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parameter di�erentiation for Bessel andassociated Legendre functions

Howard S. Cohl?†

? Information Technology Laboratory, National Institute of Standards and Technology,

Gaithersburg, Maryland, U.S.A.

† Department of Mathematics, University of Auckland, Auckland, New Zealand

International Conference on Special Functionsin the 21st Century: Theory and Applications

Washington, D.C., U.S.A.

April 7, 2011

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 1 / 31

Outline

1 introduction � special functions

2 parameter di�erentiation � Bessel functions

3 parameter di�erentiation � associated Legendre functions

4 some particular cases for Legendre functions

5 references

6 summary

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 2 / 31

introduction � special functions

de�nitions: special functions

gamma function (Re z > 0) Γ(z + 1) = zΓ(z)

Γ(z) :=∫ ∞

0tz−1e−tdt

Euler re�ection formula: Γ(z)Γ(1− z) =π

sinπzfactorial: (for n ∈ {0, 1, 2, . . .}) Γ(n+ 1) = n!

Pochhammer symbol: (for n ∈ {0, 1, 2, . . .}) (a)n :=Γ(a+ n)

Γ(a)digamma function � logarithmic derivative of gamma function

d

dzΓ(z) =: Γ(z)ψ(z)

generalized factorial function

pFq ((ap); (bq); z) =∞∑n=0

(a1)n(a2)n . . . (ap)n(b1)n(b2)n . . . (bq)n

zk

k!

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 3 / 31

introduction � special functions

de�nitions � Bessel functions (unrestricted order ν)

Bessel function of the �rst kind

Jν(z) =(z/2)ν

Γ(ν + 1)0F1

(ν + 1;−z

2

4

)=(z

2

)ν ∞∑n=0

(−z2/4)n

n!Γ(ν + n+ 1)

Bessel function of the second kind (Weber's function)

Yν(z) = cot(πν)Jν(z)− csc(πν)J−ν(z)Yn(z) = 1

π∂Jν(z)∂ν

∣∣∣ν=n

+ (−1)n

π∂Jν(z)∂ν

∣∣∣ν=−n

modi�ed Bessel function of the �rst kind

Iν(z) =(z/2)ν

Γ(ν + 1)0F1

(ν + 1;

z2

4

)=(z

2

)ν ∞∑n=0

(z2/4)n

n!Γ(ν + n+ 1)

modi�ed Bessel function of the second kind (Macdonald's function)

Kν(z) = π2 csc(πν)I−ν(z)− csc(πν)Iν(z)

Kn(z) = (−1)n

2∂I−ν(z)∂ν

∣∣∣ν=n− (−1)n

2∂Iν(z)∂ν

∣∣∣ν=n

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 4 / 31

introduction � special functions

associated Legendre functions P µν , Q

µν : C \ {−1, 1} → C

(complex degree ν order µ)

two (Gauss hypergeometric) functions � associated Legendre d.e.

(1− z2)d2w

dz2− 2z

dw

dz+[ν(ν + 1)− µ2

1− z2

]w = 0

associated Legendre function of the �rst kind (|1− z| < 2)

Pµν (z) = 1Γ(1−µ)

[z+1z−1

]µ2

2F1

(−ν, ν + 1; 1− µ; 1−z

2

)= − sin(πν)

π

(z+1z−1

)µ2∞∑n=0

Γ(−ν + n)Γ(ν + 1 + n)n!Γ(1− µ+ n)

(1− z

2

)nassociated Legendre function of the second kind (|z| > 1)

Qµν (z) =√πeiµπΓ(ν+µ+1)(z2−1)µ/2

2ν+1Γ(ν+ 32)zν+µ+1 2F1

(ν+µ+2

2 , ν+µ+12 ; ν + 3

2 ; 1z2

)= 1

2eiπµ(z2 − 1)

µ2

∞∑n=0

Γ(ν+µ+22 + n)Γ(ν+µ+1

2 + n)n!Γ(ν + 3

2 + n)z2n

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 5 / 31

introduction � special functions

order derivative illustration for modi�ed Bessel functions

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 6 / 31

parameter di�erentiation � Bessel functions

order derivatives for Bessel functions

Bessel function of the �rst kind

∂J±ν(z)∂ν

= ±J±ν(z) log(z

2

)∓∞∑m=0

(−1)m(z

2

)±ν+2m ψ(±ν +m+ 1)m!Γ(±ν +m+ 1)

Bessel function of the second kind (Weber's function)

∂Yν(z)∂ν

= cot(πν)∂Jν(z)∂ν

− csc(πν)∂J−ν(z)∂ν

− π csc(πν)Y−ν(z)

modi�ed Bessel function of the �rst kind

∂Iν(z)∂ν

= Iν(z) log(z

2

)−∞∑m=0

(z2

)ν+2m ψ(ν +m+ 1)m!Γ(ν +m+ 1)

modi�ed Bessel function of the second kind (Macdonald's function)

∂Kν(z)∂ν

= −π cot(πν)Kν(z) +π

2csc(πν)

[∂I−ν(z)∂ν

− ∂Iν(z)∂ν

]Howard Cohl (NIST) parameter di�erentiation April 7, 2011 7 / 31

parameter di�erentiation � Bessel functions

Bessel function mirror symmetry about ν = 0

Bessel function of the �rst kind

J−ν(z) = Jν(z) cos(πν)− Yν(z) sin(πν)

Bessel function of the second kind (Weber's function)

Y−ν(z) = Jν(z) sin(πν) + Yν(z) cos(πν)

modi�ed Bessel function of the �rst kind

I−ν(z) = Iν(z) +2πKν(z) sin(πν)

modi�ed Bessel function of the second kind (Macdonald's function)

K−ν(z) = Kν(z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 8 / 31

parameter di�erentiation � Bessel functions

order derivatives for Bessel functions (zero-order)

Derivatives of Bessel function with respect to the order evaluated at

integer-orders is given in �3.2.3 in Magnus, Oberhettinger & Soni (1966)

Bessel function of the �rst kind[∂

∂νJν(z)

]ν=0

2Y0(z)

Bessel function of the second kind (Weber's function)[∂

∂νYν(z)

]ν=0

= −π2J0(z)

modi�ed Bessel function of the �rst kind[∂

∂νIν(z)

]ν=0

= −K0(z)

modi�ed Bessel function of the second kind (Macdonald's function)[∂

∂νKν(z)

]ν=0

= 0

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 9 / 31

parameter di�erentiation � Bessel functions

order derivatives for Bessel functions (integer-order)

Derivatives of Bessel function with respect to the order evaluated at

integer-orders is given by (�3.2.3 in MOS (1966))

Bessel function of the �rst kind[∂

∂νJν(z)

]ν=±n

2(±1)nYn(z)± (±1)n

n!2

n−1∑k=0

(z/2)k−n

k!(n− k)Jk(z)

Bessel function of the second kind (Weber's function)[∂

∂νYν(z)

]ν=±n

= −π2

(±1)nJn(z)± (±1)nn!2

n−1∑k=0

(z/2)k−n

k!(n− k)Yk(z)

modi�ed Bessel function of the �rst kind[∂

∂νIν(z)

]ν=±n

= (−1)n+1Kn(z)± n!2

n−1∑k=0

(−z/2)k−n

k!(n− k)Ik(z)

modi�ed Bessel function of the second kind (Macdonald's function)[∂

∂νKν(z)

]ν=±n

= ±n!2

n−1∑k=0

(z/2)k−n

k!(n− k)Kk(z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 10 / 31

parameter di�erentiation � Bessel functions

order derivatives for Bessel functions (half-integer)

Derivatives of Bessel function with respect to the order evaluated at

half-integer-orders is given by (�3.3.3 in MOS (1966))

Bessel function of the �rst kind[∂

∂νJν(z)

]ν=±1/2

=

√2πz

[{sin zcos z

}Ci(2z)∓

{cos zsin z

}Si(2z)

]Bessel function of the second kind (Weber's function)[∂

∂νYν(z)

]ν=±1/2

= ±√

2πz

[{cos zsin z

}Ci(2z)±

{sin zcos z

}[Si(2z)− π]

]modi�ed Bessel function of the �rst kind[∂

∂νIν(z)

]ν=±1/2

=

√1

2πz[ezEi(−2z)∓ e−zEi(2z)

]modi�ed Bessel function of the second kind (Macdonald's function)[∂

∂νKν(z)

]ν=±1/2

= ∓√

π

2zezEi(−2z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 11 / 31

parameter di�erentiation � Bessel functions

order derivatives for Bessel functions

cosine integral: Ci(z) := −∫ ∞z

cos ttdt

sine integral: Si(z) :=∫ z

0

sin ttdt

exponential integral: Ei(z) := −∫ ∞−z

e−t

tdt

order derivatives at half-odd integer orders[∂

∂νJν(z)

]ν=1/2+n

= ci(2z)Jn+1/2(z)− (−1)nSi(2z)J−n−1/2(z)

+n!2

n−1∑k=0

(z/2)k−n

k!(n− k)Jk+1/2(z)− n!

√πz

2

n∑k=1

(2/z)k

(n− k)!k

k−1∑p=0

zp

p!

×[Jn−k+1/2(z)Jp−1/2(2z)− (−1)n−k−pJk−n−1/2(z)J1/2−p(2z)

]Howard Cohl (NIST) parameter di�erentiation April 7, 2011 12 / 31

parameter di�erentiation � associated Legendre functions

parameter di�erentiation for associated Legendre functions

w1 = Pµν : {z ∈ C : |z − 1| < 2} → C

Pµν (z) = −sin(πν)π

(z + 1z − 1

)µ2∞∑n=0

Γ(−ν+n)Γ(ν+1+n)n!Γ(1−µ+n)

(1− z

2

)nQµν (z) = − πiπµΓ(1+ν+µ)

2 sin(πµ)Γ(1+ν−µ)P−µν (z) + πeiπµ

2 sin(πµ)Pµν (z)

w2 = Qµν : {z ∈ C : |z| > 1} → C

Qµν (z) = 12eiπµ(z2 − 1)

µ2

∞∑n=0

Γ(ν+µ+22 + n)Γ(ν+µ+1

2 + n)n!Γ(ν + 3

2 + n)z2n

Pµν (z) = e−iπµ sin[π(ν+µ)]π cos(πν) Qµν (z)− e−iπµ sin[π(ν−µ)]

π cos(πν) Qµ−ν−1(z)

would like∂Pµν (z)∂ν

,∂Qµν (z)∂ν

, and∂Pµν (z)∂µ

,∂Qµν (z)∂µ

, for z ∈ C \{−1,1}

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 13 / 31

parameter di�erentiation � associated Legendre functions

domains in C: P µν (z) : |z − 1| < 2 Qµ

ν(z) : |z| > 1

-2 -1 0 1 2 3 4-3

-2

-1

0

1

2

3

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 14 / 31

parameter di�erentiation � associated Legendre functions

general degree derivatives for associated Legendre functions

general degree derivatives for {z ∈ C : |z − 1| < 2}∂∂νP

µν (z) = π cotπνPµν (z)− 1

πAµν (z)

∂∂νQ

µν (z) = π cot(πν)Qµν (z)

− πeiπµΓ(1+ν+µ)2 sin(πµ)Γ(1+ν−µ) [ψ(1 + ν − µ)− ψ(1 + ν − µ)]P−µν (z)

+ eiπµΓ(1+ν+µ)2 sin(πµ)Γ(1+ν−µ)A

−µν (z)− eiπµ

2 sin(πµ)Aµν (z)

∂∂νQ

µν (z) = −π2

2 Pµν (z) + π sin(πµ)

sin(πν) sinπ(ν+µ)Qµν (z)− 1

2 cotπ(ν + µ)Aµν (z)

+12 cscπ(ν + µ)Aµ

ν (−z)

Aµν (z) = sin(πν)

(z+1z−1

)µ2∞∑n=0

Γ(−ν+n)Γ(ν+1+n)n!Γ(1−µ+n)

[ψ(ν+n+1)−ψ(−ν+n)](

1−z2

)nPµν (−z) = e∓iπνPµν (z)− 2

πe−iπµ sin[π(ν + µ)]Qµν (z)

Qµν (−z) = −e±iπνQµν (z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 15 / 31

parameter di�erentiation � associated Legendre functions

general order derivatives for associated Legendre functions

general order derivatives for {z ∈ C : |z − 1| < 2}∂

∂µPµν (z) =

12Pµν (z) log

z + 1z − 1

− 1πBµν (z)

∂µQµν (z) = − πΓ(1+ν+µ)eiπµ

2Γ(1+ν−µ) sin(πµ) [ψ(1 + ν + µ) + ψ(1 + ν − µ)]P−µν (z)

+π[i− cot(πµ)]Qµν (z) + 12 log z+1

z−1Qµν (z)

+ Γ(1+ν+µ)eiπµ

Γ(1+ν−µ) sin(πµ)B−µν (z)− eiπµ

2 sin(πµ)Bµν (z)

Bµν (z) = sin(πν)

(z + 1z − 1

)µ2∞∑n=0

Γ(ν + n+ 1)ψ(n− µ+ 1)n!Γ(ν − n+ 1)Γ(n− µ+ 1)

(1− z

2

)n

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 16 / 31

parameter di�erentiation � associated Legendre functions

general order derivatives for associated Legendre functions

general order derivatives for {z ∈ C : |z| > 1}∂

∂µQµν (z) = [iπ +

12

log(z2 − 1)]Qµν (z) +14Cµν (z)

∂µPµν (z) = [iπ + 1

2 log(z2 − 1)]Pµν (z)

+ e−2iπµ

cos(πν)

[e−iπνQµν (z) + eiπνQµ−ν−1(z)

]+ e−iπν

4π cos(πν)

{sin[π(ν + µ)]Cµ

ν (z)− sin[π(ν − µ)]Cµ−ν−1(z)

}Cµν (z) = eiπµ(z2 − 1)

µ2

×∞∑n=0

Γ( ν+µ+22

+n)Γ( ν+µ+12

+n)n!Γ(ν+ 3

2+n)z2n

[ψ(ν+µ+2

2 + n) + ψ(ν+µ+12 + n)

]

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 17 / 31

parameter di�erentiation � associated Legendre functions

general degree derivatives for associated Legendre functions

general degree derivatives for {z ∈ C : |z| > 1}∂

∂νQµν (z) =

14Cµν (z)− 1

2Dµν (z)

∂νPµν (z) =

e−iπµ cos(πµ)cos2(πν)

[Qµν (z)−Qµ−ν−1(z)

]+ e−iπµ

4π cos(πν)

{sin[π(ν + µ)]Cµ

ν (z)− sin[π(ν − µ)]Cµ−ν−1(z)

}− e−iπµ

2π cos(πν)

{sin[π(ν + µ)]Dµ

ν (z)− sin[π(ν − µ)]Dµ−ν−1(z)

}Dµν (z) = eiπµ(z2 − 1)

µ2

∞∑n=0

Γ( ν+µ+22

+n)Γ( ν+µ+12

+n)n!Γ(ν+ 3

2+n)z2n ψ(ν + 3

2 + n)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 18 / 31

parameter di�erentiation � associated Legendre functions

What are these Aµν(z), B

µν(z), C

µν(z), D

µν(z)?

most likely independent set of 2 functions

derivatives with respect to parameters of 2F1(a, b; c; z)

∞∑n=0

(a)n(b)nzn

n!(c)nψ(a+ n) = ψ(a)2F1(a, b; c; z) +

∂a2F1(a, b; c; z)

∞∑n=0

(a)n(b)nzn

n!(c)nψ(c+ n) = ψ(c)2F1(a, b; c; z)− ∂

∂c2F1(a, b; c; z)

Brychkov & Geddess (2004) �Di�erentiation of generalized

hypergeometric functions with respect to parameters does not, in

general, lead to generalized hypergeometric functions�

Ancarani & Gasaneo (2008,2009,2010) compute derivatives with

respect to parameters of pFq and show relation to Kampé de Fériet

double hypergeometric series

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 19 / 31

parameter di�erentiation � associated Legendre functions

di�erentiation with respect to parameters of Gausshypergeometric functions in terms of Kampé de Férietmultiple hypergeometric series

∂a2F1(a, b; c; z) =

zb

cF 2:2;1

2:1;0

[a+ 1, b+ 1 : 1, a; 1;2, c+ 1 : a+ 1;−;

z, z

]∂

∂c2F1(a, b; c; z) = −zab

c2F 2:2;1

2:1;0

[a+ 1, b+ 1 : 1, c; 1;2, c+ 1 : c+ 1;−;

z, z

]F p:q;kl:m;n

[(ap) : (bq); (ck);(αl) : (βm); (γn);

x, y

]=

∞∑r,s=0

Qpj=1(aj)r+s

Qqj=1(bj)r

Qkj=1(cj)sQl

j=1(αj)r+sQmj=1(βj)r

Qnj=1(γj)s

xr

r!ys

s!∞∑n=0

(a)n(b)nzn

n!(c)nψ(a+n)=ψ(a)2F1(a,b;c;z)+

zb

cF 2:2;1

2:1;0

[a+ 1, b+ 1 : 1, a; 1;2, c+ 1 : a+ 1;−;

z, z

]∞∑n=0

(a)n(b)nzn

n!(c)nψ(c+n)=ψ(c)2F1(a,b;c;z)+

zab

c2F 2:2;1

2:1;0

24a+ 1, b+ 1 : 1, c; 1;2, c+ 1 : c+ 1;−;

z, z

35Howard Cohl (NIST) parameter di�erentiation April 7, 2011 20 / 31

some particular cases for Legendre functions

Szmytkowski's formulas (see Szmytkowski (2009))

[∂

∂νPmν (z)

]ν=p

= Pmp (z) logz + 1

2

+ [2ψ(2p+ 1)− ψ(p+ 1)− ψ(p−m+ 1)]Pmp (z)

+ (−1)p+mp−m−1∑k=0

(−1)k2k + 2m+ 1

(p−m− k)(p+m+ k + 1)

×[1 +

k!(p+m)!(k + 2m)!(p−m)!

]Pmk+m(z)

+ (−1)p(p+m)!(p−m)!

m−1∑k=0

(−1)k2k + 1

(p− k)(p+ k + 1)P−mk (z)

where p,m ∈ {0, 1, 2, . . .} and 0 ≤ m ≤ p

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 21 / 31

some particular cases for Legendre functions

Szmytkowski's formulas

Some special cases include for m = 0[∂

∂νPν(z)

]ν=p

= Pp(z) logz + 1

2+ 2 [ψ(2p+ 1)− ψ(p+ 1)]Pp(z)

+ 2(−1)pp−1∑k=0

(−1)k2k + 1

(p− k)(p+ k + 1)Pk(z)

and for m = p[∂

∂νP pν (z)

]ν=p

= P pp (z) logz + 1

2+ [2ψ(2p+ 1)− ψ(p+ 1) + γ]P pp (z)

+ (−1)p(2p)!p−1∑k=0

(−1)k2k + 1

(p− k)(p+ k + 1)P−pk (z)

where γ ≈ 0.57721566 is Euler's constant

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 22 / 31

some particular cases for Legendre functions

Application of Szmytkowski's formula

Recently I proved:

‖x− x′‖ν =eiπ(ν+d−1)/2Γ

(d−2

2

)√πΓ(−ν

2

) (r2> − r2

<

)(ν+d−1)/2

(rr′)(d−1)/2

×∞∑λ=0

(λ+

d

2− 1)Q

(1−ν−d)/2λ+(d−3)/2

(r2 + r′2

2rr′

)Cd/2−1λ (cos γ)

for x,x′ ∈ Rd with r = ‖x‖, r′ = ‖x′‖, and r≶ = minmax{r, r

′}, then using

limν→0

∂ν‖x− x′‖ν = ‖x− x′‖2p log ‖x− x′‖

and Whipple's transformation of Legendre functions to obtain a

Gegenbauer expansion for singular logarithmic kernels associated with

fundamental solutions of the even-dimensional polyharmonic equation in

Euclidean spaceHoward Cohl (NIST) parameter di�erentiation April 7, 2011 23 / 31

some particular cases for Legendre functions

Cohl's formulas (see Cohl (2010,2011))

In the sequel m,n ∈ {0, 1, 2, . . .}

Γ(ν ∓m+ 12)

Γ(ν −m+ 12)

[∂

∂µPµν−1/2(z)

]µ=±m

= Qmν−1/2(z) + ψ

(ν ∓m+

12

)Pmν−1/2(z)

±m!m−1∑k=0

(−1)k−m(z2 − 1

)(k−m)/2

2k−m+1k!(m− k)P kν+k−m−1/2(z)

Γ(ν ∓m+ 12)

Γ(ν −m+ 12)

[∂

∂µQµν−1/2(z)

]µ=±m

=[iπ + ψ

(ν ∓m+ 1

2

)]Qmν−1/2(z)

±m!m−1∑k=0

(−1)k−m(z2−1)(k−m)/2

k!(m−k)2k−m+1 Qkν+k−m−1/2(z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 24 / 31

some particular cases for Legendre functions

Cohl's formulas (see Cohl (2010,2011))

In the sequel m,n ∈ {0, 1, 2, . . .}

±[∂

∂νPµν−1/2(z)

]ν=±n

=[ψ

(µ+ n+

12

)− ψ

(µ− n+

12

)]Pµn−1/2(z)

+n−1∑k=0

n! Γ (µ− n+ 1/2)(z2 − 1

)(n−k)/2

Γ(µ+ n− 2k + 1

2

)k!(n− k)2k−n+1

Pµ+n−kk−1/2 (z)

[∂

∂νQµν−1/2(z)

]ν=±n

= −√π

2eiπµ Γ

(µ− n+

12

)(z2 − 1

)−1/4Qnµ−1/2

(z√

z2 − 1

)

±n!n−1∑k=0

(z2 − 1

)(n−k)/2

2k−n+1k!(n− k)Qµ+k−nk−1/2 (z)

Howard Cohl (NIST) parameter di�erentiation April 7, 2011 25 / 31

references

Bessel references

A. Apelblat and N. Kravitsky.

Integral representations of derivatives and integrals with respect to the order of the Besselfunctions Jν(t), Iν(t), the Anger function Jν(t) and the integral Bessel function Jiν(t).IMA Journal of Applied Mathematics, 34(2):187�210, 1985.

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On the derivative of the associated Legendre function of the �rst kind of integer degreewith respect to its order (with applications to the construction of the associated Legendrefunction of the second kind of integer degree and order).Journal of Mathematical Chemistry, 46(1):231�260, June 2009.

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Howard Cohl (NIST) parameter di�erentiation April 7, 2011 30 / 31

summary

Future work in this classical area of Legendre functions

organize the known results, which are scattered, for parameter

derivatives in particular cases

�nd connections and pursue properties of Aµν ,B

µν ,C

µν ,D

µν functions

study multiple derivatives with respect to parameters

investigate anti-derivatives with respect to parameters

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