Difference between revisions of "Confluent hypergeometric function"
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''Kummer function, Pochhammer function'' | ''Kummer function, Pochhammer function'' | ||
A solution of the [[Confluent hypergeometric equation|confluent hypergeometric equation]] | A solution of the [[Confluent hypergeometric equation|confluent hypergeometric equation]] | ||
− | + | $$ \tag{1 } | |
+ | zw ^ {\prime\prime} + ( \gamma - z) w ^ \prime - \alpha w = 0. | ||
+ | $$ | ||
The function may be defined using the so-called Kummer series | The function may be defined using the so-called Kummer series | ||
− | + | $$ \tag{2 } | |
+ | \Phi ( \alpha ; \gamma ; z) = \ | ||
+ | {} _ {1} F _ {1} ( \alpha , \gamma ; z) = | ||
+ | $$ | ||
+ | |||
+ | $$ | ||
+ | = \ | ||
+ | 1 + { | ||
+ | \frac \alpha \gamma | ||
+ | } { | ||
+ | \frac{z}{1!} | ||
+ | } + | ||
+ | \frac{ | ||
+ | \alpha ( \alpha + 1) }{\gamma ( \gamma + 1) } | ||
+ | |||
+ | \frac{z ^ {2} }{2! } | ||
+ | + \dots , | ||
+ | $$ | ||
+ | |||
+ | where $ \alpha $ | ||
+ | and $ \gamma $ | ||
+ | are parameters which assume any real or complex values except for $ \gamma = 0, - 1, - 2 \dots $ | ||
+ | and $ z $ | ||
+ | is a complex variable. The function $ \Psi ( \alpha ; \gamma ; z ) $ | ||
+ | is called the confluent hypergeometric function of the first kind. The second linearly independent solution of equation (1), | ||
− | + | $$ | |
+ | \Psi ( \alpha ; \gamma ; z) = \ | ||
− | + | \frac{\Gamma ( \alpha - \gamma + 1) \Gamma ( \gamma - 1) }{\Gamma ( \alpha ) \Gamma ( 1 - \gamma ) } | |
− | + | z ^ {1 - \gamma } \Phi ( \alpha - \gamma + 1 ; 2 - \gamma ; z), | |
+ | $$ | ||
− | + | $$ | |
+ | \gamma \neq 0 , - 1 , - 2 \dots \ | \mathop{\rm arg} z | < \pi , | ||
+ | $$ | ||
is called the confluent hypergeometric function of the second kind. | is called the confluent hypergeometric function of the second kind. | ||
− | The confluent hypergeometric function | + | The confluent hypergeometric function $ \Phi ( \alpha ; \gamma ; z ) $ |
+ | is an entire analytic function in the entire complex $ z $- | ||
+ | plane; if $ z $ | ||
+ | is fixed, it is an entire function of $ \alpha $ | ||
+ | and a meromorphic function of $ \gamma $ | ||
+ | with simple poles at the points $ \gamma = 0, - 1 , - 2 ,\dots $. | ||
+ | The confluent hypergeometric function $ \Psi ( \alpha ; \gamma ; z ) $ | ||
+ | is an analytic function in the complex $ z $- | ||
+ | plane with the slit $ ( - \infty , 0 ) $ | ||
+ | and an entire function of $ \alpha $ | ||
+ | and $ \gamma $. | ||
− | The confluent hypergeometric function | + | The confluent hypergeometric function $ \Phi ( \alpha ; \gamma ; z ) $ |
+ | is connected with the [[Hypergeometric function|hypergeometric function]] $ F ( \alpha , \beta , \gamma ; z ) $ | ||
+ | by the relation | ||
− | + | $$ | |
+ | \Phi ( \alpha ; \gamma ; z) = \ | ||
+ | \lim\limits _ {\beta \rightarrow \infty } F | ||
+ | \left ( \alpha , \beta , \gamma ; \ | ||
+ | { | ||
+ | \frac{z} \beta | ||
+ | } \right ) . | ||
+ | $$ | ||
− | Elementary relationships. The four functions | + | Elementary relationships. The four functions $ \Phi ( \alpha \pm 1 ; \gamma ; z ) $, |
+ | $ \Phi ( \alpha ; \gamma \pm 1 ; z ) $ | ||
+ | are called adjacent (or contiguous) to the function $ \Phi ( \alpha ; \gamma ; z ) $. | ||
+ | There is a linear relationship between $ \Phi ( \alpha ; \gamma ; z ) $ | ||
+ | and any two functions adjacent to it, e.g. | ||
− | + | $$ | |
+ | \gamma \Phi ( \alpha ; \gamma ; z) - | ||
+ | \gamma \Phi ( \alpha - 1 ; \gamma ; z) - | ||
+ | z \Phi ( \alpha ; \gamma + 1 ; z) = 0. | ||
+ | $$ | ||
− | Six formulas of this type may be obtained from the relations between adjacent functions for hypergeometric functions. The successive use of these recurrence formulas yields linear relations connecting the function | + | Six formulas of this type may be obtained from the relations between adjacent functions for hypergeometric functions. The successive use of these recurrence formulas yields linear relations connecting the function $ \Phi ( \alpha ; \gamma ; z ) $ |
+ | with the associated functions $ \Phi ( \alpha + m ; \gamma + n ; z) $, | ||
+ | where $ m $ | ||
+ | and $ n $ | ||
+ | are integers. | ||
Differentiation formulas: | Differentiation formulas: | ||
− | + | $$ | |
− | + | \frac{d ^ {n} }{dz ^ {n} } | |
+ | |||
+ | \Phi ( \alpha ; \gamma ; z) = \ | ||
+ | |||
+ | \frac{\alpha \dots ( \alpha + n - 1 ) }{\gamma \dots ( \gamma + n - 1 ) } | ||
+ | |||
+ | \Phi ( \alpha + n ; \gamma + n ; z), | ||
+ | $$ | ||
+ | |||
+ | $$ | ||
+ | n = 1 , 2 , . . . . | ||
+ | $$ | ||
Basic integral representations. | Basic integral representations. | ||
− | + | $$ | |
+ | \Phi ( \alpha ; \gamma ; z) = | ||
+ | $$ | ||
− | + | $$ | |
+ | = \ | ||
− | + | \frac{\Gamma ( \gamma ) }{\Gamma ( \alpha ) \Gamma ( \gamma - \alpha | |
+ | ) } | ||
+ | \int\limits _ { 0 } ^ { 1 } e ^ {zt } t ^ {\alpha - 1 | ||
+ | } ( 1 - t) ^ {\gamma - \alpha - 1 } dt ,\ \mathop{\rm Re} \gamma > \mathop{\rm Re} \alpha > 0 ; | ||
+ | $$ | ||
− | + | $$ | |
+ | \Psi ( \alpha ; \gamma ; z) = | ||
+ | $$ | ||
− | + | $$ | |
+ | = \ | ||
+ | { | ||
+ | \frac{1}{\Gamma ( \alpha ) } | ||
+ | } \int\limits _ { 0 } ^ \infty e ^ {- zt } t ^ | ||
+ | {\alpha - 1 } ( 1 + t) ^ {\gamma - \alpha - 1 } dt ,\ \mathop{\rm Re} \alpha > 0 ,\ \mathop{\rm Re} z > 0 . | ||
+ | $$ | ||
− | + | The asymptotic behaviour of confluent hypergeometric functions as $ z \rightarrow \infty $ | |
+ | can be studied using the integral representations [[#References|[1]]], [[#References|[2]]], [[#References|[3]]]. If $ \gamma \rightarrow \infty $, | ||
+ | while $ \alpha $ | ||
+ | and $ z $ | ||
+ | are bounded, the behaviour of the function $ \Phi ( \alpha ; \gamma ; z) $ | ||
+ | is described by formula (2). In particular, for large $ \gamma $ | ||
+ | and bounded $ \alpha $ | ||
+ | and $ z $: | ||
+ | |||
+ | $$ | ||
+ | \Phi ( \alpha ; \gamma ; z) = \ | ||
+ | 1 + O ( | \gamma | ^ {-} 1 ) . | ||
+ | $$ | ||
Representations of functions by confluent hypergeometric functions. | Representations of functions by confluent hypergeometric functions. | ||
Line 55: | Line 166: | ||
Bessel functions: | Bessel functions: | ||
− | + | $$ | |
+ | J _ \nu ( z) = \ | ||
+ | { | ||
+ | \frac{1}{\Gamma ( 1 + \nu ) } | ||
+ | } | ||
+ | \left ( { | ||
+ | \frac{z}{2} | ||
+ | } \right ) ^ \nu | ||
+ | e ^ {- iz } \Phi \left ( | ||
+ | \nu + { | ||
+ | \frac{1}{2} | ||
+ | } ; 2 \nu + 1 ; 2iz \right ) , | ||
+ | $$ | ||
− | + | $$ | |
+ | I _ \nu ( z) = { | ||
+ | \frac{1}{\Gamma ( 1 + \nu ) } | ||
+ | } \left ( | ||
+ | { | ||
+ | \frac{z}{2} | ||
+ | } \right ) ^ \nu e ^ {- z } \Phi \left ( \nu + | ||
+ | { | ||
+ | \frac{1}{2} | ||
+ | } ; 2 \nu + 1 ; 2z \right ) , | ||
+ | $$ | ||
− | + | $$ | |
+ | K _ \nu ( z) = \sqrt \pi e ^ {- z } ( 2z) ^ \nu \Psi \left ( | ||
+ | \nu + { | ||
+ | \frac{1}{2} | ||
+ | } ; 2 \nu + 1 ; 2z \right ) . | ||
+ | $$ | ||
Laguerre polynomials: | Laguerre polynomials: | ||
− | + | $$ | |
+ | L _ {n} ^ {( \alpha ) } ( z) = \ | ||
+ | |||
+ | \frac{( \alpha + 1) _ {n} }{n! } | ||
+ | \Phi (- n ; \alpha + 1 ; z). | ||
+ | $$ | ||
Probability integrals: | Probability integrals: | ||
− | + | $$ | |
+ | \mathop{\rm erf} ( z) = \ | ||
+ | |||
+ | \frac{2z }{\sqrt \pi } | ||
+ | \Phi | ||
+ | \left ( { | ||
+ | \frac{1}{2} | ||
+ | } ; { | ||
+ | \frac{3}{2} | ||
+ | } ; - z ^ {2} \right ) , | ||
+ | $$ | ||
− | + | $$ | |
+ | \mathop{\rm erf} c ( z) = { | ||
+ | \frac{1}{\sqrt \pi} | ||
+ | } e ^ {- x ^ {2} } \Psi | ||
+ | \left ( { | ||
+ | \frac{1}{2} | ||
+ | } ; { | ||
+ | \frac{1}{2} | ||
+ | } ; z ^ {2} \right ) . | ||
+ | $$ | ||
The exponential integral function: | The exponential integral function: | ||
− | + | $$ | |
+ | - \mathop{\rm Ei} (- z) = \ | ||
+ | e ^ {-} z \Psi ( 1 ; 1 ; z) . | ||
+ | $$ | ||
− | The logarithmic integral function: | + | The [[logarithmic integral]] function: |
− | + | $$ | |
+ | \mathop{\rm li} ( z) = \ | ||
+ | z \Psi ( 1 ; 1 ; - \mathop{\rm ln} z) . | ||
+ | $$ | ||
Gamma-functions: | Gamma-functions: | ||
− | + | $$ | |
+ | \Gamma ( \alpha , z) = \ | ||
+ | e ^ {- z } \Psi ( 1 - \alpha ; 1 - \alpha ; z) . | ||
+ | $$ | ||
Elementary functions: | Elementary functions: | ||
− | + | $$ | |
+ | e ^ {z} = \Phi ( \alpha ; \alpha ; z) , | ||
+ | $$ | ||
− | + | $$ | |
+ | \sin z = e ^ {iz } z \Phi ( 1 ; 2 ; - 2iz) . | ||
+ | $$ | ||
See also [[#References|[1]]], [[#References|[2]]], [[#References|[3]]], [[#References|[8]]]. | See also [[#References|[1]]], [[#References|[2]]], [[#References|[3]]], [[#References|[8]]]. |
Latest revision as of 17:46, 4 June 2020
Kummer function, Pochhammer function
A solution of the confluent hypergeometric equation
$$ \tag{1 } zw ^ {\prime\prime} + ( \gamma - z) w ^ \prime - \alpha w = 0. $$
The function may be defined using the so-called Kummer series
$$ \tag{2 } \Phi ( \alpha ; \gamma ; z) = \ {} _ {1} F _ {1} ( \alpha , \gamma ; z) = $$
$$ = \ 1 + { \frac \alpha \gamma } { \frac{z}{1!} } + \frac{ \alpha ( \alpha + 1) }{\gamma ( \gamma + 1) } \frac{z ^ {2} }{2! } + \dots , $$
where $ \alpha $ and $ \gamma $ are parameters which assume any real or complex values except for $ \gamma = 0, - 1, - 2 \dots $ and $ z $ is a complex variable. The function $ \Psi ( \alpha ; \gamma ; z ) $ is called the confluent hypergeometric function of the first kind. The second linearly independent solution of equation (1),
$$ \Psi ( \alpha ; \gamma ; z) = \ \frac{\Gamma ( \alpha - \gamma + 1) \Gamma ( \gamma - 1) }{\Gamma ( \alpha ) \Gamma ( 1 - \gamma ) } z ^ {1 - \gamma } \Phi ( \alpha - \gamma + 1 ; 2 - \gamma ; z), $$
$$ \gamma \neq 0 , - 1 , - 2 \dots \ | \mathop{\rm arg} z | < \pi , $$
is called the confluent hypergeometric function of the second kind.
The confluent hypergeometric function $ \Phi ( \alpha ; \gamma ; z ) $ is an entire analytic function in the entire complex $ z $- plane; if $ z $ is fixed, it is an entire function of $ \alpha $ and a meromorphic function of $ \gamma $ with simple poles at the points $ \gamma = 0, - 1 , - 2 ,\dots $. The confluent hypergeometric function $ \Psi ( \alpha ; \gamma ; z ) $ is an analytic function in the complex $ z $- plane with the slit $ ( - \infty , 0 ) $ and an entire function of $ \alpha $ and $ \gamma $.
The confluent hypergeometric function $ \Phi ( \alpha ; \gamma ; z ) $ is connected with the hypergeometric function $ F ( \alpha , \beta , \gamma ; z ) $ by the relation
$$ \Phi ( \alpha ; \gamma ; z) = \ \lim\limits _ {\beta \rightarrow \infty } F \left ( \alpha , \beta , \gamma ; \ { \frac{z} \beta } \right ) . $$
Elementary relationships. The four functions $ \Phi ( \alpha \pm 1 ; \gamma ; z ) $, $ \Phi ( \alpha ; \gamma \pm 1 ; z ) $ are called adjacent (or contiguous) to the function $ \Phi ( \alpha ; \gamma ; z ) $. There is a linear relationship between $ \Phi ( \alpha ; \gamma ; z ) $ and any two functions adjacent to it, e.g.
$$ \gamma \Phi ( \alpha ; \gamma ; z) - \gamma \Phi ( \alpha - 1 ; \gamma ; z) - z \Phi ( \alpha ; \gamma + 1 ; z) = 0. $$
Six formulas of this type may be obtained from the relations between adjacent functions for hypergeometric functions. The successive use of these recurrence formulas yields linear relations connecting the function $ \Phi ( \alpha ; \gamma ; z ) $ with the associated functions $ \Phi ( \alpha + m ; \gamma + n ; z) $, where $ m $ and $ n $ are integers.
Differentiation formulas:
$$ \frac{d ^ {n} }{dz ^ {n} } \Phi ( \alpha ; \gamma ; z) = \ \frac{\alpha \dots ( \alpha + n - 1 ) }{\gamma \dots ( \gamma + n - 1 ) } \Phi ( \alpha + n ; \gamma + n ; z), $$
$$ n = 1 , 2 , . . . . $$
Basic integral representations.
$$ \Phi ( \alpha ; \gamma ; z) = $$
$$ = \ \frac{\Gamma ( \gamma ) }{\Gamma ( \alpha ) \Gamma ( \gamma - \alpha ) } \int\limits _ { 0 } ^ { 1 } e ^ {zt } t ^ {\alpha - 1 } ( 1 - t) ^ {\gamma - \alpha - 1 } dt ,\ \mathop{\rm Re} \gamma > \mathop{\rm Re} \alpha > 0 ; $$
$$ \Psi ( \alpha ; \gamma ; z) = $$
$$ = \ { \frac{1}{\Gamma ( \alpha ) } } \int\limits _ { 0 } ^ \infty e ^ {- zt } t ^ {\alpha - 1 } ( 1 + t) ^ {\gamma - \alpha - 1 } dt ,\ \mathop{\rm Re} \alpha > 0 ,\ \mathop{\rm Re} z > 0 . $$
The asymptotic behaviour of confluent hypergeometric functions as $ z \rightarrow \infty $ can be studied using the integral representations [1], [2], [3]. If $ \gamma \rightarrow \infty $, while $ \alpha $ and $ z $ are bounded, the behaviour of the function $ \Phi ( \alpha ; \gamma ; z) $ is described by formula (2). In particular, for large $ \gamma $ and bounded $ \alpha $ and $ z $:
$$ \Phi ( \alpha ; \gamma ; z) = \ 1 + O ( | \gamma | ^ {-} 1 ) . $$
Representations of functions by confluent hypergeometric functions.
Bessel functions:
$$ J _ \nu ( z) = \ { \frac{1}{\Gamma ( 1 + \nu ) } } \left ( { \frac{z}{2} } \right ) ^ \nu e ^ {- iz } \Phi \left ( \nu + { \frac{1}{2} } ; 2 \nu + 1 ; 2iz \right ) , $$
$$ I _ \nu ( z) = { \frac{1}{\Gamma ( 1 + \nu ) } } \left ( { \frac{z}{2} } \right ) ^ \nu e ^ {- z } \Phi \left ( \nu + { \frac{1}{2} } ; 2 \nu + 1 ; 2z \right ) , $$
$$ K _ \nu ( z) = \sqrt \pi e ^ {- z } ( 2z) ^ \nu \Psi \left ( \nu + { \frac{1}{2} } ; 2 \nu + 1 ; 2z \right ) . $$
Laguerre polynomials:
$$ L _ {n} ^ {( \alpha ) } ( z) = \ \frac{( \alpha + 1) _ {n} }{n! } \Phi (- n ; \alpha + 1 ; z). $$
Probability integrals:
$$ \mathop{\rm erf} ( z) = \ \frac{2z }{\sqrt \pi } \Phi \left ( { \frac{1}{2} } ; { \frac{3}{2} } ; - z ^ {2} \right ) , $$
$$ \mathop{\rm erf} c ( z) = { \frac{1}{\sqrt \pi} } e ^ {- x ^ {2} } \Psi \left ( { \frac{1}{2} } ; { \frac{1}{2} } ; z ^ {2} \right ) . $$
The exponential integral function:
$$ - \mathop{\rm Ei} (- z) = \ e ^ {-} z \Psi ( 1 ; 1 ; z) . $$
The logarithmic integral function:
$$ \mathop{\rm li} ( z) = \ z \Psi ( 1 ; 1 ; - \mathop{\rm ln} z) . $$
Gamma-functions:
$$ \Gamma ( \alpha , z) = \ e ^ {- z } \Psi ( 1 - \alpha ; 1 - \alpha ; z) . $$
Elementary functions:
$$ e ^ {z} = \Phi ( \alpha ; \alpha ; z) , $$
$$ \sin z = e ^ {iz } z \Phi ( 1 ; 2 ; - 2iz) . $$
References
[1] | H. Bateman (ed.) A. Erdélyi (ed.) et al. (ed.) , Higher transcendental functions , 2. Bessel functions, parabolic cylinder functions, orthogonal polynomials , McGraw-Hill (1953) |
[2] | I.S. Gradshtein, I.M. Ryzhik, "Table of integrals, series and products" , Acad. Press (1980) (Translated from Russian) |
[3] | M. Abramowitz, I.A. Stegun, "Handbook of mathematical functions" , Dover, reprint (1964) |
[4] | E.T. Whittaker, G.N. Watson, "A course of modern analysis" , Cambridge Univ. Press (1952) pp. Chapt. 6 |
[5] | A.L. Lebedev, R.M. Fedorova, "Handbook of mathematical tables" , Moscow (1956) (In Russian) |
[6] | N.M. Burunova, "Handbook of mathematical tables" , Moscow (1959) (In Russian) |
[7] | A.A. Fletcher, J.C.P. Miller, L. Rosenhead, L.J. Comrie, "An index of mathematical tables" , 1–2 , Oxford Univ. Press (1962) |
[8] | N.N. Lebedev, "Special functions and their applications" , Prentice-Hall (1965) (Translated from Russian) |
Confluent hypergeometric function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Confluent_hypergeometric_function&oldid=17182