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Contents
0. Preface 2
1. Chapter 1 Solutions 4
2. Chapter 2 Solutions 9
3. Chapter 3 Solutions 17
4. Chapter 4 Results Cited 23
5. Chapter 4 Solutions 24
6. Results from Chapter 5 used 39
7. Chapter 5 Solutions 40
8. Chapter 6 Solutions 48
9. Chapter 7 Solutions 64
10. Chapter 8 Solutions 67
11. Chapter 9 Solutions 76
12. Chapter 10 Solutions 77
13. Chapter 11 Solutions 98
14. Chapter 12 Solutions 102
15. Chapter 13 Solutions 110
16. Chapter 14 Solutions 122
17. Chapter 15 Solutions 140
18. Chapter 16 Solutions 146
19. Chapter 17 Solutions 153
20. Chapter 18 Solutions 156
21. Chapter 19 Solutions 170
22. Chapter 20 Solutions 171
23. Chapter 21 Solutions 184
1
2 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
0. Preface
Earl D. Rainville began giving lectures on Special Functions at the University of
Michigan in 1946. The course was well received, and his notes became the basis for
his book, Special Functions, published in 1960. Also in 1946, Sylvester J. Pagano
received his B.S. degree in Electrical Engineering at the Missouri School of Mines
and Metallurgy (MSM). That fall, Pagano was appointed Instructor in Mathematics
at MSM. In 1950, Pagano, now Assistant Professor, spent the summer at Michigan,
where he and Rainville presumably met. In the summers of 1962, 1963, and 1964,
Pagano was again at Michigan, this time as a National Science Foundation Science
Faculty Fellow. Rainville passed away in 1966, the same year Pagano was promoted
to Professor at the University of Missouri–Rolla (UMR, MSM under its new name).
In the spring of 1966, I was a sophomore at UMR and was taking Elementary Differ-
ential Equations; the textbook was the third edition or so of Rainville’s Elementary
Differential Equations. This would be a better story if Pagano had been the in-
structor in that class, but he wasn’t. I did have a class from Pagano later, when
I was a beginning graduate student; it was Operational Calculus, and we used the
Operational Mathematics book by R.V. Churchill. Churchill was Rainville’s Ph.D.
advisor (Michigan 1939), but I knew nothing of any of these connections at the
time. Pagano was a member of both my M.S. and Ph.D. committees at UMR.
Pagano retired in 1986, a year after I had returned to Rolla as a faculty member.
Somehow, in the process of him cleaning out his office, I got his collections of worked
problems from Rainville’s Special Functions, Rainville’s Intermediate Differential
Equations, and Churchill’s Operational Mathematics. The way I remember it is
that I knew these problem solutions existed, and when Pagano retired, I asked him
if I could have them, a request to which he graciously agreed. As to how I knew he
even had this material, I don’t remember for sure. These problem solutions (hand–
written) almost certainly go back to the three summers Pagano spent at Michigan
in the 1960s, and some might even date back to his earlier 1950 visit; Pagano
continued to work on them as he taught the courses himself in the 1960s–1980s.
Beginning in the mid–1990s I began to teach both Operational Calculus and
Special Functions from time to time at UMR. For Operational Calculus, I used
Churchill’s book, and Pagano’s problem solutions were quite useful. I developed
my own notes for Special Functions because it was a summer course designed so our
graduate students who taught in the summer would have something to take, and
some of these students had not yet studied complex variables. The last time I offered
Special Functions was the summer of 2012, and I was able to talk Tom Cuchta,
one of the students in that class, into working on transcribing Pagano’s problem
solutions from Rainville’s Special Functions into electronic form using LATEX. To
my surprise and delight, Cuchta finished the job by the end of 2012! We learned,
however, that Pagano had not provided solutions to all the problems he wrote up
solutions to 196 out of 231 problems in the book. That’s 85%, so is pretty good,
but I decided I would work on finishing the job, and Cuchta agreed to keep adding
to the TEXfile as more problems were completed. As of now (April 2015), there are
less than 10 problems left to finish. The end is in sight.
Sylvester Pagano was a good example of a type of mathematics professor that
seems to be disappearing these days. He didn’t publish any papers, but he was an
4 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Leon M. Hall
Professor Emeritus, Mathematics
Missouri S&T
1. Chapter 1 Solutions
ˆˆ
Problem 1. Show that the following product converges and find its value:
∞
Y 6
1+ .
n=1
(n + 1)(2n + 9)
∞
Y 1 1
Problem 2. Show that 1− 2 = .
n=2
n 2
Since
1
lim Pn = lim =0
n→∞ n n→∞
the product diverges to 0. [The product does not converge to 0 because none of the
terms in the product are 0.]
∞
Y n
Problem 4. Investigate the product (1 + z 2 ) in |z| < 1.
n=0
n
Y k
Solution 4. (Solution by Leon Hall) Let Pn = (1 + z 2 ). Then
k=0
P0 = 1 + z,
P1 = (1 + z)(1 + z 2 )
1 n
which is a geometric series converging to (z + 1) 2
, for |z| < 1. |1 + z 2 | ≤
1−z
∞
n
Y
2n 1
1 + |z|2 and same process works. Thus, (1 + z ) converges absolutely to .
n=0
1 − z
∞
1 Y
Problem 5. Show that exp diverges.
n=1
n
n
Y 1
Solution 5. (Solution by Leon Hall) Let Pn = exp and let
n
k=1
n
X 1
Sn = log Pn = .
k
k=1
Sn is the nth partial sum of the harmonic series, which diverges. As in the proof
of Theorem 2, page 3, Pn = exp Sn and
lim Pn = lim exp Sn = exp lim Sn .
n→∞ n→∞ n→∞
as in Problem 5. Then
n
!
X 1 1
Pn = exp Sn = exp − = n
!.
k X 1
k=1
exp
k
k=1
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 7
∞
X 1
Because diverges to ∞ we have
k
k=1
lim Pn = 0
n→∞
and so
∞
Y 1
exp −
n=1
n
diverges to 0.
∞
z2
Y
Problem 7. Test 1− .
n=1
n2
Solution 7. (Solution by Leon Hall) The product diverges to 0 for any z such
z2
that z = ±m, m a positive integer. For all z such that 1 − 2 6= 0, we have by
n
∞ ∞
z2 z2
Y X
Theorem 3, page 3, that 1 − 2 is absolutely convergent because − 2
n=1
n n=1
n
is absolutely convergent. In fact,
∞
z2 z2 π2
X
− 2 =− .
n=1
n 6
∞
(−1)n+1
Y
Problem 8. Show that 1+ converges to unity.
n=1
n
n
(−1)k+1
Y
Solution 8. (Solution by Leon Hall) Let Pn = 1+ .
k
k=1
Case 1: n is even. Then
1+1 2−1 3+1 4−1 n n−1
Pn = ···
1 2 3 4 n−1 n
n!
Rearranging, we get Pn = = 1 for even n.
n!
Case 2: n is odd. Then
1+1 2−1 3+1 4−1 n−1 n−2 n+1 n+1
Pn = ··· = .
1 2 3 4 n−2 n−1 n n
In both cases lim Pn = 1.
n→∞
∞
Y 1
Problem 9. Test for convergence: 1 − p for real p 6= 0.
n=2
n
Solution 9. (Solution by Leon Hall) For p > 1 the series of positive numbers
∞ ∞
X 1 Y 1
is known to be convergent (e.g., by the Integral Test). Thus, 1− p
n=2
np n=2
n
is absolutely convergent by Theorem 3.
8 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1
For 0 < p ≤ 1, 1 − > 0 and so convergence and absolute convergence are the
np
∞
X 1
same. Because the series diverges for 0 < p ≤ 1, our product diverges by
n=2
np
Theorem 3.
For p < 0, let p = −q where q > 0. Then
1
1 − p = 1 − nq = 1 + (−nq ).
n
But lim (−nq ) 6= 0, so in this case our product diverges by Theorem 1.
n→∞
∞
Y 1
Summary: 1 − p diverges when p ≤ 1 (an p 6= 0), and converges when
n=2
n
p > 1.
∞
Y sin( nz )
Problem 10. Show that z is absolutely convergent for all finite z with
n=1 n
the usual convention at z = 0.
Solution 10. (Solution by Leon Hall) Let
sin( nz )
z = 1 + an (z).
n
Then
sin( nz )
an (z) = z −1
n
1 z2 1 z4 1 z6
=− 2
+ 4
− + ...
3!n 2 5! n 7!n6
1 z 1
= 2 − +O .
n 6 n2
Thus, there exists a constant M such that
M
|an (z)| < ,
n2
∞
X M
and because converges, the product
n=1
n2
∞
Y sin( nz )
(1 + an (z)) = z
n=1 n
2. Chapter 2 Solutions
ˆˆ
∞
Γ0 (z)
1 X 1 1
Problem 1. Start with (†) = −γ − − − , prove that
Γ(z) z n=1 z+n n
Γ(p)Γ(q)
Solution 5. (a) We know B(p, q) = , so
Γ(p + q)
pΓ(p)Γ(q + 1) Γ(p + 1)qΓ(q)
pB(p, q + 1) = = = qB(p + 1, q).
Γ(p + q + 1) Γ(p + 1 + q)
(note: p → q and q → p – is this the symmetric property?)
(b)
Γ(p)Γ(q)
B(p, q) =
Γ(p + q)
Γ(p)Γ(q)
=
Γ(p + q + 1)
p+q
(p + q)Γ(p)Γ(q)
=
Γ(p + q + 1)
pΓ(p)Γ(q) qΓ(p)Γ(q)
= +
Γ(p + q + 1) Γ(p + q + 1)
Γ(p + 1)Γ(q)
=
Γ(p)Γ(q + 1)
Γ(p + q + 1) +
Γ(p + q + 1)
= B(p + 1, q) + B(p, q + 1).
(c)
(p + q)Γ(p))Γ(q + 1)
(p + q)B(p, q + 1) =
Γ(p + q + 1
(p + q)Γ(p)Γ(q + 1)
=
(p + q)Γ(p + q)
Γ(p)Γ(q + 1)
=
Γ(p + q)
Γ(p)qΓ(q)
=
Γ(p + q)
= qB(p, q).
(d)
Γ(p)Γ(q) Γ(p + q)Γ(n)
B(p, q)B(p + q, n) =
Γ(p + q) Γ(p + q + n)
Γ(p)Γ(q)Γ(n)
=
Γ(p + q + n)
Γ(q)Γ(n) Γ(p)Γ(q + n)
=
Γ(q + n) Γ(p + q + n)
= B(q, n)B(q + n, p).
12 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n!
Problem 6. Show that for positive integral n, B(p, n + 1) = .
(p)n+1
Solution 6. For integer n and using Theorem 9 (pg. 23),
Γ(p)Γ(n + 1)
B(p, n + 1) =
Γ(p + n + 1)
Γ(p)Γ(n + 1)
=
(p + 1)n Γ(p + 1)
Γ(p)n!
=
(p + 1)n pΓ(p)
n!
=
p(p + 1)n
n!
= .
(p)n+1
Z 1
Problem 7. Evaluate (1 + x)p−1 (1 − x)q−1 dx.
−1
Z 1
1+x
Solution 7. Let A = (1 + x)p−1 (1 − x)q−1 dx. Now let y = , x = 2y −
−1 2
1, 1 − x = 2 − 2y = 2(1 − y). Hence
Z 1
A = 2p−1 y p−1 2q−1 (1 − y)q−1 2dy
0 Z 1
= 2p+q−1 y p−1 (1 − y)q−1 dy
0
= 2p+q−1 B(p, q).
Problem 8. Show that for 0 ≤ k ≤ n,
(−1)k (α)n
(α)n−k = .
(1 − α − n)k
Note particularly the special case α = 1.
Solution 8. Consider (α)n−k for 0 ≤ k ≤ n. Then
(α)n−k = α(α + 1) . . . (α + n − k − 1)
α(α + 1) . . . (α + n − k − 1)[(α + n − k)(α + n − k + 1) . . . (α + n − 1)]
=
(α + n − 1)(α + n − 2) . . . (α + n − k)
(α)n
=
(α + n − k)k
(α)n
=
(−1)k (1 − α − n)k
(−1)k (α)n
= .
(1 − α − n)k
(−1)k n!
Note for α = 1, that (n − k)! = .
(−n)k
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 13
1 1 1
Now max P 2 (x) − = and P 2 (n) = implies
4 4 4
1
Z ∞
P (x) 1
Z ∞ P 2 (x) −
dx = 0 − 0 + 4 dx
n 1+x 2 n (1 + x)2
and
1 ∞
∞
P (x) 1 ∞
Z Z
4 1 1
dx ≤ dx = −
n 1+x 2 n (1 + x)2 8 1+x n
or Z ∞
P (x) 1 1
dx ≤ .
n 1+x 8 1+n
Z ∞
P (x)dx
Problem 12. With the aid of the above problem, prove the convergence of .
0 1+x
Z ∞ Z ∞
P (x) P (x)
Solution 12. dx converges ←→ lim dx = 0 but from Exer-
0 1+x n→∞ n 1+x
cise 11,
Z ∞
P (x) 1
lim dx ≤ lim = 0.
n→∞ n 1+x N →∞ 8(1 + n)
Z ∞
P (x)
Hence dx < ∞.
0 1+x
Problem 13. Show that
Z ∞ ∞ Z ∞ Z
P (x)dx X n+1 P (x)dx X 1 (y − 21 )dy
= = .
0 1+x n=0 n
1+x n=0 0
1+n+y
(y − 12 )
Z 1
dy ∞
0 y+n+1 2 2 3 X 1
1 = n − n n +
n2
2 k(n + 1)k
k=1
3 1 1 1 1
= n2 − n2 n + − + + O
2 n + 1 2(n + 1)2 3(n + 1)3 n + 1
2 3 2 3 2
6n (n + 1) − n (n + 2 )[6(n + 1) − 3(n + 1) + 2] 1
= +O
6(n + 1)3 n +1
6n5 + 18n4 + 18n3 + 6n2 − [6n5 + 18n4 + 37 3 15 2
2 n + 2 n ] 1
= 3
+O
1 3 6(n + 1) n+1
−2n
1
= +O .
6(n + 1)3 n+1
Thus,
1
(y − 21 )
Z
2 1
lim n dy = − ,
n→∞ 0 y+n+1 12
and
∞ Z ∞
1
(y − 21 )
Z
X P (x)
dy = dx
n=0 0 y+n+1 0 1+x
converges.
Problem 14. Apply Theorem 11, page 27, to the function f (x) = (1 + x)−1 ; let
n → ∞ and thus conclude that
Z ∞
1
γ= − y −2 P (y)dy.
2 1
1
Solution 14. (Solution by Leon Hall) Let f (x) = . Theorem 11, page 27
1+x
gives with p = 0, q = n,
n Z n Z n
X 1 1 1 1 1
= dx + + + f 0 (x)B1 (x)dx.
1+k 0 1+x 2 2 1+n 0
k=0
16 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
So,
n Z n
X 1 1 1 1 B1 (x)
− log(1 + n) = + + − dx
1+k 2 2 1+n 0 (1 + x)2
k=0 Z n+1
1 1 1 B1 (y + 1)
y := x + 1 = + + − dy
2 2 1 + n Z1 y2
n+1
1 1 1 B1 (y)
= + − dy
2 2 1+n 1 y2
π
Problem 15. Use the relation Γ(z)Γ(1 − z) = and the elementary result
sin πz
1
sin x sin y = [cos(x − y) − cos(x + y)]
2
to prove that
Γ(c)Γ(1 − c)Γ(c − a − b)Γ(a + b + 1 − c) Γ(2 − c)Γ(c − 1)Γ(c − a − b)Γ(a + b + 1 − c)
1− = .
Γ(c − a)Γ(a + 1 − c)Γ(c − b)Γ(b + 1 − c) Γ(a)Γ(1 − a)Γ(b)Γ(1 − b)
Solution 15. Note that
1 − (c − a − b) = a + b + 1 − c,
1 − (c − a) = a + 1 − c,
and
1 − (c − b) = b = 1 − c,
so we can use the gamma function relation four times to get
Γ(c)Γ(1 − c)Γ(c − a − b)Γ(a + b + 1 − c) π 2 sin π(c − a) sin π(c − b)
1− =1−
Γ(c − a)Γ(a + 1 − c)Γ(c − b)Γ(b + 1 − c) π 2 sin(πc) sin π(c − a − b)
sin(πc) sin π(c − a − b) − sin π(c − a) sin π(c − b)
= .
sin(πc) sin π(c − a − b)
Now using the given trig identity, we get, continuing the equality:
1
2 [cos π(a+ b) − cos π(2c − a − b)] − 12 [cos π(b − a) − cos π(2c − a − b)]
= 1
2 [cos π(a + b) − cos π(2c − a − b)]
1
− 2 [cos π(b − a) − cos π(a + b)]
= 1
2 [cos π(a + b) − cos π(2c − a − b)]
− sin(πa) sin(πb)
=
sin(πc) sin π(c − a − b)
0 sin(πa) sin(πb)
= .
− sin π(c − 1) sin π(c − a − b)
3. Chapter 3 Solutions
ˆˆ
Problem 1. With the assumptions of Watson’s lemma, show, with the aid of the
∞
X k
convergence of the series F (t) = an expt − 1 in |t| ≤ a + δ, that for 0 ≤
r
k=1
t ≤ a, there exists a positive constant c1 such that
n
X k n+1
F (t) − ak expt − 1 < c1 expt −1 .
r r
k=1
Solution 1. We wish to show that there exists c1 such that for 0 ≤ t ≤ a (see
problem (2) for t > a),
n
X k
n+1
F (t) − ak t r < c1 t r −1
−1
k=1
∞
n
X
under the condition of Watson’s lemma. By the convergence of an t r −1 = F (t)
n=1
in |t| ≤ a we write
n
∞
X k
X k
−1 −1
F (t) − ak t r = ak t r
k=1 k=n+1
∞
n+1
X k−n−1
−1
=t r ak t r
k=n+1
∞
n+1
X k−n−1
−1
≤t r ak a r
k=n+1
n+1
, < c1 t r −1
∞
X
k−n−1
where c1 > ak a r . Remember from Watson’s lemma
k=n+1
∞
n
X
F (t) = an t r −1
k=1
Solution 2. Under the assumption of Watson’s lemma we wish to show that for
t > a, there exist constants c2 , β such that
n
X k n+1
F (t) − ak t r −1 < c2 eβt t r −1 .
k=1
18 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1 1 1 t 1
Choose r = , a = , δ = . Also for t ≥ 0, et ≥ 1 and 2
< .
2 2 3 1+t 2
Hence
1
|F (t)| < 1 · et ; t ≥ ,
2
satisfying condition (2) of Watson’s Lemma, and
∞
n
(−1)n t 1/2 −1
X
F (t) =
n=1
1 1 5
for |t| ≤ + = .
2 3 6 ∞
−te−xt
Z
0
Hence by Watson’s lemma for f (x) = dt we have
0 1 + t2
n n
∞ (−1) Γ ∞
X 1/2 X (−1)n (2n − 1)!
f 0 (x) ∼ = .
n=1
x2n n=1
x2n
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 19
Then
∞ ∞ Z ∞
(−1)n (2n − 1)!
Z X
f 0 (s)ds ∼ ds.
x n=1 x s2n
Now
∞ ∞
e−xt −te−xt
Z Z
d
dt = dt ≡ f 0 (x).
dx 0 1 + t2 0 1 + t2
Let “A” label the integral in the middle of the last formula. Hence
∞
e−xt
Z
f (x) = dt,
0 1 + t2
which we label as “B”. Also note that integrals “A” and “B” are uniformly conver-
gent. Hence
Z ∞
e−xt
lim f (x) = lim dt = 0.
x→∞ 0 x→∞ 1 + t2
Therefore
Z ∞ ∞
f 0 (s)ds = f (s) = 0 − f (x).
x x
By (∗),
∞
X (−1)n (2n − 2)!
0 − f (x) ∼ ; |x| → ∞, R(x) > 0.
n=1
x2n−1
So
∞
e−xt
Z
f (x) = dt
0 1 + t2
∞
X (−1)n (2n − 2)!
∼−
n=1
x2n−1
∞
X (−1)n (2n)!
∼ ; |x| → ∞, R(x) > 0.
n=0
x2n+1
and thus obtain not only (6) but also a bound on the error made in computing with
the series involved.
20 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
1 X
Solution 4. (Solution by Leon Hall) Because = (−1)k t2k we have
1 + t2
k=0
n ∞
1 X X
= (−1)k t2k + (−1)k t2k
1 + t2
k=0 k=n+1
Xn ∞
X
k 2k
= (−1) t + (−1)n+1 t2n+2 (−1)k t2k
k=0 k=0
n
X t2n+2
= (−1)k t2k + (−1)n+1 .
1 + t2
k=0
So
∞
e−xt
Z
f (x) = dt
1 + t2
Z0 ∞ n ∞
e−xt t2n+2
X Z
= e−xt (−1)k t2k dt + (−1)n+1 dt
0 0 1 + t2
k=0
n Z ∞ ∞
e−xt t2n+2
X Z
= (−1)k e−xt t2k dt + (−1)n+1 dt.
0 0 1 + t2
k=0
Integration by parts give the reduction formula (for x as specified)
Z ∞
2k(2k − 1) ∞ −xt 2k−2
Z
−xt 2k
e t dt = e t dt.
0 x2 0
Z ∞
1
This, plus the fact that e−xt dt = , yields
0 x
n Z ∞ −xt 2n+2
X (2k)! e t
f (x) = (−1)k 2k+1 + (−1)n+1 dt.
x 0 1 + t2
k=0
Then
n Z ∞ −xt 2n+2
k (2k)! e t
X
f (x) − (−1) 2k+1 = dt
x 1+t 2
Z 0∞
k=0
and so
∞
X (2k)!
f (x) ∼ (−1)k
n=0
x2k+1
π
as |x| → ∞ in the sector |arg x| < − ∆, ∆ > 0.
2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 21
for all x and t, as in Chapter 11. Also let the complementary error function erfc x
be defined by
Z ∞
2
erfc x = 1 − erf x = √ exp(−β 2 )dβ.
π x
22 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
as t → 0+ as desired.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 23
Problem 7. Use integration by parts to show that if R(α) > 0, and if x is real,
Z ∞ ∞
X (−1)n (α)n
e−t t−α dt ∼ x1−α e−x , x → ∞,
x n=0
xn+1
of which Problem 5 is the special case α = 1.
Solution 7. Integration by parts with u = t−α and dv = e−t dt yields
Z ∞ Z ∞
−t −α −x −α
e t dt = e x − α e−t t−(α+1) dt.
x x
The same integration by parts with α replaced by α + 1 applied to the last integral
gives
Z ∞ Z ∞
h αi
e−t t−α dt = e−x x−α 1 − + α(α + 1) e−t t−(α+2) dt.
x x x
Continuing, after n + 1 integrations by parts, we have
Z ∞ n Z ∞
−t −α −x −α+1
X (−1)k (α)k
e t dt = e x + (−1) n+1
(α)n+1 e−t t−(α+n+1) dt
x xk+1 x
k=0
or
∞ n ∞
(−1)k (α)k
Z X Z
−t −α
x α−1
e x e t dt − =e x x α−1 n
(−1) (α)n+1 e−t t−(α+n+1) dt.
x xk+1 x
k=0
Thus,
we have the desired asymptotic series if the right side of the last equation is
1
O + 1 as x → ∞. This is true because
xn
Z ∞
−t −(α+n+1)
x α−1 n
e x (−1) (α)n+1 e t dt
x
(α)n+1 ∞ −t
x α−1 Z
e x
≤ α+n+1
e dt
x x
x
e (α)n+1 −x
= e
xn+2
|(α)n+1 |
=
xn+2
1
=O
xn+1
as x → ∞.
pg.66, (2):
a a+1
1
, ; a, a − b + ;
2 2 2
(1 + z)−a F 4z
=F x2
(1 + z)2 1
1 + a − b; b + ;
2
z
Theorem 2. If |z| < 1 and < 1,
1 − z
a, c − b;
a, b;
−z
F z = (1 − z)−a F .
1−z
c; c;
Theorem 3. If |z| < 1,
F (a, b; c; z) + (1 − z)c−a−b F (c − a, c − b; c; z).
1
Theorem 4. If 2b is neither zero nor a negative integer and if |y| < and
2
y
1 − y < 1,
a a+1
, ;
2 2
2
a, b;
y
(1 − y)−a F
=F
2
2y .
(1 − y) 2b;
1
b+ ;
2
1
Theorem 5. Kf a + b + is neither zero nor a negative integer, and if |x| < 1 and
2
|4x(1 − x)| < 1,
a, b;
F
4x(1 − x) .
1
a+b+
2
Theorem 6. If c is neither zero nor a negative integer, and if both |x| < 1 and
|4x(1 − x)| < 1,
c−a c+a−1
a, 1 − a; , ;
2 2
F x = (1 − z)c−1 F 4x(1 − x) .
c; c;
5. Chapter 4 Solutions
ˆˆ
Problem 1. Show that
a, b; a + 1, b + 1;
d ab
F x = F x .
dx c
c; c + 1;
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 25
Solution 1. From
∞
X (a)n (b)n
F (a, b; c; 1) ≡ ,
n=0
(c)n n!
we get
∞
d X (a)n (b)n xn−1
F (a, b; c; x) =
dx n=1
(c)n (c − 1)!
∞
X (a)n+1 (b)n+1 xn
=
n=0
(c)n+1 n!
∞
ab X (a + 1)n (b + 1)n xn
=
c n=0 (c + 1)n n!
ab
= F (a + 1, b + 1; c + 1; x).
c
Problem 2. Show that
2a, 2b; 1 1
1 Γ a+b+ Γ
2 2
F 2 = 1
.
1 1 1 1 1
a+b+ ; Γ c+ a Γ c− a+
2 2 2 2 2 2
2a, 2b;
1
Solution 2. Wish to evaluate F 2 . From Theorem 5,
1
a+b+ ;
2
2a, 2b; a, b;
F
x =F 4x(1 − x)
1 1
a+b+ a+b+
2 2
1 1
for |x| < 1, |4x(1−x)| < 1. We need to use x = , but note that R(a+b+ −a−b) >
2 2
0. Hence, by Theorem 1,
2a, 2b; 1 1
a, b; Γ a+b+ Γ
1 2 2
F 1 =
2 =F .
1 1 1
1
a+b+ a+b+ Γ b+ Γ a+
2 2 2 2
c−1 c+a−1
a, 1 − a; , ;
Solution 3. Consider F x = (1−x)c−1 F 2 2
4x(1 − x) .
c; c;
By Theorem 6, for |x| < 1, |4x(1 − x)| < 1,
c−a c+a−1
a, 1 − a; , ;
F x = (1 − x)c−1 F 2 2
4x(1 − x) .
c; c;
c a c a 1
Since R c − + − − + > 0, we may use Theorem 1 to conclude that
2 2 2 2 2
a, 1 − a; c−1 c+a−1
c−1
1 , ;
1
F = F 2 2
2 2 1
c; c;
1
Γ(c)Γ
2
= ,
c + a c−a+1
2c−1 Γ Γ
2 2
as desired.
Problem 4. Obtain the result
−n, b;
(c − b)n
F 1 = .
(c)n
c;
Solution 4. Consider F (−n, b; c; 1). At once, if R(c − b) > 0,
Γ(c)Γ(c − b + n) (c − b)n
F (−n, b; c; 1) = = .
Γ(c + n)Γ(c − b) (c)n
Actually the condition R(c − b) > 0 is not necessary because of the termination of
the series involved.
Problem 5. Obtain the result
−n, a + n;
(−1)n (1 + a − c)n
F 1 = .
(c)n
c;
Solution 5.
−n, a + n;
Γ(c)Γ(c − a)
F 1 = .
Γ(c + n)Γ(c − a − n)
c;
By Exercise 9, Chapter 2, if (c − a) is nonintegral,
Γ(1 − α − n) (−1)n
= .
Γ(1 − α) (α)n
Hence,
−n, a + n;
(−1)n (1 − c + a)n
F 1 = ,
(c)n
a;
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 27
as desired.
Problem 6. Show that
−n1 − b − n;
(a + b − 1)2n
F 1 = .
(a)n (a + b − 1)n
a;
Solution 6.
−n, 1 − b − n;
Γ(a)Γ(a − 1 + b + 2n) (a − 1 + b)2n
F 1 = = .
Γ(a + n)Γ(a − 1 + b + n) (a)n (a − 1 + b)n
a;
Of course a 6= nonpositive integer, as usual.
Problem 7. Prove that if gn = F (−n, α; 1 + α − n; 1) and α is not an integer, then
gn = 0 for n ≥ 1, g0 = 1.
Solution 7. Let gn = F (−n, α; 1 + α − n; 1). Then
n n
X (−n)k (α)k X n!(α)k (−α)k
gn = = .
k!(1 + α − n)k n!(n − k)!(α)n
k=0 k=0
Problem 9. Use equation (2), page 66, with z = −x, b = −n, in which n is a
non-negative integer, to conclude that
1 1 1
−n, a;
a, a + ;
2 2 2
F −x = (1 − x)−a F
−4x .
1 + a + n; (1 − x)2
1 + a + n;
Solution 9. From (2) on page (66) we get
a a+1
, ;
2 2
a, b; z
−a
(1 + z) F −4z =F
.
(1 + z)2 1 + a − b;
1 + a − b;
Use z = −x, b = −n to arrive at
a a+1
, ;
a, −n;
2 2
−a
(1 − x) F −4x =F
−x ,
(1 − x)2 1 + a + n;
1 + a + n;
as desired.
1
Problem 10. In Theorem 23, page 65, put b = γ, a = γ + , 4x(1 + x)−2 = z and
2
thus prove that
1
γ, γ + ;
2
2γ−1
2 1
√
F z = (1 − z) 1 + 1 − z .
2
2γ
Solution 10. Theorem 4 gives us
a, b;
1
a, a − b + ;
4x 2
(1 + x)−2a F
=F x2
.
(1 + x)2
1
ab; b+ ;
2
1
Put b = γ, a = γ + and
2
4x
= z.
(1 + x)2
Then
zx2 + 2(z − 2)x + z = 0
p √
zx = 2 − 3 ± z 2 − 4z + 4 − 32 = 2 − z ± 2 1 − z.
Now x = 0 when z = 0, so
√ √
zx = 2 − z − 2 1 − z = 1 − z + 1 − 2 1 − z
or √ √
(1 − 1 − z)2 (1 − 1 − z[1 − (1 − z)]
x= = √ .
z z(1 + 1 − z)
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 29
Thus
√
1− 1−z
x= √
1+ 1−z
and
2
1+x= √ .
1+ 1−z
Then we obtain
√ √
4x 4(1 − 1 − z) (1 + 1 − z)2
= √ · = z,
(1 + x)2 1+ 1−z 4
1
a check. Now with b = γ, a = γ + , Theorem 4 yields
2
1
1
−2γ−1 γ + , γ; γ + , 1;
2
2 2
√ F =F x2
z
1+ 1−z
1
2γ; γ+ ;
2
1;
=1F0 x2
−;
= (1 − x2 )−1 .
√
2 1−z 2
Since 1 − x = √ and 1 + x = √ ,
1+ 1−z 1+ 1−z
√
2 4 1−z
(1 − x ) = √ .
(1 + 1 − z)2
Thus we have
1
γ, γ + ;
2
2γ+1
2
−2
F
2
= √ √
1
(1 − z)− 2
z 1+ 1−z 1+ 1−z
2γ;
2γ−1
− 21 2
= (1 − z) √ ,
1+ 1−z
as defined. Now we use Theorem 3 to see that
1 1
γ, γ + ; γ, γ − ;
2 −2 1 2
F 2 = (1 − z) F
z
2γ; 2γ;
so that we also get
1
γ, γ − ;
2
2γ−1
F 2 √
z = ,
1+ 1−z
2γ;
as desired.
30 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Since c is neither zero nor a negative integer, the last term is not analytic at z = 0.
Hence B = 0. Then use z = 0 to obtain 1 · 1 = A · 1, so A = 1. Hence
a, c − b;
−z
F (a; b; c; z) = (1 − z)−a F .
1−z
c;
Problem 14. Prove Theorem 3 by the method suggested by Exercises 12 and 13.
Solution 14. (Solution by Leon Hall) Note that the first two parameters in F (a, b; c; z)
are interchangeable, so results involving one of them also apply to the other. By
Exercise 12,
−z
F (a, b; c; z) = (1 − z)−a F a, c − b; c; .
1−z
−z
Let w = so this becomes
1−z
F (a, b; c; z) = (1 − z)−a F (a, c − b; c; w).
Again, by Exercise 12, applied to the second parameter,
−a −(c−b) −w
F (a, b; c; z) = (1 − z) (1 − w) F c − a, c − b; c; .
1−w
−w
But 1 − w = (1 − z)−1 , and = z, so
1−w
F (a, b; c; z) = (1 − z)−a ((1 − z)−1 )−(c−b) F (c − a, c − b; c, z)
= (1 − z)c−a−b F (c − a, c − b; c; z)
as desired.
Problem 15. Use the method of Section 39 to prove that if both |z| < 1 and
|1 − z| < 1, and if a, b, c are suitably restricted,
a, b; a, b;
Γ(c)Γ(c − a − b)
F z = F 1−z
Γ(c − a)Γ(c − b)
c; − c;
1 + b + 1
c−a−b c − a, c − b;
Γ(c)Γ(a + b − c)(1 − z)
+ F 1 − z .
Γ(a)Γ(b)
c − a − b + 1;
Solution 15. (Solution by Leon Hall) We denote the hypergeometric differential
equation:
z(1 − z)w00 (z) + [c − (a + b + 1)z]w0 (z) − abw(z) = 0
by HGDE. If we make the change of variable z = 1 − y, then HGDE becomes
y(1 − y)w00 (y) + [c ∗ −(a + b + 1)y]w0 (y) − abw(y) = 0
where c∗ = a + b + 1 − c. Thus, two linearly independent solutions are
F (a, b; c∗; y)
and
y 1−c∗ F (a + 1 − c∗, b + 1 − c∗; 2 − c∗; y).
These solutions as function of z are valid in |1 − z| < 1 and are
F (a, b; a + b + 1 − c; 1 − z)
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 33
and
(1 − z)c−a−b F (c − a, c − b; c − a − b + 1; 1 − z).
Thus, in the region D where both |z| < 1 and |1 − z| < 1,
F (a, b; c; z) = AF (a, b; a+b+1−c; 1−z)+B(1−z)c−a−b F (c−a, c−b; c−a−b+1; 1−z)
for some constants A and B.
Assume Re(c − a − b) > 0 and c 6= 0 or a negative integer and let z → 1 inside
the region D to get
F (a, b; c; 1) = A · 1 + B · 0.
Thus, by Theorem 18, page 49, we get
Γ(c)Γ(c − a − b)
A= .
Γ(c − a)Γ(c − b)
Now, let z → 0 inside the region D and assume Re(1−c) > 0 and neither a+b+1−c
nor c − a − b + 1 is zero or a negative integer. Then
1 = AF (a, b; a + b + 1 − c; 1) + BF (c − a, c − b; c − a − b + 1; 1)
and we get
1 − AF (a, b; a + b + 1 − c; 1)
B= .
F (c − a, c − b; c − a − b + 1; 1)
Again using Theorem 18, this becomes
Γ(c)Γ(c−a−b)Γ(a+b+1−c)Γ(1−c)
1− Γ(c−a)Γ(c−b)Γ(b+1−c)Γ(a+1−c)
B= Γ(c−a−b+1)Γ(1−c)
.
Γ(1−b)Γ(1−a)
Show that
1 a, b; a, b;
L−1 F z =F z(1 − e−t ) .
s
s + 1; 1;
34 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1 a, b;
Solution 16. Let A = L −1 F z . We wish to evaluate A. Now
s
1 + s;
∞
(a)n (b)n z n −1
X 1
A= L .
n=0
n! s(1 + s)n
But
1 Γ(1 + s)
=
s(s + 1)n sΓ(1 + s + n)
1 Γ(1 + s)Γ(1 + n)
=
sn! Γ(1 + s + n)Γ(1)
−n, s;
1
= F 1
n!s
1 + s;
n
1
X (−n) k (s)k
= n!s .
k!(1 + s)k
k=0
Hence
n
1 1 X (−n)k
= .
s(s + 1)n n! k!(s + k)
k=0
Then
n
1 X (n)k e−kt
1 1
L −1 = = (1 − e−t )n .
s(s + 1)n n! k! n!
k=0
Therefore
∞ n −t n a, b;
X (a)n (b)n z (1 − e )
A= =F z(1 − e−t ) .
n!n!
n=0 1;
There are many other ways of doing Exercise 16. Probably the easiest, but most
undesirable, is to work from right to left in the result to be proved. It is hard to see
any chance for discovering the relation that way.
Problem 17. With that notation of Exercise 16 show that
n 3+n
1+ , ;
2 2
aΓ(n + 2) a2
L{tn sin at} =
n+2
F − 2 .
s s
3
;
2
Solution 17. We wish to obtain the Laplace Transform of tn sin at. Now
∞
n
X (−1)k a2k+1 tn+2k+1
t sin at = .
(2k + 1)!
k=0
and
Γ(m + 1)
L {tm } = .
sm+1
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 35
Hence
∞
X (−1)k a2k+1 Γ(n + 2k + 2)
L {tn sin at} =
(2k + 1)!sn+2k+2
k=0
∞
aΓ(n + 2) X (−1)k (n + 2)2k a2k
=
sn+2 (2)2k s2k
k=0
k n+2 n+3
∞ (−1) a2k
aΓ(n + 2) X 2 k 2 k
=
sn+2 3 2k
k=0 k! s
2 k
n+2 n+3
, ;
2 2
aΓ(n + 2) −a2
= F .
sn+2 s2
3
;
2
Problem 18. Obtain the results
log(1 + x) = xF (1, 1; 2; −x),
1 1 3 2
arcsin x = xF , ; ;x ,
2 2 2
1 3
arctan x = xF , 1; ; −x2 .
2 2
n! (1)n
Solution 18. Using = we know that
(n + 1)! (2)n
∞
X (−1)n xn+1
log(1 + x) =
n=0
n+1
∞
X (−1)n (1)n (1)n xn
=x
n=0
(2)n n!
= xF (1, 1; 2; −x).
Next, start with
∞ 1
2 − 12
X
2 n y 2n
(1 − y ) =
n=0
n!
1
1
1 2 2 n
using = 1 = 3
to get
2n + 1 n+ 2 2 n
∞ 1
x x2n+1
Z
2 − 21
X
2 n
(1 − y ) dy = .
0 n=0
n!(2n + 1)
Thus we arrive at
∞ 1 1
2n+1
2 nx
X
2 n
arcsin x = 3
n=0 2 n n!
1 1 3 2
= xF , ; ;x .
2 2 2
36 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Finally form
∞
X
(1 + y 2 )−1 = (−1)n y 2n
n=0
to obtain
∞ ∞ 1
x
(−1)n x2n+1 (−1)n x2n+1
Z
2 −1
X X
2 n (1)n
(1 + y ) dy = = 3
·
0 n=0
2n + 1 n=0 2 n
n!
or
1 3 2
arctan x = xF , 1; ; −x .
2 2
Problem 19. The complete elliptic integral of the first kind is
Z π2
dφ
K= p .
0 1 − k 2 sin2 φ
π 1 1
Show that K = F , ; 1; k 2 .
2 2 2
Z π2
dφ
Solution 19. From K = p we obtain
0 1 − k 2 sin2 φ
∞
Z π2 X 1
2n 2n
2 nk sin φdφ
K= .
0 n=0 n!
But
π
Γ2 12 12 n 1
Γ n + 21 Γ 12
Z
2
2n 1 1 1 π 2 n
sin φdφ = B n + , = = = .
0 2 2 2 2Γ(n + 1) 2n! 2 n!
Hence
∞ 1 1
k 2n
πX 2 n 2 n π 1 1 2
K= = F , ; 1; k .
2 n=0 n!n! 2 2 2
or
(12) [b + (a − c)z]F = b(1 − z)F (b+) − c−1 (c − a)(c − b)zF (c+),
more easily found by changing b to a and a to b in (3). In (2) interchange a and b
to get
(13) (b − c + 1)F = bF (b+) − (c − 1)F (c−).
In (10) interchange a and b to get
(14) [1 − b + (c − a − 1)z]F = (c − b)F (b−) − (c − 1)(1 − z)F (c−).
From (2) and (3) we get
[a + (b − c)z − (a − c + 1)(1 − z)]F = (c − 1)(1 − z)F (c−) − c−1 (c − a)(c − b)zF (c+),
or
(15) [c−1+(a+b−2c+1)z]F = (c−1)(1−z)F (c−)−c−1 (c−a)(c−b)zF (c+).
Problem 22. The notation used in Exercise 21 and in Section 33 is often extended
as in the examples
F (a−, b+) = F (a − 1, b + 1; c; z),
F (b+, c+) = F (a, b + 1; c + 1; z).
Use the relations (4) and (5) of Exercise 21 to obtain
F (a−) − F (b−) + c−1 (b − a)zF (c+) = 0
and from it, by changing b to (b + 1) to obtain the relation
(c − 1 − b)F = (c − a)F (a−, b+) + (a − 1 − b)(1 − z)F (b+),
or
(c − 1 − b)F (a, b; c; z) = (c − a)F (a − 1, b + 1; c; z) + (a − 1 − b)(1 − z)F (a, b + 1; c; z),
another relation we wish to use in Chapter 16.
Solution 22. From Exercise 21 equation (4) and (5) we get
(1)(1 − z)F = F (a−) − c−1 (c − b)zF (c+),
(2)(1 − z)F = F (b−) − c−1 (c − a)zF (c+).
From the above we get
F (a−) − F (b−) + c−1 (b − a)zF (c+) = 0.
Now replace b by b + 1 to write
F (a−, b+) − F + c−1 (b + 1 − a)zF (b+, c+) = 0,
or
F (a, b; c; z) = F (a − 1, b + 1; c; z) + c−1 (b + 1 − a)zF (a, b + 1; c + 1; z).
Problem 23. In equation (9) of Exercise 21 shift b to b + 1 to obtain the relation
(c − 1 − b)F = (c − a)F (c−, b+) + (a − 1 − b)(1 − z)F (b+),
or
(c − 1 − b)F (a, b; c; z) = (c − a)F (a − 1, b + 1; c; z) + (a − 1 − b)(1 − z)F (a, b + 1; c; z),
another relation we wish to use in Chapter 16.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 39
Theorem 9. If R(α) > 0, R(β) > 0, and if k and s are positive integers, then
insdie the region of convergence of the resultant series
Z t a1 , . . . , ap ;
xα−1 (t − x)β−1 p Fq cxk (t − x)s
0 b1 , . . . , b q ;
α α+1 α+k−1 β β+1 β+s−1
a1 , . . . , a p , k , k , . . . , k
, ,
s s
,...,
s
;
k k ss ctk+s
= B(α, β)α+β−1 p+k+s Fq+k+s .
(k + s)k+s
α+β α+β+1 α+β+k+s−1
b1 , . . . , bq , , ,..., ;
k+s k+s k+s
Theorem 10. If z is nonintegral,
π
Γ(z)Γ(1 − z) = .
sin πz
Theorem 11. (Dixon’s Theorem) The follow is an identtiy of a, b, and c are so
restricted that each of the functions involved exists:
a, b, c; Γ(1 + 21 a)Γ(1 + a − b)Γ(1 + a − c)Γ(1 + 21 a − b − c)
3 F2
1 = .
1 + a − b, 1 + a − c; Γ(1 + a)Γ(1 + 12 a − b)Γ(1 + 21 a − c)Γ(1 + a − b − c)
Theorem 12. If R(α) > 0, R(β) > 0, and if k and s are positive integers, then
insdie the region of convergence of the resultant series
Z t a1 , . . . , ap ;
xα−1 (t − x)β−1 p Fq cxk (t − x)s
0 b1 , . . . , b q ;
40 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
2 n
a+b a+b−1
, ;
= 2 F3 F 2 2
4x .
a, b, a + b − 1;
Problem 2. Show that
1 3
, ;
Z t
1 1 1 1 4 4
− 2 2 −
x 2 (t − x) 2 [1 − x (t − x) ] 2 dx = πt2 F1
t4
.
0 2
16
1;
Solution 2. We use theorem 12 on the integral
Z t
1 1 1
A= x 2 (t − x)− 2 [1 − x2 (t − x)2 ]− 2 dx.
0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 41
Now Z t
1 1 1
A= x 2 (t − x)− 2 1 F0 ; −; x2 (t − x)2 dx,
0 2
3 1 1
so in Theorem 12 we pput |alpha = , β = , p = 1, q = 0, a1 = , c = 1, k =
2 2 2
2, s = 2. The result is
1 3 5 1 3
, , , , ;
2 4 4 4 4
3 1 22 22 t2+2
A=B , t 5 F4
,
2 2 4 4
2 3 4 5
, , , ;
4 4 4 4
or
1 3 1 3
3 1
Γ
2
Γ
2 4, 4; π 4, 4;
4
A= t 2 F1
t = t2 F1
t4
,
Γ(2) 2
16 16
1, 1; 1;
as desired.
Problem 3. With the aid of Theorem 10, show that
Γ(1 + 21 a) cos 21 πaΓ(1 − a)
=
Γ(1 + a) Γ(1 − 21 a
and that
Γ(1 + a − b) sin π(b − 12 a)Γ(b − 21 a)
= .
Γ(1 + 12 a − b) sin π(b − a)Γ(b − a)
Thus put Dixon’s theorem (Theorem 11) in the form
a, b, c; cos 21 πa sin π(b − 12 a) Γ(1 − a)Γ(b − 21 a)Γ(1 + a − c)Γ(1 + 21 a − b − c)
3 F2
1 = · .
1 + a − b, 1 + a − c;
sin π(b − a) Γ(1 − 21 a)Γ(b − a)Γ(1 + 12 a − c)Γ(1 + a − b − c)
π
Solution 3. We first note that, since Γ(z)Γ(1 − z) = ,
sin πz
1 1 1 1 1
Γ 1+ a Γ 1− a aΓ a γ 1− a
2 2 2 2 2
=
Γ (1 + a) Γ(1 − a) aΓ(a)Γ(1 − a)
sin πa · π
= πa
2π sin
π2 π
2 cos a sin a
= 2 2
π
2 sin a
πa 2
= cos .
2
πa 1 1 1
sin π b − a Γ(1 − a)Γ b − a Γ(1 + a − c)Γ 1 + a − b − c
a, b, c; cos
2 2 2 2
F
3 2
1 = · ,
sin π(b − a) 1 1
1 + a − b, 1 + a − c; Γ 1 − a Γ(b − a)Γ 1 + a − c Γ(1 + a − b − c)
2 2
42 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1 1
so long as a, a, b − a, b − a are not integers and the gamma functions involved
2 2
have no poles.
But now we have arrived at an identity (for non-integral values of certain param-
eters) which has the property that both members are well-behaved if a is a negative
integer or zero. It follows that the identity continues to be valid for a = −n, n a
πa
nonnegative integer. If a = −(2n + 1), an odd negativer integer, cos = 0.
2
Problem 4. Use the result in Exercise 3 to show that if n is a non-negative integer,
−2n, α, 1 − β − 2n;
(2n)!(α)n (β − α)n
3 F2
1 = .
n!(α)2n (β)n
1 − α − 2n, β;
as desired.
Problem 5. With the aid of the formula in Exercise 4 prove Ramanujan’s theorem:
α, β − α;
α; α; x2
1 F1 x F1 −x =2 F3 .
4
β; β; 1 1 1
1 β, β, β + ;
2 2 2
Solution 5. Consider the product
∞ X n
X (−1)k (α)k (α)n−k xn
1 F1 (α; β; x)1 F1 (α; β; −x) =
n=0 k=0
(β)k (β)n−k k!(n − k)!
∞ X n
X (−n)k (α)k (1 − β − n)k (α)n xn
=
n=0 k=0
k!(β)k (1 − α − n)k n!(β)n
∞ −n, α, 1 − β − n;
X (α)n xn
= 3 F2
1 .
n!(β)n
n=0 β, 1 − α − n;
Since the product of the two 1 F10 s is an even function of x, we may conclude that
−2n − 1, α, 1 − β − 2n − 1;
3 F2
1 =0
β, 1 − α − 2n − 1;
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 43
and that
∞ −2n, α, 1 − β − 2n;
X (α)2n x2n
1 F1 (α; β; x)1 F1 (α; β; −x) = 3 F2 1
(2n)!(β)2n
n=0 β, 1 − α − 2n;
∞
X (2n)!(α)n (β − α)n (α)2n x2n
= ,
n=0
n!(α)2n (β)n (2n)!(β)2n
α, β − α;
2
x
1 F1 (α; β; x)1 F1 (α; β; −x) = 2 F3 .
4
1 1 1
β, β, β + ;
2 2 2
Problem 6. Let γn =3 F2 (−n, 1−a−n, 1−b−n; a, b; 1). Use the result in Exercise 3
to show that γ2n+1 = 0 and
so that
(−1)n (2n)!(a + b − 1)3n
γn = .
n!(a)n (b)n (a + b − 1)2n
Problem 7. With the aid of the result in Exercise 6 show that
1 1 1
(a + b − 1), (a + b), (a + b + 1);
3 3 3
−27t2
0 F2 (−; a, b; t)0 F2 (−; a, b; −t) =3 F8
.
64
1 1 1 1 1 1 1
a, b, a + , b, b + , (a + b − 1), (a + b);
2 2 2 2 2 2 2
44 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
we have
∞
X (−1)n (a + b − 1)3n t2n
ψ(t) =
n=0
n!(a)n (b)n (a)2n (a + b − 1)2n
∞
(−1)n 33n a+b−1
a+b a+b+1 2n
X
3 n 3 n 3 n
t
= 2n a
a+1
2n b b+1 2n a+b−1
a+b
,
n=0
n!(a)n (b) n 2 2 n 2 n
2 2 n 2 n
2 2 n 2 n
or
1 1 1
3 (a + b − 1), (a + b), (a + b + 1);
3 3
27t2
F
0 2 (−1, a, b; x) F
0 2 (−; a, b; −x) = F
3 8
− .
64
a a+1 b b+1 a+b−1 a+b
a, b, , , , , , ;
2 2 2 2 2 2
Problem 8. Prove that
n −k, b, c;
X (−1)n−k (γ − b − c)n−k (γ − b)k (γ − c)k xn−k
3 F2
x
k!(n − k)!(γ)k
k=0 1 − γ + b − k, 1 − γ + c − k;
1 1 1
− n, − n + , 1 − γ − n;
(γ − b)n (γ − c)n (1 − x)n 2 2 2
= 3 F2
−4x
n!(γ)n
(1 − x)2
1 − γ + b − n, 1 − γ + c − n;
γ − b, γ − c;
Solution 8. Let ψ = 2 F1 t(1 − x + xt) . Then
γ;
∞
X (γ − b)n (γ − c)n tn [(1 − x) + xt]n
ψ =
n=0
(γ)n n!
∞ X n
X (γ − b)n (γ − c)n (1 − x)n−k xk tn+k
=
k!(n − k)!(γ)n
k=0 k=0
∞ X[n
2]
X (γ − b)n−k (γ − c)n−k (1 − x)n−2k xk tn
=
n=0 k=0
k!(n − 2k)!(γ)n−k
∞ X[n
2]
X (−n)2n (1 − γ − n)k (−1)k xk (γ − b)n (γ − c)n (1 − x)n tn
= ,
n=0 n=0
k!(1 − γ + c − n)k (1 − γ + b − n)k (1 − x)2k n!(γ)n
or
n n−1
∞
− ,− , 1 − γ − n;
2 2 (γ − b) (γ − c) (1 − x)n tn
−4x n n
X
ψ= 3 F2 .
n!(γ)
n=0
(1 − x)2 n
1 − γ + b − n, 1 − γ + c − n;
Hence
∞
X (b)n (c)n tn [1 − x(1 − t)]n
ψ = (1 − t)b+c−γ (1 + xt)b+c−γ
n=0
n!(γ)n
∞ X n
X (−1) (b)n (c)n xk (1 − t)k tn
k
= (1 − t)b+c−1 (1 + xt)b+c−γ ,
n=0 k=0
k!(n − k)!(γ)n
or
∞
X (−1)k (b)n+k (c)n+k xk (1 − t)x tn+k
ψ = (1 − t)b+c−γ (1 + xt)b+c−γ
k!n!(γ)n+k
n,k=0
X∞ b + k, c + k;
= (1 + xt)b+c−γ (1 − t)b+c−γ 2 F1
1
k=0 γ + k;
Now
b + k, c + k; γ − b, γ − c;
2 F1
t = (1 − t)γ−b−c−k 2 F1 t .
γ + k; γ + k;
46 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Therefore
∞ γ − b, γ − c;
X (−1)k (b)k (c)k (xt)k
ψ = (1 + xt)b+c−γ 2 F1
t
k!(γ)k
k=0 γ + k;
∞ k k n+k
(−1) (b)k (c)k (γ − b)n (γ − c)n x t
X
= (1 + xt)b+c−γ
k!n!(γ)n+k
n,k=0
∞ n
X X (−1)s (b)s (c)s (γ − b)n−s (γ − c)n−s xs tn
= (1 + xt)b+c−γ
n=0 s=0
s!(n − s)!(γ)n
∞ ∞ −n, b, c;
!
X (−1)n (γ − b − c)n xn tn X
= 3 F2
x ,
n!
n=0 n=0 1 − γ + b − n, 1 − γ + c − n;
or
∞ X
n −k, b, c; n−k
X (−1) (γ − b − c)n−k (γ − b)k (γ − c)k xn−k n
ψ= 3 F2
x t .
k!(γ)k (n − k)!
n=0 k=0 1 − γ + c − b, 1 − γ + c − x;
By equating coefficients of tn in the two expansions we obtain the desired identity
Exercises 9-11 below use the notation of the Laplace transform as in Exercise 16,
page 71.
Γ(m + 1)
Solution 9. We know that L {tm } = . Then,
sm+1
a1 , . . . , a p ; ∞
X (a1 )n . . . (ap )n z n
L tc p Fq zt = L {tn+k }
(b )
1 n . . . (b )
q n n!
b1 , . . . , bq ;
n=0
∞
X (a1 )n . . . (ap )n z n (1 + c)n Γ(1 + c)
= n+k+1
n=0
(b )
1 n . . . (b )
p n n!s 1
1 + c, a1 , . . . , ap ;
F (1 + c) z
= p+1 Fq .
s1+c 5
b1 , . . . , b q ;
Problem 10. Show that
1 a1 , . . . , ap ; a1 , . . . , ap ;
L−1 Fq+1 z =p Fq+1 z(1 − e−1 ) .
sp
s + 1, b1 , . . . , bq ; 1, b1 , . . . , bq ;
It follows that
1 a1 , . . . , ap ; a1 , . . . , ap ;
L −1 F z = p Fq+1 z(1 − e−t ) .
s p q+1
1 + s, b1 , . . . , bq ; 1, b1 , . . . , bq ;
Solution 12.
a1 , . . . , ap ; ∞
d X (a1 )n . . . (ap )n z n−1
p Fq
z =
dz (b1 )n . . . (bq )n (n − 1)!
b1 , . . . , b q ; n=1
∞
X (a1 )n+1 . . . (a0 )n+1 z n
=
n=0
(b1 )n+1 . . . (bq )n+1 n!
a1 + 1, . . . , ap + 1;
a1 . . . ap
= p Fq
z .
b − 1 . . . bq
b1 + 1, . . . , bq + 1;
Problem 13. In Exercise 19 page 71, we found that the complete elliptic integral
of the first kind is given by
1 1 1 2
K(k) = π 2 F1 , ; 1; k .
2 2 2
48 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Show that
Z t
p 1
K( x(t − x))dx = π arcsin t .
0 2
1 1 1 2
K(k) = π 2 F1 , ; 1; k .
2 2 2
Now consider
Z t p
A= K( x(t − x))dx.
0
8. Chapter 6 Solutions
ˆˆ
∞ Z x
X 1
J2n+1 (x) = J0 (y)dy.
n=0
2 0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 49
Solution 1.
∞ ∞
X X (−1)n ( x2 )2n+2k+1
J2k+1 (x) =
n!(n + 2k + 1)!
k=0 k,n=0
∞ X n
X (−1)n−k ( x )2n+1
2
=
n=0 k=0
(n − k)!(n + k + 1)!
∞ X n
X (−n)k (−1)n ( x2 )2n+1
=
n=0 k=0
(n + 1)k n!(n + 1)!
X∞ −n, 1; (−1)n ( x2 )2n+1
= 2 F1
1
n!(n + 1)!
n=0 n + 2;
∞
X Γ(n + 2)Γ(2n + 1)(−1)n ( x )2n+1
2
=
n=0
Γ(2n + 2)Γ(n + 1)n!(n + 1)!
∞ n x 2n+1
X (−1) ( 2 )
=
n=0
(2n + 1)n!n!
∞
(−1)n ( y2 )2n
Z xX
1
= dy
2 0 n=0 n!n!
Z x
1
= J0 (y)dy.
2 0
Problem 2. Put the equation of Theorem 39, page 113, into the form
∞
1 X
(A) exp z(t − t−1 ) = J0 (z) + Jn (z)[tn + (−1)n t−n ].
2 n=1
∞
X
sin z = 2 (−1)k J2k+1 (z).
k=0
n=1
Therefore
∞
X
cos z + i sin z = J0 (z) + 2 in Jn (z).
n=1
But Jn (−z) = (−1)n Jn (z), so we have
∞
X
cos z − i sin z = J0 (z) + 2 (−1)n in Jn (z).
n=1
(note: above argument can be done more easily by equating even and odd function
of z) Thus we get
∞
X ∞
X
cos z = J0 (z) + 2 i2n d2n (z) = J0 (z) + 2 (−1)n J2n (z)
n=1 n=1
and
∞
X
i sin z = 2 i2n+1 J2n+1 (z),
n=0
or
∞
X
sin z = 2 (−1)n J2n+1 (z).
n=0
iθ
Problem 3. Use t = e in equation (A) of Exercise 2 to obtain the results
∞
X
cos(z sin(θ)) = J0 (z) + 2 J2k (z) cos(2kθ),
k=1
∞
X
sin(z sin(θ)) = 2 J2k+1 (z) sin(2k + 1)θ.
k=0
Solution 3. Put t = eiθ . Then tn + (−1)n t−n = eniθ + (−1)N e−niθ and
z 1
exp t− = exp(iz sin(θ)) = cos(z sin(θ)) + i sin(z sin(θ)).
2 t
niθ n −niθ n n z 1
Also e +(−1) e = [1+(−1) ] cos(nθ)+[1−(−1) ] sin(nθ). From exp t− =
2 t
X ∞
J0 (z) + Jn (z)[tn + 9 − 1)n t−n ] we thus obtain
n=1
∞
X
cos(z sin θ)+i sin(z sin θ) = J0 (z)+ Jn (z)[(1+(−1)n ) cos(nθ)+(1−(−1)n ) sin(nθ)].
n=1
Now equate even function of z on the two sides, then odd functions of z on the two
sides to get
∞
X
cos(z sin θ) = J0 (z) + 2 J2k (z) cos(2kθ)
k=1
and
∞
X
sin(z sin θ) = 2 J2k+1 (z) sin(2k + 1)θ.
k=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 51
Problem 4. Use Bessel’s integral, page 114, to obtain for integral n in the relations
2 π
Z
(B) [1 + (−1)n ]Jn (z) = cos(nθ) cos(z sin(θ))dθ,
π 0
2 π
Z
n
(C) [1 − (−1) ]Jn (z) = sin(nθ) sin(z sin(θ))dθ.
π 0
With the aid of (B) and (C) show that for integral k,
1 π
Z
J2k (z) = cos(2kθ) cos(z sin(thetaA))dθ,
π 0
1 π
Z
J2k+1 (z) = sin(2k + 1)θ sin(z sin(θ))dθ,
π 0
Z π
cos(2k + 1)θ cos(z sin(θ)dθ = 0,
0
Z π
sin(2kθ) sin(z sin(θ))dθ = 0.
0
Problem 5. Expand cos(z sin(θ)) and sin(z sin(θ)) in Fourier series over the in-
terval −π < θ < π. Thus use Exercise 4 to obtain in another way the expansions
in Exercise 3.
52 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Next, let f (θ) = sin(z sin θ), an odd function of θ. For this function,
2 π
Z
an = 0, bn = sin(nθ) sin(z sin θ)dθ.
π 0
From Exercise 4 we get b2k = 0, b2k+1 = 2J2k+1 (z). Hence
∞
X
sin(z sin θ) = 2 J2k+1 (z) sin((2k + 1)θ)), −π < θ < π.
k=0
1 1
Problem 6. In the product of exp x(t − t−1 ) by exp − x(t − t−1 ) , obtain
2 2
the coefficient of t0 and thus show that
X∞
J02 (x) + 2 Jn2 (x) = 1.
n=1
1
For real x conclude that |J0 (x)| ≤ 1 and |Jn (x)| ≤ 2− 2 for n ≥ 1.
Solution 6. We know that
Z ∞
γ 1
exp t− = Jn (x)tn
2 t n=−∞
and thus that
Z ∞
γ 1
exp − t− = (−1)k Jk (x)Jn (x)tn+k .
2 t n=−∞
Now Cm,k + Cm,k−1 = Cm+1,k (Pascal’s triangle), so that (using the last two terms
also),
m+1
X
2m+1 D m+1 Jn (z) = (−1)m+1−k Cm+1,k Jn+m+1−2k (z),
k=0
which completes the induction.
Problem 9. Use the result in Exercise 1, page 105, to obtain the probduct of two
Bessel functions of equal argument.
Solution 9. We know already that
a+b a+b−1
, ;
2 2
0 F1 (−; a; x)0 F1 (−; b; x) = 2 F3 4x .
a, b, a + b − 1;
Then
z n z m
2 2 z2 z2
Jn (z)Jm (z) = 0 F1 (−; n + 1; − )0 F1 (−; m + 1; − )
Γ(n + 1)Γ(m + 1) 4 4
z n+m n+m+2 n+m+1
, ;
= 2 2 2
2 F3 2 .
Γ(n + 1)Γ(m + 1) −z
n + 1, m + 1, n + m + 1;
Problem 10. Start with the power series for Jn (z) and use the form (2), page 18,
of the Beta function to arrive at the equation
Z π2
2( 21 z)n
Jn (z) = sin2n φ cos(z cos φ)dφ,
Γ( 12 )Γ(n + 21 ) 0
1
for R(n) > − .
2
Solution 10. We know that
1 k
∞ k 2k+n ∞ (−1) z 2k+n
X (−1) z X 2 k
Jn (z) = = .
22k+1 k!Γ(k + n + 1) 2n (2k)!Γ(k + n + 1)
k=0 k=0
Also
1 1 1
Γ k+ Γ n+
2 k 2 2
=
Γ(k + n + 1) 1 1
Γ Γ(k + n + 1)Γ n +
2 2
1 1
B k + ,n +
2 2
=
1 1
Γ Γ n+
2 2
Z π2
2
= cos2k φ sin2n φdφ.
1 1 0
Γ Γ n+
2 2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 55
Therefore
z n
2 Z π
2
Jn (z) = 2 sin2n φ cos(z cos φ)dφ
1 1 0
Γ Γ n+
2 2
z n
2 Z π
2
= 2 sin2n φ cos(z cos φ)dφ.
1 1 0
Γ Γ n+
2 2
d 1 du
0 F1 (−; a; u) = 0 F1 (−; a + 1; u)
dx a dx
d 1 du
Solution 11. We know that 0 F1 (−; a; u) = 0 F1 (−; a + 1; u). Since
dx a dx
z n
z2
2
(1) Jn (z) = 0 F1 −; 1 + n; −
Γ(1 + n) 4
we obtain
z2
d −n 1 1 z
[z Jn (z)] = − 0 F 1 −; 2 + n; −
dz 2n Γ(1 + n) 1 + n 2 4
z n+1
z2
= −z −n 2 0 F1 −; 2 + n; −
Γ(2 + n) 4
= −z −n Jn+1 (z),
−;
2xt − t2
0 F1
4
1 + α;
− 12 α ∞
Jα+n (t)xn
t − 2x p X
Jα ( t2 − 2xt) = .
t n=0
n!
56 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1
Solution 12. Consider 0 F1 −; 1 + α; (2xt − t2 ) . We obtain
4
−;
∞
2xt − t2 X tn (2x − t)n
F = =
0 1 2n
2 (1 + α)n n!
4 n=0
1 + α;
∞ X n
X (−1)k (2k)n tn+2k
= 2n+2k
n=0 k=0
w (1 + α)n+k k!n!
∞ X ∞
X (−1)k t2k tn (2x)n
=
n=0 k=0
22k k!(1 + α + n)k 22n n!(1 + α)n
n
t
∞ xn Γ(1 + α)
t2
X 2
= 0 F1 −; 1 + α + n; − .
n=0
4 n!Γ(1 + α + n)
Now α+n
t
t2
2
Jα+n (t) = 0 F1 −; 1 + α + n; − ,
Γ(α + n + 1) 4
so we obtain
−;
−α X∞
2xt − t 2 t Jn+α (t)xn
0 F1 = Γ(1 + α)
4 2 n=0
n!
1 + α;
or
√ !−α −α X∞
t2 − 2xt p t Jn+α (t)xn
Γ(1 + α)Jα t2 − 2xt = Γ(1 + α) ,
2 2 n=0
n!
or α2 ∞
Jn+α (t)xn
t − 2x p X
Jα ( t2 − 2xt) = .
t n=0
n!
Problem 13. Use the realtions (3) and (6) of Section 60 to prove that: For real
x, between any two consecutive zeros of x−n Fn (x), there lies one and only one zero
of x−n Fn+1 (x).
Solution 13. We are given that
d n
[x Jn (x)] = xn Jn−1 (x),
dx
d −n
x Jn (x) = −x−n Jn+1 (x).
dx
We know that Jn (x) has exactly n zeros at x = 0. Let the others (we have proved
there are any) on the axis of reals be at α1,n , α2,n , . . . . The curve y = x−n Jn (x) has
its real zeros only at the α’s. By Rolle’s theorem we see that the zeros β1,n1 , β2,n2 , . . .
of
y 0 = −x−n Jn+1 (x)
are such that an odd number of them lie between each two consecutive α’s. The
curve
y2 = xn+1 Jn+1 (x)
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 57
Problem 14. For the function In (z) of Section 65 obtain the following properties
by using the methods, but not the results, of this chapter:
Similarly,
∞
d −n d X z 2k
[z In (z)] =
dz dz 22k+n k!Γ(k + n + 1)
k=0
∞
X z 2k−1
=
22k+n−1 (k − 1)!Γ(k + n + 1)
k=1
∞
X z 2k+1
=
22k+n+1 k!Γ(k + n + 1 + 1)
k=0
−n
= z In+1 (z),
and
z −n In0 (z) − nz −n−1 In (z) = z −n In+1 (z),
or
zIn0 (z) = nIn (z) + zIn+1 (z),
which is (2).
Adding (1) and (2):
2zIn0 (z) = zIn−1 (z) + zIn+1 (z)
or
2In0 (z) = In−1 (z) + In+1 (z),
which is (3).
Equating the right sides of (1) and (2):
zIn−1 (z) − nIn (z) = zIn+1 (z) + nIn (z),
or
2nIn (z) = z[In−1 (z) − In+1 (z)],
which is (4).
Problem 15. Show that In (z) is one solution of the equation
z 2 w00 + zw0 − (z 2 + n2 )w = 0.
Solution 15. (Solution by Leon Hall) Because In is a 0 F1 function times z n , we
know from Section 46 that u = 0 F1 (−; b; y) is a solution of
d2 y du
y +b − u = 0,
dy 2 dy
z2
and so 0 F1 −; 1 + n; is a solution of
4
d2 u du
z + (2n + 1) − zu = 0.
dz 2 dz
Thus is w = z n u, In (z) will be a solution of
z −n+1 w00 − 2nz −n w0 + n(n + 1)z −n−1 w + (2n + 1)[z −n w0 − nz −n−1 w] − z −n+1 w = 0
or
z −n [zw00 − (2n − 2n − 1)w0 − [−n(n + 1)z −1 + n(2n + 1)z −1 + z]w] = 0
or
z 2 w00 + zw0 − (n2 + z 2 )w = 0.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 59
1
Problem 16. Show that, for Re(n) > − ,
2
1
n Z π2
2 2z
In (z) = sin2n φ cosh(z cos(φ))dφ.
Γ 12 Γ n + 12 0
Hence
1 √ 1
√ 3 α2 x
Z Z
1 1
1 − x sin(α x)dx = α x 2 (1 − x) 2 0 F1 −; ; − dx
0 0 2 4
3 3 3
We now use Theorem 3 with t = 1, α = , β = , p = 0, q = 1, b1 = , c =
2 2 2
α2
− , k = 1, s = 0. We get
4
3
;
1 2
√ √
Z
3 3
α2
2
1 − x sin(α x)dx = αB ·1 F
, −
0 2 2
3 3 4
, ;
2 1
3 3
Γ Γ
α2
2 2
=α 0 F1 −; 3; −
Γ(3) 4
Now let us turn to
( α2 )n
Z 1 1
√ α2 x
Z
1
(1 − x)c−1 x 2 n Jn (α x)dx = (1 − x) c−1 n
x 0 F1 −; 1 + n; − dx
0 Γ(1 + n) 0 4
and use Theorem 37 with α = n + 1, β = c, p = 0, q = 1, b1 = 1 + n, t = 1, c =
α2
− , k = 1, s = 0. The result is
4
n + 1;
Z 1 α n
√ (2) α 2
(1 − x)t−1 xtn Jn (α x)dx = B(n + 1, c)F − ·1
0 Γ(1 + n) 4
1 + n,c + n + 1;
( α2 )n α2
Γ(n + 1)Γ(c)
= F
0 1 −; c + n + 1; −
Γ(1 +n) Γ(n + c + 1) 4
α −c
= Γ(c) Jn+c (α),
2
as desired.
Problem 20. Show that
Z t Z t
exp[−2x(t − x)]I0 [2x(t − x)]dx = exp(−β 2 )dβ.
0 0
Z t
Solution 20. Consider exp[−2x(t − x)]I0 [2x(t − x)]dx. Now
0
Then,
Z t Z t
1
exp[−2x(t − x)]I0 [2x(t − x)]dx = 1 F1 ; 1; −4x(t − x) dx,
0 0 2
1
to which we may apply Theorem 37 with α = 1, β = 1, p = 1, q = 1, a1 = , b1 =
2
1, c = −4, k = 1, s = 1. We thus get
1 1 1
, , ;
Z t 2 1 1
t2
exp[−2x(t − x)]I0 [2x(t − x)]dx = B(1, 1)tF −4
0
4
2 3
1, , ;
2 2
1 3 2
= t 1 F1 ; ; −t
2 2
n 1
∞ (−1) t2n+1
X 2 n
=
3
n=0 n!
2 n
∞
X (−1)n tn+1
=
n=0
n!(2n + 1)
Z tX ∞
(−1)n β 2n
= dβ
0 n=0 n!
Z t
= exp(−β 2 )dβ.
0
1 1
We use Theorem 37 with α = , β = , p = q = 0, k = 1, s = 1, c = 4 :
2 2
1 1
, ;
Z t 2 2
1 1 1 0 4t2
[x(t − x)]− 2
exp[4x(t − x)]dx = B , t F
0 2 2 1 2 4
, ;
2 2
Γ( 12 )Γ( 12 ) 1
= F
1 1 ; 1; t2
Γ(1) 2
t4
1 2
= π exp t 0 F1 −; t;
22 2 16
t t
= π exp I0 .
2 2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 63
Then
d z −n z −n
0 n z −n
Jn+2k (z) = Jn+2k (z) − Jn+2k (z)
dz 2 z2 −n h 2 2
0 n i
= Jn+2k (z) − Jn+2k (z)
2 z
( z2 )−n
0 0 n(n + 2k)
= nJn+2k (z) + 2kJn+2k (z) − Jn+2k (z).
n + 2k z
Using (8), Section 60, and (1), Section 61, and simplifying gives
( z )−n
d z −n
Jn+2k (z) = 2 [kJn+2k−1 (z) − (n + k)Jn+2k+1 (z)] .
dz 2 n + 2k
So
"∞ ∞
#
z −n X k(n + k − 1)! X (n + k)!
Fn0 (z) = Jn+2k−1 (z) − Jn+2k+1 (z).
2 k! k!
k=0 k=0
Note that the k = 0 term in the first series is zero, and so shifting the index in the
first series yields the second series.
Thus, Fn0 (z) = 0, making Fn (z) = constant. From the structure of the Bessel
functions, we see that
z −n n! z n
Fn (0) = =1
2 n! 2
and so Fn (z) = 1, from which Neumann’s expansion immediately follows.
Problem 23. (Solution by Leon Hall) Prove Theorem 39, page
113, by
forming
1 1 −1
the product of the series for exp zt and the series for exp − zt .
2 2
Solution 23. Theorem 39 is: for t 6= 0 and for all finite z,
∞
z 1 X
exp t− = Jn (z)tn .
2 t n=−∞
We know
∞
z X zn n
exp t = t
2 n=0
2n n!
and
∞ 0
z X (−1)m z m −m X (−1)n z −n n
exp − t−1 = t = t .
2 m=0
2m m! n=−∞
2−n (−n)!
64 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
! 0
!
X X
n n
Now, in the product an t bn t , the coefficient of tn , n ≥ 0, is
n=0 n=−∞
given by
∞
X
an+k bk
k=0
9. Chapter 7 Solutions
ˆˆ
Z x
2
erf (x) = √ exp(−t2 )dt
π 0
2x 1 3 2
erf (x) = √ 1 F1 ; ; −x .
π 2 2
Solution 1. Let
Z x
2
erf x = √ exp(−t2 )dt.
π 0
Then,
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 65
Z x
∞ (−1) t2n dt
n
2 X 0
erf x = √
π n=0 n!
∞
2 X (−1)n x2n+1
= √
π n=0 n!(2n + 1)
∞ 1
2x X (−1)n 2 n x2n
= √
n! 23 n
π n=0
2x 1 3
= √ 1 F1 ; ; −x2 .
π 2 2
Problem 2. The incomplete Gamma function may be defined by the equation
Z x
γ(α, x) = e−t tα−1 dt, R(α) > 0.
0
Show that
∞
xX
(−1)n tn+α−1
Z
γ(α, x) =
0 n=0
n!
∞
X (−1)n xn+α
= .
n=0
n!(α + n)
α(α + 1)n
Now, (α + n) = . Hence
(α)n
∞
X (−1)n (α)n xn
γ(α, x) = α−1 xα = α−1 xα 1 F1 (α; α + 1; −x).
n=0
n!(α + 1) n
dk −z
e 1 F1 (a; b; z) = (−1)k (b − a)k e−z 1 F1 (a; b + k; z).
(b)k
dz k
You may find it helpful to use Kummer’s formula, Theorem 42.
d
Solution 3. Let D = . Consider D[e−z 1 F1 (a; b; z)]. We know that
dx
1 F1 (a; b; z) = ez 1 F! (b − a; b; −z).
Hence
66 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
Γ(a)z n z2
Z
exp(−t2 )t2a−n−1 Jn (zt)dt = F
1 1 a; n + 1; − .
0 2n+1 Γ(n + 1) 4
Solution 5. We obtain
∞ ∞ 2
e−t t2a−n−1 z n tn z 2 t2
Z Z
A= exp(−t2 )t2a−n−1 Jn (zt)dt = F
0 1 −; 1 + n; − dt.
0 0 2n Γ(1 + n) 4
2
Put t = β. Then
zn 1 ∞ −β a−1 z2β
Z
A = n e β 0 F1 −; 1 + n; − dβ
2 Γ(1 + n) 2 0 4
n 2
z Γ(a) z
= n+1 1 F! a; 1 + n; − ,
2 Γ(1 + n) 1 4
as desired.
Problem 6. If k and n are non-negative integers, show that
−k, α + n; 0 ;k > n
F 1 = (−n)k
; 0 ≤ k ≤ n.
α; (α)k
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 67
k k
X (−k)s (α + n)s X (−1)s k!(α)n+s
V (k, n) = = .
s=0
s!(α)s s=0
s!(k − s)!(α)s (α)n
Hence
∞
X V (k, n)tk
ψ =
k!
k=0
∞ Xk
X (−1)s (α)n+s tk
=
s!(k − s)!(α)s (α)n
k=0 s=0
∞
X (−1)s (α)n+s tk+s
=
s!k!(α)s (α)n
k,j=0
∞
X (−1)s (α + n)s ts
= et
s=0
s!(α)s
= et 1 F! (α + n; α; −t)
= et e−t 1 F! (−n; α; t)
n
X (−n)k tk
= .
k!(α)k
k=0
Thus
(−n)k
;0 ≤ k ≤ n
V (k, n) = (α)k
0 ; k > n.
Solution 1. Let
∞
X
et ψ(xt) = σn (x)tn .
n=0
Then
68 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
X
t
e ψ(xyt) = σn (xy)tn
n=0
and
∞
X
eyt ψ(xyt) = σn (x)y n tn .
n=0
But
∞
X ∞
X
αn−1 (x)tn = αn0 (x)tn .
n=1 n=0
Therefore, α00 (x) = 0, and, for n ≥ 1, αn0 (x) = αn−1 (x).
Problem 3. Apply Theorem 50, page 141, to the polynomials σn (x) of Section 73
and thus obtain Theorem 45.
Solution 3. We have
∞
X
et ψ(xt) = σn (x)tn
n=0
and wish to apply Theorem 50, page 239. In the notation of Theorem 50 we have
∞
X
A(t)et , H(t) = t, ψ(t) = γn tn , γ0 6= 0.
n=0
∞ n
X t 1
Now A(t) = et = ,, so an = ; H(t) = t, so h0 = 1, hn = 0 for n ≥ 1.
n=0
n! n
Then also
∞
tA0 (t) tet X
= t =t= αn tn+1 ,
A(t) e n=0
so that α0 = 1, αn = 0 for n ≥ 1.
Furthermore,
∞
tH 0 (t) t·1 X
= =1=1+ βn tn+1
H(t) t n=0
so that βn = 0 for n ≥ 0. Hence by Theorem 50,
t
A(t) = (1 − t)−c , H(t) = .
1−t
Then
1 1
H(t) = −1 + ; H 0 (t) = ,
1−t (1 − t)3
A0 (t) c
= ,
A(t) 1−t
∞
tH 0 (t) t 1−t 1 X
= = = 1 + tn .
H(t) (1 − t)2 t 1−t n=1
Hence
∞
tA0 (t) X n+1
= ct , so αn = c for n ≥ 0;
A(t) n=0
∞
tH 0 (t) X
=1+ tn+1 , so βn = 1 for n ≥ 0.
H(t) n=0
Thus Theorem 50 yields
n−1
X n−1
X
x(c)n σn0 (x)−n(c)n σn (x) = − c(c)n−1−k σn−1−k (x)−x 0
1·(c)n−1−k σn−1−k (x),
k=0 k=0
n−1
X
(c)n [xσn0 (x) − nσn (x)] = − (c)k [cσk (x) + xσk0 (x)].
k=0
Problem 5. Apply Theorem 50, page 141, to the polynomials yn (x) defined by (1),
page 135. You do not, of course, get Theorem 47, since that theorem depended upon
the specific character of the exponential.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 71
∞
1 tH 0 (t) −t 1−t 1 X
H 0 (t) = − , = − · = = 1 + tn .
(1 − t)2 H(t) (1 − t)2 −t 1−t n=1
so
∞
tA0 (t) X
= αn tn+1
A(t) n=0
and
∞
tH 0 (t) X
=1+ tn+1 ,
H(t) n=0
so that βn = 1 for n ≥ 0.
Therefore, we may conclude that there exist constants αn such that
n−1
X n−1
X
xyn0 (x) − nyn (x) = − αk yn−1−k (x) − x 0
1 · yn−1−k (x).
k=0 k=0
A(t) = (1 − t)−1−α ,
t 1
H(t) = − =1− ,
1−t 1−t
log A(t) = −(1 + α) log(1 − t),
1
H 0 (t) = − ,
(1 − t)2
72 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
tA0 (t) (1 + α)t X
= = (1 + α) tn+1 ,
A(t) 1−t n=0
∞ ∞
tH 0 (t) t 1−t 1 X
n
X
=− = = 1 + t = 1 + tn+1 .
H(t) (1 − t)2 −t 1−t n=1 n=0
Hence
αn = 1 + α, n ≥ 0;
βn = 1, n ≥ 0.
Therefore we obtain
n−1 n−1
(α) (α)
X X
xDLn(α) (x) − nLn(α) (x) = −(1 + α) Ln−1−k (x) −x DLn−1−k (x)
k=0 k=0
or
n−1
(α) (α)
X
(A) xDLn(α) (x) − nLn(α) (x) = − [(1 + α)Lk (x) + xDLk (x)].
k=0
On page 230 we had
n−1
(α)
X
(B) DLn(α) (x) =− Lk (x).
k=0
Using (B) with (A) we obtain
∂F ∂F ∂F (1 − t)tA0 (t)
x −t = −t2 − F
∂x ∂t ∂t A(t)
and draw what conclusions you can about yn (x).
X ∞
−xt
Solution 8. Let F = A(t) exp = yn (x)tn .
1−t n=0
Then
∂F t −xt
=− A(t) exp
∂x 1−t 1−t
∂F x −xt −xt
=− A(t) exp + A0 (t) exp .
∂t (1 − t)2 1−t 1−t
Thus we obtain
∂F ∂F A0 (t)
x − t(1 − t) = −t(1 − t) F,
∂x ∂t A(t)
or
∂F ∂F ∂F tA0 (t)
x −t = −t2 − (1 − t) F.
∂x ∂t ∂t A(t)
Now let
∞
tA0 (t) X
= αn tn+1 .
A(t) n=0
Then
74 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞ ∞ ∞ ∞ ∞ ∞
! ! ! !
X X X X X X
[xyn0 (x) − nyn (x)]tn =− yn (x)ctn+1 − αn tn+1 yn (x)tn + αn tn+2 yn (x)tn
n=0 n=1 n=0 n=0 n=0 n=0
X∞ ∞ X
X n ∞ X
X n
n+1 n+1 n+2
=− nyn (x)t −αn−k yk (x)t + αn−k yk (x)t
n=0 n=0 k=0 n=0 k=0
X∞ X∞ n−1
X X∞ n−2
X
=− (n − 1)yn−1 (x)tn − αn−1−k yk (x)tn + αn−2−k yk (x)tn .
n=2 n=1 k=0 n=2 k=0
Hence we get y00 (x) = 0, xy10 (x) − y1 (x) = −α0 y0 (x), and for n ≥ 2,
n−2
X
xyn0 (x) − nyn (x) = −(n − 1)yn−2 (x) − (αn−1−k − αn−2−k )yk (x) − α0 yn−1 (x).
k=0
We may also write
∂F ∂F ∂F A0 (t)
x(1 − t) − t(1 − t) = −xt − t(1 − t) F,
∂x ∂t ∂x A(t)
or
∂F ∂F xt ∂F tA0 (t)
−t
x =− − F,
∂x ∂t 1 − t ∂x A(t)
from which it follows that
∞ ∞ ∞ ∞ ∞
! ! ! !
X X X X X
[xyn0 (x) − nyn (x)]y n
= −x t n+1
yn0 (x)tn − αn t n+1
yn (x)t n
Put
−xt
F = (1 − t)−c A .
1−t
Then
∂F
= −t(1 − t)−c−1 A0
∂x
∂F
= c(1 − t)−c−1 A − x(1 − t)−c−2 A0 .
∂t
Hence
∂F ∂F
x − t(1 − t) = −ctF.
∂x ∂t
From which we may write
∂F ∂F ∂F
(3) x −t = −ctF − t2 .
∂x ∂t ∂t
From (3) we obtain
∞
X ∞
X ∞
X
[xa0n (x) − nan (x)]tn = −c an (x)tn+1 − ngn (x)tn+1
n=0 n=0 n=0
∞
X
=− [c + n − 1]gn−1 (x)tn .
n=1
Therefore, a00 (x) = 0 and for n ≥ 2,
∂F ∂F ∂F
x(1 − t) − t(1 − t) = −ctF − xt .
∂x ∂t ∂x
This leads to the identity
∂F ∂F ct xt ∂F
x −t =− F−
∂x ∂t 1−t 1 − t ∂x
from which we get
∞ ∞ ∞ ∞ ∞
! ! ! !
X X X X X
[xa0n (x) − nan (x)]t n
= −c t n+1
an (x)t n
−x t n+1
a0n (x)tn
n=0 n=0 n=0 n=0 n=0
∞ X
X n ∞ X
X n
= −c ak (x)t n+1
−x a0k (x)tn+1
n=0 k=0 k=0 k=0
∞ n−1
X X
=− [cak (x) + xa0k (x)]tn .
n=0 k=0
n−1
X
xa0n (x) − nan (x) = − [cak (x) + xa0k (x)].
k=0
t v 1
In (1), let us put v = − . Then t = − and 1 − t = .
1−t 1−t 1−v
Hence (1) becomes
∞
X an (x)(−v)n
(1 − v)c A(xv) = ,
n=0
(1 − v)n
or
∞ ∞
X X an (x)(−1)n v n
αn xn v n =
n=0 n=0
(1 − v)n+c
∞
X (−1)n an (x)(c)n+k v n+k
=
k!(c)n
n,k=0
∞ X n
X (c)n (−1)n−k an−k (x) n
= v
n=0 k=0
k!(c)n−k
∞ X n
X (−1)k (c)n ak (x) n
= v ,
n=0 k=0
(c)k (n − k)!
which can be put in various other forms.
Next, from (1) we get
∞ ∞
X
n
X αn (−x)n tn
an (x)t =
n=0 n=0
(1 − t)n+c
∞
X αn (−1)n xn (c)n+k tn+k
=
(c)n k!
n,k=0
∞ X n n−k n−k
X (−1) x αn−k (c)n tn
=
n=0
k1(c)n−k
k=0
or
∞ ∞ X
n
X X (−1)k xk αk (c)n tn
an (x)tn = .
n=0 n=0 k=0
(n − k)!(c)k
Therefore,
n
X (−1)k xk αk (c)n
an (x) = .
(n − k)!(c)k
k=0
Problem 1. Start with the defining relation for Pn (x) at the beginning of this
chapter. Use the fact that
1 1 1
p p
(1 − 2xt + t2 )− 2 = [1 − (x + x2 − 1)t]− 2 [1 − (x − x2 − 1)t]− 2
and thus derive the result
n √ √
X ( 1 )k ( 1 )n−k (x +
2 2 x2 − 1)n−k (x − x2 − 1)k
Pn (x) =
k!(n − k)!
k=0
∞
1
X
(1 − 2xt + t2 )− 2 = Pn (x)tn .
n=0
Now
p p
[1 − (x + x2 − 1)t][1 − (x − x2 − 1)t] = (1 − xt)2 − (x2 − 1)t2 = 1 − 2xt + t2 .
Hence
∞
X √ 1 √ 1
Pn (x)tn = [1 − (x + x2 − 1)t]− 2 [1 − (x − x2 − 1)t]− 2
n=0 √ √
∞
! ∞ !
X ( 21 )n (x + x2 − 1)n tn X ( 1 )n (x − x2 − 1)n tn
2
=
n! n!
n=0
∞ X n √ n=0 √
X ( 12 )k ( 21 )n−k (x + x2 − 1)n−k (x − x2 − 1)k tn
= .
n=0
k!(n − k)!
k=0
Hence we obtain
∞ √ √
X ( 1 )k ( 1 )n−k (x +
2 2 x2 − 1)n−k (x − x2 − 1)k
Pn (x) = .
k!(n − k)!
k=0
1
√ −n; ;
( 21 )n (x
+ x2 − 1) 2 n √
Pn (x) = 2 F1
(x − x2 − 1)2
.
n! 1
− n;
2
√ √
Solution 2. From Exercise 1 we get, since x + x2 − 1 = (x − x2 − 1)−1 ,
78 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n √ √
X ( 1 )k (−n)k ( 1 )n (x +
2 2 x2 − 1)n (x − x2 − 1)2k
Pn (x) =
k=0
k!n!(1 − 12 − n)k
1
1
√ n
−n, ;
( )n (x + x − 1)2 2 √
= 2 2 F1
(x − x2 − 1)2
n! 1
− n;
2
Problem 3. In Section 93, equation (4), page 166, is
1 1 1
2 − n, − n + ;
2 2
( 21 )n (2x)n
1
Pn (x) = 2 F1
.
n! x2
1
− n;
2
We know from Section 34 that the 2 F1 equation has two linearly independent
solution:
2 F1 (a, b; c; z)
and
z 1−c F (a + 1 − c, b + 1 − c; 2 − c; z).
Combine these facts to conclude that the differential equation
d2 w
1 3 dw n(n − 1)
z(1 − z) 2 + −n− −n z − w=0
dz 2 2 dz 4
dz dx 1
and put z = x−2 . Then, = −2x−3 , = − x3 ,
dx dz 2
dw dx dw 1 dw
= = − x3
dz dz dx 2 dx
2 2
d w 1 d w 3 1 dw 1 3
= x6 2 − x2 − x3 = x6 w00 + x5 w1 .
dz 2 4 dx 2 2 dx 4 4
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 79
w = x−n y
w0 = x−n y 0 − nx−n−1 y
w00 = x−n y 00 − 2nx−n−1 y 0 + n(n + 1)x−n−2 y
or
xn w = y
xn w0 = y 0 − nx−1 y
xn w00 = y 00 − 2nx−1 y 1 + n(n + 1)x−2 y
and the differential equation becomes
Note that the whole thing could have been done much more simply by using the
properties of the Riemann P-symbol.
Problem 4. Show that
∞
3
X
[xPn0 (x) − nPn (x)]tn = t2 (1 − 2xt + t2 )− 2
n=0
and
n
[2]
∞ X
3
X
(2n − 4k + 1)Pn−2k (x)tn = (1 − 2xt + t2 )− 2 .
n=0 k=0
Thus conclude that
[ n−2
2 ]
X
xPn0 (x) − nPn (x) = (2n − 4k − 3)Pn−2−2k (x).
k=0
∂F 3
= t(1 − 2xt + t2 )− 2
∂x
and
∂F 3
= (x − t)(1 − 2xt + t2 )− 2 .
∂t
Hence
∂F ∂F 3
−t
x = t2 (1 − 2xt + t2 )− 2 ,
∂x ∂t
from which it follows that
∞
3
X
(1) [xPn0 (x) − nP (x)]tn = t2 (1 − 2xt + t2 )− 2 .
n=0
Next we form the series
n
[2]
∞ X ∞
X X
(2n − 4k + 1)Pn−2k (x)tn = (2n + 1)Pn (x)tn+2k
n=0 k=0 n,k=0
∞
X
= (1 − t ) 2 −1
(2n + 1)Pn (x)tn .
n=0
0 0
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x), n ≥ 1.
Hence
n
[2]
∞ X
" ∞ ∞
#
X X X
n 0 0
(2n − 4k + 1)Pn−2k (x)t = (1 − t2 )−1 1 + −
Pn+1 (x)tn Pn−1 (x)tn
n=0 k=0 n=1 n=1
∞ ∞
" #
X X
2 −1 0 n−1 0 n+1
= (1 − t ) 1+ PN (x)t − Pn (x)t .
n=2 n=0
n
[2]
∞ X
" ∞ ∞
#
X X X
(2n − 4k + 1)Pn−2k (x)t n
= (1 − t ) 2 −1
Pn0 (x)tn−1 − Pn0 (x)tn+1
n=0 k=0 n=0 n=0
2 −1 1 ∂F ∂F
= (1 − t ) −t
t ∂x ∂x
1 ∂F
=
t ∂x 3
= (1 − 2xt + t2 )− 2 .
Now we use (1) to conclude that
n
∞ [2]
∞ X
X X
[xPn0 (x) − nPn (x)]t n
= (2n − 4k + 1)Pn−2k (x)tn+2
n=0 n=0 k=0
n−2
X∞ [X 2 ]
[ n−2
2 ]
X
xPn0 (x) − nPn (x) = (2n − 4k − 3)Pn−2−2k (x).
k=0
There are many other methods of obtaining this result.
Problem 5. Use Bateman’s generating function (3), page 163, with x = 0, t = 2y
to conclude that
1 1 2
0 F1 (−; t; y)0 F1 (−; 1; −y) = 0 F3 −; 1, 1, ; − y .
2 4
Solution 5. We have, from Bateman,
∞
Pn (x)tn
X
t(x − 1) t(x + 1)
F
0 1 −; 1; F
0 1 −; 1; = .
2 2 n=0
(n!)2
Use x = 0, t = 2y to obtain
∞
X 2n Pn (0)y n
0 F1 (−; 1; −y)0 F1 (−; 1; y) = .
n=0
(n!)2
82 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
(−1)k ( 12 )k
now P2k+1 (0) = 0 and P2k (0) = . Therefore
k!
∞
X 22k (−1)k ( 21 )k y 2k
F
0 1 (−; 1; −y) F
0 1 (−; 1; y) =
k![(2k)!]2
k=0
∞
X (−1)k 22k ( 1 )k y 2k
2
=
k=0
k!22k k!( 12 )k 22k k!( 21 )k
∞
X (−1)k y 2k
=
k=0
22k (k!)3 ( 21 )k
1 1 2
= 0 F3 −; 1, 1, ; − y ,
2 4
as desired.
Problem 6. Use Brafman’s generating function, page 168, to conclude that
c, 1 − c; √
c, 1 − c; √ 1+t− 1 + t2
2 F1 1−t− 1 + t2 2 F1
2
2 1;
1 1 1 1 1 1
c, c + , − c, 1 − c;
2 2 2 2 2 2
= 4 F3 −t2
1
1, 1, ;
2
Solution 6. Brafman’s generating relation, page 287, is
c, 1 − c; c, 1 − c;
∞
1−t−p 1 + t − p X (c)n (1 − c)n pn (x)tn
2 F1 2 F1 = ,
(n!)2
2 2 n=0
1; 1;
1
with p = (1 − 2xt + t2 ) 2 . We use x = 0. Note that P2n+1 (0) = 0 and P2n (0) =
(−1)n ( 12 )n
. Then
n!
c, 1 − c; c, 1 − c;
√ ∞
2
1−t− 1+t F 1+t−p X (c)2n (1 − c)2n (−1)n ( 21 )n t2n
2 F1 2 1 =
n![(2n)!]2
2 2 n=0
1; 1;
∞
X ( 2c )n ( c+1 1−c 2−c
2 )n ( 2 )n ( 2 )n (−1) t
n 2n
=
n=0
n!n!( 12 )n n!
c c+1 1−c 2−c
, , , ;
2 2 2 2
= 4 F3 −t2 ,
1
1, 1, ;
2
as desired.
Problem 7. Use equation (5), page 168, to obtain the results
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 83
n
X
sinn βPn (sin β) = (−1)k Cn,k cosk (β)Pk (cos β),
k=0
n
X
Pn (x) = (−1)k Cn,k (2x)n−k Pk (x),
k=0
n
X
Pn (1 − 2x2 ) = (−2x)k Cn,k Pk (x).
k=0
n
n X n−k
sin α sin(β − α)
(1) Pn (cos α) = Cn,k Pk (cos β).
sin β sin α
k=0
π
First use α = β − . Then cos α = sin β, sin α = − cos β, sin(β − α) = 1.
2
Thus (1) leads to
n Xn n−k
cos β 1
Pn (sin β) = − = Cn,k Pk (cos β),
sin β − cos β
k=0
or
n
X
(2) (sin β)n Pn (sin β) = (−1)k Cn,k cosk βPk (cos β).
k=0
n
X
(3) Pn (x) = (−1)k Cn,k (2x)n−k Pk (x).
k=0
n
n X n−k
2 sin β cos β − sin β
Pn (cos(2β)) = Cn,k Pk (cos β),
sin β 2 sin β cos β
k=0
or
84 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n
X
Pn (cos 2β) = (2 cos β)n (−1)n−k Cn,k (2 cos β)k−n Pk (cos β)
k=0
n
X
= (−1)n−k Cn,k (2 cos β)k Pk (cos β).
k=0
Put cos β = x. Then cos(2β) = 2 cos2 (β) − 1 = 2x2 − 1 and
∞
X
n
1 F2 (−n; 1, 1; y)Pn (x)t
n=0
−; −;
−yt(x − t − ρ) −yt(x − t + ρ)
= ρ−1 0 F1 2
0 F1
2ρ 2ρ2
1; 1;
1
in which ρ = (1 − 2xt + t2 ) 2 , and
∞
X
n
2 F1 (−n, c; 1; y)Pn (x)t
n=0 1 1 1
c, c + ;
2c−1 2 2 −c 2 2 2
=ρ (ρ + xyt − yt ) 2 F1 .
y 2 t2 (x2 − 1)
(ρ2 + xyt − yt2 )2
Also sum the series
∞
X
3 F2 (−n, c, 1 − c; 1, 1; y)Pn (x)tn .
n=0
∞
(n + k)!Pn+k (x)tk
−n−1 x−t X 1
(1) p Pn = , p = (1 − 2xt + t2 ) 2 .
p k!n!
k=0
In the generating relation
∞
Pn (x)tn
X
t(x − 1) t(x + 1)
0 F1 −; 1; 0 F1 −; 1; = ,
2 2 n=0
(n!)2
x−t −yt
we replace x by and t by to get
p p
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 85
∞
(−1)n p−n−1 Pn ( x−t n n
p )y t
−1 −yt x−t −yt x−t X
p 0 F1 −; 1; −1 0 F1 −; 1; +1 =
2p p 2p p n=0
(n!)2
∞
X (−1)n (n + k)!Pn+k (x)y n tn+k
=
k!n!(n!)2
n,k=0
∞ X n
X n!(−1)n−k Pn (x)y n−k tn
=
n=0 k=0
k![(n − k)!]3
∞ X n
X (−1)k n!y k
= Pn (x)tn ,
n=0 k=0
(k!)3 (n − k)!
or
X ∞ −n;
−yt(x − t − p) −yt(x − t + p)
p−1 0 F1 −; 1; 0 F 1 −; 1; = 1 F 2
y Pn (x)tn .
2p2 2p2 n=0 1, 1;
Next let us apply the same process to the known generating relation
c c+1
, ; ∞
2 2 X (c)n Pn (x)tn
(1 − xt)−c 2 F1
t2 (x2 − 1)
= .
(1 − xt)2 n=0 n!
1;
x−t −yt
We replace x by , t by and note that (1 − xt) becomes
p p
yt(x − t)
1+ = p−2 [p2 + xyt − yt2 ]
p2
while t2 (x2 − 1) becomes
" 2 #
y 2 t2 x−t y 2 t2 2 2 2 y 2 t2 (x2 − 1)
−1 = [x − 2xt + t − t + 2xt − t ] = .
p2 p p4 p4
We thus obtain
c c+1
, ; ∞
(−1)n (c)n p−n−1 Pn ( x−t n n
p )y t
p2c−1 [p2 + xyt − yt2 ]−c 2 F1 2 2 X
=
2 2 2
y t (x − 1) n!
n=0
(p2+ xyt − yt2 )2
∞
X (−1)n (c)n (n + k)!Pn+k (x)y n tn+k
=
k!n!n!
n,k=0
∞ n n−k
X X (−1) (c)n−k n!Pn (x)y n−k tn
=
n=0 k=0
k![(n − k)!]2
∞ X n
X (−1)k (c)k n!y k Pn (x)tn
= .
n=0 k=0
(k!)2 (n − k)!
We have thus obtained
86 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
c c+1
, ; ∞ −n, c;
p2c−1 [p2 +xyt−yt2 ]−c 2 F1 2 2 X
= 2 F1 y Pn (x)tn .
y 2 t2 (x2 − 1)
n=0 1;
(p + xyt − yt2 )2
2
∞ ∞ X
n
X
n
X (−1)k n!(c)k (1 − c)k Pn (x)y k tn
3 F2 (−n, c, 1 − c; 1, 1; y)Pn (x)t =
n=0 n=0 k=0
(k!)3 (n − k)!
∞
X (−1) (n + k)!(c)k (1 − c)k Pn+k (x)y k tn+k
k
=
(k!)3 n!
n,k=0
∞ ∞
X X (n + k)!Pn+k (x)tn (−1)k (c)k (1 − c)k (yt)k
=
k!n! (k!)2
k=0 n=0
∞
X
3 F2 (−n, c, 1 − c; 1, 1; y)Pn (x)tn
n=0
∞
X p−k−1 Pk ( x−t k
p )(−1) (c)k (1 − c)k (yt)
k
=
(k!)2
k=0
∞ yt k
X (c)k (1 − c)k Pk ( x−t
p )(− p )
= p−1
(k!)2
k=0
c, 1 − c; " #
r
2y(x−t)t 2 2 c, 1 − c; √
1+ yt + yp2t
−1
=p p − 1+
2 F1 p2 2 F1 1− yt 1
p2 +2yt(x−t)+y 2 t2
p −p
2 2
1
c, 1 − c; √ c, 1 − c; √
p+yt− 1−2xt(1−y)+(1−y)2 t2 1−2xt(1−y)+t2 (1−y)2
= p−1 2 F1 2 F1 p−yt−
.
2p 2
1; 1;
1
Problem 9. With ρ = (1 − 2xt + t2 ) 2 , show that
n
n 1 − xt X
ρ Pn = (−1)k Cn,k tk Pk (x).
ρ
k=0
Solution 9. Consider
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 87
∞
X 1 − xt 1
pn Pn yn = [1 − 2 1−xt 2 2 −2
p yp + y p ]
n=0
p
1
= [1 − 2y(1 − xt) + y 2 p2 ]− 2
1
= [1 − 2y + 2xyt + y 2 − 2xy 2 t + y 2 t2 ]− 2
1
= [(1 − y)2 + 2xyt(1 − y) + y 2 t2 ]− 2
−yt −yt 1
= (1 − y)−1 [1 − 2x( 1−y ) + ( 1−y )2 ]− 2
∞
X (−1)k Pk (x)y k tk
=
(1 − y)k+1
k=0
∞
X (−1)k Pk (x)(n + k)!tk y n+k
=
n!k!
n,k=0
∞ n
X X (−1) Pk (x)n!tk y n
k
=
n=0 k=0
k!(n − k)!
X∞ X n
= (−1)k Cn,k Pk (x)tk y n .
n=0 k=0
It follows that
n
1 − xt X
pn Pn = (−1)k Cn,k tk Pk (x)
p
k=0
as desired.
Problem 10. With the aid of the result in Example 7 pg. 31, show that
Z 1 −n, n + 1, β;
(1 + x)α−1 (1 − x)β−1 Pn (x)dx = 2α+β−1 B(α, β)3 F2 1 .
−1 1, α + β;
Investigate the three special cases α = 1, β = 1, α + β = n + 1.
Solution 10. We know that
1−v
Pn (x) = 2 F1 −n, n + 1; 1; .
2
Then
1 1 n
(−n)k (n + 1)k (1 − x)k
Z Z X
(1+x)α−1 (1−x)β−1 Pn (x)dx = (1+x)α−1 (1−x)β−1 dx.
−1 −1 2k (k!)2
k=0
1
2α+β+k−1 Γ(α)Γ(β + k)
Z
(1 + x)α−1 (1 − x)β+k−1 dx = 2α+β+k−1 B(α, β + k) = .
−1 Γ(α + β + k)
Hence
88 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
1 n
(−n)k (n + 1)k 2α+β+k−1 Γ(α)Γ(β + k)
Z X
(1 + x)α−1 (1 − x)β−1 Pn (x)dx =
−1 2k (k!)2 P (α + β + k)
k=0
α+β−1 n
2 Γ(α)Γ(β) X (−n)k (n + 1)k (β)k
= .
Γ(α + β) (k!)2 (α + β)k
k=0
Therefore
Z 1 −n, n + 1, β;
(A) (1+x)α−1 (1−x)β−1 Pn (x)dx = 2α+β−1 B(α, β)3 F2 1 .
−1 1, α + β;
Let use choose α = 1 in (A). We get
Z 1 β −n, n + 1, β;
2 Γ(1)Γ(β)
(1 − x)β−1 Pn (x)dx = F 1 .
−1 Γ(β + 1)
1, 1 + β;
We now turn to Theorem 30 with a = 1, b = 1 − β. To see that
−n, 1 + n, β;
(1 − β)n
3 F2
1 = .
(1 + β)n
1 + β, 1;
Thus we get
1
2β (1 − β)n 2β (1 − β)n
Z
(1) (1 − x)β−1 Pn (x)dx = − .
−1 β (1 + β)n (β)n+1
Next choose β = 1 in equation (A). We thus get
Z 1 −n, n + 1, 1;
Γ(α)Γ(1)
(1 + x)α−1 Pn (x)dx = 2α F 1
−1 Γ(α + 1)
1, α +1;
α −n, n + 1;
2
= 2 F1
1
α
α + 1;
2α Γ(α + 1)Γ(α)
=
α Γ(α + 1 + n)Γ(α − n)
2α (−1)n (1 − α)n
=
α(1 + α)n
(−1)n 2α (1 − α)n
= .
(α)n+1
Finally, we choose α + β = n + 1 in (A) and obtain
1 −n, n + 1, n + 1 − α;
+ 1 − α)
Z
α−1 n−α n Γ(α)Γ(n
(1+x) (1−x) Pn (x)dx = 2 F 1 .
−1 Γ(n + 1)
1, n + 1;
Hence
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 89
1 −n, n + 1 − α;
2n Γ(α)Γ(1 − α)(1 − α)n
Z
(1 + x)α−1 (1 − x)n−α Pn (x)dx = 2 F1
1
−1 n!
1;
2n Γ(α)Γ(1 − α)(1 − α)n (−1)n (1 + 1 − α − 1)n
= ,
n! (1)n
in which we used Ex.5, page 119. Therefore we have
1
(−1)n 2n π(1 − α)n (1 − α)n
Z
(1 + x)α−1 (1 − x)n−α Pn (x)dx = .
−1 sin(πα)(n!)2
Problem 11. Obtain from equation (5), page 168, the result
r ! n
n 1+x −n
X
(1 + x) Pn
2 =2 2 Cn,k Pk (x)
2
k=0
and use it to evaluate the integral
r !
Z 1
n 1+x
(1 + x) Pn 2 Pm (x)dx.
−1 2
r ! n
Z 1 Z 1
n 1+x n
X
B= (1 + x) Pn 2 Pm (x)dx = 2− 2 Cn,k Pk (x)Pm (x)dx.
−1 2 −1
k=0
−n + 2k, n − 2k + 1;
Z 1
1−x
A= x n 2 F1 dx
0 2
1;
and we apply Theorem 37 with α = n + 1, β = 1, t = 1, p = 2, q = 1, a1 =
1
−n + 2k, a2 = n − 2k + 1, b1 = 1, c = , k = 0s = 1. The result is
2
−n + 2k, n − 2k + 1, 1;
Z 1
1
xn P n − 2k(x)dx = B(n + 1, 1)F .
0 2
1, n + 2;
By Example 3, page 39
a, 1 − a;
1 21−c Γ(c)Γ( 12 )
2 F1 = c−a+1 ,
2 Γ( c+a
2 )Γ( 2 )
c;
which we use with a = −n + 2k, 1 − a = 1 + n − 2k, c = n + 2. Then
1
Γ(n + 1)Γ(1) 2−n−1 Γ(n + 2)Γ( 12 )
Z
xn Pn−2k (x)dx =
0 Γ(n + 2) Γ( 2k+22 )Γ(
2n−2k+3
2 )
3
n! Γ( 2 )
= n
2 k!Γ(n − k + 32 )
n!
= n 3 .
2 k!( 2 )n−k
Recall that we found in Theorem 65 that
n
[2]
n! X
n (2n + 4s + 1)Pn−2s (x)
x = n .
2 s=0 s!( 32 )n−s
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 91
Z 1 Z 1
n 1
x Pn−2k (x)dx = xn Pn−2k (x)dx
0 2 −1
[2] n R1 .
n! X (2n − 4s + 1) −1
Pn−2k (x)Pn−2s (x)dx
= .
2n+1 s=0
s!( 32 )n−s
Only the term with s = k remains. We get
1
n! 2n − 4k + 1
Z
2 n!
xn Pn−2k (x)dx = = n 3 .
0 2n+1 k!( 32 )n−k 2n − 4k + 1 2 k!( 2 )n−k
Thus a check on the earlier result.
A simple change from n to (n + 2k) yields
Z 1
(n + 2k)!
xn+2k Pn (x)dx = .
0 2n+2k k!( 32 )n+k
Problem 13. Use the formula (5), page 104, to obtain the result
n
t
xn (1 − x)n dx
Z
t 1
2 )n+1
= Q n ,
0 (1 − x 2 t
where Qn (t) is the function given in (4), page 182.
Solution 13. Consider
1 Z t
xn (t − x)n
Z
B1 = 2 n+1
dx = xn (t − x)n 1 F0 (n + 1; −; x2 )dx.
0 (1 − x ) 0
We may use Theorem 37 with α = n + 1, β = n + 1, p = 1, q = 0, a1 = n + 1, c =
1, k = 2, s = 0 to get
n+1 n+2
n + 1, , ;
2 2
B1 = B(n + 1, n + 1)t2n+1 F
t2
,
2n + 2 2n + 3
, ;
2 2
or
n+1 n+2
t
, ;
xn (t − x)n 2 2
Z
Γ(n + 1)Γ(n + 1) 2n+1
dx = t F t2
0 (1 − x2 )n+1 Γ(2n + 2) 3
n+ ;
2
(n!)2 t2n+1 2n ( 1t )n+1 ( 32 )n
1
= Qn ,
(2n + 1)! n! t
in terms of the !n (t) of page 182. We thus obtain, since n!22n ( 32 )n = (2n + 1)!,
t n
xn (t − x)n
Z
t 1
dx = Qn .
0 (1 − x2 )n+1 2 t
92 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
−n, −n;
2n ( 12 )n (x − 1) n
2
Pn (x) = F .
n! 1−x
−2n;
Solution 14. We know that
n
(−1)k (n + k)!( 1−x k
X
1−x 2 )
Pn (x) = 2 F1 −n, n + 1; 1; = 2
.
2 (k!) (n − k)!
k=0
Reversing the order of the terms, we get
n
X (−1)n−k (2n − k)!( 1−x )n−k 2
Pn (x) =
k![(n − k)!]2
k=0
n
n X 2 k
(2n)!(−n)k (−n)k ( 1−x )
x−1
=
2 (−2n)k k!(n!)2
k=0
−n, −n;
2n ( 21 )n (x − 1)n 2
= 2 F1 .
n! 1−x
−2n;
Problem 15. Show that
−n, −n;
2n ( 21 )n (x + 1) n
2
Pn (x) = F .
n! 1+x
−2n;
Solution 15. Since Pn (x) = (−1)n Pn (−x), it follows from the result in Exercise 14
that
−n, −n;
2n ( 21 )n (x + 1)n 2
Pn (x) = 2 F1 .
n! 1+x
−2n;
Problem 16. Show that for |t| sufficiently small
∞
3
X
(2n + 1)Pn (x)tn = (1 − t2 )(1 − 2xt + t2 )− 2 .
n=0
∞
1 3
X
(2n + 1)Pn (x)t2n = (1 − 2xt2 + t4 )− 2 + t(2xt − 2t3 )(1 − 2xt2 + t4 )− 2 .
n=0
Now replace t by t2 :
∞
X 1 3
(2n + 1)Pn (x)tn = (1 − 2xt + t2 )− 2 + t(2x − 2t)(1 − 2xt + t2 )− 2
n=0
3
= (1 − 2xt + t2 )− 2 (1 − 2xt + t2 + 2xt − 2t2 )
3
= (1 − t2 )(1 − 2xt + t2 )− 2 ,
as desired.
1
Problem 17. Use Theorem 48, page 137, with c = 1, x replaced by (1 − x) and
2
( 21 )n
γn = to arrive at
n!
n
X (−1)k (2k + 1)Pk (x)
(1 − x)n = 2n (n!)2 .
(n − k)!(n + k + 1)!
k=0
1
; ∞
2 X
−1
(1 − t) 1 F0
−4vt = Pn (1 − 2v)tn .
(1 − t)2 n=0
−;
( 12 )n
We may now use Theorem 48 with γn = and c = 1. This yields
n!
n
22n n!( 12 )n n! X (−1)k (2k + 1)Pk (1 − 2v)
vn = ,
22n ( 12 )n k=0 (n − k)!(n + k + 1)!
or
n
n n 2
X (−1)k (2k + 1)Pk (x)
(1 − x) = 2 (n!) ,
(n − k)!(n + k + 1)!
k=0
as desired.
94 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
d d
v Pn (1 − 2v) − nPn (1 − 2v) = −nPn−1 (1 − 2v) − v Pn−1 (1 − 2v)
dv dv
n−1
X d
=− [Pk (1 − 2v) + 2v Pk (1 − 2v)]
dv
k=0
n−1
X
= (−1)n−k (2k + 1)Pk (1 − 2v).
k=0
dy dy
Since x = 1 − 2v, we know that v = −(1 − x) .
dv dx
Hence the above relations become
n−1
X
(1 − x)Pn0 (x) + nPn (x) = [Pk (x) − 2(1 − x)Pk0 (x)],
k=0
n−1
X
(1 − x)Pn0 (x) + nPn (x) = (−1)n−k+1 (2k + 1)Pk (x).
k=0
Problem 19. Use Rodrigues’ formula, page 162, and successive integrations by
parts to derive the orthogonality property for Pn (x) and to show that
Z 1
2
Pn2 (x)dx = .
−1 2n + 1
1
Solution 19. We know Pn (x) = n D n (x2 − 1)n .
2 n!
Then
Z 1 Z 1
1
Pn (x)Pm (x)dx = n [D n (x2 − 1)n ]Pm (x)dx
−1 2 n! −1
Z 1
1 n−1 2 1 1
= n {D (x − 1)n }Pm (x) −1 − n [D n−1 (x2 − 1)n ][DPm (x)]dx
2 n! 2 n! −1
= ...
(−1)n 1 0 2
Z
= n [D (x − 1)n ][D n Pm (x)]dx.
2 n! −1
If n > m, D n Pm (x) ≡ 0. Also the original integral is symmetric in n and m.
Hence
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 95
Z 1
Pn (x)Pm (x)dx = 0, m 6= n.
−1
1 1
(−1)n
Z Z
Pn2 (x)dx = (x2 − 1)n [D n Pn (x)]dx.
−1 2n n! −1
2n ( 21 )n xn
1
Now Pn (x) = + πn−1 , so D n Pn (x) = 2n .
n! 2 n
Therefore
1
( 21 )n 1
( 12 )n 1
Z Z Z
Pn2 (x)dx = (1 − x2 )n dx = (1 − x)n (1 + x)n dx.
−1 n! −1 n! −1
1
( 12 )n n+1+n+1−1 22n+1 ( 21 )n Γ(n + 1)Γ(n + 1)
Z
Pn2 (x)dx = 2 B(n + 1, n + 1) = .
−1 n! n!Γ(2n + 2)
Hence
1
22n+1 ( 21 )n n!
Z
Pn2 (x)dx =
−1 (2n + 1)!
22n+1 ( 21 )n n!
= 2n 3
2 n!( 2 )n
2 · 21
=
n + 12
2
= .
2n + 1
n 1
Problem 20. Show that the polynomial yn (x) = (n!)−1 (1 − x2 ) 2 Pn ((1 − x2 )− 2 )
has the generating relation
X∞
t 1 2 2
e 0 F1 −; t; x t = yn (x)tn
4 n=0
and that Theorem 45, page 133, is applicable to this yn (x). Translate the result
into a property of Pn (x), obtaining equation (7), page 159.
n
(1 − x2 ) 2
1
yn (x) = Pn √ .
n! 1 − x2
We find that
96 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
√
∞ ∞ P
n √ 1 (t 1 − x2 )n
1−x2
X X
yn (x)tn =
n=0 n=0
n!
−;
1
t2 (1 − x2 ) −1
= et 0 F1 1 − x2
4
1;
−;
t 2 x2
= et 0 F1 .
4
1;
Problem 21. Let the polynomials wn (x) be defined by
∞
X
ext ψ[t2 (x2 − 1)] = wn (x)tn ,
n=0
with
∞
X
ψ(u) = γn un .
n=0
Show that
∞ ∞ k
t2 (x2 − 1)
X X
(c)n wn (x)tn = (1 − xt)−c (c)2kγk
n=0
(1 − xt)2
k=0
and thus obtain a result parallel to that in Theorem 46, page 134. Apply your
new theorem to Legendre polynomials to derive equation (2), page 164.
Solution 21. (Solution by Leon Hall) Multiplication of series gives
∞ ∞
! ∞ !
X
n
X xn t n X
2 n 2n
wn (x)t = γn (x − 1) t
n=0 n=0
n! n=0
∞ X n
X (2k + 1 + tx)
= γn−k x2k (x2 − 1)n−k t2n ,
n=0
(2k + 1)!
k=0
and so
n
X γn−k (x2 − 1)n−k x2k
w2n (x) =
(2k)!
k=0
and
n
X γn−k (x2 − 1)n−k x2k+1
w2n+1 (x) = .
(2k + 1)!
k=0
An index shift gives
n
X γk (x2 − 1)k x2n−2k
w2n (x) =
(2n − 2k)!
k=0
and
∞
X γk (x2 − 1)k x2n−2k+1
w2n+1 (x) = .
(2n − 2k + 1)!
k=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 97
Thus
∞ ∞ X
n ∞ X
n
X X (c)2n γk (x2 − 1)k X (c)2n+1 γk (x2 − 1)k
(c)n wn (x)tn = x2n−2k t2n + x2n−2k+1 t2n+1 .
n=0 n=0 k=0
(2n − 2k)! n=0 k=0
(2n − 2k + 1)!
Noting that (c)2n+2k = (c + 2k)2n (c)2k and (c)2n+2k+1 = (c + 2k)2n+1 (c)2k we have
∞ ∞
"∞ ∞
#
X X X (c + 2k)2n (xt)2n X (c + 2k)2n+1 (xt)2n+1
n 2 k 2k
(c)n wn (x)t = (c)2k γk (x −1) t +
n=0 n=0
(2n)! n=0
(2n + 1)!
k=0
1
(do a Taylor series around 0 for ) Now we have
(1 − xt)c+2k
∞ ∞ 2 2 k
X
n −c
X t (x − 1)
(c)n wn (x)t = (1 − xt) (c)2k γk ,
n=0
(1 − xt)2
k=0
which is similar to the result of Theorem 46, pg. 134. For the second part, note
that the formula (4) on pg.165 is
∞
Pn (x)tn
X
xt 1 2 2
= e 0 F1 −; 1, t (x − 1) ,
n=0
n! 4
(c)2n c c 1
Note that 2n = + and that
2 2 n 2 2 n
∞
X (α1 )n (α2 )n z n
2 F1 (α1 , α2 ; 1; z) = 1 + .
n=1
n! n!
98 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
c c 1 t2 (x2 − 1)
Thus, with α1 = , α2 = + , and z = we have
2 2 2 (1 − xt)2
∞
(c)n Pn (x)tn t2 (x2 − 1)
X c c 1
= (1 − xt)−c 2 F1 , + ; 1;
n=0
n! 2 2 2 (1 − xt)2
Solution 1. From
∞ ∞ ∞
! !
X X Hn (1)(xt)n X (x2 + 1)n t2n
=
n=0 n=0
n! n=0
n!
n
[2]
∞ X
X Hn−2k (1)(x)n−2k (x2 + 1)k tn
= .
n=0 k=0
k!(n − 2k)!
It follows that
n
[2]
X n!Hn−2k (1)xn−2k (x2 + 1)k
Hn (x) = .
k!(n − 2k)!
k=0
n
Z ∞ [2] Z ∞
X n! 2
2 n
exp(−x )x Hn−2k (x)dx = n s!(n − 2k)!
e−x Hn−2k (x)Hn−2s (x)dx.
−∞ s=0 −∞
The integrals involved on the right are zero except for s = k. Hence
Z ∞ Z ∞
n! 2
exp(−x2 )xn Hn−2k (x)dx n
e−x Hn−2k
2
=
(x)dx
−∞ 2 k!(n − 2k)! ∞√
n!2n−2k (n − 2k)! π
= n
√2 k!(n − 2k)!
n! π
= 2k .
2 k!
√
For k = 0 the right member becomes n! π.
Problem 3. Use the integral evaluation in equation (4), page 192, to obtain the
result
∞
(−1)k+s 22k+2s ( 12 )k ( 32 )s
Z
exp(−x2 )H2k (x)H2n+1 (x)dx = .
0 2s + 1 − 2k
Solution 3. We know that
Z ∞
2
e−x Hn (x)Hm (x)dx = 0, m 6= n.
−∞
If m and n are both odd or both even, the integrand above is an even function of
x and we obtain
Z ∞
2
2 e−x Hn (x)Hm (x)dx = 0
0
for m ≡ n mod 2.
Now consider
Z ∞
2
e−x H2n (x)H2s+1 (x)dx.
0
By equation (4), page 331, we get
Z ∞ h i∞
2 2
2(2n − 2s − 1) e−x H2n (x)H2s+1 (x)dx 0
= e−x H2n (x)H2s+1 (x) − 202n (x)H2s+1 (x)
0 0
0 0
= −H2n (0)H2s+1 (0) + H2n (0)H2s+1 (0)
0
= −H2n (0)H2s+1 (0).
0
Using the values of H2n (0) and H2s+1 (0) from page 323, we get
∞
−(−1)n 22n ( 21 )n (−1)s 22s+1 ( 32 )s
Z
2
e−x H2n (x)H2s+1 (x)dx =
0 2(2n − 2s − 1)
(−1)n+s 22n+2s ( 12 )n ( 23 )s
= .
2s + 1 − 2n
100SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Problem 4. By evaluating the integral on the right, using equation (2), page 187,
ans term-by-term integration, show that
Z ∞
2
(A) Pn (x) = √ exp(−t2 )tn Hn (xt)dt,
n! π 0
which is Curzon’s integral for Pn (x), equation (4), page 191.
Solution 4. Consider the integral
n
∞ ∞ [2]
(−1)k (2xt)n−2k dt
Z Z
2 2 2 2 X
√ e−t tn Hn (xt)dt =√ e−t tn
n! π 0 π 0 k!(n − 2k)!
k=0
[n
2] Z ∞
X (−1)k (2k)n−2k 1 1
= √ e−β β n−k− 2 dβ
k!(n − 2k)! π 0
k=0
[n
2]
X (−1)k (2x)n−2k Γ(n − k + 1 )
2
=
k=0
k!(n − 2k)! Γ( 12 )
[n
2]
X (−1)k ( 1 )n−k (2x)n−2k
2
= .
k!(n − 2k)!
k=0
Hence
Z ∞
2 2
√ e−t tn Hn (xt)dt = Pn (x).
n! π 0
Problem 5. Let vn (x) denote the right member of equation (A) of Exercise 4.
Prove (A) by showing that
∞
1
X
vn (x)y n = (1 − 2xy + y 2 )− 2 .
n=0
Z ∞
2 2
Solution 5. Put vn (x) = √ e−t tn Hn (xt)dt.
n! π 0
Then
∞ Z ∞ ∞ n n
X 2 2 X t Hn (xt)t
vn (x)y n
=√ e−t dt
n=0
π 0 n=0
n!
Z ∞
2 2 2 2
=√ e−t e2(xt)yt−y t dt
π Z0
∞
2 2 2
=√ e−t [1−2xy+y ] dt.
π 0
p
Use t 1 − 2xy + y 2 = β to get
∞ Z ∞ ∞
X 2 2 1
X
vn (x)y n = √ p e−β dβ = (1 − 2xy + y 2 )− 2 = Pn (x)y n .
n=0 π 1 − 2xy + y 2 0 n=0
n
∞ [2] 2 ∞
n!ex
Z x Z
n+1 x2 −t2 n+1 2
X
2 e e t Pn dt = 2
e−t (x2 −t2 )k (2x)n−2k (2tdt).
x t (k!) (n − 2k)! x
k=0
Put t − x2 = β. Then
n
∞ [2] Z ∞
n!(2x)n−2k
Z x
n+1 x2 −t2 n+1
X
2 e e t Pn dt = e−β (−1)k β k dβ
x t (k!)2 (n − 2k)! 0
k=0
[n
2]
X n!(−1)k (2x)n−2k k!
=
(k!)2 (n − 2k)!
k=0
[n
2]
X n!(−1)k (2x)n−2k
=
k!(n − 2k)!
k=0
Hence
Z ∞ x
n+1 x2 2
2 e e−t tn+1 Pn dt = Hn (x).
x t
Problem 7. Use the Rodrigues formula
d
exp(−x2 )Hn (x) = (−1)n Dn exp(−x2 ); D =
dx
an iteration integration by parts to show that
Z ∞
0 √ ; m 6= n
exp(−x2 )Hn (x)Hm (x)dx =
−∞ 2n n! π ;m = n
102SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
2 2
Solution 7. We know Hn (x) = (−1)n ex D n e−x .
Then
Z ∞ Z ∞
2 2
e−x Hn (x)Hm (x)dx = (−1)n [D n e−x ]Hm (x)dx
−∞ ∞
hn o i∞ Z ∞
2 2
= (−1)n D n−1 e−x Hm (x) + (−1)n+1 [D n−1 e−x ][DHm (x)]dx
∞ −∞
= ... Z ∞
2
= (−1)2n e−x [D n Hm (x)]dx.
−∞
Hence
Z ∞
2
e−x Hn (x)Hm (x)dx = 0, m 6= n
−∞
and, since Hn (x) = 2n xn + πn−2 (x) (where πn−2 (x) denotes a polynomial of
degree (n − 2)),
Z ∞ Z ∞
−x2 2 2
e Hn (x)dx = e−x [D n Hn (x)]dx
−∞ −∞ Z
∞
2
n
= 2 n! e−x dx
√−∞
= 2n n! π.
−1
H2n (x) = (−1)n 22n n!Ln 2 (x2 ),
1
H2n+1 (x) = (−1)n 22n+1 n!xLn2 (x2 ).
n
[2]
X (−1)k n!(2x)n−2k
Solution 1. From Hn (x) = we get
k!(n − 2k)!
k=0
n
X (−1)k (2n)!(2x)2n−2k
H2n (x) =
k!(2n − 2k)!
k=0
n
X (−1)n−k (2n)!(2x)2k
=
(2k)!(n − k)!
k=0
n
X (−1)n (2n)!(−n)k x2k
=
k=0
k!( 12 )k n!
1 1 2
= (−1)n 22k F
1 1 −n; ; x
2 n 2
1 n! (− 1
)
= (−1)n 22n Ln 2 (x2 ).
2 n ( 12 )n
Hence
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 103
(− 12 )
H2n (x) = (−1)n 22n n!Ln (x2 ).
n
X (−1)k (2n + 1)!(2x)2n+1−2k
H2n+1 (x) =
k!(2n + 1 − 2k)!
k=0
n n−k
X (−1) (2n + 1)!(2x)2k+1
=
(n − k)!(2k + 1)!
k=0
n
X (−1)n (−n)k 22n n!( 23 )n 22k+1 x2k+1
=
k=0
n!22k k!( 32 )k
3
= (−1)n 22n ( 32 )n (2x)1 F1 −n; ; x2
2
n 2n ( 12 ) 2
= (−1) 2 n!(2x)Ln (x ).
Hence
(1)
H2n+1 (x) = (−1)n 22n+1 n!xLn 2 (x2 ).
Problem 2. Use Theorem 65, page 181, and the method of Section 118 above to
derive the result
1 1
− (n − k), − (n − k − 1);
n 2 2 (−1)k (1 + α)n (2k + 1)Pk (x)
X 1
Pn(α) (x)
= 2 F3
2k (n − k)!( 3 ) (1 + α) .
3 4 2 k k
k=0 1 1
+ k, (1 + α + k), (2 + α + k);
2 2 2
[n]
(2x)n 2
X (2n − 4k + 1)Pn−2k (x)
= .
n!
k=0
k!( 32 )n−k
Then
104SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞ ∞ X
n
X X (−1)s (1 + α)n xs tn
Ln(α) (x)tn =
n=0 n=0 s=0
s!(n − s)!(1 + α)s
∞
X (−1)s (1 + α)n+s xs tn+s
=
n,s=0
s!n!(1 + α)s
s
∞ X [2]
X (−1)s (1 + α)n+s (2s − 4k + 1)Ps−2k (x)tn+s
=
n,s=0 k=0
2s n!(1 + α)s k!( 23 )s−k
∞
X (−1)s (1 + α)n+s+2k (2s + 1)Ps (x)tn+s+2k
=
n,k,s=0
2s+2k k!n!(1 + α)s+2k ( 23 )s+k
∞ k n+k+2s
change letters X (−1) (1 + α)n+k+2s (2k + 1)Pk (x)t
= 3
n,k,s=0
2k+2s s!n!(1 + α)k+2s ( 2 )k+s
n
∞ X [2]
X (−1)k (1 + α)n+k (2k + 1)Pk (x)tn+k
=
n,k=0 s=0
s!(n − 2s)!(1 + α)k+2s ( 32 )k+s 2k+2s
n
[2]
∞ X
X (−n)2s 2−2s (−1)k (1 + α)n+k (2k + 1)Pk (x)tn+k
=
n,k=0 s=0
s!(1 + α + k)2s ( 23 + k)s (1 + α)k ( 32 )k 2k n!
n n−1
− ,− ;
∞ 2 2 k n+k
1 (−1) (1 + α)n+k (2k + 1)Pk (x)t
X
= 2 F3
3 .
n,k=0 3 4 2k (1 + α)k ( 2 )k n!
1+α+k 2+α+k
+ k, , ;
2 2 2
We thus get
n−k n−k−1
− ,− ;
∞ ∞ X
n 2 2 (−1)k (1 + α)n (2k + 1)Pk (x)tn
X X 1
Ln(α) (x)tn =
F
2 3
.
n=0 n=0 k=0 3 4 2k (1 + α)k ( 32 )k (n − k)!
1+α+k 2+α+k
+ k, , ;
2 2 2
Hence
n−k n−k−1
− ,− ;
n 2 2 k
(−1) (1 + α)n (2k + 1)Pk (x) .
1
X
Ln(α) (x)
= 2 F3
k 3
k=0 3 1+α+k 2+α+k 2 (1 + α)k ( 2 )k (n − k)!
4
+ k, , ;
2 2 2
Problem 3. Use formula (4), page 194, and the method of Section 118 to derive
the result
1 1
− (n − k), − (n − k − 1);
n 2 2 (−1)k (1 + α)n Hk (x)
X 1
L(α)
n (x) = 2 F2 k!(n − k)!2k (1 + α)k .
1 4
k=0 1
(1 + α + k), (2 + α + k);
2 2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 105
Solution 3. From
[n]
(2x)n X2
Hn−2s (x)
=
n! s=0
s!(n − 2s)!
we obtain
∞ ∞ X
n
X X (−1)k (1 + α)n xk tn
Ln(α) (x)tn =
n=0 n=0 k=0
k!(n − k)!(1 + α)k
∞
X (−1)k (1 + α)n+k xk tn+k
=
k!n!(1 + α)k
n,k=0
k
∞ X [2]
X (−1)k (1 + α)n+k Hk−2s (x)tn+k
=
n!(1 + α)k 2k s!(k − 2s)!
n,k=0 s=0
∞
X (−1)k+2s (1 + α)n+k+2s Hk (x)tn+k+2s
=
n!(1 + α)k+2s 2k+2s s!k!
n,k,s=0
n
∞ [2]
X X (−1)k (1 + α)n+k Hk (x)tn+k
= .
s=0
s!(n − 2s)!(1 + α)k+2s 2k+2s k!
n,k=0
Thus we obtain
n
∞ [2]
∞ X
X X (−n)2s 2−2s (−1)k (1 + α)n+k Hk (x)tn+k
Ln(α) (x)tn =
n=0
s!(1 + α + k)2s n!(1 + α)k 2k k!
n,k=0 s=0
n n−1
− ,− ;
∞ 2 2 k n+k
1 (−1) (1 + α)n+k Hk (x)t
X
= F
2 2
k
4 k!n!2 (1 + α)k
n,k=0 1+α+k 2+α+k
, ;
2 2
n−k n−k−1
− , − ;
∞ X n 2 2 k n
1 (−1) (1 + α)n Hk (x)t .
X
= 2 F2
k
n=0 k=0 1+α+k 2+α+k 4 2 k!(n − k)!(1 + α)k
, ;
2 2
Problem 4. Use the results in Section 56, page 102, to show that
t
(−1)n H2n+1 ( 2t )
Z
Ln [x(t − x)]dx = .
0 22n ( 32 )n
Solution 4. We use Theorem 37 to evaluate
Z t Z t
Ln [x(t − x)]dx = 1 F1 (−n; 1; x(t − x))dx.
0 0
In Theorem 37 we use α = 1, β = 1, p = 1, q = 1, a1 = −n, b1 = 1, k = 1, s =
1, c = 1 to get
106SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
−n, 1, 1;
Z t t2
Ln [x(t − x)]dx = B(1, 1)t3 F3
4
0 2 3
1, , ;
2 2
3 t2
= t1 F1 −n; ;
2 4
n! ( 12 ) 1 2
= 3 Ln t .
( 2 )n 4
By Exercise 1 above we have
(−1)n H2n+1 ( 12 t)
(1) 1 2
Ln 2 t = .
4 22n tn!
Hence
t
(−1)n
Z
1
Ln [x(t − x)]dx = H2n+1 t .
0 22n ( 32 )n 2
Problem 5. Use the results in Section 56, page 102, to show that
t
p
H2n ( x(t − x))dx
Z
n 2n 1 1 2
p = (−1) π2 Ln t .
0 x(t − x) 2 n 4
Solution 5. Since
1 1 2
H2n (x) = (−1)n 22n F
1 1 −n; ; x ,
2 n 2
by Exercise 1, we may write
Z t Z t
n 2n 1 − 21 − 21 1
p p
H2n ( x(t − x)) x(t − x)dx = (−1) 2 ( )n x (t−x) 1 F1 −n; ; x(t − x) dx.
0 2 0 2
1 1
We then apply Theorem 37 with α = , β = , p = 1, q = 1, a1 = −n, b1 =
2 2
1
, c = 1, k = 1, s = 1, to get
2
1 1
−n, , ;
t
p 2 2
H2n ( x(t − x))
Z
n 2n 1 1 1 0 t2
p dx = (−1) 2 ( 2 )n B , t 3 F3
0 x(t − x) 2 2 1 1 2 4
, , ;
2 2 2
−n;
n 2n 1
Γ( 12 )Γ( 12 ) t2
= (−1) 2 ( 2 )n 1 F1
Γ(1)
4
1;
1
= (−1)n 22n ( 12 )n πLn t2 .
4
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 107
n (α) (2c−α−2)
(1 + α)n X (1 + α − c)k Lk (−x)Ln−k (x)
(1) Ln(α) (x) = .
(c)n (1 + α)k
k=0
1 1 1 1
In (1) choose c = 1 + α + m. Then 2c − α − 2 = m and 1 + α − c = α − m.
2 2 2 2
Hence
n (α) (m
(1 + α)n 2 )k Lk (−x)Ln−k (x)
( α−m
X
Ln(α) (x) = .
(1 + 12 α + 21 m)n k=0 (1 + α)k
Problem 8. Use integration by parts and equation (2), page 202, to show that
Z ∞
(α)
e−y Ln(α) (y)dy = e−x [Ln(α) (x) − Ln−1 (x)].
x
h n oi∞ Z ∞ h i
(α) (α)
An = e −y
Ln (y) − Ln+1 (y)
(α)
+ e−y Ln(α) (y) − Ln+1 (y) dy.
x x
108SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
h i
(α)
An = e−x Ln+1 (x) − Ln(α) (x) + An − An+1 .
Hence
h i
(α)
An+1 = e−x Ln+1 (x) − Ln(α) (x) ,
so that, by a shift of index, we get
Z ∞ h i
(α)
An = e−y Ln(α) (y)dy = e−x Ln(α) (x) − Ln−1 (x) .
x
t
Γ(1 + α)Γ(β) (1 + α)n tα+β (α+β)
Z
xα (t − x)β−1 Ln(α) (x)dx = L (t).
0 Γ(1 + α + β) (1 + α + β)n n
Solution 9. Let us use Theorem 37 to evaluate
Z t Z t
(1 + α)n
α
x (t − x) β−1
Ln(α) (x)dx = xα (t − x)β−1 1 F1 (−n; 1 + α; x)dx.
0 n! 0
α+1
Z t
(1 + α)n −n, ;
xα (t − x)β−1 Ln(α) (x)dx = B(α + 1, β)tα+β 2 F2
1
n! t
0
1 + α, α + β + 1;
(1 + α)n Γ(1 + |alpha)Γ(β) α+β
= t 1 F1 (−n; α + β + 1; t)
n! Γ(α + β + 1)
Γ(1 + α + n) Γ(1 + α)Γ(β)tα+β n! (α+β)
= Ln (t)
n!Γ(1 + α) Γ(1 + α + β) (1 + α + β)n
(1 + α)n (Γ(1 + α)Γ(β) α+β (α+β)
= t Ln (t).
(1 + α + β)n Γ(1 + α + β)
Problem 10. Show that the Laplace transform of Ln (t) is
Z ∞ n
−st 1 1
e Ln (t)dt = 1− .
0 s 2
Solution 10.
∞ ∞ n
(−1)k n!tk dt
Z Z X
e−st Ln (t)dt = e−st
0 0 (k!)2 (n − k)!
k=0
n
X (−1)k n!
=
k!(n − k)!sk+1
k=0
n
1 1
= 1− .
s s
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 109
Problem 11. Show by the convolution theorem for Laplace transforms, or other-
wise, that
Z t
Ln (t − x)Lm (x)dx = Lm+n (x)dx = Lm+n (t) − Lm+n+1 (t).
0
n
1 1
Solution 11. We know that L 1− = Ln (t). (where L denotes
−1
s s
Laplace transform and Ln denotes the Laguerre polynomial).
Then by the convolution theorem,
Z t n m
1 1 1 1
L Ln (t − x)Lm (x)dx = 1− 1−
0 s" s s s
n+m #
1 1 1
= 1− .
s s s
Hence
( " n+m #)
Z t
1 1 1
Ln (t − x)Lm (x)dx = L −1 1− .
0 s s s
But
( n+m )
1 1
L −1
1− = Ln+m (t).
s s
Hence
Z t Z t
Ln (t − x)Lm (x)dx = Ln+m (β)dβ.
0 0
But, by (2), page 350,
∞ Z ∞ ∞
−x(1 + t)
X Z
α −x
x e [L(α) 2
n (x)] dxt
2n −2−2α
= (1 − t) x exp α
dx
n=0 0 0 1−t
= (1 − t2 )−1−α Γ(1 + α)
∞
X Γ(1 + α + n)t2n
= .
n=0
n!
110SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Z ∞ ∞ X
∞ Z ∞
X (α) (α) 2xt
α −x
x e Lk (x)Ln−k (x)tn dx = (1−t) −2−2α α
x exp −x − dt,
0 n=0 k=0 0 1−t
or
∞ Z ∞ ∞
−x(1 + t)
X h i2 Z
xα e−x Ln(α) (x) dxt2n = (1 − t)−2−2α xα exp dx.
n=0 0 0 1−t
1+t
In the last integral put x = β and thus obtain
1−t
∞ α+1 Z ∞ α+1
−x(1 + t) 1−t 1−t
Z
α α −β
x exp dx = β e dβ = Γ(1 + α) .
0 1−t 1+t 0 1+t
Therefore we have
∞ Z
X ∞ h i2
xα e−x Ln(α) (x) dxt2n = (1 − t)−1−α (1 + t)−1−α Γ(1 + α)
n=0 0
= Γ(1 + α)(1 − t2 )−1−α
∞
X (1 + α)n Γ(1 + α)t2n
=
n=0
n!
∞
X Γ(1 + α + n)t2n
= .
n=0
n!
Hence
Z ∞ i2
h Γ(1 + α + n)
xα e−x Ln(α) (x) dx = .
0 n!
d
gn (m, x) = D m φn+m (x); D ≡ .
dx
We know there exists an A, ψ, and H such that
∞
X
(1) A(t)ψ(xH(t)) = φn (x)tn
n=0
X∞
= φn+m (x)tn+m .
n=−m
Now the φn (x) form a simple set. Hence D m φk (x) = 0 for k < m. Therefore,
using the operator D m on (1) we obtain
∞
X
A(t)[H(t)]m ψ (m) (xH(t)) = D m φn+m (x)tn+m .
n=0
Since H(0) = 0, we may write
m ∞
H(t) X
(2) A(t) ψ (m)
(xH(t)) = D m φn+m (x)tn ,
t n=0
from which it follows at once (Theorem 72) that D m φn+m (x) are polynomials
of Sheffer A-type zero an that they belong to the same operator as do the φn (x),
because the H(t) in (1) and (2) are the same function.
Problem 2. Prove Theorem B: If φn (x) is of Sheffer A-type zero,
"m #−1
Y
ψn (x) = φn (x) (1 + ρi )n
i=1
is of Sheffer A-type m.
Solution 2. We are given that φn (x) is of Sheffer A-type zero and wish to consider
φn (x)
φn (x) = m .
Y
(1 + ρi )n
i=1
Let φn (x) belong to the operator J(D). By Theorem 74, there exists µk , vk such
that
n−1
X
(µk + xvk )D k+1 φn (x) = nφn (x).
k=0
Hence there exists operator
∞
X
B = B(x, D) = (µk + xvk )D k+1 = B1 (D) + xB2 (D)
k=0
such that
Then
Since ψn (x) belongs to one operator whose coefficients have maximum degree m,
ψn (x) is of Sheffer A-type m and ψn (x) belongs to the operator
m
Y
J1 (x, D) = J(D) [ρi + B(x, D)].
i=1
Two operators arise here. Above implies commutativity of the operators [ρi +
B(x, D)] and it implies that J1 is a proper operator, that is transforms every poly-
nomial into one of degree one lower than the original.
Let us now prove the desired commutativity property. Let
∞
X ∞
X
εi = ρi + µk D k+1 + x vk D k+1 .
k=0 k=0
We shall show that ε1 ε2 = ε2 ε1 . Since
D m+1 [ρ+µk D k+1 +xvk D k+1 ] = ρD m+1 +µk D m+k+2 +xvk D m+k+2 +(m+1)vk B m+k+1 ,
we obtain
∞ ∞ ∞ ∞
" #" #
X X X X
ε1 ε2 = ρ1 + µm D m+1 + x vm D m+1 ρ2 + µk D k+1 + x vk D k+1
m=0 m=0 k=0 k=0
∞ ∞ ∞ ∞ ∞
"
X X X X X
= ρ1 ρ2 + ρ1 µk D k+1
+ ρ1 x vk D k+1
+ ρ2 µm D m+1
+ xρ2 vm D m+1
+ (µm + xvm )D m
k=0 k=0 m=0 m=0 m=0
n−1
X
(2) J(x, D)gn (x) = A(k, n)ψn−1−k (x),
k=0
and the right member of (2) is of degree exactly (n − 1).
Problem 3. Show that
Hn (x)
n!
is of Sheffer A-type zero, obtain the associated functions J(t), H(t), A(t), and draw
what conclusions you can from Theorems 73-76.
Solution 3. (Solution by Leon Hall) From the defining relation for the Hermite
polynomials (p.187) we have
∞
X Hn (x)tn
= exp(2xt − t2 )
n=0
n!
= exp(−t2 ) exp(2xt).
Thus by Theorem 72, φn (x) is a Sheffer A-type zero with A(t) = exp(−t2 ) and
t
H(t) = 2t. Because J(x) is the inverse of H(t) we get J(t) = .
2
Hn (x)
The operator J may be found directly as follows. Denote by φn (x). Then
n!
we need (see p.189 for the first few Hermite polynomials):
T0 (x)Dφ1 (x) = φ0 (x)
T0 (x)D(2x) = 1.
So,
1
T0 (x) = .
2
Continuing,
T1 (x)D2 φ2 (x) = φ1 (x) − T0 (x)Dφ2 (x)
1
4T1 (x) = 2x − 4x = 0.
2
So, T1 (x) = 0. In general we need
n−1
X
n+1
Tn (x)D φn+1 (x) = φn (x) − T0 (x)Dφn+1 (x) − Tk (x)Dk+1 φn+1 (x).
k=1
Because we have T1 (x) = 0, this makes T2 (x) = 0, which means T3 (x) = 0, and so
on. Therefore, from Theorem 70,
∞
X 1
J(x, D) = Tk (x)Dk+1 = D.
2
k=0
From the formulas for A(t) and H(t) it is easily seen that, in Theorem 73,
0 ; k 6= 1
ak =
−2 ; k = 1
and
0 ; k = 1, 2, . . .
k =
2 ; k = 0.
This makes equation (11) from Theorem 73, for n ≥ 2,
1
(xD − D2 )φn (x) = nφn (x)
2
or
φ00n (x) − 2xφ0n (x) + 2nφn (x) = 0,
which is Hermite’s differential equation. Hermite’s differential equation is also a
1
result of Theorem 74 using µk = 0 except µ1 = − and v0 = 1, vk = 0; k ≥ 1.
2
Equation (17) in Theorem 75, using the αk and k values we found before, becomes
2xφn−1 (x) − 2φn−2 (x) = nφn (x)
and this can be written as
Hn−1 (x) 2Hn−2 (x) Hn (x)
2x − =
(n − 1)! (n − 2)! (n − 1)!
or
1
[2xHn−1 (x) − 2(n − 1)Hn−2 (x) = Hn (x)] ,
(n − 1)!
where the equation in brackets is the pure recurrence relation for Hermite polyno-
mials.
(α)
Problem 4. Show that Ln (x) is of Sheffer A-type zero, and proceed as in Exer-
cise 3.
Solution 4. (Solution by Leon Hall) A generating function for the Laguerre poly-
nomials (see (4), p.202) is
X ∞
1 −xt
exp = Ln(α) (x)tn ,
(1 − t)1+α 1−t n=0
(α)
so Theorem 72 says Ln (x) is of Sheffer A-type zero with
A(t) = (1 − t)−1−α
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 115
and
−t
H(t) =
.
1−t
An easy inverse calculation for H(t) yields
∞
−t X
J(t) = =− tn+1 .
1−t n=0
From
∞
A0 (t) 1+α X
= = αk tk
A(t) 1−t
k=0
we have αk = 1 + α for all k, and from
∞
X
H 0 (t) = − (k + 1)tk
k=0
or
xD2 L(α) (α) (α)
n (x) + (1 + α − x)DLn (x) + nLn (x) = 0,
−t
In Theorem 74, with u = J(t) = , we get
1−t
uA0 (u)
= −(1 + α)t
A(u)
and
uH 0 (u) = t − t2 ,
making µ0 = −(1 + α), v0 = 1, v1 = −1, and the rest of the µk and vk zero.
Then, using these values in equation (14) of Theorem 74 we again get Laguerre’s
differential equation.
Problem 5. Show that the Newtonian polynomials
(−1)n (−x)n
Nn (x) =
n!
are of Sheffer A-type zero, and proceed as in Exercise 3.
Solution 5. (Solution by Leon Hall) A standard Taylor series expansion about
t = 0 shows that
∞ ∞
X X (−1)n (−x)n n
Nn (x)tn = t = (1 + t)x = ex log(1+t) ,
n=0 n=0
n!
A(t) constant means all the αk = 0 in Theorems 73 and 75 and that all the µk = 0
in Theorem 74. Because
∞
1 X
H 0 (t) = = (−1)k tk ,
1+t
k=0
k
we have k = (−1) in Theorems 73 and 75 and, for u = J(t),
∞
X (−1)k k+1
uH 0 (u) = 1 − e−t = t
(k + 1)!
k=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 117
(−1)k
we get vk = in Theorem 74. Note that also if ∆Nn (x) ≡ Nn (x+1)−Nn (x),
(k + 1)!
then
(−1)n (−1)n
∆Nn (x) = (−(x + 1))n − (−x)n
n! n−1 n!
(−1) x+1 x+1−n
= (−x)n−1 −
(n − 1)! n n
= Nn−1 (x).
Theorem 73 now gives
n−1
X
(−1)k xJ k+1 (D)Nn (x) = nNn (x)
k=0
or using Theorem 75
n−1
X
x (−1)k Nn−1−k (x) = nNn (x).
k=0
σ = D(θ + α)
the polynomials φn (x) are of σ-type zero.
Solution 6. Consider
(α)
Ln (x)
φn (x) = .
(1 + α)n
(α)
Since Ln (x) is of Sheffer A-type zero (Exercise 4), it follows by Exercise 2
that φn (x) is of Sheffer A-type one.
118SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Now
∞ (α)
X Ln (x)tn
= et 0 F1 (−; 1 + α; −xt),
n=0
(1 + α) − n
so that, by Theorem 79, φn (x) is of σ-type zero with
Ln (x)
φn (x) = ,
(n!)2
and thus show that φn (x) is of Sheffer A-type 2.
Ln (x)
Solution 7. Consdier φn (x) = . Since Ln (x) is of Sheffer A-type zero (by
(n!)2
Exercise 4), we may use Exercise 2 to conclude that φn (x) is of Sheffer A-type 2.
We now wish to find the operator to which φn (x) belongs.
Let
∞
X
J(x, D) = Tk (x)D k+1 .
k=0
We first proceed by brute strength methods. We know that
L0 (x) = 1,
L1 (x) = 1 − x,
1
L2 (x) = 1 − 2x + x2 ,
2
3 1
L3 (x) = 1 − 3x + x2 − x3 ,
2 6
2 1
L4 (x) = 1 − 4x + 3x2 − x3 + x4 ,
3 24
then J(x, D)φn (x) = φn−1 (x) requires that
1−x 1
T0 (x)D = ; T0 (x)(−1) = 1, T0 (x) = −1.
(1!)2 (0!)2
Then also
1 1
[T0 (x)D + T1 (x)D 2 ] L2 (x) = L1 (x),
(2!)2 (1!)2
or
2 1 2
[D + T1 (x)D ] 1 − 2x + x = 4(1 − x)
2
−(−2 + x) + T1 (x)(1) = 4 − 4x; T1 (x) = 2 − 3x.
Next we have
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 119
3 1 1
[−D + (2 − 3x)D 2 + T2 (x)D 3 ] 1 − 3x + x2 − x3 = 9 1 − 2x + x2 .
2 6 2
or
1
− −3 + 3x − x2 + (2 − 3x)(3 − x) + T2 (x)(−1) = 9 − 18x + 9x2 ,
2
or
1 9
3 − 3x + x2 + 6 − 11x + 3x2 − T2 (x) = 9 − 18x + x2 ,
2 2
x3
T4 (x) = x2 + (1 + 9 + 6 − 16) = x2 ; T4 (x) = x2 .
6
Let us consider the effect of the operator
Let φn (x) belong to the operator J(x, D) in the Sheffer sense. Let ψn (x) belong
to the same operator J(x, D). Then, by Theorem 71, there exist constants bk such
that
n
X
(2) ψn (x) = bk φn−k (x).
k=0
It follows from (1) and (2) that
∞
X ∞ X
X n
n
φn (x)t = bk φn−k (x)tn
n=0 n=0 k=0
∞
! ∞ !
X X
n n
= bn t φn (x)t
n=0 n=0
= B(t)y(x, t).
Note that the bk ’s can be computed identically.
Problem 9. Obtain a theorem analogous to that of Exercise 8 but with Sheffer
A-type replaced by σ-type.
Solution 9. Follow the proof in Exercise 8 except for two substitutions:
(1): Replace J(x, D) by J(x, σ);
(2): Replace Theorem 71 by Theorem 78.
Problem 10. Show that if Pn (x) is the Legendre polynomial,
1
(1 + x2 ) 2 n
x
φn (x) = Pn √
n! 1 + x2
is a simple set of polynomials of Sheffer A-type zero.
Solution 10. Consider
n
(1 + x2 ) 2
x
φn (x) = Pn √ .
n! 1 + x2
We know that
∞
Pn (u)v n v 2 (u2 − 1)
X
uv
= e 0 F1 −; 1; .
n=0
n! 4
Therefore
n
∞ ∞ P
n √x (1 + x2 ) 2 tn
X
n
X 1+x
φn (x)t =
n=0 n=0
n!
−;
√
x2
t 1+x2 √ x
1+x2
t2 (1 + x2 ) 1+x2 −1
=e 0 F1
4
1;
−;
xt −t2
= e 0 F1 .
4
1;
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 121
t2
Hence φn (x) is of Sheffer A-type zero with H(t) = t, A(t) = 0 F1 −; 1; − .
4
Problem 11. Let Pn (x) be the Legendre polynomial. Choose σ = Dθ and show
that the polynomials
(x−)n
x+1
φn (x) = Pn
(n!)2 x−1
are of σ-type zero for that σ.
Solution 11. Consider
(x − 1)n
x+1
φn (x) = Pn ,
(n!)2 x−1
where Pn (x) is the Legendre polynomial.
We know that
∞
Pn (u)v n
v(u − 1) v(u + 1) X
(1) 0 F1 −; 1; 0 F1 −; 1; = .
2 2 n=0
(n!)2
x+1 u−1 1 u+1 x
In (1) put v = t(x − 1), u = . Then = , = , and
x1 2 x−1 2 x−1
(1) yields
∞
X
(2) 0 F1 (−; 1; t)0 F1 (−; 1; xt) = φn (x)tn .
n=0
Using Theorem 79 we may conclude from (2) that φn (x) is of σ-type zero with
σ = D(θ + 1 − 1) = Dθ and
H(t) = t,
n
X
gn (x) = A(k, n)ψn−k (x), A(0, n) 6= 0,
k=0
merely because the ψn (x) form a simple set. Then, because of (1),
n−1
X
(2) J(x, D)gn (x) = A(k, n)ψn−1−k (x),
k=0
and the right member of (2) is of degree exactly (n − 1).
Zn (t) = 2 F2 (−n, n + 1; 1, 1; t)
has the recurrence relation
∞ ∞
X (−1)k (n − 1 + k)!xk+1 X (−1)k−1 (n − 2 + k)!xk
tZn−1 (t) = =
(k!)3 (n − 1 − k)! [(k − 1)!]3 (n − k)!
k=0 k=1
or
∞
X −k 3
tZn−1 (t) = γ(k, n)
(n + k)(n + k − 1)
k=0
∞ ∞
X (−1)k (n − 2 + k)!xk+1 X (−1)k−1 (n − 3 + k)!xk
tZn−2 (t) = =
(k!)3 (n − 2 − k)! [(k − 1)!]3 (n − 1 − k)!
k=0 k=1
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 123
∞
X −k 3 (n − k)
tZn−2 (t) = γ(k, n).
(n + k)(n + k − 1)(n + k − 2)
k=0
Use
2(2n − 1)
k=n: 2n(2n − 1)(2n − 2) − Bn3 (2n − 2) = 0 : B=
n2
2(2n − 1)
coef f k 4 : −B + D = 0 : D=
n2
k = 2 − n : −D(2 − n)3 (2n − 2) + E(2n − 2)(2n − 3)(2n − 4) = 0
(n − 2)2
D(n − 2)3 + 2E(n − 2)(2n − 3) = 0 E=− D
2(2n − 3)
(2n − 1)(n − 2)2
=−
n2 (2n − 3)
k = 1 − n : −B(1 − n)3 (−1) + C(2n − 1)(2n − 2)(−1) − D(1 − n)3 (2n − 1) + E(2n − 1)(2n − 2)(2n − 3) = 0,
or
−B(n − 1)3 − 2C(n − 1)(2n − 1) + D(n − 1)3 (2n − 1) + E · 2(n − 1)(2n − 1)(2n − 3) = 0
Thus we have
3n2 − 6n + 2
C= .
n2
124SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
k =n−1: (2n − 1)(2n − 2)(2n − 3) + A(1)(2n − 2)(2n − 3) − B(n − 1)3 (2n − 3) − D(n − 1)3 (1) = 0
or
2(2n − 1)(2n − 3) + 2A(2n − 3) − B(n − 1)2 (2n − 3) − D(n − 1)2 = 0,
or
2(2n − 1)(n − 1)2 (2n − 3) 2(2n − 1)(n − 1)2
2A(2n − 3) = −2(2n − 1)(2n − 3) + + .
n2 n2
Hence we get
n2 (2n − 3)A = −n2 (2n − 1)(2n − 3) + (2n − 1)(n − 1)2 (2n − 3) + (2n − 1)(n − 1)2
= (2n − 1)[(2n − 3)(−n2 + n2 − 2n + 1) + (n − 1)2 ]
= (2n − 1)[−4n2 + 8n − 3 + n2 − 2n + 1]
= −(2n − 1)(3n2 − 6n + 2).
We now have
∞
X
fn (x) = (k, n),
k=0
∞ ∞
X (−1)k (n − 1 + k)!(a)k (4x)k X n−k
fn−1 (x) = = (k, n),
k!(2k)!(n − 1 − k)! n+k
k=0 k=0
∞
X (n − k)(n − k − 1)
fn−2 (x) = (k, n),
(n + k)(n + k − 1)
k=0
∞
X (n − k)(n − k − 1)(n − k − 2)
fn−3 (x) = (k, n).
(n + k)(n + k − 1)(n + k − 2)
k=0
Furthermore,
∞
X (−1)k (n − 1 + k)!(a)k (4x)k+1
(4x)fn−1 (x) =
k!(2k)!(n − 1 − k)!
k=0
∞ k−1
X (−1) (n − 2 + k)!(a)k−1 (4x)k
=
(k − 1)!(2k − 2)!(n − k)!
k=1
∞
X −k · 2k(2k − 1)
= (k, n),
(n + k)(n + k − 1)(a + k − 1)
k=0
and
∞ ∞
X (−1)k (n − 2 + k)!(a)k (4x)k+1 X (−1)k−1 (n − 3 + k)!(a)n−1 (4x)k
(4x)fn−2 (x) = =
k!(2k)!(n − 2 − k)! (k − 1)!(2k − 2)!(n − 1 − k)!
k=0 k=1
or
∞
X −k(2k)(2k − 1)(n − k)
(4x)fn−2 (x) = (k, n).
(n + k)(n + k − 1)(n + k − 2)(a + k − 1)
k=0
We therefore seek an identity of the form
(2) (n+k)(n+k−1)(n+k−2)(a+k−1)+A(n−k)(n+k−1)(n+k−2)(a+k−1)
k=0: n(n − 1)(n − 2)(a − 1) + An(n − 1)(n − 2)(a − 1) + Cn(n − 1)(n − 2)(a − 1)
+En(n − 1)(n − 2)(a − 1) = 0
and
coeff k 4 : 1 − a − 4B + C + 4D − E = 0
k=0: 1 + A + C + E = 0.
Hence
2 + 2C − 4B + 4D = 0.
Therefore we have
C = −1 + 2B − 2D
2E + 2n − 2 2n − 2 − 2a
= −1 + +
n n
from which we get
3n − 4
C= .
n
Finall,
3n − 4 n − 2
A = −1 − C − E = −1 − +
n n
so
3n − 2
A=− .
n
Thus we obtain
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 127
Hn = Hn (ζ, p, v) = 3 F2 (−n, n + 1, ζ; 1, p; v)
satisfies the relation
Hn (ζ, p, v) = 3 F2 (−n, n + 1, ζ; 1, p; v)
n
X (−1)k (n + k)!(ζ)k v k
=
(k!)2 (n − k)!(p)k
k=0
X∞
= (k, n).
k=0
Then
∞ ∞
X (−1)k (ζ)k (n − 1 + k)!v k X n−k
Hn−1 = = (k, n),
(k!)2 (p)k (n − 1 − k)! n+k
k=0 k=0
∞
X (n − k)(n − k − 1)
Hn−2 = (k, n),
(n + k)(n + k − 1)
k=0
∞
X (n − k)(n − k − 1)(n − k − 2)
Hn−3 = (k, n),
((n + k)(n + k − 1)(n + k − 2)
k=0
∞ ∞
X (−1)k (ζ)k (n − 1 + k)!v k+1 X (−1)k−1 (ζ)k−1 (n − 2 + k)!v k
vHn−1 = 2
=
(k!) (p)k (n − 1 − k)! [(k − 1)!]2 (p)k−1 (n − k)!
k=0 k=1
∞
X −k 2 (p + k − 1)
vHn−1 = (k, n),
(n + k)(n + k − 1)(ζ + k − 1)
k=0
and
∞
X −k 2 (p + k − 1)(n − k)
vHn−2 = (k, n).
(n + k)(n + k − 1)(n + k − 2)(ζ + k − 1)
k=0
Then there exists a relation
−B(n − ζ − 1)
k =1−ζ : −B(1 − ζ)2 (p − ζ)(n − ζ − 1) − D(1 − ζ)2 (p − ζ)(n − 1 + ζ); D= .
n+ζ −1
2(2n − 1)(n + ζ − 1)
k=n: (2n)(2n − 1)(2n − 2)(ζ + n − 1) − Bn2 (p + n − 1)(2n − 2) = 0; B=
n(n + p − 1)
−2(2n − 1)(n − ζ − 1)
D=
n(n + p − 1)
(n − 2)(p + 1 − n)
k = 2 − n : −D(2 − n)2 (p + 1 − n)(2n − 2) + E(2n − 2)(2n − 3)(2n − 4)(ζ + 1 − n) = 0; E= D
2(2n − 3)(ζ + 1 − n)
(n − 2)(2n − 1)(p + 1 − n)
=
n(2n − 3)(n + p − 1)
k = 1 − n : −B(1 − n)2 (p − n)(−1) + C(2n − 1)(2n − 2)(−1)(ζ − n) − D(1 − n)2 (p − n)(2n − 1)
+E(2n − 1)(2n − 2)(2n − 3)(p − n) = 0;
we have
B(n−1)(p−n)−2C(2n−1)(ζ−n)−D(n−1)(p−n)(2n−1)+2E(2n−1)(2n−3)(p−n) = 0,
or
coeff k 4 : 1 − A − B + C + D − E = 0.
Then
A=1−B+C +D−E
so
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 129
∞
X
gn−3 (x) = (n − k)(n − k − 1)(n − k − 2)(k, n).
k=0
Also
∞ ∞
X (−1)k xk+1 X (−1)k−1 xk
xgn−1 (x) = =
k!(1 + α) − k(1 + β)k (n − 1 − k)! (k − 1)!(1 + α)k−1 (1 + β)k−1 (n − k)!
k=0 k=1
or
∞
X
xgn−1 (x) = −k(α + k)(β + k)(k, n).
k=0
Then there exists the relation
1+A(n−k)−Bk(α+k)(β+k)+C(n−k)(n−k−1)+D(n−k)(n−k−1)(n−k−2) = 0.
Then use
1
k=n: 1 − Bn(a + n)(β + n) = 0; B= .
n(α + n)(β + n)
−1
coeff k 3 : −B − D = 0; D=
n(α + n)(β + n)
(n − 1)(α + n − 1)(β + n − 1) − n(α + n)(β + n)
k = n − 1 : 1 + A − B(n − 1)(α + n − 1)(β + n − 1) = 0; A =
n(α + n)(β + n)
3n2 − 3n + 1 + (2n − 1)(α + β) + αβ
=−
n(α + n)(β + n)
k=0: 1 + An + Cn(n − 1) + Dn(n − 1(n − 2) = 0
Then
3n − 3 + α + β
C= .
n(α + n)(β + n)
We thus find that
fn (x)
Now gn (x) = . Hence we get
n!
(α + n)(β + n) fn−1 (x) 3n − 3 + α + β fn−3 (x)
fn (x)−[3n2 −3n+1+βn−1)(α+β)+αβ−x] + fn−2 (x)− = 0,
(n − 1)! (n − 1)! (n − 2)! (n − 3)!
or
(−1)k (k!)2 kgk (x)−(−1)k−1 [(k−1)!]2 (2k−1−x)gk−1 (x)+(−1)k−2 [(k−2)!]2 (k−1)gk−2 (x) = 0,
or
∞ ∞
X gk (x) X gk (x)
φn−1 (x) = (n − k) , φn−2 (x) = (n − k(N − k − 1) ,
(n − k)! (n − k)!
k=0 k=0
∞ ∞
X gk (x) X gk (x)
φn−3 (x) = (n − k)(n − k − 1)(n − k − 2) , φn−4 (x) = (n − k)(n − k − 1)(n − k − 2)(n − k − 3) .
(n − k)! (n − k)!
k=0 k=0
132SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
X k 3 (k − 1)gk (x)
Aφn (x) + Bφn−1 (x) + Cφn−2 (x) + Dφn−3 (x) + Eφn−4 (x) = .
(n − k)!
k=0
The above requires that A to E satisfy the identity in k,
A+B(n−k)+C(n−k)(n−k−1)+D(n−k)(n−k−1)(n−k−2)+E(n−k)(n−k−1)(n−k−2)(n−k−3) = k 3 (k−1).
We thus get
k=n: A = n3 (n − 1)
coeff k 4 : E=1
coeff k 3 : −D − E(n + n − 1 + n − 2 + n − 3) = −1
or
D + 4n − 6 = 1; D = −(4n − 7)
k = n − 1 : A + B(1) = (n − 1)3 (n − 2)
B = (n − 1)3 (n − 2) − n3 (n − 1) = (n − 1)[(n − 1)2 (n − 3) − n3 ]
B = −(n − 1)(4n2 − 5n + 2).
k = n − 2 : A + 2B + 2 · 1 · C = (n − 2)3 (n − 3)
2C = (n − 2)3 (n − 3) − N 3 (n − 1) + 2(n − 1)(4n2 − 5n + 2)
= 12n2 − 30n + 20
So C = 2n2 − 15n + 10. We now have
(1) n3 (n − 1)φn (x) − (n − 1)(4n2 − 5n + 2)φn−1 (x) + (5n2 − 15n + 10)φn−2 (x)
∞
X k 3 (k − 1)gk (x)
−(4n − 7)φn−3 (x) + φn−4 (x) = .
(n − k)!
k=0
From
∞
X gk (x)
φn−1 (x) = ,
(n − 1 − k)!
k=0
we get, with our usual convention that gs (x) ≡ 0 for s < 0,
∞
X gk−1 (x)
φn−1 (x) =
(n − k)!
k=0
and in the same way
∞
X (n − k)gk−1 (x)
φn−2 (x) = ,
(n − k)!
k=0
∞
X gk−1 (x)
φn−3 (x) = (n − k)(n − k − 1) , etc
(n − k)!
k=0
We now wish to find F, G, H, so that
∞
X gk−1 (x)
F φn−1 (x) + Gφn−2 (x) + Hφn−3 (x) = (k − 1)(2k − 1) .
(n − k)!
k=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 133
k=n: F = (n − 1)(2n − 1)
coeff k 2 : H = 2
coeff k : −G − H(n + n − 1) = −3
G + 2(2n − 1) = 3
G = −(4n − 5)
Therefore we get
∞
X (k − 1)(2k − 1)gk−1 (x)
(2) (n−1)(2n−1)φn−1 (x)−(4n−5)φn−2 (x)+2φn−3 (x) = .
(n − k)!
k=0
∞
X −(k − 1)gk−1 (x)
From A1 φn−1 (x) + B1 φn−2 (x) = ,
(n − k)!
k=0
we determine A1 and B1 by
A1 + B1 (n − k) ≡ −(k − 1).
Then A1 = −(n − 1), B1 = 1. Hence
∞
X −(k − 1)gk−1 (x)
(3) − (n − 1)φn−1 (x) + φn−2 (x) = .
(n − k)!
k=0
Also
∞ ∞
X gk (x) X gk−2 (x)
(4) φn−2 (x) = = .
(n − 2 − k)! (n − k)!
k=0 k=0
Since
∞
X k 3 (k − 1)gk (x) + (k − 1)(2k − 1 − x)gk−1 (x) + gk−2 (x)
= 0,
(n − k)!
k=0
we may combine (1), (2), (3), (4) to get
in terms of the Legendre polynomial Pk (x). Show that vn (x) satisfies the recur-
rence relation
(3) n3 (n − 1)σn (x) − (n − 1)(4n2 − 5n + 2)σn−1 (x) + (6n2 − 15n + 10)σn−2 (x)
∞
X k 3 (k − 1)
−(4n − 7)σn−3 (x) + σn−4 (x) = gk (x).
(n − k)!
k=0
In the same way we use the work in Exercise 5 to conclude that
∞
X (k − 1)(2k − 1)gk−1 (x)
(4) (n−1)(2n−1)σn−1 (x)−(4n−5)σn−2 (x)+2σn−3 (x) = ,
(n − k)!
k=0
and
∞
X gk−2 (x)
(5) σn−2 (x) = .
(n − k)!
k=0
Since
∞
X k 3 (k − 1)gk (x) + (k − 1)(2k − 1)xgk−1 (x) + gk−2 9x)
= 0,
(n − k)!
k=0
136SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n2 vn (x) − [4n2 − 5n + 2 − (2n − 1)x]vn−1 (x) + [6n2 − 15n + 11 − (4n − 5)x]vn−2 (x)
−(n − 2)(4n − 7 − 2x)vn−3 (x) + (n − 2)(n − 3)vn−4 (x) = 0.
Problem 8. Show that the vn (x) of Exercise 7 satisfies the relations
(1 − x2 )vn00 (x) − 2xvn0 (x) + n(n = 1)vn (x) = 2n2 vn−1 9x) − n(n − 1)vn−2 (x)
and
∞ ∞
X (n − 2k)γ(k, n) X −2kγ(k, n)
xPn−1 (x) = , Pn−2 (x) = ,
2n − 2k − 1 2n − 2k − 1
k=0 k=0
∞
X X∞
xPn0 (x) = (n − 2k)γ(k, n), 0
Pn+1 (x) = (1 + 2n − 2k)γ(k, n),
k=0 k=0
X∞
0
Pn−1 (x) = −2kγ(k, n), etc.
k=0
Use Sister Celine’s method to discover the various differential recurrence rela-
tions and the pure recurrence relation for Pn (x).
(−1)k ( 21 )n−k (2x)n−2k
Solution 9. Let γ(x, n) = .
k!(n − k)!
Then
∞
X
Pn (x) = γ(k, n)
k=0
with our usual conventions. Also
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 137
∞ ∞
X (−1)k ( 1 )n−1−k (2x)n−2k
2
X n − 2k
xPn−1 (x) = = γ(k, n)
k=0
2 · k!(n − 1 − 2k)!
k=0
2(n − k − 12
or
∞
X n − 2k
xPn−1 (x) = γ(k, n).
2n − 2k − 1
k=0
Next
∞
X (−1)k ( 1 )n−2−k (2x)n−2−2k
2
Pn−2 (x) =
k!(n − 2 − 2k)!
k=0
∞
X (−1)k−1 ( 21 )n−1−k (2x)n−2k
= ,
(k − 1)!(n − 2k)!
k=1
so that
∞ ∞
X −k X −2k
Pn−2 (x) = 1 γ(k, n) = γ(k, n).
n − k − 2
2n − 2k − 1
k=0 k=0
Now
∞ ∞
X (−1)k ( 1 )n−k (2x)n−2k X
xPn0 (x) = 2
= (n − 2k)γ(k, n),
k!(n − 1 − 2k)!
k=0 k=0
and
∞ ∞
0
X (−1)k ( 1 )n+1−k · 2(2x)n−2k
2
X
Pn+1 (x) = = (2n − 2k + 1)γ(k, n).
k!(n − 2k)!
k=0 k=0
Finally,
∞
0
X 9 − 1)k ( 1 )n−1−k 2(2x)n−2−2k
2
Pn−1 (x) =
k!(n − 2 − 2k)!
k=0
∞
X (−1)k−1 ( 21 )N −k 2(2x)n−2k
=
(k − 1)!(n − 2k)!
k=1
X∞
= −2kγ(k, n).
k=0
Problem 10. Apply sister Celine’s method to discover relations satisfied by the
Hermite polynomials of Chapter 11.
Solution 10.
Problem 11. Find the various relations of Section 114 on Laguerre polynomials
by using Sister Celine’s technique.
Solution 11.
138SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Problem 12. Consider the pseudo-Laguerre polynomials (Boas and Buck [2;16])
fn (x) defined for nonintegral λ by
n
X (−λ)n−k xk
(−λ)n
fn (x) = 1 F1 (−n; 1 + λ − n; x) = .
n! k!(n − k)!
k=0
Show that the polynomials fn (x) are not orthogonal with respect to any weight
function over any interval because no relation of the form
(−λ)n−k xk
(k, n) = .
k!(n − k)!
Then
∞
X
fn (x) = (k, n)
k=0
∞ ∞
X (−λ)n−1−k xk X n−k
fn−1 (x) = = (k, n)
k!(n − 1 − k)! λ+n−1−k
k=0 k=0
∞
X (n − k)(n − k − 1)
fn−2 (x) = (k, n)
(−λ + n − 1 − k)(−λ + n − 2 − k)
k=0
and
∞ ∞ ∞
X (−λ)n−1−k xk+1 X (−λ)n−k xk X
xfn−1 (x) = = = k(k, n)
k!(n − 1 − k)! (k − 1)!(n − k)!
k=0 k=1 k=0
∞ ∞ ∞
X (−λ)n−2−k xk+1 X (−λ)n−1−k xk X k(n − k)
xfn−2 (x) = = = (k, n).
k!(n − 2 − k)! (k − 1)!(n − 1 − k)! −λ + n − 1 − k
k=0 k=0 k=0
Now consider
∞
X n−k (n − k)(n − k − 1)
Tn ≡ 1 − An − Bn k − Cn (k, n).
−λ + n − 1 − k (−λ + n − 1 − k)(−λ + n − 2 − k)
k=0
If Tn ≡ 0, then the following must be an identity in k with λ independent of n:
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 139
n−k k(n − k)
1 − Dn k − En − Fn = 0,
−λ + n − 1 − k −λ + n − 1 − k
or
1
k=n: −λ − 1 − Dn n(−λ − 1) = 0; Dn = or λ = −1
n
1
coeff k 2 : Dn + Fn = 0; Fn = −
n
−λ + n − 1
k = −λ + n − 1 : (−λ − 1)En + (λ − 1)Fn (−λ + n − 1) = 0; En = .
n
Hence, either λ = −1 or
Hn (x + y) + {H(x) + 2y}n .
Problem 2.
n 1
[H(x) + H(y)]n + 2 2 Hn (2− 2 (x + y)).
Solution 2. Consider
∞ ∞ X
n
X [H(x) + H(y)]n tn X Hk (x)Hn−k (y)tn
+
n=0
n! n=0 k=0
k!(n − k)!
∞
! ∞ !
XHn (x)tn X Hn (y)tn
=
n=0
n! n=0
n!
= exp(23xt − t ) exp(2yt − t2 )
2
2
+ y)t −
= exp[2(x 2t ]
√ √
x+y
= exp 2 √ ( 2t) − ( 2t)2 .
2
It follows that
√
x+y
∞ n n ∞ Hn √ ( 2t)n
X [H(x) + H(y)] t X 2
+ ,
n=0
n! n=0
or
n 1 x+y
{H(x) + H(y)} + 2 2n Hn √ .
2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 141
Problem 3. n
1−x 1+x
Pn (x) + n! L −L
2 2
Solution 3. Consider
∞
Pn (x)tn
X t(x − 1) t(x + 1)
= F
0 1 −; 1; F
0 1 −; 1; .
n=0
(n!)2 2 2
Now
∞
t
X Ln (y)tn
e 0 F1 (−; 1; −yt) = .
n=0
n!
Hence
∞
Pn (x)tn
X
t t(x − 1) −t t(x + 1)
= e 0 F1 −; 1; · e 0 F1 −; 1;
n=0
(n!)2 2 2
∞ ∞
! !
X Ln 1−x X (−1)n Ln 1+x
2 tn 2 tn
=
n=0
n! n=0
n!
∞ X n
(−1) Lk ( 2 )Ln−k 2
1+x 1−x
k
X
= tn .
n=0
k!(n − k)!
k=0
Hence
n
X n!(−1)k L ( 1+x )Ln−k ( 1−x )
2 2
Pn (x) = n! ,
k!(n − k)!
k=)
or
n
1−x 1+x
Pn (x) + n! L −L .
2 2
Problem 4.
1
Hn P (x) + [H(x) − P (x)]n .
2
Solution 4. Consider
n
∞ 1
[2]
∞ X
X Hn 2 P (x) tn X (−1)k Pn−2k (x)tn
+
n=0
n! n=0 k=0
k!(n − 2k)!
∞
! ∞ !
X (−1)n t2n X Pn (x)tn
=
n=0
n! n=0
n!
2 2
2 t (x − 1)
= e−t ext 0 F1 −; 1;
∞
! ∞ 4 !
X Hn (x)tn X (−1)n Pn (x)tn
=
n=0
n! n=0
n!
∞ X n
X (−1)k Pk (x)Hn−k (x)tn
= .
n=0
k!(n − k)!
k=0
It follows that
142SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n
(−1)k n!Pk (x)Hn−k (x)
1 X
Hn P (x) +
2 k!(n − k)!
k=0
n
+ {H(x) − P (x)} .
Problem 5.
[H(x) − 2P (x)]2n+1 + 0,
2n n 2n 1
[H(x) − 2P (x)] + (−1) 2 Ln (x2 − 1).
2 n
Solution 5. Consider
∞
X [1 + (x) − 2P (x)]n tn
ψ =
n=0
n!
∞ X n
X (−2) Pk (x)Hn−k (x)tn
k
+
n=0 k=0
k!(n − k)!
∞
! ∞ !
n X Pn (x)(−2t)n
X Hn (x)t
=
n=0
n! n=0
n!
4t2 (x2 − 1)
2
= exp(2xt − t ) exp(−2xt)0 F1 −; 1;
4
= exp(−t2 )0 F1 (−; 1; t2 (x2 − 1))
∞
X (−1)n Ln (x2 − 1)t2n
= .
n=0
n!
It follows that
[H(x) − 2P (x)]2n+1 + 0
and
(−1)n (2n)!
1
[H(x) − 2P (x)]2n + Ln (x2 − 1) = (−1)n 22n Ln (x2 − 1).
n! 2 n
Problem 6.
[H(x) − P (2x)]2n+1 + 0,
2n n 2n 1 2 1
[H(x) − P (2x)] + (−1) 2 Ln x − .
2 n 4
Solution 6. Consider
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 143
∞ ∞ X
n
X [H(x) − P (2x)]n tn X (−1)k Pk (2x)Hn−k (x)tn
+
n=0
n! n=0 k=0
k!(n − k)!
∞
! ∞ !
nX Pn (2x)(−t)n
X Hn (x)t
=
n=0
n! n=0
n!
t2 (4x2 − 1)
2
= exp(2xt − t ) exp(−2xt)0 F1 −; 1;
4
1
= exp(−t2 )0 F1 −; 1; −(−t2 )(x2 − )
4
∞
X (−1)n Ln (x2 − 41 )t2n
= .
n=0
n!
[H(x) − P (2x)]2n+1 + 0
and
∞
X Hn (xy)tn
= exp(2xyt − t2 )
n=0
n!
= exp(2xt − t2 ) exp[2x(y
! ∞ − 1)t]
∞
!
X Hn (x)tn X [2x(y − 1)]tn
=
n=0
n! n=0
n!
∞ X n
X [2x(y − 1)] Hn−k (x)tn
k
= ,
n=0
k!(n − k)!
k=0
it follows that
1 m Z 1
(−1)s m!
Z X
vm (x)Pk (x)dx = Pk (x)Ps (x)dx
−1 s=0
(s!)2 (m − s)! −1
1
(−1)k m!
Z
= P 2 (x)dx
(k!)2 (m − k)! −1 k
(−1)k 2m!
= .
(k!)2 (m − k)!(2k + 1)
Z 1
Now consider vN (x)vm (x)dx.
−1
Let m ≥ n. Then
1 1 m
(−1)k m!Pk (x)
Z Z X
vn (x)vm (x)dx = vn (x) dx.
−1 −1 (k!)2 (m − k)!
k=0
For k > n the integrals involved in the sum are zero. We may therefore write
1 n 1
(−1)k m!
Z X Z
vn (x)vm (x)dx = vn (x)Pk (x)dx
−1 (k!)2 (m − k)! −1
k=0
n
X (−1)k m! (−1)k 2 · n!
=
(k!)2 (m − k)! (k!)2 (n − k)!(2k + 1)
k=0
n
X(−n)k (−m)k
=
k=0
(k!)4 (k + 21 )
n
X (−n)k (−m)k ( 1 )k
2
=2 4( 3 )
.
k=0
(k!) 2 k
Hence, since m and n are interchangeable,
1
1
−n, −m, ;
2
Z
vn (x)vm (x)dx = 23 F4 1 .
3
−1
1, 1, 1, ;
2
Problem 11. Show that
y−x n
(y + x)n Pn + n! {L(x) − L(y)} .
y+x
Solution 11. Consider
∞
(y + x)n Pn ( y−x t(y + x)[ y−x t(y + x)[ y−x
n
! !
y+x )t y+x − 1] y+x + 1]
X
= 0 F1 −; 1; 0 F1 −; 1;
n=0
(n!)2 2 2
= 0 F1 (−; 1; −xt)0 F1 (−; 1; yt)
−t
= et 0 F1 (−; 1; −xt)e 0 F1 (−; 1; −y(−t))!
∞
! ∞
X Ln (x)t4 X (−1)n Ln (y)tn
=
n=0
n! n=0
n!
∞ X n
X (−1) Lk (y)Ln−k (x)tn
k
= .
n=0
k!(n − k)!
k=0
146SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
φn (x, y) + Hn (xL(y)) .
Show that
∞
X φn (x, y)tn
= exp(2xt − t2 )0 F1 (−; 1; −2xyt).
n=0
n!
Solution 1. Let
(α,β) 1−x
(1 + x)n Pn ( 1+x )
gn (x) = .
(1 + α)n (1 + β)n
Then
∞ ∞ (α,β) 1−x
X X Pn ( 1+x )[t(1 + x)]n
gn (x)tn =
n=0 n=0
(1 + α)n (1 + β)n
h i
1−x
t(1 + x) 1 − x
t(1 + x) 1+x + 1
= 0 F1 −; 1 + α; −1 0 F1
−; 1 + β;
2 1+x 2
= 0 F1 (−; t + α; −xt)0 F1 (−; 1 + β; t).
We now see that with σ = D(θ+α), gn (x) is of σ-type zero with A(t) = 0 F1 (−; 1+
β; t), H(t) = −t, J(t) = −t.
Since σgn (x) = gn−1 (x), it follows that in the Sheffer classification notation
J(x, D)
= D(θ + α)
= D(xD + α)
= (1 + α)D + xD 2 .
Thus T0 (x) = 1 + α, T1 (x) = x, Tk (x) ≡ 0 for k ≥ 2. So gn (x) is of Sheffer
A-type unity.
(α,β)
It might be of interest to see what we get on Pn (x) because of the fact that
gn (x) is of σ-type zero.
Problem 2. Show that
(α,β) (α,β)
2x(α+β+n)DPn(α,β) (x)+[x(α−β)−(α+β+2n)]DPn−1 (x) = (α+β+n)[2nPn(α,β) (x)−(α−β)Pn−1 (x)],
which reduces to equation (2), page 159, for α = β = 0.
d
Solution 2. From equation (3), page 457 and (6) page 450 we get, with D ≡ ,
dx
(α,β) (α,β)
(1) (x−1)(α+β+n)DPn(α,β) (x)+(x−1)(α+n)DPn−1 (x) = n(α+β+n)Pn(α,β) (x)−(α+n)(α+β+n)Pn−1 (x),
(α,beta) (α,β)
(2) (x+1)(α+β+n)DPn(α,β) (x)−(x+1)(β+n)DPn−1 (x) = n(α+β+n)Pn(α,β) (x)+(β+n)(α+β+n)Pn−1 (x).
We add (1) and (2) to get
(α,β) (α,β)
(3) 2x(α+β+n)DPn(α,β) (x)+[x(α−β)−(α+β+2n)]DPn−1 (x) = (α+β+n)[2nPn(α,β) (x)−(α−β)Pn−1 (x)].
In (3) put α = β = 0 to obtain
(α,β) (α,β)
2(α+β+n)DPn(α,β) (x)+[α−β−x(α+β+2n)]DPn−1 (x) = (α+β+n)(α+β+2n)Pn−1 (x),
which reduces to equation (6), page 159, for α = β = 0.
Solution 3. In Exercise 2 substract (1) from (2) to get
(α,β) (α,β)
2(α+β+n)DPn(α,β) (x)+[α−β−x(α+β+2n)]DPn−1 (x) = (α+β+n)(α+β+2n)Pn−1 (x).
In the above put α = β = 0 and divide by 2n to get
(α,β) (α,β)
2n(α+β+n+1)DPn+1 (x)+[(α+β)(n+2)x+n(α−β)]DPn(α,β) (x)+(n+1)[(α−β)x−(α+β+2n)]DPn−1 (x)
(α,β)
= n[2(n+1)(α+β+n)+(α+β+n+1)(α+β+2n+2)]Pn(α,β) (x)−(α−β)(n+1)(α+β+n)Pn−1 (x),
which reduces to equation (5), page 159, for α = β = 0.
Solution 4. From Exercise 3 with a shift of index we g et
(α,β)
2(α+β+n+1)DPn+1 (x)+[(α−β)−x(α+β+2n+2)]DPn(α,β) (x) = (α+β+n+1)(α+β+2n+2)Pn(α,β) (x).
From Exercise 2 we get
(α,β)
2x(n + 1)(α + β + n)DPn(α,β) (x) + (n + 1)[x(α − β) − (α + β + 2n)]DPn−1 (x)
(α,β)
= 2n(n + 1)(α + β + n)Pn(α,β) (x) − (α − β)(n = 1)(α + β + n)Pn−1 (x).
Let us form n times the first equation plus the second equation, we thus get
(α,β)
2n(α + β + n + 1)DPn+1 (x)
+[n(α − β) + x(−nα − nβ − 2n2 − 2n + 2nα + 2nβ + 2n2 + 2α + 2β + 2n)]DPn(α,β) (x)
(α,β)
+(n + 1)[x(α − β) − (α + β + 2n)]DPn−1 (x)
(α,β)
= n[(α+β+n+1)(α+β+2n+2)+2(n+1)(α+β+n)]Pn(α,β) (x)−(α−β)(n+1)(α+β+n)Pn−1 (x),
or
(α,β) (α,β)
2n(α+β+n+1)DPn+1 (x)+[n(α−β)+x(α+β)(n+2)]DPn(α,β) (x)+(n+1)[x(α−β)−(α+β+2n)]DPn−1 (x)
(α,β)
= n[(α+β+n+1)(α+β+2n+2)+2(n+1)(α+β+n)]Pn(α,β) (x)−(α−β)(n+1)(α+β+n)Pn−1 (x),
which is the desired result.
On the above equation put α = β = 0 and divide by 2n(n + 1) to get
0 0
Pn+1 (x) − Pn−1 (x) = (2n + 1)Pn (x),
which is equation 5, page 271.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 149
n (α,0)
(1 + α)n X (−1)n−k (β)n−k (1 + α + β)n+k (1 + α + 2k)Pk (x)
Pn(α,β) (x) = .
(1 + α + β)n (n − k)!(1 + α)n+k+1
k=0
(α,β) (α,β)
Solution 5. We wish to expand Pn (x) in a series involving Pk (x).
Now we have from (2), page 457, with p = 0,
s s (α,0)
(x) (−1)k s!
1−x X (1 + α + 2k)(1 + α)k P k
(1) = (1 + α)s
s (1 + α)s+1+k (1 + α)k (s − k)!
k=0
(α,β) n
(1 + α + β)n Pn (x) X (−1)s (1 + α + β)n+s ( 1−x )ss
(2) = .
(1 + α)n s=0
s!(n − s)!(1 + α)s
∞ (α,β)
X (1 + α + β)n Pn (x)tn
ψ(x, t) =
n=0
(1 + α)n
∞
X (−1)s (1 + α + β)n+2s ( 1−x s n+s
2 ) t
=
n,s=0
s!n!(1 + α)s
∞ X
s (α,0)
X (−1)k s!(1 + α + 2k)(−1)s (1 + α + β)n+2s P (x)tn+s k
=
n,s=0 k=0
(s − k)!(1 + α)s+1+k s!n!
∞ (α,0)
X (−1)s (1 + α + 2k)(1 + α + β)n+2k+2s Pk (x)tn+s+k
=
s!(1 + α)s+1+2k n!
n,k,s=0
∞ X n
X (−1) (1 + α + β)n+2k+s (1 + α + 2k)Pk (x)(α,0) tn+k
s
=
s!(1 + α)2k+1+s (n − s)!
n,k=0 s=0
Then
∞ −n, 1 + α + β + n + 2k; (α,0)
X (1 + α + β)n+2k (1 + α + 2k)Pk (x)tn+k
ψ(x, t) = 2 F1
1
n!(1 + α)2k+1
n,k=0 2 + α + 2k;
∞ (α,0)
X Γ(2 + α + 2k)Γ(1 − β)(1 + α + β)n+2k (1 + α + 2k)Pk (x)tn+k
=
Γ(2 + α + 2k + n)Γ(1 − β − n)n!(1 − α)2k+1
n,k=0
∞ (α,0)
X (1 + α)2k+1 (−1)n (β)n (1 + α + β)n+2k (1 + α + 2k)Pk (x)tn+k
=
(1 + α)n+2k+1 n!(1 + α)2k+1
n,k=0
∞ X n (α,0)
X (−1)n−k (β)n−k (1 + α + β)n+k (1 + α + 2k)Pk (x)tn
= .
n=0 k=0
(n − k)!(1 + α)n+k+1
n (α,0)
(1 + α)n X (−1)n−k (β)n−k (1 + α + β)n+k (1 + α + 2k)Pk (x)
Pn(α,β) (x) = .
(1 + α + β)n (n − k)!(1 + α)n+k+1
k=0
n (α,α)
(1 + α)n X (−1)n−k (β − α)n−k (1 + |alpha + β)n+k (1 + 2α)k (1 + 2α + 2k)Pk (x)
Pn(α,β) (x) = .
(1 + α + β)n (n − k)!(1 + 2α)n+k+1 (1 + α)k
k=0
(α,β)
By using β = α in the orthogonality property of Pn (x) we get
Z 1
(1 − x2)α Pn(α,α) (x)Pm
(α,α)
(x)dx = 0, m 6= n
−1
and from (11), page 454,
1
21+2α Γ(1 + α + n)Γ(1 + α + n)
Z
(1 − x2 )α Pn(α,α) (x)]2 dx = .
−1 n!(1 + 2α + 2n)Γ(1 + 2α + n)
We may now write
Z 1
(α,α)
A(k, n) = (1 − x2 )α Pn(α,β) (x)Pk (x)dx
−1
n 1
(−1)n−s (β − α)n−s (1 + α + β)n+s (1 + 2α)s (1 + 2α + 2s)
Z
(1 + α)n X (α,α)
= (1 − x2 )α Ps(α,α) (x)Pk (x)dx.
(1 + α + β)n s=0
(n − s)!(1 + 2α)n+s+1 (1 + α)s −1
Z 1
(α,0)
(1 − x)α Pn(α,β) (x)Pk (x)dx.
−1
Z 1
(α,0)
Solution 7. We wish to evaluate (1 − x)α Pn(α,β) (x)Pk (x)dx.
−1
We know that
Z 1 = 0; k 6= s
(α,0)
(1−x)α Pk (x)Ps(α,0) (x)dx 21+α Γ(1 + α + k)Γ(1 + k) 21+α
−1 = = ;s = k
k!(1 + α + 2k)Γ(1 + α + k) 1 + α + 2k
1 n
(1 + α)n X (−1)n−s (β)n−s (1 + α + β)n+s (1 + α + 2s) 1
Z Z
α (α,0) (α,0)
(1−x) Pn(α,β) (x)Pk (x)dx = (1−x)α Ps(α,0) (x)Pk (x)dx.
−1 (1 + α + β)n s=0 (n − s)!(1 + α)n+s+1 −1
Z 1
(α,0)
(1 − x)α Pn(α,β) (x)Pk (x)dx = 0, k > n.
−1
If 0 ≤ k ≤ n, each integral in the sum is zero except for the one in which s = k.
Hence
1
(1 + α)n (−1)n−k (β)n−k (1 + α + β)n+k (1 + α + 2k)21+α
Z
(α,0)
(1−x)α Pn(α,β) (x)Pk (x)dx = .
−1 (1 + α + β)n (n − k)!(1 + α)n+k+1 (1 + α + 2k)
v
Problem 8. Use Theorem 84, page 269, with y = x = − to conclude that
1−v
1 1
a, b; a, b; a, b, (a + b), (a + b + 1);
v 2 F1 v = 4 F3 2 2
2 F1 4v(1 − v) .
c; 1 + a + b − c; a + b, c, 1 + a + b − c;
Solution 8. Theorem 84 is
a, b;
a, b;
−y
−x −x −y
2 F1 2 F1 = F4 a, b; c, 1 − c + a + b; , .
1−x 1−y (1 − x)(1 − y) (1 − x)(1 − y)
c; 1 − c + a + b;
−x
Now put x = y = . Then the above becomes
1−x
152SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
a, b; a, b;
2 F1
v 2 F1 v = F4 (a, b; c, 1 − c + a + b; v(1 − v), v(1 − v))
c; 1 − c + a + b;
∞
X (a)n+k (b)n+k v n+k (1 − v)n+k
=
k!n!(c)k (1 − c + a + b)n
n,k=0
∞ n
XX (a)n (b)n v n (1 − v)n
=
n=0 k=0
k!(n − k)!(c)k (1 − c + a + b)n−k
∞ −n, c − a − b − n;
X (a)n (b)n v n (1 − v)n
= 2 F1
1
n!(1 − c + a + b)n
n=0 c;
∞
X Γ(c)Γ(a + b + 2n)(a)n (b)n v n (1 − v)n
=
n=0
Γ(c + n)Γ(a + b + n)n!(1 − c + a + b)n
∞
X (a + b)2n (a)n (b)n v n (1 − v)n
=
(c) (a + b)n n!(1 − c + a + b)n
n=0 n
a+b a+b+1
a, b, , ;
= 4 F3 2 2
4v(1 − v) ,
c, a + b, 1 − c + a + b;
as desired.
Problem 9. Use the result in Exercise 8 above, and Theorem 25, page 67, to show
that
2
a, b; 2a, 2b, a + b;
y y .
2 F1 = 3 F2
1 1
a+b+ ; 2a + 2b, a + b + ;
2 2
Solution 9. In Exercise 8 above replace a by (2a), b by (2b), and then put c =
1 1 1
a + b + to get (since 1 + 2a + 2b − a − b − = a + b + )
2 2 2
2 1
2a, 2b; 2a, 2b, a + b, a + b + ;
2
v
4v(1 − v)
2 F1 = 4 F3
1
1 1
a+b+ ;
2 2a + 2b, a + b + , a + b + ;
2 2
2a, 2b, a + b;
= 3 F2
4v(1 − v) .
1
2a + 2b, a + b + ;
2
By Theorem 25, page 114, we may now write
a, b;
2a, 2b, a + b;
4v(1 − v) = F 4v(1 − v) ,
2 F1
3 2
1 1
a+b+ ; 2a + 2b, a + b + ;
2 2
or
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 153
a, b;
2a, 2b, a + b;
F1
y = F y .
2 3 2
1 1
a+b+ ; 2a + 2b, a + b + ;
2 2
19. Chapter 17 Solutions
ˆˆ
Problem 1. Show that the Gegenbauer polynomial Cnv (x) and the Hermite polyno-
mial Hn (x) are related by
n
[2]
X (−1)k (v)n−k Hn−2k (x)
Cnv (x) = 2 F0 (−k, v + n − k; −; 1) .
k!(n − 2k)!
k=0
Solution 1. From
n
[2]
X (−1)s (v)n−s (2x)n−2s
Cnv (x) =
s=0
s!(n − 2s)!
we get
∞ ∞
X X (−1)s (v)n+s (2x)n tn+2s
Cnv (x)tn = .
n=0 n,s=0
s!n!
We know that
[n]
(2x)n 2
X Hn−2k (x)
= .
n! k!(n − 2k)!
k=0
Then
n
∞ [2]
∞ X
X X (−1)s (v)n+s Hn−2k (x)tn+2s
Cnv (x)tn =
n=0 n,s=0 k=0
s!k!(n − 2k)!
∞
X (−1) (v)n+s+2k Hn (x)tn+2k+2s
s
=
s!k!n!
n,k,s=0
∞ X k
X (−1)s (v)n+2k−s Hn (x)tn+2k
=
s!(k − s)! n!
n,k=0 s=0
∞ X k
X (1 )k+s (v)n+k+s Hn (x)tn+2k
=
s!(k − s)! n!
n,k=0 s=0
∞ −k, v + n + k;
X (−1)k (v)n+k Hn (x)tn+2k
= 2 F0
1
k!n!
n,k=0 −;
n
∞ X[2]
X (−1)k (v)n−k Hn−2k (x)tn
= 2 F0 (−k, v + n − k; −; 1) .
n=0
k!(n − 2k)!
k=0
Hence
154SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n
[2]
X (−1)k (v)n−k Hn−2k (x)
Cnv (x) = 2 F0 (−k, v + n − k; −; 1) .
k!(n − 2k)!
k=0
2 [n] v
Hn (x) X (v + n − 2k)Cn−2k (x)
= (−1)k 1 F1 (−k; 1 + v + n − 2k; 1) .
n! k!(v)n+1−2k
k=0
Solution 2. Consider
∞ ∞
X Hn (x)tn X (−1)s (2x)n tn+2s
= .
n=0
n! n,s=0
s!n!
[n]
(2x)n 2
X (v + n − 2k)Cn−2k (x)
= .
n! v · k!(v)n+1−k
k=0
Hence
n
∞ [2]
∞ X
X Hn (x)tn X (−1)s (v + n − 2k)Cn−2k
v
(x)tn+2s
=
n=0
n! n,s=0 k=0
s!k!(v)n+1−k
∞
X (−1) (v + n)Cnv (x)tn+2k+2s
s
=
s!k!(v)n+1+k
n,k,s=0
∞ X k
X (−1)s (v + n)Cnv (x)tn+2k
=
s!(k − s)!(v)n+1+k−s
n,k=0 s=0
∞ X k
X (−1)k−s (v + n)Cnv (x)tn+2k
=
s!(k − s)!(v)n+1+s
n,k=0 s=0
∞
X (−1)k (v + n)Cnv (x)tn+2k
= 1 F1 (−k; 1 + v + n; 1)
k!(v)n+1
n,k=0
Then
[n]
Hn (x) X2
(1 )k (v + n − 2k)Cn−2k
v
(x)
= 1 F1 (−k; 1 + v + n − 2k; 1) .
n! k!(v)n+1−2k
k=0
Problem 3. Show, using the modified Bessel function of Section 65, that
−v ∞
xt 1 X
e = t Γ(v) (v + n)Iv+n (t)Cnv (x).
2 n=0
( 2t )v+n t2
Iv+n (t) = 0 F1 −; 1 + v + n;
Γ(1 + v + n) 4
∞
X ( 2t )v+n+2k
=
k!Γ(1 + v + n + k)
k=0
Now
[n] v
xn 2
X (v + n − 2k)Cn−2k (x)
= n
.
n! 2 k!(v)n+1−k
k=0
Hence
∞
X xn t n
C xt =
n=0
n!
n
[2]
∞ X v
X (v + n − 2k)Cn−2k (x)tn
=
n=0 k=0
2n k!(v)n+1−k
∞
X (v + n)Cnv (x)tn+2k
=
2n+2k k!(v)n+1+k
n,k=0
∞ ∞
XX ( t )n+2k Γ(v)
= 2
(v + n)Cnv (x)
n=0 k=0
k!Γ(v + n + 1 + k)
−v X ∞
t ( 2t )n+v+2k
= Γ(v) (v + n)Cnv (x).
2 n=0
k!Γ(v + n + 1 + k)
Therefore
−v X∞
xt t
e = |Gamma(v) (v + n)Iv+n (t)Cnv (x).
2 n=0
n
[2]
X (v − 12 )k (v)n−k (1 + 2n − 4k)Pn−2k (x)
Cnv (x) = .
k=0
k!( 23 )n−k
Solution 4. From
n
[2]
X (−1)k (v)n−k (2k)n−2k
Cnv (x) =
k!(n − 2k)!
k=0
and
[n]
(2x)n 2
X (2n − 4x + 1)Pn−2k (x)
=
n!
k=0
k!( 32 )n−k
we obtain
156SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
n
∞ [2]
∞ X
X X (−1)s (v)n−s (2x)n−2s tn
Cnv (x)tn =
n=0 n=0 s=0
s!(n − 2s)!
∞
X (−1) (v)n+s (2x)n tn+2s
s
=
n,s=0
s!n!
n
[2]
∞ X
X (−1)s (v)n+s (2n + 1)Pn (x)tn+2k+2s
=
n,s=0 k=0
s!k!( 32 )n+k
∞
X (−1)s (v)(2n + 1)Pn (x)tn+2k+2s
=
n,k,s=0
s!k!( 32 )n+k
∞ X
k
X (−1)s (v)(2n + 1)Pn (x)tn+2k
=
n,k=0 s=0
s!(k − s)!( 32 )n+k−s
∞ X k
X (−1)k−s (v)n+k+s (2n + 1)Pn (x)tn+2k
=
n,k=0 s=0
s!(k − s)!( 23 )n+s
−k, v + n + k;
∞ k n+2k
1 (−1) (v)n+k (2n + 1)Pn (x)t
X
= 2 F1 .
3 k!( 32 )n
n,k=0 + n;
2
Therefore we get, using Example 5, page 69,
∞ ∞
X X (−1)k ( 23 )n (v − 12 )k (−1)k (v)n+k (2n + 1)Pn (x)tn+2k
Cnv (x)tn =
n=0 n,k=0
( 32 )n+k k!( 32 )n
∞
X (v − 1 )k (v)n+k (2n + 1)Pn (x)tn+2k
2
=
n,k=0
k!( 32 )n+k
n
∞ [2]
X X (v − 1 )k (v)n−k (2n − 4k + 1)Pn−2k (x)tn
2
= .
n=0 k=0
k!( 23 )n−k
Hence
n
[2]
X (v − 12 )k (v)n−k (2n − 4k + 1)Pn−2k (x)
Cnv (x) = .
k=0
k!( 23 )n−k
Then
∞ ∞ n−1 ∞
! !
xt 1 X Bn (x)tn X t X Bn (x)tn
e = (et − 1) = ,
t n=0
n! n=1
n! n=0
n!
from which
∞ ∞
! ∞ !
X xn tn X tn X Bn (x)tn
=
n=0
n! n=0
(n + 1)! n=0
n!
∞ X n n
X Bk (x)t
=
n=0
k!(n + 1 − k)!
k=0
Hence
n
n
X n!Bk (x)
x = .
k!(n + 1 − k)!
k=0
Problem 2. Let Bn (x) and Bn = Bn (0) denote the Bernoulli polynomials and
numbers as t reated in Section 153. Define the differential operator A(c, D) by
∞
B2k D2k
1 X
A(x, D) = x− D− .
2 (2k)!
k=1
Prove that A(x, D)Bn (x) = nBn (x).
Solution 2. From
∞
text X Bn (x)tn
t
=
e − 1 n=0 n!
Bn (x)
we see that is of Sheffer A-type zero. We have, in the Shefer notation,
n!
t
H(t) = t, J(t) = t, A(t) = t .
e −1
We wish to apply Theorem 74, page 391. Now
A0 (t) 1 et 1 1
= − t = −1− t
A(t) t e −1 t e −1
∞
tA0 (t) t X Bn t n
=1−t− t =1−t− .
A(t) e −1 n=0
n!
1
We know that B0 = 1, B1 = − , B2n+1 = 0 for n ≥ 1. Hence
2
∞
tA0 (t) t X B2k t2k
=− − .
A(t) 2 (2k)!
k=1
In the terminology of Theorem 74, since u = J(t) = t,
158SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞ ∞
X t X B2k t2k
µk tk=1 = − − ,
2 (2k)!
k=0 k=1
∞
X
vk tk+1 = tH 0 (t) = t.
k=0
1
Therefore v0 = 1, vk = 0 for k ≥ 1, and µ0 = − , µ2k = 0 for k ≥ 1, µ2k−1 =
2
B2k
− for k ≥ 1.
(2k)!
The identity
∞
X
(µk + vk )D k+1 φn (x) = nφn (x)
k=0
of Theorem 74 becomes
∞
" #
B2k D 2k Bn (x)
1 X nBn (x)
x− D− = .
2 (2k)! n! n!
k=1
Hence, with
∞
B2k D 2k
1 X
A(x, D) = x − D− ,
2 (2k)!
k=1
we may conclude that
1 1
−n, − x, 1 − c − n;
(−1)n ( 21 + 21 x)n 2 2
ψn (c, x, y) = 3 F2
y
.
(c)n 1 1
c, − x − n;
2 2
Show that
∞
ψn (c, x, y)tn
X
1 1 1 1
1 F1 − x; c; yt 1 F1 = x; c; −t = ,
2 2 2 2 n=0
n!
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 159
1 1 1 1
− x, + x; ∞
2 2 2 2 X (c)n ψn (c, x, y)tn
(1−yt) − 12 + 12 x
(t+t)− 12 − 21 x
2 F1
−yt2 =
,
(1 − yt)(1 + t) n=0 n!
c;
1−x
−n, , 1 − c − n;
(−1)n ( 1+x
2 )n
2
ψn (c, x, y) = 3 F2
y
.
(c)n 1−x
c, − n;
2
Then
n
X (−1)n+k n!( 1+x )n ( 1−x )(c)n ( 1+x )n−k y k
2 2 2
ψn (c, x, y) =
k=0
k!(n − k)!(c)n (c)k (c)n−k ( 1+x
2 )n
or
n
X (−1)n+k n!( 1−x )k ( 1+x )n−k y k
2 2
ψn (c, x, y) = .
k!(n − k)!(c)k (c)n−k
k=0
∞ ∞ X
n
X ψn (c, x, y)tn X (−1)n−k ( 1−x )k ( 1+x )n−k y k tn
2 2
=
n=0
n! n=0 k=0
k!(n − k)!(c)k (c)n−k
1−x 1+x
= 1 F1 ; 0; yt 1 F1 ; c; −t ,
2 2
as desired. The use of c = 1, y = 1 in the above generating relation yields
∞
ψn (1, x, 1)tn
1−x 1+x X
1 F1 ; 1; t 1 F1 ; 1; −t = .
2 2 n=0
n!
Brafman had
∞
Fn (x)tn
X
1−x 1+x
1 F1 ; 1; t 1 F1 ; 1; −t = .
2 2 n=0
n!
Hence
ψn (1, x, 1) = Fn (x).
160SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
We thus arrive at
1−x 1+x
∞
, ;
(c)n ψn (c, x, y)tn 2 2
− 1−x 1+x
−yt2
X
−
= (1−yt) 2 (1+t) 2 2 F1 .
n=0
n! (1 − yt)(1 + t)
c;
Now put c = 1, y = 1 in the above. We get
1−x 1+x
∞
, ;
2 2
− 1−x 1+x
−t2
X
ψn (1, x, 1)tn −
= (1 − t) 2 (1 + t) 2 1 F1
1 − t2
n=0
1;
1+x 1+x
, ;
− 1−x − 1+x
2 1+x
= (1 − t) 2 (1 + t) 2 (1 − t ) 2 2 F1
2 2
t2
1;
1+x 1+x
, ;
x
= (1 − t) 2 F1 2 2
t2 .
1;
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 161
1+x 1
In Theorem 23, page 110, put a = , b = to get
2 2
1+x 1
1+x 1+x , ;
, ; 2 2
F
2 2 2 = (1 − t)
−1−x
F
−4t .
(−t) 2 1
(1 − t)2
1;
1;
We may therefore write
1+x 1
∞
, ; ∞
2 2 X
−4t
X
n −1
ψn (1, x, 1)t = (1 − t) 2 F1 = Fn (x)tn ,
(1 − t)2
n=0 n=0
1;
xn
1
ψn (x) = 2 F0 −n, x; −; − .
n! x
Show that
∞
X
(1 − t)−x ext = φn (x)tn ,
n=0
∞
t ∼
X
(1 − xt)−c 2 F0 c, x; −; = (c)n φn (x)tn .
1 − xt n=0
Solution 4. Consider
xn
1
φn (x) = F
2 0 −n, x; −; − .
n! x
THen
n n
X (−1)k n!xn (x)k (−1)k x−k X (x)k xn−k
φn (x) = = .
k!(n − k)!n! k!(n − k)!
k=0 k=0
Hence
∞ ∞ X
n
X X (c)k xn−k tn
φn (x)tn =
n=0
k!(n − k)!
n=0 k=0
∞
! ∞ !
X (x)n tn X xn t n
=
n=0
n! n=0
n!
−x xt
= (1 − t) e .
Next consider
162SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞ ∞ X
n
X X (c)n (x)k xn−k tn
(c)n φn (x)tn =
n=0 n=0 k=0
k!(n − k)!
∞
X (c)n+k (x)k xn tn+k
=
k!n!
n,k=0
∞ X∞
X (c + k)n (xt)n (c)k (x)k tk
=
n! k!
k=0 n=0
∞ k
X (c)k (x)k t
= .
k!(1 − xt)c+k
k=0
Therefore
∞
X t
(c)n φn (x)tn = (1 − xt)−c 2 F0 c, x; −; .
n=0
1 − xt
Problem 5. For Sylvester’s polynomials of Exercise 4 find what properties you can
from the fact that φn (x) is of Sheffer A-type zero.
Solution 5. For the φn (x) of Exercise 4 recall that
∞
X
(1 − t)−x ext = φn (x)tn .
n=0
Now (1 − t)−x = exp[−x log(1 − t)]. Hence
∞
X
φn (x)tn = exp[x{t − log(1 − t)}].
n=0
Therefore φn (x) are of Sheffer A-type zero with A(t) = 1, H(t) = t − log(1 − t).
Problem 6. Show that Bateman’s Zn (x), the Legendre plynomial Pn (x), and the
Laguerre polynomial Ln (x) are related symbolically by
∞
( 1 )k Lk (x)22k tk
−1 1 −4xt X
2
(3) (1 − t) (1 + t)1 F1 ; 1; = ,
2 (1 − t)2 k!(1 + t)2k
k=0
or
∞
( 1 )k 22k Lk (x)tk
−1 1 −4xt X
2
(1 − t) 1 F1 ; 1; = .
2 (1 − t)2 k!(1 + t)1+2k
k=0
Therefore we have
∞ ∞
X X (−1)n 22k ( 21 )k (1 + 2k)n Lk (x)tn+k
Zn (x)tn =
n=0
k!n!
n.k=0
∞
X (−1) (n + 2k)!Lk (x)tn+k
n
=
(k!)2 n!
n,k=0
∞ X n
X (−1)n+k (n + k)!Lk (x) n
= t .
n=0 k=0
(k!)2 (n − k)!
We know from (3), page 285 that
−n.n + 1;
1+x
Pn (x) = (−1)n 2 F1 .
2
1;
Hence
−n.n + 1;
Pn (2y − 1) = (−1)n 2 F1 y
1;
n
X (−1)n+k (n + k)!y k
= .
(k!)2 (n − k)!
k=0
We therefore have, from
n n
X (−1)n+k (n + k)!Lk (x) X (−n)k (n + 1)k Lk (x)
Zn (x) = = (−1)n
(k!)2 (n − k)! k!k!
k=0 k=0
the symbolic result
∞ ∞ X s
n X
X X (−1)k+s (n + s)!Lk (x)tn
fn (x)tn =
n=0 n=0 s=0 k=0
( 12 )s k!(s − k)!(n − s)!
∞ X s
X (−1)k+s (n + 2s)!Lk (x)tn+s
=
n,s=0 k=0
( 12 )s k!(s − k)!n!
∞
X (−1)s (n + 2k + 2s)!Lk (x)tn+k+s
=
n,k,s=0
s!k!n!( 12 )s+k
∞ X n
(−1)s (n + 2k + s)!Lk (x)tn+k
X
=
n,k=0 s=0
s!( 12 )k+s (n − s)!k!
−n, 1 + n + 2k;
∞ n+k
1 (n + 2k)!Lk (x)t
X
= F .
1 k!( 12 )k n!
n,k=0 + k;
2
By Example 5, page 119, we get
−n, 1 + n + 2k;
1
n
1 = (−1) (1 + 1 + 2k − 2 − k)n (−1)n ( 23 + k)n (−1)n ( 23 )n+k ( 12 )k
2 F1 = = .
1 ( 12 + k)n ( 12 + k)n ( 32 )k ( 12 )n+k
+ k;
2
Then
∞ ∞
X X (−1)n ( 23 )n+k ( 12 )k (n + 2k)!Lk (x)tn+k
fn (x)tn =
n=0 n,k=0
( 23 )k ( 12 )n+k k!( 12 )k n!
∞ X n
X (−1)n−k ( 32 )n (n + k)!Lk (x)tn
= .
n=0 k=0
( 23 )k ( 12 )n k!(n − k)!
Therefore, since
( 32 )n (n + 21 )
= = 2n + 1,
( 12 )n ( 12 )
n
X (−n)k (n + 1)k Lk (x)
(1) fn (x) = (−1)n (2n + 1) .
k=0
k!( 23 )k
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 165
Equation (1) will also be of use to us in later work. We now note that
Z ∞ n Z ∞
X (−n)k (n + 1)k
e−x fn (x)dx = (−1)n (2n + 1) e−x Lk (x)dx.
0 k=0
k!( 32 )k 0
Z ∞
The integral in the sum is zero except for k = 0 and e−x L0 (x)dx = 1.
0
Hence
Z ∞
e−x fn (x)dx = (−1)n (2n + 1).
0
−n, n + 1, −m, m + 1;
Z ∞
e−x fn (x)fm (x)dx = (−1)n+m (2n+1)(2m+1)4 F3
1 ,
3 3
0
1, , ;
2 2
n
Z ∞ (−1) (2n + 1)(−n)k (n + 1)k ; 0 ≤ k ≤ n,
−x
e Lk (x)fn (x)dx = k!( 32 )k
0
0 ; k > n,
−n, n + 1, −k, k + 1;
Z ∞
e−x fn (x)Zk (x)dx = (−1)n+k (2n + 1)4 F3
1 .
3
0
1, 1, ;
2
1
Solution 8. Again we use fn (x) = 2 F2 −n, n + 1; 1, ; x as in Exercise 7.
2
Recall that
n
X (−n)k (n + 1)k Lk (x)
(1) fn (x) = (−1)n (2n + 1)
k=0
k!( 32 )k
and, from Exercise 6, that
n
X (−n)k (n + 1)k Lk (x)
(2) Zn (x) = (−1)n .
k!k!
k=0
At once
Z ∞ n X
m Z ∞
X (−n)k (n + 1)k (−m)s (m + 1)s
e−x fn (x)fm (x)dx = (−1)n+m (2n+1)(2m+1) e−x Lk (x)Ls (x)dx.
0 k=0 s=0
k!( 32 )k s!( 32 )s 0
Now, by the orthogonality property of Laguerre polynomials, and the fact that
Z ∞
e−x Ln2 (x)dx = 1, we get
0
166SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Z ∞ min(n,m)
(−n)k (n + 1)k (−m)k (m + 1)k
X
e−x fn (x)fm (x)dx = (−1)n+m (m + 1)(2m + 1)
0 k=0
k!( 32 )k k!( 32 )k
−n, n + 1, −m, m + 1;
Z ∞
e−x Lk (x)fn (x)dx.
0
At once
Z ∞
e−x Lk (x)fn (x)dx = 0; k > n,
0
Z ∞ n Z ∞
X (−n)s (n + 1)s
e−x Lk (x)fn (x)dx = (−1)n (2n + 1) e−x Lk (x)Ls (x)dx
0 s=0
s!( 32 )s 0
n
(−1) (2n + 1)(−n)k (n + 1)k
= .
k!( 32 )k
Z ∞ k
n X Z ∞
X (−n)s (n + 1)s (−k)i (k + 1)i
e−x fN (x)Zk (x)dx = (−1)n+k (2n + 1) e−x Ls (x)Li (x)dx
0 s=0 i=0
s!( 23 )s i!i! 0
min(n,k)
(−n)s (n + 1)s (−k)s (k + 1)s
X
= (−1)n+k (2n + 1)
s=0
s!( 32 )s s!s!
−n, n + 1, −k, k + 1;
Z ∞ −n, n + 1, −k, k + 1;
e−x Zn (x)Zk (x)dx = (−1)n+k 4 F3 1 .
0 1, 1, 1, ;
Z ∞ n X
k Z ∞
X (−n)s (n + 1)s (−k)i (k + 1)i
e −x
Zn (x)Zk (x)dx = (−1) n+k
e−x Ls (x)Li (x)dx
0 s=0 i=0
s!s!i!i! 0
min(n,k)
X(−n)s (n + 1)s (−k)s (k + 1)s
= (−1)n+k
s=0
s!s!s!s!
−n, n + 1, −k, k + 1;
= (−1)n+k 4 F3 1 .
1, 1, 1;
Problem 10. Gottlieb introduced the polynomials
∞
X φn (x; λ)tn
= et 1 F1 (1 + x; 1; −t(1 − e−λ )),
n=0
n!
n
(eµ − 1)n X n!(1 − eλ+µ )k φk (x; λ)
φn (x, λ + µ) = ,
eµn (1 − eλ )n k!(n − k)!(eµ − 1)k
k=0
∞
Γ(s − n)Γ(s + x + 1)
Z
e−st φn (x; −t)dt = ,
0 Γ(s + 1)Γ(s + x − n + 1)
0 2
168SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Solution 11. We shall use Theorem 37, page (??), to evaluate the integrals in
question.
1
Recall that fn (−; −; x) = 2 F2 −n, n + 1; 1, ; x .
2
1 1 1
Then use α = , β = , p = 2, q = 2, a1 = −n, a2 = n + 1, b1 = 1, b2 = , c =
2 2 2
1, k = 1, s = 0 in Theorem 37 to get
1
t
−n, n + 1, ;
2
Z
1 1 1 1
x 2 (t − x)− 2 fn (−; −; x)dx
=B , F t
0 2 2
1
1, , 1;
2
1 1
Γ( 2 )Γ( 2 ) −n, n + 1;
= F
2 2
t
Γ(1)
1, 1;
= πZn (t).
Next, make the same substitution except that s = 1 instead of s = 0. We thus
get
1 1
−n, n + 1, , ;
Z t 2 2
1 1 t2
x− 2 (t − x)− 2 fn (−; −; −x(t − x))dx
= πF
0
4
1 1 2
1, , , ;
2 2 2
−n, n + 1;
t2
= π 2 F2
4
1, 1;
1 2
= πZn t .
4
Finally, consider
−n, n + 1;
1 z .
fn −; ; z = 2 F3
2 1 1
1, , ;
2 2
1 1
In Theorem 37 we now use α = , β = , p = 2, q = 2, a1 = −n, a2 = n + 1, b1 =
2 2
1
1, b2 = 1, b − 3 = , c = 1, k = 1, s = 1, to get
2
Z t
1 1 1
x 2 (t − x) 2 fn −; ; x(t − x) dx
0 2
−n, n + 1;
Γ( 21 )Γ( 12 ) t2
= F
Γ(1)
4
1
1, 1, ;
2
= πLn (t)Ln (−t),
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 169
1 x2
β β
− 1F1 (α; β; x)1 F1 (α; β; −x) = 2 F3 α, β − α; β, , + ; .
2 2 2 4
Use α = −n, β = 1, x = t to get
t2
1
1 F1 (−n; 1; t)1 F1 (−n; 1; −t) = 2 F3 −n, 1 + n; 1, , 1; ,
2 4
which is the result we used from page 509.
Problem 12. Define polynomials φn (x) by
(c)n
φn (x) = 2 F2 (−n, c + n; 1, 1; x).
n!
Show that
n
X (−1)n−k (c − 1)n−k (c)n+k (2k + 1)Zk (x)
φn (x) = .
(n − k)!(n + k + 1)!
k=0
(c)n
φn (x) = 2 F2 (−n, c + n; 1, 1; x).
n!
Then
n
X (−1)k (c)n+k xk
φn (x) = ,
k!(n − k)!(k!)2
k=0
so
∞ ∞ X
n
X
n
X (−1)s (c)n+s xs tn
φn (x)t =
n=0 n=0 s=0
(s!)3 (n − s)!
∞
X (−1)s (c)n+2s xs tn+s
= .
n,s=0
(s!)3 n!
We know (page 199) that
s
X (−s)k (2k + 1)Zk (x)
xs = (s!)2 .
(s + k + 1)!
k=0
Then
∞ ∞ X s
X
n
X (−1)s+k (c)n+2s (2k + 1)Zk (x)tn+s
φn (x)t =
n=0 n,s=0 k=0
n!(s − k)!(s + k + 1)!
∞
X (−1)s (c)n+2k+2s (2k + 1)Zk (x)tn+k+s
=
n!s!(s + 2k + 1)!
n,k,s=0
∞ X n
X (−1) (c)n+2k+s (2k + 1)Zk (x)tn+k
s
= .
s=0
s!(n − s)!(s + 2k + 1)!
n,k=0
We now have
170SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞ ∞ −n, c + n + 2k; n+k
X X (c)n+2k (2k + 1)Zk (x)t
φn (x)tn = 2 F1
1
n!(2k + 1)!
n=0 n,k=0 2 + 2k;
∞
X Γ(2 + 2k)Γ(2 − c) (c)n+2k (2k + 1)Zk 9x)tn+k
=
Γ(2 + 2k + n)Γ(2 − c − n) n!(2k + 1)!
n,k=0
∞
X (−1)n (c − 1)n (c)n+2k (2k + 1)!Zk (x)tn+k
=
(n + 2k + 1)!n!
n,k=0
∞ n n−k
X X (−1) (c)n+k (c − 1)n−k (2k + 1)Zk (x)
= tn .
n=0 k=0
(n − k)!(n + k + 1)!
Hence
n
X (−1)n−k (c − 1)n−k (c)n+k (2k + 1)Zk (x)
φn (x) = .
(n − k)!(n + k + 1)!
k=0
Problem 13. Show that the F (t) of equation (10), page 286, can be put in the
form
v;
−4zt
F (t) = tb e−t (1 − z)−2v 1 F1 .
(1 − z)2
b + 1;
Solution 13. From equation (10), page 500, we get
−n, 2v + n;
∞ n
X (2v)n z t
F (t) = tb e−t 2 F2
n! 1
n=0 v + , b + 1;
∞ X n
2
b −t
X (−1)k n!(2v)n (2v + n)k tk z n
=t e
n=0 k=0
k!(n − k)!n!(v + 12 )k (b + 1)k
∞
X (−1)k (2v)n+2k tk z n+k
= tb e−t
n,k=0
k!n!(v + 12 )k (b + 1)k
∞ X ∞
X (2v + 2k)n z n (−1)k (2v)2k tk z k
= tb e−t
k=0 n=0
n! k!(v + 12 )k (b + 1)k
∞
X (−1)k tk z k 22k (v)k (v + 21 )k
= tb e−t
k=0
k!(v + 12 )k (b + 1)k (1 − z)2v+2k
∞
X (−1)k 22k (v)k tk z k
= tb (1 − z)−2v e−t
k!(b + 1)k (1 − z)2k
k=0
b −2v −t −4tz
= t (1 − z) e 1 F1 v; b + 1; .
(1 − z)2
(8) θ42 θ12 (z) + θ32 θ22 (z) = θ22 θ32 (z),
(9) θ32 θ12 (z) + θ42 θ22 (z) = θ22 θ42 (z),
(10) θ22 θ12 (z) + θ42 θ32 (z) = θ32 θ42 (z),
(11) θ22 θ22 (z) + θ42 θ42 (z) = θ32 θ32 (z).
Solution 2. We are given
(8) θ42 θ12 (z) + θ32 θ22 (z) = θ22 θ32 (z).
π
Use the basic table with z||z + to obtain
2
θ42 θ22 (z) + θ32 θ12 (z) = θ22 θ42 (z)
or
(9) θ32 θ12 (z) + θ42 θ22 (z) = θ22 θ42 (z).
1
In (9) use the basic table with z||z + πτ to get
2
1 1 1
−θ32 q − 2 e−2iz θ42 (z) + θ42 q − 2 e−2it θ32 (z) = −θ22 q − 2 e−2iz θ12 (z)
or
(10) θ22 θ12 (z) + θ42 θ32 (z) = θ32 θ42 (z).
Problem 3. Use (8) and (10) of Exercise 2 and the equation θ24 + θ44 = θ34 to show
that
(8) θ42 θ12 (z) − θ22 θ32 (z) = −θ32 θ22 (z),
(10) θ22 θ12 (z) + θ42 θ32 (z) = θ32 θ42 (z).
We square each member and add to obtain
(θ44 + θ24 )[θ14 (z) + θ34 (z)] = θ34 [θ24 (z) + θ44 (z)].
But
Problem 5. Use the identities in Exercise 2 and the relation θ24 + θ44 = θ34 to
transform the first relation of Exercise 4 into the first relation below. Then obtain
the remaining three relations with the aid of the basic table, page 319.
Hence we obtain
= θ2−4 θ34 θ42 (x)θ32 (y) + θ44 θ32 (x)θ42 (y) − θ32 θ44 θ32 (x)θ32 (y) + θ42 (x)θ42 (y)
θ22 θ1 (x + y)θ1 (x − y)
−θ2−2 θ34 θ42 (y)θ32 (x) + θ44 θ32 (y)θ42 (x) − θ22 θ42 θ32 (y)θ32 (x) + θ42 (y)θ42 (x)
= θ2−4 (θ34 − θ44 ){θ42 (x)θ32 (y) − θ32 (x)θ42 (y)} .
Now θ34 − θ44 = θ24 so that we may conclude that
(A) θ22 θ1 (x + y)θ1 (x − y) = θ42 (x)θ32 (y) − θ32 (y) − θ32 (x)θ42 (y).
We shall now transform (A) by means of the basic table. Note that (A) is the
first of the required results
inπExercise
5.
In (A) replace x by x + to get
2
(B) θ22 θ2 (x + y)θ2 (x − y) = θ32 (x)θ32 (y) − θ42 (x)θ42 (y).
πτ
In (B) replace x by x + to obtain
2
1 1 1
q − 2 e−2ix θ22 θ3 (x + y)θ3 (x − y) = q − 2 e−2ix θ22 (x)θ32 (y) + q − 2 e−2ix θ12 (x)θ42 (y),
or
Problem 6. Use equation (10) of Exercise 2 and the first relation of Exercise 5 to
obtain the first relation below; then use the basic table to get the remaining three
results.
(10) θ42 (x) = θ3−2 [θ22 θ12 (x) + θ42 θ32 (x)].
Thus we obtain
θ22 θ1 (x+y)θ1 (x−y) = θ3−2 [θ22 θ12 (x)θ32 (y)+θ42 θ32 (x)θ32 (y)−θ22 θ32 (x)θ12 (y)−θ42 θ32 (x)θ32 (x)].
Two terms drop out and we are left with
θ32 θ1 (x + y)θ1 (x − y) = θ3−4 [θ24 θ42 (x)θ22 (y) − θ44 θ22 (x)θ42 (y) + θ22 θ42 {θ42 (x)θ42 (y) − θ22 (x)θ22 (y)}]
−θ3−4 [θ24 θ42 (y)θ22 (x) − θ44 θ22 (y)θ42 (x) + θ22 θ42 {θ42 (y)θ42 (x) − θ22 (y)θ22 (x)}].
We thus obtain
θ32 θ1 (x + y)θ1 (x − y) = θ3−4 [(θ24 + θ44 ){θ42 (x)θ22 (y) − θ22 (x)θ42 (x)θ42 (y)}].
Since θ24 + θ44 = θ34 , we arrive at the desired result
θ32 θ1 (x+y)θ1 (x−y) = θ4−2 [θ32 θ12 (x)θ42 (y)−θ22 θ12 (x)θ12 (y)]−θ4−2 [θ32 θ42 (x)θ12 (y)−θ22 θ12 (x)θ12 (y)]
In the above, two terms drop out and θ32 cancels out to yield
Problem 10. Use the method of Section 169 together with the basic table, page
319, to derive the following results, one of which was obtain in Section 169.
φ1 (x + πτ ) = φ1 (x).
The periods π and πτ are also those of the zeros of the four theta functions.
π
Hence the only poles of φ1 (x) in a cell are simple ones at x = y = 0 and x − y = .
2
But x = −y is also a zero of the numerator because
N1 (−y) = −θ1 (y)θ2 (x)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ3 (y)θ4 (y) = 0.
Hence φ1 (x) is an elliptic function order less than two and is constant. Now
0 + θ1 (y)θ2 (y)θ3 θ4
φ1 (0) = = θ3 θ4 ,
θ1 (y)θ2 (−y)
since θ2 (y) is an even function. Thus we obtain the first of the derived relations,
(A) θ3 θ4 θ1 (x + y)θ2 (x − y) = θ1 (x)θ2 (x)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ3 (x)θ4 (x).
178SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
N2 (x + π) = −N − 2(x).
Also
θ2 (x + π) = θ2 (x).
Next
N2 (x + πτ ) = −q −2 e−4ix N2 (x)
and
φ2 (x + πτ ) = φ2 (x).
In a cell, with periods π, πτ, D2 (x) has simple zeros at x + y = 0 and x − y =
π πτ
+ . But, for x = −y,
2 2
N2 (−y) = −θ1 (y)θ2 (y)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ3 (y)θ4 (y) = 0.
Therefore φ2 (x) is an elliptic function of order less than two. The constant value
of φ2 (x) is
0 + θ1 (y)θ3 (y)θ4
φ2 (0) = = θ2 θ4 .
θ1 (y)θ3 (−y)
We may now conclude the validity of the equation
(B) θ2 θ4 θ1 (x + y)θ3 (x − y) = θ1 (y)θ2 (y)θ3 (x)θ4 (y) + θ1 (y)θ2 (x)θ3 (y)θ4 (x).
From Section 169 we quote
(C) θ2 θ3 θ1 (x + y)θ4 (x − y) = θ1 (x)θ2 (y)θ3 (y)θ4 (x) + θ1 (y)θ2 (x)θ3 (x)θ4 (y).
Equations (A), (B), and (C) are the first three of our desired results. In (C)
π
replace x by x + to get
2
(D) θ2 θ3 θ2 (x + y)θ3 (x − y) = θ2 (x)θ2 (y)θ3 (y)θ3 (x) − θ1 (y)θ1 (x)θ4 (x)θ4 (y),
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 179
which is the
fourth equation, slightly rewritten, of the desired results. In (B)
π
replace x by x + to find that
2
(E) θ2 θ4 θ2 (x + y)θ4 (x − y) = θ2 (x)θ2 (y)θ4 (x)θ4 (y) − θ1 (y)θ1 (x)θ3 (y)θ3 (x),
which is a rewritten form of a desired result. Finally, turn to (A) and replace x
πτ
by x + to get
2
1 1 1
θ3 θ4 iq − 2 e−i(x+y) e−i(x−y) θ4 (x+y)θ3 (x−y) = iq − 2 e−2ix θ4 (x)θ3 (x)θ3 (y)θ4 (y)+iq − 2 e−2ix θ1 (y)θ2 (y)θ2 (x)θ1 (x),
or
θ23 θ2 (2x) = θ24 (x) − θ14 (x) = θ34 (x) − θ44 (x),
θ33 θ3 (2x) = θ14 (x) + θ34 (x) = θ24 (x) + θ44 (x),
θ43 θ4 (2x) = θ44 (x) − θ14 (x) = θ34 (x) − θ24 (x),
z2
1 z −t
θ3 (z|τ ) = (−iτ )− 2 exp θ3 .
πiτ τ τ
From the above identity, obtain corresponding ones for the other theta functions
with the aid of the basic table, page 319.
Solution 12. Consider the function
θ3 (z|τ )
ψ(z) = .
z2
exp π|τ θ3 ( τz | −1
τ )
First
the theta functions are analytic for all finite z since Im(τ ) > 0 implies
1
Im − > 0.
τ
To get the zeros of the denominator, recall that θ3 (y|t) has its zeros all simple
ones located at
π πt
y= + + nπ + mπt
2 2
z 1
for integral n and m. Then θ3 − has its zeros all simple ones located at
τ τ
z π π mπ
= − + nπ −
τ 2 2τ τ
or at
πτ π
z= − + nπτ − mπ,
2 2
which is equivalent to
π πτ
z= + + n1 π + m1 πτ,
2 2
z 1
for integral n1 and m1 . Therefore the zeros of θ3 (z|τ ) and those of θ3 −
τ τ
coincide. Hence the function ψ(z0 has no singular points in the finite plane.
To show that ψ(z) has the desired two periods, consider ψ(z + π) and ψ(z + πτ ).
θ3 (z + π|τ )
ψ(z + π) = .
(z+π)2
exp πiτ θ3 z+π 1
τ |− τ
θ3 (z|τ )
ψ(z + π) = z2 2z π
θ3 − τz − πτ | − τ1
exp πiτexp exp iτ
iτ
θ3 (z|τ )
= z2
exp − 2iz πi iπ 2iz
θ3 − τz | − 1
exp πiτ τ exp − τ exp τ exp τ τ
θ3 (z|τ )
= z2
exp πiτ θ3 τz | − τ1
= ψ(z).
We thus obtain
θ3 (z|τ )
|psi(z + πτ ) = z2
= ψ(z).
θ3 τz | − τ1
exp πiτ
θ3 (0|τ ) θ3 (0|τ )
c = ψ(z) = ψ(0) = = .
e0 θ3 (0| − τ1 ) θ3 (0| − τ1 )
We shall evaluate c later. At present we have
z2
z 1
(A) θ3 (z|τ ) = c exp θ3 − ,
πiτ τ τ
upon which we shalluse our basic table.
πτ
In (A) replace z by z + to get
2
(z + πτ 2
πτ 2 ) z π 1
θ3 z + τ = c exp θ3 + − .
2 πiτ τ 2 τ
We conclude that
z2
z 1
(B) θ2 (z|τ ) = c exp θ4 − .
πiτ τ τ
π
Return to (A) and replace z by z + to get
2
(z + π2 )2
π z π 1
θ3 z + τ = c exp θ3 + −
2 πiτ τ 2τ τ
or
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 183
z2
z π z
π 1 1
θ4 (z|τ ) = c exp exp exp θ3 − + − −
πiτ iτ 4iτ τ 2 τ τ
2
z z π πi iz z 1
= c exp exp exp exp exp θ2 − −
πiτ
2
iτ 4iτ 4τ τ τ τ
z z 1
= c exp θ2 − .
πiτ τ τ
Hence we arrive at
z2
z 1
(C) θ4 (z|τ ) = c exp θ2 − .
πiτ τ τ
πτ
Now in (C) replace z by z + . We thus obtain
2
(z + πτ 2
πτ 2 ) z π 1
θ4 z + τ = c exp θ2 + − ,
2 πiτ τ 2 τ
or
z2
πiτ z πτ z 1
i exp − exp(−iz)θ1 (z|τ ) = c exp exp exp (−1)θ1 − .
4 πiτ c 4i τ τ
we arrive in this way at
z 1
(D) θ1 (z|τ ) = icθ1 − .
τ τ
We still need to find the value of c. From (D) we get
ic 0 z 1
(E) = θ1 θ10 (z|τ )
− .
τ τ τ
We wish to put z = 0 in (E) and use the known result that θ10 = θ2 θ3 θ4 . From
(E) we thus get
ic 1 1 1
θ2 (0|τ )θ3 (0|τ )θ4 (0|τ ) = θ2 0| − θ3 0| − θ4 0| − ,
τ τ τ τ
or
ic
ccc = ,
τ
or
−1
c2 = .
iτ
1 1
Hence c = (−iτ )− 2 or c = −(−iτ )− 2 .
Now θ3 (z) was defined by
184SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
∞
X 2
θ3 (z|τ ) = 1 + 2 e−iπn τ
cos(2nz).
n=1
It follows that, if τ is pure imaginary, then
∞
X 2
θ3 (0|τ ) = 1 + 2 eπn (−iτ )
>0
n=0
and, since −1|τ is also then pure imaginary,
1
θ3 0| − > 0.
τ
1
We may therefore conclude that c = (−iτ )− 2 .
Final result of our work is that the set of identities
2
1 z z 1
θ3 (z|τ ) = (−iτ )− 2 exp θ3 − ,
πiτ τ τ
2
1 z z 1
θ2 (z|τ ) = (−iτ )− 2 exp θ4 − ,
πiτ τ τ
2
1 z z 1
θ4 (z|τ ) = i(−iτ )− 2 exp θ2 − ,
πiτ τ τ
2
1 z z 1
θ1 (z|τ ) = i(−iτ )− 2 exp θ1 − .
πiτ τ τ
With regard to the usefulness of these formulas, note that q = exp(πiτ ) so that
|q| = exp[−Im(τ )]. For Im(τ ) > 0, |q| < 1 and we have convergence of the series
definitions of the theta functions but that convergence is slow if Im(τ ) is small so
that |q| is near unity.
Since
1 Im(τ )
Im − = ,
τ |τ |2
the parameter (−τ −1 ) will be useful in computations with Im(t) small and posi-
tive.
We know that
d
dn(x) = cn(x)dn(x)
dx
and that
cn2 (x) = 1 − sn2 (x).
186SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA
Hence Z Z
cn3 (x)dn(x)dx = [1 − sn2 (x)]cn(x)dn(x)dx
1
= sn(x) − sn2 (x) + c.
3
Problem 4. Show that if g(x) and h(x) are any two different ones of the three
functions sn(x), cn(x), dn(x), and if m is a non-negative integer, you can perform
the integration
Z
g 2m+1 (x)h(x)dx.
Solution 4. Consider Z
A= g 2m+1 (x)h(x)dx.
We know that
d
sn(x) = cn(x)dn(x);
dx
d
cn(x) = −sn(x)dn(x);
dx
d
dn(x) = −k 2 sn(x)cn(x).
dx
Now let g(x) and h(x) be any two different ones of sn(x), cn(x), dn(x). Let ψ(x) be
the other of the three functions. Then
g(x)h(x)dx = c1 d[ψ(x)],
in which c1 = 1, −1 or −K −2 according to whether ψ(x) is sn(x), cn(x), or dn(x).
Now we also know that
sn2 (x) + cn2 (x) = 1,
Z
Solution 5. Consider sn(x)dx. We may write
sn(x)[dn(x) − kcn(x)]
Z Z
sn(x)dx = dx
dn(x) − kcn(x)
sn(x)dn(x) − ksn(x)cn(x)
Z
= dx
dn(x) − kcn(x)
1
−d[dn(x)] + k d[dn(x)]
Z
=
Z dn(x) − kcn(x)
1 d[dn(x)] − k[cn(x)]
=
k dn(x) − kcn(x)
1
= log[dn(x) − kcn(x)] + c.
k
Problem 6. Show that
(1 − k)[1 + ksn2 (x)]
dn(2x) − kcn(2x) = .
1 − ksn2 (x)
Solution 6. We wish to show that
(1 − k)[1 + ksn2 (x)]
dn(2x) − kcn(2x) = .
1 − ksn2 (x)
Now from the addition formulas of Exercises 1 and 2 we obtain
dn2 (x) − k 2 sn2 (x)dn2 (x)
dn(2x) =
1 − k 2 sn4 (x)
and
cn2 (x) − sn2 (x)dn2 (x)
cn(2x) = .
1 − k 2 sn4 (x)
Let us put each of the above in terms of sn(x). We get
1 − k 2 sn2 (x) − k 2 sn2 (x)[1 − sn2 (x)] 1 − 2k 2 sn2 (x) + k 2 sn4 (x)
dn(2x) = = .
1 − k 2 sn4 (x) 1 − k 2 sn4 (x)
1 − sn2 (x) − sn2 (x)[1 − x2 sn2 (x)] 1 − 2k 2 sn2 (x) + k 2 sn4 (x)
cn(2x) = =
1 − k 2 sn4 (x) 1 − k 2 sn4 (x)
Then
1 − k 2 sn2 (x) − k 2 sn2 (x) + k 2 sn4 (x) − k + ksn2 (x) + ksn2 (k) − k 3 sn4 (x)
dn(2x) − kcn(2x) =
1 − k 2 sn4 (x)
1 + ksn2 (x) + ksn2 (x)[1 + ksn2 (x)] − k[1 + ksn2 (x)] − k 2 sn2 (x)[1 + ksn2 (x)]
=
[1 − ksn2 (x)][1 + ksn2 (x)]
1 + ksn2 (x) − k − k 2 sn2 (x)
=
1 − ksn2 (x)
1 − k + k(1 − k)sn2 (x)
= .
1 − ksn2 (x)
Hence
(1 − k)[1 + ksn2 (x)]
dn(2x) − kcn(2x) = .
1 − ksn2 (x)