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CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS 126

Editorial Board

 

´

B.

BOLLOB AS, W. FULTON, A. KATOK, F. KIRWAN, P. SARNAK,

B.

SIMON, B. TOTARO

SPECIAL FUNCTIONS

The subject of special functions is often presented as a collection of disparate results, which are rarely organized in a coherent way. This book answers the need for a different approach to the subject. The authors’ main goals are to emphasize general unifying principles and to provide clear motivation, efficient proofs, and original references for all of the principal results. The book covers standard material, but also much more, including chapters on discrete orthogonal polynomials and elliptic functions. The authors show how a very large part of the subject traces back to two equations – the hypergeometric equation and the confluent hypergeometric equation – and describe the various ways in which these equations are canonical and special. Each chapter closes with a summary that provides both a convenient guide to the logical development and a useful compilation of the formulas. This book serves as an ideal graduate-level textbook as well as a convenient reference.

Richard Beals is Professor Emeritus of Mathematics at Yale University.

Roderick Wong is Professor of Mathematics and Vice President for Research at City University of Hong Kong.

CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS

Editorial Board

B. Bollob as,´

W. Fulton, A. Katok, F. Kirwan, P. Sarnak, B. Simon, B. Totaro

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R. Beals & R. Wong Special functions

Special Functions

A Graduate Text

RICHARD BEALS Yale University

RODERICK WONG City University of Hong Kong

CAMBRIDGE UNIVERSITY PRESS

Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo, Delhi, Dubai, Tokyo

Cambridge University Press The Edinburgh Building, Cambridge CB2 8RU, UK

Published in the United States of America by Cambridge University Press, New York

www.cambridge.org Information on this title: www.cambridge.org/9780521197977

© R. Beals and R. Wong 2010

This publication is in copyright. Subject to statutory exception and to the provision of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press.

First published in print format

2010

ISBN-13

978-0-511-78959-5

eBook (NetLibrary)

ISBN-13

978-0-521-19797-7

Hardback

Cambridge University Press has no responsibility for the persistence or accuracy of urls for external or third-party internet websites referred to in this publication, and does not guarantee that any content on such websites is, or will remain, accurate or appropriate.

Contents

Preface

page ix

1 Orientation

1

1.1 Power series solutions

2

1.2 The gamma and beta functions

5

1.3 Three questions

6

1.4 Elliptic functions

10

1.5 Exercises

11

1.6 Summary

14

1.7 Remarks

16

2 Gamma, beta, zeta

18

2.1 The gamma and beta functions

19

2.2 Euler’s product and reflection formulas

22

2.3 Formulas of Legendre and Gauss

26

2.4 Two characterizations of the gamma function

28

2.5 Asymptotics of the gamma function

29

2.6 The psi function and the incomplete gamma function

33

2.7 The Selberg integral

36

2.8 The zeta function

40

2.9 Exercises

43

2.10 Summary

50

2.11 Remarks

56

3 Second-order differential equations

57

3.1 Transformations, symmetry

58

3.2 Existence and uniqueness

61

3.3 Wronskians, Green’s functions, comparison

63

v

vi

Contents

3.4 Polynomials as eigenfunctions

66

3.5 Maxima, minima, estimates

72

3.6 Some equations of mathematical physics

74

3.7 Equations and transformations

78

3.8 Exercises

81

3.9 Summary

84

3.10 Remarks

92

4 Orthogonal polynomials

93

4.1 General orthogonal polynomials

93

4.2 Classical polynomials: general properties, I

98

4.3 Classical polynomials: general properties, II

102

4.4 Hermite polynomials

107

4.5 Laguerre polynomials

113

4.6 Jacobi polynomials

116

4.7 Legendre and Chebyshev polynomials

120

4.8 Expansion theorems

125

4.9 Functions of second kind

131

4.10 Exercises

134

4.11 Summary

138

4.12 Remarks

151

5 Discrete orthogonal polynomials

154

5.1 Discrete weights and difference operators

154

5.2 The discrete Rodrigues formula

160

5.3 Charlier polynomials

164

5.4 Krawtchouk polynomials

167

5.5 Meixner polynomials

170

5.6 Chebyshev–Hahn polynomials

173

5.7 Exercises

177

5.8 Summary

179

5.9 Remarks

188

6 Confluent hypergeometric functions

189

6.1 Kummer functions

190

6.2 Kummer functions of the second kind

193

6.3 Solutions when c is an integer

196

6.4 Special cases

198

6.5 Contiguous functions

199

6.6 Parabolic cylinder functions

202

Contents

vii

6.8 Exercises

209

6.9 Summary

211

6.10 Remarks

220

7 Cylinder functions

221

7.1 Bessel functions

222

7.2 Zeros of real cylinder functions

226

7.3 Integral representations

230

7.4 Hankel functions

233

7.5 Modified Bessel functions

237

7.6 Addition theorems

239

7.7 Fourier transform and Hankel transform

241

7.8 Integrals of Bessel functions

242

7.9 Airy functions

244

7.10 Exercises

248

7.11 Summary

253

7.12 Remarks

262

8 Hypergeometric functions

264

8.1 Hypergeometric series

265

8.2 Solutions of the hypergeometric equation

267

8.3 Linear relations of solutions

270

8.4 Solutions when c is an integer

274

8.5 Contiguous functions

276

8.6 Quadratic transformations

278

8.7 Transformations and special values

282

8.8 Exercises

286

8.9 Summary

290

8.10 Remarks

298

9 Spherical functions

300

9.1 Harmonic polynomials; surface harmonics

301

9.2 Legendre functions

307

9.3 Relations among the Legendre functions

311

9.4 Series expansions and asymptotics

315

9.5 Associated Legendre functions

318

9.6 Relations among associated functions

321

9.7 Exercises

323

9.8 Summary

326

viii

Contents

10 Asymptotics

335

10.1 Hermite and parabolic cylinder functions

336

10.2 Confluent hypergeometric functions

339

10.3 Hypergeometric functions, Jacobi polynomials

343

10.4 Legendre functions

346

10.5 Steepest descents and stationary phase

348

10.6 Exercises

352

10.7 Summary

364

10.8 Remarks

369

11 Elliptic functions

371

11.1 Integration

372

11.2 Elliptic integrals

375

11.3 Jacobi elliptic functions

380

11.4 Theta functions

384

11.5 Jacobi theta functions and integration

389

11.6 Weierstrass elliptic functions

394

11.7 Exercises

398

11.8 Summary

404

11.9 Remarks

416

Appendix A: Complex analysis

419

Appendix B: Fourier analysis

425

Notation

431

References

433

Author index

449

Index

453

Preface

The subject of special functions is one that has no precise delineation. This book includes most of the standard topics and a few that are less standard. The subject does have a long and distinguished history, which we have tried to highlight through remarks and numerous references. The unifying ideas are easily lost in a forest of formulas. We have tried to emphasize these ideas, especially in the early chapters. To make the book useful for self-study we have included introductory remarks for each chapter, as well as proofs, or outlines of proofs, for almost all the results. To make it a convenient reference, we have concluded each chapter with a concise summary, followed by brief remarks on the history, and references for additional reading. We have tried to keep the prerequisites to a minimum: a reasonable familiarity with power series and integrals, convergence, and the like. Some proofs rely on the basics of complex function theory, which are reviewed in Appendix A. The necessary background from differential equations is covered in Chapter 3. Some familiarity with Hilbert space ideas, in the L 2 framework, is useful but not indispensable. Chapter 11 on elliptic functions relies more heavily than the rest of the book on concepts from complex analysis. Appendix B contains a quick development of basic results from Fourier analysis. The first-named author acknowledges the efforts of some of his research collaborators, especially Peter Greiner, Bernard Gaveau, Yakar Kannai, and Jacek Szmigielski, who managed over a period of years to convince him that special functions are not only useful but beautiful. The authors are grateful to Jacek Szmigielski, Mourad Ismail, Richard Askey, and an anonymous reviewer for helpful comments on the manuscript.

ix

1

Orientation

The concept of “special function” is one that has no precise definition. From a practical point of view, a special function is a function of one variable that is (a) not one of the “elementary functions” – algebraic functions, trigono- metric functions, the exponential, the logarithm, and functions constructed algebraically from these functions – and is (b) a function about which one can find information in many of the books about special functions. A large amount of such information has been accumulated over a period of three centuries. Like such elementary functions as the exponential and trigonometric functions, special functions arise in numerous contexts. These contexts include both pure mathematics and applications, ranging from number theory and combinatorics to probability and physical science. The majority of the special functions that are treated in many of the general books on the subject are solutions of certain second-order linear differen- tial equations. Indeed, these functions were discovered through the study of physical problems: vibrations, heat flow, equilibrium, and so on. The asso- ciated equations are partial differential equations of second order. In some coordinate systems, these equations can be solved by separation of variables, leading to the second-order ordinary differential equations in question. (Solu- tions of the analogous first-order linear differential equations are elementary functions.) Despite the long list of adjectives and proper names attached to this class of special functions (hypergeometric, confluent hypergeometric, cylinder, parabolic cylinder, spherical, Airy, Bessel, Hankel, Hermite, Kelvin, Kummer,

Laguerre, Legendre, Macdonald, Neumann, Weber, Whittaker,

them is closely related to one of two families of equations: the confluent

hypergeometric equation(s)

each of

),

x u (x) + (c x) u (x) a u(x) = 0

(1.0.1)

1

2

Orientation

and the hypergeometric equation(s)

x(1 x) u (x) + [c (a + b + 1)x] u (x) ab u(x) = 0.

(1.0.2)

The parameters a, b, c are real or complex constants. Some solutions of these equations are polynomials: up to a linear change of variables, they are the “classical orthogonal polynomials.” Again, there are many names attached: Chebyshev, Gegenbauer, Hermite, Jacobi, Laguerre, Legendre, ultraspherical. In this chapter we discuss one context in which these equations, and (up to normalization) no others, arise. We also shall see how two equations can, in principle, give rise to such a menagerie of functions. Some special functions are not closely connected to linear second-order differential equations. These exceptions include the gamma function, the beta function, and the elliptic functions. The gamma and beta functions evaluate certain integrals. They are indispensable in many calculations, especially in connection with the class of functions mentioned earlier, as we illustrate below. Elliptic functions arise as solutions of a simple nonlinear second-order differential equation, and also in connection with integrating certain algebraic functions. They have a wide range of applications, from number theory to integrable systems.

1.1 Power series solutions

The general homogeneous linear second-order equation is

p(x) u (x) + q(x) u (x) + r (x) u(x) = 0,

(1.1.1)

with p not identically zero. We assume here that the coefficient functions p , q , and r are holomorphic (analytic) in a neighborhood of the origin. If a function u is holomorphic in a neighborhood of the origin, then the function on the left-hand side of (1.1.1) is also holomorphic in a neighborhood of the origin. The coefficients of the power series expansion of this function can be computed from the coefficients of the expansions of the functions p, q, r , and u. Under these assumptions, equation (1.1.1) is equivalent to the sequence of equations obtained by setting the coefficients of the expansion of the left- hand side equal to zero. Specifically, suppose that the coefficient functions p, q, r have series expansions

∞ ∞

p(x) =

k=0

p k x k ,

q(x) =

k=0

q k x k ,

r(x) =

k=0

r k x k ,

1.1

Power series solutions

3

and u has the expansion

u(x) =

k=0

u k x k .

Then the constant term and the coefficients of x and x 2 on the left-hand side of (1.1.1) are

(1.1.2)

2p 0 u 2

6p 0 u 3

12 p 0 u 4 + 6p 1 u 3 + 2p 2 u 2 + 3q 0 u 3 + 2q 1 u 2 + q 2 u 1 + r 0 u 2 + r 1 u 1 + r 2 u 0 ,

+

q 0 u 1 + r 0 u 0 ,

+

2p 1 u 2 + 2q 0 u 2 + q 1 u 1 + r 1 u 0 + r 0 u 1 ,

respectively. The sequence of equations equivalent to (1.1.1) is the sequence

j+k=n, k0

(k + 2)(k + 1) p j u k+2 +

j+k=n, k0

+

j+k=n, k0

r j u k = 0,

n = 0, 1, 2,

(k

+ 1)q j u k+1

(1.1.3)

We say that equation (1.1.1) is recursive if it has a nonzero solution u holomorphic in a neighborhood of the origin, and equations (1.1.3) determine the coefficients {u n } by a simple recursion: the nth equation determines u n in terms of u n1 alone. Suppose that (1.1.1) is recursive. Then the first of equations (1.1.2) should involve u 1 but not u 2 , so p 0 = 0, q 0 = 0. The second equation should not involve u 3 or u 0 , so r 1 = 0. Similarly, the third equation shows that q 2 = r 2 = 0. Continuing, we obtain

p 0 = 0,

p j = 0,

j 3;

q j = 0,

j 2;

r j = 0,

j 1.

After collecting terms, the nth equation is then

(n + 1)np 1 + (n + 1)q 0 u n+1 + n(n 1) p 2 + nq 1 + r 0 u n = 0.

For special values of the parameters p 1 , p 2 , q 0 , q 1 ,r 0 one of these coefficients may vanish for some value of n. In such a case either the recursion breaks down or the solution u is a polynomial, so we assume that this does not happen. Thus

u n+1 = n(n 1)p 2 + nq 1 + r 0 (n + 1)np 1 + (n + 1)q

0

u n .

(1.1.4)

Assume u 0 = 0. If p 1 = 0 but p 2 = 0, the series n=0 u n x n diverges for all x = 0 (ratio test). Therefore, up to normalization – a linear change of coordinates and a multiplicative constant – we may assume that p(x) has one of the two forms p(x) = x(1 x) or p(x) = x.

4

Orientation

If p(x) = x(1 x) then equation (1.1.1) has the form

x(1 x) u (x) + (q 0 + q 1 x) u (x) + r 0 u(x) = 0.

Constants a and b can be chosen so that this is (1.0.2). If p(x) = x and q 1 = 0 we may replace x by a multiple of x and take q 1 = −1. Then (1.1.1) has the form (1.0.1). Finally, suppose p(x) = x and q 1 = 0. If also r 0 = 0, then (1.1.1) is a first- order equation for u . Otherwise we may replace x by a multiple of x and take r 0 = 1. Then (1.1.1) has the form

x u (x) + c u (x) + u(x) = 0.

(1.1.5)

This equation is not obviously related to either of (1.0.1) or (1.0.2). However, it can be shown that it becomes a special case of (1.0.1) after a change of variable and a “gauge transformation” (see exercises). Summarizing: up to certain normalizations, an equation (1.1.1) is recursive if and only if it has one of the three forms (1.0.1), (1.0.2), or (1.1.5). Moreover, (1.1.5) can be transformed to a case of (1.0.1). Let us note briefly the answer to the analogous question for a homogeneous linear first-order equation

q(x) u (x) + r (x) u(x) = 0

(1.1.6)

with q not identically zero. This amounts to taking p = 0 in the argument above. The conclusion is again that q is a polynomial of degree at most one, with q 0 = 0, while r = r 0 is constant. Up to normalization, q(x) has one of the two forms q(x) = 1 or q(x) = x 1. Thus the equation has one of the two forms

u (x) a u(x) = 0;

with solutions

u(x) = c e ax ;

(x 1)u (x) a u(x) = 0,

u(x) = c (x 1) a ,

respectively. Let us return to the confluent hypergeometric equation (1.0.1). The power series solution with u 0 = 1 is sometimes denoted M(a, c; x). It can be calcu- lated easily from the recursion (1.1.4). The result is

M(a, c; x) =

n=0

(a) n

(c) n n ! x n ,

c = 0, 1, 2,

(1.1.7)

1.2 The gamma and beta functions

5

Here the “shifted factorial” or “Pochhammer symbol” (a) n is defined by

(a) 0 = 1,

(a) n = a(a + 1)(a + 2) ··· (a + n 1),

(1.1.8)

so that (1) n = n !. The series (1.1.7) converges for all complex x (ratio test), so M is an entire function of x. The special nature of equation (1.0.1) is reflected in the special nature of the coefficients of M. It leads to a number of relationships among these functions when the parameters (a, b) are varied. For example, a comparison of coeffi- cients shows that the three “contiguous” functions M(a, c; x), M(a + 1, c; x), and M(a, c 1; x) are related by

(a c + 1) M(a, c; x) a M(a + 1, c, x) + (c 1) M(a, c 1; x) = 0.

(1.1.9)

Similar relations hold whenever the respective parameters differ by integers. (In general, the coefficients are rational functions of (a, c, x) rather than simply linear functions of (a, b).)

1.2 The gamma and beta functions

The gamma function

(a) =

0

e t t a1 dt,

Re a > 0,

satisfies the functional equation a (a) = (a + 1). More generally, the shifted factorial (1.1.8) can be written

(a) n = (a + n) (a)

.

It is sometimes convenient to use this form in series like (1.1.7). A related function is the beta function, or beta integral,

B(a, b) =

0

1

s a1 (1 s) b1 ds,

Re a > 0, Re b > 0,

which can be evaluated in terms of the gamma function

B(a, b) = (a) (b)

(a + b) ;

6

Orientation

see the next chapter. These identities can be used to obtain a representation of the function M in (1.1.7) as an integral, when Re c > Re a > 0. In fact

Therefore

(a)

n

(c)

(c)

n

(a + n) ·
=

(a)

(c + n)

(c)

= a) B(a + n, c a)

(a) (c

(c)

= (a) (c a)

0

1

s n+a1 (1 s) ca1 ds.

M(a, c; x) =

=

(c) (a) (c a)

0

(c) (a) (c a)

0

1

1

s a1 (1 s) ca1

n=0

(sx) n

n!

s a1 (1 s) ca1 e sx ds.

ds

(1.2.1)

This integral representation is useful in obtaining information that is not evi- dent from the power series expansion (1.1.7).

1.3 Three questions

First question: How can it be that so many of the functions mentioned in the introduction to this chapter can be associated with just two equations (1.0.1) and (1.0.2)?

Part of the answer is that different solutions of the same equation may have different names. An elementary example is the equation

u (x) u(x) = 0.

(1.3.1)

One might wish to normalize a solution by imposing a condition at the origin like

u(0) = 0

or

u (0) = 0,

leading to u(x) = sinh x or u(x) = cosh x respectively, or a condition at infinity like

x lim u(x) = 0

or

lim

x+ u(x) = 0,

1.3 Three questions

7

leading to u(x) = e x or u(x) = e x respectively. Similarly, Bessel, Neumann, and both kinds of Hankel functions are four solutions of a single equation, distinguished by conditions at the origin or at infinity. The rest of the answer to the question is that one can transform solutions of one second-order linear differential equation into solutions of another, in two simple ways. One such transformation is a change of variables. For example, starting with the equation

(1.3.2)

suppose u(x) = v(x 2 ). It is not difficult to show that (1.3.2) is equivalent to the equation

u (x) 2x u (x) + λ u(x)

= 0,

y

v (y) + 1 2 y v (y)

1

+ 4 λv(y) = 0,

2 1 of (1.0.1). Therefore, even solutions of

which is the case a = − 4 λ, c =

(1.3.2) can be identified with certain solutions of (1.0.1). The same is true

of odd solutions: see the exercises. An even simpler example is the change u(x) = v(ix) in (1.3.1), leading to v + v = 0, and the trigonometric and complex exponential solutions sin x, cos x, e ix , e ix . The second type of transformation is a “gauge transformation”. For exam- ple, if the function u in (1.3.2) is written in the form

1

u(x) = e x 2 /2 v(x),

then (1.3.2) is equivalent to an equation with no first-order term:

v (x) + (1 + λ x 2 )v(x) = 0. (1.3.3)

Each of the functions mentioned in the third paragraph of the introduction to this chapter is a solution of an equation that can be obtained from (1.0.1) or (1.0.2) by one or both of a change of variable and a gauge transformation.

Second question: What does one want to know about these functions?

As we noted above, solutions of an equation of the form (1.1.1) can be chosen uniquely through various normalizations, such as behavior as x 0 or as x →∞. The solution (1.1.7) of (1.0.1) is normalized by the condition u(0) = 1. Having explicit formulas, like (1.1.7) for the function M, can be very useful. On the other hand, understanding the behavior as x → +∞ is not always straightforward. The integral representation (1.2.1) allows one to compute this behavior for M (see exercises). This example illustrates why it can be useful to have an integral representation (with an integrand that is well understood).

8

Orientation

Any three solutions of a second-order linear equation (1.1.1) satisfy a linear relationship, and one wants to compute the coefficients of such a relationship. An important tool in this and in other aspects of the theory is the computation of the Wronskian of two solutions u 1 , u 2 :

W(u 1 , u 2 )(x) u 1 (x)

u 2 (x) u 2 (x) u 1 (x).

In particular, these two solutions are linearly independent if and only if the Wronskian does not vanish. Because of the special nature of equations (1.0.1) and (1.0.2) and the equations derived from them, solutions satisfy various linear relationships like (1.1.9). One wants to determine a set of relationships that generate all such relationships. Finally, the coefficient of the zero-order term in equations like (1.0.1), (1.0.2), or (1.3.3) is an important parameter, and one often wants to know how a given normalized solution like M(a, c; x) varies as the parameter approaches ±∞. In (1.3.3), denote by v λ the even solution normalized by v λ (0) = 1. As 1 + λ = μ 2 → +∞, over any bounded interval the equation looks like a small perturbation of the equation v + μ 2 v = 0. Therefore it is plausible that

v λ (x) A λ (x) cosx +

B λ )

as

λ → +∞,

with A λ ( x ) > 0. We want to compute the “amplitude function” A λ (x) and the “phase constant” B λ . Some words about notation like that in the preceding equation: the meaning of the statement

is

f (x) A g(x)

lim

x→∞

f (x)

g(x)

as

x → ∞

= A.

This is in slight conflict with the notation for an asymptotic series expansion:

f (x) g(x)

n=0

a n x n

as

x → ∞

means that for every positive integer N , truncating the series at n = N gives an approximation to order x N1 :

f (x)

g(x)

N

n=0 a n x n = O x N1

as

x → ∞.

1.3 Three questions

9

As usual, the “big O” notation

h(x) = O k(x)

as

x → ∞

means that there are constants A, B such that

h(x)

k(x)

A

if

x B.

The similar “small o” notation

h(x) = o k(x)

means

lim

h(x)

= 0.

k(x)

Third question: Is this list of functions or related equations exhaustive, in any sense?

A partial answer has been given: the requirement that the equation be “recur-

sive” leads to just three cases, (1.0.1), (1.0.2), and (1.1.5), and the third of these

three equations reduces to a case of the first equation. Two other answers are given in Chapter 3. The first of the two answers in Chapter 3 starts with a question of mathe- matics: given that a differential operator of the form that occurs in (1.1.1),

x→∞

d 2

d

p(x) dx 2 + q(x) dx + r (x),

is self-adjoint with respect to a weight function on a (bounded or infinite)

interval, under what circumstances will the eigenfunctions be polynomials? An example is the operator in (1.3.2), which is self-adjoint with respect to the weight function w(x) = e x 2 on the line:

−∞ u (x) 2x

u (x) v(x) e x 2 dx = −∞ u(x) v (x) 2x v (x) e x 2 dx.

in (1.3.2) and the Hermite polynomials

are eigenfunctions. Up to normalization, the equation associated with such an operator is one of the three equations (1.0.1), (1.0.2) (after a simple change of variables), or (1.3.2). Moreover, as suggested above, (1.3.2) can be converted

The eigenvalues are λ = 2, 4, 6,

to two cases of (1.0.1).

The second of the two answers in Chapter 3 starts with a question of mathematical physics: given the Laplace equation

u( x ) = 0

10

Orientation

or the Helmholtz equation

u( x ) + λ u(x ) = 0

say in three variables, x = (x 1 , x 2 , x 3 ), what equations arise by separating variables in various coordinate systems (cartesian, cylindrical, spherical, parabolic–cylindrical)? Each of the equations so obtained can be related to one of (1.0.1) and (1.0.2) by a gauge transformation and/or a change of variables.

1.4 Elliptic functions

The remaining special functions to be discussed in this book are also associated with a second-order differential equation, but not a linear equation. One of the simplest nonlinear second-order differential equations of mathematical physics is the equation that describes the motion of an ideal pendulum, which can be normalized to

2 θ (t) = −sin θ(t).

(1.4.1)

Multiplying equation (1.4.1) by θ (t) and integrating gives

θ (t) 2 = a + cos θ(t)

1

for some constant a. Let u = sin 2 θ . Then (1.4.2) takes the form

u (t) 2 = A 1 u(t) 2 1 k 2 u(t) 2 .

(1.4.2)

(1.4.3)

By rescaling time t, we may take the constant A to be 1. Solving for t as a function of u leads to the integral form

u

t =

u 0

dx

(1 x 2 )(1 k 2 x 2 ) .

(1.4.4)

This is an instance of an elliptic integral: an integral of the form

u

u 0

R

x, P(x) dx,

(1.4.5)

where P is a polynomial of degree 3 or 4 with no repeated roots and R is a

rational function (quotient of polynomials) in two variables. If P had degree 2, then (1.4.5) could be integrated by a trigonometric substitution. For example

0

u

dx

1 x 2

= sin 1 u;

1.5 Exercises

11

equivalently,

t =

0

sin t

dx

1 x 2 .

Elliptic functions are the analogues, for the case when P has degree 3 or 4, of the trigonometric functions in the case of degree 2.

1.5 Exercises

1.1 Suppose that u is a solution of (1.0.1) with parameters (a, c). Show that the derivative u is a solution of (1.0.1) with parameters (a + 1, c + 1).

1.2 Suppose that u is a solution of (1.0.2) with parameters (a, b, c). Show that the derivative u is a solution of (1.0.1) with parameters (a + 1, b + 1, c + 1).

1.3 Show that the power series solution to (1.1.5) with u 0 = 1 is

u(x) =

n=0

1

(c) n n ! (x) n ,

c = 0, 1, 2,

1.4 In Exercise 1.3, suppose c =

2 1 . Show that

u(x) = cosh 2(x) 2 .

1

1.5 Compare the series solution in Exercise 1.3 with the series expansion (7.1.1). This suggests that if u is a solution of (1.1.5), then

1

u(x) = x 2 ν v 2 x ,

ν = c 1,

where v is a solution of Bessel’s equation (3.6.12). Verify this fact directly. Together with results in Section 3.7, this confirms that (1.1.5) can be transformed to (1.0.1).

1.6 Show that the power series solution to (1.0.1) with u 0 = 1 is given by

(1.1.7).

1.7 Show that the power series solution to (1.0.2) with u 0 = 1 is the hypergeometric function

u(x) = F(a, b, c; x) =

n=0

(a) n (b) n

(c) n n !

x n .

12

Orientation

1.9

Consider the first-order equation (1.1.6) under the assumption that q and

are polynomials and neither is identically zero. Show that all solutions have the form

r

 

u(x) = P(x) exp R(x),

 

where P is a polynomial and R is a rational function (quotient of polynomials).

1.10

Suppose that an equation of the form (1.1.1) with holomorphic coefficients has the property that the nth equation (1.1.3) determines

n+2 from u n alone. Show that up to normalization, the equation can be put into one of the following two forms:

u

 

u (x) 2x u (x) + 2λ u(x) = 0;

 

(1 x 2 ) u (x) + ax u (x) + b u(x) = 0.

1.11