac delta 'function'.

I should like to re I'd my debt of gratitude to the late Sir John Lennard-Jones, and to my colleagues Mr. B. Noble and Dr. J. G. Clunie I'DI' their generous help in reading the first draft of the manuscript and making valuable suggestions for its irnprovemcn . I am indebted to !lIiss Jane Burchnall for her assistance in the preparation of the final manuscript, to Mr .. J. S. Lowndes 1'01' help in correcting proof sheets and to Miss Elizabeth Gildart Ior preparing the index. I should also like to thank Dr. D. E. Rutherford, general editor of the cries, for his advice U11 I criticism throughout the preparation of the book.

My debt of gratitud to Prole ·0), T, 1'11. Muefcobert is a much more general one. It was at I is lectures that I first

vi

PREFACE

acquired a taste f r the subject, and it will be obvious to anyone who knows his published writings how much Lhavc been influenced by them.

KEELE, STAFFQRUSFl:IRE.

20th AUgllst, 1055

CONTENTS

CHAI rnu I

IN'l'RODU "l'JON

P"'GE

]. 'rhe Origin of Spccinl Functions 1

2. Ordinary Points or It Linear Differ ntial JJ:quution 4

3. Regular Singular loints 6

'L. The Point at Intiuity o·

5. The Gamma Funcuon and Related Functions 10

Examples 14

CRA]>"nUt [I

HYPERGEmmTR[ FUNC'l'J ~

O. The Hypurgcomctric Series 18

7. An Intetrral Formula for the Hypergcomctric Series 20

8. The Hypcrgeoruetrle Equation 28

9. Linear Helations between the 'olutions or the Hypergeometric

Equation 28

10. Relatione of Contiguity 81

11. The Confluent Hypcrgeomctric Function 32

12. Generalised Hypergcometric Series 36

Examples 39

CllAI'TEIl II!

LEGgNDRE F NCTIO 'S

HI. Legendre Polynomlnts 46

14. Recurrence Relations fer the L gcndre Polynomials 52

15. The Formulne of ilhrrphy nnd Roderigucs 53

10. Series of Legendre Polyuornln . 57

17. Legendre's Differential Equntion 60

18. Neumann's Formuln for the Legendre Fune ions us

10. Reeurren 'C Relations (01" the Function Q,,(p) 69

20. 'I'he Usc or Legendre Functions in Potcntiul Theory 10

vii

viii

CONTENTS

~l. 1. gendre's • ssociated Functions '18

22. I ntejrral Expression for the Associated Legendre Function 79

23. Surface Sphrricul Hurruonles 80

24. so of Associated I.egellclrc Functionsin 'W"vc l\.fcdulIIlcs SII

Examples 85

BESS.EL FUNCTIONS

25. 'I'he Origin of Bessel Functinns

26. Reeurrenee Hel u ions for the Be. eJ

eff'lcients

27. 'cri's Expansions for the Bessel CoerricjenLs

2R. Integral EXl rcssious for III 11· ssel oeff'icients 20. The AridiLlon Formuln for the Bessel o ,rriclcnts so. U!'ssrJ's Differcnt.ial Equnt ion

fit. Spherical Ilessel Furiettnns

32. [Ill> ,U'rnls invotvtnu Ressel Funct.ions sa. 'I'll l\JodiriNI Il,' 'scl Functions

3,1,. 'I'h Bcr and Bci Functions

35. Exrun~io!ls ill . cries of Bessel Funct ions

30. The Uee of B '-"sci Furu-tious In Potential Theory

37. Asyrnptotlc Expunsinns of Ihls~el Functions Exumplcs

'l'HE FUNCTIO:-: OF REUlIliTE A!\j) LAGUERRE

98. 'I'll(! Hermite Pnlynorniuls

39. HI:l'Illite's Dlffurcntial Equation 4,0. Hermite Funeunns

91 94

97

JOO l()l 102 108 110 i13 117 119 121 124 127

182 1M ISG

41. 'I'he OcClu.rencc or Hermite Functions in \,vtWO Meclwnirs 14,0

·t2. 'I'h' Lnguerre P lynorniuls 14-2

43. L(litI1c.rrc's Diffl'rcntiaJ Equntion 145

44. The Associated Lnjruerre Polynumiuls i1nd Functions 14,7

45. The Wave Funotlons for Lbc Hydrogen Atom ISO

Exumples 155

A 1'!'eNll IX

'I'I:H£ DIRAC DRvrA l~U!'\ '1'lON

411. 'rise Dime Delta Function

159

en APTER I

INTRODUCTION

1. The Origin of Special Functions. The special fun .tions of matherna i a! physics arise in the solution f part.inl differential equations gov ming the behaviour of certain physical quanti ti s. Probably t.he most frequently occu rring equation of this type in nll physics is Laplace's equation

(1.1 )

satisf'ied by a certai n function VJ d scribi ng the physical situation under discussion, The mathematical problem consists of finding those functions whi 'h satisfy equa ion (1.1) and also satisfy C rtain pres ribed onditions on th surfac s bounding the r gion being con id J' d. For exampl • if Vi denotes the electrostatic potential of" n system, 'P will be constant over any conducting surface, The shape of these boundaries often makes it desirable to work in CLlI'vilinear coordinates ql' Q2' q3 instead of in rectangular cartesian coordinates a.:, 1/, z, In this case we have relations

tV = a.:(q1> Q2' Q3)' Y = Y(Ql' g2' 13)' z = z(q .. Q2' Q3) (1. 2) expressing the cartesian coordinates in terms of the ClU'vilinear coordinates. If equations (1.2) are such that

ox ow oy oy I oz oz

--+--,--=0

oq, oqj oq,oqj (Jlji og,

when i * i we say that the coordinates q1' q2 q3 are 01'thogonal curvil lnear coordinates, 1) The element of

I) D. E. Rutherford, Vector Methods, (Oliver & Boyd, lOBO) pp.1}0-1I8.

2 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 1

length til is then given by

dl~ = h7 dq~ + lt~ dqi + h~ dq~

(1.8)

where

h~ = (O;V)~ + (Oy)2 + (~)2

I ogl ogj oql

and it can easily be shown that

\J21p = _1_ { ». (11'2 ha alp) -I- s (hahl a1/1) + _i_ (hlh2 oV))} , (1. 5 )

''1.h',!ha oql l'1, a'll Og2 h2 01J2 OQ3 113 aq3

(1.4)

On method of s Iving Laplace's equn ion consists of finding solutions of the "type

1p = Ql(ql)Q2('12)Q3(q3)

by substituting from (1.5) into (1.1). We then find that

~~ (h2/"a OQl) + 2_ __q_ (ha/'-J. iJQ2) + 2_ ~ (/~h2 OQ3) = 0

Q1 Ogl hI dql Q2 age h2 O'1',! ~ ag3 h~l ogs .

If, further, it so happens that

h2JIn

II; = Il(Ql)F'1(Q2' gal

etc" then this last q uation reduces to the form

. 1 d { dQl } . 1 I.i { dQ2 }

F'1(Q2' 1][1) Q1 dQl /1('11) dql -I- F'2(f}3' gd Q2 dq2 12('12) clq2

1 d { dQn}

+ FS(gl' q~) Qa cl.qa fs(qa) dJ:13 = O.

Now, ttl certain circumstances it is possible to find three functions gl{CJl)' g2(Q2)' ga{ga) with the property that

F1(Q2' q3)gl(ql) + F2(qa. !h)g:M2) + Ji'3(ql' q!l)ga(q3) = o.

When this is so. it follows immediately that the solution of Laplace's equation (1 .. 1) reduces to the solu tion of three

§ 1

INTRODUCTION

self-adjoint ordinary lineal' differential equations

d {. t dQ,:} Q' ( ,

--. f -d - g; I = 0 t = 1, 2, 3).

dq;qf

(1.0)

It is the study of dlffereutial equations of this kind which leads to the special [unctions of mathematical physics. 'I'he adjective "special" is used in this connection because here we are not, as in analysis, concerned with the general properties of [unctions, but only with the properties of functions which arise in the solution of special problems.

'I'D take a par-ticular case, consider the cylindrical polar coordiuates (e" rp, z) defined by the equations

ill = e cos cp, Y = e sine, z - Ii.':

for which hl - I, 1"'J = (2. h:l = 1. From equation (1.5) we see that, for these coordinates, Laplace's equation is of the form

a2tp I atp I B? ¥J B2 V)

ae~ + g Be + Ii- Brp2 + BZ2 = D. (1.7)

If we now make the subatitution

lp = R(g)ftJ(rp)Z(z),

(1.8)

we find that equation (1.7) may be written in the form

_:_ (d~~ + _:_ liR). + _;_ dJr[J + 2. d~Z = o.

R de- Q de e~(j) drp'l Z dz2

This shows that if rfJ, Z, R satisfy the equations

(Uln)

(1.9b)

(LDc)

4 THE. SPECIAL fUNCTIONS OF PHYSICS AND CHEMISTRY § 2 res pecti vely, then the func tion (1.8) isa solu tion of La place's equ ati on (l. 7), 'I'he study of these ord inary d ifferen tial cq uations will lead us to the special functions up propriate to this coordinate system. For instance, equation (l.Oa) may be taken as theequation dejini11g thecircular functions. In this context sin (11,11') is de ri lied asthnt solution of (1.9a) which has value 0 when cp = 0 and cos (mp) as that which has value 1 when II' = 0 and the properties of the functions derived therefrom, cr. ex. ,], below, Similarly equation (L9b) defines the exponential funcfions. In actual practice we do not proceed in this wny merely because we have alrcadyencoltl1 tercel these functions in another context and from their familiar properties studied their relation to equations (l,Ha) and (1.9b). The situation with respect to equation (1.0c) is different; we cannot express i ts solution in terms of the elernen tary functions of analysis, as we were able to do witb the other two equations, In this case we define HCW functions in terms of' the solutions of this equation and by investigntlng the series solutions of the equations derive the properties of the functions so defined. Equntion (1.ge) is called Bessel's equation and solutions of it are called Bessel functione. Bessel functions are of great irnportance in theoretical physics: they arc discussed in Chapter IV below,

2, Ordinary Points of a Linear Differential Equation .. We shall have occasion to discuss ordinary Iinenr di flere 0-· tial eq uations of the s ceo nd order wi th variab le coefficien ts whose solutions cannot he obtained ill terms of the elemenbuy functions of muthemutical analysis, In such cases one of the standard procedures is to derive a pair of linearly independen t. solutions in the form of infinite series I1mI from these seri es Lo co m pu te til. hI es 0 r s tandurd sola tions. 'Vi th the aid of such tables the solution appropriate to any given initial conditions mfly then be readily found. The object of this note is to outline briefly the procedure to he followed in these instances; for proofs of the theorems

INTRODUCTION

5

quoted the reader is referred tothe standard textbooks.J)

A function is called analytic at a point if it is possible to expand it in a Taylor series valid in some neighbourhood of the point. This is equivalent to saying that the function is single-valued and possesses derivatives of all orders at the point in question. In the equations we shall consider the coefficients will be analytical functions of the independent variuoleexecpt possibly at certain isolated points.

An ordinary point III = .a of the second order differential equation

u" -I- o:(re)y' + {J(a;)y = 0

(2.1 )

is one at which the coefficients o:.{3 are analytical functions. It can be shown that at any o1'llinary point evm'Y soluium of the equation. is analuiic, Furthermore if tlia I'ayl4Jl' e:rpaneions o/l'.I.(m) and (3(,r:) Q1'e valid in the range I II:: - a I < R ale Taylor expansion 01 the solution is valid 101' the same ralige. As a. consequence, if et.:(,1)j and (J(xj are polynomials in in the series solu tion of (2.1) is valid for ali va I ues of IV .•

When, as is usually the case, 0'.:(,<:) and fi(.1)) are polynomiuls of low degree, the solution is most easily found by assuming a power series of the form

O'J

Y - I: cr(iv - a)r

r-ll

(2.2)

for the solution and determining the coefficients co' c.1T c2, ••• , by direct substitution of (2.2) into (2.1) and equating coefficients of successive powers of ,1) to zero.

The simplest equation of this type is

y" + y = o.

(2 .. .8)

Substituting a solution of the type (2.2) with a = 0 into this

') Sec, for example, E. L. Inee, Ordi1lllT!J DiJfrri!ntial Equations, (Lcngmans, 1 fl:27), Ch]! t. VI r. E. GOLLrsa t, A COUT.~~ 'iT! Mattrcmatica! Aml/yris,. Vol II. Part II, (Ginn, 1904) .. Chpt, IH. Sec also J. C. Burklll, 1'heary oj OTdinory Difff!.TellUal EqlloJions {Oliver & Boyd; to be published shoI"Uy).

6 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 3 equation we find that, iI the equation is to be satisfied,

OCI OCI

L r('/' - 1}CrWr-2 + .:£. cr[JJ~ = o.

r-O rllliQ

The series on the left i equivalent to

'"

L (1' + 1)(1' + M)cr+iV1'

r-O

so that, equating coefficients of 11)1', w see that the quation is satisfied by a solution of typ (2.2) provided that the coeffi .icn ts are connected by til relation

(1' + 1)(1' + 2)C1'+2 + 111' = 0, (2.4)

The coefficients co' 111 are determined by the prescribed values of y, u' at m = 0, and the others arc determined by equation (2.4). From this relutiou it follows that the solution is

Y= Co (1 - ;1 + :1 - ... ) + c,_ (it - :1 + :, - .. .). (2.5)

An equation of the kind (2.4) which determines the subsequent coefficients in terms of the first two is called n recurrence relation.

3. Regul r Singular Points. If ei her of the functions o;(a:), P(,v) is not analytic at the point m = a, we say that this point is a singular point of the differential equation. When the functions a:(m), tJ(m) are of such a natur tlll1t the differential equa ion may be written in the form

(II) - a)2y" + (ru - a)p(m)y' + q(m)y = 0 (8.1)

where 1J(ru) and q(ru) are analyti at the point tV = a we say that this point is a regular singular point r the differential equation.

If m = a. is a regular singular J oint of the equation (8.1) it can be shown that there exists at least one solu jon of the form

II>

Y = I: 0r(m - a)O+' ,.,..0

(8.2)

§3

INTRODUCTION

7

which is valid in some neighbourhood of tV = a. :More specifically, if he Taylor xpansions for p(ro), q(a:) arc valid for J IV - a I < R, the solution (3.2) is valid in the same range.

Putting

co co

p(a:) = L Pr(w - aY, q(a:) = L qr(a: - ay (B.B)

r-O ~

and substitu ti Ilg the expansions (3.2) and (8 .. 3) into (3.1) we see that for the equation (8.1) to be satisfied we must have

co

:E cr(71 + 1') (p + l' - 1 )(x - a)~r

r-O

00 CD

+ l.:7J.(ro-a)'. LCr(e+r)(Il:-a)e+r

._0 r-O

<0 '"

+ E q.(:u - a)' 1: cr(w - a)o+r = O. (3.4)

$.0 .-0

Equating to zero the coefficient of (a: - a)~ we have the relation

coe(e - 1) + 1JoCo + goco = 0

so that if Co *' 0 we have the quadratic equation e2 + (Po - l)e + go = 0

(3.5)

r r the determination of D. This is known as the indicial equation. Similarly i we ~eqnate to zero th coefficient of (m - a)e+1' we obtain the relation

r

cr(e + r)(e + r - 1) + 1: {p.(e + l' - 8) + g,}cr-s = 0

a-l

which may b written in the form cr{(e +")(e + 1'-1) + po(e + r) + go}

r

+ 1: {p,(e +,. - s) + q.}cr-. = O. (3.6)

... 1

e THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 3

Equation (80.3) gives the two possible values !1L, (h of e.

H we take one of these values, (ll say, and substitute it in the recurrence relation (8 .. 0) we obtain the COt·_ responding value of the coefficients cr and hence the soluti n

co

Yl(X) = l: er(a: - a)r+~ t , ,_o

In a similar way the root (;12 of the indicial equation leads to the solution

""

Y2(ro) = Z c;(m - a)rH> •

... 0

Three distinct cases arise according to the na ture of the roots of the indieial equation.

Case (i) !?l - e2 neither zero nor an integer.

In these circumstances the solutions Yl (,'I)) and Y2(ro) are linearly indep ndent and the general solution of equation (3.1) is of the form

"" <0

Y = L Cr(a; - a)'+a. + l: C~(It: - a)r+Q~. (3.1)

r-O .... 0

Case (ii) lOll = (;12'

If Ih = 112 the solutions 1h(''I)) and y~(x) arc identical (except, possibly, for a multiplicative constant}. The general solution of the equation can be shown to be Yl(W) + Y2(:I:) where

Case (iii) (;12 = (11 - n where n is CL positive integer.

In this case all the coefficients in one of the solutions

INTRODUCTION

9

from some point onwards are either infinite or indeterminate. It CUll be shown thnt the appro! date solutions arc

where g", is the coefficient of ,v" in the expansion of

{Yl(::l a)}2 exp [~ f: Up(tt)dlt].

It may happen that gil = 0 in which case 1h(.v) does not contain a logari thmie term.

4. The Polnt at Infinity. In many pr blems II' wish to find solutions of differential equations of the type (3.1) which are valid 1'01' large values of m. We seek solutions in

1

the form of infinite series with variabl If we make

the transformation

1 x="'[

the 'point at infinity' is taken into the origin on the ~-axis. With this chang· of variable e Illation (B.l) becomes

d2.y {2 1 (l)}cl!/ 1 (1)

dt2 + T - e2 rJ. I d, + ~4 f3 "'f Y = 0

If 2~-1 - ~-:lrJ.(e-l), e-df3(~-l) are both 0(1) as § --l>- 0 and analytic in ~ then, = 0 is an ordinary point f equation (4 .. 1) and we say that m = co is an ordinary point of equation (2.1). R turning to the riginal independent variable we see tbut the condi tion for the poin t a.t infinity to be an ordinary point of equation (2.1) are that

(4.1 )

2

rJ.(m) = - + 0(x-2). f3(iV) = (x ) as x -7 CO (-1,.2)

IV

10 THE SPECIAL FUNCTIONS OF PHYS.ICS AND CHEMISTRY § 5

The corresponding solutions are of the form

00

y = 1; crar', r-n

Similarly if, 115 tV -+ 00

where 0(0' flo arc constants we ~/1y that the pointat infinity is a reguler singular point of the equation (2.1). The corresponding Indicial equation is

(i + (1 - 0:)0 + fJ = O.

If the roots of this equation are £11' (12 the solutions of (2.1) valid for large values of III are of the form

<.0 <.0

Yl(m) = :E Cr,')Jt'I-r, Y2(a.:) = i.:: c~m""""""l-r. (4.<.t)

.. -0 - <=0

5. The gamma function and related Iunctlons. In d evelo pi ng series sol 11 ti ons of d iffercn ti al eq \l a ti ons and in other formal calculations it is orten convenient to make use of properties 0[" gamrna and beta functions. The integral

(5.1)

converges if n> ° and defines the gamma function. Similarly is In> 0, n> 0 the beta function is defined by the equation

Jl

B(m,1lj= o,t'm-1(1-It'ln-1dx

(5.2)

It is then easily shown that L) (i) r(l) = 1

(ii) r(1J+1)=nr(11)

') For proof'> of these results the render is referred to n. P. Gillespie, III tegrano II , (Oliver lind Boyd}, 1051,. PJ1. (10-95.

§ 5

I NTRO D UCTION

11

(iii) F(n + 1) = n I if 11 is a posi tive integer, (iv) B (111, n) -2 r sin2m-1 e COS2"-1 () so,

(v) B(m, n) = ~(m)r(n),

(m+ '1'1)

(vi) r(~) = yn,

(vii) (viii)

F(p)F(l - 1) = n cosec bm), 0 < p < I,

r(1 )r(2f}) =22"-lF(n)r(n+~) - the duplication formula,

)11 '11"

F(z + 1) = lim . . . (;;> 0).

" 00 (z+l)(z+ 3) ... (;;+n)

(ix)

When n is a negative fraction F(n) is defined by meuns of equa tion (ii), for example

F( - {-) F(~) ·~r(.~)

F( ~-i) = - ----

-i (-i-)(-~) 3

By moans of the result (ix) we can derive un interesting expression for Euler's constant, ", which is defined by the equation

1 1.

Y - Jim (I +" + ... + - -Iogn) = 0.5712.... (5.3)

n-t-m.WI 11

From (ix) we have

~{logF(z+ I)} = lim (log n- ~ __ 1 __ ... __ 1_. )

ds "-..,,, e:+1 2+2 .. +:n

so that letting z -+ 0 we obtain the result

y = - [d~ r(z + 1 )J ..

dz . ·~-o

(5.4)

and [rom (5.1) we find

v = - J: e+ log tdt.

(5.5)

12 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 5 Integrating by parts we sec that

"" J'" e:'

J e-I Jog t ell = log % + - ell

= • t

so that

( f'" e-I )

- y = lim . -dt+ logz. (5.6)

.-~o = t

losely related to the gamma function arc the exponential-int gral ei(ro) defined by the equation

aJ e-IJ

ei(ru) = f - du

" 1b

(IV> 0),

(5.1)

and the logarithmic-int graJ li( .. e ) define 1 by

1· . J~ du

I(m} = --

o 1 g tt'

(5.8)

-1

- 2 ......... __ ...L... __ -'- __ --'- '-- __ ....L.... __ __,

Fig. 1 Variation of Ci(:I:) and Si(x) with :1:.

which are themselves connected by the relatiou

ci(ro) = - li(e-"'). (5.0)

Other integrals of impor-tance arc the sine and cosine integrals Citro), Si(m), which are defined by the equations

§ 5

INTRODUCTION

13

. J'" cos !l

Cl(ilJ) = - -- du;

~ u

f" sin tt d i(m) = -- 1~ o 11

(5.10)

and whose variation with w is shown in Fig. 1.

In heat conduction problems solutions can often be expressed in terms or the error-function

2 '

erC(x) = - J' c-ul du, n 0

whose variation with w is xhibitcd graphically in Fig. 2'*

(5.11)

0·8

+ 0·6

........

~ aJ

I 0·4

0·2

o

i-o

:,l·O

3·0

-:r_..

Fig. 2 Vnriation of crr(:r) with x.

Similarly in problems of wave motion the 'resnel integrals

.. A. C. Aitken, Staiistica! ,1]alhemalics, (Olivcr&Boyd,Sc\'cnth Edition., 1052) p, 62 giVM n short table or vnlues or crf (tr.).

14 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 5 C(.:v) = (COS (!nu2)dtt, S(Ill) = s: sin (!mlll)du (5.12) occur. The variation of these functions with ;v is shown in Fig. B.

0·8.-----.-----.-----.-----r---~

\----- C( il:) S(,x)

0·6

0·2.

o

2

'j.

-.1· .............

Fig. 8 Variation of the Fresnel integmls, G(x) and S(lt), wilh Ql.

The importance of these functions lies in the Iaet Ehat .it is often possible to express solutions of physical problems in terms of them, The corresponding" numerical values con then be obtainei] from works such as E. Jahnke and F. Emde, 'Fwl.lctirmenla./eln' (Teubner, Leipzig, HISS) in which they arc tabulated.

EXAMPLES

1. Show that, in spherical polar ooerdlnutes T, fJ, rp defined by :or = T sin () cos rp, Y = T sin () sin p" :;: => T cos 0,

Lnpluce's equuticn becomes

I NTRO DUCTION

15

~ (rl<'l.'I') + _1_ ~ (Sill 0 '2l'l') -1- _l__ 0'\11 = 0 ilr ilr sin 0 ilO il17 ~i,,' 0 0'1" '

!UH] prove thn ti t possesses snlu BOils of the form J""e'm II' e (cos 0), where i9(p) satisfies the ordinary differential equation

»o de . { !II' }

(1 -I") - - '1,., -:- + 11(11 + 1) _ - .. -_. Q = o.

d/,' d", 1 - p.'

2. Show tllnt if

o1J = " NJHh ~ cos 1], 11 = a sinh ~ sin 1]. Z = ;:

Laplace's equation assumes the form

O~JI O~1JI . o"P

_._. + - + [I'(cosh' e -pos' 'I) -. -. = o.

0$' <hi' oz,

Deduce that it hns solutions of the form f(f~)J(1])ry' whew /(11) satisfies the equatlon

ri"/

- + (G+ Hlq cos '211)/ = 0

(j'I'

in which G is II constant of separation unrl '1 = - 0'1'"{:32.

3. Parabolic coordlnntea ~, 'I, rp are defined by

it = ,/(fl]) cos tp,.1J = v'(~'I]) sin rp, :: = H; - '7)· Show that in these eoordinates Laplace's equation becomes

,I il (PV') .~ il (. 1\"') I il''I'

,; + I) ()~ .; 0'; +.; + 1) ()lj 'I <'Ill + ~lJ il'l" = O.

Prove thai if F' .(tr.) is It solutlon of the equation

d'E' dE' ( "")

x-+-+ lj-_ F'=O

.Ix' dx ,j,;1'

then .F. (I;) F -e n (·r/)e ± '''''I' is a solution of Lnplace's cquat.ion,

4. De rini ng cos ,1:, sin III to be the snlu lions or d'!!

-+y=o

d:o'

which fCS[lCCUVcJy nrc 1, 0 when .1l = 0, prove

16 THE SPECIAL FUNCTIONS Of PHYSICS AND CHEMISTRY

(i) (ii) (iii) (iv)

(v)

os( - <Il) = co :1:, sine - x) = - sin z; cos(m + x') = cos II: OS;I;' - sin II: sin rn': sin(:u + 11:') = sin n' cos 31' + COS :ll sin :t'; cos'w + sin~ ill = 1;

d . d .

- (sin Ill) = COB Ir, - (cos m) = - 8m a:.

a~ rim

5. The only singulnrltic.9 of the differential equation

u" + p(:r)y' + q(a:)y = 0

nre regular stngularitles IlL n- = 1 of exponents a:, a.' and at /I: = - 1 of ex poncn {1, fl' III polnt nt infinity belnjr an ordinary point. Prove lhut {1 = - lX, fl' = - a:' und that the differential cquntion is

(.'ll! - l)V' + 2(,'lI - 1)(m - a. - a.')y' + 4wx'y = 0 Show that the solutionis

(It! - 1)" (Ill - I)'"

!J = c, --- -I- c~ --

;11-1-1 m-l-l

where c1 and c. arc constants.

6. Apply the method of solution in series to the equntlon

(1'11 d!1

11)- + (0 - It) - - Y = 0

(/:r' d»

showing that, near o'IJ -= 0, II = Au + Bo where l' is n Maclaurin series and lJ = .zl-0c". (0 i not an integer).

7. Find two solutions of' ure equntlon

rI'?1 rll/

(w' + 2.1:) _' -I- _.:.. - k(lr + l)y = 0

tire' It

ill the form

<0

Y = !: Qno'lJ"ftJ 11_0

how that, if I~ is >L positive Integer, one of these solutions is the polynomial

Hl (k + fl - I)! (~.1I)"

+ k(k+ l) E --

,,_1 (k - 11 + 1)1 (!:!n) I

I. NTRODU eTION

S. Prove that if s is flll integer utHln is Jrnctinnnl

ria - s)= (-1 ).rtn)Tn - 0).

T{l - CI + s)

9. Show Umt

(i) (IX - 1 )(0.)"_1 -= (a - l)n (ii) (a:)n_, = (_ 1)'. (0:)"

(I - 0: - II), II!

(iii) --- = (-1)'(- n), (11 - s)!

where

(a.), = ..... (a. + 1)( ..... + ~) .. _ ( ..... + r - I)

10. Pruvc that,

Ill' (t'

ei(.2l) = - r - log re + III -._ + _ - ...

2.21 s.ar

and deduce that

C. ) x· 111'

l(a: =/' + !oll:t' - --- + _ - ...

2.21 4,AI

. re' w!

S.I(m) = n.: - _ + -. - - ...

13.:'11 5.51'

17

CIIAj"J:ER II

HYPERGEOMETRIC FUNCTIONS

6. The Hypergeornetric cries. 'I'h series

1 + ("1". fJ :11 + a(e< + 1 )f3(fJ + I) m2 + ... , (0.1)

Jy 1, 2y()' + I}

is of great importance in mathematics. Since it is an obvious generalisation of the geometric series

1 + ro + 11;2 + ' , 'J

it is called the hypergeometr lc series, It is readily shown that, provided y is not zero or 11 negative integer th series is absolutely convergent if 1111 I < 1, diverg nt if I x I > I, while if 1:11 I = 1 the sed s converges absolutely if J' > ex + p. *) It is ' nvergent when :II = - 1, provided that y > e< + f3 - 1.

If we introduce the notation

r(e< + T)

(e<). = .... (0: + 1) ... (0: + r - 1) = r(a) (0.2)

we may wri te the series (0.1) j n the form

F (f3 ) ~ (a)rU1Jr .r

~ "1 a iY; II.: = LJ I() it,

- 0 T Y r

(O.B)

tli suffixes 2 an ! 1 denoting IIU 1;11c1'e nrc two param t rs or the type (J. and one of' th type y. We shall gen rnlise this oncept at a later stage (§ 1.2 below) hu it is advisable at this stage to denote the 'ordinary' hypergeon tric function by the syrnbol 2Fl in tead of simply F, if we are

.) See J. l\I. Hyslop, Z,11/inile Series, FifUl Edition, (Oliver & Boyd, 1O,';oL) ]1 .. 50.

18

§ 6

HYPERGEOMETRIC FUNCTIONS

19

to avoid confusion later. From the definition (6.3)i t is obvious that

2F\({J, Ct.j Yj a:) = 2F,(Cf., (1i Y; tv). (0.4)

A significant property of the hypergeorn tric series follows immediately (L"Om the lefinition (6.3). We have

ow

(Cf.)r+l = Cf.(Cf. + 1),

so the rigllt hund side of the last equation becomes

a.{J L (tl + l)r(.B +- 1 ). roT

1' .... 0 r!(y+l)r

showing that

(~a; ~]i'1(C(' (Jj Yi a:) = 17: 211\.(0:+ 1, fJ+ 1; y+ 1; a:). (0.5) It should also be observed that

(fI.O)

so that

[~ F' (/1. fl' y' v)] _ a(J

do: 2 1 .J , .. ' «:-0 - y.

Several well-known elementary fun Don. can be expressed as hyp rgcometrie S ries: examples of them are given in ex. ] below.

It should be noted that, if we adopt a . rtain conven ion a hyp rgeometric series can stop and start again after n number of zero terms, For example, consider the hypergeometric series ~Fl(-1"),j b; -1l-1Il; a:) where both 111 and

(6.7)

20 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 7

10 are positive integers and b is neither zero nor a negative integer. Because of the occurrence of (-'Ill, in the numerator in the expansion ill powers 0[.'1) it is obvious that the (n + l)-th. term of the expansion will be zero, and we nrc tempted to think that every subsequent term is also zero, If we note that, as a result of ex. O(Hi) of eha.pter I,

(-'Il) 'II!

( r ) _ (+ )! (n+m-l·)(n+m-l'-l) ... (n-1+1)

-n-:m'r 11 m

(11.8)

\ ... -hen the form on the Jeft is not of type 0/0, and if. further, we assume that it still hns the value on the left when it is indeterminate, we see that we may write

gFl(-n, b, -n-m;x)

'" ( 1') ( r) ( 1') (b ),mr

-:E 1--- 1- 1- - --

-,._o 12+171 n+1II-1'" 'Il+] r!'

(B.D)

so that although the series stops at the n-I:h .. term it starts up again at the (11+11>+1 J-th .. term. For instance,

') 1 I .,

QF1( - 2 L: -5, 11:)= 1+":' IV +- -.x2 - _reG - '::""'v1 _/1,.8+ ...

~, -" 5] 0 10 5

7. An Integral Formula for the Hypergeornetrfc Series. In order to derive some further properties of thehypergeol11ctdc series we shall first of at! establish an expression for the series in the form of an integral. It is readily shown that

({Jl .. = B({J+r, y -(J) = 1 fl (1 _ t)y-Il-l. tl'l+r-l dt.

("I lr B({J, y - (J) B(P, "I - (J) 0

from which it follows that

- 1 '" (CI.:) J1 -

2Fl(o:.{J;},;a:)= _ .. :E___!(l)r (l-t)y-Il-Ltll+r-Jd,i.

B({1. y-(J) r...JJ rI 0

Interchanging the order in which the operations of sum-

§7

HYPERGEOMETRIC FUNCTIONS

21

rnation and integration are performed we see that ~Fl(a:, f3; Yi ru)

= 1 It (l-t)Y~f1-ltIH { 1; (a:).!: (mw} dt.

B(f3, y -f3) 0 ..-0 r I

Usi ng the Iact that

1. (lX;r (xtt = (1 - .. t:t.)-~,

r-O 1'.

we have the integral formula 2Fl(a:, P; Yi Ill)

1 II

= B({J, y-fJ) 0 (1- t)Y-f1-1 t/J-I(l-,rl)"""';tlt (7.1)

valid if I m I < 1. I' > {3 > o. The results hold if IV is complex provided that we choose the branch of (1 - rut)-'" in such u Wfty that (1 - a:t)-a; -+ 1 us t -+ 0 and &l(y) > [J£(f3) > O.

'I'll e fi rst up pli en bon of (7.1) is the d cri vatic n of the value of the hypergeometric S I"ICS with unit argument. Putting III = 1 in(7,1} we have

1 I1

2 Ji\(a:. {J; y; 1)= B({3,y-{3) o( _t)y--r:r.-P-1lfJ-1dt

B({3, y - a - f3)

B(f3. y- f3)

if Y - IX - f3 > 0, f3 > O. If we e.,\,;PI·C.sS the beta. function in terms I gamma functions we have Gauss' Theorem

]".( (J r(y) T(y ~ rJ. - (3)

~ /1 Ct., ; Yj 1) = r(y -1X)I'(y - f3r

(7.2)

Now if Ct. = - n, a negative integer, we have

r(y - a - (3) r(y - a)

r(y - (3) = (y - PL" F(y) = (Y)n

22 THE SPECIAL FUNCTIONS OF PHySICS AND CHEMISTRY § '1 so that equation (7.2) reduces to

F(- n fl. y' 1) = (y - P)n

2 1 '1"" (Y)1)

which is kn wn, in elernen ary rna hematics, as Vandermonde's theorem.

Again if we put e = - 1 and a. = 1 + fJ - y we have, from equation (7.1)

F ( P· /3_ . - ) - T(l + /3 - a.) fI( _ 2)-~ P-l d

~. 10.:" a.+l, 1 - r{fl)T(l-a.) 01 t t ,to

If we write ; = t,2 ill this int gral w see that its value is tB(tP, 1 - 0.:). Using Chis result and the relation !T(tfl)/r({3) = r(l + ~.p)/I'(l + /3) we have Kummer's theorem

. r(l-l-fl-o.:)T(l+tp)

2Fl(Cf., 13, f3-o.:+1i -1) = r{l+fJ)t'(l+tfJ-o.:r (7.3)

Further we can deduce from the Iorrnula (7.1) relations between hypergeotnetric series r argument /11 and those of argument xl(x - 1). Putting 1: = 1 - l in equation (7.1), and noting that

{ 1Il }-'"

{I - 31(1 - Tj}- = P - a:)-« 1 - --1: ,

Ill-I

we see that

2Fl(et., fl' Yi a:)

(l-ill)-« f1 {IX }-~

= ' (l-1:)/l-l1:V-P-I 1- -~1." do

B{{3, y-(3) 0 m - 1

(l-x)-« ( x )

= B(P, y-{3) B(y-fJ, 13) 'J,F\ 0.:, Y - P; Yi IV _ 1 '

whence we have tbe relation

§ 8

HY?ERGEOMETRIC FUNCTIONS

23

and, by symmetry, the relation

2Fl(Ct., Pi Yi. a:) = (1-.:v)-P2FI (Y-Ct., PjYj (II a: -1)'· (7.5)

sing the S} mmetry relation (GA) and equation (7.'J,) wi th m replaced by m/(m - 1) we see that

so that

2Fl(lZ, {3i y; w) = (l-re)l'-a.-Il!!p\(y-Cl., y-{3; y; IV). (7.6) If we put a; = t in equation (7 .. t) we obtain the relation 2Fl(a., /3; v, t) = 2"'2Fl(lX, y-/3; )'; -1).

The series on the right hand side of this c Illation can be derived from equation (7.3) provided either that

y = )' - {3 - f'.I. + 1, i.c, P = 1 - ex,

01' that

Y = (f. - (y - (3) + 1, i.e. y = t(a. + (3 + 1). l~ e then obtain the formulae

(7.7)

(7.8)

8. The Hypergeornetrfc Equation. In certain probl rns it is p ssible to reduce the solution to that of solving the second rder linear differential equation

riP-V dy

a:(l-.x) -l ., + {y - ( + CI. + {l)a:} -d - r.J.{3y = O. (8.1)

t~ a:

in which ct, {3 and Y fire constants. For instance, the Schro-

24 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 8

dinger equntioi for a symm trical-top mol cule, which is or importance in the theory of molecular spectra.l ) can, by simple transformations, be reduced to this type. An

quation 0[' this type also arises in the study of the flow of compressible fluids. In addition certain other differential cqua tions (such IlS that oc 'Lining in x. 1 of Chapt r 1) which arise in the solution of boundary value problems in muthemaical physics can, by n simple change of variable, be trans form eel to an eq uation 01' type (8.1). Indeed i L can be shown that any ordinary linear differential equation of the second order whose only singular points are regular singular points, on of whi h mlly be the point at infinity, can be transform d to the form (8.1). For hat reason it is desirable to investigate the nature or the solu lions or equation, which is called the hypergeornetr lc equation.

We may write tbe hypergeoinetric equation in the form

w2y" + a:(1 + m + rea + ... ){y - (ex + P + 1 )a:} v'

- ocpx(l + m + {];2 + ... )y = 0,

so that, in the notation of § S, we see that near IV = 0 Po = y, (fo = 0,

and the indicial equation is

Q2 + (y _ l)g = 0 with roots (J = 0 and (J = 1 - y.

Similarly, the equation can be put in the form

(W_l)2y"- (aJ-1) {y-a-,B-l- (y+oc+P+1 )(/1:-1)+ ... }y' +ap(a:-l){l-(m-l)+ ... }U=O, with indicial equation

Q2 + (IX + (J - yle = 0,

of which the roots are e = 0, (} = y - IX - p.

Finally in the notation of § ,~ we have f r large values of re

') See, for example, 'L. Plluling find E. B. \vilson, Introduction 10 QUGlllum 1I1l'Chanics, witll AI'plicrrlio11S 10 Cltemi.I'/MJ, (:\leGrilw-Hlll, New York, J035), pp. 275-280, lind ex. 1.0 below,

§ 8

HY PERG EOM ETR rc FUNCTIONS

25

o:.(a:) '" ((I, + P + 1), (J(,v),._, CI:~

.1) a:

and so the indicia] equation appropriate to the point at infinity is

fd2 ~ (0:: + fJle + r:t.fJ = 0, with roots a., (3,

Thus the regular singuhu points of the hypergeometric

equation are.-

(i) w;.___ 0 with exponents 0, 1 = y. (ii ) x - CO wi th ex ponen ts c:, fJ.

(iii) x --' 1 with exponen ts 0, Y - (I, - (1.

These facts are exhibited symbolically by denoting the most general solution of the liypergcometric equation by a scheme of the form

y = p I ~

1-1'

CO 1 1

(i Y-~-f1 ,-c,

(8,2)

The symbol on the right is called the Riemaun-Pcfuuction of the equation.

We shall now consider the form of the solutions in the neighbourhood of the ['ogulnl" singular points.

(a) x = 0: Corresponding to the root e = 0 we have a solution of the form

..,

y = l: cr,xr . .--()

Su bstitu ting this series in to equation (8.1) we obtain the relation

'"

(1 = x) 2: c, r(,. = 1 )J:T-I

.,.';1;;;0

'" '"

+ {y - (0:. + ~ + 1 ):I;) l: L',r.vr-t - r:t.{J L era;' = 0

r_U 1"-U

which is readily seen to be equivalent to

<;0

2: {crH[r(r+I)+(r+l )yJ - cr(r+o::)(t+pJ}.v' = 0,

,_o

26 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 8 so that

(r + a.)(r - fJ)

c = C

r+l (r + 1)(1' + 1') ~,

from which it [allows that

(S.B)

(8.4 )

It follows that the solution which reduces to unity when ,:v = 0 is

I = 1 + a{3 III + a(a: + 1 ){3«(J + ]) m2 + ...

y I'll 1'(1'+1):..1

Y = 2Fl(a, {J; Yi xl·

(8.5)

i.e,

Similarly, if 1 - I' is not zero nor a positive nor negative int get, the solution corrcs] ending to he root e = 1 - Y is

ee

y = .L: cr,vl-y+r "",,0

where

'"

(1 - xl L cAr + 1 - 1')(1" - Y)ll,r-y +

r )

00 '"

+ {y- (CI.+fJ+] )x} L cr(r+1-y),-v'-Y - afJ :E CrXJ-y+T= 0,

1"=0 ,-0

whieh is equivalent to

'"

:E C,{(I'+ 1- 1')(1' -1')+ 1'(1"+ 1- y)}a:'_"-

r-O

'"

- E cr{(1+1-y)(r-y)+ (0:+.8+1 )(r+l-y)+cxfJ}Il{-Y+l=O,

o

implying that

(1" + a - I' + ])(1" + fJ - y + 1)

r+l = (1' + l)(r + 2 _1') cr'

Comparing this relation with (B.B) and and tIlkingco = 1

§ 8

HYPERGEOMETRIC FUNCTIONS

27

we see that this solution is

ml-)'2Fl{ct - I' + 1, f3 - I' + Ii 2 - Yi x).

Combin i ng equations (8.5) and (8.6) we see that the general solution valid in the neighbourhood of the origin is

y=A !!]i\(u, fli y; x) + BLI!I-}' 2li'1(a-y+l, fl-y+l; 2-Yi .x), (8.7) provided that 1 - Y is not zero or a positive integer.

If Y = 1,. the solutions (8.5) and (8.6) are identical. If we write

and put

""

Y2(1l:) - YI (a:) log IV + 1:cr ,1:"

r-1

we find on substituting in (8.1), with Y = 1, thut (7'+1)2c . -T(a.:+p+l)c + (a)r(P)r(IJ.{J-a-{J-r)=0

r-H r -r!(1+1)1

from which the coefficients cr may be determined.

1\. similar procedure holds when 1 - Y is a positive integer.

(b}x = 1: If we let f - 1 - x, equation (8.1) reduces to

dy . . dy

~(I-f) d~+({u+p-y+I-(a+{J+l)} de-rJ.{Jy= 0

'which is identical with equation (8.1) with y replaced by IX + f3 - y + 1, and x by ~ = 1 - Il!. Hence it follows from equation (8.7) that the required solution is

y = A 2Fl(U, fli a+p-J!+l; l-.x.)

+ B(I-x)Jo'"-O'-,I:l2Fl(J"-rJ., y-Pi y-«-p+l; I-x). (8.8)

(c) IV '- co: Corresponding to the root. e = ct, we put

""

y = E crx-<t-r,

.-0

28 THE SPECIAL fUNCTIONS OF PHYSICS AND CHEMISTRY § 9

which gives

'"

(1-.11) Z Gr(r+a)(r+ Ct.+ 1 ).v-r-«-l

_0

~ ro

- {y- (Ct.+ {J-'t- 1).7:} I: (r-'t-Cl.)C,.v-r-o:-1 - Ct.{J 1: c .. a.:-r-« = 0,

... 0 r~O

i.e,

ro ro

I: cr(r+Ct.)(r+Ct.-y+l )Ilrr-<!-l = :E crr('r-'t-o:-{J);rr-",

r-O' ~O

whence it follows that

(" + 0;)( r -'t- cr. - y + 1) cr+1. = (r + 1 )(., + 0. ......... fJ + 1) cr'

which in turn is equivalent to

(a).fa; - y+ ll,. c,.= r!.(cr. _ (J + 1) .. co'

Taking Co = 1 we obtain the solution a:r-" 2F 1 (0:., tl. - Y + 1; (.(-11+ 1; 2.). From the symmetry we see tl)at the other llJ

solution is I1iP~Fl({J,. {J - y -'t- 1; P - a: + 1;,2.), so that

-' . oX

the required solution is

y = Aa;-" ~Z;\ (Ct., fl.-y + 1; rI.- (3 + 1; :)

+ Bcc-fJ ~Fl (f3, fJ-y+ 1; fJ-oc+ 1; :).

(8.9)

9. Linear Relations between the Solutions of the Hypergeometr lc Equation. The series in the solution (8.7) are convergent if 1.1) I < 1, i.e, in the interval (-I, 1) whereas those in the solution (8.8) are convergent in (0,2). There is therefore an interval, namely (0, 1), in which nil foul' series converge, and since only two solutions of tile differentlul equation are linearly independent it follows that there must be a linear relation valid if 0 < x < 1, between solutions of type (8.7) and those of type (8.8).

§ 9

HY PE RG EO METRICFU NCTI ON S

29

Let

2Pt(O:, Pi Yi a:) - A 2Fl(O:, fJi o:+fJ-y+l; I-a:)

+ B(1-a:)J'-<<-/l2Fl(Y-O:, Y-P; Y-IX-P+lj I-ttl), then putting IV = 0 we have

1 -- il2F1(0:, Pi o:+p-y+lj I)

+ B~F 1 (1'-0:, y-fJ: y-tl.-P+ I; 1). and putting IV = 1 we have

2Pl(O:, pj Yi 1) = A,

if we assume that

1> I' > C( + p.

(9.1)

Substituting for the series with unit argument from equation (7.2) we see that

T(y)T(y - C( - fJ)

A= . ,

T(y - o:)T(y - fJ)

find that

T(o:+p-y+l)r(l-y). r(y-o:-fJ+1)T(1-y)

I=A ... +B· ,

T(fJ-y+lJT(a.-y+l) T(l-{J)T(l-o:)

so that

B _ r(y)r(o: + (3-y)

- T(o:)F({Jl '

whence we find that

T(y)T(y-tl.-{J)

~Fl(<X' pj Yi x) = r(y-rt.)[,(y-fJ) 2Ft(O:·, f1; (£+.8-1'+1; 1 -IV)

+ r(y)T(o:+f1-yJ (l-,x))'-a.-,11 F (1'_'" ~I-{J' y-"'-{J+l' I-m) T(rx)r(f3)· 2 1. ~'! , "". ., . ,

(9.2)

provided that the condition (9 .. 1) is satisfied and O<m<1.

If we replace m by 2. in equation (0.2) we have a:

30 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 9

1 r(y)T(y-o:-P) 1

2]i\(o:, pj y; -) = r( )F( fJ) ~F\(o:, pj ex+(J - ?!+ 1; 1 --)

IlJ ')1-0'. ')1- m

F(')I)r(CI.+(J-y) ] )l'-r:r.-P v ( fJ fI 1)

+ T(CI.)T({3) (I-ill 2.<,'1 y-ct., 1'- ; Y-0:-rJ+1j 1- ru '

mid from equation (7.14,)

1

~F\(o:, P; 1'; 1- a: ) = m"2Fl(O:, ?,-p; Yi I-m),

so that

1 r(y)T(y-o:-f3)

F(<<, (3; ')Ii ro) = r(y_«)r(y_p)Q,4 F(<<, «-y+ j «+.8-')1+ 1; I-Ill)

+ F(y)T(O:+/1-y) n;P(w-l )J'-Cl-11F(y_'" I-ex' '\1-0:-11+1' I-m) r(rx)r({3) .... , , , p, ..

(9.3)

where 1 < ill < 2 and 1 > y > (J. + 13.

These relations are typical of n larger number which exist between the solutions of the hypergeometrie equation (8.1). If we change the independen t vuria ble in this equation to anyone of

1 1 m-1 a:

] - 0:, -, -. --, --, --

m I-a: x 11:-1

the equation transforms to one of the same type (but, of course, with different parameters). The equation (8.1) therefore has twelve solutions of the types (8.5) and (8.6) - two for each indep n lent variabl - ach onv rgcnt within the unit circle. Anyone f these can be xpressed in terms of two fundamental solutions. In addi ion tw lve more solutions of the kinds

(1-m)r-1-.82 F\(y-r;:, y-{3; ')I; w), .7;l-Y(l-W)r-a-/l~Fl(l-«, 1-/1; 2-y; al)

can be derived. Th relations b tween these twenty-four solutions of the hypergeometrie equation are of th types (g. 2) an d (9.1l); for a, full discuss ion of them th e reader is

§ 10

HYPERGEOMETRIC FUNCTIONS

31

referred to T. M. MacRobcrt, Functions 01 a Complex Variable, (Macmillan, 2ud edition ) pp. 20 -801.

10. Relations of Contiguity. Certain simple relations exist between hyp rgeometri . functions whose parameters differ by ± 1. For example if the parameters Yo and {J remain fixed and y is varied we can prove that

y{y-l-(2y-o-:-{J)whFl(rI., (Jj Yi iV)

+ (y-rx)(y-{J) 'I\F\(rx, (Ji y+l; m)

- y(y-1 )(1-m)2F1(Cf., (J; y-l; tV) = O. (10.1) The proof follows from the definition (6.3) for the coeffi ient of m" in the expansion of the function on the] ft of (10.1) is

1'(,1-1) (Cf.)"(p),, _ (2Y-rA-{3) (a;),,-1({J)1I-1

(y)"lI! (y),,_1(1I-1)!

+ (Y-rA)(y-{3) (o:),,-dp),,-l _ y(y-l) (U:)n(P)"

(y+1),,_1 (n-l)! (1'-1),,11,1

+ l(y-1) (rA ) .. -1 (11)"-1

I (y-l)n_t(n-I)!

and it is not diff'icul to show thnt thisis zero.

In another kind 19 and I' are kept ionstant and rx is varied. One such is

{y-o::-{J- (P-Cl)(l-.x)hFda:, (Ji Yj iV)

+ Cl(1-:V)2F1(:X+ 1,19; y; u;) - (y-a:)2Ft(IX-1 pj Yi x) = 0 (10.2) th I roof of which is similarly lirect,

In he third type of relation y is kept constant and Cl and {J vary. One of the simplest among these relations is

(Cf.-{J) !!F1(a, {3; y; IV) = a. 2li\(a+l, p; y; 00)

- (J 2Fl(Cl, P+1i Yi tr) (lO.B)

The proof of these relations is I ft to th render; fur-ther examples are given below. (exs, 8, 4)

32 THE SPECIAL FUNCTIONS OF PHYSICS .AND CHEMISTRY § 11 11. The ConIlu nt Hypergeornetr-Ic Function. If we replace m by a;/fJ in equation (S.l) we see that the hypergeometTic function

2F\(CI., P; Yi :vIP)

is a solution of th dirrerenthtl equation

W (1 _ It) d2y + {Y _ (1 + CI. + 1) :v} dy _ «u = 0

{J dJ.:2 P d«

so that letting (J -+ co we see that the f inctiou

lim 2Fj(a.., p; iii :r.JfJ)

fI"''''

(11.1)

is a solution of the differential equation

d'J.y dy

0; d ,2 + (y - IV) do; - rJ.y = O.

(11.2)

From the definition of (fJ),. we see that lim UJ). = 1

fJ-H" pr

so that the function (11.1) is. the series

~ (Ct.), a;r r -0 (Y)r . r!

and this series we denote by the symbol 1 F1(et.; 1'; x). This function is called a confluent hypergeornetrfc Iunction, and the equution (11.2) is the confluent hyper~eometric equation.

Equations of the type (n.2) occur in mathematical physics in the dis ussion or boundary value problems in potential theory, and in he theory of atomic collisions (see examples 13, H below).

It is readily verified that the point m = 0 is a regular point of the differential equation (11.2) and that, in the notation of § 3, 'Po = y and go = o. The indicial equation is therefore

(11.3)

§ 11

HYPERGEOMETRIC FUNCTIONS

33

e(e + y - 1) = 0 with roots e = 0 and (] = ] - y.

Corresponding to the root: e = a there is a solution of the form

<0

ll: = L crx';

.... 0

sub ·tituting this solution in equation (11.2) and equating to zero th co fficient of 11,' we find that.

(0. + 1') r

C.+1 = (y + 1')(1' + 1)" Pu tti ng Co = 1 we see that

(0:.). 1

c =~.-,

r (,'). r!

and if y is neither zero nor a negative integer the solution is

(11.4)

Similarly, the root e = 1 - Y leads, if 1 - Y is neith r zero nor a positive integer to a solution of the type

ce

Y2(X) = ,'1:1-" L CrXr . .... 0

If we write

Y2('V) = Xl-y u(:t),

and substitute in (11.2) we find that 11,(.'1:) satisfies the equation

d2u {ttL

It c/x- + (2 - Y - ,'1:) d - (0: - )' + l)u - 0,

which is the same as equation (11.2) with y replaced by 2 - Y and IX replaced by (1. - Y + 1. We know from equation (11.4) that the solution of this equation which has value unity wh n ID = 0 is u = lF1(0. - Y + 1; 2 - y; a;) so tbat

(11.5)

34 THE. SPE.CIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 11

Thus if Y is neither 0 nor an integer the general s lution of equation (11.2) is

y(ro) =AIFI(oo;; Yi iV)+Bx1-l'IF1(f1.-y+lj 2-y; xl, (lU3) where A and B are arbitrary constants.

In the exceptional case y = 1 we have

YI(ro) = 111'1((.(; 1; all

(11.7)

obtained simply by putting y = 1 in equation (llA). For the second solution we write

'"

y~(,vl = Yl(X) log IV + ~ I\ror.

r-1

(11.8 )

Substituting this expression in equation (ll .... ) and putting we find that the un_k11OWl1 coefficients Cr must be such that

Inserting the value of y(:v) from equation ,(11.7) we see that these coefficients are determine I by the recurrence relation

- { +])2 " - (1 ) (al, (ll0J

c1-1-Cf.,r cr+L-1Cr- -a'l"1(r+l)r -."

The complete solution is therefore given by y = AYl(ro)+ BY2(m) where A and Bare arbitrary constants and the fun iticns Vt(ro), Y~(Il') ar defined by equati ns (11.7), (11.8) and (i i.n). The complete solution when y is an integer may be fOW1d by a similar method,

IE in equation (11.2) we put

y(re) = arve!zH7(m) (11.10)

we find that the function W{m) satisfies the differential equation

d2W +{_l+.!!_+§-.mll}W(ilJ)=o, (11.11)

da.·2 m .'t~

§ 11

HYPERGEOMETRIC FUNCTIONS

35

where we have written k for ly - CI. and ?It for (t - ty). The solutions of this equation are known as Whittaker's confluent hypergeornetr lc functions ..

If 2m is neither 1 nor an integer the solutions of the confluent hypergeometric equation corresponding to equation (11.11) are given by equation ru.o) with y = 1 + 2rn and a; = ~ - k: + m. Thus the solutions of equation (11.11) are the W1)ittaker functions

Mk,,,,(x) = .. d+me-i"'lFl(t- "+111; 1+2mj x), (11.12a) lI1k _m(x) = d-me-!"\Ji\(-S- -lc- m; 1- 2m; x). (11.12b)

Several of the properties of 2Fl functions have analogues for the 1 Fl functions. Corresponding to equation (7.1) there is the integral formula

1 fl

F (0:' y' x) = . (1- t)r-o:-!t<t-l e",t di (I LIS)

1 1 ., " B(o:, y-ct.) 0 '

from which Kummer's relation

lli'l(CI.;y;re)=e"'lli'l(y-a;; y; -re) (ll.H,)

may be obtained by a simple change of variable. The analogue of equation (6.5) is

{l CI.

-a {lF1(o:; y; x)} = - lli'l(CI. + 1; Y + 1; x), (11.15)

x . y

while correspcnding to the contiguity relations of § 10 we have relations of the type

O:lFl(CI.+l; y+1; re)+(Y-lXhFl(O:j y+1; x) (II.16)

- Y 111\(0:; 1'; x)=O

(X+Cl.hPl(o:+lj y+l; ,T)+(y-o:hJi\(e<; y+1;.x) (11.17)

- Y IF1(C'.+1; y' x)=O,

O:IFl(IX+1; y; x)+(y-2o:-m)Ili'1(1Y.; y; x) (11.18)

+ (CI.-yhFl(o:-l; Y; x)=O,

(CI.-y)x1li'1{O:; ,/,+1j x)+y(x+y-lhF1(O:j Yi IX) (11.19)

+ y(y-1hFl(O:; 1'-1; x)=O.

36 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 12 12. Generalised Hypergeornetrt Series. There are two ways by whi h we may approuch the problem of generelising the idea of u. hypergeometric function. We may think of such a function as being the solution of a linear differential equation whi h is an immediate generalisation of the equation (8.1) r w can Icfine the function by a series 'which is analogcus to the series (6.1) ..

At first sight it is c1iffi mlt t see how the differential equation (8.1) can bc g n ralis d immediately, but if we introduce the operator

d {)=mdro

and notice that (B.l) is equival nt to

{t9(if + y - 1) - lll(tJ + CJ.) (1J + fJ)}y = 0, (12.1)

an. obvious gCIlCralisation is

{-&(1J+(ll-l) ... (1J+e,,-l) - ,V({)+(J.l)·· . (1J+o.:,,+l)}V = 0, (12.2)

where a:1> CC2' ••• , 0:1>+1' (11' •.• , P" are constants. Furthermore it is readily shown that this quation is satisfied by the series

~ (CJ.1 ) ,,(a.ll), ••.. (a.p+1 )" • it" ,,-0 (el )"((12)" ... (g"),, n! •

(12.8)

which is, itself. a generulisarion of the series {f:i.lJ. Such a. series is call d a generalised hypergeornetrfc series and is denoted by the symbol n+1P'p((l.p ... , (1.,,+1; et •... , e,,). It is left as an exercise La the reader to show that, if DO two of the numbers 1, £11' en .... , (}" cliff I' by an integer (or zero) that th oth I' p linearly incl pendent solutions of equation (12.2) are

ml-ol71+lFl,(l+Cl:l-e,···, 1+(l.1>+1-e;; 2-el'

1 + [!l- (h, ... , 1 + e,,- (I;; Ill), (i=l, 2, ... , n).

As it stands (12.8) is n generulisntion of the series (6.1)

§ 12

HYPERGEOMETRIC FUNCTIONS

37

but it is not sufficiently wide to cover a simple series of the ty pe (11. B). To covel' such cases we generalise, no t the differen tial equation, btl t the series defining the function, The generalisation of (G.I) which includes (12.3) is the series

1. ((.(1)" (Cl~) n • , , (Cl1» n . !L,n .. _0 ((;11) .. (('2) .. ' .. (eo)" n!'

( 2.4)

which we denot by the symbol

or if we wish particularly to throw into reli f the difference between the numerator and the denominator parameters, by the symbol

The suffix p in front 0(' the F d motes thnt there n.I'C p numerator parameters rl.v"" ('1;1>; imilarly the suffix g indicnt s the number of denominator parameters.

G 11 ralised hypergeornetric series do not u ually arise in mathematical physics be .ause we have to solve equations of the type (12.2), Their lise is moec indirect. Such series occur normally only in the evaluation of integrals involving special functions. 111 certain cases these series reduce to series of the type

F [ClI •.• " (.(11: 1J

" a elI"" eo;

which have unit argument. For this reason it is desirable to have in ormation about sums or this tYI . An account of th theory r such SlIInS is given inW, N .. ailey, Generalised H!fJlCl'geomclric Series, ( ambridge Univ rsity Pre ·s, 1985). Here we shall consid r only ne such calculation because it illustrates the usc of the theorems of Gauss and Kummer proved above (equations (1,2) and (1.3) respectively). Other resul ts of this kind arc given in examples 18 and 20 below.

38 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 12

By expanding the 9F~ series involved we see that

S = . r(a)T(fJ) Tey) F [a, f3, "I; 1J

- r(l-l-a.-f3)T(l+a-'}I) S 2 1-1-et.-{1. l+ct-y; .

= E . T(et. -I- n)T(f3 + n)r(y -I- '11.)

_0 ntr(l + ct. - fJ + n)r(l -I- IX - Y + '1£)

_ E r(a.+n)T(f3-1-n)r(y+n) {r(l-l-et.-I-2n)r(1+a.-fl-y}1 - "-0 nlr(l-1-ct+2n)T(1+O:-P-y) F(l+a.-f3+n)r(l+a.-y+n

Now by auss' th orern ' (7.2) the expression Inside the curly bracket is equ al to ~F 1 (P-I-n, "I + '11.; 1-1- rx + 2'11.; 1 )

which may be written

~ r({1+n+m)r(y-l-n-l-m)r(l-l-IX+2n). ,,~o r(p+n)r(y+n)F(l-l-rx+2n-l-m)ml' whence we lind that

S = 11 ~ r(rx+n)T'(P-I-n+rn)T(y-l-n+m) .

,,-0.,_0 r(1+rx+2n+m)r(l-l-a-p-y)n! ml

Interchanging the order of summation and putting p = n -I- m we see that

S=Er({J+p)T(,,+p) f r(o:+n) .

p_ilr(I + ct. - P - "I) n_onl(p - n)lr(l+c£-I-n+p)

Now by example O(iii) of Chapter I

1 = (_ 1)" (- p)" ,

(p - n)!· pi

so that the inner sum is equal to

F(c£) F [IX, - Pi - ]

pIT(l-l-a+p)211+a+p ,

which by rwnmel"s theorem (7.8) is equal to r(a.) 1'(1 -I- tc£)

plT(l -I- c£)r(l -I- ta· + p)'

HYPERG'EO.METR rc FU NeTIO NS

39

Therefore

S = ~ . F(a.)T({3 -I- p)T(y -I- p)F(1 -I- ta.)

,,":0 p!(l -I- o: - f3 - YlF(1 + r;.)T(1 -I- to'. -I- p)

___ . F(r;.)T({J)T(y) . o]i\ [ fl,· y; 1J ..

r{1+(',()r(1+1;£-f3-y)~ - l-l-ia; .

This2F1 series with unit argument can be summed by Gauss' formula (7.2) and the expression for S found. It the follows that

F. [ «, p, )1;. 1 J

3 '3 1+«-/1, l+l;£-y;

T(l-l-!oc)r(l-l-t.t-,li'-y)r(l-l-o:-{3)r(l-l-a.-y) F(l+!X)T(1 +cr:-f3-y )T(l +~C(.-,B)r(I -I-~-y)

0. result which is known as Dlaon:« 'theorem.

EXAMPLES

1. Show tlmt

(i) ,P,("",, fl; (3; z) = (1 - z)-";

(ii) ,F,(!", &« + !; !; ;:) = HP - ~J-" + (1 + z)-"};

(iii)

]

1? (ltt+ ~ ,1;[.( -I- L: .'., z')· = - {(I - Z)-Il - (1 + 2)-")'

~ I ~ . . .." •. . ~ "" t - 2az I

1

.Ji', (1, 1; 2; 2) = - ~ l.oA' (1 -z): 2

(lv)

1 1 + z

(v) .1?1(~' 1; .... : z') = -log-. -: _ ._ 2z 1-2

(v.i)

!3.tn-lz 1?(~ ./C. -~ •. z') = --'

'3 ] "," ~., 11 ,t z'

(vii)

(,"iii)

2

.P,(~., ~; 1; 1<') = -r{(k); ;c

(IX)

.,

.p, (--:: +,~,; 1; Ii') = - E{k).

_ _ n

4() THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

2, By trnusforming the quution u" + t,=U = 0 to hypergcornet ric form by the substitution f = sin"!Il, prove that, i1- ,n ~ z ~ !n,

(.1) cOA(nz) = .mF\ (~!!, - ~71; ~: si.n" z)

(ii) sin(uz) ... II sin I: ,l'\(& - ~n, ~ + ~11: "~" sinl z] and thut, if 0 :5:: ~ rr,

(iii) cos (II::) = cos (~m'll.J'''(!I1, -~1I; ~; cos=e)

+ 11 sill (~II;'l) cos (::hF, (~ - !n, ! + tIl; .: ; cos' zl; (iv) sin (nz) = sin (lmt) IF,! ill, -in; ~, cos' s)

- 11 co (~".,) cos (zhP,(! -!11, ! + ~11; :; cos' z ];

3, Prov the r In lion s:

(i) (et-fJ)(l-.'t),F,{a, p: y; x)

~ ()I-Pl.p, (et, P-l; )'; .'1:) - (y-a).P(a -I, (J; Yi :1:); (Il) (y-{J-J).Ji"(<<.p;,';:r)

= (}I-a.-{J -1) ,.F,(a, P+ 1; y; re) + ",(1-:I1),F,(a:+ I, {J+ 1; y;:r~ = (rt.-fJ- J)(l -x j, Z,\ {a:, /1 1; ,'; x)+ (y-a),]?, (",-l.P+ 1; y; x

(iii) (y-et-pj,.li',(<<,fJ;}I; x)

== (I' -a: l.fo\{:. -1. /1; 1'; x) -{l(1 -;l:hPJ:t, {1 + 1; Yi x);

(iv) ",F,(a+ I; fl; 1': x) - (y-l}.l'\ (ot, p: y-1; xl

= (a+ l-y).F,(a., p; y; x);

(v) (1-a:J.F1(<<, 13: )', xl-,F,(a. -1, /1-1, y; all

et+/1-y-l

"" ·1l.',P,(et. /1: ),+1; x.);

y

(1 -fJ)3)

---,F,(ot,p; 1'+1;:Il) )I

"" ,F,Ca.-I. {J-I: y; m) -~F,(et. (J-1; ,'; 3);

(vii) (l-.T),F,(<<, {I: y, xl

, (<<-Y):I:,

"" Ij';.(a..{!-J:i',;n) + --- .l'.{a.. f1; ,,+1: .t'); y

4, Prove that

(il ,F,(et, P+ I: y+1;::) - .F.(a:. {Ji y, e) a.(y-{J)

= ,'(y+ 1) z.l?, (a. + I, {J+ 1; y+2; z},

HYPERGEOMeTRIC FUNCTIONS

41

(ii) 2P\(a, P; )/: e)

o;-{3+1

= .P,(a+l, (I-l; 1':::) + ~~-2',Ft!!X+l; (J; j,+l; z}, y

Deduce 11 simple expr 'ssion fur the hypergeornetrlc series .Io\(a., p; (J - 1; e},

5. If 71 is 11 positive integer, prove that .,;'-)'(1- ro)~-a 1'(1') do

II?, (-11, a+r1i ": ;1l1 = T( ) -d {a:l'+.-l(l - x)a-y+n),

r y+n:tl"

lind deduce thut

( 1-1-1)

,F1 -11,«+11; &«-.&; -2-

(p'-l)H~r(~!(+!) d" . n+!a-t

2nr(&a+~+71.) dlJ" (.II'-I)" .

6. If 11 is a positive integer, and I!C I > 1, prove that

F (11+] '11+2, ]. _ 2.) = (-l)'x'H _!!:_{ 1 } .

• , 2' 2 ,., x· Il! li1;" v'(x'+I)

7. Establish the following formulae:

(i) ,1''. (a.; (Jj a.+.B+e; ru)x.F,6'; OJ y+o-e: x)

= • li\(a.+ e, fJ+e; r.t.+{J+e: x) X ,FI(Y-e, 0-12: y+o-e):

(ii) D~(:tt«.]i'.(Ct., (J; i'i kx)}=rx;rtr.-I.F,(a+lj Pi y: !tx) where a.#0:

(iii) D(}., Y-A),P, (a, pj )I: .7.:)= f:t~-I(l-I)Y-~-I.FI(a, Pi A: xl)de, where l:v I < 1, ). > 0, )I - J, > O.

8. Prove tlmt if fJ > 0,

(l-iz)-I% ftn . [{l + C cos <p}-a]

.F,(a, flj 2{Jj a) = 2'fI-'B((3, (3) 0 (Sill <p}'P-l + {I _ C cos'l'}-<> d<p.

where C = ::/(2 - s),

Deduce that

,11\ (a, f1; 2f1: z) = (l-i;s)-a,F,(ia !«+!; fl+·!; C').

42 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

and evaluate

J!" cos 2mB sin" Ii de where m is a positive in Leger.

10. Schrorllnger's equation for the rotation of a symm trlcal-top molecule ill

1 0 ( 01") I O'VI

-- - sin 0 - + -_ --

sin 0 ilO' ilO sinlO il(1i

( A) o''P 2cos e o'tp 8111 A f'I7

+ cot' 0 + -C ;;-;- - -;--;--0 ;;;-;;;- + -,-.-'P ~O,

"X SUl u'i.urp I

where A, C, lV, II nrc constants. Show that it possesses solutions of the form

rp = e'"''I'-'"X (1 - .1:)1.1'-"" :d'n-m',F, (oc, {1; y; rt),

where 11 ;;;; 111, W =- Hl - cos e), y = n - 111 + I, and 0:, {1 arc the roots of the eq uatlon

A BlI'AW

Zl - (211 + 1}:l + - n' + n - --- = O.

C Ii"

1 J. Prove thut:

(i) (ii)

,FI(cx; a; .r) = e". tl'\(a.+l;(XjX)=(l+ :)e~. ";n

,l?.II; .}; -11") = 2JJ crf(x).

(iii)

(iv) (v) (vi)

.l!

,F, (tt-I-l j Yj re) - ,F"(o:; Yi ,r) = - ,P,(tt+ 1; y+]; It).

Y

,F,(-!. ~. -x') = e-~' - ";;;reerr(rc).

;I:",F,(II; 11+]; -x) = nS:I.-'e-1dl.

12. Prove tim! l he ctI"nlion Il'V

1 017

ox' k III

pOSRCSSS solutions r the type

V= CI"',P, (- nI; !: where 111 and C IJIrc constants.

:r' )

4);1

HYPERGEOMETRIC FUNCTIONS

1.3

13. Show lhnt the chrodlnger equntlon V'Vi + (Itt - ~) 'I' = () po sesses 0 solution or the form

e'h F (_ i{3 . ]. ikr - ih~)

1 1 2k' ; ~ .

14. The Sehrodinger equation governing the rudlal wnve funutinns for positive energy states in (I Coulomb field is

1 d (dL) [BJl'!Il ( . .U"') "(11 + 1 l]

-- T-,- + -- 11'-- ---- L-O.

T dr dr Ii' T r'

Show that it possesses n solution

L = TnC'" ,1",(ia. + n + I; 211 + 2; - '2ikr) where k' ~ 81!~mfl'lh. 0: = 4n"'nzz'e'jk.

15. Show that the equation

dty 1 ely { 2m{3 rl' }

11m' + W d,'!! + 111' - 7 - :t' .I} = ()

possesses a snlu lion

y = xt" e-t· ,F, (&11 + ~ - 1{3; 2i1llx) and hence thut a solution of c [untion (loDe) i~

R = fr~'c-t"F(~11 + i; II + 1; 2ime).

16. Show thnt

(i) JI ;r1-'(l-:t)m-l f'F. rex, .... , ex.: =J. (LO)

o L/111 • ~ "fia-

_, B(l m) Ii' r(X" ... ,IX., I; x ]

-, . J1+1 a+1 LPu. ~ ~,(1fll l+nt.;

(ii) r m1-'(1-w)"'-'.F'. [Gr." ... , IX.; 1 ~l d.1:

I) PI' .. " /3.;

B(l ) Ii' [Cl" •. " (X.' 111; ~ ]

~ , j n1 ;1+1 cr 1 {J

p". ", 0' 1+ m

(iii) r (1 -x') -'.F'. [1""" C"L.; l~mJ r1x

P,.···' P.

_ B(i .) r r(X" ... , OCp' 1ll; 1J

......,._ ~ lU 1'+1 ~1iI 1 LPl' .. "' {J~, 2nlj

44 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

17. Prove tbo.t

(iii )

J'" ,F. fa" ' .'., a,.'" ±b'.l1'J' e- .".= re/I-' d:o

o LPu .. ~'I (J~I

r(,,'l') '[p',' ... , <;t."

"'" -"--9-+,F." p.

1:.plJ Hi., it ';1

lB. By cqmlting ooetficicnL:s of ,:It in the relation

(1 - ,:zt),,:-jl-y ,1'\ (a:, p, y; w) = 11'\(y - IX, y - {1; y; w) prove Snllischutz's theorem

, '[(t, P. -11, 1 J' (y - c:)" (y - p)~

.1,. = "':""---'--~c-

y, 1 +a+p-i'-1 (Y)" (Y-I'!-{3).

Ilolloc prov .. thnt

,.l.'l1

F ',[', ,IX. p; Ql ,J (' ) F [' ~(l, H!a, -p, - (l-Q!)~J",

., 'l+a-p ... ,1-.., .... " , ,

1 Ta-{1"

if J Q! I < a - ~h/2

19. Slmw that

,FICa. fl; l+oc-{1; z)=(I-~)-C1,FL(!(l, t+~-P; 1 +oc-f3; C) where C =" - ,1'~(1 - ~)-', Hence deduce the valne of ~F,(a.p; 1 + a - P. - 1) from Gauss' theorem.

20. Show that

• '[0:, p, y, 1J' F(6)T(c)T(a) [:1I-a, c-oc, u; 1J

~I " = ,'"~

iJ, B; " F(a)F(a+/l)F(a+1'1" a + p, a + ,..

where rr = {J + B - a - {1 - y.

Hence, uBing Dixon's theorem, prove YVnt.Bqn's theorems-

HYPERGEOMETRIC FUNCTIONS

45

1" [a, p, y; 1 J _F(!)r(n+,,)F(i+'r.t+!.B)r(*-!a-~.B+Y)

" • !(l+a.+P), 21'; - r(H~)r(!+t.B)r(*-!r.t+y)r(t-tP+y)

unrl, using '" ntson's theorem, deduce \\lllipple's theorem thut, if IX + P = 1, nnd s + 6 = 2y + 1,

[0::. p, 1'; 1J rrF(5)r(e)

,F, 5, 1:; = !pl'-lr(!a+~Mr(!o::+ie)r(~p+id)r(*p+!6)

CRAPTEll II

LEGENDRE FUNCTIONS

13. Legendre Polynomials. If A is a fixed point with coordinates (0:., p. y) and P is the variable point (re, y, z), then if we d note the distance liP by R, we have

ll'.J = (ill - Cf.)~ + (y - p)'a + (z _ y)2 Furthermore, we know from elementary considerations that 1

1jJ= R

is he gravitati nell potential at the point P due to a unit mass situated at the point A, and that this must be a particular solution of Laplace's equation,

In som circumstances it is desirable to expand 1fJ in powers of r or l-l where r = (I.V~ -I- y2 + Z2)t is the distance

p

r

81

o /1 i1

Fig. 4

at' P Irorn 0, the ortgm of coord inatcs. This expansion cal be obtained by th use of Taylor's theorem for functions of three varinbles but; it is much more suitable to

§ 13

LEGENDRE FUNCTIONS

47

introduce the angle e between the directions 0.4. OP (cf. Fig. ,.1,) and write

R2 = rll + a2 - 2ar cos 8.

The expression for 1jl then becomes

1

(18.1)

where t' d notes cos 8, and this can be expanded in powers of ria when r < G, and in powers of aIr when r> a. If we denote by P n(/d the oefficient of h. I in the xpansion of (1 - 2ph + h2)-l in ascending powers of h, i.e. if

1 '"

viP - 2ph + hll) = n~o P n(p)h", (18.2)

then the potential [unction (13.1) can be expanded in the forms

1 '" (J')"

- 1: - PrI(p.),

a,,-o a

_!_ ~ (~)"p ,,(,u),

r ".0 1

r < n;

(13.8a)

r > a.

(18.8b)

It is clear from the definition (2) that the coefficients P,,(p) are polynomials in ll. The first one 01' two can readily be calculated directly from the dcf'initon. By the binon ial theorem we have

(1- 2,uh+ h~)-t

= 1+ (-1)( -2,uh+h2) + (- !~ (- ~) (- _.uh+h2)2 + ...

= 1+,uh+!(3,u2-1}h + ~(:3~13_3.u)h + ...

so that

PoCu)=I, Pl{.u)=P, P~(tt)=H8p2-1) P3(/-t)=t(5.u3-Bp).

(l3"~!l) ,\ e shall show below that, in the general case P,,(~l) is a polynomial in ~t of d gr e 11; it is .alled the Legendre polynomial of order n,

48 THE SPECIAL FUNCTIO NS OF PHYSICS AND CHEMISTRY § 13 The expressi n fot the general polyn mial P n(I-~) can be derived by the 111 thod employed to obtain the simple expressions (13,411).

Expanding (1 - 2/-th + h2)-! by the binomial theorem we have

(1 - 2ph + h2l-! = ~ (tl, (2,th - h2jt .-0 1'1

and the coeffici nt of h," in this expansion is the coefficient of h" in the expansion

~ (t )r (2/-lh-h2)' = ~ (t),,-.~ (2fJ.h-h2)1l-P

r-() 1'1 0-0 (n-e)!

" (.!) (2I1h-h2)"-Q

=L:(-1)~ _II r:

11-0 (t-n)o (n-e)1

since by example O(H) of hapter I

(_ 1)0(1) = (t)"

~ n-o (!-n)a

Now the coeffi i nt of It" in the expansion of (- 1)0

-;----;-: (2/-111 - 112)"-0 (11. - ell

(2",),,-2(>

el(n - 2e)1

18

and, by the duplication formula for the gamma function,

nl 9-2(1- F(!n+t) F(t'l1+1) = .\_l....). (_~ )

('n-2e)! - - T'(fl1+t-el F(tn+1-eJ C 2'· ~ - L 0'

so that.

P ( )= (tl" (2u)" ~ (i-tn)p(-tn)Q (2..)Q,

n f1 '111 • ('><0 e!(!-n)c 1-'2

a result which may be written in the form

p .. (tL')= (2p~!(_)"~F\(a-.g.nl -!n; t-n; j~2)' (lB.ij,b)

§ 13

LEGENDRE FUNCTIONS

49

Putting"" = L in equation (13.2) and equating coefficients of !t'" we find that

P,,(l) = 1

(IS.5a)

for all values of n. Similarly if we put f,l = - 1 ill (13.2) we derive the result

P,,(- I} = (- 1)" which is a particular case of the result Pn(- f.l)=(- 1)" P,,(.u).

(13.5b)

(13.6)

Equation (18.4) gives P ,,(cos 0) as a polynomial in cos e of degree n so that it should be possible to express P .,(cos 0) in terms of cosines of multiples of O. Instead of attempting to do this by substituting the appropriate expression for cos" 0 in (13.4) we begin afresh with the definition (13.2). Writing (1 - 2 cos eh + h2) in the form (1 - eiOh)(l - e-iDh) we find that

Z P .,(cos O)hfl = (1 - helo )-t(1 - he-iO )-A

!I~O

_;' ~ T(r+t )F(s-H·) p+' £(r-.)6 -r~.-O F(t)T(t)rls! t e .

Equating the coefficients of h" we find that

P ( 8) - ~ F(t+1·)r(~~+n-1·) 1(2r-n)0

n eos - r~o F(t)r(~")r!(n-j')! e .

Using the duplication formula, we see that

r(!+r)T(!+n-l·j ] (211-21")! (2r)!

T(-li)r(!) = 22n r!(n-1·)!

so that.

- p (cosO)= ~ :E (2n-2r)!(21')! eI(2r-II)O,

11 22n r=O (d)2{(n-1')!,}Z .

from which it follows immediately that

50 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 13

{(2n)I}~ I "-I (271-21")!(21")1 .

P2,,(cos8) = 24"(111)' + _~n-l .~n (rl )2{(n-r)l}2 cos(2n-2r)O,

(13.7) and

. __ 1_ Y. (211-2r)I(2/")1 9_9

P2n+1 (cos 0) - 24n-1 .:0 {r!)3{(1l-r)lp cos(~n .,r+l)8.

(18.8)

Fig. 5 VflriBtion of p.(;d with p.

From these lust two qunti ns w may derive a general result of some importance. \,Ve may write

p

P "(cos 0) = I: cT os(n - 21')0,

r-O

(13.9)

where p = tn or in -l according us n is even or odd. In particular

71 P,,(l) = 1: T'

.-0

so that from (13.S)

§ 13

LEGENDRE FUNCTIONS

p

1 = 1:: Cr' r-O

Now, from equation (la.g) we have

I P n(eos 0) I ::;; 1:: c;

1'_0

and therefore

PII(cos8j

(13.10)

0·5

Fig. 6 Variation of P "(cos 0) with 8.

The varintion of P,,(,l.} with II for n few values of n is shown in Fig. 5. Since, in most physical problems, the Legendre polynomial involved is 1I511ul1y P,,(cos 0) we have shown in Fig. G the variatioi of this function with 8. Numerical values may be obtained from Tables of Associated Legendre FU7Ictio71.8 ( olurnbia University Press, Hl'~5).

52 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 14 14. Recurrence Relations for the Legendre Polynomials. If we diff 1" ntia e both sides of equation (18.2) with respect La II. we have

1/1.1 < I,

which may be written in the form

oc w

(,u-h) Z It" P n(,u) = (1-2fLh+h2) b niL"-lP n(,u)·

n-o ,,-0

(14.1)

Equating coefficients of !t" we have

p.P ~(,u) - P ,,-lVt)

= (71,+ l)P .. +1 (It) - 2n,uP n(/~) + ('11,-1 )P,,-l(,u),

which reduces t

This relation has been proved to hold for 1 f1. I < 1 but since the left ban side is a polynomial in p, it must hold for all values of It.

On the oth r hand, if we differentiate both sides of equation (18.2) with respect to ,u we obtain the relation

h . _ Y. I »P' ( )

(1 - 2ph + 11,2)"0 - 11:0 /, TI It

(14,.3 )

ombining quarion (14.1) and (H.B), we have

'"

(,1.1 - h) 1:: /z"P'lI(/t) = .Z nh"P ,,(/t),

,.-0 ,,=0

so that equating the coefficients of it" we obtain the relation

(14.4)

§ 15

LEGENDRE FUNCTIONS

S3

and since each sid is a polynomial in It this relation holds for nil values of fL.

U now we differentiate equation (1-I.2) with respect to It we obtain the relation

(n+l)P'n lCU)- (21l+1)P,,(p.)

- (2n+l ).uP',,(,u}+nP',,-l(/t) = O. (H.:j)

ELimi tl ati ng P' n( 7~) [rom ( 1<1,.4) and (1-:1 -, 5) we see that

(H.B)

ubtracting (14.4) from (14.6) we obtain the recurrence relation

(14<.7)

The differentia tions with respect; to II and .u' under the summation sign is justified by the fact that the s ties on the right-hand ide f quation (18.2) is uniformly c nvergent for all real or complex values of hand.u which satisfy the relation I JL I :s;: 1, I It I < y'2 - 1.

15. The Formulae of Murphy and Rodrigues. From the xpansion (18.2) it follows immediately that

..., elf. d'

L h" -d r P nett) = -d' r (1 - 2/-th + hO)4

.. -0 f.l 11,

= 2'hrr~t/:l (1 - '2,uh + h2)-r1 C

Substituting the value JL = 1 we see that

Z P~~)(1)h" = g,T(r t t) hr(l _ h)-(2'+1)

,,-0 rbJ

r(T + J;.) co r(l + 21' + s)

= 2' - hr L h'

r(t) _0 r(l + 2r)sl

'where p~)Cu) denotes ei'P ,,(.u-l/cl/-lr

54 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 15 Equating coefficients of It" we see that p!:I(l) = 0 if r > 'It, as is obvious from the fact that P" (fl-) is a polynomial of degree n in I~, and that

p(r)(l) = 2rF(r + i) reI + 11+ r)

" r(l) rei + 2r)(n - r)!

From the duplication formula for the gamma function 2rr(r+t) _ 1 _ 1

r(i)r(l + 2'r) - rl2r ~ (1).2"

and from example 9(iii) of Chapter I.

r(l + n+ r)

F(n- 1')1 = (- l)T(n+ 1).(- n)r,

so that

p(r)(l) = (_I)' (10 + l)r(-n).. (15.1)

TI (1)r2r

Now, by Taylor's theorem

P (fl-) = ~ (fl- - 1)r p(r)(l)

n r-O 1'1 II •

Substituting the ex-pression (15.1) in this expansion we obtain the relation

P (fl-) = ~ (- n)r(n+ 1). (1 - fl-)r

n r-O (l)rrl 2

which gives Murphy's formula

Pn(l-t)=\lF1(-tt, n+l; 1; 12ft). for the Legendre polynomial P nCa).

If now we put a_ = 1 in example 5 of Chapter I that equation (15.2) is equivalent to

1 dl1

P ( ) - _ - ( ,2 _ I)"

"fl- - 2"101 d/-J." I-'

(15:2)

we see

(15.8)

§ 15

LEGENDRE FUNCTIONS

55

which is Rodrigues' formula for the Legendre polynomial

Rodrigues' formula is of gl'ellt use in the evaluation of definite integrals involving Legendre polynomials. Consider, for instance, the integral

(15.4)

By Rodrigues' formula 'lie may write this integral as

1 J1 d"

2"nl _/(.,;) dx" (X2 - l)"dx,

and an integration by parts gives

1 [ dn-1 'J 1 I JI d"-l

2"nl. dX"-l (<'1:2-1)" -1 - 2"'11.1 ._/,(x) dX"-l {(a;2-1)"}dal,

The square bracket vanishes at both limits so that we have

1 JI. dn-1

1 .'. - --. I'(x) -, -_- {(,t'll-I)"), dx,

2,"n! -1 d.'I:" 1

Continuing this process we find that

( 1)"·1

1 = - J (It2 - l)M jln) (.!!) dx, 210nl '-1

(15.5)

For example if t(x) = P ",(rol, 17t < n, j(>l)(x) - 0 and so 1 --' 0 .. In other words

I

J -t ",(Il;)P,,(x)d.x = 0, (111 =t= n).

If j(x) = P ,,(xl then

(15.6)

(2n)1

= 2"n!'

S6 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 1S

Hen 'e

II {P (w))2d.v= (211) II (l-xa)"dm

-I 71 22"(nl)2 -1

(2n)! r(-!)F(n + 1) 22n(nl}2 r(n + -il) .

Making use of the duplication formula COl' the gammafunction we can reduce this to the form

II 2

{p (X)}2dm= --.

-1 fl 2n + 1

A COIW nient way of combining the results (15.6) and (15.7) is to write

(15.7)

(15.8)

where d",,, is the Kronecker delta which takes the value

o if rn * n and the value 1 if 'In = n.

Similarly if I(w) = I)':'" where m is a positive integer, then

if m~n

if m. < 11,

and hence, if m > n,

I1 .ml'J ( oJ", _ r(m + 1) I1 ,~.m-rl(l_-~)n.1_. a; II a; Wl~ - nr( +) t'" W" uu; _12m - II 1 n -J

If m - 11. is nri odd integer the integral ou the right is zero while if 'Ill - n is an even integer it has the value

so thut, if 1n is em integer,

§ 16

LEGENDRE FUNCTIONS

{ 0, if m < n,

r1 <n 'III, IT( ~'17! ~ ~1+! ) . . . .

w P (w)d:11 = ( ) IT(l + I")' Lf m~n > 0 IS even,

-1 n 2" '/n-n, 2m :rn+'!t

0, if17l-n>Oisodd.

If m = n the result is

It 1 II

a;np,,(x)cLx = n (1 - a;2)nd.:v

-1 -\

_ 1 T(! )T(n + 1) - 2" ['(11 + i)

which; on account of the duplication formula, is equivalent to

(15.10)

16. Series of Legendre Polyno mlala. n certnin problems of potential theory it is d sirable to be able to express a giv n function in the form f a series of Legendre polynomial. We can readily show that this is possible j11 the ease in which the given rune ion is a simple polynornial. For example, from the equations (13.4a) we have

1 = Po("')' ,u = Pl(Jt),

11,2= t + 'iP2(,u) = tPovt) + ~P2(,ll) 11.:'= i.u + .g·ps(,u) = fi1\(,u) + fP3CU)

so that any cubic CO/L3 + Cift~ + c2J1. + Ca can be written as the series

2;0 P3CU) + 23' P2CU) +. (3;0 + Cll) P1(U)+ c: + C3) PoCu) It is obvious that we could proceed in this way fOI' a polynomial of any given degree 1'/ though if n were lurge the arithmetic involved might; become cumbersome .. Since

57

(15.9 )

58 THE SPECIAL FUNCTIONS OF PHYSICS AND CHE"liSTRY § 16

P n(.LI) is a polynomial of degree 11. in Ji. it erocI'goes as n result of an extension of the above argument, that any polynomial of degree II in fL can be expressed as a series of the type

'1

:E crPr(Ji)

r_fI

(-1::;;,u.5:1)

(10.1)

1'1I problem whi 11 IlOW arises is that of expl' ssing CLny fun tion f(Ji), d fined in the int rval - 1 .5: Ji ::;;: 1 as !\ s ries of Legendr functions of tile form

(16.2)

If it is assumed that the inf'init series (10.2) converges u niform ly in th e range (- I,. 1) to the sum f (Ji), we may multiply the terms of the series by Pn(/t) and integrate term by term with respect to over the runge (- 1, 1) to obtain the relation

(/(/£)Pn(F)clll = r~/r ftr(/~)p .. (;,,)tlP,

and by equation (15.8) the sum on the right I and side is equal to

'" 2 2

:E C __ 0 _ cn

.... 0 r2n+l r,n 211.+ 1

shows that the series

which

00 1

:E (n + t)PII(.Il) f f(li)Pn(11)d'l'

.-0 -I

(1(1.8)

converges uniformly to the slim leu) in he rangc (- 1, 1). The series (Hi.a) is call :1 th Legendre series of the function f(p,). We shall not discu s here the onditions which must be sa isfi d by the function f(p} if this s ries to be uniformly COD\' rgent; for such a discussion the reader is referred to hapter VII of E. ·W. Hobson, The '['!utory of Spherical ami Ellipsoidal Harmonics (Cambridge University Press, 1081 ) ..

§ 16

LEGENDRE FUNCTIONS

S9

The possibility of expanding a function in the form of n series of ype (1(1.2) is It consequence of the relation (15.6). In the theory of special functions we frequently encounter sequences of functions tpl{W), <pz(al), ... , tp,,(.:v), ... which have the property

b

f tp",(a:)rPn(x)dm = 0, (m * n) (HU.)

a

"'"e then say that the functions \I',(m) , (1" = I, 2 ... ), form an orthogonal sequence for the interval (a, b). H, in addition, the functions are such that

b

f {tp,,{a:))2dm = 1,

a

(16.5)

for all values of n, we say that the functions of the sequence arc normalised, and form an orthonormal set. Given a

at of orthogonal Iunctions it is obviously a simple matter to c nstruct a normalised sequ nee. For example we see from equation (15.8) that the sequence of functions P,,(IV), (n = 0, 1, 2, .... ) is orthogonal but not normalised. By multiplying each function by 'V(n + i) we find that the Iunctions

(te.e)

form a sequence of normalised orthogonul functions in the interval (- I, 1).

There is another property of importance which such Q seq uence of Iu nctions Illlly possess. If ther is no ill tegrable function 1J1(m), different from zero, such that

b

f 'p(I1:)\I',,(ro)d,'V = O. (1 !'l.7)

a

for' all values of n we say 'that the sequence is a complete orthogonul sequence. It may be shown in the case of the functions (16.6) 1) by considering tit Fourier coefficients of'V,(a:/:n)P,,(x/n) in (-:n, n) hal if (10.7)

') E. W. Hobson, Op .. cit. p. ·W.

60 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 17 holds this fun tionis a. null-function and hence that 'Tp(W) is a. null-function in (- 1 1). In otherwords it can be shown that the functions (16.6) form 0. complete sequence of normalised orthogonal functions,

17. Legendre's Differential Equation. If we write v = (p2 _:l)n

then it is readily shown that

du

(1- f.l2)-d + 2ttnV = 0 ~L

and if we diff rentiate this equation n + 1 times using Leibnitz's theorem we find that

dn+:lv dll+lv d"v

(1-f.l2) d 11+2 - 2p 1 11+1 + n(n+ 1) d- = 0

Jt cJL - "tll

which when written in the form

{(I - f.~?) dd2" - 2f.LdCl + n(n + I)} (~flV) = 0

'J.' M f' (J,J1!'

shows that dn(fJ..2 - I )n/d/t" is a solution of the differential equation

d21j dy

(1_1-,2)_' - 2J.l~ + n(n + I)y = 0

dpf!. dp

(17.1)

so that we conclude from Rodrigues' formula (15.3) that when 11. is an integer Pneu) is on solution of the equation (17.1). 'I'LLis equation, which we shall now consider in a little more detail, is caned Legendre's dlfferential equation. 'iVe saw in example 1 of Chapter I how such an equation arises in the solution of Laplace's equation wben solutions of the type R(1')B(cos fJ). (i.e. m = 0) nrc sought.

It is obvious by i nspeceion that the point J.l = 0 is an ordinary point of the equation (17.1). vVriting the equation in the form

" day 2p dy l1(n+ 1)

(fJ. -I)--d 2+ (Il-l)---d - + (fL-I)y= 0

IJ, It+l'Ji- pI

§ 17

LEGENDRE FUNCTIONS

61

and ohservi ng that in the notation of equ ation (3.1) with a=l

l+Cu-l) l( ) l( .)~

pta) = i+Ett-l) = l+i p-l - ~ ,tt-l " ...

1,-1

I]Cu) = - ¥l(n+ 1) 1+1(11- 1)

= - tn(n+ 1){(,u-l) -leu. - 1)2+ ... } we sec that It = 1 is a regular singular point with indicia] equatione2 '-- 0,

Furthermore in the notation of equation (4.2)

_ - 2p. o:.(/l) = ---~, 1-W

so that as It --7- CO

13. ) .. nCn+ 1)

(fl = 1 2 .,

-p

showing that the point IJ. = co is a regular singular point with indiciol equation fe - (n + 1)} (e + n) ... O. We thus sec that the equation is defined by the scheme

y=p\-;l n~1 ~ pl. (17.2)

o - n 0

1[, however, we put

It' = HI - IL)

in equation (17.1) we find that it reduces to the form

(/!-y dy

.'1,'(1- ,1:)-d o + (1- 2w)-a + n(n + 1)y= 0, (17.3)

"!.V" J)

which is equation (8.1) \vith 0:. = 11 + 1, p = - 11, and y = 1, so that the scheme (17.2) is equivalent to the scheme

62 THE. SPECIAL FUN~TIONS OF PHYSICS AND CHEMISTRY § 17

y=p[~ n~l ~ i-ttt). (17.4)

o - 11. 0

It should be noticed that the values along the top row are those assumed by t - til not by fl.

\.\ e consider first the solution corresponding to the singular point at infinity. We write

""

Yl(ft) = ft" Ii c.p.-· ,.,..{J

which on substitution into (17.1) lends to the recurrence relation

('17.. -1/ + 2}(n - v + l)c,._z = - 1I(2n + 1 - v)c.

On taking Co = 1 we obtain the solution

1J,(11-1) • I 1I(n.-l){n-2)(n-3) '+

7!J(/L)=P" lJ.n-~ Iln-"

2.(211-1) '2.4. (2n-l)(2n-3) ...

=ll" {1+ (tnl(1-tnl 2_

1. (t-n) f.L~

+ (-t71)(-!n+l)(t-tn)('2-tn+l) 2_ + }

] .2(t-nHt-n+1) It4'"

which muy be written in the form

YI(,l) = f(n <JF] (- tn. t - in; t - '11,; :2)' (17.5) A lso, if we wri te for the second solution

'"

Y2(P) = ",-"-1 Ii dvJl-·

"-0

we find th at

(n+l)(n+2)

Y (,l) = 1.1:-"-1 + -,,-3

2 2. (2n+B) p.

+ ('I1+1)(n+2)(n+3)(n+'1) u-n-o + ...

2 .• k . (2n+3)(2n+5) ,

1 ( 3 1)

= r'+1.F1!n +!, !n+ 1; 12 + 2; ---.. (17.6)

i-'. ~ ~ ~ ~ . !'~

§ 17

LEGENDRE FUNCTIONS

63

pI" vid d 1).. is Ilny number ther than a negative integer or half u negative integer.

These solutions arc valid for all values of 11. for which the '.lDI seri s have a meaning, 1 at only fOI" integral values of 7~. If n is an integer the series Y)(J.l} terminates - in other words, Yl(ft) is a polynomial of degree n in 1-1. If we multiply this polynomial by

(211)1 2n(n I )~

we obtain the Legendre polynomial of degree n (equation (l8.4b) above).

On the other hand the series for Y2(f.L) does not terminate when n> - 1 so there is no point in restricting 11 to be an integer. This series solution when multiplied by a fa tor

r(l)F(n+l) 2 ''+IF(1l + f}

giv th f motion

Q ( ) _ r{!}r(n + l) -tl-l 11' (1.. .1 . 3. 1)

"f.L - 2"+IF(n + *)11 l! 1 zn+l, 2n+1, 1'1,+2"' f.Ll!

'"

(17.7)

The fun 'lion

) r(2n+l}. ( 1)

1 ,,(Il) = 2t1{r(n+lWfl."~F\ -i?l, i-in; t-n; 1.(,2

(17.8) is a. solution or the Legendre equation (17.4) even when n is not an integer and it reduces to the Legendre polynomial when n is an integer. VI'e shall continue to denote it by Pn{j.(,) but when 11. is not nn integer shall refer to it as the Legendre function of the first kind of degree n. The functi n QnCu.) defined by equation (16.7) will be referred to as the Legendre function of the second kind of degree n; even when n is an integer it is not a polynomial.

61. THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 17

With these d Ilnitions we may write the solution of Legendre's equa tion (17.1) as

(17.9)

(j J.L I > 1). In sam probl ms we know that the solution should be 1:1 polynomial in p; in that case we must take the solution to the form y = AP,,({l)'

The' ariation of Q"(p) with 11, may be computed easily from equa ion (17.7) when It > 1. Tables calculated in this way nrc contained ill the volume quoted at the end of § 13. The following Fig. 7, which wa prepared from these till I s sh ws th variation of Q"Cu) 'with p for a few values of n.

0·:3 Q,,(/l)

()·2

,-11-

• ig. 7 ariauon of Q~<'u) with p.

ince Legendre's equation bas a regular singular point Ilt It = 1 we mayan the basis of equation (3.8) take the

§18

LEG END R EFU N eTION 5

65

second solution of Legendre's equation to be proportionul to

P .. (I-t) log (fJ- - 1) + L: c,{!t - 1)'.

The coefficients e, can now be obtained by substituting this expression int the differential quation (17.1) and equating to zero coefficients of successive powers of (fl - 1). Instead of proceeding in this way we shall derive this second solution by means 01' 11 method due to F. E. Neumann.

18. Neumann's Formula for the Legendre Functions. Let us now consider the integral

It Ptl(~)d$ -1 1-1 - e ,

where I fJ- I > 1 and n is a positive integer. Expanding the denominator by the binomial theorem, we have, for the value of the in tegral, the series

<0 1 J1

~ .+1 ~. P n(~)~'

_0 fJ- -1

From equation (15.9), it follows that the integrals in this series are zero if s ~ n or if s = n + 2r where r is a positive integer, so that the above series is equivalent to

'" 1 It

1: '>+1+2r ~n+2r p n(~) d~,

-0 fJ- -1

which, by the same formula, is equal to

1 ~ (n+2r)IF(1'+!) (1)' #"+1 :::'0 2"(2r)!F(n + r + j) f'~

Now from the duplication formula

(12 + 2r)!T(l+ 1') _ T(tn +! + 1')r(tn + 1 + 1')

2"(2r}! - 1'!

so that the series reduces to

66 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 18

_1_ E r(!n+t+1')I\rn+I+r) (.!_)r

f1;"+J r-O F(n+ t +1")7"! 1,2

which is equal to

r(~n+i)r(tn+I) I ( ., 3. 1)

r( 3) 1i'1 2]i'~ !-n+~, ,11+1 n+1>, -;; .

n+z It ,. . ~ ~ - - W

Noticing that

F(!n+ !)T(tn+l)/r(l1 + i) = r(VF(n+ 1)/2"r(n+ il, and comparing the result with equation (17.7) we see that this series is merely 2Qn(P)' Hence we hav e shown that jf I pi> 1

Q (Il) = ! Jl P n{;.) (~, (18.1)

n r- - -1/' - f

a resul t which is IQ10wn as Neumann's formula. I quation (18.1) holds not only for real values of p,. greater than 1, but for all valu of p, which are not r a1. For this reason equation (18,1) may be regarded as defining the second solution Q,,(p,), of J .. egendre's equation.

Certaill related formulae, due to IHacRobel't, follow readily trorn this result. If I # I > 1 find u: is a positive integer then

'" l ~p .. (f). 1 ltm-;",

It Q,,(fl)-tJ f df= ~f - P,,(f)df

-1 It - -1 1-' - ~

and the integral on the right is equivalent to the finite sum

",-1 1

tLpm-l-rf ~TPtl(f)d? (18,2)

,-0 -1

It' 'In S;; n it follows from equation (15.9) that each term of this series vanishes so that we have

(18.8)

provided m, n are integ rs and m < n.

On the other band if m = 'II. + 1, the series (18.2) reduces to the single term

§ 18

LEGENDRE FUNCTIONS

67

so that

Jl cn+1J> (t) <:l"(nl)2

nH Q ( ) = '* \0 n 'i d~ + -. .

f.t .. ft - -1 II - ~ (2n+ 1) I

(18.'.1,)

Now if 1n is an integer P.n(tt} is a polynomial of degree In in II so that it fall ws from (18.8) by finite summation that, if 1n :::;;: 11,

P ()Q.( )=~r P,,,(~)Pn(e)dt

,n It n P 2 ~ <, •

-1 II - .;

(18.5)

irnilarly [rom equation (18.'1.) and the definition of P .. +l(Jl) we hnv the formula

D ()Q( l_lJl PnH(~)}71(~)IJ::+ 1 (86)

,1.- "+1/1 "II. - i! I: C,,; --. I.

-1 I' -.. 11 + ]

II' we replace 11 in quation (18.5) by 11 + 1 and m by n and sul tract fro: eq ua tion (18.0) we obtain the relation

1

p ,,+1(/') Q,,(ft) - P ,,(Il) Q".n(/tl = n + i (18.7)

titer formulae of 11. similar nature are contained in ex. 24 below.

\Ve shall now make use of Neumann's formula to derive the form of th second solution or Legendre s equation in the neighbourhood of the points 1-' = ± 1. From (18.1) we have the result that if u '> 1,

It + 1

Q"(p) = ~Pn(fl) log p _ I - Wn_1(/l), (18.8)

wh re WII_l(ft) denotes the integral

.\- JI P,,(p) - P,,(~) de.

- -1 Il - f

ow when 1J is an integer, P,,(e) is a polynomial of degree 11 in It so that {P,,(p) - p .. (';)}/(;.t -.;) is a polynomial of degree It - 1 in /1. Hence TI ,H(lt) is a polyn mial of degree '/1 - 1 ill p.

68 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 18

If we substitute from (18.8) into Legendre's equation (17.1) we fin] that lif1,,_1 satisfies the differ ntial equation

(1- ,u2)lif1~~1 - 2,u W,:-l + n('I1 +1 )W .. -e-L = 2P:,(,u) (18.9) N w since n', -1 (,u) is a polynomial of d gree 11. - 1. in ,u we may write (cf. § HI above)

.. -"l

W~-l(fd = :E C~r(tl}.

r-O

sing the fact that

, ~

p n (tt) = L (2n - 41' - 1)P,,-2r-l'

r-()

where p = ~(1l - 1) r til - 1 according as n is odd or even (which follows from quation (14.13)), and the result

(1- tt2)P;' (,u) - 2.uPAp) + n(n+ 1 )Preu)

= ('11 - ?-)(n + r + l)PT(/t), we find, from equation (18_9), that c,,_~= 0, (8=0, ... , p) and that

2n - 1J.8 - 1

c - -:-::-~---:-;"-:;----:-

"-~-1 - (28 + l)(n - 8)

Sub tituting these valu s in (1 . ) we obtain the formula p+1 ~ 2n-4,s-1 Q,,(.u)=iP,,(,,') log ,u-1 -.~o(2S+1){n-s) P,,-2B-l{.tt).

(18.10 ) Another expression for Q,,(.a) may be derived from the fact that both P ,,(,u) nne] Q,,(/~) arc solutions of Legendre's equation (17.1) so that

Qn(,a) dfl {(1-lt2)P~(~t)} - PII(/t) .~l {(l- f(2)Q~ (,un = 0

p up

which is equivalent to

(~, [(1- ,u2){Q,,(jt) p~ (fl) - PlICa) Q~ (ft)}J = 0, showing that

(1 -1,2){Q,,(,u)P.;,(ft) - P,,(/t)Q:,(pJ} = C, (18.11)

§ 19

LEGENDRE FUNCTIONS

69

where C is a constant. Now from equations ( 1.7) and (17. ), ~\ e can r adily show that f 1" la: ge values of !~

p' Q) n I Q' n+l 1

nCu)· ,,(p ,....._, 21l+1 . ft?" ,,(,u)P ,,(ft),....., - 2n+l . 1-~2

so that as tt -+ 00 the left-hand side of (18.11) tends to - 1, showing that C = - 1. \Vriting (18.11) in the form

d {Q"Vi)} 1

d!, P,,(ft) = (ft2-1}{Pn(p;)J2

and noting Irorn (17.7) that Q"(.u) -+ 0 as # -+ co we have

"" dg

Qn(/i) = P,,(p) L (~2-1){Pn(,)}2' (18.12)

19. Recurrence Relations for the Function Qn(ft). Recurrence relations for the Legendre function of the second kind CUll be derived from Neumann's formula (18.1) and the corresponding recurrence relations fat' the Legendre p lynomials P1l(/-t). From the recurrence relation (B.2) and Neumann's formula we have

II ep n(~)

(n + l)QII+1(#) + nQ,,_~(#) = (n + t) --I: de. -1 fl- b

Now

1 ~ P (e) 1

t f -1 # fl g d! = f"Q,,(#) - (n + t) f -1 P II (!)cle

1

If we write the second term on the right as I po(e)p,,(g)de -1

wc see from (15,6) that it vanishes if 'It 1= O. Hence we have

(n+l)Q"H(/t) - (2n+l)pQ,,(,,) + nQ"_l(#) = 0 (ID.l) showing that the functions Q,,(l') for three consecutive valu s r n satisfy n relation of the same form n that for tho functions P ,,(/i) (equation (1 . .1-.2) above).

rom T eumann' s formula (lB. 1 ) we ha ve

Q'( ) If1 Pn(~) d' "p = -"[ -1 (It - e)l! ~

10 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 20 and if we integrate by parts on the right hand side we find that

Q~Cu) = t{_l __ (- l)"} + -lJl. P:M) d~.

1-/.1 l+~t ~lft-~

Hence

Q' () Q' () _ 1 J1 P~+l(~) - P~-l(~) dt

"+1 fl - 11-1 It - 'l!" t~·

-1 I-l - ~

= ~(211 + 1) Jl P ,,(E~ d~,

-1fJ,- ~

by virtue of equation (H.G). 'The integral on the right is 2Qn(P) by Neumann's f rrnula so that, finally,

Q~+l(p) - Q;,-d,t} = (2n+ 1)Q,,(/t), (10,~)

20. The Use of eiendre Functions in Potential Theory. In potential tit ory we have fr q iently to determine solutions of Laplace's equation Va,,) = 0 which satisfy certain prescribed boundary conditions. If we have a problem in which the natural boundaries are spheres with centr Ilt the rigin of coordinates it is natural to employ polar coordinates r, 0, cp. In cases in which there is symmetry about the polar axis, 1p will not depend on t:p so we may write 'P = 1p(l", 8), It then follows from example ] of Chapter I tha

(A" r" + Bll1,-n-1) Vll

will be a solution of Laplace's equation provided thut Vfl is a solution 0(' Legendre's equation (17.1), Taking 'I)" to be P,,(cos 0) + CnQIl(cos 0) we see that we may write

'"

ljJ(r, 0) = L: (An1'"+B"r-"-1) P,,(cos 0)

n..-O to

L.l ( nl"" + D"rn-1JQn(co 0) (20,1)

11-0

where the quantities An. B", '"(n = 0, 1, ~, ' .. ) are a ll constants,

Now it is obvious from equation (18.8) that Q,,(cos 8) is infinite when 8 = 0°, and we know on physical grounds

po

LEGENDRE ,FUNCTIONS

71

that in the case of spherical boundaries 'Ij! remains finite along the axis 0 = 0, Hence we must take Gil = D» = 0 for an values of '/1 and obtain the potential function

'"

1p = Z (A,,1,n -I- B1l1'~n-l)p,,(cos 0)

1l-0

(20..2 )

which is valid as long as T is neither zero nor infinite, i.e. if a S r S b where a and b arc Finite and non-zero. If the region under disenssion is the interior of fl sphere, i.e. if o :s: ,. S a, then to avoid 1p becoming infinite we must take Bn to be zero to give

'"

1p = ~ All r"P,,(cos 0).

n-O

(20.8)

On the other hand if the region being considered lies entirely outside this sphere, we must take

'"

v= i: B",-n-lp,,(cos.O). (2004)

,,-0

Examples of the use of the solu tions (20.2, B, <1,) in potential theory are given in Coulson's El~ctricity (Oliver & Boyd, 1948) §§75-78, 80; 11 further example is given below.

The Legendre functions of the second kind, Qn(cos 0), which are absent from problems involving spherical boundaries, enter into the expressions for potential functions appropriate to the space between two coaxial cones. If 0 < IX < 0 < {J <:it we must take a solution at' the form (20. I). Suppose, for example, that 1f! = 0 on 0 = 0:, and 'Vi = }):t.n1'" on f) = (J then we must have

A"P ,,(cos a) -I- GnQ~(cos IX) = 0 and

AMP ,.,(cos fi) -I- C1lQ,,(cos (J) = IX", B" = D" ~ 0,

the Intter results following from the fact that if IX =F fl, Q~( cos O':)P,,( cos fl) - F,,( cos IX )Q,,( cos fl) does not von ish. Solving these equations for A" and C; and inserting the solutions in equation (20.1) we fi.nd that in the space between the two cones

72 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY §20 Ip = Z.,O'. 1·" { Q,,(COS O'.)P ,,(COS 13) - P t! (COS C()Q" (COS f)) }

11-0" . Q,,(COS a;)P,,(COS fJ) - 1-'11 (C05 a.)Q,,(COS fJ)

(20.,5)

'1'0 illus trate the use of th e solution (20,1) and of some of the properties of Legendre functions we shall now consider the problem in which all insulated conducting sphere of radius 11 is placed with its centre at the origin of coordinates in [In electric field whose potential is known to be

'"

l: a;"I'"P,,(cosfJ)

" ... 1

(20.6)

and we wish to determine the force on the sphere, The conditions to be satisfied by the potential functions 1p are (i) that 1p is a solution of J .. nplace's equation; (ii) that 1p has the form (20,6) for large values of I'; (iii) 1p = 0 on

r= a.

The conditions (i) and (ii) ave satisfied if we take

1p = i: (0:,,1''' +~+li) Pf,(cos 0)

,,-1 r

and (iii) is satisfied if we write B" = - a" a·2n+l, We therefore have

'" ( (12"+1)

1p = L IX". 1''' - . "+1 P ,,(cos /1),

...... ,1 r

The surface density of charge on tL1C conductor is

1 in; ] '"

G = - -(~a) = - 7- E. (2n+ 1 )an-1 0'." P ,,(cos OJ

'I." ar r-<> :j,(7l: ,,-1

and since the force pCI' unit area on the conductor is 2n02 the resultant force on the sphere is in the () = 0 direction, and is of magnitude

F = {'2na2 2na2 sin e cos {} elF} o

(20.7)

§21

LEGENDRE FUNCTIONS

73

where [",11 denotes the integral

(2n + 1 )(2m + 1) r cos e sin e P ",(cos ())P ,,(cos O)(lf).

o

Changing the variable of integration to Ii = cos 0 and using the recutrcnce relation (lt1.2) we find that

I",,, = (2m + l) {(n + 1) (/Tn(P}P"+l(ll)dp,

1

+ 1'1, f_/)",CU)P"~lCLt)dlt}

and by the orthogonality property (15.8) this reduces to the form

I"", =2('11 + 1)15, n , nH + 2nom• ,,-1' (20..8)

Substituting from (20,8) into (20.7) we find that the tOl;111 force all the sphere :is

'"

F = I: (n + I )Gt"o.:"+1a2"H.

,,-1

21. Legendre's Associated Functions. "Ne saw in example 1 of Chapter I that the solution of Laplace's equation in spherical polar coordinates reel uces to the solution of the ordinary differentiulequation,

se de { m~ }

(1 - j1.2)~d - 2p d~ +. n(n+l)- --.:t .. e = 0 (21.1)

P p. I-p .

which reduces to Legendre's equation when Tn = O. This equation is known as Legendre's Associated Equation. To solve this equation we. may write

e - (p2 - l)''''y. (21.2)

Substituting this expression in the. differential equation we find that y satisfies the equation

cJ2y dy

(1 - j.t2) ·.-d 9 - 2(1 -1n)t~~1 + (n + m)(n - 'In + l)y = 0

W .tfl

and differentiating his equation n! times with respect to /1., by Leibnitz's theorem we find that

74 THE SPECIAl. FUNCTIONS OF PHYSICS AND CHEMISTRY § 21

{ d? d } dmy

(l-p2)-I,,-2PT+n(n+1) -d =0

lW (Jp fJ-fIl

(21.3)

showing that if ll'"y/dp''' is a solution ofLegendre's equation (17.1) the function e, defined by aquatiou (21.2), is a solution of Legendre's associated equation (21.1).

imilarly iI we put e = (.u'l - l)!fIly in equation (21.1) we find that

cl2y . dy

(l-j.t!l)-d ,,-2(l+rn).u-d +(n-m)(n+m+l)y=O. (2Lb)

flo II

If now we dirf rentiatequution (17.1) 1n times with

resp' ·t to j.l w btain th equation

{ ~ d }~y

(1_p2) --:I'i - ~(l+m'}T+ (n-nt)(n+m+l) -1- = 0

up.~ up t/-tm

showing that if l1(;.t) is n solution 0[' Leg ndre's equation th n

(21.5 )

is a solution of Legendre's associated equation (21.1). 'I'uking the two solutions of Legendre'S equation to be

P n(P) and Q,,(.u} i follows from (21.5) that the functions

Pm( ) _ 1 .. 2 _ l)l:sm dmp,,(;'L)

"p'-If" d'

,;.tfll

Q:(/L) = (j.t2 _ l)lm clmQ"(,u) dl-LfIl

(21.6 )

ar solutions of L gendre's associated quation. s a consequence of equation (21.8) ""C sec that so also are the funcbions

i'~' {

p;m(;.t) = (p2 - l)-im L J1 ... Lp .. (~)(~)m (21.7)

anel

§21

LEGENDRE FUNCTIONS

75

It is an immediate generallsation of (6.5) that

dm F ({J ) (O:)",({J)m F ({J )

;;--;;;2 'I a, iYjX =() 2'1a:+m, +m;r+m;x

(Ml y",

o that using Murphy's form (15.2) for P n(!-£) we see that

dm p () (-11)",(1'I+1)m 1"( 1-1'-)

d-. . '" It = ( ) I 2 '1 m-n, n+m+l; m+l; -- .

II'" -2 "'lit 2

Hence p~'(f') as den ned in (21.6) may be written in the I'DI'm

P'::(p) =

r(n+m+l) ( I-P)

. (fl2_l)~1ll x2F· 1JI.-'r/, n+11I+l; m+' j--

2'''ml T(n-m+l) 1 2 .

(21.9 ) Other expressions for the firs t f' the two functions (21.6) can be asily derived. If we make use of th result (7 . .J,) we see 'that

P;~(f') =

T('Il+m+l) ( a-I)

Ir( +) (f'+l)n-~tn(!t-l)lm X ,~.1"1 In-II -n; m+l; ~+

2"m n=-rn. 1 f.l 1.

(21.10)

and similarly, if we make use of relaticn (7.6) we may derive the expression

P";:(ll) =

r(n+m+l) ('L-l)~'" ( l-It)

'-- X "F1 n+l, -11.' m+l' -- .

mlr(n-m+l) p+l ~ " :l

(21.11 ) From Rodrigues' formula (15.3) we derive the simple expression

1 dm+"

P'::(!-l) = Z"nl (,,2_ )rm d,'£m+n (p2_1)1l. (21.12)

The simple differentintion

76 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 21

dm. r(m+n+I+2r)

_._.. C"-1-2r (_l}m .. .. .. ..... . /L-"'-"-1-2'

dp,mf T(n+l+2r)

may (because of the duplication formula) be written ill the form

T(n+l) dm {. (tn+!). (!o1l+1)r}

. dp'" I.t '>+1+. r

_ (_ . )'" r( . + + .. ) (tm+tn+t Mtm+tn+ 1 )r

- 1 1/1. n 1 ~tm+"+l+2r '

showing that, by term by term differentiation of the solution (17 .. 7) of Legendre's equation, we obtain the solution

Qm(n) = (_l)m T(t)r(rn+ 1z+1) 1l.-m-"-1(.,~2_1 )~.n X

" r: 2~+l.r(ll+j) r: r

'.l.l~l(~m+tn+t, !lII+Vt+L; n+i; :2) (21.13) of Legendre's associated equation.

Solutions of the type (21.7) and (21.8) can be derived in a similar fashion. Using the result

JI' f~ J~ (I ..... e)" (~)m = 2_ (p, _ 1 l,n 'r 1 (I. f.,)r

. 1 Z .. • 1 2 1111 (7/1,+1). 2

in equation (21.7 ),. with :iVlurpby's expression (15.2) for P nett), we derive. the expression

}, (p - 1)111 2Ji\ (- n, n + I; 111 + 1; 12ft) (21.1·4) for

I' ~ .~

f 1 J .: .. II P Il(E)(cle)m,

and this yields the solution

r:: ) ] (tt-l),m F ( .. , . l-f') ( )

. n (tt = -! -+ . 2 '1 -n, 11.+1; m+lj -- .. 21.15

1np.1 2

The solution provided by Rodrigues' formula (15.B) can obviously be written as

§21

LEGENDRE FUNCTIONS

n

(lt2 _ 1 )4111 dn-m

P;;"'( ) = r • -- (~-l)". (21.113)

fl 2"11! dfl"-'" fl

In a similar wll.y the solution

Q_"'( )= (_l)",T(t)r(n-m+l). (fL2_1)-I!'"

" f.L 2"'-lr(II+!) ,,"-"'+1 x

2v\(tn-l1n+i ~n-!m+l; n+2;;) (21.17) is derived from equation (21.8) and the result

r(1l + 1) r ( ... f (til + t:~~t; + 1), (d~)'"

00 co 00

( )"'rC +) (*II-tm+t},(-Ll.-!m+1)r

= -1 l1-m 1 H W _"2' -

fl 11-'''+1+2'

used in equation (17.7).

The four functions P~'\LL), (2~'Cu), P-;;"'(/t) Q-;;"'(It) defined by equati ns (~l.!J), 21. 3). (21.14) and (21.17) rcspe lively are therefore solutions of ,g ndre's associated equation. They arc known as Legendre's Associated functions. Although the expressions above have been found by assuming Ill, and 11 to be integers it is readily shown that the solutions quoted arc valid ev n when m and 11 are not integers. Sine Legendre's associated equation is of the second degree it follows that only two of these four functions are lincnrly independent, and that the other two may be expressed simply in terms of them. It lollows immediately from equations (21.11) and (21.15) hat if Ill, n are integers

P-;;"'( L) = F(n - 'In + 1) p,::( ).

I F(n+ 111 + 1) J,l

Furthermore, if we apply the result (7.6) to the hypergeometric series on the right hand side of equation (21.17) we find that

Q-"'(.u) = (_I)m F(i)F(n- m+1l 11"'-"-1(1,:1-1)1:'" X

n 2n+1r(n+j)

~Ji\ (t?n+~Jt+t, i-m ~n+ 1; n+ t; :2)

(21.18)

78 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 21

which, on comparison with equation (21.18), reveals the relation

Q_",( ) _ r(n- m + I) Qm( )

11 it-/, "'t.

, (n+1II+1)"

(21.Hl)

t is now It simple mutter to prove that when '/11, and n are integers, and 7n is fixed, the polynomials P;~(I1-) form an orthogonal sequence for the interval (- 1, 1) .. faking us' f the results (21.18), (21.12) and (21.10) we find that

1

J P;(p)P';CIt)df.L

-I

r(n+71~+ 1) I rl cl"-111 cl"'+tn ,

= -_ (IL2-1)"-- (IL2_1)"dIL

r(n-tn+l) 2" l1'n! n'[. -1 d}t"-'" r a"Ln'+tII ,.

and after integrating by parts n - m times the XI ression on the tight redueestc

r(n+m+1) (_1)"-'" [1 (In+n' ~ ,

(/t2-1)" --- (u--1)" dn

F(n-m+l) 2"+"'n!n'! -1 d",'H.n' , r:

This integral is evaluated by the method used at; the end of § 15 and we find tl at

J1 r: "') r(n+m+') 2

. tl (}t)P .. ,(!, rll-L= r( +) (-l)"'~+ 6" n' (21.20)

-1 Il-m 1 2n 1 .

In mnny physical problems 11.= cos 0 so that -1-::;;',","5.1. It is then not always convenient to huve 0. factor of the form (fJ.2 - 1)~·". We use instead Ferrer's function

(21.21 )

With this notation we may write (21.20) in the form

It T~n( )1';;:( old t = T(n+m+l) ----":_O '. (21.22)

-1 fJ. I of r(n-7fI+1) 2n+1 n,"

The other formulae are arnmended similarly.

§ 22

LEGENDRE FUNCTIONS

79

22. Integral Expression for the Associated Legendre Function. If we assume auchy's theorem ill the form 1)

~ J JKl_ de = /(/-,)

2m. cC-p,

where ftC) is an analytie function or the complex variable C in a certain doi ain R which indue! s the point C = p and where the integral is taken along a closed contour C which includ s C = f' and lies wholly within the domain H, then by cliff rentiating both sid S of the equation l' times with respect to f' we obtain th result

ciT! (f.l) = .!:.!_ J I(e) ar.

I J' 1 <, (22.1)

C.f.lT 2ni c(.,-I-'j'+

Substituting 111 + 11 for rand (1;'.l - 1)" for /(C) in this equation we find that, as a result of equation (21.1),

pln( t} = (m+n)1 (,u-l)im J «;2_1)" dt; (22.2)

n ! 2" . nl 2ni c (t;_!~)""Hl+l

If f.l > 0 we may take the contour C to be the circle

11;-.u 1 = I (/,2 - 1) I,

Integrating round this contour we obtain from equa ion (22 r , 2) th equation

1 J2n ..C09

- {ft + V(IJ~ - 1) cos (ep -lp)}" .. (nup) dip

271: 0 sin

nl cos ( . '"

- (+ )1 . 1mp) POI (f.l)

'n m sin

from which follows immediately the Fourier expansion

{fL+ V(fL2 - 1) cos (ip -1p)}"

P () ~ 711 1 m (

= "It + 21:. (. +·.)1 '1,,{!I)cosm 1p-rp). (22.3)

m-l n 'Ill.

1) E. G. Phillips, F1J1ICliDII8 oj (J CO!1l1Jlcic Variable, (Oliver & Boyd, 1040,) p. oa.

80 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 22 bunging n to - (n + 1) we obtain the expansion

{.u' + . .,j (p.'2 - 1) COS "/1 }-'H

/I (n-m.ll

=Pll{p.'l+2:E(-ll'" I P~~(ft')cosm"P' (22.4)

m-l n..

pplying Parseval's th orem for Fourier series to the

scri s (22.3) and (22.4) we find that the series

P ( )P ( ') + 2 ~ ( ')m (n-m)1 pm{ )P"'( ')

"f.J. "j-t' LI - 1 ( ) I "fl "f.J. cos m(jJ

", .. 1 n+m

converges to the slim

~ J'" La + (p2 -1) cos (V! + !p))" (1,

2n _'" {p.' + (/t''2 - 1 ) cos 'If' }"+J p.

This integral may be evaluated by rnenns of Cauchy's ehcorern.l ) Its valu L~ fund to be

P ,,{,up. I + Y[(f.J.ll-l)(,LL'2 - 1)] cos!p)} V,rriting fL = cos OIl' = 'OS fJ' and

cos e = cos fJ cos (j' + sin (j sin (j' cos !p we ob in the result.

P, ( os e) = P .,(cos elP ,,( '05 e'l

~ ( (n-1II) I , mom 0

+ 2 LJ _l)m P" (cos )Pll (cos ') cos (mrp) (22.5)

fIr-l (n+1n)I

which is often of value in the solution of problems in wave mechanics.

23. Surface Spherical Harmonlcs. From the two sets of orthogonal Iunctions T;:'(cos 0), cos (m!p) we can 1'01'111 a third set of functions

. (211+ 1)* {(n-m)!}t ~ m

X'l,m(O, !p) = 2;t (n+m)! Tn (cos 0) cos mrp

(m:::;n) (23.1)

L) For details see E. W. Hobson, Op. cit. pp. 8Cl5-71.

§23

LEGENDRE FUNCTIONS

81

which is an orthogonnl set of functions 011 the unit sphere, i.e. the functi ns of the set satisfy he normalization relation

In J2"

sin e d() Xn '" .XII, '11' tltp = 0nn' 0",,"',

o 0"

In a similar way W Nil I nstruct u set

(28.2)

(~n+l)& {(n-III)!}~ ~,m ._

Y" ,,,(0. rp) = -,,- (+) I '111 (cos 0) SlIIl1UP

. ~n n m

(111 ::;: n) (28.8)

which satisfies the relations

(23.'.1.)

n 2,.

I sin 0 df) I .. Y" .. , Y,,' 'fI' drp = 0

o 0"

(28.5 )

for all integral values of 11, n', m and 7Il' with m:S;; 7/, m' ::;; nt.

Beer use of these orthogonality r latiouships we an establish an expansi n theorem which is a straightforward gCIl rnlizntion of the Legendre series (16.3). It is readily shown that, for a It:ll'ge class of functions t. the function 1(0 rp) can be reprcs ntcd by the series

'" .., a:>

be" P n(cos 0) + L 1: {al"",X1l, ",(0, !p) + u-; Y 1I,m(0,!PH

n~ ,1-1 m-l

(28.6)

where the coeffici nts C", mil"" limn are given by the expressions

911+ 1 J2.'I I"

ell = _--. - riff f«(), cP)P n( .os 0) sin e se,

4n 0 0

(28.7)

m"", = J'~sin 0 dO ('~X".,,,(6, cp)f(O, rp)drp,

o • 0

l'I 2.. ....

v-; - I sin 0 dO I Y" ",(0, rp) 1(0, rp) drp.

o o·

(23.8)

(23.1) )

82 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 23 'or any given fun tion 1(0, rp) the s ries (23.0) can therefore in principle be computed by a. series of simpl integrations.

The functions XIl•m and Y",m' which are known es surface spherical harmonics can be constructed easily

from the known expressions for the associated fun 'cons T:~. We find, for instance, that

(a)i ,

XI1(e,g;)=- - smecosrp

• 411:

(l'i)t

X2,l(IJ, rp)= -~ sin 0 cos 0 cos rp,

Xa,2(0, tp) = (]lG~) a sin:2 0 cos 2rp,

Xa 1(0, q;) = - (~)~Sin 0 (500520 - 1) cos tp,

, B2n;

(105)! .

- sin? 0 cos () cos Zip, Ian;

( 35)~

X3,s(0, rp) = - -- sins 0 cos Srp, 02n:

und the corresponding expressions for the Y .. mare obtained by replacing cos (11lrp) by sin (mrp) in the expressions for the Xn m'

The fu nctions X", III and Y .. , m 11a ve the i In portan t property that they arc solutions of the partial differential quation

1 a (' 0 OX) 1 02 X ( )X ( )

~. e ao sin -ao +""""""'0 "3"0" + '11 n + 1 = 0 23.10

In' sm=e vcr

so that the function

(..41''' + B1'-n-1)XI1,m(e, rp) + (Cr" + Dr-n-1)Y",11I(O, rp), where A, D, C and D arc constants, is a s lution of Lrq lace's equation. It follows immediately from uations (28.1)(23.0) taken with the expansion (28.0) that the function

§ 24

LEGENDRE FUNCTIONS

83

'" (1")"

1p(r, e, rp) = 'Z ell - 'P n{cos 0) +

"=0 a

satisfie Laplaces equation in the region 0:-:;; l' :-:;; a, is finite at I' = 0, and takes the value I(e, rp) on the sphere

r = a.,

For example, suppose we wish to fh1d the solution of Laplace's equation which takes on the value mil on the surface of the sphere r = a. Her we have

a~ a2. (3 cos2 {) - 1)

I{e, rp)= (l'lsin'l()eos2rp = B - B 2 + ~llaSi1l2() cos 2rp

all at!. (471:)'k

= - - - 'P~( os fJ) + - XQ ~(f), m)a2,

B 3 - 15 ".- T

Thus the required solution is

1 1., (4;)t 7

1p(1', 0, rp) = a all - '3 -r-'P2(COS 0) + 15 l·IlXVl(ll, rp)

Substituting the values of PIl and X2•2 and transforming back to cartesian c ordinates we see that the required solution is

24. Use of Associated Legendre Functions in Wave Mechanics. To illustrate the use of associated Legendre functions in wav e mechanics, w shall consider one of the simplest problems in that subject - that of solving Schrodinger's equation

8:nhn

j74P + ----,r (W - V)¥, = 0 (24,1)

for th rotator with free axis, that is for a particle moving on the surface of a sphere, In equation (A.I), vV represents the total en I'gy of the system th potential energy. In the ease under consideration T1 is a constant, VI)

64 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 24 say, and the wave function 1p will be n function of 0, cp only. If the radius of the sphere is denoted by a then equation (24.1) is of the form

2.. a2ljJ + cot () alP + _1_. _ a21p + BJlhll(~: - Vol 1 = U.

a2 ao~ a2 ao a2 Sin 0 orr h:. 'P

(24.2)

If we consider solutions of the form 1p = eczflll'l'

then

8" 2( T:V T' ) .:!

g" Lli 0 _I n"1lla ~ - 0 e In e

+ Ct cot t T • - -.-,- " = O.

112 sm~ ()

Subs ituting

tt= cos 8,

(2,1,.8)

we fh d that this equation reduces to Legendre's associated equation (21.1) and hence bas solution

e = AP;:'(cos 8) + BQ!:'(cos 0).

However for the snrne reason as in the case of potential theory (§ 20 abov ) we must take B = O. The solutions of equation (2,.1,.2) will therefore be made up of combinations of solutions of the form

1jim., ,,(0, rp) = A",,, e:!:im'l' P~'(cos 0),

(2.,J,A)

where Am" is a. constant.

The physical conditions imposed on the wave function 1p are tint it should be single-valued and continuous, Obviously then the 'physical' solutions will have m un .integcr, since lPm, ,,(0, cp + 2n) must equal 'Pm, n(O, rp). Further in order that the series f r P'::(p) should converge for the values ;.t= ±l it is necessary that it should have only a finite numb r of terms, This is possible only if '/I is a positive integer. If therefore the solution (24.4) is to be valid for 0 = 0 and 0 = 1t we must have II a positive

LEGENDR.E FUNCTIONS

85

integer. The physical conditions on the wave function arc th r for not satisfied by systems with an arbitrary value for the energy HI but only by systems for which

h2

T~ = Vo + -9-" Il{n + 1), 8n-ma-

(24.5)

where nis a positive integer. In other words, the energy of such 0. me .hanical system loes not vary continuously, but is capable of assuming values taken from the discrete set (24 -, 5).

EXAl!I'l.ES

1. Show that, i.e n is odd P .(0) = 0, and that, if 11 is even p (0) = (-l)t"m~. (-1)!"111

" (!n)! 2"W'I) II-

2. Prove that

3. If, "" ~, + vIp' - 1) show that

co

(il (1 - hCH(l - filCH = "'"' ,,-p.(f.')

,,-0 r(1J+l)

(ii) Po(/I) = nlT(t) C"1Fl(!' -11; ,.-11: C-lll

D due' that,

", IIlr(,,)

(Ill) .F,t" -11: .),--n; 1) - 1~

- (11+~)

4. If 11 is u pnsi ti ve in tellc I' prnve that

JI Un

P .(pHI - 2Jlli + 11')-' dp = -,,--1 _II. + 1

and hen e, making us of Rodrigues' formlLin, deduce that

1 2b+l(U I)'

J (1 - pC)n(1 - '2Jl" + h')-"-i a,l ~ ------,-: -1 (211 + 1)1

as THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

5. Prove thut

"

P'n(x) = .~ (2n - 'J,T - l)l"o_$H(re)

.-0,

where l' = Hn - 1) or itl - 1 uccordingus 1, is odd or even, Deduccthat fot nll w in theclosed in terval (-], 1) and for nil positive integers 7l, the values of the functions

1 P ,,(.'10) I, 11-'1 P' n{:Il) I. Il-"'I P"(:e) I, ... can never exceed uuity,

6. Prove that

JI 1

I,Pn(p)dJ.! = 2t1 + 1 (P .-IV-1) - P n+l(P)}

and deduce, from example 1, that if n is an odd integer

II (-l)~n-~'(u-J)I

o Pn(p)dJl = 2n(~u+:!) I( !-11- HI

Whn t is tho val ue or the Integral when 11 is even?

7. Using equntlon (14.2) and the results of the llUlt exurnple show that if. 11 is even

J1 (tl-2)l

, ol.lP .(/I)d).! = (-1 )~n-! 2"(fll+1) I (-&11 -1) I

lind Ul!It the in teg I'll 1 hns the value zero if n Is odd.

8. If

9. If m, nnd n !IfC positive integers, prove Ut..'I.t

J1 , ,2m+"+'{(m+, ','P}.·

(I +"j"'+"p (")11,, - ---:_:_----'--'-

-1 'r "r - ml(m+211+1)1

lO. If n is even lind m > - 1, prove thnt

II rO,.m+!)r{im.+l)

op.mp ~(fJ)rIJ·j = 2rBm+~Ii+.~)r{im-tll+ I)

Deduce that

Jt (1- kp.)-n-t P,." (1,)dI4 = _1_ k"(l-k)-n-i

. 0 '211 + 1

LEGENDRE FUNCTIONS

11. Show that

Pn(ll)= ('1+1)" F (-11' -II ,./1-])

2 '1 , " /1+1

and hence that

Deduce that

Po (cosh II) G 1

12. If f(p) = (p' - 1)" show, by using Rolle's Lit 'or m that 1'(/1) must have Ilt least one zero between - 1 and]. Proceeding in tltis way deduce thut flnl(J.l} hna n zeros between -1 und 1-

Hence how 'hut when 71 is even the zeros of P "(J~) occur in pairs, equal in magnitude but ipposlrc in sign, and tlmt, when 11 is odd, ~I = 0 is n zero and the others occur in equal lind opposite pairs.

13. If yVI) is any solution of tIle llneur differential cquatinn

cI1y dy

a.(ll) ~I' • -I- (J(lI) ~I -I- Y(AI)Y = 0

e,l· "I

in which ct, p nnd y nrc COnUJ1IlOUS Iunutlons of J.l whose dcrtvut+vcs of all orders are continuous, prove that y(p) cannot have any repented zeros except possibly for values of p which sntisf'y the quution a(p) = O.

Deduce thu t 1111 the 2'CI'O$ of P ft(;!) are d isti net.

14. Prove that the Legendre polynomial P n(:1:) has he SI11!lUClil distance in the mean from zero of nil polynomial of degree n with lending coefficient 2n( t }n!n!

15. If R. denotes the operator

!... {(1 -11:')!...}

d» (/.11

prove thnt

Jl Pn(:e)R{J(;l;)}t1:c = - 11(11+1) II Pn(a:)f(a:)d.1I

-1 -I

provided that 1(3l) und j'(JJ) ore finite at .lJ = ± 1-

Prove that if tl G 1

J1 .,

log(l-a:)Pn(:t:)t'bJ=- (~l)

-1 n n ,

87

ee THE SPECIAL FuNCTIONS OF PHYSICS AND CHEMISTRY

16, Prove that

Ii) Jl P • (.l')flx -= .2 2

-1 v(l - xl 211 I

JI P • (:r)d,1: 2h"

(ii)

-1 (1 - 2/111: + 1<1)"/1 = ] - ".

17. If R~ = 1 - 211.1: + h', prove that if I II I < 1, n ~ 1,

fl {Ii - ;ll + R } 2.11,,·1

(i) _rlog 1 -:11 Pn{m)dJJ = (211 + l}(n + 1)

ii)

I' 21t"

log (1 - h» + U)Pn(m)(L'!'= - ( .

-1 . II. 2n + 1)

18. If

n ,m-1

fIx, a) = J d~, (m> 1)

o (1 - 2fru + ¢')~'

prove that

fl 20"_

-1 fe·ll, a) P .{w)dx "" -(1-' -+-'-II-)-(2-n-+-l-)

19. If z is real nnd I z I < 1 prove that

fIT dIP Il

o 1 + Z COll!p "" v(1 - z')

Putting; = Thy(P' - 1 )/(1 - hf-I) where II is so small that IhU' ± y{p' - 1) eusp) 1< 1

(0 ~ rp ~ Il), expanding both sides in powers of I, and equating coefficients of /I" show that

p.(P) ~ 2.. fIT IJ~ ±

;[ ()

Hence evaluate the sum

n

:E n '.Pr(eos OJ r-O

20. Show by making the aubstltutlon =: = ± hv(p2-1J/(hfJ-l) in the formula in ex. 10 that

1 f'" dtp

P ,<~I) ... -;;- () (p + v(/, - 1) cos Qlln+l

LEGENDRE FUNCTIONS

89

21. \\Inking use or the integral expression for P .. (,I) derived in ex. 10 silo \V lhat

P .(1') = i"C,(l - ,u2}~ "-~, Il'P ,,_,(0)

r-O

Deduce that,

I~o(j.t) P,(/J) p.(/J) =(1-1-")" Po(O) 0 P~(O)

l\(JI) P.{/I) p$(JI) 0 p.(n) 0

p.(.u} P.(/~} P.(fl) P,(O) () p.(O)

22. Prove that if IJ. > 1

1 f1 (1 - 1')" Q.(/l) = 2"+1 -1 (fl _ 1)"+1 iii

and deduce that

Q.(p) = I: {II - '/(111 - 1) cosh OJ" dO where a. = ! log (II + 1 Jill. - 1 ).

H-'nee find expressions for Q.(p) and Q,{,u).

23. Determine the simple expreasinns for Qo(IJ), Q,(/~)' Q.(j1.) and Q~(/l) by working out the VIlJU of the polynomial II' ._,(/'), occurnng in cqunrion (18.8), for these values of 11.

24. Establlsh the following formulae due Lo :'IIucRobert:

('I) p.()Q ( ) - 1 [1 ~p.n(~lP,,(';) .l~

,u '" I' n Il - ~ • -1 I' _ ~ u", m < 11;

JI e{1'·"U»)1 1

(iiJ ,UPHVI)Q.(p) =! -1 p _~ ,,~+ 2n + 1;

(.iii) 1l"'fIt'-l)Q' .(p) = ! II ~"{e'-l )P',,(~) de, n> 111:

-1 IL-~

. Jl (';·-ljP",($)P'n($)

(iv) (j.t2-1)PIlI(J.4)Q' .(/1) = t e d~, n> m.

-1 1'-"

25. Prove that, if 11 is n positive integer and C = ~, + 'V(/" - 1),

I" P .(cos 6J "in B df) Q.(4) = Col _ 2C cos 0 + C'

90 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

Deduce that, if I C I > I,

Q~(.u) - :i: C-on J" Pn(COS 0) sLn 1110 dO.

m-1 0

By evaluating tJlis int grul show that

,J;nl

Q.(,u) == r(n_H.),-n-' .[t\(~, 11+1; 'II+t: '-'J.

26. Prove that, if 'Ill ill a positive inL g T,

'" ", (-l)m(2In)I(I-.u');"' :E 11"-'" T (/J) = --'---'----'---,

n .. m " 2"' 111 1(1 - 2,1111+ /l,)"'+t

27.

Sholl" that, if III I > 1,

'" I'(11 +111 + 1)

Q"tu) = r(n+l)

" > - 1 then

(tjl-l)~ m f' (l-(')"d~

2"" -I (P-';)·+'~ ,

Deduce that, if III + 1 I > 2 then

'" vnT(n+ III + 1) fIJi-I)!'" ( 2 .)

Qn{P) = 2"-'F(1I+':') {Jt+l)"+01 ,.F, (n+l,TI+m+l; 211+2; .u+1

Find a simple expression for Q~+'(P).

28. Prove the following recurrence relntlons for '('ncr's Assoclnted Legendr Functions:-

(i) T~:"(/j) - T~~~'{/L) = ('211+1)(1 -1,·)h·~(/');

(ii) (11-711+1)'1':+1(/1) - (2f1+1)/J7'~(II) + (,,+m)T.:'_,(p) = 0; (iii) T~HCU) - 1'::,' VI) = (n-rn)(l -Il')~ 1':(/1).

29. Derive the xpres ions for r:(o. 9') ond X:(O, 9') ror 111 = 1,2, a, 4. Express the Iunctinru ~in' 0 sin' p. sin' 0 os' p. sin 0 os' f1 cos tp in terms of surtcec spherical hnmcnles.

30. Find the Iunction which satisf] Lnplt e 's equal ion in I h

interior of th sphere 11'" t!l' + :' = 0', rernnins finile at the origin and takes the vulue ate' + fl1l' + y~' on the surface of the sphere.

CUA 1"1' au IV

BESSEL FUNCTIONS

25. The Or'Igtn of Bessel Function. Bessel functions were first introduced by Bessel, in 18~H, in the discussion of a problem in dynamical astronomy, which may be described us follows. If Pia planet movinz in an ellipse whose focus S in the sun and whose centre and major axis are and A' A r sp biv I)" (cf. Fig. 8), then th angle

.. ,'

C Fig.

s

A

ASP is call d the true w1oml1iy of the plan t. It is found that, in astronomical calculations, the true anomaly is not a very convenien ;moj with which 0 deal, Instead we use the mCrtn ollol/wiy, C, which i 1 fin d to be 2n times the ratio of the nren of the elliptic sector ASP to the area of the ellipse. An tl r ungl of signif'ican is the eccentric anomaly, u, of the planet defined to be the angle ACQ where Q is th point in whi ch he ordinat hrough P meets the auxiliary circle of the ellipse,

It is readily shown') by a simple geometrical argument

I) Cf: D. E. Rutherford, lassicat ~lfC.ha/lic:s, (Oliver & Boyd, 1051) ~42. !IJ

92 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY § 2S

that, if e is the eccentricity of the ell ipse, the relation b tween the mean anomaly and the eccentric anomaly is

C=u-e.sinl/.. (25.1)

The problem s t by Bess 1 was that of expressing the difference between the mean and eccentric anomalies, It - C. as a sed s of sines or multiples of the mean anomaly, i.e, hat of determining the coefficients c.{r = 1, 2, S, ... ) such that

'"

It - I; = E c,sin (1'/;).

.. -l

{25.2 }

'To obtain the values of the coefficients c; we multiply both sides of quation (25.2) by sin (8') aud integrate with respect to l; from 0 to n. 'Ve then obtain

S"\n - 1;) sill (se)dt; = ~ c, S"'sin (re) sin (se)dt;

o r-l 0

Now

Srlsin (1'0 sin (se}dt; = !nor I

o .

and an integration by parts shows that

(1£- t;) sin (sC)de

= ~[(l;-1I)COS(8l;)J:+ ~J: (~;-l)cOS(Sl;)dC.

11'1'0111 (25.2), t; - it is zero when t; = a and when t; = n, so that the square bracket vanishes; the integral can be written in the form

2_ (cos s, d1J, S J 0

and hence, using equaticn (25.1) we obtain the result

2 r'"

c. = - cos {S(lI - e sill r.t)}du.

:er8 • 0

The integral on the right-hand side of equation (25.3) is

(25.3)