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SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960)

SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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.

Figure 1. Photograph of Earl D. Rainville from the University of


Michigan.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 3

Figure 2. These photographs are of Sylvester J. Pagano as a


college senior in 1946.

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

outstanding teacher and he kept building his knowledge of mathematics throughout


his career. When I talk with alumni from our department, and often with engineer-
ing graduates from other departments, the person they most frequently ask about
is Professor Pagano; they fondly remember him as one of the good ones from their
student days. These alums are right—he was one of the good ones, and he should
be remembered. These problem solutions are mostly his, and the rest were inspired
by him. There is a lot of interesting mathematics here. I hope you enjoy it.

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)

Solution 1. (Solution by Leon Hall) By Theorem 3, page 3, this product converges



X 6
absolutely because converges absolutely.
n=1
(n + 1)(2n + 9)
6 (n + 1)(2n + 9) + 6
1+ =
(n + 1)(2n + 9) (n + 1)(2n + 9)
2n2 + 11n + 15
=
(n + 1)(2n + 9)
(2n + 5)(n + 3)
= .
(n + 1)(2n + 9)
So, if
n  
Y 6
Pn = 1+
(k + 1)(2k + 9)
k=1
n
Y (2k + 5)(k + 3)
=
(k + 1)(2k + 9)
k=1
[7 · 9 · · · (2n + 5)][4 · 5 · · · (n + 3)]
=
[2 · 3 · · · (n + 1)][11 · 13 · · · (2n + 9)]
[7 · 9][(n + 2) · (n + 3)]
=
[2 · 3][(2n + 7) · (2n + 9)]
21 (n + 2)(n + 3)
=
2 (2n + 7)(2n + 9)
then
21 n2 + 5n + 6 21
lim Pn = lim = .
n→∞ n→∞ 2 4n2 + 32n + 63 8
Note: The use of Theorem 3 is not needed because finding the value of the infinite
product is sufficient itself to show convergence.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 5

∞  
Y 1 1
Problem 2. Show that 1− 2 = .
n=2
n 2

Solution 2. (Solution by Leon Hall)


1 n2 − 1 (n + 1)(n − 1)
1− 2
= =
n n2 n2
Let
n  
Y 1
Pn = 1− 2
k
k=2
n
Y (k + 1)(k − 1)
=
k2
k=2
[3 · 4 · · · (n + 1)][1 · 2 · 3 · · · (n − 1)]
=
(2 · 3 · 4 · · · n)2
(n + 1)
= .
2n
n+1
lim Pn = lim
n→∞ n→∞ 2n
1
=
2∞  
Y 1
= 1− 2 .
n=2
n
∞  
Y 1
Problem 3. Show that 1− diverges to 0.
n=2
n

Solution 3. (Solution by Leon Hall)


n  
Y k−1 1 · 2 · 3 · · · (k − 1) 1
Pn = = =
k 2·3·4···n n
k=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 )

P2 = (1 + z)(1 + z 2 )(1 + z 4 ) = (1 + z)(1 + z 2 + z 4 + z 6 ).


6 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

2(2n −1) 2n+1


X X−2
Assume Pn = (1 + z) (z 2 )k = (z 2 )k . Then
k=0 k=0
n+1
Pn+1 = Pn (1 + z 2 )
n+1
= Pn + z 2h Pn i
n+1 n+1 n+1 n+2
−2 −2
= (1 + z) 1 + z 2 + · · · + z 2 + z2 + z2 +2
+ · · · + z2
2n+2
X−2
= (1 + z) (z 2 )k
k=0

So we have shown by induction that


2n+1
X−2
Pn = (1 + z) z 2k ,
k=0

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→∞

Thus, because {Sn } diverges, so does {Pn }.


∞  
Y 1
Problem 6. Show that exp − diverges to 0.
n=1
n

Solution 6. (Solution by Leon Hall) Let


n   n
X 1 X 1
log Pn = Sn = − =−
k k
k=1 k=1

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

converges absolutely and uniformly for all finite z by Theorems 3 and 4.


If z = 0 the product is, with the usual convention,

Y
1 = 1.
n=1

Problem 11. Show that if c is not a negative integer,


∞    z 
Y z
1− exp
n=1
c+n n
is absolutely convergent for all finite z.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 9

Solution 11. Let


 
z z
1 + an (z) = 1 − exp
c+n n
1 z2 1 z3 z2 1 z3 1 z4
   
z 1
= 1+ + 2
+ 3
+ ... − z+ + + + ...
 n 2! n  3! n c+n  n 2! n2 3! n3 
1 1 1 1 2 1 1
=1+ − z+ − z + − z3 + . . .
n c+n 2!n2 n(c + n) 3!n3 2!n2 (c + n)

c c−n X c − (k − 1)n k
=1+ z+ 2 z2 + z
n(c + n) 2n (c + n) k!nk (c + n)
k=3
 
c 1 1
=1+ z− z2 + O .
n(c + n) 2n(c + n) n2
Thus, for c not a negative integer and for any finite z, there is a constant M such
M
that |an (z)| ≤ 2 and so by Theorems 3 and 4 the product converges absolutely and
n
uniformly.

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

2Γ0 (2z) Γ0 (z) Γ0 (z + 21 )


− − = 2 log 2,
Γ(2z) Γ(z) Γ(z + 12 )
and thus derive Legendre’s duplication formula, page 24.
Solution 1. Applying (†) three times and simplifying yields
2Γ0 (2z) Γ0 (z) Γ0 (z + 12 )
− −
Γ(2z) Γ(z) Γ(z + 12 )
∞   X ∞   X ∞  
2 1 1 X 2 2 1 1 1 1
= −2γ − +γ+ +γ+ − − + − + −
2z z z + 21 n=1 2z + n n n=1
z+n n n=1
z + 21 + n n
2n   n   n  
2 X 2 2 X 1 1 X 2 1
= − lim − + lim − + lim −
2z + 1 n→∞ 2z + k k n→∞ z+k k n→∞ 2z + 1 + 2k k
k=1
" k=1 k=1 #
2n n n
2 X −2 X 2 X 2
= + lim + 2H2n + − Hn + − Hn
2z + 1 n→∞ 2z + k 2z + 2k 2z + 2k + 1
"k=12n 2n+1
k=1 # k=1
2 X −2 X 2
= + lim + + 2H2n − 2Hn
2z + 1 n→∞ 2z + k 2z + k
k=1 k=2
2 −2 2
= + + lim + lim (2H2n − 2Hn )
2z + 1 2z + 1 n→∞ 2z + 2n + 1 n→∞
= 0 + 0 + 2 lim [(H2n − log 2n) − (Hn − log n) + log 2n − log n]
n→∞
= 2[γ − γ + log 2]
= 2 log 2. 

Problem 2. Show that Γ0 ( 21 ) = −(γ + 2 log 2) π.
10 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Solution 2. By Problem 1, we know that


2Γ0 (2z) Γ0 (z) Γ0 (z + 21 )
− − = 2 log 2.
Γ(2z) Γ(z) Γ(z + 12 )
1
Now let z = to get
2
Γ0 (1) Γ0 1

2 Γ0 (1)
2 − 1 − = 2 log 2,
Γ(1) Γ 2
Γ(1)
and so, algebra yields
Γ0 ( 12 ) Γ0 (1)
1 = Γ(1) − 2 log 2.
Γ( 2 )
0 1 √
But Γ(1) = 1, Γ (1) = −γ, Γ( 2 ) = π, hence
Γ0 ( 12 ) γ
√ = − − 2 log 2,
π 1
and by rearrangement,
1 √
Γ0 ( ) = −(γ + 2 log 2) π. 
2
Z ∞
Problem 3. Use Euler’s integral form Γ(z) = e−t tz−1 dt to show that
0
Γ(z + 1) = zΓ(z).
Z ∞
Solution 3. From Γ(z) = e−t tz−1 dt, for R(z) > 0, integration by parts yields
0
Z ∞
u = tz −t
dv = e dt Γ(z + 1) = e−t tz dt
0 Z ∞
z −t ∞
du = ztz−1 v = −e −t
= [−t e ]0 + z e−t tz−1 dt
0
= 0 + zΓ(z),
where lim −tz e−t converges for R(z) > 0 .
t→∞

Problem 4. Show that Γ(z) = lim nz B(z, n).


n→∞

Solution 4. From page 28 (1), we know


(n − 1)!nz
Γ(z) = lim ,
n→∞ (z)n
but
Γ(z)Γ(n) Γ(z)(n − 1)! (n − 1)!
B(z, n) = = = .
Γ(z + n) (z)n Γ(z) (z)n
Hence
Γ(z) = lim nz B(z, n). 
n→∞

Problem 5. Derive the following properties of the beta function:


(a) pB(p, q + 1) = qB(p + 1, q);
(b) B(p, q) = B(p + 1, q) + B(p, q + 1);
(c) (p + q)B(p, q + 1) = qB(p, q);
(d) B(p, q)B(p + q, r) = B(q, r)B(q + r, p).
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 11

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

Problem 9. Show that if α is not an integer,


Γ(1 − α − n) (−1)n
= .
Γ(1 − α) (α)n
Solution 9. Consider for α not equal to an integer
Γ(1 − α − n) Γ(1 − α − n)
=
Γ(1 − α) −αΓ(−α)
Γ(1 − α − n)
=
(−α)(−α − 1)Γ(−α − 1)
Γ(1 − α − n)
=
(−α)(−α − 1) . . . (−α − n + 1)Γ(1 − α − n)
1
= ,
(−1)n (α)n
as desired. 
1
In the following problems, the function P (x) := x − bxc − .
2
Z x
Problem 10. Evaluate P (y)dy.
0
Z x
1
Solution 10. To evaluate P (y)dy when P (y) = y − byc − . Let m be an
0 2
integer so that m ≥ 0. If m ≤ x < m + 1, then bxc = m and
Z x Z x
P (y)dy = P (y)dy
0 Zmx  
1
= y−m− dy
m 2 #
" 2 x
1 1
= y−m−
2 2
" 2 m 2 #
1 1 1
= x−m− −
2 2 2
 
1 1
= P 2 (x) −
2 4
1 2 1
= P (x) − . 
2 8
Problem 11. Use integration by parts and the result of the above exercise to show
that Z ∞
P (x)dx 1
≤ 8(1 + n) .


n 1 + x
Z ∞
P (x)
Solution 11. Consider dx and use integration by parts
n 1+x
1 ∞ 1
 
2 2
1  P (x) − 4  1 ∞ P (x) − 4
Z ∞ Z
−1 P (x)
dv = P (x)dx u = (1 + x) dx =   + dx.
n 1+x 2 1+x 2 n (1 + x)2
n
1 2 1
v= P (x) − du = −(1 + x)−2 dx
2 8
14 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

 
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

Then prove that


1
(y − 21 )dy
Z
2 1
lim n =−
n→∞ 0 1+n+y 12
Z ∞
P (x)dx
and thus conclude that is convergent.
0 1+x
Solution 13. (Solution by Leon Hall) Because P (x) is periodic with period 1, it is
clear that
Z ∞ ∞ Z n+1
P (x) X P (x)
dx = dx.
0 1+x n=0 n
1+x
Let x = n + y. Then
Z n+1 Z 1
P (x) P (n + y)
dx = dy
n 1+x Z0 1 1+n+y
P (y)
= dy
Z0 1 1+n+y
y − 21
= dy.
0 1+n+y
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 15

This establishes the first set of equalities.


y − 12
Z 1 Z 1   
3 1
dy = 1− n+ dy
0 y+n+1 0  
2 y+n+1
1
3
= y− n+ log(y + n + 1)
 2
 0
3 n+2
=1− n+ log
 2 n+1 
3 1
=1− n+ log 1 +
 2  n+1 
3 1 1 1 1
=1− n+ − + − + ...
2 n + 1 2(n + 1)2 3(n + 1)3 4(n + 1)4
∞ Z 1
X (y − 21 )
To determine the convergence of dy we compare with the known
n=0 0
y+n+1

X 1
convergent series 2
using the limit comparison test.
n=1
n

(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)

Canceling minus signs and multiplying and dividing by π 2 yields


Γ(c − 1)Γ(2 − c)Γ(c − a − b)Γ(a + b + 1 − c)
=
Γ(a)Γ(1 − a)Γ(b)Γ(1 − b)
as desired.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 17

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

for |t| ≤ a + δ where δ > 0. 


Problem 2. With the assumptions of Watson’s lemma, page 41, show that for
t > a, there exist positive constants c2 and β such that

n   
X k n+1
F (t) − ak expt − 1 < c2 expt − 1 eβt .

r r
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

Now for t > 0, we have given |F (t)| < kebt . Hence


n
n
X k
n+1
X
k−n−1
F (t) − ak t r −1 < kebt + t r −1 ak t r


k=1 n k=1
X k

= kebt + ak t r −1 ,


k=1

but k − n − 1 < 0 and t > a, so


n
n
X k
n+1
X
k−n−1
−1 bt −1
F (t) − ak t r < ke + t r ak a r



k=1 k=1

X k

but ak a r converges. Hence, since t > a, there exist constants M1 , M2 such


k=1
that
n  a  n+1
r −1
X k
n+1 n+1
−1
F (t) − ak t r < M1 ebt t r −1 + M2 t r −1

t
k=1
n+1 n+1
< M1 ebt t r −1 + M2 t r −1 ebt
n+1
< c1 eβt t r −1 . 
Problem 3. Derive the asymptotic expansion (6) immediately preceding these ex-
ercises by applying Watson’s lemma to the function
Z ∞ −xt
0 te
f (x) = − dt
0 t + t2
and then integrating the resultant expansion term by term.
−t
Solution 3. Consider Watson’s lemma with F (t) = . Hence
1 + t2
∞ ∞
−t X
n+1 2n+1
X
F (t) = = (−1) t = (−1)n t2n−1 ; 0 ≤ t < 1.
1 + t2 n=0 n=1

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

After integrating, this becomes


∞ ∞
(−1)n (2n − 2)!
Z X
(∗) f 0 (s)ds ∼ .
x n=1
x2n−1

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

Problem 4. Establish (6), page 43, directly, first showing that


n ∞
e−xt t2n+2
X Z
k −2k−1 n+1
f (x) − (−1) (2k)!x = (−1) dt,
0 1 + t2
k=0

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

< |e−xt |t2n+2 dt


Z0 ∞
< e−Re(x)t t2n+2 dt
0
(2n + 2)!
= .
[Re(x)]2n+3
π N
In the region |arg x| ≤ − ∆, ∆ > 0, if Re(x) > N , then |x| > and as
2 sin ∆
|x| → ∞
(2n + 2)!
= O |x|−2n−2 ,

[Re(x)]2n+3

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

Problem 5. Use integration by parts to establish that for real x → ∞,


Z ∞ ∞
X
e−t t−1 dt ∼ e−x (−1)n n!x−n−1 .
x n=0

e−t
Z
Solution 5. Consider f (x) = dt as x → ∞. Using integration by parts,
x t
 ∞ Z ∞
1 1
t−2 e−t dt

u= dv = e−t dt f (x) = − e−t −
t t x x ∞ Z ∞
1 1 1 1 −t
u=− v = −e−t = e−x + 2 e−t + 2 e dt
t2 x  t  x 0 t 3
∞ Z ∞
1 −x 1 1 1 −t 1 −t
u= dv = e−t dt =e − − 2 3e −2·3 e dt
t2 x x2 t x x t4
1
du = −2 v = −e−t
t3
= ....
This pattern can clearly continue forever, so we can write
n Z ∞
X (−1)k k!
f (x) = e−x + (−1) n+1
(n + 1)! t−(n+2) e−t dt.
xk+1 x
k=0

Now since 0 < x < t,


n
Z ∞ −t

x X (−1)k k! x e
e f (x) − = (n + 1)!e dt
xk+1 t n+2
Zx ∞

k=0
(n − 1)! x
< e e−t dt
xn+2 x
(n + 1)!
< .
xn+2
Hence
n
(−1)k k!
   
X 1 1
ex f (x) − = O = O ,
xk+1 xn+2 xn+1
k=0
so

X (−1)n n!
ex f (x) ∼
xn+1
k=0
or
∞ ∞
(−1)n n!
Z X
t−1 e−t dt ∼ e−x as x → ∞.
x n=0
xn+1

Problem 6. Let the Hermite polynomials Hn (x) be defined by



X Hn (x)tn
exp(2xt − t2 ) =
n=0
n!

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

Apply Watson’s lemma to the function F (t) = exp(2xt − t2 ); obtain


 2 Z ∞ ∞
1 X
exp x − s exp(−β 2 )dβ ∼ Hn (x)s−n−1 , s → ∞,
2 1
2 s−x n=0
and thus arrive at the result

" 2 #
1 −1 √
  X
1 −1 1 −1
t π exp t −x erfc t −x ∼ Hn (x)tn , t → 0+ .
2 2 2 n=0

Solution 6. Because expt (n − 1) = tn−1 , and if



X Hn (x) n
F (t) = exp(2xt − t2 ) = t ,
n=0
n!
we can write

X Hn−1 (x)
F (t) = expt (n − 1)
n=1
(n − 1)!
so the first condition in Watson’s Lemma is satisfied for any fixed x with r = 1,
a = 1, and any δ > 0. Also,
2
F (t) = exp(2xt − t2 ) = e−t e2xt < 2e2xt
for t ≥ 0, so the second condition in Watson’s Lemma is satisfied with k = 2 (or
anything > 1) and b = 2x. Thus, we get
Z ∞ ∞
X Hn−1 (x)Γ(n)
e−st F (t)dt ∼
0 n=1
(n − 1)!sn
as s → ∞, or
Z ∞     ∞
1 X
2
exp −t + 2 x − s t dt ∼ Hn (x)s−n−1 ,
0 2 n=0
as s → ∞. Completing the square in the exponent leads to

 Z ∞ "  2 #
1 1 X
exp x − s exp − t + s − x dt ∼ Hn (x)s−n−1
2 0 2 n=0
1
as s → ∞, and if we let β = t + s − x we get
2

" 2 # Z ∞
1 2 X
exp x − s e−β dβ ∼ Hn (x)s−n−1 ,
2 1
2 s−x n=0
as s → ∞.
1
Using the definition of erf c, and then making the substitution t = (not the
s
inverse Laplace transform) we get
√ " 2 #   X ∞
π 1 1
exp x − s erfc s−x ∼ Hn (x)s−n−2 ,
2 2 2 n=0
as s → ∞ or
√ " 2 #   ∞
π 1 1 X
exp x− erfc −x ∼ Hn (x)tn ,
2t 2t 2t n=0

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 → ∞.

4. Chapter 4 Results Cited


ˆˆ
By definition,

X (a)n (b)n
F (a, b; c; 1) ≡ .
n=0
(c)n n!

Theorem 1. If R(c − a − b) > 0 and if c is neither zero nor a negative integer,


Γ(c)Γ(c − a − b)
F (a, b; c; 1) = .
Γ(c − a)Γ(c − b)
24 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Problem 3. Show that


 

a, 1 − a;
 1 1−c
2 Γ(c)Γ
1  2
F = 
   
2 1 1 c−a+1
c; Γ c+ a Γ
2 2 2
26 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Hence, compute the series


∞ ∞ X
n
X (−α)n gn tn X (α)k (−α)n−k tn
=
n=0
n! n=0 k=0
k!(n − k)!

! ∞ !
X(α)n tn X (−α)n tn
=
n=0
n! n=0
n!
= (1 − t)α (1 − t)−α
= 1.
Therefore, g0 = 1 and gn = 0 for n ≥ 1. (Note: easiest to choose α 6= integer, can
actually do better than that probably.)
Problem 8. Show that
dn  a−1+n
F (a, b; c; x) = (a)x xa−1 F (a + n, b; c; x).

n
x
dx
d
Solution 8. Consider Dn [xa−1+n F (a, b; c; x)] (D ≡ ). We have
dx

X (a)k (b)k xn+k+a−1
Dn [xa−1+n F (a, b; c; x)] = Dn
(c)k k!
k=0

X (a)k (n + k + a − 1)(n + k + a − 2) . . . (k + a)xk+1−a (b)k
=
(c)k k!
k=0

X (a)k (a)n+k xk+a−1 (b)k
=
(c)k (a)k k!
k=0

X (a + k)n (a)n xk+a−1 (b)k
=
k!(c)k
k=0
a−1
= (a)n x F (a + n, b; c; x).
28 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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


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

Problem 11. Use Theorem 6 to show that


1 1 1 1 1
 
  c − a, c − a + ;
a, 1 − a;  2 2 2 2 2 
(1−x)1−c F  x  = (1−2x)a−c F 
 4x(x − 1 .
c;
 (1 − 2x)2 
c;
Solution 11. By Theorem 6,
c−a c+a−1
   
a, 1 − a; , ;
 2 2
(1 − x)1−c F  x  =F

4x(1 − x) 
a; c;
c−a c+a−1
 
, ;
=F 2 2
 
1 − (1 − 2x)2 
c;
 c−a c−a+1 
a − c  2 ,c − 2
;
2

= (1 − 2x) 2 F 
 −1 + (1 − 2x)2 

 (1 − 2x)2 
c;
c−a c−a+1
 
, ;
 2 2 
a−c 
= (1 − 2x) F  4x(x − 1) 
,
 (1 − 2x)2 
c;
which we wished to obtain.
Problem 12. In the differential equation (3), page 54, for
w = F (a, b; c; z)
introduce a new dependent variable u by w = (1 − z)−a u, thus obtaining
z(1 − z)2 u00 + (1 − z)[c + (a − b − 1)z]u0 + a(c − b)u = 0.
−z
Next change the independent variable to x by putting x = . Show that the
1−z
equation for u in terms of x is
d2 u du
x(1 − x) + [c − (a + c − b + 1)x] − a(c − b)u = 0,
dx2 dx
and thus derive the solution
a, c − b;
 
−z 
w = (1 − z)−a F  .

1−z
c;
Solution 12. We know that w = F (a, b; c; z) is a solution of the equation
(1)z(1 − z)w00 + [c − (a + b + 1)z]w0 − abw = 0.
In (1) put w = (1 − z)−a u. Then
w0 = (1 − z)−a u0 + a(1 − z)−a−1 u,
w00 = (1 − z)−a u00 + 2a(1 − z)−a−1 u0 + a(a + 1)(1 − z)−a−2 u.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 31

Hence the new equation is


z(1−z)u00 +2azu0 +a(a+1)z(1−z)−1 u+cu0 +ca(1−z)−1 u−(a+b+1)zu0 −a(a+b+1)z(1−z)−1 u−abu = 0,
or
z(1−z)u00 +[c−(b−a+1)z]u0 +(1−z)−1 [(a2 +a)z+ca−(a2 +ab+a)z−ab(1−z)]u = 0,
or
(2)z(1 − z)2 u00 + (1 − z)[c + (a − b − 1)z]u0 + a(c − b)u = 0.
−z −x 1
Now put x = . Then z = ,1 − z = , and we use equation (12)
1−z 1−x 1−x
dx −1
on page 12 of IDE for the change of variable. First, = = −(1 − x)2 :
dz (1 − z)2
d2 x −2
= = −2(1 − x)3 . The old equation (2) above may be written
dz 2 (1 − z)3
d2 u
 
c a − b − 1 du a(c − b)
+ + + u = 0,
dz 2 z(1 − z) 1−z dt z(1 − z)2
which then leads to the new equation
d2 u c(1 − x)2 du a(c − b)(1 − x)3
  
(1−x)4 2 + −2(1 − x)3 − (1 − x)2 + (a − b − 1)(1 − x) − u = 0,
dx −x dx x
or
d2 u du
x(1 − x) + [−2x − {−c(1 − x) + (a − b − 1)x}] − a(c − b)u = 0,
dx2 dx
or
d2 u du
(3)x(1 − x) 2
+ [x − (a − b + c + 1)x] − a(c − b)u = 0.
dx dx
Now (3) is a hypergeometric equation with parameters γ = c, α + beta + 1 =
a − b + c + 1, αβ = a(c − b). Hence α = a, β = c − b, γ = c. One solution of (3) is
u = F (a, c − b; c; x),
so one solution of equation (1) is
a, c − b;
 
−z 
W = (1 − z)−a F  .

1−z
c;
Problem 13. Use the result of Exercise 12 and the method of Section 40 to prove
Theorem 2.

z
Solution 13. We know that in the region in common to |z| < 1 and < 1,
1 − z
there is a relation
a, c − b;
 
−z 
(1−z)−a F  1−c
 = AF (a, b; c; z)+Bz F (a+1−c, b+1−c; z−c; z).

1−z
c;
32 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)

By Exercise 15, page 32 the numerator is equal to


Γ(2 − c)|Gamma(c − 1)Γ(c − a − b)Γ(a + b + 1 − c)
.
Γ(a)Γ(1 − a)Γ(b)Γ(1 − b)
Hence,
Γ(2 − c)Γ(c − 1)Γ(c − a − b)Γ(a + b + 1 − c)
B =
Γ(a)Γ(b)Γ(c − a − b + 1)Γ(1 − c)
(1 − c)Γ(1 − c) Γ(c)
c−1 (a + b − c)Γ(a + b − c)
=
Γ(a)Γ(b)(c − a − b)Γ(c − a − b)Γ(1 − c)
Γ(c)Γ(a + b − c)
= .
Γ(a)Γ(b)
This yields the desired formula for F (a, b; c; z) in terms of the given hypergeometric
functions of 1 − z.
Problem 16. In a common notation for the Laplace transform
Z ∞
L{F (t)} = e−st F (t)dt = f (s); L−1 {f (s)} = F (t).
0

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

K= p .
0 1 − k 2 sin2 φ
 
π 1 1
Show that K = F , ; 1; k 2 .
2 2 2
Z π2

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

Problem 20. The complete elliptic integral of the second kind is


Z π2 p
E= 1 − k 2 sin2 θdθ.
0
 
π 1 1 2
Show that E = F , − ; 1; k .
2 2 2
Z π2 p
Solution 20. From E = 1 − k 2 sin2 θdθ, we get
0
π ∞
k 2n sin2n φdφ
− 12
Z 
2 X
n
E =
0 n=0 n!
∞ 1
 1  2n
π X −2 n 2 n k
= .
2 n=0 n!n!
Hence  
π 1 1
E= F − , ; 1; k 2 .
2 2 2
Problem 21. From the contiguous function relations 1-5 obtain the relations 6-10.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 37

(1) (a − b)F = aF (a+) − bF (b+),


(2) (a − c + 1)F = aF (a+) − (c − 1)F (c−),
(3) [a + (b − c)z]F = a(1 − z)F (a+) − c−1 (c − a)(c − b)zF (c+),
(4) (1 − z)F = F (a−) − c−1 (c − b)zF (c+),
(5) (1 − z)F = F (b−) − c−1 (c − a)zF (c+),
(6) [2a − c + (b − a)z]F = a(1 − z)F (a+) − (c − a)F (a−),
(7) (a + b − c)F = a(1 − z)F (a+) − (c − b)F (b−),
(8) (c − a − b)F = (c − a)F (a−) − b(1 − z)F (b+),
(9) (b − a)(1 − z)F = (c − a)F (a−) − b(1 − z)F (b+),
(10) [1 − z + (c − b − 1)z]F = (c − a)F (a−) − (c − 1)(1 − z)F (c−),
(11) [2b − c + (a − b)z]F = b(1 − z)F (b+) − (c − b)F (b−),
(12) [b + (a − c)z]F = b(1 − z)F (b+) − c−1 (c − a)(c − b)zF (c+),
(13) (b − c + 1)F = bF (b+) − (c − 1)F (c−),
(14) [1 − b + (c − a − 1)z]F = (c − b)F (b−) − (c − 1)(1 − z)F (c−),
(15) [c − 1 + (a + b + 1 − 2c)z]F = (c − 1)(1 − z)F (c−) − c−1 (c − a)(c − b)zF (c+).
Solution 21. From (3) and (4) we get
[a + (b − c)z − (c − a)(1 − z)]F = a(1 − z)F (a+) − (c − a)F (a−),
or
(6) [2a − c + (b − a)z]F = a(1 − z)F (a+) − (c − a)F (a−).
From (3) and (5) we get
[a + (b − c)z − (c − b)(1 − z)]F = a(1 − z)F (a+) − (c − b)F (b−),
or
(7) [a + b − c]F = a(1 − z)F (a+) − (c − b)F (b−).
From (1) and (6) we get
[(a − b)(1 − z) − 2a + c − (b − a)z]F = (c − a)F (a−) − b(1 − z)F (b+),
or
(8) [c − a − b]F = (c − a)F (a−) − b(1 − z)F (b+).
From (6) and (7) we get
(9) (b − a)(1 − z)F = (c − a)F (a−) − (c − b)F (b−).
Use (2) and (6) to obtain
[(a − c + 1)(1 − z) − 2a + c − (b − a)z]F = (c − a)F (a−) − (c − 1)(1 − z)F (c−),
or
(10) [1 − a + (c − b − 1)z]F = (c − a)F (a−) − (c − 1)(1 − z)F (c−).
From (1) and (7) we get
[a + b − c − (a − b)(1 − z)]F = b(1 − z)F (b+) − (c − b)F (b−),
or
(11) [2b − c + (1 − b)z]F = b(1 − z)F (b+) − (c − b)F (b−),
which checks with (6). Easier method: in (6) interchange a and b. From (1) and
(3) we get
[a + (b − c)z − (a − b)(1 − z)]F = b(1 − z)F (b+) − c−1 (c − a)(c − b)zF (c+),
38 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Solution 23. Equation (9) of Exercise 21 is


(b − a)(1 − z)F = (c − a)F (a−) − (c − b)F (b−)
from which we may write
(b + 1 − a)(1 − z)F (b+) = (c − a)F (a−, b+) − (c − b − 1)F,
or
(c − b − 1)F (a, b; c; z) = (c − a)F (a−, b + 1; c; z) + (a − 1 − b)(1 − z)F (a, b + 1; c; z).

6. Results from Chapter 5 used


ˆˆ
Theorem 7. If z is nonintegral,
π
Γ(z)Γ(1 − z) = .
sin πz
Theorem 8. (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 + 12 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 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

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
7. Chapter 5 Solutions
ˆˆ
Problem 1. Show that
1 1 1 1 1
     
−; −; a + b, a + b − ;
F x F x  = 2 F3  2 2 2 2 2
4x  .
 
0 1 0 1
  
a; b; a, b, a + b − 1;
Solution 1. Consider the product

X xn+k
0 F1 (−; a; x)0 F1 (−; b; x) =
(a)k (b)n k!n!
n,k=0
∞ X n
X xn
=
n=0 k=0
(a)k (b)n−k k!(n − k)!
∞ X n
X (1 − b − n)k (−n)k xn
= ·
n=0 k=0
(a)k k! (b)n n!
 
∞ −n, 1 − b − n;
X xn
= F 1  .
(b)n n!
n=0 a;
We then use the result in Exercise 6, page 69, to get

X (a + b − 1)2n xn
0 F1 (−; a; x)0 F1 (−; b; x) =
(b) (a)n (a + b − 1)n n!
n=0 n 
a+b−1

X 2 n
=   (a)n (b)n (a + b − 1)n n!
a+b
n=0 2 xn
2n

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;

Solution 4. If a = −2n in the identity of Exercise 3 above, and if we chose


b = α, c = 1 − β −2n , we obtain
 
−2n, α, 1 − β − 2n;
cos(−πn) sin π(α + n) Γ(1 + 2n)Γ(α + n)Γ(1 − 2n − 1 + β + 2n)Γ(1 − n − α − 1 + β + 2n)
3 F2
 1  =
sin π(α + 2n) Γ(1 + n)Γ(α + 2n)Γ(1 − n − 1 + β + 2n)Γ(1 − 2n − α − 1 + β + 2n)
1 − α − 2n, β;
(−1)n (−1)n sin πα (2n)!(α)n Γ(β)Γ(β − α + n)
=
sin πα n!(α)2n Γ(β + n)Γ(β − α)
(2n)!(α)n (β − α)n
= ,
n!(α)2n (β)n

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

by Exercise 4. Hence we get Ramanujan’s theorem

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

(−1)n (2n)!(a + b − 1)3n


γ2n = .
n!(a)n (b)n (a + b − 1)2n
Solution 6. From Exercise 3, we get
 
α, β, γ; cos πa α α α
2 sin π(β − 2 ) Γ(1 − α)Γ(β − 2 )Γ(1 + α − γ)Γ(1 + 2 − β − γ)
3 F2
 1 = α α .
sin π(β − α) Γ(1 − 2 )Γ(β − α)Γ(1 + 2 − γ)Γ(1 + α − β − γ)
1 + α − β, 1 + α − γ;

 πn  γn = 3 F2 (−n, 1 − a − n, 1 − b − n; a, b; 1). We wish to use α = −n, but


Consider
cos = 0 for n odd. Hence γ2n+1 = 0 and
2
γ2n = 3 F2 (−2n, 1 − a − 2n, 1 − b − 2n; a, b; 1).

Therefore in the result from Exercise ?? we put α = −2n, β = 1 − a − 2n, γ =


1 − b − 2n, and thus obtain

cos(nπ) sin π(1 − a − n) Γ(1 + 2n)Γ(1 − a − n)Γ(b)Γ(−1 + a + b + 3n)


γn =
sin π(1 − a) Γ(1 + n)Γ(1 − a)Γ(b + n)Γ(−1 + a + b + 2n)
cos2 (nπ) sin π(1 − a) (2n)!(−1)n (a + b − 1)3n
= ,
sin π(1 − a) n!(a)n (b)n (a + b − 1)2n

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

Solution 7. Let us consider the product

ψ(t) = 0 F2 (−; a, b; t)0 F2 (−; a, b; −t)


X∞ X n
=
n=0 k=0
∞ X n
X (−n)k (1 − a − n)k (1 − b − n)k tn
=
n=0 n=0
k!(a)k (b)k n!(a)n (b)n
∞ n
X t
= γn
n=0
n!(a) n (b)n

X γ2n t2n
= ,
n=0
(2n)!(a)2n (b)2n

in terms of the γn of Exercise 6 above. We already knew that γ2n+1 = 0 which


checks with the fact that Ψ(t) is an even function of t. Since, by Exercise 6,

(−1)n (2n)!(a + b − 1)3n


γn = ,
n!(a)n (b)n (a + b − 1)2n

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;

and note the special case γ = b + c, Whipple’s theorem.


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 45

 
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;

But also, since 1 − t(1 − x + x) = (1 − t)(1 + xt),


 
b, c;
Ψ = (1 − t)b+c−γ (1 + xt)b+c−γ 2 F1  t(1 − x + xt)  .
γ;

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.

Problem 9. Show that


 
1 + c, a1 , . . . , ap ;
  
 a1 , . . . , ap ;  Γ(1 + c) z 
L tcp Fq  zt  = Fq  .

s1+c p+1 s
b1 , . . . , bq ;
 
b1 , . . . , b q ;

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 ;

Solution 10. In Chapter 4, Exercise 16 we found that


(1 − e−t )n
 
1
L −1
= .
s(s + 1)n n!
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 47

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 ;

Problem 11. Show that


 
k + 1;
sk
 
L−1 = 1 F1  zt 
(s − z)k+1
1;
Solution 11. Consider
 
k
k + 1;
s 1 1 1 z 
= = 1 F0  .

(s − z)k+1 s (1 − 54 )k+1 s 5
−;
By Exercise 9 with c = 0,
     
 k + 1;   1, k + 1; 
 Γ(1) z   Γ(1) z 
L −1
1 F0  = L −1 2 F1 
 
 s s   s s 
 
 
−; 1;
 
 
k + 1;
= t0 F  zt 
 1; 
k + 1;
=F zt  .
1;
Problem 12. Show that
p
Y

a1 , . . . , ap ;
 am 
a1 + 1, . . . , ap + 1;

d m=1
Fq  z = q p Fq
 z .
dz p
b1 , . . . , bq ; b1 + 1, . . . , bq + 1;
Y
bj
j=1

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

Solution 13. We are given that

 
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

By the integral of Section 56, (i.e. Theorem 57) with α = 1, β = 1, k = 1, s = 1,


etc.
Z t  
π 1 1
A = , ; 1; x(t − x) dx
2 F1
2 0 2 2 
1 1 1 1

, , , ;
 2 2 1 1 
π  1 · 1t2 
= B(1, 1)t2−1 4 F3  1· 
2  22 
 2 3 
1, , ;
2 2
1 1 3 t2

π Γ(1)Γ(1)
= t 2 F1 , ; ;
2 Γ(2) 2 2 2 4!
   2
t 1 1 3 t
=π 2 F1 , ; ;
2 2 2 2 2
 
t
= π arcsin ,
2

by Exercise 18, Chapter 4.

8. Chapter 6 Solutions
ˆˆ

Problem 1. By collecting powers of x in the summation on the left, show that

∞ 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

Use equation (A) with t = i to conclude that



X
cos z = J0 (z) + 2 (−1)k J2k (z),
k=1


X
sin z = 2 (−1)k J2k+1 (z).
k=0

Solution 2. We know that


  ∞ −1 ∞
1 −1
X
n
X
n
X
exp z(t − t ) = Jn (z)t = Jn (z)t + J0 (z) + Jn (z)tn .
2 n=−∞ n=−∞ n=1

Now J−n (z) = (−1)n Jn (z). Hence


  ∞ ∞
z 1 X X
exp (t − = J−n (z)E n + J0 (z) + Jn (z)T tn
2 t n=1 n=1
X∞
= J0 (z) + Jn (z)[t + (−1)n t−n ].
n

n=1

Now use t = i. Then (−1)n i−n = i2n i−n = in and


  
π 1
exp i− = exp(iz) = cos z + i sin z.
2 i
50 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

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

Solution 4. We know that


Z π
1
Jn (z) = cos(nθ − z sin θ)dθ.
π 0
Then
Z π Z π
1 1
Jn (z) = cos(nθ) cos(z sin θ)dθ + sin(nθ) sin(z sin θ)dθ.
π 0 π 0
Now change z to (−z) to get
1 π 1 π
Z Z
(−1)n Jn (z) = cos(nθ) cos(z sin θ)dθ − sin(nθ) sin(z sin θ)dθ.
π 0 π 0
We then obtain
Z π
n 2
(B) [1 + (−1) ]Jn (z) = cos(nθ) cos(z sin θ)dθ
π 0
2 π
Z
(C) [1 − (−1)n ]Jn (z) =
sin(nθ) sin(z sin θ)dθ.
π 0
Use (B) with n = 2k and (C) with n = 2k + 1 to obtain
1 π
Z
J2k (z) = cos(2kθ) cos(z sin θ)dθ,
π 0
1 π
Z
J2k+1 (z) = sin(2k + 1)θ sin(z sin θ)dθ.
π 0
Use (B) with n = 2k + 1 and (C) with n = 2k to obtain
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

Solution 5. In the interval −π < θ < π, the Fourier approximation of f (θ) is



1 X
f (θ) = a0 + (an cos(nθ) + bn sin(nθ)),
2 n=1
in which
1 π
Z
an = f (θ) cos(nθ)dθ,
π −π
1 π
Z
bn = f (θ) sin(nθ)dθ.
π −π
Consider first f (θ) = cos(z sin θ), an even function of θ. For this function
2 π
Z
an = cos(nθ) cos(z sin θ)dθ, bn = 0.
π 0
By the results in Exercise 4 we obtain a2k+1 = 0, a2k = 2J2k (z). Hence

X
cos(z sin θ) = J0 (z) + 2 J2k (z) cos(2kθ), −π < θ < π.
k=1

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=−∞

The coefficient of t0 on the right is (k = −n)



X
(−1)−n J−n (x)Jn (x) = 0,
n=−∞

from which we obtain



X
J02 (x) + 2 (−1)n J−n (x)Jn (x) = 1.
n=1
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 53

But J2n (x) = (−1)n Jn (x). Hence



X
J02 (x) + 2 Jn2 (x) = 1.
n=1

It follows at once, for real x, that


|J0 (x)| ≤ 1,
1
|Fn (x)| ≤ √ , n ≥ 1.
2
Problem 7. Use Bessel’s integral to show that |Jn (x)| ≤ 1 for real x and integral
n.
Solution 7. Bessel’s integral is
Z π
1
Jn (x) = cos(nθ − x sin θ)dθ.
π 0

For real x (and n), |cos(nθ − x sin θ)| ≤ 1. Hence


1 π
Z
|Jn (x)| ≤ dθ = 1.
π 0
Problem 8. By iteration of equation (8), page 111, show that
m
dm X
2m J n (z) = (−1)m−k Cm,k Jn+m−2k (z),
dz m n=0

where Cm,k is the binomial coefficient.


d
Solution 8. We have, with D = , from (8), page 100,
dz
2DJn (z) = Jn−1 (z) − Jn+1 (z).
Then
22 D 2 Jn (z) = 2DJn−1 (z) − 2DJn+1 (z)
= Jn−2 (z) − Jn (z) − Jn (z) + Jn+2 (z)
= Jn−2 (z) − 2Jn (z) + Jn+2 (z).
Let us use induction. Assume
m
X
2m D m Jn (z) = (−1)m−k Cm,k Jn+m−2k (z),
k=0

as we k now is true for m = 1, 2. Then


m
X
2m+1 D m+1 Jn (z) = (−1)m−k Cm,k [Jn+m−2k−1 (z) − Jn+m−2k+1 (z)]
k=0
m+1
X m
X
= (−1)m−k+1 Cm,k−1 Jn+m+1−2k (z) + (−1)m+1−k Cm,k Jn+m+1−2k (z)
k=1 k=0
m
X
= (−1)m+1−k [Cm,k + Cm,k−1 ]Jn+m+1−2k (z) + (−1)m+1 Jn+m+1 (z) + Jn−m−1 (z).
k=1
54 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Problem 11. Use the property

d 1 du
0 F1 (−; a; u) = 0 F1 (−; a + 1; u)
dx a dx

to obtain the differential recurrence relation (6) of Section 60.

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),

which yields (6) of Section 60.

Problem 12. Expand

−;
 
2xt − t2 
0 F1

 
4
1 + α;

in a series of powers of x and thus arrive at the result

− 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

has its zeros at x = 0 and at the β’s. But

y20 = xn+1 Jn (x),

so the α’s lie between consecutive β’s.

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:

(1)zIn0 (z) = zIn−1 (z) − nIn (z),

(2)zIn0 (z) = zIn+1 (z) + nIn (z),

(3)2In0 (z) = In−1 (z) + In+1 (z),

(4)2nIn (z) = z[In−1 (z) − In+1 (z)].

Solution 14. (Solution by Leon Hall)

In (z) = i−n Jn (iz)


z n
z2
 
2
= 0 F1 −; 1 + n;
Γ(1 + n) 4
z
 n ∞  2 k
2
X 1 z
=
Γ(1 + n) (1 + n)k k! 4
k=0

X z 2k+n
= .
22k+n k!Γ(k + n + 1)
k=0

(1 + n)k = (1 + n)(2 + n) . . . (k + n),


so

Γ(1 + n)(1 + n)k = Γ(k + n + 1).


So, as in the method of Section 60,

d n X z 2k+n2n−1
[z In (z)] =
dz 22k+n−1 k!Γ(n + k)
k=0

X z 2k+n−1
= zn
22k+n−1 k!Γ(n + k)
k=0

n
X z 2k+n−1
=z
22k+n−1 k!Γ(k + (n − 1) + 1)
k=0
= z n In−1 (z),
or
z n In0 (z) + nz n−1 In (z) = z n In−1 (z),
which is equivalent to
zIn (z) = zIn−1 (z) − nIn (z),
which is (1).
58 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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
 

Solution 16. (Solution by Leon Hall) For n not a negative integer,


In (z) = i−n Jn (iz),
and using the result of Problem 10,
1
2( 12 iz)n 2π
Z
In (z) = i−n sin2n φ cosh(z cos φ)dφ.
1
Γ( 2 )Γ(n + 12 ) 0

The powers of i cancel, and because cos(iw) = cosh w we get


Z 12 π
2( 21 z)n
In (z) = sin2n φ cosh(z cos φ)dφ
Γ( 12 )Γ(n + 21 ) 0
1
for Re(n) > − as desired.
2
Problem 17. For negative integral n define In (z) = (−1)n I−n (z), thus completing
the definition in Section 65. Show that In (−z) = (−1)N In (z) and that

" #
1 −1
X
n
exp z(t + t ) = In (z)t .
2 n=−∞

Solution 17. (Solution by Leon Hall) We have



X −1
X ∞
X
In (z)tn = (−1)n I−n (z)t−n + In (z)tn
n=−∞ n=−∞ n=0
X∞ ∞
X
n+1 −n−1
= (−1) In+1 (z)t + In (z)tn .
n=0 n=0

Now proceed exactly  as in the 2proof


 of Theorem 39, the only  difference beingthat
z z2
In (z) involves 0 F1 −; 1 + n; whereas Jn (z) involves 0 F1 −; 1 + n; − , to
4 4
get
∞  
X 1
In (z)tn = exp z(t + t−1 ) .
n=−∞
2

Problem 18. Use the integral evaluated in Section 56 to show that


Z tp
√ n+ 1
 
n
p −n t
[ x(t − x)] Jn ( x(t − x))dx = 2 πt 2 Jn+ 2
1 .
0 2
Solution 18.
−;
 
Z t Z t
p p 1 x(z − x) 
[ x(t − x)]n Jn ( x(t − x))dx = xn (t−x)n 0 F1  −  dx.

0 2n Γ(1 + n) 0 4
1 + n;
60 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Now use Theorem 37 with α = n + 1, β = n + 1, p = 0, q = 1, b1 = 1 + n, c =


1][4
− k = 1, s = 1. The result is
,
 
n + 1, n + 1;
Z tp
1  t2 

p
[ x(t − x)]n Jn ( x(t − x))dx = n B(1 + n, 1 + n)t2n+1 F 
 
2 Γ(1 + n) 4·4 
0  2n + 2 2n + 3 
1 + n, , ;
 2  2
−;
Γ(1 + n)Γ(1 + n) 2n+1  t2 
= n t 0 F1 
 − 
2 Γ(1 + n)Γ(2 + 2n) 16 
 3 
n+ ;
2
−;
 
   n+ 12
3 t 1
 2 
Γ(1 + n)Γ n + 2n+1 tn+ 2  t
2 r  
= F
0 1
 2 

 
3
 
4
 
Γ(2 + 2n)Γ n + 
3

2 n+ ;
  2
3
Γ(1 + n)Γ +n  
1 2 t
= 2n+1 tn+ 2 Jn+ 12 .
Γ(2 + 2n) 2
 
2z−1 1
2 Γ(z)Γ z +
2
By Legendre’s duplication formula, Γ(2z) = √ , we get
π
 
1+2n 3
2 Γ(1 + n)Γ +n
2
Γ(2 + 2n) = √ .
π
Hence
t 1√
2n+1 tn+ 2 π
Z  
p p t
[ x(t − x)]n Jn ( x(t − x))dx = 1+2n
Jn+ 21
0 2 2
√ n+ 1
 
−n t
=2 πt 2 Jn+ 12 .
2
Problem 19. By the method of Exercise 18 show that
Z 1
√ √
1 − x sin(α x)dx = πα−1 J2 (α),
0
and, in general, that
Z 1  c
c−1 12 n
√ 2
(1 − x) x Jn (α x)dx = Γ(c) Jn+c (α).
0 α
Solution 19. Consider Z 1 √ √
1 − x sin(α x)dx.
0
We know that
3 z2
 
sin z = z 0 F1 −; ; − .
2 4
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 61

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

exp[−2x(t − x)]I0 [2x(t − x)] = exp[−2x(t − x)]0 F1 [−; 1; x2 (1 − x)2 ].


In Kummer’s second formula we have
1 z2
 
z
1 F1 (a; 2a; 2z) = e 0 F1 −; 1 + ; .
2 4
1
Use a = and z = −2x(t − x) to get
2
 
1
exp[−2x(t − x)]I0 [2x(t − x)] = 1 F1 ; 1; −4x(t − x) .
2
62 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Problem 21. Show that


Z t    
1 1 2 1 2
[x(t − s)]− 2 exp[4x(t − x)]dx = π exp t I0 t .
0 2 2
Solution 21.
Z t Z t
− 12 1 1
[x(t − x)] exp[4x(t − x)]dx = x− 2 (t − x)− 2 0 F0 (−; −; 4x(t − x))dx.
0 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

Problem 22. (Solution by Leon Hall) Obtain Neumann’s expansion



 z n X (n + 2k)(n + k − 1)!Jn+2k (z)
= , n ≥ 1.
2 k!
k=0

Solution 22. Let



X (n + 2k)(n + k − 1)!  z −n
Fn (z) = Jn+2k (z).
k! 2
k=0

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

and the coefficient of t−n , n > 0 is given by



X
ak bn+k .
k=0
z   z  hz i
Thus, in the product exp t exp − t−1 , or exp t − 1t , the coefficient of
2 2 2
tn for n ≥ 0 is:
∞  ∞
z k+n (−1)k z k (−1)k z 2k+n
X   X
=
2k+n (k + n)! 2k k! 22k+n k!(k + n)!
k=0 k=0
= Jn (z),

and the coefficient of t−n , n > 0 is:


∞  k  ∞
(−1)k+n z k+n (−1)k z 2k+n

X z n
X
= (−1)
2k k! 2k+n (k + n)! 22k+n k!(k + n)!
k=0 k=0
n
= (−1) Jn (z)
= J−n (z).

9. Chapter 7 Solutions
ˆˆ

Problem 1. The function

Z x
2
erf (x) = √ exp(−t2 )dt
π 0

was defined on page 36. Show that

 
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

γ(α, x) = α−1 xα 1 F1 (α; α + 1; −x).


Solution 2. Let
Z x
γ(α, x) = e−t tα−1 dt; Re(α) > 0.
0
Then,


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

Problem 3. Prove that

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

D k [e−z 1 F! (a; b; z)] = D k 1 F1 (b − a; b; −z)


(b − a)k (−1)k
= 1 F! (b − 1 + k; b + k; −z)
(b)k
(−1)k (b − a)k −z
= e 1 F! (a; b + k; z).
(b)k
a
We used D 1 F! (a; b; z) = 1 F! (a + 1; b + 1; z) k times.
b
Problem 4. Show that
Z ∞
1
1 F1 (a; b; z) = e−t tα−1 0 F1 (−; b; zt)dt.
Γ(a) 0
Solution 4. We know that
Z ∞
Γ(x) = e−t tx−1 dt, Re(x) > 0.
0
Then,

X (a)n z n
1 F1 (a; b; z) =
n=0
n!(b)n

1 X Γ(a + n)z n
=
Γ(a) n=0 n!(b)n
Z ∞ ∞ a+n−1 n
1 X t z
= e−t dt
Γ(a) 0 n=0
n!(b)n
Z ∞
1
= e−t ta−1 0 F1 (−; b; tz)dt, Re(a) > 0.
Γ(a) 0
Problem 5. Show, with the aid of the result in Exercise 4, that


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

Solution 6. Let V (k, n) = F (−k, α + n; α; 1). Then

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.

note: this method requires material in chapter 7 (on line 5)


Can do by Chapter 4 if first show that e−t 1 F1 (−n; α; t) = 1 F1 (α + n; α; −t).

10. Chapter 8 Solutions


ˆˆ

X
Problem 1. From et ψ(xt) = σn (x)tn , show that
n=0
n
X y k (1 − y)n−k σk (x)
σn (xy) = ,
(n − k)!
k=0
and in particular that
  Xn
1 σk (x)
2n σn x = .
2 (n − k)!
k=0

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

et ψ(xyt) = e(1−y)t eyt ψ(xyt)


so that
∞ ∞
! ∞ !
X
n
X (1 − y)n tn X
n n
σn (xy)t = σn (x)y t
n=0 n=0
n! n=0
∞ X n
X (1 − y)n−k y k σk (x) n
= t .
n=0
(n − k)!
k=0
Hence
n
X y k (1 − y)n−k σk (x)
σn (xy) = .
(n − k)!
k=0
1
For y = , we obtain
2
  Xn
n 1 σk (x)
2 σn x = .
2 (n − k)!
k=0

Problem 2. Consider the set (called Appell polynomials) αn (x) generated by



X
ext A(t) = αn (x)tn .
n=0
Show that α00 (x) = 0, and that for n ≥ 1, αn0 (x) = αn−1 (x).
Solution 2. Consider αn (x) defined by

X
(A) ext A(t) = αn (x)tn .
n=0
From (A) we obtain

X
text A(t) = αn0 (x)tn .
n=0
Hence

X ∞
X
αn (x)tn+1 = αn0 (x)tn ,
n=0 n=0
or
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 69


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,

xσn0 (x) − nσn (x) = −1 · σn−1−0 (x) = −σn−1 (x),


which is Theorem 45, page 224.
Problem 4. The polynomials σn (x) of Exercise 3 and Section 73 are defined by

X
(A) et ψ(xt) = σn (x)tn ,
n=0
but by equation (9), page 134, they also satisfy
  ∞
xt X
(B) (1 − t)−c F = (c)n σn (x)tn ,
1−t n=0
for a certain function F . By applying Theorem 50, page 141, to (B), conclude
that the σn (x) of (A) satisfy the relation
n−1
X
(c)n [xσn0 (x) − nσn (x)] = − (c)k [cσk (x) + xσk0 (x)],
k=0
for arbitrary c.
70 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Solution 4. For the σn (x) of Exercise 3 above, we know that


  ∞
−c xt X
(B) (1 − t) F = (c)n σn (x)tn ,
1−t n=0
where

X
F (u) = (c)n γn un
n=0

X
in terms of ψ(u) = γn un .
n=0
We now use Theorem 50 on the polynomials fn (x) = (c)n σn (x) of (B).
Here

t
A(t) = (1 − t)−c , H(t) = .
1−t
Then

log A(t) = −c log(1 − t),

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

or, with reversal of order of summation,

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

Solution 5. On page 228 we find


  ∞
−xt X
A(t) exp = yn (x)tn .
1−t n=0
In the notation of Theorem 50 we have
t 1
A(t) = A(t), H(t) = − =1−
1−t 1−t
from which


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

Problem 6. Apply Theorem 50 to the Laguerre polynomials through the genrating


relation 914), page 135, to get
n−1
(α) (α)
X
xDL(α) (α)
n (x) − nLn (x) = − [(1 + α)Lk (x) + xDLk (x) = 0
k=0
for the Laguerre polynomials.
Solution 6. From page 228 we have
  ∞
−xt X
(1 − t)−1−α exp = Ln(α) (x)tn .
1−t n=0
We may therefore use Theorem 50 with

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

xDLn(α) (x) − nLn(α) (x) = (1 + α)DLn(α) (x) + xD 2 Ln(α) (x),


or

[xD 2 + (1 + α − x)D + n]Ln(α) (x) = 0,


as desired.
Problem 7. The Humbert polynomials hn (x) are defined by

X
(1 − 3xt + t3 )−p = hn (x)tn .
n=0
Use Theorem 52, page 144, to conclude that

xh0n (x) − nhn (x) = h0n−2 (x).


Solution 7. For hn (x) we have
 

X ν;
(1 − 3xt + t3 )−ν = hn (x)tn = 1 F0  3xt − t3  .
n=0 −;
In the notation of Theorem 52 we have
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 73

A(t) = 1, H(t) = 3t, g(t) = −t3 , ψ(t) = (1 − t)−ν .


Then

tA0 (t) tH 0 (t) 3t tg 0 (t) t(−3t2 )


= 0, = = 1, = = −t2 .
A(t) H(t) 3t H(t) 3t
Hence
αn = 0, n ≥= 0; βn = 0, n ≥ 0; δ1 = −1, δn = 0 for n = 0, n ≥ 2.
Therefore Theorem 52 yields

xh0n (x) − nhn (x) = h0n−2 (x).

Problem 8. For the yn (x) of Section 74 show that


 
−xt
F = A(t) exp
1−t
satisfies the equation

∂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

n=0 n=0 n=0 n=0 n=0


∞ X
X n ∞ X
X n
= −x yk0 (x)tn+1 − αn−k yk (t)tn=1 .
n=0 k=0 n=0 k=0
Hence, for n ≥ 1,
n−1
X
xyn0 (x) − nyn (x) = − [xyk0 (x) + αn−1−k yk (x)].
k=0

Problem 9. For polynomials an (x) defined by


  ∞
−c −xt X
(1 − t) A = an (x)tn
1−t n=0
obtain what results you can parallel to those of Theorem 48, page 137.
Solution 9. Let an (x) be defined by
  ∞
−c −xt X
(1) (1 − t) A = an (x)tn .
1−t n=0
Let

X
(2) A(u) = αn un .
n=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 75

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,

xa0n (x) − nan (x) = −(c + n − 1)an−1 (x).


We may rewrite equation (3) in the form

∂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

Hence we obtain the relation


76 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

11. Chapter 9 Solutions


ˆˆ
No problems in Chapter 9.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 77

12. Chapter 10 Solutions


ˆˆ

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

Solution 1. We know that


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

Problem 2. Use the result in Exercise 1 to show that

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

(1 − t2 )y 00 − 2ty 0 + n(n + 1)y = 0


has the two linearly independent solutions y1 = Pn (t) and y2 = Qn (t), where
Qn (t) is as given in equation (4) of Section 102.
Solution 3. We know that
n −n − 1
 

 2 , ;
2
( 1 )n (2x)n

 1 
Pn (x) = 2 2 F1 

2 
,
n! x
 1 
− n;
2
from which w = x−n Pn (x) is a solution of the 2 F1 differential equation with
n n−1 1
a = − ,b = − , c = − n, z = x−2 .
2 2 2
Then consider

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

The equation in w and x becomes


   
−2 −2 1 6 00 3 5 −2 −2 0 1 3 1 3 −2 n(n − 1)
x (1−x ) x w + x x (1−x )w − x −n− −n x w0 − w = 0,
4 4 2 2 2 4
or

x2 (x2 − 1)w00 + 3x(x2 − 1)w0 − x[(1 − 2n)x2 − (3 − 2n)]w0 − n(n − 1)w = 0,


or

x2 (x2 − 1)w00 + x[(2 + 2n)x2 − 2n]w0 − n(n − 1)w = 0.


Now put

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

x2 (x2 −1)y 00 −2nx(x2 −1)y 0 +n(n+1)(x2 −1)y+x[(2+2n)x2 −2n]y 0 −n[(2+2n)x2 −2n]y−n(n−1)y = 0,


or

x2 (x2 − 1)y 00 + x[2x2 ]y 0 + [n(n + 1)x2 (1 − 2) − n2 − n + 2n2 − n2 + n]y = 0,


or

(1) (1 − x2 )y 00 − 2xy 0 + n(n + 1)y = 0.


Since the differential equation for w has the two linearly independent solutions
w1 = x−n Pn (x) and

 n 1 n−1 1   1+n 2+n 


− + + n; − + + n; , ;
1− 21 +n
2 2 2 2 −1−2n
2 2
x−2 
   
w2 = z 2 F1 
 z =x
 2 F1 

.
3 3
+ n; + n;
2 2
Then the differential equation (1) for y has the linearly independent solutions
y1 = Pn (x) and
1+n 2+n
 
, ;
 2 2 
−1−n
 1 
y2 = x F
2 1
 ,
x2 
 3 
+ n;
2
which is a constant multiple of Qn (x) as given on page 314.
80 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Solution 4. We know that



1
X
(1 − 2xt + t2 )− 2 = Pn (x)tn .
n=0
Put
1
F = (1 − 2xt + t2 )− 2 .
Then

∂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

By equation (5), page 271, we get


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 81

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

Now P10 (x) = 1 and P00 (x) = 0. Hence we have

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 ]

= (2n − 4k − 3)Pn−2−2k (x)tn .


n=2 k=0
Hence, for n ≥ 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

Solution 7. We are given

 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

Next let us use β = −α in (1). We thus obtain


 n Xn  n−k
sin α −2 sin α cos α
Pn (cos α) = Cn,k Pk (cos α)
− sin α sin α
k=0
Xn
= (−1)n (−1)n−k Cn,k (2 cos α)n−k Pk (cos α)
k=0
n
X
= (−1)k Cn,k (2 cos α)n−k Pk (cos α).
k=0

With cos α = x we get

n
X
(3) Pn (x) = (−1)k Cn,k (2x)n−k Pk (x).
k=0

Finally put α = 2β in (1). The result is

 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

Pn (2x2 − 1) = (−1)n Pn (1 − 2x2 ).


Hence we have
n
X
(4) Pn (1 − 2x2 ) = (−1)k Cn,k (2x)k Pk (x).
k=0

Problem 8. Use the technique of Section 96 to derive other generating function


relations for Pn (x). For instance, obtain the results


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

Solution 8. We start with


(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

Finally let us sum the series

∞ ∞ 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

With the aid of (1) we get


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

But, by Ex.7, page ? we have

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

Solution 11. We put β = 2α and cos β = x in the known relation


 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
to get
  !n n
β 1 X
Pn cos = Cn,α Pk (cos β),
2 2 cos( β2 ) k=0
or
r ! n
n 1+x n
X
(2) [1 + x] Pn 2 = 2− 2 Cn,k Pk (x).
2
k=0
Then

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

If n < m, then k < m and β = 0. If n ≥ m,


n
n
X (−1)k (−n)k ( 1 )k 2
B = 21− 2
k=0 
k!( 32 )k
1 
−n, ;
n  2 
= 21− 2 2 F1  −1 
.
3

;
2
90 SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Problem 12. Evaluate


1
1 1 n
Z Z
xn Pn−2k (x)dx =
x Pn−2k (x)dx,
0 2 −1
and check your result by means of Theorem 65, page 181. Thus show that
Z 1
n!
xn Pn−2k (x)dx =
0 2n k!( 32 )n−k
and, equivalently, that
Z 1
(n + 2k)!
xn+2k Pn (x)dx = .
0 2n+2k k!( 32 )n+k
Solution 12. Consider
Z 1 Z 1
n 1
A= x Pn−2k (x)dx = xn Pn−2k (x)dx.
0 2 −1
We have

−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

We may then write

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

Problem 14. Show that

−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

Solution 16. From



1
X
(1 − 2xt + t2 )− 2 = Pn (x)tn
n=0
we obtain

1
X
t(1 − 2xt2 + t4 )− 2 = Pn (x)t2n+1 .
n=0
We then differentiate both members with respect to t to get
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 93


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

Solution 17. We know the generating relation



X 1
Pn (x)tn = (1 − 2xt + t2 )− 2
n=0
1
= [(1 − t)2 − 2t(x − 1)]− 2
 − 1
−1 2t(x − 1) 2
= (1 − t) 1− 2
 (1 − t) 
−1 1 2t(x − 1)
= (1 − t) 1 F0 ; −; .
2 (1 − t)2
In the above, put x = 1 − 2v to get

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

Problem 18. Use Theorem 48, page 137, to show that

(1 − x)Pn0 (x) + nPn (x) 0


= nPn−1 (x) − (1 − x)Pn−1 (x)
n−1
X n−1
X
= Pk (x) − 2(1 − x) Pk0 (x)
k=0 k=0
n−1
X
n−k+1
= (−1) (1 + 2k)Pk (x).
k=0

Solution 18. Using the transformation in Exercise 17 above we obtain

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

(1 − x)Pn0 (x) + nPn (x) = nPn−1 (x) − (1 − x)Pn−1


0
(x),

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

But we also have

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

By Example 7, page 51, we have

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.

Solution 20. Consider the polynomial

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)!

If we expand the finite sum, the coefficient of γk (x2 − 1)k for k = 0, 1, . . . , n is


∞ ∞
X (c)2n x2n−2k t2n X (c)2n+1 x2n−2k+1 t2n+1
+ .
(2n − 2k)! (2n − 2k + 1)!
n=k n=k

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

where the second factor is equivalent to



X (c + 2k)n (xt)n 1
= c+2k
.
n=0
n! (1 − xt)

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

where Pn is the Legendre polynomial of degree n. If we now let


Pn (x)
wn (x) =
n!
and

X uk
ψ(u) = ,
22k (k!)2
k=0
1
we get γk = 2k , and our result gives
2 (k!)2
∞ ∞ n
(c)n Pn (x)tn
 2 2
X X (c)2n t (x − 1)
= (1 − xt)−c .
n=0
n! n=0
22n (n!)2 (1 − xt)2

(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

which is equivalent to equation (2) on pg.164.

13. Chapter 11 Solutions


ˆˆ
Problem 1. Use the fact that

exp(2xt − t2 ) = exp(2xt − x2 t2 ) exp[t2 (x2 + 1)]


to obtain the expansion
n
[2]
X n!Hn−2k (1)xn−2k (x2 + 1)k
Hn (x) = .
k!(n − 2k)!
k=0

Solution 1. From

exp(2xt − t2 ) = exp(2xt − x2 t2 )exp[t2 (x2 + 1)]


we obtain

∞ ∞ ∞
! !
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

Problem 2. Use the expansion of xn in a series of Hermite polynomials to show


that
Z ∞ √
2 n −2k π
exp(−x )x Hn−2k (x)dx = 2 n! .
−∞ k!
Note in particular the special case k = 0.
Solution 2. We know that
n
[2]
n
X n!Hn−2s (x)
x = .
s=0
2n s!(n − 2s)!
Then
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 99

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

Hence vn (x) = Pn (x).


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 101

Problem 6. Evaluate the integral on the right in


Z ∞ x
n+1 2
(B) Hn (x) = 2 exp(x ) exp(−t2 )tn+1 Pn dt
x t
by using
n
[2]
n
x X n!(x2 − t2 )k (2x)n−2k
(2t) Pn =
t (k!)2 (n − 2k)!
k=0
derived from equation (1), page 164, and term-by-term integration to prove the
validity of (B), which is equation (5), page 191.
Solution 6. We know
n
[2]
X n!(x2 − 1)k xn−2k
Pn (x) =
22k (k!)2 (n − 2k)!
k=0
from (1), page 280. Then
n
[2]
n
x X n!(x2 − t2 )k (2x)n−2k
(2t) Pn =
t (k!)2 (n − 2k)!
k=0
which leads to the result

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.

14. Chapter 12 Solutions


ˆˆ
Problem 1. Show that

−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 ).

In the same way

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

Solution 2. We know that

[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

Problem 6. Show that if m is a non-negative integer and α is not a negative


integer,
n (α) (α+2m)
(1 + α)n X (−m)k Lk (−x)Ln−k (x)
L(α)
n (x) = .
(1 + 12 α + 12 m)n k=0 (1 + α)k

Solution 6. On page 366 we had

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 7. Show that if m is a non-negative integer and α is not a negative


integer,
∞ (α) (α+2m)
(1 + α)n (1 + α)m X (−m)k Lk (−x)Ln−k (x)
L(α)
n (x) = .
(1 + α)m+n (1 + α)k
k=0

Solution 7. In equation (1) of Exercise 6 above choose c = 1 + α + m. Thus we


get
n (α) (α+2m)
(α) (1 + α)n X (−m)k Lk (−x)Ln−k (x)
Ln (x) =
(1 + α + m)n (1 + α)k
k=0
n (α) (α+2m)
(1 + α)n (1 + α)m X (−m)k Lk (−x)Ln−k (x)
= .
(1 + α)m+n (1 + α)k
k=0

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

Solution 8. From (2), page 350, we get


(α)
Ln(α) (x) = DLn(α) (x) − DLn+1 (x).
Now put
Z ∞
An = e−y Ln(α) (y)dy
x
(α)
and integrate by parts with u = e −y
and dv = Ln (y)dy −→ du = −e−y dy and
(α) (α)
v = Ln (x) − Ln+1 (x) to get

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

Problem 9. Show that

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

In Theorem 37 use α = α + 1, β = β, p = 1, q = 1, a1 = −n, b1 = 1 + α, c =


1, k = 1, s = 0 to arrive at

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,

Ln (x) = DLn (x) − DLn+1 (x),


so that
Z t
t
Ln (t − x)Lm (x)dx = [Ln+m (β) − Ln+m+1 (β)]0
0
= Ln+m (t) − Ln+m+1 (t).
Problem 12. Evaluate the integral
Z ∞
xα e−x [L(α) 2
n (x)] dx
0
of (7), page 206, by the following method. From (4), Section113, show that

∞ 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

Solution 12. We know that


  ∞
−xt X
(1 − t)−1−α exp = Ln(α) (x)tn .
1−t n=0
Then
  ∞ X
n
−2xt X (α) (α)
(1 − t)−2−2α exp = Lk (x)Ln−k (x)tn .
1−t n=0 k=0
(α)
Then, because of the orthogonality property of Ln (x) we get

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!

15. Chapter 13 Solutions


ˆˆ
Problem 1. Prove Theorem A (Sheffer): If φn (x) is of Sheffer A-type zero,
gn (m, x) = Dm φn+m (x) is also of Sheffer A-type zero and belongs to the same
operator as does φn (x).
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 111

Solution 1. Let φn (x) be of Sheffer A-type zero. Put

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

Bφn (x) = nφn (x).


112SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Then

(B = ρi )φn (x) = (n + ρi )φN (x),


so that
( m
)
Y φn (x) φn−1 (x)
J(D) [B(x, D) + ρi ] φn (x) = J(D) m = m = ψn−1 (x).
Y Y
i=1
(1 + ρi )n−1 (1 + ρi )n−1
i=1 i=1

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

which is symmetric in ρ1 and ρ2 . Hence ε1 ε2 = ε2 ε1 .


We shall now prove a theorem of value in discussing what operators transform
polynomials of degree n into polynomials of degree (n − 1).
Theorem : If the operator J(x, D) is such that a simple set of polynomials ψn (x)
belongs to it in the Sheffer sense,

(1) J(x, D)ψn (x) = ψn−1 (x), J(x, D)ψ0 (x) = 0,


then J(x, D) transforms every polynomial of degree precisely n into a polynomial
of degree precisely n − 1.
Proof : Let gn (x) be of degree exactly n. Then we know there exists the expansion
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),
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 113

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 Hn0 (x) = 2nHn−1 (x), we have


2nHn−1 (x)
φ0 (x) = = 2φn−1 (x)
n!
(also see Theorem 76) and so
T0 (x)Dφn+1 (x) = φn (x)
and
Dk+1 φn+1 (x) = 2k+1 φn−k (x).
114SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

This makes, for n ≥ 2,


n−1
X
Tn (x)2n+1 = φn (x) − φn (x) − 2k+1 Tk (x)φn−k (x)
k=1
n−1
X
=− 2k+1 Tk (x)φn−k (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

we have k = −(k + 1). Thus, (11) in Theorem 73 is


n−1
X
(∗) (1 + α − x(k + 1))J k+1 (D)L(α) (α)
n (x) = nLn (x).
k=0
(α) (α)
By definition J(D)Ln (x) = Ln−1 (x) so
n−1 n−1 n−1
(α) (α)
X X X
J k+1 (D)L(α)
n (x) = Ln−1−k (x) = Lk (x),
k=0 k=0 k=0

and so by Section 114, equation (3),


n−1
(α)
X
Lk (x) = −DL(α)
n (x)
k=0

(see Theorem 76). The left side of (∗) then becomes


n−1
X n−1
X n−1
X
(1 + α − x − kx)J k+1 (D)Ln(α) (x) = (1 + α − x) J k+1 (D)L(α)
n (x) − x kJ k+1 (D)L(α)
n (x)
k=0 k=0 k=0
n−1
(α)
X
k+1
= −(1 + α − x)DLn (x) −x kJ (D)Ln(α) (x)
k=0
n−1
(α) (α)
X
= −(1 + α − x)DLn (x) − x kLn−1−k (x).
k=1
Rewrite the last sum as
n−1
X (α) n−2
X (α) n−3
X (α) 1
(α) (α)
X
kLn−1−k (x) = Lk (x) + Lk (x) + . . . + Lk (x) + L0 (x)
k=1 k=0 k=0 k=0
(α) (α) (α) (α)
= −DLn−1 (x) − DLn−2 (x) − . . . − DL2 (x) − DL1 (x)
n−1
X (α)
= −D Lk (x)
k=0
(α)
= D2 Ln (x).
Thus, (∗) becomes, finally
−(1 + α − x)DL(α) 2 (α) (α)
n (x) − xD Ln (x) = nLn (x)
116SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

or
xD2 L(α) (α) (α)
n (x) + (1 + α − x)DLn (x) + nLn (x) = 0,

which is Laguerre’s differential equation. Equation (17) in Theorem 75 becomes,


after an index shift,
n
(α)
X
(1 + α − kx)Ln−k (x) = nL(α)
n (x).
k=1

−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!

so in Theorem 72 we have A(t) = 1 and



X (−1)k
H(t) = log(1 + t) = tk+1 .
k+1
k=0

Because J(t) is the inverse of H(t),



X tn+1
J(t) = et − 1 = .
(n + 1)!
k=0

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

And because ∆k+1 Nn (x) = Nn−1−k (x),


n−1
X
x (−1)k ∆k+1 Nn (x) = nNn (x).
k=0
Theorem 74 yields
n−1
X (−1)k k+1
x D Nn (x) = nNn (x).
(k + 1)!
k=0
(−1)k
Finally, from Theorem 76, recalling from H(t) that hk = , we have
k+1
n−1
X (−1)k
Nn−1−k (x) = DNn (x)
k+1
k=0
or
1 1 (−1)n−1
Nn0 (x) = Nn−1 (x) − Nn−2 (x) + Nn−3 (x) − . . . + N0 (x).
2 3 n
With some work, this last result could also be obtained by logarithmic differentiation.
Problem 6. Show that
(α)
Ln (x)
φn (x) =
(1 + α)n
is of Sheffer A-type unity but that with σ chosen to be

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

σ = D(θ + 1 + 1 − a) = D(θ + α).


Problem 7. Determine the Sheffer operator associated wit hthe set

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

−T2 (x) = −4x + x2 ; T2 (x) = 4x − x2


Then
   
2 1 3 1
[−D+(2−3x)D 2 +(4x−x2 )D 3 +T4 (x)D 4 ] 1 − 4x + 3x2 − x3 + x4 = 16 1 − 3x + x2 − x3 ,
3 24 2 6
or
   
1 1 8
− −4 + 6x − 2x2 + x3 +(2−3x) 6 − 4x + x2 +(4x−x2 )(−4+x)+T4 (x) = 16−48x+24x2 − x3 .
6 2 3
Thus we get

x3
T4 (x) = x2 + (1 + 9 + 6 − 16) = x2 ; T4 (x) = x2 .
6
Let us consider the effect of the operator

J(x, D) = −D + (2 − 3x)D 2 + (4x − x2 )D 3 + x2 D 4


Ln (x)
upon φn (x) = .
(n!)2
Problem 8. Prove that if we know a generating function

X
y(x, t) = φn (x)tn
n=0
or the simple set of polynomials φn (x) belonging to a Sheffer operator J(x, D),
no matter what the A-type of φn (x), we can obtain a generating fuction (sum the
series)

X
φn (x)tn
n=0
for any other polynomial φn (x) belonging to the same operator J(x, D).
Solution 8. We are given that φn (x) is a simple set of polynomials and

X
(1) y(xt) = φn (x)tn .
n=0
120SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

A(t) = 0 F1 (−; 1; t),

H(t) = t,

φ(t) = 0 F1 (−; 1; t).


Problem 12. Prove that if the operator J(x, D) is such that a simple set of poly-
nomials φn (x) belongs to it in the Sheffer sense, then J(x, D) transforms every
polynomial of degree precisely n into a polynomial of degree precisely (n − 1).
Solution 12. This result was proved as part of our solution to Problem 2 of this
chapter. See the theorem at the end of that solution.
Theorem : If the operator J(x, D) is such that a simple set of polynomials ψn (x)
belongs to it in the Sheffer sense,

(1) J(x, D)ψn (x) = ψn−1 (x), J(x, D)ψ0 (x) = 0,


then J(x, D) transforms every polynomial of degree precisely n into a polynomial
of degree precisely n − 1.
Proof : Let gn (x) be of degree exactly n. Then we know there exists the expansion
122SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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).

16. Chapter 14 Solutions


ˆˆ
Problem 1. Show that the Bateman’s polynomial (see Section 146, page 285)

Zn (t) = 2 F2 (−n, n + 1; 1, 1; t)
has the recurrence relation

n2 (2n−3)Zn (t)−(2n−1)[3n2 −6n+2−2(2n−3)t]Zn−1 (t)+(2n−3)[3n2 −6n+2+2(2n−1)t]Zn−2 (t)−(2n−1)(n−2)2 Z


Solution 1. Let
n
X (−1)k (n + k)!tk
Zn (t) = 2 F2 (−n, N = 1; 1, 1; t) =
(k!)3 (n − k)!
k=0
or

X
Zn (t) = γ(k, n).
k=0
Then
∞ ∞
X (−1)k (n − 1 + k)!tk X n−k
Zn−1 (t) = = γ(k, n),
(k!)3 (n − 1 − k)! n+k
k=0 k=0

X (n − k)(n − k − 1)(n − k − 2)
Zn−2 (t) = γ(k, n).
(n + k)(n + k − 1)(n + k − 2)
k=0
Also

∞ ∞
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

We may now proceed to a recurrence relation of the form

Zn (t) + [A + Bt]Zn−1 (t) + [C + Dt]Zn−2 (t) + EZn−3 (t) = 0,


in which A, B, C, D, E depend upon k. For the determination of those coefficients
we need to satisfy the identity in k:

(n + k)(n + k − 1)(n + k − 2) + A(n − k)(n + k − 1)(n + k − 2) − Bk 3 (n + k − 2)

+C(n − k)(n − k − 1)(n + k − 2) − Dk 3 (n − k) + E(n − k)(n − k − 1)(n − k − 2) = 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

2C(2n − 1) = 2E(2n − 1)(2n − 3) + D(n − 1)2 (2n − 1) − B(n − 1)2


2(2n − 1)2 (n − 2)2 (2n − 3) 2(n − 1)2 (2n − 1)2 2(n − 1)2 (2n − 1)
=− 2
+ 2
− .
n (2n − 3) n n2
THen

n2 C = −(2n − 1)(n − 2)2 + (n − 1)2 (2n − 1) − (n − 1)2


= (2n − 1)[−n2 + 4n − 4 + n2 − 2n + 1] − (n − 1)2
= (2n − 1)(2n − 3) − (n − 1)2
= 4n2 − 8n + 3 − n2 + 2n − 1
= 3n2 − 6n + 2
Hence

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

(2n − 1)(3n2 − 6n + 2) 2(2n − 1) 3n2 − 6n + 2 2(2n − 1 (2n − 1)(n − 2)2


A=− 2
,B = 2
, C+ 2
,D = 2
,E = − .
n (2n − 3) n n n n2 (2n − 3)
The desired recurrence relation is therefore

n2 (2n − 3)Zn (t) − (2n − 1) 3n2 − 6n + 2 − 2(2n − 3)t Zn−1 (t)


 

+(2n − 3)[3n2 − 6n + 2 + 2(2n − 1)t]Zn−2 (t) − (n − 2)2 (2n − 1)Zn−3 (t).


Note the one sign change from that in Sister Celine’s paper. The sign was correct
in her thesis.
Problem 2. Show that Sister Celine’s polynomial fn (a; −; x), or
 
1
Fn (x) = 3 F2 −n, n + 1, a; 1, ; x
2
has the recurrence relation

nfn (x)−[3n−2−4(n−1+a)x]fn−1 (x)+[3n−4−4(n−1−a)x]fn−2 (x)−(n−2)fn−3 (x) = 0.


Solution 2. Consider
 
1
fn (x) = 3 F2 −n, n + 1, a; 1, ; x ,
2
for which we seek a pure recurrence relation.
Now
n n
X (−1)k (n + k)!(a)k xk X (−1)k (n + k)!(a)k (4x)k
fn (x) = = .
k!(n − k)!k!(k)k k!(2k)!(n − k)!
k=0 k=0
Put

(−1)k (n + k)!(a)k (4x)k


(k, n) = .
k!(2k)!(n − k)!
Then
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 125


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

fn (x) + [A + B(4x)]fn−1 (x) + [C + D(4x)]fn−2 (x) + Efn−3 (x) = 0,


in which A, B, C, D, E may depend upon n. We are thus led to the identity (in
k)

n−k 2k 2 (2k − 1) (n − k)(n − k − 1)


(1) 1+A −B +C
n+k (n + k)(n + k − 1)(a + k − 1) (n + k)(n + k − 1)

2k 2 (2k − 1)(n − k) (n − k)(n − k − 1)(n − k − 2)


−D +E ≡ 0,
(n + k)(n + k − 1)(n + k − 2)(a + k − 1) (n + k)(n + k − 1)(n + k − 2)
or

(2) (n+k)(n+k−1)(n+k−2)(a+k−1)+A(n−k)(n+k−1)(n+k−2)(a+k−1)

−2Bk 2 (2k − 1)(n + k − 2) + C(n − k)(n − k − 1)(n + k − 2)(a + k − 1)


126SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

−2Dk 2 (2k − 1)(n − k) + E(n − k)(n − k − 1)(n − k − 2)(a + k − 1) ≡ 0.


We need five equations for the determination of A, B, C, D, E.
Use

k=n: 2n(2n − 1)(2n − 2)(a + n − 1) − 2Bn2 (2n − 1)(2n − 2) = 0,


or
a+n−1
a + n − 1 − Bn = 0 B= .
n

k =1−a: −2B(1 − a)2 (1 − 2a)(n − 1 − a) − 2D(1 − a)2 (1 − 2a)(n − 1 + a) = 0,


or
(n − 1 − a)B
B(n − 1 − a) + D(n − 1 + a) = 0 ;D = −
a+n−1
n−1−a
=−
n

k = 2 − n : −2D(2 − n)2 (3 − 2n)(2n − 2) + E(2n − 2)(2n − 3)(2n − 4)(a − n + 1) = 0,


or
n−2
D(n − 2) + E(a − n + 1) = 0; E=−
1+a−n
n−2
=−
n

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

nfn (x)−[(3n−2)−(4x)(a+n−1)]fn−1 (x)+[3n−4−4x(n−1−a)]fn−2 (x)−(n−2)fn−3 (x) = 0.


Problem 3. Show that Rice’s polynomial (see Section 147, page 287)

Hn = Hn (ζ, p, v) = 3 F2 (−n, n + 1, ζ; 1, p; v)
satisfies the relation

n(2n−3)(p+n−1)Hn −(2n−1)[(n−2)(p−n+1)+2(n−2)(2n−3)−2(2n−3)(ζ+n−1)v]Hn−1 +(2n−3)[2(n−1)2 −n(p−


Solution 3. Now

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

Hn + (A + Bv)Hn−1 + (C + Dv)Hn−2 + EHn−3 = 0,


in which A, B, C, D, E depend upon n alone. We are led to the identity in k:

(n + k)(n + k − 1)(n + k − 2)(ζ + k − 1) + A(n − k)(n + k − 1)(n + k − 2)(ζ + k − 1)


−Bk 2 (p + k − 1(n + k − 1) + C(n − k)(n − k − 1)(nk − 1)(n + k − 2)(ζ + k − 1) − Dk 2 (p + k − 1)(n − k)
+E(n − k)(n − k − 1)(n − k − 2)(ζ + k − 1) = 0
We now solve for A, B, C, D, E :
128SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

−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

−(2n − 1)(n + p − 1)(n − 1)(p − n) 2(2n − 1)(n − ζ − 1)(n − 1)(p − n)(2n − 1)


−2C(2n−1)(ζ−n)+
n(n + p − 1) n(n + p − 1)
2(n − 2)(2n − 1)(p + 1 − n)92n − 1)(2n − 3)(ζ − n)
+ = 0,
n(2n − 3)(n − p − 1)
or

n(ζ − n)(n + p − 1)C = (n + ζ − 1)(n − 1)(p − n) + (n − ζ − 1)(n − 1)(p − n)(2n − 1)


+(n − 2)(p + 1 − n)(2n − 1)(p − n)
= (n − 1)(p − n)[n + ζ − 1 + (n − ζ − 1)(2n − 1)] + (n − 2)(p + 1 − n)(2n − 1)(ζ − n)
= −2(n − 1)2 (p − n)(ζ − n) + (n − 2)(p + 1 − n)(2n − 1)(ζ − n).
Hence

n(n + p − 1)C = −2(n − 1)2 (p − n) + (n − 2)(2n − 1)(p + 1 − n)


= −2(n − 1)2 (p − n + 1) + 2(n − 1)2 + (n − 2)(2n − 1)(p + 1 − n)
= 2(n − 1)2 + (p − n + 1)[−2n2 + 4n − 2 + 2n2 − 5n + 2]
= 2(n − 1)2 − n(p − n + 1),
so

2(n − 1)2 − n(p − n + 1)


C= .
n(p + n − 1)
Finally,

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

n(2n − 3)(p + n − 1)A = n(2n − 3)(p + n − 1) − 2(2n − 3)(2n − 1)(n + ζ − 1)


+(2n − 3)[2(n − 1)2 − n(p − n + 1)] − 2(2n − 3)(2n − 2)(n − ζ − 1)
−(n − 2)(2n − 1)(p + 1 − n),
or

n(2n − 3)(p + n − 1)A = (2n − 3)[pn + n2 − n + 2n2 − 4n + 2 − pn + n2 − n]


−(2n − 1)[2(2n − 3)(n + ζ − 1) + 22(2n − 3)(n − ζ − 1) + (n − 2)(p + 1 − n)]
= 2(2n − 3)(n − 1)(2n − 1) − 2(2n − 1)(2n − 3)(n + ζ − 1)
−(2n − 1)[2(2n − 3)(n − p − 1) + (1 − 2)(p + 1 − n)]
= (2n − 1)[2(2n − 3)(−n − ζ + 1 − n + ζ + 1) + 2(n − 1)(2n − 3) − (n − 2)(p + 1 − n)
= (2n − 1)[−4(n − 1)(2n − 3) + 2(n − 1)(2n − 3) − (n − 2)(p + 1 − n)]
= −(2n − 1)[(n − 2)(p + 1 − n) + 2(n − 1)(2n − 3)].
Hence we arrive at the recurrence relation

n(2n − 3)(p + n − 1)Hn

−(2n − 1)[(n − 2)(p + 1 − n) + 2(n − 1)(2n − 3) − 2(2n − 3)(n + p − 1)v]Hn−1


+(2n − 3)[2(n − 1)2 − n(p + 1 − n) − 2(2n − 1)(n − p − 1)v]Hn−2
+(n − 3)(2n − 1)9p + 1 − n)Hn−3 = 0.
Problem 4. Show that the polynomial

fn (x) = 1 F2 (−n; 1 + α, 1 + β; x),


which is intimately related to Bateman’s Jnu,v of Section 147, page 287, satisfies
the relation

(α+n)(β+n)fn (x)−[3n2 −3n+1+(2n−1)(α+β)+αβ−x]fn−1 (x)+(n−1)(3n−3+α+β)fn−2 (x)−(n−1)(n−2)fn−3 (


n
X (−1)k nxk
Solution 4. Let fn (x) = 1 F2 (−m; 1+α, 1+β; x) = .
k!(1 + α)k (1 + β)k (n − k)!
k=0
fn (x)
Put gn (x) = . Then
n!
n ∞
X (−1)k xk X
gn (x) = = (k, n).
k!(1 + α)k (1 + β)k (n − k)!
k=0 k=0
Now
∞ ∞
X (−1)k xk X
gn−1 (x) = = (n − k)(k, n)
k!(1 + α)k (1 + β)k (n − 1 − k)!
k=0 k=0
and

X
gn−2 (x) = (n − k)(n − k − 1)(k, n)
k=0
130SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA


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

gn (x) + (A + Bx)gn−1 (x) + Cgn−2 (x) + Dgn−3 (x) = 0,


with A, B, C, D dependent only on n.
We are led to the identity in k

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

n(n − 1)(α + n)(β + n)C = −(α + n)(β + n) + 3n − 3n + 1 + (α + β)(2n − 1) + αβ + (n − 1)(n − 2)


= −n2 − (α + β)n − αβ + 3n2 − 3n + 1 + (α + β)(2n − 1) + αβ + n2 − 3n + 2
= 3n2 − 6n + 3 + (α + β)(−n + 2n − 1)
= 3(n − 1)2 + (n − 1)(α + β)
= (n − 1)[3n − 3 + α + β]
So

3n − 3 + α + β
C= .
n(α + n)(β + n)
We thus find that

n(α + n)(β + n)gn (x) − [3n2 − 3n + 1 + βn − 1)(α + β) + αβ − x]gn−1 (x)


+(3n − 3 + α + β)gn−2 (x) − gn−3 (x) = 0.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 131

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

(α + n)(β + n)fn (x) − [3n2 − 3n + 1 + (2n − 1)(α + β) + αβ − x]fn−1 (x)


+(n − 1)[3n − 3 + α + β]fn−2 (x) − (n − 1)(n − 2)fn−3 (x) = 0.
Problem 5. Define the polynomial wn (x) by
n
X (−1)k n!Lk (x)
wn (x) =
(k!)2 (n − k)!
k=0
in terms of the Laguerre polynomial Lk (x). Show that wn (x) possesses the pure
recurrence relation

n2 wn (x)−[(n−1)(4n−3)+x]wn−1 (x)+(6n2 −19n+16+x)wn−2 (x)−(n−2)(4n−9)wn−3 (x)+(n−2)(n−3)wn−4 (x) = 0.


Solution 5. Let
n
X (−1)k n!Lk (x)
wn (x) =
(k!)2 (n − k)!
k=0
in terms of the simple Laguerre polynomial. We know that

(1) nLn (x) − (2n − 1 − x)Ln−1 (x) + (n − 1)Ln−2 (x) = 0


and we seek a recurrence relation for wn (x).
wn (x) (−1)k Lk (x)
Put = φn (x) and = gk (x).
n! (k!)2
Then

(−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

k 3 (k − 1)gk (x) + (k − 1)(2k − 1 − x)gk−1 (x) + gk−2 (x) = 0.


Also
n ∞
X gk (x) X gk (x)
φn (x) = = .
(n − k)! (n − k)!
k=0 k=0
Then

∞ ∞
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

We first wish to fins A, B, C, D, E so that


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

We thus arrive at the identity

F + G(n − k) + H(n − k)(n − k − 1) = (k − 1)(2k − 1).


Hence

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

n3 (n − 1)φn (x) − (n − 3)(4n2 − 5n + 2)φn−1 (x) + (6n2 − 15n + 10)φn−2 (x)


−(4n − 7)φn−3 (x) + φn−4 (x) + (n − 1)(2n − 1)φn−1 (x) − (4n − 5)φn−3 (x)
+2φn−3 (x) − (n − 1)xφn−1 (x) + xφn−2 (x) + φn−2 (x) = 0,
or

n3 (n − 1)φn (x) − (n − 1)[(4n2 − 7n + 3 + x]φn−1 (x) + (6n2 − 19n + 16 + x)φn−2 (x)


−(4n − 9)φn−3 (x) + φn−4 (x) = 0
wn (x)
We recall that φn (x) = and use it to obtain the final result:
n!

n2 wn (x)−(4n2 −7n+3+x)wn−1 (x)+(6n2 −19n+16+x)wn−2 (x)−(n−2)(4n−9)wn−3 (x)+(n−2)(n−3)wn−4 (x) = 0.


134SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Problem 6. Show that the polynomial wn (x) of Exercise 5 may be written


 
n −n + k;
X (−n)k (−x)k
wn (x) = 1 F1
 1  .
(k!)3
k=0 1 + k;
Solution 6. Consider
n
X (−1)k n!Lk (x)
wn (x) = .
(k!)2 (n − k)!
k=0
Let us form

X wn (x)tn
ψ =
n=0
n!
∞ X n
X (−1)k Lk (x)tn
=
n=0 k=0
(k!)2 (n − k)!

X (−1)k Lk (x)tn+k
=
(k!)2 n!
n,k=0
∞ X ∞
X (−1)k+s xs tn+k
=
k!n!(s!)2 (k − s)!
n,k=0 s=0

X (−1)k xs tn+k
=
(s!)2 k!k!(k + s)!
k,s,n=0
Then
∞ X
n
X (−1)k xs tn+s
ψ =
n,s=0 k=0 
(s!)2 k!(n − k)!(k + s)!

∞ −n;
X xs tn+s
= 1 F1
 1 
n!(s!)3
n,s=0
1 + s; 
∞ X n −n + s;
X xs t n
= 1 F1
 1  3
.
(s!) (n − s)!
n=0 s=0 1 + s;
Hence
 
n −n + s;
X n!xs
wn (x) = 1 F1
 1 
(s!)3 (n− s)!
s=0
 1 + s; 
n −n + s; s
X (−n)s (−x)
= 1 F1
 1  ,
(s!)3
s=0 1 + s;
as desired.
Problem 7. Define the polynomial vn (x) by (see Section 131, page 251)
n
X (−1)k n!Pk (x)
vn (x) =
(k!)2 (n − k)!
k=0
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 135

in terms of the Legendre polynomial Pk (x). Show that vn (x) satisfies the recur-
rence relation

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.
Solution 7. Consider
n
X (−1)k n!Pk (x)
vn (x) =
(k!)2 (n − k)!
k=0
vn (x) (−1)k Pk (x)
Put = σn (x) and = gk (x).
n! (k!)2
We know that Pk (x) satisfies the relation

kPk (X) − (2k − 1)xPk−1 (x) + (k − 1)Pk−2 (x) = 0.


Hence gk (x) satisfies

(−1)k k(k!)2 gk (x)−(−1)k−1 [(k−1)!]2 (2k−1)xgk−1 (x)+(−1)k−2 (k−1)[(k−2)!]2 gk−2 (x) = 0,


or

(1) k 3 (k − 1)gk (x) + (k − 1)(2k − 1)xgk−1 (x) + gk−2 (x) = 0.


Also

X gk (x)
(2) σn (x) = .
(n − k)!
k=0
Because of the identity of form of equation (2) with the corresponding relations
of Exercise 5, we may write immediately

(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

we get from (3), (4), (5) that

n3 (n − 1)σn (x) − (n − 1)[4n2 − 5n + 2 − (2n − 1)x]σn−1 (x)


+[6n2 − 15n + 11 − (4n − 5)x]σn−2 (x) − [4n − 7 − 2x]σn−3 (x) + σn−4 (x) = 0.
vn (x)
But σn (x) = . Hence we arrive at the result
n!

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

(1−x2 )vn0 (x)+nxvn (x) = [(2n−1)x−1]vn−1 (x)−(n−1)xvn−2 (x)+(1−x2 )vn−1


0
(x).
Solution 8.
Problem 9. Let

(−1)k ( 21 )n−k (2x)n−2k


γ(k, n) = ,
k!(n − 2k)!
so that the Legendre polynomial of Chapter 10 may be written

X
Pn (x) = γ(k, n).
k=0
Show that

∞ ∞
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

fn (x) = (An + Bn x)fn−1 (x) + Cn fn−2 (x)


is possible. Obtain the pure recurrence relation

nfn (x) = (x + n − 1 − λ)fn−1 (x) − xfn−2 (x).


Solution 12. Consider fn (x) defined by
n
X (−λ)n−k xk
(−λ)n
fn (x) = 1 F1 (−n; 1 + λ − n; x) = .
n! k!(n − k)!
k=0
Put

(−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

Tn ≡ fn (x) − An fn−1 9x) − Bn xfN −1 (x) − Cn fn−2 (x).


At once

∞  
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

(1) (−λ+n−1−k)(−λ+n−2−k)+An (n−k)(−λ+n−2−k)−Bn k(−λ+n−1−k)(λ+n−2−k)−Cn (n−k)(n−k−1) ≡ 0.


From the coefficient of k 3 we see that Bn = 0. Then Tn ≡ 0 is impossible because
fn−1 (x) and fn−2 (x) are of lower degree than fn (x).
Now consider the identity

fn (x) − Dn xfn−1 (x) − En fn−1 (x) − Fn xfn−2 (x) = 0.


We need to determine Dn , En , Fn to satisfy

n−k k(n − k)
1 − Dn k − En − Fn = 0,
−λ + n − 1 − k −λ + n − 1 − k
or

(2) − λ + n − 1 − k − Dn k(−λ + n − 1 − k) − En (n − k) − Fn k(n − k) ≡ 0.

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

nfn (x) − xfn−1 (x) − (−λ + n − 1)fn−1 (x) + xfn−2 (x) = 0,


or

nfn (x) = [x + n − 1 − λ]fn−1 (x) − xfn−2 (x) = 0,


as desired.
For the polynomials in each of the following examples, use Sister Celine’s technique
to discover the pure recurrence relation and whatever mixed relations exist.
Problem 13. The Bessel polynomials of Section 150.
Solution 13.
Problem 14. Bendient’s polynomials Rn of Section 151.
Solution 14.
Problem 15. Bendient’s polynomials Gn of Section 151.
Solution 15.
Problem 16. Shively’s polynomials Rn of Section 152.
Solution 16.
Problem 17. Shively’s polynomials σn of Section 152.
Solution 17.
140SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

17. Chapter 15 Solutions


ˆˆ
In Exercises 1-8, Hn (x), Pn (x), Ln (x) denote the Hermite, Legendre, and simple
Laguerre polynomials, respectively. Derive each of the stated symbolic relations.
Problem 1.
Hn (x + y) + [H(x) + 2y]n .
Solution 1. Consider

X Hn (x + y)tn
= exp[2(x + y)t − t2 ]
n=0
n!
2

! −∞t )
= exp(2yt) exp(2xt !
X (2y) tn n X Hn (x)tn
=
n=0
n! n=0
n!
n n−k
X X (2y) Hk (x) n
= )∞
n=0 t .
k!(n − k)!
k=0
It follows that
n
X n!(2y)n−k Hk (x)
Hn (x + y) =
k!(n − k)!
k=0
or its equivalent

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!

We may conclude that

[H(x) − P (2x)]2n+1 + 0
and

(−1)n (2n)!Ln (x2 − 41 )


   
1 1
[H(x) − P (2x)]2n + = (−1)n 22n L n x2 − .
n! 2 n 4
Problem 7.  
1 n 1
Hn H(x) + 2 2 Hn (2− 2 x).
2
Solution 7. From
n
∞ [2]
∞ X
X Hn ( 12 H(x))tn X (−1)k Hn−2k (x)tn
+
n=0
n! n=0 k=0
k!(n − 2k)!

! ∞ !
X (−1)n t2n X Hn (x)tn
=
n=0
n! n=0
n!
= exp(−t2 ) exp(2xt − t2 )
2
 − 2t)
= exp(2xt
x √ √ 2

= exp 2 √ 2t − ( 2t)
2 √
x
X∞ H (√
n 2
)( 2t)n
=
n=0
n!
we may conclude that
   
1 n x
Hn H(x) + 2 2 Hn √ .
2 2
Problem 8.
Hn (xy) + [H(x) + 2x(y − 1)]n .
Solution 8. From
144SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA


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

Hn (xy) + [H9x) + 2x(y − 1)]n .


Problem 9. Use Laplace’s first integral for Pn (x) to derive equation (20), preceding
these exercises.
Solution 9. We know that
Z π
1 p
Pn (x) = [x + x2 − 1 cos φ]n dφ.
Γ 0
We have defined vn (x) by
n
X (−1)k n!Pk (x)
vn (x) + Ln (P (x)) = .
(k!)n (n − k)!
k=0
Hence
n √
1 π X (−1)k n![x + x2 − 1 cos φ
Z
vn (x) = dφ
π 0 (k!)2 (n − k)!
k=0
1 π
Z  p 
= Ln x + x2 − 1 cos φ dφ.
π 0
Problem 10. For the vn (x) of equation (15), page 251, evaluate
Z 1
vm (x)Pk (x)dx,
−1
and use your result to establish equation (21), preceding these exercises.
Z 1
Solution 10. For the vn (x) of Exercise 9 we wish to evaluate vm (x)Pk (x)dx.
−1
Now
1 1 m
(−1)s m!Ps (x)dx
Z Z X
vm (x)Pk (x)dx = Pk (x) .
−1 −1 s=0
(s!)2 (m − s)!
Hence, if m < k, then s < k and we obtain
Z 1
vm (x)Pk (x)dx = 0, m < k.
−1
If m ≥ k, we get
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 145

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

We may conclude that


n
(−1)k n!Lk (y)Ln−k (x)
 
n y−x X
(y + x) Pn = n!
y+x k!(n − k)!
k=0
n
+ n! {L (x) − L (y)} ,
as desired.
Problem 12. Define polynomials φn (x, y) by

φn (x, y) + Hn (xL(y)) .
Show that

X φn (x, y)tn
= exp(2xt − t2 )0 F1 (−; 1; −2xyt).
n=0
n!

Solution 12. We define φn (x, y) by

φn (x, y) + Hn (xL (y))


[n
2]
X (−1)k n!2n−2k xn−2k Ln−2k (y)
= .
k!(n − 2k)!
k=0
Then
∞ ∞
X φn (x, y)tn X (−1)k (2x)n Ln (y)tn+2k
=
n=0
n! k!n!
n,k=0

X Ln (y)(2xt)n
= exp(−t2 )
n=0
n!
= exp(−t2 ) exp(2xt)0 F1 (−; 1; −2xgt)
= exp(2xt − t2 )0 F1 (−; 1; −2xyt),
as desired.

18. Chapter 16 Solutions


ˆˆ
Problem 1. Let
 
1−x (α,β)
(1 + x)n Pn
1+x
gn (x) = .
(1 + α)n (1 + β)n
Use Bateman’s generating function, page 256, to see that

X
gn (x)tn = 0 F1 (−; 1 + α; −xt)0 F1 (−; 1 + β; t)
n=0
and thus show that, in the sense of Section 126, gn (x) is of σ-type zero with
σ = D(θ + α). Show also that gn (x) is of Sheffer A-type unity.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 147

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

nxPn0 (x) − nPn−1


0
(x) = n2 Pn (x),
or

nPn (x) = xPn0 (x) − Pn−1


0
(x)
which is (2), page 270.
148SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Problem 3. Show that

(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

Pn0 (x) − xPn−1


0
(x) = nPn−1 (x),
which is (6), page 271, with a shift of index.
Problem 4. Show that

(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

Problem 5. Use the method of Section 142 to show that

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

and from (2), page 476,

(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

Consider the series

∞ (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

We may now conclude that


150SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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

Problem 6. Use the result obtained in Section 142 to evaluate


Z 1
(α,α)
(1 − x2 )α Pn(α,β) (x)Pk (x)dx.
−1

Solution 6. We know from Section 142 that

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

If k > n, then k > s and we get

A(k, n) = 0 for k > n.


If 0 ≤ k ≤ n, then the integrals in the sum are zero except for the one in which
s = k.
We thus arrive at

(1 + α)n (−1)n−k (β − α)n−k (1 + α + β)n+k (1 + 2α)k (1 + 2α + 2k)21+2α Γ(1 + α + k)Γ(1 + α + k)


A(k, n) =
(n − k)!k!Γ(1 + α + β + n)Γ(1 + 2α + n − k + 1)Γ(1 + α + k)Γ(1 + 2α + k)
or

22+2α (−1)n−k (β − α)n−k Γ(1 + α + n)Γ(1 + α + β + n + k)Γ(1 + 2α + k)Γ(1 + α + k)Γ(1 + α + k)


A(k, n) =
(n − k)!k!Γ(1 + α + β + n)Γ(1 + 2α + n + k + 1)Γ(1 + α + k)Γ(1 + 2α + k)
21+2α (−1)n−k (β − α)n−k Γ(1 + α + k)Γ(1 + α + n)Γ(1 + α + β + n + k)
=
k!(n − k)!Γ(1 + α + β + n)Γ(2 + 2α + n + k
for 0 ≤ k ≤ n.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 151

Problem 7. Use the result in Exercise 5 above to evaluate

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

Now, by Exercise 5 we get

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

If k > n, then k > s, so we get

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

Problem 2. Show that

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!

Now by equation (36),

[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

Solution 3. We know that


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 155

( 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

Problem 4. Show that

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

20. Chapter 18 Solutions


ˆˆ
Problem 1. For the Bernoulli polynomial of Section 153 show that
n
n
X n!Bk (x)
x = .
k!(n − k + 1)!
k=0

Solution 1. By definition of Bn (x) we have



text X Bn (x)tn
= .
et − 1 n=0 n!
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 157

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

log A(t) = log t − log(et − 1)

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

A(x, D)Bn (x) = nBn (x).


Note that in Theorem 74, since D k+1 φn (x) = 0 f or k ≥ n,
n−1
X
(µk + xvk )D k+1
k=0
may be replaced by

X
(µk + xvk )D k+1 .
k=0

Problem 3. Consider the polynomials

 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;

and that ψn (1, x, 1) = Fn (x), where Fn is Bateman’s polynomial of Section 148.

Solution 3. We define ψn (c, x, y) by

 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

First consider the series

∞ ∞ 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

Next consider the series


∞ ∞ X n
X (c)n ψn (c, x, y)tn X (−1)n+k (c)n ( 1−x 1+x
2 )k ( 2 )n−k y t
k n
=
n=0
n! n=0 k=0
k!(n − k)!(c)k (c)n−k

X (−1) (c)n+k ( 1−x )k ( 1+x )n y k tn+k
n
2 2
=
k!n!(c)k (c)n
n,k=0
∞ X ∞
X (c + n)k ( 1−x k n 1+x
2 )k (yt) (−1) ( 2 )n t
n
=
n=0 k=0 
k!(c)k n!
1−x

∞ c + n, ; n 1+x n
X
2  (−1) ( 2 )n t
= F

2 1 yt n!
 
n=0
c;
1−x
 

−n, ;
 2  (−1)n ( 1+x ) tn
1−x
−yt  2 n
X
= (1 − yt)− 2 2 F1 

n!

n=0
 1 − yt 
c;
∞ X n
1−x
X (−1)k n!( 1−x k k k n 1+x
2 )k (−1) y t (−1) ( 2 )n t
n
= (1 − yt)− 2
n=0 k=0
k!(n − k)!(c)k (1 − yt)k n!

X ( 1−x 1+x n+k k n+2k
1−x
2 )k ( 2 )n+k (−1) y t
= (1 − yt)− 2 k
k!n!(c)k (1 − yt)
n,k=0
∞ X ∞
1−x
X ( 2 + k)n (−t)n (−1)K ( 1−x
1+x 1+x k 2k
2 )k ( 2 )k y t
= (1 − yt)− 2
n! k!(c)k (1 − yt)k
k=0 n=0

X( 1−x 1+x k k 2k
1−x 1+x
2 )k ( 2 )k (−1) y t
= (1 − yt)− 2 (1 + t)− 2
k!(c)k (1 + t)k (1 − yt)k
k=0

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;

by (2), page 505. Hence ψn (1, x, 1) = Fn (x), (again).

Problem 4. Sylvester (1879) studied polynomials,

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

Zn (x) + Pn (2L(x) − 1).


Solution 6. We know that Bateman’s Zn (x) has the generating relation
∞  
X
n −1 1 −4xt
(1) Zn (x)t = (1 − t) 1 F1 ; 1;
n=0
2 (1 − t)2
and that the Laguerre polynomial satisfies

(c)n Ln (x)tn
  X
−xt
(1 − t)−c 1 F1 c; 1; = ,
1−t n=0
n!
including the special case

( 21 )n Ln (x)v n
  X
1
1 −xv
(2) (1 − v)− 2 1 F1
; 1; = .
2 1−v n=0
n!
 2
4t 1−t −v −4t
In (2) put v = . Then 1 − v =
(1 + t)2 1+t 1 − v (1 − t)2
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 163

and (2) becomes


( 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

Zn (x) + Pn (2L (x) − 1).


Problem 7. Show that Sister Celine’s polynomial
 
1
fn (x) = 2 F2 −n, n + 1; 1, ; x
2
of equation (16), page 292, is such that
Z ∞
e−x fn (x)dx = (−1)n (2n + 1).
0
164SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Solution 7. We know that


 
1
fn (x) = 2 F2 −n, n + 1; 1, ; x .
2
Then
∞ ∞ X
n
X X (−1)s (n + s)!xs tn
fn (x)tn = .
n=0 n=0 s=0
s!s!( 21 )s (n − s)!
We also know from (19), page 373, that
s
X (−1)s Lk (x)
xs
2
= .
(s!) k!(s − k)!
k=0
Hence,

∞ ∞ 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

Problem 8. For Sister Celine’s fn (x) of Exercise 7 show that

−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;
 

= (−1)n+m (2n + 1)(2m + 1)4 F3 


 1 .
3 3

1, , ;
2 2
Next consider

Z ∞
e−x Lk (x)fn (x)dx.
0

At once

Z ∞
e−x Lk (x)fn (x)dx = 0; k > n,
0

from the orthogonality property of Lk (x).


If 0 ≤ k ≤ n,

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

Finally, using (1) and (2) above we get

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;
 

= (−1)n+k (2n + 1)4 F3 


 1 .
3

1, 1, ;
2
Problem 9. Show that

 
Z ∞ −n, n + 1, −k, k + 1;
e−x Zn (x)Zk (x)dx = (−1)n+k 4 F3  1 .
0 1, 1, 1, ;

Solution 9. Using equation (2) of Exercise 8 above, we get


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 167

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

φn (x; λ) = e−nλ 2 F1 (−n, −x; 1; 1 − eλ ).


Show that


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)

(x − n)φn (x; λ) = xφn (x − 1; λ) − ne−λ φn−1 (x; λ),

n[φn (x; λ) − φn−1 (x; λ)] = (x + 1)[φn (x + 1; λ) − φn (x; λ)],

(x + n + 1)φn (x; λ) = xeλ φn (x − 1; λ) + (n + 1)eλ φn+1 (x; λ),


and see Gottlieb for many other results on φn (x; λ).
Solution 10.
Problem 11. With fn denoting Sister Celine’s polynomials of Section 149, show
that
Z t
1 1
x 2 (t − x) 2 fn (−; −; x)dx = πZn (t),
0
Z t  
1 1 1 2
x 2 (t − x) 2 fn (−; −; x(t − x))dx = πZn t ,
0 4
and
Z t  
1 1 1
x (t − x) fn −; ; x(t − x) dx = πLn (t)Ln (−t).
2 2

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

by equation (9), page 509.


Recall Ramanujan’s theorem, Example 5, page 180,

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

Solution 12. Let us define φn (x) by

(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

21. Chapter 19 Solutions


ˆˆ
No problems in Chapter 19.
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 171

22. Chapter 20 Solutions


ˆˆ
1
Problem 1. Show that θ10 = 2q G3 . 4

Solution 1. We know that



1
Y
θ10 = 2p 4 G (1 − q 2n )2
n=1
and that

Y
G= (1 − q 2n ).
n=1
Hence
1
θ10 = 2q 4 G3 .
Problem 2. The following formulas are drawn from Section 168. Derive (9) and
(10):

(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

θ32 θ42 (z) − θ42 θ32 (z) = θ22 θ12 (z)


from which we get

(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

θ14 (z) + θ34 (z) = θ24 (z) + θ44 (z).


172SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Solution 3. We may write (8) and (10) of Exercise 2 in the form

(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

θ24 + θ34 = θ34 ,


so we get

θ14 (z) + θ34 (z) = θ24 (z) + θ44 (z).


Problem 4. The first of the following relations was derived in Section 169. Obtain
the other three by using appropriate
 changes
 of variable
 and 
the basic table, page
1 1
319. For example, change x to x + π , or x to x + πτ , etc.
2 2
θ22 θ1 (x + y)θ1 (x − y) = θ12 (x)θ22 (y) − θ22 (x)θ12 (y),

θ22 θ2 (x + y)θ2 (x − y) = θ22 (x)θ22 (y) − θ12 (x)θ12 (y),

θ22 θ3 (x + y)θ3 (x − y) = θ32 (x)θ22 (y) + θ42 (x)θ12 (y),

θ22 θ4 (x + y)θ4 (x − y) = θ42 (x)θ22 (y) + θ32 (x)θ12 (y).


Solution 4. We are given from Section 169 that

(A) θ22 θ1 (x + y)θ1 (x − y) = θ12 (x)θ22 (y) − θ22 (x)θ12 (y).


 π
In (A) change x to x + and use the basic table to get
2
θ22 θ2 (x + y)θ2 (x − y) = θ22 (x)θ22 (y) − θ12 (x)θ12 (y).
πτ
Now in last equation above change x to x + to obtain
2
1 1 1
θ22 q − 2 e−2ix θ2 (x + y)θ3 (x − y) = q − 2 e−2ix θ32 (x)θ22 (y) + q − 2 e−2ix θ42 (x)θ12 (y),
or

θ22 θ3 (x + y)θ3 (x − y) = θ32 (x)θ22 (y) + θ42 (x)θ12 (y).


 π
In last equation above change x to x + to arrive at
2
θ22 θ4 (x + y)θ4 (x − y) = θ42 (x)θ22 (y) + θ32 (x)θ12 (y).
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 173

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.

θ22 θ1 (x + y)θ1 (x − y) = θ42 (x)θ32 (y) − θ32 (x)θ42 (y),

θ22 θ2 (x + y)θ2 (x − y) = θ32 (x)θ32 (y) − θ42 (x)θ42 (y),

θ22 θ3 (x + y)θ3 (x − y) = θ22 (x)θ32 (y) + θ12 (x)θ42 (y),

θ22 θ4 (x + y)θ4 (x − y) = θ12 (x)θ32 (y) + θ22 (x)θ42 (y).


Solution 5. From Exercise 4 we obtain

θ22 θ1 (x + y)θ1 (x − y) = θ12 (x)θ22 (y) − θ22 (x)θ12 (y).


From (10) and (11) of Exercise 2 we get

θ12 (x) = θ2−2 θ32 θ42 (x) − θ42 θ32 (x)


 

θ22 (y) = θ2−2 θ32 θ32 (y) − θ42 θ42 (y) .


 

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

(C) θ22 θ3 (x + y)θ3 (x − y) = θ22 (x)θ32 (y) + θ12 (x)θ42 (y).


 π
In (C) replace x by x + to arrive at
2
(D) θ22 θ4 (x + y)θ4 (x − y) = θ12 (x)θ32 (y) + θ22 (x)θ42 (y).
Equations (A), (B), (C), (D) are those required.
174SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

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.

θ32 θ1 (x + y)θ1 (x − y) = θ12 (x)θ32 (y) − θ32 (x)θ12 (y),

θ32 θ2 (x + y)θ2 (x − y)θ22 (x)θ32 (y) − θ42 (x)θ12 (y),

θ32 θ3 (x + y)θ3 (x − y) = θ32 (x)θ32 (y) + θ12 (x)θ12 (y),

θ32 θ4 (x + y)θ4 (x − y) = θ42 (x)θ32 (y) + θ22 (x)θ12 (y).


Solution 6. From Exercise 5 we use

θ22 θ1 (x + y)θ1 (x − y) = θ42 (x)θ32 (y) − θ32 (x)θ42 (y).


From Exercise 2 we use equation (10) in the form

(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

(A) θ32 θ1 (x + y)θ1 (x − y) = θ12 (x)θ32 (y) − θ32 (x)θ12 (y),


which was desired. 
π
In (A) replace x by x + to get
2
(B) θ32 θ2 (x + y)θ2 (x − y) = θ22 (x)θ32 (y) − θ42 (x)θ12 (y).
 πτ 
In (B) replace x by x + to get
2
(C)θ32 θ3 (x + y)θ3 (x − y) = θ32 (x)θ32 (y) + θ12 (x)θ12 (y),
1
from which we have removed the common factor q − 2 e−2ix .
π
In (C) replace x by x + to get
2
(D) θ32 θ4 (x + y)θ4 (x − y) = θ42 (x)θ32 (y) + θ22 (x)θ12 (y).
Equations (A), (B), (C), (D) are the required ones.
Problem 7. Use the first relation of Exercise 6 and the identities from Exercise 2
to obtain the frist relation below. Derive the other three relations from the first one.

θ32 θ1 (x + y)θ1 (x − y) = θ42 (x)θ22 (y) − θ22 (x)θ42 (y),

θ32 θ2 (x + y)θ2 (x − y) = θ32 (x)θ22 (y) − θ12 (x)θ42 (y),

θ32 θ3 (x + y)θ3 (x − y) = θ22 (x)θ22 (y) + θ42 (x)θ42 (y),


SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 175

θ32 θ4 (x + y)θ4 (x − y) = θ12 (x)θ22 (y) + θ32 (x)θ42 (y).


Solution 7. From (9) and (11) of Exercise 2 we may write

θ12 (x) = θ3−2 [θ22 θ42 (x) − θ42 θ22 (x)]


and

θ32 (y) = θ3−2 [θ22 θ22 (y) + θ42 θ42 (y)],


which we substitute into equation (A) of Exercise 5 above.
The result is

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

(A) θ32 θ1 (x + y)θ1 (x − y) = θ42 (x)θ22 (y) − θ22 (x)θ42 (y).


 π
In (A) replace x by x + to obtain
2
(B) θ32 θ2 (x + y)θ2 (x − y) = θ32 (x)θ22 (y) − θ12 (x)θ42 (y).
 πτ  1
In (B) replace x by x + and remove the factor q − 2 e−2ix to get
2
(C) θ32 θ3 (x + y)θ3 (x − y) = θ22 (x)θ22 (y) + θ42 (x)θ42 (y).
 π
In (C) replace x by x + to obtain the formula of the requires results:
2
(C) θ32 θ4 (x + y)θ4 (x − y) = θ12 (x)θ22 (y) + θ32 (x)θ42 (y).
Problem 8. Use equation (10) of Exercise 2 and the first relation of Exercise 6
to obtain the first relation below. Derive the others with the aid of the basic table,
page 319.

θ42 θ1 (x + y)θ1 (x − y) = θ12 (x)θ42 (y) − θ42 (x)θ12 (y),

θ42 θ2 (x + y)θ2 (x − y) = θ22 (x)θ42 (y) − θ32 (x)θ12 (y),

θ42 θ3 (x + y)θ3 (x − y) = θ32 (x)θ42 (y) − θ22 (x)θ12 (y),

θ42 θ4 (x + y)θ4 (x − y) = θ42 (x)θ42 (y) − θ12 (x)θ12 (y).


176SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

Solution 8. From (10) of Exercise 2 we g et

θ32 (y) = θ4−2 [θ32 θ42 (y) − θ22 θ12 (y)]


and a similar result in x. The first equation in Exercise 6 is

θ32 θ1 (x + y)θ1 (x − y) = θ12 (x)θ32 (y) − θ32 (x)θ12 (y).


Then two applications of (10) yield

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

(A) θ42 θ1 (x + y)θ1 (x − y) = θ12 (x)θ42 (y) − θ42 (x)θ12 (y).


 π
In (A) replace x by x + and see the basic table to get
2
(B) θ2 θ (x + y)θ (x − y) = θ22 (x)θ42 (y) − θ32 (x)θ12 (y).
 4 2 πτ  2 1
In (B) replace x by x + and remove the common factor q − 2 e−2ix to obtain
2
(C) θ42 θ3 (x + y)θ3 (x − y) = θ32 (x)θ42 (y) − θ22 (x)θ12 (y).
 π
In (C) replace x by x + and thus arrive at
2
(D) θ42 θ4 (x + y)θ4 (x − y) = θ42 (x)θ42 (y) − θ12 (x)θ12 (y).
Problem 9. The first relation below was derived in Section 169. Obtain the other
three.

θ42 θ1 (x + y)θ1 (x − y) = θ32 (x)θ22 (y) − θ22 (x)θ32 (y),

θ42 θ2 (x + y)θ2 (x − y) = θ42 (x)θ22 (y) − θ12 (x)θ32 (y),

θ42 θ3 (x + y)θ3 (x − y) = θ42 (x)θ32 (y) − θ12 (x)θ22 (y),

θ42 θ4 (x + y)θ4 (x − y) = θ32 (x)θ32 (y) − θ22 (x)θ22 (y).


Solution 9. From Section 169, equation (7), page 371, we obtain

(A) θ42 θ1 (x + y)θ1 (x − y) = θ32 (x)θ22 (y) − θ22 (x)θ32 (y).


 π
In (A) replace x by x + to get
2
(B) θ42 θ2 (x + y)θ2 (x − y) = θ42 (x)θ22 (y) − θ12 (x)θ32 (y).
 πτ  1
In (B) replace x by x + and remove the factor q − 2 e−2ix to arrive at
2
(C) θ42 θ3 (x + y)θ2 (x − y) = θ42 (x)θ32 (y) − θ12 (x)θ22 (y).
 π
In (C) replace x by x + to obtain
2
(D) θ42 θ4 (x + y)θ4 (x − y) = θ32 (x)θ32 (y) − θ22 (x)θ22 (y).
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 177

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.

θ3 θ4 θ1 (x + y)θ2 (x − y) = θ1 (x)θ2 (x)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ3 (x)θ4 (x),

θ2 θ4 θ1 (x + y)θ3 (x − y) = θ1 (x)θ2 (y)θ3 (x)θ4 (y) + θ1 (y)θ2 (x)θ3 (y)θ4 (x),

θ2 θ3 θ3 (x + y)θ4 (x − y) = θ1 (x)θ2 (y)θ3 (y)θ4 (x) + θ1 (y)θ2 (x)θ3 (x)θ4 (y),

θ2 θ3 θ2 (x + y)θ3 (x − y) = θ2 (x)θ3 (x)θ2 (y)θ3 (y) − θ1 (x)θ4 (x)θ1 (y)θ4 (y),

θ2 θ4 θ2 (x + y)θ4 (x − y) = θ2 (x)θ4 (x)θ2 (y)θ4 (x) − θ1 (x)θ3 (x)θ1 (y)θ3 (y),

θ3 θ4 θ3 (x + y)θ4 (x − y) = θ3 (x)θ4 (x)θ3 (y)θ4 (y) − θ1 (x)θ2 (x)θ1 (y)θ2 (y).


Solution 10. For brevity, since we know how to discover such formulas, let us
consider the function

θ1 (x)θ2 (x)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ3 (x)θ4 (y)


φ1 (x) = .
θ1 (x + y)θ2 (x − y)
we shall show that φ1 (x) is an elliptic function of order less than two, and then
obtain its constant value.
Let N1 (x) = the numerator of φ1 (t) and D1 (x) be the denominator of φ1 (x).
Then at once the basic table yields

N1 (x + πτ ) = θ2 (x)θ1 (x)θ3 (y)θ4 (y) + θ1 (y)θ2 (y)θ4 (x)θ3 (x) = N1 (x)


and

D1 (x + πτ ) = −θ1 (x + y)[−θ2 (x − y)] = D1 (x).


Hence

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

Next let us consider

θ1 (x)θ2 (y)θ3 (x)θ4 (y) + θ1 (y)θ2 (x)θ3 (y)θ4 (x)


φ2 (x) = .
θ1 (x + y)θ3 (x − y)
Let as usual the numerator be N2 (x), the denominator D2 (x). Then

N2 (x + π) = θ1 (x)θ2 (y)θ3 (x)θ4 (y) − θ1 (y)θ2 (x)θ3 (x)θ4 (x),

N2 (x + π) = −N − 2(x).
Also

D2 (x + π) = −θ1 (x + y)θ3 (x − y) = −D2 (x + π).


Hence

θ2 (x + π) = θ2 (x).
Next

N2 (x + πτ ) = −q −2 e−4ix N2 (x)
and

D2 (x + πτ ) = −q −2 e−2i(x+y) e−2i(x−y) D2 (x) = −q −2 e−4ix D2 (x).


Hence also

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

θ3 θ4 θ4 (x + y)θ3 (x − y) = θ3 (x)θ4 (x)θ3 (y)θ4 (y) + θ1 (x)θ2 (x)θ1 (y)θ2 (y).


Now change y to (−y) to arrive at the desired result

(F ) θ3 θ4 θ3 (x + y)θ4 (x − y) = θ4 (x)θ4 (x)θ3 (y)θ4 (y) − θ1 (x)θ2 (x)θ1 (y)θ − 2(y).


Problem 11. Use the results in Exercises 4-10 above to show that

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),

θ32 θ2 θ2 (2x) = θ22 (x)θ32 (x) − θ12 (x)θ42 (x),

θ42 θ2 θ2 (2x) = θ22 (x)θ42 (x) − θ12 (x)θ32 (x),

θ22 θ3 θ3 (2x) = θ22 (x)θ32 (x) + θ12 (x)θ42 (x),

θ42 θ3 θ3 (2x) = θ32 (x)θ42 (x) − θ12 (x)θ22 (x),

θ22 θ4 θ4 (2x) = θ12 (x)θ32 (x) + θ22 (x)θ42 (x).

θ32 θ4 θ4 (2x) = θ12 (x)θ22 (x) + θ32 (x)θ42 (x).


Solution 11. We shall use y = x in various equations of Exercises 4-10. From
Exercise 4, second equation, we get

θ22 θ2 (2x) = θ24 (x) − θ14 (x).


From Exercise 4 third equation, we get

θ22 θ3 θ3 (2x) = θ22 (x)θ32 (x) + θ12 (x)θ42 (x).


From Exercise 4, fourth equation, we get

θ22 θ4 θ4 (2x) = θ22 (x)θ42 (x) + θ12 (x)θ32 (x).


180SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

From Exercise 5, equations 1,2,3 in order, we obtain

θ23 θ2 (2x) = θ34 (x) − θ44 (x),

θ22 θ3 θ3 (2x) = θ22 (x)θ32 (x) − θ12 (x)θ42 (x),

θ22 θ4 θ4 (2x) = θ12 (x)θ32 (x) + θ22 (x)θ42 (x).


Next from Exercise 6, equations 2,3,4, we get

θ2 θ32 θ2 (2x) = θ22 (x)θ32 (x) − θ12 (x)θ42 (x),

θ33 θ3 (2x) = θ34 (x) + θ14 (x),

θ32 θ4 θ4 (2x) = θ32 (x)θ42 (x) + θ12 (x)θ22 (x).


From equations 2,3,4 of Exercise 7 we obtain

θ2 θ32 θ2 (2x) = θ22 (x)θ32 (x) − θ12 (x)θ42 (x),

θ33 θ3 (2x) = θ24 (x) + θ44 (x),

θ32 θ4 θ4 (2x) = θ12 (x)θ22 (x) + θ32 (x)θ42 (x).


From equations 2,3,4 of Exercise 8 we get
(
θ2 θ42 θ2 (2x) = θ22 (x)θ42 (x) − θ1 x)θ32 (x),

θ3 θ42 θ3 (2x) = θ32 (x)θ42 (x) − θ12 (x)θ22 (x),

θ43 θ4 (2x) = θ44 (x) − θ14 (x).


From equations 2,3,4 of Exercise 9 we get
(
θ2 θ42 θ2 (2x) = θ22 (x)θ4 x) − θ12 (x)θ32 (x),

θ3 θ42 θ3 (2x) = θ32 (x)θ42 (x) − θ12 (x)θ22 (x),

θ43 θ4 (2x) = θ34 (x) − θ24 (x).


We have now derived all 12 equations of Exercise 11, but we try Exercise 10 to
see whether from each of the first three equations

θ2 θ3 θ4 θ1 (2x) = 2θ1 (x)θ2 (x)θ3 (x)θ4 (x),


(which we had in text), and

θ22 θ3 θ2 (2x) = θ22 (x)θ32 (x) − θ12 (x)θ42 (x),

θ2 θ42 θ2 (2x) = θ22 (x)θ42 (x) − θ12 (x)θ32 (x),


and
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 181

θ3 θ42 θ3 (2x) = θ32 (x)θ42 (x) − θ12 (x)θ22 (x).


The last two appear as answers to Exercise 11, parts 5 and 7.
Problem 12. Use the method of Section 168 to show that

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

Recall that (basic table) θ3 (y + π, t) = θ3 (y|t) and that

θ3 (y + πt|t) = e−iπt e−2iy θ3 (y|t).


Since θ3 (z) is an even function of z, we may now write
182SOLUTIONS BY SYLVESTER J. PAGANO AND LEON HALL; EDITED BY TOM CUCHTA

θ3 (z|τ )
ψ(z + π) = z2 2z π
θ3 − τz − πτ | − τ1
   
exp πiτexp exp 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).

Thus ψ(z) has a period π in z. Next consider ψ(z + πτ ) :

θ3 (z + πτ |τ ) e−iπτ e−2iz θ3 (z|τ )


ψ(z + πτ ) =   = z2
 .
exp πτ θ3 τz + π| − τ1

(z+πτ )2 z+πτ 1 exp
exp πiτ θ 3 τ | − τ πiτ i

We thus obtain

θ3 (z|τ )
|psi(z + πτ ) = z2
 = ψ(z).
θ3 τz | − τ1

exp πiτ

Therefore ψ(τ ) also has the period πτ in z.


We can now conclude that ψ(z) is an elliptic function of order less than two. It
is a constant with the value

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

θ2 (0|τ ) θ3 (0|τ ) θ4 (0|τ ) ic


1 · 1 · 1 = τ .
θ4 (0| − τ ) θ3 (0| − τ ) θ2 (0| − τ )
With the aid of (A), (B), (C), we may conclude that

ic
ccc = ,
τ
or

−1
c2 = .

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.

23. Chapter 21 Solutions


ˆˆ
Problem 1. Derive the preceding addition theorem (7) by the method of Section
179. You may use results from the exercises at the end of Chapter 20.
Solution 1. We seek an addition theorem for cn(u). Now
θ4 θ2 (uθ3−2 )
cn(u) = .
θ2 θ4 (uθ3−2 )
At the end of Exercise 5, Chapter 20 we obtained
θ42 θ4 (x + 4)θ4 (x − y) = θ42 (x)θ42 (y) − θ12 (x)θ12 (y).
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 185

The next to last equation in Exercise 10, Chapter 20, is


θ2 θ4 θ2 (x + y)θ4 (x − y) = θ2 (x)θ4 (x)θ2 (y)θ4 (y) − θ1 (x)θ3 (x)θ1 (y)θ3 (y).
We divide the last equation above by the one preceding it to get
θ2 (x + y) θ2 (x)θ4 (x)θ2 (y)θ4 (y) − θ1 (x)θ3 (x)θ1 (y)θ3 (y)
=
θ4 (x + y) θ42 (x)θ42 (y) − θ12 (x)θ12 (y)
θ2 (x) θ2 (y) θ1 (x) θ3 (x) θ1 (y) θ3 (y)
θ4 (x) θ4 (y) − θ4 (x) θ4 (x) θ4 (y) θ4 (y)
= θ 2 (x) θ 2 (y)
.
1 − θ12 (x) θ22 (y)
4 4

Now use x = uθ3−2 and y = vθ3−2 to obtain


θ2 θ2 θ2 θ3 θ2 θ3
θ2 θ2 θ4 cn(u) θ4 cn(v) − θ3 sn(u) θ4 dn(u) θ3 sn(v) θ4 dn(v)
cn(u + v) = θ22 θ 2
θ4 θ4 1− sn2 (u) θ22 sn2 (v)
θ32 3
or
cn(u)cn(v) − sn(u)dn(u)sn(v)dn(v)
cn(u + v) = ,
1 − k 2 sn2 (u)sn2 (v)
as desired.
Problem 2. Derive preceding (8) by the method of Section 179, with the aid of
results from the exercises at the end of Chapter 20.
Solution 2. We know that
θ4 θ3 (uθ3−2 ) θ2
dn(u) = ,k = 2.
θ3 θ4 (uθ3−2 ) θ3
From the last equation of Exercise 10, Chapter 20 we get
θ3 θ4 θ3 (x + y)θ4 (x − y) = θ3 (x)θ4 (x)θ3 (y)θ4 (y) − θ1 (x)θ2 (x)θ1 (y)θ2 (y)
and from the last equation of Exercise 8 Chapter 20 we get
θ42 θ4 (x + y)θ4 (x − y) = θ42 (x)θ42 (y) − θ12 (x)θ12 (y).
The two equations about at once yield
θ3 θ3 θ2 θ2 θ2 θ2
θ3 θ3 θ4 dn(u) θ4 dn(v) − θ3 sn(u)) θ4 cn(u) θ3 sn(v) θ4 sn(v)
dn(u + v) = θ22 θ 2 .
θ4 θ4 1− sn2 (u) θ22 sn2 (v)
θ32 3

Hence we arrive at the desired result,


dn(u)dn(v) − k 2 sn(u)cn(u)sn(v)cn(v)
dn(u + v) = .
1 − k 2 sn2 (u)sn2 (v)
Z
1
Problem 3. Show that cn3 (x)dn(x)dx = sn(x) − sn3 (x) + c.
3
Solution 3. We wish to evaluate
Z
cn3 (x)dn(x)dx.

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,

k 2 sn2 (x) + dn2 (x) = 1,

dn2 (x) − k 2 cn2 (x) = x2 .


Therefore the square of any one of sn(x), cn(x), dn(x) is a linear function of the
square of any other one of them. Hence we may write
g 2 (x) = a1 + b1 ψ 2 (x).
We know have
Z Z
g 2m+1 (x)h(x)dx = [g 2 (x)]m g(x)h(x)dx
Z
= c1 [a1 + b1 ψ 2 (x)]m dψ(x),

which is integrable as a sum of powers.


Problem 5. Obtain the result
Z
1
sn(x)dx = log[dn(x) − kcn(x)] + c.
k
SOLUTIONS TO RAINVILLE’S “SPECIAL FUNCTIONS” (1960) 187

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)

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