Table of Contents

1. Gaussian Function

2. Error Function

3. Gamma Function

4. Beta Function

5. Bessel Function

  • It is also called cylinder functions or 6, because Bessel function is part of those.

5.1. Definition

  • Canonical solutions of Bessel's differential equation: \[ x^2\frac{d^2y}{dx^2}+x\frac{dy}{dx} + (x^2-\alpha^2)y = 0. \]
    • Regular Singularity: \(0\)
    • Irregular Singularity: \(\infty\)
  • Various formulation:
    • Bessel Functions
    • Modified Bessel Functions
    • Hankel Functions
    • Spherical Bessel Functions
    • Spherical Hankel Functions

5.2. Bessel Functions of the First Kind

5.2.1. Bessel's Integrals

\[ J_n(x) = \frac{1}{\pi}\operatorname{Re}\left( \int_0^{\pi} e^{i(n\tau - x \sin \tau)}\, d\tau \right) \]

  • The bessel functions are the coeffients of the fourier transform of the funtion with the form \( \sin(\sin t) \).

5.2.2. Properties

  • \[ J_\alpha(x) = \frac{(x/2)^\alpha}{\Gamma(\alpha +1)}{}_0F_1\left(;\alpha + 1;-\frac{x^2}{4}\right) \]
    • where \({}_0F_1\) is the 7.5

5.3. Bessel Functions of the Second Kind

  • Weber Functions, Neumann Functions
  • \(Y_\alpha(x), N_\alpha(x)\)
  • \[ Y_\alpha(x) = \frac{J_\alpha(x)\cos(\alpha\pi)-J_{-\alpha}(x)}{\sin(\alpha\pi)} \]
  • In the case of integer order \(n\), the function is defined by the limit:
    • \[ Y_n(x) = \lim_{\alpha\to n}Y_\alpha(x) \]

5.3.1. Properties

  • They have a singularity at the origin
  • They are multivalued.

5.4. Spherical Bessel Functions

6. Cylindrical Harmonics

  • Bessel functions for integer \(\alpha\)

6.1. Definition

  • Linearly independent functions that are solutions to ./Differential Equation.html#orgfb166e0 in cylindrical coordinates.
  • Each basis is the product of three functions \[ V_n(k) = R_n(k, \rho)\Phi_n(\varphi)Z(k, z). \]
  • \(\Rho\)\( R_n(k, \rho) \) is given by the 5.

7. Hypergeometric Functions

  • Hypergeometric Series

7.1. Ordinary Hypergeometric Function

  • Gaussian Hypergeometric Function
  • \(_2F_1(a, b; c; z)\)

7.1.1. Definition

  • For \(|z| <1\), \[ _2F_1(a, b; c; z) = \sum_{n=0}^\infty \frac{a^{\overline{n}}b^{\overline{n}}}{c^{\overline{n}}}\frac{z^n}{n!} \] where \(q^{\overline{n}}\) is the , which is often written as \((q)_n\).
  • The \(a, b, c\) need not be integers.

7.1.2. Hypergeometric Differential Equation

  • Euler's Hypergeometric Differential Equation
  • \[ z(1-z)\frac{d^2w}{dz^2} + [c - (a+b+1)z]\frac{dw}{dz} - abw = 0. \]
7.1.2.1. Properties
  • It has three regular singular points: \(0, 1, \infty\).
  • Every second order linear ordinary differential equation with three regular singular points can be converted to the hypergeometric differential equation by a change of variables.
  • The generalization to arbitrary three regular singularity is given by ./Differential Equation.html#org297a06b

7.1.3. Properties

  • Solution to a hypergeometric differential equation, therefore a solution to every second order linear ordinary differential equation with three regular singularities.

7.1.4. Relations

  • \[ _2F_1(1, b; b; z) = \frac{1}{1-z} \]
    • Hence the name 'geometric'.
  • \[ _2F_1(a, b; b; z) = (1-z)^{-a} \]
  • \[ z\cdot\vphantom{F}_2F_1(\tfrac{1}{2}, 1, \tfrac{3}{2}, -z^2) = \arctan z. \]
7.1.4.1. Complete Elliptic Integrals
  • \[ \frac{\pi}{2}\vphantom{F}_2F_1(\tfrac{1}{2}, \tfrac{1}{2}; 1; k^2) = K(k). \]
  • \[ \frac{\pi}{2}{}_2F_1(-\tfrac{1}{2}, \tfrac{1}{2}; 1; k^2) = E(k). \]

7.2. Confluent Hypergeometric Function

7.2.1. Confluent Hypergeometric Equation

  • Degenerate form of a hypergeometric differential equation where two of the three regular singularities merge into an irregular singularity.
  • Confluent refers to the merging of singular points of families of differential equations.
    • From Latin confluere, 'to flow together'

7.2.2. Kummer's Differential Equation

  • \[ z\frac{d^2w}{dz^2} + (b-z)\frac{dw}{dz} - aw = 0. \]
  • with a regular singular point at \(z=0\) and an irregular singular point at \(z=\infty\).

7.3. Kummer's Confluent Hypergeometric Function

  • Confluent Hypergeometric Function of the First Kind
  • \[ M(a,b,z) = {}_1F_1(a;b;z) := \sum_{n=0}^\infty \frac{a^{\overline{n}}}{b^{\overline{n}}}\frac{z^n}{n!} \]
  • Unrelated another Kummer's function for the record.
    • \[ \Lambda_n(z) := \int_0^z \frac{\log^{n-1}|t|}{1+t}\,dt \]

7.3.1. Properties

  • Solution to the Kummer's differential equation.
  • \[ M(a,c,z) = \lim_{b\to \infty}{}_2F_1(a,b;c;z/b) \]

7.4. Tricomi's Confluent Hypergeometric Function

  • \[ U(a,b,z) := \frac{\Gamma(1-b)}{\Gamma(a+1-b)}M(a,b,z) + \frac{\Gamma(b-1)}{\Gamma(a)} z^{1-b}M(a+1-b, 2-b, z). \]
  • Another form of the solution to the Kummer's differential equation

7.4.1. Properties

  • Solution to a confluent hypergeometric equation.

7.5. Generalized Hypergeometric Function

  • Generalized Hypergeometric Series
  • Convergent power series in which the ratio of successive coefficients indexed by \(n\) is a rational function of \(n\).
  • Formally, a hypergeometric series is a power series:
    • \[ \sum_{n\ge 0} \beta_nz^n \]
    • with
      • \[ \forall n\ge 0, \frac{\beta_{n+1}}{\beta_n} = \frac{A(n)}{B(n)} \]
      • where \(A(n), B(n)\) being polynomials in \(n\).
  • Customarily, The leading term \(\beta_0\) is factored out, and \(B(n)\) is assumed to have the factor \((1+n)\). This is without loss of generality, since both \(A\) and \(B\) can be multiplied by \((1+n)\) if needed.
  • Then using the linear factors over the complex numbers and scaling \(z\):
    • \[ {}_pF_q(a_1,\dots,a_p;b_1,\dots,b_q; z) = {}_pF_q\left[\begin{array}{cccc}a_1 & a_2 & \cdots & a_p \\ b_1 & b_2 & \cdots & b_q \end{array}; z\right] = \sum_{n=0}^\infty\frac{a_1^{\overline{n}}\cdots a_p^{\overline{n}}}{b_1^{\overline{n}}\cdots b_q^{\overline{n}}}\frac{z^n}{n!}. \]
    • It is in the form of exponential generating function.

8. Elliptic Integral

8.1. Definition

  • Function \(f\) which can be expressed in the form: \[ f(x) = \int_c^x R(t, \sqrt{P(t)})\,dt \] where \(R\) is a rational function, and \(P\) is a polynomial of degree 3 or 4 with no repeated roots.

8.2. Arguments

8.3. Legendre Normal Form

8.3.1. Of Elliptic Integrals

  • Canonical set of three elliptic integrals.

8.3.2. Of Elliptic Curve

  • \[ y^2 = x(x-1)(x-\lambda) \]

8.4. First Kind

8.4.1. Incomplete

  • \[ F(\varphi, k) = \int_0^\varphi \frac{d\theta}{\sqrt{1-k^2\sin^2\theta}} \]
  • The 8.3 is obtained by substituting \(t = \sin\theta\) and \(x = \sin\varphi\): \[ F(x;k) = \int_0^x \frac{dt}{\sqrt{(1-t^2)(1-k^2t^2)}} \]

8.4.2. Complete

  • \[ K(k) = \int_0^{\frac{\pi}{2}}\frac{d\theta}{\sqrt{1-k^2\sin^2\theta}} \]

8.4.3. Interpretations

  • Note that
  • \[ \frac{1}{\sqrt{1-k^2\sin^2\theta}} = \frac{r(\theta)}{a} \]
    • where \(r\) is the radius to the circumference at the angle \(\theta\), and \(a\) is the semi-major axis.
  • It follows directly from the polar form relative to the center of an ellipse.

8.4.4. Applications

8.4.4.1. Simple Pendulum

8.5. Second Kind

8.5.1. Incomplete

  • \[ E(\varphi, k) = \int_0^\varphi \sqrt{1-k^2\sin^2\theta}\,d\theta \]
  • The Legendre normal form is obtained by substituting \(t = \sin\theta\) and \(x = \sin\varphi\): \[ E(x;k) = \int_0^x \frac{\sqrt{1-k^2t^2}}{\sqrt{1-t^2}}\, dt \]

8.5.2. Complete

  • \[ E(k) = \int_0^{\frac{\pi}{2}}\sqrt{1-k^2\sin^2\theta}\,d\theta \]

8.5.3. Interpretations

  • The \(\theta\) is not the true anomaly. It is the circular angle.
  • Let \(x = b\cos\theta\) and \(y = a\sin\theta\), then it is the length of the infinitesimal line segment \(ds\) along the ellipse as a function of \(\theta\): \[ ds = \sqrt{1-k^2\sin^2\theta}\, d\theta \]

8.6. Third Kind

8.6.1. Incomplete

  • \[ \Pi(n;\varphi\backslash\alpha) = \int_0^\varphi \frac{1}{1-n\sin^2\theta}\frac{d\theta}{\sqrt{1-(\sin\alpha\sin\theta)^2}} \]

8.6.2. Complete

  • \[ \Pi(n,k) = \int_0^{\frac{\pi}{2}}\frac{d\theta}{(1-n\sin^2\theta)\sqrt{1-k^2\sin^2\theta}} \]

9. Jacobi Elliptic Functions

  • Trigonometric functions for ../geometry/Conic Sections.html#org18684c0
  • The name of the function is of form \(\rm pq\), where \(\rm p\) and \(\rm q\) can be either \(\rm s\), \(\rm c\), \(\rm d\), or \(\rm n\). The function has a zero at the \(\rm p\) corner, and a pole at the \(\rm q\) corner, where \(\rm s\) is for \((0, 0)\), \(\rm c\) is for \((K, 0)\), \(\rm d\) is for \((K, K')\), and \(\rm n\) is for \((0, K')\).
  • \(K = K(m)\) and \(K' = K(1-m)\) where \(K\), is the 8.4.2 and the argument is given in terms of the predefined set of 8.2.
  • The period is at most \(4K\) on the real axis and \(4K'\) on the imaginary axis, and possibly half of those.
  • \(\rm pp\) is defined to be identical to \(1\).

9.1. Jacobi Amplitude

  • It is the inverse of the 8.4.1.
    • \[ \operatorname{am}(u, m) = \varphi = F_m^{-1}(u) : F(\varphi, m) = \int_0^\varphi \frac{d\theta}{\sqrt{1-m\sin^2\theta}} = u. \]
      • It is equal to the angle when \(m=0\), and increases as the \(m\) increases.

9.2. Definition

  • Jacobi_Elliptic_Functions_(on_Jacobi_Ellipse).svg

#+beginhtml q c s n d p c (x) 1 x/y=cot(φ) x/r=cos(φ) x=cos(φ)/dn s (y) y/x=tan(φ) 1 y/r=sin(φ) y=sin(φ)/dn n (r) r/x=sec(φ) r/y=csc(φ) 1 r=1/dn d (1) 1/x=sec(φ)dn 1/y=csc(φ)dn 1/r=dn 1 #+endhtml -

9.2.1. sn

  • \[ \operatorname{sn}(u, m) = \sin\operatorname{am}(u, m) = \sin\varphi. \]

9.2.2. dn

  • \[ \operatorname{dn}(u, m) = \frac{d}{du}\operatorname{am}(u, m) = \frac{1}{r(\varphi, m)} \]
  • \(\mathrm{dn}\) is a specific function for an ellipse that represents the reciprocal of the radius.

9.3. Multiplication Rules

  • \[ \rm pq\cdot p'q' = pq'\cdot p'q \] which implies:
    • \[ \rm \frac{pr}{qr} = pq \]
    • \[ \rm pr\cdot rq = pq \]
    • \[ \rm \frac{1}{qp} = pq \]

9.4. Properties

  • \(\operatorname{cn}(u)^2 + \operatorname{sn}(u)^2 = 1\)
  • \(\operatorname{dn}(u)^2 + m\operatorname{sn}(u)^2 = 1\)
  • \(\operatorname{dn}(u)^2 + (1-m)\operatorname{sn}(u)^2 = \operatorname{cn}(u)^2\)

9.4.1. Derivatives

  • \[ \frac{d}{dz}\operatorname{sn}(z) = \operatorname{cn}(z)\operatorname{dn}(z) \]
  • \[ \frac{d}{dz}\operatorname{cn}(z) = -\operatorname{sn}(z)\operatorname{dn}(z) \]
  • \[ \frac{d}{dz}\operatorname{dn}(z) = -m\operatorname{sn}(z)\operatorname{cn}(z) \]

10. Euler Function

10.1. Definition

  • \[ \phi(q) = \prod_{k=1}^\infty (1-q^k) \] with \(|q| < 1\).

10.2. Pentagonal Number Theorem

  • Euler Identity
  • \[ \phi(q) = \sum_{n=-\infty}^\infty (-1)^n q^{(3n^2 - n)/2}. \]
  • \((3n^2 - n)/2\) is a pentagonal number.

11. Lambert W Function

  • \(W_k(z)\)

11.1. Definition

  • The inverse of \[ f(w) = we^w = z. \]
  • \(W(z) = f^{-1}(z)\).
  • \(W_0(z)\) is the principal branch.

11.2. Properties

11.2.1. Differential Equation

  • \[ z(1+w)w' = w \]

11.2.2. Derivative

  • \[ \frac{dw}{dz} = \frac{w}{z(1+w)}. \]

12. Dirac Delta Function

  • \(\delta\) Distribution, Unit Impulse
  • A generalized function with the property of:
    • \[ \int_R f(x)\delta(x)\,dx=f(0). \]

12.1. Definition

12.1.1. As a Measure

  • Dirac measure \(\delta\) over \(\mathbb{R}\) satisfies:
    • \(0\in A\subset \mathbb{R} \implies \delta(A) = 1\), and otherwise \(\delta(A) = 0\).
  • \[ \int_\mathbb{R} f(x)\delta(x)\,dx := \int_\mathbb{R}f(x) \delta(dx) \] in terms of Lebesgue integral.
  • ** As a Distribution
    • A distribution \(\delta\) such that: \[ \delta[\varphi] = \varphi(0). \]

13. Properties

  • Even: \(\delta(x) = \delta(-x)\)
  • Dirac delta \(\delta(x-y)\) is the continuous version of the Kronecker delta \(\delta_{ij}\)

14. Nascent Delta Function

  • The family of function \(\eta_\varepsilon (x)\) such that: \[ \lim_{\varepsilon\to 0+}\eta_\varepsilon(x) = \delta(x). \]

15. Reference

Created: 2025-05-06 Tue 23:34