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19 Elliptic IntegralsLegendre’s Integrals

§19.2 Definitions

Contents
  1. §19.2(i) General Elliptic Integrals
  2. §19.2(ii) Legendre’s Integrals
  3. §19.2(iii) Bulirsch’s Integrals
  4. §19.2(iv) A Related Function: R_{C}\left(x,y\right)

§19.2(i) General Elliptic Integrals

Let s^{2}(t) be a cubic or quartic polynomial in t with simple zeros, and let r(s,t) be a rational function of s and t containing at least one odd power of s. Then

19.2.1 \int r(s,t)\,\mathrm{d}t

is called an elliptic integral. Because s^{2} is a polynomial, we have

19.2.2 r(s,t)=\frac{(p_{1}+p_{2}s)(p_{3}-p_{4}s)s}{(p_{3}+p_{4}s)(p_{3}-p_{4}s)s}=%
\frac{\rho}{s}+\sigma,

where p_{j} is a polynomial in t while \rho and \sigma are rational functions of t. Thus the elliptic part of (19.2.1) is

19.2.3 \int\frac{\rho(t)}{s(t)}\,\mathrm{d}t.

§19.2(ii) Legendre’s Integrals

Assume 1-{\sin}^{2}\phi\in\mathbb{C}\setminus(-\infty,0] and 1-k^{2}{\sin}^{2}\phi\in\mathbb{C}\setminus(-\infty,0], except that one of them may be 0, and 1-\alpha^{2}{\sin}^{2}\phi\in\mathbb{C}\setminus\{0\}. Then

19.2.4 F\left(\phi,k\right)=\int_{0}^{\phi}\frac{\,\mathrm{d}\theta}{\sqrt{1-k^{2}{%
\sin}^{2}\theta}}=\int_{0}^{\sin\phi}\frac{\,\mathrm{d}t}{\sqrt{1-t^{2}}\sqrt{%
1-k^{2}t^{2}}},
19.2.5 E\left(\phi,k\right)=\int_{0}^{\phi}\sqrt{1-k^{2}{\sin}^{2}\theta}\,\mathrm{d}%
\theta\\
=\int_{0}^{\sin\phi}\frac{\sqrt{1-k^{2}t^{2}}}{\sqrt{1-t^{2}}}\,\mathrm{d}t.
19.2.7 \Pi\left(\phi,\alpha^{2},k\right)=\int_{0}^{\phi}\frac{\,\mathrm{d}\theta}{%
\sqrt{1-k^{2}{\sin}^{2}\theta}(1-\alpha^{2}{\sin}^{2}\theta)}=\int_{0}^{\sin%
\phi}\frac{\,\mathrm{d}t}{\sqrt{1-t^{2}}\sqrt{1-k^{2}t^{2}}(1-\alpha^{2}t^{2})}.

The paths of integration are the line segments connecting the limits of integration. The integral for E\left(\phi,k\right) is well defined if k^{2}={\sin}^{2}\phi=1, and the Cauchy principal value (§1.4(v)) of \Pi\left(\phi,\alpha^{2},k\right) is taken if 1-\alpha^{2}{\sin}^{2}\phi vanishes at an interior point of the integration path. Also, if k^{2} and \alpha^{2} are real, then \Pi\left(\phi,\alpha^{2},k\right) is called a circular or hyperbolic case according as \alpha^{2}(\alpha^{2}-k^{2})(\alpha^{2}-1) is negative or positive. The circular and hyperbolic cases alternate in the four intervals of the real line separated by the points \alpha^{2}=0,k^{2},1.

The cases with \phi=\pi/2 are the complete integrals:

19.2.8
K\left(k\right)=F\left(\pi/2,k\right),
E\left(k\right)=E\left(\pi/2,k\right),
D\left(k\right)=D\left(\pi/2,k\right)=(K\left(k\right)-E\left(k\right))/k^{2},
\Pi\left(\alpha^{2},k\right)=\Pi\left(\pi/2,\alpha^{2},k\right).

The principal branch of K\left(k\right) and E\left(k\right) is |\operatorname{ph}\left(1-k^{2}\right)|\leq\pi, that is, the branch-cuts are (-\infty,-1]\cup[1,+\infty). The principal values of K\left(k\right) and E\left(k\right) are even functions.

Legendre’s complementary complete elliptic integrals are defined via

19.2.8_1 {K^{\prime}}\left(k\right)=\int_{0}^{1}\frac{\,\mathrm{d}t}{\sqrt{1-t^{2}}%
\sqrt{1-(1-k^{2})t^{2}}},
19.2.8_2 {E^{\prime}}\left(k\right)=\int_{0}^{1}\frac{\sqrt{1-(1-k^{2})t^{2}}}{\sqrt{1-%
t^{2}}}\,\mathrm{d}t,

with a branch point at k=0 and principal branch |\operatorname{ph}k|\leq\pi. Let k^{\prime}=\sqrt{1-k^{2}}. Then

For more details on the analytical continuation of these complete elliptic integrals see Lawden (1989, §§8.12–8.14).

§19.2(iii) Bulirsch’s Integrals

Bulirsch’s integrals are linear combinations of Legendre’s integrals that are chosen to facilitate computational application of Bartky’s transformation (Bartky (1938)). Three are defined by

19.2.11_5 \operatorname{el1}\left(x,k_{c}\right)=\int_{0}^{\operatorname{arctan}x}\frac{%
1}{\sqrt{{\cos}^{2}\theta+k_{c}^{2}{\sin}^{2}\theta}}\,\mathrm{d}\theta,
19.2.12 \operatorname{el2}\left(x,k_{c},a,b\right)=\int_{0}^{\operatorname{arctan}x}%
\frac{a+b{\tan}^{2}\theta}{\sqrt{(1+{\tan}^{2}\theta)(1+k_{c}^{2}{\tan}^{2}%
\theta)}}\,\mathrm{d}\theta.

Here a,b,p are real parameters, and k_{c} and x are real or complex variables, with p\neq 0, k_{c}\neq 0. If -\infty<p<0, then the integral in (19.2.11) is a Cauchy principal value.

With

19.2.13
k_{c}=k^{\prime},
p=1-\alpha^{2},
x=\tan\phi,

special cases include

and

The integrals are complete if x=\infty. If 1<k\leq 1/\sin\phi, then k_{c} is pure imaginary.

Lastly, corresponding to Legendre’s incomplete integral of the third kind we have

§19.2(iv) A Related Function: R_{C}\left(x,y\right)

Let x\in\mathbb{C}\setminus(-\infty,0) and y\in\mathbb{C}\setminus\{0\}. We define

19.2.17 R_{C}\left(x,y\right)=\frac{1}{2}\int_{0}^{\infty}\frac{\,\mathrm{d}t}{\sqrt{t%
+x}(t+y)},

where the Cauchy principal value is taken if y<0. Formulas involving \Pi\left(\phi,\alpha^{2},k\right) that are customarily different for circular cases, ordinary hyperbolic cases, and (hyperbolic) Cauchy principal values, are united in a single formula by using R_{C}\left(x,y\right).

In (19.2.18)–(19.2.22) the inverse trigonometric and hyperbolic functions assume their principal values (§§4.23(ii) and 4.37(ii)). When x and y are positive, R_{C}\left(x,y\right) is an inverse circular function if x<y and an inverse hyperbolic function (or logarithm) if x>y:

The Cauchy principal value is hyperbolic:

For the special cases of R_{C}\left(x,x\right) and R_{C}\left(0,y\right) see (19.6.15).