Chapter 15 Special Functions

15-1 Gamma & Beta Functions

∞
Gamma function: Γ(x)= ∫ t x −1e −t dt
0
∞
Theorem Γ(x+1)=xΓ(x), Γ’(x)= ∫ ln(t ) ⋅ t x −1e −t dt
0
∞ ∞
(Proof) Γ( x + 1) = ∫ t x e −t dt = − ∫ t x de −t
0 0

t = ∞ ∞ −t x ∞
= −t x e −t + ∫ e dt = x ∫ t x −1e −t dt = xΓ (x )
t=0 0 0

Theorem Γ(n)=(n-1)!, Γ(1)=0!=1.

π ∞ t
x −1
Theorem Γ(x)Γ(1-x)= =∫ dt
sin(πx) 0 1 + t
⎛1⎞ ∞
Theorem Γ⎜ ⎟ = π , Γ’(1)= ∫ e −t ln tdt =-γ=-0.5772156....
⎝2⎠ 0

⎡ 1 1 1 ⎤
(γ= lim ⎢1 + + + LL + − ln n ⎥ )
n →∞
⎣ 2 3 n ⎦
2
⎛ 1 ⎞ ⎛ 1 ⎞ ⎡ ⎛ 1 ⎞⎤ π 1
(Proof) Γ⎜ ⎟Γ⎜1 − ⎟ = ⎢Γ⎜ ⎟⎥ = = π ⇒ Γ( ) = π
⎝ 2 ⎠ ⎝ 2 ⎠ ⎣ ⎝ 2 ⎠⎦ ⎛π⎞ 2
sin ⎜ ⎟
⎝2⎠
Stirling’s formula: Γ(n+1)=n! ≈ 2πn n n e − n

1 Γ ( x )Γ ( y )
Beta function: β(x,y)= ∫ t x −1 (1 − t ) y −1 dt =
0 Γ( x + y )
1 dz
Eg. Evaluate ∫0
1 − z4
. 【清大材研】

3
1 −4
t dt 1 1
1 dz 1
4 1 1 4 −1 −1 1 ⎛1 1⎞
(Sol.) Let t=z4, dt=4z3 dz, ∫ =∫ = ∫ t ⋅ (1 − t ) 2 dt = β ⎜ , ⎟
0
1− z4 0
1− t 4 0 4 ⎝4 2⎠

π 2
Theorem β(m,n)= 2∫ sin 2 m −1 (θ ) cos 2 n −1 (θ )dθ
0

Theorem β(x,y)=β(y,x)

～21～
15-2 Bessel Functions
Bessel differential equation of order ν: x2y”+xy’+(x2-ν2)y=0, its general solution is
y(x)=cJν(x)+dYν(x).
Bessel differential equation of order ν with parameter λ: x2y”+xy’+(λ2x2-ν2)y=0, its
solution is y(x)=cJν(λx)+dYν(λx).
k x ν +2k
∞ ( −1) ( )
Bessel function of the first kind: Jν(x)= ∑ 2
k =0 k !⋅Γ (ν + k + 1)
Note: J-n(x)=(-1)nJn(x), Jn(x) and J-n(x) are linearly dependent, But Jν(x) and J-ν(x)
are linearly independent for ν∉N.

Orthogonality of Jn(x):
1
If λ≠μ and Jn(λ)=Jn(μ)=0, then ∫ xJ0
n (λx) J n ( μx)dx = 0
Else if λ≠μ but Jn(λ)≠0≠Jn(μ), then
1 μJ n (λ ) J n′ ( μ ) − λJ n ( μ ) J n′ (λ )
∫0 xJ n (λx) J n (μx)dx = λ2 − μ 2
1 1⎡ 2 ⎛ n2 ⎞ 2 ⎤
∫ xJ n (λx)dx = ′ λ ⎜⎜1 − 2 ⎟⎟ J n (λ )⎥
2
Else if λ=μ, Jn(λ)≠0, then J
⎢ n ( ) +
0 2⎣ ⎝ λ ⎠ ⎦
Bessel function of the second kind:
⎧ Jν ( x) cos(νπ ) − J −ν ( x)
⎪ ，ν is not an int eger
⎪ sin(νπ )
Yν(x)= ⎨
⎪lim Jν ( x) cos(νπ ) − J −ν ( x)，ν is an int eger n.
⎪⎩ν → n sin(νπ )

⎧⎪ H ν (1) ( x) = J ν ( x) + iYν ( x) : the 1st kind

Hankel functions: ⎨ ( 2 )
⎪⎩ H ν ( x) = J ν ( x) − iYν ( x) : the 2nd kind
Note: Hν(1)(x) and Hν(2)(x) are linearly independent.

～22～
 J 1 ( x) J ( x)
Jinc function: jinc(x)= and jinc’(x)=- 2
x x

Properties of Bessel functions:

1
1. Bν′ ( x ) = [ Bν −1 ( x) − Bν +1 ( x )]
2
2. [ x Bν ( x )]′ = − xν Bν −1 ( x )
ν

3. [ x −ν Bν ( x )]′ = − xν Bν +1 ( x)
2ν
4. Bν +1 ( x) = Bν ( x ) − Bν −1 ( x)
x
5. xBν′ ( x) = −νBν ( x) + xBν −1 ( x) = νBν ( x) − xBν +1 ( x)
∞
6. J n ( x + y ) = ∑J
m = −∞
m ( x) J n − m ( y )

⎡ x ⎛ 1 ⎞⎤ ∞
7. Generating function g(x,t) for Jn(x): g(x,t)=exp ⎢ ⎜ t − ⎟⎥ = ∑ J n ( x)t n
⎣ 2 ⎝ t ⎠⎦ n = −∞
⎛ −1⎞
g ( x, t ) = g ⎜ x, ⎟ ⇒ J − n ( x) = ( −1) n J n ( x)
⎝ t ⎠
∞
8. cos( x sin θ ) = J 0 ( x ) + 2∑ J 2 m ( x ) ⋅ cos( 2mθ )
m =1
∞
sin( x sin θ ) = 2∑ J 2 m −1 ( x ) ⋅ sin(( 2m − 1)θ )
m =1
∞ ∞
1 = J 0 ( x ) + 2 ∑ J 2 n ( x ) = J 0 ( x ) + 2∑ J n ( x )
2 2

n =1 n =1
∞
cos( x cos θ ) = J 0 ( x ) + 2∑ (−1) n J 2 n ( x ) cos( 2nθ )
n =1
∞
sin( x cos θ ) = 2∑ (−1) n +1 J 2 n −1 ( x ) cos((2n − 1)θ )
n =1

～23～
 1 π (−1) n π
9. J 2 n ( x) =
π ∫ 0
cos( 2nθ ) ⋅ cos( x sin θ )dθ =
π ∫
0
cos(2nθ ) ⋅ cos( x cos θ )dθ

1 π (−1) n π
J 2 n +1 ( x) =
π ∫
0
sin(( 2n + 1)θ ) ⋅ sin( x sin θ )dθ =
π ∫ 0
cos((2n + 1)θ ) ⋅ sin( x cos θ )dθ

2 ⎛ π nπ ⎞
J n ( x) ~ cos⎜ x − − ⎟
πx ⎝ 4 2 ⎠
10. as x→∞
2 ⎛ π nπ ⎞
Yn ( x) ~ sin⎜ x − − ⎟
πx ⎝ 4 2 ⎠

Spherical Bessel functions:

1 n 1 n
2 n+ ⎛ 1 d ⎞ ⎛ sin x ⎞ 2 n − 2 ⎛ 1 d ⎞ ⎛ sin x ⎞
1 ( x ) = ( −1) ⎟ , J 1 ( x) =
n
J x 2
⎜ ⎟ ⎜ x ⎜ ⎟ ⎜ ⎟
n+
2
π ⎝ x dx ⎠ ⎝ x ⎠ 2
−n π ⎝ x dx ⎠ ⎝ x ⎠
Y 1 ( x) = (−1) n +1 J 1 ( x) , Y1 ( x) = (−1) n J 1 ( x)
n+ −n− −n n+
2 2 2 2

2 2
J 1 ( x) = sin x , J 1 ( x) = cos x
2
πx −
2
πx

Modified Bessel functions:

Iν ( x) = (i ) −ν J ν (ix ) : the 1st kind
π
Kν ( x) = [ I −ν ( x) − Iν ( x)] : the 2nd kind, where ν is non-integer
2 sin(νπ )

～24～
15-3 Legendre Differential Equations and Legendre Polynomials
Legendre equation: (1-x2)y”-2xy’+n(n+1)y=0, its general solution is
y(x)=cPn(x)+dQn(x).
Legendre polynomial of degree n of the 1st kind:
[n 2 ]
(−1) k (2n − 2k )! x n − 2 k
Pn(x)= ∑
k = 0 2 k!( n − 2k )!( n − k )!
n

(2n − 1)(2n − 3) L1 ⎧ n n(n − 1) n − 2 n(n − 1)(n − 2)(n − 3) n − 4 ⎫

= ⎨x − x + x + L⎬
n! ⎩ 2(2n − 1) 2 ⋅ 4 ⋅ (2n − 1)(2n − 3) ⎭
1 dn 2
= n ( x − 1)
2 n! dx n
1 2
Orthogonality of Pn(x):
−1 ∫ 2n + 1
δ mn
Pn ( x) Pm ( x)dx =

Legendre polynomial of degree n of the 2nd kind:

For |x|<1,
⎧ n 2 n ⎡⎛ n ⎞ ⎤
2

⎪ (−1) 2 ⎢⎜ ⎟!⎥
⎪ ⎣⎝ 2 ⎠ ⎦
⎪ n!
⎪
⎪⎡ (−1) k (n − 1) L (n − 2k + 1)(n + 2) L (n + 2k ) x 2 k +1 ⎤
∞

⎪⎢ ∑
⋅ x +
(2k + 1)!
⎥, n : even
⎪⎣ k =1 ⎦
Qn(x)= ⎨ 2
n +1
⎪ ⎡⎛ n − 1 ⎞ ⎤
⎪ ( − 1) 2
⋅ 2 n +1 ⎢⎜ ⎟!⎥
⎪ ⎣ ⎝ 2 ⎠⎦
⎪ n!
⎪⎡
⎪⋅ ⎢1 + ∑ (−1) n(n − 2) L (n − 2k + 2)(n + 1) L (n + 2k − 1) x ⎤⎥, n : odd
∞ k 2k

⎪⎩ ⎣ k =1 (2k )! ⎦
∞
2 n (n + k )!(n + 2k )! − n− 2 k −1
Qn(x)= ∑ x if |x|>1, but Qn(x) is divergent at x=±1.
k =0 k!(2n + 2k + 1)!

～25～
Properties of Legendre polynomials:
1. (n + 1) Ln +1 ( x) − (2n + 1) xLn ( x) + nLn −1 ( x) = 0 , n>0
2. Ln′ +1 ( x) − (2n + 1) Ln ( x) − Ln′ −1 ( x) = 0
3. ( x 2 − 1) Ln′ ( x) − nxLn ( x) + nLn −1 ( x ) = 0
4. Generating functions for Pn(x) and Qn(x):
1 ∞
1 ⎛ t−x ⎞ ∞
= ∑ P ( x)tn
n
, ⋅ cosh −1 ⎜⎜ ⎟ = ∑ Qn ( x)t n
⎟
1 − 2 xt + t 2 n = −∞ 1 − 2 xt + t 2 ⎝ x − 1 ⎠ n = −∞
2

⎡ m2 ⎤
Associated Legendre equations and functions: (1− x2 ) y′′ − 2xy′ + ⎢n(n +1) − ⎥y = 0,
⎣ 1− x2 ⎦
m m
its general solution is y(x)= cPn ( x) + dQn ( x) ,
m dm
where Ln ( x) = (1 − x 2 ) m 2 Ln ( x ) .
dx m
Properties of the associated Legendre polynomials:
m m −1 m
1. Ln +1 ( x) − (2n + 1) 1 − x 2 Ln ( x ) − Ln −1 ( x ) = 0
m m m −1
2. xLn ( x ) − Ln −1 ( x ) + (m − n − 1) 1 − x 2 Ln ( x) = 0
1 2 (n + k )!
∫ δ mn
k k
3. Pm ( x) Pn ( x)dx = ⋅
−1 2n + 1 (n − k )!

15-4 Applications of Bessel and Legendre Functions

Electrostatic potentials in the cylindrical coordinate:

∂ 2V 1 ∂V ∂ 2V ∂ 2V
In source-free region: ∇ 2V = + + + =0
∂ρ 2 ρ ∂ρ ρ 2 ∂ 2φ ∂z 2
1 ⎛ ∂ 2 R 1 ∂R ⎞ 1 ∂ 2 Φ 1 ∂2Z
⎜
Set V ( ρ , φ , z ) = R ( ρ )Φ (φ ) Z ( z ) ⇒ ⎜ 2 + ⎟ + + =0
R ⎝ ∂ρ ρ ∂ρ ⎟⎠ Φ ρ 2 ∂φ 2 Z ∂z 2
∂2Ζ ∂ 2Φ x d 2Φ
Set = k Ζ,
2
= −n Φ , ρ = ⇒
2
+ n 2Φ = 0
∂z 2
∂φ 2
k dφ 2

⇒ Φ (φ ) = A cos( nφ ) + B sin( nφ )
d 2Ζ
2
− k 2 Ζ = 0 ⇒ Z(z)=cekz+de-kz
dz
d 2 R 1 dR ⎛ n 2 ⎞
+ (x 2 − n 2 )R = 0 (Bessel differential
2
2 d R dR
2
+ + ⎜
⎜1 − ⎟
2 ⎟
R = 0 ⇒ x 2
+x
dx x dx ⎝ x ⎠ dx dx
equation) ⇒ R( x) = R(kρ ) = eJ n (kρ ) + fYn (kρ )
(If V is finite at ρ=0 ⇒ f=0)

～26～
 ∂2
Special case 1: V is independent of z, =0
∂z 2
d 2Φ
+ n 2 Φ = 0 ⇒ Φ (φ ) = A cos(nφ ) + B sin(nφ )
dφ 2

d 2 R( ρ ) dR( ρ )
ρ2 +ρ − n 2 R( ρ ) = 0 (Euler's equation) ⇒ R( ρ ) = cρ n + dρ − n
dρ 2
dρ
Special case 2: V is independent of φ and z
d ⎡ dR( ρ ) ⎤
dρ ⎢ ρ dρ ⎥ = 0 ⇒ V ( ρ ) = R ( ρ ) = c ln ρ + d
⎣ ⎦

～27～
Electrostatic potentials in the spherical coordinate:
∂ ⎛ 2 ∂V ⎞ 1 ∂ ⎛ ∂V ⎞ 1 ∂ 2V
In source-free region: ∇ 2V = ⎜r ⎟+ ⋅ ⎜ sin θ ⋅ ⎟+ =0
∂r ⎝ ∂r ⎠ sin θ ∂θ ⎝ ∂θ ⎠ sin 2 θ ∂φ 2
Set V ( r , θ , φ ) = R ( r )Θ(θ )Φ (φ )
r 2 d 2 R 2r dR 1 d ⎛ dΘ ⎞ 1 d 2Φ
⇒ + + ⎜ sin θ ⋅ ⎟ + =0
R dr 2 R dr Θ sin θ dθ ⎝ dθ ⎠ Φ sin 2 θ dφ 2
r 2 d 2 R 2r dR
Set + = l(l + 1)
R dr 2 R dr
d 2R dR
⇒ r2 2
+ 2r − l(l + 1) R = 0 (Euler's equation) ⇒ R(r)=Arl+Br-(l+1)
dr dr
d 2Φ
= −m 2 Φ ⇒ Φ (φ ) = C cos( mφ ) + D sin( mφ )
dφ 2
d 2Θ dΘ ⎡ m2 ⎤
Let x=cosθ ⇒ (1 − x 2 ) − 2 x + ⎢ l ( l + 1) − ⎥ Θ = 0 (Associated Legendre
dx 2 dx ⎣ 1− x2 ⎦
equation)
⇒ Θ = Θ( x) = EPl ( x) + FQl ( x) = EPl (cosθ ) + FQl (cosθ )
m m m m

d 2Θ dΘ
Special case: m=0 ⇒ (1 − x 2 ) 2
− 2x + l(l + 1)Θ = 0 (Legendre equation)
dx dx
⇒ Θ = EPl (cosθ ) + FQl (sin θ )

～28～
15-5 Elliptic Integral Functions
If we set v=sinθ, x=sinφ, and 0<k<1,

φ dθ x dv
the 1st-kind elliptic integral: F (k , φ ) = ∫ =∫ .
0
1 − k 2 sin 2 θ 0
(1 − v 2 )(1 − k 2 v 2 )

π ⎛ π⎞ π
1. φ = , complete integral, F ⎜ k , ⎟ ≡ F (k ) . 2. 0 < φ < , incomplete integral.
2 ⎝ 2⎠ 2
φ x 1 − k 2v 2
the 2nd-kind elliptic integral of: E (k , φ ) = ∫ 1 − k 2 sin 2 θ dθ = ∫ dυ .
0 0 1− v2
π ⎛ π⎞ π
1. φ = , complete integral, E ⎜ k , ⎟ = E (k ) . 2. 0 < φ < , incomplete integral.
2 ⎝ 2⎠ 2
rd
the 3 -kind elliptic integral of:
φ dθ x dv
Π (k , n,θ ) = ∫ =∫ .
0
(1 + n sin 2 θ ) ⋅ 1 − k 2 sin 2 θ 0
(1 + nv 2 ) (1 − v 2 )(1 − k 2 v 2 )
π ⎛ π⎞ π
1. φ = , complete integral, Π⎜ k , ⎟ ≡ Π (k ) . 2. 0 < φ < , incomplete integral.
2 ⎝ 2⎠ 2

π 2
Eg. Evaluate ∫0
1 + 4 sin 2 x dx .
π 2 π 2 π
(Sol.) ∫
0
1 + 4 sin 2 x ds = ∫
0
5 − 4 cos 2 x dx (set x =
2
−θ )

π 2 4 ⎛ 4⎞
= 5∫ 1 − sin 2 θ dθ = 5 E ⎜⎜ ⎟
⎟
0 5 ⎝ 5⎠

～29～