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M:\'I'III~;MI\TICJ\L
'I'I;:XTS
AT.l~X,\~Dlm
DANIEl.
W,Wt;8
EU:CTIIICITY
1'/t().JI!C'1/V'-: GI':O)lHT/lY
1:o."Tl'.G/lAT'ON
1'.\/11'110/. DII"'P./I/!STI.\TIOS
ISFlslTl.: SIWII!S,
Prof. A. C. Aitken, n,Se" 1'.11.5, I'rof. A. C. Aitken, D.Se. F.rI.S, Prof. C, A, Coulson, D.Se., F.n.S, Prof. C. A, COllison, D.Se., F.II.S. 'I'. K Faulkner, Ph.D, Il. P. Gillcspie, Ph.D. n. P. Gillespie, Ph,D. ProF. ,1. :'1. IlyHloll, IJ.Se.
\\'. Letlcr"mllll,
ASAL\'T/C'\L CI!OMlITRY 01' TURI!I! DUlr.SSIOSS
Ph.D .
D.Se,
E. G.
Phillips,
I\I.A., M.Se.
D. E.
S/'/!CIM, FUSC'flOSS Ot :.IATllE)IATICAI. I'U\'SICS .\SI) CllI!)IlSTlLY Prof. I. N. Sneddon, :'1.:\., n,Se,
hi
f~tqHlrlllion
F.RS.
IAN N. SNEDDON
.'1.:\., D.Se.
1'f10FF.$son 01' MATUf:!ltATICS IN
1950
FIRST EOiTlOS
tu:;o
",UNTIP III 1l0LLA1<D IIV KOSl1<XLIJKC \'ERC1<ICDC DRtlKKCRlJIIS 1I01r5E'.... 10R OLIVCIII ASO 1l0VD LTD. ZDISBURGII
11'."., (;11I01111<(;111<
PREFACE
This book is intended primarily for the student of applied IUnthcmnlics, physics. chemistry or engineering who wishes to lise the 'special' fUllctions associated with the names of Legendre, Bessel, Ilcrmitc and Lngucrrc. It !Iims nt providing in II (.:ompncl form most of lhe properlics of these fuuctions which arise most fl'C<lIlcntly in applications, and n t establishing these propertics in Ihe simplest possible Wlly. For thnl rellson the methods it employs should be intelligible \.0 I\llyonc who lms completed II (irst course in calculus und has II slight acquninltlncc wilh the theofy of differcnlinl equations. Usc is made of the theory of funclions of n compIe-x v:lrinble only vcry sparingly. and most of the book should be accessible to n reader who has no knowledge of this theory. Throughout thc tcxt nn nttempt is made to show how these functions may he uscd in the discllssion of prohlems in c1l1ssical physics lind in qUllnllll11 theory. A brief nccount is givcn in an appcndix of the main properties of the Dirae deltn 'function'. I shollid like to record my debt of t,'Tfititude to the lnte Sir John Lennard-Jones, nnd to my colleagues Mr. B. ~oble tmd Dr. .1. C. Cilinie for their generous help in reading the first drnft of the manuscript and mnking n,lunblc suggestions for its impro\"C~ment_ r nm indebted to )Iiss Janet Durchnnll for her nssi:.lllllee in the preparation of the finnl 1ll1l1l11serjpt, to )Ir..J. S. Lowndes for help in correcting proof sheets and 1.0 Miss Elizabeth Gjldnrl for pl'Cpnrillg the index. r should nbiO likc to thank Dr. D. K Ilutherford, general editor of the series, for his nddee nnd criticism throughollt the prepnrntion of the book. )1)' debt of gratitude to Professor '1'. :\1. :\Iaelloberl is a much more genenll one. It wns at his lectures thnt I first
"
PREFACE
nequired a taste for the subject, and it will be obvious to anyone who knows his published wrilings how much I have been influenced by them.
I\EI-:LE, ST....l-FonDsfllRE.
~Oth
August, 1055
CONTENTS
CIlAI"I'lm [
I:\TIlOI)UC'fIO:-;
rACE:
Funclion~
.,
3. Hegullir Singular I'ointa 01. 'nlc Point nt Infinity 6. The Gamma I"unction nod Helaled FlIllcliolls Exnnlplell
CIIA1'Tf.1t II
," .,
18
~O
IIYPEHGE0:lIE'I'IIIC
O. 7. 8. D.
FlJ~CTIO;';S
The lIypcrgt.'OlIIctric SeriC!l All l!Lltgml !,'ormllill for the ll)'fKlrgcomclrie ScriCli The 1-1)'llergeomctric E<luntion Linear Hclntlon5 betw~n the Solutions of the Iinle.rgeomctric Equation 10. Relations of Contiguity II. The Conrtucllt IIYlloCl'gCQmclric I,'ullction 12. Gcncrnliscd JI)'pel1.>'COIllCtriC Series Examl'lC!l
enAl.,."n III
LEGI~NDI1E
::3 ::8 31 32 3G aD
I'UNC'l'!ONS
Legendre J'olYliominls Recurrence Ilclntloll!l for the t.egcndrc l'ol)'lIominLi The ),'ornlUlnc of MU'llhy IIlId Hotlcrigues Series of Legendre J'olynominlt J~'Cldre', Differentinl Equation XeuTO.'lnns Fonnuln for the 1..I:'~ndre Functions Hecurrenee HeinliOlu for the Funetion Q.I}l) The UIiC of [.('uendre Function, ill Potential 'I'hear:)"
<It, 52 53 57 GO OS GO 70
vUI
CONTENTS
P"Cr. 21. I.c~cndres :\'<SOCinled FunctiOIlJ ,:I 22. Inlel.'l'3l EXl'rMISion for Ih...\~i:ltcd I~gendre Function ,0 2:1. Sllrfnl)(' Sph"ri",,1 Illlrmoni~ 80 2-1. UIlC: of As-"Ot'iutcd 1.ll. ... IIIIrC FUIl(,tions in Wllve Mecllllllics 11:1 Exnlllpies 85
CII"'''TKn IV
HKSSEI. FU:\,CTIOXS 25. 20, 27. 2M. 211. 30. The Origin of Ilcssel Funclion!! llf'C1llT'l'nee llel,"liolL~ for lhe 1IC'<Se1 COt'fficicnts St-rit:!l Expnn"ioll~ for tl,e Il cI Coefficients IIlICJ!n,1 EXllr~,illll~ fur llle III'$..~el CO("tTic;cnl'i The .\,ldition Form"l" for ll,e BC'SM'I Coc-ffici<.-nls lIrs.. ....I'H Dirferl"lllirll F.qll:llion Sllhcril';lI ll('S.oel Funel in,u IlllcJ!mls iU\'ol\'inl:! lIesse! FUIII'I;OIl' 'I'll.., Modifi,.d H"~~el F"netinns The lIer and Iki Furll'tinn~ EXI'IfIl~ioll~ in Serif'S or 1I"H~1'1 FUlll'lion' The U~e of 11("1.<'" F"IlI'I;on~ In I'nll'nl],,1 Theory t\syrniliolil' EXI","sion5 or lles..~el Func(]oll5 EXllmr11es
CIl"I~R
" "
:\].
:12.
lOS
110
11:l
:la.
:II. :l5. 30. :17.
'" 110
121 12-1 127
V
LAGUEnnl~
Ti,e lIennile l'oIynomi:'1.'I Herlllile's DiffcT\"lllial ~Al'lIIlion Hermile FUllcliorl.'l 11'e Occurftnee of lIemlilc t-'lIncliolL< in "'(I\'c )1lmllk. Th~ LnI!IK'TTC 1'01~'nollliaI5 1.Il1.!\'~lT'l'5 Diff~",lllial Efillatioll TII~ '\l'SOt'illled l.al!lICfT(' I'ol~'nolllials 111,,1 Functions '1,e W:\\"c Fundio05 for the lI~tl"'J,oen Alom
1~):"ml'les
Al'l'KNlJIX
Tl IE DIHAC DELT,\
40.
'I'II~
FUXC'I'IO~
150
CIlAI'TEIl. I
INTRODUCTION
The Origin of Special Functions. The spccial functions of mntbcllll\t.iclIl physics arise in thc solution of partinl diffcrcntial C(l'lIltions govcrning thc beillwiour of ccrtain physical qUllntitics. Probably the most frcqucnlly occurring equntion of this type ill nil physics is Laplace's cqulll.ion
1. (I.l
satisfied by a ccrtain function 'I) describing thc physical situation undcr discussion. Thc mathcmatical problem consists of finding those functions which sntisfy equation (1.1) nnd also sntisf)' cert.ain prescribed conditions Oil the surfacc.~ bounding the rcgion bcing considcrcd, For cxam pIc, if 'I' dcnotes the e1ectrostntie potcnl.iul of 11 system, lp will bc constant over nny conducting surfncc. The shapc of these boundnries oftcn mnkes it dcsirnblc to work in cur\'ilincar coordinntes ql' 1/2' 1/3 instcad of in rectangular cartcsian coordinates x, y, .:::. In this case we have relations
{l.0l
expressing the cllrlesillll coordinnlcs in tcrms of thc Clll'vilinclll' coordinates. If CqllllliollS (1.2) lIrc such that
ox
whcn i oF
tho~onal
0,1:
+ oy oy + az az
Olf, aql
aql aI/I
= 0
aq, aI/I
we say that the coordinates (fl, If'!, q3 nre orcurvilinear coordinates. I) The clement of
(1.3)
y (aZ)' '_ (aX)' "t- + (a - ), +III iJql OQ2 II" O'l2 Oq3 11 3 01J3
(1.4)
One method of solving Laplaee's equation consists of finding solutions of the type
~~
Q,(q,)Q,(q,IQ,(q,)
Q10ql
Q: otll
I,: oq:
Q30q3"3 Oq3
"3 = ,
J.(ql)Ft(q,, q3)
"(," I~~!/(' )t/Ql)+p~( ,,)dQ2) I LQ3 Qtdq\ I Ii dql ~ q3,(11 ).!..-!!:...!/. (~2d(12 -. (Q. llq2
1 <I! <lQ,) + F 3(91' 9:) Q3 llq3 !:J(9:\) d93 =
O.
Now, ill certnin circumstances. it is possible to find three functions ::1(91)' :::(9:), ::3(93) with lhe property that
Jo\(Q2' 93)::1('11)
q:)g:\(q3)::::=
o.
Whcn this is so, it follows immediately that the solution of Lnplnce's cqulttion (1.1) reduces to the solution of thrce
INTRODUCTION
-/{ql
1:,
Q=
f
0 (0 I = 1, 2, 3 ).
(1.0)
lends to the spccinl functiolls of I11nthcmnticll.\ physics. The adjective "special" is used in this connection because here we IIfC not, as in unnlysis, concerned with the general properties of functions, but only with the propel,tics of functions which nrisc in the solution of special problems.
To take
II
coordinntcs (e, 'P. z) defilled by the equations a:= QCosrp. y= (] sin rp, z=z for which hi = 1, h~ = (!, h3 = 1. From cqulltion (1.5) we sec that, for these coordinates, Laplace's equation is of the fotm
((r-
+ Q2rp llrp'J + Z
O.
1 (F.rj)
((! Z
t/z'!. =
o.
lI'!.lJ)
(l.Oa) (LOb)
{r-Z (h'J -
~Z
'IIl-"
= 0,
(l.ne)
rc.~pcctivcly. then the function (1.8) is a solution of Laplace's equation (1.7). The study of thcse ordinnry differential eCJlllltiollS will lend us to thc special functions npproprinte to this coordinate system. For instnllee, eCJuntion (l.Oa) Illay be tn ken ns I. he eqllaHolI deli /ling the eirclllnr fUllctions. In this context sin (/Up) is defined as that solution of (l.Oa) whieh has value 0 when qJ = 0 nnd cos (nqJ) as thai which hng vnllle 1 when qJ = 0 nnd the properties of the functions derived thcrcCrom, cL ex . .~ below. Similnrly equation (I,Db) defines I.he exponent inl I'll llet-ions, In nctunl practice we do not proeced in this wny merely OeCl\IlSC wc have nlready cnt'ollnlered thesc functions in lInother contcxt lind from t.hcir familiar propcrties studied their relation to equat.ions (l.On) and (U1b). The situation with respC'et to equation (l,Oc) is different; we canllot cxpress ilS SOlli! ion in terms of the c1emcn tm'y fUllctions of annlysis, ns we were able to do with the other two equations. In this case we define lIew functions in terms of the solutions of this equat.ion allel by invcstigating the series solutions of tllll ellunlions der'inl the propert.ies of the fUllctions so defined. Eeluntion (l.Oe) is called nessel's equation und solutions of it nrc cnlled Bessel fUllctions. Besscl functions arc of grcnt importance in theoreticnl physics; the)' nrc discussed in Chnpter IV below.
Ordinary Points of n Linear Differential Equation. \Ve shall Iin"e occasion 1.0 discuss ordinary lincnr differclltinl equations of the sccond order with varinble coefficients whose solut"ions cannot be ohtained in terms of the elcmcntary functions of mnthellllllicni nnalysis. In such CllSes one of t.he standard procedures is to dedve n pail' of linearly independent solutions in the form of infinitc series and fr'om these series 1.0 compute tables of stnndard solutions. With the aid of sueh tables thc solution Ilppropriatc to any given initial conditions may then he l'eadily fOllnd. The object of this note is to outline briefly the procedure to be followed in these installccs; for proofs of thc theorems
2.
INTRODUCTION
quoted the reader is referred to the standard textbooks, 1) A function is callcd nnnlylic at a point if it i.~ possible to expand it in a Taylor scries vlllid ill some ncighbourhood of the point, This is equivalent to saying that the function is single-valued and possesses derivatives of nil orders at the point in question. In the equations we shall consider the coefficient.. will be llnalytical functions of the indepcndent variable except possibly at ccrtain isolatcd points. An ordinary point It = (I of thc sccond order differcntial equation (2.1 ) y" rx(x)y' P(.-c)y = 0
is onc at which thc coefficients rx. pare llnalytical functions, It can be shown that fit ally ordinary 1)oint every sol1lfion 0/ the equatioll is allalytic. Furthcrmore il the Taylor e;rpallsiems oj rx(x) allel P(x) tire valid I'll the range I x - a I < R the Taylor expallsioll oj the solutioll is Villid lor the same range. As a conscqucnce, if rx(x) and P(x) arc polynomials in it: the series solution of (2.1) is valid for all vnlucs of x. When, as is llsunlly the case, rx(x) and P(x) arc polynominIs of low degree, the solution is most ensily found by assuming 1I power scrics of the form
y = :E cr(x - at
~,
(2.2)
for the solution and determining the coefficients co' c" c~"'" by direct subst.itution of (2.2) into (2.1) lind equating coefficients of successive powers of x to zero. The simplest equlltion of this type is y" y = O. (2.3) Substituting a solution of the type (2.2) with a = 0 into this
I) See, for CXlllllplc, Eo L. Ince, Ordimlry Di/lrrtlllia{ E'/rul/iOll.!, (l.OIlSIllIlIlS, 19:!7). Chill. V II; E. Goursnl, A COl<ra~ ill MIII/I~mlllicill Allalyail!, Vol II. Port II, (Girlll, l!HH), Chpl. Ill. Sec ulso.l. C. Uurkill, Tlltory of Ordinary DifJculllial EqUllliolll! (Olivcr .~ Boyd; to be publishcd shorU)).
:E r(r
....0
~ I )C.'I.:'-2
+ ..-0 1: c,X' =
O.
The series
011
:i: (r
+ I)(r + 2)cr+zV'
so that, equating coefficients of a:', we sec that the c<luation is satisficd by n. solution of type (2.2) provided that the eoefficienls nre connected by the relation O. (2"') The eocffieienl~<; co' c1 arc determined by the prescribed values of y, y' at x = 0, nnd the others arc determined by equation (2..q. From this relation it follows that the solution is (r
+ l)(r + 2}Cr+2 + c, =
All equation of the kind (2.,~) which determines the subsequcnt eoefficienls in terms of the first two is called n recurrence rclation. 3. RC~1I1nr Sin~t1lnr Points. If either of the fUllctions o:(x), fJ(x) is not lInalytie at the point x = (I, we say that this point is n. sill~l1lar point of the differcntinl equation. When the functions Gt:{a:), (J{a:) arc of such n nature lhnl the differential equation may be written in the form (x - a)2y" (.1l - a)f1(a:)y' q(x)y = 0 (a.l) where 1)(.'1.:) lind q(x) nrc analytic at the point a; = (I, we say that this point is n re~ular sin~lIlar point of the differential equation. If x = tl is n regular singular point of the equation (3.1) it can be shown Ulllt there exists nt lenst one solution of the form y = 1: c,(:z: _ a)V+' (3.2)
....
INTRODUCTION
whieh is yalid in some neighbourhood of Z = Q. More specifically, if the Taylor expansions for 1'(Z), q(z) nrc yalid for I z - (/ I < R, the solution (3.2) is valid in the smlle range. Putting
p(x) = E 1Jr(x .-0
(Iy,
(I)"
(3.3)
and substituting the expansions (3.2) and (3.3) into (3.1) we see that for the equation (3.1) to be satisfied we must have
Ec.bl
'-<l
+ r)(1' + r-1
)(x- tI)f+r
....
....
Equating to zero the eocrricient of (a: - a)' we have the rcilition so thnt if
1:0
co~(e -
1)
+ 'PoCo + qoco =
for the determination of (1. This is known as the indicial e<luation. Similnrlr if we cluale to zero the (..'OCfficicnt of (x - a~' we obtnin the rclnlion
cree + rHe
+r-
1)
+ E,f7'.(!? + r -
..
.~)
+ 'f,}c
= (}
-,
(3.0)
Equation (3.5) gi,'es the two possible values ~I' ~! of q. If we lake one of these ,'ahles, !Jl say, :and substitute it in the recurrence relalion (3.0) we obtain the corresponding \'Illue of the coefficients c, and hence the solution
~
Tn
(!~
~
....
Thrce distinct cases arise nccording to the nature of the roots of the indicial equation. el - (!1 'lcither UTO flOT (III illtcger. In these circumstances the solulions Yl(X) and y:(x) arc linearly indepcndent and thc genernl solution of equn. tion (3.1) is of the form
ClI4e (i)
a)~.
(3.7)
ClI4e (ii)
(ll
(!2'
If (!\ = (]2 the solutions Yl(:t) lind Y2(.r) arc idcntical (except, possibly, for n multiplicative constnrlt). The gCllernl solution of the cclulLtioll CUll bc show.. to be yd:t') Y1(X) where
Case (iii) (!2 = {JI - 11 where II is (I positive i"tegeT. In this easc nil the coefficicnts in onc of the solutions
INTRODUCTION
from some point onwards nrc either infinite or indeterminate. It can be shown thnt the appropriate solutions nrc
Yd x ) =
(x -
a~1 ~ er(x -
nY.
+ (x -
a)fo
....
(3.9)
E ur(x-ay.
+ a )} ~ cxp
M
[f' ] IIp(tt)dn.
0
It may happen thnt g.. = 0 in whieh cnse y:(x) docs not eontnin 11 logarithmic term.
4. The Point at In[illity. In mallY problems we wish to find solutions of differential CCluations of the type (3.1) which nrc v"lid fur large "llllles of x. We seck solutions in
x=1""
the 'point at infinity' is taken into the origin 011 t.he ~-nxis. With this change of vnriable equation (3.1) becomes
lP.Y+{2 -~I1(2.)Jd!l+.!..p(2.)y=o
dO' ,
0'
d,
"
(.u)
If
~;-I _ ~~(~-l). ~P(~l) nrc both OCt) as ~-+-O and analytic in ~ then ~ = 0 is nn ordinary point of equation (.)..1) and we SHy thnt x = CO is nil ordinnry point of equation (2.1). Hetllrllillg to the original independent vnrinble we sec tllnt the eomlition for the point lIt infillity to be an ordinary point of C<llIHtion (2.1) nrc tlllIl
(x)
=..:. + O(r-'). x
fJ(x)
OCr) as x-+- CO
(4.2)
Similarly if,
liS
m -+ 00
(,'.3)
where 0: 0 _ flo firc constnnts wc sny that the point fit infinity is a regulnr singulnr point of the equlltion (2.1). The corresponding indicial cqulltion is
~'+ (l ")~
+ p ~ 0.
(II'
lh the solul:ions of (2.1) valid for lnrge vfllues of x nrc of the form
( ) = '" ''' ' - . - ,. ).. errq-r ( = .... yl:r I , V:. x erx
(H)
-0
.-0
5.
The Ilamma function and related functions. in developing series solutions of differential equations and in other formal calculations it is oftcn eOll\"enient to makc lise of properties of gammll nllel bcta funcLions. Thc integral
r(11)=f:e-~x'l-\{l;t'
(5.1)
converges if /I > 0 and defines the gamma fUllction. Similarly is III > 0, 11 > 0 the ucla function is defined by the equation ll(m, 11) = J:X"l-I(l-X)"-ldx
It is then easily shown that l)
(5.2)
(i)
(ii)
r(l) T(11
+ 1) =
1Zr(ll)
I) For proors or these results the render i~ rderrcd to n. P. Gillcspie, lllf.gratial/, (OHver IllLti Boytil, IDSI, Pfl. 00-U5.
INTRODUCTION
11
(iii)
F(n
+ 1) =
)_
-
III if II is
ft
positive integer,
(iv)
Iv)
(vi) (vii) (viii)
DI.
III, It
F(m
I'(m)r(II) '/l)'
rm~
v'n,
F(],)T(l -1') = : t cosec (r'Tr), 0 < p < I, r(!)r(2J1)=22~-lr(Il)F(II+!)- the duplication formula,
(ix)
) = I'lin 1'( :: +1
"~.
"I,,'
Iz+,,)
I;:>0. I
When /I is 11 ncgntivc fraction F(II) is defined by means of equation (ii); for example
By mellllS of the result (ix) we can derive all ill\.crcsting expression for I!:ulcr's constnnt, y, which is defined by the equation
y = lim (1
n_oo
+ ~ + ... + -.:. /I
(5.3)
liz
n ...., . , . .
y= -
f:
e- l logfdl.
(5.5)
12
f ,oc
so that
+ for. -dl , t
+ log z .
)
- Y = lim
.~
(f - t
'" II
""/:-I
dt
(5.6)
Closely related to the glllumn fUllction are the cxpOllcntial-integrnl ei(x) defined by the equation ei(x) =
O'-" - d..
(x> 0),
(5,7)
o og
I~
(5.8)
Si(.r) Ci(x)
-1'-
-1
which are themselvcs connected by the relation ci(z) = - li(c"'). (5.9) Other integrnls of importance arc the sine and cosine integ-nils Ci(x), Si(r), whieh arc uefincd by thc equations
5
,a)
INTRODUCTION
13
Ci{.v) = -
J, --du, "
cos
Il
Si(x) =
(5.10)
and whose variation with J: is shown in Fig. 1. In heat. conduction problems solutions CUll often be expressed in terms of the error-function
crf(x) = .~
vn
(5.11)
It
'-0 ,--~-~--===-----,
08
iI
+0-.
(H
02
o
Fig. 2
I(l
-T_
30
A. C. Aitken, SlalistiMI :'f(J/J,tntatiu, (Olivet.f1. Royd, Seventh Edition, In;,:!) p. G:! gi\'ClI n shott tallie of \'nluClI of erf (at).
14
C(x)
s:
cos
(1 1lU2 )dll,
8(x)
J:
(5.12)
--C(x) S(,T)
00
o,~
U2
II
:l _.1'_
.,
Fig. II
The importallcc of these fUllctions lies in the fuet thot it is OftCII possible to express solut.ions of physical problcms in terms of thcm. Thc corrcsponding Ilumerical values can thcn bc obtained from works such ns E. Jahnke !lnd F. Emdc, 'FlIlIkt;ollclj{a/dll' ('I'cubllCI', ].eipzig, 1H:J3) in which they IIfC tabulated.
EX.~:UPLES
I.
Show that, in Iillhericnl polrLr coordinates r, 0, rp defined by x _ r ~ill 0 eo, rp, y _ r sin 0 Sill If" : _ r cos 0,
INTRODUCTION
(r' 'lIr loP) + ~illO _'_ ~ (Sin 0 i'l~') -I- _1_ i'l''f' _ 0 i'lr i'lO i'lO sin'O op' '
~
fie (I - II') d'e __ - 2)1 -
"
and pro\'e that. it possessCli soilltioll~ (If the form ft''""B(cos 0), where el}l) !llIlisfil:s the ordinary ,Iiffcrtlliial equation
1I}1'
<1}J
+{
11(.1
+ I)
- m' --
I - },'
1
::
fj _ O.
2.
Show that if
.:l: _
II
(I
sinh
sin
1/, :: _
Laplace's e'lilalioll
thc form
i'l'V' _ <:IP
+ O'VI _ <:11/'
o.
whcre 1(1/)
Deduce thnt it hRS solutions of the form !(i;l!l'l)rl" satisfies the c(lunlion
d'/ _ +
d,/'
in which G is 3.
1I
{''I''l:!'.!.
H; -
'I>.
.; + 1/
.,
,(,,")
<:1.;-
."
(")
I 0''1'
0,
m') fo'-O
4:1'
d.x;'
dx
x to he lhe solutions of
fill) d;c'
---:.. + y
_ 0
:I' _
n, provc
16
(,,)
!!.. (sill.1:) _
'"
co, z,
'"
!!..- (COI.1:) _
Sill Z.
5.
Y"
ofe"IKlllelL!:.s p, lhllt p _ - 11:,
(Zl -
+ IJ(z)y' + 'J(z)y -
0
- 1
p' tile point lit infinity Ixoin.llllil ordinary point. Pro,'c P' __ 11' lUlIl lh:lt the diffel't'nli:l.l efllmtioll b
I )oy"
+ :!(.l: y -',
I I(z - a. - 11')y'
+ w'y _
(z - ')" \.i"+l
- ')"' + c, (z ~
6.
-z) dy __ y _ 0 dz' '" ihowins tlmt, nenr z _ 0, y _ Au + nil whcre u is a MlIcinurin seriCll and v _ z'-e-. In i. lIot lin integcr).
7.
+ (a
lUi
IU
k(k
+ l)y _
a.z"' .-.
~
tJll~
I)~I (k
.. _I
(k
+n _ "+
INTRODUCTION
8.
Pro\'l~
"
9.
Show thnt
(i)
(ii)
(:I).
II!
where
(a),_ (<<
1)(.%
I)
10.
I'rove lhnt
ei(x) _ - y - toga:
nnd dedul..'e llltlt
CJ(.r) _ i'
+x
;tI + __ ...
+ log a:
n.:u
- -
Si{x) _z
-_+ __ ...
5.S!
...
.' .
3.:11
2.21
+_
.l..l!
...
- ...
Cll,\I'l'Ell II
HYPERGEOMETRIC FUNCTIONS
6. The
1
HYfler~eoll1etrlc Series.
The scrics
;rv --,
(G.l )
+x+tt2 + ....
it is called the hyper~cometric serics. It is readily shown that, provided y is not zcro or 11 llcgati\c intcgcr the scries is nbsolulcly convcrgent if I x I < 1, divergent if I x! > 1, whilc if I x I = 1 thc series con\'crgcs IIUsolutely if y > ex p. ) It is convcrgcnt when ,'I: = - I, providcd that y > ex (J - 1. H wc introduce the nolnl ion r(ex r) (ex). = 0:(0: 1) _. _ (0: r - I) = -r~ (6.2)
we Illny wrile Ihe series (0.1) in thc fOl'm x) ~ " (),(PI, x' (6.3) ... 1(.)" ,.-or.y. tlie suffixes 2 and I denoting thnt thcrc lIrc t\\"o parameters of the typc IX and onc of t.hc typc y. We shall gCllcrnlise this concept at n Intcr stnge ( 12 below) but it is advisable at this stnge to dcnot.e t.he 'ordinary' hypergcomet.ric function by thc symbol 2"\ instend of simply F, if wc nrc
~
.) See J. !II. 11)'slop. JlI/illilt Suit!t, FiUh Edition, (Oli,-cr k lloyd, IflM) p. 50.
"
HYPERGEOMETRIC FUNCTIONS
19
A significant properly of the hypcrgcolllciric series follows imlllediat.ely from the definition ((UI). We have
(Ix ~
It
P( 'I Cl':.
Now
(<<)t+1 = !X(IX
+ l)r
r!(y
+ 1).
(0.5)
so thnt
d !f'\(a., , [ IX
Pi r i xl]
"'~O
~{J. i'
(G.7)
Sc\'crnl well-known clclIlcnl.nry fUlIctions CIlI} be expressed as hypcrgcomctric serics; examples of them nrc given in ex. 1 below. It sllould be noted that, if we adopt u certain convention, l\ hypcrgcomct.ric series can slop nnd start lignin after 1\ lIumber of zero terms. For example, consider the hypcrgeometric series 2.FI(-llj Uj -11-11I;.7.) wherc bolh 1/1 lind
20
/I. nrc positive integers and b is neither zero nor a negative integer. Because of the oceurrellee of (-'1/.). in the numerator in the expansion in powers of x it is obvious that the (11 1 ).th. term of the expnllsion will he zero, ami we arc tempted to think that cvcry subsequent term is also zero. Tf we note that, as a result of ex. 9(iii) of Chapter I,
when the form on thc left is not of type 0/0, and if, further, we assume that it still hm. tile value on the left when it is indeterminate. we see that we may write
21;\(-11, h; -n-mjx)
') ' ) ... ( 1- - ' ) -1-' (b)," (6.1l) = "? 1. (1 - -(1- ::O-::C, .... 0 11+711 11+11I 1 11+1 r
so that although the series stops at the ll-th. term it starts up aguin at the (1I+"'+1)th. term. For instance,
l)
10
<,
7. An Integral Formula for the Hyper~eometrlc Series. In order to deri\'c some further properlic.<; of the hypergeollletrie series we shull first of all estnblish lin expression for the series in the form of nn integrnl. It is readily shown that
HYPfRGEOMETRIC FUNCTIONS
21
.-0
~ (tt), (;l:t)T
>'!
(It.
,.!
2""(1X, pj ri x)
I = lJ(P,y
f'
valid if I x I < I, i' > {J > O. The results hotd if z is com plex pro\'idcc1 L1mt we choose the brnnch of (I - xl)-:O in such /I WilY that (1 - .r/)- --J> I us t -)- 0 and !l1(y) > !l1(P) > o. The flrslllpplicnlioll of (7.1) is the dcrivlllion of the vallie of the hypcrgcomctric series with unit argument. Pulling It = 1 in(i.1) we have
I tFt(a,{Jii'i 1 )= H(P,y
fJ) oP-t)l-2.-"-lt"-ldt
f'
if}' -
Cl P > 0, (J> O. If we express the bela function in terms of gamma fUllctions we have Cnuss' Theorem
,"';(., p;
!'ow if
IX
y; 1 ) -
_ rly) I'ly - - Pl
Fiy
.j I'(y
Pf
(1.2)
r(y - . - Pl r(y P) ~
('I-Pl.,
22
P1 (-
R.
". fI'
) _
i"
(y - Pl. (y) ..
whieh is known, in clemen wry mathematics. as Vandermonde's theorem. Again. if we put x = - 1 Ilnd IX = 1 {1- 'Y we have, from equation (i.l)
R. R _ 2F I(IX. 1'1/' a.
').' ,., / t d.
If we write ~ /2 in this int.egrnl we see that its vnlue is tB(~P, 1 - a.). Using this rcsult lind the relation !r(!p)fF(fJ) = F(I tfJ)jI'(1 Jl) we huve Kummer's theorem
,F,(o,P,P-O+I;-l)~r(l+p)/'(I+!P
or
(7.31
Further we can deduce from the formula (i.l) relations between hypergcometric serics of nrt:l.Illlent x llnd those of argument :rJ(z - I). Pulling T t in C(luation (7.1). and noting that
= ]-
{I - "-I -"-T}-'
we sec that
I,
HYPERGEOMETRIC fUNCTIONS
23
Pi "i IV) =
{1-:r:)-P21\ (r-IX,
pj )'i a:
:1:
1)'
(1.5)
(1.~)
Using the symmetry rellltioll (GAl nnd equution with a:: rcp1:Jccd by ;rJ(a: - I) we sec that
2P l(a:,y-{1;Yi x
,1:
1)=2 P l(r-P,Ct;Yi . t: .v
= (I - .x)J-1I 2P dy -
1)
Ct; )/; x).
p, y -
so that
2 P dIX,
Tf we put x =
2P l(a:,
P; Yi t) =
)Ii
-1).
'fhe series all the right hand side of this cquntion cun be clcri\'cd frolll equation (7.3) provided either that
y = y - {J or that
y
~
r.t
+ 1,
Le.
fJ =
~
1-
iX,
_ -
(y -
P) + 1,
i.o. y
i(- + P+ 1).
(1.1) (1.8)
8. The Hypcrgcomclric Equation. Tn certain problems it is possible to reduce the solution to lhnl of solving the second order linear differential equation
rr-y tt(l- x) d:r:~
+ {y -
(1
dy + a. + ,8l'!:} dx -
a.,8y = O.
(8.1)
in which
0:,
24
dinger equation for n symmetricnl-top molecule, whieh is of importnnce in the theory of molecular spectra,l) CUll, by simple transformations, be reduced to this typc. An cquation of this typc also !Irises in the study of the flow of compressible fluids. In nddit.iOll certain other differential equations (such IlS that occurring in ex. 1 of Chapl.er 1) which nrisc in the solution of boundary "nlllc problems ill mnt.hemnieal physics can, by It simple change of "ariable, be transformed to an equal.ioll of type (8.1). Indeed it enn be shown that any ordinary linear differential equat.ion of the second order whose only singular points arc regular singular poinL", onc of which may be the point at infinity, ellll be transformed to the form (8.1). For that reasoll it is desirable to investigale the nature of t.he solutions of cquntion, which is called the hyperQ,eoll1ctric cquation. We may write the hypergeometric efjuation in the form
it~lI"
(ex {J 1 )x}y' -{J:c(1 +a:+x~+ ... )y= 0, so that, in the notation of a, we see that ncar x = 0
it
+ +
(22+(y-l)(?=0
with roots (! = 0 and (? = 1 - y. Similarly, the equation CUll be put ill the form
(.T-l
+.P(x-l)(l-(x-I)+ .. .}y~O,
with indieial cquation
0,
of whieh the roots arc (2 = 0, Q = y - - (J. Finally in the notnlion of .~ wc hnvc for large "lillie:." of x
I) See, for eXlllllple, I.. PlIuling lind E. n. \\"il!KIn. Illlr(J{/ucIiOli 10 QUllfltllm 1l1fChcllliCJ, with AIIlllka/iolls 10 Chemislry, plcGr:\w-Ui11, New York, lOa,,), JlJl. 275-2~lU, (Iud ex. 10 ucla\\'.
HYPERGEOMETRIC FUNCTIONS
2S
a(x)~ (.-I-~-I-
1>,
P(x)~"!,
find so the indieinl equation llppropriate 10 the point at infinity is e' - (a -I- P)q -I- ap ~ 0, with roots I'J., p. Thus the regular singular poinL~ of the hypergeometrie equation are:(i) x = 0 with exponenL,> 0, 1 - y. (ii) x = co with expollelll.s (I., p. (iii) .'1: = I with exponent.s 0, y - (.( - p. These facts ure exhibited syrnholielllly by denoting the most general solution of the hypCI'gcollldrie eq\lntioll by u scheme of the form
y=r!g
1-y
~ P
y-.-p
(8.2)
The symbol on the right is called the Ricmallll-P-fIlIlCtion of the equation. We shall now consider the form of the solutiolls in the neighbourhood of the regular singlllnr points. (a) x = 0: Corresponding to the root (} = 0 we have a solution of the form
y=:i.:c,x'. ,..,
,-0
26
so that (r Cr+l = (r
(8.3)
(8 .')
i.e.
2Jo'I(IX,
Pi
Yi x).
(8.5)
Similarly, if 1 - I' is not zero nor:l. positive nor negativc integcl', thc solution corresponuing to tllc !'Oot IJ = I - Y is
y =
~
c,m1-1'+'
where
~"
,-0
,-0
.-0
implying that
Cr+l=
(, + a - Y + 1)(' + (r+l)(r+2
Py)
y + 1)
c,.
HYPERGEOMETRIC FUNCTIONS
27
xl
Combining equations (8.5) and (8.6) we sec that the general solution valid in the neighbourhood of the origin is
y=A ZF\(a.,
provided that 1 - Y is not zero or n positive integer. If y = I, the solutions (8.5) and (8.6) arc identical. If we write
und put
YA:c) = Yl(X) log x
+,-, 1: crx.
0
1,+1)',
.-+1
-'I
a.
from which the cocfficicnL<; c, may be determined. A similar procedure holds when 1 - Y is a pos[t[\c integer.
(b)x = 1: If we let = 1x, equation (8.1) reduces La
dy
dy
which is identical with equation (8.1) with y replaced by IX (J - y 1, und x by $ = 1 - ,'t. Hence it follows from equation (8.7) that the required solution is
28
which gives
..
,..
....
r-O
which
III
turn is equivnlent to
+ 1 ),
+ 1;
a-p+ 1; -). From the symmetry we sec thnt the other x solution is x-fl2Pt(P, P - y 1; P- a 1; :), so thnt
9.
Linear Relations between the Solutions of the Equation. The series in the solution (8.1) nrc convergent if 1.1: I < I, Le. in the intervnl (-1, 1) wherelIs those in the soh Ilion (8.8) nrc convergent ill (0,2). There i.~ therefore nn inlen'lIl, namely (0, 1), in which all foUl' series converge, lIlId since only two solutions of the differentinl eqllntion nrc linearly indepen{lent it follows tlmt there must be a lineur relution valid if 0 < x < 1, between solutions of type (8.7) und those of type (8.8).
Hyper~eomelrlc
HYPERGEOMETRIC FUNCTIONS
29
Let 2F,(a,
Pi Yi .1:) =
A 21'\((,(,
Pi r.t+p-y+l; 1-.1:)
Pi a+,B-y+ 1 i 1)
-IB 2F,(y-cr.:, Y-pj Y-IX-fJ+ 1; 1 l,
and put.t ing x = 1 we have 2/,'I(ex, pj y; 1) = A, if we assume that I > Y> 0 p. (0.1 ) Substituting for the series with unit nrgumcnl from equa tion (7.2) we sec that A _ F(y)F(y - 0 - P) - T(y o)F(y P)' and that
+n
(0:,
p; y; x) - rey
p; IX +fJ -
y+ 1 :
-;1:)
O<x< 1.
by
2.ill x
30
r'~Fl(ll. i'-{J; (;
l-x),
so thnt
I r(y)r(y-x-PI F(x, p; y; ... ) = Fly x)Fly Plx" F(x, x-y+ I; x+P-y+ I; I-X)
rr1(X-I )'1'-<'-6 P(y-IX 1-' y-x-P+ 1'1 -x) + r(y)F(<<+{J-y) r(x)r(Pl '" ,
(0.3) where 1 < z< 2 nnd I>,> (J. These relations nrc typical of n larger number which exist between the solutions of the hypergeometric C<luntion (8.1). Jfwe chllnb'C the independent "Ilrinble in this C<llmtioll to anyone of 1 I a:-I x l-.:r, -, - - , - - , - a: I-a: oX x-l
the equation trnnsforms to one of Lhc Sfime type (but, of course, with differcnt parnlllclcrs). The cquJlt.ioll (8.1) therefore hns twelve solutions of thc types (8.5) lind (8.0) - two for eneh independent vllrinble - each eOll\'ergent within the unit circle. Any olle of these enn be expressed in tenns of ty,o fundamental solutions. In addition twelvc more solutions of the kinds
(1_X)7- 2 -1I,
can be deri,ed. The relations between these twenty-fouf solutions of the hypergeometrie equntion nrc of the types (9.2) nnd (9.3); for fI full discussion of them the render is
110
HYPERGEOMETRIC FUNCTIONS
31
referred to T. )1. MncRobcrt, FunctJ'OIl, 0/ a COIII],kt l'ariabI~. p[ucmillnn, 2nd edition} pp. 208301.
10. Relations of Contiguity. Ccrlnin simple relations exist between hypcrgeomctric functions whose parameters differ by 1. For cx:nml'!c if the pnrnmctcrs 0: and P remain fixed and y is ,"uricd we can prO\"c that
, (y-l-(2y-.-P)x),F,(.,
O.
(l 0.1 )
The proof follows from the definition (0.3) for the coefficient of x" in the cxpnllsion of the function 011 Ihe leJt of (10.1 ) is
( _l)(I.(P)._ (2 _._P) (.I-o(Pl._, y)' (y)"lll Y (Y).-t(II 1)1
+(
+
y-a; y-
)(
P)
b+ 1 ).._t(1I
(x)_, (P)-,
t)! -YY-
( I ) ().(P).
(,
1),,11!
and it is not difficult to show that this is zero. In nnolhcr kind P nnd y nrc kcpt constant ami vnricd. One such is
is
+ ct(I-X)2FI(:X+ I, Pi ri xl -
xl Pi ri
x) = 0 (10.2)
(y-tX):.l"I(tX-l,
In the thjrd type of relation y is kept constant and Cl and fJ \'nry. Dne of the simplest among these relations is
(a..-fJ):.F 1 (ct,
P; ri x) =
IX :.Ji\ (<<+ I,
Pi ri x)
(10.3)
- P,1",(" P+'; y; x)
The proof of these relations is left to the render; further examples nre gh'cll below. (cxs. 3, 4)
32
11
J 1. The ConrJuent Hypergeometric Function. If we replaee;z; by zl{l in C(I'"ltion (8.1) we see that the hypergeometric function
,10',(_,
P,
y;
xlP)
cty=O
xlP)
(II.I)
is
,r-y
dz2
(11.2)
we see thnt
1
lim
(~~ =
(,,), rl
(11:11
nnd this sc.-if's we denote b~' thc symbol 1 PI(a; y: 11:). This fUllction is cullcd II confluent hypcq~eol11etrlc rUIlC tlon, and thc CCjlllllioll (11.2) is thc confluent hyJlergeometric equlltion. Equations of the type (11.2) occur in 1l11lthematical physies in the discussion of boundnry 'falue problems in potential theory, Illld in the theory of atomic collisions (see examples 13, 1' below). It is readily nrified thnt the point x = 0 is a regular point of the dirrerentiul eqllutioll (11.2) ancl that. in the nolfitiou of a, Po =)' lind 90 = O. The indiciul equlltion is therefore
M
11
HYPERGEOMETRIC FUNCTIONS
33
ele + y -
I) ~ 0
with rools 0 = 0 and (! = 1 - y. Corrcspol1~ling t.o the root e = 0 there is a solution of the form
VI =
C.;l;r j
,-0
Putting Co
1 we sec that
,,
~-.-,
(rx), (y),
r!
x).
(llA)
Similarly, the root f! = ] - y, lends, if 1 - i' is neither zero 1101' II positive integer to a solution of the type
y~(x)
= x 1-
1: c,z'.
~o
rr
lI'e write
yz(xl =
xl-"l
u(x),
(11.~)
(Fu
lilt + (2 -y-x)-I x
(
which is the same liS equation (11.2) wit.h y I'cplnccd by 2 - Y and IX replaced by a: - y 1. We know from
equntion (II ..~) that the solution of this equation whieh has 1 j ~ - Yj x) value unity when it = 0 is It = I Fl(a: - y so thnt
(11.5 )
34
Thlls if Y is neither 0 nor an integer the gencral solution of Clluation (11.2) is y(z) =A I P1(lX; r; .:z:)+ Bxl-y I F1(lX-Y+ 1 i 2-Yi z}, (11.6) whcre A and B are nrbitrnrr constants. In the exceptional case Y = I we have
YI(.:z:)
IPt!lXi 1; x)
(11.7)
obtnined simply by pulling y = I in equation (11 ..q. For the second solution we writc
Y~(''l:) = YI(X)
log It
+,., ~ c~xr.
(11.8 )
Substituting this expression in equation (ll.~) nlld pUIting we find that the unknown coefficients c~ must be such thnt
Inserting Ule "nlue of y(x) from equation (11.7) we see that these coefficients arc determined by the rceurrenee relation
cl =l-IX,
(r+l)~C~+I-rCr=(l-IX)r!(;~rl)1
(lUI)
The complete solution is therefore given by y= AYI(ro)+ By~(x) where A and 11 arc fil'bitrnry constants lind the functions Yl(.:z:). Y2(.l') arc defincd by equations (11.7), (11.8) and (lLfl). The complete solution when y is an
tr-W dx' +
I-t+.-+ k !---..---
m~}
lV(x)~O.
(11.11)
11
HYPERGEOMETRIC FUNCTIONS
J5
where we have writt.en k for ty - 0: lind m for (! - ty). The solutions of this equation nrc known as \Vhittakcr's confluent hypcrg,eomcrrlc functions. If 2m is neither 1 nor Ull integer the solutions of the confluent hypcrgcomctric equat.ion corresponding to equation (11.11) :wcgivcn bycqlllition (11.G) withy=1+2m and IX = ~ - l~ 1/1. Thus the solutions of equation (11.11) urc the Whittuker functions
(11.12a)
1 - 211I; .~).
(1l.12b)
Severnl of the properties of 2P\ functions have analogues for the IJi\ functions. Corresponding to equation (7.1) there is the integral formula
I F t(Gt:iYi X ) = B(
1
c,y
0:)
' J0 (l-t)J'-"-lt"-le:ddt,
(11.13)
from which Kummer's relation (ll.H) may be obtuined by n simple change of variable. The unalogue of equation (6.5) is
1F1(C'I.:;Y;.x) = e"lF'l{y-tt; y; -x)
(11,15)
while corresponding to the contiguity relutions of 10 wc have relations of the type tt 11'\(IX+ 1 j Y+ 1 j m)+{Y-IXhJ.\(IXj Y+ 1 j X) (11.16) - Y 1Ft(cr:j Yj .x)=0, (x+a.:)\Fda.:+ 1 j y+ 1; ,1:)+ (y-a.:h F'da.:j r+ 1 j ,1:) (11.17) - Y \F1 (cr;+1; Yj x)=O, cr: \F1(IX+1; Yj ,1:)+ (y-2o:-.xhF\{ttj Yj a:) + {ex-y)\Ft (a.:-l j y; m)=O, (ex-y)x1Ft(a.:j Y+ 1 j .x)+y(x+y-l hf<\(exj Yj.x) y(y-l hFl{tt; y-l; x)=O.
(I1.1S)
(11.19)
36
12. Generalised Hfpergeomelric Series. There are two ways by whieh we llIay lIpprouch the problem of generalising the idea of u hypergoomctrie fUllction. We may think of such n function ns bcing the solution of a linear differential equation which is nn immcdiate generalisation of the e<luation (8.1) or we can define thc function by a series which is nnniogous to the series (6.1). At first sight it is difficult 10 see how the differential equation (8.1) Cfin hc gCllerlllised imrne<liatclr, but if we inl-roduce the opcrntor
()=m-
,I. "
+ Pl}y =
O. (12.1 l
where ClI' ~... ot..-1 1.>1..... (!" nre constants. Furthermore it is rendily shown that this eljlllltion is satisfied by the series
~ (ot')n(Cl,,ln'" (Cl,,+-1)n. x .. .._0 (Ql )n(!.'2)n .. ,(Q,,)n /I!'
(12.3)
which is. itself. n genernlisfllioll of tile series (j,]). Such ~enerallsed hypergeomelrlc series nnd is denoted by the symbol Hoi P.(Clt...., Cl...... ; QI' .. '. Q.), It is left as an cxereise to the render 10 show that, if no two of the numbers 1. QI' (!~ . , '. (!. dirrer by nn integer (or zero) that the other lJ linearly independent solutions of equation (12,~) nrc
a series is culled a
xl-f, rilF.(1
+ Cl
i -
Q, .. '. 1
+ IXril -
!?/; 2- (l/.
l+t?I-Q~."', I+(!.-(!/;:t).
12
HYPERGEOMETRIC FUNCTIONS
37
but it is not sufficiently wide to cover a simple series of the type (11.03). To cover such cases we generalise, not the differential equation, but the series defining the function. The gelleralisation of (6.1) \\'hich indmlcs (12.:J) is the series
I:
n..(l
(12A)
"'p'
[ll' .. [lq;
x).
or, if we wish particulnrly to throw into relief the difference between the llumerator and the denominator paramclers, by the symbol
The suffix 1) in front of the P dellotes thnt there nrc 1) numerator parameters r.tl" . " Gl: p ' similarly the suffix q indicntcs the number of dcnomillator parameters. Generalised hypcrgcomctric series do nolllstlally arisc in mathcmatical physics beeflusc wc ha\'c to soh'c equatiolls of the typc (12.2). Thcir usc is more indirect. Such scrics occur normally only in thc c\'alulilioll of inl.<'grals inyolving special functions. 111 certain cases thesc serics rcducc to scrics of the type
p
P
Q
[dl' ...,d 1J
p;
!?l"'" (10;
which have unit nrgulllcnt. For t.his reason it is desirnble to have information about sums of t.his type. An account of the theory of such SIlins is gi\'cll in W. N. Uniley, GCllcro!isCll l/YJlCrgcomclric Sl~rics. (Cambridge Univeriiity Press. I flll5). Ilcre wc shnll consider only one sllch calculation because it illustrates the lISC of the theorems of Gauss nnd Kummer pro\'cd above (CqlllltiollS (7.2) and (7.3) respectively). Other results of this kind lire given In examples 18 and 20 belo\\'.
38
'J
E
..-0
r(a + rllF(1 +
"lr(P +
_ E l'(a+,,)f'(J1+,,)I'(y+,,)
,,-0
'11r(1++~1I)r(1+
fJ
1') F(l+ot
Now by Gnuss' theorem' (7.2) the expression inside Ule curly brneket is equal to :FdP+'I, Y+71j 1+ot+2Ilj 1) which may he written
1:
=:E i:
+
F(ot+,,)r(p+n+m)r(y+tl+m)
.
putting
....o ...-or(l+ot+~Il+I1I)r(1+ot
y)n!71l!
and
(p
'11)1
pI
p
I
1)!r(1++1,)2
[a, + !a)
r(a)I'(1
plf'(1 +
a) 1'(1
+! + p)"
HYPERGEOMETRIC FUNCTIONS
Therefore
~ _ )" F(x)r(fi + p)r(y + 1r(l + j.) . - ,:'1>1(1 +. fi y)r(! + .)F(' + j. + p)
"
y;
T()F(fi)f'(y)
- r(l+o::)rP+0::
y)~
l' [
1 l+!.
fi.
'J '
This ~Ji'l series with unit argument eun be summed by Gauss' formula (7.2) nlld the expression for S fOllnel. It the follows that
3
F' [.. fi. y; ~ 1+o::-fJ, 1+O::-Yi _ r( IH.)r( l+jx-fi-y)r(! +.-fi)r(l+.-y) - r(l+.)r(l+. fi y)r(l+j. fi)r(l+j. y)
'J
EXAMPLES
1.
Sholl' that
(I) (ii)
(iii) (iv) ('0)
+ !;
I
2a:;
:)-0:
+ {I + :)-,,};
(1 + :)-0:);
{(I - ::)-'" -
~')
~
I 1 +: _ -Iog--'
2::
1-:'
(viii) (ix)
:f',{--::
"
I, 1;
"
"
40
2, By tmnsronning the cflllnUon y"+II'y _ 0 to h)'JlerJ:COlllelric rorm hy the suhstitution .: _ ,ill':, llrtl\'C thllt, ir - l:r :i: :it .:r, (i) C'O!I(II:) _ ,1-',lIu, - ill: I: sin':) (ii) 511\(11:) _ II sill: ,1-',0 - I". I + I"; :: sin':)
"nI'
-In: I: eo:s':)
eo:s':);
+ ",in(jll,'-)OO5(:),1-,(j-lli. 1+1";:;
(i\')
lin (m) _ 'in (111.:'-),1-\(111, _Ill;
I; cos':)
p: y: z);
(iii)
P+ I: y; z):
(h')
01,1-"(11+ I: jl': y;:r) - (i'- Ih"',(OI. (I: y-l: z) - (01+ t -i'),P,(.:r., (I; i': ,f);
(v)
(I -Z),f',{II.
a.+I1-y-1
(\'1)
---,F,(II,p:y~l;z)
(I-P"'"
(I-Z),1-',(II.
p: i'+I: ...);
(i)
,,,',(11.. p: y: :)
- i' -(--I y+ 1 :,",(a. + 1, P+ I:
II(Y-P)
y+~; :),
HYPERGEOMETft.IC FUNCTIONS
(ii)
11-/1-1- I - ,".(II-1-I,p-I;i';:) -I- ---:,F.(lI+l;fJ;y+l;:). y Deduce n simple el:jlrCSliion for lhe hypc:rgoomelric Jeries ,~\(lI. (J; fJ - I: :).
5. H n ill n JlO!lilh'c integer.
pro~oe
,"'1(11. P: y;:)
"
Oml
dO
~I-)O'(I_~)r-<& r(y)
l1y-l-n)
dz'
(zh'-'(I -z)"-)O"'),
I-I')
(1"_1)1--1"1"11:%-1-1) ~ , 1 .... "-1 20}"(llI+I-I-II) dJl~ (II - )
6.
Iz I >
II!
I. prove IImt
F
'I
7.
("-1- 1
2'
_...!..) _ (_l)o:r~+l
d" (
I
\/(;c'-I-I)
)
.
dx'
l~lIhilJlilih
(i) (ii)
(iii)
,1o\(lI; fI: lI+P+{I; z)x,Io',(y; J; y-l-J-{I;;c) - ,1\(lI-I-!.', (J-I-{I; lI+fJ+{I;:I;) X ,"\(Y-e, J-{I: ,+6-{I);
1J6(.rO',F.(II.
Iz I <
8.
Prove IIll1t if
P>
0,
0 (511I9')',1-
,1-\(11,
II-I:).... JI" .
9.
I'nwe thnt
JI"
Im+l)
42
lind c\'nluntc
l,
I
sin
aM
,(.
sma M
'OJ
+ sin'O
lo"lf'
Ila'
A)
+ ( col' 0 + C
Il'""
where A, C. 11', I, nrc ooustanl!l. Show thnt il the form If' - cl_-j-t(l - o7)llft-..I;rllft-..llJo',(ex, (J; whrre fl G:: m. or - HI root.s of the t1lulltion
: ' - (21/
8:r"AIV
r;
07),
In
8:r"AII'
O.
II.
Prove Ilmt:
(i)
(ii)
(iii) (iv)
(v)
I; 2; ;r) _ (1
.1'1) _ -;;-
+ :) to.
,1'\(1; .:.; -
V crf(r). _ .
,1'\(a.+1;;,;;r) -
,1'\(_1; I;
-zl) _ c-" -
v'no7err(:c).
(vi)
"f:1ft-lr'tll.
1 0 I'
12.
or" - k "Ft'"
pos.~ ~olutiol\s
of the type
HYPERGEOHETRIC FUNCTIONS
13. 51101" thnl the Schriklil lgcr eqUAtion
43
1"\
(_.i!.: '!k
I.'
1: ih _
ik=).
14. The SchrOdi ngcr equnllon gO\'ernin g the rmllul wnvc (unction s for positive energy Itutcs In II COUIOlIlU licit! b
I d rrd, d,
-:likr)
'!.1Il{J
II'
01"
Jy_O
poSSCSSCI
n solution
y _ zl-t-I'l f',llu + - i{J: 2im.f) 8l1tl hence thnt n solution or C(IIHltioll (LOc) i"
n _ ~i~c~hJo'UII + I:
/I
I: 2i,,,~).
16.
IIo
o
Zl-I(I
(ii>
r
r
[P"" .. a /, "
I'"
"I'~'
II
~:, ,iz
+"',
)
,
!-'
.. I
a.,
P I + III
III:
i]
(iii)
(I
-;r')--I.""
[III'" . 11.:
I~J <k
)
,
F
\
44
17.
birJ
(,-":1',,-1
<I,~
. rClp"., " I':
FIJI)
(ii)
- -;;;;- ."P,
LPp" "P.:
(Iii )
foa>
.1".
LP"
ra"
, ft.:
IS,
Y - (J; y; z)
prove
S:Hl.lschut'~
theorem
f', [ Y, 1+o:+{J-Y-1I
lienee jlrovC that
a,
p,
-II: 1
(y-tt) .. (y-P)
(y). (y
Cl
P)..
.",
,I<\[a, {J: %
19.
(l-%)'J
irl.:z:I<:J-2,f~
Show lllflt
,J.'I(a.,
Pi
I) (rom
Gllll~S'
theorem.
If.
Sho\\' thut
J'(J)l'(ll)J'(a)
[J-:l, e-IX, a; 1J
a
+ p, a + i'
lI'CorCIIl:.
+ll-IX
\\'lltsQn'~
HYPERGEOMETRIC FUNCTIONS
"
IX+P-I, 1l1llI,+"_2y+ I.
CIIAPTER III
LEGENDRE FUNCTIONS
13. Lcgcndre Polyllomhlls. If A is n fixed point with coordinntes (0:, fl, y) nnd P is the mriable point (:r, y, :), thcn if we dcnotc the distancc A P by R, we have
11'
~ (x -
.)'
+ (y - P)' + (, 1
~~n
y)'
is thc grnvil.nliollal potcntial at the point P due to n unit mass situatcd at the point A. and that this must be n particular solution of Laplacc's equation. In some eireumstnnecs it is desirable to expand 'I' in y' :2)1 is the dislnnee powers of r or r l where r = (r
+ +
,
01
0
11
" Fig. 4 A
of I~ from O. the onglll of coonlinutes. This expansion can be obluint:d by the usc of Tnylor's theorem for functions of thrce \nrillbles but it is much marc suitnble to
'"
113
LEGENDRE FUNCTIONS
introduce the angle 0 between the directions OA. OP (ef. Fig. "') and write J'l:! = ,.J + a~ - :lar cos O. The c:-.:prcssion for tp then becomes
1J' = V(ll~ _ 2M!1
1
"
+ r2)
(13.1)
where I' deflotes cOS O. and this enn be expanded in powers of rIll whell r < n and in powers of nlr when r> fl. If we denote by J\(I') the cocHicicnl of II" in the expansion of (1 - 2,uh It~)-. in ascending powers of h, i.e. if
V(1
(13.2)
~ ~
a
.-0
(!-)" P ,,(/1), a
<
fli
(13.30)
a. (13.31 r ..-o r II is clenr from the definitioll (2) that the coefficients P,,(/I) firc polynorninls ill It. The first one or two cnn readily be calculated directly frolll the dcfiniton. By the binomial theorem we have
(1 - :!ph
.!- ~ (-,,-)"/n(J1).
r>
+ ,,~)-l
48
The expression for the gcneml polynomial P.. (p) can be dcrhed by the method employed 10 obtain the simple expressions (13.4a). Expanding (1 - 2Jlh 1,':)-1 by the binomial theorem we hnve
(1 _ 2/Jh
+ h2 )-1 =
i
r-I)
r!
and the coefficient of It" in this expansion is the coefficient of h" in the e..."pansion
i:
....0
(!), (2/1h-I,')' = (1-)..-. (2/111-h2)f1-' r! .-0 (II-e)! ~ (!).. (2/Ih-It')"-, =~(-I)'(l:"I), (11 (l)! '
1- I)'W.-, ~ 1,1'),:)"
Now the coefficient of l,n in the expunsion of
( - 1}4l (2/111 _ h!)"-'
(11
!?)!
(2/1 }..-!q e!(u 2(l)I'
(11
2(1)1 2
__
=l1_
r(ill+!
rUI/+U
F(t"+1)
Q)-(!-tll),(-trll"
(llF(!,,,+l
so thnt
(2-)',
(l3.-1h)
113
LEGENDRE FUNCTIONS
(13.~)
"
P ,,(1) = 1
(13.5:1)
for nil vnlnes of'II. Similarly if we put I' = we derive the result
1 in (13.2)
(13.5b)
(13.6)
p.(- I)
(- I)"
Equution (13.4) gives P ,,(cosO) as n polynomial ill cos 0 of degree '/J so that it should be possible to express l',,(cosO) in tenns of cosines of llIultiples of O. Instend of attempting to do this by substituting the appropriate expression for cosrO in (13 .... ) we begin afresh with the definition (ltl.2). Writing (1 - 2 cos Oft Jt2) in the form (1 - e iO h)(l _ e-iOh) we find t1utt
-r~.-o F(!)rU)r!s!
Equating the coefficients of h" we find that P ( 0) _ ~ F(i+r)r(!+II-r) fl:r- .. " .. cos r(-!)r(i)r1(11 r)! (; .
-::.0
rmrm
1 (211-2r)1 (2r)!
2""
r!(11
r)!
so that
P (
n COS
50
HZ,,)!},
1;::1 (ZII-Zr)I(2r)!
__ 1_ ;
(211-2r)1 (2r)1
'-J_O
10,--------------:;',1
025
05
1l=.~
Fig. 5
From thcsc lust two ccpmlions we mllY dcri,c a general rcsult of some imporlancc. We may writc
P ,,(cos 0)
whcre p = ill or In particular
~11 -
=
~
~O
E cr ooS(1I - 2r)0.
(13.9)
113
LEGENDRE fUNCTIONS
1=
I:c,.
.-0
"
I P ,,(cos 0) J ::s;; Z Cr
.-0
nnd therefore
(13.10)
05
p ..(cos 0)
Fig. 0
The \'ndation of l\(p) with Il for fl few values of " is shown in Fi~. 5. Since, in O1Ol>t physiclll problems, the LcgclUlrc polrnominl invoh'cd is IIsually P ,,(cos 0) we have shown in Fig. a the \'nrintioll of this fllllcLion with O. Numerical values may be obl:lincd from Tubles 01 As.tocit/lnl L,gmdre f',mctiOll8 (Columbia University Press.
1!H5).
S2
14. Recurrence Relations for the Le~cndre POlynomials. If we differentiate both sides of equation (13.2) with respect to Ii we have
(1
(1-1.1)
,iP"Vi) - P _1(/1)
= (tl+ 1)J~NH(P) - 2n,IIP "<lI)+(oIl-I)p ,,-I (/t).
which reduces to
(-11+ 1)p,,+1(/1)- (211+ 1 )/IP,,(JI)+11 P ..-1(") = O. (14.2)
This relation has been proved to hold for IJlI < I but since the left hand side is n polynomial in I', it must. hold for all vnlucs of II. On the other hand, if we differentiate both sides of equation (13.2) with respect to Jl we obtain the relation
(1
(HA)
and since each side j<; a polynomial in I' this relatioll holds for nil values of I'. If now we differentiate equation (1 t.~) with respect to II. we obtnin the relatiOIl
(1I+I)P'n+1C!1)- (~1l+1)P..(I') - (:lIl+l)pl-",,(Jt)+t1P',,_,(/t)=O.
(I;J.5)
'"
LEGENDRE FUNCTIONS
53
relation
The differentintions with respect La 11 IIl1d II IInder the summntion sign is justified by the fact thnt the series on the right-hand side of Ctluntion (13.2) is uniformly collvergent for nil rc:l.1 or complex values of h and I' which satisfy the relation Ipl ~ 1, III I < "\/2 - I. 15. The Formulae of Murphy and Rodri~ucs. From the expansion (13.2) it follows immediately lhut
.. -0
d'
It
dr
It
+ h )-1
2
(I _ "ph
+ "2)-r-l
= 1 we sec lhat
.-<>
i: p~I(I)h" =
2r r(r
+ t) hr(l _ rm +
")-('-11
+ '.!r + .r)!l'
+ 2r)81
S4
Equating codfieient5 of II" we see that p~rl(1) = 0 if 11, as is obvious from the fnetlhat I>,.(p) is a polynomial of degree 11 ill I', and that
r>
pl')(1)- '1,F(r+~)
1'(1 + n+ r)
"
- 2-r(, rU)r(l
r(j)
r(l
+ 2,)("
,)1
so that
/-.frI(I) = (_ly(Il+ 1M-II),. .. (1),2r (15.1)
t
.-0
(J-l -I J Y p~I(1) .
'
P .. (p.)=~(-1I),(ll-:--1),(1
~
(l).r.
... ~' _ -J
for lhe Lcgcndre polynomilll P,,{.II). If 1I0W we put ox = I ill c."nrnple 5 of Clmpter I r wc scc that equation (15.2) is equivalcnt to
P (p.)= I','_l)", .. 2"111 lip" v
I
tI"
(15.S)
15
LEGENDRE FUNCTIONS
55
which is Rod&i~ues' formula for the Legendre polynomial. Rodrigues' formula is of great lise in the evaluation
of definite integrals involving Legendre Consider, for instance, the integral polynomials.
f1
n [d - 1
J'
fl
_I
d n- 1 /,(x)-/-,
f
x"-
Continuing this process we find that (I5.5) For example if I(x) = P ",(x), so I = O. In other words
III
<
II,
IIIII(X) = 0 nnd
J_tm(x)P,,(x)r!;t:= 0,
If j(x) = P,,(x) then
(Ill =F'11).
(15.6)
(2/1)1
2"11['
nenee
:'lInking lise of the duplicIItion forrnulu for thc gllmmnfunction wc ClIll rcducc this to the form
I'(Po(x)j'"x=.,
-I
"+-
811
(15.1)
A con\'Cllient WllY of combining the results (15.G) and (15.7) is to write (15.8) where 6... is the Kronecker delta whieh tnkcs the value o if 111 i=11 lind the YIIlue 1 if m = II. Similnrly if I(z) = ,2:'" wherc III is 1\ positive integcr, thcn
r(m
Illll(x)
1'(11I
O'l
+ 1) .m_o + 1)
+ 1)
if if
<
'II,
>
II,
It'''P.. (x)dx =
r(m
,!1Ir(m
_I
"+ 1)111
II a:-II(I_z1)lldx.
-I
H 111 - /I is an odd integer the integral on the right is 7.cro while if 1/1 - 11 is lin c\"cn integer it hIlS the value
so lhnt, if
111
is lin integer.
116
l
LEGENDR.E fUNCTIONS
0,
_I"
if
~m+ _"+~
III
< 11,
"
"
x"P (z)dz-
111
IrUIII-!tl+l)
(
111 ".
{ 2"
)'r(1
0,
,),lrm-ll:::::::01SC\CIl, (15.9)
ifm-11>Oi:;odd.
If
111
'II
Ute result is
hI!
16. Series of Lc~endre Polynomials. In certain problems of polcnlinl theory it is desirable to be able to express n given function in the form of 1\ series of Legendre polynomials. We Cfin readily show 1hn1 this is possible in the case in which the given function is n simple poly< nomial. For CXlllllplc, from the Cfjlllllions (13.4a) we have
1 = 1'",(/,1,), l.t = P I (,,),
/,2= ~
-I-
CIJl~
wriltCIl
C;I + es)
1'0(,1)
It is ob\'ious that wc could proceed in this WlIr for [I polynominl of lilly gh'CIl degree" though if II were large the nrithmctic irwolvcd might becomc cumbersome. Since
56
Pn{jl) is a polynomial of degrec II in It, it cmcrges as n result of an cxtcnsion of Lhc abovc argumcllt, that allY polynomial of degrec II ill It can be cxpressed ns a scries of the type
,...,
LCrPr(/t)
(-l~/t~l)
(lU.l)
The problem which no\\' nrises is that of exprcssing' (lily function !(p), defined in the inten'al - 1 :s; ,t:S; I as a series of Legelldre funcliolLs of the fonn
(16.2)
If it is assumed Lhllt the infinite series (10.2) eonvergcs uniformly in the rnnge (- I, 1) to the sum !(/t), we may multiply the l.cnns of the series by Pn(/t) and integrate term by term with respect to O\'CZ' the rnllge (- 1, 1) to obtain the rt::llLtiOll
..
, --- b
()
- -,,-";-'-"-c
211+ 1
<>,
converges uniformly to the sum !(p) in the range (- 1, 1). Thc series (16.3) is culled the Le~cndrc series of thc function !VI). Wc shall not discuss here the conditions which must be satisfied by the function !(p) if this series to be uniformly COll\'crgenti for such a discussion the rcnder is referred Lo ChapLer vn of E. W. Hobson, 1'he '}'hcory o! Spherical mlfl 1!.'llipsoitlal llarmonics (uunbridge University Press, lfllJl).
116
LEGENDRE FUNCTIONS
The possibility of expanding n function in the form of n series of lype (11I.2) is n consequence of the relation (15.6). Tn the theory of special functions we frequently encounter sequences of functions 9'1(.%)' 9',(z), .. , 9".(z), ... which have the property
"
f1p",(z}!P,,(z)d.r =
0,
(III
#- Ii)
(IG. q
We then sny thnt the funclions 9',(%), (r = 1, 2, ... ), form nn ortho~onal sequence for the inLcrml (a, b). H, in nddilion, tJle functions urc such thnt
f {rp,,(x))'tlx =
1,
{I 0.5)
for nil vnlucs of II, we sny thnllhc fUllctions of the sequence nrc normalised, nlHl form an orthonormal set. Given II set of orlhogonnl functions it is obviously 1\ simple mutter to construct n normalised sequence. J'or example we sec from equlltion (15.8) that the sequence of functious 1\(x), (II = 0, 1, 2, ... ) is orthogonnl bllt not normalised. By lilultiplying ench function by v(u +!) wc find that the functions (Ii + !)iP.. (x) (10.0) form 1\ sequcncc of normaliscd orthogon:l1 fUllctions in the illtcrvnl (- I, I). There is another property of import:mce which such n sequcnce of functions may possess. If there is no integrable function P(x), different (rom zero, sueh that
f v:(x)/P,,(z)tlz =
I) E. W. Hobsoo, 0". cit. p. MI.
O.
(16.7)
for all "nlues of Ii wc say that thc sequence i<> n complctc orthogonal sequcncc. It may be shown in thc casc of thc functions (16.0) I) by coll5idcring thc Fouricr coefficicnts of V/(x/:T.)P..(:r;f1t) in (- a, :it) that if (lO.n
60
holds this function is n null-fullction nnd hence that yr(:a:) is n null-function ill (- 1, 1). In otherwon:ls it c::m be shown that the functions (lO.6) fOfm II complete sequence of normalised orthogonal functions.
17.
Lc~cndrc's
Differential Equation.
]f
we write
+ 2, t1
/1)
= 0
llnd if \\'c differenliate this equation n 1 times using Lcibnitz's theorem we find that dr<t-' v d,*l V d n II (1-lt 2 ) - - - 2/1--+11(11+ 1 ) - = 0 d/,."H d/lOlTI dp" which when written in the form
{ (I _,,2)
cC]lmtion
d~' ([ly
2p ~l
(1-/1 1)-/2- ~Il-d 11(11 l)y = 0 (17.1) (It P so thnt we conclude from nodrigucs' formula (15.3) Lhnt when 11 is nil integer Pn("l is one solution of the equution (17.1 ). This equntion, which we shull now consider in II little more dclnil, is called Le~endre's differcntial cquation. We saw in exnmplc 1 of Chaptcr I holl' sneh an equtllion nriscs in thc solution of Lnplncc's equation whcn solutions of the type R(r)8(eos 0), (i.e. III = 0) are sought. It is olwious by inspection that the point p = 0 is nn ordinar)! point of the equation (17.1). Writing the equution in the form
cFy '1}' dy lI(n 1) VI-1)2.. + ( / 1 - 1 ) - - - VI-I)y=O (lp~ u+1 dll /,+1
17
LEGENDRE FUNCTiONS
1'(")~
1+~
+'I(,,-I))~1+11,,-1)-tll'-I) ....
I-l
1
~
It-l
q(/I)=-!Il(Il+1)1+HII
~
CqllllUOli (l2
- lu(u +
we sec that It = 1 is n regular singular point with indicial = o. Furthermore in the notation of equation (.1.2) iX(lI)
I'll
R( )_1l{1l+1)
"
""
so that liS II -+ CO
showing thnt the point It = co is n regular singular point with indicial equlItion {Q - (n I)} (/? on) = O. We thlls sec that the cqunLion is defined by the scheme
+
0
0
y=P
\
-1
n+l
-'II
00
)
j1
117.2)
(Plj
liy
(17.3)
which is Cfl'Jalion (8.1) with IX = 11 I, fJ = - nand y = 1, so that the scheme (17.2) is equivalent to the scheme
6'2
!I=pf~ tl~l ~
10 -
II
i-!,u!.
(li.4)
It should be noticed that the values; along the top row are those assumed by ! - !11 1I0t by /,. We consider first the solution corresponding to the singulnr point at infinity. We write
= - v(21l 1 - I')e. = I we obtain the solution 11(11-1) _" JI{ll-1)(fI-2)(II-3) "_1+ ., (I' )-,,",I 2.(2/1-1),," 2A.(21l-1)(2/1 3) ..
(II l'
+ 2)(11 - V + 1 )C....l
('0
On Inking
-+
"
which
11m)'
ydp)=/t rl :F.(-!Il,
!-!1Ii
1-11;
I~:l)'
(li.5)
we find that
(17.0)
1 17
LEGENDRE FUNCTIONS
63
provided " is nny number other than a neguti\"c integer or hnlf n Ilcgnli\'c integer. These solutions IIfC \'lliid for nil '"altlcs of 11 for which the ,PI series have n meaning. not only for integral ,"nlucs of fl. If II is IlIl integer the series YI{!') terminates - in olher words, yIC/I) is n polynomial of degree II in II. If we multiply this polynomial by
(2/1) ! 2"(11 !)2
we obtain the Legendre polynomial of degree n (equution (l3Ab) above). Onlhe other hand the series for Y2(/l) docs not terminate when /I > - 1 so there is no point ill restricting n to be nn integer. This series solution when multiplied by n
fUclor
rCi)!"" + I)
2"+lr{1l
+-})
(
Q,,{Jl)-~"+lr(II+~)"
The fUllction
_r(Vr(f1+1)
_'I-!
2"\ ~1l+!,!"+11l+:r'/12
(17.7)
3. I)
is n solution or the Legendre cqulIlioll (li.4) even when " is not nn integer nud it reduces to the Leg-endre polrnominl when '11 is nn integer. We shall continlle to denote it by P ,,(/1) bllt when 11 is not nn integer shnl! rerer to it as the Le~el1dre functIon of Ihe first kind of de~ree IJ. The funcLion Q.. {p) defined br cclunt-ion (IG.i) will be rererred to ns the Legendre function of the second kind of degree 1J; even whell 11 is 1\11 integer it is not n polynominl.
64
With these definitions we may write the solution of Legellllre's eqlHltion (17.1) as
(I,l I > 1). III some problems we know that the solution should ben JlolYllominl ill/I; in that case we lUust take the solution to tile form y= AP,,(/I). The vnrinLion of Qn(/l) with II lTIay be computed easily from equlltion (li.7) when I! > I. Tablcs calculated in this wny lire containcd in the \'olumc quoted at the end of 13. The following Fig. 7, whieh WIIS prepared from these tllbles, shows the vnrintion of Q.. (/l) with /l for a few valllcs of II.
05
Uj.
oa
Q,,(fl)
11=0
I/=J
n2
11=2 11=3
(l.
00
1
Fig. 7
,
-1'-
"
.,
lit II =
Since Legendre's equation hilS 1\ regular singular point 1 we may on the bnsis of cquation (3.8) take the
116
LEGENDRE FUNCTIONS
6S
p.V.)1og V. -
1)
+ ~ <,l!' -
1)'.
The coefficients cr can now be ohtnined by substituting this expression into the differential equation (17.I) and C<lualing to zero coefficients of successive powers of <If - 1). Tnstead of proceeding' in this way we shall derive this second solution by means of II method due to F. E. Neulllunn. 18. Neumann's Formula for Ihe Legendre FUllctions. l.ct us no\\' consider the inlcgrnl
I
1
P ,,(e)d$ _I It ~'
where III I > 1, nnd 11 is n positive integer. Expanding the denominator by the binominl theorem. we ha\'c, for the \'uluc of the integral, the series
-0
~ It ...,
From C<luntion (15.9), it follows thnt the integrals in this series nrc zero if 9 :;;;; 11, or if s = Il '!r where r is a positivc integcr, so that the nbo\'c scrics is cquivalent to
r-O
1:
It
1 "+1+2'
I'
-I
~"+'2rPn(~)d~,
11."+1
(11
+ 2r)!F(r + !)
(')'
II.':
r!
66
_i_ ~
lIn+! ....0
-fr +r)r!
p2
,,3.1)
+
Noticing that
~ pmp(" 1)/2"1'(" !), and comparing the result with equation (17.1) we sec that this series is merely 2Q.. tlt). Hence we have shown that if III I > 1
Q"II')~'f'
-1/ 1 -
P"(i;,,<,
..-
(18.i)
Il result which is known as Neumann's formula. Equation (18.1) holds not only for rcal nducs of.u greater than 1, but for nJl vailles of II which nrc not real. For this renson equation (18.1) may be rcgnrdcd as defining' the second solution, Q,,(/t), of Lcgcllclrc's equation. Certain related formulnc, due to MncRobert, follow readily from this result. If Ifl I > I and 11/. is It positive integer then
l
fl"'Qn(fl>-tf
r"P"~)d~=!fl fl,m_~'''Pn{~)d~
I
tE
Tfll~:S;;:'/I
"I-I
ftm-I-rf ;rp,Mld;
_I
(18.2)
....0
it follows from equation (15.0) that eaeh term of this series vfinishes so that we have 118.3)
provi<]ed ?Il, /I. nrc integers find III :s;;: II. On the other hanel if ?Il = It I, the series (18.2) reduccs to the single tcrm
I"
LEGENDRE fUNCTIONS
so that
I
1/1
"-'--""",,,.,., (211+1)1'
Tl .
""(0) I)'
"
(18.4)
JII+1QI ..
IIV-
Now if 111 is nn integer P ... <It) is n polynomial of degree ill 'I so that it follows from (18.3) by finite summation thut, if //I :s: 11,
1'.(')/'.(i) (18.5) : (I' ... 1/ .. Similarly from cquillion (18.-1) 1I1ld the definition of /',,+d,J) we hnve the formula
-I
'f'
+1
P .+1(plQ.. Vt)
=!
(18.0)
If we replace " in CflunLion (lS.5) by ,,+ 1 and til by '1 :lIld subtract from eqnation (18.6) we obtain the relation PHI{/I)Q.VI) P,,(JI)Q,,+lVI) =
'1+ l'
(18.1)
Other formulae of n similar nature nrc contained in ex. ~H below. 'Ve shnllnow make usc of !\clllllnnn's formula to derive t he form of the second solution of Legendre's cquiltion ill thc neighbourhood of the point.'l II = 1. l"rorn (18,1) wc hnve the rcsult. that. if I'. >1, 11+ 1 (18.8) Q,,(J-l) = !/\(.If)log,ll_ 1-11',,-1(11).
where 1V"_1(;l) dellotes the inlegrnl
II
Now when Ii is nn integer, P ,,(II) is n polYllomial of degree II in I' so that {P ,,(p) P ,,(;)}/Vl is a polYllomial of degree 11 - I in p. lienee 11',,-1(/1) is a polynomial of degree" - 1 in /1.
66
If we substitute from (18.8) into Legendre's equntion (17.1) we rind thnt 11'..-1 53-tidies the difrerentinl equntion
(1 - /I:!)IV;~I - 21111'~_1 11(11+1)1V_I = 2P~VI) (18.0) Now sinee 1I'1I-1Vl) is n polynominl of degree Jl - 1 in II we mny write (ef. 10 nbo\'e)
11'.._1(/1) = I: l:r/)r(,U)'
/',,(11) = ~
.. .
.-,
,
(211 -
_0
'~r
- I)P n-21"-1'
where l' = t(1l - I) or til - 1 according liS Il is odd or C\'CII (which follows from equntion (I.Ui)), and the result (1 - /t:!)P;' V')
211 ['.(It)
+ 11(11+ 1)P.(/f)
= (Ii - r)(11 r 1 )/'.(.,,), we find, from equalion (18.0), thnlc._ 20 = O. (8=0, "',1') Bnd lhat 2/1 - "8 - I cn-:!I-t = (28 1)(11 8)
+ +
+
'!,
Q,,(Jt)=P,,(II)log/(_I-.~(28+1)(o'1
"'
11+1
:!II-'~$-l
8)P"-~1(!l).
(18.10) Another expression for Q,,(J1) may be derivcd from thc fnct thnt both P,,(J') lind Q,,(JI) nrc solut.ions of Legendre's equation (17.1) so that
Q.(p) dd
J1 which is Cf:luh'alent to
HI -1,')P;(j,)} -
I"
LEGENDRE FUNCTiONS
where C is a constnnt. Now from equations (17.7) and (17.8), we cnn rcudily show that for large ,-alues of p. P"')Q '''j l
"
"v
.. \I''''''''
21l+
11+1 I I . Jl'
so Ihnt ns f1- CO the left-hand side of (18.11) lends to - L showing that C = - 1. Writing (18.11) in the form 1 l',,(/l) = (fl~ l){P,,(u)P nnd noting from (17.7) that Qn(/t) ~ 0 as It -+ co we hnve d
dlt
IQ.0')j
J'"
li';
(18.12)
19. Recurrence Relations fOr the Function Q.. (,t). nccurrcncc relations for the Legendre function of the second kind Cllll be derived from Neumann's formula (18.1) and the corresponding recurrence relations for the Legendre polynomials p .. tll). From the recurrencc relation (l.~.2)
nlld Neumann's formula we have
('11
+ I)Q..+I{Jt) + 1IQ"_I{Jt) =
! (, I,~
(II+!) JI
-1
';P,M} cl~.
It - ..
Now
(n
+ !I
f,P .llldl ,
the right ns
we see from (15.0) thnt it vflnishes if " - O. Hellcc wc havc 1 )Q"HVt) - (211+1 )pQ"Vi) tIQ._IVi) = 0 (HU) showing that the functions Qntll) for three consccutivc vnlues of 11 satisfy [I relntion of thc same form ns thnt for thc funcLiolts P n(Ji) (equation (U.2) nbove). From !\cunultllt's formula (18.1) we have
J-,po(ell'n(~)d~
(,,+
)=Q'( n Ji
'J'
70
20
}Ience
( ..
I'
=!(211+1)f
-I!' -..-
P,,(E~(I~,
by virtue of eqlllltion (U.O). The integral on the right is 2Q,,(I') by Neumonll's formula so that, finally, Q~+I(Jl) - Q~-dJl) = (2/1 l)Q,,(}I). (10.2)
~(C.T+D",.-tl-11Q .. (cosO)
.-0
(20.1)
where the quantities A". B ... C,,{n = 0, 1,2, ... ) are atl constants. Now it is obviolls from equation (18.8) that Q,,(eos 0) is infinite when 0 = 0, and we know on physical grounds
120
LEGENDRE FUNCTiONS
71
thftt in the case of spherical boundaries II' remains finite atong t.he axis 0 = o. l!cnee we mllst lake = DR = 0 for Ill vnlues of 11 !mel obtain t.he potential fUllction
en
.-,
(20.2)
which is valicl liS IOllg as r is neither zero nor infinite, Le. if n :;::;; r :;::;; b where 11 and b flrc finite and nOll-zero. If the region under discussion is the int.erior of II sphere, i.e. if o S; r ::;: 11, then to llvoid 'P becoming: infinite we must lake J),. to be zero to give
'p=
~A"T"P,,(cosO). .-,
(20.3)
On the other hnnd if the region beillg considered lies entirely outside this sphere, we must lake
'P =
.-<>
(20A)
Examples of the lise of the solutions (20.2, :I, .~) in potential theory arc given in Coulson's Ell~clricity (Olivcr &, Boyd, 1(018) 75-78, 80; n furthcr example is given below. The Legendrc functions of the second kind, Qn(eos 0), which nrc abscnt from problems involving sphcrical boundaries, cntcr into the exprcssions for potcntial functiOIlS npproprinte to the space between two coaxial cones. If 0 < a.. < 0 < p < 7t we must takc a solution of the form (20.1). Suppose, for example, that V' = 0 on 0 = a.., and Ip = Eot"r" all 0 = p then wc Illust have
An? n(eos a..) find
+ CnQ,,(COS a..) =
A"P,,(coS{l) C"Q,,(COs{J) = a..", 11" = D,,= 0, the latter rcsulls following from the fnet that if ot *- p, Q,,(cos a..)P ,,(cos P) - P,,(eos a..)Q,,(eos fJ) does not vanish. Solving these equations for A" and e" and inserting the solutions in er\lmtion (20.1) we find that in the space between the two cones
72
IX r" {Q,,(COS Il)P,,(COS 0) -1' ,,(COS a)Q,,{COS O)} n_O" Q,,(COSIX)PII(COSfJ) P .. (cosa)Q,,{cosfJ) (20.5) To illustrate the usc of the solution (20.1) [lnd of some of the properties of Legendre fUllctions we shull nO\\l COIIsider the problem in which lin insulated conducting sphere of radius n is placed with its centre at the origin of coordinates in llIl electric field whose potential is known to be
=
1:
'P
"-,
"= a.
" a"r"l\(cosO) :E
(20.6)
nnd we wish to determine the force on the sphere. The conditions to be satisfied by the potential functions 'P arc (i) that 'P is n solution of Laplace's equatioll; (ii) that tp hns the form (20.0) for lnrgc values of rj (iii) 'P = 0 on The conditions (i) and (ii) nrc satisfied if we tnke
1j!
=;: (a."r" +
"_I
~;I) P n(cos 0)
,,_I
'"
,,_1
und since the force per unit area 011 the conductor is 2J1'02 the resultant forcc 011 the sphcrc is in the 0 = 0 direction, and is of magnitude
F =
" fo
(20.7)
121
(2/1
LEGENDRE FUNCTIONS
+ 1 )(2m + 1)
Changing the \'nrinblc of integration to It = cos 0 and lIsing the recurrence rclution (H.2) we find that
I",,, = (2m
find by the orthogonality property (15.8) this reduces to the form 1 m .. = 2('11 1 )0"",,+1 21/(')",,11_1' (20.S) Substituting from (20.8) into (20.7) we find that the Lotnl force all the sphere is
= :E
"-,
+ 1 ):t."oX"+l(/2 +t.
n
21. Legendre's Associated Functions. \Vc saw in example 1 of Chapter I that the solution of Laplace's equation in spherical polnr coordinates reduces to the solution of the onlinnry diffcrcntinl equation,
2 de m } (J -/(2)(18 --2/1 - + { 11(11+1)--.. 8=0 (21.1) dp dp l-Jl~ which reduces to Legendre's equution when 111 = O. This equation is known as Le~cndre!'s Associated Equrllion. To soh'c this C<lllntion we may write! e = {fj~ - 1 )-~I~ y. (21.2)
Substituting this expression in the differential cquulioll we find tha.t y sntisfies the equution
([2 Y fly (l-!t~)-1 ~-2(1-1II)!~'-1
(,ll"
(It
+ (n+m)(n-IIl+1)!J=O
I~'
und differentiating this equution III times wilh respect to by Leibnitz's theorem we find that
74
(21.3)
showing that if rJ-yJdJ'" is n solutioll of l.cgcndrc's equation (17.1) the fUllction defined b)' equation (21.2), is a solution of Legendre's associated equation (21.1). Similarly if we put = ('Il! - l)i"'y in equation (21.1)
e,
we find that
(l-W)-~- 2(l+m)/t- +(II-m)(lI+m+l)y=O,
~
{Fy dW
dy 1 (II
(21 ..~)
If now we differentiate cqllltl.ion (17.1) III times with resJled to Ii we obillin the equation
)d
(21.5 )
is n solution of Legendre's nssocinlcd CfJuntioli (21.1). Tnking the two solutions of Legendre's equation to be p .. and Q,,(f/) it follows from (21.5) that thc functions
vl)
P::'(fl) =
(Jl~
Q::'(p) = (JL~ -
arc solutions of Legendre's associnted equntion. As n consequence of equnlion (~1.3) we see that so also nrc the functions
P;;"(,u)=VI' - 1)4'" (
and
J: ... s:
p ,,(~)(~).. (21.7)
... J. rJ
Q.(;)(d.)". (21.8)
121
It is
</m ,
Ull
LEGENDRE FUNCTIONS
75
(1:r",2 1'I(lX,{3;y;x)=
(.I.(P). ,
(y)",
2/'1{a:+I11,{3+mii'+m;x)
P~(J.I)
we sec that
"II =
(I
Hence P':;(/J-) as defined in (21.6) may be written in the form P':{jl) = IT( 11 ~"'m
r(n+m+l)
1-P ) 1I1-1I,1I+1I1+1;m+l;-2 .
(21.9)
Other CXpl'CSSiOllS for the first of the two fUllctions (~1.6) can be easily derived. If we make usc of the result (7..Q we sec that
P;:{/t) =
rtll+m+ 1)
2"111, 'T( 1/
1/1 +) 1
(/1+1)"-11"'(/1-1)11'" X
Q}'\
, (
U-I)
ll+ 1
(21.10) find similarly, if we mnkc lise of rc1nlion (7.6) we may derive the Cx!wcssion
P;:(jt) = P{Il+m+l) -mlF(1I 111+1) 11 1
(/1-1)1' +
X,
2 1
}' (11+1,
-/I'
From Hodrigllc.<;' formula (15,3) wc dcri,'c thc simplc cxprcssion 1 dm +" P';;(/I)=;:;n-I(p2-I)lmd m+"(1/ 2-1)", (21.12) _ 11 It The simplc differentiation
76
d'" _"_l_~r= (_1)",r(I1l+II+1+2r) Ir"'-"-l-~' d,t"'P1+2r) mn)' (because of the duplication formllln) bc written in the form
r('n+
dm r( Jl+l I- (IJt'"
-
I(."+tl,(*,,+l),} -.
/t"+I+- r
III 1
_ (_ )m r(
showing thill, by tcrm by term dilTerentintion of the solution (17.7) of Legendre's c<IUlltioll, we obtnill the solution
1 1m
(m+1).
"
(' -
P)'
in equation (21.7), with :'Ilurphy's expression (15.2) for P ,,(Jt), we derive the expression
Ill!
I ( -(Jl-1)"'~PI-11,1'+1;III+l:
~
'OP)
(21.14)
fo,
r J: ... J:
P ,,(E)(d;)m,
I-II). (21.15)
2
I"
.. V
LEGENDRE FUNCTIONS
n
(21.16)
dp."-'"
In
0.
Q__" ) = (_ )_
.. Vi
+ 1)
r: .. f:
f~
(!Il
+ i;~;; + I )r (d$)-
llsed in equlltion (11.7). The four functions P';:(Jl), (~::'(Jl), P;:"'(,I), q;:"'(u) defined by equotions (21.0), 21.13), (21.1.l) find (21.17) respectively nrc therefore solutions of Legendre's associated cqlllltion. They lll'C lWOWIl liS Lc~clldrc's Associated functions. Although the expressions I\bo\'o have beon found by I\ssuming III nnd /I to be integers it is rcndily shown lhat the solutions quoted arc valid cvcn when III and /I are nol. integers. Since Legendre's nssocinted equation is of the second degree it follows that only two of these four fUlletions llre linearly independent. and that the other two may be expressed simply in terms of them. It follows imlllediately from equations (21.11) and (21.15) that if /fI, tl arc integers ~-( ,) = F(I' - m 1) 1'-( ). (0 8) '- .. I r(t,+m+ 1) .. Jl _1.1 Furthermore. if we apply the result (7.6) to the hypergeometric series on the right hand side of equation ('!1.17) we find that
,!Jo',
;J
78
which, on comparison with cljuation (21.13), revcals thc rclnlion _'" r(1I - III + 1) '" (21. HI) Q.. (/l) = r(fl 'Ill I) Q" (p),
+ +
It is aow a simplc muUcr to provc 1hl\t whcll III :mu II arc intcgers, nnd m is rixed. the polynomials P:'(/l) fonn an orthogonal sequcnce for thc intcf\'al (- 1, I), .\Iaking lISC of the N:Sults (21.18). (21.1~) nnd (21.16) we find that
I-, l':'(I')P:'I/I)d,1
~
F(otl+m+ 1)
F(II
1 11"-'" d"'+m _ _ (,,2_'1 )" _ _ (,,2_1)"'//,' 111+ 1) 2"+""11! u'! _I d/,"-'" r c/JI"'+'"
II III
II
q,,+m+')
(-1)"111+1) 211+"'II!,,'1
I' " 0 )
_I
v,~-I
c1,,11+'"
v'
This integrnl is evaluated by thc mc1h<XI uscd lit the end of 15 and wc find that
_I
+1
211+1
In many physical problems I' = oos 0 so that -1 ~/I s;: 1. It is thell not IIlwnys ooll\"cnienl to have Ii factor of the form (/12 - 1 )1"'. We use instead Fcrrer's Cunellon
(21.21 )
.......
(21.22)
122
22.
Function.
LEGENDRE FUNCTIONS
"
where /(1;) is nn lI11nlytic function of the complex "nrinble I; in n ccrtnin domain R which includes the point I; = I'
nnd where the integral is taken nlong n closed contour C which includes I; = I' lind lies wholly within the domnin Jr, thell by cliffcrcllUnting' both sides of t.he equation r limes with respect 1:0 JI we obtain the result
d'/(,,)
(Ipr
=~f
2:u
c (I; _/1)....1
/CC)
,IC.
(20.1)
Substituting 111 for rand (c: - I)" for ICC) in this equation we find thnt, as n result of cquntion (21.1),
P';(JI)
+"
(11I+")! (.U-l)l-f
2" . Ii!
(C:-I)"
2=ti
c (1;-1' )"+"+1
d~
(22.2)
Tf II.
>
_7t
VI+V(/I~-l)eos(tp-'P)}n.
cos
Sill
(IIltp)chp
=
(p
(II
(22.3)
80
Chunging 11 to - (II
VI'
+ 1) we
+ V(/I''!. -
1) cos .,,}-"-I " (11- /Il)1 = P .(p') 2 1: (-I)'" I ' P':(p') cos m~. (22.4)
_I
II.
Appl)1ing Purse,nl's theorem for Fourier scries to thc series (22.3) and ('!:!A) wc find that the scries
~ (II-m)!... '" P.{fl) P .<1/)+2"",(-1)"'( )1 p .. {fdP.. (/1')eos mrp
.. _I
II
III.
This integral may be evaluated by means of Cauchy's theorcm,l) Its "lillie is fOllnd to he
1)(1'" - 1)] co, p)} Writing Jt = cos 0, It' = cos 0' nnd cos e = cos 0 cos 0' sin 0 sin 0' cos rp we obtnin the result
p .(1'1,'
+ ,1[(/,' -
(22.5)
23. Surface Spherical Harmonics. From the two scts of orthogonal functions r:'{cos 0), cos (11111') we ellll (ofm n Ulird set of functions
X
(0 ) ~ ...... ,rp
11/
9' (23.1)
123
LEGENDRE fUNCTIONS
81
which is 1111 orthogonnl set of functions 011 the unit sphere, i.e. I he functions of the set satisfy the normnlizution relation
" 2...
(23.2)
similar WilY we
11 ....
('CUI
construct
(
II
st.:l
Sill
(0. Ijl)=
11+ III
mrp
(28.3)
(:!3.4) (23.5)
6 .... 6",,,,,
0"
2,. ..
"
Jo
for nil integral values of II, n', til Ilnd Ill' with '" s;: II, m' :s;; II'. DeclIlIse of these orthogonality rclnliollships we ciln cslnblish nn expansion theorem which is II slraightrorwnrd gcncrali7.ation of the Legendre series (16.3). It is rcndilr shown lhat for II huge class of fUllctions /. Ull~ fUllction 1(0, 'P) cun be represented by the series
,,-0
}".:c"P,,(cosO)+ E
,,_I ... _1
}".:{x"",X", ..(O.rp)
+ V"",Y",,,,(O,rp)}
(23.6)
where the coecricicnL.. c", x"",. V" .. lire gi"clI by the expressions
(23.i)
X" ...
(23.8) (23.9)
V" .. =
f"osin
OliO
82
For finy gi"en fUllclion/(O. p) the series (23.G) CAll therefore in principle be computed by a series of simple intcgmtions. 'I'he functions X .... and Y ..... which nre known ns surface spherical harmonics can be constnlcled ensil)' from the known e:'<prcssions for the nssocintcd functiOllS T':.
sin 0 cos p.
-"2,!(0,9') =
-"3.1(0,9') = -
1) cos !P,
X 3 ,,.(O, rp) =
X 3 3(0,9')
= -
lind the corresponding expressions for the Y II II' nre ob tained by rcplncing cos (1119') by sin (IIUp) in Lhe c'xprcssions for the X" ",' The functions X" m nnd Y" '" have the important property that they arc solutions of t.he ]lartial differential equation
Sin
~oao sm
p-
(A,"
+ Br"-
)X....(0.9')
where A. Il, C and JJ are constants, is a solution of Laplaec's equation. It follows immediately from equations (23.1)(23.9) takcn with the cxpnnsioll (2:J.6) that thc fUllction
I"
LEGENDRE FUNCTIONS
P,.(cos 0)
:E -
tI
satisfies Lnplnces efIulllion ill the region 0 ~ T ~ a, is finite at r = 0, and takes the value /(0,9') on the sphere
r = fl.
For example, suppose we wish to find the solution of Laplacc's equation which lnkc.'l 011 the value :c2 on the surface of the spltelc r = a. Here we ha\'c
a~ ll~ /(0,11')= 112sin20cos 2tp ="3 -"3
,,2 (12 ('\.it\ I 3" -"3 /J2 (COS 0) + 15J ...'(2,2(0, lp)l/2.
Substituting the YlllllCS of P .. nnd X .. .. And Ir:lnsforming back to cartesian coordinates we scc that the required solution is
Functions in Wave of Ilssocintcd Legcndre functions in wnvc mechanics, wc shnll consider one of the simplest problems in thnt subject - that of soh-iug SchrOdinger's equntion ~ 8.,,2 m J7-IjI+~(IV- 1')'1'=0 (2U)
Lc~cndrc
IlSC
24.
Usc of Associated
for the rotntor with free nxis, thnt is for n pnrticle moving 011 t.he surfncc of u sphere_ Tn equution (2U), \I' represents the totnl cncrgy of the syslem, V thc potential cucrg)'. In thc easc 'Indcr collsidcrnl iOIl V is Il l:ollslnnt, Vo
84
say, and tJle wavc function 'P will be II function of 0, 11 only. rr the radius of the sphere is dcnoted by a thcn equation (2'k 1) is of the fOl'llL
a" ao"+ 7
ClIp
cotO
alj1
I12p
et'*''''''
thcn
I' = cos 0,
(:N.3)
wc find lhnt this cqunlion reduces to J~cgclldrc's associntcd equation (21.1) and hence has solution
e=
II P:(cos 0)
+ BQ:'(cos 0).
Howevcr for the same reason as in the case of potential theory ( 20 abo,'c) we must take n = O. The solulions of equation (2.L2) will thcrefore be made up of com binations of solutions of thc form 'Pm ..(0, tp) = A",,, 1::Hm 9' 1'::' (cos 0). where A .... is a constant. Thc physical conditions imposed 011 the wave function 'P nrc that it should be single-valucd and continuous. Obviously thcn thc 'physical' solutions will havc III lIll inl.cgcr, sincc 'P... "(O.!p 2:t) must equnl !jJ... "(0, p). Further in order Uillt the series for P'::(/l) should COil verge for the vnlllC5/1 = I it is necessary that it should havc only a finitc number of terms. This is possiblc only if II is a positive integer. If therefore the solution (2.~..q is to be ,'alid for 0 = 0 nncl 0 =:z we must hn,'e " n positin'
LEGENDRE FUNCTIONS
integer. The phy!>ieul conditions on the wave function arc therefore not satisfi(.'(l by !>)'stellls with IIIl arbitrary value for lhe energy 11' hill only by systems for whieh
"
11' = 1'0
(2.1.,5)
where 71 is a positive inleger. Tn other words, the energy of such II mechnnical system does not vary continuously, but is enpnble of nssuming valucs takcn from thc discrete set (2.1.5),
1':XA~II'LI':S
1.
".to) _
O. ami that, if II
(-I )i
n'
i~
.:....'11.
.._en +1
3.
I f ' _ I' (I)
I:
JI'
P_VI)_iIOg{I+JI}
I-p
+ "lV"
I) show thut
(1 - "O-~(I
-lltcH - 1: I,P.V')
(ii)
".VI) - IIlru)C.F,ll.
...... U. -II;
r(II"'U
.-,
-II;
i-no C-')
lkduco: tlmt
(lU)
1-'1;
I) -
-1'-(II
Il!l'\i)
il
-4.
Ir"
i~
f
and
hen~.
_I
P .VI)( I
2Jlh
+ II')-i dJI
~
_II
"h-
mnking \I$e or
Hodri/{lI~'
I_,l
I
l _1,')_(1 - 211h
+ h')---j dJI
2""(111)'
86
P'~(J:)
I:
~.
(211 - 4r -
l)/>~_"_I(;t:)
,..
where II _ Hn - I) or III - I according us II is odd or CVCIt. Deducc HUlt for nll;t in the closed intcrval (-1, 1) nnd for 1111 positivc intcJ;el"S u, the vnlucs of the fUZlctions II' ~(:I'") I. II-'l P' ~(;r) 1, n-II J'''(;I:) I, ' .. CUll never exceed unit)', I'rove thnt
I'
I'
p.{JI)cf}1
-;;--+ I {P~_I{,U)_II
I,
Ihul if
II
is un odd integer
I I
8.
If
Il~_
(-1).~-i{n-1)!
o''.VI)d}1 - 2.(in+I)!(ltl
II
ill
is cven?
Whot is thc v"lue of the inteJ;nll when 7, Using equation (J.I.2) nml tin; llmt if " is evell
t
I1!.~ults
1)1
+ 1 )lI ft +1 + ,UI.
I
-I
l'"{/l)P~_I{,II)II
9.
I
10,
I
-J (1+/l)-"P.(JI)d/l-
+ I)!
IO}I'"P~(;I}d}1
Deduce thaI.
- 2r(jlll+jll+.})lUm
r(illl+llF(im+l) jn+l)
81
-II
1'--
'/1+ I
"-')
Deduce thnt
1'. (cosh ll)
li: I
12. If 11}1) _ I}l' - I) 8110W, hy llsillj:: nolle'll lhcorcnl thnt 1'(/1) 11\1l1lllll\\'e at least one u:ro hel\\'cell - 1 lUlil I. l'roceeclillJ: in this wny deduce lhlllpI(}I) IIiU 11 zeros bcl\\'ccn _1 Hnd 1. IIClIl'C show thnt when" is e\'en tile reros of I'.{/l) occur In I'aln. equlIl ill 1IIl1gnitude but 0llllosite in sign, IIml thlll whell 'I i~ odd, 'I _ 0 is II zero lind the others occur in ellUl,1 "ml 0PIKlSHc plIil'll.
13.
If Y(}l) is nil}' solution ot the linrar dittcrelllial Cfluatioll
.C!<) fl}l'
dly
dy
in which Qt. P lind r lire continuous tunetions ot}l whose derl\-at'"u of all orden nn': continuous, Ilro,'e tlmt yl.Jl) Cllllliot 11:1\'1': nn}' repented uros except JIO$Sibl}' for ":llul';S of /' which IIlltisf}' tile JIIlItion a(ll) _ 0, Ikdul'e thnt all the zeros of J>.(lI) nre distinct.
14, Prove that the Legendre jKlt}'nomial p.(z) 11lI.'I Ihe smallest distance in the menu from zero of nil pol}'nominl.'1 ot degr 'I with leading ooctricient 2"(1).{1I1
15,
pro,'!': Ilmt
l P.(z)R{f{z)}d.z -I
p.(zl(z)d.z
rex)
nn': finite nt z _
I.
f-,
l log (I - z)P.(z)dz-
11(11_1)
88 16.
Ii) (ii)
17.
(i) iil
18. If
".(",LI. ,...
~\
z)-~
2hI -
'>.(.r)d..r
2JU'
-I (I
h'
_lloS
l
I-z
P.(Z)I/.r-(2U+I)(Il+1)
_I
log (1 - hz
(m> I)
J
19.
If
-I If".. f1)'>.(z)dl" -
(II
+ m)(211 + 1)
2tl.f"
= it
real nnd
Pulling
=_ :':11"'(,11' -
. J
1=1 <
~
1 pto\e thnt
01
+ =OO!ttp -
]hV' "'()I" - 1) COJlrp} 1 < 1 (0 ;S tp ;$ :I). ClI"l'ntllliUK holll sides in powcrs of " ami equuling coerrieicllts of ,,- show th'll
'>.(,11) -
~ , J'" (p
,-.
" C. ".(005 0) 1:
h v'(}.'-I )/(IIJI -I) in
LEGENDRE FUNCTIONS
89
21. "'nkill~ use of lI,e illlcgrni expressfon fur 1'.(/1) derived in ex. III show thnt
:E C,(I
'-<l
-I")1-1'Jl'1'._.(0)
1',(/1) I',(p)
1'.(,1)
1',(;1)
-(I-II')'
J'.(O)
o
1'.(0)
J'.(O)
1',(,11)
o
J'.(O)
o
1"(0)
I',(P)
1',<1')
1',(/.)
22.
>
I
1
II
_I
Q.(J') - :!-+,
v'
(I-I')'"
I)h,l/l
J:
(P -
,/(;1' -
I) cosh 0)118
where at - i lOA: {J. 1 )11.1. - 1). Hence fintl cxprc!l!lions for Q.(J') nnd Q,(J')'
23. I)clennine the simJlle eXJlression~ for 12.(/.), 12,(;,), Q.(;I) nud Q,(P) b~' workinA: Ollt Ihe \'nltl~ of t.he JMlIYllorninl 11'._1(;')' oecurrinJl in C(IIH'lion (18.8), for these \':.,lllcs of II. 24. E.stablish thc following formuloe <lue to MllcHoberl:
(i)
(ii)
I"'.(;I)Q.(;.) -
,..1'.1.1,)12 fJo)
(iif)
/''''(,I.'-I)Q'.(/.)-j
-I
11
~(I'.(~IP
-I
l' - ~
2n
~"(';'-
I)p' (!)
-I
1'-
II';,
11>111;
(P'-I)P_(P)Q'.(;')-iI
25. Provc llml, ir
I ("
-I
;-
I)p (t)l"
II
-$
;11';,11>111.
(.)
/I
+ v{,,' -
I),
90
Deduce thllt, if
It I >
I,
Q.(P)-
",_I
\1;01
"+I"'+tC-') , .
r1_'"
27.
1: 1,-" 7'''(/l) -
2-ml(I_~/l"+lllj"'ti
f1> - I then
.. l'(n+m+ll (Pl-Ili-fl (I-P)d; Q.(P)- 1'("+1) ~,- -I (P (')..... , Deduce thnt. if III
+ I I>
2 then
..
Q.(P)-
28.
Pro\'e the fol1owlnJ: recurrence relations for Ferrer'a t\nocinlcd Legcndre Functlons:-
(iiI
(iii)
(0-11I+1)7':.. 01) -
(211+lj/l'l':01) + (11+11I)1':_1(,11) _ 0;
De.ri'e thc exprnsiol1ll for 1';"(0,1') nnd .\';"(0, '1') for m _I. 2, 3, ,~, ,ill 0 cos" 0 em 'I' in teTIllS of lurfllce Illherical hmnolilcs. 29.
30. Find the runction which interior or the III here z' y" IIlld tnk~ the \ouluc oz.rl fly'
+ + ;1 _ f1" remnirl!l finite lit thc origin + + y:" 011 the lurfnee of the .pheft'.
CIIAI"'1o:1I IV
BESSEL FUNCTIONS
25. The Origin of Bessel FUllc(ions. Bessel functions were first introduced by Bessel, ill 18::?l, in the discussion of n problem ill dynnmienl nstronomy. which mny be described ns follows. If P is n planet moving in nn ellipse whose foclls S in the sun and whose centre nnd mnjor axis nrc C nnd A'A respectively (cr. Fig. 8), then the angle
c
Fig. 8
ASP is cnUcd thc trite ""omtl1y of the plnnet. It is found thnt. in nstronomical cnlculntions, the tme nnomnly is not n vcry convenient angle with which to denl. Inslend we use the IIICOIl ol/ollloly, C. whieh L~ defined to be 2n: times the mHo of the nrca of the elliptic seclor ASP to the IIren of t.he ellipse. Another nngle of significance is the eccentric llIlOlI/tlly, Il, of the pin net defined to be the nngle ACQ where Q is the point ill which the ordinate through p met:L~ the nuxilinry circle of I he ellipse. It is rendily shown l ) by n simple gcometricnl argument I) Cf: D. K HUlherfonl, C/lutiool.ltuhania, (Olin!r Uo~'d, 1051 )f.1::l.
"
92
that, if e is the ~eenb'ieity of the ellipse, the relation between the mco.n anomaly and the eccentric anomaly is C=fI-e.sinu. (25.1) The problem seL by Dcssel was that of expressing the difference bctwecn the meflll nnd eccentric tlllomnlics, u ns a series of sines of lmlltiplcs of tIle Olelln nllolllnly, i.e. thnt of determining the coefficicnts ",(r = I, 2, :J, ... ) stich thnt
e,
1/ -
I; = Z c, sin (rC).
-,
(25.2)
To obtain the \"alues of the cocrficienls c, we multiply both sides of equation (25.2) by sin (.e> and integrnte with respect to C from 0 to =to We then obtain f"(t o Now J:5ill (rC) sin (sC)dC =
C) sin (8C)(11; =
,_I
r: (~; - I)
cos (.reldC.
From (25.2), C- II is zero when t; = 0 and when t; =:'1:, so that the 5qunre bracket vllllishcs: the integral enn be written in the form -I
.f
e sin lI)}dlt.
(2ij.3)
12S
BESSEL FUNCTIONS
93
J .. (x) =
110),10
(:!5.,~)
._1
(25.!:i)
The funclion .1,,(3:) so defined is called Bessel's cocfrldent or order n. We shall now show that J .(x) is equal 10 the codficicnl of t" in the expansion of cxp Ox(t - ,.-1 in other words we may define J ,,(x) by means of the c"xpnnsion
no
cx p {!z(t_2-)}= I: '/,,(:z:W. I ,, __
<II
(25.0)
To prove lhis we need only show thnt the,f ,,(x) of (25.0) cun be expressed in the form (25A). We first of nil obscn'c that
11 _ _ "
l:
(1)". ~ l: ".(x)/'
n __ OD
exp(ixsinO)= 1: .J.,(m)c l '" l\laking use of the result (25.i) we see thnt Ihe series the right enn be Pllt into the form
Jo(z)
011
94
If .....e 110W multiply (25.8) by (."() uO. (25.9) by sin ,,0, integrate with respect to 0 from 0 to :'I, and usc the formulae
....
_ .
(25.8)
(:!5.9)
(11 e\en).
(:15.10)
(n odd).
(:.l5.11)
Ucclluse of the periodic propcrtie. of the trigonometric functions wc know that the inlcgr:\1 on the right of C<luatioll (25.10) is zero if II is odd, while tlml 011 the right or equation (25.11) is zero if 11 is c,en. Thus for nil integml "allics of II. we ha\-e
J ,,(z) =
-.!..
~
J0
(2.'U2)
In whnl. follows we shalll\Ssutne thnl the nessel functions of Ule first kind nre defined b~' equntion (21U'I) or, whieh is equiynlent. by equation (25A).
26. Recurrence Relations for the Bessel coefficients.
1f we differentiate thc gCllernting equation (25.6) with
126
BESSEL FUNCTIONS
.,
-
:E {J ,,(or) ,n+!
J ,,(X)t"- I} -
1: J ,,(x) til
,,--..,
"
,
O.
11 _ _ 00
Equnti ng to zero the coeffic ient of ttl we oblnin the relation (26.1) 2J~(x) = J II_I(Z) - J ,,+1(.%)' On the other hand, if we differe ntiate (25.0) with respect to t the rcsultin g equatio n is
OIl
".I .. (Z)I"-1
11 _ _ '10
:E 1I.1,,(x)I"-1 = O.
Equati ng the coeffic ient of t"-I to zero we obtain the recurre nce rein lion
+ J ,,+I (x).
(20.2)
(26.3)
= n.J,,(x) -
.TJ,,+I(x)
(2GA)
PUlling /I = 0 in this last equatio n we have the import nnt specinl case (20.5) J~(.l:) = - J1(x), 1 in equatio n (20.3) we find that and putting
,,=
(20.G)
96
showing that y = Jo(lt) is a solution of the differential equation lPy 1 dy+ (20.8) y=O. 2
(20.7)
-+-dz the
IV
We can show similarly that the Dessel function J .. (It) satisfies the differential e<Juntion
~
rPy
(II, mtegral).
(20.9)
For, from equation (20.4) we find, as n rcsult of diffcrcn tiating both sides WiUI respect to x, that
J oo+l(Z) -
xJ:+1(x}.
tl
+ 1 in place of tl in cqulllion
.-
,,2
(20.3) wc see
:cJ.. (x)
"
+ J .(z) = - J .. (.:a:)
, 'It
xJ ..(z)
which shows that J .(z) is n solution of equation (20.9) provided, of course, that 11 is an intcgcr. As we pointed out in I, cquation (20.9) is known lIS
27
BESSEL FUNCTIONS
97
Bessel's equation. What we have shown is that if the II which occurs in llc.'iscl's c<luntioll is lln integcf, one solution of the equation is .J n(oT). It is beclIuse of t.his fnet that Bessel coefficients nrc of such importance in mathematical physic.:!>, for liS we SltW in 1, tile cquulion (2n.fl) arises naturally in boundnry value problems in mathematical physics. 27. Series Expansion fOr the Bessel Coefficient. We slml now find the power series expansion for the Bessel coefficient J n(xl. If we write exp {!x
(t - +)} =
cxp
C~xt) cxp (- ~)
and make usc of the power series for the exponential function we obtain the expansion
cxp
.I( xl-i
')I_~(XI)'~(-X)' -r-ozrrl::.o2'I's!
a: r+,/'_' ~EE(-l)'(-) - .
.-0.-0 2
tIs!
(27.1)
'"'
""
By our definition (25.6), the Bessel eocfficicnl J ,,(x) is the cocffieicllt of t" ill this cxpansion. If '11 is zcro or 1\ positive integer, wc find that
J ,,(x) =
~ (_ I)' X "+2' t _0 8.(1/.+ s). _
1!
(0)
(27.2)
and whcn It is a ncgnti,'c intcgcr wc call deducc the scrics for J,,(.v) from cquntion (25.7). Writing' cquation (27.2) in thc form
J (x) " we see lhat
-
x"
+ 1;
{X 2).
(27.8)
98
The nl.riution of the Bessel coefficicnts .Jo(x), J I (x), x~ 20 is shown grllphicnlly in )"ig. 0. Thesc urc thc Bcsscl cocfficicnt.s which occur most frc-
-0:)
'-"~~~~~~~~~~~~~~-'-'
Fig. 0
quclltly in physiclil problcms lind thcir bchaviour is similar to that of the general coefficient ./ n{;r}. Simple relations for the Bessel coefficicnts nul.Y be dcrived ensily from thc series expansion (27.2). For exnmplc, since this equation is cqui\alent to
IX"J (1:) = L
,,'
(27.Q
it follows, as a result of rliffercntialing bolh sides of this equntioll with respect to x. nnd making usc of the fnet that (211 2a)/('I1 a)! = 2/(n - 1 a) I, that
121
d
dx{X".J..
BESSEL FUNCTIONS
(.:r)}=,~osl(1I
d
(-
l)'~""':'-I
1+9)!(2)
I 11-1+:'
"
(21.5)
,.
.,.
//I
we !'iCC tlllll if
is
fl
1 d (x dxl x"J,,(x) =
_ .-".1
.. ~ I
(.,)
(27.7)
SfllllC
I.hillg,
- ,r-n-IJ II+I(X),
10
the form
1)-.-"--.1 "+.(x).
(27.8)
which shows how the Dessel cocfficicnb ./ ,,(x) llIay be J\nothcr interesting properLy of the Bessel coefficients . also follows f!'Om t.he power series cxpulLsioli (27.:J). This conccrns lllcir behaviour for small \'aluc,.. of t he argument a:. Sincc lim OP1(II 1. - iz2) '""" 1
.-.0
~I. :.!"11
(27.9)
Tn other words, for small vnlllcs of x, the Bessel coefficient J,,(x) behavcs like x"/2",,1. 28. Integral Expressions for tho Des scI CoeUlcients. We have already derh'ed one integral expression for the llessel coefficient of order 11 (Cflllfllion (25.4) above). Tn this section we sholl consider other simple integrnl ex pressions for these coefficients. We shall consider the integral
I ~
in whieh '1 > - i. If we develop exp (ixt) in asccnding powers of ixt we sec that the vnllle of t.his integral is
I-,(1 -
(S)"-le''''cU
$1 _I If 8 is an odd integer then the corresponding integral occurring in this series is zero, and if 8 is an even integer, 2r, say, then the integral has the vnlue
-0
... (ix)' L -
I' (1 -
f 2 )"-lt(lt.
(I _ I o so tbat
I
+ +
l~ E(-I)'x'l1"+!('+.1
.-0 (2r)! ("
...
2'
sincc, by the duplication formula for the gamma function, r(!)(2r)1 = 2~'r!T(r+ !). It follows immediately from the series expansion (2;.2) for J ,,(x) that
- T(i)F(lI+!) (Iz)" J "z ( )-
I' (1
-1
-1-
<1"--1 "'dt
( 28.1 )
!29
BESSEL fUNCTIONS
101
."
+ I) I' 0 (I -
(28.2)
In pnrliculnr
J (x) =
2 cos (.Tt) dt (28.:J) o ':'t 0,\/(1 r-) The result (28.2) Illay be expressed in n slightly different form by means of l\ simple change of variable. If we put t = cos 0 we obtain the integral expression
J .. (x) = 2" lrH)r(lI+~) 0 cos(xcosO)sinznOllO, (28A)
II
." ."
II'
II.
/I
= 0 nrc
ex p {
HI: + y) (t - ~)} =
J..
J,,(X
+ y)t".
>: ",,(.11-1-
y)I," =:E
1:
".(.'1:)".(y)l,r+.
J,,(x-l-Y)= :E ".(.11).J,,_.(y)
~-.
(29.1 )
'1'0 put this in a form which invoh'cs only Bessel coefficients of positive order wc write the right hand sidc in thc form
_1
"
r_a:>
._,,+1
>:
.Ir(x).I,,_.(y)
and notc that bceause of thc relation (25.7) thc first tcrm can bc writtcn as
-,
...._<Il
_.
(30.1)
SU lId:'jul
d.\\
-! _) '( t (
1
+ :t)i-/ =
0,7
'~3
'l"!!j.\\
llOISS:lJdxa uu
.-
"q
"UUI
Z ... (; -.IZ)q;(;;
"--'-''--''''''"''-''-''=-';''':/.7(:-,--'-')'--''''-''--'''-''.:~~
o=
i+"~j
~3
puu
;):'Illl lStllll .1,\\ '(; <: J lIU JOJ lKIUS!lUS df[ .{UUI (1"m:) lUlj1 Ja!'JO Ii! ';)all::n! puc OJ;)Z aq 01 I;) <:IliU1 ;)JOpJ,H[11Sntll ;),\\
'-'3 -
(z,' - .(,1
1;1
+ . . )}
J;)
o = hoi - d 1 + It)}
0-'
0-'
'0 =;;+.+-,.1:-"
3:
lUl[1
1i0llS
aq lsnUl
J;)
SIU;)P!JP0;'
;)In lUlU ;);)S ;).\\ ((;'OS) uonunb" U! S:l]J;)S SPI1 ::lll!1nmsqnS ,.,
(c'm:)
JOli OJ;)Z J;)lll!;)U S! "
'.+.x J ;) 3:
= fi
\UJOJ ;nll JO S! \lonnlOS lS-l!J ;)111 U;H!.f, 'J;>::lalU! uu lUlIl asoddns nuqs :).\\ lIu JO lSJ!~[ ',1 1= = a 5100.1 sull S!111 puu
0=;;<1-;;0
~.10P.1;:HIl S! (~.\Oqu (~,..C) 'p) tlO!IUnU;J IUP!ptq ;JllJ. '~,I - = b puu l = d 'f; )0 1I0!lUl0tl .HIl U! 1Ul{1 pUll lll!od .1U[n1fu!s Ju[nfl<J.1 U S! 0 = x lll!od <JIll lUI{1 ;J;JS ;J,\\
(;'0(;)
'0 = fi(.x
~
'"
5NOIDNn~
135539
0<1
.,.
(- jx')'
(30.5)
Y=2'1'(11+1),:-orJ(v+ I),
Comparing this scrics with thc scrics (27.2) wc sec that it is of precisely the slime form as lllllt equation, the only difference being that tl is replaced here by II. If we take the scries (27.2) to defille the Uessd fUlletion of the first kind of order 11, even when II is not all integer, then we lUay write the solution (30.5) in the form
y=J,(Il:).
to corrcspond to lhe second root of the indieial equation, we find that it must be of the type
l (30.6) 2'Q l'+l),~rl( 11+1), and with the extension of the definition (27.2) to lionintegral vulues of v we may write this solution in the form y= .I_,(x). Thus when v is '1I0t nn integer we mllY write the general solution of equlltion (30.1) iu the form y ~ AJ,(x) BJ_(.x) (30.7) where J,(x) is defined by the equation
y=
",'
(- jx')'
x'
-t.1:2).
(30.8)
It should be observed that the results of 27, 28, with the exception of (27.R) arc truc whcn tl is not nn integcr, since they were derived dirceLly from the definition (27.2), which is equivnlellt to (30.S). The I.rausition is effected merely by replacing" I by r(v + 1). When l' is zero or 1111 illtCgCI' we know from equation (25.7) that the solul.ions .I,(x) and J_.(.-r:) nrc not lincarly
po
8ESSEl FUNCTIONS
lOS
independenl. We must therefore usc the formulae (3.8) to calculate the second solution. We shall consider firsllhe effie in which v = 0. Ii we let
lD=~Cr~
....
-.1:" ...
(30.0)
r
and putting
(!
(l
of!
we see that
a
(I}
+ 1 >. =
(Q
+ I),
{~_
.~t Q + 8
a" ~ -=uJlog.r-~l.
of!
...... rI(!? + 1) _1 e + 8
(-tx)' {~ .... -I - } .
PUlling (! = 0 :lnd substituting the \'llluc (30.10) for W o we rind that the second solution (Orc/oQ),...o is
Yo(x)=.lo(w)log,T-l
._1
$
(-t x )'
r
(I)~ p(r).
(HO.l1)
where
per) = i:.~.
.-1
(30.12)
The function Yo(x) so obtained is clllled Neumann's Bessel function of the second kind of zero order. Obviollsly if we ndd to Yo(.t) n function which is a COIl-"tunl multiple of Jo(z) the resulting function is nlso a solution of the differential C<luntioll
(f!y I dy -+--+y~O fIr z d.r (30.13)
n where i' denotes Euler's oonstant, will be a seoond solution of the equation. Substituting from equation (30.11) for Yo(z) in this equation we obtain the expression
(_1.-&)' (I)' ~(,) (30."') :t l't r-I r where !p(r) is defined by e'luation (30.12). The function l'o(x). so defined is known n.s Weber's Bessel function of the second kind of zerO order. Thus the complete solution of the equation (30.13) is
Yol')
<)
+ y}J,I') _':':E
I)
'"
y = AJo(x)
+ Bl'o(x)
(30.15)
where A. n arc arbitrary constants and Jo(x), l'o(x) arc given by equations (30.8) and (30.14) respecth!c1y. It can be shown by an exactly similar process that when v is nn intcgcr the complete solution of the c<luntion (30.1) is y = AJ.(x) Blr:'(x) (30.10)
where A, JJ are nrbitrnry constnnts, J. (.x) is defined by equation (30.S) lind Y. (x) is givcn by
y.(.,)~':'(y+log(;.))J.(.)--:E
l't
I)
71:.-0
--:E
:r.-o
'(+)1 r.l' T
(~(,+,,)+~(,)).
(30.17)
The function l'.(z) so definC(JI) reduces to the Yo(x) of C(luatioll (30.1.1) as v-+ 0 and is known n.s Weber's Bessel function of the second kind of order v. The varintion of l'o(x) and Yl(Z) for n range of "alucs of x is shown grnphieally in Fig. 10.
I) This function is denoted lU "''.{%) by Coumnt nnd Hilbert.
BESSEL FUNCTIONS
101
j',lr)
o 1-+--01-~--+-.w,c-7.G--7"'--,~P--:'IO'
-x~
Fig. 10
VRrintioll
or
\".(.1') nnd
l~l(;r)
with
:.1:.
The functions J. ex) and l'.(z) nrc independent solutions of the equation (30.1). but in certain circumstances it is ndvunlngeous to define. in tenus of them, two new independent solutions. If we write
lJ~I)(%) = J.(x)
+ iY.(x)
(30.18) (30,19)
then it is obviolls thnt we ctln lake the gCllcrnl solution of Bessel's differential cquntioll (30.I) to be
y = A11I!l}(x)
+ A~Il!~)(x),
(30.20)
where Al nlld A, nrc arbitrarr constants. The functions U!ll(z). Jl~21(x) defined by C<lllations (:.10.18) und (30.19) nrc CllUcd Hankel's Bessel [unctions of the third kind of order I'. The Hankel functions U!I'(X) and II~(%) bc3r the srlllle relation to the Bessel functions J.(.r), l'.(.r) I\S the functions cxp ( il'x) bel\r to cos rx nnd sinl'x, and nrc used in llllUlysis for similar rco..sOIiS. It should lliso be notcd lIUlt the Bessel functions }.(x). Jl~Il(z), 1I~:!I(x) satisfy
the same diffel'entinl cqufllions and recurrence relalions as the function .I. (.:r). 31. Spherical Bessel Functions. A problem which nrises in mnthemnticnl physics is that of t.he solution of the wavc equation in spherical polar cooniinatc.<;
(31.1)
(31.2)
where Y ,(0, p) is the SllTfllCC spherical hnrmonic defined by cquntto'n (23.3) and 'I,(r) is 1\ function of r nlonc which salisfics the equation J21j1 2 d'l' 11(11 1) I w2 I (Ir 2 + -; (f;: r'J. lJI ~ lJI = o. (31.3)
Now putting
iF1!
dr~
II = AJ n+1(wr/c)
+ iJ.I_n_i{wr/c).
(31.5)
.II
Hcncc the function '1'= l'm,,,(O,PPf"+il(wr/c)cl " l (11I.6) is a solution of the equation (31.1). The fUlIctions .I In+ll{k) whil'h occur in thc solution (31.6) Ilrc called spherical Bessel functions. We shall now show that they are relntcd simply to the circular functions. l~irst of all we consider the Bessel function (re). If we let II = ! in equation (30.6) lind mnke Ilse o the duplication formula. for the gHllllna function wc obtain the result
131
BESSEL FUNCTIONS
'09
(81.7)
=- !
The Q1hel' fUl1<:liolls J",(x) where 1/1 is hnlf all odd integer Illay be worked Ollt in n similar fnshioll. It is left llS lin excrcise to the render to show that
J .. (3') =
l:)'U..{x)
I
sill x-
g..(x)
oos x}.
J_",(:r) =
L:.;:r) (-
)"-l{g",(x) sin
'"
5
I.
3 .T~- I
,
7
3
15
105 ~1"
15
",,-
"
II
-15 --+ ~
105
10
r--~
.,
015 _105 + 1 -",- - -,.- + -:r .r' ,i! ---------' !H5 42u J5
These functions which arisc in thc way describcd have bcen tabu[lltcd in 1'nhles 01 Spherical Bessel FUlictions 2 vols. (Columbia Univ. Prcss, 1!)47) prcparcd by the Mathematical Tables Project of the National Bureau of Stnndards. 32. Intc~I'nls involvlll~ Besscl FunClions. Tn this section wc shnll derivc the valucs of some integrals invoh'ing Bessel funet.ions which nrise in practical applications. Tn the first instance we shnll eonsidcr definite integrals. From equation (27.5) we hnve the relation
[x"J ,,(x)): .
If tl > 0, x".!,,(x) --)- 0 ns x --)- 0 so that the [ower limit is zero and we obtnin the integrlll
= ".1,,(<<),
('/I> OJ,
(:32.1)
~" J,,(~n,),
(n> 0).
(:32.2)
A partieulnr case of this result which is of frequcnt IISC in mnthemalicul physics is obtaincd by putting 11 = 1 in equation (:32.2). In this wny we obtain thc intcgrn[
(32.3)
Furthcr results may bc obtaincd from (:12.2) by familiar devices sllch us integrnlioll by parl~~. For exmnple, making use of equation (27.5) we may write
132
BESSEL FUNCTIONS
~Jl(ea) 03
a'
eJtJUr)dr
(32.~),
... r"
'"
Lo
TJ,(,a) -I'J'('a).
Now by the recurrence relation (26.2) we hnve the c.,\,:. pression
2a!
40
-,p Jo(';a).
(32.5)
The most commonly occurring infinite integrals nrc 1Il0st easily evalullted by menns of substituting the formula (27.3) in parts (ii) and (iii) of cXlIIllplc 17 of Chapter II. From pnrt (ii) of that example we sec that
a 2'r(1,+1)
_jn2x2)X"+pc-P:t.(/x
refl+V+
!.,t+!I+ I; v+ 1;
p:)"
a\
(32.6) If we make use of equation (:l0.8) on the left-hand side of this CfJlllltiOIl and of equation (7.'Q 011 tile right-hund side.
fo J (ax)XI'c-P"'I!X= 2" F(I'+ 1 p2)il'+Ir+i ~ .' ) , f', ( !/l+b+l; h-l/lj .. + ._-- v+lj a-p)((J~+
a:>
F(p+l+ t )(1"
(32.7)
where p
>
0,
,II
+ > o.
V
The hypcrgcolllclric series occurring 011 the righl-hnnd of this equation nssumes tl pnrticularly simple form if either I' = )' or I' = .' 1, find we obillin the formulae
(32.8)
S o
oD
J.(ax)X-+1r.-PZrfz=
r(') - ' . . .. I ' (32.9) ! (I.+~)~ of the forlllulu (:J2.8) which occur
+ *l
va'
" o Jo(a:t)r'z dx = S
,\/(a'
+ p')'
(112.10)
(32.11 )
IntcgTtlling both sides of C<lunlioll (:J:?ll) with respect to l' from p to CX) we find thnt
"".l1(UZ)cIllZdz=-1 S o a
(32.12)
S o
oD
(32.13)
If we leLl1 tend to zero 011 both sides of c<)u:llion (32.7) lI'e filld nUll we Cfln sum thc hypcrseometrie series by Gnllss's theorem (1.2) pro\'ided lhaL JI < 1 We
I I I,' + I.
or
f:
(3'_'.1.1)
or
e:mmple 17
Chapler lJ
-i n!,r)cp2z1 -+-I dx
=
r(-!p bl . ( -21'''- - ,'., ./,+h; -.
1+ I;
-, 41)
(/!)
133
which, because of
BESSEL fUNCTIONS
(~7.3),
"3
is CfJui\'illcnl to
I~J.(az)cplz1x"-ldz
we hn\'c
("'.10)
Jo"
and
and
of which the
frequently used
l\rC
(:1:!.18 )
(32.19)
33. The Modified Bessel Functions. By nn argument similnr to tJwl employed in I we enn Nlndily show that Laplace's equation in cylindrical coordinates
at!'
at!
,i apt
a::.'--
(Oflll
CPU + __
1 dR
de':
e de
111(1
("".1 )
Writing x in place of
11x2
+x- (/;z
1 rlR
-
(
1
+ XZ u= O.
1,2)
(33.')
If we proceed in cxnctly the SlIllle way us in 30 we call show that if). is neither zero nor nn integer the solution
of this equation is R
~
AI, (x)
+ BL,(.,)
x
~
(33.3)
where A and n nrc arbitrary COllstnnts and the function J. (x) is defined by the cquntion
I.(.x) = 2rr(v+ 1) r~o r1(v+ 1 l. = z-r(Ir+I) 0/' l(V+ 1; ix-). (33 .')
Compnring cqllntion (tWA) with equntion (30.8) we sec thnt
1.(x) = ';-rJ.(ix)
1\
tl!
'"
U..&y
..
(33.5)
result which might have been conjectured from the differential equution itself. If l' is on integer, n say, then 1_,,(x) is n lTlultiple of I,,(:I:} so that the solution (lla.3) in effect contnins only aile arbitrary COllstnnt:. Dy II procc.<;s, similal' to that outlincc! in ao we eUlI show that: in thesc circumstanccs thc gcncral solution of cqull.tion (ak2) is
R = A1,,(x)
+ 11K ,,(r)
(33.U)
f( ,,(x)
= (-1 )"H 1.(x){log (tx)+ y) + '* "il (-1 )'(11- r-1)1 (Ax)-"W
-r-G r! -
(33.7)
(a}:.~)
133
BESSEL fUNCTIONS
115
nnd (&f.7) respectively nrc known ns modified Bessel (unclions of the first and second kinds. The rcsult (:.l3.S) is very useful for deducing propcrlk-s of the modified Bessel function 1,,(.%) from those of the Bessel fUllction J ,,(x). For instance, when Ii is nn integer it follows from C<lunlion (25.7) thnt
I_"(.)~l"(.)
(:13.8 )
+ '''+1(x)
1II+I(x)
(:l:l.n)
(:13.10)
- I ,,(x) = J n_d:r) -
(33.11 ) (33.12)
(33.13)
lU.--~--~-~--~--,----,
01
o
Fig. II
-x_
t-'/,(~)
:1
-I
nnd C-/1(:l:) with. z
Variation or r-/.(.:r).
All of these relotions call, of course, bc dcrived dit'celly from the definition (33.'1) of I. (3') nnd it is suggested ns Ull excrcisc to thc readcl' to r!ct'i,"c them in this wily. It should Illso be observed thllt K,,(x) sotisfics the Sllille recurrence relutions as 1 n(x),
5 ,,-r---,rr---r--~--~---~----,
o
Fig. 12
,
Vnrinlioll of
-x_
~f(.(;r), e-K,(.1:)
5
nnd
~K,(ar)
witll ;r.
The vnrintion of lu(x), 1 1 (a:) nnd l~(a:) wilh a: is hown graphicnlly in Fig. Il nnd that of [(0('1:), K1(x) nnd A~(:r.) is showll in Fig, 12.
134
RESSEL fUNCTIONS
117
34. The Bcr and Dei FUllellolls. saint iOllS of the form
IJ1 = U(e)"i"'l
If we wish to find
+ e ae = -;; at
% .
u'P
uy!
On chnnging the independent vfll'jnble to:1: = (w/>::)i(l we sec that this Intter equntion is cqui\'nlcnt to the equation
ir-n + 2- lill _
dz2
ill = O.
x dx
(3'1, J )
Formnlly we mny lake the independent solutions of this cqul\tion to be loUix) lind Ao(iix). I{ch'in introduced two new functions bcr(x) and bci(x) which III'C respe!:tin:ly the real nnd imngillnry purl" of [aUb:), i.e.
bcr(x)
+ i bcl(x) =
~
.-0
Jo(ii.r).
(:},~.2)
(-1)'(l>')"
-$.
(:H,IJ)
(Il.L.q
The vorintion of t.hc functions ber(x) and bci(x) with x is shown dingrnmllllllicnlly in ]~ig. la. In B similnr war the functions ker(x) lind kci(x) nrc defined to be respectively the real nnd imaginary pnrts of the complex function J(o(ilx), i.e.
kcr(m)
+ i kci{x) =
J{o(ih).
(M.5)
bei(x)
-I
-3
ber(x)
-5 -6
L-_~_~
----"_----IJ
Fill. 13
From the definition (33.7) of Ko(x) we can rcndily show thnt kcr (x) = - {log (!x)
'::1
*(_
(2r)12
rp _r ,
(3'.6)
Fig. H sho\\'s thc variation of the functions ker(x) and kci(x) over a range of values of the indepcndent variable x. The four functions bcr, bci, kcr find kci lire IIse(1 marc often in clcctricnl cnginccring lhnn they nrc ill physics or chemistry. For a ful! account of t.heir properties lind thosc of their genernlizalion to higher order and of their appli. cation to enginec.ring problems thc readcr is referred to
ps
BESSEL FUNCTIONS
119
for
Engineers,
"
"
c" kcr(x)
/
I
c" kci(x)
(J
'----~-"'~----:--/''!_-___:_-____;! :!:3'" 5 G
-x_
-I
Fig.
l'~
Vnrintion of
k~r(:l:)
;t.
We
IV'"
.,rdx~ +
Q
oX
dx
,j
,. + (t.-x
m:!)
0, 0,
(35.1) (35.2)
so that multiplying equation (35.1) by.1,,(/lx)/x, (35.2) by Jm()..r)/x, integrating with respect to x from 0 to a and subtracting we find that
(i.2 - f/2) fa;rJm().x).I ,,(px)d..c
+ (II:! _
Ill:!)
f.! m().x)J
0
,,(fiX /x
X
Putting'
":r.l fo
11I=
Thc corresponding exprcssion for = p is obtained by putting It = ), e, WhCI'C e is slllall, using Taylor's thcorem and then letting e tcnd to zero. We find that
J.
+ 1i).{jJ~(J.a) =
lI
(U5.fj)
J:.T.J"P..t:)J
where
CA = {J ;~~;'~}2
(/ltC)d.1J = CAOA.i"
(:J5.7)
{J.-~).2{j2 + 112 _
k2112}.
all
(35.8) nrbitrary
(35.!l)
, a.,J
lI
()./x)
where the sum is taken over the positive !"Oots of the equntion (35.G) thcn wc can determine the eocffieienL<; "I as follows: Multiply hoth sides of equation (:35.0) by .:r.1,,().,x) find integrate with respect to II.: from 0 to 11 thcn
"xj(x).l ,,(}.j1:)dx = La f".T..I ,,{i.;x).1 "p.r f, , ,
j
'!.: )r/;r;
(35.10)
\36
BESSEL FUNCTiONS
121
Because of its similarity to a Fourier series a series of the type (a5.!) is called a Fourier-Bessel series. In particular if the sum is taken over tile rooL.. of the equation J;(!.a) ~ 0 (3:'>.11 )
= {J ('
n
2J7
"Jo
)2'
(}.J
2 ~1
0- -
/1")
f";1:/(:r:)J,,(J.p:)clx
0
(35.12)
Similarly if t.he sum is Luken over the positive roots of the equation J,,(i.n) = 0 (85.13) we fiud lhat the coefficients
{lJ
(I J = 2{1.t.
n . "
Wfa:r/(X)Jn().sX)dX
0
(35.H)
I'lll
In this section lIO tlttcmpt has UCCIl made to discllss the VCIT difficult problem of the cOll\'crgcncc of FourierBessel series. For l\ vcry full discussion of this topic the render is referred to Chapter XVI I r of G. N. Watson's A 'l'reatise on the Theory 01 I1cssel Functions, 2nd. edit., (Cambridge University jJ ress, I!H.q. 36. Thc Use of Bessel Functions in Potcntial Theory. As nn example of the use of Bessel functions in potential theory we shall consider the problem of determining a fUlletion tp(/.>, z) for t.he hnlf-spuce fI :2 e :2 0, z:2 0 sutisfying the differential equation
(30.1 )
(q
(ii)
,~lle),
on
,~o;
'1'-> 0 as
:J -i'"
co;
36
(,.,..,) a, ae + xrp =
(iv)
on f! = ll;
e-+ O.
2~
We saw in 1 that a fUllction of the form 'P = R(e)Z(::) is n solutioll of IXjuntioll (36.1) provided that
cPZ
dz 2
).,Z = 0
.2]"' +1.j~=O
(36.2)
find that
-1.+--1
( QQ (!?
(/21l
1 (Ill
(00.3)
wherc).( is n constant of separation. To sntisfy the boundary condition (ii) we lUllst take solutions of equation (30.2) of the form
and to satisfy the condition (iv) we must lake as the solutions of equat.ion (36.3) functions of the form R = JO().&I) since the second solutions YO(),ie) would become infinite in the region of the nxis e = O. The differential equation (36.1) and the boundary conditions (ii) llnd (iv) urc satisfied by nny SlIlllS of the form
'f'(r, =)= :Ea1c-Aj'Jo()"!?)
(BOA)
wherc the a/ and )./ nrc constants. But if we arc to $illtisfy the boundary condition (iii) we must luke thc sum over tbc posili\"c roots of thc equulion I) )'/Jo().,.a) xJo()".a) = O. (36.5) The solution is dctermined therefore if we elUl find constants a/ such that condition (i) is snlisfied, i.c. such thnt
!(fJ) = :EatJ(}.;!?)
(30.6)
J6
BESSEL FUNCTIONS
il =
j
ll'!().~
+ ;.,:2)
_J.,
0<:
o,~
(30.7)
2~ ~ .~.~CJjlt(j~i'!)} .r:()'!(Q')Jo().,Q')de'
f ( ....
i+x'!) Jo(J.,fI)
(3G.8)
where the slim is luken over the positin~ rools of the equAtion (3G.5). If, instead of the ooulldnry condition (iii), we hnd the condition 'I' = 0 on e = a then it is cnsilr seen thnt the solution would have been
~(".) -
_.:... ~..
(I
.-,
...-l,IJ (' hi
(30.9)
where the sum is tuken oyer the positive roots )'1 of the trnnsccndcnlnl equation
(30.10)
For exnmple suppose lhnt 'P satisfies the conditions '1'= 0011 (! = il, 'P-O as .:-+ co, 'P= '1'0(0 2 - Q'J.) on :: = 0, 0 s e ~ a, then the solution to the problem is gi\'cn by c<llIntion (3G.9) with J((]') = yo(a'! - e''!). By C<l'llllioll (32.5) we IUI\'e
r'".
'.
.laro.
"tlV'O
2flZ~~o.
= --:s--J 1(.I.,a)
'.,
Tables of the first fort)' zeros ~( of the fUllction Jo(~) with the oorrcsllOllding values of JI(~') are nvnilnblc l ) so that it is COIwcnicnt to express results of the kind (M.II) in terms of them. It is rendily seen that in this case
IJ
.(
r,. IX
(36.1"_)
where
C= zla
and
eta.
37. Asymptotic EXllunsiolls of Bessel Functions, In certain physicnl problems it is desirable to know the "nlue of n Bessel fUllction for large vnlucs of its argument. [n this section we shull dcri\'c the nsymptotic expansion of the Bessel fllllClioll of the first kind J ,,(.x) and merely imlicnlc the rcsulls for the olher I]csscl occurring in malhe Illnticnl physics. We L'lkc equntion (~~.1) as Ollf definition of the function J ,,(.2:). Applying the theory of functions of n eomplc.-.: variable it is readily shown that this dcfinition is equivalcnt to
J (.2:)= _ _ (1.2:)"
"
rmFln+1l
{f
c.
(l-t')"-i~I~'{U+f (1_r.)-I~IZjdt}
c.
(37.1)
whcrc L 1 is llle straight linc 9l(t) = - t in the uppcr luJlf of eOlliplex: (-plnne and 2 is 1I1c corrcsponding p:trt of lhe strnightlinc !Jt(t) = I, By dwnging the \'Ul'jllblc from t to II = ix( I - I) in the first intcgr/ll and to II = - ix(l - t) in the seeond we ..ee that
(31.2)
I) A. Gnly, G. n. )laUlews lind T. lU. Mac.Robert. A Treali,fe 011 Bend Flmttioll,f and Their AIJplitlllioll,f 10 Phy"iu, 2nd. edit., (Macmillall, 1031).
137
BESSEL FUNCTIONS
and i:(x) denotes il~ complex conjugntc. Expnnding (1 juI2:r:)"-i by the binomil11 theorem lind intcgrnting term br term we find tlml
'"
(1 + II,
!-
II;
'.!~x).
(37.3)
(II,
r) = (_I)" H -
II);:! + Il),
in equlltion (:17.3) lind substitute the result in cqufl.tion (37.:!) we find finully Ihnl for lorge nllues of x the asymptotic expansion of the Bessel (unction J.(x) is
J,,(x) .......
fT
(ll7..')
The corresponding expansion for the Bessel function of the sc<.'Olid kind is fOllnd to he
Y,,(x)......, 10(Sill(X_'l\Il;1l_ in)
V;x
r-O
(-
~t(;~, 2r) +
2x'
:!x
.r
Substillltirlg these nsrmptolic expressions in equations (SO.IS) nnd (30.19) we find that as.1:_ co,
(37.6)
where i~(.x) is given hy equation (:n.a). 1n cerlaill problems ollir a "cry crude approximation to the beha"iour of the Bessel function is desirc<1. III these eircumstllllccs the following forllllllae are usually suf
37
fieient:J ..
(Z).-.l~COS(Z-lml'-t:T).
Y..
(Z}.-.l~Sin(Z-lmf-i:t);
(37.7) (37.8)
Similar formulae exist for the modified Bessel functions. Proceeding ill tlle samc way liS ill the establishment of equlltioll (28.1) wc eUIl show that
1 In(z) = ./:rr(1I
t2 )";,1t
,/(2rrz)r('I+H
(l+~)n-ldll
2%
(ill }
+ e'" f~
rIO Il
n-l
by a simple ehangc of \"tlrinblc. Oy n method similnr to t.hat cmployed nho'c to obtnin thc usymptotic expunsion of ./ ,,(x) wc eun thcn show l,hnt if - b: < nrs z <
'" ~ (-l)'(ll,r)
(')' _.1:
*7t, -
nnd that if < arg z<l:t the fnctor exp {-x+ (11+ ~)n:j} i.. rcplaeed by cxp {- Z - (11 !)Jfi}. 'I'hc corresponding formula for the modified Oesscl of the seeond kind is
-i-;z;
n. ..
as x -+ 00.
BESSEL FUNCTIONS
EXA!>II'LES
127
1.
MlIking use of Example 2 of Chapter II and of the expallsioll expaud cos (:I: /jin 0) RS n power serie.'! ill .'lin 0 in two WHy.'!. lienee hy equaling powef:5 of lIin"' 0 IIhow Ihat if Il is a positive integer
(~5.8)
Derive the corresponding result for x"t! rmd show thnt the two resull!l IlIny be comhined into lhe single formula
... ; : ( r + I l - I ) ! (r x' __' ~
n-o
(r_l,:!,ll, ... )
"I
C dellOte
cos ('IlI) _
3. :'>lllking \l$C of the eXllression for p. (cosO) given in EXIIIIlplc 19 of Chnpter III show th"t
. !.....
~
n..()
"I
4.
3J._,(:)
+ 3J.,,(:)
- J.,,(::).
+ a./~(~) + .1.(::)
_ O.
5.
Prove thllt
+ _ ~
:! r-l
(-l)'.I.{rx) _ O.
<
0-'
7.
I'ro\'e that
tilr ...... _
'J.
Show thnl
(ii)
i
,,-0
".
II. If
!It
>
f: eo ...
I
show Uml
cos(z sill 0)diJ - J.( ,/(21' - a'))
12.
P"we lhat, it - 1
v(l
.:1:')
<
<
1.
",;;-,,,,,.. _ l:
Deduce thnl
+::
_1
BESSEL FUNCTIONS
13.
Pro\"l~
Ulal
,
'
'"
...
J.{z)J_.(z) - J.(z)J_.(z) EOwhere A b n consl:lIll, 811d, b)' considering the series for J.(z) oml J.(z) when :r is small show that A _ (2/;t) sin (r:r). 14. Show that thc colllilidc solulion of Bessel's Cflualion lIlay be writtcn in tllc form
15.
i' where
""
,p _
'~/:!7
eon~l.'ln~.
16. If (J nnd b nrc felll cou!tnnu show 1lL,.llhe tOOl.ll of U1C equntion
(lXJ'.(z)
+ b.l.(z)
_ 0
life simple fools e~rCllt possihly lhe root z _ O. Show "Iso Uml the Cllllulions .1..{z) _ 0, .1'.. (r) _ G hll\'e no roo.., In (:01llmon ex<.-cpt I'o. ~ihly II: _ O.
17.
If z > I lllld
til
+" +
f:C-'J .. i(I)'.--1flt-l/~
where Q=(z) kind.
denol~
(z'_q-iQ;(z)
tunetioll ot the 5eCOnd
the fl.SIOCillted
I~gemlre
l.(.c +y) -
+ l .....(.cll.. (yl)
10.
Prove that
..
" _ _ Ill
./.{la)l _ e-I'
-(t-
..
I )
..
.. __ 00
1.tJ.{~)
J.{re'8) _
l.(~)
..
J (r)e/'+"l8
(-ir sin 0) ,
....
.. -0
(ii)
21.
e."'-0'"
:E - , Ju.(z).
Using Lhe expllnsioll of the la~L (llll:stion prove 1I1l1L J,(ae''''+be'j!) Is the coefficient of t' ill the expnn~ioll of
eXj' { _
Df putting If _ a cos a. boos{l. 0 _ alina. prove XeUJlIIIIIl\', additiOil theorem J.(ll) where Il' _ Il'
22.
+ b'
'
_ /.Ie-'& in ...
'8)
- :lab cos O.
Prove that
".(=}J.(Iu:)
where /I' _
(I'
+ /)' -
_...!.. I J.(U.r)dO, :J Jo
where
1:
1 -
(Il
+ 1t)1 + c'
4a'
BESSEL FUNCTIONS
where I: find N(kl are
/:;(1:) liS
131
l"
13.
Show that
"
Deduce lhnt
"
, f",
J u (2xsinO)dO
24.
Prove lhal
25. We ddine lhe Bessel-lnteJ.1rlll runctlon or order II by lhe e(lliation ./iR(:r) _ Prove t hul ir " is evell ,/iR(Z)
f,
"
(1I0)ci(zsin 0) 110, :r 0 where ci(.r) denotes the cosille illlegr:!!, Pill! derive the correSl>onding expression wilen " is odd. Show that:-
_.2.-
rem
Ii (e!"-l/") ..
Ji~(z)
I"Ji.(x):
_ J .(z)/or;
(iv)
(v) (vi)
+ ~./i.(z)
r + logHz) -
CIIA1''rEll V
_,21~_1'
_ _
..... _ _ ,_.
~ lI,,(IV) t"
"/I.
(38.1)
,,-0
]f
we write
Now it is obvious from the form of thc function c:.:p {- (It - t)2} that
[ _
at"
0"
C-IZ-I)"
J
1-0
dx"
d"
(as.2)
for the cnlculntion of the polynominl //,,(."1:). It follows from this formula thnt the first eight I rcrmile polynominls nre://o(x) //l(X) //2(X) //3(X)
=
38
133
12, lOr' - ISr 120x, :J2z$ - IOOr 04x' - .ISOr; - i20x' - 120, :J:JOOr - lGSOx. 128z - 13Hz" '
+ +
In general we have
II ,,(x)=(2 .:r)" -
"(11-1 ) (2X)"-2 11
2!
_x
+ ...
(38.3)
Recurr ence formul ae for the Hermit e polyno mials follow dirccLly from the definin g I'cllllion (a8.1). If we differen tiate both sides of that equatio n with rcspee llo.t: we obtain
the relation /I' ( ) 2tc~ZI-I' = I: ~ t n
..-0
II!
(88"1)
On lhe other hund if we differe ntiate hoth sides of the identit y (38.1) with respect to t we oblnin the relation
2{x I)c~'_11
II!
.. -0
III
+ 11 +1(z)
(38.5)
39
Eliminating 2/111.._t(x) from equntions (8S.Q and (38.5) we obt.nin the rclnlioll
1I~(x) = 'lor-lI,,(x) 2xll~(x)
1I"+I(x).
1I~+I{x)
(:.18.0)
+ 211..(x) -
lJ~+I(Z) = 2(11
2xJl~(x)
+ 21l1l ,,(x) =
1\
+ 21ly =
(38.8)
39. Hermite's Differential Equ3tlon. We saw in the II\St section that II ,,(z) is n solution of the differentinl equl\tion (88.8). Heplncing the integer /I in that equation by the parameter I' we obtain Hermite's diffcrentild equation
tFy
dz' - 2x d:r
dy
+ '.!I'y =
(/r:z:r+l1
o.
In
y = 1:
....,
and substitute in the equntion (3G.l) we obtnin the recurrCllce relution 2(r e - J') (.2)
on cqualing to zero the cocfricient of x"'k'. Equating to zero the coefficient of .zq-:l we obtllin the indicinl equlltion
( ) e(Q - 1) = o. Corresponding to t.he root f! = 0 we hllve the recurrence relation
....
135
2(r - v)
(3.... )
+...
(89.5)
is n consta nt. where Similar ly, eorrcsp onding to the root (! = 1 of the indicial equatio n we have the recurrc nce relation 2(r+ l-I')
flr+2 = (r
+ 3)(r+
2) or
(30.6)
z-
5!
+ ...)
(30.7)
where a2 is a consta nt. Thc general solutio n of ] Jcrmite'!> differe ntial equatio n is thcrefo re
(30.8)
For genern l values of thc pnrame ler II the two series for YI(Z) and Y~(x) arc infinitc . Yrom equlllio ns (3!l.1) and (39.6) it follows that for both series
ar+z""
"7"(/"
as r
00.
(30.0)
rr
bo
then
as r ~ CO
(30.10)
Suppos e thnt a,V IbN is equal to a consta nt y, which may be (3D.O) and ~mlfdl or lnrgc. then it follows form equatio ns
(3!1.1 0) thnl. for large cnough vnlues of N. Q,v+'! ...lb.v+t............ y. In other words the higher temlS of the series for YI(X), y=(z) differ from those of exp (z2) only by multiplicnti\c constnuts YI' Y:t. so thnt for large "alues of 1 z I,
y.(:c) ........ YleZ"' y~(.J:) ........ YseZ
sincc for such values the lower terllls nrc llllimportnnl. We shull sce laler (Section 41 below), that in qUlIlltUnl meehllnics we require solutions of Hermite's differential equation which do not become infinite morc rapidly t.Il1ln exp(!x 2) liS I x 1- 00. IL follows from the above considerations that sueh solutions llrc possible only if either y.<:c) or Y2(X) reduce to simple polynomials and it is obvious frolll equations (3!1.5) and (~9.7) that this occurs only if I' is a positive integcr. For cXllmplc if I' is an even integer 11 we gct the solution
y{x)
cll.(x),
(~!I.lI
a l = (- 1 )1" ('iIl)1 c.
,,'
Q=
= 0,
11
",~(-l)l"-l(;"
2Jll
,)1'.
Hermite's differential equntioll therefore possesses solll tions whieh do IIOt become infinite more rapidly thun exp(ix)~ as I x 1_ 00 if lind only if I' is u positive intcgcr II. Whcn this is so thc rcquired solution of Hermitc's equation is givcn by equation (3!1.Il). 40. Hermite Functions. A differential equation closely related to Hcrmitc's equation is
~~ + (!.-x')V~ 0
(40.1 )
'<0
131
(40.2)
Ilnel put;. = 1 .!,' then it is readily shown that y satisfies Ilcrmitc's cqunl . Ul (an, I ). The gencral solution of equation (.10.1) is thcrdorc given by equations (.'0.2) and (39,S) wilh Y,(lV), !J~(.r) given by cqulltioliS (:J!).5) lmd (30.7) rcspccLi'"cly. The 11rgullIcul at the end of the last section shows lhat
the equation (.10.1) posst"Sscs solutions which tend to zero as I x I ~ 00. if nud only if the pammclcr}. is of the form 1 211 where" is n po~ili\'c integcr. Whell ;. is of this
fonn the required solution of (.la.I) is II. conslfintllluilipic of the function IJI.. (X) defined by the equation
!P,,(x) = cj"'/lll(x)
(40.3)
where Jl ,,(x) is the TIcrmilc polYliominl of degree II. The fUlletion tf',,(x) is clllled n Hel'mlte function of m-der n. The reeUITC'ICC I'elations for 1/',,(x) follow immediately from those fur 1I,,(;t). For instance equfltion (38.. ~) is equivalcllt to the relation
+ Y'~(.t) + '1'"",,(.z:).
("0.')
Eliminnting 2ulJ' ,,_I (x) from equntions (40A) lind ('la.S) we havc the rtlntiOll
From the point of view of mathematical physics the most imJlortant properties of Hermite functions concern integrals ill\-oh'inl-: products of two of them. In estnblishing llIost of these propcrties the sturting point is the observntion thnt the function 'P .. (z) satisfies the rclntioll ('0.7)
as is obvious merely by substituting 2n 1 for ). in equation (.10.1). Writing down the corresponding relation for 111"" y"J:': (2m I - rx2)'P", = 0 (40.8)
multiplying it by y"Jn nnd subtracting it from equation ('10.7) multiplied by y"J,~ we obtain, as a result of integrating over (- 00, co), the relation
2(1I1-1I)J
_<I)
'PmljJ~dx=S (t/J",lp~'_':P",y"J:~)dx.
_00
Noll' an integration by parts shows that the right hand side of this equution hils the value
ljI' n [ Y"J" , ljJn 'jl' '"
",n
lp' n'1" m ) d.
and, if we remember that, for nil positiw: integers 11, ljJ n(x) __ 0 flS lar 1-:1> 00, we sec thllt this has the value zero. lienee if we let
we sec that
1 m ... = 0, if
1/1
'*
'II.
(.10.9)
In particular
I n_ l
,n+1
= 0
Now if in equation ('\0.3) we substitute for 11,,(x) from equation (38.2) we hll.\'e
lj'{x)=(-I)"d:'-(e-=')
n
d;r:~
211[n_I, .._I
(-\0.10)
d"
(40.11)
\40
,,'
a>
_00
dX"-1
und nn integration by part... shows LhaL this is equal to I"." 1"+1,,,_1 Le. to J", n' Hence rrom equation (.10.10) we have
J n. PI = '211/ .._ 1, n-I'
+
11
r"-.
c-""dx= ,In
we find that
I n.n = ""/1 t \!; .,
Ill m ,n_l
+ t/m,n+!
#
n
showing thllt
I~ a/Pm(x)~fl,,(.l;)dx =
-.
0 if
11/
(-IO_H)
und that
r'-.
x1fl,,(X)IP"+i(x)dx = 2"(11
+ I)! V~.
(.lO.I5)
{tl
-a>
'.II m(X)lf'~(X)cJX =
In
/I
+ 1.
Thc Occurrcncc of Hel'mite Functions in Wave 1\'1echanics. 'fhe Hermile fUllcliOlIS which \\'e Illl\'e discussed ill the last section ocellI' ill the wave Illecllllnicni tl'eallllellt of the harmonic oscilllttor I). Although this is II very simple mcchllniclIl system the analysis of its properties is of lp'cnt importlll1cc uec:allse of iL<; applicntion to the quantum theory of radiation. 'rhe Sc:hrodingcr equation corresponding to n harmonic oscillator of point lllass 111 with vibrn1.ional frequency)' is
41.
,Plj!
/ X'"
-I.+-'~ (I
j~
8n211l
I'
-:.?Jl~I/II'~x-V'=O,
~~)
(.B.I)
where II' is the total encrgy of the oscili:ltor ami h is Vlanck's constant. The problem is to determine the wavc functions 'P which havc the property that
(i)
'11-,0 liS
Ixl-+oo:
(ii)
fa>
If we lct
-.
1 tp 1211,'/;' = 1.
(.~1.1)
hecomes
(.u .2)
1/11 .'1/),
141
(;')
(ii')
The nrgulllcnt ghocli at the beginning of Section '10 shows that equation (-n.:!) possesses solutions 'P which satisfy the condition (ii') if and only if the parall1eter (211'11/1') wldeh OCCllrs in the equation lllkcs one of the \"3111C5 1 ~II where 11 is n positive integer. In olher words solutions of this type, which IIrc known by the probability interpretation of the w:wc function l;" to correspond to sial iOllllry stales of the :')"SIClll enn exist if nnd only if
I'P[:di = f-.
+
lp--+ OIlS
IE 1-+ 00;
~7l
,fmo. f '+-,-,
+!)
(41.3)
(.HAl
where C is It constant.. Applying condition (ii') unci equalion (.IO.I:!) we see thnt
C _ (.t-rml)I__'_
Ii
21"{1d)i
+
,
If.
(1:1:11/1)1
h
::I"(I/!)I'
YJ,,{~)
~=
'2,-r,r;;;; z
VT
(.H.O)
I it: 11')
J:r 11)
fa'> XV,,{.r)v'..(z)tl.T
fire of consiclernble importance in the elise of the hnrmonic oscillator. In terms of tile vnrinble ; wc hn\'e
-.
(" 1'1,
'2
;1JI.. (nlfl.,(';)l/;-;-{2!'*I;I(tll)l(pl)I}. rr .1:1: III)' _0<: It follows then from equations (<1o. H) and (.10.15) that
(1I1a:11)=0 if1';P11
I
1]/-" --J
('1.7)
(11 .8)
nnd that
(1I1TI"+1)=
(II
1)11 .. 8n1Il1'
JI ,
JI .
42. The LaCuerre Polynomials. Thc Laguerre poly. nomials L .. (%) nrc defined fOI II n positive integer and % (l, posith-c reul lIumber by the equation
exp - - - =
1-t
(12.1)
The coefficient of
l~
),'
lit
(-I)"
(-1I)r
r)!=n!
that this
SUIll
')'
..
I"
,<3
Idenlifying the coefficient of with D.(z)/n! and adopting the Ilotation of Section 11 we see Ihnl
L,,(z) = 11! IF1(- II; 1; z) ('~2.2) It should be obscn re<l thnt 1.,,(:1:) is n polynomial of degree II in x, llnd Ihnt the cocrricicnt of x" is (- 1 )". A IIseful formula for t.i1e polynominl L,,(x) cnn be obt.nillcd by finding n new represent.ation for the cOlllltlcnt hypcrgcomclric fUllction on the right hand side of equation (4:!.2). By Lcihnilz's theorem for the II-Ih dcrivnti\'c of II product of two functions we hn\'c
' (D"-.z:")(D'c Z ) r! where D denotes the 01}Crnlor dJdx. Using the relations eZ/J'(e- Z) = (_ I )r, n"-'x" = 'l!z'/r!
t:'" ~ ( - I)r
.-0
,n
erD"(x"r") =
II
(_II)
" ....
~
(-,,) -,)/(x , y.
,.
(.~2.~)
(.~:?:?)
that
(4:?A)
= r dx" (x"c- Z ).
,'"
The first five Lngucrre polynomials enn be calculntcd ensily from this equation; we find thnt L(l(x) = -I, l~dx) = 1 - x, l,z(x) = 2 - <Ix a: z. l,,,(x) = fI -18x !)~ - r, 1~<I(x) = 2'~ - !l6x 7:!.~ - 1Gx3
+ +
+,rI.
"
(4-Z.5)
result of
III
integrations by parts
0
r,-"x"'L.(x}(lx = ff" o
= (-1)"1II!
fo dx"-
oo
and this is zcro if It> Ill. Sincc l ...(x) is a polynomial of degrce III in x it follows that
I=r"L..(il')L ..(lE)dx =
J~ r"{L"(x)}!(t:e =
=
(-1)"
0 if 1110:;6:
tl.
(42.6)
Since thc term of dcgree n in L .. (z) is (- 1 )"z" it follows that, thcn m = II.
J~ c-r;r"l.. ,,(x)dx
" 11Ix"c-"(I;1: fo
= (111)2
Combining this result with equation (.l2.0) wc find that
I= c"9'..(x~..(x)llx = "...,
(42.7)
showing that the rp's form nn orthonormal set. Rceurrence formulne for the Laguerre polynominls may be deri\cd directly from the definition (.l:!.l). Differentiating bolh sides of this cquution with rCllpcct to /. we obt.ain thc identity
__ "_ ex) (_
(1_/)2 . . 1 1-/
1)1
~ L,,(x)t" .. _0 II!
x ~ ,,(%)'"
...-0
+ (1_/)' ~ L.(z)/"-1 _
..-0('1
1)!
fI!
o.
43
Equating to zero the coefficient of In in the cxpansiolL 011 the left we obtain t,he recurrence relation
/..,,+t(X)
-I- (.1: -
21t -
1 )l,,,(x)
-I-
11 21..,,_1(.1:) =
o.
(.12.8)
(.~'.!.l)
with
~ L,,(x)
,,_0 II!
I"
-I-
(1 _ t)
~ r.~(x) /" =
,,-<I /1
-I-
IIL,,_t(x) = o.
oX
Differentiating equation (.12.8) twice with respect to nnd rcplncing n by '/1 -I- 1 we find lhat
L~'+~(x)+(x-21l-:J)f~:"+I(X)+ (11+ I
L;.. (. ) ~ (n
and hence
L~'+I(x)
+ n{L;(. ) 1 ){L~'(II)x -
L,,(x)}.
l.;,(x)}.
= (II
-I-
A similar expression for L:.'+d:r.) in terms of [;,,(.1:) :md its derivatives call be readily ohtaincd. Suhstituting t.hesc vfllIICS of L~+dx) lind l~~+I(x) in equlItion (1,2.10) we find t.hat
43. LaguclTc'S Diffcrclllial "Equ:lIion. Equat.ion (.1:?8) shows that y = ALn(a:) is a solution of Lagucrrc's differcntial cquation
x-I~+(1-a:)-1 +l'y=O
(X(X
(ry
ely
pa.1)
'3
Y = 1, <X = - " in equation (11.2) we see that it takes the form (,(3.1) so that it follows from equation (1104) that one solution of equation (.13.1) is
Yl(Z) = tf'I(- "; 1; z),
('13.2)
+.-, ~ c,.xr
(43.3)
where the cocfficicnL~ cr lIrc defined by CfIlialion~ of t.he type (11.!J). Thc gCllernl solution of Laguerrc's differentinl cqulltion lIlay therefore be written in the form
Y = AYt(x)
+ By!(x)
where A and 8 are constnnts and YI(X), y!(x) nrc defined by equations (.13.~) alld (43.3) respccthely. 1f we nrc interested onlv in solutions which remain finite at z = 0 it is ob,;ous'from equation (-13.3) that we must take the constant 11 to be 7.cro. Vurther if 0. i.. the coefficient of r in the series expansion for YI(X) it is easily shown that 0r+t/o....... rl. As the result of 11 discussion similar \.0 that ndnlllced in Section :JO, it follows thnt if II is not nn integer
yd.r) ...... tr
IlS
x -)-
co.
If, thcrcfOI'C. we nrc looking for solutions whieh incrcnsc less rapidly than this we mllsttnke v to n positive integer, in which cllse Yl(X) reduces to n polynomial. The equlltion (.1:1,1) possesses II solution which inerctlses less rapidly limn e% as .r -+ co if nnd only if the parameter I' occurring it is n positive integer, 11 s..'lY. If it is also rcfJuired that the solntion shall remain finitc nt x = 0, the solution is of the form
Y = AL,,(.:r)
(.13..Q
44. The Assoclalcd La~ucrrc Polynomials nnd Functions. Tr we differcntiAte Lliguerrc's differenlilll cqulllion III limes with respect to z we find that it becomes
t/..+2 y It-+1 y d"'U x -+ I .. +(III+I-X)-1 + ,+(',-11I)-1-=0, lX'" lIlX'"
M
I~:'(x)
defined by
(II ~ III)
L:;'(x) = ~ I,,,(z).
,~m
"m
is
1\
(.I.k~)
The polynomilll/..:'(x) definet! by C<lulllion (.t.I.l) is clllI('d the associated La~ucrre pol)'nomial. It follows from CCluAtion (.12.2) thnt it m:\y be rcprcsellted as a series by the equation
L::'(x) =
(-1 )"'(,.1): . \P\(-II+III; 11I+1;%) (II~III). (.&1.3) m!(1l III)!
d.c'"
(l"'lr%~(.r"r-Z)l.
tl.r"
(.UA)
I~(.rl = - 1
+ 2.1:.
I";(.:r) = 2
+ 2lr,
L~(z) = ::?I.
The definition (H.I) for the IlSsocilltcd Laguerre poly. nominl is the one usually tnken in Applied mnthemntics.
In pure mathematics the fUllction ,.,( ) - (III II)! I' ( L " - III I '1 I 1 1 rFy
".
. m
+ 1;
=
0
z)
(.U.5)
,I,T; x) -/ (y
Ily
is often taken as the definition of the associated J~llgllcrrc polynomial I) so that cnre must be taken in rending the literature to ensure that the particular convention being followed is understood. It is readily shown from equation (.~:!.l) which defines the generating function for Lnguerre polynomials that the nssociatcdLngucrre polynomials may be defined by the equation
(_ 1 ).,. exp (_
~) =
1-1
(1 _ 1)-+1
.._mil.
This identity can Ihell be used La derive recurrence relations for the associated Laguerre polynomials similar to those or C(luations (4~.8) and (-i~.9) (er. Examples O(ii), (iii) below). The La~ucrrcfunctions 1l III(x)uredefined by thccCJuntioll RIII(m)
Id"'a:ll,~~l(;t)
(n ~ l
+ 1)
(.1 ~.7)
If in cqllntioll ('J,~.2) wc replnce 111 by 21 1, 11 by /I 1 llnd y by el"'WI!l we see tlmt t.he function H"I(x) is II solution of the ordinnry linenr differential eqllalioll
(4.1.8)
III most physicol problems ill whieh this equation IIriscs it is known that I is nn integer. By reasoning: similllr to
I) See, (or iJlJilllllCf', fo;. T. Cop'Mln. F,mctiol" of 0 Compla (Odord Uni\"l~nil~' l'l'1'SJI. 1035) II. :!6D.
Voriobf~.
that outlincd in Section 13 it cnn rcnclily be shown thnt thc equntioll (4 LS) possesses n solution which is finitc nt x = 0 nnd tcnds to zcro as:z: -)0 00 if. and only if, thc paramctcr II which occurs in it assumcs intcgral vnlllcs. Whcn this docs occur thc solution is i'/U ..I(x) whcrc the function U .. 1(:z:) is givcn by equation (....1.7) and A is an arbitrary constant. We shall now evaluate the integ-rot
'"
1,,1= f:.r{R",(X)}2('X
whieh nrises in wave mechanic.... From equation (H.G) wc ho\'c thc idcntity
.,~
..
,,_7+1
.,~
:If
_-..+1
/21+1( )Z21+1( )
.x
~,,'+I
x 1,,+1 ,,'+1_
T -
c.'\:pl-~-~}
(1
I-I t):!1+2(i
I-T
T)Zl+2
r-I+I :!I+I
T)":I+2
f0
..
c;r-
MCXp
,TI 1-1
orT } I
1-7
'x
This last integration is elementary and gi\'cs for thc cxpression Oil thc right
(2f
+ 2)1(IT)":/ll(1
(I
l)(l -
T)
iT )11+3
and by mCllns of the binominl theorem we mny cxplllld this funclion in the form
(I _ t _ T _ IT)
i: ...
(21
+ r- + 2)! (IT):!l+r+l.
"
fo
"I)!
(H.9)
45. The Wave FUllctions for the H}'dro~cn Alom. We shnlt conclude this chapter by disclissing the motion of n single electron of mass m and charge - e in the Coulomb field of force wilh potentinl
JI{r)
Z<' = --, ,
due to a nucleus of c1mrgc Zc. In a first approximation we Illll)' Lrent the lllUSS of the nuclells os infinite lind this elISe the wave fUllction 'P of the s)'stem is governed by the SchrOdingcr equation I)
(45.1)
1Jl(r, O. tp 2)1') = VJ(r, 0, 11') for nil r, 0, rp; 'P mllst be bounded in the range 0 &: 0 =::;; 3 for nil r, Pi (iii) 'P -+ 0 as r -+ 00; (i\') 'P remains finite as r -+ 0;
(i) (ii)
(\.)
2 dT = I where V' is normnlizcd to unity, i.e. 1\1 1 the integrnl is tuken througho1lt the whole of space.
\45
15'
(45.2)
tPll'
(1",-~
11-(/1
= 0,
(.15.3)
Sill
1 8 =0,
(HA)
( n ) 4:) .)
n /'"
To satisfy condition (i) we mllst choose liS II solution of ('15.H) a function (I)(rp) such that (/J(rp 2Jt") = p{p) for all rp. Thus U OCCUlTing in eqllution (45.3) mllst be an integer und a convenient solution will be
(.15.6)
where A is nil nrbitrnry constant. Equation (.15.5) is the well-knowlI equal ion of which the solution is the IISsocintcd Legendre polynomial ll~(cos 0). If / is integral and /,~ I nl, then P;'(cos 0) is the only solution which is bounded in the range 0 S 0 S;T nnt! is therefore the only onc lcnding to 11 wa\"c function \'1 which ~atisfic~ condition (ii) abo\"C; if 1 is not an intcger 110 bounded solution cxists. To solve equation U5.5) we write
a2
= _
112
'
I' -
~n2I1lZe2
h2a
\.0 IV
(l5 . . 7)
whcre
fl= 0
('15.8)
where, in order that conditions (iii) and (iv) should he satisfied, R. must be such that U --)- 0, as x -)- 00 nnd as
- O. From the flrgumcnls of Section 4l it follows that this is possible only if I is a po!>iti\'c intcgcr nnd only if l' is lUI integcr, 11 say. which is greatcr limn 1+ 1. Whcn this is so wc mar writc thc solution of cqulltion (45.8) in the form (H.i) so that thc solutioll of (.15.5) is propor tional to 1l",(2:u). Now by thc second of thc equation.. (45.7) we ha\'c
(45.9) for thc possiblc \'nlucs of thc towl cncrgy II'. The wm'c fuuctions corresponding to the \'nlue of encrgy given by the intcgcr II nrc
('l5.1O)
whcrc C nln is n constant determincd hy thc condition (v). III polnr coordinatcs dT = r" sin 0 drdO dp so thnt this condition givcs
1 = C;h. ('dip
I:
r2 U;,('.!lXr)dr
(~I.~O)
=21X ()2
~ow
or.
(.15.12)
we find UllLt or. = Z/all. Introdl.cing IIlis rcsult into (45.11) and substituting thc \'aluc obtnillcd for C,,'u into cquation (.15.10) we find that
I"
153
with" $ I::;;; ,,- I arc the wave-fullctions corresponding to the energy (.IS.!l) of the hydrogen nlom. rr we write 11'11 = - 2:t':Z'!ef mlh': Ihell corresponding 1,0 the encrgy 11'0 we ho\'c the wnve fUJlction
lJlll10(r, 0.",)
(Q = Zrja),
(2 -
Q)e-h.
'I':m(r, O. '1')
Sv'(:t) (;).
Similarly corresponding to the cucrgy 11'0/0 we h:\\"c the six W11\'C functions
V'300(r. 0, 9') = S 1V (-' (2; 3:T(1
Z)'
JSIl ~
+ 2e~)fq,.
.")
e)erf' oos O.
V'311(r, 0,1]')
O tp) =
1 8] vOn -;
(Z):. (l-r I
0 (3 cos
I),
(z)te~c-hSinOCOSOej9', (/
I,
where the int.egral is taken throughout the whole space. Since, in point coordinates, (17: = ,.2 sin 0 drd 0 drp it follows tbnl the probnbilily Lllnt the electron is nt n distance between r - ~dr lind r ~dr from the electron is 91(r)dr
where
rp(r) = ,2 f:"'111}'
J:
I~
Hcnce for nn clcl'tron in lhc statc dcfincd by qunntum numbcrs II, I, U (cquntion (45.1:J) Ilbove) wc havc
26)3 {II - 1 - 1)1 ~ ~ tp(r)E:::: ( all :!1l{(11 lllP r-{R"I(2C(r)}~.
1 = f~ I(r)rp(r)dr
thul is, by the formula
1 ~ ( =-lilt
.... X)3(Il_l_I)1
2/1 (II
1SS
< n
(,, :!-II t ---1/._(1). ,It)!
.,.. (1I.(.r)} _
d.r-
2.
Ir
K(.r, y. I) -
0-0
'i'.(zh.'.(y)l
where the "".(;r) IIrC the orthonommlllCt o! Ilennite !,,"dioM detined b)' the relation
prove \hl\t
A~slll1linll lhlll l\(x. y, /) is ot tl,e funn A I:Xp(lJx' + CJ:y where A, 11, C mill JJ arc rllncliO!l.~ of I pro\'c t.hut
-0
+ Oy')
N(.t.lI. I) ..
3. SIlO", Ihut
";:;+::7.m ... ,{ .I.ryl - (.I"+y')(1 +1') ~("'{l 'I'll ~"'l :l(1 I)'
o
~
,. (I/.(.r)}" _ _
..-0
"t
... Thc Schn'dinl-,'cr efllmtion tor the lhrcet!imensiolllli oseilllllor ill C)'lintlri{'f\1 ('()()rdinatM (e, 'T, :) is
8:'1''''
O.
Show thut llnl IIOllItiollJl "" or thi!i equation ",eh that"" _ 0 as : _ cc IUitl ... i'l finite at Ihe oril:"iu ure ot the form
{l
alld
Cexp (iu
-I""{l' - ifl':'I/,
It
(~lll.(;)
illtl'~t!I.
IlOl)'lUlrllinl
ot degree
Sho\\' also that the corrcspmlllinu vfllucs of II' nrc t::;vcn hy thc Cllllfilion II' _ (2/ ju I + i)IH'+ (II + j)"w.
5.
Pro\'e thnt
[,.(2.1:) .. III
m_OIll.
1:
III
2.-'"(-1)"
II
fl
Ill.
)1 [, __.. (;1:).
f,.
Prove Ilml
(i)
,.
8.
Prove l.hnt if m
'" J
o
::i
'I, (/
'"
>
0,
m)!fl
I
{(Il+l)I)I (_1) 1:;:11 .. (II I I)!
9.
Sho\\' thaI
J
iO.
I..
(1l!)~1
{(11+1!)l)'
"
'(11). '
-"'4+
157
II. The potential cnergy ror lhe nuclear molion or 0 dintomie molC'Cule ill c1Ol1e-I)' "I'llroxillllltetl h)' the )IOMle runction I'(r) _ Dc'" - '.!Ve-, Show ahut the spherically symlllctrical solutiOll.'! or the Schrlltlillger c'luntion with Illi~ I'0tcillini lire
\'(r) ~ ~ {exp( - be--J}(~r)-- I.:,::~:~' (2be--)
C.
(0.s;1/ :iA' -
oorn::spolltlin~
where b _ :!.:l(~mV)! '(all), C. iJ II nonn:l.liZ3tion L'Onstant, and the \'Iduoo or the ene~' ore 1I' __ lJ
[
1
(II
+
b
j)
12. Prove tl'ut the normLllimtiou constant C. in the "revi/l!ls eXnlnl'le Il:I~ the ,:tlue
I'Illcre
~.
'I, Ip dcfim,<l
II)'
'he
'I. '1') - c ( :1} I) cl.... ':. ~II'''I.; ... (.!.) I.~ . (,,-) no
110 nil
where n i:il the 1I0hr flulit,ll , _k t-l+" j-l and 11'_ -:!,,l/Ic:/(u,,'J. Dctennine thc L'Ollstunt C w IIml \~ b nonn"li:tetl tl> 'IIlity.
lSS THE SPECIAL FUNCTIONS OF PHYSICS AND CHEMISTRY 14. In the theory l,f the mtntion nnd \'ihrntion "llCCtrul11 of" dl". tomic molecule tlll'l'e nri.st'll the prolJlem of soh'ing the Sehmdins::et equatioll with potential Clll'J1lY II 7.,' l'{t) - -;:1- -,-.
a_
871"11111/1,',
Clll'tf(~' l..,cls ure s::iwn by II' _ - 2",'IIlZ','f("'rr') II + I + V{v + (I +I)'} with II, I integer.; und v_ lIud tlllIl 11'e cotrcspon,lillg wa\"c functions nrc
(2r)i"-I'_""~f."
(Jr'
~.a
(2t) P;(eosO)d~'I'
(JII
where" is the lIol" tullius, a. _ 2,/{b -I- (I -I- H'}uud C." lllJllisntion fllclor.
i~
II 1I0t
15. Show UU1\. the eonstllilt C oc('urring ill the !:LsI exanlJlle the \"uluc
I)
16. If
IUI~
:{
(2/+1)//!(1-.1)! 4:r(211+a.+1)(l+u)!
)!
1(/: II:
.J - J~ ;roH{Il.,{.l:)}"llz
II;
8)
{{tl
+ I)l}' is
t
r
(I-I)'''(l-T)'tl
(21 +" +
r!
+ 2)! (IT)='totl.
Deduce t1w\.
1(/;11;-1)
Ill!
I (I: II; I)
Il)
17. SllOw tlUI\. ill II J,ydrogenlike ntom of lIuclenr chnrge Z, the ll\'eT'l\ge distuncc of tl,e electron fmlll the HlLcicus, in the ~tntc described hy (Illllntmll Il11l11hcJ'!l I, II, ;!I
"'" [ I 7.
l\
, { +:l
I -
III + --,,-,-
'i)]
Find the IIVl'nlA"C value of I{r lind ~ho'" thllt the total energy or hplrogell "tom i.'l just o"r-half of the ll'"ernge potent;ul ellerl:Y.
,\I'I'~:SUIX
d.(x)
~ {,'a'
0,
[z I <
(Ii
(40.1)
Ixl >
a.
f' -"
" S
1 _,.,/(:r~,,(z)tlz = 2(1
ll,,(x)dx = I.
(40.2)
Also, if I(x) is un)' function which is integrable in the interval (- (1,0) thCII, uy \ISing the menu vllIIlC theorem of the integrul cnleu]lls, we sec lhat
I. (.'0.:1)
We now definc
.....
(.10.4)
Letting a tend to 7.ero in equations (.W.I) nlld (40.2) we sec Ihat d(z) satisfies the relations
ll(x) = 0, if z =1= 0,
lilll
(.Ul.S)
The "funetion" 6(.), defined by equations (4G.a) lind (40.G), is known as the Dirnc delta function. It is unlike the futlcLions we normRlIy encounter in Illnthell1utics; the hiller Rre defined 10 Il:\ve 1I definite vnlne (or \'nlllcs) nt each poin\. of n certnin dOlllnin. For this rCllson Dirac has cnlled the delta function llll "impropcr function" lind hns cmphasised that it may bc used in mathematical analysis only when 110 inconsistency call possibly mise from its lise. The delta fUllction could be dispensed with entirely by using a limiting procedure im'oh'ing ordinary functions of the kind 6.(z), but the "function" 6(x) and its "derivllli\'l$" play such a useful role in UIC formulation and solution of boundnry value problems in classical malhelUuLicll1 physics ll." well liS in qUllutum mechanics that it is irnporllllll to derive the formal properties of the Dirac delta function. It should be empllllsiseu, howevcr, I.hnt these properties lire purely fornlal. First of nIl it should be observed that the precise vllriation of d (.x) in the neighbourhood of the origin is not important provided lIll1t its oscillations, if it has any. arc 1I0t too violent. For instance, the function
r-.
6(.)d.r
(46.6)
. ) ,. ~,;:::n.':('::~::'::""1 u(z=lma-.'"
;"IX
siltisfies the e'luntiolls (.10.5) tunl (.10.0) and has the same formnl properties us the funct.ion defined by equation
(olGA).
(I
(.~o.a)
we oblain (....7)
r-.
1(}<l(ld. = 1(0),
f'"
-.
(....8)
we may write
lind integra ting' o\'cr nil x is merely equiva lent to substitutin g a for z in the originn l fundio n. Symbo licaJly
I(.}<I(. - a)
~
THE DIRAC DELTA FUNCTI ONS I" 161 In olher words the operati on of llIultiplying I(x) by o(x-n)
f(a}<l(. - a)
(4G.9)
if we remem ber tlml this equatio n hlls n meAnin g only in the sense thnt iL<; two sides give cquivn lcnt results when used ns faclols in an integra nd. As n special case we have
xo(x) =
o.
the relation s
(4G.I0)
In a similar way we
b(- x) - b(.), o(ax) = 1
Ctlll Jlron:~
o(x),
(J>
0,
(40.1~)
Let us now conside r upon the "dcrivn tivcs" exists alld lhat both it dinary functio ns in the sec lhat
the interpr etation we must put of o(.t). If we nSSUnlC that o'(.r.) lind o(z) can be regarde d uS orrule for integra ting by parts we
Jao f(x)l5I"I(X)dx =
The statem ent is often made thnt the Diracd clta functio n is the derivat ive of the Hcn"is idc unit functio n lI(x) defined uy the equatio ns
-.
(_ 1 )";1"1(0),
JI(x)={6:
ir if
x< 0;
x> 0;
~6
rClIsons fm' conjecturing such a relationship. To mllke it precise we note thnt if, in the definition I) of the Sticltjcs int.egrlll
we tnke F(z) to be the lIcfi\'iside function /-I(x), we find immedifitcly thnt. for lUlY illtcgrnblc function I(:c),
r-.
/(0)"1'(0).
r-.
/(oldll(ol
~ /(0).
(40.15)
Compnring cfluntioll (lG.l5) with cqunlion ('lQ.7) we see t.he relation between //(x) nnd 15(x). It may be secn from thesc equat.ions thllt 15(01') is not n function but II S!iclljes measure, lind Lilli\. the usc of the Dirac delta function could be avoided entircly by II s)!stemn\.ic IISC of Sliclljes integ:rat.ion.
') TIIC
liS
the lintit of nJlproxinmtj"c sums ~J(e,) [F(:r,) - 1'(:r,_,}], where lht' z, nrc l'0inl.ll ofsubdj"ision of (a, b) I1ml ;,/ies in thc inlerml (:r,_" :r,).
INDEX
,\,hliti..,,, formula for 1l6Se1 coefficientll 101, 1:10, ,\itlwn, A, C. 13. Anl\lytic fUllction 5, AIHlm"ly ilL. ASNUli:ltccl I,:lgllcffe fUllctions 1.17: POI.\'IlOmillls 1.17. ,\~yrnptotic cXJlansion~ o{ BeMcl (unctions I:!'~, IInile). W. X. :17. Uei {unciions 11-:-. lIer funclioM 117 lIebel <'OCfficicn15 0:1: {ullctions ,I; intcj.'l'1I1 function Ial. n I's differentinl equutionJi 4. 07. 102. Ucla (unction 10. Uohr rodiu.'! 152. Cuueliy's tht'Ofcm 70. Circul:1f fUIlCliollll -I, 115. Completc ~e'lllellee liO.
Cornprc.,,~ihlc
J)ir"e <Icltn functioll 150. Dixon' thC'On'1Il 39. Duplication formula II. I':liiptic intc/.trnls iUl, 1:10, L:l1. Emde, :\I, 1,1, Errorfunction 1:1. Eulcr's colI~tnnt 11. Exponelltinl-illtl'gml I~, 1;. 1,'('rrer'li fUliction 78, 1It1, FOllrier-I~1 series I:!I. Fresllel inteJlmh 13. G'U1ulla fllnction 10. Gauss' Ihcorem ~I. Gellemli",," h)JICfl,'C.'OlIletrie series :16. Gillespie, H. I'. 10. GOIlrs.'lt, E. a. Gm)', ,\. I:! I. 1I11nkel'lI lIClisd fllllclion~ 107, ll;lfluollic t>.'lC.ilI"tor lolli, 155. Ilcll\'iside'" unit fUlictioll 101. Ilt:rlllilc functions lau; poly llominls l:l:!. IIl'rmilc'li diffefCntial C<llllltioll
l:U.
flow:! t.
COlliluclion of helll. c1luution I:!. COllfhu:ul. 1I)'l'crgt:ullll'l de eflulltion a:!; JlypcrJ;couU'lric func_ tion it!. C<>ntiJ:uit)' relationJl :II, :l5. COll$On, Eo T. 148. CO!iineinll~l.'J':ll 12, 17, Coulomb field 43, Uti. ('ouhon. C. A. 71. C.m..ilineaf eo-ordinnla I, la. C)'lilldril'lll L'Oordinnleof :1, 113,
I:.!I,
Ilobsoll, Eo "'. 503, 5Q. SO. lI)'dro~'C1i IltOIll laO, 157". 158. 1I)-JlCl"Jtellllletrie CfI""tiOIi 2:1; fUlletiollJl 18: series 18. lI)'slop, ,I. :\1. 18.
Inee, E. I.. 5.
H.a.
'"
164
Jnhnke, E. 14. Kummer's rel:ttion :15, Laguerre's diffCn'lItinl ~Iuatjoll 140. J..ngllcrre I'olyllomluls J.I~. LaJilace's C(lulltion I, 1.1, 15,46,
70, 83, 00,
1~1.
llqllllar sinJ;1I1:1T point G. Iliemnnn !'-function :!5. lloderiAucs' formula 55. lIolltlor sa. lIulhcrfortl, D. E. I, 01.
Sn:tl~cllnt:;:'~ theorem 41. !::icllri~dingcr cquillion 2~.
relation 6; rel:tlions for l.egendre funclions 5:!, (:{I; relntioll!J for lJ.euc:l funelion~
,
Lcgendre fllnelion~ 0:1: ]lol~' llomials -10; IICrlCll 5S. l..eg<:lldre's Il.!l~(lcililcd crllUIUOIl 7:1: u,!I!;ociale<! rI1l1<:tioIl1l77, Sll: differcntiul el(lllttion 110. Lincar differcnl illl erlulIlioll.I, 10. J..oWlritlllnic IIlIL'jtrnl I~. "'Iacllol>ert .... M. ll!, 00, I~~. )lathcW!l, G. II. I:!~. "'Intrllc dementll III. )lclA'lchlan. :". W. 110. .'IOIltfif'd Bessel f,mclion, 113. .'Ioleclllllr sl~tn& :!~. 157_ :'Ilorse function 15. :'11011, ~. F. I,W, l1iO. :'Ilurph)"s fonlluln 51.
~eurmUIll,
,I:.!,
.~3,
Serie.. of Legendre function!! 57: or Bessel flll1eljolL~ II U. !::iillcjntcgral I:.!, 17. !::iinJluhtr IKllnt II. Snedtlon, I. :-:. tIO, 1110. !::il'cci:tl funelions 3. Sl'herie:tl Hessel functions lOS: oo-ordinate!l IS, ':"0. !::itieltjel inlegml 162. ~urf:lI:e .r;pheric~ll h:muonics 80. S)'metrical-toll molecule 2'~, 12. '1'01.11:5 of function!! 13, H, 51,
110,
1~-1.
F. K 115.
Tnylor 5eriC!! 5.
VllndcrlllOlltle'~ tl,t'(lrem ~2. 'VHI.~(lIl, G. l';. 1:!1. "",llIOIl'S ULL'(lrcr1\ 45. WIIVC mechnnics ,I:!, 43, 8:1, 1.10,
"", N'orrrllllisctl
fllllCliulI~
5ll.
Ordillltr)' point G. OrUr0l,>OlIal &et"1"CIlL'e 59. Orlhonormal IICt GO. Parnbolic co-onlillfttes 15, 157, l'uulillg, L., 2.1. P-funclion :!5. !'hiJliI)!!. K G. 70. Point III infinity O. Potcntial UlCOr)' '10, 57, ,0, 83,
121.
t,m.
Wclier';j Bessel function. tOn. Whil1llle's theorem 45. \\'llillllker'!1 fUllction, as. "'ilion, f;. B. 21.
...~fO!II
of
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