Poularikas A. D.

Special Functions
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999

1999 by CRC Press LLC

27
Special Functions
27.1 The Gamma and Beta Functions
27.2 Error Function
27.3 Sine and Cosine Integrals
27.4 Fresnel Integrals
27.5 Exponential Integrals
27.6 Elliptic Integrals
References

27.1 The Gamma and Beta Functions

27.1.1 Gamma Function

( z) =

t z 1

dt

Re{z} > 0

( x ) =

t x 1

dt

x>0

The gamma function converges for all x > 0.

27.1.2 Incomplete Gamma Function

( x, ) =

x 1 t

e dt

x > 0, > 0

27.1.3 Beta Function

1

B( x, y) =

x 1

(1 t ) y1 dt

The beta function is related to gamma function as follows:

B( x, y) =

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( x ) ( y)
( x + y)

x > 0, y > 0

27.1.4 Properties of (x)

Setting x + 1 in place of x we obtain

( x + 1) =

1.

x +11 t

e dt =

t e

x t

dt

x t

= t d (e ) = t e
x

xt

x 1 t

e dt

= x ( x )
From the above relation, we also obtain
( x + 1)
x
( x ) = ( x 1) ( x 1)
( x ) =

2.
3.

( x 1)
x 0,1, 2,L
x
5. From (27.1.1) with x = 1, we find that (1) = 1. Using (27.1.4.1) we obtain
( x ) =

4.

(2) = (1 + 1) = 1 (1) = 1 1 = 1
(3) = (2 + 1) = 2 (2) = 2 1
( 4) = (3 + 1) = 3 (3) = 3 2 1
6.

(n + 1) = n (n) = n(n 1)! = n!

n = 0,1, 2,L

7.

(n) = (n 1)!

n = 0,1, 2,L

To find ( 12 ) we first set t = u2

1
=
2

1/ 2 t

e dt =

2e

u2

du

(t = u 2 )

Hence, its square value is

2
1

x2
2e dx 2e y dy

=
2

0
0

=4

and thus

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/2

2
2
e y dy e x dx = 4 e r r dr d

0 0
0

=4

1
=
2 2

8.

1
=
2

Next, lets find the expression for (n + 12 ) for integer positive value of n. From (27.1.4.3) we obtain
9.

1
2 n + 1 2 n + 1 2 n + 1
2 n 1 2 n 1
n + =
=
1 (
1) =

2
2
2
2
2
2
=

2 n 1 2 n 3 2 n 3

2 2 2

If we proceed to apply (27.1.4.3), we finally obtain

10.

1
(2n 1)(2n 3)(2n 5)L(3)(1)
n + =

2
2n

Similarly we obtain
11.

3
(2n + 1)(2n 1)(2n 3)L(3)(1)
n + =

2
2 n+1

12.

1
(2n 3)(2n 5)L(3)(1)
n =

2
2 n1

Example
Applying (27.1.4.3) we find
2 n (n + 1) = 2 n n (n) = 2 n n(n 1) (n 1) = L = 2 n n(n 1)(n 2)L2 1
= 2 n n! = (2 1)(2 2)(2 3)L(2 n) = 2 4 6L2n
If n 1 is substituted in place of n, we obtain
2 4 6L(2n 2) = 2 n1 (n)

27.1.5 Duplication Formula

( z ) ( z + 12 ) = 212 z (2 z )

27.1.6 Graph of Gamma Function

Figure 27.1 shows the gamma function.

27.1.7 Definition of Beta Function

1

B( x, y) =

x 1

(1 t ) y1 dt

/2

B( x, y) =

2 sin
0

1999 by CRC Press LLC

2 x 1

cos y1 d

x > 0, y > 0

FIGURE 27.1 The gamma function.

B( x, y) =

u x 1

(u + 1)

x+y

du

x > 0, y > 0

B( x, y) =

( x ) ( y)
( x + y)

B( p,1 p) =

sin p

0 < p <1

Example

I=

1 3
x 1 / 2 (1 + x ) 2 dx = B , =
2 2

1
3

2 2
=
(2 )

27.1.8 Properties of Beta Function

1. B( x, y) = B( x + 1, y) + B( x, y + 1)
2. B( x, y) = B( y, x )

27.1.9 Table of Gamma and Beta Function Relations

TABLE 27.1 Gamma and Beta Function Relations

( x ) =

t x 1

x>0

dt

( x ) =

2u
0

1999 by CRC Press LLC

2 x 1 u

du

x>0

( / 2)
=
1
2

TABLE 27.1 Gamma and Beta Function Relations (continued)

1

( x ) =

1
log r

x 1

x>0

dr

( x + 1)
x

x 0, 1, 2,L

( x ) = ( x 1) ( x 1)

x 0, 1, 2,L

(1 x )
( x ) =
x

x 0,1, 2,L

(n) = (n 1)!

n = 1, 2, 3,L

( x ) =

, 0! =

1
=
2

1 1 3 5 L(2n 1)

n+
=
n

2
2

n = 1, 2,L

3 (2n + 1)(2n 1)(2n 3)L(3)(1)

n+
=
n +1

2
2

n = 1, 2,L

1 (2n 3)(2n 5)L(3)(1)

n
=
n 1

2
2

n = 1, 2,L

2 4 6 L 2n
2n

(n + 1) =

(2n) = 1 3 5L (2n 1) (n) 2

( x ) (1 x ) =

t e

a btc

n = 1, 2,L
n = 1, 2,L

sin x

x 0, 1, 2,L

n
e

1 n

n+

2
1 2 n
2

(2 n)
=
( n)

n! =

n = 1, 2,L

2 n + h

n = 1, 2,L

a + 1

c
dt =
c b ( a +1)/ c

x 1

(1 t ) y 1 dt

x > 0, y > 0

/2

B( x, y) =

2 sin

2 x 1

cos 2 y 1 d

x > 0, y > 0

B( x, y) =

u x 1

(u + 1)

x+y

du

x > 0, y > 0

B( x, y) =

( x ) ( y)
( x + y)

B( x, y) = B( y, x )
B( x,1 x ) =

sin x

B( x, y) = B( x + 1, y) + B( x, y + 1)

1999 by CRC Press LLC

h
1
<
n! 12n

a > 1, b > 0, c > 0

B( x, y) =

, 0<

0 < x <1
x > 0, y > 0

TABLE 27.1 Gamma and Beta Function Relations (continued)

B( x, n + 1) =

1 2 Ln
x ( x + 1)L( x + n)

x>0

27.1.10 Table of the Gamma Function

TABLE 27.2 (x), 1 x 1.99
x
1.0
.1
.2
.3
.4
.5
.6
.7
.8
.9

1.0000
.9514
.9182
.8975
.8873
.8862
.8935
.9086
.9314
.9618

.9943
.9474
.9156
.8960
.8868
.8866
.8947
.9106
.9341
.9652

.9888
.9436
.9131
.8946
.8864
.8870
.8859
.9126
.9368
.9688

.9835
.9399
.9108
.8934
.8860
.8876
.8972
.9147
.9397
.9724

.9784
.9364
.9085
.8922
.8858
.8882
.8986
.9168
.9426
.9761

.9735
.9330
.9064
.8912
.8857
.8889
.9001
.9191
.9456
.9799

.9698
.9298
.9044
.8902
8856
.8896
.9017
.9214
.9487
.9837

.9642
.9267
.9025
.8893
.8856
.8905
.9033
.9238
.9518
.9877

.9597
.9237
.9007
.8885
.8857
.8914
.9050
.9262
.9551
.9917

.9555
.9209
.8990
.8879
.8859
.8924
.9068
.9288
.9584
.9958

27.2 Error Function

27.2.1 Error Function
erf z =

e
z

t2

dt

27.2.2 Coerror Function

2

erfc z =

t2

dt = 1 erf z

27.2.3 Series Expansion

2
erf z =

n=0

( 1) n z 2 n+1
n!(2n + 1)

27.2.4 Symmetry Relation

erf ( z ) = erf z , erf z = (erf z )

27.3 Sine and Cosine Integrals

27.3.1 Sine Integral
Si( z ) =

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sin t
dt
t

z <

27.3.2 Cosine Integral

Ci( z ) = + ln z +

si( z ) = Si( z )

27.3.3

cos t 1
dt
t

arg z <

27.3.4 Auxiliary Functions

f ( z ) = Ci( z )sin z si( z )cos z,

g( z ) = Ci( z )cos z si( z )sin z

27.3.5 Series Expansion

Si( z ) =

n=0

( 1) n z 2 n+1
,
(2n + 1)(2n + 1)!

Ci( z ) = + ln z +

n =1

Si( z ) =

J
n=0

2
n + 21

z
2

( 1) n z 2 n
2n(2n)!

27.3.6 Symmetry Relation

Si( z ) = Si( z ), Si( z ) = [Si( z )] , Ci( z ) = Ci( z ) j,
0 < arg z < , Ci( z ) = [Ci( z )]

27.3.7 Value at Infinity

lim Si( x ) =
x

27.4 Fresnel Integrals

27.4.1 Fresnel Integrals
C( z ) =

t 2
cos
dt ,
2

S( z ) =

t 2
sin
dt
2

27.4.2 Extrema
C( x ) has extrema at x = 2n + 1,

S( x ) has extrema at x = 2n

27.4.3 Values at Infinity

C ( ) = S( ) =

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1
2

(n = 0,1, 2L)

27.4.4 Series Expansion

C( z ) =

n=0

( 1) n ( / 2) 2 n 4 n+1
z , S( z ) =
(2n)!( 4n + 1)

( 1) n ( / 2) 2 n+1

(2n + 1)!(4n + 3) z

4 n +3

n=0

27.4.5 Symmetry Relation

C( z ) = C( z ), S( z ) = S( z ), C( jz ) = jC( z ), S(iz ) = jS( z ),
C( z ) = [C( z )] , S( z ) = [S( z )]

27.4.6 Relation to Error Function

C( z ) + jS( z ) =

1+ j
erf
(1 j ) z
2
2

27.5 Exponential Integrals

27.5.1
27.5.2

E1 ( x ) =
En ( x ) =

e t
dt =
t

e xt
dt
t

e xt
dt
tn

( x > 0, n = 0,1, 2,L)

1 x
[e xEn ( x )]
n

En+1 ( x ) =

et
dt
t

27.5.3

Ei( x ) =

27.5.4

li( x ) =

(n = 1, 2,L)

( x > 0, Cauchy P.V.)

dt
= Ei(ln x )
ln t

( x > 1, Cauchy P.V.)

27.5.5 Series Expansions

E1 ( x ) = ln x

n =1

Ei( x ) = + ln x +

n =1

( 1) n x n
n n!

xn
n n!

( x > 0)

( = Eulers constant)

27.5.6 Special Values

En (0) =

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1
(n > 1),
n 1

E0 ( x ) =

e x
x

27.5.7 Derivatives
dEn ( x )
= En1 ( x )
dx

(n = 1, 2,L)

27.6 Elliptic Integrals

27.6.1 Elliptic Integrals of the First Kind
F(k, ) =

1 k sin
2

dt

(k 2 < 1, x = sin )

(1 t 2 )(1 k 2t 2 )

27.6.2 Elliptic Integrals of the Second Kind

E(k, ) =

1 k 2 sin 2 d =

1 k 2t 2

dt
1 t2

(k 2 < 1, x = sin )

27.6.3 Elliptic Integrals of the Third Kind

(k, n, ) =

d
(1 + n sin 2 ) 1 k 2 sin 2
dt
(1 + mt 2 ) (1 t 2 )(1 k 2t 2 )

(k 2 < 1, x = sin )

27.6.4 Complete Elliptic Integrals

K = K (k ) = F k, =
2

E = E(k ) = E k, =
2

/2

/2

d
1 k 2 sin 2
1 k 2 sin 2 d

(k 2 < 1)
(k 2 < 1)

27.6.5 Legendres Relation

E(k ) K (k ) + E(k ) K (k ) K (k ) K (k ) =

27.6.6 Differential Equations

k (1 k 2 )

d2K
dK
+ (1 3k 2 )
kK = 0
2
dk
dk

k (1 k 2 )

dE
d2E
+ (1 k 2 )
+ kE = 0
dk
dk 2

1999 by CRC Press LLC

(k = 1 k 2 )

27.6.7 Table of Complete Elliptic Integrals

TABLE 27.3 Numerical tables of complete elliptic integrals k = sin a (a in degrees)
a

0
1
2
3
4

1.5708
1.5709
1.5713
1.5719
1.5727

1.5708
1.5707
1.5703
1.5697
1.5689

50
51
52
53
54

1.9356
1.9539
1.9729
1.9927
2.0133

1.3055
1.2963
1.2870
1.2776
1.2681

81.0
81.2
81.4
81.6
81.8

3.2553
3.2771
3.2995
3.3223
3.3458

1.0338
1.0326
1.0314
1.0302
1.0290

5
6
7
8
9

1.5738
1.5751
1.5767
1.5785
1.5805

1.5678
1.5665
1.5649
1.5632
1.5611

55
56
57
58
59

2.0347
2.0571
2.0804
2.1047
2.1300

1.2587
1.2492
1.2397
1.2301
1.2206

82.0
82.2
82.4
82.6
82.8

3.3699
3.3946
3.4199
3.4460
3.4728

1.0278
1.0267
1.0256
1.0245
1.0234

10
11
12
13
14

1.5828
1.5854
1.5882
1.5913
1.5946

1.5589
1.5564
1.5537
1.5507
1.5476

60
61
62
63
64

2.1565
2.1842
2.2132
2.2435
2.2754

1.2111
1.2015
1.1920
1.1826
1.1732

83.0
83.2
83.4
83.6
83.8

3.5004
3.5288
3.5581
3.5884
3.6196

1.0223
1.0213
1.0202
1.0192
1.0182

15
16
17
18
19

1.5981
1.6020
1.6061
1.6105
1.6151

1.5442
1.5405
1.5367
1.5326
1.5283

65
65.5
66.0
66.5
67.0

2.3088
2.3261
2.3439
2.3622
2.3809

1.1638
1.1592
1.1545
1.1499
1.1453

84.0
84.2
84.4
84.6
84.8

3.6519
3.6852
3.7198
3.7557
3.7930

1.0172
1.0163
1.0153
1.0144
1.0135

20
21
22
23
24

1.6200
1.6252
1.6307
1.6365
1.6426

1.5238
1.5191
1.5141
1.5090
1.5037

67.5
68.0
68.5
69.0
69.5

2.4001
2.4198
2.4401
2.4610
2.4825

1.1408
1.1362
1.1317
1.1272
1.1228

85.0
85.2
85.4
85.6
85.8

3.8317
3.8721
3.9142
3.9583
4.0044

1.0127
1.0118
1.0110
1.0102
1.0094

25
26
27
28
29

1.6490
1.6557
1.6627
1.6701
1.6777

1.4981
1.4924
1.4864
1.4803
1.4740

70.0
70.5
71.0
71.5
72.0

2.5046
2.5273
2.5507
2.5749
2.5998

1.1184
1.1140
1.1096
1.1053
1.1011

86.0
86.2
86.4
86.6
86.8

4.0528
4.1037
4.1574
4.2142
4.2744

1.0086
1.0079
1.0072
1.0065
1.0059

30
31
32
33
34

1.6858
1.6941
1.7028
1.7119
1.7214

1.4675
1.4608
1.4539
1.4469
1.4397

72.5
73.0
73.5
74.0
74.5

2.6256
2.6521
2.6796
2.7081
2.7375

1.0968
1.0927
1.0885
1.0844
1.0804

87.0
87.2
87.4
87.6
87.8

4.3387
4.4073
4.4811
4.5609
4.6477

1.0053
1.0047
1.0041
1.0036
1.0031

35
36
37
38
39

1.7312
1.7415
1.7522
1.7633
1.7748

1.4323
1.4248
1.4171
1.4092
1.4013

75.0
75.5
76.0
76.5
77.0

2.7681
2.7998
2.8327
2.8669
2.9026

1.0764
1.0725
1.0686
1.0648
1.0611

88.0
88.2
88.4
88.6
88.8

4.7427
4.8478
4.9654
5.0988
5.2527

1.0026
1.0021
1.0017
1.0014
1.0010

40
41
42
43
44

1.7868
1.7992
1.8122
1.8256
1.8396

1.3931
1.3849
1.3765
1.3680
1.3594

77.5
78.0
78.5
79.0
79.5

2.9397
2.9786
3.0192
3.0617
3.1064

1.0574
1.0538
1.0502
1.0468
1.0434

89.0
89.1
89.2
89.3
89.4

5.4349
5.5402
5.6579
5.7914
5.9455

1.0008
1.0006
1.0005
1.0004
1.0003

45

1.8541

1.3506

80.0

3.1534

1.0401

89.5

6.1278

1.0002

1999 by CRC Press LLC

TABLE 27.3 Numerical tables of complete elliptic integrals k = sin a (a in degrees)

a

46
47
48
49

1.8691
1.8848
1.9011
1.9180

E
1.3418
1.3329
1.3238
1.3147

a
80.2
80.4
80.6
80.8

K
3.1729
3.1928
3.2132
3.2340

1.0388
1.0375
1.0363
1.0350

89.6
89.7
89.8
89.9

6.3509
6.6385
7.0440
7.7371

1.0001
1.0001
1.0000
1.0000

References
Abramowitz, M. and I. A. Stegun, editors, Handbook of Mathematical Functions, Dover Publications,
New York, NY, 1972.
Andrews, L. C., Special Functions for Engineers and Applied Mathematicians, Macmillan Publishing
Co., New York, NY, 1985.
Hochstadt, H., The Functions of Mathematical Physics, Dover Publications, New York, NY, 1971.
McLachlan, N. W., Bessel Functions for Engineers, 2nd Edition, Oxford, London, 1961.
Samson, G., Orthogonal Functions, Interscience Publishers, Inc., New York, NY, 1959.

1999 by CRC Press LLC