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Supplements

S.1. Elementary Functions and Their Properties


] Throughout Section S.1 it is assumed that B is a positive integer unless otherwise specified.

S.1.1. Trigonometric Functions


S.1.1-1. Simplest relations.

sin2  + cos2  = 1, tan  cot  = 1,


sin(− ) = − sin  , cos(− ) = cos  ,
sin  cos 
tan  = , cot  = ,
cos  sin 
tan(− ) = − tan  , cot(− ) = − cot  ,
1 1
1 + tan2  = , 1 + cot2  = .
cos2  sin2 

S.1.1-2. Relations between trigonometric functions of single argument.

tan  1
sin  = A £ 1 − cos2  = A £ =A £ ,
1 + tan 2 1 + cot2 
1 cot 
cos  = A £ 1 − sin2  = A £ =A £ ,
1 + tan 2 1 + cot2 
sin  £ 1 − cos2  1
tan  = A £ =A = ,
1 − sin 
2 cos  cot 
£ 1 − sin2  cos  1
cot  = A =A £ = .
sin  1 − cos 
2 tan 

S.1.1-3. Reduction formulas.

sin(uACB ) = (−1)  sin  , cos(pAIB ) = (−1)  cos  ,


 
2B + 1 2B + 1
sin OuA = A (−1)  cos  , cos OpA = T (−1)  sin  ,
2  P 2  P
tan(pAIB ) = tan  , cot(pAIB ) = cot  ,
 
2B + 1 2B + 1
tan OpA = − cot  , cot OpA = − tan  ,
2  P 2  P
£ 2 £ 2
sin OuA} = (sin pA cos  ), cos OpA} = (cos uT sin  ),
4P 2 4P 2
tan pA 1 cot uT 1
tan OpA} = , cot OpA} = .
4P 1 T tan  4P 1 A cot 

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S.1.1-4. Addition and subtraction of trigonometric functions.

 +  −
sin  + sin = 2 sin O cos O
,
2 P 2 P
 −  +
sin  − sin = 2 sin O cos O ,
2 P 2 P
 +  −
cos  + cos = 2 cos O cos O ,
2 P 2 P
 +  −
cos  − cos = −2 sin O sin O ,
2 P 2 P
sin2  − sin2 = cos2 − cos2  = sin( + ) sin( − ),
sin2  − cos2 = − cos( + ) cos( − ),
sin(pA ) sin( AI )
tan pA tan = , cot pA cot = ,
cos  cos sin  sin
 cos  +  sin  = & sin( + Y ) = & cos( − j ).
Here, & = £  2 +  2 , sin Y = 
& , cos Y = 
& , sin j = 
& , and cos j = 
& .

S.1.1-5. Products of trigonometric functions.

sin  sin = 12 [cos( − ) − cos( + )],


cos  cos = 12 [cos( − ) + cos( + )],
sin  cos = 12 [sin( − ) + sin( + )].

S.1.1-6. Powers of trigonometric functions.

cos2  = 1
2 cos 2 + 12 , sin2  = − 12 cos 2 + 12 ,
cos3  = 1
4 cos 3 + 3
4 cos  , sin3  = − 14 sin 3 + 3
4 sin  ,
cos4  = 1
8 cos 4 + 1
2 cos 2 + 38 , sin4  = 1
8 cos 4 − 1
2 cos 2 + 38 ,
cos5  = 1
16 cos 5 + 5
16 cos 3 + 5
8 cos  , sin5  = 1
16 sin 5 − 5
16 sin 3 + 5
8 sin  ,

1 ½ −1
1
cos2   =  L 2  cos[2(B − , ) ] + 2  L 2  ,
22 −1 2
 =0

1 ½
cos2  +1  = 2  L 2  +1 cos[(2B − 2 , + 1) ],
2
 =0
1 ½
 −1
1
2
sin  = 2  −1 (−1)  −  L 2  cos[2(B − , ) ] + 2  L 2  ,
2 2
 =0
½ 
1
sin2  +1  = 2  (−1)  −  L 2  +1 sin[(2B − 2 , + 1) ].
2
 =0
!
Here, L +  = ¡ are binomial coefficients (0! = 1).
, ! ( − , )!
¡

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S.1.1-7. Addition formulas.

sin(uA ) = sin  cos A cos  sin , cos(uA ) = cos  cos T sin  sin ,
tan uA tan 1 T tan  tan
tan(pA )= , cot(uA )= .
1 T tan  tan tan pA tan

S.1.1-8. Trigonometric functions of multiple arguments.

cos 2 = 2 cos2  − 1 = 1 − 2 sin2  , sin 2 = 2 sin  cos  ,


cos 3 = −3 cos  + 4 cos3  , sin 3 = 3 sin  − 4 sin3  ,
cos 4 = 1 − 8 cos2  + 8 cos4  , sin 4 = 4 cos  (sin  − 2 sin3  ),
cos 5 = 5 cos  − 20 cos3  + 16 cos5  , sin 5 = 5 sin  − 20 sin3  + 16 sin5  ,
½  B 2 (B 2
− 1)  [B 2 − ( , − 1)2 ] 
cos(2B/ ) = 1 + (−1)  4 sin2   ,
(2 , )!
 =1
½ [(2B +1)2 −1][(2B +1)2 −32 ]  [(2B +1)2 −(2 , −1)2]
cos[(2B +1) ] = cos  ™ 1+ (−1)  sin2  ˆ¢ ,
(2 , )!
 =1
½ (B 2
− 1)(B 2
− 22 )  (B 2
− , 2)
sin(2 B/ ) = 2B cos w¬ sin  + (−4)  sin2  −1
 ® ,
(2 , − 1)!
 =1
½  [(2B +1)2−1][(2B +1)2−32]  [(2B +1)2−(2 , −1)2]
sin[(2B +1) ] = (2B +1) ™ sin  + (−1)  sin2  +1
^¢ ,
(2 , +1)!
 =1
2 tan  3 tan  − tan3  4 tan  − 4 tan3 
tan 2 = , tan 3 = , tan 4 = .
1 − tan2  1 − 3 tan2  1 − 6 tan2  + tan4 

S.1.1-9. Trigonometric functions of half argument.

1 − cos   1 + cos 
sin2 , cos2 = = ,
2 22 2
 sin  1 − cos   sin  1 + cos 
tan = = , cot = = ,
2 1 + cos  sin  2 1 − cos  sin 
  
2 tan 2 1 − tan2 2 2 tan 2
sin  = 2
 , cos  =  , tan  =  .
1 + tan 2 1 + tan2 2 1 − tan2 2

S.1.1-10. Euler and de Moivre formulas. Relationship with hyperbolic functions.


  + © =   (cos  + ™ sin  ), (cos  + ™ sin  )  = cos(B/ ) + ™ sin(B/ ), ™ 2 = −1,
sin(™Ý ) = ™ sinh  , cos(™Ý ) = cosh  , tan(™Ý ) = ™ tanh  , cot(ݙ  ) = −™ coth  .

S.1.1-11. Differentiation formulas.

sin  cos  tan  1 cot  1


M = cos  , M = − sin  , M = , M =− .
   cos2   sin2 
M M M M

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S.1.1-12. Expansion into power series.

 2
 4
 6
cos  = 1 − + − + ))) (| | < F ),
2! 4! 6!
 3
 5
 7
sin  =  − + )))
+ − (| | < F ),
3!
5! 7!
 3 2 5 17 7
tan  =  + + + + ))) (| | <
2),
3 15 315 
1   3 2 5
cot  = − − − − ))) (| | < ).
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S.1.2. Hyperbolic Functions
S.1.2-1. Definitions.
 −   −     
 −  + − −  + −
sinh  = , cosh  = , tanh  =   , coth  =   .
2 2  + −  − −

S.1.2-2. Simplest relations.

cosh2  − sinh2  = 1, tanh  coth  = 1,


sinh(− ) = − sinh  , cosh(− ) = cosh  ,
sinh  cosh 
tanh  = , coth  = ,
cosh  sinh 
tanh(− ) = − tanh  , coth(− ) = − coth  ,
1 1
1 − tanh2  = , coth2  − 1 = .
cosh2  sinh2 

S.1.2-3. Relations between hyperbolic functions of single argument ( ≥ 0).

tanh  1
sinh  = ü cosh2  − 1 = = ,
2 2
ü 1 − tanh  ü coth  − 1
1 coth 
cosh  = ü sinh2  + 1 = = ,
1 − tanh2  coth2  − 1
ü ü
sinh  cosh2  − 1 1
tanh  = = ü = ,
2
sinh  + 1 cosh  coth 
ü
sinh2  + 1 cosh  1
coth  = ü = = .
sinh  2 tanh 
ü cosh  − 1

S.1.2-4. Addition formulas.

sinh(uA ) = sinh  cosh A sinh cosh  , cosh(pA ) = cosh  cosh A sinh  sinh ,
tanh pA tanh coth  coth A 1
tanh(uA ) = , coth(uA )= .
1 A tanh  tanh coth A coth 

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S.1.2-5. Addition and subtraction of hyperbolic functions.

pA uT
sinh uA sinh = 2 sinh O cosh O ,
2 P 2 P
 +  −
cosh  + cosh = 2 cosh O cosh O ,
2 P 2 P
 +  −
cosh  − cosh = 2 sinh O sinh O ,
2 P 2 P
2 2 2 2
sinh  − sinh = cosh  − cosh = sinh( + ) sinh( − ),
2 2
sinh  + cosh = cosh( + ) cosh( − ),
sinh(uA ) sinh(pA )
tanh pA tanh = , coth pA coth = A .
cosh  cosh sinh  sinh

S.1.2-6. Products of hyperbolic functions.

sinh  sinh = 12 [cosh( + ) − cosh( − )],


cosh  cosh = 12 [cosh( + ) + cosh( − )],
sinh  cosh = 12 [sinh( + ) + sinh( − )].

S.1.2-7. Powers of hyperbolic functions.

cosh2  = 1
2 cosh 2  + 12 , sinh2  = 1
2 cosh 2 − 12 ,
cosh3  = 1
4 cosh 3  + 34 cosh  , sinh3  =1
4 sinh 3  − 34 sinh  ,
cosh4  = 1
8 cosh 4  + 12 cosh 2 + 38 , sinh4  =1
8 cosh 4  − 12 cosh 2 + 38 ,
cosh5  = 1
16 cosh 5  + 165 cosh 3 + 58 cosh  , sinh5  = 1
16 sinh 5  − 165 sinh 3 + 58 sinh  ,
 −1
1 ½ 1
cosh2   = 2  −1 L 2  cosh[2(B − , ) ] + 2  L 2  ,
2 2
 =0
½ 
1
cosh2  +1  = 2  L 2  +1 cosh[(2B − 2 , + 1) ],
2
 =0
1 ½  −1
(−1) 
2
sinh  = 2  −1 (−1)  L 2  cosh[2(B − , ) ] + 2  L 2  ,
2 2
 =0

1 ½
sinh2  +1  = 2  (−1)  L 2  +1 sinh[(2B − 2 , + 1) ].
2
 =0
Here, L +  are binomial coefficients.

S.1.2-8. Hyperbolic functions of multiple arguments.

cosh 2 = 2 cosh2  − 1, sinh 2 = 2 sinh  cosh  ,


cosh 3 = −3 cosh  + 4 cosh  , 3
sinh 3 = 3 sinh  + 4 sinh3  ,
cosh 4 = 1 − 8 cosh2  + 8 cosh4  , sinh 4 = 4 cosh  (sinh  + 2 sinh3  ),
cosh 5 = 5 cosh  − 20 cosh3  + 16 cosh5  , sinh 5 = 5 sinh  + 20 sinh3  + 16 sinh5  .

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[ ´J
(−1)  +1  −2 
2]
B ½
cosh(B/ ) = 2  −1
cosh   + L 2 −2 −2 (cosh  )  
−2 −2
,
2
 =0
, + 1  −  −2

[( −1) 2] J
sinh(B/ ) = sinh  2 −  −1
L   − −1 (cosh  ) −2 −1  .
 =0

Here, L +  are binomial coefficients and [# ] stands for the integer part of a number # .

S.1.2-9. Relationship with trigonometric functions.

sinh(™Ý ) = ™ sin  , cosh(™Ý ) = cos  , tanh(™Ý ) = ™ tan  , coth(™Ý ) = −™ cot  , ™ 2 = −1.

S.1.2-10. Differentiation formulas.

sinh  cosh  tanh  1 coth  1


M = cosh  , M = sinh  , M = , M =− .
   cosh2   sinh2 
M M M M

S.1.2-11. Expansion into power series.

 2
 4
 6
cosh  = 1 + + + + ))) (| | < F ),
2! 4! 6!
 3
 5
 7
sinh  =  + + ))) + + (| | < F ),
5! 7! 3!
 3 2 5 17 7
tanh  =  − + − + ))) (| | <
2),
3 15 315 
1   3 2 5
coth  = + − + − ))) (| | < ).
 3 45 945 

S.1.3. Inverse Trigonometric Functions

S.1.3-1. Definitions and some properties.

sin(arcsin  ) =  , cos(arccos  ) =  ,
tan(arctan  ) =  , cot(arccot  ) =  .

Principal values of inverse trigonometric functions are defined by the inequalities:

− z2 ≤ arcsin  ≤ z2 , 0 ≤ arccos  ≤ (−1 ≤  ≤ 1),



− z2 < arctan  < z2 , 0 < arccot  < (− F <  < F ).


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S.1.3-2. Simplest formulas.

arcsin(− ) = − arcsin  , arccos(− ) = − arccos  ,



arctan(− ) = − arctan  , arccot(− ) = − arccot  ,

 − 2B if 2B − z 2 ≤  ≤ 2B + z 2 ,
arcsin(sin  ) = ™ 
− + 2(B + 1)
 
if (2B + 1) − z 2 ≤  ≤ 2(B + 1) + z2 ,
  
 − 2B if 2B ≤  ≤ (2B + 1) ,
arccos(cos  ) = ™ 
− + 2(B + 1)
 
if (2B + 1) ≤  ≤ 2(B + 1) ,
  
arctan(tan  ) =  − B if B − z2< <B z
+ 2,
  
arccot(cot  ) =  − B if B <  < (B + 1) .
  
S.1.3-3. Relations between inverse trigonometric functions.

arcsin  +arccos  = z2 , arctan  +arccot  = z2 ;


 
 arccos £ 1−  2 if 0 ≤  ≤ 1,  arcsin £ 1−  2 if 0 ≤  ≤ 1,
− arccos £ 1−  if −1 ≤  ≤ 0, £ 1−  if −1 ≤  ≤ 0,
 −arcsin
2 2
   £ 1−  2
arcsin  =  arctan £ if −1 <  < 1, arccos  = 
 1−  2  arctan

if 0 <  ≤ 1,
£ 1−  2 
arccot − if −1 ≤  < 0; arccot £ if −1 <  < 1;
  1−  2
  
 arcsin £ for any  ,  1
if  > 0,
 1+  2  arcsin £
1+  2
 1 
 arccos £ if  ≥ 0,   −arcsin £ 1 if  < 0,
arctan  =  1+  2 arccot  =  1+  2
 1  1
 − arccos £ if  ≤ 0,  arctan  if  > 0,
 1
1+  2
 1
arccot if  > 0; +arctan if  < 0.
  

S.1.3-4. Addition and subtraction of inverse trigonometric functions.

arcsin  + arcsin = arcsin   1− 2 + £ 1− 2  for  2


+ 2
≤ 1,
ü
arccos pA arccos = A arccos V  (1 −  2 )(1 − 2 ) W
T for pA ≥ 0,
ü
 +
arctan  + arctan = arctan for  < 1,
1−
 −
arctan  − arctan = arctan for  > −1.
1+

S.1.3-5. Differentiation formulas.

1 1
M arcsin  = £ , M arccos  = − £ ,
 1− 2  1− 2
M M
1 1
M arctan  = , M arccot  = − .
 1+ 2  1+ 2
M M

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S.1.3-6. Expansion into power series.

1  3 1×3  5 1×3×5  7
arcsin  =  + + + + ))) (| | < 1),
2 3 2×4 5 2×4×6 7
 3
 5
 7
arctan  =  − + )))
+ (| | ≤ 1),

5 3 7
1
1 1
arctan  =  − + 3 − 5 + ))) (| | > 1).
2  3 5
The expansions for arccos  and arccot  can be obtained with the aid of the formulas arccos  =
z2 − arcsin  and arccot  = z2 − arctan  .

S.1.4. Inverse Hyperbolic Functions


S.1.4-1. Relationships with logarithmic functions.

1 1+
arcsinh  = ln   + £  2 +1 , arctanh  = ln ,
2 1−
1 1+
arccosh  = ln  + £  2 −1 , arccoth  = ln ,
2  −1
arcsinh(− ) = −arcsinh  , arctanh(− ) = −arctanh  ,
arccosh(− ) = arccosh  , arccoth(− ) = −arccoth  .

S.1.4-2. Relations between inverse hyperbolic functions.


arcsinh  = arccosh £  2 + 1 = arctanh £ ,
 +1 2
£  2−1
arccosh  = arcsinh £  2 − 1 = arctanh ,

 1 1
arctanh  = arcsinh £ = arccosh £ = arccoth .
1− 2 1− 2 

S.1.4-3. Addition and subtraction of inverse hyperbolic functions.

arcsinh pA arcsinh = arcsinh   , 1+ 2 A £ 1+ 2


ü
V
arccosh pA arccosh = arccosh  A ( 2 − 1)( 2 − 1) W ,
ü
arcsinh pA arccosh = arcsinh V  A ( 2 + 1)( 2 − 1) W ,
ü
pA  A 1
arctanh pA arctanh = arctanh , arctanh pA arccoth = arctanh .
1 AC A 
I

S.1.4-4. Differentiation formulas.

1 1
M arcsinh  = £ , M arccosh  = £ ,
  2 +1   2 −1
M M
1 2 1 2
M arctanh  = ( < 1), M arccoth  = ( > 1).
 1− 2  1− 2
M M

© 2003 by Chapman & Hall/CRC

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S.1.4-5. Expansion into power series.

1  3 1×3  5 1×3×5  7
arcsinh  =  − + − + ))) (| | < 1),
2 3 2×4 5 2×4×6 7
 3
 5
 7
arctanh  =  + + + + ))) (| | < 1).
^_ 3 5 7
References for Section S.1: H. B. Dwight (1961), M. Abramowitz and I. A. Stegun (1964), G. A. Korn and T. M. Korn
(1968), W. H. Beyer (1991).

S.2. Special Functions and Their Properties


] Throughout Section S.2 it is assumed that B is a positive integer unless otherwise specified.

S.2.1. Some Symbols and Coefficients


S.2.1-1. Factorials.
Definitions and some properties:
0! = 1! = 1, B ! = 1 × 2 × 3  (B − 1)B , B = 2, 3,  ,
(2B )!! = 2 × 4 × 6  (2B − 2)(2B ) = 2  B !,
2 +1
3
(2B + 1)!! = 1 × 3 × 5  (2B − 1)(2B + 1) = £ OB + ,
w 2P

(2 , )!! if B = 2 , ,
B !! = ™ (2 , + 1)!! if B = 2 , + 1,
0!! = 1.

S.2.1-2. Binomial coefficients.


Definition:
B !
L  = , where , = 1,  , B ,
, !(B − , )!
(−  )   (  − 1)   (  − , + 1)
L   = (−1)  = , where , = 1, 2, 
, ! , !
General case:
(  + 1)
L  = w , where ( ) is the gamma function.
(  + 1) (  −  + 1) w
w w
Properties:
L 0 = 1, L   = 0 for , = −1, −2,  or , > B ,
  −
  =  + 1 L   −1 =  + 1 L   , L   + L   = L   +1 ,
+1 +1 +1
L
 (−1)   (2B − 1)!!
L −1 J 2 = L 2  = (−1)  ,
22  (2B )!!
 (−1)  −1  −1 (−1)  −1 (2B − 3)!!
L 1J 2 = L  = ,
B 22  −1 2 −2
B (2B − 2)!!
2  +1  −4  −1 L  , L  −2 
L  +1 J 2 = (−1) 2 2 2  +1 J 2 = 2 L 42  +1 ,
1J 2 22  +1 2
´J 2 = 2 L (  −1) J 2 .
L  =  , L  
 L 2 

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S.2.1-3. Pochhammer symbol.


Definition and some properties ( , = 1, 2,  ):

( + B ) (1 −  )
(  )  =  (  + 1)  ( + B − 1) = = (−1)  w , w
( ) (1 −  − B )
w w
(B + , − 1)!
(  )0 = 1, (  )  +  = (  )  (  + B )  , (B )  = ,
(B − 1)!
( − B ) (−1) 
(  )−  = w = , where  ≠ 1,  , B ;
( ) (1 −  ) 
w (2B )! (2B + 1)!
(1)  = B !, (1
2)  = 2−2  , (3
2)  = 2−2  ,
B ! B !
(  ) +  + ´ (  )2  ( )  ( + , )
(  + , ) ´ = , ( + B ) = , ( + B )  = .
¡ ( )+  ( ) ( )

S.2.2. Error Functions and Exponential Integral

S.2.2-1. Error function and complementary error function.


Definitions:

2 2
erf  = £ ù exp(−a 2 ) a , erfc  = 1 − erf  = £ ùÈ ÷ exp(−a 2 ) M a .
M
 0

Expansion of erf  into series in powers of  as þD 0:

2 ½  2  +1 2 ½ 2   2  +1
erf  = £ ÷ (−1)  = £ exp  − 2  ÷ .
, ! (2 , + 1) (2 , + 1)!!
  =0   =0

Asymptotic expansion of erfc  as þDGF :

1 ½ −1
+  2  + + [þ | |−2
1
erfc  = £ exp  − 2  ¬ 6 (−1) −1 ® , 8 = 1, 2, 
 2 + +1 6
 + =0

S.2.2-2. Exponential integral.


Definition: 
 g
Ei( ) = ù a for  < 0,
aRM

÷ − ª  g
 g

ª ” ù
Ei( ) = lim
+0 − aÊM
a +ù
ª R
a
a M •
for  > 0.

Other integral representations: ÷

 sin a + a cos a − 
Ei(− ) = −  a ùÈ÷ for  > 0,
0  2+a 2 M
  sin a − a cos a
Ei(− ) =  − ùÈ÷ a for  < 0,
0  2+a 2 M
g
Ei(− ) = − ù ÷  − ln a a for  > 0.
1 M

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 745

Expansion into series in powers of  as þD 0:



 ½  
 z + ln(− ) + ÷
, ×, !
if  < 0,
Ei( ) =   =1
 ½  
z + ln  + ÷ if  > 0,
 =1
, ×, !

where z = 0.5772  is the Euler constant.


Asymptotic expansion as EDGF :

 ½ ( , − 1)! B !
Ei(− ) =  −
(−1)  +²  , ²  <  .
 =1
  

S.2.2-3. Logarithmic integral.


Definition:  
a
 ù ln a
M = Ei(ln  ) if 0 <  < 1,
li( ) =  0
1− ª 
a a
+0 ”
ª lim ù
0
M
ln a

1+ ª
M
ln a •
if  > 1.

For small  ,

li( ) ≈ .
ln(1
 )
Asymptotic expansion as ED 1:

½ ln  
li( ) = z + ln |ln  | + ÷ .
 =1
, ×, !

S.2.3. Gamma and Beta Functions


S.2.3-1. Gamma function.
The gamma function, ( H ), is an analytic function of the complex argument H everywhere, except
w
for the points H = 0, −1, −2, 
For Re H > 0,
‘
(H ) = ù ÷ a −1 − g a.

w 0 M
For −(B + 1) < Re H < −B , where B = 0, 1, 2,  ,
 ‘
g ½ − (−1) + −1
(H ) = ù ÷ ¬  − ® a a.
w 0 + ! M
=0 ¡
Euler formula:
‘
B !B

( H ) = lim ( H ≠ 0, −1, −2,  ).
w H ( H + 1)  ( H + B )
÷
Simplest properties:

( H + 1) = H (H ), (B + 1) = B !, (1) = (2) = 1.
w w w w w

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Symmetry formulas:

w
( H ) (− H ) = −
w H sin( H )
 ,
w
( H ) (1 − H ) =
w

sin( H )
,
1 1
 
w
O
2
+H O −H =  .
'P w 2 P cos( H )
Multiple argument formulas:

‘
22 −1
1
(2 H ) = £ (H ) O H + ,
w ‘ w w 2P
33 −1 2 J 1 2
(3 H ) = ( H ) OH + OH + ,
w 2 w w 3P w 3P
 ‘ 
J »
−1
,
(B±H ) = (2 )(1−  ) J 2 B  −1 2
OH + .
w   =0 w BpP
Fractional values of the argument:
1 1 £
=£ , O OB + =   (2B − 1)!!,
w 2P  w 2P 2
1 1 2 £
O− = −2 £ , O − B = (−1)   .
w 2P  w 2 P (2B − 1)!!
Asymptotic expansion (Stirling
‘ ‘ formula):
(H ) = £ 2  −
H −1 2 J V1+ 1 −1
H + 1 −2
H + [ (H −3
)W (|arg | H < ).
w  12 288 
S.2.3-2. Logarithmic derivative of the gamma function.
Definition: ‘ ( H )
ln ( H )
j (H ) = M w = w .
H (H )
Functional relations:
M w
1
j ( H ) − j (1 + H ) = − ,
H
j ( H ) − j (1 − H ) = − cot( H ),
 
1
j ( H ) − j (− H ) = − cot( H ) − ,
  H
jç 12 + H  − jç 12 − H  = tan( H ),
+ −1  
1 ½ ,
j ( H ) = ln + j\OH + .
¡ ¡  P
¡ =0 ¡
Integral representations (Re H > 0):
‘
j ( H ) = ùÈ÷ V  −g − (1 + a )− Wa −1 a ,
0 M
‘
j ( H ) = ln H + ùÈ÷ V a −1 − (1 −  −g )−1 W  −g a ,
0 ‘ M
1
1−a −1
j ( H ) = −z + ù a,
0 1−a M
where z = −j (1) = 0.5772  is the Euler constant.
Values for integer argument:
½ −1
j (1) = −z , j ( B ) = −z + , −1
(B = 2, 3,  ).
 =1

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 747

S.2.3-3. Beta function.


Definition:
1
 −1 −1
$ ( , ) = ù a (1 − a )  a,
0 M
where Re  > 0 and Re > 0.
Relationship with the gamma function:
( ) ( )
$ ( , ) = w w .
( + )
w
S.2.4. Incomplete Gamma and Beta Functions
S.2.4-1. Incomplete gamma function.
Definitions (integral representations):

= (ƒ ,  ) = ù  −g a 9 −1
a, Re ƒ > 0,
0 M
(ƒ ,  ) = È − ga9 −1
a = ( ƒ ) − = ( ƒ ,  ).
w ù  ÷  M w
Recurrence formulas: 
= ( ƒ + 1,  ) = ƒ±= (ƒ ,  ) −  9  − ,

( ƒ + 1,  ) = ƒ ( ƒ ,  ) +  9  − .
w w
Asymptotic expansions as þD 0:
½ (−1)   9 + 
= (ƒ ,  ) = ÷ ,
 =0 B ! ( ƒ + B )
½ (−1)   9 +
(ƒ ,  ) = (ƒ ) − ÷ .
w w  =0 B ! ( ƒ + B )
Asymptotic expansions as þDGF :

 ½ −1
(1 − ƒ ) +
= (ƒ ,  ) = (ƒ ) −  9 −1 −
 ¬ 6 + [  | |−  ® ,
w + (− ) + 6
=0

 ½ −1
(1 − ƒ ) +
(ƒ ,  ) =  9 −1 −
 ¬ 6 + [  | |−  ®  − 32 < arg  < 32  .
w + (− ) + 6 
=0

Integral functions related to the gamma function:


1 1 2 1 1 2
erf  = £ =2O , , erfc  = £ O , , Ei(− ) = − (0,  ).
2 P w 2 P w
 
S.2.4-2. Incomplete beta function.
Definition: 
$  ( ,  ) = ù aK −1
(1 − a ) & −1
a,
0 M
where Re  > 0 and Re  > 0.

© 2003 by Chapman & Hall/CRC

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S.2.5. Bessel Functions


S.2.5-1. Definitions and basic formulas.
The Bessel function of the first kind, ø Á ( ), and the Bessel function of the second kind, n…Á ( ) (also
called the Neumann function), are solutions of the Bessel equation
 2     +    + ( 2
− @ 2) = 0
and are defined by the formulas:
½ Á
(−1)  (
2) +2 
Áø ( ) = ÷ , n Á ( ) =
ø Á ( ) cos  @ − ø − Á ( ) . (1)
 =0 , ! w ( @ + , + 1) sin @

The formula for n/Á ( ) is valid for @ ≠ 0, A 1, A 2,  (the cases @ ≠ 0, A 1, A 2,  are discussed in
the following).
:
The general solution of the Bessel equation has the form Á ( ) = L 1 ø Á ( ) + L 2
n Á ( ) and is
called the cylindrical function.
Some relations:
: : :
2 @ Á ( ) =  [ Á −1 ( ) + Á +1 ( )],
: 1 : : @ : :
M Á ( ) = [ Á −1 ( ) − Á +1 ( )] = A Á ( ) − Á³1 1 ( )S ,
 2 Q 
M : : : :
M [ Á Á ( )] =  Á Á −1 ( ), M [ − Á Á ( )] = − − Á Á +1 ( ),
 
1
 M 1
M 
” M Á Á
[ ø Á ( )] =  −  ø Á −  ( ), ” M Á Á
[ − ø Á ( )] = (−1)   − −  ø Á +  ( ),
 2•  *•
M M
ø − ( ) = (−1) ø ( ), n − ( ) = (−1) n  ( ), B = 0, 1, 2, 
1
S.2.5-2. Bessel functions for @ = A"BçA 2, where B = 0, 1, 2, 

2 2
ø 1 2(J  )= 
sin  , ø −1 2 ( J  )= 
cos  ,
 
2 1 2 1
ø 3 2(J  )= 
”

sin  − cos 
•
, ø −3 2 ( J  )= 
” − cos  − sin  ,
 •
 ½ ´J

(−1)  (B + 2 , )!
[ 2]
2 B
ø  J  )=
+1 2 (

™ sin O −
2 P
 (2 , )! (B − 2 , )! (2 )2 
  =0
½ J
(−1)  (B + 2 , + 1)!
[( −1) 2]
B
+ cos O −
2
 P (2 , + 1)! (B − 2 , − 1)! (2 )2  +1
¢ ,
 =0
½ ´J (−1)  (B + 2 , )!
[ 2]
2 B
ø − −1 2 (
 J  )= 
™ cos O +
2
 P  (2 , )! (B − 2 , )! (2 )2 
 =0
½ J
(−1)  (B + 2 , + 1)!
[( −1) 2]
B
− sin O +
2
 P (2 , + 1)! (B − 2 , − 1)! (2 )2  +1
¢ ,
 =0

2 2
n 1 J 2 ( ) = − cos  , n −1 2 ( J  )= sin  ,
 
   
n  J  ) = (−1)
+1 2 (
+1
ø − −1 2 (
 J  ), n − −1 2 ( J  ) = (−1) ø  J  ),
+1 2 (
where [ # ] is the integer part of a number # .

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 749

S.2.5-3. Bessel functions for @ = A"B , where B = 0, 1, 2, 


Let @ = B be an arbitrary integer. The relations
ø − ( ) = (−1) ø ( ), n − ( ) = (−1) n  ( )
are valid. The function ø! ( ) is given by the first formula in (1) with @ = B , and n  ( ) can be
obtained from the second formula in (1) by proceeding to the limit @\D B . For nonnegative B , the
function n  ( ) can be represented in the form:

1 ½ (B − , − 1)! 2   1 ½   j ( , + 1) + j (B + , + 1)
−1
2  −2  +2
n  ( ) = ø ( ) ln − O − ÷ (−1)  O ,
2 , ! 3P 2P , ! (B + , )!
   =0   =0
7 −1
where j (1) = −z , j (B ) = −z + , −1
, z = 0.5772  is the Euler constant, j ( ) = [ln ( )]  is
 =1 w
the logarithmic derivative of the gamma function.

S.2.5-4. Wronskians and similar formulas.

ú 2 ú 2
( ø Á , ø −Á ) = − sin( @ ), ( ø Á , n Á ) = ,
    
2 sin( @ ) 2
ø Á ( ) ø − Á
 ) + ø − Á ( ) ø Á −1 ( ) =
+1 (

 , ø Á ( ) n Á +1 (  )− ø Á +1 (  ) n Á ( ) = −

.
ú  
Here, the notation (  , ) =   −   is used. 

S.2.5-5. Integral representations.


The functions ø Á ( ) and n Á ( ) can be represented in the form of definite integrals (for  > 0):
z 9 9 9
 ø Á ( ) = ù
0
cos( sin − @ )
M
− sin @ ù ÷ exp(− sinh a − @!a ) a ,
 0 M
z 9 9 9 Á˜g +  − ˜Á g cos @ )  −  g a.
n Á ( ) = ù sin( sin − @ ) − ù ÷ ( sinh
 0 M 0  M
For | @ | < 12 ,  > 0,
21+  −
Á Á sin(a ) a
ø Á ( ) = 1 J 2 ( 1 − @ ) ùÈ÷
M ,
(a 2 − 1) Á +1 J 2
 2 w Á
1
Á
21+  − cos(a ) a
n Á ( ) = − 1 J 2 1 ù ÷ M .
(2 − @ ) 1 (a 2 − 1) Á +1 J 2
 w
For @ > − 21 ,
2(
2)
Á z´J 2 Á
ø Á ( ) = 1J 2 ( + @ )
1 ù cos( cos a ) sin2 a a
M
(Poisson’s formula).

For @ = 0,  > 0,
 2 w 0

2 2
ø
ù ÷ sin( cosh a ) M a ,
0(  )= n 0 ( ) = − ù ÷ cos( cosh a ) M a .
 0
For integer @ = B = 0, 1, 2,  ,
 0

1 z
ø ( ) = ù cos(B/a −  sin a ) a
M
(Bessel’s formula),
 0
z´J 2
2
ø 2  ( ) = ù cos( sin a ) cos(2B/a ) a ,
M
 0
z´J 2
2
ø 2 +1 (   )= ù sin( sin a ) sin[(2B + 1)a ] a .
M
 0

© 2003 by Chapman & Hall/CRC

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S.2.5-6. Asymptotic expansions.


Asymptotic expansions as | | DGF :
½ −1
2 4 − 2 @ −
ø Á ( ) = ™ cos O 4  P ¬ 6 (−1) + ( @ , 2 )(2 )−2 + + [ (| |−2 )®
 ¡ 6
 + =0

4 − 2 @ − ½ −1
+ +
− sin O 4  P ¬ 6 (−1) ( @ , 2
¡
+ 1)(2 )−2 −1
+ [ (| |−2
6
−1
)®ƒ¢ ,
+
½ −1
=0

2 4 − 2 @ −
n Á ( ) = ™ sin O 4  P ¬ 6 (−1) + ( @ , 2 )(2 )−2 + + [ (| |−2 )®
 ¡ 6
 + =0

4 − 2 @ − ½ −1
+ cos O 4  P ¬ 6 (−1) + ( @ , 2 + 1)(2 )−2 + −1
+ [ (| |−2 −1
)®ƒ¢ ,
¡ 6
+ =0

1 ( 21 + @ + )
where ( @ , )= + (4 @ 2
− 1)(4 @ 2
− 32 )  [4 @ 2
− (2 − 1)2 ] = w ¡ .
¡ ! 22 ¡ ! ( 21 + @ − )
¡
For nonnegative integer B and large  , ¡ w ¡

£ ) = (−1)  (cos  + sin  ) + [ (


  ø 2  (
−2
),
£ ) = (−1) 
  ø 2 +1 (
+1 −2
(cos  − sin  ) + [ ( ).

Asymptotic behavior for large @ ( @\DGF ):



1   Á 2   − Á
ø Á ( ) ¬ O
£ 2 @ 2 @lP , n Á ( ) ¬ − O ,
@ 2 @lP
 
where  is fixed, and

21 J 3 1 21 J 3 1
ø Á (@ ) ¬ , n Á ( @ ) ¬ − 1 J .
J
32 3 (2
3) @ 1 J 3 3 6 (2
3) @ 1 J 3
w w
S.2.5-7. Zeros and orthogonality properties of the Bessel functions.
Each of the functions ø Á ( ) and n Á ( ) has infinitely many real zeros (for real @ ). All zeros are
simple, except possibly for the point  = 0.
The zeros = + of ø 0 ( ), i.e., the roots of the equation ø 0 (= + ) = 0, are approximately given by:

= + = 2.4 + 3.13 ( − 1) ( = 1, 2,  ),


¡ ¡
with a maximum error of 0.2%.
Let “ = “ + be positive roots of the Bessel function ø Á (“ ), where @ > −1 and = 1, 2, 3, 
¡
Then the set of functions ø Á (“ + &
 ) is orthogonal on the interval 0 ≤ & ≤  with weight & :
 “ + & “  & 0 if ≠, ,
ù ø Á…O
 P ø Á…O & & =
†P M
™ 1 2
 V ø Á  (“ + )W = 12 
2
ø
2 2
Á +1 (“ + ) if
¡
=, .
0 2 ¡

S.2.5-8. Hankel functions (Bessel functions of the third kind).


The Hankel functions of the first kind and the second kind are related to the Bessel functions by:

5 Á (1) ( H ) = ø Á ( H ) + ™Ön Á ( H ), 5 Á (2) ( H ) = ø Á ( H ) − ™Ön Á ( H ), ™ 2 = −1.

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 751

Asymptotics for HCD 0:


2™ ™ (@ )
5 (1)
0 ( H )¬ ln H , 5 Á (1) ( H ) ¬ − w (Re @ > 0),
( H
2) Á
 2™ ™
 (@ )
5 (2)
0 ( H )¬ − ln H , 5 Á (2) ( H ) ¬ w (Re @ > 0).
( H
2) Á
 
Asymptotics for | H | DGF :

2
5 Á (H ) ¬
(1)
exp ™  H − 1
@ − 1 S (− < arg H < 2 ),
 H Q 2  4   
2
5 Á (2) ( H ) ¬ exp −™  H − 1
@ − 1 S (−2 < arg H < ).
 H Q 2  4   
S.2.6. Modified Bessel Functions
S.2.6-1. Definitions. Basic formulas.
The modified Bessel functions of the first kind, ®Á ( ), and the second kind, ; Á ( ) (also called the
Macdonald function), of order @ are solutions of the modified Bessel equation
 2     +    − ( 2
+ @ 2) = 0
and are defined by the formulas:
(
2)2  +
Á
2 ® sin
− Á − ®Á
½
®Á ( )= ÷
, ! ( @ + , + 1)
, ; Á ( )= ,
 =0 w  @
(see below for ; Á ( ) with @ = 0, 1, 2,  ).
The modified Bessel functions possess the properties:
; − Á (
) = ; Á ( ); ® −( ) = (−1)  ®  ( ), B = 0, 1, 2, 
2 @¦®Á ( ) =  [ ®Á −1 ( ) − ®Á +1 (  )], 2 @ ; Á ( ) = − [ ; Á −1 ( ) − ; Á +1 ( )],
1 1
M ®Á ( ) = [ ®Á −1 ( ) + ®Á +1 (  )], M ; Á ( ) = − [ ; Á −1 ( ) + ; Á +1 ( )].
 2  2
M M
1
S.2.6-2. Modified Bessel functions for @ = A"BçA 2, where B = 0, 1, 2, 


2 2
® 1 J 2 ( )=

sinh  , ® −1 J 2 ( )=

cosh  ,
 
2 1 2 1
® 3 J 2 ( )= ” − sinh  + cosh  , ® −3 J 2 ( ) =
  • 
” − cosh  + sinh  ,
 •
 
1  ½  (−1)  (B + , )!   − ½

(B + , )!
®  +1 J 2 ( ) = £ ¬
, ! (B − , )! (2 )  − (−1)
, ! (B − , )! (2 ) 
® ,
2 
  =0  =0

1  ½  (−1)  (B + , )!   − ½

(B + , )!
® −  −1 J 2 (  ) = £ ¬
, ! (B − , )! (2 )  + (−1)
, ! (B − , )! (2 ) 
® ,
2 
  =0
 =0

− 1 
; 1 1 J 2 ( ) = 2   , ; 1 3 J 2 ( ) = 2  O 1 + 3P  − ,

 ½ (B + , )!
;  +1 J 2 ( ) = ; − −1 J 2( ) = 2   −  .
 =0 , ! (B − , )! (2 )

© 2003 by Chapman & Hall/CRC

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S.2.6-3. Modified Bessel functions for @ = B , where B = 0, 1, 2, 


If @ = B is a nonnegative integer, then
 + −  (B −

−1
  2 − 1)!
;| ( ) = (−1)  +1
® ( ) ln + (−1) + O ¡
2 2+ 2P !
=0 ¡
1 ½   +2 + j (B + + 1) + j ( + 1)
+ (−1)  ÷ O ¡ ¡ ; B = 0, 1, 2,  ,
2 + =0 2 P ¡
! (B + )!
¡
where j ( H ) is the logarithmic derivative of the gamma function; for B = 0, the first sum is dropped.

S.2.6-4. Wronskians and similar formulas.

ú 2 ú 1
( ®Á , ® − Á ) = − sin( @ ), ( ®Á , ; Á ) = − ,
   
2 sin( @ ) 1
®Á ( )® − Á +1 ( ) − ® − Á ( ) ®Á −1 (  )=−

 , ®Á ( ) ; Á +1 (  ) + ®Á +1 (  ) ; Á ( ) =

,
ú 
where (  , ) =    −    .

S.2.6-5. Integral representations.


The functions ® Á ( ) and ; Á ( ) can be represented in terms of definite integrals:

 Á 1
Á J
®Á ( ) = 1 22 J Á (@ + 1 ) ù exp(−a )(1 − a 2 ) −1 2
M
a ( > 0, @ > − 12 ),
 2w −1

; Á ( ) = ùÈ÷ exp(− cosh a ) cosh( @!a ) a


M
( > 0),
0
1
; Á ( )=
cos  1 ùÈ÷ cos( sinh a ) cosh( @!a ) M a
@  0
( > 0, −1 < @ < 1),
2 
1
; Á ( ) = sin  1 ùÈ÷ sin( sinh a ) sinh( @!a ) M a
@  0
( > 0, −1 < @ < 1).
2 
For integer @ = B ,
1 z
® ( ) = ù exp( cos a ) cos(B/a ) a
M
(B = 0, 1, 2,  ),
 0
cos(a )
; 0(  ) = ùÈ÷ cos( sinh a ) a = ùÈ÷
M £ a 2+1 M a ( > 0).
0 0

S.2.6-6. Asymptotic expansions as þDGF .

 ½
 (4 @ 2
− 1)(4 @ 2
− 32 )  [4 @ 2
− (2 − 1)2 ]
®Á ( ) = £ ™ 1+ 6 (−1) + ¡ ¢ ,
2  + ! (8 ) +
 ¡
=1

 ½ (4 @ 2
− 1)(4 @ 2
− 32 )  [4 @ 2
− (2 − 1)2 ]
; Á ( )= 
2
 −
™ 1+ 6
! (8 ) +
¡ ¢ .
+ =1 ¡
The terms of the order of [   − −1  are omitted in the braces.
6

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 753

S.2.7. Degenerate Hypergeometric Functions


S.2.7-1. Definitions. The Kummer’s series.
The degenerate hypergeometric functions ` (  ,  ;  ) and i (  ,  ;  ) are solutions of the degenerate
hypergeometric equation:
    + (  −  )   −  = 0.
In the case  ≠ 0, −1, −2, −3,  , the function ` (  ,  ;  ) can be represented as Kummer’s
series:
½ ( )   
` ( ,  ;  ) = 1 + ÷ ,
( ) , !
 =1
where (  )  =  (  + 1)  ( + , − 1), (  )0 = 1.
Table 14 (see Subsection 2.1.2) presents some special cases where ` can be expressed in terms
of simpler functions.

S.2.7-2. Some transformations and linear relations.


Kummer transformations:

` (  ,  ;  ) =  ` (  −  ,  ; − ), i ( ,  ;  ) =  1−
i (1 +  −  , 2 −  ;  ).

Linear relations for ` :


(  −  ) ` (  − 1,  ;  ) + (2  −  +  ) ` (  ,  ;  ) −  ` (  + 1,  ;  ) = 0,
 (  − 1) ` (  ,  − 1;  ) −  (  − 1 +  ) ` (  ,  ;  ) + (  −  )/` (  ,  + 1;  ) = 0,
(  −  + 1) ` ( ,  ;  ) −  ` (  + 1,  ;  ) + (  − 1) ` (  ,  − 1;  ) = 0,
` (  ,  ;  ) − ` ( − 1,  ;  ) − /` (  ,  + 1;  ) = 0,
 (  +  ) ` (  ,  ;  ) − (  −  )/` (  ,  + 1;  ) −  ` ( + 1,  ;  ) = 0,
(  − 1 +  ) ` ( ,  ;  ) + (  −  ) ` (  − 1,  ;  ) − (  − 1) ` (  ,  − 1;  ) = 0.

Linear relations for i :


i (  − 1,  ;  ) − (2 −  +  ) i (  ,  ;  ) +  ( −  + 1) i (  + 1,  ;  ) = 0,
(  −  − 1) i ( ,  − 1;  ) − (  − 1 +  ) i ( ,  ;  ) + /i (  ,  + 1;  ) = 0,
i (  ,  ;  ) −  i ( + 1,  ;  ) − i (  ,  − 1;  ) = 0,
(  −  ) i (  ,  ;  ) − /i (  ,  + 1;  ) + i (  − 1,  ;  ) = 0,
(  +  ) i (  ,  ;  ) +  (  −  − 1) i (  + 1,  ;  ) − /i (  ,  + 1;  ) = 0,
(  − 1 +  ) i ( ,  ;  ) − i (  − 1,  ;  ) + ( − ( + 1) i (  ,  − 1;  ) = 0.

S.2.7-3. Differentiation formulas and Wronskian.


Differentiation formulas:
  ( )
M ` (  ,  ;  ) = ` (  + 1,  + 1;  ), M  ` ( ,  ;  ) = ` (  + B ,  + B ;  ),
   ( )
M M 
M i (  ,  ;  ) = − i ( + 1,  + 1;  ), M  i (  ,  ;  ) = (−1)  (  )  i (  + B ,  + B ;  ).
 
M M
Wronskian:
ú ( ) 
( ` , i ) = `‹i  − `  i = − w  −
 .
( )
w

© 2003 by Chapman & Hall/CRC

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754 SUPPLEMENTS

S.2.7-4. Degenerate hypergeometric functions for B = 0, 1, 2, 

(−1)  −1
i (  , B + 1;  ) =
B ! ( − B )
™ ` ( , B +1;  ) ln 
w Ÿ  Ÿ
½ ( )Ÿ (B − 1)! ½ ( − B )Ÿ  −
−1
+ ÷ V j (  + & ) − j (1 + & ) − j (1 + B + & )W  ¢ + ,
Ÿ =0 (B + 1) Ÿ &! ( ) Ÿ (1 − B ) Ÿ & !
w =0

where B = 0, 1, 2,  (the last sum is dropped for B = 0), j ( H ) = [ln ( H )] ‘ is the logarithmic
derivative of the gamma function,
w

½ −1
j (1) = −z , j ( B ) = −z + , −1
,
 =1

where z = 0.5772  is the Euler constant.


If  < 0, then the formula

i ( ,  ;  ) =  1−
 i ( −  + 1, 2 −  ;  )

is valid for any  .


For  ≠ 0, −1, −2, −3,  , the general solution of the degenerate hypergeometric equation can
be represented in the form:
= L 1 ` (  ,  ;  ) + L 2 i (  ,  ;  ),
and for  = 0, −1, −2, −3,  , in the form:

= 1−
 V L 1 ` ( −  + 1, 2 −  ;  ) + L 2 i (  −  + 1, 2 −  ;  )W .

S.2.7-5. Integral representations.

1
( ) 
` ( ,  ;  ) = w ù  g a  −1 (1 − a )  −  −1
a (for  >  > 0),
( ) (  −  ) 0 M
w w 
1
i ( ,  ;  ) = È
ù ÷  − g a  −1 (1 + a )  −  −1 a (for  > 0,  > 0),
( ) 0 M
w
where (  ) is the gamma function.
w
S.2.7-6. Asymptotic expansion as | | DGF .

½
/
( )   (  −  )  (1 −  )  − 
` ( ,  ;  ) = w   −
 ¬  + ® ,  > 0,
( ) B !
w  =0
/
( ) ½ (  )  (  −  + 1) 
` ( ,  ;  ) = w (− )−  ¬ (− )−  + ® ,  < 0,
( −  ) B !
w /
 =0
½ (  )  (  −  + 1)  − 
i ( ,  ;  ) =   ¬ −
(−1)   + ® , −F < <F ,
 =0
B !
where = [   − / −1 .

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 755

S.2.7-7. Whittaker functions.


ú
The Whittaker functions 8  ,  ( ) and  ,  ( ) are linearly independent solutions of the Whittaker
equation:
    + V − 14 + 12 , +  1
4 −“ 2  −2
W = 0.
The Whittaker functions are expressed in terms of degenerate hypergeometric functions as:

8  ,  ( ) =   J   J 2` 
+1 2 − 1
+ “ − , , 1 + 2“ ,   ,
2
ú +1 J 2 −  J 2
 ,  ( ) =    i  1
2 + “ − , , 1 + 2“ ,   .

S.2.8. Hypergeometric Functions


S.2.8-1. Definition. The hypergeometric series.
The hypergeometric function  ( ƒ , ý , = ;  ) is a solution of the Gaussian hypergeometric equation:

 ( − 1)    + [( ƒ + ý + 1) − = ]   + ƒ…ý = 0.

For = ≠ 0, −1, −2, −3,  , the function  ( ƒ , ý , = ;  ) can be expressed in terms of the
hypergeometric series:
½ ( ƒ )  (ý )   
 (ƒ , ý , = ;  ) = 1 + ÷ , ( ƒ )  = ƒ ( ƒ + 1)  (ƒ + , − 1),
 =1 (= )  , !

which, a fortiori, is convergent for | | < 1.


Table 16 (see Subsection 2.1.2) presents some special cases where  can be expressed in terms
of simpler functions.

S.2.8-2. Basic properties.


The function  possesses the following properties:

 ( ƒ , ý , = ;  ) =  (ý , ƒ , = ;  ),
 ( ƒ , ý , = ;  ) = (1 −  ) ; − 9 −:  (= − ƒ , = − ý , = ;  ),

 ( ƒ , ý , = ;  ) = (1 −  )− 9 Oƒ , = − ý , = ; ,
 −1P
 ( ƒ )  (ý ) 
M   (ƒ , ý , = ;  ) =  ( ƒ + B , ý + B , = + B ;  ).
 (= ) 
M
If = is not an integer, then the general solution of the hypergeometric equation can be written
in the form:
= L 1  ( ƒ , ý , = ;  ) + L 2  1−;  ( ƒ − = + 1, ý − = + 1, 2 − = ;  ).

S.2.8-3. Integral representations.


For = > ý > 0, the hypergeometric function can be expressed in terms of a definite integral:
1
(= )
 (ƒ , ý , = ;  ) = w ù a: −1
(1 − a ); −: −1
(1 − aÖ )− 9 a,
( ý ) (= − ý ) M
w w 0

where (ý ) is the gamma function.


w
See M. Abramowitz and I. Stegun (1964) and H. Bateman and A. Erd élyi (1953, Vol. 1) for
more detailed information about hypergeometric functions.

© 2003 by Chapman & Hall/CRC

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S.2.9. Legendre Functions and Legendre Polynomials

S.2.9-1. Definitions. Basic formulas.


.
The associated Legendre functions Á  ( H ) and Æ Á ( H ) of the first and the second kind are linearly
independent solutions of the Legendre equation:

(1 − H 2 )
‘'  ‘ − 2 H ‘  + [ @ ( @ + 1) − “ 2 (1 − H 2 )−1 ] = 0,

where the parameters @ and “ and the variable H can assume arbitrary real or complex values.
For |1 − H | < 2, the formulas

.  1 H + 1 žJ 2 1−H
Á (H ) = O  O −@ , 1 + @ , 1 − “ ,
 ,
(1 − “ ) H − 1 P 2 P
 w 
H −1 1−H H +1 2 1−H
Æ Á ( H ) = #þO
2
O − @ , 1 + @ , 1 + “ , + $ÊO O − @ , 1 + @ , 1 − “ , ,
H +1P 2 P H −1P 2 P
# =  © z w , $ =  z w
(−“ ) (1 + @ + “ ) © (“ )
w , ™ 2 = −1,
2 (1 + @ − “ ) 2
w
are valid, where  (  ,  , ( ; H ) is the hypergeometric series (see Subsection S.2.8).
For | H | > 1,

.  2−
Á −1
(− 21 − @ ) − Á 1+@ −“ 2+@ −“ 2@ + 3 1
Á (H ) = £ w H 
+ −1
(H 2
− 1)− žJ 2 
 O , , , 2
(− @ − “ ) 2 2 2 H •
§w
Á (1 + @ ) 2 @ + “ 1 − @ − “ 1 − 2@ 1
+ £ w 2 H Á +  ( H 2 − 1)− žJ 2 O − , , , 2 ,
£ §w (1 + @ − “ ) 2 2 2 H •
Æ Á ( H ) =  © zf oÁ +1
@ + “ + 1) 2 + @ + “ 1 + @ + “ 2 @ + 3 1
H − Á −  −1 ( H 2 − 1) žJ 2 O
(
w , , , 2 .
2 3
(@ + 2 ) 2 2 2 H •
w
The functions
. .
Á ( H ) ≡ Á 0 ( H ) and ÆIÁ ( H ) ≡ Æ 0Á ( H ) are called the Legendre functions.
The modified associated Legendre functions, on the cut H =  , −1 <  < 1, of the real axis, are
defined by the formulas:
.  V  © z . Á  ( + ™ 0) +  − 21 © z . Á  ( − ™ 0)W ,
( ) = 1 1
Á 2
2

Æ Á ( ) =  © z·V  − 2 ©  z Æ Á ( + ™ 0) +  2 © z Æ Á ( − ™ 0)W .


1 1
1 −
2

S.2.9-2. Trigonometric expansions.


For −1 <  < 1, the modified associated Legendre functions can be represented in the form of
trigonometric series as:

.  9 2 +1
( @ + “ + 1) 9  ½ ( 12 + “ )  (1 + @ + “ )  9
Á (cos ) = £ w 3
(sin ) ÷ 3
sin[(2 , + @ + “ + 1) ],
(@ + 2 ) , ! (@ + 2 )
 w  =0
9 ( @ + “ + 1) 9 ½ ( 2 + “ )  (1 + @ + “ ) 
1
9
Æ Á (cos ) = £ 2 w (sin )  ÷ cos[(2 , + @ + “ + 1) ],
 3
(@ + 2 )  =0
3
, ! (@ + 2 )
w
9
where 0 < < .


© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 757

S.2.9-3. Some relations.

.  .  . ( @ + B + 1) . − 
Á (H ) = − −1 (
Á H ), Á  (H ) = w Á ( H ), B = 0, 1, 2, 
( @ − B + 1)
w . (1 + @ + “ ) . − 
Æ Á ( H ) =   © zf ¬ Á  (H ) − w Á ( H )® .
2 sin(“ ) (1 + @ − “ )
For 0 <  < 1,
 w
.  .
(− ) = Á  ( ) cos[ ( @ + “ )] − 2 −1 
Á   1 . Æ  Á ( ) sin[ ( @ + “ )],

Æ Á (− ) = − Æ Á ( ) cos[ ( @ + “ )] − 2 Á ( ) sin[ ( @ + “ )].
For −1 <  < 1,
  
.   )=
2@ + 1

@ +“ . 
( ),
.  ( ) −
Á +1 ( Á
@ −“ +1 @ − “ + 1 Á −1
.  .  2 1 J 2 .  −1
Á +1 ( ) = Á −1 ( ) − (2 @ + 1)(1 −  ) Á ( ).
Wronskians:
Á +  +1 
 +2 +2 
Á
ú . 1 ú .
( Á  , Æ Á ) =
,
, = 22  w

Á −  +1  w Á −  +2  .
2
( Á , ÆIÁ ) = , ,
1− 2 1− 2
 2  2
w w
For B = 0, 1, 2,  ,
.  . 
Á  ( ) = (−1)  (1 −  2 ) ´J 2
M  Á ( ), Æ Á ( ) = (−1)  (1 −  2 ) ´J 2
M  ÆIÁ ( ).
 
M M
S.2.9-4. Integral representations.
For B = 0, 1, 2,  ,
.  (H ) = w ( @ + B + 1) z H + cos a £ H 2 − 1  Á cos(B/a ) a , Re H > 0,
Á ù
w ( @ +( @ 1)+ B +0 1) z
M
Æ Á ( H ) = (−1)  w Á +1 Á Á
( H 2 − 1)− ´J 2 ù ( H + cos a )  − −1 (sin a )2 +1 a , Re @ > −1.
2 ( @ + 1) M
w
Note that H ≠  , −1 <  < 1, in the latter formula.
0

S.2.9-5. Legendre polynomials.


. .
The Legendre polynomials  =  ( ) and the Legendre functions Æ  ( ) are solutions of the
linear differential equation:
 
(1 −  2 )  − 2  + B (B + 1) = 0.
.
The Legendre polynomials  ( ) and the Legendre functions Æ  ( ) are defined by the for-
mulas:
. ( ) = 1 M  ( 2 − 1) , Æ ( ) = 1 . ( ) ln 1 +  − ½  1 . + ( ). + ( ).
 B ! 2    2
 1−
−1  −
M . . + =1 ¡
The polynomials  =  ( ) can be calculated recursively using the relations:
. ( ) = 1, . ( ) =  , . ( ) = 1 (3 2 − 1),  , . ( ) = 2B + 1  . ( ) − B .  ).
0 1 2
2
 +1 B +1  B +1  −1 (

The first three functions Æ  = Æ  ( ) are given by:


1 1+  1+ 3 2 − 1 1 +  3
Æ 0 ( ) = ln , Æ 1 ( ) = ln − 1, Æ 2 ( ) = ln −  .
2 .1 −  2 1− 4 1− 2
The polynomials  ( ) have the explicit representation:
. ( ) = 2− [½ ´J 2](−1)+ L + L   −2 + ,
  2  −2 + 
+ =0
where [ # ] is the integer part of a number # .

© 2003 by Chapman & Hall/CRC

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S.2.9-6. Zeros of the Legendre polynomials and the generating function.


.
All zeros of  ( ) are real and lie on the interval −1 <  < +1; the functions
.
 ( ) form an
orthogonal system on the interval −1 ≤  ≤ +1, with
a 0 if B ≠
+1
. . ¡
,
ù  ( ) + ( )  =
M
2
if B = .
−1
2B + 1 ¡
The generating function is:
1 ½ .
£ 1 − 2 °˜ + ° 2
= ÷  ( ) °  (| ° | < 1).
 =0

S.2.9-7. Associated Legendre functions.


. +
The associated Legendre functions  ( ) of order ¡ are defined by the formulas:
. + .
+ 2 + J 2
 ( ) = (1 −  ) M +  ( ),

B = 1, 2, 3,  ,
¡
= 0, 1, 2, 
. M
It is assumed by definition that  0 ( ) =  ( ).
.
. +
The functions  ( ) form an orthogonal system on the interval −1 ≤  ≤ +1, with
+1
. + ( ). + ( )  =   0 2 (B + )! if B ≠ , ,
ù   M ¡ if B = , .
−1
2B + 1 (B − )!
. ¡
The functions  + ( ) (with ≠ 0) are orthogonal on the interval −1 ≤  ≤ +1 with weight
(1 −  2 )−1 , that is,
¡
+1 . + .  0 if B ≠ , ,
 ( )  + ( )
ù  = ( B + )!
(1 −  2 ) M ¡ if B = , .
−1 (B − )!
¡ ¡

S.2.10. Parabolic Cylinder Functions


S.2.10-1. Definitions. Basic formulas.
The Weber parabolic cylinder function c‚Á ( H ) is a solution of the linear differential equation:
‘'  ‘ +  − 1 H 2 + @ + 1  = 0,
4 2

where the parameter @ and the variable H can assume arbitrary real or complex values. Another
linearly independent solution of this equation is the function c − Á −1 (™ÖH ); if @ is noninteger, then
c\Á (− H ) can also be taken as a linearly independent solution.
The parabolic cylinder functions can be expressed in terms of degenerate hypergeometric func-
tions as:
1  −1
c\Á ( H ) = 21 J 2 exp  − 14 H 2  ¬ w 1  2 Á `  − 2Á , 12 , 12 H 2  + 2−1 J 2 w  2Á H `  1 Á
− 2 , 32 , 12 H 2  ® .
 2 − 2  −2 2
w w
For nonnegative integer @ = B , we have
c  ( H ) = 2− ´J 2 exp  − 41 H 2  5   2−1 J 2 H  , B = 0, 1, 2,  ;

5  ( H ) = (−1)  exp  H 2  M  exp  − H 2  ,
H
M
where 5  ( H ) is the Hermite polynomial of order B .

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 759

S.2.10-2. Integral representations.

c\Á ( H ) = 2
exp  H  ùÈ÷ a Á exp  − 21 a 2  cos  H´a −
1 2 1
@  a for Re @ > −1,
ü  4
0
2  M
1 Á
c\Á ( H ) = exp  − 41 H 2  È
ù ÷ a− −1
exp  − H´a − 12 a 2  a for Re @ < 0.
(− @ ) M
w 0

S.2.10-3. Asymptotic expansion as | H | DGF .


/ Á Á 
½ (−2)   − 2    1
− 1 / 3
c\Á ( H ) = H Á exp  − 14 H 2  ¬ 2 2 
+ [þ | H |−2 −2 ® for | arg H | <  ,
 =0
B ! H 2 4
where (  )0 = 1, (  )  =  (  + 1)  ( + B − 1) for B = 1, 2, 3, 

S.2.11. Orthogonal Polynomials


All zeros of each of the orthogonal polynomials ´  ( ) considered in this section are real and simple.
The zeros of the polynomials ´  ( ) and ´  +1 ( ) are alternating.
For Legendre polynomials see Subsections S.2.9-5, S.2.9-6, and S.2.9-7.

S.2.11-1. Laguerre polynomials and generalized Laguerre polynomials.


The Laguerre polynomials 0  = 0  ( ) satisfy the linear differential equation

    + (1 −  )   + B =0

and are defined by the formulas:

1    (−1)  B 2 (B − 1)2 
0  ( )=  M     −  =   − B 2  −1
+  −2
+ )))›S .
B !  B ! Q 2!
M
The first four polynomials are given by:

0 0 = 1, 0 1 = − + 1, 0 2 = 12 ( 2
− 4 + 2), 0 3 = 16 (− 3
+ 9 2
− 18 + 6).

To calculate 0  ( ) for B ≥ 2, one can use the recurrence formulas:


1 V
0  +1 (  )= (2B + 1 −  )0  ( ) − B0  −1 (  )W .
B +1

The functions 0  ( ) form an orthonormal system on the interval 0 <  < F with weight  −
:
 0 if B ≠ ,
ù ÷  −
0  ( ) 0 + ( )  =¦ ¡
0 M 1 if B = .
¡
The generating function is:

1 °˜ ½
exp O − = ÷ 0  ( ) °  , | ° | < 1.
1−° 1 − °±P
 =0

The generalized Laguerre polynomials 0‹9 = 0·9 ( ) ( ƒ > −1) satisfy the linear differential
equation
    + ( ƒ + 1 −  )   + B = 0

© 2003 by Chapman & Hall/CRC

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and are defined by the formulas:

1 −    ½  (− ) +
0 9 (  )=  9  M     +9  −  = L   +− + .
B !  + 9 !
M =0 ¡
The first two polynomials have the form:
0 09 = 1, 0 19 = ƒ +1− .
0 9 ( ) for B ≥ 2, one can use the recurrence formulas:
To calculate l
1 V (2B + ƒ + 1 −  )0 9 ( ) − (B + ƒ )0 9
0 9 +1 (  )=   −1 (  )W .
B +1

0 9 ( ) form an orthogonal system on the interval 0 <  < F
The functions l with weight h9  −
:
a
 0 if B ≠ ,
ù ÷  9  −
0 9 (  ) 0 +9 (  )  = ( ƒ + B + 1) ¡
M w if B = .
0 B ! ¡
The generating function is:

°˜ ½
(1 − ° )− 9 −1
exp O − = ÷ 0 9 (  ) °  , | ° | < 1.
1 − °±P
 =0

S.2.11-2. Chebyshev polynomials.


1 b . The Chebyshev polynomials of the first kind
{ {
 =  ( ) satisfy the linear differential equation
(1 −  2 )    −    + B 2 = 0
and are defined by the formulas:
{ (−2)  B ! £ 
 ( ) = cos(B arccos  ) = (2B )! 1 −  2 M   V (1 −  2 )  − 2 W
1

[ ´J 2]
M
B ½ + (B − − 1)!
= (−1) ¡ (2 )  −2 + (B = 0, 1, 2,  ),
2 + ! (B − 2 )!
=0 ¡ ¡
where [ # ] stands for the integer part of a number # .
The first five polynomials are:
{ = 1,
{ = ,
{ = 2 2
− 1,
{ = 4 3
− 3 ,
{ = 8 4
− 8 2
+ 1.
0 1 2 3 4

The recurrence formulas:


{  ) = 2  ( ) −  −1 ( ),
{ B ≥ 2;
{
 +1 (
{ { { {
2  ( ) + ( ) =  + + ( ) +  − + ( ), B ≥ .
{ ¡
The functions  ( ) form an orthogonal system on the interval −1 <  < +1, with
+1 { { a 0 if B ≠ ,
 ( ) + ( )  = 1 ¡
ù £ 2 if B = ≠ 0,
−1 1 −  2 M ¡
if B = = 0.
 ¡
The generating function is:

1 − °˜
= ÷
½ { 
1 − 2 °˜ + ° 2  ( ) ° (| ° | < 1).
 =0

© 2003 by Chapman & Hall/CRC

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S.2. SPECIAL FUNCTIONS AND THEIR PROPERTIES 761

2 b . The Chebyshev polynomials of the second kind ’  = ’  ( ) satisfy the linear differential
equation
(1 −  2 )    − 3   + B (B + 2) = 0
and are defined by the formulas:

sin[(B + 1) arccos  ]
[
½ ´J 2]
(B − )!
’  ( ) = £ 1− = (−1) + ¡ (2 )  −2 + (B = 0, 1, 2,  ).
2
+ ! (B − 2 )!
=0 ¡ ¡
The recurrence formulas:

’  +1 (  ) = 2/’  ( ) − ’  −1 (  ), B ≥ 2.

The generating function is:

1 ½
= ÷ ’  ( ) °  (| ° | < 1).
1 − 2 °˜ + ° 2
 =0

S.2.11-3. Hermite polynomials.


The Hermite polynomial 5  = 5  ( ) satisfies the linear differential equation

    − 2   + 2B =0

and is defined by the formulas:

[ ´J 2]
 ½ (−1) + B ! +
5  ( ) = (−1)  exp   2  M  exp  − 2  = (2 )  −2
(B = 0, 1, 2,  ),
 + =0 ¡ ! ( B − 2 )!
M ¡
where [ # ] stands for the integer part of a number # .
The first five polynomials are:
2 3 4 2
5 0 = 1, 5 1 = , 5 2 = 4 − 2, 5 3 = 8 − 12 , 5 4 = 16 − 48 + 12.

The recurrence formulas:

5  +1 (  ) = 2"5  ( ) − 2B±5  −1 (  ), B ≥ 2.
 2
The functions 5  ( ) form an orthogonal system on the interval − F < <F with weight  −
:

0 if B ≠ ,
ù ÷ exp  − 2  5  ( ) 5 + ( ) M  = ™ £ 2  B ! if B = ¡ .
−  ¡
÷
The Hermite functions j  ( ) are introduced by the formula j  ( ) = exp  − 12  2  5  ( ), where
B = 0, 1, 2, 
The generating function is:

½ °
exp  − ° 2
+ 2 °˜  = ÷ 5  ( ) .
 =0 B !

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S.2.11-4. Gegenbauer polynomials.


The Gegenbauer polynomials L  (  ) ( ) satisfy the linear differential equation
( 2 − 1)    + (2  + 1)   − B (2  + B ) = 0
and are defined by the formulas:
(2  + B ) ½  (  + , ) (2  + B + , )( − 1) 
L  (  ) ( ) = w   2  + B , −B ,  + 12 ; 12 − 12   = w w .
(B + 1) (2 ) , ! (B − , )! 2  (  ) (2  + 2 , )
w w  =0 w w
The functions L  (  ) ( ) form an orthogonal system on the interval −1 <  < +1, with
+1
a 0 if B ≠ ,
(1 −  2 )  −1 J 2 L  (  ) ( ) L + (  ) ( )  = (2  + B ) ¡
ù
−1 M 2 2  
w
−1 (  + B )B ! (  ) 2
if B = .
¡
w
The generating function is:
½
(1 − 2 °˜ + ° 2 )−  = ÷ L  (  ) ( ) °  (| ° | < 1).
 =0

S.2.11-5. Jacobi polynomials.


. ,: . ,:
The Jacobi polynomials  9 =  9 ( ) satisfy the linear differential equation
(1 −  2 )    + V ý − ƒ − ( ƒ + ý + 2)W   + B (B + ƒ + ý + 1) = 0
and are defined by the formulas:
. (−1)   ½ 
9 ,: =  (1 −  )− 9 (1 +  )−: M  (1 −  ) 9 +  (1 +  ): +  S = 2−  L  + + L   +−: + ( − 1)  − + ( + 1) + ,
2 B !  Q + =0 9
M
where L  are binomial coefficients.

S.2.12. The Weierstrass Function
S.2.12-1. Definitions.
The Weierstrass function < = < (H , 2, 3 ) is defined implicitly by the elliptic integral:
a
H =ù Ž M
4a − 2 a − 3 3
ü
÷
and satisfies the first-order nonlinear differential equation:
‘
( <  )2 = 4 < 3 − 2 < − 3 .

S.2.12-2. Some properties.


Below < ( H ) stands for < ( H , 2, 3 ).
Properties:
1 <  (H 1) − <  (H 2)
2
< (H ) = < (− H ), < (H + H 2 ) = − < (H 1) − < (H 2) + ¬ ® .
1
4 < (H 1 ) − < (H 2)
In the vicinity of the point H = 0, the Weierstrass function can be expanded into the series:
1 2
3 2 3
< (H )= +
2
H 2+ 3
H 4+ 2
H 6+ H 8
+ ))) .
^_ H 2 20 28 1200 6160
References for Section S.2: H. Bateman and A. Erdélyi (1953, 1955), M. Abramowitz and I. A. Stegun (1964),
F. W. J. Olver (1974), A. F. Nikiforov and V. B. Uvarov (1988), N. M. Temme (1996).

© 2003 by Chapman & Hall/CRC

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S.3. TABLES OF INDEFINITE INTEGRALS 763

S.3. Tables of Indefinite Integrals


] Throughout Section S.3 the integration constant L is omitted for brevity.

S.3.1. Integrals Containing Rational Functions


S.3.1-1. Integrals containing  + ' .
 1
1. ù M = ln |  + ' |.
 + ' 
(  + ' )  +1
2. ù (  + ' )  M  =  (B + 1) , B ≠ −1.
  1
3. ù  +M ' =  2   + ' −  ln |  + ' |  .
 2  1 1
4. ù  +M ' =  3 Q 2 (  + ' )2 − 2  (  + ' ) +  2 ln |  + ' | S .
 1  + '
5. ù  (  M + ' ) = −  ln û  û.
û û
 1 û  û  + '
6. ù  2 (  M + ' ) = −  +  2 ln û  û.
û û
  1 û  û
7. ù (  +M ' )2 =  2 O ln |  + ' | +  + '3P .
 2  1  2
8. ù (  + M ' )2 =  3 O + ' − 2  ln |  + ' | −  + '3P .
 1 1  + '
9. ù  (  M + ' )2 =  (  + ' ) −  2 ln û  û.
û û
  1 1 û  û
10. ù (  +M ' )3 =  2 Q −  + ' + 2(  + ' )2 S .

S.3.1-2. Integrals containing  +  and  +  .


 +
11. ù  =  + (  −  ) ln |  +  |.
 + wM
 1  +
12. ù M
(  +  )(  +  )  − 
= ln û û ,  ≠  . For  =  , see integral 2 with B = −2.
û  + û
  1 û û
13. ù M =   ln |  +  | −  ln |  +  |  .
(  +  )(  +  )  − 
 1 1  +
14. ù M = + ln .
(  +  )(  +  )2 (  −  )(  +  ) (  −  )2 ûû  +  ûû
    û  + û
15. ù M = − ln û û.
(  +  )(  +  ) 2 (  −  )(  +  ) (  −  ) 2
û  + û
 2  2  2 û û  2 − 2  
16. ù M = + ln |  +  | + ln |  +  |.
(  +  )(  +  )2 (  −  )(  +  ) (  −  )2 (  −  )2
 1 1 1 2  +
17. ù M2 =− O + + ln û û.
( +  ) (  +  ) 2 ( −  )  +  2  + 3P ( −  ) 3
û  + û
  1    + û +  û
18. ù M = O + + ln û û.
( +  ) (  +  ) 2 2 ( −  )  +  2  + 3P ( −  ) 3
û  + û
 2  1  2 2 2  
û  + û
19. ù M2 = − O + + ln .
(  +  ) (  +  )2 (  −  )2  +   + 3P (  −  )3 ûû  +  ûû
û û

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S.3.1-3. Integrals containing  2


+  2.
 1 
20. ù M = arctan .
 2+ 2  
  1 
21. ù M = arctan . +
( 2 +  2 )2 2 2( 2 2 3 +  2) 
  3 3 
22. ù M = 2 2 + + arctan .
(  2 +  2 )3 4  (  +  2 )2 8  4 (  2 +  2 ) 8  5 
  2B − 1 
23. ù M
(  2 +  2 )  +1
=
2B± 2 (  2 +  2 ) 
+
2B± 2
ù (  2 +M  2 )  ; B = 1, 2,  
  1
24. ù M = ln(  2 +  2 ).
 2+ 2 2
  1
25. ù M =− .
(  2 +  2 )2 2(  2 +  2 )
  1
26. ù M =− .
(  2 +  2 )3 4(  2 +  2 )2
  1
27. ù M 2  +1 = − ; B = 1, 2, 
( +  )
2 2B (  +  2 ) 
2

 2
 
28. ù M =  −  arctan .
 2+ 2 
  2
 1 
29. ù M =− + arctan .
(  2 +  2 )2 2(  2 +  2 ) 2  
 2    1 
30. ù M 2 3 = − 2 2 2 + 2 2 2 + 3 arctan .
( +  ) 2 4(  +  ) 8 ( +  ) 8 
 2   1 
31. ù M =− + ù (  2 +M  2 )  ; B = 1, 2, 
(  2 +  2 )  +1 2B (  2 +  2 )  2B
 3   2  2
32. ù M 2 = − ln(  2 +  2 ).
 +
2 2 2
 3   2 1
33. ù M = + ln(  2 +  2 ).
(  2 +  2 )2 2(  2 +  2 ) 2
 3  1  2
34. ù M 2  +1 = −  + ; B = 2, 3, 
( +  ) 2 2(B − 1)( +  ) 2 2 −1 2B (  +  2 ) 
2

 1  2
35. ù M2 2 = 2 ln 2 2 .
 ( +  ) 2  +
 1 1  2
36. ù M2 2 2 = 2 2 2 + 4 ln 2 2 .
 ( +  ) 2 ( +  ) 2  +
 1 1 1  2
37. ù M 2 3 = 2 2 2 2 + 4 2 2 + 6 ln 2 2 .
 ( +  ) 2 4 ( +  ) 2 ( +  ) 2  +
 1 1 
38. ù M = − 2 − 3 arctan .
 2 ( 2 +  2 )    
 1  3 
39. ù M =− 4 − 4 2 − arctan .
 2 (  2 +  2 )2   2 ( +  2 ) 2 5 
 1 1 1  2
40. ù M =− 4 2 − 4 2 − 6 ln 2 .
 ( +  )
3 2 2 2 2  2 ( +  )  2  + 2
 1  7 15 
41. ù M =− 6 − 4 2 − − arctan .
 2 (  2 +  2 )3   4  (  +  2 )2 8  6 (  2 +  2 ) 8  7 
 1 1 1 3  2
42. ù M =− 6 2 − 6 2 − 4 2 − 8 ln 2 .
 ( +  )
3 2 2 3 2   ( +  ) 4 ( +  )
2 2 2 2  + 2

© 2003 by Chapman & Hall/CRC

Page 764
S.3. TABLES OF INDEFINITE INTEGRALS 765

S.3.1-4. Integrals containing  2


−  2.
 1  +
43. ù M = ln û .
 2− 2 2 û −  ûû
 û  û 1  +
44. ù M = + 3 ln û û.
( 2 − 2 )2 2 ( −  ) 4
2 2 2
û  − û
  3û  û 3  +
45. ù M = 2 2 + 4 2 + ln û.
( 2 − 2 )3 4 ( −  ) 2 2 8  (  −  ) 16  5 ûû  − 
2
û
  2B − 1  û û
46. ù M 2 )  +1
= + ù M ; B = 1, 2, 
( 2 − 2B± 2 (  2 −  2 )  2B± 2 ( 2 −  2)
  1
47. ù M = − ln |  2 −  2 |.
 2− 2 2
  1
48. ù M = .
(  2 −  2 )2 2(  2 −  2 )
  1
49. ù M = .
(  2 −  2 )3 4(  2 −  2 )2
  1
50. ù M = ; B = 1, 2, 
(  2 −  2 )  +1 2B (  2 −  2 ) 
 2    +
51. ù M = − + ln û .
 2− 2 2 û  −  ûû
 2   û û 1  +
52. ù M = − ln û .
(  −  2 )2
2 2(  2 −  2 ) 4  û −  ûû
 2   û û 1  +
53. ù M = − − ln .
(  2 −  2 )3 4(  2 −  2 )2 8  2 (  2 −  2 ) 16  3 ûû  −  ûû
 2   1  û û
54. ù M = − ù M ; B = 1, 2, 
(  2 −  2 )  +1 2B (  2 −  2 )  2B ( 2 −  2)
 3   2  2
55. ù M = − − ln |  2 −  2 |.
 2− 2 2 2
 3   2 1
56. ù M = + ln |  2 −  2 |.
(  2 −  2 )2 2(  2 −  2 ) 2
 3  1  2
57. ù M = − + ; B = 2, 3, 
(  2 −  2 )  +1 2(B − 1)( 2 −  2 )  −1 2B (  2 −  2 ) 
 1  2
58. ù M = 2 ln û 2 û.
 ( −  ) 2 2 2
û  − 2 û
 1
û û 1  2
59. ù M2 2 2 = 2 2 2 + 4 ln û 2 2 û .
 ( −  ) 2 ( −  ) 2 û  − û
 1 1
û û 1  2
60. ù M2 2 3 = 2 2 2 2 + 4 2 2 + 6 ln û 2 2 û .
 ( −  ) 4 ( −  ) 2 ( −  ) 2 û  − û
û û
S.3.1-5. Integrals containing  3
+  3.
 1 (  +  )2
2 −  1
61. ù M = ln£ arctan £ . +
 + 3 3 6 2
  2 −   + 
3  3 2 2

  2 
62. ù M = 3 3 + ù  3M +  3 .
(  3 +  3 )2 3 ( +  3 ) 3 3
  1  2 −  +  2 1 2 − 
63. ù M 3 = ln + £ arctan £ .
 +
3 6 ( +  ) 2
 3  3

© 2003 by Chapman & Hall/CRC

Page 765
766 SUPPLEMENTS

   2
1  
64. ù M = + ù M .
( 3 +  3 )2 3 3( 3 +  3) 3 3  3+ 3
 2

1
65. ù M ln |  3 +  3 |.
=
 3+ 3 3

 1  3
66. ù M = 3 ln û 3 û.
 ( +  ) 3
3 3
û  + 3 û
û û
 1 1  3
67. ù M3 3 2 = 3 3 3 + 6 ln û 3 3 û.
 ( +  ) 3 ( +  ) 3 û  + û
 1 1   û û
68. ù M =− 3 − 3 ù M .
 2 ( 3 +  3 )     3+ 3
 1  2 4  
69. ù M = − − − ù M .
 2 (  3 +  3 )2  6 3 6 ( 3 +  3 ) 3 6  3+ 3

S.3.1-6. Integrals containing  3


−  3.
 1  2 +  +  2
1 2 + 
70. ù M = ln + arctan £ .
 − 3 3 6 2 (  −  )2  2£ 3  3
  2 
71. ù M 32 = 3 3 3 + 3ù M 3.
( −  ) 3 3 ( −  ) 3  − 3

  1  2 +  +  2 1 2 + 
72. ù M 3 = ln − £ arctan £ .
 −3 6 ( −  ) 2
 3  3
   2 1  
73. ù M = + 3 ù M .
( −  ) 3 3 2 3 ( −  ) 3
3 3 3  − 3
3

 2  1
74. ù M = − ln |  3 −  3 |.
 3− 3 3
 1  3
75. ù M3 3 = 3 ln û 3 3 û .
 ( −  ) 3 û  − û
û û
 1 1  3
76. ù M 32 = + ln û 3 û.
 ( −  ) 3 3 ( −  ) 3
3 3 3 6
û  − 3 û
 1 1   û û
77. ù M = − + ù M .
 2 ( 3 −  3 )  3  3  3− 3
 1  2 4  
78. ù M = − − + 6 ù M .
 ( −  )
2 3 3 2   6 3 ( −  ) 3
6 3 3  − 3
3

S.3.1-7. Integrals containing  AC 4 .


4

 1  2 +  £ 2 +  2 1  £ 2
79. ù M = ln + arctan .
 + 4 4
4  3 £ 2  2 −  £ 2 +  2 2  3 £ 2  2− 2
  1  2
80. ù M = 2 arctan 2 .
 +
4 4 2 
 2  1  2 +  £ 2 +  2 1  £ 2
81. ù M =− £ ln + arctan .
 4+ 4
4 2  2 −  £ 2 +  2 2  £ 2  2− 2
 1  + 1 
82. ù M = 3 ln û + arctan .
 4− 4 4 û −  ûû 2  3 
û 2 û2
  1  +
83. ù M = 2 ln û 2 û.
 4− 4 4 û  − 2 û
û û

© 2003 by Chapman & Hall/CRC

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S.3. TABLES OF INDEFINITE INTEGRALS 767

 2
1  + 1 
84. ù M ln û = − arctan .
 4− 4 4 û −  ûû 2  
 1û û  +
85. ù M = ln û + û.
 (  + '  + )  û  + '  û ¡ û û
S.3.2. Integrals Containing Irrational Functions
S.3.2-1. Integrals containing  1 J 2 .
 1J 2
 2 1 J 2 2 ' 1 J 2
1. ù M =  − arctan .
 2 +  2 2 3 
 3J 2  2 3 J 2 2  2  1 J 2 2  3 ' 1 J 2
2. ù M = − + arctan .
 2 +  2 3 2 4 5 
 1J 2   1J 2 1 ' 1 J 2
3. ù M = − + arctan .
(  2 +  2  )2  2 (  2 +  2  )   3 
 3J 2  2 3 J 2 3 2  1 J 2 3 ' 1 J 2
4. ù M = + − arctan .
(  2 +  2  )2  2 ( 2 +  2  )  4( 2 +  2  )  5 
 2 ' 1 J 2
5. ù M = arctan .
(  2 +  2  ) 1 J 2   
 2 2 ' 1 J 2
6. ù M 2 3 J 2 = − 2 1 J 2 − 3 arctan .
(  +   )
2    
  1J 2 1 ' 1 J 2
7. ù M 2 2 1 J 2 = 2 2 2 + 3 arctan .
( +   ) 
2  ( +   )   
 1J 2  2 2  + ' 1 J 2
8. ù M 2 = − 2  1 J 2 + 3 ln û û.
 − 2   û  − ' 1 J 2 û
û û
 3J 2  2 3 J 2 2  2  1 J 2  3  + ' 1 J 2
9. ù M = − − + ln û û.
 − 
2 2 3 2  4  5
û  − ' 1 J 2 û
û û
 1J 2   1J 2 1  + ' 1 J 2
10. ù M = − ln .
(  2 −  2  )2  2 (  2 −  2  ) 2   3 ûû  − ' 1 J 2 ûû
û û
 3J 2  3 2  1 J 2 − 2  2  3 J 2 3  + ' 1 J 2
11. ù M = − ln .
(  2 −  2  )2  4( 2 −  2  ) 2  5 ûû  − ' 1 J 2 ûû
û û
 1  + ' 1 J 2
12. ù M = ln .
(  2 −  2  ) 1 J 2   ûû  − ' 1 J 2 ûû
û û
 2   + ' 1 J 2
13. ù M = − + ln .
(  2 −  2  ) 3 J 2  2  1 J 2  3 ûû  − ' 1 J 2 ûû
û û
  1J 2 1  + ' 1 J 2
14. ù M = + ln .
(  2 −  2  )2  1 J 2  2 (  2 −  2  ) 2  3  ûû  − ' 1 J 2 ûû
û û
S.3.2-2. Integrals containing (  + ' )K J 2 .
2
15. ù (  + ' )K J 2 M  =  ( + 2) (  + ' )(K +2) J 2 .
2 (  + ' )(K +4) J 2  (  + ' )(K +2) J 2
16. ù  (  + ' )K J 2  = 2 ¬ ® .
M   +4 −  +2
2 (  + ' )(K +6) J 2 2  (  + ' )(K +4) J 2  2 (  + ' )(K J
+2) 2
17. ù  2 (  + ' )K J 2  = 3 ¬ ® .
M   +6 −  +4 +
 +2

© 2003 by Chapman & Hall/CRC

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768 SUPPLEMENTS

S.3.2-3. Integrals containing ( 2


+  2 )1 J 2 .
1  2
18. ù ( 2
+  2 )1 J (  2 +  2 )1 J 2 +
2
 = ln V  + ( 2
+  2 )1 J 2 W .
M 2 2
1
19. ù  (  2 +  2 )1 J 2 M  = 3 (  2 +  2 )3 J 2 .
1 3 2 2 3
20. ù (  2 +  2 )3 J 2 M  = 4  (  2 +  2 )3 J 2 + 8
  (  +  2 )1 J 2 +
8
 4
ln  + (
û
2
+  2 )1 J 2
û
.
û û
1 2  + (  2 +  2 )1 J 2
21. ù (  +  2 )1 J 2  = (  2 +  2 )1 J 2 −  ln û û.
 M û  û
 û û
22. ù £  M2 = ln V  + ( 2
+ ) J W .
2 1 2
+ 2
 2 2 1J 2 
23. £  2M +  2 = ( +  ) .
ù

24. ù ( 2 +  2 )−3 J 2  =  −2  ( 2 +  2 )−1 J 2 .


M

S.3.2-4. Integrals containing ( 2


−  2 )1 J 2 .
1  2
25. ù ( 2
−  2 )1 J (  2 −  2 )1 J 2 −
2
 = ln  + ( 2
−  2 )1 J 2
.
M 2 2 û û
û û
1
26. ù  (  2 −  2 )1 J 2 M  = 3 (  2 −  2 )3 J 2 .
1 3 2 3
27. ù (  2 −  2 )3 J 2 M  = 4  (  2 −  2 )3 J 2 − 8
  ( 2
−  2 )1 J 2 +
8
 4
ln  + (
û
2
−  2 )1 J 2
û
.
û û
1 2 
28. ù (  −  2 )1 J 2  = (  2 −  2 )1 J 2 −  arccos û û.
 M û û
 2 2 1J 2
û û
29. £  M 2 −  2 = ln û  + ( −  ) û .
ù
û û
  2 2 1J 2
30. ù £ M = ( −  ) .
 2− 2
31. ù ( 2 −  2 )−3 J 2  = −  −2  ( 2 −  2 )−1 J 2 .
M

S.3.2-5. Integrals containing (  2


−  2 )1 J 2 .
1  2 
32. ù (  2 −  2 )1 J 2 M  = 2  (  2 −  2 )1 J 2 + 2 arcsin  .
1
33. ù  (  2 −  2 )1 J 2  = − (  2 −  2 )3 J 2 .
M 3
2 3J 2 1 3 3 
2
34. ù (  −  )  =  (  2 −  2 )3 J 2 +  2  (  2 −  2 )1 J 2 +  4
arcsin .
M 4 8 8 
1 2  + (  2 −  2 )1 J 2
35. ù (  −  2 )1 J 2  = (  2 −  2 )1 J 2 −  ln û û.
 M û  û
  û û
36. ù £ M = arcsin .
 2− 2 
 
37. ù £ M = −(  2 −  2 )1 J 2 .
 2− 2
38. ù (  2 −  2 )−3 J 2  =  −2  (  2 −  2 )−1 J 2 .
M

© 2003 by Chapman & Hall/CRC

Page 768
S.3. TABLES OF INDEFINITE INTEGRALS 769

S.3.2-6. Reduction formulas.


The parameters  ,  ,  , , and B below can assume arbitrary values, except for those at which
¡
denominators vanish in successive applications of a formula. Notation: ¨ =   +  .
+ 1
39. ù  (   +  )K  = O  + +1 ¨ K + B¦  ù  + ¨ K −1  .
M + B¦ + 1 M P
¡
+ 1 + +
40. ù  (   +  )K  = − +1 ¨ K +1 + ( + B + B¦ + 1) ù  ¨ K +1  S .
M 'B ( + 1) Q ¡ M
+ 1 + ¨ + ¨
41. ù  (   +  )K  =  +1 K +1 −  ( + B + B¦ + 1) ù  +  K  S .
M  ( + 1) Q ¡ M
¡
+ 1
42. ù  (   +  )K  =  + −  +1 ¨ K +1 −  ( − B + 1) ù  + −  ¨ K  S .
M  ( + B¦ + 1) Q ¡ M
¡

S.3.3. Integrals Containing Exponential Functions


 1  
1. ù    =  .
M 

 
2. ù   = .
M ln 
   1
3. ù     =  O − 2 .
M   P
   2 2 2
4. ù  2    =  O − 2 + 3 .
M    P
  1  B B (B − 1)  −2 B ! B !
5. ù      =   − 2   −1 +  − ))) + (−1)  −1   + (−1)   +1 S ,
M Q    3  
B = 1, 2, 
6. ù
. ( )    =    ½  (−1)  M  . ( ), where . ( ) is an arbitrary polynomial of degree B .
 M  +1    
 =0  M
  1 
7. ù M
 +  K
 = −
 D  ln | +   K |.
 1  
   £   arctan ”  K I• if   > 0,
8. ù  M  =    
  K +   −K 1  +  K £ −  
ln ”  if   < 0.
2 £ −    −  K £ −   •
 £  +  K  −£ 
1
   £  £  +    + £  if  > 0,
ln
9. ù £ M  =  £
K

 +  K 2  +  K
arctan if  < 0.
 £ − £ −

S.3.4. Integrals Containing Hyperbolic Functions


S.3.4-1. Integrals containing cosh  .
1
1. ù cosh(  + ' ) M  =  sinh(  + ' ).

2. ù  cosh   =  sinh  − cosh  .


M

© 2003 by Chapman & Hall/CRC

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770 SUPPLEMENTS

3. ù  2 cosh   = ( 2
+ 2) sinh  − 2 cosh  .
M
 2 ½ 
 2  −1
4. ù   cosh 
2
 = (2B )!
sinh  − ¬
cosh  ® .
M  =1 (2 , )! (2 , − 1)!
½   2  +1  2
5. ù  2  +1 cosh   = (2B + 1)! ¬ sinh  − cosh  ® .
M  =0 (2 , + 1)! (2 , )!

6. ù  K cosh   =  K sinh  −  K −1


cosh  +  ( − 1) ù  K −2
cosh   .
M M
7. ù cosh2  M  = 12  + 14 sinh 2 .

8. ù cosh3  M  = sinh  + 13 sinh3  .


 1 ½
 −1 sinh[2(B − , ) ]
9. ù cosh2    = L 2  2  + 2  −1 L 2  , B = 1, 2, 
M 2 2
 =0 2(B − , )
 
1 ½ sinh[(2B − 2 , + 1) ] ½ sinh2  +1 
10. ù cosh2  +1   = 2  L 2  +1 = L  , B = 1, 2, 
M 2
 =0 2B − 2 , + 1
 =0 2, + 1
1  −1
11. ù coshK  M  =  sinh  coshK −1
 +
 ù coshK −2

M
 .
1
12. ù cosh  cosh ' M  =  2 −  2 (  cosh ' sinh  −  cosh  sinh ' ).
 2 
13. ù cosh M = arctan    .
 
 sinh  1 ½  −1 2  (B − 1)(B − 2)  (B − , ) 1
14. ù M 2
= ¬  + ® ,
cosh  2B − 1 cosh 2 −1
 (2B − 3)(2B − 5)  (2B − 2 , − 1) cosh2  −2  −1 
 =1
B = 1, 2, 
 sinh  1 ½  −1 (2B − 1)(2B − 3)  (2B − 2 , + 1) 1
15. ù M = ¬ + ®
cosh2  +1  2B cosh2    =1 2  (B − 1)(B − 2)  (B − , ) cosh2  −2 

(2B − 1)!!
+ arctan sinh  , B = 1, 2, 
(2B )!!
 sign   +  cosh 
  −£
 
arcsin
 +  cosh 
if  2 <  2 ,
ù  +  M cosh  = 
2 − 2
16.
1  +  + £  2 −  2 tanh(
2)
£  2 −  2 ln  +  − £  2 −  2 tanh(
2) if  >  .
2 2

S.3.4-2. Integrals containing sinh  .


1
17. ù sinh(  + ' ) M  =  cosh(  + ' ).

18. ù  sinh   =  cosh  − sinh  .


M
19. ù  2 sinh   = ( 2
+ 2) cosh  − 2 sinh  .
M
½  2 ½  2  −1
20. ù  2  sinh   = (2B )! ¬ cosh  − sinh  ® .
M  =0
(2 , )!
 =1 (2 , − 1)!

© 2003 by Chapman & Hall/CRC

Page 770
S.3. TABLES OF INDEFINITE INTEGRALS 771

½  2  +1  2
21. ù  2 +1
sinh   = (2B + 1)! ¬ cosh  − sinh  ® .
M  =0
(2 , + 1)! (2 , )!

22. ù  K sinh   =  K cosh  −  K −1


sinh  +  ( − 1) ù  K −2
sinh   .
M M
2
23. ù sinh  M  = − 21  + 14 sinh 2 .

24. ù sinh3  M  = − cosh  + 13 cosh3  .


 1 ½
 −1 sinh[2(B − , ) ]
25. ù sinh2    = (−1)  L 2  2  + 2  −1 (−1)  L 2  , B = 1, 2, 
M 2 2
 =0 2(B − , )
 
1 ½ cosh[(2B − 2 , + 1) ] ½ cosh2  +1 
26. ù sinh2  +1   = 2  (−1)  L 2  +1 = (−1)  +  L   ,
M 2
 =0 2B − 2 , + 1
 =0 2, + 1
B = 1, 2, 
1  −1
27. ù sinhK  M  =  sinhK −1
 cosh  −
 ù sinhK −2

M
 .
1
28. ù sinh  sinh ' M  =  2 −  2   cosh  sinh ' −  cosh ' sinh   .
 1 
29. ù sinh M = ln û tanh .
  û 2 ûû
 cosh û û 1
30. ù M = ¬−
sinh2   2B − 1 sinh2  −1 
½  −1 2  (B − 1)(B − 2)  (B − , ) 1
+ (−1)  −1 ® , B = 1, 2, 
(2B − 3)(2B − 5)  (2B − 2 , − 1) sinh2  −2  −1 
 =1
 cosh  1 ½  −1 (2B −1)(2B −3)  (2B −2 , +1) 1
31. ù M 2  +1 = ¬ − 2  + (−1)  −1 ®
sinh  2B sinh  2 (B −1)(B −2)  (B − , ) sinh  −2  
 2
 =1
(2B − 1)!! 
+ (−1)  ln tanh , B = 1, 2, 
(2B )!! 2
 1  tanh(
2) −  + £  2 +  2
32. ù  +  M sinh  = £ 2 2 ln .
 +  tanh(
2) −  − £  2 +  2
#* + $ sinh  $ #3 − $C  tanh(
2) −  + £  2 +  2
33. ù  =  + £ ln .
 +  sinh  M    2 +  2  tanh(
2) −  − £  2 +  2

S.3.4-3. Integrals containing tanh  or coth  .

34. ù tanh  M  = ln cosh  .

35. ù tanh2  M  =  − tanh  .

36. ù tanh3  M  = − 12 tanh2  + ln cosh  .


½  tanh2  −2  +1 
37. ù tanh2    =  − , B = 1, 2, 
M  =1 2B − 2 , + 1
½ (−1)  L   ½  tanh2  −2  +2 
38. ù tanh2  +1   = ln cosh  − 2
= ln cosh  − , B = 1, 2, 
M  =1 2 , cosh   =1 2B − 2 , + 2

© 2003 by Chapman & Hall/CRC

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772 SUPPLEMENTS

1
39. ù tanhK  M  = −  − 1 tanhK −1
 + ù tanhK −2

M
 .

40. ù coth  M  = ln |sinh  |.

41. ù coth2  M  =  − coth  .

42. ù coth3  M  = − 12 coth2  + ln |sinh  |.


½  coth2  −2  +1 
43. ù coth2    =  − , B = 1, 2, 
M  =1 2B − 2 , + 1
½  L  ½  coth2  −2  +2 
44. ù coth2  +1   = ln |sinh  |− 2
= ln |sinh  |− , B = 1, 2, 
M  =1 2 , sinh   =1 2B − 2 , + 2
1
ù cothK  M  = −  − 1 cothK  + ù cothK
−1 −2
45.   .
M

S.3.5. Integrals Containing Logarithmic Functions


1. ù ln  M  =  ln  −  .

2. ù  ln   = 12  2 ln  − 14  2 .
M
 1
 K +1
ln  −
1
 K +1
if  ≠ −1,
3. ù  K ln   =  +1 ( + 1)2
M 1
2 ln2  if  = −1.

4. ù (ln  )2 M  =  (ln  )2 − 2 ln  + 2 .

5.  (ln  )2  = 12  2 (ln  )2 − 12  2 ln  + 14  2 .
ù M
 
 K +1
(ln  ) 2

2 K +1
ln  +
2 K +1
if  ≠ −1,
6. ù  K (ln  )2  =  + 1 ( + 1)2 ( + 1)3
M 1
3 ln 
3
if  = −1.
 ½ 
7. ù (ln  )   = (−1)  (B + 1)Be (B − , + 1)(ln  )  −  , B = 1, 2, 
M B + 1  =0

8. ù (ln  ) & M  =  (ln  ) & −  ù (ln  ) & −1 M  ,  ≠ −1.


+
  +1 ½ (−1) 
9. ù   (ln  ) +  = ( + 1)  ( − , + 1)(ln  ) + −  , B , = 1, 2, 
M +1 (B + 1)  +1 ¡ ¡ ¡ ¡
¡  =0
1 
10. ù  K (ln  ) &  =
 + 1  K (ln  ) & −  + 1 ù  K (ln  ) & M  ,  ,  ≠ −1.
+1 −1
M
1
11. ù ln(  + ' ) M  =  (  +  ) ln( +  ) −  .
1  2 1  2

12. ù  ln(  + ' )  = ”  2 − 2 ln(  + ' ) − ” −  .
M 2  • 2 2  •
1  3
1  3
 2
 2
13. ù  2 ln(  + ' )  = ”  3 − 3 ln(  + ' ) − ” − + .
M 3  • 3 3 2 2 •

© 2003 by Chapman & Hall/CRC

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S.3. TABLES OF INDEFINITE INTEGRALS 773

ln   ln  1 
14. ù M =−+ ln .
(  + '  (  + ' )  
)2  + '
ln   ln  1 1 
15. ù M =− + + 2 ln .
(  + '
 2  ( + ' ) 2  ( + '  ) 2£   + £'
) 3 2

2  + ' + 
 ¬ (ln  − 2) £  + ' + £  ln £ ® if  > 0,
ln      + ' − £ 
16. ù £  +M ' =  2 £  + '
¬ (ln  − 2) £  + ' + 2 £ −  arctan £ ® if  < 0.
 −
17. ù ln( 2 +  2 )  =  ln( 2 +  2 ) − 2 + 2  arctan(
 ).
M
18. ù  ln( 2 +  2 )  = 12 V ( 2 +  2 ) ln( 2 +  2 ) −  2 W .
M
 2 ln( 2 +  2 )  = 13 V  3 ln( 2 +  2 ) − 23  3 + 2  2  − 2  3 arctan(
 )W .
19. ù M

S.3.6. Integrals Containing Trigonometric Functions


S.3.6-1. Integrals containing cos  (B = 1, 2,  ).
1
1. ù cos(  + ' ) M  =  sin(  + ' ).

2. ù  cos   = cos  +  sin  .


M
3. ù  2 cos   = 2 cos  + ( 2
− 2) sin  .
M
½  2  −2  ½  −1  
2 −2 −1 
4. ù   cos 
2
 = (2B )! ¬ (−1)  sin  + (−1)  cos  ® .
M  =0
(2B − 2 , )!
 =0 (2B − 2 , − 1)!
½  2  −2  +1
 
2 −2 
5. ù  2 +1
cos   = (2B + 1)! ¬ (−1)  sin  + cos  ® .
M  =0
(2B − 2 , + 1)! (2B − 2 , )!

6. ù  K cos   =  K sin  +  K −1


cos  −  ( − 1) ù  K −2
cos   .
M M
7. ù cos2  M  = 12  + 14 sin 2 .

8. ù cos3  M  = sin  − 13 sin3  .



1 ½
−1
1  sin[(2B − 2 , ) ]
9. ù cos2    = L  + L 2  .
M 22  2  22  −1 2B − 2 ,
 =0
½ 
1 sin[(2B − 2 , + 1) ]
10. ù cos2  +1   = 2  L 2  +1 .
M 2
 =0 2B − 2 , + 1
 
11. ù M = ln û tan O +  .
cos  û 2 4 P ûû
 û û
12. ù M 2 = tan  .
cos 
 sin  1 
13. ù M = + ln û tan O +  .
cos3  2 cos2  2 û 2 4 P ûû
û û

© 2003 by Chapman & Hall/CRC

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774 SUPPLEMENTS

 sin  B −2
ù M = +M , B > 1.
B − 1 ù cos −2 
14.
cos  (B − 1) cos −1 
  ½ −1
(2B − 2)(2B − 4)  (2B − 2 , + 2) (2B − 2 , ) sin  − cos 
15. ù M
2
=
cos  (2B − 1)(2B − 3)  (2B − 2 , + 3) (2B − 2 , + 1)(2B − 2 , ) cos2  −2  +1 
 =0
2 (B − 1)!
−1
+   tan  + ln |cos  |  .
(2B − 1)!!
sin V (  −  ) W sin V (  +  ) W
16. ù cos  cos '  = + ,  ≠ A/ .
M 2(  −  ) 2(  +  )
 2 (  −  ) tan(
2)
 £  2− 2 arctan £  2− 2 if  2
>  2,

17. ù M =  £
2)
 +  cos  1  2 −  2 + (  −  ) tan(
£  2 −  2 ln ûû £  2 −  2 − (  −  ) tan(
2) ûû if  >  .
2 2

û û
  sin û  û
18. ù M = 2 − 2 ù  M .
(  +  cos  ) 2 (  −  )(  +  cos  )  −  2
2 +  cos 
 1  tan 
19. ù M = £ arctan £ .
 2 +  2 cos2    + 2 2  2+ 2
 1  tan 
   £  2 −  2 arctan £  2 −  2 if  2
>  2,
20. ù M =  £  2 −  2 −  tan 
 2 −  2 cos2  1
ln û û if  2
>  2.
2  £  2 −  2 ûû £  2 −  2 +  tan  û
û
   û  û
21. ù   cos '  =   ” 2 2 sin ' + 2 2 cos ' .
M  +  + •

   2
22. ù   cos2   = 2 ” cos2  + 2 sin  cos  + .
M  +4 r•

   cos  −1  B (B − 1) 
ù   cos    = (  cos  + B sin  ) + 2   cos −2
  .
 +B 2 ù
23.
M  +B
2 2 M

S.3.6-2. Integrals containing sin  (B = 1, 2,  ).


1
24. ù sin(  + ' ) M  = −  cos(  + ' ).

25. ù  sin   = sin  −  cos  .


M
26. ù  2 sin   = 2 sin  − ( 2
− 2) cos  .
M
27. ù  3 sin   = (3 2
− 6) sin  − ( 3
− 6 ) cos  .
M
½  2  −2  ½  −1  2  −2  −1
28. ù  2  sin   = (2B )! ¬ (−1)  +1
cos  + (−1)  sin  ® .
M  =0
(2B − 2 , )!
 =0 (2B − 2 , − 1)!
½  2  −2  +1  2  −2 
29. ù  2 +1
sin   = (2B + 1)! ¬ (−1)  +1 cos  + (−1)  sin  ® .
M  =0
(2B − 2 , + 1)! (2B − 2 , )!

30. ù  K sin   = − K cos  +  K −1


sin  −  ( − 1) ù  K −2
sin   .
M M
31. ù sin2  M  = 12  − 14 sin 2 .

© 2003 by Chapman & Hall/CRC

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S.3. TABLES OF INDEFINITE INTEGRALS 775

32. ù  sin2   = 14  2
− 14  sin 2 − 1
cos 2 .
M 8

33. ù sin3  M  = − cos  + 13 cos3  .


 −1
 1  (−1)  ½ sin[(2B − 2 , ) ]
2
34. ù sin   = 2  L 2   + 2  −1 (−1)  L 2  ,
M 2 2
 =0 2B − 2 ,
!
where L +  = ¡ are binomial coefficients (0! = 1).
, ! ( − , )!
¡ 
2  +1 1 ½ cos[(2B − 2 , + 1) ]
35. ù sin   = 2 (−1)  +  +1 L 2  +1 .
M 2
 =0 2B − 2 , + 1
 
36. ù M = ln û tan û .
sin  û 2û
 û û
37. ù M 2 = − cot  .
sin 
 cos  1 
38. ù M =− + ln û tan û .
sin3  2 sin2  2 û 2û
 cos  û B −û 2 
39. ù M  =−  + ù M  −2 , B > 1.
sin  (B − 1) sin  −1 B − 1 sin 
½  −1
  (2B − 2)(2B − 4)  (2B − 2 , + 2) sin  + (2B − 2 , ) cos 
40. ù M =−
sin2   (2B − 1)(2B − 3)  (2B − 2 , + 3) (2B − 2 , + 1)(2B − 2 , ) sin2  −2  +1 
 =0
2  −1 (B − 1)!
+  ln |sin  | −  cot   .
(2B − 1)!!
sin[(  −  ) ] sin[(  +  ) ]
41. ù sin  sin '  = − ,  ≠ A/ .
M 2(  −  ) 2(  +  )
 2  +  tan 
2
 £ arctan £ if  2 >  2 ,
  2− 2  2− 2
42. ù M = 
 +  sin  1  − £  2 −  2 +  tan 
2
£  2 −  2 û  + £  2 −  2 +  tan 
2 ûû if  >  .
û 2 2
ln
û û
  cos û  û 
43. ù M = + ù M .
(  +  sin  )2 (  2 −  2 )(  +  sin  )  2 −  2  +  sin 
 1 £  2 +  2 tan 
44. ù M = arctan .
 2 +  2 sin2   £  2 +  2 
 1 £  2 −  2 tan 
  £ arctan

if  2 >  2 ,
=    − 
2 2
45. ù M £  2 −  2 tan  + 
 2 −  2 sin2  1
ln û û if  2 >  2 .
2  £  2 −  2 ûû £  2 −  2 tan  −  ûû
sin   1 , cosû  û
46. ù £ M2 2 = − arcsin £ .
1 + , sin  , 1+, 2
sin   1
47. ù £ M = − ln , cos  + £ 1 − , 2 sin2  .
1 − , 2 sin2  , û û
û û
£ cos  £ 1+, 2 , cos 
48. ù sin  1 + , sin   = −
2 2 1 + , sin  −
2 2 arcsin £ .
M 2 2, 1+, 2
cos  £ 1−, 2
49. ù sin  £ 1 − , 2 sin2   = − 1 − , 2 sin2  − ln , cos  + £ 1 − , 2 sin2  .
M 2 2, û û
û û

© 2003 by Chapman & Hall/CRC

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776 SUPPLEMENTS

   
50. ù   sin '  =   O 2 2 sin ' − 2 2 cos ' .
M  +  + P
   2
51. ù   sin2   = 2 O  sin2  − 2 sin  cos  + .
M  +4  P
    sin  −1  B (B − 1) 
ù   sin    = (  sin  − B cos  ) + 2   sin  −2
  .
 +B 2 ù
52.
M  +B
2 2 M

S.3.6-3. Integrals containing sin  and cos  .

cos[(  +  ) ] cos V (  −  ) W
53. ù sin  cos ' M  = − 2(  +  ) − 2(  −  ) ,  ≠ A/ .
 1 (
54. ù  2 cos2  M + ( 2 sin2  =  ˜( arctan O  tan  P .
 1 ( tan  + 
55. ù  2 cos2  M − ( 2 sin2  = 2  ˜( ln û ( tan  −  û .
û û
 + −1 û û
½
+ 2  −2 + +1
 tan 
56. ù cos2   M sin2 +  = L   + + −1 , B , = 1, 2, 
 =0 2, − 2 + 1 ¡
¡
 ++
 + ln |tan  | + ½ L  tan2  −2 + 
57. M
ù cos2  +1  sin2 + +1  = L  ++  ++ , B , = 1, 2, 
 =0 2, − 2 ¡
¡

S.3.6-4. Reduction formulas.


The parameters  and  below can assume any values, except for those at which the denominators
on the right-hand side vanish.
sinK −1
 cos & +1   −1
58. ù sinK  cos &  M  = −  + +
 +  ù sinK  cos&  M  .
−2

sinK  cos &   =


sinK +1  cos & −1 
+
 − 1 sinK  cos& −2   .
59. ù M  +  + ù M
sinK  cos &   =
sinK  cos & 
−1 −1
O sin2  −
 −1
60. ù M  +  + −2P
( − 1)(  − 1)
+
( +  )( +  − 2)
ù sinK −2  cos & −2  M  .

sinK  cos &   =


sinK +1  cos & +1 
+
 +  + 2 sinK +2  cos &   .
61. ù M  +1  +1 ù M
sinK  cos &   = −
sinK  cos & 
+1 +1
+
 +  + 2 sinK  cos & +2   .
62. ù M  +1  +1 ù M
sinK  cos &   = −
sinK  cos & 
−1 +1
+
 − 1 sinK −2  cos& +2   .
63. ù M  +1  +1 ù M
sinK  cos &   =
sinK  cos & 
+1 −1
 −1
 + 1 ù sinK  cos &  M  .
+2 −2
64. ù +
M  +1

S.3.6-5. Integrals containing tan  and cot  .

65. ù tan  M  = − ln |cos  |.

© 2003 by Chapman & Hall/CRC

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S.3. TABLES OF INDEFINITE INTEGRALS 777

66. ù tan2  M  = tan  −  .

67. ù tan3  M  = 12 tan2  + ln |cos  |.

2  ½  (−1)  (tan  )2  −2  +1
68. ù tan   = (−1)  − , B = 1, 2, 
M  =1 2B − 2 , + 1

2  +1  +1
½  (−1)  (tan  )2  −2  +2
69. ù tan   = (−1) ln |cos  | − , B = 1, 2, 
M  =1 2B − 2 , + 2
 1
70. ù  + M  tan  =  2 +  2  +  ln |  cos  +  sin  |  .

tan   1 
71. ù £ M = £ arccos ” 1 − cos  ,  >  ,  > 0.
 +  tan2   −  •
72. ù cot  M  = ln |sin  |.

73. ù cot2  M  = − cot  −  .

74. ù cot3  M  = − 21 cot2  − ln |sin  |.


½  (−1)  (cot  )2  −2  +1
75. ù cot2    = (−1)   + , B = 1, 2, 
M  =1 2B − 2 , + 1
½  (−1)  (cot  )2  −2  +2
76. ù cot2  +1   = (−1)  ln |sin  | + , B = 1, 2,  
M  =1 2B − 2 , + 2
 1
77. ù M = 2 2  −  ln |  sin  +  cos  |  .
 +  cot   +

S.3.7. Integrals Containing Inverse Trigonometric Functions


  £
1. ù arcsin  M  =  arcsin  +  2 −  2 .
 2  2 £ 
2. ù O arcsin ‹P M  = ‹O arcsin ‹P − 2 + 2  2 −  2 arcsin  .
 1   £
3. ù  arcsin  M  = 4 (2 2 −  2 ) arcsin  + 4  2 −  2 .
  3  1 £
4. ù  2 arcsin þM  = 3 arcsin  + 9 ( 2 + 2  2 )  2 −  2 .
  £
5. ù arccos þM  =  arccos  −  2 −  2 .
 2  2 £ 
6. ù O arccos ‹P M  = ‹O arccos *P − 2 − 2  2 −  2 arccos 
.
 1   £
7. ù  arccos  M  = 4 (2 2 −  2 ) arccos  − 4  2 −  2 .
  3  1 £
8. ù  2 arccos  M  = 3 arccos  − 9 ( 2 + 2  2 )  2 −  2 .
  
9. ù arctan þM  =  arctan  − 2 ln(  2 +  2 ).

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778 SUPPLEMENTS

 1  
10. ù  arctan  = ( 2 +  2 ) arctan − .
 M 2  2
  3
  2
 3
11. ù  2 arctan  = arctan − + ln(  2 +  2 ).
þM 3  6 6
  
12. ù arccot  =  arccot + ln(  2 +  2 ).
 M  2
 1 2 2  
13. ù  arccot  = ( +  ) arccot + .
þM 2  2
3 2
     3
14. ù  2 arccot  = arccot + − ln(  2 +  2 ).
^_ þM 3  6 6
References for Subsection S.3.3: H. B. Dwight (1961), I. S. Gradshteyn and I. M. Ryzhik (1980), A. P. Prudnikov,
Yu. A. Brychkov, and O. I. Marichev (1986, 1988).

© 2003 by Chapman & Hall/CRC

Page 778

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