Die Grundlehren der mathematischen Wissenschaften

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Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Beriicksichtigung der Anwendungsgebiete Band 52 H erau.fgegeben von J. L. Doob. E. Heinz F. Hirzebruch. E. Hopf H. Hopf. W. Maak. S. Mac Lane W. Magnus D. Mumford F. K. Schmidt K. Stein (;eschajftsjfuhrende lslerausgeber B. Eckmann und B. L. van der Waerden

Formulas and Theorems for the Special Functions of Mathematical Physics Dr. Wilhelm Magnus Professor at the New York University Courant Institute of Mathematical Sciences Dr. Fritz Oberhettinger Professor at the Oregon State University Department of Mathematics Dr. Raj Pal Soni Mathematician International Business Machines Corporation Third enlarged Edition Springer-Verlag Berlin Heidelberg GmbH 1966

Geschäftsfahrende Herausgeber : Prof. DΓ. B. Eckmann Eidgenössische Technische Hochschule Zürich Prof. Dr. B. L. van der Waerden Mathematisches Institut der Universität Zürich ISBN 978-3-662-11763-7 ISBN 978-3-662-11761-3 (ebook) DOI 10.1007/978-3-662-11761-3 All rights reserved, especially that of translation into foreign languages. It is also forbidden to reproduce this book, either whole or in part, by photomechanical means (photostat, microfilm and/or microcard or any other means) without written permission from the Publishers by Springer-Verlag Berlin Heidelberg 1966 Softcover reprint of the hardcover 1st edition 1966 Library of Congress Catalog Card Number 66-28437 Titel No. 5035

Preface This is a new and enlarged English edition of the book which, under the title "Formeln und Satze fur die Speziellen Funktionen der mathematischen Physik" appeared in German in 1946. Much of the material (part of it unpublished) did not appear in the earlier editions. We hope that these additions will be useful and yet not too numerous for the purpose of locating.with ease any particular result. Compared to the first two (German) editions a change has taken place as far as the list of references is concerned. They are generally restricted to books and monographs and accomodated at the end of each individual chapter. Occasional references to papers follow those results to which they apply. The authors felt a certain justification for this change. At the time of the appearance of the previous edition nearly twenty years ago much of the material was scattered over a number of single contributions. Since then most of it has been included in books and monographs with quite exhaustive bibliographies. For information about numerical tables the reader is referred to "Mathematics of Computation", a periodical published by the American Mathematical Society; "Handbook of Mathematical Functions" with formulas, graphs and mathematical tables National Bureau of Standards Applied Mathematics Series, 55, 1964, 1046 pp., Government Printing Office, Washington, D.C., and FLETCHER, MILLER, ROSENHEAD, Index of Mathematical Tables, Addison-Wesley, Reading, Mass.).. There is a list of symbols and abbreviations at the end of the book. The formulas within each section are arranged in order of increasing complexity (a concept which, cannot of course, be sharply defined). We gratefully acknowledge the assistance of many people who contributed towards the improvement of the book. Finally, the authors wish to thank the staff of Springer-Verlag for their patience and splendid cooperation. New York, N.Y. Corvallis, Oregon Endicott, N.Y., July 1 6 WILHELM MAGNUS FRITZ OBERHETTINGER RAJ PAL SONI

Contents Chapter I. The gamma function and related functions 1.1 The gamma function.... 1.2 The function 'P (z) ; 1.3. The Riemann zeta function C(z) 1.4 The generalized zeta function C(z, "') 1.6 Bernoulli and Euler polynomials 1.6 Lerch's transcendent «P(z, 5, "') 1.7 Miscellaneous results Literature.... Chapter II. The hypergeometric function 2.1 Definitions and elementary relations.. 2.2 The hypergeometric differential equation. 2.3 Gauss' contiguous relations..... 2.4 Linear and higher order transformations. 2.5 Integral representations.... 2.6 Asymptotic expansions........ 2.7 The Riemann differential equation... 2.8 Transformation formulas for Riemann's P-function 2.9 The generalized hypergeometric series 2.10 Miscellaneous results Literature.... 1 1 13 19 22 26 32 36 36 37 37 42 46 47 54 66 67 68 62 64 65 Chapter III. Bessel functions 66 3.1 Solutions of the Bessel and the modified Bessel differential equation... 65 3.2 "Bessel functions of integer order........... " 69 3.3 Half odd integer order........... "..... 72 3.4 The Airy functions and related functions... "....... 76 3.6 Differential equations and a power series expansion for the product of two Bessel functions............... 3.6 Integral r e p r e s e nfor t Bessel, a t i o Neumann ~ s and Hankel func- 77 tions.... 79 3.7 Integral representations for the modified Bessel functions 84 3.8 Integrals involving Bessel functions.. 86 3.9 Addition theorems......... 106 3.10 Functions related to Bessel functions. 108 3.11 Polynomials related to Bessel functions 120 3.12 Series of arbitrary functions in terms of Bessel functions. 123 3.13 A list of series involving Bessel functions........ 129

Contents VII 3.14 Asymptotic expansions 138 3.16 Zeros.... 146 3.16 Wscellaneous. 148 Literature..... 161 Chapter IV. Legendre functions. 161 4.1 Legendre's differential equation 151 4.2 Relations between Legendre functions. 164 4.3 The functions P ~ ( and x ) Q:(x). (Legendre functions on the cut) 166 4.4 Special values for the parameters... 172 4.6 Series involving Legendre functions.. 178 4.6 Integral representations....... 184 4.7 Integrals involving Legendre functions. 191 4.8 Asymptotic behavior........ 195 4.9 Associated Legendre functions and surface spherical harmonics 198 4.10 Gegenbauer functions, toroidal functions and conical functions 199 Literature........... 203 Chapter V. Orthogonal polynomials. 204 6.1 Orthogonal systems....... 204 6.2 Jacobi polynomials....... 209 6.3 Gegenbauer or ultraspherical polynomials 218 6.4 Legendre Polynomials....... 227 5.6 Generalized Laguerre polynomials.. 239 6.6 Hermite polynomials....... 249 6.7 Chebychev (Tchebichef) polynomials 256 Literature........ 262 Chapter VI.' Kummer's function 262 6.1 Definitions'and some elementary results 262 6.2 Recurrence relations........ 267 6.3 The differential equation..... 268 6.4 Addition and multiplication theorems 271 6.6 Integral representations...... 274 6.6 Integral transforms associated with tft(a; c; z), U(a, c, z) 278 6.7 Special cases and its relation to other functions. 283 6.8 Asymptotic expansions.... 288 6.9 Products of Kummer's functions 293 Literature.......... 295 Chapter VII. Whittaker function 295 7.1 Whittaker's differential equation. 295 7.2 Some elementary results..... 301 7.3 Addition and multiplication theorems 306 7.4 Integral representations.... 311 7.5 Integral transforms...... 314 7.6 Asymptotic expansions.... 317 7.7 Products of Whittaker functions 321 Literature............. 323

VIII Contents Chapter VIII. functions. Parabolic cylinder functions and parabolic 8.1 Parabolic cylinder functions 8.2 Parabolic functions. Literature........ Appendix to Chapter VIII. Chapter IX. The incomplete gamma function and special cases. 9.1 The incomplete gamma function 9.2 Special cases Literature............. 323 323 333 335 336 337 337 342 357 Chapter X. functions Elliptic integrals, theta functions and elliptic 10.1 Elliptic integrals............. 10.2 The theta functions............ 10.3 Definition of the Jacobian elliptic functions by the theta functions.... 10.4 The Jacobian zeta function............ 10.5 The elliptic functions of Weierstrass..... 10.6 Connections between the parameters and special cases. Literature Chapter XI. Integral transforms 357 358 371 377 386 387 392 395. Examples for the Fourier cosine transform 396 Examples for the Fourier sine transform.. 397 Examples for the exponential Fourier transform 397 Examples for the Laplace transform 397 Examples for the Mellin transform...... 397 Examples for the Hankel transform..... 397 Examples for the Lebedev, Mehler and generalised Mehler transform 398 Example for the Gauss. transform.............. 398 11.1 Several examples of solution of integral equations of the first kind....... 465 Literature........' 467 Appendix to Chapter XI 467 Chapter XII. Transformation of systems of coordinates. 472 12.1 General transformation and special cases. 472 12.2 Examples of separation of variables. 485 Literature....... 492 List of special symbols 493 List of functions 495 Index...... 500 395