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182    9. Elliptic and Hypergeometric Functions

        (5.8) Hypergeometric Differential Equation. The hypergeometric function F sat-
        isfies the following differential equation called the hypergeometric differential equa-
        tion:

                           d 2                    d
                   z(1 − z)    F + [c − (a + b + 1)z]  F − abF = 0.
                           dz 2                   dz
                                                   2

                                              1/2  n
           For the case of F(1/2, 1/2, 1; z) =    z this function satisfies
                                          0≤n  n
                               d 2            d      1
                       z(1 − z)    F + (1 − 2z)  F −  F = 0.
                               dz 2           dz     4
           This hypergeometric function can be used to evaluate the following elliptic inte-
        gral.
        (5.9) Theorem. For a complex number λ with |λ| < 1


                      (
                        π/2             −1/2         1 1
                                    2
                     2      1 − λ sin θ    dθ = π F   , , 1; λ .
                       0                             2 2
        Proof. Using the binomial series, we have
                               2    −1/2       − 1     n  2n
                       1 − λ sin θ    =        2  (−λ) sin  θ.
                                              n
                                         0≤n
        By (5.5) and integrating term by term, we obtain

                                                                     !
                                              1                   1
              (
                π/2             −1/2        −                    −
                                                    n n
                            2
             2      1 − λ sin θ    dθ =       2  (−1) λ  π(−1) n  2
               0                             n                   n
                                        0≤n
                                                1   2
                                              −     n        1 1
                                      = π       2  λ = π F    , , 1; λ .
                                               n             2 2
                                          0≤n
        This proves the theorem.
        Exercises
         1. Show that 
(s)
(1 − s) = π/ sin πs for 0 < Re(s)< 1, and prove that 
(s) prolongs
            to a mermorphic function on C using this functional equation.
         2. Show that the following formulas hold for |z| < 1.
            (a) zF(1, 1, 2;−z) = log(1 + z).
                             2
                                   −
            (b) zF(1/2, 1, 3/2;−z ) = tan 1(z).
                             2     −1
            (c) zF(1/2, 1/2, 3/2; z ) = sin  (z).
         3. Show that (d/dz)F(a, b, c; z) = (ab/c)F(a + 1, b + 1, c + 1; z).
         4. Show that T n (z) = F(n, −n, 1/2; (1 − z)/2) is a polynomial of degree n.
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