POCKETBOOKOF

MATHEMATICAL FUNCTIONS
Abridged edition of

Handbook of Mathematical Functions

Milton Abramowitz and Irene A. Stegun (eds.)

Material selected by
Michael Danos and Johann Rafelski

1984
Verlag Harri Deutsch -Thun - Frankfurt/Main

CONTENTS
Foreword to the Original NBS Handbook
Preface
2.
PHYSICAL CONSTANTS AND CONVERSION FACTORS
A.G. McNish, revised by the editors
Table 2.1. Common Units and Conversion Factors
Table 2.2. Names and Conversion Factors
for Electric and Magnetic Units
Table 2.3. Adjusted Values of Constants
Table 2.4. Miscellaneous-Conversion Factors
Table 2.5. FactorsforConvertingCustomaryU.S. Units to SI Units
Table 2.6. Geodetic Constants
.*.
Table 2.7. Physical and Numerical Constants
Table 2.8. Periodic Table of the Elements
Table 2.9. Electromagnetic Relations
Table 2.10. Radioactivity and Radiation Protection
3.
ELEMENTARY ANALYTICAL METHODS
Milton Abramowitz
3.1.
Binomial Theorem and Binomial Coefficients; Arithmetic
and Geometric Progressions; Arithmetic, Geometric, Harmonic
and Generalized Means
3.2.
Inequalities
3.3.
Rules for Differentiation and Integration
3.4.
Limits, Maxima and Minima
3.5.
Absolute and Relative Errors
,
3/6.
Infinite Series
\
3.7.
Complex Numbers and Functions
3.8. Algebraic Equations
3.9.
Successive Approximation Methods
3.10. Theorems on Continued Fractions
4.
ELEMENTARY TRANSCENDENTAL FUNCTIONS
Logarithmic, Exponential, Circular and Hyperbolic Functions
Ruth Zucker
4.1. Logarithmic Function
4.2. Exponential Function
4.3. Circular Functions
4.4.
Inverse Circular Functions
4.5. Hyperbolic Functions
4.6. Inverse Hyberbolic Functions
5. EXPONENTIAL INTEGRAL AND RELATED FUNCTIONS ....
Walter Gautschi and William F. Cahill
5.1. Exponential Integral
5.2.
Sine and Cosine Integrals
Table 5.1. Sine, Cosine and Exponential Integrals (0<x<10)
Table 5.2. Sine, Cosine and Exponential Integrals for Large
Arguments(10<x<oo)
Table 5.3. Sine and Cosine Integrals for Arguments nx
Table 5.4. Exponential Integrals En(x)(0<x<2)
Table 5.5. Exponential Integrals En(x)(2<x<<)
Table 5.6. Exponential Integral for Complex Arguments.....
Table 5.7. Exponential Integral for Small Complex Arguments
(lzl<5)

5
6
17
1.7
17
18
19
19
19
20
21
22
22
23

23
23
24
26
27
27
29
30
31
32
33
33'
35
37
'45
49
52
56
56
59
62
67
68
69
72
73
75

6.

GAMMA FUNCTION AND RELATED FUNCTIONS

Philip J. Davis
6.1. Gamma Function
6.2.
Beta Function
:
6.3.
Psi (Digamma) Function
6.4.
PolygammaFunctions
.'
6.5.
Incomplete Gamma Function
;..
6.6.
Incomplete Beta Function
7.
ERROR FUNCTION AND FRESNEL INTEGRALS
Walter Gautschi
7.1. Error Function
7.2. Repeated Integrals of the Error Function
7.3.
Fresnel Integrals
7.4.
Definite and Indefinite Integrals
.'*
Table 7.7 Fresnel Integrals (0<x<5)
8.
8.1.
8.2.
8.3.
8.4.
8.5.
8.6.
8.7.
8.8.
8.9.
8.10.
8.11.
8.12.
8.13.
8.14.
9.
9.1.
9.2.
9.3.
9.4.
9.5.
9.6.
9.7.
9.8.
9.9.
9.10.
9.11.
Table
Table
Table
Table

LEGENDRE FUNCTIONS
Irene A. Stegun
Differential Equation
Relations Between Legendre Functions
Values on the Cut
Explicit Expressions
Recurrence Relations
Special Values
Trigonometric Expansions
Integral Representations
Summation Formulas
Asymptotic Expansions
Toroidal Functions
Conical Functions
Relation to Elliptic Integrals
Integrals
,
BESSEL FUNCTIONS OF INTEGER ORDER
F. W. J. Olver
Bessel Functions J and Y
Definitions and Elementary Properties
Asymptotic Expansions for Large Arguments
Asymptotic Expansions for Large Orders
Polynomial Approximations
Zeros
Modified Bessel Functions I and K
Definitions and Properties
Asymptotic Expansions
Polynomial Approximations
Kelvin Functions
Definitions and Properties
Asymptotic Expansions
Polynomial Approximations
9.1. Bessel FunctionsOrdersO,l,and2(0<x<15)
9.2. Bessel Functions Orders 39(0 <x<20)
9.5. Zeros and Associated Values of Bessel Functions
andTheirDerivatives(0<n<8, l<s<20)
9.8. Modified Bessel Functions of Orders 0,1, and 2

76
76
79
79
81
81
83
84
84
86
'.. 87
89
92
94

94
95
95
95
95
96
97
97
97
97
98
99
99
99
102
102
102
108
109
113
114
118
118
121
122
123
123
125
128
130
136
140
144

Table 9.9. Modified Bessel Functions Orders 39 (0<x<10)

Table 9.12. Kel vin Functions Orders 0 and 1(0 <x<5)
Kelvin Functions Modulus and Phase (0<x<7)
10.
BESSEL FUNCTIONS OF FRACTIONAL ORDER
H. A. Antosiewicz
,
10.1. Spherical Bessel Functions
10.2. Modified Spherical Bessel Functions
10.3. Riccati-Bessel Functions
10.4. Airy Functions
Table 10.11. Airy Functions (0<x<10)
Table 10.12. Integrals of Airy Functions (0<x<10)
Table 10.13. Zeros and Associated Values of Airy Functions
and Their Derivatives (l<s<10)...
11.
INTEGRALS OF BESSEL FUNCTIONS
Yudell L. Luke
11.1 Simple Integrals of Bessel Functions
11.2. Repeated Integrals of Jn(z) and Ko(z)
11.3. Reduction Formulas for Indefinite Integrals
11.4. Definite Integrals
Table 11.1. Integrals of Bessel Functions
Table 11.2. Integralsof Bessel Functions
12.
STRUVE FUNCTIONS AND RELATED FUNCTIONS
Milton Abramowitz
12.1. Struve Function Hc(z)
12.2. Modified Struve Function Lv(z)
12.3. Anger and Weber Functions
Table 12.1. StruveFunctions(0<x<)
'...-.
13.
CONFLUENT HYPERGEOMETRIC FUNCTIONS
Lucy Joan Slater
13.1. Definitions of Kummer and Whittaker Functions
13.2. Integral Representations
13.3. Connections with Bessel Functions
13.4. Recurrence Relations and Differential Properties
13.5. Asymptotic Expansions and Limiting Forms
13.6. Special Cases
...
13.7. Zeros and Turning Values
14.
COULOMB WAVE FUNCTIONS
Milton Abramowitz
14.1. Differential Equation, Series Expansions
>
14.2. Recurrence and Wronskian Relations
14.3. Integral Representations
14.4. Bessel Function Expansions
14.5. Asymptotic Expansions....'.
14.6. Special Values and Asymptotic Behavior
_
14.7. Use and Extension of the Tables
Table 14.1. Coulomb Wave Functions of Order Zero.........
Table 14.2. Cofo) = e-"i/2ir(l + in)l
15.
HYPERGEOMETRIC FUNCTIONS
:
Fritz Oberhettinger
15.1. Gauss Series, Special Elementary Cases, Special Values of the
Argument

148
150
152
154
154
159
161
162
169
172
172
173
173
175
176
178
182
184
185
185
187
187
188
189
189
190
191
191
193
194'
195
198
198
199
199
199
200
202
203
204
212
213
213

10

15.2.

Differentiation Formulas and Gauss'Relations for

Contiguous Functions
214
15.3. Integral Representations and Transformation Formulas
215
15.4. Special cases of F (a, b; c; z), Polynomials and Legendre Functions 218
15.5. The Hypergeometric Differential Equation
219
15.6. Riemann's Differential Equation
221
15.7. Asymptotic Expansions
.
222
16.
JACOBIAN ELLIPTIC FUNCTIONS AND THETA
FUNCTIONS
223
L. M. Milne-Thomson
16.1 Introduction
223
16.2. Classification of the Twelve Jacobian Elliptic Functions
224
16.3. Relation of the Jacobian Functions to the Copolar Trio
224
16.4. Calculation of the Jacobian Functions fry Use of the
Arithmetic-Geometric Mean (A. G.M.)
225
16.5. Special Arguments
225
16.6. Jacobian Functions whenm = 0or 1
225
16.7. Principal Terms
226
16.8. Change of Argument
226
16.9. Relations Between the Squares of the Functions
227
16.10. Change of Parameter
227
16.11. Reciprocal Parameter (Jacobi's Real Transformation)
227
16.12. Descending Landen Transformation (Gauss' Transformation)
227
16.13. Approximation in Terms of Circular Functions
227
16.14. Ascending Landen Transformation
227
16.15. Approximation in Terms of Hyperbolic Functions
228
16.16. Derivatives
228
16.17. Addition Theorems
228
16.18. Double Arguments
228
16.19. Half Arguments
228
16.20. Jacobi's Imaginary Transformation
228
16.21. Complex Arguments
229
16.22. Leading Terms of the Series in Ascending Pwrs. of u
229
16.23. Series Expansion in Terms of the Nome q
229
16.24. Integrals of the Twelve Jacobian Elliptic Functions
229
16.25. Notation for the Integrals of the Squares of the
Twelve Jacobian Elliptic Functions
230
16.26. Integrals in Terms of the Elliptic Integral of the Second Kind
230
16.27. Theta Functions; Expansions in Terms of the Nome q
230
16.28. Relations Between the Squares of the Theta Functions
230
16.29. Logarithmic Derivatives of the Theta Functions.-.
.230
16.30. Logarithms of Theta Functions of Sum and Difference
231
16.31. Jacobi's Notation for Theta Functions
231
16.32 Calculation of Jacobi's Theta Function 0 (u/m) by
Use of the Arithmetic-Geometric Mean
231
16.33. Addition of Quarter-Periods to Jacobi's Eta and Theta Functions 231
16.34. Relation of Jacobi's Zeta Function to the Theta Functions
232
16.35. Calculation of Jacobi's Zeta Function Z (u/m) by Use of the
Arithmetic-Geometric Mean
232
16.36. Neville's Notation for Theta Functions
232
16.37. Expression as Infinite Products
>
233
16.38. Expression as Infinite Series
233

11

17.

ELLIPTIC INTEGRALS
L. M. Milne-Thomson
17.1. Definition of Elliptic Integrals
17.2. Canonical Forms
17.3. Complete Elliptic Integrals of the First and Second Kinds
17.4. Incomplete Elliptic Integrals of the First and Second Kinds
17.5. Landen's Transformation
17.6. The Process of the Arithmetic-Geometric Mean
17.7. Elliptic Integrals of the Third Kind
18.
WEIERSTRASS ELLIPTIC AND RELATED FUNCTIONS
Thomas H. Southard
18.1. Definitions, Symbolism, Restrictions and Conventions
18.2. Homogen. Relations, Reduction Formulas and Processes
18.3. Special Values and Relations
'*
18.4. Addition and Multiplication Formulas
18.5. Series Expansions
18.6. Derivatives and Differential Equations
18.7. Integrals
18.8. Conformal Mapping
18.9. Relations with Complete Elliptic Integrals K and K' and Their
Parameter m and with Jacobi's Elliptic Functions
18.10. Relations with Theta Functions
18.11. Expressing any Ellipt. Function in Terms of & and 0>:
18.12. CaseA = 0
18.13. EquianharmonicCase(g 2 = 0,g3 = 1)
18.14. LemniscaticCase(g2 = l,g 3 = 0)
18.15 Pseudo-LemniscaticCase(g2 = -l,g 3 = 0)
19!
PARABOLIC CYLINDER FUNCTIONS
J.C.P. Miller
19.1. The Parabolic Cylinder Functions, Introductory

234
234
234
235
237
242
243
244
246
246
248
250
252
252
257
258
259
266
267
268
268
269
275
279
281

The Equation -^-f (--xV a)y = 0

281
19.2 to 19.6. Power Series, Standard Solutions, Wronskian and
Other Relations, Integral Representations, Recurrence Relations 281
19.7. to 19.11. Asymptotic Expansions
284 ,
19.12. to 19.15. Connections With Other Functions
2

19.16.
19.20.
19.25.
19.26.
19.27.
20.
20.1.
20.2.
20.3.
20.4.
20.5.

The Equation -^-f- + (-i-s?a)y = 0

to 19.19. Power Series, Standard Solns., Wronskian and
Other Relations, Integral Representations
^
to 19.24. Asymptotic Expansions
Connections With Other Functions
Zeros
Bessel Functions of Order 1/4, 3/4 as Parabolic
Cylinder Functions....
MATHIEU FUNCTIONS
Gertrude Blanch
Mathieu's Equation
Determination of Characteristic Values
Floquet's Theorem and Its Consequences
Other Solutions of Mathieu's Equation
Properties of Orthogonality and Normalization

'

286
287
288
290
291
292
293
293
293
298
301
303

12
20.6. Solutions of Mathieu's Modified Equation for Integral v
20.7. Representations by Integrals and Some Integral Equations
20.8. Other Properties
20.9. Asymptotic Representations
20.10. Comparative Notations
Table 20.1. Characteristic Valued, Joining Factors,
Some Critical Values
Table 20.2. Coefficients Am and Bm
21.
SPHEROIDAL WAFE FUNCTIONS
Arnold N. Lowan
21.1. Definition of Elliptical Coordinates
21.2. Definition of Prolate Spheroidal Coordinates
21.3. Definition of Oblate Spheroidal Coordinates
21.4. Laplacian in Spheroidal Coordinates ...-..
21.5. Wave Equation in Prolate and Oblate Spheroidal Coordinates
21.6. Differential Equations for Radial and Angular
Spheroidal Wave Functions
21.7. Prolate Angular Functions
21.8. Oblate Angular Functions
21.9. Radial Spheroidal Wave Functions
21.10. Joining Factors for Prolate Spheroidal Wave Functions
21.11. Notation
Table 21.1. Eigenvalues Prolate and Oblate
22.
ORTHOGONAL POLYNOMIALS
Urs. W. Hochstrasser
22.1. Definition of Orthogonal Polynomials
22.2. Orthogonality Relations
22.3. Explicit Expressions
:
22.4. Special Values
22.5. Interrelations
22.6. Differential Equations
22.7. Recurrence Relations
22.8. Differential Relations
22.9. Generating Functions
22.10. Integral Representations
22.11. Rodrigues Formula
22.12. Sum Formulas
22.13. Integrals Involving Orthogonal Polynomials
22.14. Inequalities
:
22.15. Limit Relations
22.16. Zeros
.'.
22.17. Orthogonal Polynominals of a Discrete Variable
22.18. Use and Extension of the Tables
22.19. Least Square Approximations
22.20. Economization of Series
Table 22.1. Coefficients for the Jacobi Polynomials Pn(lW(x)
Table 22.2. Coefficients for the Ultraspherical Polynomials
Cto>(x)andforxi>inTermsofC<a)(x)
Table 22.3. Coefficients for the Chebyshev Polynomials Tn(x)
and for xnin Terms of Tm(x)
Table 22.5. " Coefficients for the Chebyshev Polynomials Un (x)
and for xn in Terms of Um(x)
Table 22.7. Coefficients for the Chebyshev Polynomials Cn (x)
andforx n inTermsofC m (x)

303
306
309
311
315
316
318
319
319
319
319
319
319
320
320
323
323
324
325
326
332
332
333
334
336
336
340
341
342
342
343
344,
344
344
345
346
346
347
348
349
350
351
352
353
353
354

13

Table 22.8. Coefficients

for the Chebyshev Polynomials Sn (x)
and for xn in Terms of Sm(x)
354
Table 22.9. Coefficients for the Legendre Polynomials Pn (x)
andforx n inTermsofP m (x)
355
Table 22.10. Coefficients for the Laguerre Polynomials Ln (x)
and for xn in Terms otfLm(x)
356
Table 22.12. Coefficients for the Hermite Polynomials Hn (x)
andforx n inTermsofH m (x)
357
23.
BERNOULLI AND EULER POLYNOMIALS
RIEMANN ZETA FUNCTION
358
Emilie V. Haynsworth and Karl Goldberg
23.1. Bernoulli and Euler Polynomials and Euler-Maclaurin Formula 358
23.2. Riemann Zeta Functions and Other Sums of Recip. Powers
361
Table 23.1. Coeffs. of the Bernoulli and Euler Polynomials
363
Table 23.2. BernoulliandEulerNumbers
364
24.
COMBINATORIAL ANALYSIS
365
K. Goldberg, M. Newman and E. Haynsworth
24.1. Basic Numbers
365
24.1.1. Binomial Coefficients
365
24.1.2. Multinomial Coefficients
366
24.1.3. Stirling Numbersof the First Kind
367
24.1.4. Stirling Numbers of the Second Kind
367
24.2. Partitions
368
24.2.1. Unrestricted Partitions
368
24.2.2. Partitions Into Distinct Parts
368
24.3. Number Theoretic Functions
369
24.3.1. The Mobius Function
369
24.3.2. The Euler Totient Function
369
24.3.3. Divisor Functions
370
24.3.4. Primitive Roots
370
25.
NUMERICAL INTERPOLATION, DIFFERENTIATION
AND INTEGRATION
371
Philip J. Davis and Ivan Polonsky
25.1. Differences
371
25.2. Interpolation
372
25.3. Differentiation
376
25.4. Integration
379
25.5. Ordinary Differential Equations
390
Table 25.2. n-Point Coefficients f or.k-th Order Differentiation
392
Table 25.3. n-Point Lagrangian Integration Coefficients (3<n<10)
393
Table 25.4. Abscissas and Weight Factors for Gaussian Integration
394
Table 25.5. Abscissas for Equal Weight Chebyshev Integration
398
Table 25.6. Abscissas and Weight Factors for Lobatto Integration
398
Table 25.7. Abscissas and Weight Factors for Gaussian Integration
for Integrands with a Logarithmic Singularity
398
Table 25.8. Abscissas and Weight Factors for Gaussian Integration
of Moments
399
Table 25.9. Abscissas and Weight Factors for Laguerre Integration
401
Table 25.10. Abscissas and Weight Factors for Hermite Integration
402
Table 25.11. Coefficients for Filon's Quadrature Formula
402

14

26.

PROBABILITY FUNCTIONS
403
Marvin Zelen and Norman C. Severo
26.1. Probability Functions: Definitions and Properties
403
26.2. Normal or Gaussian Probability Function
407
26.3. Bivariate Normal Probability Function
412
26.4. Chi-Square Probability Function
416
26.5. Incomplete Beta Function.
420
26.6. F-(Variance-Ratio) Distribution Function
422
26.7. Student's t-Distribution
424
26.8. Methods of Generating Random Numbers and Their Applications 425
26.9. Use and Extension of the Tables
429
Table 26.1. Normal Probability Function and Derivatives (0<x<5)
435
Table 26.7. Probability Integral of ^-Distribution (0<x*< 10)
439
27.
MISCELLANEOUS FUNCTIONS
^
442
Irene A. Stegun
27.1. Debye Functions
442
27.2. Planck's Radiation Function
443
27.3. Einstein Functions
443
27.4. Sievert Integral
445
m
27.5. /m(z)= I t e-'*-fdt and Related Integrals
445
Jo

97

fi

i t ,\J.

ilr\ I
J \JJ)

fit

I**

447

Dilogarithm(Spence's Integral)
j(x) = P dt
27.8. Clausen's Integral and Related Summations
27.9. Vector-Addition Coefficients
Subject Index
Index of Notations
N.
Notation Greek Letters
Miscellaneous Notations

^Tt I

27.7.

448
449
450
455
467
469
469