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(I N Sneddon) Special Functions of Mathematical PH PDF

This chapter introduces special functions that arise in solving partial differential equations governing physical phenomena. Special functions frequently occur when solving Laplace's equation, which describes many physical situations. The chapter discusses ordinary and regular singular points of linear differential equations, and how special functions are used to find solutions that satisfy boundary conditions. It also introduces the gamma function and related functions as important examples of special functions.

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100% found this document useful (1 vote)
504 views173 pages

(I N Sneddon) Special Functions of Mathematical PH PDF

This chapter introduces special functions that arise in solving partial differential equations governing physical phenomena. Special functions frequently occur when solving Laplace's equation, which describes many physical situations. The chapter discusses ordinary and regular singular points of linear differential equations, and how special functions are used to find solutions that satisfy boundary conditions. It also introduces the gamma function and related functions as important examples of special functions.

Uploaded by

Maci Costa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Special

Functions of

Physics and
Chemistry
IAN N. M*

C. O$c fRs
QI rrfj i)c

OLIVIA ANO SOYC


SPECIAL FUNCTIONS OF MATHEMATICAL
PHYSICS AND CHEMISTRY
UNIVERSITY MATIIEMATICA I, TEXTS
EI)ITORS
ALEXANDEIt C. AITNEN, D.Sc., F.R.S.
I)ANJEL E. RUTI1ERFOItI), D.Sc., Dit. MAr11.

DETERMINANTS ANI) MATRICES Prof. A. C. Aitken, i).Se., F.It.S.


STATISTICAL MATHEMATICS Prof. A. C. Aitkcn, I).Sc., F.it.S.
WAVES Prof. C. A. Coulson, I).Sc., F.it.S.
ELECTRICITY Prof. C. A. Coulson, l).Sc., F.lt.S.
l'no.j ECTIVE GEOM h:TIOY . 'F. E. Faulkner, Pli.I).
.

INTEGRATION . . it. P. Gillespie, Pli.i).


PARTIAl. I)i FFEILENTIATION . . it. P. Gillespie, Ph.D.
INFINITE . . Prof. J. M. Ilysiop, l).Sc.
INTEGRATION OF ORDINARY 1)IFFF:IIEN1IAI, EQUATIONS
E. L. Iiice, I).Sc.
INTROI)UCTION To TIlE ThEORY OF FINITE
W. Le(lermann, Ph.D., I).Sc.
ANALYTICAL GEOMETRY OF TIl REE
Prof. II. M'Crea, Ph.D., F.1LS.
FUNCTIONS OF A \TARIAHI.E E. G. Plullips, M.A., M.Se.
CLAssIcAl. MECHANICS . . D. E. Rutherford, D.Sc., Dr. Math.
\'ECTOR METHODS . . D. B. Rutherford, D.Sc., Dr. Math.
VOLUME AND INTEGRAl. . . Prof. \V. \V. Rogosinski, Plt.I).
SI'ECIAI. FUNCTIONS OF MAI'HEMATICAI. PIIYSICS ANI)
I'rof. I. N. Sneddon, M.A., 1).Sc.
TENsoR CALCUI.UH . . Barry Spain, B.A., M.Sc., Ph.1).
'L'IIEOIY OF EQUATIONS . . Prof. II. W. TLIrIlhull, F.lt.S.

Ill I'rcparalion
TIIE0nY Onni NARY DIFFERENTIAl. EQUAIIONS
J. C. ilurkill, Sc.D., F.R.S.
GER31AN.ENGI.IsII MAThEMATICAL VOCAUUI.ARY
S. Mllcintyre, M.A., Ph.D.
ToroI.OoY . . . . . . E. M. Patterson, Ph.D.
SPECIAL FUNCTIONS OF
MATHEMATICAL
PHYSICS AND CHEMISTRY
BY

IAN N. SNEDDON
M.A., D.Sc.
PROFESSOR OF MATHEMATICS IN
THE UNIVERSITY COLLEGE OF NORTH STAFFORDSHIRE

OLIVER AND BOYD


EDINBURGH AND LONDON
NEW YORK: INTERSCIENCE PUBLISHERS, INC.
1956
PIRST EDITION 1950

PRINTED III HOLLAND


BY XONINKUJRZ VERENIODE DRUKEERIJEN HOITEKEA W.V., GRONINGEN
NOR OLIVER AND BOYD LTD. EDINBURGH
PREFACE

This hook is ifltefl(1C(l for the student of applied


matheinat ics, physics, chemistry or engineering who wishes
to USC t lie 'special' l'ii net ions associated with the iiamcs of
Legendre, Bessel, lIerni(e and Lagtierre. It aims at
ing in a compact form most of the propei't ics of' these
functions which arise most frequent lv in applicat IOIIS, and
at establishing these properties in the simplest 1)oSsiI)le way.
For that. reason the methods it employs sholil(l be intelli
gible to anyone who has eoml)Icted a first course in calculus
and has a slight acquaintance with t lie theory of (lifferentml
equations. I Ise is ma(1e of the theory of functions of a corn
plex variable only very sparingly, and most. of (lie book
should be accessible to a reader who has no knowledge of
this theory. Throughout the an attenil)t is made to
show how t hese funet ions may he used in the discussion
problems in classical physics and in quantum theory.
A brief account is given iii an appen(liX of the main
ties of the Dirac delta 'function'.
I should like to record my debt of gratitu(le to the late
Sir John Lennard-.Jones, and to my colleagues Mi'. 13. Noble
and I)r. J. G. Clunic fom' their generous help in reading the
first draft of the manuscript and making valtial )le sugges-
tions for its improvement. I am indebted to Miss ,Janet
l3urchiiall for her assist aiice iii the pI'eJ)Lrat ion of the final
manuscript, to Mr. .J. S. Lowndcs for help in correcting
proof shcet;s and to Miss Elizabeth Gildart for preparing
the index. I should also like to thiatik I)r. D. E. Rutherford,
general editor of the series, for his advice and criticism
throughout the preparation of' the 1)00k.
My debt of gratitude to Professor 'I'. M. MacRobert is
a much more general one. It was at his lectures that I first
vi PRACE

acquired a taste for the subject, and it will be obvious to


anyone who knows his published writings how much I have
been influenced by them.
STAPPOEDSIIIUE.
20th August, 1955
CONTENTS

INTRODUCTION
PAGE
1. The Origin of Special Functions 1

2. Ordinary Points of a Linear Differential Equation 4


3. Regular Singular Points 6
4. The Point at Infinity 9
5. The Gamma Function and Related Functions 10
Examples 14

CHAPTI'.R 11
HYPERGEOMETRIC FUNCTIONS
0. The Hypergeometric Series 18
7. An Integral Formula for the Ilypcrgcoinetric Series 20
8. The Hypergeometric Equation 23
9. Linear Relations between the Solutions of the Ilypergeonietric
Equation 28
10. Relations of Contiguity 81
11. The Confluent Ilypergeometric Function 32
12. Generalised Hypergeometric Series 36
Examples 39

CHAPTER III
LEGENDRE FUNCTIONS
18. Legendre Polynomials 46
14. Recurrence Relations for the Legendre Polynomials 52
15. The Formulae of Murphy and Roderigues 53
16. Series of Legendre Polynomials 57
17. Legendrc's Differential Equation 60
18. Neumann's Formula for the Legendre Functions 65
19. Recurrence Relations for the Function 69
20. The Use of Legendre Functions in Potential Theory 70
vii
viii CONTENTS
PAGE
21. Legendre's Associated Functions 78
22. Integral Expression for the Associated I.egendrc Function 79
28. Surface Spherical harmonics 80
24. Use of Legendre Functions in Wave Mechanics 88
Examples 85

ChAPTER IV
BESSEL FUNCTIONS
25. The Origin of Bessel Funet ions 91
26. Itceurrence Ilelations for the Bessel Coefficients 94
27. Series Expansions for the IIes4cl Coefficients 97
28. Integral Expressions for the Bessel Coefficients 10()
29. The Addition Formula for the Bessel Coefficients 101
80. Bessel's Differential Equation 102
81. Spherical Bessel Functions 108
82. Integrals involving Bessel Functions 110
88. The Modified Bessel Functions 113
84. 'I'lie 11cr and Functions 117
85. Expansions in Series of Bessel Functions 119
86. The Use of Bessel Functions in Potential Theory 121
37. Asymptotic Expansions of Bessel Functions 124
Examples 127

CHAPTER V
TILE FUNCTIONS OF IIERMITE AND LAGUERRE
88. The Hermite Polynomials 182
89. llermite's Differential Equation 184
40. llermite Functions 186
41. The Occurrence of Ilermite Functions in Mechanics 140
42. The Polynomials 142
48. Laguerre's Differential Equation 145
44. 'I'he Associated Polyne)mials mine! Functions 147
45. The Wave Functions for the hydrogen Atom 150
Examples 155

TIlE 1)IRAC I)ELTA FUNCTION


46. The Dirac Delta Function 159
CHAPTER I

INTRODUCTION

1. The Origin of Special Functions. The special


functions of mathematical physics arise in the solution of
partial differential equations governing the behaviour of
certain physical quantities. Probably the most frequently
occurring equation of this type in all physics is Laplace's
equation
V2tp=O (1.1)
satisfied by a certain function descril)ing the physical
situat ion under discussion. The mathematical problem
consists of finding those functions which satisfy equation
(1.1 ) and also satisfy certain prescribe(l conditions on the
surfaces bounding the region being considered. For exaniple,
if denotes the electrostatic potential of a system, ip will
be constant over any conducting surface. The shape of
these boundaries often makes it desirable to work in cur-
vilinear coordinates q1, q2, q3 instead of in rectangular
cartesian coordinates x, y, z. In this case we have relations
x = x(q1, q2, q3), y = y(q1, q2, q3), z = z(q1, q2, q3) (1.2)
expressing the cartesian coordinates in terms of the cur-
vilinear coordinates. If equations (1.2) are such that
ax ax ay ay a:
----t-=o
aq1 eq1 eq1 eq,
when i j we say that the coordinates q1, q2, q3 are
thogonal curvilinear coordinates. 1) The element of
1) 1). B. Rutherford, Vector Methods, (Oliver & Boyd, 1989)
pp. 5963.
2 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY I

length dl is then given by


d12 = + + dqj (1.3)
where
a 2
a 2

and it can easily be shown that


v2,
1 a a 1h3h1 a 1h1h2
h1h2h3 1 aq1\ h1 8q1J + h2 aq2J + aq3 \ /z3 aq3

One method of solving Laplace's equation consists of


finding solutions of the type
= Q1(q1)Q2(q2)Q3(q3)

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


i a 1h2h3 a 1h3h1 aQ2\ ' a 1h1h2
h2 aq2I + Q3

Q1 h1 aq1) Q3 '..
If, further, it so happens that
h2h3
/1(q1) 1(q2, q3)

etc., then this last equation reduces to the form


1 d I d

1 dr dQ3i
=
+ F3(q1, 0.

Now, in certain circumstances, it is possible to find three


functions g1(q1), g2(q2), g3(q3) with the property that
F1(q2, q3)g1(q1) + P2(q3, q1)g2(q2) + P3(q1, q2)g3(q3) = 0.
When this is so, it follows immediately that the solution
of Laplace's equation (1.1) reduces to the solution of three
I INTRODUCTION 3

seif-adjoint ordinary linear differential equations

(i=1, 2,8). (1.6)

It is the study of differential equations of this kind which


leads to the special functions of mathematical physics.
The adjective "special" is used in this connection because
here we are not, as in analysis, concerned with the general
properties of functions, but only with the properties of
functions which arise in the solution of special problems.
To take a particular case, consider the cylindrical polar
coordinates p, z) defined by the equations
x=ecosp, z=z
for which h1 = 1, h2 = h2 = 1. From equation (1.5)
we see that, for these coordinates, Laplace's equation is
of the form
1 av' 1 a2v
ae2
+ + +
az2
1
e
If we now make the substitution
= (1.8)
we find that equation (1.7) may be written in the form
11d2R ldR\ I id2Z =
R kd02 + e del
+ thp2 + Z dz2
This shows that if Z, B satisfy the equations

+ n2tli = 0, (1.9a)

m2Z = 0, (1.9b)

(1.Oc)
4 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 2

rCS1)CetiVCIV, then the function (1.8) is a solution of Laplace's


equation (1.7). The study of these ordinary (lifferential
e(luations will lead us to t lie special In nctions appropriate
to this coordinate system. For instance, equation (1 .9a)
may be taken as the equation (1('fining the circular functions.
In this context sin (nq) iS (kliIIC(1 as that solution of
(1 .9a) which has value 0 when = 0 and COS (iup) as that
which has value I when = 0 and the properties of the
fLinctions derive(l tliercfroni, ci. cx. 4 below. Similarly
equal ion (1.91)) (lefines the eXl)onent nil hitict ions. In actual
pi'actice we do tiot proeec(l in this way ziierely because
we have already elirollntere(l these functions in another
context and from their fain iliar properties studied their
relation to (quat ions (1 .9a ) and (1 .9h ). The situation with
respect to equal ion (1 .9c) is different; We ('aflhlot
its solution in terms of tue elenien tarv in netions of analysis,
as we were able to (10 with the other two equations. In
this ease we define new fiinct ions in terms of the solLit ions
of this equation and by invest igat ihig t lie series solutions
of' the equal ions derive the propei't ics of I lie fLlnct ions so
defined. Equation (1 .Oc) is called Bessel's equation and
solutions of it are callcd Bessel functions. Bessel func-
tions are of great importance in theoretical physics; they
are discussed in Chapter IV below.

2. Ordinary Points of a Linear Differential Equation.


We sl ial I have occasion to (1 iseliss Or(linarv linear (Ii fI'eren
I ial e mat ions of the second order Lb varial)le coefficients
SolLit 10115 (ahhhlot 1)e Ol)taihie(i in terms of I lie elenien
tars' functions of iiiat hicmal ical analysis. In such cases
one of the standard l)ro(c(ILlres is to derive a pair of linearly
indcl)ehl(lenl sohi tions in the foriii of' infinite series and from
these Series to eoml)Lhte tal)les of standard solutions. With
the ai(i of' such tal)les the sohiitioii appropriate to
given initial con(hit ions may then he read ilv found. 'I'he
object of this tiote is to outline 1)riefly the procedure to
be followed in these instances; for proofs of the theorems
INTRODUCTION 5

quoted the rea(lCr is referred to the standard textbooks.')


A function is called analytic at a point ii it iS 1)OSSiblC
to expand it in a Taylor series Valid in SO1UC neighbourhood
of the point. This is equivalent to saying that the function
is single-valued and derivatives of all orders at
the point in question. In the equations we shall consider
the coefficients will be analytical functions of the in-
dependent variable except at certain isolated
points.
An ordinary point x = a of the Second order differential
equation
y" + + = 0 (2.1)
is one at which the coefficients are analytical fuunctions
It can be shown that at any ordinary point every solution of
the equation is anal!/lic. Furthermore if the Taylor ea'pan
sions of a(x) and fi(x) are valid in the range x a < R
the Taylor of the solution is valul for the same
range. As a consequence, if and fl(x) are polynomials
in x the series solution of (2.1 ) is valid for all values of x.
When, as is usually the case, a(x) and fl(x) are poiy-
nomials of low degree, the solution is most easily found
by assuming a series of the form
y = (2.2)

for the solution and determining the coefficients c0, e1, c2,
by direct substitution of (2.2) into (2.1) and equating
coefficients of successive of x to zero.
The simplest C(lIIiktiOII this type is
y" y = 0. (2.3)
Substituting a solution of the type (2.2) with a = 0 into this
1) See, for example, E. L. Inee, Ordinary Differential Equations,
(Longmans, 1927), Chpt. VII; E. Goursat, A Course in
rlnalysis, Vol 11, Part II, (Gum, 1004), Clipt. III. See also J. C.
Burkill, Theory of Ordinary Differential Equations (Oliver & Boyd;
to be published shortly).
6 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 3

equation we find that, if the equation is to be satisfied,


1)CrXr_2 + = 0.
The series on the left is equivalent to
(r + 1 )(r +
so that, equating coefficients of Xr, we see that the equation
is satisfied by a solution of type (2.2) provided that the
coefficients arc connected by the relation
(r + l)(r + 2)Cr+o + Cr 0. (2.4)
The coefficients c0, C1 are determined by the prescribed
values of y, y' at x = 0, and the others are determined by
equation (2.4). From this relation it follows that the
solution is
(2.5)
An equation of the kind (2.4) which determines the
subsequent coefficients in terms of the first two is called a
recurrence relation.
3. Regular Singular Points. If either of the functions
ifix) is not analytic at the point x = a, we say
that this point is a singular point of the differential
equation. %SThen the functions are of such a
nature that the differential equation may be written in
the form
(x a)2y" + (x a)p(x)y' + q(x)y =0 (8.1)
where p(x) and q(x) are analytic at the point x = a
we say that this point is a regular singular point of the
differential equation.
If x = a is a regular singular point of the equation (8.1)
it can be shown that there exists at least one solution of
the form
= Cr(X (8.2)
r-O
43 INTRODUCTION 7

which is valid in some neighbourhood of x = a. More


specifically, if the Taylor expansions for p(x), q(x) arc
valid for x a < R, the solution (8.2) is valid in the
same range.
Putting
a)t, q(x) a)t (8.3)
and substituting the expansions (3.2) and (3.8) into (3.1)
we see that for the equation (8.1) to be satisfied we must
have

+ r)(p + r 1)(x a)Q+t

+ r)(xa$'+"

+ a)Q+t = 0. (8.4)

Equating to zero the coefficient of (x a)Q we have the


relation
1) + p0c0 + q0c0 = 0
so that if c0 0 we have the quadratic equation
e2 + (Po ')e + q0 = 0 (8.5)
for the determination of This is known as the indicial
equation. Similarly if we equate to zero the coefficient of
(x a)Q+? we obtain the relation

+ r r s) + = 0

which may be written in the form


1) + Po(Q+r)+ q0}
0. (8.6)
8 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 3

Equation (3.5) gives the two possible values of


If we take one of these values, say, and substitute it
in the recurrence relation (3.6) we obtain the cor-
responding value of the coefficients and hence the
solution
Y1(x) arQi.

In a similar way the root 02 of the indicial equation leads


to the solution
Y2(x) = a)'+Qa

Three distinct cases arisc according to the nature of the


roots of the indicial equation.
Case (i) 02 neither zero nor an integer.
In these circumstances the solutions y1(x) and p2(x)
are linearly independent and the general solution of equa-
tion (3.1) is of the form
a)"+Qi a)t*Qa. (8.7)

Case (ii) =
If = 02 the solutions y1(x) and y2(x) are identical
(except, possibly, for a multiplicative constant). The
general solution of the equation can be shown to be
Yi(X) + y2(x) where

y1(x) = (x a)Qi Cr(X


(3.8)
(r) (x_a)r.
r-O

Case (iii) 02 = 01 n where ii is a positive integer.


In this case all the coefficients in one of the solutions
4 INTRODUCTION 9

fi'om some point onwards arc either infinite or indeter-


minate. It can be shown that the appropriate solutions arc

y1(x) = (x a)Qi Cr(X


(39)
y2(x) = log (x a) + (x
r=O

where is the coefficient of x" in the expansion of

CXI)
a))2 [ i: up(u)duIJ.
It may happen that bU = 0 in which case y2(x) does not
contain a logarithmic term.
4. The Point at Infinity. In many we wish
to find solutions of clilTercntial equations of the type (8.1)
which are valid for large values of x. We seek solutions in
the form of infinite series with variable If we make
the transformation
1

the 'point at infinity' is taken into the origin on the i-axis.


With this change of variable equation (8.1) becomes
(4.1)

If arc both 0(1) as 0 and


analytic in then E = 0 is an ordinary point of equation
(4.1) and we say that x = is an ordinary point of
equation (2.1). Returning to the original independent
variable we see that the condition for the point at infinity
to be an ordinary point of equation (2.1) are that
= + 0(x2), fl(x) = O(x4) as (4.2)
10 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 5

The corresponding solutions arc of the form


=
Similarly if, as x -*

(4.8)

where arc constants we say that the point at infinity


is a regular singular point of the equation (2.1). The cor
indicial equation is
(1 0.
If the root,s of this equation are the solutions of (2.1)
valid for large values of x are of the form
Yi(x) (4.4)

5. The gamma function and related functions.


In developing series solutions of differential equations
and in other formal calculations it is often convenient to
make use of properties of gamma and beta functions. The
integral
= (5.1)

converges if n> 0 and defines the gamma function.


Similarly is in> 0, n> 0 the beta function is defined by
the equation
B(,n, ii) = f xm1(1 x)"_'dx (5.2)

It is then easily shown that 1)


(i) 1'(i)=l
(ii) 1'(n -f- 1) = nI'(n)
1) For proofs of these results the render is referred to II. P. Gillespie,
Integration, (Oliver and Boyd), 1951, pp. 9095.
INTRODUCTION 11

(iii) 1'(n + 1) = n! if n is a positive integer,


(iv) B(m, n) = 2 Jo1 sin2m_l 0 cos2"1 0 dO,

J'(rn)l'(n)
(v) B(m, n)
= r(m f- ii)'

(vi)
(vii) f(p)1'(i p) = cosec (pat), 0 < p < 1,
(viii) the duplication
formula,
nI
(ix) f(z+1)=lim (z+ 1 )(z + 2)... (z + n)
(z>0).
When n is a negative fraction 1'(n) is defined by means of
equation (ii); for example

= ()()3
$ 3 =8
By means of the result (ix) we cami derive an interesting
expression for Euler's constant, y, which is defined by the
equation
y= urn (1 + + ... + ! log ii) = 0.5772... (5.8)

From (ix) we have


1 1 1
urn (log

so that letting z -+ 0 we obtain the result


1)] (5.4)

and from (5.1) we find


IJo etlogtdt. (5.5)
12 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 5

Integrating by parts we see that

Iogz+
so that
y= iim(fu+iogz). (5.6)

Closely related to the gamma function are the ex-


ponential-integral ei(x) defined by the equation
ei(x) f du (x> 0), (5.7)

and the logarithmic-integral 11(x) defined by

li(x) = I ,u
J0 log
(5.8)

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

which are themselves connected by the relation


ei(x) = (5.0)
Other integrals of importance are the sine and cosine
integrals Ci(x), Si(x), which are defined by the equations
5 INTRODUCTION 13

.
Ci(x) = dii, Si(x) du (5.10)
jS U =j
and whose variation with x is shown in Fig. 1.
In heat conduction problems solutions can often be
expressed in terms of the error-function
erf(x) = (5.11)

whose variation with x is exhibited graphically in Fig. 2.*

x
Fig. 2 Variation of erf(x) with z.

Similarly in problems of wave motion the Fresnel in-


tegrais
* A. C. Altken, StatisticalMathematics, (Oliver & Boyd, Seventh
Edition, 1052) p. 62 gives a short table of values of erf (x).
14 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 5

C(x) = s:cos (3iru2)du, S(x) du (5.12)


=
occur. The variation of these functions with x is shown
in Fig. B.

2 :3

FIg. 8 Variation of the Fresnel integrals, C(x) and S(x), with x.
The importance of these functions lies in the fact that
it is often possible to express solutions of physical problems
in terms of them. The corresponding numerical values can
then be obtained from works such as E. Jahnke and F.
Emde, 'Funklionenta/eln' (Teubner, Leipzig, 1983) in
which they are tabulated.
EXAMPLES
1. Show that, in spherical polar coordinates r, 0, p defined by
x= y= z rcos0,
Laplace's equation becomes
INTRODUCTION 15

!
?.r \
+
brl sIn 0 bO \ bO/
! (sin
sin2 0
=
and prove that it possesses solutions of the form 0),
where ecu) satisfies the ordinary (Lifferentlal equation

d,u2 dp 1p
}Oo
2. Show that If
a= a cosh cos ,j, y = a slnh sin a a
Laplace's equation assumes the form

+ + = 0.

Deduce that it has solutions of the form where f(rj)


satisfies the equation
+ (0+ IOq con = 0

In which 0 is a constant of separation and q a'y'/82.

3. Parabolic coordinates ij, are defined by


z= y= 5=
Show that in these coordinates Laplace's equation becomes

Prove that if is a solution of the equation


d2F dF I rnt\
a
dx'
+
dx
+ In
\ 4x/
I F = 0

then is a solution of Laplace's equation.

4. Defining cos a, sin a to be the solutions of

+ = 0
dx' y
which respectively are 1, 0 when a 0, prove
16 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

(i) cos(x)=cosx, sln(x)= sinx;


(ii) cos(x + x') = cos x cos a,' sin x sin x';
(iii) sin(x + a') = sin a cos a' + cos a sin a';
(iv) cos' a + sin' a 1;
(v) = coax, i(cosx) = ama.
dx dx

5. The only singularities of the differential equation


y" + p(x)y' + q(x)y = 0
are regular singularities at a = I of exponents a, a' and at a = 1
of exponents fi, fi' the point at Infinity being an ordinary point. Prove
that fi = a, fi' = a' and that the differential equation is
(x'1)'y"+2(x1)(xaa')y'+4aa'y=0
Show that the solution is
Ix Ix fla'
= C1 +
where c1 and c, arc constants.

6. Apply the method of solution In series to the equation

+ (a a) y =0
dx' dx
showing that, near a 0, y = Au + Dv where u Is a Maclaurin
series and v = (a is not an Integer).

7. Find two solutions of the equation


(a' + k(k + 1)y = o
dx' dx
in the form
0
y=E
nO

Show that, if k is a positive Integer, one of these solutions is the


polynomial
1)! (2x)"
I
(Ic n + 1)! (2n)!
INTRODUCTION 17

8. Prove that if 8 is an Integer and a is fractional


a)
na
a+s)

9. Show that
(I) (a-.1)(a),_$(a1)R
(ii) (a),., = (
(1 a

(iii) (t&_i__)! (._..

where

10. Prove that


as
ei(x)=
and deduce that
as al

as as
51(a) = a
8.8!
+
5.5!

CIIAPTEIt II

HYPERGEOMETRIC FUNCTIONS

6. The Hypergeometric Series. The series


(6.1)

is of great importance in mathematics. Since it is an ob.


vious generalisation of the geometric series

it is called the hypergeometric series. It is readily


shown that, provided y is not zero or a negative integer
the series is absolutely convergent if x < 1, divergent
if x > 1, while if x = 1 the series converges ab.
solutely if y > + *) It is convergent when x = 1,
provided that y> + fi 1.
If we introduce the notation
(6.2)

we may write the series (6.1) in the form


fi; y; x) = (6.8)
,-_o
the suffixes 2 and I denoting that there are two parameters
of the type and one of the type y. We shall gencralise
this concept at a later stage 12 below) but it is advisable
at this stage to denote the 'ordinary' hypergeometric
function by the symbol 2F1 instead of simply F, if we are
) See J. M. Ilyslop, infinite Series, Fifth Edition, (Oliver & lloyd,
1954) p. 50.
18
6 HYPERGEOMETRIC FUNCTIONS 19

toavoid confusion later. From the definition (0.3) it is


obvious that
2F1(fl, cc; y; a,) = 2F1(cc, fi; y; x). (6.4)
A significant of the hypergcomctric series fol-
lows immediately from the definition (6.8). We have

P; y; x) (r
r
(cc r+1 8 r+la,r
r-O
Now
+ I),.
(OC)r+i = cc(oc

so the right hand side of the last equation becomes


ocj9 (cc+1)r(fl+ ')ra,r
VrO r!(y+1)r
showing that
8+1; y+ 1; x). (6.5)
T J1(cc, 8; v; = 2F1(cc+

It should also be observed that


2F1(cc, 8; y; 0) = 1 (6.6)
so that
[$-0F1(x,fl;y; (6.7)

Several well-known elementary functions can be ex-


pressed as hypergeometric series; examples of them are
given in cx. I below.
It should be noted that, if we adopt a certain convention,
a hypergeometric series can stop and start again after a
number of zero terms. For example, consider the hyper-
geometric series 2F1(n; b; nrn; x) where both in and
_________

20 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 7

ii are 1)OSitiVC integers and b is neither zero nor a negative


integer. Because of the occurrence of (n)r in the numera-
tor in the expansion in powers of x it is obvious that the
(n+ )-th. term of the expansion will 1)c zero, and we are
tempted to think that ever)' subsequent term is also zero.
If we note that, as a result of cx. 9(iii) of Chapter I,
(ii)
(i7i)r (-4.-)! ('nmr)(nf-inrl) . . . (nrfl)
(6.8)
when the form on the left is not of type 0/0, and if, further,
we assume that it still has the value on the left when it
is indeterminate, we see that we may write
2F1( ii, b; n m; x)
r r \ r
60
rO " n+?n)k n+miJ n+1J r!
so that although the series stops at the n-th. term it starts
up again at the (n+m+1 ).th. term. For instance,
2 1 1 2
0F1(2,1;

7. An Integral Formula for the Hypergeometric


Series. In order to (lerive some further properties of
the hypergcomctric series we shall first of all establish an
expression for the series in the form of an integral. It is
readily shown that
B(fJ+r, vfl) = 1
1( tfi+r_1 dl
(Y)r B(fl, vfl) B(fl, yThJo
from which it follows that

fi; v; J(fi, [3)

Interchanging the order in which the operations of sum-


7 HYPERGEOMETRIC FUNCTIONS 21

mation and integration are performed we see that


2F1(x, j9; y; x)
(1t)YP'
iP' { (xt)f} di.
= B(f3,
Using the fact that

rO

we have the integral formula


/3; y; x)
1

.10 (1 (7.1)
= B(fl,
valid if x < 1, y > /3> 0. The results hold if x is com-
plex provided that we choose the branch of (1
in such a way that (1 * 1 as I - 0 and

The first application of (7.1) is the derivation of the


value of the hypergeometric series with unit argument.
Putting x = 1 in(7.1) we have
2F1(oc, 1) jP1 dI
= B(fl, yfl) s: (1
B(fI,

y /3> 0, /3> 0. If we express the beta function


in terms of gamma functions we have Gauss' Theorem

/3; y; (7.2)

Now if = n, a negative integer, we have


p

/3)
22 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 7

so that equation (7.2) reduces to


'v,n
2F1(n, j9, y, 1) (y19)n

which is known, in elementary mathematics, as Vander-


monde's theorem.
Again, if we put x = 1 and = 1 + fi v we have,
from equation (7.1)
2F1(x, fi; flx+1; 1) = f'(l jPl dt.

If we write = in this integral we see that its


value is 1 Using this result and the relation
= r(1 + 4fl)/F(1 + /1) we have Kummer's
theorem

2 F 1', 1) 73

Further we can deduce from the formula (7.1) relations
between hypergeometric series of argument x and those
of argument x/(x 1). Putting r = 1 I in equation
(7.1), and noting that
x
{i x(l = (1
we see that
2F1(oc, fi; y; x)

_r)fl1 T?41 { 1
= 1

x
= B(fl, y_fl) fi; y;
whence we have the relation
2F1(oc, v; = (cx, yp; y; a, (7.4)
j8 HYPERGEOMETRIC FUNCTIONS 23

and, by symmetry, the relation


tV
2F1(cx, fi; y; x) = (1x)P2F1 fi; y; (75)
)
Using the symmetry relation (6.4) and equation (7.4)
with x replaced by x/(x 1) we see that

)
= (1 fi, y y; x),
so that
x) =
2F1@, fi; y; yfl; y; x). (7.6)
If we put x = in equation (7.4) we obtain the relation
fi; = vfl; y; 1).
The series on the right hand side of this equation can be
derived from equation (7.8) provided either that

or that

We then obtain the formulae


r(4y) F(4y +4)
2 F 1 . Y' . 7)

fi; 4fl+ 4; 4) (7.8)


=
8. The Hypergeometric Equation. In certain pro-
blems it is possible to reduce the solution to that of solving
the second order linear differential equation
(8.1)

in which fi and y are constants. For instance, the Schr-


24 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 8

(linger equation for a Symmetrical-tOl) molecule, which is


of importance in the theory of molecular spectra,') can,
by simple transformations, be reduced to this type. An
equation of this type also arises in the study of the flow of
compressible fluids. In addition certain other differential
equations (such as that occurring in cx. 1 of Chapter I)
which arise in the solution of boundary value probletus in
mathemaical physics can, by a simple change of variable,
be transformed to an equation of type (8.1). Indeed it can
be shown that any ordinary linear differential equation
of the scCon(l or(ler whose only singular points arc regular
singular points, one of which may be the point at infinity,
can be transformed to the form (8.1). For that reason it
is desirable to investigate time nature of the solutions of
equation, which is called the hypergeometric equation.
\\Te may write the hypergeomnetric equation in the form

so that, in the notation of 3, we see that near x = 0


= y, q0 =
an(l the indicial equation is
02 + ')o = 0
with roots = 0 and = I
Similarly, the equation can be put in the form
(x1 )2y"(xl) )(x1)+ . .

+ zfl(.x 1) {1 (x 1) + .. .) y =0,
with indicial equation
02+ 0,
of which the roots are = =
Finally in the notation of 4 we have for large values of x
1) See, for example, L. Pauling and E. 13. Wilson, Introduction to
Quantum Mechanics, with Applications to Chemistry, (McGraw-hill,
New York, 1085), pp. 275280, and cx. 10 below.
8 HYPERGEOMETRIC FUNCTIONS 25

c41
x x
and so the indicial equation appropriate to the point at
infinity is
+ fl)i + = 0,
with roots
Thus the regular singular points of the hypergeometric
equation are:-
(i) x = 0 with exponents 0,1 y.
(ii) x = with exponents fi.
(iii) x = 1 with eXpOnents 0, y j9. oc

These facts are exhibited symbolically l)y denoting the


most general solution of the hypergeometric equation by
a scheme of the form
0 co 1
y=P 0 0 x. (8.2)
13

The symbol on the right is called the


tion of the equation.
We shall now consider the form of the solutions in the
neighbourhood of the regular singular points.
(a) x = 0: Corresponding to the root = 0 we have a
solution of the form

rO
Substituting this series into equation (8.1) we obtain the
relation
(1 x) c,r(r

+ {y (oc + fJ+ I rvr -1 =0


which is readily seen to be equivalent to
)y] = 0,
26 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 8

so that
(r+a)(rfl) (8.8)
(r+
from which it follows that

8.4)

It follows that the solution which reduces to unity when


x=O is
1-'-
' ,,11

i.e. y = 2F1(x, fi; y; x). (8.5)


Similarly, if 1 y is not zero nor a positive nor negative
integer, the solution corresponding to the root = 1 y is

where

(1 _y)(r_y)atl' +
+{v _y)xT1' 0,

which is equivalent to

1 y)(ry)+ 1

implying that
(r+cy+l)fr+flv+ 1)
(r-+-1)(r+2y)
Comparing this relation with (8.8) and and taking c0 = 1
8 HYPERGEOMETRIC FUNCTIONS 27

we see that this solution is

Combining equations (8.5) and (8.6) we see that the


general solution valid in the neighbourhood of the origin is
y=A fi; y; i3y+l; x),
(8.7)
provided that 1 is not zero or a positive integer.
If y = 1, the solutions (8.5) and (8.6) arc identical. If
we write
Yi(X) = j9; y; x),
and put
= y1(x) log x

we find on substituting in (8.1), with y = 1, that

(r+ r(c+fl+ 1)Cr+


from which the coefficients c, may be determined.
A similar procedure holds when 1 y is a positive integer.
(b)x = 1: If we let = 1 x, equation (8.1) reduces to

cq9y =0
which is identical with equation (8.1) with replaced by
+ fi y + 1, and x by = 1 x. Hence it follows
from equation (8.7) that the required solution is
y=A 2F1(oc, fi; 1x)
+ yfl; 1x). (8.8)

(c) x= co: Corresponding to the root = we put


28 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 9

which gives

(1 x)Ecr(r+ cc)(r+ 1

i9+1)x} = 0,

whence it follows that

(r+
which in turn is equivalent to
(OC)r(0Y+l)r
Cr
1)r
Taking c0 =1 we obtain the solution y + 1;
1; !). From the symmetry we see that the other
solution is fi y + 1; fi + 1;
!), so that
the required solution is

(8.9)

flx+1;--).

9. Linear Relations between the Solutions of the


Hypergeometric Equation. The series in the solution
(8.7) are convergent if x J < 1, i.e. in the interval (1, 1)
whereas those in the solution (8.8) are convergent in (0,2).
There is therefore an interval, namely (0, 1), in which all
four series converge, and since only two solutions of the
differential 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 HYPERGEOMETRIC FUNCTIONS 29

Let
2F1(oc, fi; y; x) = A 2F1(x, j9; 1x)
+ yfl; 1x),
then putting x = 0 we have
1= fi; x+fly+1; 1)
+ B 2F1(yc',
1

1) =
we assume that
(9.1)
Substituting for the series with unit argument from equa.
tion (7.2) we see that

and that
1A

+
so that

whence we find that
2F1(cx, fi; y; fi; I x)

vfl; 1x),
(9.2)
provided that the condition (9.1) is satisfied and O<x<1.
1.
If we replace x by in equation (9.2) we have
30 THE SPECIAL. FUNCTIONS OF PHYSICS AND CHEMISTRY 9

2F1(x, j9; = 0F1(oc, fi; y+1;

+ (1- vfl; 1

and from equation (7.4)


fi; y; = y; 1x),
so that
F(cc, fi; v; 1x)

+ 1a; 1

(9.8)
where 1 < < 2 and 1 > y> + fi.
These relations are typical of a larger number which
exist between the solutions of the hypergeometric equation
(8.1). If we change the independent variable in this equation
to any one of
1x,
1 1 xi x
x ix ,
-
x
,
xi
-

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 independent variable each convergent
within the unit circle. Any one of these can be expressed
in terms of two fundamental solutions. In addition twelve
more solutions of the kinds
(1_X)Y2--fl2 F1(yz vfl; y; ar),
ifl; 2y; x)
can be derived. The relations between these twenty-four
solutions of the hypergcometric equation are of the types
(9.2) and (9.8); for a full discussion of them the reader is
10 HYPERGEOMETRIC FUNCTIONS 31

referred to T. M. MacRobert, Functions of a Complex


l'ariable, (Macmillan, 2nd edition) pp. 298-301.
10. Relations of Contiguity. Certain simple relations
exist between hypergeometric functions whose parameters
differ by 1. For example if the parameters and fi
remain fixed and y is varied we can prove that
y 2F1(cx, fi; x)
+ (yx)(yfl)x2F1(cx, j9; iv)

y(y1 )(1x)0F1(cc, fi; y1; iv) 0. (10.1)


The proof follows from the definition (0.3) for the coefficient
of in the expansion of the function on the left of (10.1) is

1) (9
(

+ (ycL)(yfl) v(v')

_i_
I
i

and it is not difficult to show that this is zero.


In another kind fi and y are kept constant and is
varied. One such is
0F1(c, fi; iv)
+ fi; iv) fi; y; x) = 0
(10.2)
the proof of which is similarly direct.
In the third type of relation y is kept constant and
and fi vary. One of the simplest among these relations is
fi; y; iv) = fi; y; iv)
fl2F1(ot, fl-f-i; y; iv) (10.8)
The proof of these relations is left to the reader; further
examples are given below. (exs. 3, 4)
32 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 11

11. The Confluent Hypergeometric Function. If we


replace x by x/fi in equation (8.1) we see that the hyper-
geometric function
fi; y;
is a solution of the differential equation

so that letting * co we see that the function


lim0F1(x, x/fl) (11.1)

is a solution of the differential equation


d2y dy
(11.2)
1x2+
From the definition of (fl)r we see that

so that the function (11.1) is the series


(c(\ Xr
(11.3)
rO rl
and this series we denote by the symbol y; x). This
function is called a confluent hypergeometric
tion, and the equation (11.2) is the confluent hyper
geometric equation.
Equations of the type (11.2) occur in mathematical
physics in the discussion of boundary value problems in
potential theory, and in the theory of atomic collisions
(see examples 13, 14 below).
It is readily verified that the point = 0 is a regular
point of the differential equation (11.2) and that, in the
notation of 8, Po = y and q0 = 0. The indicial equation
is therefore
11 HYPERGEOMETRIC FUNCTIONS 33

e(e + y 1) = 0
with roots = 0 and = 1
Corresponding to the root = 0 there is a solution of
the form
Yi =
substituting this solution in equation (11.2) and equating
to zero the coefficient of a? fiiid tllLLt
(x+r)cr
(y+r)(r+ 1)
Putting c0 = 1 we see that
(a), 1
Cr
r!
and if y is neither zero nor a negative integer the solution is
Y1(X) = 1F1(x; x). (11.4)
Similarly, the root = 1 y, leads, if 1 is neither
zero nor a positive integer to a solution of the type
y2(x) =
If we write
Y2fr) =
and substitute in (11.2) we find that u(x) satisfies the
equation
d du

which is the same as equation (11.2) with y replaced by


2 and replaced by y + 1. We know from
equation (11.4) that the solution of this equation which has
value unity when x = 0 is u = 1F1(x y + 1; 2 x)
so that
2y; x). (11.5)
34 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 11

Thus if y is neither 0 nor an integer the general solution


of equation (11.2) is
y(x)=A1F1(ca; y; 2v; x), (11.6)
where A and B are arbitrary constants.
In the exceptional case = 1 we have
Yi(X) = 1F1(cx; 1; x) (11.7)
obtained simply by putting y = I in equation (11.4). For
the second solution we write
y1(x)logx (11.8)

Substituting this expression in equation (11.2) and put-


ting we find that the unknown coefficients must be such
that
0.

Inserting the value of y(x) from equation (11.7) we


see that these coefficients are determined by the recurrence
relation
c1= 1 (r+I)2cr+ircr= (1 (11.9)

The complete solution is therefore given by y = Ay1(x) +


By2(x) where A and B arc arbitrary constants and the
functions y1(x), y2(x) are defined by equations (11.7),
(11.8) and (11.9). The complete solution when is an
integer may be found by a similar method.
If in equation (11.2) we put
y(x) = arIVeFnIV(x) (11.10)
we find that the function W(.x) satisfies the differential
equation

+{ ++ } W(x) = 0, (11.11)
11 HYPERGEOMETRIC FUNCTIONS 35

where we have written k for and in for



The solutions of this equation are known as Whittaker's
confluent hypergeometric functions.
If 2m is neither 1 nor an integer the solutions of the
confluent hypergeometric equation corresponding to equa-
tion (11.11) are given by equation (11.6) with y = 1 + 2m
and = k + in. Thus the solutions of equation (11.11)
are the Whittaker functions
Mkm(X) = 1 + 2rn; x), (11.12a)
Ic in; 1 2rn; az). (11.12b)
Several of the properties of functions have analogues
for the 1F1 functions. Corresponding to equation (7.1)
there is the integral formula

= f1(i (11.18)

from which Kummer's relation


1F1(oc; v; x) = x) (11.14)
may be obtained by a simple change of variable. The
analogue of equation (6.5) is
x)} = !. + 1; + 1; ar), (11.15)
while corresponding to the contiguity relations of 10 we
have relations of the type
oc1F1(oc+1; y+l; x) (11.16)
y; x)=0,
y+l; y+i; x) (11.17)
v 1F1(a+1; v; x)=O,
y; x) (11.18)
+ (xy)1F1(xi; y; x)=0,
(cay)x1F1(ot; x)+y(x+y1)1F1(a; y; x) (11.19)
+ y(y 1 )1F1(a; y 1; x)=0.
36 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 12

12. Cenerallsed Hypergeometrlc Series. There are


two ways by which we may approach the problem of
generalising the idea of a hypergeometric function. We
may think of such a function as l)eing the solution of a
linear differential equation which is an immediate generali-
sation of the equation (8.1) or we can define the function
by a series which is analogous to the series (6.1).
At first sight it is (lifficult to see how the differential
equation (8.1) can be generalised immediately, but if we
introduce the operator
(1
0 = (IX
and notice that (8.1) is equivalent to
(12.1)
an obvious gcncralisation is
{O(z9+ei1)... x(O+c1)... = 0,
(12.2)
where . .., . .., are constants. Further-
more it is readily shown that this equation is satisfied by
the series
. . .
(19 8)
nO . . (os,),, n!'
which is, itself, a gencralisation of the series (6.1). Such
a series is called a generalised hypergeometric series
and is denoted by the symbol . .,
It is left as an exercise to the reader to show that, if no
two of the numbers 1, U2' . . ., differ by an integer
(or zero) that the other v linearly independent solutions
of equation (12.2) are

(i=1, 2, ...,n).
As it stands (12.8) is a generalisation of the series (6.1)
12 HYPERGEOMETRIC FUNCTIONS 37

but it is not sufficiently wide to cover a simple series of


the ty1)e (11.8). To cover such cases we generahise, not the
differential equation, the series defining the function.
The generalisation of (6.1) which includes (12.3) is the series
. . .
(1" 4)
. . . ii!'
which we denote by the symbol
. Ui' . . x),
or, if we wish particularly to throw into relief the difference
between the numerator and the denominator parameters,
by the symbol
Fq . . x].
'flic suffix p in front of the F denotes that there are p
numerator parameters . . ., ocr; similarly the suffix q
indicates the number of denonui nator parameters.
Gencralised hmypergeometric series do not usually arise in
mathematical physics because we have to solve equations of
the type (12.2). Their muse is more indirect. Such series
occur normally only in the evaluation of integrals involving
special functions. In certain cases these series reduce to
series of the type
F .
., cs,; 1

which have iuuiit argument. For this reason it is desirable


to have information about sums of t his tv1)e. An account
of the theory of such sums is given in \V. N. Bailey,
Generalised II/fl)ergconzetrzc Series, (Cani I )ri(lge University
Press, 1935). Here we shall consider only one such cal-
culation because it illustrates the use of time theorems of
Gauss and Kummner proved above (equations (7.2) and
(7.3) respectively). Other results of this kind are given in
examples 18 and 20 below.
38 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 12

By expanding the 3F2 series involved we see that


r(cx)r(p)
F r fi' y; 1
s
1+cXV;
+ n)1'(fl + n)l'(y + n)
+cxy+n)

n-on
Now by Gauss' theorem' (7.2) the expression inside the
curly bracket is equal to 2F1(fl+n, y+n; 1)
which may be written
f(P+n+m)F(v+n+m)1'(1+cc+2n)
1'(fl+
whence we find that

Interchanging the order of summation and putting


p = + m we see that
1'(fl + p) + n)
+ y) ,,..on!(p n)!r(1x+n+p)'
Now by example O(iii) of Chapter I
1
(pn)! p1
so that the inner sum is equal to
r(cx)
F r P; 11

which by Kummer's theorem (7.8) is equal to


+
p!r(1
HYPERGEOMETRIC FUNCTIONS 39

Therefore
1'(cc)f'(iI + p)1'(y + i')l'(1 +
SE
,_op!(1+c'flv)f(l
r y; 1

This 2F1 series with unit argument can be summed by


Gauss' formula (7.2) and the expression for S found.
It the follows that
fi, 1
3 2

1'(i

a result which is known as Dixon's theorem.

EXAMPLES
1. Show that
(i) ,F1(a, fi; fi; z) = (1
(ii) z) = z) + (1 +
1
(iii) ; zt) = {(1 (1 +
z)
1;

z
z
tan-1:
(vii) ,P1(4, 1; z') =
2
(viii) 2F1(4, 4; 1; k') =

(ix) 1F1( 4, 4; 1; k') = E(k).


40 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

2. By transforming the equation y"-I- n'y = 0 to hypergeometric


form by the substitution = sin's, Irove that, if z
(I) cos(nz) = ,F1(4n, 4n; 4; sin's)
(Ii) sln(nz) n sins 4n, 4 + 4n; -; sin's)
and that, if 0 a
(iii) cos (nz) 4n; 4; cos'z)
+ 4n, 4+jn; ; cos'z);
(iv) sin (na) sin in; 4; cos's)
ncos(4n.7T)cos(z),F1(44n, 4+jn; eos'z);
3. Prove the relations:
(i) (afl)(I x),F1(c, fi; y; x)
(y/3),F1(a, flI; y; a,) (ycz),F(cx1, /1; y; x);
(Ii) (yflI),F1(s,fl;y;x)
1; y;x) + a(1 x),F1(a+1, fl+1; y; Z
=(aflI )(I x),P1(x,fl+I ;y; x)+ y; a
(lii) fi; y; x)
(ya),F1(xI,fl; y; .r)fl(I fl+I; y; x);
(iv)
= (cs-I-i y),Fi(cs, fi; y; x);
(v) (1x),F1(cs,fl;y;x),F1(cz1,flI;y;x)
cs+fly1
x,F1(cz, fi; y+i; x);
(1fl)x
(vi) ,F1(cs,fl;y+I;x)
,P:(csI,P1;y;x),F:(cs,flI;y;x);
(vii) (I a') ,F1(cs, fi; y; a')
cs )a,
= ,F1(x.fl1;y;x)+ ,F1(rz, fi; y+1;.r);

4. Prove that
(I) ,F1(cs,fl+1;y+I;z) ,F1(cs,fl;y;z)
;F1(oc +1, fl+ 1; y+2; a),
-I-
HYPERGEOMETRIC FUNCTIONS 41

(ii) 1P1(x, fi; y; z)


,F1(cz+I,fl1;y;z) + ;F1(cz+1;P;y+1;z).
Deduce a simple expression for the hypergcometric series ,P1(a, fi;
aI; z).
5. If n a positive integer, prove that
is
f'(y)
a+n; y; J'(y+n)
_.X)cxV+n},
=
and deduce that
I Ip
a+n; i-


d,ii"
@2_1)"+4.
6. If n Is a positive integer, and > 1, prove that
(n+I n+2
1;
I\
(_1)Rxn+l f 1
2 ' 2 = n!

7. Establish the following formulae:


(I) 2F1(x; x)x,F1(y; ; x)
= fl+e; x) x
(Ii) Da(x'2F1(ct, y; kx))= -12F1(a+1; fi;
(III) JJ(A, /1; y; x)=f fi; A; xt)dt,
where <1, A> 0, y A> 0.
8. Prove that if fi> 0,

,F1(a, fi; 2/1;


(I
j
.
(sin
r ('+ cos q,}'9
q,)-aJ dp,
2:P-1B(p, L +{1 cos
where = z/(2 z).
Deduce that
5F1(a, /1; 2/1; z) = C').
9. Prove that
CI"
cosmOcos"OdO
J =
42 THE SPECIAL FUNCTiONS OF PHYSICS AND CHEMISTRY

and evaluate
I
Jo
where m Is a positive Integer.
10. Schrodlngcr's equation for the rotation of a symmetrical-top
molecule Is
1 bI b!p\ 1 ?J'tp

I A\b'tp 2cosO 8n'AW


h'
where A, C, TV, h are constants. Show that It possesses solutions of
the form
)5P,(cx, fi; z),
where n ,n, z 4(1 cosO), y = n m + 1, and a, fi are the
roots of the equation
A 8n'AW
z'(2n+l)z+n2+n 0.
ht
11. Prove that:
(I) 3F3(a; a; x) = e'.
(ii) 1F1(a+ l;a;x)= (i
(III) 1F1(4; t; r') crf(x).

(iv) 1F1(a4-1; y; x) 1F1(a; y; x) = !_1P1(rz+1; y.fI; as).


(v) 1F1(4; 4; x')

(vi) x"1F1(n; n+1;

12. Prove that the equation


1W
possesses solutions of the type
I
4;
where m and C are constants.
____

HYPERGEOMETRIC FUNCTIONS 43

13. Show that the Schrodingcr equation

172v' + (k
possesses a solution of the form
eta. a
p 1/ . 1; ikr_-ikz).
14. The Schrodinger equation governing the radial wave functions
for positive energy states In a Coulomb field Is
1 d I [8alrn n(n
(r--)-f
rdr' dri ( TI T1 J

Show that It possesses a solution


L r"e9'1P1(irz +n+ 1; 2n + 2; 2ikr)
where k' 8a'mW/h, a
15. Show that the equation
d'y idy I
dx' + + m'
xcix I.
x
possesses a solution
y = x rI'1P1(4n + ifi; 2inix)
and hence that a solution of equation (1.Oc) Is
R = 01"e49P(In j; n + 1;
16. Show that
(1) x''(l ,P, . ., a,, dx
JO J
B(1, iii) raa, 1; u
l+m;J
1x1
(ii) f'xs.1(1_x)P'S1,F5 Ia1, .
i-. I dx
Lp,,.
B(I, in) rx1,...,a,, in;
. i + mJ
1-x,
(Iii) (1 Iaa, . . ., a,; i-- I
J
B(j, rai,. . .. a,, rn; ii
Ifla,...,P.,2m; J
_

44 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

17. Prove that


(') dx
::
flxi,. . ., a,, b/a
. P.;

(ii) b'x']
5
., a,, Ijs,
,,1F, Ia1,..
4b11a
. . P.;

(Hi) b'x']
rai,. . .,a,, 4/i; b'/p
., P.;

18. By equating coefficients of z in the relation


(1 1P1(a, fi; y; x) a, y fi; y; x)
prove Saalschutz's theorem
a, /3, n; 1
i+a+fly--nJ
Hence prove that
/3; x 4+ jafl; (1_x)a]
] H-a--fl;
if <82V2
19. Show that
5P1(a, /3; 1+afl; z)_(1_x)a2P1(ju, H-afl;
where 4z(1 Hence deduce the value of 1F1(a, /3;
1 + a /3; 1) from Gauss' theorem.
20. Show that
fi' y; T(6)f(e)I'(a) 16a, sa, a; 1
'L 6, e; J La + /3' a + y
where o+eafl--y.
Hence, using Dixon's theorem, prove Watsqn's theorem:.
HYPERGEOMETRIC FUNCTIONS 45

v; 1 1
Lj(1+a+fl), 2y;J r(4+ju)r(1+&8)r(4jcc+y)r(F-'Ip+y)
and, using Watson's theorem, deduce Whipple's theorem that, If
a+fl=1, and a+'2y+1,
fl
6, e; J
CHAPTER III

LEGENDRE FUNCTIONS

13. Legendre Polynomials. If A is a fixed point


with coordinates (x, fi, y) and P is the variable point
(a,, y, z), then if we denote the distance 4P by B, we have
J?2= (x_x)2+
Furthermore, we know from elementary considerations that
1

is the gravitational 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 some circumstances it is desirable to expand ip in
powers of r or r1 where r = (x! + + z2)I is the distance

0 (7 11
Fig. 4

of P from 0, the origin of coordinates. This expansion


can be obtained by the use of Taylor's theorem for func-
tions of three variables but it is much more suitable to
40
13 LEGENDRE FUNCTIONS 47

introduce the angle 0 between the directions OA, OP (cf.


Fig. 4) and write
I?2 = r2 + a2 2ar cos 0.
The expression for then becomes
1
(18.1)
= \/(a2 2ar4u + r2)
where denotes cos 0, and this can be expanded in powers
of na when r < a and in powers of a/r when r> a. If we
denote by the coefficient of in the expansion of
(1 2/th + h2)1 in ascending powers of h, i.e. if
1
'/ 182
2ph + h2) nO

then the potential function (18.1) can be expanded in


the forms
1
E ('i
r" r < a; (18.8a)
a nO
1

r nO r
r> a. (13.8b)
It is clear from the definition (2) that the coefficients
are polynomials in /L. The first one or two can
readily be calculated directly from the definiton. By the
binomial theorem we have

= + 2
(2/Lh-4-/z2)2+

= 1+;i/z+A(31z21)h + +.
so that
P0(1i)=1, P1(4u)=1i, 1),
(18.4a)
WTe shall show below that, in the general ca.se is a
polynomial in of degree ii; it is called the Legendre
polynomial of order n.
48 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 13

The expression for the general polynomial can


be derived by the method employed to obtain the simple
expressions (18.4a).
Expanding (1 2uh + by the binomial theorem
we have
(121uh+h2)4=
and the coefficient of h" in this expansion is the coefficient
of h" in the expansion
(2pJih2)t = (21thh2)"Q
r! (na)!
= E (1)Q
(ne)t
since by example 9(u) of Chapter I

(
=
Now the coefficient of in the expansion of

(24u)"2Q
Is

and, by the duplication formula for the gamma function,


r(4n-14)
2 IQ't 2 IQ'
r(4n++& J'(4n+le)
so that

(2 '
a result which may be written in the form
(2
in; (18.4b)
13 LEGENDRE FUNCTIONS 49

Putting =1 in equation (18.2) and equating coef-


ficients of we find that
=1 (13.5a)
for all values of n. Similarly if we put = 1 in (13.2)
we derive the result
1) = (18.5b)
which is a particular case of the result
(18.6)
Equation (18.4) gives 0) as a polynomial in cos 0
of degree n so that it should be possible to express
0) in terms of cosines of multiples of 0. Instead
of attempting to do this by substituting the appropriate
expression for COS? 0 in (18.4) we begin afresh with the
definition (18.2). Writing (1 2 cos Oh + h2) in the form
(1 e'h)(1 we find that
= (1 he' he'
=
,Os-O

Equating the coefficients of we find that

P (cos 0)
rO

Using the duplication formula, we see that

(2n2r)! (2r)!
r!(nr)!
so that
1 (2n2r)!(2r)!
0)
22n
rO (r!)2{(nr)!}2
from which it follows immediately that
50 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 13

{(2n)1}2 1
cos(2n2r)O,
(rI )2{(nr) 1)2
(18.7)
and
0) = E cos(2n.2r+l)0.
(18.8)

FIg. 5 Variation of with p.

From these last two equations we may derive a general


result of some importance. We may write
p
0) = E Cr cos(n 2r)0, (18.9)
rO

where p= or In according as n is even or odd.


In particular
p
=
so that from (18.5)
13 LEGENDRE FUNCTIONS 51

= I C,.
p
1
r-0
Now, from equation (18.9) we have

r-0
and therefore
(18.10)
1

0.5
0)

0.0

0.5
FIg. 0 Variation of P,,(cos 0) with 0.

The variation of with 1u for a few values of n is


shown in Fig. 5. Since, in most physical problems, the
Legendre polynomial involved is usually 0) we have
shown in Fig. 6 the variation of this function with 0.
Numerical values may be obtained from Tables 0/
sociated Legendre Functions (Columbia University Press,
1945).
52 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 14

14. Recurrence Relations for the Legendre Polyno.-


mials. If we differentiate both sides of equation (13.2)
with respect to h we have

< 1,
(1 2ILh+ /L2)'I* nO

which may be written in the form

= (1 (14.1)

Equating coefficients of we have


= (n+ + (ni
which reduces to
(n+i (2n+ 1 = 0. (14.2)
This relation has been proved to hold for <1 but
since the left hand side is a polynomial in iz' it must hold
for all values of
On the other hand, if we differentiate both sides of
equation (18.2) with respect to 4u we obtain the relation
h
(14.3)
(1 21ih + h2)'Is
Combining equations (14.1) and (14.8), we have

(iz h)

so that equating the coefficients of h'4 we obtain the


relation
= (14.4)
15 LEGENDRE FUNCTIONS 53

and since each side is a polynomial in this relation holds


for all values of /1.
If now we differentiate equation (1 4.2) with respect to
we obtain the relation
(n1 (2iz+1
(2,z+ 1 = 0. (14.5)
Eliminating from (14.4) and (14.5) we see that
= (2iz + (14.6)
Subtracting (14.4) from (14.6) we obtain the recurrence
relation
1iP',1(1i) = (n -1 (14.7)
The differentiations with respect to h and under the
summation sign is justified by the fact that the series on
the right-hand side of equation (18.2) is uniformly conver-
gent for all real or complex values of h and which satisfy
the relation 1, h < V2 1.

15. The Formulae of Murphy and Rodrigues. From


the expansion (18.2) it follows immediately that

= (1 2ph + h2).4

= 2rhr (1 21uh + h2)r-4

Substituting the value = 1 we see that

= +U jjr J'(i + 2r + ha
,_o 1(1 + 2r)s!
where denotes
54 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 15

Equating coefficients of we see that = 0 if


r> n, as is obvious from the fact that is a polynomial
of degree n in 4u, and that
1' + rci + n + r)
n
r(1+2r)(nr)1
From the duplication formula for the gamma function
1 1
+ 2r) = T12"
and from example 9(iii) of Chapter I,

1'(n r)l ' '

so that
= (_i)r (" (15.1)

Now, by Taylor's theorem

Substituting the expression (15.1) in this expansion we


obtain the relation
(1 /4)?
( n),(n +
= 2
which gives Murphy's formula
2F1(_n, n+ 1; 1; 1214), (15.2)

for the Legendre polynomial


If now we put = 1 in example 5 of Chapter II we see
that equation (15.2) is equivalent to
1
= (/42
1)1, (15.3)
15 LEGENDRE FUNCTIONS 55

which is Rodrigues' formula for the Legendre


nomial.
Rodrigues' formula is of great use in the evaluation
of definite integrals involving Legendre polynomials.
Consider, for instance, the integral
I= (15.4)

By Rodrigues' formula we may write this integral as

1)" dx,

and an integration by parts gives


1
)n] L f11'(x) )"}dx.

The square bracket vanishes at both limits so that we have

'= 1 1
d"'
Continuing this process we find that
(_1)vi 1

1)"/(")(x)dx. (15.5)
2"n!
For example if /(x) = Pm(X), m < n, /(")(x) = 0 and
so I = 0. In other words
f1Pm(X)Pn(X)dx = 0, (rn n). (15.6)

If /(x) = then
1 Mn
/
(x2
2"nI dx2"
1)"

(2n)l
2"nl
56 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 15

Hence
(2i:)!
f(i

(2iz)! 1)
P(n +
22n1(fl!)2

Making use of the duplication formula for the


function we can reduce this to the form

(15.7)

A convenient way of combining the results (15.6) and


(15.7) is to write

(15.8)
2n+ 1 mn
where am , is the Kronecker delta which takes the value
o if m n and the value 1 if rn = n.
Similarly if /(x) = where in is a positive integer, then
r(m + 1)
if rn n
r(inn+1)
o if m<n,
and hence, if in> n,

= 1)n!
If m ii is an odd integer the integral on the right is zero
while if in n is an even integer it has the value

2
Jo
so that, if in is an integer,
16 LEGENDRE FUNCTIONS 57

0, if in < n,
_____________________________
if 0 is even, (15.9)
=
0, if in n> 0 is odd.
If m = ii the result is

f
I
I
= iif 1
(1

which, on account of the duplication formula, is equivalent


to
I
(15.10)

16. Series of Legendre Polynomials. In certain


problems of potential theory it is desirable to be able to
express a given function in the form of a series of Legendre
polynomials. We can readily show that this is possible
in the ease in which the given function is a simple poly-
nomial. For example, from the equations (13.4a) we have
1 = P0(4u),
/2 =
/22= + = +
+ = +
so that any cubic c04u3 + c,jz2 + c2p + c3 can be written
as the series

+ P0cu) + + P1(ii)+ P0(1u)

It is obvious that we could proceed in this way for a


polynomial of any given degree n though if ii were large
the arithmetic involved might become cumbersome. Since
58 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 16

is a polynomial of degree n in 1u, it emerges as a


result of an extension of the above argument, that any
polynomial of degree n in can be expressed as a series
of the type

r()
( 1 1) (10.1)

'I'lic problem which now arises is that of expressing any


function /ca), define(l in the interval 1 1 as a
series of Legendre functions of the form
(10.2)

if it is assumed that the infinite series (10.2) converges


uniformly in the range ( 1, 1) to the sum we may
multiply the terms of the series by and integrate
term by term with rcsl)eet to over the range ( 1, 1)
to obtain the relation
I I
f /(p)P,,(/L)(l/1 = Cr f Pr(fl)Pn(/t)d/t
1 rO 1

and by equation (15.8) the sum on the right hand side is


equal to
Cr 6r. n=
'2n+ 1
which shows that the series
(10.8)
rO
(ii 1
f1

converges uniformly to the sum in the range ( 1, 1).


The series (16.3) is called the Legendre series of the
function We shall not discuss here the conditions
which must be satisfied by the function /(p) if this series
to be uniformly convergent; for such a discussion the
reader is referred to Chapter VII of E. W. llobson, The
Theory 0/ Spherical and Ellipsoidal harmonics (Cam-
bridge University Press, 1981).
16 LEGENDRE FUNCTIONS 59

The possibility of expanding a function in the form of a


series of tYPe (16.2) is a consequence of the relation (15.0).
In the theory of special functions we frequently encounter
sequences of functions p2(x), . . ., p,,(x), . . . which
have the property
= 0, (iii ?Z) (16.4)

\Ve then say that the functions (r 1, 2, . . .),


form an orthogonal sequence for the interval (a, b).
If, in addition, the functions are such that
b
1, (16.5)

for all values of it, we say that the functions of the sequence
are normalised, and form an orthonormal set. Given a
set of orthogonal functions it is obviously a simple mutter to
construct a normahse(l sequence. For example we see from
equation (15.8) that the sequence of functions
(it = 0, 1, 2, . . .) is orthogonal but not normahised. By
multiplying each function by + we find that the
functions
(ii + (16.6)
form a sequence of normalised orthogonal functions in
the interval ( 1, 1).
There is another property of importance which such a
sequence of functions may possess. If there is no integrable
function W(x), different from zero, such that
= 0. (16.7)

for all values of ii we say that the sequence is a


plete orthogonal sequence. It may be shown in the case
of the functions (16.6) 1) by considering the Fourier
coefficients of in ( that if (16.7)
1) E. W. Hobson, Op. cit. p. 40.
60 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 17

holds this function is a null-function and hence that


is a null-function in ( 1, 1). In otherwords it can be
shown that the functions (16.6) form a complete sequence
of normalised orthogonal functions.
17. Legendre's Differential Equation. If we write
v= 1)"
then it is readily shown that
(1 1u2)
d/L
+ 2/Lnv = 0
and if we differentiate this equation n + 1 times using
Lcibnitz's theorem we find that
dn+2v dn'+lv d"v
(14a2) + n(n+ =0
which when written in the form
(1 n(n+
{
shows that d"(p2 I is a solution of the differential
equation
(1 + ;z(n + l)y = 0 (17.1)

so that we conclude from Rodrigucs' formula (15.3) that


when n is an integer is one solution of the equation
(17.1). This equation, which we shall now consider in a little
more detail, is called Legendre's differential equation.
We saw in example 1 of Chapter I how such an equation
arises in the solution of Laplace's equation when solutions
of the type R(r)O(cos 0), (i.e. in = 0) are sought.
It is obvious by inspection that the point = 0 is an
ordinary point of the equation (17.1). Writing the equation
in the form

(,a_
________

17 LEGENDRE FUNCTIONS 61

and observing that in the notation of equation (3.1) with


a=1
p(1u) = =

1 is a regular singular point with indicial


equation e2 = 0.
Furthermore in the notation of equation (4.2)
n(n+1)
= =
so that as ii co
2 n(n+1)
2

showing that the point = co is a regular singular point


with indicial equation (n + 1 )} + n) = 0. We
thus sec that the equation is defined by the scheme
1 co 1
y=P 0 n+1 0 ,u . (17.2)
o n 0
If, however, we put
x= Jc(1 'u)
in equation (17.1) we find that it reduces to the form
x(1 i)y=O, (17.8)

which is equation (8.1) with = n + 1, = n and


y = 1, so that the scheme (17.2) is equivalent to the
scheme
62 THE SPECIAL OF PHYSICS AND CHEMISTRY 17

o 00 1
y=P 0 n+1 0 . (17.4)
o 0
It should be noticed that the values along the top row are
those assumed by not by 1u.
We consider first the solution corresponding to the
singular point at infinity. We write
Yi(/t) =
which on substitution into (17.1) leads to the recurrence
relation

On taking =1 we obtain the solution


n(n1) ,,2..!...n(n1)(n2)(n3)
2. (2n1)'t'


1 1

1
-I-
+
which may be written in the form
++n; in; (17.5)

Also, if' we write for the second solution

=
we find that
(L)
(n+1)(n+2)
Y2/ /L
2.(2n-f-8)
) (n+2) (n+8)(n+4)
+ 2.4.(2n+3)(2n+5)
4U +
(17.6)
17 LEGENDRE FUNCTIONS 63

provided n is any number other than a negative integer


or half a negative integer.
These solutions are valid for all values of n for which
the 2F1 series have a meaning, not only for integral values
of n. If n is an integer the series y1(p) terminates in
other words, is a polynomial of degree n in If we
multiply this polynomial by
(2ii)!
2"(n! )2
we obtain the Legendre polynomial of degree n (equation
(18.4b) above).
On the other hand the series for y2(u) does not terminate
when ii > i so there is no point in restricting n to be
an integer. This series solution when multiplied by a
factor
1)
+
gives the function

=
(17.7)
The function
1
= I
(17.8)
is a solution of the Legcndre equation (17.4) even when
n is not an integer and it reduces to the Legendre polynomial
when n is an integer. We shall continue to denote it by
but when n is not an integer shall refer to it as the
Legendre function of the first kind of degree n. The
function defined by e(luation (16.7) will be referred
to as the Legendre function of the second kind of
degree n; even when a is an integer it is not a polynomial.
64 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 17

With these definitions we may write the solution of


Legendre's equation (17.1) as
y= + (17.9)
(I iz I> 1). In some problems we know that the solution
should be a polynomial in 1u; in that case we must take the
solution to the form y =
The variation of with may be computed easily
from equation (17.7) when ii> 1. Tables calculated in this
way are contained in the volume quoted at the end of
The following Fig. 7, which was prepared from these
18.
tables, shows the variation of Q,,(p) with for a few
values of ii.

0.

0.2

1 3 4

Fig. 7 Variation of with 4u.

Since Legendre's equation has a regular singular point


at = 1 we may on the basis of equation (3.8) take the
18 LEGENDRE FUNCTIONS 65

second solution of Legendre's equation to be proportional to


log 1) +

The coefficients Cr can now be obtained by substituting


this expression into the differential equation (17.1) and
equating to zero coefficients of successive powers of
1). Instead of proceeding in this way we shall derive
this second solution by means of a method due to F. E.
Neuniann.
18. Neumann's Formula for the Legendre Functions.
Let us now consider the integral
'

where > 1, and n is a positive integer. Expanding


the denominator by the binomial theorem, we have, for
the value of the integral, the series
1 1

s0 J 1

From equation (15.9), it follows that the integrals in this


series are zero if s n, or if 8 = n + 2r where r is a positive
integer, so that the above series is equivalent to
1
1
I
n+1+2rJ 1
which, by the same formula, is equal to
1
4Ufl+1
; 2"(2r)!1'(n + r +
Now from the duplication formula
1 +r)
2"(2r)I r!
so that the series reduces to
66 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 18

which is equal to
1)
oF1 + 1;
Noticing that
1'(jn+ + =1)/2"l'(n+
and comparing the result with equation (17.7) we see
that this series is merely Hence we have shown
that if > 1
1
(18.1)
= /1
a resultwhich is known as Neumann's formula. Equation
(18.1) holds not only for real values of greater than 1,
but for all values of p which are not real. For this reason
equation (18.1) may be regarded as defining the second
solution, Q,,(p), of Legendre's equation.
Certain related formulae, due to MacRobert, follow
readily from this result. If p > 1 and in is a positive
J I

integer then

f = f1
and the integral on the right is equivalent to the finite sum
tnI
pnslrJ 1
(18.2)
rO 1

If rn n it follows from equation (15.9) that each term of


this series vanishes so that we have
= (18.8)

provided in, n arc integers and in n.


On the other hand if in = n + 1, the series (18.2)
reduces to the single term
18 LEGENDRE FUNCTIONS 67

so that
= (+
1
= f_j + 1)!'
(18.4)

Now if in is an integer is a polynomial of degree


in in p so that it follows from (18.8) by finite summation
that, if Ui 'U,
= (18.5)

Similarly from equation (18.4) and the definition of


we have the formula
) = (18.6)
1 and in by n
If we replace n in equation (18.5) by ii -4
and subtract from equation (18.6) we obtain the relation
(18.7)
=
Other formulae of a similar nature are contained in cx. 24
below.
We shall now make use of NeUmann's formula to derive
the form of the second solution of Legendre's equation in
the neighbourhood of the points p = 1. From (18.1)
we have the result that if p > 1,
= log (18.8)

where denotes the integral


'
iiE
Now when ii is an integer, is a polynomial of degree
n in /t so that is a polyirninial of
degree n 1 in p. Hence is a polynomial of
degree ii 1 in p.
68 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 18

If we substitute from (18.8) into Legendre's equation


(17.1) we find that W,,_1 satisfies the differential equation
(1 + n(n+1)Wn_i =
24uW,_1 (18.9)
Now since is a polynomial of degree n 1 in /4
we may write (cf. 16 above)
ni
=
rO
Using the fact that
4r

1) 1 according as ii is odd or
even (which follows from equation (14.6)), and the result
2/2Pr(/L) + n(n+
= (ii r)(n + r +
we find, from equation (18.9), that 0, (s=0, ..., p)
and that
2ii4s1
(2s+ 1)(ns)
Substituting these values in (18.8) we obtain the formula
=
sO (2s+lXns)
(18.10)
Another expression for may be derived from the
fact that both and are solutions of Legendre's
equation (17.1) so that
Qn(i') _1j2)P 0
which is equivalent to
[(1 =0,
showing that
(1 = C, (18d1)
19 LEGENDRE FUNCTIONS 69

where C is a constant. Now from equations (17.7) and


(17.8), we can readily show that for large values of

2-f-i
so that as Au co the left-hand side of (18.11) tends to
1, showing that C = 1. Writing (18.11) in the form
d JQn(/L)l 1
P(p)J
and noting from (17.7) that > 0 as 4u co we have
(18.12)
=
19. Recurrence Relations for the Function
Recurrence relations for the Legendre function of the
second kind can be derived from Neumann's formula (18.1)
and the corresponding recurrence relations for the Legendre
P,(u). From the recurrence relation (14.2)
and Neumann's formula we have
(n + + nQfl..4(Au) = (n + j'
Now
= (n +
If we write the second term on the right as f
we see from (15.6) that it vanishes if a 0. Hence we
have
+ = 0 (19.1)
showing that the functions for three consecutive
values of n satisfy a relation of the same form as that for
the functions (equation (14.2) above).
From Neumann's formula (18.1) we have
=
i11 CuE)2
70 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 20

and if we integrate by parts on the right hand side we


find that
1 (

= * Jf
1
1 p
(1

= 1f
i /i
by virtue of equation (14.6). The integral on the right is
by Neumann's formula so that, fiiially,
= (2,i+ (19.2)

20. The Use of Legendre Functions in Potential


Theory. In potential theory we have frequently to
determine solutions of Laplace's equation = 0 which
satisfy certain prescribed boundary conditions. If we
have a problem in which the natural boundaries are
spheres with centre at the origin of coordinates it is natural
to employ polar coordinates r, 0, q. In cases in which there
is symmetry about the polar axis, will not depend on
so we may write = 0). It then follows from example
I of Chapter I that
(A,, r" + v, r"')
will be a solution of Laplace's equation tluLt V,,
is a solution of Legcndrc's equation (17.1). Taking v,, to
be 0) + 0) we sec that we may write
y(r, 0) = 0)

(C,,r" + 0) (20.1)
nO

where the quantities = 0, 1, 2, . . .) arc all


constants.
Now it is obvious from equation (18.8) that Q,(cos 0)
is infinite when 0 = 00, and we know on physical grounds
20 LEGENDRE FUNCTIONS 71

that in the case of spherical boundaries tp remains finite


along the axis 0 0. IlcnccweniusttakeC,, = Oforall
values of ii and obtain the 1)otefltial function
tp = (A,,r" + (20.2)

which is valid as long as r is neither zero nor infinite, i.e.


if a r b where a an(I b are finite and non-zero. If the
region under discussion is the interior of a sphere, i.e. if
0 r a, then to avoid ip becoming infinite we must
take to be zero to give
tp 0). (20.3)

On the other hand if the region being consi(Iercd lies


outside this sphere, we must take
(20.4)
Examples of the use of the solutions (20.2,8, 4) in potential
theory are given in Coulson's Electricity (Oliver & Boyd,
1948) 80; a further example is given below.
The Legendre functions of the second kind, Q,,(cos 0),
which are absent from problems involving spherical
boundaries, enter into the expressions for potential func-
tions appropriate to the space between two coaxial cones.
If 0 < < 0 < /3 we must take a solution of the
form (20.1 ). Suppose, for example, that tp = 0 on 0 =
and = on 0 = /1 then we iiiust have
+ =0
and
/3) + /3) = a,,, B,, D,, = 0,
the latter results following from the fact that if /3,
/3) /3) does not vanish.
Solving these equations for and C,, and inserting the
solutions in equation (20.1) we find that in the space
between the two cones
72 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 20

f Q,,(cos cx)P,,(cos 0) 0)
nO fi) fi)
(20.5)
To illustrate the use of the solution (20.1) and of some
of the properties of Legendre functions we shall now con-
sider the problem in which an insulated conducting sphere
of radius a is placed with its centre at the origin of coor-
dinates in an electric field whose potential is known to be
0) (20.6)

and we wish to determine the force on the sphere. The


conditions to be satisfied by the potential functions are
(i) that tp is a solution of Laplace's equation; (ii) that tp
has the form (20.0) for large values of r; (iii) = 0 on
r = a.
The conditions (i) and (ii) are satisfied if we take
B
+ 0)

and (iii) is satisfied if we write = cc,, We


therefore have
(rn P,,(cos 0).
=
The surface density of charge on the conductor is

47r ar =
(2n+1)a"'cc,,P,,(cos 0)
and since the force per unit area on the conductor is 22ra2
the resultant force on the sphere is in the 0 = 0 direction,
and is of magnitude
F 2:a2 sin 0 cos 0 dO (20.7)
=
= Ia2
ni rni
cc,,,cc,, am+nsIm,,
21 LEGENDRE FUNCTIONS 73

where I,,,,, denotes the integral


(2n + 1 )(2rn + 1) fcos 0 sin 0 Pm(COS 0)dO.

Changing the variable of integration to /z = cos 0 and


using the recurrcnce relation (14.2) we find that
= (2m+ (n+ i)f Pm(/i)Pn+i(ii)d/i

+n P,2_1(1z)
}
and by the orthogonality property (15.8) this reduces to
the form
'mn = 2(fl + 1)m.ni + 21U3rn.n_i (20.8)
Substituting from (20.8) into (20.7) we find that the total
force on the sphere is
F' = + 1

21. Legendre's Associated Functions. We saw in


example 1 of Chapter I that the solution of Laplace's
equation in spherical polar coordinates reduces to the
solution of the ordinary differential equation,
(1 + { n(n+1) @=o (21.1)
which reduces to Legendre's equation when in = 0. This
equation is known as Legendre's Associated Equation.
To solve this equation we may write
0= 1)imy. (21.2)
Substituting this expression in the differential equation
we find that y satisfies the equation
(1 2(1 + (n+ m)(nm+ 1)y= 0
and differentiating this equation in times with respect to
by Lcibnitz's theorem we find that
74 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 21

(21.8)
{
showing that if dtmy/d1um is a solution of Legendre's equation
(17.1) the function 0, defined by equation (21.2), is a
solution of Legendre's associated equation (21.1).
Similarly if we put 0 = (/42 1)Imy in equation (21.1)
we find that
djj
(14u2) 2(1 + (nm)(n+m+1 )y= 0. (21.4)
If now we differentiate equation (17.1) in times with
respect to we obtain the equation

{
2(1+m)_f_ + (ii =0
showing that if is a solution of Lcgendrc's equation
then
(21.5)

is a solution of Lcgcndre's associated equation (21.1).


the two solutions of Legendre's equation to be
and it follows from (21.5) that the functions
=

Qmcu) = (/42. (21.6)


are solutions of Legendre's associated equation. As a con-
sequence of equation (21.3) we see that so also are the
functions
Pm(/4)_(p2 1)+' (21.7)
J 11J . . . J 1

and
)_jns
= 1
f (21.8)
21 LEGENDRE FUNCTIONS 75

It is an immediate generalisation of (6.5) that


dm (oc)m(fl)m
= (v)m
+ fi + in; y + in; x)
so that using Murphy's form (15.2) for we see that

(2)min! 2 F (in_n, n+m+l; m+1'


1
'2/
Hence as defined in (21.6) may be written in the
form

r(ta+nm+1)
2mml 1'(nrn+l)
1 X 2F1 n+m+ 1; rn+ 1
(21.9)
Other expressions for the first of the two functions (21.6)
can be easily derived. If we make use of the result (7.4)
we see that

F(n+rn+1)
X 2"l ii; 111+1;
/L+1
(21.10)
and similarly, if we make use of relation (7.6) we may
derive the expression

1'(n+m+l) Im
X 2F1 ii;
1

rnLr(nm+1)
(21.11)
From Rodrigues' formula (15.3) we derive the simple
expression
1
2 (21.12)
=
The simple differentiation
76 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 21

(1)"
I'(m+n+1+2r) mn1--2r
1'(n+1+2r)
may (because of the duplication formula) be written in
the form
1'("+ 1 dm f )r
d,e"
' 1 / r ,fl+n+i'
( /
)r
'

Qm(4u) = (1 )"

2F1
'*')
showing that, by term by term differentiation of the soluti-
on (17.7) of Legendre's equation, we obtain the solution

(21.18)

of Legendre's associated equation.


Solutions of the type (21.7) and (21.8) can be derived
in a similar fashion. Using the result
I
,.e
I I 1___
1 rI I "'
2 / ' ' / 2

in equation (21.7), with Murphy's expression (15.2) for


we derive the expression
1

2F1 ( n, n + 1; in + 1; (21.14)

for
P!1 ,.e

j 11
J . . . J 1

and this yields the solution

ml
n+1; (21.15)

The solution provided by Rodrigues' formula (15.8) can


obviously be written as
21 LEGENDRE FUNCTIONS 77

= ( 1 / (u2 1
)nl. (21.16)
In a similar way the solution
) 1'(it in + 1) 1 )+"
\

!) (21.17)
is (Icrived from equation (21.8) and the result
1' (Ii,z L 1) (1,i _L- 1) r
1 '(gui + 1) J' J . . . f
=
use(I in equation (17.7).
The four functions defined
by equations (21.9), 21.13), (21.14) and (21.17) respectively
are therefore solut ions of Legendre's associated equation.
They are known as Legendre's Associated functions.
Although the expressions above have been found by
assuming in and ii to he integers it is readily shown that
the solutions quoted are valid even when in and ii are
not integers. Since Legendre's associated equation is of
the SCC0n(1 degree it follows that only two of these four
functions are linearly in(lcpcndeut, and that the other
two may he expressed simply in terms of them. It follows
imrne(liately from equations (21.11) and (21.15) that if
in, ii arc integers
111+ 1)
(/1)
= I)m (fl).
Furthermore. if we apply the result (7.6) to the hyper-
geometric series on the right hand side of equation (21.17)
we find that
in+ 1
= (1 )Tfl
2
1

n+;
78 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 21

which, on comparison with equation (21.18), reveals the


relation
m I'(nnz+l) (21.19)

It is now a simple matter to prove that when in and ii


are integers, and in is fixed, the polynomials form
an orthogonal sequence for the interval ( 1, 1). Making
use of the results (21.18), (21.12) and (21.16) we find that
1
1'

J 1

r(ii+,ii+ 1) 1 1

r(nin+1) ii'! f_1 d1in'+m

and after integrating by parts n in times tile CXprCSSiOfl


on the right reduces to
1'(n+m+l) ( iy'-" ' (u21)"d4u
J'(nin+ 1) n In1! .1_i d/it)+th'

This integral is evaluated by the method used at the end


of and we find that
15

r(iz+in+1) (_1)m 2 (21.20)


2n+1 'b"
I

J'(nm+l)
In many physical problems = cos 0 so that 1 1.
It is then not always convenient to have a factor of the
form 1 )4tfl We use instead Ferrer's function

= (1 (21.21)

With this notation we may write (21.20) in the form


J'(n+rn+l) 2
('21.22)
5' 1 = .l'(nm+1) 2,i+1
The other formulae are ammended similarly.
22 LEGENDRE FUNCTIONS 79

22. Integral Expression for the Associated Legendre


Function. If we Cauchy's theorem in the form 1)

=
where is an analytic function of the complex variable
in a certain domain R which includes the point =
and where the integral is taken along a closed contour C
which includes = and lies wholly within the domain U,
then by differentiating both sides of the equation r times
with respect to we obtain the result
I' (2 1
d/2"
Substituting in + ii for r and I )" for in this
equation we find that, as a result of equation (21.1),
(m+n)!
Pm(" / ) 2" . ii! (2 2
i
If 0 we may take the contour C to be the circle
= I
1)1.
Integrating round this contour we obtain from equation
(22.2) the equation

+ 1) cos ((p tp)}" (m(p) thp

nl cos
Pn (1u)
in)! sin = (n +
from which follows immediately the Fourier expansion
1)cos((plp)}"
id
= + 2rni (nf- iii)! m(tpp). (22.8)

1) E. G. Phillips, Functions 0/a Complete Variable, (Oliver & Boyd,


1940,) p. 98.
80 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 22

Changing n to (n + 1) we obtain the expansion


+ v'(i-i'2 1) cos
(n
= + 2 E (1 )m (22.4)
rn-i
Applying Parseval's theorem for Fourier series to the
series (22.8) and (22.4) we find that the series
'I (n m).
+ '2 E (..1 cos imp
(nf-rn)!
converges to the sum
r
J {/L' + 1) cos
This integral may be evaluated by means of Cauchy's
theorem.') Its value is found to be
+ 1 1)1 eos p)}
Writing = cos 0, = cos 0' and
COS & = COS 0 cos 0' + sin 0 sin 0' cos
we obtain the result
0) = 0')
t1
+ 2 rni(_1)m (n+rn)! 0') cos (imp) (22.5)

which is often of value in the solution of problems in wave


mechanics.
23. Surface Spherical Harmonics. From the two
sets of orthogonal functions 0), cos ('imp) we can
form a third set of functions
= 0) eos mq
Xnm(0,
{
(ni ii) (28.1)
L) For details see E. W. Hobson, Op. cit. pp. 86571.
LEGENDRE FUNCTIONS 81
23

which is an orthogonal set of functions on the unit sphere,


i.e. the functions of the set satisfy the normalization relation

f 51fl 0 dO j' Xnm ,,,' dip = ,,n' (28.2)


o 0

In a similar way we can construct a set


(nrn)! A

1'n ,m(0t ip) = 0) sin nup


(.j;--) {
(iii n) (28.8)
which satisfies the relations
n 2n
sinOdOf Yn.rnYn#.rn'thp=nn'mm' (28.4)
$o 0
n 2n
f sinodOf.10 (28.5)

for all integral values of n, n', in and in' with 7fl 71,

in' ii'.
Because of these orthogonality relationships we can
establish an expansion theorem which is a straightforward
generalization of the Legendre series (16.8). It is readily
shown that for a large class of functions /, the function
1(0, p) can be represented by the series
c,,P,(cos 0) + {XnrnXn,m(0, (p) + Ynrn Ynm(0, p)}
n0 ni rni
(28.6)
where the coefficients arc given by the ex-
pressions
= ('
.10
dip /(0, 0) sin 0 dO, (28.7)

0
0 0
n Zn
Sifl OdO Yn.m(01 473)1(0, (p)dip. (28.9)
Y11m = $ 0
82 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 23

For any given function /(O, (p) the series (28.6) can therefore
in principle be computed by a series of simple integrations.
The functions Xfl.m and which are known as
surface spherical harmonics can be constructed easily
from the known expressions for the associated functions
We find, for instance, that

X1,1(0, = sin 0 COS

4
X21(0, tp )= sin 0 cos 0 cos
(i)

X2,2(0, q) = 0 cos

21 1
X3,1(0, (p) = sin 0 (5 cos2 0 1) cos

X3,2(0, q,) = 0 cos 0 cos

X313(0, = 0 cos

and the corresponding expressions for the are


tamed by replacing cos (mp) by sin (mr) in the expressions
for the Xnm.
The functions Xn,m and Yn,m have the important
property that they arc solutions of the partial differential
equation

(sin 0 + + 71(11+ i)X= 0 (28.10)

so that the function


(Ar" + BT"')Xnm(O, p) + (Cr" v')'
where A, B, C and D arc constants, is a solution of Laplace's
equation. It follows immediately from equations (28.7)
(28.9) taken with the expansion (28.6) that the function
LEGENDRE FUNCTIONS 83
26

tp(r, 0, p) = (L) 0) +

+ ni rni (I
X,, (p) + Ynni Ynrn(0,

satisfies Laplaces equation in the region 0 r a, is


finite at r = 0, and takes the value /(0, on the sphere
r = a.
For example, suppose we wish to find the solution of
Laplace's equation which takes on the value x2 on the
surface of the sphcic r = a. Here we have
a2 a2 3cos2O1
f(0, q,) = =
( + cos

= P2(cos 0) + X2,2(0, q,)a2.

Thus the required solution is


0, = a2 r2P2(cos 0) +
Substituting the values of P2 and X22 and transforming
back to cartesian coordinates we see that the required
solution is
ip=
24. Use of Associated Legendre Functions in Wave
Mechanics. To illustrate the use of associated Legendre
functions in wave mechanics, we shall consider one of the
simplest problems in that subject that of solving
Schrodingcr's equation
8212m
+ (II' =0 (24.1)

for the rotator with free axis, that is for a particle


moving on the surface of a sphere. In equation IV
represents the total energy of the system, V the potential
energy. In the case under consideration V is a constant, V0
84 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 24

say, and the wave function will be a function of 0,


only. If the radius of the sphere is denoted by a then
equation (24.1) is of the form
1 cot 0 1 TV V0)

a2 0 h2
(24.2)
If we consider solutions of the form
=
then
l's)
eu + + /,

sin 0
e o.

Substituting
87thna2(lI'
= n(n + 1) (24.8)

we find that this equation reduces to Legendre's associated


equation (21.1) and hence has solution
0= 0) + 0).
However for the same reason as in the case of potential
theory 20 above) we must take B = 0. The solutions
of equation (24.2) will therefore be made up of com-
binations of solutions of the form
p) = 0), (24.4)
where ii,,,,, is a constant.
The physical conditions imposed on thc wave fLinction
are that it should be singlevalued and continuous.
Obviously then the 'physical' solutions will have in an
integer, since v,,, + must equal v,,, ,,(0, (7)).
Further in order that the series for should converge
for the values = it is necessary that it should have
only a finite number of terms. This is possible only if ii is
a positive integer. If therefore the solution (24.4) is to be
valid for 0 = 0 and 0 = we must have a a positive
LEGENDRE FUNCTIONS 85

integer. The physical conditions on the wave function


are therefore not satisfied by systems with an arbitrary
value for the energy W but only by systems for which
h2
II' = V0 + n(n + 1), (24.5)

where n is a positive integer. In other words, the energy


of such a mechanical system does not vary continuously,
but is capable of assuming values taken from the discrete
set (24.5).

EXAMPLES
1. Show that, if n is odd P,,(O) = 0, and that, If ii is even,

P,,(O)
(i)I"(I)I,,
= (In)! =
2. Prove that
n nil (i+
Lip
3. If p + 1) show that
(1) (1 hC)I(i

(ii) P,,(p) n; In; c-')


Deduce that
'1
(ill) ,F1(I, n; In; I)
f(n + 1)
4. If n is a positive integer prove that
=
2ph + h')-k dp
and hence, making use of Rodrigues' formula, deduce that
2"1(n!)'
f(1 1
2ph + h')-"-4
(2n + I)!
86 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

5. Prove that
p
P'R(x) = (2n 4r
rO
where p= 1) or n is odd or even.
Deduce that for all x in the closed interval (1, 1) and for nil
positive integers ii, the values of the functions
I I, 1r9 , P"(x)
can never exceed unity.

6. Prove that
t'l 1

J = 2n + 1 {PN_l(u)
and deduce, from example 1, that if n Is an odd integer
1.1
J0P,1(,L)dp
=
What is the value of the integral when ii Is even?
7. Using equation (14.2) and the results of the last example show
that if n is even
(1 (n2)!

and that the integral has the value zero if ii is odd.


8. If
= fi
prove that (n + 1 + = 2. Hence evaluate
9. If m and n arc positive integers, prove that
2m+n+l{(m + n)!)2
I (1+ I )d
J1 m!(rn+2n-f-1)!
10. If n is even and m> 1, prove that
d1'
Jo1'
Deduce that

f0(1 = 1
LEGENDRE FUNCTIONS 87

11. Show that


I/4+1\" I
kn; ii, 1;
and hence that
S
(1 =
r0
Deduce that
P, (cosh u) 1

12. If f(js) = I )" show, by using Rolle's theorem that


must have at least one zero between 1 and I. Proceeding in this
way deduce that f(n)(p) has n zeros between 1 and I.
hence show that when ii is even the zeros of P,(1i) occur in pairs,
equal in magnitude but opposite in sign, and that when n is odd,
= 0 is a zero and the others occur in equal and Opposite pairs.
13. If y(,i) is any solution of the linear differential equation
d2y dy
+
y are continuous functions of ,i whose (lerivat'ves
of all orders are continuous, prove that yip) cannot have any repeated
zeros except possibly for values of which satisfy the equation
= 0.
Deduce that all the zeros of P,(u) are distinct.
14. Prove that the Legendre polynomial P,(z) has the smallest
distance in the mean from zero of all polynomials of degree n with
leading coefficient 2"( 1),,/n!
15. If R denotes the operator
d( (1 Xe)
d
dx dx
prove that

f P,(x)R{f(x))dx = n(n-f 1)

provided that f(x) and f(x) are finite at x = 1.


Prove that if ii 1

flog (1 x)P,,(x)d.r 1)
88 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

16. Prove that


r' PR(x)dx 2V2
ii x)2n+l
r' PR(x)dx 2h"
(n)
i..1 (1 .2hz
17. If R'=l 2hx+h', prove t.hatlf IhI<I,
(1)
1 Ihx+Jfl 2h"1
x (2n +1)(n + 1)
ii) log (1 hx + fl)PR(X)dx
n(2n + 1)
18. If
i's
f(x, a) = I - (m> 1)
Jo(1
prove that
1
a)P,,(z)dx
(n + m)(2n 1)
19. Ifzis real and 51<1 prove that
4
Joi +zcosvp a')
Putting a = 1)/(1 hp) where h is so smaU that
lh(,z p'I)cosq')I <1
(0 re), expanding both sides In powers of h and equating
coefficients of h" show that
- $
(p 1) cos 4
Hence evaluate the sum
'I
"C,Pr(coO)
r 0

20. Show by making the substitution a = in


the formula In cx. 10 that
4
tp + V(u' 1) eQs
LEGENDRE FUNCTIONS 89

21. Making use of the integral expression for derived in


cx. 10 show that

Deduce that
P0(p) P1(p) P1(p) =(14u')3 P0(O) 0 P5(O)
P1(p) P,(p) 0 1',(O) 0
P,(O) 0 P4(O)

22. Prove that if 1


1 1 (11')"
Q,,(p) =
and deduce that
1)coshO)'dO
=
where = log +I I).
Hence find expressions for Q0(4u) and

23. Determine the simple expressions for Q1(p), Q2(jt) and


Q3(i) by working out the values of the polynomial IV,,_1(ji),
curring in equation (18.8), for these values of n.

24. EstablIsh the following formulae due to MacRobert:


1
(I)
=
1 1
(II) = + 2n + 1'
1
(ill) n > rn;
=
1
(iv) = fl >

25. Prove that, if n is a positive integer and =+ 1),


nP (cosO)sinOdO
90 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

Deduce that, if I
I > 1,


171.1 0
By evaluating this integral show that

= fln+f) n+1; n+4; c').

26. Prove that, if in Is a positive integer,

)
" 2mm!(1_2ph+h*)M+*

27. Show that, if Ii' I> 1, n > I then


r(n+m+1)
m

I'(n+l)
f1
2R+1 Jl
Deduce that, if + 11>2 then
V'7il'(fl+m+I) / 2
(/4)
= n+m+ 1; 2n+2;
4) (jz+
Find a simple expression for

28. Prove the following recurrence relations for Ferrer's Associated


Legendre Functions:.
(I) (2n+1)(1

(ii) + (n+m)T'_1(p) 0;

(iii) =

29. Derive the expressions for T'(O, q,) and X'(O, q,) for in 1,2,8,4.
Express the functions sin' 0 sIn' sin' 0 cos' sin 0 cos' 0 cos
In terms of surface spherical hamonics.

30. FInd the function which satisfies Laplace's equation in the


interior of the sphere x' + y' + a' = a', remains finite at the origin
and takes the value ocx' + + on the surface of the sphere.
CIIAI'TER IV

BESSEL FUNCTIONS

25. The Origin of Bessel Functions. Bessel functions


were first introduced by Bessel, in 1824, in the discussion
of a problem in (lynamical astronomy, which may be
described as follows. If P is a planet moving in an ellipse
whose focus S in the Still and whose centre and major axis
are C and A'A respectively (ef. Fig. 8), then the angle

:1 C S A
Fig. 8
ASP is called the true anomal!, of the planet. It is found
that, in astronomical calculations, the true anomaly is not
a very convenient angle with which to deal. Instead we
use the mean anomaly, which is defined to be times
the ratio of the area of the elliptic sector ASP to the
area of the ellipse. Another angle of significance is the
eccentric anomaly, it, of the planet defined to he the angle
ACQ where Q is the point in which the ordinate through
P meets the auxiliary circle of the ellipse.
It is readily shown1) by a simple geometrical argument
1) Cf: D. E. Rutherford, Classical Mechanics, (Oliver & lloyd, 1051) *42.
91
92 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 25

that, if e is the eccentricity of the ellipse, the relation


between the mean anomaly and the eccentric anomaly is
c'= ue.sinu. (25.1)
The problem set by Bessel was that of expressing the
difference between the mean and eccentric anomalies,
u as a series of sines of multiples of the mean anomaly,
i.e. that of determining the coefficients cr(r = 1, 2, 8,.. .)
such that
u sin (rC). (25.2)

To obtain the values of the coefficients cr we multiply


both sides of equation (25.2) by sin (se) and integrate
with respect to from 0 to We then obtain

r..150
Now
s:siii (re) sin =
and an integration by parts shows that
sin

= ! ii) cos .11 (dli eos

From (25.2), u is zero when = 0 and when =


so that the square bracket vanishes; the integral can
be written in the form
it"
j cos du

and hence, using equation (25.1) we obtain the result
C1 = $cos (s(u e sin u)}du. (25.8)
o

The integral on the right-hand side of equation (25.8) is


25 BESSEL FUNCTIONS 93

a function of s and of the eccentricity e of the planet's


orbit. If we write
= j o cos(x sin 0 nO)dO (25.4)

it follows from equations (25.8) and (25.2) that


sin (re)
U = 2 Jr(CT)
r
. (25.5)

The function so defined is called Bessel's coeffi-


cient or order n.
We shall now show that is equal to the coefficient
of I" in the expansion of exp r')); in other words
we may define by means of the expansion
1
(25.6)
exp { (' T) }
To this we need only show that the .J,,(x) of (25.6)
can be expressed in the form (25.4). We first of all observe
that
( 1
= (
since both expansions are equal to cxp 1/1)).
Equating coefficients of t" we have
( 1 = (25.7)
In the expansion (25.6) we may write I = e'0 to obtain
the relation
exp (ix sin 0) C"

Making use of the result (25.7) we see that the series on


the right can be put into the form
J0(x) + cos (2m0) + sin (2m+1 )0
so that by equating real and imaginary parts we obtain
the expansions
94 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 26

cos (x sin 0) = J0(x) + cos (2rn0), (25.8)

sin (x sin 0) = Sill (2rn + 1)0. (25.9)


If we now multiply (25.8) by cos nO, (25.9) by sin nO,
integrate with respect to 0 from 0 to 'r, and use the for-
mulae
j'cos (inO)cos (nO)dO = J'sin (mO)sin (nO)dO =
we obtain the formulae
I t7'
J cos (x sin 0) cos ('nO)dO, (n even), (25.10)
o

sin(xsinO)sin(nO)dO, (ii odd). (25.11)


J o
Because of the periodic properties of the trigonometric
functions we know that the integral on the right of equation
(25.10) is zero if ii is odd, while that on the right of equation
(25.11) is zero if n is even. Thus for all integral values of n,
we have

= !r{eos(x sin O)cos (nO) + sin (x sin O)sin (nO))dO


which is identical with the expression (25.4).
In particular
J0(x) = ! fcos (x sin O)dO (25.12)

Jn what follows we shall assume that the Bessel functions


of the first kind are defined by equation (25.6) or, which
is equivalent, by equation (25.4).
26. Recurrence Relations for the Bessel coefficients.
If we differentiate the generating equation (25.6) with
respect to x obtain the relation
-. (t 2,.) {
2,-) } =J,(x)i"
26 BESSEL FUNCTIONS 95

which is equivalent to

= 0.
Equating to zero the coefficient of t" we obtain the relation
= (20.1)
On the other hand, if we differentiate (25.0) with respect
to t the resulting equation is
Fr (1 + exp { (1

and this is equivalent to the relation
+ t"2)J,,(x) ...EiaJ = 0.

Equating the coefficient of 1n1 to zero we obtain the


recurrence relation
J7,(x) = + (20.2)

Adding equations (20.1) and (20.2) we find that


= (26.8)
and subtracting equation (20.1) from (20.2) we obtain
=
n= 0 in this last equation we have the important
special case
= J1(x), (26.5)
and putting n = 1 in equation (26.8) we find that
J(x) = J0(cv) J1(x). (26.6)

Differentiating both sides of (26.5) with respect to x and


96 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 26

making use of the result (26.6) we have


1
Jo (a,) = J0(a,) + J1(x)
which, as a consequence of equation (26.6), may be written

+ + J0(x) = 0 (26.7)

showing that y = J0(x) is a solution of the differential


equation
0 268

We can show similarly that the Bessel function


satisfies the differential equation

+ ! + (i y =0 (n, integral). (26.9)

For, from equation (26.4) we find, as a result of differen-


tiating both sides with respect to x, that
+ = nJ2(x)
Now, from equation (26.4),
n11,(x) = !J(tv)
and putting n + 1 in place of n in equation (26.3) we see
that
zvJ,1(x) + (ii +1 =

xJ(x)
that a solution of equation (26.9)
provided, of course, that n is an integer.
As we pointed out in 1, equation (26.9) is known as
27 BESSEL FUNCTIONS 97

Bessel's equation. WThat we have shown is that if the n


which occurs in Bessel's equation is an integer, one solution
of the equation is It is because of this fact that
Bessel coefficients arc of such importance in mathematical
physics, for as we saw in 1, the equation (26.9) arises
naturally in boundary value Problems in mathematical
physics.
27. Series Expansion for the Bessel Coefficient. We
shal now find the power series expansion for the Bessel
coefficient If we write

exp { (t
-i-) } = exp xl) exp (_
and make use of the power series for the exponential
function we obtain the expansion
1 (xl)t (x)
2't's!
x r+a1r1
= E ( . (27.1)
rO 2 rls!
By our definition (25.6), the Bessel coefficient is the
coefficient of in this expansion. If n is zero or a positive
integer, we find that
(1)' (X\12+2$
272
sO s!(it + s)l
and when n is a negative integer we can deduce the series
for from equation (25.7).
Writing equation (27.2) in the form

= 2! 1),
we see that

= 2"n! 0F1(n + 1; (27.8)


98 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 27

The variation of the Bessel coefficients J0(x), J1(x),


J2(x) for 0 x 20 is shown graphically in Fig. 9.
These are the Bessel coefficients which occur most fre-

Fig. 0 Variation of J0(x), J1(x) and with x.


quently in physical problems and their behaviour, is similar
to that of the general coefficient
Simple relations for the Bessel coefficients may be derived
easily from the series expansion (27.2). For example,
since this equation is equivalent to
(1 1 fl+2'
=E (27.4)
s!(n+s)!
it follows, as a result of differentiating both sides of this
equation with respect to x, and making use of the fact
that (2n + 2s)/(n + a)! = 2/(n 1+ a)!, that
27 BESSEL FUNCTIONS 99

d (.. 1 1 n1+2'
1+ s)!
which, by comparison with (27.4), shows that

= (27.5)

If we write this result in the form


Id =
-;
we see that if in is a positive integer less than ii, then
ldtm = (27.6)
(
Similarly we can establish that
{x"J,,(x)} = (27.7)
or, which is the same thing,
(!#) =
a result which may be generaliscd to the form
Idtm fr"J,,(x)}
= ( I)mX"mJn+m(X).
In particular we have the relation
1
x"J,,(x) = ( 1)" ( J0(x), (27.8)
which shows how the Bessel coefficients may be
derived from J0(x).
Another interesting property of the Bessel coefficients
also follows from the power series expansion (27.3). This
concerns their behaviour for small values of the argument
Since
lim0F1(n+ 1, 1
100 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 27

it follows from equation (27.8) that


1
lim = (27.9)

In other words, for small values of x, the Bessel coefficient


behaves like x"/2"nl.
28. Integral Expressions for the Bessel Coefficients.
We have already derived one integral expression for the
Bessel coefficient of order n (equation (25.4) above). In
this section we shall consider other simple integral ex-
pressions for these coefficients.
We shall consider the integral
I = f(1
in which n> If we develop exp (ix!) in ascending
powers of ix! we see that the value of this integral is
1
(1 12)n1 1' dl.
aO sI
If 8 is an 0(1(1 integer then the corresponding integral
occurring in this series is zero, and if .c is an even integer,
2r, say, then the integral has the value
1(1 u)"4u'4 dii =
1'(n + +
1'(n+r+l)
so that
(
(2r)!
rPr' i (_
r!r(n+r+ i)22r
since, by the duplication formula for the gamma function,
= 22tr!1'(r + It follows immediately from
the series expansion (27.2) for that
(28.1)
= 1'(f'(+
29 BESSEL FUNCTIONS 101

and it is easily shown that this is equivalent to the formula


cos (xt) dl. (28.2)
= f (1
particular
J0(x) =
1
cos (rl)
15d1 (28.8)

The result (28.2) may be expressed in a slightly different


form by means of a simple change of variable. If we put
I = cos 0 we obtain the integral expression
cos(x cos 0) sin2" 0 dO, (28.4)

while if we make the substitution I = sin 0 we get the


formula
(x sin 0) cos2" 0 dO. (28.5)
= +U
The particular forms appropriate to ii = 0 are
0 o
J0(x) = $o cos cos 0)dO cos(x sin O)dO. (28.6)
= o

29. The Addition Formula for the Bessel Coeffi-


cients. In certain physical problems we have to reduce
a Bessel coefficient of type + y) to a form more
amenable to computation. We shall now derive an addition
formula which is of great use in these circumstances.
From the (lefinition (25.6) we have the expansion

exp { + y) (t + y) I".
}
Writing the left-hand side as a product
CXI) { (t . CXI)
} { (i }
and inserting the appropriate series from (25.6) we find
that
102 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 30

-4- y)t"

Equating coefficients of I" we obtain the addition formula

+ Y) (29.1)

To put this in a form which involves only Bessel coef-


ficients of positive order we write the right hand side in
the form
1 n

rco
Jrfr1')Jn-r(Y) +
rO
+rn+1Jr(3)Jn_r(Y)
and note that because of the relation (25.7) the first term
can be written as
1
( 1 = ( 1

Similarly the third term is equal to

so that finally we have


+ ii)
+ E( + (29.2)

30. Bessel's Differential Equation. We showed pre-


viously 26 above) that, if n is an integer, is a
solution of Bessel's equation (26.9). We shall now examine
the solutions of that equation when the parameter n is
not necessarily an integer. To emphasise that this para-
meter is, in general, non-integral, we shall replace it by
the symbol v, so that we now consider the solutions of
the second order linear differential equation
(80.1)
30 BESSEL FUNCTIONS 103

Writing the equation in the form


(80.2)
we see that the point x = 0 is a regular singular point and
that in the notation of m = I and q0 = v2. The
indicial equation (cf. (3.5) above) is therefore
=0
and this has roots = v.
First of all we shall suppose that v is neither zero nor
an integer. Then the first solution is of the form
(30.8)

Substituting this series in equation (80.2) we see that the


coefficients must be such that

r)(v+ r 1)+(v+r) 0.

Hence we must have


c1 {(v + 1)2 v2} =0
and in general
ct{(r+v)2_v2}= (r= 2,8,...). (80.4)
We must therefore take c1 to be zero and hence, in order
that (30.4) may be satisfied for all r 2, we must take
C2r+1 = 0
and
(.
(2r+ 2v)(2r+ 2v2) ... (2v-f- 2)2r(2r2) ... 2
an expression which may be put in the form
c0
= r!(v + 1 )r T)
Taking c0 = 1/2'v! we see that the basic solution of type
(80.3) may be taken as
104 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 30

(_
y= + 1)r
(80.5)
Comparing this series with the series (27.2) we see that it
is of precisely the same form as that equation, the only
difference being that n is replaced here by v. If we take
the series (27.2) to (lefine the Bessel function of the first
kind of order n, even wimeim is not an integer, then we
may write the solution (80.5) in the form
y=
Similarly, if we substitute a series of type

to correspond to the second root of the indicial equation,


we find that it must be of the type
=
(80 6)
r!( 3+ 1)r
r-O
and with the extension of the definition (27.2) to non-
integral values of v we may write this solution in the form
y=
Thus when v is not an integer we may write the general
solution of equation (30.1) in the form
y = AJ, (x) + (80.7)
where J, (x) is defined by the equation
J,(x) + 1; kx2). (80.8)
= f(v+
It should be observed that the results of 27, 28, with
the exception of (27.8) are true when n is not an integer,
since they were derived directly from the definition (27.2),
which is equivalent to (30.8). Time transition is effected
merely by replacing n! by P(;' + 1).
When 1' is zero or an integer we know from equation
(25.7) that the solutions and are not linearly
30 BESSEL FUNCTIONS 105

independent. We must therefore use the formulae (8.8) to


calculate the second solution.
We shall consider first the case in which v = 0. If we let

then in order to satisfy the recurrence relation (30.4) we


must have

r_or!(e+ l)r
and putting e = 0 wc obtain the first solution
= J0(x). (80.10)
Using the result
a i 1

(e+ ')rla-ie+s
we see that
r

r_IT!(O+1)r
Putting e = 0 and substituting the value (30.10) for w0
we find that the second solution (aw/ae )QO

Y0(x) = J0(x) (30.11)


r1 (r!)
where
q(r) = . (80.12)
sI S
The function Y0(x) so is called Neumann's
obtained
Bessel function of the second kind of zero order.
Obviously if we add to Y0(x) a function which is a constant
multiple of J0(x) the resulting function is also a solution
of the differential equation
(80.13)
106 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 30

In particular the function


Y0(x) = (log 2 y)J0(x))

where y denotes Euler's constant, will be a second solution


of the equation. Substituting from equation (80.11) for
Y0(x) in this equation we obtain the expression

Y0(x) = 2 + y)J0(x) p(r) (80.14)


/
where (p(r) is defined by equation (80.12).
The function Y0(x), so defined is known as Weber's Bessel
function of the second kind of zero order.
Thus the complete solution of the equation (80.18) is
y = AJ0(x) + BY0(x) (80.15)
where A, B are arbitrary constants and J0(x), Y0(x) are
given by equations (30.8) and (80.14) respectively.
It can be shown by an exactly similar process that when
v is an integer the complete solution of the equation
(80.1) is
y = AJ,,(x) + (80.16)
where A, B are arbitrary constants, J, (x) is defined by
equation (80.8) and (x) is given by
2 1 2 v2r
(x) = {y + log (ix)) (x) ,
/ ()
I
(80.17)
r!(v+r)!
The function Y, (x) so defined') reduces to the Y0(x) of
equation (80.14) as v . 0 and is known as Weber's Bessel
function of the second kind of order v.
The variation of Y0(x) and Y1(x) for a range of values
of x is shown graphically in Fig. 10.
') This function is denoted as N,(x) by Courant and hubert.
30 BESSEL FUNCTIONS 107

1 i i I I I I I I I -

Fig. 10 Variation of Y0(x) and Y1(x) with x.

The functions J, (x) and (x) are independent solutions


of the equation (80.1), but in certain circumstances it is
advantageous to define, in terms of them, two new in-
dependent solutions. If we write
iY,(x) (80.18)
= J, (a,) iY, (x) (80.19)
then it is obvious that we can take the general solution
of Bessel's differential equation (80.1) to be
y=
A1 A2 arc arbitrary constants. The functions
defined by equations (80.18) and (80.19)
are called Hankel's Bessel functions of the third kind
of order v.
The Hankel functions and JJ12)(a,) bear the same
relation to the Bessel functions J, (x), Y, (x) as the func-
tions exp ( ivx) bear to cos vx and sin vx, and are used
in analysis for similar reasons. It should also be noted
that the Bessel functions Y, (x)' JJ(2)(a,) satisfy
108 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 31

the same (liffercfltial equal ions and recurrence relations


as the function
31. SpherIcal Bessel Functions. A iroblcm which
arises in mathematical physics is that of the solution of
the wave cqLlatiofl in spherical polar coordinates
1 1 a
F
r ar r2 sin 0 0

a solution of this equation of the form


(81.2)
wherc 1'm p) is the surface spherical harmonic defined
by equation (28.3) an(l is a function of r alone which
satisfies the equation
2 n(n + 1)
dr2
+ r dr r2 c2
0 81 3)
putting
W= r41 (81.4)
we see that equation (31.8) becomes
d2R 1 dR w2 (n +
dr2
+ r dr + 1c2 r2
R 0

whose general solution is readily seen to l)C


1? = + (81.5)
Hence the function
= Y?)L (81.6)
isa solution of the equation (31.1).
The functions which occur in the solution
(81.6) are called spherical Bessel functions. We shall
now show that they are related simply to the circular
functions. First of all we consider the Bessel function
J1(x). If we let n = in equation (80.6) and make use
of' the duplication formula for the ganinia function we
obtain the result
31 BESSEL FUNCTIONS 109

Icc 1 rt2r+J
(2r+ 1)!
which shows that
A

J1(x) == x. (31.7)
Again, if we put n = in equation (30.6) we obtain
the relation
(81.8)

The other functions where m is half an odd integer


nitty be worked out in a similar fashion. It is left as an
exercise to the reader to show that
Siti X cos
=
= sin X+/m(X) COS

where the functions I,,,' g,,, are given in Table 1.


'l'ablc I

11?
tIn

I
() 105 45 105 10
I

11 045 42015 945 105


T
1
110 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 32

These functions which arise in the way described have


been tabulated in Tables of Spherical Bessel Functions
2 vols. (Columbia Univ. Press, 1947) prepared by the
Mathematical Tables Project of the National Bureau of
Standards.
32. Integrals involving Bessel Functions. In this
section we shall derive the values of some integrals in-
volving Bessel functions which arise in practical appli-
cations. In the first instance we shall consider definite
integrals.
From equation (27.5) we have the relation
=
If n> 0, x 0 so that the lower limit is
zero and we obtain the integral
= (n > 0), (32.1)

which, by a simple change of variable, gives the result


a a"
f = (n> 0). (82.2)
Jo
A particular case of this result which is of frequent use in
mathematical physics is obtained by putting n = 1 in
equation (32.2). In this way we obtain the integral
a a
I = J1(afl. (82.8)
Further results may be obtained from (32.2) by familiar
devices such as integration by parts. For example, making
use of equation (27.5) we may write
a ala
f o = f r2
o
dr,
an(1, integrating by parts, we see that the right hand side
of this equation becomes
32 BESSEL FUNCTIONS 111

a3
I

which reduces, by virtue of (82.2), to


Now by the recurrence relation (26.2) we have the ex-


pression
J2(Ea) =
so that finally we have the result
=
{
+ }
(82.4)

Combining this result with equation (82.8) we obtain the


integral
a "a2
I r(a2 = 4a :__ (82.5)
Jo
The most commonly occurring infinite integrals are
most easily evaluated by means of substituting the formula
(27.8) in parts (ii) and (iii) of example 17 of Chapter II.
From part (ii) of that example we see that

2'l'(v+ 1) foFi(v +
1;

= v+1;
(82.6)
If we make use of equation (80.8) on the left-hand side of
this equation and of equation (7.4) on the right-hand side,
we see that this result is equivalent to the formula
IJ,(ax)xPtr.Pzdx= F(iz+v+1)a'
Jo 2'l'(v-f- 1
+ 4v v+1; a2p2)' (82.7)
where p> 0, + v> 0.
112 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 32

The hypcrgeornetric series occurring on the right-hand of


this equation assumes a particularly simple form if either
= v or = i' + 1, and we obtain the formulae
J,(ax)xre_Pxdx
a'
I
(82.8)

j J, (ax)x'+1 = 2'+'!'(j, + (32.9)


(a2 +
Two special cases of the formula (82.8) which occur
frequently are
1
J0(ax)e_Pzdx= (82.10)
jo v'(a2+p2)'
= a
(82.11)
J o (a2 + p2)3!2
Integrating both sides of equation (82.11) with respect to
p from p to we find that
i,Ji(ax)e_Pzdx = p (82.12)
a aV(a2+p2)'
A special case of (82.0) which is often needed is
5xJ0(ax)tr1'xdx = (82.18)
o (a2+p2)312
If we let p tend to zero on both sides of equation (32.7)
we find that we can sum the hypergeometric series by
Gauss's theorem (7.2) proVi(Icd that v + 1 . We
then have the result
(ax)xPdx = + + (82.14)
Similarly from part (iii) of example 17 of Chapter II
we have the equation

'F P 1;

33 BESSEL FUNCTIONS 113

which, because of (27.8), is equivalent to


J, (ax)e_P'n'xP_ldx
J0
a2
v+1; (82.15)

From parts (i) and (ii) of Ex. 11 of Chapter II we have
the special cases
dx (82.16)
Jo
I
- = (2p2)'+''
and
(Zr
(32.17)
Jo = 4p2/
of which the most frequently used are
dx = _L (82.18)
2p2
and
a
ix3J0(ax) eP'z'dx =
Jo
(i (82.19)

33. The Modified Bessel Functions. By an argument


similar to that employed in 1 we can readily show that
Laplace's equation in cylindrical coordinates
l2ip
=0
possesses solutions of the form
=
where R(e) satisfies the ordinary differential equation
d2R ldR 0 (88.1)

Writing x in place of me we see that this equation is


114 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 33

equivalent to the equation

(88.2)

If we proceed in exactly the same way as in 80 we


can show that if v is neither zero nor an integer the solution
of this equation is
R = Al, (x) + BI_,(x) (88.3)
where A and B are arbitrary constants and the function
I, (x) is defined by the equation

0F1(v+1;
= 2'p(V+l) r!(v+1)r = 2'r(v+l)
(83.4)
Comparing equation (88.4) with equation (80.8) we see that
4(x) = i'J,(ix) (83.5)
a result which might have been conjectured from the
differential equation itself.
If v is an integer, n say, then is a multiple of
so that the solution (88.8) in effect contains only
one arbitrary constant. By a process, similar to that
outlined in 80 we can show that in these circumstances
the general solution of equation (84.2) is
R= + (33.6)
where the function is defined by the equation
K8(x) = {log (ix) + y)
ni
+ rO
' / ' '
1
+ r1 r!(n+ r)!
(38.7)

The functions defined by equations (84.4)


33 BESSEL FUNCTIONS 115

and (88.7) respectively are known as modified Bessel


functions of the first and second kinds.
The result (83.5) is very useful for deducing properties
of the modified Bessel function from those of the
Bessel function For instance, when n is an integer
it follows from equation (25.7) that
= (83.8)
and from equations (26.1) to (26.5) respectively that
= + (33.9)
2,i
- = (88.10)
= (88.11)
= + (83.12)
= (88.18)

Fig. 11 VariatIon of e'10(x), eZ11(x) and with. x


116 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 33

Similarly equations (27.5) and (27.7) imply the relations

{x"I,,(x)} = (88.14)

{a.r"I,,(x)) + (83.15)

All of these relations can, of course, be derived directly


from the definition (83.4) of I, (x) and it is suggested as
an exercise to the reader to derive them in this way.
It should also be observed that satisfies the same
recurrence relations as
5

0 1 2 3 4 5 6

FIg. 12 VariatIon of #K0(z), eK1(x) and eaK,(x) with x.

The variation of !0(x), (a,) and 12(x) with x is hown


graphically in Fig. 11 and that of K1(x) and K2(x)
is shown in Fig. 12.
34 BESSEL FUNCTIONS 117

34. The Ber and Bei Functions. If we wish to find


solutions of the form
=
of the (liffilsion equation


r 00
have to solve the or(linarv differential equation
&R idft jo)J?
d02+ 0 (10
On changing the independent variable to x = e we
see that this latter equation is equivalent to the equation
(84.1)

Formally we may take the independent solutions of this


equation to be 10(i4x) and K0(i&x). Kelvin introduced
two new functions ber(x) and bei(x) which are respec.
tively the real and imaginary parts of i.e.
ber(x) + i bei(x) = 10(i&x). (84.2)
From the definition (83.4) of 10(x) we see that
her(x) = , (84.8)
and that
(_l)'(fx2)23+'
hci(x) (84.4)
= (2s + I ) 12

The variation of the functions ber(x) and bci(x) with x


is shown diagrammatically in Fig. 18.
In a similar way the functions ker(x) and kei(x) are
defined to be respectively the real and imaginary parts of
the complex function K0(ilx), i.e.
kcr(x) i kci(x) = (84.5)
118 THE SPECIAL FUNCTIONS OF AND CHEMISTRY 34

Fig. 13 Variation of ber(x) and bei(x) with x.

From the definition (83.7) of K0(x) we can readily show


that
ker (iv) = (log (lx) + y} ber (iv) + (iv)

+ (2r)!2
q(2r), (84.0)
and that
kei (iv) = {log (jx) + y}bei (iv) ber(x)

+E (2r.-f-l)12
(84.7)
r_o
Fig. 14 shows the variation of the functions ker(x) and
kei(x) over a range of values of the independent variable iv.
The four functions ber, bci, ker and kei are used more
often in electrical engineering than they are in physics or
chemistry. For a full account of their properties and those
of their generalization to higher order and of their
cation to engineering problems the reader is referred to
35 BESSEL FUNCTIONS 119

N. W. McLachlan's Bessel Functions br Engineers,


(Oxford University Press, 1034).

Fig. 14 VariatIon of ker(x) and kel(x) with x.


35. ExpansIons In Series of Bessel Functions. We
know from 80 that

{
+x + (22x2 m2) = 0, (85.1)
}

{ x2 +x + (1u2x2 fl2)} = 0, (85.2)

so that multiplying equation (85.1) by (85.2)


by integrating with respect to x from 0 to a
and subtracting we find that
a a dx
(22 /22)f
X
= (85.8)
if n> 1, m> 1.
120 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 35

Putting In = ii in this result we find that if 2

22_/L2 IizJ,,(2a
(85.4)
The corresponding expression for 2 = p is obtained by
putting p = 2 + e, where e is small, using Taylor's theorem
and then letting e tend to zero. We find that
(85.5)
22a211

Suppose now that 2 an(l p are positive roots of the transcen-


dental equation
+
k arc constants. It follows than that
= (85.7)
wherc
CA
= {k222a2 + h2 k2n2). (35.8)

If we now that we can expand an arbitrary


function /(x) in the form
/(x) = E (85.0)

where the sum is taken over the positive roots of the


equation (35.6) then we can determine the coefficients
as follows: Multiply both sides of equation (85.9) by
x from 0 to a then
=
from which it follows that
a,=_J
1
CA, 0
(85.10)
36 BESSEL FUNCTIONS 121

Because of its similarity to a Fourier series a series of the


type (85.9) is called a Fourier-Bessel series.
In particular if the sum is taken over the roots of the
equation
(85.11)
then the coefficients of the sum (85.9) are given by
a
a5 (35.12)
= {J (2;a)}2 2 .))

Similarly if the sum is taken over the positive roots of the


equation
=0 (35.18)
we find that the coefficients a5 are given by the formula
a5 (85.14)
=
In this section no attempt has been made to discuss
the very (liffleult of the convergence of Fourier-
Bessel series. For a very full discussion of this topic the
reader is referred to Chapter XVIII of G. N. Watson's
A Treatise on the Theory of Bessel Functions, 2nd. edit.,
(Cambridge University Press, 1944).

36. The Use of Bessel Functions in Potential Theory.


As an example of the use of Bessel functions in potential
theory we shall consider the problem of determining a
function v'(o' z) for the half-space a 0, z 0
satisfying the differential equation
1
(q

e
and the boundary conditions:
(i) tp=/(e), on z=0;
(ii)
122 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 36

(iii)
(iv) remains finite as * 0.
We saw in 1 that a function of the form = R(e)Z(z)
is a solution of equation (86.1) provided that
d2Z 2
(86.2)
and that
d2R ldR 2
=0
+ 71;; + (86.8)

where is a constant of separation. To satisfy the boundary


condition (ii) we must take solutions of equation (86.2)
of the form
Z=
and to satisfy the condition (iv) we must take as the
solutions of equation (86.8) functions of the form
B=
since the second solutions would become infinite
in the region of the axis = 0.
The differential equation (86.1) and the boundary con-
ditions (ii) and (iv) are satisfied by any sums of the form
tp(r, z) = (86.4)

where the and are constants. But if we are to satisfy


the boundary condition (iii) we must take the sum over
the positive roots of the equation 1)
+ = 0. (86.5)
The solution is determined therefore if we can find constants
such that condition (i) is satisfied, i.e. such that
= (86.6)

1) For properties of the roots of this equation see example 10 below.


36 BESSEL FUNCTIONS 123

From equations (35.10) and (85.8) we see that we must take

feRe')Jo(21e')de' (86.7)
= +
Hence the required solution is

tp(r, z) 4 (36.8)

where the sum is taken over the positive roots of the


equation (86.5).
If, instead of the boundary condition (iii), we had the
condition v = 0 on = a then it is easily seen that the
solution would have been

z) = Z (86.0)

where the sum is taken over the positive roots of the


transcendental equation
J0(Aa) = 0. (86.10)
For example suppose that satisfies the conditions
tp=O on as
z = 0 a, then the solution to the Problem is
given by equation (86.9) with = By
equation (82.5) we have

since is a root of equation (86.10). Thus the required


solution is
tp(r, z) = (86.11)
a
124 THE SPECIAL. FUNCTIONS OF PHYSICS AND CHEMISTRY 37

Tables of the first forty zeros of the function


with the corresponding values of arc available') so
that it is convenient to express results of the kind (86.11)
in terms of theni. It is readily seen that in this case
tp(r, z) = 8a-i1 0 (86.12)
i ce
where = z/a and = e/a.

37. Asymptotic Expansions of Bessel Functions. In


certain physical problems it is desirable to know the value
of a Bessel function for large values of its argument. In
this sectiOn WC shall (ICI'iVC the asymptotic expansion of
the Bessel function of the first kind and merely
indicate the results for the othci' Bessel occurring in matlie-
matical I)liYSiCS.
We take equation ) as our definition of the function
Applying the theory of functions of a complex vari-
able it is readily sliots'ii that this definition is equivalent to

eixldt + fL,0 e"tdi }


= 1'(UJ'(n+4) {
(37.1)
where L1 is the straight line = 1 in the tipper
half of complex 1-plane and L2 is the corresponding pitrt
of the straight line = 4 1. By changing the variable
from 1 to a = ix(1 1) in the first integral and to
u= ix(1 1) in the second we see that

= + j(x)} (87.2)
where

= (1 +
1) A. Gray, C. B. Mathews and T. M. MacRobert, A Treatise
on Functions and Their ilpplications to Physics, 2nd. edit.,
(Macmillan, 1931).
37 BESSEL FUNCTIONS 125

and denotes its complex conjugate. Expanding


(1 + by the binomial theorem and integrating
term by term we find that
= 0F0 ii, ii; . (87.8)

If we adopt ilankel's convention of writing

', /
+ 71)r

iii equation (87.8) and substitute the result in equation


(37.2) we find fitially that for large values of x the asymp-
totic expansion of the Bessel function is

(1Y(n, 2r)
eos (a,
{

1 1)
sin (x (87.4)
r..O }
The corresponding expansion for the Bessel function of
the second kind is found to be
( 2r)
+
+ eos (x
+ (87.5)
}.
Substituting these asymptotic expressions in equations
(80.18) and (30.19) we find that as x

(87.6)

where j,,(x) is given l)y equation (37.3).


In certain problems only a very crude approximation
to the behaviour of the Bessel function is desired. In these
circumstances the following formulae arc usually suf-
126 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 37

ficient:-

(87.7)

j/iiet4Ta7U+hi, 1/! (87.8)

Similar formulae exist for the modified Bessel functions.


Proceeding in the same way as in the establishment of
equation (28.1) we can show that
= 12)flIdt
+
which becomes

{e

+ezlJo du

by a simple change of variable. By a method similar to


that employed above to obtain the asymptotic expansion
of we can then show that if < arg x
1 r) (n, r)
e
(2x)r + r-O (2xY
and that if <arg the factor exp{x+ (n+
is replaced by exp { (n + The corresponding
formula for the modified Bessel of the second kind is

(2xY
as
BESSEL FUNCTIONS 127

EXAMPLES
1. Making use of Example 2 of Chapter II and of the expansion
(25.8) expand cos (x sin 0) as a power series in sin 0 In two ways.
Hence by equating powers of 0 show that ifs Is a positive Integer

'n+s 1'! Z' ' J, (x).


na (n a)!
Derive the corresponding result for and show that the two
results may be combined Into the single formula
(r+ fl 1)! (r + 2fl)Jr+,R(x)

2. If u and denote the eccentric and mean anomalies of a planet


show that

cos (nu) = n E
m
1
J,1_,(me) cos (me)

1
sin (nu) = n E Jm_n(me) sin (m*).
m

3. Making use of the expression for P,, (cos 0) given in Example 19


of Chapter III show that

E P,,(cos 0) el'cOSOJ0(r sin 0).

4. Show that
(i) = + 8Jai(Z)
(ii) + 3J(z) + J5(z) 0.

5. Prove that
(._i)N du
+ (1)'J0(rz)
2 .10 coslu v'(x' .-.u')
and deduce that
I
+ E (_I)rJ0frx) = 0.
2
______

128 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

6. Show that the curve with freedom equations


ycost/(1 cost)
may be represented in the Interval 0 <S <rt by the Fourier series

y 2EJ,1(n)cos(nx).
ni

7. Prove that
= 0).
2kr nO

8. Prove that
urn
I x\j = J1(x).
'

9. Show that

(1) E J1(a) JoW(a2


n-0

(ii)

n Is a positive Integer
(_i)hIzI"L.J.(2V'x).

11. Ifx>ashowthat
cos(x sin 0)dO = a2)}

12. Prove that, lfi<zx<1,


1
In + n E J0(mn) cos (rnnz)
x') rni
Deduce that
(1)J0(mn)
Jo X
1 + 2x' E
rni
BESSEL FUNCTIONS 129

13. Prove that


J,(x)J.,(x)
where A is a constant, and, by considering the series for J,(x) and
J,(x) when x is small show that A = (2/sr) sin

14. Show that the complete solution of Bessel's equation may be


written in the form

A B are arbitrary constants.

15. Show that the complete solution of the differential equation


I
+ zy = 0

= +
where 4z3/27 and A and B arc arbitrary constants.

16. If a and b are real constants show that the roots of the equation
+ bJ,,(x) = 0
are simple roots except possibly the root a = 0.
Show also that the equations 0, J',,(x) = 0 have no roots
In common except possibly a = 0.

17. Ifx>Iandm+n+1>O,provethat
(x'I Qm(x)

where denotes the associated Legendre function of the second


kind.

18. Prove that


+ Y) E + +
mO rni
130 THE SPECIAL FUNCTIONS OF PHYSCIS AND CHEMISTRY

19. Show that

20. Prove that


E =
and deduce that
(1) J1(re'0) = Z
m

(ii) 4(x) = Jn+m(X).


ml

21. Using the expansion of the last question prove that


is the coefficient of r in the expansion of
i(a sin a + b sin fi)
exp { } rnco nco
By putting R = a cos a + b cos fi, 0 a sin a + b sin fi,
prove Neumann's addition theorem
abe-'0 }n co
J,,(R) z JR+m(a)J,..s(b)r"
( a be
where R' a' + b' 2abcosO.
22. Prove that
J,(ax)J0(bx) -!
where R' a' + b' 2ab cos 0 and deduce that

where
K(k)I 4 4ab
J0 /(tk'sin'ip)' (a+b)' -f-c'
Prove, in a similar way, that

((1 4k')K(k) E(k)}


=
BESSEL FUNCTIONS 131

where k and K(k) are as defined above and


E(k) = Jo
I

23. Show that


JM(x)Jn(x) sin 0) dO

and hence that


= I j"J21(2x sin 0) dO
Deduce that
(2n+2s)!
(ix)" (

24. Prove that


= exp
a +b)1
(_
25. define the Bessel..Integral function of order n by the
equation

Ji,,(x)
Jo
I du U
Prove that if n is even
Ji,,(x) ! (nO) ci (x sin 0) dO,

where ci(x) denotes the cosine integral, and derive the corresponding
expression when n is odd.
Show
(i) ii =E
(ii) = J,,(x)/x;
(iii) (n 1 )Ji,,...1(x) (n +I =
(iv) ci(x) = Ji,(x) 2J1,(x) -4-. 2Ji4(x) ...;

(v) si(x) = 2.J11(x) 2Ji,(x) + 2J1,(x) . .
a!'
(vi) Ji,(x) = + log(4x) 1; 2, 2, 2; x'/4).
ChAPTER V

THE FUNCTIONS OF HERMITE AND LAGUERRE

38. The Hermite Polynomials. The Hermite poly-


nomial is defined for integral values of n and all
real values of x by the identity
= H,,(x)
(88.1)

If we write
/ (x, t) = =
then it follows from Taylor's theorem that
=
=
Now it is obvious from the form of the function
exp { (x g)2} that
,In
I

Late
C I
(
dx"
and so we have the form
= ( (e_z*)

for the calculation of the polynomial


It follows from this formula that the first eight Hermitc
polynomials are:-
H0(x) = 1,
J11(x) = 2x,
H2(x)= 4x2 2
H3(x) =8x3 12x.
182
38 THE FUNCTIONS OF HERMITE AND LAGUERRE 133

II4(x) = 16x4 48x2 + 12,


115(x) = 82x5 160x3 + 120x,
116(x) = 64x6 480x4
720x2 120,
117(x) = 128x7 1844x5 +
8300x3 1680x.

In general we have
1)
(2x)"2
1)(n 4)
+ +
or, in the notation of Section 12,
= (2x)"
(
(88.8)

Recurrence formulae for the Hermite polynomials follow


directly from the defining relation (88.1). If we
tiate both sides of that equation with respect to x we obtain
the relation
2tC2xt_t* = /
nl
from which it follows directly that
= (88.4)
On the other hand if we differentiate both sides of the
identity (88.1) with respect to we obtain the relation
2(x t)c2tx_12 = gn.-1
(n 1)!
which can be written in the form
Ii,,(x)
2x 2 8i

to yield the identity


2x118(x) = + (88.5)
by the identification of coefficients of 1".
134 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 39

Eliminating from equations (88.4) and (88.5)


we obtain the relation
= (88.0)
Differentiating both sides of this identity we find that
= +

and, by equation (88.4), = 2(n + 1 so that


+ = 0. (88.7)
In other words y = is a solution of the linear dif-
ferential equation
y" 2xy' + 2ny = 0. (88.8)

39. Hermite's Differential Equation. We saw in the


last section that is a solution of the differential
equation (88.8). Replacing the integer n in that equation
by the parameter v we obtain Herinite's differential
equation
dzy dy
2vy= 0. (89.1)

If we assume a solution of this equation in the form


y ==E
and substitute in the equation (39.1) we obtain the recur-
rence relation

392 )

on equating to zero the coefficient of Equating to


zero the coefficient of xQ2 we obtain the indicial equation
1) = 0. (89.8)
Corresponding to the root = 0 we have the recurrence
relation
39 THE FUNCTIONS OF HERMITE AND LAGUERRE 135

2(r v)
= (r + l)(r + 2) a, (89.4)
a,4.2

which gives the solution

ai(i 6+
..)
(89.5)
where a1 is a constant.
Similarly, corresponding to the root = 1 of the indicial
equation we have the recurrence relation

a,4.2
2(r+ 1v)2)a? (80.6)
(r + 8)(r+
from which is derived the solution
(12(V. 1)
() ) (89.7)

where a2 is a constant. The general solution of Hermite's


differential equation is therefore
11 = Yi(X) + y2(x). (89.8)
For general values of the parameter v the two series
for y1(x) and y2(x) are infinite. From equations (89.4)
and (80.6) it follows that for both series
a,4.2 115 T (89.9)

If we write
exp (x2) = b0 + + . . . + b,x' + +
then
as r-+cii (89.10)

Suppose that aN/bN is equal to a constant y, which may be


small or large, then it follows form equations (89.9) and
136 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 40

(89.10) that, for large enough values of N,


In other wor(ls the higher terms of the series for y1(x),
y2(x) differ from those of exp (x2) only by multiplicative
constants Yi' )'2' so that for large values of x
y1(x) yie'2, Y2(X)
since for such values the lower ternis are unimportant.
We shall see later (Section 41 below), that in quantum
mechanics we require solutions of 1-lermite's differential
equation which do not become infinite more rapidly than
as x J It follows from the above con-
siclerations that such solutions are possible only if either
or i,2(x) reduce to Siml)le polynomials and it is
obvious from equations (39.5) and (39.7) that this occurs
only if v is a positive integer. For example if v is an even
integer n we get the solution
y(x) = (39.11)
where c is a constant, by taking a2 = 0,
a1 = (
Similarly, if v is an odd integer ii we get the solution
(89.11) by taking a1 = 0 and
a2 = ( c.

Hermite's differential equation therefore possesses solutions


which do not become infinite more rapidly than
as x if and only if i' is a positive integer 'ii. When
this is so the required solution of Ilermite's equation is
given by equation (39.11).
40. Hermite Functions. A differential equation closely
related to 1-lermite's equation is

dx2
+ =0 (40.1)
40 THE FUNCTIONS OF HERMITE AND LAGUERRE 137

If We transform the (lependent variable from ip to y


= (40.2)
and put 2 = I 2z' then it is readily shown that y satisfies
Hermite's equat (89.1). 'l'he general solution of equation
(40.1) is therefore given equations (40.2) and (39.8)
with y1(x), given by equations (39.5) and (39.7)
respectively.
The argument at the end of the last section shows that
the equation (40.1 ) solutions which tend to zero
as x * if and only if the parameter 2 is of the form
1 -4 2n where n is a positive integer. When 2 is of this
form the rcquire(l solution of (40.1) is a constant multiple
of the function (lefined l)y the equation
(40.8)
where II,,(x) is t lie Ilerinite polvnoniial of (legrec ii. 'I'hc
function 1J',1(x) is called a Hermite function of order n.
The recurrence relations for follow imnied iately
from those for II,4(x). For instance equation (38.4) is
equivalent to the relation
= (40.4)
and eqLlation (:38.5) is unaltered in form so that
= + (40.5)
Eliminating from equations (40.4) and (40.5) we
have the relation
(40.0)
From the point, of' view of mat heniatieal the most
important properties of' I termite functions concern in-
tegrals involving pi'oducts of two of t hem. In establishing
most of these properties the starting point is the obser-
vation that the function satisfies the relation
f- (2ii + I = 0 (4().7)
138 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 40

as is obvious merely by substituting 2n + 1 for in


equation (40.1).
Writing down the corresponding relation for !Pm,
+ (2m + 1 =0 (40.8)
multiplying it by and subtracting it from equation
(40.7) multiplied by Wm we obtain, as a result of in.
tegrating over ( cxi, cx)), the relation

2(m n) f WmWn =
Now an integration by parts shows that the right hand
side of this equation has the value

and, if we remember that, for all positive integers n,


* 0 as x - x), we see that this has the value
zero. Hence if we let

=
we see that
Im,n = 0, 7fl fl. (40.9)
In particular
=0
'nl,n+l
so that from equation (40.5) we have

= (40.10)

Now if in equation (40.8) we substitute for from


equation (88.2) we have
= ( (ex') (40.11)
40 THE FUNCTIONS OF HERMITE AND LAGUERRE

so that the left-hand side of equation (40.10) is equal to


dn1

dx"'
and an integration by parts shows that this is equal to
n + 'n+l nI
i.e. to I,, ,,. Hence from equation (40.10) we have
1 01
Repeating this operation n times and noting that
10,0 = =
we find that
tn,n = (40.12)
Combining equations (40.9) and (40.12) we have finally
'm,n = (40.18)
The evaluation of more complicated integrals can be
effected by combining this result with the recurrence for-
mulae we have already established for tile ilermite func-
tions. For instance, it follows from equation (40.5) that

= +
showing that
= 0 if rn n1 (40.14)

and that
= 2"(n + (40.15)

Similarly, making use of equation (40.4) and equations


140 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 41

(40.1815) we can show that


0 if
00

f 1

if 'in = ii 1.
41. The Occurrence of Hermite Functions in Wave
Mechanics. The Hermite functions which we have
dISCUSSCd in the last section occur iii the wave mechanical
treatment of the harmonic oscillator 1). Although this is
a very simple mechanical system the analysis of its l)roperties
is of great importance because of its application to the
quantum theory of radiation.
'rue Schrodinger equation corresponding to a harmonic
oscillator of point mass in with vibrational frequency v is

dx2
+ (II' = 0, (41.1)

where W is the total energy of the oscillator and h is


Planck's constant. The l)r011C111 is to (letcrnline the wave
functions which have the property that
(i) as

(ii) f_j tp = 1.

If we let

nii'
then the equation (41.1) becomes
d2 W (41.2)

and the conditions (i) and (ii) become


1) N. F. Mott and 1. N. Sneddon, Wave Mechanics and its .4p.
plications. (Oxford, 1018), p. 50.
THE FUNCTIONS OF HERFILTE AND LAGUERRE 141
41

(i') as

(ii') =
The argument given at the beginning of Section 40
shows that equation (4L2) possesses solutions which
satisfy the con(Iition (ii') if and only if the pitranicter
(21V//n') which occurs in the equation takes one of the
values 1 + 2n where n is a positive integer. In other words
solutions of this type, which arc by the probal)ihty
interpretation of the wave function ip to correspond to
stationary states of the system can exist if and only if
W = lir(n + (41.8)
where n is a positive integer. When this is the case the form
of the wave function ip is known from Section 40 to be
tp = (41.4)
where C is a constant. Applying condition (ii') and equa-
tion (40.12) we see that
jtrmv\k 1

\ )

Thus the wave function corresponding to an admissablc


energy (n + is

= E = x (41.6)

In theory the matrix elements (ii x p)


I

defined by the equation


(ii I
x =
arc of considerable importance in the case of the harmonic
oscillator. In terms of the variable we have
Ii
(n I
I p) = i,
142 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 42

so that substituting from equation (41.6) we have

(n I x )1}.

It follows then from equations (40.14) and (40.15) that

(n + 1)/i
(41.8)
},
nh
(ii
')={82 }. (41.9)

42. The Laguerre Polynomials. The Laguerre poly-


nomials L,1(x) are defined for n a positive integer and x
a positive real number by the equation
= (1 In. (42.!)
(
Expanding the exponential function we see that
xl (

1
v r1r-f-s
r!s!
The coefficient of I" in this expansion is

'o r!(n
Using the relations
n! ( n)r
+ )nr r!' (n r)!
we see that this sum can be written in the form
n (_
'.
Frxr
rO (rI)2
42 THE FUNCTIONS OF HERMITE AND LAGUERRE 143

Identifying the coefficient of with L,1(x)/n! and adopting


the notation of Section ii we see that
= nl 1F1( ii; 1; x) (42.2)
It should be observed that is a polynomial of degree
n in x, and that the coefficient of xt' is ( 1 )".
A useful formula for the polynomial can be ob-
tained by finding a new representation for the confluent
hypergeometric function on the right hand side of equation
(42.2). By Leibnitz's theorem for the n-th derivative of a
product of two functions we have
1) (Dn_rxn)(Drex)
( rl
rO

where D denotes the operator d/dx. Using the relations


exDr(e_x) = I = n!xn/r!
we see that
= (42.8)

It follows immediately from equation (42.2) that


= Cr (xne_z). (42.4)
dx
The first five Laguerre polynomials can be calculated
easily from this equation; we find that
L0(x) = I,
L1(x) = 1
= 2 4x + x2,
L0(x)
L3(x) = 6 18x + 9x2
L4(x) = 24 96x + 72x2 16x3 x4.
Equations (42.4) can be used to show that the functions
= e+rL,1(x) (42.5)

form an orthonormal system. From (42.4) we have as a


144 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 42

result of in integrations by parts


= fm
d's"
= (_1)m7n!f rn

and this is zero if n> in. Since Lm(X) is a polynomial of


degree in in x it follows that

= 0 if in ii. (42.6)

Since the term of degree n in is ( 1)t'x" it follows


that, then in = ii,

1 r
=
= f 0
= (n!)2
Combining this result with equation (42.6) we find that
= (42.7)

showing that the form an orthonormal set.


Recurrence formulae for the Laguerre polynomials may
be derived directly from the definition (42.1). Differen-
tiating both sides of this equation with respect to I we
obtain the identity
x xl
exp
n-O (ni)! ii!
which may be written in the form
L n' L L
fl! / +(il)2E
/ / =0.
u..O (ni)! it!
43 THE FUNCTIONS OF HERMITE AND LAGUERRE 145

Equating to zero the coefficient of in the expansion on


the left we obtain the recurrence relation
+ 2n + = 0. (42.8)
Similarly if we (lifferentiate both sides of (42.1 ) with
respect to x we obtain the identity
I + (1 1) '-'1" = 0

which yields the recurrence relation


nL71.1(x) 0. (42.9)
Differentiating equation (42.8) twice with respect to x
and replacing n by ii + 1 we find that
(x 2iz8 (a' )+ (ii + 1 (x)+ (a') = 0.
(42.10)
Now from (42.9)
(a') = (ii + 1 L,3(x)},

and hence
= (n + 1)
A similar expression for in terms of and its
derivatives can be readily obtained. Substituting these
values of and iii equation (42.10) we
find that
+ (1 + = 0. (42.11)

43. Laguerre's Differential Equation. Equation (42.8)


shows that y = is a solution of Laguerre's
differential equation
d2y dy
xr+ (43.1)

in the case in which v is a positive integer n. If we put


146 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 43

= 1, & = i' in equation (11.2) we see that it takes


the form (43.1) so that it follows from equation (11.4)
that one solution of equation (48.1) is
Y1(X) = v; 1; x), (48.2)
Similarly we see from equation (11.8) that the second
solution is
Y2(X) = Yi(X) . log x + (43.3)

where the coefficients arc defined by equations of the


type (11.9). The general solution of Laguerre's (11ff erential
equation may therefore be written in the form
y = A111(x) + By2(x)
where A and B are constants and y1(x), are defined
by equations (48.2) and (48.3) respectively.
If we are interested only in solutions which remain
finite at x = 0 it is obvious from equation (48.8) that we
must take the constant B to be zero. Further if a,. is the
coefficient of in the series expansion for y1(x) it is easily
shown that ar+l/a,. r1. As the result of a discussion
similar to that advanced in Section 89, it follows that if
is not an integer
y1(a') cx as x
If, therefore, we are looking for solutions which increase
less rapidly than this we take 3' to a positive integer,
in which case y1(.r) reduces to a
'l'he equation (48.1 ) a solution which increases
less rapidly than c as x if and only if the parameter
3' occurring it is a 1)ositivc integer, n say. If it is also
required that the solution shall remain finite at x = 0, the
solution is of the form
y = (43.4)
where A is a constant and L,,(x) is the Laguerre polynomial
of degree ii.
44 THE FUNCTIONS OF HERMITE AND LAGUERRE 147

44. The Associated Laguerre Polynomials and Func-


tions. If we dilferentiate Laguerre's dilferential equation
in times with respect to a' we find that it becomes
f-i1, (1"?,

which shows that Lm(.r) (ICIIIIC(l by

= L,(x), (ii in) (44.1)

is a solution of the differential equation


(121/ (11/
a' 4 (in 1 a') + (,, in )y = 0. (44.2)
(LX

The l)01Yn0n11a1 defined liv equal ion (44.1 ) is called


the associated Laguerre polynomial. It follows from
equation (42.2) that it may he represented as a series by
the equation
= n+ in; ?n+ 1; a') (ii in). (44.8)

Similarly equation (42.4) leads to (lie formula


(1"
. (44.4)
= { }

The simplest associated Luguirre polvnoniials are:


1,
= 4 + 2r, =2
= 18+ 18x3r2, = 186z', 6.

= t)6-r 144x48x2--- 4.r3, 12x2,

= 96 24x, = 24.
The definition (44.1 ) for the assoeiate(l Laguerre poly-
nomial is the one usually taken in applied mathematics.
148 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 44

In pure mathematics the function

1F1( n; m 4 1; x) (44.5)
=
which is a solution of the differential equation

("+ I x)+ny=O
is often taken as the definition of the associated Lngucrrc
polynomial 1) so that care must be taken in reading the
literature to ensure that the particular convention being
followed is understood.
It is readily shown from equation (42.1) which defines
the generating function for Laguerre polynomials that the
associated Laguerre polynomials may be defined l)y the
equation
( 1 )mjm exp (_- = (1 t". (44.6)

This identity can then be used to derive recurrence relations


for the associated Laguerre polynomials similar to those of
equations (42.8) and (42.9) (ef. Examples 6(u), (iii)
below).
The Laguerre functions J?Hj(X) are defined by the equation
= 1 + 1) (44.7)
(n
If in equation (44.2) we replace in by 21 + 1, n by n + 1
and y by we see that the function is a
solution of the ordinary linear differential equation
(44.8)
x (LX 1.4 X X2 J

In most physical l)rol)lenls in which this equation arises


it is known that 1 is an integer. By reasoning similar to
1) See, for instance, E. T. Copson, Functions of a Cauiple,r J'ariablc,
(Oxford University Press, 1935) 269.
44 THE FUNCTIONS OF HERMITE AND LAGUERRE 149

that outlined in Section 43 it can readily be shown that the


equation (44.8) a solution which is finite at
x = 0 and tends to zero as x if, and only if, the para-
meter n which occurs in it assumes integral values. When
this does occur the solution is A where the function
is given by equation (44.7) and it is an arbitrary
constant.
We shall now evaluate the integral

=
which arises in wave mechanics. From equation (44.6) we
have the identity
12i+11
- 'n+Z jn+l =
nl+1 n'i+L (n41)!(n' -4 1)!
I xi xt-
expj
I. ii
(1

from which it follows that

,i'l+I (n41)!(n f-i)! f


(tr)21+' I ri xr 1
= (l_j)2L+2(l_r)21+2JoX -eXl)1xj------jj----Jdx

This last integration is elementary and gives for the ex-


pression on the right
(21 + t)(1 r)
(1
and by means of the binomial theorem we may expand
this function in the form
-i-- r
1 r IT) '
TI
150 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 45

Now the coefficient of (1r)'*l in this expansion is


2n{(n+ 1)1)
(nl- 1)!
and this is equal to + 1)1)2. Hence
= / (44.9)
f
45. The Wave Functions for the Hydrogen Atom.
We shall conclude this chapter by discussing the motion
of a single electron of mass m and charge e in the
Coulomb field of force with potential
Ze2
V(r)=,
due to a nucleus of charge Ze. In a first approximation we
may treat the mass of the nucleus as infinite and this
case the wave function of the system is governed by the
Schrodingcr equation 1)

(45.1)

and the conditions:


(i) 0, 0, q,) for all r, 0, p;
(ii) must be bounded in the range 0 0 for
all r, p;
(lii) tp+Oasr.cx;
(iv) tp remains finite as r*O;
(v) ip is normalized to unity, i.e. $1 12 dr = 1 where
the integral is taken throughout the whole of
space.
W is the total energy of the system.
1) N. F. Mott and I. N. Sneddon, bc. cit. p. 54.
45 THE FUNCTIONS OF HERMITE AND LAGUERRE 151

The equation (45.1) may be solved by setting


= (45.2)
where, by the metho(l of separation of variables we have
=
4- +
0, (45.8)

(45.4)

+ zt2) 1(1 + 1)
(iv RO (45 5)
+ }
To satisfy condition (1) we must choose as a solution of
(45.3) a function such that + = for
all (p. Thus u occurring in equation (45.8) must be an
integer and a convenient solution will be
= (45.6)
A is an arbitrary constant. Equation (43.5) is the
wellknown equation of which the solution is the as-
sociated Legendre polynomial 0). If 1 is integral
and 1 u , then 0) is the only solution which is
bounded in the range 0 0 and is therefore the only
one leading to a wave function which satisfies condition
(ii) above; if 1 is not an integer no bounded solution exists.
To solve equation (43.5) we write
= .)'
V
;' = --
Zc2
h-ct
(4o.7)

and change the independent variable from r to x where


= We than find that
(45.8)

where, in order that conditions (iii) and (iv) should be


satisfied, II must be such that U 0, as x and as
152 THE SPECIAL FUNCTIONS OF PHYSiCS AND CHEMISTRY 4S

x > 0. From the arguments of Section 44 it follows that


this is possible only if 1 is a positive integer and only if v
is an integer, ii say, which is greater than 1 4 1.
this is so we may write the solution of equation (45.8)
in the form (44.7) so that the solution of (45.5) is propor-
tional to Now by the second of the equations
(45.7) we have

for the possible values of the total energy TV. The wave
functions corresponding to the value of energy given by
the integer n are
0, (45.10)
where C,,1,, is a constant determined by the condition (v).
In polar coordinates dr = r2 sin 0 dr(l0 thp so that this
condition gives

1= f:sin 0 {P' (cos 0)J2d0

so that it follows from equations (21.20) and (44.9) that


(Q (4511)
C
I. 8ru(l+u)!{(n+1)!}3 J

Now from equations (45.7) and (45.9) we find that


= 4n2Ze2m/(h2n) so that if we introduce the Bohr
radius a by means of the equation
It2
(45.12)

we find that = Z/an. Introducing this result into (45.11)


and substituting the value obtained for into equation
(45.10) we find that
45 THE FUNCTIONS OF HERMITE AND LAGUERRE 153

0, =
{ (2Zs)3
an' (1l-u)!{(n+l)l}38nn
(45.18)
with u 1 n 1 are the corresponding
to the energy (45.9) of the hydrogen atom.
If we write = 2'I2Z2e'ln/h2 then correspondmg to
the energy 1V0 we have the wave function
0, = \ a'
(e = Zr/a),
and to the energy level we have the three wave
functions
1 Z3 (2
0, =

1 Z3
0, ,) COS 0,
= ()'
I
v211(r, 0, p) sin 0
=
From the last of these functions we can construct two
functions
I Sm
QsinO
cos

Similarly corresponding to the energy W0/9 we have the


six wave functions
= I ()* Z'3
0,
a
(27 '8e +
Z3
0, tp)
= ()'
(i (6 0)0e1Q cos 0,
1 Z'3
0, p) = sin 0
tp311(r,
/r (P
a (6
154 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 45

cos2 0 1),
= 81i/6n(a)
0, Sm 0 cos 0 eic',
=
V'324(r, 0, p) sin2 0
=
In wave mechanics v(r, 0, p) I2dr represents the pro-
I

bability that the electron whose wave-function is 0,


is to be found in a small volume dr centred at the point
whose polar coordinates are (r, 0, To make the total
probability unity we must have
I2 (1x= 1,
$
where the integral is taken throughout the whole space.
Since, in polar coordinates, dv = r2 sin 0 drd 0 dp it follows
that the probability that the electron is at a distance
between r and r + from the electron is q(r)dr
where
2n
'p(r)=r2 I dtp I
Jo Jo
Hencefor an electron in the state defined by quantum
numbers n, 1, u (equation (45.18) above) we have
(nIi)! 2-
= 2n{(n +
'rue mean value of any function / which depends on r
alone is given by
1=
that is, by the formula

= 2n{(n
For examples of the use of this formula see example 17
below.
THE FUNCTIONS OF HERMITE AND LAGUERRE 155

E X A M P L ES

1. Prove that if us < n


d" 2mn!
{tI,,(x))
= in)!
2. If
K(x, y, I) =
nO

where the are the orthonormal set of Ilerinite functions defined


by the relation
24
prove that
y, 1)d.r -=

Assuming that K(x, y, 1) is of the form A exp(fLr +


C D are functions of I prove that.
I f.iayt (x+y3)(1+1')
K(x, y, 1) = CXJ)
2(1 I)'
3. Show that
I" I I 4x'!
(If (x))'
nO n! 4(s) LI 1-I
4. The Sclirdinger equation for the thrce.dimensional oscillator in
cylindrical coordinates a) is
8z'ns
p's, + -- 4- w'z2))vp = 0.
Show that the solutions v' of this equation such that. - 0 as and
a u and tp is finite at. the origin arc of the form
Cexp {iu
where C is a constant, 1, it, u arc positive integers,
fi = and f, is a polynomial of degree 21 in which
satisfies the equation
d'f I 1\df I
+ uI + 21 0.
_

156 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

Show also that the corresponding values of W are given by the


equation
W (2! + Iu + 1)1w + (is + 3)hw.
5. Prove that
n! ,,

6. Prove that
d M
(I) (x)

(x 2n + + 0

(iii) nL'_1(x) + 0.

7. If in is prove that
(nrn)!
(_1)?*
J0 is !

8. Prove that

if is 1+1

RR, (z)dx (..I)is+i


= (nIi)!
9. Show that

10. Prove that the function

is a solution of the differential equation


d'y ay+i dy f 1 2fl+a+I y(2xy)
0
2x 4x'
THE FUNCTIONS OF HERMITE AND LAGUERRE 157

ii. The potential energy for the nuclear motion of a diatomic


molecule is closely approximated by the Morse function
V(r) =

Show that the sJ)herically symmetrical solutions of the Schrodingcr


equation with this potential arc
= (0

where b= C,, is a normalization constant, and the


corresponding values of the energy are
II r ("+4) +
b

12. Prove that. the normaliz.ation constant C,, in the previous


example has the value
2ba
N,,
where
"n r 1)
N,, = {V(2b
r-.O

13. Show that in paral)olic coor(linates q. defined by the


equations
x= cos q', y sin z

SchrUdingcr's equation for a hydrogenlike atom of nuclear charge Ze


takes the form

1/1
+ + +
in
+ + ij) + = 0

Show that. this equation has solutions of the forzit

'l"i') =
where a is the Bohr radius, n k-f- i-f-a fi and JI'= 2n2mc'z2/(n'/i2).
Determine the constant C so that ip is normalized to unity.
158 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

14. In the theory of the rotation and vibration spectrum of a diii-


tomic molecule there arises the problem of solving the Sehrodingcr
equation with potential energy
B Ze2

Show that the energy levels are given by II' = 2ntnsZe'/(h'a')


where a = n 4 -1- iJ{b + (1 +4)2) with n, integers and b 1

and that the corresponding wave functions arc

(s) O)eiuq
aa (i-)
aa
where a is the Bohr radius, + (1 + 4)2) and is a nor-
malisation factor.

15. Show that the constant occurring in the last example has
the value

5
2 (21+])n!(lu)!
taal'(n-s-rz-l1) I I I
16. If
1(1; ii; a) I
x'42{R,,5(x))dx
Jo
prove that 1(1; n; a) ((n + 1)1)2 is the coefficient of in the
expansion of
(l+s+r
r
Deduce that.
{(n I-

(On2 21(1 + I))


1(1;
ii)!
17. Show that in a hydrogen-like atom of nuclear charge Ze the
average distance of the electron front the nucleus, in the state
described by quantum numbers 1, ii, is
ls'a r i 1 1(1+1)

Find the average value of hr and show that the total energy of
a hydrogen atom is just one-half of the average potential energy.
APPENDiX

THE DIRAC DELTA FUNCTION

46. The Dirac Delta Function. In mathematical


physics we often encounter functions which have non-zero
values in very short intervals. For example, an impulsive
force is envisaged as acting for only a very short interval
of time. The Dirac delta function, which is used extensively
in quantum mechanics and classical applied mathematics,
may be thought of as a gcncralisation of this concept.
If we consider the function

IxI<a; (46.1)
JxI>a,
then it is readily shown that
= 1. (40.2)

Also, if /(x) is any function which is integrable in the


interval ( a, a) then, by using the mean value theorem
of the integral calculus, we see that

f(x)a(x)dx = f /(x)dx = /(Oa), I 0 1. (40.8)

We now define
6(x) = urn Oa(X). (46.4)

Letting a tend to zero in equations (46.1) and (46.2) we


see that 6(x) satisfies the relations
6(x) = 0, if x 0, (40.5)
150
160 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 46

fo(x)dx = 1 (46.6)
The "function" 6(x), (lefincd by equations (46.5) and
(46.6), is known as the Dirac (lelta function. It is unlike
the functions we normally encounter in mathematics;
the latter are clef mccl to have a definite value (or values)
at each point of a certain (lomain. For this reason 1)irac
has called the delta function an ''improper function'' and
has emphasised that it may be used in mathematical
analysis only no inconsistency can possibly arise
from its use. The (lelta function could l)c (liSpdnSc(l with
entirely by using a limiting l)I'occdlure involving ordinary
functions of the kind 60(x), but the "function" 6(x) and
its "derivatives" play such a useful role in the formulation
and solution of boundary value Prot)lcms in classical
mathematical physics as well as in quantum mechanics
that it is important to derive the formal properties of the
Dime delta function. It should he emphasised, however,
that these properties are purely formal.
First of all it should be observed that the precise variation
of 6 (x) in the neighbourhood of the origin is not important
provided that its oscillations, if it has any, are not too
violent. For instance, the function
sin(27rnx)
6(x) = Inn

satisfies the equations (46.5) and (46.6) and has the same
formal properties as the function clef med by equation
(46.4).
If we let a tend to zero in equation (46.3) we obtain
the relation
1(0), (46.7)
which a simple change of variable transforms to
a)dx = /(a). (46.8)
THE DIRAC DELTA FUNCTIONS 161
46

In other words the operation of multiplying /(x) by (xa)


and integrating over all x is merely equivalent to sub-
stituting a for x in the original function. Symbolically
we may write
a) = /(a)(x a) (46.9)
if we remember that this equation has a meaning only in
the sense that its two sides give equivalent results when
used as factors in an integrand. As a special case we have
x(x) = 0. (46.10)
In a similar way we can prove the relations
6( x) =
(ax) = (x), a> 0, (46.12)

(a2 x2) = {(x a) + (x + a)), a> 0. (46.18)

Let us now consider the interpretation we must put


upon the "derivatives" of (x). If we assume that
exists and that both it and (x) can be regarded as or-
dinary functions in the rule for integrating by parts we
see that
f/(x)a'(x)dx = =

Repeating this process we find that


= ( (46.14)

The statement is often made that the Dirac delta function


is the derivative of the Hcaviside unit function 11(x)
defined by the equations
H
_Ji, ifx>0;
if
and it is easy to see on geometrical grounds that there are
162 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 46

reasons for conjecturing such a relationship. To make it


precise we note that if, in the definition 1) of the Stieltjes
integral

we take F(x) to be the Heavisidc function H(x), we find


immediately that, for any integrable function 1(x),

= /(0). (46.15)

Comparing equation (46.15) with equation (46.7) we sce


the relation between 11(x) and 6(x). It may be seen from
these equations that 6(x) is not a function but a Stieltjcs
measure, and that the use of the Dirac delta function could
be avoided entirely by a systematic use of Stieltjes in-
tegration.
1) The simplest definition of a Stieltjes integral f f(x)dF(x) is as
the limit of approximative sums F(x,_1)], where the
x, are points of subdivision of(a, b)and in the interval xe).
INDEX
Ad(ljt ion formula for I lessel 1)irac delta function 1 59.
coefficients 101, 181). 1)ixon's theorem 89.
C. 18. l)uplication formula 11.
Analytic function 5.
Anomaly 81 Elliptic integrals 39, 1:10, 131.
Associ:mted I.agLICrrefunctions Etude, M. 14.
147; POlynomials 147. Errorfunction 13.
Asyinptot ic expansions of Bessel F:milcr's constant 1 1.
functions 124. Exponential-integral 12, 17.
Jlailev, N. 87. Ferrer's function 78, 90.
Bei funet ions 117. lourier-ltcssel series 121.
Ber functions 117 Fresnel integrals 13.
Bessel coefficients 93; functions
4; integral function 1:11. (;muuma function 10.
Bessel's differential equations 4, (;auss' theorem 21.
97, 102. (;encntlised luvpergeometric
Beta function 10. series 80.
Bohr radius 152. Gillespie, H. P. 10.
j.; 5.
Cauchy's theorem 79. Gray, A. 124.
Circular functions 4, 15.
Complete sequtence 50. I lankel's I tessel functions 107.
Cot pressilile flow 24. I larmonie oscillator 144), 155.
Conduct iOU of heat cu1tiatiot* 42. I lcaviside's unit funct ion 101 -
Confluent nc equa- I lernuite functions 186; poly-
tion 82; hvpcrgeonietric fune nomials 1:12.
tiomi 32. I lermite's (liffercntial equation
Contiguity relations 81 , 85. 184.
Copson, E. '1'. 148. Ilobsotu, B. \V. 55, 59, 80.
Cosine-integral 12, 17. hydrogen atom 150, 157, 158.
Coulomb field 48, 150. 11 ypergeomctric equation 28;
Coulson, C. A. 71. functions 18; series 18.
Curvilinear co-ordinates 1, 15. Ilvslop, .L M. 18.
Cylindrical to-ordinates 8, 113,
121, 155. Imuce, B. 5.
lndieial e(luatiofl 7.
l)elta function 159. Integral formmumlac 20, 85, 70, 100,
1)iatomic molecule 157, 110.
163
164 THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY

Jahnke, B. 14. Heeurrence relation 6; relations


for Legendre functions 52, (19;
lCuniner's relation 85. relations for Bessel functions
94.
Lagtierre's (lifferential equat ion itegular singular point 6.
146. lticmann Pfunction 25.
Laguerre polynonnals 142. lloderigues' formula 55.
Laplace's e(luation 1, 14, 15, 46, Ilotator 88.
70, 83, 90, 121. itutherford, 1). B. 1, Dl.
Legcndre functions 63; poly
nonals 46; series 58. Saalsehfltz's theorem 41.
Legendre's associated e((IULtIOn Schrddinger equation 24, 42, 48,
78; ncSOCiatC(1 functions 77, 83; 88, 140, 150, 155, 157.
(lifferential equation 60. Series of Legendre functions 57;
Linear different jail equation 4, 16. of Bessel functions 11 9.
Logarithmic integral 12. Sine-integral 12, 17.
Singular point 6.
MlIclLOl)ert '1'. M. 81, 66, 124. Sneddon, I. N. 140, 150.
Mathews, G. 11. 124. Special functions 3.
Matrix elements 141. Spherical Bessel functions 108;
N. 119. co-ordinates 14, 70.
MO(lified Bessel functions 118. Sticltjes integral 162.
Molceiiliir sI)ectru 24, 157. Surface spherical harmonies 80.
Morse function 157. Symnetrical-top molecule 22, 42.
Mott, N. F. 140. 130.
Murphy's formula 54. Tables of functions 13, 14, 51,
110, 124.
Neumann, F. E. 65. Taylor series 5.
Neumann's addition theorem 130
Bessel function 105; formula Vandermnonde's theorem 22.
(16.
Nornmlised fund ions 59. Watson, C. N. 121.
Walson'S theorem 45.
Ordinary point 5. Wave mechanics 42, 43, 88, 140,
Orthogonal 59. 149.
Orthonorinal set 59. Bessel functions 10(1.
theorem 45.
Parabolic co-or(linates 15, 157. uittakcr's functions 85.
Pauling, L., 24. Wilson, B. B. 24.
P-function 25.
Phillips, B. G. 79. Zeros of Legendre functions 87:
Point at infinity 0. of Bessel functions 129.
Potential theory .16, 57, 70, 83,
121.

Common questions

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Integral expressions for Bessel coefficients include forms like (1 - u)^n - 1 ∫ cos(xu)du, which arise from series expansions and duplication formulae for the gamma function. These integral expressions are useful as they provide alternative computational techniques and theoretical insights into Bessel functions, especially in cases where asymptotic expansion or power series are insufficient or less practical .

The Hermite polynomials are defined using Taylor's theorem because it facilitates the derivation of their explicit form and recurrence relations, which are crucial for their application in physics . Specifically, the Hermite polynomials arise as solutions to Hermite's differential equation, a second-order linear differential equation, which frequently occurs in the context of quantum mechanics, notably in the treatment of the quantum harmonic oscillator. The solutions form a set of orthogonal polynomials that are well-suited for describing quantum states . Thus, their definition through Taylor's theorem and the resulting properties make Hermite polynomials highly relevant in providing analytical solutions to physical problems involving wave mechanics .

The regular singular points of the hypergeometric equation are x = 0, x = 1, and x = ∞. For x = 0, the exponents are 0 and 1 − γ; the solutions take the form of power series starting with terms x and x^(1−γ) respectively . For x = 1, the exponents are 0 and γ − α − β, leading to solutions in forms similar to those at x = 0 but defined around x = 1 instead . For x = ∞, the exponents are α and β, and the solutions are expressed accordingly for large x . Each of these singular points corresponds to solutions in the neighborhood, involving hypergeometric series in specific forms .

The addition formula for Bessel coefficients is derived by considering the expression \( e^{\frac{x+y}{2}(t - \frac{1}{t})} \) and expanding it into series involving Bessel coefficients \( J_r(x) \) and \( J_{n-r}(y) \), leading to the form \( J_n(x+y) = \sum_{r=-\infty}^{\infty} J_r(x) J_{n-r}(y) \). This formula allows the Bessel coefficient \( J_n(x+y) \) to be expressed in terms of simpler coefficients, \( J_r(x) \) and \( J_{n-r}(y) \), facilitating easier computation and simplification of solutions to physical problems involving Bessel functions . The addition formula plays a significant role in mathematical physics where Bessel functions occur frequently, such as in wave mechanics and potential theory, by simplifying the complex arguments of these functions . This results in a more manageable form improving computational efficiency .

Challenges when seeking solutions to Bessel's equation in the form A Jν(x) + B Yν(x) include dealing with the regular singular point at x = 0 . The indicial equation roots, ±v, define the form of the solution, requiring special treatment when the parameter ν is neither zero nor an integer, as non-integer and integer values lead to different series solutions . For non-integer ν, the solutions involve complex series, and for integer ν, the solutions require adjustments like handling logarithmic terms, especially for the Bessel functions of the second kind . Additionally, solutions must address issues of convergence in Fourier-Bessel series, which are discussed extensively elsewhere due to the mathematical difficulties involved . The solutions involve complex series and asymptotic expansions for large arguments, often simplifying to accommodate specific boundary conditions in practical applications , which can make managing the behavior of Bessel functions under different constraints challenging.

The convergence of the hypergeometric series differs based on the value of x. Near x = 0, solutions are typically expressed in terms of the series 2F1 which is convergent for |x| < 1 and provides the solution y = 2F1(α, β; γ; x). If x = 1, the series converges absolutely if γ > α + β . In contrast, for points near x = 1, the series can be expressed in terms of new variables and transformations, and convergence conditions change based on those parameters, typically involving other parameters like μ and ν . The series behavior fundamentally depends on whether the parameters at these points yield zero or positive integers, affecting the convergence radius in each case .

Asymptotic expressions for Bessel functions are crucial in practical applications because they allow for simple approximations when dealing with large arguments. These expressions are particularly useful in contexts such as wave mechanics or potential theory where precise computations are needed over a range of values. For example, in electromagnetic wave propagation problems, Bessel functions describe the radial component of cylindrical waveforms, and their asymptotic forms can simplify analysis by providing approximate solutions that are easy to compute . Such simplifications are also essential in boundary value problems within mathematical physics, enabling the resolution of complex differential equations into more manageable forms . Moreover, these approximations facilitate computational efficiency in engineering problems, like those involving vibrations and acoustics, where quick and accurate solutions are prioritized .

Kummer's theorem refers to a notable identity related to hypergeometric series. It can be derived from the hypergeometric series by using relation transformations and integral representations. Specifically, Kummer's theorem for hypergeometric functions states that \( _1F_1(\alpha; \gamma; z) = e^z _1F_1(\gamma - \alpha; \gamma; -z) \). This theorem can be derived by rewriting the hypergeometric series in an integral form and exploiting the properties of the gamma function within this context . The confluent hypergeometric function _1F_1 (also known as Kummer's function) is obtained from the generalized hypergeometric series \(_pF_q\) by considering the case with \(p=1\) and \(q=1\) and using specific changes of variables within these series, leading to the specific connection with the exponential function as indicated in Kummer's theorem .

The hypergeometric differential equation is related to the Schrödinger equation because both involve ordinary second-order linear differential equations with regular singular points. In certain problems, such as the Schrödinger equation for symmetrical-top molecules or boundary value problems in mathematical physics, transformations can reduce them to a form similar to the hypergeometric equation . This relationship is important because it enables the application of known solutions to the hypergeometric equation, represented by hypergeometric functions, to solve the Schrödinger equation in these contexts, thus facilitating the analysis and solution of quantum mechanics and mathematical physics problems .

In the context of hypergeometric functions, the linear relations between solutions of the hypergeometric equation within overlapping intervals of convergence are significant because they allow the expression of complex solutions in terms of simpler, fundamental solutions. Specifically, the hypergeometric equation transforms under variable change but maintains its type, leading to twelve solutions for different independent variables, each convergent within the unit circle. These solutions can be expressed in terms of two fundamental solutions, and these relations expand to include another twelve solutions derived from other transformations. A complete understanding of these relations, such as contiguity relations when parameters differ by ±1, enables expressing solutions efficiently across overlapping intervals of convergence. These relations between the hypergeometric functions' solutions are crucial for solving differential equations encountered in mathematical physics and expand the scope of applicability of these functions .

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