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14 Legendre and Related FunctionsReal Arguments

§14.20 Conical (or Mehler) Functions

Contents
  1. §14.20(i) Definitions and Wronskians
  2. §14.20(ii) Graphics
  3. §14.20(iii) Behavior as x\to 1
  4. §14.20(iv) Integral Representation
  5. §14.20(v) Trigonometric Expansion
  6. §14.20(vi) Generalized Mehler–Fock Transformation
  7. §14.20(vii) Asymptotic Approximations: Large \tau, Fixed \mu
  8. §14.20(viii) Asymptotic Approximations: Large \tau, 0\leq\mu\leq A\tau
  9. §14.20(ix) Asymptotic Approximations: Large \mu, 0\leq\tau\leq A\mu
  10. §14.20(x) Zeros and Integrals

§14.20(i) Definitions and Wronskians

Throughout §14.20 we assume that \nu=-\frac{1}{2}+i\tau, with \mu\geq 0and \tau\geq 0. (14.2.2) takes the form

14.20.1 \left(1-x^{2}\right)\frac{{\mathrm{d}}^{2}w}{{\mathrm{d}x}^{2}}-2x\frac{%
\mathrm{d}w}{\mathrm{d}x}-\left(\tau^{2}+\frac{1}{4}+\frac{\mu^{2}}{1-x^{2}}%
\right)w=0.

Solutions are known as conical or Mehler functions. For -1<x<1 and \tau>0, a numerically satisfactory pair of real conical functions is \mathsf{P}^{-\mu}_{-\frac{1}{2}+i\tau}\left(x\right) and \mathsf{P}^{-\mu}_{-\frac{1}{2}+i\tau}\left(-x\right).

Another real-valued solution \widehat{\mathsf{Q}}^{-\mu}_{-\frac{1}{2}+\mathrm{i}\tau}\left(x\right) of (14.20.1) was introduced in Dunster (1991). This is defined by

Equivalently,

\widehat{\mathsf{Q}}^{-\mu}_{-\frac{1}{2}+\mathrm{i}\tau}\left(x\right) exists except when \mu=\frac{1}{2},\frac{3}{2},\dots and \tau=0; compare §14.3(i). It is an important companion solution to \mathsf{P}^{-\mu}_{-\frac{1}{2}+\mathrm{i}\tau}\left(x\right) when \tau is large; compare §§14.20(vii), 14.20(viii), and 10.25(iii).

provided that \widehat{\mathsf{Q}}^{-\mu}_{-\frac{1}{2}+\mathrm{i}\tau}\left(x\right) exists.

§14.20(ii) Graphics

See accompanying text
Figure 14.20.1: \mathsf{P}^{0}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,1,2,4,8. Magnify
See accompanying text
Figure 14.20.2: \widehat{\mathsf{Q}}^{0}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,\tfrac{1}{2},1,2,4. Magnify
See accompanying text
Figure 14.20.3: \mathsf{P}^{-1/2}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,1,2,4,8. Magnify
See accompanying text
Figure 14.20.4: \widehat{\mathsf{Q}}^{-1/2}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=\tfrac{1}{2},1,2,4. (This function does not exist when \tau=0.) Magnify
See accompanying text
Figure 14.20.5: \mathsf{P}^{-1}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,1,2,4,8. Magnify
See accompanying text
Figure 14.20.6: \widehat{\mathsf{Q}}^{-1}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,\tfrac{1}{2},1,2,4. Magnify
See accompanying text
Figure 14.20.7: \mathsf{P}^{-2}_{-\frac{1}{2}+i\tau}\left(x\right),\tau=0,1,2,4,8. Magnify
See accompanying text
Figure 14.20.8: \widehat{\mathsf{Q}}^{-2}_{-\frac{1}{2}+i\tau}\left(x\right), \tau=0,\tfrac{1}{2},1,2,4. Magnify

§14.20(iv) Integral Representation

§14.20(v) Trigonometric Expansion

From (14.20.9) or (14.20.10) it is evident that \mathsf{P}_{-\frac{1}{2}+i\tau}\left(\cos\theta\right) is positive for real \theta.

§14.20(vi) Generalized Mehler–Fock Transformation

§14.20(vii) Asymptotic Approximations: Large \tau, Fixed \mu

For \tau\to\infty and fixed \mu,

uniformly for \theta\in(0,\pi-\delta], where I and K are the modified Bessel functions (§10.25(ii)) and \delta is an arbitrary constant such that 0<\delta<\pi. For asymptotic expansions and explicit error bounds, see Olver (1997b, pp. 473–474). See also Žurina and Karmazina (1966).

§14.20(viii) Asymptotic Approximations: Large \tau, 0\leq\mu\leq A\tau

In this subsection and §14.20(ix), A and \delta denote arbitrary constants such that A>0 and 0<\delta<2.

The variable \eta is defined implicitly by

14.20.21 {\left(\alpha^{2}+\eta\right)^{1/2}+\tfrac{1}{2}\alpha\ln\eta-\alpha\ln\left(%
\left(\alpha^{2}+\eta\right)^{1/2}+\alpha\right)}={\operatorname{arccos}\left(%
\frac{x}{\left(1+\alpha^{2}\right)^{1/2}}\right)+\frac{\alpha}{2}\ln\left(%
\frac{1+\alpha^{2}+\left(\alpha^{2}-1\right)x^{2}-2\alpha x\left(1+\alpha^{2}-%
x^{2}\right)^{1/2}}{\left(1+\alpha^{2}\right)\left(1-x^{2}\right)}\right)},

where the inverse trigonometric functions take their principal values. The interval -1<x<1 is mapped one-to-one to the interval 0<\eta<\infty, with the points x=-1 and x=1 corresponding to \eta=\infty and \eta=0, respectively.

§14.20(ix) Asymptotic Approximations: Large \mu, 0\leq\tau\leq A\mu

As \mu\to\infty,

14.20.22 \mathsf{P}^{-\mu}_{-\frac{1}{2}+i\tau}\left(x\right)=\frac{\exp\left(\mu\beta%
\operatorname{arctan}\beta\right)}{\Gamma\left(\mu+1\right)\left(1+\beta^{2}%
\right)^{\mu/2}}\frac{e^{-\mu\rho}}{\left(1+\beta^{2}-x^{2}\beta^{2}\right)^{1%
/4}}\left(1+O\left(\frac{1}{\mu}\right)\right),

uniformly for x\in(-1,1) and \tau\in[0,A\mu]. Here

14.20.23 \beta=\tau/\mu,

and the variable \rho is defined by

14.20.24 \rho=\frac{1}{2}\ln\left(\frac{\left(1-\beta^{2}\right)x^{2}+1+\beta^{2}+2x%
\left(1+\beta^{2}-\beta^{2}x^{2}\right)^{1/2}}{1-x^{2}}\right)+\beta%
\operatorname{arctan}\left(\frac{\beta x}{\sqrt{1+\beta^{2}-\beta^{2}x^{2}}}%
\right)-\frac{1}{2}\ln\left(1+\beta^{2}\right),

with the inverse tangent taking its principal value. The interval -1<x<1 is mapped one-to-one to the interval -\infty<\rho<\infty, with the points x=-1, x=0, and x=1 corresponding to \rho=-\infty, \rho=0, and \rho=\infty, respectively.

With the same conditions, the corresponding approximation for \mathsf{P}^{-\mu}_{-\frac{1}{2}+i\tau}\left(-x\right) is obtainable by replacing e^{-\mu\rho} by e^{\mu\rho} on the right-hand side of (14.20.22). Approximations for \mathsf{P}^{\mu}_{-\frac{1}{2}+i\tau}\left(x\right) and \widehat{\mathsf{Q}}^{-\mu}_{-\frac{1}{2}+i\tau}\left(x\right) can then be achieved via (14.9.7) and (14.20.3).

For extensions to complex arguments (including the range 1<x<\infty), asymptotic expansions, and explicit error bounds, see Dunster (1991). For the case of purely imaginary order and argument see Dunster (2013).

§14.20(x) Zeros and Integrals

For zeros of \mathsf{P}_{-\frac{1}{2}+i\tau}\left(x\right) see Hobson (1931, §237).

For integrals with respect to \tau involving \mathsf{P}_{-\frac{1}{2}+i\tau}\left(x\right), see Prudnikov et al. (1990, pp. 218–228).