A COURSE OF

MODERN ANALYSIS
 A COURSE OF
MODERN ANALYSIS
AN INTRODUCTION TO THE GENERAL THEORY OF
INFINITE PROCESSES AND OF ANALYTIC FUNCTIONS;
WITH AN ACCOUNT OF THE PRINCIPAL
TRANSCENDENTAL FUNCTIONS

by

E. T. WHITTAKER
and

G. N. WATSON

FOURTH EDITION
Reprinted

CAMBRIDGE
UNIVERSITY PRESS
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Second edition 1915
Third edition 1920
Fourth edition 1927
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 PREFACE
TO THE F O U R T H E D I T I O N

ADVANTAGE has been taken of the preparation of the fourth edition of this
work to add a few additional references and to make a number of corrections
of minor errors.
Our thanks are due to a number of our readers for pointing out errors
and misprints, and in particular we are grateful to Mr E. T. Copson, Lecturer
in Mathematics in the University of Edinburgh, for the trouble which he has
taken in supplying us with a somewhat lengthy list.
E. T. W.
G. N. W.
June 18, 1927.
 CONTENTS
PART I. THE PROCESSES OF ANALYSIS
CHAPTER PAGE
I Complex N u m b e r s . . . . . . . . 33
II T h e T h e o r y of C o n v e r g e n c e . . . . . . 1 11
1
III Continuous Functions and Uniform Convergence . . . 41
41
IV T h e T h e o r y of R i e m a n n I n t e g r a t i o n . . . . . 6 61
1
V T h e f u n d a m e n t a l p r o p e r t i e s of A n a l y t i c F u n c t i o n s ; T a y l o r ' s , L a u r e n t ' s ,
and Liouville's T h e o r e m s . . . . . .
82
82
VI T h e T h e o r y of R e s i d u e s ; a p p l i c a t i o n t o t h e e v a l u a t i o n of Definite I n t e g r a l s 111
111
VII T h e e x p a n s i o n of f u n c t i o n s i n I n f i n i t e S e r i e s . . . . 1 125
2 5
VIII Asymptotic Expansions and S u m m a b l e Series . . . . 150
150
IX F o u r i e r Series and Trigonometrical Series . . . . 1 160
6 0
X L i n e a r Differential E q u a t i o n s . . . . . . 194
194
XI Integral Equations . . . . . . . 2 211
1 1

PART II. THE TRANSCENDENTAL FUNCTIONS

X I I The G a m m a Function . . . . . . . 2 235
3 5
XIII The Zeta Function ofRiemann . . . . . . 2 265
6 5
X I V The Hypergeometric Function . . . . . . 2 8 2811
X V Legendre Functions . . . . . . . 3 302
0 2
X V I The Confluent Hypergeometric Function . . . . . 3 337
3 7
X V I I Bessel Functions . . . . . . . . 3 355
5 5
IVI11 The Equations of Mathematical Physics . . . . . 386
XIX Mathieu Functions . . . . . . 404
XX Elliptic Functions. General theorems and the Weierstrassian Functions 429
XXI The Theta Functions . . . . . . . 462
XXII The Jacobian Elliptic Functions . . . . . . 491
XXIII Ellipsoidal Harmonics and Lame's Equation . . . . 536

APPENDIX 579
LIST OF A U T H O R S Q U O T E D 591
GENERAL INDEX 595

[NOTE. The decimal system of paragraphing, introduced by Peano, is adopted in this

work. The integral part of the decimal represents the number of the chapter and the
fractional parts are arranged in each chapter in order of magnitude. Thus, e.g., on
pp. 187, 188, § 9-632 precedes § 9 7 because 9632 < 9 7 . ]
 PART I
THE PROCESSES OF ANALYSIS
 CHAPTER I
COMPLEX NUMBERS

1*1. Rational numbers.

The idea of a set of numbers is derived in the first instance from the
consideration of the set of positive* integral numbers, or positive integers;
that is to say, the numbers 1, 2, 3, 4, .... Positive integers have many
properties, which will be found in treatises on the Theory of Integral
Numbers; but at a very early stage in the development of mathematics
it was found that the operations of Subtraction and Division could only be
performed among them subject to inconvenient restrictions ; and consequently,
in elementary Arithmetic, classes of numbers are constructed such that the
operations of subtraction and division can always be performed among them.
To obtain a class of numbers among which the operation of subtraction
can be performed without restraint we construct the class of integers, which
consists of the class of positivef integers (+ 1, -f 2, -f 3, ...) and of the class
of negative integers (—1, — 2, — 3, ...) and the number 0.
To obtain a class of numbers among which the operations both of sub-
traction and of division can be performed freely J, we construct the class of
rational numbers. Symbols which denote members of this class are \, 3,

We have thus introduced three classes of numbers, (i) the signless integers,
(ii) the integers, (iii) the rational numbers.
It is not part of the scheme of this work to discuss the construction of
the class of integers or the logical foundations of the theory of rational
nu m hers §.
The extension of the idea of number, which has just been described, was not effected
without some opposition from the more conservative mathematicians. In the latter half
of the eighteenth century, Maseres (1731-1824) and Frend (1757-1841) published works
on Algebra, Trigonometry, etc., in which the use of negative numbers was disallowed,
although Descartes had used them unrestrictedly more than a hundred years before.

• Strictly speaking, a more appropriate epithet would be, not positive, but signless.
f In the strict sense.
X With the exception of divisiou by the rational number 0.
§ Such a discussion, defining a rational number a* au ordered number-pair of integers in a
similar manner to that in which a complex number is defined in § 1-3 as an ordered number-pair
of real numbers, will be found in Hobson's Functions of a Real Variable, §§ 1-12.
4 THE PROCESSES OF ANALYSIS [CHAP. I

A rational number x may be represented to the eye in the following

manner:
If, on a straight line, we take an origin 0 and a fixed segment 0Px
{Px being on the right of 0), we can measure from 0 a length 0Px such that
the ratio 0Px/0Pi is equal to x; the point PX is taken on the right or left of
0 according as the number x is positive or negative. We may regard either
the point Px or the displacement 0Px (which will be written 0Px) as repre-
senting the number x.
All the rational numbers can thus be represented by points on the line,
but the converse is not true. For if we measure off on the line a length OQ
equal to the diagonal of a square of which 0Px is one side, it can be proved
that Q does not correspond to any rational number.
Points on the line which do not represent rational numbers may be said to represent
irrational numbers; thus the point Q is said to represent the irrational number
*'2» 1*414213.... But while such an explanation of the existence of irrational numbers
satisfied the mathematicians of the eighteenth century and may still be sufficient for
those whose interest lies in the applications of mathematics rather than in the logical
upbuilding of the theory, yet from the logical standpoint it is improper to introduce
geometrical intuitions to supply deficiencies in arithmetical arguments; and it was
shewn by Dedekind in 1858 that the theory of irrational numbers can be established on
a purely arithmetical basis without any appeal to geometry.

1*2. Dedekind's* theory of irrational numbers.

The geometrical property of points on a line which suggested the starting
point of the arithmetical theory of irrationals was that, if all points of a line
are separated into two classes such that every point of the first class is on
the right of every point of the second class, there exists one and only one
pi)int at which the line is thus severed.
Following up this idea, Dedekind considered rules by which a separationf
or section of all rational numbers into two classes can be made, these classes
(which will be called the Z-class and the iS-class, or the left class and the
right class) being such that they possess the following properties:
(i) At least one member of each class exists.
(ii) Every member of the Z-class is less than every member of the
jR-class.
It is obvious that such a section is made by any rational number x; and
x is either the greatest number of the Z-class or the least number of the
* The theory, though elaborated in 1858, was not published before the appearance of Dede-
kind's tract, Stetigkeit und irrationale Zahlen, Brunswick, 1872. Other theories are due to
Weierstrass [see von Dantscher, Die Weierstrasx'aclie Theorie der irrationalen Zahlen (Leipzig,
1908)] and Cantor, Math. Ann. v. (1872), pp. 123-130.
t This procedure formed the basis of the treatment of irrational numbers by the Greek
mathematicians in the sixth and fifth centuries B.C. The advance made by Dedekind consisted in
observing that a purely arithmetical theory could be built up on it.
1'2] COMPLEX NUMBERS 5

.ft-class. But sections can be made in which no rational number x plays this
part. Thus, since there is no rational number* whose square is 2, it is easy
to see that we may form a section in which the iZ-class consists of the positive
rational numbers whose squares exceed 2, and the Z-class consists of all
other rational numbers.
Then this section is such that the E-class has no least member and the
Z-class has no greatest member; for, if x be any positive rational fraction,

'&? &5 &$• - *• t

and 2 are in order of magnitude; and therefore given any member x of the
Z-class, we can always find a greater member of the Z-class, or given any
member x of the JR-class, we can always find a smaller member of the
J?-class, such numbers being, for instance, y and y. where y' is the same
function of x' as y of x.
If a section is made in which the JB-class has a least member A2, or if the
Z-class has a greatest member Al9 the section determines a rational-real
number; which it is convenient to denote by the samef symbol A2 or Ax.
If a section is made, such that the ii-class has no least member and the
Z-class has no greatest member, the section determines an irrational-real
number \.
If xy y are real numbers (defined by sections) we say that x is greater
than y if the Z-class defining x contains at least two§ members of the 22-class
defining y.
Let or, /J, ... be real numbers and let AJ} Blt ... be any members of the
corresponding Z-classes while A2> B2,... are any members of the corresponding
JJ-classes. The classes of which Al} A2y ... are respectively members will be
denoted by the symbols {A^, (A2),
Then the sum (written a + /S) of two real numbers a and j3 is defined as
the real number (rational or irrational) which is determined by the Z-class
(-4! + B^ and the jR-class (A2 + B2).
It is, of course, necessary to prove that these classes determine a section of the rational
numbers. It is evident that Al + Bl<A2 + B2 and that at least one member of each of the
classes {Ax-\-Bi\ (A2 + B2) exists. It remains to prove that there is, at most, one rational
* For if p\q be such a number, this fraction being in its lowest terms, it may be seen that
{2q-p)lip-q) is another such number, and 0<p-q<q, so that pjq is not in its lowest terms.
The contradiction implies that such a rational number does not exist.
+ This causes no confusion in practice,
X B. A. W. Russell defines the class of real numbers as actually being the class of all L-classes;
the class of real numbers whose L classes have a greatest member corresponds to the class of
rational numbers, and though the rational-real number x which corresponds to a rational number
x is conceptually distinct from it, no confusion arises from denoting both by the same symbol.
§ If the classes had only one member in common, that member might be the greatest
member of the L-class of x and the least member of the #-class of y.
6 THE PROCESSES OF ANALYSIS [CHAP. I

number which is greater than every A\ + Bx and less than every A2-\-B2; suppose, if possible,
that there are two, x and y (y>x). Let ax be a member of (A\) and let a2 be a member
of (A2); and let N be the integer next greater than (a2-al)/{^(j/-x)}. Take the last of
the numbers aj-f ^,(a 2 -ai), (where w=0, 1, ... N), which belongs to (At) and the first of
them which belongs to (A2); let these two numbers be cu c2. Then

Choose dx, d2 in a similar manner from the classes defining ft; then

But c2 + d2^y, cx+d^x, and therefore c 2 +d2-Ci-rfi > y - # ; we have therefore

arrived at a contradiction by supposing that two rational numbers or, y exist belonging
neither to (Ax + B{) nor to (A2 + B2).
If every rational number belongs either to the class (Ax + Bi) or to the class (A2 + B2\
then the classes (Al + Bl), (A2 + B2) define an irrational number. If one rational numbers
exists belonging to neither class, then the Z-class formed by x and (J,+2? x ) and the
72-class (A2-\-B2) define the rational-real number x. In either case, the number defined
is called the sum a+p.
The difference a-/9 of two real numbers is defined by the Z-class (Ax — B2) and the
7?-class {A2~BX).
The product of two positive real numbers a, p is defined by the i?-class (A2B2)
and the Z-class of all other rational numbers.
The reader will see without difficulty how to define the product of negative real num-
bers and the quotient of two real numbers; and further, it may be shewn that real
numbers may be combined in accordance with the associative, distributive and commuta-
tive laws.
The aggregate of rational-real and irrational-real numbers is called the
aggregate of real numbers; for brevity, rational-real numbers and irrational-
real numbers are called rational and irrational numbers respectively.

1*3. Complex numbers.

We have seen that a real number may be visualised as a displacement
along a definite straight line. If, however, P and Q are any two points in a
plane, the displacement PQ needs two real numbers for its specification; for
instance, the differences of the coordinates of P and Q referred to fixed
rectangular axes. If the coordinates of P be (£, rj) and those of Q ((• -I- xt 97-f 3/),
the displacement PQ may be described by the symbol [xy y\ We are thus
led to consider the association of real numbers in ordered* pairs. The natural
definition of the sum of two displacements [x, y\ [x\ y'] is the displacement
which is the result of the successive applications of the two displacements;
it is therefore convenient to define the sum of two number-pairs by the
equation
0 , y] 4- [a?', y) = [x + x\ y 4- y'\
* The order of the two terms distinguishes the ordered number-pair [ar, y] from the ordered
number-pair [y, x].
1'3] COMPLEX NUMBERS 7

The product of a number-pair and a real number x is then naturally

defined by the equation
xr x [x, y] = [xx, x'y\
We are at liberty to define the product of two number-pairs in any
convenient manner; but the only definition, which does not give rise to
results that are merely trivial, is that symbolised by the equation
[x, y] x [x\ yf] = \xx' - yy\ xy + xy].
It is then evident that
0, 0] x [x, y] = [xx\ xy] = xx [x, y]
and [0, y] x [x\ y'] = [- yy\ x'y] = y x [- y\ x'\
The geometrical interpretation of these results is that the effect of
multiplying by the displacement [#, 0] is the same as that of multiplying by
the real number x\ but the effect of multiplying a displacement by [0, y]
is to multiply it by a real number y and turn it through a right angle.
It is convenient to denote the number-pair [x, y] by the compound
symbol x + iy\ and a number-pair is now conveniently called (after Gauss)
a complex number; in the fundamental operations of Arithmetic, the complex
number x -f t'0 may be replaced by the real number x and, defining i to mean
0 + il, we have i2 = [0, 1] x [0,1] = [— 1, 0 ] ; and so i2 may be replaced by — 1.
The reader will easily convince himself that the definitions of addition
and multiplication of number-pairs have been so framed that we may perform
the ordinary operations of algebra with complex numbers in exactly the same
way as with real numbers, treating the symbol i as a number and replacing
the product ii by — 1 wherever it occurs.
Thus he will verify that, if a, b, c are complex numbers, we have
a -f b = b -f a,
ab — ba,

ab . c = a. be,
a (b + c) = ab 4- ac,
and if ab is zero, then either a or b is zero.
It is found that algebraical operations, direct or inverse, when applied to
complex numbers, do not suggest numbers of any fresh type; the complex
number will therefore for our purposes be taken as the most general type
of number.
The introduction of the complex number has led to many important developments in
mathematics. Functions which, when real variables only are considered, appear as
essentially distinct, are seen to be connected when complex variables are introduced :
8 THE PROCESSES OF ANALYSIS [CHAP. I

thus the circular functions are found to be expressible in terms of exponential function;*
of a complex argument, by the equations

Again, many of the most important theorems of modern analysis are not true if the
numbers concerned are restricted to be real; thus, the theorem that every algebraic
equation of degree n has n roots is true in general only when regarded as a theorem
concerning complex numbers.
Hamilton's quaternions furnish an example of a still further extension of the idea
of number. A quaternion
w+xi+yj+zk
in formed from four real numbers u\ .r, yy z, and four number-units 1, i, j , /•, in the same
way that the ordinary complex number x + iy might be regarded as being formed from
two real numbers #, y, and two number-units 1, i. Quaternions however do not obey
the commutative law of multiplication.

1*4. The modulus of a complex number.

Let x 4- iy be a complex number, x and y being real numbers. Then
the positive square root of x2 4- y2 is called the rnoduhes of (x + iy), and is
written
\x + iy\.
Let us consider the complex number which is the sum of two given
complex numbers, x 4- iy and u + iv. We have
(x 4- iy) 4- (u+ iv) = (x + u) + i(y + v).
The modulus of the sum of the two numbers is therefore

or {(a-2 4- y2) 4- (u2 + v2) 4- 2 (xu, + yv)}K

But
{j x 4- iy ( 4- | u 4- iv j }2 = {(x2 4- yrf 4- (n2 4- vrf}2
= O 2 4- y2) 4- O 2 + v2) + 2 O'~ 4- y2f (u2 4-1/-)~
= (#2 + V2) + O 2 4- v2) 4- 2 {(aw 4- y^)2 4- O - yu)-)K
and this latter expression is greater than (or at least equal to)
(;t;2 + y2) 4- (u2 4- v2) 4- 2 (aw + yv).
We have therefore
| # + iy | 4- | n 4- w | ^ | (x 4- iy) 4 (u 4- iv) |,
i.e. the modulus of the sum of two complex numbers cannot be greater than the
sum of their moduli; and it follows by induction that the modulus of the sum
of any number of complex numbers cannot be greater than the sum of their
moduli.
T4, 1*5] COMPLEX NUMBERS 9

Let us consider next the complex number which is the product of two
given complex numbers, x + iy and u + iv\ we have
(x + iy) (u 4- iv) = (xu - yv) 4- i (xv -f yu),
and so | (x -f iy) (u + iv) | = [{xu — yv)2 4- (xv + yu)2} *

= I a? + i y I I w + iv |.
modulus of the product of two complex numbers (and hence, by in-
duction, of any number of complex numbers) is therefore equal to the product
of their moduli.

1*5. The Argand diagram.

We have seen that complex numbers may be represented in a geometrical
diagram by taking rectangular axes Ox, Oy in a plane. Then a point P
whose coordinates referred to these axes are x, y may be regarded as
representing the complex number x -f iy. In this way, to every point of
the plane there corresponds some one complex number; and, conversely, to
every possible complex number there corresponds one, and only one, point of
the plane. The complex number x + iy may be denoted by a single letter* z.
The point P is then called the representative point of the number z\ we
shall also speak of the number z as being the affix of the point P.
If we denote (x2 + y2)* by r and choose 6 so that rcosd = x, rsin# = y,
then r and 0 are clearly the radius vector and vectorial angle of the point P,
referred to the origin 0 and axis Ox.
The representation of complex numbers thus afforded is often called the
Argand diagramf.
By the definition already given, it is evident that r is the modulus of z.
The angle 6 is called the argument, or amplitude, or phase, of z.
We write 6 = arg z.
From geometrical considerations, it appears that (although the modulus of a complex
number is unique) the argument is not unique J ; if B be a value of the argument, the
other values of the argument are comprised in the expression 2nn+6 where n is any
integer, not zero. The principal value of arg z is that which satisfies the inequality
-IT < arg z ^ ir.

* It is convenient to call x and y the real and imaginary parts of z respectively. We fre-
quently write x = R (2), y = I{z).
f It was published by J. 11. Argand, Essai sur une vuiniere de represcnter Us quantites iviagin-
aircs dam les constructions gt<mxttriqucs (1806); it had however previously been used by Gaufls,
in his Helmstedt dissertation, 1799 (Werkc, in. pp. 20-23), who had discovered it in Oct. 1797
(Math. Ann. LVII. p. 18); and Caspar Wessel hud discussed it in a memoir presented to th>:
Danish Academy in 1797 and published by that Society in 1798-9. The phrase complex number
first occurs in 1831, Gauss, Werke, 11. p. 102.
% See the Appendix, § A-521.
10 THE PROCESSES OF ANALYSIS [CHAP. I

If P , and P 2 are the representative points corresponding to values zx

and z2 respectively of zy then the point which represents the value zx + z* is
clearly the terminus of a line drawn from P 1 ? equal and parallel to that
which joins the origin to P 2 .
To find the point which represents the complex number zxz2) where zx and
z2 are two given complex numbers, we notice that if
zx == rx (cos 6X + i sin 0,),
z* = r2 (cos #& + i sin 0a)
then, by multiplication,
^1^2 = n r a (cos (0j -f 02) + i sin ( ^ + 02)).
The point which represents the number zxz2 has therefore a radius vector
measured by the product of the radii vectores of Px and P 2 | and a vectorial
angle equal to the sum of the vectorial angles of Pj and P 2 .

REFERENCES.
The logical foundations of the theory of number.
A. N. WHITEHEAD AND B. A. W. RUSSELL, Principia Mathematica (1910-1913).
B. A. W. RUSSELL, Introduction to Mathematical Philosophy (1919).
On irrational numbers.
R. DEDEKIND, Stetigkeit uv.d irrationale Zahlen. (Brunswick, 1872.)
V. VON DANTSCHER, Vorlesungen ueber die Weierstrastfsche Theorie der irrationalen
Zahlen. (Leipzig, 1908.)
E. W. HOBSON, Functions of a Real Variable (1907), Ch. I.
T. J. I'A. BROMWICH, Theory of Infinite Series (1908), Appendix I.
On complex numbers.
H. HANKEL, Theorie der complexen Zahlen-systeme. (Leipzig, 1867.)
O. STOLZ, Voi'lesungen iiber allgemeine Arithmetic II. (Leipzig, 1886.)
G. H. HARDY, A course of Pure Mathematics (1914), Ch. ill.

MISCELLANEOUS EXAMPLES.

1. Shew that the representative points of the complex numbers l + 4 i , 2 + 7i, 3 + 10i',
are collinear.
2. Shew that a parabola can be drawn to pass through the representative points of
the complex numbers
2 + i, 4 + 4t', 6 + 9i', 8 + 16i", 10 + 25i.
3. Determine the nth roots of unity by aid of the Argand diagram ; and shew that the
number of primitive roots (roots the powers of each of which give all the roots) is the
number of integers (including unity) less than n and prime to it.
Prove that if $u 62, #3, ••• be the arguments of the primitive roots, 2cos/>0=O when
p is a positive integer less than —} T-> where a, 6, c, ... k are the different constituent
aoc... AT
primes of n; and that, when p=-~-—-, 2cospfl= 7 LI where /x is the number of
the constituent primes. (Math. Trip. 1895.)
 CHAPTER II
THE THEORY OF CONVERGENCE

21. The definition* of the limit of a sequence.

Let zu z2, z3, ... be an unending sequence of numbers, real or complex.
Then, if a number I exists such that, corresponding to every positivef
number 6, no matter how small, a number n0 can be found, such that
|*»-J|<e
for all values of n greater than nOy the sequence (zn) is said to tend to the limit I
as n tends to infinity.
Symbolic forms of the statementJ ' the limit of the sequence (^n), as n
tends to infinity, is I' are:
lim zn == I, lim zn = I, zn —• I as n —> oo .

If the sequence be such that, given an arbitrary number N (no matter

how large), we can find HQ such that \zn\> N for all values of n greater than
n0, we say that (\zn\ tends to infinity as n tends to infinity,' and we write
| zn | - * oo .
In the corresponding case when —xn>N when n>n0 we say that
xn -> - oo .
If a sequence of real numbers does not tend to a limit or to oo or to — oo ,
the sequence is said to oscillate.
2*11. Definition of the phrase ' of the order of*
If (f n ) and (zn) are two sequences such that a number n0 exists such that
I (£n/zn) I < K whenever n > nQ) where K is independent of n, we say that fn is
' of the order of' zn, and we write§

., 15n
thus

If lim(£ n /s w ) = 0, we write £« = o(* n ).

* A definition equivalent to this was first given by John Wallis in 1655. [Opera, i. (1695),
p. 382.]
t The number zero is excluded from the class of positive numbers.
X The arrow notation is due to Leathern, Camb. Math. Tract*, No. 1.
§ This notation is due to Bachmann, Zahlentheorie (1894), p. 401, and Landau, Privizahlen,
i. (1909), p. 61.
12 THE PROCESSES OF ANALYSIS [CHAP. II

2*2. The limit of an increasing sequence.

Let (xn) be a sequence of real numbers such that xn+l^xn for all values
of n; then the sequence tends to a limit or else tends to infinity (and so it does
not oscillate).
Let x be any rational-real number; then either:
(i) xn^x for all values of n greater than some number n0 depending on
the value of x.
Or (ii) xn<x for every value of n.
If (ii) is not the case for any value of x (no matter how large), then
xn -> oo.
But if values of x exist for which (ii) holds, we can divide the rational
numbers into two classes, the Z-class consisting of those rational numbers x
for which (i) holds and the i?-class of those rational numbers x for which (ii)
holds. This section defines a real number or, rational or irrational.
And if e be an arbitrary positive number, a - £e belongs to the Z-class
which defines a, and so we can find nx such that # n > a — £ e whenever n > nx;
and a4-^6 is a member of the U-class and so xn<a + £e. Therefore,
whenever n >nu
| a - xn | < e.
Therefore # n
Corollary. A decreasing sequence tends to a limit or to — oo.
Example 1. If limzm»I, limzm'**l\ then lim(zm+Zm)=zl+V.
For, given c, we can find n and n' such that
(i) when m>7i, | zm — 11 < £c, (ii) when m > n\ | zmr — V j < \*.
Let n\ be the greater of n and n'; then, when m > nx t

and this is the condition that lim (zm+Zm)~l+V.

Example 2. Prove similarly that \im(zm-zm')=*l-lr, lim (zmzm') — ll\ and, if £'4=0,

Example 3. If 0 < x < 1, xn -*» 0.

For if x=(l+a)~\ a > 0 and

by the binomial theorem for a positive integral index. And it is obvious that, given a
positive number f, we can choose UQ such that (1 +na)~l < € when n > Wo; and so xH •+> 0.

2*21. Limit-points and the Bolzano-Weierstrass* theorem.

Let (xn) be a sequence of real numbers. If any number G exists such
* This theorem, frequently ascribed to Weierstrass, was proved by Bolzano, Abh. der k.
bohmischen Ges. der Wiss. v. (1817). [Beprinted in Klassiker der Exakten WUt., No. 153.] It
seems to have been known to Cauchy.
 2 # 2-2*22] THE THEORY OF CONVERGENCE 13

that, for every positive value of e, no matter how small, an unlimited number
of terms of the sequence can be found such that
G — e < xn < G 4- e,
then G is called a limit-pointy or cluster-pointy of the sequence.
Bolzano's theorem is that, if \^xn^p, where \ , p are independent of n}
then the sequence (xn) has at least one limit-point
To prove the theorem, choose a section in which (i) the 2J-class consists
of all the rational numbers which are such that, if A be any one of them,
there are only a limited number of terms xn satisfying xn > A; and (ii) the
i-class is such that there are an unlimited number of terms xn such that xn^a
for all members a of the i-class.
This section defines a real number G; and, if e be an arbitrary positive
number, G — £e and G + £e are members of the L and R classes respectively,
and so there are an unlimited number of terms of the sequence satisfying
G-e<G- %€<xn^ G + £e <(? + e,
and so G satisfies the condition that it should be a limit-point.

2*211. Definition of * the greatest of the limits.*

The number G obtained in § 2*21 is called 'the greatest of the limits of
the sequence (xn).' The sequence (xn) cannot have a limit-point greater
than G; for if G' were such a limit-point, and £ = £((?' — G), G' — e is a
member of the Ji-class defining G, so that there are only a limited number of
terms of the sequence which satisfy xn > Gf — e. This condition is incon-
sistent with G' being a limit-point. We write

The ' least of the limits/ L, of the sequence (written litn xn) is defined to be
- lim ( - xn).

2*22. CAUCHY'S* THEOREM ON THE NECESSARY AND SUFFICIENT CON-

DITION FOR THE EXISTENCE OF A LIMIT.
We shall now shew that the necessary and sufficient condition for the
existence of a limiting value of a sequence of numbers zu z2, z3,... is that,
corresponding to any given positive number 6, however small, it shall be
possible to find a number n such that
! Zn+p -Zn\<€

for all positive integral values of p. This result is one of the most important
and fundamental theorems of analysis. It is sometimes called the Principle
of Convergence.
* Analyse Algtbrique (1821), p. 125.
14 THE PROCESSES OF ANALYSIS [CHAP. II

First, we have to shew that this condition is necessary, i.e. that it is

satisfied whenever a limit exists. Suppose then that a limit I exists; then
(§ 21) corresponding to any positive number e, however small, an integer n
can be chosen such that
I zn ~ I | < H | Zn+p - I | < H
for all positive values of p; therefore
I Zn+p - Zn | = I (Zn+p~ 0 ~ (*n ~ 0 |
^ | ^ n + p - Z | + | Zn - J | < 6,
which shews the necessity of the condition
\zn+p-Zn\<€,

and thus establishes the first half of the theorem.

Secondly, we have to prove* that this condition is sufficient, i.e. that if
it is satisfied, then a limit exists.
(I) Suppose that the sequence of real numbers (xn) satisfies Cauchy's
condition; that is to say that, corresponding to any positive number €, an
integer n can be chosen such that
p "Xn\<€

for all positive integral values of p.

Let the value of n, corresponding to the value 1 of €, be m.
Let X,, px be the least and greatest of xlf x2, ... xm\ then
Xj - 1 < xn < px + 1,
for all values of n; write X, — t = X, px 4-1 «= p.
Then, for all values of n, X < xn < p. Therefore by the theorem of § 2*21,
the sequence (xn) has at least one limit-point 0.
Further, there cannot be more than one limit-point; for if there were
two, G and H (H < G), take e < £ (G - H). Then, by hypothesis, a number
n exists such that | xn+p — xn | < € for every positive value of p. But since G
and H are limit-points, positive numbers q and r exist such that
| G-xn+q\<€, I #-a;n+r|<€.
Then | G - xn+q \ + | xn+q - xn \ + | xn - xn+r |. 4-1 xn+r - H j < 4e.
But, by § 1*4, the sum on the left is greater than or equal to | G — H |.
Therefore G — H < 4e, which is contrary to hypothesis; so there is only
one limit-point. Hence there are only a finite number of terms of the sequence
outside the interval (G - 8, G + 8), where 8 is an arbitrary positive number;

* This proof is given by Stolz and Gmeiner, Theoretische Arithmetik, n. (1902), p. 144.
2*3] THE THEORY OF CONVERGENCE 15

for, if there were an unlimited number of such terms, these would have a
limit-point which would be a limit-point of the given sequence and which
would not coincide with 0; and therefore G is the limit of (xn).
(II) Now let the sequence (zn) of real or complex numbers satisfy
Cauchy's condition; and let zn = xn + iynf where xn and yn are real; then for
all values of n and p
%n+p ~ # n | ^ | £n+p — ^n |> | 1/n+p — J/n | ^ | ^n+j> "" ^n |-

Therefore the sequences of real numbers (xn) and (yn) satisfy Gauchys
condition; and so, by (I), the limits of (xn) and (yn) exist. Therefore, by
§ 2*2 example 1, the limit of (zn) exists. The result is therefore established.
23. Convergence of an infinite series.
Let ult v2, u3, ... un, ... be a sequence of numbers, real or complex. Let
the sum
Ux + Uo + ... + Un
be denoted by Sn.
Then, if # n tends to a limit S as n tends to infinity, the infinite series
ux + u* + u3 + u4 -f ...
is said to be convergent, or to converge to the sum S. In other cases, the
infinite series is said to be divergent. When the series converges, the
expression S — Sn) which is the sum of the series

is called the remainder after n terms, and is frequently denoted by the

symbol Rn.
The sum un+1 + t*n+2 + ... + Un+P
will be denoted by SntP.
It follows at once, by combining the above definition with the results
of the last paragraph, that the necessary and sufficient condition for the
convergence of an infinite series is that, given an arbitrary positive number e,
we can find n such that | SthP | < e for every positive value of p.
Since un+1 = $ n t l , it follows as a particular case that lim un+i = 0—in other
words, the r?th term of a convergent series must tend to zero as a tends to
infinity. But this last condition, though necessary, is not sufficient in itself
to ensure the convergence of the series, as appears from a study of the series

In this series, Sn,n = ^ + - L + - L + ... + £ .

The expression on the right is diminished by writing (2n)~1 in place of

each term, and so SHtn>^.
 16 THE PROCESSES OF ANALYSIS [CHAP. II

Therefore &*H = 1 + £,, 2 + & 2 + S4,4 4- #8,8 + S16,16 + ... + S8M»

so the series is divergent; this result was noticed by Leibniz in 1673.

There are two general classes of problems which we are called upon to
investigate in connexion with the convergence of series :
(i) We may arrive at a series by some formal process, e.g. that of
solving a linear differential equation by a series, and then to justify the
process it will usually have to be proved that the series thus formally ob-
tained is convergent. Simple conditions for establishing convergence in
such circumstances are obtained in §§ 2*31-2*61.
(ii) Given an expression 8, it may be possible to obtain a development
n
8- 2 um + Rn) valid for all values of n; and, from the definition of a limit,
m=l
00

it follows that, if we can prove that Rn —» 0, then the series 2 um converges

m=l
and its sum is 8. An example of this problem occurs in § 5*4.
Infinite series were used* by Lord Brouncker in Phil. Trans, n. (1668), pp. 645-649,
and the term convergent was introduced by James Gregory, Professor of Mathematics at
Edinburgh, in the same year; the term divergent was introduced by N. Bernoulli in 1713.
Infinite series were used systematically by Newton in 1669, De analyst per aequat. num.
term, inf., and he investigated the convergence of hypergeometric series (§ 14*1) in 1704.
But the great mathematicians of the eighteenth century used infinite series freely without,
for the most part, examining their convergence. Thus Euler gave the sum of the series

as zero, on the ground that

•-A. ' <«

The error of course arises from the fact that the series (b) converges only when | z \ < 1,
and the series (c) converges only when | z \ > 1, so the series (a) never converges.
For the history of researches on convergence, see Pringsheim and Molk, Encyclopedie
des Set. Math., i. (1) and Eeiff, Geschichte der unendlichen Reihm (Tubingen, 1889).

2*301. Abel's inequality}.

Letfn >fn+i > 0 fw all integer values of n. Then fu where
A is the greatest of the sums
Ifli + aa+Oal, -.., |O1 + O I + . . . + O m | .
* See also the note to § 2*7.
+ Journal fiir Math. i. (1826), pp. 311-339. A particular case of the theorem of § 231,
Corollary (i), also appears in that memoir.
2*301, 2*31] THE THEORY OF CONVERGENCE 17
For, writing ax + <h + • • • + »n = sn, we have

2
*i (/i -

Since/! - / 2 , / a —/s, ••• are not negative, we have, when n = 2, 3, ... m,

| *n-i | (/n-i -fn) < ^ (/n-i ~/n) \ also j 5W | fm ^ Afm>
and so, summing and using § 1*4, we get

dnfn
n=l

e:
Corollary. If a,, a8, ... »i, w2, ... are any numbers, real or complex,

2 anwn

where A is the greatest of the sums 2 an , (p-1,2, ... m). (Hardy.)

231. Dirichlet's* test for convergence.

Let an < K, where K is independent of p. Then, if fn >/ n + 1 > 0

and lim/ n = Of, 2 a n / n converges.

For, since lim/ n = 0, given an arbitrary positive number e, we can find m
such t h a t / m + 1 < e/2K.
m+q
Then an < 2K, for all positive values of q; so
n=m+l
that, by Abel's inequality, we have, for all positive values of p,
m+p
2 an/n
where A <2K.
m+p
Therefore 2 an/n < e; and so, by § 2'3, 2 anfn converges.
n=rn+l
+l n=l
00

Corollary (i). AbeVs test for convergence. If 2 an converges and the sequence (un) is
n=l
monotonic (i.e. un^un + i always or else un^un
00
+i always) and |W W |<K, where K is
independent of n, then 2 anun converges.
n=l
For, by §2*2, un tends to a limit u; let | ^ - w n | = / n . Then fn-*-0 steadily; and
therefore 2 anfn converges But, if (un) is an increasing sequence,/ n =^-w n , and so*
n=l
00 00 00

2 (u — un)an converges; therefore since 2 uan converges, 2 unan converges. If (un) is

»=1 n=l n=l
a decreasing sequence fn = un — u, and a similar proof holds.
* Journal de Math. (2), vn. (1862), pp. 253-255. Before the publication of the 2nd edition
of Jordan's Cours d'Analyse (1893), Dirichlet's test and Abel's test were frequently jointly described
as the Dirichlet-Abel test, see e.g. Pringsheim, Math. Ann. xxv. (1885), p. 423.
t In these circumstances, we say fH -*» 0 steadily.
18 THE PROCESSES OF ANALYSIS [CHAP. II

Corollary (ii). Taking an=.(-)n~l in Dirichlet's test, it follows that, if / n ^ / M + 1

and lim fn = 0, fx - / 2 + / 3 - / 4 +... converges.
p
Example 1. Shew that if O<0<2*r, 2 sin?i0 <cosec£0; and deduce that, if
n=l
00 00

/n-*-0 steadily, 2 / n sin n$ converges for all real values of 0, and that 2 fn cos wtf converges
»=1 n=l
if 6 is not an even multiple of n.
oo

Example 2. Shew that, if /n-*-0 steadily, 2 (-) n / H cosw0 converges if 6 is real and
n=l
30
n
not an odd multiple of IT and 2 (— ) / n sin nd converges for all real values of 6. [Write
n=l
or + 6 for 6 in example 1.]
2*32. Absolute and conditional convergence.
oo

In order that a series % un of real or complex terms may converge, it is

fi=i
00

sufficient (but not necessary) t h a t t h e series of moduli 2 \un\ should

n=l
00

converge. For, if arntP = | un+l \ -f |u n + 2 \ + ... + 1 u n + p \ and if 2 \un\ converges,

n=l
we can find n, corresponding to a given number e, such that a-n>p < e for all
oo

values of p. B u t | SHtP \ ^ <rntP < e, and so 2 un converges.

»=i
The condition is not necessary; for, writing fn = 1/n in § 2*31, corollary (ii),
we see that j - ^ + ^"~^ + --- converges, though (§ 2'3) the series of moduli
i - f i - f ^ + | + . . . i s known to diverge.

In this case, therefore, the divergence of the series of moduli does not
entail the divergence of the series itself.
Series, which are such that the series formed by the moduli of their terms
are convergent, possess special properties of great importance, and are called
absolutely convergent series. Series which though convergent are not abso-
lutely convergent (i.e. the series themselves converge, but the series of moduli
diverge) are said to be conditionally convergent.
oo I
2*33. The geometric seines, and the series % —.
»=i n*
The convergence of a particular series is in most cases investigated, not
by the direct consideration of the sum 8ntPf but (as will appear from the
following articles) by a comparison of the given series with some other series
which is known to be convergent or divergent. We shall now investigate
the convergence of two of the series which are most frequently used as
standards for comparison.
2*32, 233] THE THEORY OF CONVERGENCE 19
(I) The geometric series.
The geometric series is defined to be the series

Consider the series of moduli

l + | s | + |s|2 + | * | « + ,..;
for this series SntP = | z | n + 1 + | z | n + a + ... + \z |

I Z |n+1
Hence, if | z \ < 1, then SntP <1~—-— z for all values of p, and, by § 2*2,
~" I \
example 3, given any positive number e, we can find n such that
i*|-+i{i_i,i]-i<e.
Thus, given e, we can find n such that, for all values of p, SntP < €. Hence,
by § 2*22, the series
1 + | * | + \z\*+...
is convergent so long as | z \ < 1, and therefore the geometric series is absolutely
convergent if\z\< 1.
When | z \ ^ 1, the terms of the geometric series do not tend to zero as n
tends to infinity, and the series is therefore divergent.

(II) The series I + I + I + 1 + 1 + ....

n \
Consider now the series Sn = 2 — , where s is greater than 1.
m
m=l
, 1 1 2 1
have ^ +^ < ^
1 1 1 1 4 1
^ I I i <- =

4* 5* 6* 7* 4* 4*- 1 '
and so on. Thus the sum of 2^ — 1 terms of the series is less than
1 1 1 1 1 1
18-i ^ 2* -1 4* -1 8*"1 *"
and so the sum of any number of terms is less than (1 — 21~*)~'1. Therefore
n
the increasing sequence 2 m~* cannot tend to infinity; therefore, by § 2*2,
ra = l
00
1
the series 2 — is convergent if s>\\ and since its terms are all real and
n
n= l
positive, they are equal to their own moduli, and so the series of moduli of
the terms is convergent; that is, the convergence is absolute.
20 THE PROCESSES OF ANALYSIS [CHAP. II

If 8 = 1, the series becomes

which we have already shewn to be divergent; and when 5 < 1, it is a fortiori

divergent, since the effect of diminishing s is to increase the terms of the
00
1
series. The series 2 — is therefore divergent if s ^ 1.

2*34. The Comparison Theorem.

We shall now shew that a series u^ + u2 + uz + ... is absolutely con-
vergent, provided that | un \ is always less than C \ vn |, ivhere C is some number
independent of n, and vn is the nth term of another series which is known to
be absolutely convergent
For, under these conditions, we have
| un+11 + | un+21 + ... + | un+p \<G{\ vn+, | + | vn+21 + ... + | vn+p |},
where n and p are any integers. But since the series 2v n is absolutely
convergent, the series 2 | vn | is convergent, and so, given e, we can find n
such that
I vn+11 + ! v n+2 1 + ... + | vn+p | < e/C,
for all values of p. It follows therefore that we can find n such that
| Un+1 | + | t*n+2 | + ... + | Un+p \ < 6,
for all values of p, i.e. the series 2 | un \ is convergent. The series %un is
therefore absolutely convergent.
Corollary. A series is absolutely convergent if the ratio of its wth term to the ?ith
term of a series which is known to be absolutely convergent is less than some number
independent of n.
Example 1. Shew that the series
p COS 3-2 + -2 COS 4 2 + . . .

is absolutely convergent for all real values of z.

When z is real, we have |cosws|<l, and therefore I, cos nz —o. The moduli of
the terms of the given series are therefore less than, or at most equal to, the corresponding
terms of the series
1 JL i i
which by § 2*33 is absolutely convergent. The given series is therefore absolutely
convergent.
Example 2. Shew that the series
1 1 1 1

where zn^eni, (^=1, 2, 3, ...)

is convergent for all values of 2, which are not on the circle | z | = 1.
2'34, 2'3 5] THE THEORY OF CONVERGENCE 21
The geometric representation of complex numbers is helpful in discussing a question of
this kind. Let values of the complex number z be represented on a plane ; then the
numbers zlt z2, z3, ... will give a sequence of points which lie on the circumference of the
circle whose centre is the origin and whose radius is unity; and it can be shewn that
every point on the circle is a limit-point (§ 2*21) of the points zn.
For these special values zn of z, the given series does not exist, since the denomi-
nator of the nth term vanishes when z — zn. For simplicity we do not discuss the series
for any point z situated on the circumference of the circle of radius unity.
Suppose now that |«|=t=l. Then for all values of n, |«-e M | ^ | {1 - j*|} \>c\ for
some value of c; so the moduli of the terms of the given series are less than the corre-
sponding terms of the series

l2 + 2~2 + 32 + 42+"-'
which is known to be absolutely convergent. The given series is therefore absolutely
convergent for all values of z, except those which are on the circle | z | = 1.
It is interesting to notice that the area in the 2-plane over which the series converges
is divided into two parts, between which there is no intercommunication, by the circle
1*1-1.
Example 3. Shew that the series

2 s i n | + 4 s i n | + 8sin ^ + :..+2»sin ~ + ...

converges absolutely for all values of z.

Since* lim 3 n sin(s/3 n )=z, we can find a number k, independent of n (but depending
w-^oo
on 2), such that 13nsin (*/3w) \<k; and therefore

Since 2 h ( - ) converges, the given series converges absolutely.

2*35. Cauchys test for absolute convergence-^.

If lim j un j 1/n < 1, 2 un converges absolutely.

tt-^00 7»=l

For we can find m such that, when n^m, \un\lln^p<l, where p is

00
independent of n. Then, when n > m, | un \ < pn; and since 2 pn converges,
n=m+l
it follows from § 2*34 that X un (and therefore 2 un) converges ab-
n=m+l \ n=l /
solute ly.
— 00

[NOTE. If lim | un \ 1/w> 1, un does not tend to zero, and, by § 2*3, 2 w* does not
converge.]
* This is evident from results proved in the Appendix.
t Analyse Algebrique, pp. 132-135.
22 THE PROCESSES OF ANALYSIS [CHAP. II

2*36. D'Alembert's* ratio test for absolute convergence.

We shall now shew that a series
ux + u* + u% + u4 + ...
is absolutely convergent, provided that for all values of n greater than some
fixed value r, the ratio is less than p, where p is a positive number
independent of n and less than unity.
For the terms of the series

are respectively less than the corresponding terms of the series

which is absolutely convergent when p < 1; therefore 2 un (and hence

the given series) is absolutely convergent.
A particular case of this theorem is that if lim | (un+1/un) | = I < 1, the
n-*- oo
series is absolutely convergent.
For, by the definition of a limit, we can find r such that

< | (1 - Z), when n > r,

and then ^ < | (1 + Z) < 1,

when n > r.

[NOTE. If lim |w n + i-r-w»j>l, w>» does not tend to zero, and, by § 2-3, 2 un does not
n=l
converge.]
Example 1. If | c | <1, shew that the series

converges absolutely for all values of z.

[Forwn+1/2£n=c<n + 1)2-n2e*=c2n + 1 e'-^0, asn-^oo, if | c | < L ]
Example 2. Shew that the series
a-b gi ( a - 6 ) ( a ~ 2 6 ) J t (a-6)(a-26)(a-36)
+ +
2! 3! "** 4! "t"'"
converges absolutely if | z \<\ b | - 1 .

[For - ^ = ^ z-*~-bz, as w-*-oo ; so the condition for absolute convergence is

* Opuscules, t. v. (1768), pp. 171-182.

2-36, 2-37] THE THEORY OF CONVERGENCE 23

Example 3. Shew t h a t the series 2 , , _ ^ - converges absolutely if | s | < l .

n—1
[For, when \z\<\, ^ - ( l + w 1 ) * ! > ( 1 +n~l)n-\z» \ > 1 + 1 + ^ p + --- ~ 1>1
» so the

moduli of the terms of t h e series are less t h a n the corresponding terms of the series
2 n I zn~l I; b u t this latter series is absolutely convergent, and so the given series con-
/* = !
verges absolutely.]
+1
237. A general theorem on series for ivhich lim 1.
CO

It is obvious that if, for all values of n greater than some fixed value r,
| un+l | is greater than \un\, then the terms of the series do not tend to zero as
n —+ x , and the series is therefore divergent. On the other hand, if
is less than some number which is itself less than unity and independent
of n (when n > r), we have shewn in § 2*36 that the series is absolutely con-
vergent. The critical case is that in which, as n increases, - ^ tends to
un
the value unity. In this case a further investigation is necessary.

We shall now shew that* a series u^ -f u2 + n3 + ..., in which lim

will be absolutely convergent if a positive number c exists such that

\
For, compare the series 2 I un \ with the convergent series 2vn, where

and A is a constant; we have

n

As n —> oo ,

and hence we can find m such that, when n>m,

By a suitable choice of the constant A, we can therefore secure that for

all values of n we shall have
| «n \<vn.
As 2v n is convergent, 2 | un \ is also convergent, and so 2w,t is absolutely
convergent.
* This is the second (D'Alembert's theorem given in § 2-36 being the first) of a hierarchy of
theorems due to De Morgan. See Chrystal, Algebra, Ch. xxvi. for an historical account of
these theorems.
24 THE PROCESSES OF ANALYSIS [CHAP. II

Corollary. If (—\ where Ax is independent of n,

then the series is absolutely convergent if Ax < — 1.
00 n
/ 1\
Example. Investigate the convergence of 2 nr exp ( — k2 —),when r>k and when
n=i \ i ffl/
r<k.
2*38. Convergence of the hypergeometric series.
The theorems which have been given may be illustrated by a discussion
of the convergence of the hypergeometric series
g.b q(a-f 1)6(6+1) a a(a + l)(a + 2)6(6 + l)(6 + 2)
+
l . c * + 1 . 2 . c ( c + l) 1 . 2 . 3 . c(c + l)(c + 2) 4
which is generally denoted (see Chapter XIV) by F(a> 6; c; ^).
If c is a negative integer, all the terms after the (1 — c)th have zero
denominators; and if either a or 6 is a negative integer the series will
terminate at the (1 - a)th or (1 — 6)th term as the case may be. We shall
suppose these cases set aside, so that a, 6, and c are assumed not to be
negative integers.
In this series
^ -> ^ ,
as n oo
We see therefore, by § 2*36, that the series is absolutely convergent when
| z | < 1, and divergent when \ z \ > 1.
When I z I = 1, we have *

un

Let a, 6, c be complex numbers, and let them be given in terms of their real
and imaginary parts by the equations
a —a' + ia", 6 = 6' + ib"f c = c + ic".

m
Then we have

Un
1+ +0
a +V-c'-\
1+

By § 2*37, Corollary, a condition for absolute convergence is

a' + j ' _ c' < o.

* The symbol 0 (I//*2) does not denote the same function of n throughout. See § 2*11.
2-38-2*41] THE THEORY OF CONVERGENCE 25

Hence when \ z | = 1, a sufficient condition* for the absolute convergence of

the hypergeometric series is that the real part of a + b — c shall be negative.
2*4. Effect of changing the order of the terms in a series.
In an ordinary sum the order of the terms is of no importance, for it
can be varied without affecting the result of the addition. In an infinite
series, however, this is no longer the casef, as will appear from the following
example.
T ^ , 1 1 1 1 1 1 1 1
Let 2 - 1 + 3 - 2 + 5 + 7-4 + 5+ 11-6+...,
i ~ , l l l l l
and # = i _ - + - _ i + -_-+...,
and let 2 n and Sn denote the sums of their first n terms. These infinite
series are formed of the same terms, but the order of the terms is different,
and so 2 n a n d Sn are quite distinct functions of n.
l l 1
Let + ...+• - 1 so

l 1 1
.11
1
27*
1 1
==z
o An" 2 * 2 7 1 - 2&n
__ / ( I ,
T*n- >^2n) + It ^

r( 1^
4n + 2^2n-
Making n —> oo , we see that

and so the derangement of the terms of S has altered its sum.

Example. If in the series
1--+--1+
the order of the terms be altered, so that the ratio of the number of positive terms to the
number of negative terms in the first n terms is ultimately a2, shew that the sum of the
series will become log (2a). (Manning.*)

2*41. The fundamental property of absolutely convergent series.

We shall shew that the sum of an absolutely convergent series is not
affected by changing the order in which the terms occur.
Let S = «! + u2 + u3 + ...
* The condition is also necessary. See Bromwicb, Infinite Series, pp. 202-204.
+ We say that the series 2 vn consists of the terms of 2 un in a different order if a law
71 = 1 11 = 1
is given by which corresponding to each positive integer p we can find one (and only one)
integer q and vice versa, and vq is taken equal to up. The result of this section was noticed by
Dirichlet, Berliner Abh. (1837), p. 48, Journal de Math. iv. (1839), p. 397. See also Cauchy,
RisumH analytiques (Turin, 1833), p. 57.
26 THE PROCESSES OF ANALYSIS [CHAP. II

be an absolutely convergent series, and let S' be a series formed by the same
terms in a different order.
Let e be an arbitrary positive number, and let n be chosen so that
I Un+1 \ + \Un 2 I + • • • + I Un I < - €
for all values of p.
Suppose that in order to obtain the first n terms of S we have to take
m terms of 8f; then if k > m,
Sk = Sn 4- terms of S with suffices greater than n,
so that
Sk —S = Sn — S + terms of S with suffices greater than n.
Now the modulus of the sum of any number of terms of S with suffices
greater than n does not exceed the sum of their moduli, and therefore is less
than g ۥ
Therefore \Sk -S\ < | S n - S | + L .
But | S n - 8\ ^ lim {\un+i | +1 un+21 + ... +\un+p \}
l

Therefore given e we can find m such that

|s;-s|<e
when k>m\ therefore Sm'—>S, which is the required result.
If a series of real terms converges, but not absolutely, and if Sp be the
sum of the first p positive terms, and if <rn be the sum of the first n negative
terms, then Sp—> oo , crn—•— oo ; and \im(Sp + <rn) does not exist unless we
are given some relation between p and n. It has, in fact, been shewn by
Riemann that it is possible, by choosing a suitable relation, to make
lim (Sp + an) equal to any given real number*.
2*5. Double series^.
Let um>n be a number determinate for all positive integral values of m
and n ; consider the array

U2f i , M 2> 2 > 'M-2, 3 , • • •

^3,1 ) ^ 3 , 2> ^ 3 , 3> • • •

• Gen. Werke, p. 221.

t A complete theory of double series, on which this account is based, is given by Pringsheim,
Munchener Sitzungsberichte, xxvn. (1897), pp. 101-152. See further memoirs by that writer,
Math. Ann. LIII. (1900), pp. 289-321 and by London, ibid. pp. 322-370, and also Bromwich,
Infinite Series, which, in addition to an account of Pringsheim's theory, contains many develop-
ments of the subject. Other important theorems are given by Bromwich, Proc. London Math.
Soc. (2), i. (1904), pp. 176-201.
2'5, 2*51] THE THEORY OF CONVERGENCE 27
Let the sum of the terms inside the rectangle, formed by the first
m rows of the first n columns of this array of terms, be denoted by Smtn.
If a number S exists such that, given any arbitrary positive number e, it
is possible to find integers m and n such that
\S^-S\<e
whenever both fj, > m and v > n, we say* that the double series of which the
general element is wM|l, converges to the sum S> and we write
lim >SM,,= S.

If the double series, of which the general element is | i/Mfl, |, is convergent,

we say that the given double series is absolutely convergent.
Since %,„ = (£M>„ - £M>„_!) - (£M_i>v - £,*_,,„_,), it is easily seen that, if
the double series is convergent, then
lim u^ „ = 0.

Stolz necessary and sufficient^ condition for convergence. A condition for

convergence which is obviously necessary (see § 2*22) is that, given e, we can
find m and n such that | Stl+Pt v+a — $M> „ j < e whenever p > m and v > n and
p, a may take any of the values 0, 1, 2, .... The condition is also sufficient;
for, suppose it satisfied; then, when /jL>m + n, | ^ +P>M+P - $M|M | < e.
Therefore, by §2*22, $M)M has a limit S; and then making p and a tend to
infinity in such a way that /JL + p = v + a, we see that | S — $M> „ | ^ e when-
ever fi > m and v > n; that is to say, the double series converges.
Corollary. An absolutely convergent double series is convergent. For if the double
series converges absolutely and if tniin be the sum of m rows of n columns of the series of
moduli, then, given e, we can find /x such ,that, when p>m>yi and q>n>p, tPtq — tm,n<€.
But \Sp,q-Smtn\^tPtq-tintn and so |^p,a->S'm,n|<€ when p>m>^y q>n>ti\ and this
is the condition that the double series should converge.

2*51. Methods\ of summing double series.

oo ao

Let us suppose that 2 u^v converges to the sum S^. Then 2 >S> is
called the sum by rows of the double series; that is to say, the sum by rows
o c / a o \ o o / o o v

is 1 I 2 u^„). Similarly, the sum by columns is defined as 2 ( 2 wM v).

That these two sums are not necessarily the same is shewn by the example
jJL - f V
, in which the sum by rows is — 1, the sum by columns is 4 - 1 ;
and S does not exist.
* This definition is practically due to Cauchy, Analyse Alciebrique, p. 540.
f This condition, stated by Stolz, Math. Ann. xxiv. (1884), pp. 157-171, appears to have
been first proved by Pringsheim.
X These methods are due to Cauchy.
28 THE PROCESSES OF ANALYSIS [CHAP. II

PRINGSHEIM'S THEOREM* : If 8 exists and the sums by rows and columns

exist, then each of these sums is equal to S.
For since S exists, then we can find m such that
i, v > m.
And therefore, since lim 8^ „ exists, | ( lim $Mt „) — SI ^ e; that is to say,

when fi>m, and so (§ 2 22) the sum by rows converges to S.

In like manner the sum by columns converges to S.

2*52. Absolutely convergent double series.

We can prove the analogue of § 2*41 for double series, namely that if the
terms of an absolutely convergent double series are taken in any order as a
simple series, their sum tends to the same limit, provided that every term occurs
in the summation.
Let a^y be the sum of the rectangle of /A rows and v columns of the
double series whose general element is | u^v |; and let the sum of this double
series be o\ Then given e we can find m and n such that <r — a^ v < e
whenever both fi > m and v > n.
Now suppose that it is necessary to take N terms of the deranged series
(in the order in which the terms are taken) in order to include all the terms
of Sjf+i,jf+1, and let the sum of these terms be ty.
Then ty - 8M±XtM+i consists of a sum of terms of the type uPtq in which
p>myq>n whenever M>m and M>n; and therefore
€
I W — £>lf+l,if+11 ^ <* ~ &M+1, M+l <
2 2 '

Also, 8 — Sjr+i(<w+i consists of terms uPtq in which p > mf q > n ; therefore

| S - £jf+i, j/+i | < o- — o-jt+hM+i < 2 € 5 therefore | S-tN\ < e; and, corresponding
to any given number e, we can find JV; and therefore

Example 1. Prove that in an absolutely convergent double series, 2 unuH exists, and
H=l
thence that the sums by rows and columns respectively converge to S.
[Let the sum of /x rows of v columns of the series of moduli be *Mt „, and let t be the sum
of the series of moduli.
oo oo
Then 2 | u~v \<t, and so 2 u^v converges ; let its sum be 6M; then

and so 2 6M converges absolutely. Therefore the sum by rows of the double series
exists, and similarly the sum by columns exists; and the required result then follows from
Pringsheim's theorem.]
• Loc. cit. p. 117.
2*52-2*6] THE THEORY OF CONVERGENCE 29
Example 2. Shew from first principles that if the terms of an absolutely convergent
double series be arranged in the order

this series converges to S.

2*53. Cauchys theorem* on the multiplication of absolutely convergent
series.
We shall now shew that if two series
8 = ux -f u2 -f w3 + • • •
and T = vx + v2 + v3 + ...
are absolutely convergent, then the series
P = UXVX + M,V! + tt, V2 +• . . . ,
formed by the products of their terms, written in any order, is absolutely con-
vergent, and has for sum ST.
Let S W = W1 + M 9 + .

Then ST = lim Sn lira T n = lkn

by example 2 of § 2*2. Now
SnTn = MiVj + UM -f ... +

But this double series is absolutely convergent; for if these terms are
replaced by their moduli, the result is a-nrn, where
<rn = I "i I + I "21 + ... + \iin I,
T» = |VI | + |v 2 ! + ... + ! yn I,
and <7nrn is known to have a limit. Therefore, by § 252, if the elements of
the double series, of which the general term is umvn, be taken in any order,
their sum converges to ST.
Example. Shew that the series obtained by multiplying the two series
1
+ | + ^ + | + ^ + - . *+-, + ? + ? + - .
and rearranging according to powers of z, converges so long as the representative point of z
lies in the ring-shaped region bounded by the circles |s| = l and \z | = 2.
2*6. Power-Series f.
A series of the type
0O + axz -f a222 + a / 4 - ...,
in which the coefficients a0, alt a2} a3,... are independent of z, is called a series
proceeding according to ascending powers of z, or briefly a power-series.
* Analyse Algebrique, Note VII.
t The results of this section are due to Cauchy, Analyse Algebrique, Ch. ix.
 30 THE PROCESSES OF ANALYSIS [CHAP. II

We shall now shew that if a power-series converges for any value z0 of z,

it will be absolutely convergent for all values of z whose representative points
are within a circle which passes through zQ and has its centre at the origin.
For, if z be such a point, we have | z \ < \ z0 |. Now, since 2 OnV* converges,
n=0
anzon must tend to zero as n—too, and so we can find M (independent of n)
such that
| an zon | < if.
Thus | anzn | < M T I *
00

Therefore every term in the series 2 | anz11 | is less than the corresponding
term in the convergent geometric series
n
2M
z
n=0 o
the series is therefore convergent; and so the power-series is absolutely
convergent, as the series of moduli of its terms is a convergent series;
the result stated is therefore established.
Let lim |an|~"1/n = r ; then, from §2*35, 2 anzn converges absolutely when
u=0
oo

I z | < r; if | z \ > r, anz does not tend to zero and so 2 anzn diverges (§ 2*3).
v

»=o
The circle | z | = r, which includes all the values of z for which the
power-series
a0 + axz + a2z* + azz* -f ...
converges, is called the circle of convergence of the series. The radius of
the circle is called the radius of convergence.
In practice there is usually a simpler way of finding r, derived from d'Alembert's
test (§ 2*36); r is lim (a»/an + 1) if this limit exists.
A power-series may converge for all values of the variable, as happens, for
instance, in the case of the series*
z* z*

which represents the function sin z ; in this case the series converges over the
whole s-plane.
On the other hand, the radius of convergence of a power-series may be
zero ; thus in the case of the series

we have = n\z\,

* The series for e9, sinz, cos 2 and the fundamental properties of these functions and of
log z will be assumed throughout. A brief account of the theory of the functions is given
in the Appendix.
2*61] THE THEORY OF CONVERGENCE 31

which, for all values of n after some fixed value, is greater than unity when
z has any value different from zero. The series converges therefore only at
the point z = 0, and the radius of its circle of convergence vanishes.
A power-series may or may not converge for points which are actually on
the periphery of the circle ; thus the series
z z2 z3 z4
+ +
p 2* + 3* + 4* + ''"'
whose radius of convergence is unity, converges or diverges at the point z = 1
according as s is greater or not greater than unity, as was seen in § 2*33.
Corollary. If (an) be a sequence of positive terms such that lim (an + j/aw) exists, this
limit is equal to lim an1/H.

261. Convergence of series derived from a power-series.

Let a0 + axz + a^z2 -h a3z* + a4z4 -f
be a power-series, and consider the series

which is obtained by differentiating the power-series term by term. We

shall now shew that the derived sevies has the same circle of convergence as the
original series.
For let z be a point within the circle of convergence of the power-series;
and choose a positive number rlt intermediate in value between \z\ and r the
00

radius of convergence. Then, since the series 2 anrxn converges absolutely, its
terms must tend to zero as n —> oo ; and it must therefore be possible to find a
positive number M, independent of ?i, such that | an j < Mrx~n for all values
of n.
CO

Then the terms of the series 2 n | a n | \z\n~l are less than the corre-
n=l
sponding terms of the series
M - n\z\n~l
r l n = i TV1"1 '
But this series converges, by § 2*36, since | z \ < rx. Therefore, by § 2*34, the
series

00

converges; that is, the series 2 nanzn~l converges absolutely for all points z
n=l
00

situated within the circle of convergence of the original series 2 anzn. When
n=»0
I z I > r, anzn does not tend to zero, and a fortiori nanzn does not tend to
zero; and so the two series have the same circle of convergence.
 32 THE PROCESSES OP ANALYSIS [CHAP. II

• a zn+l
Corollary. The series 2 - w —- , obtained by integrating the original power-series
»=ott+ 1
<x>
term by term, has the same circle of convergence as 2 anzn.
n=0

27. Infinite Products.

We next consider a class of limits, known as infinite products.
Let 1 + «i, 1 + Oa, 1 + 03, ... be a sequence such that none of its members
vanish. If, as n —> oo, the product
(1 + a,) (1+ a2) (1 + a,) ... (1 + an)
(which we denote by II n ) tends to a definite limit other than zero, this limit
is called the value of the infinite product
n = (1 + 00(1 + 0 0 ( 1 + a , ) . . . ,
and the product is said to be convergent*. It is almost obvious that a necessary
condition for convergence is that lim an = 0, since lim Hn-i = lim Il n =f 0.
The limit of the product is written II (1 + an).
n=l

Now n (1 + an) « exp { t log (1 + an)\,

n=l U=l J
andf exp { lim um] = lim {exp um]

if the former limit exists; hence a sufficient condition that the product
should converge is that 2 log(l + an) should converge when the logarithms
n«=l
have their principal values. If this series of logarithms converges absolutely,
the convergence of the product is said to be absolute.
The condition for absolute convergence is given by the following theorem :
in order that the infinite product

may be absolutely convergent, it is necessary and sufficient that the series

ch + a2 + a 3 + ...
should be absolutely convergent.
For, by definition, II is absolutely convergent or not according as the
series
log(l + o1) + log(l+o 8 )+log(l + a 0 + . . .
is absolutely convergent or not.
* The convergence of the product in which an_i = - 1/n2 was investigated by Wallis as early
as 1655.
f See the Appendix, § A-2.
27, 271] THE THEORY OF CONVERGENCE 33

Now, since lim an = 0, we can find m such that, when n > m, \ an \ < \ ; and
then
i an~l log (1 + a,,) - 1 | =
i 1 -2
22 "•" 2 s ~*~ * " ~~ 2 '
log (1 + On) 3
^; therefore, by the comparison
And thence, when n > m, -
theorem, the absolute convergence of 2 log (1 -f G^) entails that of %an and
conversely, provided that an 4= — 1 for any value of n.
This establishes the result*.
If, in a product, a finite number of factors vanish, and if, when these are suppressed,
the resulting product converges, the original product is said to converge to zero. But such
00

a product as n (1 - n ~l) is said to diverge to zero.

n=2
Corollary. Since, if £n-**/, exp (JSn)-*- exp I, it follows from §2*41 that the factors
of an absolutely convergent product can be deranged without affecting the value of the
product.
CO 00

Example 1. Shew that if n (1 +a n ) converges, so does 2 log (l+o*), if the logarithms

»=1 n=l
have their principal values.
Example 2. Shew that the infinite product
sin z sin \z sin \z sin \z

is absolutely convergent for all values of z.

[For ( s i n - ) / ( - ) can be written in the form 1—-?, where | \n \<k and k is inde-
\ nj 1 \nj n
oc ^
pendent of n; and the series 2 ~ is absolutely convergent, as is seen on comparing
n
n=l
00 1

it with 2 -g. The infinite product is therefore absolutely convergent.]

2*71. Some examples of infinite products.
Consider the infinite product

V ~ ^)V ~ MV ~ ¥i?) •••'

which, as will be proved later (§ 7*5), represents the function z~~l sin z.
In order to find whether it is absolutely convergent, we must consider the
00
2* z2 °° 1
series S —- o , or — S —; this series is absolutely convergent, and so the
product is absolutely convergent for all values of z.
Now let the product be written in the form

;
* A discussion of the convergence of infinite products, in which the results are obtained
without making use of the logarithmic function, is given by Pringsheim, Math. Ann. xxxin.
(1889), pp. 119-154, and also by Bromwich, Infinite Series, Ch. vi.
34 THE PROCESSES OF ANALYSIS [CHAP. II

The absolute convergence of this product depends on that of the series

z z z z

But this series is only conditionally convergent, since its series of moduli

7T 7T 2-7T 27T

is divergent. In this form therefore the infinite product is not absolutely

convergent, and so, if the order of the factors (1 + — j is deranged, there is
a risk of altering the value of the product.
Lastly, let the same product be written in the form

in which each of the expressions

V mirj
is counted as a single factor of the infinite product. The absolute convergence
of this product depends on that of the series of which the (2m — l)th and
(2m)th terms are
z
+
m-rr
But it is easy to verify that

and so the absolute convergence of the series in question follows by comparison

with the series
l
i l l i i i

The infinite product in this last form is * therefore again absolutely

±—
convergent, the adjunction of the factors e nn having changed the con-
vergence from conditional to absolute. This result is a particular case of
the first part of the factor theorem of Weierstrass (§ 7*6).
Example 1. Prove that n | f l — — J en\ is absolutely convergent for all values of
2, if c is a constant other than a negative integer.
For the infinite product converges absolutely with the series
271] THE THEORY OF CONVERGENCE 35
Now the general term of this series is

But 2 - s converges, and so, by § 2*34, 2 4 ( 1 )en-lY converges absolutely,

n=i n* »=i l \ c + nj j
and therefore the product converges absolutely.
Example 2. Shew that n j l — (1 — ) z~n\ converges for all points z situated
n
n=2 \ \ J )
outside a circle whose centre is the origin and radius unity.
For the infinite product is absolutely convergent provided that the series

n=2 V
is absolutely convergent. But lim (1 — - ) =6, so the limit of the ratio of the {n

term of the series to the ?ith term is - ; there is therefore absolute convergence when

< 1, i.e. when | z | > 1.

Example 3. Shew that

tends to a finite limit as m-^oo, unless z is a negative integer.

For the expression can be written as a product of which the rath factor is

z+n\ n )
This product is therefore absolutely convergent, provided the series

is absolutely convergent; and a comparison with the convergent series 2 --= shews that
n
n=l
this is the case. When z is a negative integer the expression does not exist because one of
the factors in the denominator vanishes.
Example 4. Prove that
--log2 .
n
e sin z.
For the given product
|
-^)-(1-(2*-l),)(1-lfc)(1+£
£/ 1_][ _ 1 _ £ 1__ 1_ 1 \\

lim
36 THE PROCESSES OF ANALYSIS [CHAP. II

since the product whose factors are

is absolutely convergent, and so the order of its factors can be altered.

Since lo g 2 = l - £ + i - i + i - - >
this shews that the given product is equal to
- -wl o g 2 .
e sin z.

2*8. Infinite Determinants.

Infinite series and infinite products are not by any means the only
known cases of limiting processes which can lead to intelligible results. The
researches of G. W. Hill in the Lunar Theory* brought into notice the
possibilities of infinite determinants.
The actual investigation of the convergence is due not to Hill but to Poincare", Bull, de
la Soc. Math, de France, xiv. (1886)> p. 87. We shall follow the exposition given by
H. von Koch, Ada Math. xvi. (1892), p. 217.
Let Aik be defined for all integer values (positive and negative) of i, k,
and denote by
Dm = [Aik\i,k=-m,...+m
the determinant formed of the numbers A& (i, k = — m, ... -f m); then if,
as m -*- oo, the expression Dm tends to a determinate limit D, we shall say
that the infinite determinant

is convergent and has the value D. If the limit D does not exist, the deter-
minant in question will be said to be divergent
The elements An, (where i takes all values), are said to form the principal
diagonal of the determinant D; the elements Aiky (where i is fixed and k
takes all values), are said to form the row i; and the elements AH, (where k
is fixed and i takes all values), are said to form the column k. Any element
A^ is called a diagonal or a non-diagonal element, according as i' = k or i $ k.
The element AOtO is called the origin of the determinant.
2*81. Convergence of an infinite determinant.
We .shall now shew that an infinite determinant converge*, provided the product of the
diagonal elements converges absolutely, and the sum of the non-diagonal elements converges
absolutely.
For let the diagonal elements of an infinite determinant D be denoted by 1+«»,:,
and let the non-diagonal elements be denoted by «#, (*=•=£), so that the determinant is
* Reprinted in Ada Mathematical vm. (1880), pp. 1-36. Infinite determinants had previously
occurred in the researches of Fiirstenau on the algebraic equation of the nth degree, Darstellung
der reellen Wurzeln algebraUcher Gleichuvgen durch Determinanten der Cocjizienten (Marburg,
1860). Special types of infinite determinants (known as continuants) occur in the theory of
infinite continued fractions; see Sylvester, Math. Papers, i, p. 504 and in, p. 249
2-8-2-82] THE THEORY OF CONVERGENCE 37

...1-fa-i-i a
-

axo

Then, since the series 2 I a tt I is convergent, the product

P= n ( i + 2 | Oft I)
is convergent.
Now form the products
TO
Pm = n m= n
then if, in the expansion of P m , certain terms are replaced by zero and certain other
terms have their signs changed, we shall obtain Dm; thus, to each term in the expansion
of Dm there corresponds, in the expansion of Pm, a term of equal or greater modulus.
Now Dm + p - Dm represents the sum of those terms in the determinant Dm + p which vanish
when the numbers a#{i, k= ±(m + l)... ± (m+p)} are replaced by zero; and to each of
these terms there corresponds a term of equal or greater modulus in Pm + P-Pm.
Hence | Dm + P-Dm | *ZPm + P-T>m.
Therefore, since Pm tends to a limit as w-^oo, so also Dm tends to a limit. This
establishes the proposition.
2*82. The rearrangement Theorem for convergent infinite determinants.
We shall now shew that a determinant, of the convergent form already considered^
remains convergent when the elements of any roxo are replaced by any set of elements whose
moduli are all less than somefixedpositive number.
Replace, for example, the elements
• • • ^ 0 . —w o ••• ^0'**^0.m«««

of the row through the origin by the elements

which satisfy the inequality

I Mr I < /*,
where fx is a positive number; and let the new values of Dm and D be denoted by
Dm' and D'. Moreover, denote by Pm' and P' the products obtained by suppressing in
Pm and P the factor corresponding to the index zero ; we see that no terms of Dm' can
have a greater modulus than the corresponding term in the expansion of pPm'; and
consequently, reasoning as in the last article, we have
which is sufficient to establish the result stated.
Example. Shew that the necessary and sufficient condition for the absolute conver-
gence of the infinite determinant
lim 1 a i 0 0 . .. 0
A l a 2 0 . .. 0
0 A 1 .. 0

is that the series

shall be absolutely convergent. (von Koch.)
38 THE PROCESSES OF ANALYSIS [CHAP. II

REFERENCES.
Convergent series.
A. PRINGSHEIM, Math. Ann. xxxv. (1890), pp. 297-394.
T. J. FA. BROMWICH, Theory of Infinite Series (1908), Chs. II, III, iv.
Conditionally convergent series.
G. F. B. RIEMANN, Oes. Math. Werke, pp. 221-225.
A. PRINGSHEIM, Math. Ann. xxn. (1883), pp. 455-503.
Double series.
A. PRINGSHEIM, Milnchener Sitzungsberichte, xxvu. (1897), pp. 101-152.
„ „ Math. Ann. Lin. (1900), pp. 289-321.
G. H. HARDY, Proc. London Math. Soc. (2) i. (1904), pp. 124-128.

MISCELLANEOUS EXAMPLES.

1. Evaluate lim (e'™ n )> lim (n~a logn) when a > 0 , b>0.
b

2. Investigate the convergence of

2 11 -7i log o A . (Trinity, 1904.)

n=l I in—Y)
3. Investigate the convergence of

4. Find the range of values of z for which the series

is convergent.
5. Shew that the series

z~ z+1 z + 2~2+3
is conditionally convergent, except for certain exceptional values of z ; but that the series
1 J_ 1 1 1 1 1
z z + l '" z+p—\ z+p z+p + l "' z + 2p + q — l z+2p + q '"'
in which (p + q) negative terms always follow p positive terms, is divergent. (Simon.)
6. Shew that
l - £ - } + i-J-J+£-..-=£log2. (Trinity, 1908.)
7. Shew that the series

is convergent, although

8. Shew that the series

is convergent although
-^QO . (Cesaro.)
 THE THEORY OF CONVERGENCE 39

9. Shew that the series

converges absolutely for all values of z, except the values

(a = 0, 1; £ = 0, 1, ... m - 1 ; m = l, 2, 3, ...).
10. Shew that, when s> 1,
i
and shew that the series on the right converges when 0 < 8 < 1.
(de la Valise Poussin, Mem. de VAcad. de Belgique, LIII. (1896), no. 6.)
11. In the series whose general term is
un = qn-vx*¥(v+l\ (0<q<Kx)
where v denotes the number of digits in the expression of n in the ordinary decimal scale
of notation, shew that
lim u^ln—qy

and that the series is convergent, although lim un+i/un= ao .

12. Shew that the series

where qn^q^{i/n\ (0<q<l)

is convergent, although the ratio of the (w + l)th term to the nth is greater than unity
when n is not a triangular number. (Cesaro.)
13. Shew that the series

where w is real, and where (w + n)9 is understood to mean e*lo*iu> + n\ the logarithm being
taken in its arithmetic sense, is convergent for all values of «, when 1 (x) is positive, and
is convergent for values of s whose real part is positive, when x is real and not an integer.
14. If u n > 0 , shew that if 2un converges, then lim (nwn) = O, and that, if in addition
un ^ un + j , then lim (nun)=0.
IK T* m-n (m + n-1)!
15. If am>n= +n 1 ~-, (m,n>0)

shew that
2 ( I «m,n)=-l, i ( 2 a» |S ) = l. (Trinity, 1904.)
m=0 \n=0 / n=0 \m=0 /

16. By converting the series

8? 16g2 24^
(in which | <y | < 1), into a double series, shew that it is equal to

(Jacobi.)
40 THE PROCESSES OF ANALYSIS [CHAP. II
oo / Z2 \
17. A s s u m i n g that U (1—5—9)*
sinz=*z
r =i \ r*n*J
shew that if m-*-oo and TI-^QO in such a way that lim (m/ri) = £, where k is finite, then

lim S' (l + ^W*^,

the prime indicating that the factor for which r = 0 is omitted. (Math. Trip., 1904.)
18. If uo=ul = u2 = Oi and if, when n > 1,

then n (l+w n ) converges, though 2 unand 2 nn2 are divergent.

n=0 »=0 n=0
(Math. Trip., 1906.)
19. Prove that
( ) v
r
n=l IV nj \m=l W
where /: is any positive integer, converges absolutely for all values of z.
00 00

20. If 2 an be a conditionally convergent series of real terms, then n (l-f« n ) con-

n=l n=l
00
verges (but not absolutely) or diverges to zero according as 2 a w 2 converges or diverges.
n=l
(Cauchy.)
00

21. Let 2 6n be an absolutely convergent series. Shew that the infinite determinant
n=l

(«-4)2-0fl -o, -02 -o3 -0 4

4 ! -0 0 4 2 -0 0 4 2 -0 0 42 - o o -
-o, % -0, -03
2»-0 0 2 2 -0 0
*~* -o, -Oj
— 02-0 0 O*-0 o O2-0, O2-0o '•

-o,
22-00 22-00 Q2 _ A 2 2 -0 0 2 s -0 0 "•
-o, (c+4)2-0o
4'-00 42-Oo A2 A 42-oo 4'-0, •"

converges ; and shew that the equation

A(c)-0
is equivalent to the equation
(Hill; see § 1942.)
 CHAPTER III
CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE

3*1. The dependence of one complex number on another.

The problems with which Analysis is mainly occupied relate to the
dependence of one complex number on another. If z and f are two complex
numbers, so connected that, if z is given any one of a certain s^t of values,
corresponding values of f can be determined, e.g. if f is the square of z, or if
f = 1 when z is real and f = 0 for all other values of zy then f is said to be a
function of z.
This dependence must not be confused with the most important case of
it, which will be explained later under the title of analytic functionality.
If £ is a real function of a real variable z, then the relation between £ and 2, which
may be written
£-/(*),
can be visualised by a curve in a plane, namely the locus of a point whose coordinates
referred to rectangular axes in the plane are (z, £). No such simple and convenient
geometrical method can be found for visualising an equation
C-/CO.
considered as denning the dependence of one complex number £=£+17 on another
complex number z — x-\-iy. A representation strictly analogous to the one already given
for real variables would require four-dimensional space, since the number of variables
£, 77, x, y is now four.
One suggestion (made by Lie and Weierstrass) is to use a doubly-manifold system of
lines in the quadruply-manifold totality of lines in three-dimensional space.
Another suggestion is to represent f and rj separately by means of surfaces
!•=£(*> y)» n=v(Xjy)-
A third suggestion, due to Heffler*, is to write

then draw the surface r — r(xi y)—which may be called the modular-surface of the
function—and on it to express the values of 6 by Surface-markings. It might be
possible to modify this suggestion in various ways by representing 6 by curves drawn
on the surface r—r (x, y).

32. Continuity of functions of real variables.

The reader will have a general idea (derived from the graphical represen-
tation of functions of a real variable) as to what is meant by continuity.
* Zeitschrift filr Math, und Phys. XLIX. (1899), p. 235.
42 THE PROCESSES OF ANALYSIS [CHAP. Ill

We now have to give a precise definition which shall embody this vague
idea.
Let f(x) be a function of x defined when a ^ x ^ b.
Let xx be such that a ^ xx ^ b. If there exists a number I such that,
corresponding to an arbitrary positive number e, we can find a positive
number rj such that

whenever \x — xl\<ri,x^xl, and a <^x ^b, then I is called the limit of f(x)
as x -*- #!.
It may happen that we can find a number l+ (even when / does not exist)
such that \f(x) — l+ I < e when ^ < # < xx 4- 77. We call Z+ the limit of /(a?)
when x approaches xx from the right and denote it by f(x1 + 0); in a similar
manner we define/(a?! — 0) if it exists.
( If f(xx -f 0), f(xx), f(Xi — 0) all exist and are equal, we say that f(x) is
continuous at xx; so that if f(x) is continuous at xx, then, given e, we can find
7) such that
| / ( a ) - / ( * , ) | <e,
whenever I x — #x I < rj and a ^ x ^ 6.
If l+ and L exist but are unequal, f(x) is said to have an ordinary
discontinuity* at xv; and if £+ — L =f/(^i), / ( ^ ) is said to have a removable
discontinuity at ^ .
If f{x) is a complex function of a real variable, and if f(x) = g (x) 4- i h (x)
where g (x) and h (x) are real, the continuity of f{x) at xx implies the con-
tinuity of g (x) and of h (#). For when \f(x) —f(x^) \ < e, then \g(x)—g {xx) \ < e
and | h (x) — h (x^ \ < e ; and the result stated is obvious.

Example. From § 2-2 examples 1 and 2 deduce that if f(x) and <f> (x) are con-
tinuous at xu so are f(x)±<fr{x\ f(x) x <^> (x) and, if </> (^i)=#0, f(x)/<f> (x).
The popular idea of continuity, so far as it relates to a real variable f(x) depending
on another real variable x, is somewhat different from that just considered, and may
perhaps best be expressed by the statement "The function f(x) is said to depend con-
tinuously on x if, as x passes through the set of all values intermediate between any
two adjacent values xx and »T2, f(x) passes through the set of all values intermediate
between the corresponding v a l u e s / ^ ) and/(^ 2 )."
The question thus arises, how far this popular definition is equivalent to the precise
definition given above.
Cauchy shewed that if a real function /(#), of a real variable x> satisfies the precise
definition, then it also satisfies what we have called the popular definition ;• this result

* If a function is said to have ordinary discontinuities at certain points of an interval it

is Implied that it is continuous at all other points of the interval.
3*21] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 43

will be proved in § 3 63. But the converse is not true, as was shewn by Darboux. This
fact may be illustrated by the following example*.
Between x— - 1 and x** +1 (except at #=0), let f(x) = sin — ; and let/(O)=O.
LX
Jt can then be proved that/(.r) depends continuously on x near #=0, in the sense of
the popular definition, but is not continuous at x = 0 in the sense of the precise definition.
Example. If f(x) be defined and be an increasing function in the range (a, 6), the
limits f(x±0) exist at all poirts in the interior of the range.
[If f{x) be an increasing function, a section of rational numbers can be found such
that, if a, A be any members of its Z-class and its iZ-class, a < / (x + h) for every positive
value of h and A ^f(x + h) for some positive value of h. The number defined by this
section is/(#+()).]

3*21. Simple curves. Continua.

Let x and y be two real functions of a real variable t which are continuous
for every value of t such that a^t^b. We denote the dependence of xand y
on t by writing
x = x(t), y = y(t). (a^t^b)
The functions x (t)y y (t) are supposed to be such that they do not assume the
same pair of values for any two different values of t in the range a < t< b.
Then the set of points with coordinates (#, y) corresponding to these values
of t is called a simple curve. If
x (a) = x (b)y y(a) = y (6),
the simple curve is said to be closed.
Example. The circle x* +y2=l is a simple closed curve ; for we may write t
x^cost, y = sin t. (Q^t^.%ir)
A two-dimensional continuum is a set of points in a plane possessing the
following two properties:
(i) If (x, y) be the Cartesian coordinates of any point of it, a positive
number & (depending on x and y) can be found such that every point whose
distance from (x, y) is less than 8 belongs to the set.
(ii) Any two points of the set can be joined by a simple curve consisting
entirely of points of the set.
Example. The points for which x*+y%<\ form a continuum. For if P be any
point inside the unit circle such that 0 P = r < l , we may take 5 = 1— r ; and any two
points inside the circle may be joined by a straight line lying wholly inside the circle.
The following two theorems J will be assumed in this work; simple cases
of them appear obvious from geometrical intuitions and, generally, theorems
of a similar nature will be taken for granted, as formal proofs are usually
extremely long and difficult.
* Due to Mansion, Mathesis, (2) xix. (1899), pp. 129-131.
f For a proof that the sine and cosine are continuous functions, see the Appendix, § A 41.
X Formal proofs will be found in Watson's Complex Integration and Cauchy's TJieorem.
(Cambridge Math. Tracts, No. 15.)
44 THE PROCESSES OF ANALYSIS [CHAP. Ill

(I) A simple closed curve divides the plane into two continua (the
' interior' and the ' exterior').
(II) If P be a point on the curve and Q be a point not on the curve,
the angle between QP and Ox increases by ± 2TT or by zero, as P describes
the curve, according as Q is an interior point or an exterior point. If the
increase is + 2-rr, P is said to describe the curve ' counterclockwise/
A continuum formed by the interior of a simple curve is sometimes called
an open two-dimensional region, or briefly an open region, and the curve is
called its boundary) such a continuum with its boundary is then called a
closed two-dimensional region, or briefly a closed region or domain.
A simple curve is sometimes called a closed one-dimensional region', a
simple curve with its end-points omitted is then called an open one-dimensional
region.
3*22. Continuous functions of complex variables.
L e t / ( ^ ) be a function of z defined at all points of a closed region (one- or
two-dimensional) in the Argand diagram, and let z1 be a point of the region.
Then f(z) is said to be continuous at zl, if given any positive number e,
we can find a corresponding positive number r) such that

whenever | z — zx \ < 77 and z is a point of the region.

3*3. Series of variable terms. Uniformity of convergence.
Consider the series
x2 x2 x2
5 2
^ f + #' ( 1 + ) *^(l+ar»)n "
This series converges absolutely (§ 2*33) for all real values of x.
If Sn (x) be the sum of n terms, then

and so lim Sn (x) = 1 + x2; (x £ 0)

but Sn (0) = 0, and therefore lim Sn (0) = 0.

»-»00

Consequently, although the series is an absolutely convergent series of

continuous functions of x, the sum is a discontinuous function of x. We
naturally enquire the reason of this rather remarkable phenomenon, which
was investigated in 1841-1848 by Stokes*, Seidelf and WeierstrassJ, who
shewed that it cannot occur except in connexion with another phenomenon,
that of non-uniform convergence, which will now be explained.
• Camb. Phil. Trans, vm. (1847), pp. 533-583. [Collected Papers, i. pp. 236-313.]
t MiiJichener Abhandlungen, v. (1848), p. 381.
t Ges. Math. Werke, i. pp. 67, 75.
3 # 2 2 - 3 3 l ] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 45

Let the functions ux (z), u2 (z),... be defined at all points of a closed region
of the Argand diagram. Let

00

The condition that the series 2 un(z) should converge for any particular
value of z is that, given e, a number n should exist such that
\Sn+p(z)-Sn(z)\<e
for all positive values of p, the value of n of course depending on e.
Let n have the smallest integer value for which the condition is satisfied.
This integer will in general depend on the particular value of z which has
been selected for consideration. We denote this dependence by writing
n (z) in place of n. Now it may happen that we can find a number N,
INDEPENDENT OF Z, such that
n (z) < N
for all values of z in the region under consideration.
If this number N exists, the series is said to CONVERGE UNIFORMLY
throughout the region.
If no such number JV exists, the convergence is said to be non-uniform*.
Uniformity of convergence is thus a property depending on a whole set of
values of z, whereas previously we have considered the convergence of a series
for various particular values of zy the convergence for each value being con-
sidered without reference to the other values.
We define the phrase ' uniformity of convergence near a point z * to mean
that there is a definite positive number 8 such that the series converges
uniformly in the domain common to the circle \ z — zl\ ^B and the region in
which the series converges.
3*31. On the condition for uniformity of convergence^.
If RntP(z) = un+1 (z) + un+i(z)+ ... 4- un+p(z), we have seen that the
00

necessary and sufficient condition that X un (z) should converge uniformly

in a region is that, given any positive number e, it should be possible to
choose N INDEPENDENT OF z (but depending on e) such that
| ENt v 0 ) I < e
for ALL positive integral values of p.
* The reader who is unacquainted with the concept of uniformity of convergence will tind it
made much clearer by consulting Bromwioh, Infinite Scries, Cb. vn, where an illuminating
account of Osgood's graphical investigation is given.
f This section shews that it is indifferent whether uniformity of convergence is defined by
means of the partial remainder Hn%J)(z) or by Bn{z). Writers differ in the definition taken
as fundamental.
46 THE PROCESSES OF ANALYSIS [CHAP. I l l

If the condition is satisfied, by § 222, Sn(z) tends to a limit, S(z), say for
each value of z under consideration; and then, since € is independent ofp,
| {Km 1 ^ , (jr)}|<€,

and therefore, when n> N,

S (*) - Sn (z) = | lim RN, p (*)} - Ry, „_„ (z),

and so \S(z)-Sn(z)\<2€.
Thus (writing £e for e) a necessary condition for uniformity of convergence
is that | S (z) — Sn (z) | < e, whenever n>N and N is independent of z; the
condition is also sufficient] for if it is satisfied it follows as in § 222 (I)
that | RNiP(z) | < 2e, which, by definition, is the condition for uniformity.

Example 1. Shew that, if x be real, the sum of the series

\ '" • • • I t/ ' l \ i "I"} tf ii^ i • • •

is discontinuous at x=0 and the series is non-uniformly convergent near #=0.

The sum of the first n terms is easily seen to be 1 ; so when # = 0 the
sum is 0; when #4=0, the sum is 1.
The value of Rn(x) = S(z)-Sn(x) is ——- if #4=0; so when x is small, say

x~one-hundred-millionth, the remainder after a million terms is — or l-y?vT' s o

ioo + 1
the first million terms of the series do not contribute one per cent, of the sum. And in
general, to make < *, it is necessary to take

Corresponding to a given *, no number N exists, independent of #, such that n< N for

all values of x in any interval including x—0; for by taking x sufficiently small we can
make n greater than any number N which is independent of x. There is therefore non-
uniform convergence near x = 0.
Example 2. Discuss the series

in which x is real.
The Tith term can be written ^ ^ - x ^ ^ ^ «> ^ ( * ) - f ^ > and

[NOTE. In this example the sum of the series is not discontinuous at x=0.]
But (taking c < £ , and #4=0), | Rn{x) ] <« if €-1(>i + l) | x | < l + ( « + l ) 2 # 2 ; i.e. if
3*32] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 47

Now it is not the case that the second inequality is satisfied for all values of n greater
than a certain value and for all values of x; and the first inequality gives a value of
n (x) which tends to infinity as z-*-0; so that, corresponding to any interval containing the
point #=0, there is no number N independent of x. The series, therefore, is non-uniformly
convergent near x=0.
The reader will observe that n{x) is discontinuous at # = 0 ; for n(x)-*-<x> as .r-*-0,
but w(0)=0.

3*32. Connexion of discontinuity with non-uniform convergence.

We shall now shew that if a series of continuous functions of z is uniformly
convergent for all values of z in a given closed domain, the sum is a continuous
function of z at all points of the domain.
For let the series be f(z) = u, (z) + u2 (z) +... -f un (z) + ... = Sn (z) 4- Rn (z),
where Rn (z) is the remainder after n terms.
Since the series is uniformly convergent, given any positive number e, we
can find a corresponding integer n independent of zy such that | Rn (z) | < ^ e
for all values of z within the domain.
Now n and € being thus fixed, we can, on account of the continuity of
Sn (z), find a positive number rj such that

whenever | z — z \ < rj.

We have then
I /(*) -/(*') I = I Sn (z) - Sn (z) + Rn (z) - Rn (z) I
< I Sn(z) - Sn{z') | + | Rn(z) 1 + I Rn(z') |

which is the condition for continuity at z.

Example 1. Shew that near .v—0 the series

where ul(x)=x, un(x)=*x2n-1-x2n-3i

and real values of x are concerned, is discontinuous and non-uniformly convergent.
In this example it is convenient to take a slightly different form of the test; we shall
shew that, given an arbitrarily small number f, it is possible to choose values of x, as
small as we please, depending on n in such a way that | Rn (x) \ is not less than e for any
value of n, no matter how large. The reader will easily see that the existence of such
values of x is inconsistent with the condition for uniformity of convergence.
i__
The Value of Sn(x) is x2n~l; as n tends to infinity, Sn {x) tends to 1, 0, or - 1, accord-
ing as x is positive, zero, or negative. The series is therefore absolutely convergent for all
values of x, and has a discontinuity at x = 0.
48 THE PROCESSES OF ANALYSIS [CHAP. Ill
1
In this series Rn (x) — 1 — x2n"l, (x > 0); however great n may be, by taking* x = e ~ (2n ~l)
we can cause this remainder to take the value 1 — e~\ which is not arbitrarily small. The
series is therefore non-uniformly convergent near x=0.
Example 2. Shew that near s=*0 the series
- - 2 * (!+«)»-*

is non-uniformly convergent and its sum is discontinuous.

The wth term can be written
1-(!+*)» l-(l+z)n~l

so the sum of the first n terms is ^—-{-. Thus, considering real values of z greater
than - 1 , it is seen that the sum to infinity is 1, 0, or — 1, according as z is negative, zero,
or positive. There is thus a discontinuity at z=0. This discontinuity is explained by the
fact that the series is non-uniformly convergent near z—0; for the remainder after n terms
in the series when z is positive is
-2

and, however great n may be, by taking * = - , this can be made numerically greater
2
than - — , which is not arbitrarily small. The series is therefore non-uniformly con-
1 -\-e
vergent near z « 0.
3*33. The distinction between absolute and uniform convergence.
The uniform convergence of a series in a domain does not necessitate
its absolute convergence at any points of the domain, nor conversely. Thus
z2
the series 2 ,-= ^ converges absolutely, but (near ^ = 0) not uniformly;
(1 + z )
while in the case of the series

the series of moduli is

which is divergent, so the series is only conditionally convergent; but for all
real values of zy the terms of the series are alternately positive and negative
and numerically decreasing, so the sum of the series lies between the sum of
its first n terms and of its first (n + 1) terms, and so the remainder after
n terms is numerically less than the nth term. Thus we only need take a
finite number (independent of z) of terms in order to ensure that for all real
values of z the remainder is less than any assigned number e, and so the
series is uniformly convergent.
Absolutely convergent series behave like series with a finite number of
terms in that we can multiply them together and transpose their terms.
* This value of x satisfies the condition j x | < 5 whenever 2n - 1 > log d~l.
3 * 3 3 - 3 ' 3 4 l ] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 49

Uniformly convergent series behave like series with a finite number of

terms in that they are continuous if each term in the series is continuous
and (as we shall see) the series can then be integrated term by term.

3*34. A condition, due to Weierstrass*, for uniform convergence.

A sufficient, though not necessary, condition for the uniform convergence
of a series may be enunciated as follows:—
If, for all values of z within a domain, the moduli of the terms of a series

are respectively less than the corresponding terms in a convergent series

of positive terms

where Mn is INDEPENDENT OF Z% then the series S is uniformly convergent in

this region. This follows from the fact that, the series T being convergent,
it is always possible to choose n so that the remainder after the first n terms
of T, and therefore the modulus of the remainder after the first n terms
of S, is less than an assigned positive number e; and since the value of n
thus found is independent of zy it follows (§ 3*31) that the series S is uni-
formly convergent; by § 2*34, the series S also converges absolutely.
Example. The series
CO8 Z + TTZ COS 2 Z+ —9 COS 3 Z -f . . .

is uniformly convergent for all real values of z, because the moduli of its terms are not
greater than the corresponding terms of the convergent series

1+
2~2 + 32+'"'
whose terms are positive constants.

3*341. Uniformity of convergence of infinite products\.

00

A convergent product n {1 + un (z)} is said to converge uniformly in a domain of values

n=l
of z if, given *, we can find m independent of z such that
m
n {1 + un (z)} - 5 {1 +un(z)} < e
l nl
for all positive integral values of p.
The only condition for uniformity of convergence which will be used in this work
is that the product converges uniformly if | un (z) | < Mn where Mn is independent of z and
oo

2 Mn converges.
n=l

* Abhandlungen avs der FunktionerUehre, p. 70. The test given by this condition is usually
described (e.g. by Osgood, Annals of Mathematics, in. (1889), p. 130) as the M-teat.
t The definition is, effectively, that given by Osgood, Funktionentheorie, p. 462. The condition
here given for uniformity of convergence is also established in that work.
 50 THE PROCESSES OF ANALYSIS [CHAP. Ill
00

To prove the validity of the condition we observe that n (1+Jf n ) converges ('§ 2*7),
n=l
and so we can choose m such that

}~ n
and then we have n=l

n n }-ill
n=m+1 JI
n=l
r m+p "I
n {i+J/n}-i
Ln=m+1 J
and the choice of m is independent of z.
3*35. Hardifs tests for uniform convergence*.
The reader will see, from § 2*31, that if, in a given domain, 2 an(z) ^ k where an (z)
is real and k is finite and independent of p and z% and if fn ) and fn (z) -*- 0
00

uniformly as n -*• oo, then 2 an (z) fn (z) converges uniformly.

n=l
Also that if
00 00

where /; is independent of z and 2 «WW converges uniformly, then 2 an(z)un(z) con-

n=l n=l
verges uniformly. [To prove the latter, observe that m can be found such that

are numerically less than c/^ ; and therefore (§ 2*301)

2 an(z)un{z) <€Um+1(z)/k<t)
=m+l

and the choice of * and m is independent of z.]

Example 1. Shew that, if b >0, the series
00
COS 710 " sin nB
y
n=i n n=1 n
converge uniformly in the range
8 < 6 < 2n- - d.
Obtain the corresponding result for the series
00
(— )* cos n$ °° ( — ) n sin nB
»!. • * ' n l n
by writing 6 + w for ^.
00
Example 2. If, when and 2
l » n + i W - « n W I < ^ where
00 n=l
independent of n and x, and if 2 aw is a convergent series independent of a,
n=l
then 2 anvn(x) converges uniformly when a (Hardy.)
l

* Proc. London Math. Soc. (2) iv. (1907), pp. 247-265. These results, which are generalisa-
tions of Abel's theorem (§ 371, below), though well known, do not appear to have been published
before 1907. From their resemblance to the tests of Dirichlet and Abel for convergence,
Bromwioh proposes to call them Dirichlet's and Abel's tests respectively.
3'35, 3'4] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 51

[For we can choose w, independent of x, such that <e, and then, by § 2*301
n=w»+l
m+p
corollary, we have 2 ano>n (or)
n=m+l

3*4. Discussion of a particular double series.

Let O31 and co2 be any constants whose ratio is not purely real; and let
a be positive.
The series 2 , in which the summation extends over
• 2/710)! + 2na) 2 ) a
all positive and negative integral and zero values of m and n, is of great
importance in the theory of Elliptic Functions. At each of the points
z — — 2/720)! — 2MO)2 the series does not exist. It can be shewn that the series
converges absolutely for all other values of z if a > 2, and the convergence is
uniform for those values of z such that | z + 2mo)2 + 2nco2\^8 for all integral
values of m and n, where 8 is an arbitrary positive number.
Let 2 ' denote a summation for all integral values of m and n, the term for
which m = n = 0 being omitted.
Now, if m and n are not both zero, and if | z + 2rnQ)1 + 2na>2 j > 8 > 0 for
all integral values of m and n, then we can find a positive number C. de-
pending on 8 but not on z, such that

i <0
(2 -f 2m&)! 4- 2?io>2)a
Consequently, by § 3*34, the given series is absolutely and uniformly*
convergent in the domain considered if

converges.
To discuss the convergence of the latter series, let
(Wj = ax 4- ifa, ft>2 = «2 H" ^ 2 ,

where al9 a2) ft, ft are real. Since Wg/o)! is not real, alyS2 — o^ft =(= 0. Then
the series is

This converges (§ 2*5 corollary) if the series

converges; for the quotient of corresponding terms is

! + a2fj,y 4- (A + A/L

The reader will easily define uniformity of convergence of double series (see § 3-5).
52 THE PROCESSES OF ANALYSIS [CHAP. I l l

where p = njm. This expression, qua function of a continuous real variable fi,
can be proved to have a positive minimum* (not zero) since ax09 — a%0y 4= 0;
and so the quotient is always greater than a positive number K (independent

We have therefore only to study the convergence of the series 8. Let

M
(

^4 2 2' =—j-.
m =o »=o (ra* -f ?t 2 )* a
Separating Sp,g into the terms for which m = n, m > nf and m < n, re-
spectively, we have
—f_ + 2 2 —^-f 2 2 ^—j-.
" m
«=i(2wia)*a m=i«^o(m8 + n^ t t »»i was0(ma4-n»)*a
m-l
But 2 m
n=o (w 8 + ?i2)«a (m 2 )» a m-1

Therefore i # < 2 —r + 2 + 2 .
m=i 2* tt m a »*=i m*"1 n=i n*""1
But these last series are known to be convergent if a — 1 > 1. So the series 8
is convergent if a > 2 . The original series is therefore absolutely and uni-
formly convergent, when a > 2, for the specified range of values of z.
Example. Prove that the series

in which the summation extends over all positive and negative integral values and zero
values of mly m2, ...m r , except the set of simultaneous zero values, is absolutely convergent
(Eisenstein, Journal fur Math, xxxv.)

3*5. The concept of uniformity.

There are processes other than that of summing a series in which the idea
of uniformity is of importance.
Let € be an arbitrary positive number; and let f(z, f) be a function of
two variables z and f, which for each point z of a closed region, satisfies the
inequality \f(z, f) | < e when £ is given any one of a certain set of values
which will be denoted by (£*); the particular set of values of course depends
on the particular value of z under consideration. If a set (£% can be found
such that every member of the set ( f \ is a member of all the sets (&), the
function f{z, f) is said to satisfy the inequality uniformly for all points z of
* The reader will find no difficulty in verifying this statement; the minimum value in
question is given by
3 ' 5 , 3*6] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 53

the region. And if a function <f> (z) possesses some property, for every positive
value of €, in virtue of the inequality | f(z> £) | < €, <£ (z) is then said to possess
the property uniformly.
In addition to the uniformity of convergence of series and products, we shall have
to consider uniformity of convergence of integrals and also uniformity of continuity ; thus
a series is uniformly convergent when \Rn(z)\<€i f(=w) assuming integer values in-
dependent of z only.
Further, a function f(z) is continuous in a closed region if, given c, we can find a
positive number ?/, such that | / ( s + ff) - / ( * ) | < « whenever

and z + £ is a point of the region.

The function will be uniformly continuous if we can find a positive number rj inde-
pendent of z, such that rf<rjs and \f(z+t)—f(z) I < € whenever

and z+( is a point of the region, (in this case the set (()0 is the set of points whose
moduli are less than 17).
We shall find later (§ 3*61) that continuity involves uniformity of continuity; this is
in marked contradistinction to the fact that convergence does not involve uniformity
of convergence.
3*6. Thjs modified Heine-Borel theorem.
The following theorem is of great importance in connexion with properties
of uniformity; we give a proof for a one-dimensional closed region*.
Given (i) a straight line CD and (ii) a law by which, corresponding to
each pointf P of CD, we can determine a closed interval I(P) of CD, P being
an interiorl point of I (P).
Then the line CD can be divided into a finite number of closed intervals
Jl9J2i... Jjc, such that each interval Jr contains at least one point (not an end
point) Prt such that no point of Jr lies outside the interval I (Pr) associated
(by means of the given law) with that point P r §.
A closed interval of the nature just described will be called a suitable
interval, and will be said to satisfy condition (A).
If CD satisfies condition (A), what is required is proved. If not, bisect CD;
if either or both of the intervals into which CD is divided is not suitable,
bisect it or them||.
* A formal proof of the theorem for a two-dimensional region will be found in Watson's
Complex Integration and Conchy's Theorem (Camb. Math. Tracts, No. 15).
f Examples of such laws associating intervals with points will be found in §§ 3*61, 5*13.
t Except when P is at C or D, when it is an end point.
§ This statement of the Heine-Borel theorem (which is sometimes called the Borel-Lebesgue
theorem) is due to Baker, Proe. London Math. Soc. (2) 1. (1904), p. 24. Hobson, The Theory of
Functions of a Real Variable (1907), p. 87, points out that the theorem is practically given in
Goursat'a proof of Cauchy's theorem (Trans. American Math. Soc. 1. (1900), p. 14); the ordinary
form of the Heine-Borel theorem will be found in the treatise cited.
I) A suitable interval is not to be bisected; for one of the parts into which it is divided
might not be suitable.
54 THE PROCESSES OF ANALYSIS [CHAP. I l l

This process of bisecting intervals which are not suitable either will
terminate or it will not. If it does terminate, the theorem is proved, for CD
will have been divided into suitable intervals.
Suppose that the process does not terminate; and let an interval, which
can be divided into suitable intervals by the process of bisection just described,
be said to satisfy condition (B).
Then, by hypothesis, CD does not satisfy condition (B); therefore at least
one of the bisected portions of CD does not satisfy condition (B). Take that
one which does not (if neither satisfies condition (B) take the left-hand one);
bisect it and select that bisected part which does not satisfy condition (JB).
This process of bisection and selection gives an unending sequence of intervals
8
o> si> &2> ••• such that:
(i) The length of sn is 2-* CD.
(ii) No point of sn+l is outside s n .
(iii) The interval sn does not satisfy condition (-4).
Let the distances of the end points of sn from C be xny yn\ then
®n^&n+i< Vn+i^yn- Therefore, by § 2*2, xn and yn have limits; and, by the
condition (i) above, these limits are the same, say f; let Q be the point whose
distance from C is f. But, by hypothesis, there is a number BQ such that
every point of CD, whose distance from Q is less than $Q, is a point of the
associated interval I (Q). Choose n so large that 2~nCD< SQ ; then Q is an
internal point or end point of sn and the distance of every point of sn from
Q is less than 8Q. And therefore the interval sn satisfies condition (A), which
is contrary to condition (iii) above. The hypothesis that the process of
bisecting intervals does not terminate therefore involves a contradiction;
therefore the process does terminate and the theorem is proved.
In the two-dimensional form of the theorem*, the interval CD is replaced by a closed
two-dimensional region, the interval I(P) by a circlet with centre P, and the interval
Jr by a square with sides parallel to the ^xes.
3*61. Uniformity of continuity.
From the theorem just proved, it follows without difficulty that if a
function f(x) of a real variable x is continuous when a^x^b, then f(x)
is uniformly continuousJ throughout the range a^x ^b.
For let e be an arbitrary positive number; then, in virtue of the con-
tinuity of f{x\ corresponding to any value of x, we can find a positive
number BXf depending on x, such that
\f(x')-f{x)\<\e
for all values of x' such that | x' — x \ <8X>
* The reader will see that a proof may be constructed on similar lines by drawing a square
circumscribing the region and carrying out a process of dividing squares into four equal squares.
f Or the portion of the circle which lies inside the region.
X This result is due to Heine; see Journal fur Math. LXXI. (1870), p. 361, and LXXIV. (1872),
p. 188.
3'61, 3'62] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 55
Then by § 3*6 we can divide the range (a, b) into a finite number of closed
intervals with the property that in each interval there is a number xx such
that | / 0 O — /(#i) I < i e> whenever x lies in the interval in which xx lies.
Let So be the length of the smallest of these intervals; and let f, f' be
any two numbers in the closed range (a, b) such that | £ — f' | < So. Then
f, f' lie in the same or in adjacent intervals; if they lie in adjacent intervals
let f0 be the common end point. Then we can find numbers xlf x2, one in
each interval, such that

so that

< e.
If f, f' lie in the same interval, we can prove similarly that

In either case we have shewn that, for any number f in the range,
we have
1 / ( 0 - / ( £ + ?)!<«
whenever f + f is in the range and — So < f < So, where So is independent of f.
The uniformity of the continuity is therefore established.
Corollary (i). From the two-dimensional form of the theorem of § 3*6 we can prove
that a function of a complex variable, continuous at all points of a closed region of the
Argand diagram, is uniformly continuous throughout that region.
Corollary (ii). A function f (x) which is continuous throughout the range a^x^b is
bounded in the range; that is to say we can find a number K independent of x such that
\f{x)\<K for all points x in the range.
[Let n be the number of parts into which the range is divided.
Let a, £1? £2> ••• £n-i> b b© their end points ; then if x be any point of .the rth interval
we can find numbers xu x2i ... x^ such that

Therefore \f{a)-f(x) \<$n, and so

|/(*)|<!/(a)|+i««,
which is the required result, since the right-hand side is independent of x.]
The corresponding theorem for functions of complex variables is left to the reader.
3*62. A real function, of a real variable, continuous in a closed interval,
attains its upper bound.
Let f(x) be a real continuous function of x when a^x^b. Form a
section in which the i^-class consists of those numbers r such that r>f{x)
56 THE PROCESSES OF ANALYSIS [CHAP. Ill

for all values of x in the range (a, b\ and the i-class of all other numbers.
This section defines a number a such that / ( # ) ^ a , but, if 8 be any positive
number, values of x in the range exist such that f(x) >a — 8. Then a is
called the upper bound of f{x)\ and the theorem states that a number x'
in the range can be found such t h a t / ( # ' ) = a.
For, no matter how small 8 may be, we can find values of x for which
\f(&) — *'r1>&~l'f therefore | { / ( # ) - a ] I""1 is not bounded in the range;
therefore (§ 3*61 cor. (ii)) it is not continuous at some point or points of the
range; but since \f(x) — a\ is continuous at all points of the range, its re-
ciprocal is continuous at all points of the range (§ 3*2 example) except
those points at which f(x) = a; therefore f(x) = a at some point of the
range; the theorem is therefore proved.
Corollary (i). The lower bound of a continuous function may be defined
in a similar manner; and a continuous function attains its lower bound.
Corollary (ii). If f(z) be a function of a complex variable continuous in
a closed region, | f{z) | attains its upper bound.
363. A real function, of a real variable, continuous in a closed interval,
attains all values between its upper and lower bounds.
Let M, m be the upper and lower bounds of/(#); then we can find numbers
#> •£> by § 3*62, such that/(i») = M,f(x) = m; let n be any number such that
m < fi< M. Given any positive number e, we can (by § 3*61) divide the range
(x, x) into a finite number, r, of closed intervals such that

where x^r), #2(r) are any points of the rth interval; take x^, x2{r) to be
the end points of the interval; then there is at least one of the intervals
for which f{xx{r)) — /M,f(x2lr)) — ft have opposite signs; and since

it follows that | /(#i | r ') — fi \ < e.

Since we can find a number #,(r) to satisfy this inequality for all values
of e, no matter how small, the lower bound of the function \f(x) — fi\ is
zero; since this is a continuous function of x, it follows from § 3*62 cor. (i)
t h a t / ( # ) — /[/, vanishes for some value of x.

3*64. The fluctuation of a function of a real variable*.

hetf(x) be a real bounded function, defined when a^x^b. Let
a ^ xx ^ x2 ^ ... ^ xn ^ b.
Then | / ( a ) - / ( * , ) | + (/(*,) - / ( * * ) I + ••• + \f(xn) - / ( 6 ) | is called the
fluctuation of f(x) in the range (a, b) for the set of subdivisions xlf x2, ... <cn.
* The terminology of this section is partly that of Hobson, The Theory of Functions of a Real
Variable (1907) and partly that of Young, The Theory of Sets of Points (1906).
3 * 6 3 - 3 7 1 ] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 57

If the fluctuation have an upper bound Fab> independent of n, for all choices of
xlt x2, ... xny then f(x) is said to have limited total fluctuation in the range
(a, b). Fab is called the total fluctuation in the range.
Example 1. If f(x) be mono tonic* in the range (a, b)> its total fluctuation in the range

Example 2. A function with limited total fluctuation can be expressed as the differ-
ence of two positive increasing monotonic functions.
[These functions may be taken to be £ {Fax+f(x% \ {Fax-/(*)}-]
Example 3. If f(x) have limited total fluctuation in the range (a, b\ then the limits
f(x±O) exist at all points in the interior of the range. [See § 3*2 example.]
Example 4. If /(#), g (x) have limited total fluctuation in the range (a, b) so has

[For \fWgW^f{x)g{x)\^\f(xJ)\.\g{x')--g{x)\^\g{x)\.\f{xJ)-f{x)\,
and so the total fluctuation of f(x) g (x) cannot exceed g. Fab+f. Gab, where / , g are the
upper bounds of \f(x) |, \g (x) |.]

3'7. Uniformity of convergence of power series.

Let the power series
a0 + axz -f... •+• anzn + ...
converge absolutely when z = z0.
Then, if | z \ ^ | z0j, | anzn \ ^ \ anzon \.
00 QO

But since 2 |a n z o n \ converges, it follows, by § 334, that 2 anzn converges

n=0 n=0
uniformly with regard to the variable z when | z \ ^ | z0 \.
Hence, byf§ 3*32, a power series is a continuous function of the variable
throughout the closed region formed by the interior and boundary of any
circle concentric with the circle of convergence and of smaller radius (§ 2*6).

3'71. Abel's theoremf on continuity up to the circle of convergence.

00

Let 2 anzn be a power series, whose radius of convergence is unity, and

QD

let it be such that 2 an converges; and let 0 ^ x $: 1; then Abel's theorem

n=0

(Xax)
00 \ 00

n
n = 2 an.
. n=Q 1 n=0
For, with the notation of § 3*35, the function xn satisfies the conditions
00

laid on un(x), when 0 ^ # ^ l ; consequently f(x) = 2 anxn converges uni-

0
* The function is monotonic if {f{x)-f(x')}f{x-xf) is one-signed or zero for all pairs of
different values of x and x'.
t Journal fiir Math. i. (1826), pp. 311-339, Theorem iv. Abel's proof employs directly the
arguments by which the theorems of § 3*32 and § 335 are proved. In the case when 2 | an j
converges, the theorem is obvious from § 3*7.
58 THE PROCESSES OF ANALYSIS [CHAP. Ill

formly throughout the range 0 ^ x ^ 1; it is therefore, by § 332, a continuous

function of x throughout the range, and so lim / ( ^ ) = / ( l ) , which is the
a?-*»l-0
theorem stated.
372. Abel's theorem* on multiplication of series.
This is a modification of the theorem of § 2*53 for absolutely convergent
series.
Let cn = aobn + a1bn-l+...+anb0.

Then the convergence of 2 an, 2 bn and 2 cn is a sufficient condition that

w=0 n=0 n=0

(U
00 \ / 00 \ 00

S bn) = 2 cB.
n=0 / \n=0 / n=0
For, let
A(x) = 2 a n # n , B{x)= 2 6 n a n , C(#) = 2 cnxn.
n=0 »=0 »=0
Then the series for A (x), B(x), C(x) are absolutely convergent when
| x | < 1, (§ 2*6) ; and consequently, by § 2*53,
A(x)B(x)=C(x)
when 0 < x < 1; therefore, by § 2*2 example 2,
{ lim A(x)}{ lim B(x)} = { lim G{x)\
provided that these three limits exist; but, by § 3*71, these three limits are
00 00 00

2 a n , X bni X cn\ and the theorem is proved.

n=0 n=0 n-0
3*73. Power series which vanish identically.
If a convergent power series vanishes for all values of z such that \ z | < ru
where rx > 0, then all the coefficients in the power series vanish.
For, if not, let am be the first coefficient which does not vanish.
Then a m +a TO+1 ^ + a m+2 2 2 + ... vanishes for all values of z (zero excepted)
and converges absolutely when \z\^:r<r1\ hence, if s = am+l 4- am+2z + . . . , w e
have
00

\s\< X
n=l
and so we can findf a positive number B^r such that, whenever | z \ ^ 8,
I am+lz + am+2z2 + . . . | ^ \ | am \;

and then | am + s \ ^ | am | — | s \ > ^ \ am \, and so | am + 5 | =(= 0 when | ^ | < S.

• Journal fur Math. i. (1826), pp. 311-339, Theorem vi. This is Abel's original proof. In
some text-books a more elaborate proof, by the use of Cesaro's sums (§ 8*43), is given.
t It is sufficient to take 5 to be the smaller of the numbers r and £ | am \ — 2 | a m+n | r n-1 .
l
 372, 373] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 59

We have therefore arrived at a contradiction by supposing that some

coefficient does not vanish. Therefore all the coefficients vanish.
Corollary 1. We may * equate corresponding coefficients' in two power series whose
sums are equal throughout the region | z \ < d, where b > 0.
Corollary 2. We may also equate coefficients in two power series which are proved
equal only when z is real.

REFERENCES.
T. J. 1'A. BROMWICH, Theory of Infinite Series (1908), Ch. vn.
E. GOUR8AT, Cours d:Analyse (Paris, 1910, 1911), Chs. 1, xiv.
C. J. DE LA VALL^B POUSSIN (Louvain and Paris, 1914), Cours d:Analyse Infinitesimale,
Introduction and Ch. vm.
G. H. HARDY, A course of Pure Mathematics (1914), Ch. v.
W. F. OSGOOD, Lehrbuch der Funktionentheorie (Leipzig, 1912), Chs. 11, in.
G. N. WATSON, Complex Integration and Cauchtfs Theorem (Camb. Math. Tracts,
No. 15), (1914), Chs. 1, 11.

MISCELLANEOUS EXAMPLES.

1. Shew that the series

is equal to ^ when | z \ < 1 and is equal to ~y= ^ when | z | > 1.

Is this fact connected with the theory of uniform convergence ?
2. Shew that the series
^ ^ + 4sin ^ + ... + 2W sin

converges absolutely for all values of z (2=0 excepted), but does not converge uniformly
near z*=0.
3. If un(x)= - 2 (n-
shew that 2 un(x) does not converge uniformly near x—0. (Math. Trip., 1907.)

4. Shew that the series —rr —75 + "To""••• *s convergent, but that its square (formed
by Abel's rule)

I V2
is divergent.
5. If the convergent series *=r-r — ^ - f o~r ~ !?+••• ( r > 0 ) °e multiplied by itself
the terms of the product being arranged as in Abel's result, shew that the resulting series
diverges if r ^ £ but converges to the sum s2 if r > £. (Cauchy and Cajori.)
60 THE PROCESSES OF ANALYSIS [CHAP. I l l

6. If the two conditionally convergent series

2 (—I and 2 (—]-—,

n=i nr n=1 n<
where r and 8 lie between 0 and 1, be multiplied together, and the product arranged as in
Abel's result, shew that the necessary and sufficient condition for the convergence of the
resulting series is r+8 > 1. (Cajori.)
7. Shew that if the series l - J + $ - } + ...
be multiplied by itself any number of times, the terms of the product being arranged as
in Abel's result, the resulting series converges. (Cajori.)
8. Shew that the qth power of the series
^ sin O+a^&in 20 + ...-Hansinw0-K..
is convergent whenever q (1 - r)< 1, r being the greatest number satisfying the relation

for all values of n.

9. Shew that if 6 is not equal to 0 or a multiple of 2tr, and if u^, uu i^,... be a
sequence such that un-*~Q steadily, then the series 2un cos (nd+a) is convergent.
Shew also that, if the limit of un is not zero, but un is still monotonic, the sum of the
A A

series is oscillatory if - is rational, but that, if - is irrational, the sum may have any value
between certain bounds whose difference is a cosec £0, where a— lim un.
(Math. Trip., 1896.)
 CHAPTER IV
THE THEORY OF RIEMANN INTEGRATION

4*1. The concept of integration.

The reader is doubtless familiar with the idea of integration as the
operation inverse to that of differentiation; and he is equally well aware that
the integral (in this sense) of a given elementary function is not always
expressible in terms of elementary functions. In order therefore to give
a definition of the integral of a function which shall be always available,
even though it is not practicable to obtain a function of which the given
function is the differential coefficient, we have recourse to the result that the
integral* of f(x) between the limits a and b is the area bounded by the
curve y = y (#), the axis of x and the ordinates x = at x = b. We proceed to
frame a formal definition of integration with this idea as the starting-point.

411. Upper and lower integrals^.

Let f(x) be a bounded function of x in the range (a, b\ Divide the
interval at the points #,,a?9. ••• &n-i(a^$i ^ # 2 ^ ••• ^#n-i ^b). Let U, L be
the bounds of f{x) in the range (a, b)y and let Ury LT be the bounds of f{x)
in the range (# r -i, %r), where x0 = a, xn = 6.
Consider the sumsj
Sn=U1(xl-a)+U2(x2-x1)+...+ Unib-x^),
sn = Lx (xl - a) + L2 (x2 - #0 + ... + Ln (b - xn^).
Then U(b-a)>Sn>sn> L(b- a).
For a given n, Sn and sn are bounded functions of #,, x2, ... # n -i- Lefc
their lower and upper bounds § respectively be Sn, sn, so that 5fn, sn depend
only on n and on the form of f(x)y and not on the particular way of dividing
the interval into n parts.

* Defined as the (elementary) function whose differential coefficient i s / (x).

t The following procedure for establishing existence theorems concerning integrals is based
on that given by Goursat, Cours d'Analyse, 1. Oh. iv. The concepts of upper and lower integrals
are due to Darboux, Ann. de VEcole norm. sup. (2) iv. (1875), p. 64.
X' The reader will find a figure of great assistance in following the argument of this section.
Sn and sn represent the sums of the areas of a number of rectangles which are respectively
greater and less than the area bounded by y=f(x), x = a, x = b and i/ = 0, if this area be
assumed to exist.
§ The bounds of a function of n variables are defined in just the same manner as the bounds
of a function of a single variable (§ 362).
 62 THE PROCESSES OF ANALYSIS [CHAP. IV

Let the lower and upper bounds of these functions of n be S, s. Then

Sn ^S, $n^ s.
We proceed to shew that s is at most equal to 8; i.e. 8 ^ s.
Let the intervals (a, xx)y (xlt #a), ... be divided into smaller intervals by
new points of subdivision, and let
a> yu 2/2, ••• y * - i , y * ( = # i ) > yk+i,... y i - i , y* ( = « * ) , y * + i , . . . y ^ - i , 6

be the end points of the smaller intervals; let Ur\ Lr' be the bounds of f{x)
in the interval (y r -i, yr).

Let T w = 2 {yr-yr-i)Ur\ tm= 2 (y, - y r -i) £ / .

l r = ll

Since J7/, CV, ... £7*' do not exceed C^, it follows without difficulty that

Now consider the subdivision of (a, 6) into intervals by the points

#,, &\,, ... #n_i> and also the subdivision by a different set of points
#/, #/, ... a'V-i- Let S'n'ys'n' be the sums for the second kind of sub-
division which correspond to the sums Sn, sn for the first kind of subdivision.
Take all the points xlt ... a?n-iJ ^Z* •• &'n'-i a s the points yu y2% ... 2/w.
Then Sn>Tm
and S'n'>Tm>tm>Jn..
Hence every expression of the type Sn exceeds (or at least equals) every
expression of the type sn>; and therefore 8 cannot be less than s.
[For if 8<s and s — S = 2r) we could find an Sn and an s'n> such that
8n — S<7), s — s'n><7) and so s'n>>Sn, which is impossible.]

The bound 8 is called the upper integral off(x), and is written I f(x) dx;
Ja
rb
s is called the lower integral, and written I f(x)dx.
Ja
If S = s, their common value is called the integral of f(x) taken between
the limits* of integration a and b.
rb
The integral is written I f(x) dx.
Ja
ra cb
We define I f(x)dx, when a< b, to mean — f f{x)dx.
J b Ja
fb fb fb
Example 1. / {/(a) + <j> {x)}dx— \ f (x) dx-f / <t>(x) dx.
Ja Ja Ja
Example 2. By means of example 1, define the integral of a continuous complex
function of a real variable.

* * Extreme values' would be a more appropriate term but * limits' has the sanction of
custom. 4 Termini' has been suggested by Lamb, Infinitesimal Calculus (1897), p. 207.
4*12, 4 1 3 ] THE THEORY OF RIEMANN INTEGRATION 63

4*12. Riemann's condition of integrability*.

A function is said to be ' integrable in the sense of Riemann' if (with the
notation of § 4*11) 8n and sn have a common limit (called the Riemann
integral of the function) when the number of intervals (xr_lt xr) tends to
infinity in such a way that the length of the longest of them tends to zero.
The necessary and sufficient condition that a bounded function should be
integrable is that 8n — sn should tend to zero when the number of intervals
(#r-i> xr) tends to infinity in such a way that the length of the longest tends
to zero.
The condition is obviously necessary, for if Sn and sn have a common limit
Sn — sn —> 0 as n —> oo . And it is sufficient; for, since Sn ^ S ^ s ^ sn, it follows
that if lim (Sn - sn) = 0, then
lim Sn = lim sn = S = s.
NOTE. A continuous function f{x) is * integrable.' For, given c, we can find 8 such
that \f{rf)-f(xf')\<*l{b-a) whenever \x'~-x" \<8. Take all the intervals (#,_i, x,)
less than 8, and then U8-L8<€l(b — a) and ao Sn-sn<c; therefore Sn-sn-*-0 under the
circumstances specified in the condition of integrability.
Corollary. If Sn and sn have the same limit S for one mode of subdivision of (a, b)
into intervals of the specified kind, the limits of Sn and of «w for any other such mode of
subdivision are both S.
Example 1. The product of two integrable functions is an integrable function.
Example 2. A function which is continuous except at a finite number of ordinary
discontinuities is integrable.
[If f(x) have an ordinary discontinuity at c, enclose c in an interval of length d2 ;
given *, we can find 8 so that | f{af) - / ( # ) | < € when | ri - x \ < 8 and #, of are not in this
interval.
Then ^ w - * n < e ( 6 ~ a ~ 5 1 ) 4 - ^ i , where k is the greatest value of \f(x')-f(x) |, when
4?, x* lie in the interval.
When Sx-^O, k->-\f(c+O)-f{c-O) |, and hence lim (Sn-8n)e*0.]

Example 3. A function with limited total fluctuation and a finite number of ordinary1
discontinuities is integrable. (See § 3*64 example 2.)

4*13. A general theorem on integration.

Let f(x) be integrable, and let € be any positive number. Then it is
possible to choose 8 so that

\
provided that xp — xp-.l ^ 8, xp-.x ^ x'p_l ^ x p .
* Riemann (Qes. Math. Werhe, p. 239) bases his definition of an integral on the limit of the
sum occurring in § 4*13; but it is then difficult to prove the uniqueness of the limit. A more
general definition of integration (which is of very great importance in the modern theory of
Functions of Real Variables) has been given by Lebesgue, Annali di Mat. (3) vn. (1902),
pp. 231-359. See also his Legons sur Vintigration (Paris, 1904).
 64 THE PROCESSES OF ANALYSIS [CHAP. IV

To prove the theorem we observe that, given e, we can choose the length
of the longest interval, 8, so small that Sn— sn< e.
n
Also Sn > 2

Therefore
n [b - Sn
2 (wp - ^p
< €.
As an example* of the evaluation of a definite integral directly from the theorem
of this section consider II ==-,-, where X < 1.
JO (1-08)*
Take 5 = - arc sin X and let ^ a =sin sby (0 < sb < \ w), so that
#8+i*-#«= 2 sin J§ cos (
also let xtf == sin («-f | ) d.

Then II *•-»-
»=2/>sin | d
=arc sin X. {sin
By taking p sufficiently large we can make
dx | X,-XM-
() ( ,
arbitrarily small.
We can also make arc sin X. -I , f— \\
arbitrarily small. f-
That is, given an arbitrary number €, we can make
dx . - arc sin X < t

by taking p sufficiently large. But the expression now under consideration does not
depend on p ; and therefore it must be zero ; for if not we could take « to be less than it,
and we should have a contradiction.
fx dx
r=arc sin X.
That is to say I
Jo (I-JBS;
Example 1. Shew that, x 2x (n — \)x
14-COS-+CO8
S + C O 8 K . K+COS^
.+COS
n
.. n n n sin x
»^ao n x
Example 2. If f(x) has ordinary discontinuities at the points aj, %, ... aK, then

Ja [J a J a,+e, J aK+tK J
where the limit is taken by making bu 82, ... bK, €X, c 2 ,... e* tend to + 0 independently.
* Netto, ZeitschriftfUr Math, und Phys. XL. (1895).
414] THE THEORY OF RIEMANN INTEGRATION 65

Example 3. lff(x) is integrable when ax ^ x < bx and if, when ax ^ a < b < bu we write

I f(x)dx—<j) (a, 6),

and if/(6 + 0) exists, then

Deduce that, if f(x) is continuous at a arid b,

(x) dx~ -f{a), ±

Example 4. Prove by differentiation that, if <f> (x) is a continuous function of x and

dx
-j- a continuous function of t, then

Example 5. If f (x) and <£' (^) are continuous when a^.r<&, shew from example 3
that
P / (*) * W <te + [* *' (*)/(*) dx=f(b) <f> (b) - / ( a ) 0 (a).
fb
Example 6. lff{x) is integrable in the range (a, c) and a ^ b ^ c, shew that I f(x) dx
Ja
is a continuous function of b.
4*14. Mean Value Theorems.
The two following general theorems are frequently useful.
(I) Let U and L be the upper and lower bounds of the integrable function f(x) in the
range (a, b).
Then from the definition of an integral it is obvious that

are not negative; and so

(f(b-a)^ I*f

This is known as the First Mean Value Theorem.

If f(x) is continuous we can find a number £ such that a %£^b and such that/(f) has
any given value lying between U and L (§ 3*63). Therefore we can find $ such that

If F{x) has a continuous difterential coefficient F' (x) in the range (a, 6), we have, on
writing F'(x) for /(*),

for some value of £ such that a ^ £ ^ 6.

Example. lff(x) is continuous and <f> (x) ^ 0, shew that { can be found such that

j> (x)dx.
66 THE PROCESSES OF ANALYSIS [CHAP. IV

(II) Let f(x) and </>(#) be integrable in the range (a, b) and let <£(#) be a positive
decreasing function of x. Then Bonnet's* form of the Second Mean Value Theorem is
that a number £ exists such that a ^ £ ^ 6, and

f t /vi\ A^ I nn\ yj/m *L /y-»\ / -^//v»\ xj/v.

==
(u/) Q) (x) ax u) (a) I / (x) ax.
Ja
For, with the notation of §§ 4*1-4*13, consider the sum

Writing ( ^ - ^ , - i ) / ( ^ - 1 ) = «8_i, ^ f o - i H ^ - i * ao + «i-K.. + «, = &«, we have

Each term in the summation is increased by writing b for b8_1 and decreased by
writing b for 6 8 _ u if 6, 6 be the greatest and least of 60, &i, ••• &P_i; and so b
in
Therefore # lies between the greatest and least of the sums </> (x0) 2 (x8-x8_l)f(xa^i)
where m = l, 2, 3,... p. But, given *, we can find § such that, when ^ J ,-A t a _ 1 <5,

2 (tf.-tf.-i
«=1

and so, writing a, b for JPO» -^P? w e fi1K* ^ na ^ / f(x)<f>(x)dx lies between the upper and
y a
lower bounds oft <j>(a) I 'f(x)dx±2c, where fx may take all values between a and 6.
y a
Let U and Z be the upper and lower bounds of <f>(a) j ' f(x) dx.
J a
fb
Then U+ 2c ^ I /(J?) $(x)dx^.L- 2* for aW positive values of € ; therefore

Since <j>(a) I J / (#)rfor^wa function of £j takes all values between its upper and lower
J«
fb
bounds, there is some value f, say, of £j for which it is equal to / f(x) <f>(x)dx. This
J a,
proves the Second Mean Value Theorem.
Example. By writing | <f> (x) - <f> (b) | in place of <f) (x) in Bonnet's form of the mean
value theorem, shew that if <f> (x) is a monotonic function, then a number £ exists
such that a ^ £ ^ b and
(bf(x)<t>(x)dx = <t>(a) (*f(x)dx + <t>(b) fbf(x)dx.
J a J a J t
(Du Bpis Reymond.)

* Journal de Math. xiv. (1849), p. 249. The proof given is a modified form of an investigation
due to Holder, Gott. Nach. (1889), pp. 38-47.
l
f By § 413 example 6, since f{x) is bounded, / f(x) dx is a continuous function of ft.
J «
4*2] THE THEORY OF RIEMANN INTEGRATION 67

4*2. Differentiation of integrals containing a parameter.

The equation* -r- f(x} a)dx=\ J- dx is true if f(xy a) possesses a

Riemann integral with respect to x and fal^~) is a continuous function of

bothf the valuables x and a.

d [ /,, K i. f / (x, oc -f* h) — f (x, OL) 7
For i- f(x,a)dx = hm •— ^ — ^ ^ to

if this limit exists. But, by the first mean value theorem, since fa is a
continuous function of a, the second integrand is fa (x, a + Oh), where

But, for any given e, a number 8 independent of x exists (since the con-
tinuity of fa is uniform^; with respect to the variable x) such that
|/ft{x, a) -fa (x, a) | < e/(6 - a),
whenever | a' — a | < 8.
T a k i n g | h \ < 8 w e s e e t h a t \0h\< 8, a n d s o whenever \h\< 8,
C*f(x,* + h)-f{x,
J a "'
< €.

Therefore by the definition of a limit of a function (§ 3 2),

Km lhn*>* + kl=f<**>d*
h-*~Q J a h
rb
exists and is equal to fadx.
Ja
Example 1. If a, b be not constants but functions of a with continuous differential
coefficients, shew that
/ /
Example 2. If f(xy a) is a continuous function of both variables, / / ( # , a)dx is a
J a
continuous function of a.
* This formula was given by Leibniz, without specifying the restrictions laid on / ( # , a).
t <f> (a, y) is defined to be a continuous function of both variables if, given e, we can find
3 such that | <f>{x', y') -<f> (x, y) \ < e whenever {(xr - x)2 + (y' -y)2}% <8. It can be shewn by § 3-6
that if <>/ (x, y) is a continuous function of both variables at all points of a closed region in
a Cartesian diagram, it is uniformly continuous throughout the region (the proof is almost
identical with that of § 3*61). It should be noticed that, if <f>{x, y) is a continuous function
of each variable, it is not necessarily a continuous function of both; as an example take

this is a continuous function of x and of y at (0, 0), but not of both x and y.
X It is obvious that it would have been sufficient to assume that fa had a Riemann integral
and was a continuous function of a (the continuity being uniform with respect to x), instead
of assuming that fa was a continuous function of both variables. This is actually done by
Hobson, Functions of a Real Variable, p. 599.
68 THE PROCESSES OF ANALYSIS [CHAP. IV

4*3. Double integrals and repeated integrals.

Letf(x, y) be a function which is continuous with regard to both of the
variables x and y, when a ^x^.by a ^ y
By § 4*2 example 2 it is clear that

both exist. These are called repeated integrals.

Also, as in § 3*62, f(x, y\ being a continuous function of both variables,
attains its upper and lower bounds.
Consider the range of values of x and y to be the points inside and on a
rectangle in a Cartesian diagram; divide it into nv rectangles by lines parallel
to the axes.
Let Umttl, Lm>fl be the upper and lower bounds of f(x, y) in one of the
smaller rectangles whose area is, say, Am>ll\ and let
n v n v
1 l l

Then Sn>v >sntV) and, as in § 411, we can find numbers SntV, sn>v which
are the lower and upper bounds of SntV, sn>>, respectively, the values of
$n,v, Sn,v depending only on the number of the rectangles and not on their
shapes; and SntV^ 8n,v- We then find the lower and upper bounds (S and s)
respectively of Sn>l>, 8ntV qua functions of n and v\ and SntV^S^s^snyV, as in
§411.
Also, from the uniformity of the continuity off(x, y)} given e, we can find
8 such that
Umttl ~ LmytL < €,
(for all values of m and /JL) whenever the sides of all the small rectangles are
less than the number 8 which depends only on the form of the function f(x, y)
and on e.
And then #„, „ — sn, v < e (b — a) (yS — a),
and so S - s < e (b - a)(/3 - a).
But S and s are independent of e, and so £ = s.
The common value of S and 5 is called the double integral of / ( # , y) and
is written

J a J a

It is easy to shew that the repeated integrals and the double integral are all equal
when/(.r, y) is a continuous function of both variables.
 43, 4*4] THE THEORY OF R1EMANN INTEGRATION 69

For let Y>rt, Awl be the upper and lower bounds of

as x varies between # w -i and xm.

Then 2 Yw (xm - x^) > T \ [* f (*, y) dy\ dx^l AM (xm - xm^).

m=l Ja U * ) »»=1

But* 2 U^iy^-y^^Y^^^ 2

Multiplying these last inequalities by # m -#m-i> using the preceding inequalities and
summing, we get

2 2 {(* f{x,y)dy\dx> 2 2
m=i ft=l

and so, proceeding to the limit,

But S=

and so one of the repeated integrals is equal to the double integral. Similarly the other
repeated integral is equal to the double integral.
Corollary. If/(#, y) be a continuous function of both variables,

=/; dy \f;Vf{x, y) *,} .

4*4. Infinite integrals.

If lim ( f(x)dx) exists, we denote it by f{x)dx\ and the limit in

question is called an infinite integral f.
Examples.
(w1 ) / ~ - = hni ( - - r )= -.
ja & h+«> \a b) a
r xdx _ / I i\ I
1
J o ( ^ + a2)2 ^ V 2 (62 + a») + 2a 2 ; 2a* *

(3) By integrating by parts, shew that / Vle~%dt = n !. (Euler.)

Jo
b fb
/ f{x)dx to mean lim / f(x)dx, if this limit exists; and
-oo a-*._3o J a
f{x)dx is denned as / f{x)dv+\ f(x)dx. In this last definition the choice
-oo J ~oo jo
/
of a is a matter of indifference.
* The upper bound of / ( x , y) in the rectangle Amfl is not less than the upper bound
otf(x, y) on that portion of the line x=% which lies in the rectangle.
t This phrase, due to Hardy, Proc. London Math. Soc. xxxiv. (1902), p. 16, suggests the
analogy between an infinite integral and an infinite series.
70 THE PROCESSES OF ANALYSIS [CHAP. IV

4'41. Infinite integrals of continuous functions. Conditions for con-

vergence.
r°°
A necessary and sufficient condition for the convergence of f{x)dx is
- a
that, corresponding to any positive number e, a positive number X should
exist such that f(x) dx < e whenever

The condition is obviously necessary; to prove that it is sufficient, suppose it

ca+n
is satisfied; then, if n ^ X — a and n be a positive integer and Sn = f(x) dx,
Ja
we have | Sn+P — Sn \ < e.
Hence, by § 2*22, 8n tends to a limit, S; and then, if f > a + ??,

.'a Ja i J a+»
<2e;
and so lim f(x) dx = S; so that the condition is sufficient.

4'42. Uniformity of convergence of an infinite integral.

The integral / ( # , o) dx is said to converge uniformly with regard to a

Ja
in a given domain of values of a if, corresponding to an arbitrary positive
number e, there exists a number X independent of a such that

(#, a) dx <€

for all values of a in the domain and all values of x ^ X.

The reader will see without difficulty on comparing §§ 2*22 and 331 with
§ 4'41 that a necessary and sufficient condition that f(x, a)dx should
J a
converge uniformly in a given domain is that, corresponding to any positive
number e, there exists a number X independent of a such that
f(x} a)dx < €

for all values of a in the domain whenever x" ^ x ^ X.

4*43. Tests for the convergence of an infinite integral.

There are conditions for the convergence of an infinite integral analogous
to those given in Chapter II for the convergence of an infinite series.
The following tests are of special importance.
4'41-4'43] THE THEORY OF RIEMANN INTEGRATION 71

(I) Absolutely convergent integrals. It may be shewn that f(x)dx

J a
certainly converges if 1/0*0 I dx does so; and the former integral is then
Ja
said to be absolutely convergent. The proof is similar to that of § 2'32.

Example. The comparison test. If | / (x) | ^ g (x) and / g (x) dx converges, then
Ja
I f(x) dx converges absolutely.

[NOTE. It was observed by Dirichlet* that it is not necessary for the convergence of
/•»

/ f(x)dx that /(#)-*-() as .z-*-oo : the reader may see this by considering the function
Ja

where n takes all integral values.

For / f{x)dx increases with $ and / /(.r)dj?s=J(?i +1)~ 2 ; whence it follows

Jo /•OO
Jn
without difficulty that | f(x)dx converges. But when x=n + l -•£ (n + l)~ 2 , /(^') = i 5
and sof(x) does no^ tend to zero.]
(II) The Maclaurin-Cauchyf test If / O ) > 0 and f(x)-*.O steadily,
Too oo

/"(a?) rfa; and 2 / O O converge or diverge together.

J I n=i
For f(7n)

n /*n+l n+1
and so 2 /(«»)>/ f(x)dx> 2 /(m).
m=l J 1 m=2
The first inequality shews that, if the series converges, the increasing sequence
n+l
/ f(x)dx converges (§ 2 2) when n-^ao through integral values, and hence it follows
: . /v
without difficulty that / f(x)dx converges when x'-*•<£> ; also if the integral diverges,
so does the series.
The second shews that if the series diverges so does the integral, and if the integral
converges so does the series (§ 2*2).
(Ill) Bertrand'sl test. If f(x) = 0{xk~l), f(x)dx converges when
J a

X < 0; and if/(#) = 0 (x~x jlog^}A~1), f(%) dx converges when X < 0.

These results are particular cases of the comparison test given in (I).
* Dirichlet's example was/(.r) = sin x2; Journal filr Math. xvn. (1837), p. 60.
t Maclaurin {Fluxions, i. pp. 289, 290) makes a verbal statement practically equivalent to this
result. Cauchy's result is given in his Oeuvres (2), vn. p. 269.
X Journal de Math. vn. (1842), pp. 38, 39.
72 THE PROCESSES OF ANALYSIS [CHAP. IV

(IV) Chartier's test* for integrals involving periodic functions.

If f(x) -** 0 steadily as x -*- oo and if I I $ (x) dx is bounded as x -+- oo ,

then I f(x) <f> (x) dx is convergent.

Ja
For if the upper bound of I <j>(x)dx be A, we can choose X such that f(x)<e/2A
IJa
when x ^ X; and then by the second mean value theorem, when x" ^x' ^ X, we have

f{x)<t>(x)dx

which is the condition for convergence.

Example 1. /J x ~ l sin
Example 2. converges.
dx(x* — cur) dx converges.
Jo
4*431. Tests for uniformity of convergence of an infinite integral f.
(I) De Za Vallie Poussiris test%. The reader will easily see by using
the reasoning of § 3*34 that f(xt a) dx converges uniformly with regard
J a

to a in a domain of values of a if \f(x, a) \ < fi (x), where p (x) is independent

of a and I fi (x) dx converges. [For, choosing X so that fx{x)dx<e
J a f J x'
when x" ^ x ^ X, we have f(x, a) dx < e, and the choice of X is inde-
pendent of a.]
Example. I x°>-xe~xdx converges uniformly in any interval (A, B) such that

(II) The method of change of variable.

This may be illustrated by an example.

Consider dx where a is real.

We have siny
y *

Since / — - dy converges we can find Y such that / — - d y <€ when y"^y'^ V.

Joy J v' y
So / dx <€ whenever | ax' \ ^ Y; if | a | ^ d > 0, we therefore get

dx < €

* Journal de Math. xvm. (1853), pp. 201-212. It is remarkable that this test for conditionally
convergent integrals should have been given some years before formal definitions of absolutely
convergent integrals.
t The results of this section and of § 4-44 are due to de la Val&e Poussin, Ann. de la Soc.
Scientijique de Bruxelles, xvi. (1892), pp. 150-180.
* This name is due to Osgood.
4 * 4 3 1 , 4*44] THE THEORY OF RIEMANN INTEGRATION 73

when x" ^ x' > Z = Y/8; and this choice of X is independent of a. So the convergence is
uniform when a > 8 > 0 and when a ^ - d < 0.

Example. I i I sin (QPx3) dfi\ dx is uniformly convergent in any range of real

values of a. (de la Valle"e Poussin.)
2 3
[Write /3 ^r =2, and observe that / z~k sin zdz does not exceed a constant inde-

pendent of a and x since / z~ \ sin z dz converges.]

Jo
(III) The method of integration by parts.

If [f{x, a)dx=<f> {x, a) +f X fo a) dx

and if <f> (x, a)-*-0 uniformly as X-*~QO and / x (x> a) dx converges uniformly with regard
Ja
-»
f(Xj a) dx converges uniformly with regard to a.
/a
(IV) The method of decomposition.
„ , f°° c o s x s i n ax , . f00 s i n ( a + 1 ) # , , fx s i n (a— l)x ,
Example. I <£*=£ / ^ '—dx+\\ ^ ~dx;
* Jo x Vo * Jo x
both of the latter integrals converge uniformly in any closed domain of real values of
a from which the points a— ±1 are excluded.

4*44. Theorems concerning uniformly convergent infinite integrals.

(I) Let f(xt a) dx converge uniformly when a lies in a domain S.

Ja

Then, if f(xf a) is a continuous function of both variables when x^a and

a lies in S> I f(x, a)dx is a continuous function* of a.
Ja
For, given €, we can find X independent of a, such that I f(x, a)dx <e
whenever f ^ X.
Also we can find $ independent of x and a, such that
whenever | a — a' | < 8.
That is to say, given e, we can find 8 independent of a, such that

r f(x} a') dx-T f{x, a) dx ^ f * [f(x, a) -f(x, a)} dx

J a Ja J a

4-1 r f(x> a') dx + f* f(x, a) dx I

\J x Jx !
<3e,
whenever | a — a | < 8 ; and this is the condition for continuity.
* This result is due to Stokes. His statement is that the integral is a continuous function
of o if it does not • converge infinitely slowly.'
74 THE PROCESSES OF ANALYSIS [CHAP. IV

(II) If f(x> a) satisfies the same conditions as in (I), and if a lies in 8

ivhen A^a^B, then

For, by § 43,
iB (f* ) ff f !B }
J A{J a ' j Ja(J^ ' J
Therefore
/J5 ( fee ) ft ( fB
f(x,a)dx\da- W f(x,a)dc
A \J a ) J a [J A

\ j f(x> a)dxl da

<I €da<€(B-A),
JA
for all sufficiently large values of £.
But, from §§ 2*1 and 4*41, this is the condition that
lim I \l f(x,a)da>dx
f -*• QO J a \ J A )

should exist, and be equal to

Corollary. The equation -^- / <f> (x, a) dx — I -*r dx is true if the integral on the
act J a J a va
right converges uniformly and the integrand is a continuous function of both variables,
when x ^ a and a lies in a domain St and if the integral on the left is convergent.
Let A be a point of S, and let ^ = / ( ^ , a), so that, by § 4*13 example 3,
va
j f(x, a)da = <l> (#, a) -tf>(xy A).
JA
Then / < I /(.r, a)rfaj-O?J; converges, that is / {<f> (x, a)-(f>{x^ A)} dx converges,
oo /•«

/
0 (#, o) O?J; converges, so does I </> (ar,
a J a
a
Then. ^ f|^ 0 (*, a) ^ J = ^ [/^ {* (^> ) " *

which is the required result; the change of the order of the integrations has been justified
above, and the differentiation of / with regard to a is justified by § 4*44 (I) and § 4*13
example 3.
4*5, 4*51] THE THEORY OF RIEMANN INTEGRATION 75

4'5. Improper integrals. Principal values.

If | f(x) | —• x as x —> a + 0, then lim f(x) dx may exist, and is

6 «-*. + o i a+a
r
written simply I f(x) dx; this limit is called an improper integral.
J a
If 1/0*01~~• °° as # -» c, where a < c < 6, then
re-6 rb
lim / f(x)dx+ lim f(x)dx

may exist; this is also written I f(x)dx, and is also called an improper
J a
integral; it might however happen that neither of these limits exists when
8, 8' —• 0 independently, but
lim j f * f{x) dx + f * f(x) dx[
/•»
exists; this is called ' Cauchy's. principal value of I f(x) dx' and is written
J a
rb
for brevity P \ f(x) dx.
J a
Results similar to those of §§ 44-4*44 may be obtained for improper
integrals. But all that is required in practice is (i) the idea of absolute
convergence, (ii) the analogue of Bertrand's test for convergence, (iii) the
analogue of de la Vall6e Poussin's test for uniformity of convergence. The
construction of these is left to the reader, as is also the consideration
of integrals in which the integrand has an infinite limit at more than one
point of the range of integration*.
Examples. (1) / x~* cos xdx is an improper integral.
Jo

(2) / xK~x (l-x)^"1 dx is an improper integral if 0 <X < 1, 0 </x< 1.

Jo
It does not converge for negative values of X and /i.
2
x*~l
dx is the principal value of an improper integral when
/ ol-x

4 "51. The inversion of the order of integration of a certain repeated integral.

General conditions for the legitimacy of inverting the order of integration when the
integrand is not continuous are difficult to obtain.
The following is a good example of the difficulties to be overcome in inverting the
order of integration in a repeated improper integral.

* For a detailed discussion of improper integrals, the reader is referred either to Hobson's or
to Pierpont's Functions of a Real Variable. The connexion between infinite integrals and
improper integrals is exhibited by Bromwich, Infinite Series, § 164.
76 THE PKOCESSES OF ANALYSIS [CHAP. IV

Let f{%,y) he a continuous function of both variables, and let 0 < X ^ l ,

0 < v < l ; then

This integral, which was first employed by Dirichlet, is of importance in the theory of
integral equations; the investigation which we shall give is due to W. A. Hurwitz*.
Let xx~ly*~l (1 -x-yy~lf(x,y)=:<t>(x,y); and let M be the upper bound of \f(x,y) |.
Let d be any positive number less than J.
Draw the triangle whose sides are # = 5 , y ~ S , x+y~l-d; at all points on and inside
this triangle <f> (a?, y) is continuous, and hence, by § 4*3 corollary,
A—24 r A—z—6 \ A—26 ( fi—y—&

Now
i-aj 'l-aa ( fi-x-8 \ A-88
t d
/
n ri-x
where I^l <t>{x,y)dy, /2»/ t <l> (x, y) dy.
JO J 1—«—o

But I/i I < T i^^"1 y*"1 (i-tf-y) 1 '" 1 ^y

since (l-*-y)r~1<
Therefore, writing #=(1 -d)xu we havet

Jo

The reader will prove similarly that Indx -+- 0 as b -^ 0.

i r A—it "^ /*i 28 c f\

/
o^[jo <!>(*>v)dy\ => l™
.
0L
dx
{J0

• >lnnaZ« 0/ Mathematics, ix. (1908), p. 183.

t I X 1 X - 1 ( 1 - X 1 ) 1 ' - 1 ^ = 5 (X, y) exists if X>0, v > 0 (§ 4-5 example 2).
± The repeated integral exists, and is, in fact, absolutely convergent; for

dst

K 1 k+v 1 l 1 1
writing y = (l-x)«; and/ Mx ' (l-xY "' dx . I s^' {l - * ) " * exists. And since the
Jo Jo
integral exists, its valne which is lim f may be written lim 1
6, «HM) J 6 B-+0 J 6
4 6] THE THEORY OF RIEMANN INTEGRATION 77

by what has been already proved; but, by a precisely similar piece of work, the last
integral is

We have consequently proved the theorem in question.

Corollary. Writing £ = a + (b-a)x, ri = b-(b-a)y> we see that, if <f> (£, J?) is con-
tinuous,

This is called Dirichlet's formula.

[NOTE. What are now called infinite and improper integrals were denned by Cauchy,
Lemons sur le calc. inf. 1823, though the idea of infinite integrals seems to date from
Maclaurin (1742). The test for convergence was employed by Chartier (1853). Stokes
(1847) distinguished between 'essentially' (absolutely) and non-essentially convergent
integrals though he did not give a formal definition. Such a definition was given by
Dirichlet in 1854 and 1858 (see his Vorlesungen, 1904, p. 39). In the early part of the
nineteenth century improper integrals received more attention than infinite integrals,
probably because it was not fully realised that an infinite integral is really the limit
of an integral.]
4*6. Complex integration*.
Integration with regard to a real variable x may be regarded as integration
along a particular path (namely part of the real axis) in the Argand diagram.
Let/(z), ( = P + iQ), be a function of a complex variable z, which is continuous
along a simple curve AB in the Argand diagram.
Let the equations of the curve be
x a x (t), y = y{t) (a^t^ b).
Let x(a) + iy(a) = z0> x (b) + iy (b) = Z.
Then iff x(t)} y{t) have continuous differential coefficients 1 we define
[z
f(z) dz taken along the simple curve AB to mean

The 'length' of the curve AB will be denned as j ^ & Y + \

It obviously exists if -^-, -^ are continuous; we have thus reduced the

discussion of a complex integral to the discussion of four real integrals, viz.

* A treatment of complex integration based on a different set of ideas and not making
so many assumptions concerning the curve AB will be found in Watson's Complex Integration
and Cauchy's Theorem.
f This assumption will be made throughout the subsequent work.
% Cp. § 413 example 4.
78 THE PROCESSES OF ANALYSIS [CHAP. IV

By § 4*13 example 4, this definition is consistent with the definition of an

integral when AB happens to be part of the real axis.
Z fz

/
f(z)dz—-j ° f(z) dzy the paths of integration being the same (but in
opposite directions) in each integral.
J r [Z i fb f dx
dy .( dy

4*61. The fundamental theorem of complex integration.

From § 4*13, the reader will easily deduce the following theorem:
Let a sequence of points be taken on a simple curve zJZ\ and let the first
n of them, rearranged in order of magnitude of their parameters, be called
*i(n)>*2(n),... Zn(n) (V n) =*o, W w ) = £ ) ; ^ t their parameters be t^, *2<n)>... *n(W)>
and let the sequence be such that, given any number 8, we can find N such
that, when n > JV, tr+1(n) -tr(n) < 8, for r = 0 , 1, 2, ..., n; let fr<n> be any point
whose parameter lies between tr(n\ tr+1(n); then we can make

r=0
arbitrarily small by taking n sufficiently large.
4*62. An upper limit to the value of a complex integral.
Let M be the upper bound of the continuous function \f(z) |.

Then

£
where I is the ' length J of the curve
i rz
cannot exceed
That is to say,
4*7. Integration of infinite series.
We shall now shew that if S (z) = v^ (z) 4- u* (z) -f-... is a uniformly con-
vergent series of continuous functions of z, for values of z contained within
some region, then the series

[ ux(z)dz+ I u2{z)dz + ...i

Jc Jc
(w here all the integrals are taken along some path C in the region*) is con-
vergent, and has for sum I S (z) dz.
Jc
4 61-47] THE THEORY OF RIEMANN INTEGRATION 79
For, writing
S(z) = ux{z) + u2(z) + ... + un (z) + Rn(z),
we have
I S(z)dz=\ u1(z)dz + ...+ un(z)dz+\ Rn(z)dz.
Jc Jc Jc Jc
Now since the series is uniformly convergent, to every positive number e
there corresponds a number r independent of z, such that when n ^ r w e have
I Rn (z) I < €, for all values of z in the region considered.
Therefore if I be the length of the path of integration, we have (§ 4*62)

( Rn(z)dz
Jc
Therefore the modulus of the difference between I S (z) dz and
Jc
2 I um(z)dz can be made less than any positive number, by giving n any
m=\J c
oc r

sufficiently large value. This proves both that the series 2 um(z)dz is
m=l J C
convergent, and that its sum is / S(z)dz.
Jc
Corollary. As in § 4*44 corollary, it may be shewn that*

-r 2 un(z)= 2 -j-un(z)
dz n = o n=o dz
if the series on the right converges uniformly and the series on the left is convergent.

Example 1. Consider the series

2x {n (n+\) sin2 x2 - 1} cos x2
nii {1 + n2mn2x2} {1 + (n+1) 2 sin 2 x1)'
in which x is real.
The nth term is
2xn cos x2 2x (n -f 1) cos x2
l + ^ s i n ^ ~ l + (w + l) 2 sin 2 ^ 2 '
2 2

and the sum of n terms is therefore

2x cos 'x1 2x (n +1) cos ,v2
2
1 + sin x 2
1 + (n + 1 )2 sin 2 x2'
Hence the series is absolutely convergent for all real values of x except ± sf(mn)
where m = 1, 2, ...; but
p . 2^(71+1) COS X2

and if n be any integer, by taking x — (n +1)"1 this has the limit 2 as W-»-QO . The series is
therefore non-uniformly convergent near # = 0 .

* -^— means lim — 1~ where h-*~0 along a definite simple curve; this definition
is modified slightly in §5*12 in the case when f(z) is an analytic function.
80 THE PROCESSES OF ANALYSIS [CHAP. IV

an( so tne
Now the sum to infinity of the series is f r ~ ~ 2 ^ » * integral from 0 to x of
2
the sum of the series is arc tan {sin x }. On the other hand, the sum of the integrals from
0 to x of the first n terms of the series is
arc tan {sin x2} - arc tan {(n +1) sin x2},
and as w-*- ao this tends to arc tan {sin x2}-\n.
Therefore the integral of the sum of the series differs from the sum of the integrals of
the terms by \it.
Example 2. Discuss, in a similar manner, the series

nli n (n+ 1)(1+*"*») (1+*• + »**)

for real values of x.

Example 3. Discuss the series

where
ux =ze~9\ un=nze-** - (n -
for real values of z.
The sum of the first n terms is me"™2, so the sum to infinity is 0 for all real values
of z. Since the terms un are real and ultimately all of the same sign, the convergence
is absolute.
In the series
uxdz+I u2dz+l
/ o Jo Jo
the sum of n terms is \ (1 - e"**2), and this tends to the limit \ as n tends to infinity; this
is not equal to the integral from 0 to z of the sum of the series 2un.
The explanation of this discrepancy is to be found in the non-uniformity of the
convergence near 2=0, for the remainder after n terms in the series ux + «2 + ••• is - nze"**2;
and by taking z=n~l we can make this equal to e"1/*, which is not arbitrarily small; the
series is therefore non-uniformly convergent near «=0.
Example 4. Compare the values of
'a ( • i oo [z
/
{ 2 un\dz and 2 / undzy
o U=i J n=U o
where
2n2z 2
(Trinity, 1903.)

REFERENCES.
G. F. B. RIEMANN, Ges. Math. Werke, pp. 239-241.
P. G.. LEJEUNE-DIRICHLET, Vorlesungen. (Brunswick, 1904.)
F. G. MEYER, Bestimmte Integrate. (Leipzig, 1871.)
E. GOURSAT, Cours d*Analyse (Paris, 1910, 1911), Chs. iv,.xiv.
C. J. DE LA VALLE*E POUSSIN, Cours dAnalyse Infinitesimale (Paris and Louvain, 1914),
Ch. vi.
E. W. HOBSON, Functions of a Real Variable (1907), Ch. v.
T. J. PA. BROMWICH, Theory of Infinite Series (1908), Appendix in.
 THE THEORY OF RIEMANN INTEGRATION 81

MISCELLANEOUS EXAMPLES.

1. Shew that the integrals

/-OO /•« /•»

I sin^c&r, / cos(x2)dx, I x exp ( - x6 sin2 x) dx

Jo Jo Jo
converge. (Dirichlet and Du Bois Reymond.)
2. If a be real, the integral

is a continuous function of a. (Stokes.)

3
3. Discuss the uniformity of the convergence of I x sin (x - ax) dx.
Jo

3
3 Ixsin (x*- ax) dx^> - ( - + j—] cos (x - ax)

-2 + ^)<>Os(*3-a*)^ + -a 2 J — ^ 3 ;
d*.J
(de la Valise Poussin.)
/•oo

4. Shew that 1 exp [ — e*« (x3 - nx)] dx converges uniformly in the range ( —far,\ir)
Jo
of values of a. (Stokes.)
Z"00 x*dx
5. Discuss the convergence of I j — : when n, v, p are positive.
J 0 1 "T"J7*' s i n x j*^
(Hardy, Messenger, xxxi. (1902), p. 177.)
6. Examine the convergence of the integrals

f7 1 - 1 «-«+ X
^ fain(* +
(Math. Trip. 1914.)
7. Shew that / r _* T- exists.

8. Shew that / x~ n e** x sin 2xdx converges if a > 0, n > 0. (Math. Trip. 1908.)

9. If a series g(z)— 2 (c,,—<v + 1)8in (2v-f 1) irz, (in which c 0 =0), converges uniformly
T °° C
in an interval, shew that a (z) - — is the derivative of the series /(^)= 2 — sin 2vnz.
2wz.
v TTZ J w y~l V
' * sin trz rssl v
(Lerch, Ann. de VEc. norm. sup. (3) XII. (1895), p. 351.)

10. Shew that f r... r ^dxi%'"^^-~and T T... (°° d c

J ^'"dv-
converge when a > ^ i and a ' ^ j S ' ^ . ^ - f X " ^ ! respectively. (Math. Trip. 1904.)
11. Iff(x, y) be a continuous function of both x and y in the ranges (a ^a?<6), (a^y <6)
except that it has ordinary discontinuities at points on a finite number of curves, with
continuously turning tangents, each of which meets any line parallel to the coordinate axes
fb
only a finite numl>er of times, then I f(xy y) dx is a continuous function of y.

[Consider / *+ / *+...+ / {/(.?, y + h)—f(:ic, y)}dx, where the numbers

Ja ja.+i, J an+(n
8j, #2, ••• ci» *2> ••• a r o s o chosen as to exclude the discontinuities of f(x, y + h) from the
range of integration ; aif 03, ... being the discontinuities of/(.t?, y).~\ (BOcher.)
 CHAPTER V
THE FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS ;
TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS

51. Property of the elementary functions.

The reader will be already familiar with the term elementary function, as
used (in text-books on Algebra, Trigonometry, and the Differential Calculus)
to denote certain analytical expressions* depending on a variable zt the
symbols involved therein being those of elementary algebra together with
exponentials, logarithms and the trigonometrical functions; examples of such
expressions are
z2, e*, logz, arc sin z*.
Such combinations of the elementary functions of analysis have in common
a remarkable property, which will now be investigated.
Take as an example the function e*.
Write **=/(*)•
Then, if z be a fixed point and if / be any other point, we have

z' — z z' — z * z —z

+
2 T + 3! + *
and since the last series in brackets is uniformly convergent for all values of
z\ it follows (§ 3'7) that, as z—*z, the quotient

z' -z
tends to the limit e*, uniformly for all values of arg ( / — z).
This shews that the limit of

z —z
is in this case independent of the path by which the point z tends towards
coincidence with z.
It will be found that this property is shared i)y many of the well-known
elementary functions; namely, that iff(z) be one of these functions and h be
• The reader will observe that this is not the sense in which the term function is defined
(§ 3-1) in this work. Thus e.g. x-iy and | z \ are functions of z(=x + iy) in the sense of § 3*1,
but are not elementary functions of the type under consideration.
51—512] FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS 83

any complex number, the limiting value of

exists and is independent of the mode in which h tends to zero.

The reader will, however, easily prove that, if f(z)= x —iy, where z = x + iy,
then lim*^— 1~~ *s noi independent of the mode in which A—>0.

5*11. Occasional failure of the property.

For each of the elementary functions, however, there will be certain points
z at which this property will cease to hold good. Thus it does not hold for
the function l/(z — a) at the point z = a, since
r 1 f 1 1
l im T << 1 y
h
h+oh [z — a + h z— a)
does not exist when z = a. Similarly it does not hold for the functions log z
and z* at the point z = 0.
These exceptional points are called singular points or singularities of the
function f(z) under consideration; at other points f(z) is said to be analytic.
The property does not hold good at any point for the function \z\.

5'12. Cauchys* definition of an analytic function of a complex variable.

The property considered in § 5*11 will be taken as the basis of the
definition of an analytic function, which may be stated as follows.
Let a two-dimensional region in the 2-plane be given; and let u be a
function of z defined uniquely at all points of the region. Let z, z -f Sz be
values of the variable z at two points, and u, u + Bu the corresponding values
of u. Then, if, at any point z within the area, ~- tends to a limit when &x—»0,
Sy—»0, independently (where 8z = Sx + iSy), u is said to be a function of zy
which is monogenic or analytic^ at the point. If the function is analytic and
one-valued at all points of the region, we say that the function is analytic
throughout the region\.
We shall frequently use the word ' function' alone to denote an analytic
function, as the functions studied in this work will be almost exclusively
analytic functions.
* See the memoir cited in § 5 2.
t The words * regular ' and * holomorphic ' are sometimes used. A distinction has been made
by Borel between ' monogenic' and ' analytic' functions in the case of functions with an infinite
number of singularities. See § 5*51.
t See § 5 2 cor. 2, footnote.
84 THE PROCESSES OF ANALY8IS [CHAP. V

In the foregoing definition, the function u has been defined only within
a certain region in the s-plane. As will be seen subsequently, however, the
function u can generally be defined for other values of z not included in this
region; and (as in the case of the elementary functions already discussed)
may have singularities, for which the fundamental property no longer holds,
at certain points outside the limits of the region.
We shall now state the definition of analytic functionality in a more
arithmetical form.
Let f(z) be analytic at z, and let e be an arbitrary positive number;
then we can find numbers I and 8, (8 depending on €) such that

-I < €
z'-z
f
whenever | z — z \ < 8.
Itf(z) is analytic at all points z of a region, I obviously depends on z; we
consequently write l**f'(z).
Hence / ( * ) = /(*) + (*' - z) / ' (z) + v(z'- z\
where v is a function of z and z' such that | v| < e when \z —z\<8.
Example 1. Find the points at which the following functions are not analytic :

(i) z\ (ii) cosec* (z«Mir, n any integer). (iii) < 1 ^+g (*=2, 3).
I i
(iv) •• (t-0). (v) {(«-l)t}* (*=0,l).
Example 2. If 2=x+*y, /(«)=w-f iV, where u, vy x, y are real and / is an analytic
function, shew that
3M dv du dv

5#13. An application of the modified Heine-Borel theorem.

Let f(z) be analytic at all points of a continuum; and on any point z of
the boundary of the continuum let numbers f (z)t 8 (8 depending on z) exist
such that

whenever | / — z \ < 8 and z is a point of the continuum or its boundary.

[We write fx (z) instead of / ' {z) as the differential coefficient might not exist when
z1 approaches z from outside the boundary so that fx (z) is not necessarily a unique derivate.]
The above inequality is obviously satisfied for all points z of the continuum
as; well as boundary points.
Applying the two-dimensional form of the theorem of § 3*6, we see that
the region formed by the continuum and its boundary can be divided into
a finite number of parts (squares with sides parallel to the axes and their
5 1 3 , 5*2] FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS 85
interiors, or portions of such squares) such that inside or on the boundary of
any part there is one point zx such that the inequality
!/(*') -/(*i) - (*' - *i)/, (A) I < € | / - *, |
is satisfied by all points z inside or on the boundary of that part.
5*2. CAUCHY'S THEOREM* ON THE INTEGRAL OF A FUNCTION ROUND A
CONTOUR.
A simple closed curve C in the plane of the variable z is often called
a contour; if A, U, D be points taken in order in the counter-clockwise sense
along the arc of the contour, and if f{z) be a one-valued continuousf
function of z (not necessarily analytic) at all points on the arc, then the
integral
f f{z)dz or f f{z)dz
JABBA J (O
taken round the contour, starting from the point A and returning to A again,
is called the integral off(z) taken along the contour. Clearly the value of the
integral taken along the contour is unaltered if some point in the contour
other than A is taken as the starting-point.
We shall now prove a result due to Cauchy, which may be stated as
follows. If f(z) is a function of z, analytic at all points on\ and inside a
contour G, then
fho
For divide up the interior of C by lines parallel to the real and imaginary
axes in the manner of § 5*13; then the interior of C is divided into a number
of regions whose boundaries are squares Clt C2t ... GM and other regions
whose boundaries Dlt D2> ••• -Dy are portions of sides of squares and parts
of C; consider
% f f(z)ds+ £ f f{z)dz,
each of the paths of integration being taken counter-clockwise; in the
complete sum each side of each square appears twice as a path of integration,
and the integrals along it are taken in opposite directions and consequently
cancel§; the only parts of the sum which survive are the integrals of f(z)
* Mimoire sur Us integrates dijinies prises entre des limites imaginaires (1825). The proof
here given is that due to Goursat, Trans. American Math. Soc. i. (1900), p. 14.
t It is sufficient for f{z) to be continuous when variations of z along the arc only are
considered.
X It is not necessary that f{z) should be analytic on C (it is sufficient that it be continuous
on and inside (7), but if f (z) is not analytic on C, the theorem is much harder to prove. This
proof merely assumes that / ' {z) exists at all points on and inside G. Earlier proofs made more
extended assumptions; thus Cauchy's proof assumed the continuity of / ' (2). Riemann's
proof made an equivalent assumption. Goursat's first proof assumed that f{z) was uniformly
differentiable throughout C.
§ See § 4-6, example.
86 THE PROCESSES OF ANALYSIS [CHAP. V

taken along a number of arcs which together make up C, each arc being
taken in the same sense as in I f(z)dz; these integrals therefore just make
J (C)
up I f(z)dz.
J (C)

Now consider I f{z)dz. With the notation of § 5*12,

J (cn)
( f(z) dz = \ {/(*,) + (z - *,)/' (*,) + (* - gl) v] dz
J (Cn) J (Cn)

= {/<*) - *»/' (*)} I dz + / ' (*,) I zdz+\ (z- Zl) vdz.

UCn) J(Cn) HCn)

But f dz = [z]Cn = 0, ( zdz=\lz*\ =0,

J(Cn) Ucrf L JCn

by the examples of § 4*6, since the end points of Cn coincide.

Now let ln be the side of Cn and An the area of Cn.
Then, using § 462,

I f(z)dz = 1 (z-zjvdz ^ J
\{z-z,)vdz\
J (Cn) \J(Cn) (Cn)

In like manner

f(z)dz \(z-Zl)vdz\
J(
)

where An' is the area of the complete square of which Dn is part, ln' is the
side of this square and Xn is the length of the part of C which lies inside this
square. Hence, if X be the whole length of C, while I is the side of a square
which encloses all the squares Cn and Dn,

f(z)dz I j f(z)dz + t
J (Cn) n=l
f
J (Dn)
f(z)dz
( M N N
2 2 An+ l l2
U=l n=l n=l

Now € is arbitrarily small, and I, X and I f{z)dz are independent of e.

J (C)
It therefore follows from this inequality that the only value which I f{z) dz
Jc
can hhave is
i zero; and d this
hi is
i Cauchy's
C h ' result.l
5 # 2] FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS 87

Corollary 1. If there are two paths z^AZ and z0BZ from z$ to Z, and if f(z) is a
function of z analytic at all points on these curves and throughout the domain enclosed by
these two paths, then / f{z) dz has the same value whether the path of integration is
J 20
zQAZ or z0BZ. This follows from the fact that z0AZBz0 is a contour, and so the integral
taken round it (which is the difference of the integrals along zQAZ and ZQBZ) is zero.
Thus, if f{z) be an analytic function of z, the value of / f{z) dz is to a certain extent
J AB
independent of the choice of the arc AB, and depends only on the terminal points A and B.
It must be borne in mind that this is only the case when f{z) is an analytic function in the
sense of § 5'12.
Corollary 2. Suppose that two simple closed curves Co and Ci are given, such that <?0
completely encloses Ciy as e.g. would be the case if Co and C\ were confocal ellipses.
Suppose moreover that/(z) is a function which is analytic* at all points on Co and Cx
and throughout the ring-shaped region contained between Co and C\. Then by drawing a
network of intersecting lines in this ring-shaped space, we can shew, exactly as in the
theorem just proved, that the integral

'/(«) dz

is zero, where the integration is taken round the whole boundary of the ring-shaped space;
this boundary consisting of two curves Co and Cx, the one described in the counter-clockwise
direction and the other described in the clockwise direction.
Corollary 3. In general, if any connected region be given in the z-plane, bounded by
any number of simple closed curves Co, Cly C2, ..., and if f(z) be any function of z which
is analytic and one-valued everywhere in this region, then

ff(z)dz
is zero, where the integral is taken round the whole boundary of the region ; this boundary
consisting of the curves Co, C\, ..., each described in such a sense that the region is kept
either always on the right or always on the left of a person walking in the sense in question
round the boundary.
An extension of Cauchy's theorem / f(z)dz = O, to curves lying on a cone whose vertex
is at the origin, has been made by Ravut (Nouv. Annales de Math (3) xvi. (1897),
pp. 365-7). Morera, Rend, del 1st. Lombardo, xxn. (1889), p. 191, and Osgood, Bull.
Amer. Math. Soc. II. (1896), pp. 296-302, have shewn that the property / f(z)dz = 0
may be taken as the property denning an analytic function, the other properties being
deducible from it. (See p. 110, example 16.)
Example. A ring-shaped region is bounded by the two circles | z \ — 1 and | z \ — 2 in the
2-plane. Verify that the value of I - - , where the integral is taken round the boundary
of this region, is zero.

* The phrase 'analytic throughout a region' implies one-valuedness (§ 5*12); that is to say
that after z has described a closed path surrounding Co, fiz) has returned to its initial value. A
function such as log z considered in the region 1 ^ j z | ^ 2 will be said to be ' analytic at all
points of the region.'
88 THE PROCESSES OF ANALYSIS [CHAP. V

For the boundary consists of the circumference |*|««1, described in the clockwise
direction, together with the circumference | s | = 2, described in the counter-clockwise
direction. Thus, if for points on the first circumference we write 2=e**, and for points on
the second circumference we write s=2e**, then B and <f> are real, and the integral becomes

J,
5#21. The value of an analytic function at a point, expressed as an integral
taken round a contour enclosing the point
Let C be a contour within and on which f(z) is an analytic function of z.
Then, if a be any point within the contour,

z—a
is a function of zt which is analytic at all points within the contour C except
the point z = a.
Now, given e, we can find 8 such that

whenever | z — a | < 8; with the point a as centre describe a circle 7 of radius

r<S,r being so small that 7 lies wholly inside (7.
Then in the space between 7 and C f(z)/(z — a) is analytic, and so, by
§ 5*2 corollary 2, we have
f f(z)dz [f(z)dz
Jc z — a Jy z — a '
where I and I denote integrals taken counter-clockwise along the curves
JC Jy
0 and 7 respectively.
But, since | z — a \ < 8 on 7, we have
f f(z}dz ^ f (a) + (z-a)f'(a)+v(z-a) ^
Jy z — a Jy z—
where | v j < €; and so

vdz.
JC Z-a / y Z--
* U/ J y Jy

Now, if z be on 7, we may write

z — a = reid,
where r is the radius of the circle 7, and consequently
[ dz [2"irei6d0 . (2ir j n o .
Jy z — a Jo re1" J0

and I cfo = I ire*9d0 = 0 j

also, by § 4*62, f €. 2irr.

5'21, 5*22] FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS 89

Thus

But the left-hand side is independent of e, and so it must be zero, since e

is arbitrary; that is to say

z—a
This remarkable result expresses the value of a function f(z), (which is
analytic on and inside G) at any point a within a contour C, in terms of an
integral which depends only on the value of f(z) at points on the contour
itself.

Corollary. If f(z) is an analytic one-valued function of z in a ring-shaped region

bounded by two curves C and C, and a is a point in the region, then
J
f(a) = -—. I -±-Ldz—~—; I —^^-dz,

where C is the outer of the curves and the integrals are taken counter-clockwise.

5*22. The derivates of an analytic function f(z).

The function f'(z\ which is the limit of
f{z + h)-f(z)
h
as h tends to zero, is called the derivate of / (z). We shall now shew that
f'(z) is itself an analytic function of z, and consequently itself possesses a
derivate.
For if C be a contour surrounding the point a, and situated entirely
within the region in which f(z) is analytic, we have

h+o

z-a-h ] c z -a
If f(z)dz
A^o 2m' J c(z — a)(z - a — h)
1 f f(z)dz h f f(z)dz
2-rri Jciz-af /Uo 2iri J c (z - af {z-a-h)'
Now, on C, f(z) is continuous and therefore bounded, and so is (z — a)~2;
while we can take ) h | less than the lower bound of \ \ z - a j.
90 THE PROCESSES OF ANALYSIS [ C H A P . vr

Therefore is bounded; let its upper bound be K.

(z — a)2(z — a — h)
Then, if I be the length of Gy

lim A f f(*)d*
h+o Ziri] c (z - a)2 (z - a - h)
and consequently / ' (a) = JL. ^ g ^
a formula which expresses the value of the derivate of a function at a point-
as an integral taken along a contour enclosing the point.
From this formula we have, if the points a and a + h are inside 0,
f'(a + h)-f'(a)= 1 f /(*)d*f 1 1 )
A 2iriJc h \{z-a-hf (z - o)'J

-a-

and it is easily seen that Ah is a bounded function of z when | h \ < ^ | z — a |.

Therefore, as h tends to zero, hr1 [f {a + h)—f (a)) tends to a limit,
namely
2 r f(z)dz

Since / ' (a) has a unique differential coefficient, it is an analytic function

of a; its derivate, which is represented by the expression just given, is
denoted b y / " (a), and is called the second derivate of/(a).
Similarly it can be shewn that/"(a) is an analytic function of a, possessing
a derivate equal to
2 . 3 C f(z) dzt
2TTI J C {Z — a)4'
this is denoted by /"''(a), and is called the third derivate of/(a). And in
general an nth derivate / ( n ) (a) of / ( a ) exists, expressible by the integral
n ! f f(z) dz
2riJc(z-a)n+li
and having itself a derivate of the form
f(z)dz ,

the reader will see that this can be proved by induction without difficulty.
5 ' 2 3 , 5*3] FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS 91

A function which possesses a first derivate with respect to the complex

variable z at all points of a closed two-dimensional region in the #-plane
therefore possesses derivates of all orders at all points inside the region.
5*23. Gauchys inequality for f ( n ) (a).
Let f{z) be analytic on and inside a circle G with centre a and radius r.
Let M be the upper bound oif{z) on the circle. Then, by § 4*62,
M

Example. If f(z) is analytic, z—x-k-iy and V2—%-& + 5~11 shew that

V2 log \f(z) | = 0 ; and V* | /(«) | > 0
unless/(*)=() o r / ' (*) = 0. (Trinity, 1910.)

5*3. Analytic functions represented by uniformly convergent series.

Let 2 fn (z) be a series such that (i) it converges uniformly along a
contour C> (ii) fn (z) is analytic throughout C and its interior.
GO

Then 2 / n (^) converges, and the sum of the series is an analytic

n=0
function throughout C and its interior.
00

For let a be any point inside G\ on C, let 2 fn (z) = 3> (z).

2J 2J W* 7 ;
) z-a
n=0
00
by* § 4*7. But this last series, by § 5*21, is 2 fn(a)> the series under
consideration therefore converges at all points inside G; let its sum inside
G (as well as on G) be called <& (z). Then the function is analytic if it
has a unique differential coefficient at all points inside C.
But if a and a + h be inside (7,
(a)_ 1_ t <t>(z)dz
h 2TTC J C (z— a)(z — a — h)'
and hence, as in § 5*22, lim [{3>(a 4- h) - ^(a)} A"1] exists and is equal to
h0
* Since | z - a \~x is bounded when a is fixed and * is on C, the uniformity of the convergence
of 2 fn (z)l(z - a) follows from that of 2 / n (z).
n-0 n-0
92 THE PROCESSES OF ANALYSIS [CHAP. V

If : <&(z) an
a— / 7 — ^ i &z \
Lin J c (z — ay
d therefore <I> (z)
*
is analytic
J
inside C. Further, Jby
transforming the last integral in the same way as we transformed the first
one, we see that <!>' (a) = 2 fn' (a), so that 2 /»(a) may be ' differentiated
n=0 n=0
term by term.1
If a series of analytic functions converges only at points of a curve which is not closed
nothing can be inferred as to the convergence of the derived series*.
00
COS 7tX
Thus 2 ( - )tt —j~ converges uniformly for real values of x (§ 3*34). But the derived
series 2 ( — y*'1 converges non-uniformly near x—(2m +1) TT, (m any integer); and

the derived series of this, viz. 2 (— ) n ~ l cos nx, does not converge at alL

Corollary. By § 3*7, the sum of a power series is analytic inside its circle of con-
vergence.

5 31. Analytic functions represented by integrals.

Let f(t, z) satisfy the following conditions when t lies on a certain path
of integration (a, b) and z is any point of a region 8 :
(i) f and ~ are continuous functions of t
(ii) yis an analytic function of z.
(iii) The continuity of f- qua function of z is uniform with respect to
dz
the variable t
Then J f(t, z)dt is an analytic function of z. For, by § 4*2, it has the
Ja
unique derivate I * ' dt.
5*32. Analytic functions represented by infinite integrals.
From § 4*44 (II) corollary, it follows that / / (t} z) dt is an analytic
J a
function of z at all points of a region 8 if (i) the integral converges, (ii) f(t, z)
is an analytic function of z when t is on the path of integration and z is on S,
(iii) -*(' z> i s a continuous function of both variables, (iv) J\* dt
OZ J a OZ
converges uniformly throughout S.
For if these conditions are satisfied f(t, z) dt has the unique derivate
Ja

* This might have been anticipated as the main theorem of this section deals with uniformity
of convergence over a two-dimensional region.
531-5-4] TAYLOR'S, LAURENT'S A N D LIOUVILLE'S THEOREMS 93

A case of very great importance is afforded by the integral / e~uf(t) dt,

Jo
where f(t) is continuous and \f(t)\ < KeH where Kt r are independent of t;
it is obvious from the conditions stated that tfie integral is an analytic
function of z when -B(z)^r x >r. [Condition (iv) is satisfied, by § 4*431 (I),
1
since I te^-** dt converges.]
Jo
54. TAYLOR'S THEOREM*.
Consider a function f(z), which is analytic in the neighbourhood of a
point z = a. Let C be a circle with a as centre in the s-plane, which does
not have any singular point of the function f(z) on or inside i t ; so that f(z)
is analytic at all points on and inside C. Let z = a 4- h be any point inside
the circle C. Then, by § 5*21, we have

—a—h
1
i +• *
\z-a (z-

But when z is on C, the modulus of » is continuous, and so,

z — a —• n
by § 3*61 cor. (ii), will not exceed some finite number M.
Therefore, by § 462,
JL_ T f(z)dz.hn+l | | n+1
2iri)c
2iri)c{z-a) n nl+l(z-a~
{z-a)
+ {z-o,~h) * M.2irR/\h\\
2 VRJ
where R is the radius of the circle C, so that 2irR is the length of the path
of integration in the last integral, and R = | z — a | for points z on the cir-
cumference of C.
The right-hand side of the last inequality tends to zero as n —> oo. We
have therefore

which we can write

....+(L^*>, ( O ) + ....
This result is known as Taylor's Theorem; and the proof given is due to
Cauchy. It follows that the radius of convergence of a power series is always
* The formal expansion was first published by Dr Brook Taylor (1715) in his Method™
Incrementorum.
 94 THE PROCESSES OF ANALYSIS [CHAP. V

at least so large as only just to exclude from the interior of the circle of con-
vergence the nearest singularity of the function represented by the series. And
by § 5*3 corollary, it follows that the radius of convergence is not larger
than the number just specified. Hence the radius of convergence is just such
as to exclude from the interior of the circle that singularity of the function
which is nearest to a.
At this stage we may introduce some terms which will be frequently
used.
If f(a) = 0, the function f(z) is said to have a zero at the point z = a.
If at such a point f (a) is different from zero, the zero of f(a) is said to be
simple; if, however,/' (a), f"{a\ ...f{n~l) (a) are all zero, so that the Taylor's
expansion of f(z) at z = a begins with a term in (z — a)n, then the function
f(z) is said to have a zero of the nth order at the point z = a.
Example 1. Find the function/^), which is analytic throughout the circle Cand its
interior, whose centre is at the origin and whose radius is unity, and has the value
a — cos 6 . sin 0
a2-2acos0 + l a2-2acos0 + l
(where a > 1 and 0 is the vectorial angle) at points on the circumference of C.
[We have

a - cos 0 + i sin 0 . A. ...

2m J o . —5—^ —x~--, , (putting z = e**)
a 2 - 2 a cos 0 + 1 ' v r s
'
n\ f dz

Therefore by Maclaurin's Theorem*,

oo ° 2n

or f(z)s=(a — z)~l for all points within the circle.

This example raises the interesting question, Will it still be convenient to define f(z)
as (a -z)~l at points outside the circle ? This will be discussed in § 5*51.]
00'

Example 2. Prove that the arithmetic mean of all values of z~n 2 < v , for points z on
i/=0

the circumference of the circle | z | = 1, is an\ if 2a^ is analytic throughout the circle and
its interior.
oo f(y) (Q\
[Let 2 alfzv=f(z)J so that av—-—~ . Then, writing 2=eifl, and calling C the circle

=
2^Jo ^ ^ 2^-J c ^r==-^l-««n.]
* The result f (z) =f (0) + zf (0) + ~f" (0)+ ..., obtained by putting a = 0 in Taylor's Theorem,
is usually called Maclaurin's Theorem; it was discovered by Stirling (1717) and published by
Maclaurin (1742) in his Fluxions.
5*41] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 95

Example^. Let f(z) = zr; then f(z + h) is an analytic function of A when | A | < | ; s |
for all values of r ; and so (z + h)r=zr + rzr~l h^7-——' 3 r " 2 A2 + ..., this series converging
2
when | A \ < | z |. This is the binomial theorem.
Example 4. Prove that if A is a positive constant, and (1 - 2zA 4-A2)~~4 is expanded in
the form
l+hPl(z) + h*P2(z) + h*P3(z) + (A),
(where Pn(z) is easily seen to be a polynomial of degree n in z\ then this series converges
so long as z is in the interior of an ellipse whose foci are the points z=l and 2= — 1, and
whose semi-major axis is £ (A-f A""1).
Let the series be first regarded as a function of A. It is a power series in A, and
therefore converges so long as the point A lies within a circle in the A-plane. The centre
of this circle is the point A = 0, and its circumference will be such as to pass through that
singularity of (1 - 2zh + A2) ~ 4 which is nearest to A = 0.
But l-2zh+h2 = {h-z + (z2-l)l}{h-z-(z2-l)i},
so the singularities of (l-2zA + A2)~4 are the points h^z — {z2- 1)4 and h=z+(z2 — 1)4.
[These singularities are branch points (see § 5*7).]
Thus the series (A) converges so long as | A \ is less than both
|« —(^—l)* I and |a + (««-l)* |.
Draw an ellipse in the z-plane passing through the point z and having its foci at + 1 .
Let a be its semi-major axis, and 6 the eccentric angle of z on it.
Then z = a eos$ + i(a2- 1)4 sintf,
which gives z±(z2- 1)^ ={a±(a2- 1)*} (costf ± isintf),
so |*±(* -!)* | = a ± ( a 2 - l ) * .
2

Thus the series (A) converges so long as A is less than the smaller of the numbers
a + (a2- 1)^ and a-{a2- l)i,i.e. so long as A is less than a - (a 2 -1)4. But A=a —(a 2 -1)4
when a^^A-f-A" 1 ).
Therefore the series (A) converges so long as z is within an ellipse whose foci are 1 and
- 1, and whose semi-major axis is £ (A + A"1).

5'41. Forms of the remainder in Taylor s series.

Let f(x) be a real function of a real variable; and let it have continuous
differential coefficients of the first n orders when a ^ x ^ a + h.
If 0 ^ t ^ 1, we have
A fn-l hm

Integrating this between the limits 0 and 1, we have

?t-l Am r\ /,n/i +\n—1

/(a + h) -/<«) +JSi ^ / « (a) + Jo ^_^ /<-» (a

and Let ^ = integer

let p be a positive (^3 such that
96 THE PROCESSES OF ANALYSIS [CHAP. V

Then Rn = ^ - ^ £ (1 - t)*~>. (1 - 0 n "V (n) (« +

Let 17) i be the upper and lower bounds of (1 — t)n~pf{n) (a + th).
Then
f Z (1 - t)P~l dt < \1 (1 - I)*"1 • (l ~ 0 n " p / ( n ) (« + th) dt < (* U(1 - O ^ 1
Jo Jo Jo
n (n
Since (1 - £) -?/ > (a -f £A) is a continuous function it passes through all
values between U and L, and hence we can find 8 such that 0 ^ 8 ^ 1, and
1 — t)n~~xf(n) {a + to) dt ^p'1 (I — 8)n^pf{n) (a •
hn
Therefore Rn = z

hn
Writing p = n, we get Rn = — / ( n ) (a + 8h), which is Lagranges form for
hn
the remainder; and writing p = 1, we get JBn = ^ (1 — 8)n~lfw (a + Wi),
which is Gauchy s form for the remainder.
Taking w=l in this result, we get

if / ' (a?) is continuous when a^x^a + h ; this result is usually known as the First
Mean Value Theorem (see also § 4*14).
Darboux gave in 1876 {Journal de Math. (3) n. p. 291) a form for the remainder in
Taylor's Series, which is applicable to complex variables and resembles the above form
given by Lagrange for the case of real variables.

5*5. The Process of Continuation.

Near every point P, #0> in the neighbourhood of which a function f(z) is
analytic, we have seen that an expansion exists for the function as a series
of ascending positive integral powers of (z — z0), the coefficients in which
involve the successive derivates of the function at zQ.
Now let A be the singularity of f(z) which is nearest to P. Then the
circle within which this expansion is valid has P for centre and PA for
radius.
Suppose that we are merely given the values of a function at all points of
the circumference of a circle slightly smaller than the circle of convergence
and concentric with it together with the condition that the function is to be
analytic throughout the interior of the larger circle. Then the preceding
theorems enable us to find its value at all points within the smaller circle
and to determine the coefficients in the Taylor series proceeding in powers
of z-z0. The question arises, Is it possible to define the function at points
outside the circle in such a way that the function is analytic throughout
a larger domain than the interior of the circle?
5-5] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 97

In other words, given a power series which converges and represents a

function only at points within a circle, to define by means of it the values
of the function at points outside the circle.
For this purpose choose any point Px within the circle, not on the line
PA. We know the value of the function and all its derivates at PXi from
the series, and so we can form the Taylor series (for the same function)
with Px as origin, which will define a function analytic throughout some
circle of centre P,. Now this circle will extend as far as the singularity*
which is nearest to Pl9 which may or may not be A ; but in either case, this
new circle will usuallyf lie partly outside the old circle of convergence, and
for points in the region which is included in the new circle but not in the old
circlet the new series may be used to define the values of the function, although
the old series failed to do so.
Similarly we can take any other point P 2 , in the region for which the
values of the function are now known, and form the Taylor series with P 2
as origin, which will in general enable us to define the function at other
points, at which its values were not previously known; and so on.
This process is called continuation%. By means of it, starting from a
representation of a function by any one power series we can find any number
of other power series, which between them define the value of the function
at all points of a domain, any point of which can be reached from P without
passing through a singularity of the function; and the aggregate § of all
the power series thus obtained constitutes the analytical expression of the
function.
It is important to know whether continuation by two different paths PBQy PBQ will
give the same final power series ; it will be seen that this is the case, if the function
have no singularity inside the closed curve PBQB'P, in the following way: Let Px be any
point on PBQ, inside the circle C with centre P; obtain the continuation of the function
with Px as origin, and let it converge inside a circle Cx; let Px be any point inside both
circles and also inside the curve PBQB'P; let S, Sx, Sx be the power series with P, Pu
Pi as origins; then|| ^ s ^ ' over a certain domain which will contain PXj if Px be taken
sufficiently near Px; and hence Sx will be the continuation of Sx'; for if Tx were the
continuation of Sx, we have Tx = 8i over a domain containing Ply and so (§ 3*73)
corresponding coefficients in Sx and Tx are the same. By carrying out such a process a
sufficient number of times, we deform the path PBQ into the path PB'Q if no singular
point is inside PBQB'P. The reader will convince himself by drawing a figure that
the process can be carried out in a finite number of steps.

* Of the function defined by the new series.

t The word 'usually' must be taken as referring to the cases which are likely to come
under the reader's notice while studying the less advanced parts of the subject.
X French, prolongement; German, Fortsetzuny.
§ Such an aggregate of power series has been obtained for various functions by M. J. M. Hill,
by purely algebraical processes, Proc. London Math. Soc. xxxv. (1903), pp. 388-416.
I) Since each is equal to S.
 98 THE PROCESSES OF ANALYSIS [CHAP. V

Example. The series

1 z z* £
S+T« + ? + S* + -
represents the function

only for points z within the circle | z \ — \ a \.

But any number of other power series exist, of the type
1 *-b {z-bf {z-bf B

a-b^ (a-6)2"1" (a-6) 3 + ( a -6)* + t " '

if b/'a is not real and positive these converge at points inside a circle which is partly
inside and partly outside | z | = | a \; these series represent this same function at points
outride this circle.
5 501. On functions to which the continuation-process cannot be applied.
It is not always possible to carry out the process of continuation. Take as an example
the function f(z) denned by the power series

which clearly converges in the interior of a circle whose radius is unity and whose centre
is at the origin.
Now it is obvious that, as z+l-0, f(z)-+~+cc ; the point +1 is therefore a
singularity off(z).
But /(*)-*•+/(*),
and if * 2 -*-l-0, f(z2)-*~°o and so /(2)-^oc, and hence the points for which 2 2 =1 are
singularities of f(z); the point z= — 1 is therefore also a singularity of/(«).
Similarly since

we see that if z is such that z4 = l, then z is a singularity of f{z); and, in general, any root
of any of the equations
-2 _ 1 j>4 _ 1 *8 - _ I -16 1

is a singularity of f(z). But these points all lie on the circle | e | = l ; and in any arc
of this circle, however small, there are an unlimited number of them. The attempt to
qarry. out the process of continuation will therefore be frustrated by the existence of this
unbroken front of singularities, beyond which it is impossible to pass.
In such a case the function f(z) cannot be continued at all to points z situated outside
the circle | z \ = 1; such a function is called a lacunary function^ and the circle is said to be
a limiting circle for the function.
5*51. The identity of two functions.
The two series
1 + z + z2 + z* + ...
and - 1 + (z - 2) - (z - 2)2 + (z - 2)3 - (z - 2)* + ...
do not both converge for any value of z, and are distinct expansions.
Nevertheless, we generally say that they represent the same function, on the
strength of the fact that they can both be represented by the same rational
1
expression ^ .
5*501, 5*51] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 99
This raises the question of the identity of two functions. When can two
different expansions be said to represent the same function ?
We might define a function (after Weierstrass), by means of the last
article, as consisting of one power series together with all the other power
series which can be derived from it by the process of continuation. Two
different analytical expressions will then define the same function, if they
represent power series derivable from each other by continuation.
Since if a function is analytic (in the sense of Cauchy, § 5*12) at and near
a point it can be expanded into a Taylor's series, and since a convergent
power series has a unique differential coefficient (§ 5*3), it follows that the
definition of Weierstrass is really equivalent to that of Cauchy.
It is important to observe that the limit of a combination of analytic
functions can represent different analytic functions in different parts of the
plane. This can be seen by considering the series

The sum of the first n + 1 terms of this series is

1 / 1\ 1

The series therefore converges for all values of z (zero excepted) not on the
circle \ z | = 1. But, as n -> oo , j zn | —• 0 or | zn \ —> oo according as | z j is less
or greater than unity; hence we see that the sum to infinity of the series is
z when | z \ < 1, and - when | # | > 1 . This series therefore represents one
function at points in the interior of the circle \ z | = 1, and an entirely different
function at points outside the same circle. The reader will see from § 5 3
that this result is connected with the non-uniformity of the convergence of
the series near | z | = 1.
It has been shewn by Borel* that if a region C is taken and a set of points S such that
points of the set S are arbitrarily near every point of (7, it may be possible to define
a function which has a unique differential coefficient (i.e. is monogenic) at all points
of C which do not belong to S; but the function is not analytic in C in the sense of
Weierstrass.
Such a function is
i I • exp(-expn«)
n =i p=o q=o z-(p+qi)/n

* Proc. Math. Congress, Cambridge (1912), i. pp. 137-138. Leqons sur let fonctions mono-
glna (1917). The functions are not monogenic strictly in the sense of § 5 1 because, in the
example quoted, in working out {f{z + h) -f{z)}lhy it must be supposed that R (z + h) and I(z + h)
are not both rational fractions.
 100 THE PROCESSES OF ANALYSIS [CHAP. V

5*6. LAURENT'S THEOREM.

A very important theorem was published in 1843 by Laurent* ; it relates
to expansions of functions to which Taylor's Theorem cannot be applied.
Let G and C be two concentric circles of centre a, of which C is the inner;
and let f{z) be a function which is analytic f at all points on G and C and
throughout the annulus between G and C . Let a •+ h be any point in this
ring-shaped space. Then we have (§ 5*21 corollary)

cz — a-h zmjcz — a— h
where the integrals are supposed taken in $he positive or counter-clockwise
direction round the circles.
This can be written

We find, as in the proof of Taylor's Theorem, that

f f^)dz.h^ f f(z)dz(z-a)n+>
Jc(*-a)n+1(z-a-h) ]c > (z-a-h)hn+i
tend to zero as n —> oo ; and thus we have

f(a + A) = a0 + OaA 4- a.2/i3 + ... + ^ + £ + ...,

wherei 0 , - ^ g ^ and ft-

This result is Laurent's Theorem; changing the notation, it can be
expressed in the following form: If f(z) be analytic on the concentric circles
G and C' of centre a, and throughout the annulus between them, then at any
point z of the annulus f(z) can be expanded in the form

\z — a) \z — a)

Wkere o . - ^ ^ and * . - ^

An important case of Laurent's Theorem arises when there is only one

singularity within the inner circle C , namely at the centre a. In this case
the circle G' can be taken as small as we please, and so Laurent's expansion
is valid for all points in the interior of the circle 0, except the centre a.
* Compte.8 Rendu8, xvn. (1843), pp. 348-349. The theorem is contained in a paper which was
written by Weierstrass in 1841, but apparently not published before 1894, Werke, i. pp. 51-66.
t See § 5 2 corollary 2, footnote.
X We cannot write on= f(n) (a)jn\ as in Taylor's Theorem since/(-?) is not necessarily analytic
inside C.
5 6] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 101

Example 1. Prove that

i [**
where /nW =- I cos (nO - x sin 6) dd.
ZTT J o

[For the function of z under consideration is analytic in any domain which does not
include the point z—0 ; and so by Laurent's Theorem,

62V*~ 2j == a o + a12 + a 2 * 2 +... + J + -f + ...,

and where C and C are any circles with the origin as centre. Taking G to be the circle of
radius unity, and writing z = eie, we have
n v
2m Jo 2n Jo
since I sin(n#-.a;8in0)d0 vanishes, as may be seen by writing 2TT — <f> for 6. Thus
n l
an = t/n(o:), and bn — (-) ani since the function expanded is unaltered if — z~ be written
for 2, so that 6n = ( - )nJn {x), and the proof is complete.]
Example 2. Shew that, in the annulus denned by | a | < | s | < | 6 | , the function

can be expanded in the form

u o 1.3...(2/-1).
where 5n= ^ V-.i
The function is one-valued and analytic in the annulus (see § 5 7), for the branch-points
0, a neutralise each other, and so, by Laurent's Theorem, if C denote the circle | z|=r,
where | a | < r < | b |, the coefficient of zn in the required expansion is
JL ( A2 f bz \l
Putting 2»re^, this becomes

the series being absolutely convergent and uniformly convergent with regard to 6.
The only terms which give integrals different from zero are those for which k=*l+n.
So the coefficient of zn is

2TTJO IZQ 2l.l\ 2l + n.(l + n) !

Similarly it can be shewn that the coefficient of — is Snan.

102 THE PROCESSES OF ANALYSIS [CHAP. V

Example 3. Shew that

+jl + ^

where a n = -- \ e<M + *><*» * cos {(t* - v) sin (9 - n

AIT J 0

and &„=

5*61. 27ie nature of the singularities of one-valued functions.

Consider first a function f{z) which is analytic throughout a closed
region S, except at a single point a inside the region.
Let it be possible to define a function <f> (z) such that
(i) <f> (z) is analytic throughout S,

(ii) when . , « , / < §

§ ^ ^
Then / ( ^ ) is said to have a 'jooZe o / order n at a'; and the terms

—L_ + —L_ + ... + -——- are called the principal part of f(z) near a.
z — a \z — a) \z -— a)
By the definition of a singularity (§ 512) a pole is a singularity. If n= 1,
the singularity is called a simple pole.
Any singularity of a one-valued function other than a pole is called an
essential singularity.
If the essential singularity, a, is isolated (i.e. if a region, of which a is an
interior point, can be found containing no singularities other than a), then a
Laurent expansion can be found, in ascending and descending powers of (z — a)
valid when A > | z — a \ > 8, where A depends on the other singularities of the
function, and 8 is arbitrarily small. Hence the ' principal part J of a function
near an isolated essential singularity consists of an infinite series.
It should be noted that a pole is, by definition, an isolated singularity, so
that all singularities which are not isolated (e.g. the limiting point of a
sequence of poles) are essential singularities.
There does not exist, in general, an expansion of a function valid near a non-isolated
singularity in the way that Laurent's expansion is valid near an isolated singularity.
Corollary. If f(z) has a pole of order n at a, and >lr{z) = {z-a)nf(z) (zj=a),
^ ( a ) = lim (z — a)nf{z), then ty{z) is analytic at a.

Example 1. A function is not bounded near an isolated essential singularity.

[Prove that if the function were bounded near z=a, the coefficients of negative powers
of z — a would all vanish.]
5*61, 5*62] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 103
z
Example 2. Find the singularities of the function ez~aj{ea -1}.
At 2 = 0, the numerator is analytic, and the denominator has a simple zero. Hence
the function has a simple pole at 2 = 0.
Similarly there is a simple pole at each of the points 2nnia {n— ± 1, ±2, +3, ...); the
denominator is analytic and does not vanish for other values of z.
At 2=a, the numerator has an isolated singularity, so Laurent's Theorem is applicable,
and the coefficients in the Laurent expansion may be obtained from the quotient
C (P"
z-a 2 ! (z- a)2

-(-••?••••)- •
which gives an expansion involving all positive and negative powers of (z — a). So there is
an essential singularity.at 2=a.
Example 3. Shew that the function defined by the series
I M* W ~ 1 {(l+ / "- i ) tt -l}
n=l (2«-l){2»-(l+?l-l)»}

has simple poles at the points 2 = (l + n-1)e2*'tr/n, (£=0, 1, 2, ... w - 1 ; n==l, 2, 3, ...).
(Math. Trip. 1899.)

5*62. The 'point at infinity.'

The behaviour of a function f(z) as | z \ —> 00 can be treated in a similar
way to its behaviour as z tends to a finite limit.

If we write z = -,, so that large values of z are represented by small

values of / in the /-plane, there is a one-one correspondence between
z and z't provided that neither is zero; and to make the correspondence
complete it is sometimes convenient to say that when / is the origin, z is
the ' point at infinity.' But the reader must be careful to observe that this
is not a definite point, and any proposition about it is really a proposition
concerning the point z = 0.
Let/O) = <£(/')• Then <f>(z) is not defined at z = 0, but its behaviour
near z = 0 is determined by its Taylor (or Laurent)1 expansion in powers
of / ; and we define <£>(0) as lim </>(/) if that limit exists. For instance
the function </>(/) may have a zero of order m at the point z' = 0; in this
case the Taylor expansion of <£ (V) will be of the form
Azm + Bz'm+" + Cz'm+2 + ...,
a n d so t h e e x p a n s i o n of f{z) v a l i d for s u f f i c i e n t l y l a r g e v a l u e s of \z\ will b e
of t h e form
,, , A B C
f I £\ = 4 4- u

In this case,/(z) is said to have a zero of order m at 'infinity!

104 THE PROCESSES OF ANALYSIS [CHAP. V

Again, the function <j> ( / ) may have a pole of order m at the point z = 0 ;
in this case

and so, for sufficiently large values of | z |, f(z) can be expanded in the form

+ +....
In this case,/(^) is said to have a pole of order m at' infinity'
Similarly f(z) is said to have an essential singularity at infinity, if <f> (z)
has an essential singularity at the point / = 0. Thus the function e* has an
i
essential singularity at infinity, since the function ez> or
1 _ 1 _

has an essential singularity at z = 0.

Example. Discuss the function represented by the series

The function represented by this series has singularities at z=~n and z ——-,
(w=l, 2, 3, ...), since at each of these points the denominator of one of the terms in the
series is zero. These singularities are on the imaginary axis, and have 2 = 0 as a limiting
point; so no Taylor or Laurent expansion can be formed for the function valid throughout
any region of which the origin is an interior point.
For values of 2, other than these singularities, the series converges absolutely, since the
limit of the ratio of the (7i + l)th term to the nth is lim (n-\-l)~'1a~2 — 0. The function is
an even function of z (i.e. is unchanged if the sign of z be changed), tends to zero as
| z |-*-x , and is analytic on and ouiside a circle C of radius greater than unity and centre
at the origin. So, for points outside this circle, it can be expanded in the form

where, by Laurent's Theorem,

m,

" 2m J c n=0 n!
oo a — 2nz2k~\ oc oc Z2k-Z a-2n
NOW 2 f _2w ^— 2 2 j (_)«o-2nm0-am#

This double series converges absolutely when | z | > 1, and if it be rearranged in powers
of z it converges uniformly.
Since the coefficient of z~l is 2 -—-—-t and the only term which furnishes a non-
n=o n•
zero integral is the term in z~\ we have
h*YL.—-—. I 2 —%

(-)*-««**.
5#63, 5*64] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 105
Therefore, when | z | > 1, the function can be expanded in the form
I I I

The function has a zero of the second order at infinity, since the expansion begins with
a term in z~2.
5*63. LIOUVILLE'S THEOREM*.
Let f(z) be analytic for all values of z and let \ f(z) \ < K for all valves
of z, where K is a constant (so that \f(z) \ is bounded as | z \ —> oo ). Then
f(z) is a constant
Let zy z* be any two points and let G be a contour such that z, z' are
inside it. Then, by § 5*21,

take C to be a circle whose centre is z and whose radius is p > 2 | z — z \; on

C write f =z + p&e\ since | f — / | ^g/ 0 when f is on (7 it follows from § 4*62
that

I/(O-/(*)I-
i
2
= 2\zf -z\Kp~\
Make p -> oo, keeping z and z'fixed; then it is obvious t h a t / ( / ) —f(z) = 0;
that is to say, f(z) is constant.
As will be seen in the next article, and again frequently in the latter half of this
volume (Chapters xx, xxi and xxn), Liouville's theorem furnishes short and convenient
proofs of some of the most important results in Analysis.
5*64 Functions with no essential singularities.
We shall now shew that the only one-valued functions which have no
singularities, except poles, at any point (including oo ) are rational functions.
For let f(z) be such a function; let its singularities in the finite part
of the plane be at the points cl9 c2, ... ck: and let the principal part (§ 5*61)
of its expansion at the pole cr be

Z-Cr (z-Cry~Y'"'t (z-CrYr*

Let the principal part of its expansion at the pole at infinity be
a^z + a^z* -h ... 4- anzn;
if there is not a pole at infinity, then all the coefficients in this expansion
willbe zero.
• This theorem, which is really due to Cauohy, Comptes Rendus, xix. (1844), pp. 1377, 1378,
was given this name by Borchardt, Journal fur Math, LXXXVIH. (1880), pp. 277-310, who heard it
in Liouville'e lectures in 1847.
106 THE PROCESSES OF ANALYSIS [CHAP. V

Now the function

has clearly no singularities at the points c1} c2, ... c*, or at infinity; it is
therefore analytic everywhere and is bounded as j z | —»oo, and so, by
LiouvilJe's Theorem, is a constant; that is,

where G is constant; f{z) is therefore a rational function, and the theorem is

established.
It is evident from Liouville's theorem (combined with § 3*61 corollary (ii))
that a function which is analytic everywhere (including oo) is merely a
constant. Functions which are analytic everywhere except at oo are of
considerable importance; they are known as integral functions*. Examples
of such functions are ezy sin z, e^. From § 5*4 it is apparent that there is no
finite radius of convergence of a Taylor's series which represents an integral
function; and from the result of this section it is evident that all integral
functions (except mere polynomials) have essential singularities at oo.
5*7. Many-valued functions.
In all the previous work, the functions under consideration have had a
unique value (or limit) corresponding to each value (other than singularities)
of z.
But functions may be defined which have more than one value for each
value of z; thus if z — r (cos 6 + i sin 0), the function z* has the two values

r* ('cos 1 6 -f ism \ o \ rh jcos \ {6 + 2TT) + i sin 1(0 + 2TT)| ;

and the function arc tan x (x real) has an unlimited number of values, viz.
Arc tan x + mr, where —-^ir < Arc tan x <^ir and n is any integer; further
examples of many-valued functions are log zy z , sin (z^).
1
Either of the two functions which z represents is, however, analytic
except at z = 0, and we can apply to them the theorems of this chapter; and
the two functions are called * branches of the many-valued function z'1!
There will be certain points in general at which two or more branches
coincide or at which one branch has an infinite limit; these points are called
' branch-points.5 Thus z1 has a branch-point at 0 ; and, if we consider the
change in z* as z describes a circle counter-clockwise round 0, we see that Q
* French, fonction enti&re ; German, game Funktion.
5*7] TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 107

increases by 27r, r remains unchanged, and either branch of the function passes
over into the other branch. This will be found to be a general characteristic
of branch-points. It is not the purpose of this book to give a full discussion
of the properties of many-valued functions, as we shall always have to
consider particular branches of functions in regions not containing branch-
points, so that there will be comparatively little difficulty in seeing whether
or not Cauchy's Theorem may be applied.
Thus we cannot apply Cauchy's Theorem to such a function as z* when the path of
integration is a circle surrounding the origin; but it is permissible to apply it to one of
the branches of z* when thfc path of integration is like that shewn in § 6*24, for through-
out the contour and its interior the function has a single definite value.
Example. Prove that if the different values of a*, corresponding to a given value of z,
are represented on an Argand diagram, the representative points will be the vertices of an
equiangular polygon inscribed in an equiangular spiral, the angle of the spiral being
independent of a.
(Math. Trip. 1899.)
The idea of the different branches of a function helps us to understand such a paradox
as the following.
Consider the function y — ^^

for which -J? = x* (1 + log x).

(xx
When x is negative and real, -f is not real. But if x is negative and of the form
ax
o -I (where p and q are positive or negative integers), y is real.

If therefore we draw the real curve

y=x*,
we have for negative values of x a set of conjugate points, one point corresponding to each
rational value of x with an odd denominator ; and then we might think of proceeding to
form the tangent as the limit of the chord, just as if the curve were continuous ; and
thus —-, when derived from the inclination of the tangent to the axis of x, would appear
to be real. The question thus arises, Why does the ordinary process of differentiation
give a non-real value for -^-% The explanation is, that these conjugate points do not all
arise from the same branch of the function y — x^. We have in fact

where k is any integer. To each value of k corresponds one branch of the function y.
Now in order to get a real value of y when x is negative, we have to choose a suitable
value for k : and this value of k varies as we go from one conjugate point to an adjacent one.
So the conjugate points do not represent values of y arising from the same branch of the
function y=x*, and consequently we cannot expect the value of - ^ when evaluated
ax
for a definite branch to be given by the tangent of the inclination to the axis of x of the
line joining two arbitrarily close members of the series of conjugate points.
108 THE PROCESSES OF ANALYSIS [CHAP. V

REFERENCES.
E. GOURSAT, Cours d'Analyse, n. (Paris, 1911), Chs. xiv and xvi.
J. HADAMARD, La Serie de Taylor et son prolongement analytique (Scientia, 1901).
E. LINDELOF, Le CalcvX des Residns (Paris, 1905).
C. J. DE LA VALLE*E P0U88IN, Cours d? Analyse Inftnitesimale, 1. (Paris and Lou vain,
1914), Ch. x.
E. BOREL, Legons sur les Fonctions Entieres (Paris, 1900).
G. N. WATSON, Complex Integration and Cauchy's Theorem (Camb. Math. Tracts,
no. 15, 1914).

MISCELLANEOUS EXAMPLES.

1. Obtain the expansion

/»-/w« frv (4=) •fcf/~(-?)•%*> <!•¥)* •••} •

and determine the circumstances and range of its validity.
2. Obtain, under suitable circumstances, the expansion

4-.... (Corey, Ann. of Math. (2), I. (1900), p. 77.)

3. Shew that for the series
1
I
n=0
the region of convergence consists of two distinct areas, namely outside and inside a circle
of radius unity, and that in each of these the series represents one function and represents
it completely.
(Weierstrass, Berliner Monatsberichte, 1880, p. 731 ; Ges. Werke, 11. (1895), p. 227.)
4. Shew that the function
2 2*!
n=0
tends to infinity as z-*-exp (2iriplm !) along the radius through the point; where m is any
integer and p takes the values 0, 1, 2,... (m ! - 1).
Deduce that the function cannot be continued beyond the unit circle.
(Lerch, Sitz. Bohm. Acad.y 1885-6, pp. 571-582.)
5. Shew that, if z2— 1 is not a positive real number, then

(Jacobi and Scheibner.)

 TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS 109

6. Shew that, if z - 1 is not a positive real number, then

yo
(Jacobi and Scheibner.)
7. Shew that, if z and 1 - 2 are not negative real numbers, then
(m+2n-2)
)

(Jacobi and Scheibner.)

8. If, in the expansion of (a+ajS + o^2)"1 by the multinomial theorem, the remainder
after n terms be denoted by Rn\z)i so that

shew that

(Scheibner.)

9. If f*
0

be expanded in ascending powers of z in the form

shew that the remainder after n - 1 terms is

o
(Scheibner*.)
10. Shew that the series

where X nW = - l + « - £ + £ - . . . + ( - ) • £ ,
and where </> (z) is analytic near 3=0, is convergent near the point z—0 ; and shew that if
the sum of the series be denoted hyf(z), then f(z) satisfies the differential equation

(Pincherle, Bend, dei Lincei (5), v. (1896), p. 27.)

11. Shew that the arithmetic mean of the squares of the moduli of all the values of
00

the series 2 a / on a circle | s | = r, situated within its circle of convergence, is equal

to the sum of the squares of the moduli of the separate terms.
(Gutzmer, Math. Ann. xxxn. (1888), pj>. 596-600.)
* The results of examples 5, 6 and 7 are special cases of formulae contained in Jacobi's dis-
sertation (Berlin, 1825) published in his Ges. Werke, in. (1884), pp. 1-44. Jacobi's formulae
were generalised by Scheibner, Leipziger Berichte, XLV. (1893), pp. 432-443.
 110 THE PROCESSES OF ANALYSIS [CHAP. V

12. Shew that the series

2 e-2(am)bzm-l
ro=l
converges when | z \ < 1; and that, when a > 0, the function which it represents can also
be represented when | z \ < 1 by the integral

W Jo <*-***'
and that it has no singularities except at the point z—\.
(Lerch, Monatshefte fiir Math, und Phys. vm.)
13. Shew that the series
2 2 [ z z~* )
- (z + z l) + - 2 |( X _ 2 v - 2v'zi) (2v + tv'zx? + (1 - 2i> - 2v'z" ri) (2v + 2v'z"l i)2J '
in which the summation extends over all integral values of v, i/, except the combination
( v =0, v'=0), converges absolutely for all values of z except purely imaginary values; and
that its sum is + 1 or - 1 , according as the real part of z is positive or negative.
(Weierstrass, Berliner Monatsberichte, 1880, p. 735.)

14. Shew that sin iwf^-f-H can be expanded in a series of the type

in which the coefficients, both of zn and of z~n, are

1 f2«r
— I sin (2u cos 6) cos nd d$.
Ire J o

15. If /(*)= 5 - '

shew that/(z) is finite and continuous for all real values of z, but cannot be expanded as
a Maclaurin's series in ascending powers of z ; and explain this apparent anomaly.
[For other cases of failure of Maclaurin's theorem, see a posthumous memoir by Celle*rier,
Bull, des Sci. Math. (2), xiv. (1890), pp. 145-599 ; Lerch, Journal fur Math. cm. (1888),
pp. 126-138; Pringsheim, Math. Ann. XLII. (1893), pp. 153-184 ; and Du Bois Reymond,
Munchener Sitzungsberic/ite, vi. (1876), p. 235.]
16. If f(z) be a continuous one-valued function of z throughout a two-dimensional
region, and if

for all closed contours C lying inside the region, then f(z) is an analytic function of z
throughout the interior of the region.
[Let a be any point of the region and let

It follows from the data that F{z) has the unique derivate f(z). Hence F{z) is
analytic (§ 5*1) and so (§ 5*22) its derivate f(z) is also analytic. This important converse
of Cauchy's theorem is due to Morera, Rendiconti del R. 1st. Lombardo {MUano\ xxn.
(1889), p. 191.]
 CHAPTER VI
THE THEORY OF RESIDUES ; APPLICATION TO THE EVALUATION OF
DEFINITE INTEGRALS

61. Residues.
If the function f(z) has a pole of order m at z = a, then, by the definition
of a pole, an equation of the form

where <f> (z) is analytic near and at a, is true near a.

The coefficient a^ in this expansion is called the residue of the function
f(z) relative to the pole a.
Consider now the value of the integral / f(z)dz, where the path of
Ja
integration is a circle* a, whose centre is the point a and whose radius p is so
small that <f> (z) is analytic inside and on the circle.

We have f{z)dz= 2 a_r -!¥— +I ^{z)dz.

Ja r= l J a\Z &/ J a

Now I <£ (z) dz = 0 by § 5 2 ; and (putting z — a = peie) we have, if r ^ 1,

Ja
f dz [2n pe*idd -r+i [2n (i-Didja -r+i fe (1 ~ r)id "| 2ir
r r
J a (^-a) Jo P e * r n
Jo L 1 ~ r Jo
But, when r = 1, we have

J az-a Jo

Hence finally I f(z) dz — 2iria-l.

Ja
Now let C be any contour, containing in the region interior to it a number
of poles a, 6, c, ... of a function f(z), with residues <z_l5 b_1} c_!, ... respec-
tively : and suppose that the function f(z) is analytic throughout G and its
interior, except at these poles.
Surround the points a, 6, c, ... by circles a, y9, 7, ... so small that their
respective centres are the only singularities inside or on each circle; then the
function f(z) is analytic in the closed region bounded by C, a, /3, 7,
* The existence of such a circle is implied in the definition of a pole as an isolated
singularity.
112 THE PROCESSES OF ANALYSIS [CHAP. VI

Hence, by § 5 2 corollary 3,

f f(z)dz=f f(z)dz+( f(z)dz+...

J C J a J 0

Thus we have the theorem of residues, namely that if f(z) be analytic

throughout a contour C and its interior except at a number of poles inside the
contour, then

L G

where 2i? denotes the sum of the residues of the function f(z) at those of its
poles which are situated within the contour C.
This is an extension of the theorem of § 5*21.
NOTE. If a is a simple pole off(z) the residue of f(z) at that pole is lim {(z- a)f (z)}.

6*2. The evaluation of definite integrals.

We shall now apply the result of § 6 1 to evaluating various classes
of definite integrals; the methods to be employed in any particular case may
usually be seen from the following typical examples.
6*21. The evaluation of the integrals of certain periodic functions taken
between the limits 0 and 2TT.
An integral of the type

where the integrand is a rational function of cos 8 and sin 6 finite on the
range of integration, can be evaluated by writing eie — z; since

cos6 = I(z4-z~% sin 6-=^.{z-2T%

the integral takes the form I S(z)dz, where S(z) is a rational function of z
Jc
finite on the path of integration C, the circle of radius unity whose centre is
the origin.
Therefore, by § 6*1, the integral is equal to 2iri times the sum of the residues
of S (z) at those of its poles which are inside that circle.
Example 1. If 0 <p < 1,
p* dO ^ f dz
J o 1 - % p c o s 6 +p2 J ci(1 - z —p)'
The only pole of the integrand inside the circle is a simple pole at p; and the residue
there is
6*2-6*22] THE THEORY OF RESIDUES 113

Hence (* ^ = - ^ .
Jo l-2jt?cos0+2>2 l-p2
Example 2. If 0 < p < 1,
ft* cos236 ^e_f ^/I23+ l ^ 3 y _i ___2

where 2i2 denotes the sum of the residues of . . ._ ^-^ r at its poles inside C; these
4e6 (l-pz2)(z2-p) r

poles are 0, -;>*, jp* ; and the residues at them are £ ^ , ^ _ L ^ , 8 p 3 (l-?> 2 ) 5
and hence the integral is equal to

\-p '
Example 3. If n be a positive integer,

I " ec°BOcos(n0-am6)d6=~, / ^ ^ s i n (n0 - sin 0) cW = 0.

Example 4. If a > b > 0,

(a + 6cos2 Bf a^

6*22. Tie evaluation of certain types of integrals taken between the limits
— oo and +oo.
We shall now evaluate I Q (x) dx, where Q (z) is a function such that
J -00

(i) it is analytic when the imaginary part of z is positive or zero (except at a

finite number of poles), (ii) it has no poles on the real axis and (iii) as | z |—• oo,
zQ(z)-+0 uniformly for all values of a r g s such that O^arg^^Tr; provided
that (iv) when x is real, xQ(x)—>0, as x—»±oo, in such a way* that
I Q (x) dx and I Q (x) dx both converge.

Given €, we can choose p0 (independent of args) such that \zQ(z)\< ejir

whenever \z\>p0 and 0 ^ a r g Z ^ T T .

Consider I Q (z) dz taken round a contour C consisting of the part of the

Jc
real axis joining the points ± p (where p > p0) and a semicircle F, of radius p,
having its centre at the origin, above the real axis.
Then, by § 6 1 , \ Q (z) dz = 2-iritR, where 1R denotes the sum of the
Jc
residues of Q(z) at its poles above the real axisf.
* The condition xQ (x) -• 0 is not in itself sufficient to secure the convergence of I Q (x) dx ;
consider Q (x) = (x log x)~l.
f Q (z) has no poles above the real axis outside the contour.
114 THE PROCESSES OF ANALYSIS [CHAP. VI

Therefore I (? Q (z) dz - 2 w i 2 R - I f Q (z) dz

In the last integral write z — pei9y and then

If Q(z)dz

< Jo
/o
by § 4-62.
Hence lim f Q (*) d* =
J -p

But the meaning of I Q(x)dx is lim / Q(x)dx;

~' and* si
since
J -oo p,«r-».ao J - p
/*<r [0
lim I Q(x)dx and lim Q(x)dx both exist, this double limit is the
<r-**oo JO p-*»» J - p

same as lim I Q{x)dx.

Hence we have proved that

f Q(x)dx-.
J -00

This theorem is particularly useful in the special case when Q(x) is a

rational function.
[NOTE. Even if condition (iv) is not satisfied, we still have
f {§(# : lim
J 0

Example 1. The only pole of (z2+1)~3 in the upper half plane is a pole at z**i with
2
residue there - — i. Therefore
lb
dx 3

Example 2. If a > 0, 6 > 0, shew that.

Example 3. By integrating le-te*dz round a parallelogram whose corners are

- R, R, R + aiy -R+ai and making R-*~ao, shew that, if X > 0, then

f c->«?cofi(2\ax)dx = e->*i \
9
e~^dx^2\-he-^% f e-**dx.
j -oo y -oe yo
6*221. Certain infinite integrals involving sines and cosines.
If Q(z) satisfies the conditions (i), (ii) and (iii) of § 6*22, and m >0, then
Q(z)emiz also-satisfies those conditions.
6-221, 6-222] THE THEORY OF RESIDUES 115
f 00
Hence [Q (x) emix + Q ( - x) e~mix} dx is equal to 2TTI2JR', where 1R
Jo
means the sum of the residues of Q (z) emiz at its poles in the upper half plane;
and so
(i) If Q (x) is an even function, i.e. if Q (— x) = Q (x)}

I Q M cos (mx) dx = TTI%R!.

Jo
(ii) If Q (x) is an odd function,

f
0

Q (x) sin (mx) dx = TTX

Jo
6 222. Jordan's lemma*.
The results of § 6*221 are true if Q (z) be subject to the less stringent
condition Q(z)—»0 uniformly when 0 ^ a r g ^ 7 r as \z\ —»oo in place of the
condition zQ(z)—>0 uniformly.
To prove this we require a theorem known as Jordan's lemma, viz.
If Q(z)—»0 uniformly with regard to arg z as \z\—*<x> when 0 ^ arg z ^ TT,
and if Q(z) is analytic when both \z\ > c (a constant) and 0 ^ a r g z ^ i r , then

lim (I emizQ(z)dz)-0>
where F is a semicircle of radius p above the real axis with centre at the origin.
G i v e n e, choose p0 so t h a t | Q(z) \ < ejir w h e n \z\> p0 a n d 0 ^ a r g z ^ ir ;
t h e n , if p > po>

emizQ(z)dz emi (pcoso+ipsin*)

B u t | emi»Q0*91 = 1, a n d so
Ir r^
\Jv Jo
n-n-
= (2€/?r)
Jo
Now sin ^ ^ 20/TT, whenf 0 ^ 6 ^ | TT, and so

I" emiz Q (z) dz < (2e/7r)

JT
J 0

= (2€/7r).(7r/2m)|-<

< e/m.
* Jordan, Court d'Analyse, n. (1894), pp. 285, 286.
t This inequality appears obvious when we draw the graphs ?/ = sin x, y = 2xJTr\ it may be
proved by shewing that (sin $)/$ decreases as 9 increases from 0 to -\x.
116 THE PROCESSES OF ANALYSIS [CHAP. VI

Hence lim [ emiz Q (z) dz « 0.

p-*-ao J r

This result is Jordan's lemma.

Now
[' [e™* Q (x) + e-™<* Q ( - *)} dx _ ^iritR - f *•* Q (z) dz,
J0 JT
and, making />—>oo, we see at once that

[ {enU*Q(x) + e-mi*Q(-x)}dx = 2TriXR,

Jo
which is the result corresponding to the result of § 6*221.
Example 1. Shew that, if a > 0, then

Example 2. Shew that, if a > 0, b ^ 0, then

3
cos 2ax — cos 2bx
/:
(Take a contour consisting of a large semicircle of radius />, a small semicircle of
radius 5, both having their centres at the origin, and the parts of the real axis joining their
ends ; then make p-*- co, $-*~0.)
Example 3. Shew that, if 6 > 0, w ^ 0, then

So
f 0

Example 4. Shew that, if £ > 0, a > 0, then

* x sin £W? ,

Example 5. Shew that, if m ^ 0, a > 0, then

T00 sinwx n rre-™" ( 2\
Jo x^ + a*?^^- ~Mr\m+a)'
(Take the contour of example 2.)
Example 6. Shew that, if the real part of z be positive,

0 •
[We have

lim {['£!'<*,-("flT

= lim

since ^"J e~* is analytic inside the quadrilateral whose corners are 8, 8z, pz, p.
6'23, 6*24] THE THEORY OF RESIDUES 117

Cpz
Now / t-1e-tdt-^O asp-^oo when R(z)>0; and
Jp
(**t-le-'dt-logz- (**t'^l-e-^dt—logz,

since t~l (1 - « ~ f ) - ^ l as *-#*<).]

6*23. Principal values of integrals.

It was assumed in §§ 6*22, 6*221, 6*222 that the function § (#) had no poles on the real
axis; if the function has a finite number of simple poles on the real axis, we can obtain
theorems corresponding to those already obtained, except that the integrals are all principal
values (§ 4*5) and 2/2 has to be replaced by 2/2 + ^2i?0, where 2RQ means the sum of
the residues at the poles on the real axis. To obtain this result we see that, instead of
the former contour, we have to take as contour a circle of radius p and the portions of the
real axis joining the points
-p, a-di* a + a n b~82; 6 + 82, c-d 3 ,...
and small semicircles above the real axis of radii 8ly d2, ••• with centres a, 6, c, ..., where
a, b, o,... are the poles of Q (z) on the real axis ; and then we have to make 8ly £2, ... -»-0 ;
call these semicircles yu y 2 ,.... Then instead of the equation

(P Q(z)dz+[ Q
J -p ;r

weget pi* Q(z)dz+Z\im [ <j(z)dz+

J -P »fi n ^o;y n J

Let a' be the residue of Q (z) at a ; then writing 2=a-f-5j e^ on yl we get

Yi Q (a+ V * ) bx&idB.

But Q (a -h 5j eie) dx ei6-*~a uniformly as 5j-*-0; and therefore lim I Q(z)dz= - niaf ;
fi, -»-0 J yi
we thus get
P [P Q(z)dz+[ Q(z)dz
J -P JT
and hence, using the arguments of § 6*22, we get

The reader will see at once that the theorems of §§ 6221, 6222 have precisely similar
generalisations.
The process employed above of inserting arcs of small circles so as to diminish the area
of the contour is called indenting the contour.

6*24. Evaluation of integrals of the form a?*1 Q (oo) dx.

Jo
Let Q(x) be a rational function of x such that it has no poles on the
positive part of the real axis and xaQ(x)-^0 both when #—•() and when
118 THE PROCESSES OF ANALYSIS [CHAP. VI

Consider l(— z)a~l Q(z)dz taken round the contour C shewn in the figure,
consisting of the arcs of circles of radii
p, 8 and the straight lines joining their
end points; (— z)*-1 is to be interpreted
as
exp{(a-l)log(-s)}
and
log ( - z) = log! z | + i arg ( - z)y
where — ir ^ arg ( - z) ^ IT ;
with these conventions the integrand is
one-valued and analytic on and within
the contour save at the poles of Q (z).
Hence, if 2r denote the sum of the
residues of (— zf~l Q (z) at all its poles,

f (-
Jc
On the small circle write — z = Bei9y and the integral along it becomes
—I (— z)a Q (z) id0y which tends to zero as 8—>0.
Jn

On the large semicircle write — z = pei$, and the integral along it becomes
(— ZY Q iz) id6* which tends to zero as p—>oo.
On one of the lines we write — z = xe"*, on the other — z = xe~id and
s)a-i becomes x«-le±{a-1)wi.
Hence
lim | {a0"1 e~ {a~l) iriQ{x) — x*~l e{a~x) ni Q (x)} dx --
)J 6

and therefore I x*-1 Q (x) dx = ir cosec {air) 2r.

Jo
Corollary. If Q (x) have a number of simple poles on the positive part
of the real axis, it may be shewn by indenting the contour that
-00

P a?"1 Q (x) dx — ir cosec (a7r) 2r — ir cot {air) 2r',

Jo
where 2r' is the sum of the residues of z*^1 Q (z) at these poles.
Example 1. If 0 < a < 1,

( rz-( -n cosec aTT. dx—tr cot an.

Jo l+x
6*3, 6'31] THE THEORY OF RESIDUES 119

Example 2. If 0 < z < 1 and -n<a<n,

r f'1 ,. irt*('-1)a (Minding.)

Example 3. Shew that, if - 1 < z < 3, then

(l+x2)* 4 cos\*z'
Example 4. Shew that, if - 1 < p< 1 and - IT < X < rrr theu
(Euler.)
f0 l-f&tfCOsX+tf2 sinptr sinX
6*3. Cauchtfs integral.
We shall next discuss a class of contour-integrals which are sometimes found useful
in analytical investigations.
Let C be a contour in the z-plane, and let f(z) be a function analytic inside and on C.
Let <f) (z) be another function which is analytic inside and on C except at a finite number
of poles ; let the zeros of <f>(z) in the interior* of C be al9 a 2 ,..., and let their degrees of
multiplicity be ru r 2 ,...; and let its poles in the interior of (7 be bu 62, ..., and let their
degrees of multiplicity be sVi «3>....
Then, by the fundamental theorem of residues, — . I f{z) %r{ dz is equal to the sum

of the residues of ^ , , } at its poles inside C.

Now ^ ; } * ' can have singularities only at the poles and zeros of <f>(z). Near
<p{z)
of the zeros, say ax, we have

Therefore <j>' (z) = Ar1(z- ax)ri - 1 + B (r, + 1 ) (z - aj)^! -f...,

and /«=/(ai) + (*
Therefore p1 >^(«)
f W - !&&]
2-aJ is analytic at
Thus the residue of J? > at the point 2 = ^ , is rtffa).
Similarly the residue at z—bx is — *i/(^i); for near z = bu we have

and
80 / W » ' W + f l / W i 8 analytic at 6,.
<p(Z) z—
26 (
Hence -—. I f(z)^-7^dz = 2r1f(ai)-28l/(b1)1
the summations being extended over all the zeros and poles of <f) (z).
6*31. The number of roots of an equation contained within a contour.
The result of the preceding paragraph can be at once applied to find how many roots of
an equation (\>{z) — 0 lie within a contour C.
For, on putting f(z) = l in the preceding result, we obtain the result that

2ni j c <t>(z)
is equal to the excess of the number of zeros over the number of poles of <£ (z) contained in
the interior of (7, each pole and zero being reckoned according to its degree of multiplicity.
* <p (z) must not have any zeros or poles on C.
120 THE PROCESSES OF ANALYSIS [CHAP, VI

Example 1. Shew that a polynomial <j> (z) of degree m has m roots.

Let <t>(z)

Then

Consequently, for large values of | z |,

Thus, if C be a circle of radius p whose centre is at the origin, we have

>'(z) , dz
m f dz If ^/1\, 1 f ./1\,

But, as in § 6*22, f 0 ^ dz—0

J c \zy
as p-*-oo ; and hence as <j>(z) has no poles in the interior of (7, the total number of
zeros of <f> (z) is
hm —-.
2
Example 2. If at all points of a contour C the inequality

is satisfied, then the contour contains k roots of the equation

amzm+am_lzrn-l +
2 ==a j2m a 2;tw
For write /( 0 m + m-i

Then /W-a^ (l + ^+---+^»

where | ^71 ^ a < 1 on the contour, a being independent* of z.

Therefore the number of roots off(z) contained in C

"2ni]c TV) ""2tri J c V 1 + # cfe /

But / — = 2TTI ; and, since | U\<1, we can expand (1+U)~l in the uniformly
vergent series

Therefore the number of roots contained in C is equal to k.

Example 3. Find how many roots of the equation
2«+6* 4-10=0
lie in each quadrant of the Argand diagram. (Clare, 1900.)

* | U\ is a continuous function of z on C, and so attains its upper bound (§ 3'62). Henoe its
upper bound a must be less than 1.
6*4] THE THEORY OP RESIDUES 121
6*4. Connexion between the zeros of a function and the zeros of its derivate.
Macdonald* has shewn that if f{z) be a function of z analytic throughout the interior of
a single closed contour C, defined by the equation \f{z) \ — M, where M is a constant, then the
number of zeros of f(z) in this region exceeds the number of zeros of the derived function
f (z) in the same region by unity.
On C let f(z) = Me^ ; then at points on G

Hence, by § 6*31, the excess of the number of zeros of f(z) over the number of zeros
of/' (z) inside + C is

Let s be the arc of C measured from a fixed point and let \js be the angle the tangent to
C makes with Ox ; then
d*6 /dS\ , 1 r. d0

de

Now log -T- is purely real and its initial value is the same as its final value ; and

l o g ^ = i \ ^ ; hence the excess of the number of zeros of f(z) over the number of zeros of
/ ' (z) is the change in ^/2?r in describing the curve C ; and it is obvious \ that if C is any
ordinary curve, \jr increases by 2n as the point of contact of the tangent describes the
curve C; this gives the required result.

Example 1. Deduce from Macdonald's result the theorem that a polynomial of degree
n has n zeros.
Example 2. Prove that, if a polynomial f(z) has real coefficients and if its zeros are all
real and different, then between two consecutive zeros of f{z) there is one zero and one only
otf{z).
[Dr P<51ya has pointed out that this result is not necessarily true for functions other
than polynomials, as may be seen by considering the function (z2 - 4) exp (z2/%).]

REFERENCES.
M. C. JORDAN, Cours d'Analyse, IT. (Paris, 1894), Ch. vi.
E. GOURSAT, Cours d'Analyse (Paris, 1911), Ch. xiv.
E. LINDELOF, Le Calcul des Residus (Paris, 1905), Ch. IT.

* Proc. London Math. Soc. xxix. (1898), pp. 576, 577.

f f'{z) does not vanish on C unless C has a node or other singular point; for, if f=tp + iyp,
where <f> and \L are real, since iJ- = ^~, it follows that if f'(z) — O at any point, then
ox dy
5^ > dx'
^r t dy
dx *r" % dy3^ all vanish ; and these are sufficient conditions for a singularor point on

X For a formal proof, see Proc. London Math. Soc. (2), xv. (1916), pp. 227-242.
122 THE PROCESSES OF ANALYSIS [CHAP. VI

MISCELLANEOUS EXAMPLES.

1. A function <\> (z) is zero when 2=0, and is real when z is real, and is analytic when
| z | ^ 1; if / ( # , y) is the coefficient of i in <f> (x+iy\ prove that if - 1 < x < 1,

(Trinity, 1898.)
e±aiz
2. By integrating ~= round a contour formed by the rectangle whose corners are
e**z _ j
0, R, R + i, i (the rectangle being indented at 0 and i) and making R-*-ao, shew that

=- — —. (Legendre.)

3. By integrating log (— z) Q (z) round the contour of § 6*24, where Q (z) is a rational
function such that zQ(z)-*~O as | z |-**0 and as | z \-+~ oo, shew that if Q(z) has no poles
on the positive part of the real axis, / Q (x) dx is equal to minus the sum of the
Jo
residues of log ( - z) Q (z) at the poles of Q (z); where the imaginary part of log ( - z) lies
between ±n.
4. Shew that, if a > 0, b > 0,
dx
(asin bx)— =£TT {e*-1).
x
5. Shew that

(Cauchy.)
6. Shew that
5
sin (f>ix sin <f>2x sin<j)nx sin ax . _n

if </>!, <f>2, v . <f>ni ai> a 2 , . . . o^n be real and a be p o s i t i v e and

a
> I 4>\ l + l <t>21+ . - +1 <*>* l + l "i I + » . +1 <hn |.
(St5rmer, Ada Math, xix.)
7. If a point z describes a circle C of centre a, and if f(z) be analytic throughout
G and its interior except at a number of poles inside (7, then the point u=f(z) will
describe a closed curve y in the w-plane. Shew that if to each element of y be attributed
a mass proportional to the corresponding element of C, the centre of gravity of y is the
point r, where r is the sum of the residues of ^-^ at its poles in the interior of C.
(Amigues, Nouv. Ann. de Math. (3), xu. (1893), pp. 142-148.)
8. Shew that
dx IT {%a + b)
- oc (x2 + b2) {x2+a2)2 2 a * (a + b)2'
9. Shew that
dx _ _ir__ 1 . 3 . . . ( 2 ? i - 3 ) 1
i + bx2)n 2n6* 1.2...(w-l) an~-
 THE THEORY OF RESIDUES 123

10. If Fn (z)« "n "n (1 - z™»\ shew that the series

m=l p=l

is an analytic function when z is not a root of any of the equations sP^n"; and that the
sum of the residues of f(z) contained in the ring-shaped space included between two
circles whose centres are at the origin, one having a small radius and the other having
a radius between n and n +1, is equal to the number of prime numbers less than n +1.
(Laurent, Nouv. Ann. de Math. (3), xvm. (1899), pp. 234-241.)
11. If A and B represent on the Argand diagram two given roots (real or imaginary)
of the equation f(z) = O of degree w, with real or imaginary coefficients, shew that there is
at least one root of the equation/' (z) =0 within a circle whose centre is the middle point
of AB and whose radius is \AB cot - . (Grace, Proc. Camb. Phil. Soc. xi.)
12. Shew that, if 0 < v < 1,
£Qir»W 1 W Akvrei

[Consider / — round a circle of radius w+\ ; and make w-*-oo .1

L J
J sin ttz z-x *
(Kronecker, Journal filr Math, cv.)
13. Shew that, if m > 0, then
[ °° sinnmt
jo - « =

Discuss the discontinuity of the integral at m — 0.

14. If A+B+ C+... =0 and a, 6, c,... are positive, shew that
A
/
Jo
(Wolstenholme.)
-y rfl?^taken round a rectangle indented at the origin, shew
K + tl
that, if *>0,
Him / , . dt=ni+ lim P I -— c?^,
P-^OO J -P *+ " p^oo y -P f
and thence deduce, by using the contour of § 6*222 example 2, or its reflexion in the real
axis (according as x ^ 0 or x < 0), that
^ dt=2, I or 0,

according as x > 0, #=0 or x < 0.

[This integral is known as Cauchy's discontinuous factor.']
16. Shew that, if 0 < a < 2, b > 0, r > 0, then
124 THE PROCESSES OF ANALYSIS [CHAP. VI
00

17. Let t > 0 and let 2 e- " ^

e-z*irt
•j-.—-zdz round a rectangle whose corners are ± ( ^ + ^ ) ± i , where
/ e —1
N is an integer, and making N-+* oo, shew that

By expanding these integrands in powers of e""2ir", e2iHt respectively and integrating

term-by-term, deduce from § 622 example 3 that

Hence, by putting t = 1 shew that

(This insult is due to Poisson, Journal de I'jtcole polytechnique, xn. (caliier xix), (1823),
p. 420 ; see also Jacobi, Journal fur Math, xxxvi. (1848), p. 109 [Oes. Werke, II. (1882),
p. 188].)
18. Shew that, if
0 0
i f 1
< -i c ir«'it H+2 2 e-n%/< C 0S 2n<iraV .
I n=l J
(Poisson, J/em. rfe ^^Ica^. des Set. vi. (1827), p. 592 ; Jacobi, Journal fur Math. in.
(1828), pp. 403-404 [Ges. Werke, I. (1881), pp. 264-265]; and Landsberg, Journal fiir
Math. cxi. (1893), pp. 234-253 ; see also § 21*51.)
 CHAPTER VII
THE EXPANSION OF FUNCTIONS IN INFINITE SERIES

71. A formula due to Darboux*.

Let f(z) be analytic at all points of the straight line joining a to z, and
let <f> (t) be any polynomial of degree n in t.
Then if 0 < t^ 1, we have by differentiation
~ $ (-)« (* - a)m <f>^ (t)f <"» (a + t (z - a))
aim=\
= - (* - a) <£(n> ( 0 / ' (a + * (* - a)) + (-)»<* - a)»+1 </> («)/<»+'* (a + 1 (z- a)).
Noting that <f>{n) (t) is constant = <£(n) (0), and integrating between the
limits 0 and 1 of ty we get
-/(a)}

(^) - <t>{n~m) ( 0 ) / ( w ) (a)}

1
f' + 1 (z - a)) <ft>
which is the formula in question.
Taylor's series may be obtained as a special case of this by writing
$(t) = (t—l)n and making n—• oo .
Example. By substituting 2n for w in the formula of Darboux, and taking(f> (t) = tn(t - 1)",
obtain the expansion (supposed convergent)

and find the expression for the remainder after n terms in this series.
7*2. The Bernoullian numbers and the Bernoullian polynomials.
The function ^ z cot g z is analytic when | z | < 2TT, and, since it i
function of z, it can be expanded into a Maclaurin series, thus

then Bn is called the nth Bernoullian number f. It is found thatj

n 1 z> 1 n 1 n 1 n 5
^i-g, ^2-35, ^ - 4 2 , ^4-35, ^ - g g , ••
* Journal de Math. (3), n. (1876), p. 271.
t These numbers were introduced by Jakob Bernoulli in his Ars Conjectandi, p. 97 (published
posthumously, 1713).
t The first sixty-two Bernouilian numbers were computed by Adams, Brit. Ass. Reports, 1877;
the first nine significant figures of the first 250 Bernoullian numbers were subsequently published
by Glaisher, Trans. Camb. Phil Soc. xn. (1879), pp. 384-391.
126 THE PROCESSES OF ANALYSIS [CHAP. VII

These numbers can be expressed as definite integrals as follows:

We have, by example 2 (p. 122) of Chapter VI,
1
1,
1
2
2! 4!

r xnsin( x+lmr^
Since jo -^-^ dx

converges uniformly (by de la Valtee Poussin's test) near p = 0 we may, by

§ 4*44 corollary, differentiate both sides of this equation any number of
times and then put p = 0; doing so and writing 2t for x, we obtain
n l
~ dt
'/.'
A proof of this result, depending on contour integration, is given by Carda, Monatshefte
fur Math, und Phys. v. (1894), pp. 321-4.

Example. Shew that

e* — 1
Now consider the function t ——-, which may be expanded into a
Maclaurin series in powers of t valid when \t\< 2TT.
The Bernoullian polynomial* of order n is defined to be the coefficient of
— in this expansion. It is denoted by <f>n (z), so that

This polynomial possesses several important properties. Writing z +

for z in the preceding equation and subtracting, we find that

On equating coefficients of tn on both sides of this equation we obtain

which is a difference-equation satisfied by the function <f>n(z).

* The name was given by Raabe, Journal fiir Math. THAI. (1851), p. 348. For a full discassion
of their properties, see Ndrlund, Ada Math, XLIII. (1920), pp. 121-196.
7*21] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 127

An explicit expression for the Bernoullian polynomials can be obtained

as follows. We have

t _ t t _ t _ _ t B^ __ B2t*

Hence

"'• + ...
n=i n\ [ ' 2! 3! j { 2 ' 2! 4!
From this, by equating coefficients of tn (§ 3*73), we have
<f>n \z) = Zn ~~ 2 nzU l
+ n^2Bi Zn~^ — nCiB2Zn"i + nC6,
2
the last term being that in z or £ and n 0 2 , nC4y ... being the binomial
coefficients; this is the Maclaurin series for the ?ith Bernoullian polynomial.
When z is an integer, it may be seen from the differenee-equation that

The Maclaurin series for the expression on the right was given by Bernoulli.
Example. Shew that, when n > 1,

7*21. The Euler-Maclaurin expansion.

In the formula of Darboux (§ 7*1) write <f>n(t) for <\>(t), where <j&n(0 is the
nth Bernoullian polynomial.
Differentiating the equation

n — k times, we have
<t>n{n~k) (t + 1) - (f>n{n~k) (t) = n (n - 1) ... kp-\
n
P u t t i n g t = 0 in this, we have <£n< -*> (1) = <£nm-*> (0).
Now, from the Maclaurin series for <f>n (z), we have if k > 0

> (0) = 0, * , * - * (0) ^

S u b s t i t u t i n g these values of <j>n(n~k) (1) and <f>n{n~k) (0) in Darboux's result,

we obtain the Evler-Maclaurin sum formula*,
* A history of the formula is given by Barnes, Proc. London Math. Soc. (2), in. (1905), p. 253.
It was discovered by Euler (1732), but was not published at the time. Euler communicated
it (June 9, 1736) to Stirling who replied (April 16, 1738) that it included his own theorem (see
§ 12^33) as a particular case, and also that the more general theorem had been discovered by
Maclaurin; and Euler, in a lengthy reply, waived his claims to priority. The theorem was
published by Euler, Comm. Acad. Imp. Petrop. vi. (1732), [Published 1738], pp. 68-97, and by
Maclaurin in 1742, Treatise on Fluxions, p. 672. For information concerning the correspondence
between Euler and Stirling, we are indebted to Mr C. Tweedie.
128 THE PROCESSES OF ANALYSIS [CHAP. VII

(z - a)/' (a) - / ( « ) - / ( a ) - z—
~ a {/' («) - / ' (a)}

, %l(-)m->Bm(z-ar.

SI *» w/(2n+i) {a+(* ~a) *}dt

10

In certain cases the last term tends to zero as ?i—>oo, and we can thus
obtain an infinite series for f(z)— f(a).
If we write <o for z — a and F(x) for/' (x), the last formula becomes

[a+W JFO)cfo = \ay {F(a) + F(a+ »)}

Writing a + a),a+ 2G), ... a + (r — 1) ca for a in this result and adding up,
we get

S y' 27 "-' (a)} + i?n,

+
where R* = -5-^ ^ («) J 2 .F12"1 (a + w© + art) [ d«.
!
V^'V «/o (»t=o J
This last formula is of the utmost importance in connexion with the
numerical evaluation of definite integrals. It is valid if F(x) is analytic at
all points of the straight line joining a to a + rco.
Example 1. If/(2) be an odd function of z, shew that

Example 2. Shew, by integrating by parts, that the remainder after n terras of the
expansion of - z cot - z may be written in the form
2 2

7^T\T~' / <t>2n (?) COS (zt) dt.

(2n) ! sin z J 0
(Math. Trip. 1904.)
7*3. Burmanris theorem*.
We shall next consider several theorems which have for their object the
expansion of one function in powers of another function.
* Memoires de VInstitut, n. (1799), p. 13. See also Dixon, Proc. London Math. Soc. xxxiv.
(1902), pp. 151-163.
7*3] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 129

Let $ (z) be a function of z which is analytic in a closed region S of which

a is an interior point; and let

Suppose also that <f>' (a) + 0. Then Taylor's theorem furnishes the
expansion

and if it is legitimate to revert this series we obtain

which expresses z as an analytic function of the variable {<f>(z) — b], for

sufficiently small values of \z — a\. If then f{z) be analytic near z = a, it
follows that f(z) is an analytic function of [<f> (z) — b] when | z — a \ is sufficiently
small, and so there will be an expansion of the form

The actual coefficients in the expansion are given by the following

theorem, which is generally known as Bilrviann*s tlieorem*
Let yfr(z) be a function of z defined by the equation
i / \ z-a

then an analytic function f(z) can, in a certain domain of values of z, be

expanded in the form

/(M)-/(a) + "2 frW;*)" -gl[/'(a) {*(.)}«] + Bn,

where R - •?-H \m^~*fJM±'\*d>

where ^ " W J r U(*)-6j *(*)-*(*) '
and 7 is a contour in the t-plane, enclosing the points a and z and such that, if
f be any point inside it, the equation <f> (t) = <f> (f) has no roots on or inside the
contour except* a simple root t = f.
To prove this, we have

r--«
- 6

* It is assumed that such a contour can be chosen if | z - a \ be sufficiently small; see § 7*31.
130 THE PROCESSES OF ANALYSIS [CHAP. VII

But, by § 4*3,

~™Jo Jy LXO-&J <f>(t)-b * 2m (m + 1) j y {<£ (*) - ft}^1

v n J
2m(m + l) Jy (t-a)m+1 (m +1)! damU K nY

Therefore, writing m — 1 for m,

/(*) -/(a) + "S1 {< ^ ( ^7 61m ~ J tttt

[/' (a) {* (a)}«]
m=l "*

If the last integral tends to zero as n—>oo, we may write the right-hand
side of this equation as an infinite series.
Example 1. Prove that
z — a-\- 2 — ~ 1
»=i n!
where

To obtain this expansion, write

in the above expression of Biirmann's theorem ; we thus have

oo 1

But, putting 2 =

(?i- 1)! x the coefficient of tn~l in the expansion of e-n'(2« +

(TI - 1 ) ! x the coefficient of r " 1 in I ( - ) r

The highest value of r which gives a term in the summation is r=n— 1. Arranging
therefore the summation in descending indices r, beginning with r = w- 1, we have

which gives the required result.

Example 2. Obtain the expansion
2 1 2 4 1
r . -sin 4 s + —^ . -sin 6 z+...4
7#3l] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 131

Example 3. Let a line p be drawn through the origin in the 2-plane, perpendicular to
the line which joins the origin to any point a. If z be any point on the s-plane which is
on the same side of the line p as the point a is, shew that

7*31. Teixeira s extended form of Bilrmanns theorem.

In the last section we have not investigated closely the conditions of
convergence of Biirmann's series, for the reason that a much more general
form of the theorem will next be stated; this generalisation bears the same
relation to the theorem just given that Laurent's theorem bears to Taylor's
theorem: viz., in the last paragraph we were concerned only with the
expansion of a function in positive powers of another function, whereas we
shall now discuss the expansion of a function in positive and negative powers
of the second function.
The general statement of the theorem is due to Teixeira*, whose exposi-
tion we shall follow in this section.
Suppose (i) t h a t / ( # ) is a function of z analytic in a ring-shaped region A,
bounded by an outer curve C and an inner curve c; (ii) that 0 (z) is a function
analytic on and inside C, and has only one zero a within this contour, the zero
being a simple one; (iii) that a? is a given point within A ; (iv) that for all
points z of G we have

and for all points z of c we have

The equation 0(z)-0 (x) = 0

has, in this case, a single root z = x in the interior of C, as is seen from the
equation")"

2iri J Q 0(z) — 0 (x) 2TTI [J Q 0 (z) J Q \0 (£)}2 J

0'{z)dz

of which the left-hand and right-hand members represent respectively the

number of roots of the equation considered (§ 6 31) and the number of the
roots of the equation 0 (z) = 0 contained within C.
Cauchy's theorem therefore gives

6{z) - 6{x)
• Journal fUr Math. cxxn. (1900), pp. 97-123. S
See also Bateraan, Trans. Amer. Math. Sue.
m m . (1926), pp. 346-356.
t The expansion is justified by § 4*7, since 2 \ v converges uniformly when z is on C
n-l (0 (-))
132 THE PROCESSES OF ANALYSIS [CHAP. VII

The integrals in this formula can be expanded, as in Laurent's theorem,

in powers of 0 (#), by the formulae

We thus have the formula

where

Integrating by parts, we get, if n 4=0,

This gives a development of / ( # ) in positive and negative powers of

6 (x), valid for all points x within the ring-shaped space A.
If the zeros and poles of f{z) and d(z) inside C are known, An and Bn can
be evaluated by § 522 or by § 6 1 .
Example 1. Shew that, if | x \ < 1, then

xwm + +
l (
Shew that, when | x \ > 1, the second member represents x~*.
Example 2. If $£^ denote the sum of all combinations of the numbers
2», 4», «»,... (8»-2)«,
taken m at a time, shew that

the expansion being valid for all values of z represented by points within the oval whose
equation is | sin z \ — 1 and which contains the point 3=0. (Teixeira.)
7*32. Lagrange's theorem.
Suppose now that the function f(z) of § 7*31 is analytic at all points in
the interior of C, and let S (x) = (x — a) 6X (x). Then 0x (x) is analytic and
not zero on or inside C and the contour c can be dispensed with; therefore
thie formulae which give An and Bn now become, by § 5'22 and § 6 1 ,
1 f f'{z)dz _ 1 d"~' if'(a)]
A
) }» " n \ da»-> V,« (o)J (
*1}'
f(z)ff(0) dz _
7*32] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 133

The theorem of the last section accordingly takes the following form, if
we write 01 (z) = 1/0 (z):
Let f(z) and <f> (z) be functions of z analytic on and inside a contour 0
surrounding a point a, and let t be such that the inequality
\t<f>(z)\<\z-a\
is satisfied at all points z on the perimeter of 0; then the equation

regarded as an equation in f, has one root in the interior of G; and further

any function of f analytic on and inside 0 can be expanded as a power series
in t by the formula

This result was published by Lagrange* in 1770.

Example 1. Within the contour surrounding a denned by the inequality | z (z — a) | > | a |,
where | a | < J | a |, the equation
z-a— = 0
z
has one root f, the expansion of which is given by Lagrange's theorem in the form

Now, from the elementary theory of quadratic equations, we know that the equation
0—a — = 0
z
has two roots, namely | <l+ / ( 1 + -f)r an( ^ f I1"" \ / ( 1+
"l)|; an(
^our ex
P a n s i° n
represents the former \ of these only—an example of the need for care in the discussion of
these series.

Example 2. If y be that one of the roots of the equation

which tends to 1 when z+0y shew that

so long as | z \ < J.
Example 3. If x be that one of the roots of the equation

which tends to 1 when y-*-0, shew that

2a- 1 , (3a-1) (3a-2)

the expansion being valid so long as

| y | < | (a- l)«-i a-« |. (McClintock.)
* ilf^wi. (i« VAcad. de Berlin, xxiv.; Oeuvre$t n. p. 25.
t The latter is outside the given contour.
134 THE PROCESSES OF ANALYSIS [CHAP. VII

7'4. The expansion of a class of functions in rational fractions*.

Consider a function f(z), whose only singularities in the finite part
of the plane are simple poles a}, a2, a9, ..., where | ax | ^ | Og | ^ | a8 \ ^ ...: let
&i> ^2; bs, ••• be the residues at these poles, and let it be possible to choose a
sequence of circles Gm (the radius of Gm being Rm) with centre at 0, not
passing through any poles, such that \f(z) | is bounded on Cm. (The function
cosec z may be cited as an example of the class of functions considered, and
we take Rm = (m + £) 7r.) Suppose further that Rm—> oo as m-»oo and that
the upper boundf of \f(z) | on Cm is itself bounded asj m —»oo ; so that, for all
points on the circle Cm> \f(z)\< M, where M is independent of m.
Then, if x be not a pole of f(z), since the only poles of the integrand are
the poles off(z) and the point z = x, we have, by § 6*1,

where the summation extends over all poles in the interior of Cm.

J-.
2m

if we suppose the function f(z) to be analytic at the origin.

Now as m—> oo , I ^-M—r is 0 (Em"1), and so tends to zero as m tends

Jew * ( * - * )
to infinity.
Therefore, making m-*oo , we have

0-/(•)-/(0) + 2 6n f-i I ) - lim • f t

JK; yv
».i W-x aj m^2m)Cmz(

which is an expansion of f(x) in rational fractions of x; and the summation

extends over all the poles of f(x).
If | « / i | < | a H + 1 | this series converges uniformly throughout the region given by
| x | ^ a, where a is any constant (except near the points an). For if Rm be the radius
of the circle which encloses the points | ax |, ... | an |, the modulus of the remainder of the
terms of the series after the first n is
f{z)dz Ma

by § 4*62; and, given «, we can choose n independent of x such that Maj{Rm — a) < €.
• Mittag-Leffler, Ada Soc. Sdent. Fennicae, xi. (1880), pp. 273-293. See also Ada Math. iv.
(1884), pp. 1-79.
f Which is a function of m.
% Of course Rm need not (and frequently must not) tend to infinity continuously; e.g. in the
example taken Rm = (m + k) ir, where m assumes only integer values.
7*4] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 135

The convergence is obviously still uniform even if | an | ^ | an +1 | provided the terms of

the series are grouped so as to combine the terms corresponding to poles of equal moduli.
If, instead of the condition \f(z) \ < M> we have the condition | z~pf(z) | < My where M is
independent of m when z is on Cmy and p is a positive integer, then we should have to
, f f(z)dz,
expand I ^-^— by writing

and should obtain a similar but somewhat more complicated expansion.

Example 1. Prove that
1 . . / 1 1\
cosec 2=—K2(-) n ( (-— ,
z \z — nir nirj
the summation extending to all positive and negative values of n.

To obtain this result, let cosec z — = / (z). The singularities of this function are at the
z
points z = nny where n is any positive or negative integer.
The residue of / (z) at the singularity rm is therefore (— )n, and the reader will easily
see that \f(z) | is bounded on the circle | z \ = (w-f -|) n as n-^ao .
Applying now the general theorem

where cn is the residue at the singularity an, we have

But /(0)= lim

z sin z

Therefore cosec z=- + 2 ( - )n | -f — |,

v
z ' \js-niT nnj
which is the required result.
Example 2. If 0 < a < 1, shew that
e** 1 °° 22 cos 2na7r — 4n7r sin %na

Example 3. Prove that

1 1 1 1 , 2 1

1
i+.

The general term of the series on the right is

which is the residue at each of the four singularities r, — r, ?•/, — ri of the function

- e-'*) sin TT2 '

136 THE PROCESSES OF ANALYSIS [CHAP. VII

The singularities of this latter function which are not of the type r, - r, n, - ri are
at the five points

At z—0 the residue is

at each of the four points s=^~" ~ ' , the residue is

{2ir^ (cos a? - cosh x)}~1.

Therefore

itx% (cosh x - cos x)

1 .. f nzdz
*=£—. hm

where <7 is the circle whose radius is n + x, (n an integer), and whose centre is the origin.
But, at points on (7, this integrand is 0 (| * |~ 3 ); the limit of the integral round (7 is there-
fore zero.
From the last equation the required result is now obvious.

Example 4. Prove that s e c ^ i r ( - ^ - — l ^ + ^ - J L ^ - . . . ) .

Example 5. Prove that cosech ^ I -

Prove that sech * = 4 *

7. Prove that coth » . I

Example 8. Prove that 2 2 T-T? » w g , , 2X = - r coth *ra coth ?r6.

m = - « n = - « (m 2 +a 2 ) (rr + b?) ab

(Math. Trip. 1899.)

7*5. The expansion of a class offunctions as infinite products.

The theorem of the last article can be applied to the expansion of a certain
class of functions as infinite products.
For let f{z) be a function which has simple zeros at the points*
Oi, Oa, a3,..., where lim | an | is infinite; and let/(s) be analytic for all values
of z.
f'(z)
Then / ' (z) is analytic for all values of z (§ 5*22), and so yr-r c a n
singularities only at the points au a,, c^, ....
Consequently, by Taylor s theorem,
f(z) =(z- ar) f (ar) + ( ^ ^ / " (ar) 4-...
and / ' (z) = / ' (ar) + (z - ar) / " (ar) + ....
* These being the only zeros otf(z); and an4=0.
7*5, 7'6] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 137

f'(z)
It follows immediately that at each of the points a r , the function ~FT~\
J\z)
has a simple pole, with residue -f 1.
If then we can find a sequence of circles Cm of the nature described in
§ 7*4, such that
f ,.,(z). is bounded on G as ra—>oo, it follows, from the
m
J\z)
expansion given in § 7 4, that
1

Since this series converges uniformly when the terms are suitably grouped
(§ 7*4), we may integrate term-by-term (§ 4*7). Doing so, and taking the
exponential of each side, we get
/'«»- oo

f(*) = cefw n
n=l (
where c is independent of z.
Putting z = 0, we see that f(0) = c, and thus the general result becomes

n (1-^)^ .
This furnishes the expansion, in the form of an infinite product, of any
function f(z) which fulfils the conditions stated.

Example 1. Consider the function /(z) = , which has simple zeros at the points
r*r, where r is any positive or negative integer.
In this case we have /(0) = 1, / ' (0) = 0,
and so the theorem gives immediately

for it is easily seen that the condition concerning the behaviour of ypr as | z |-»-QO is
fulfilled.
Example 2. Prove that

__ cosh k — cos x
~~ \ - COS X

(Trinity, 1699.)
7*6. The factor theorem of Weierstrass*.
The theorem of § 7*5 is very similar to a more general theorem in which
the character of the function f(z), as | z |—•oo , is not so narrowly restricted.
* Berliner Abh. (1876), pp. 11-60 ; Math. Werke, n. (1895), pp. 77-124.
138 THE PROCESSES OF ANALYSIS [CHAP. VII

Let f(z) be a function of z with no essential singularities (except at ' the

point infinity'); and let the zeros and poles of f(z) be at alt a2y a9,..., where
0 < I ai I < I a21 ^ i az | — Let the zero* at an be of (integer) order mn.
If the number of zeros and poles is unlimited, it is necessary that
ja n |—•oo, as n—>oo; for, if not, the points an would have a limit pointf,
which would be an essential singularity of f(z).
We proceed to shew first of all that it is possible to find polynomials
gn(z) such that

converges for a l l | finite values of z.

Let K be any constant, and let \z\<K\ then, since |a»|—>oo, we can
find N such that, when n> Ny\an\> 2K.
The first N factors of the product do not affect its convergence]:; consider
any value of n greater than N> and let

Then
n=kn m \aj

m=0

since I zan~x \ < ^ .

Hence

where | un(z) \ < 2 \mn{Kan-*f«\.

Now mn and an are given, but kn is at our disposal; since Ka^1 < ^, we
choose kn to be the smallest number such that 2 | mn {Kan~l)h^ \ < bn> where
2 fen is any convergent series § of positive terms.

Hence II

where | un (z) \ < bn; and therefore, since 6n is independent of ^, the product
converges absolutely and uniformly when | z \ < K, except near the points an.

* We here regard a pole as being a zero of negative order.

t From the two-dimensional analogue of § 2*21.
£ Provided that z is not at one of the points an for which mn is negative.
§ E.g. we might takefcn= 2~n.
77] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 139

Now let F{z) - n \\(l - ~^j e^nm

Then, if f(z) + F(z) = G1 (z), G,{z) is an integral function (§51:4) of z

and has no zeros.
It follows that JY~T\ T ^ ( ^ *s a n a lytic for all finite values of z; and
OD

so, by Taylor's theorem, this function can be expressed as a series £ nbnzn~l

n=l
converging everywhere; integrating, it follows that
00

where G(z) = X bnzn and c is a constant; this series converges everywhere,

n=l
and so G (z) is an integral function.
Therefore, finally,

where (? (z) is some integral function such that G (0) = 0.

[NOTE. The presence of the arbitrary element O (z) which occurs in this formula for
f{z) is due to the lack of conditions as to the behaviour of f{z) as | z |-*-co.]
Corollary. If m n «sl, it is sufficient to take kn = n) by § 2*36.
7*7. The expansion of a class of periodic functions in a series of
cotangents.
Let f{z) be a periodic function of z, analytic except at a certain number
of simple poles; for convenience, let ir be the period of f(z) so that

Let z = x + iy and let f(z)—*l uniformly with respect to x as y—> -f oo ,

when 0^x^7r; similarly let f(z)—*I' uniformly as y—> — oo .
Let the poles of f(z) in the strip 0 < x ^ ir be at alt a2>... an; and let the
residues at them be cly c2, ... cn.
Further, let ABGD be a rectangle whose corners are* — ip, ir — ip,
IT + ip and ip in order.
Consider ^~. //(«) cot (t - ^) c?^

taken round this rectangle ; the residue of the integrand at ar is cr cot (ar — z)y
and the residue at z is / ( s ) .
Also the integrals along DA and CB cancel on account of the periodicity
of the integrand; and as p—•oo , the integrand o n i ^ tends uniformly to I'i,
while as p'->ao the integrand on GD tends uniformly to — li\ therefore
(// + 0 / W + 2 c
r=l
* If any of the poles are on x — ir, shift the rectangle slightly to the right; p, p' are to be
taken so large that ax, a2, ... an are inside the rectangle.
140 THE PROCESSES OF ANALYSIS [CHAP. VII

That is to say, we have the expansion

f(z) = Ul + l)+icrcot(z-ar).
1
r-l
Example 1.
n ,
cot (x - ax) cot (x-a2)... cot (x-an) = 2 cot (ar—a{) ...*... cot (ar—an) cot (# - a r ) + ( - )* ,
n
or = 2 cot (a r — a\)...*.. .cot («r - an) cot (# — ar\

according as w is even or odd; the * means that the factor cot (ar—ar) is omitted.
Example 2. Prove that
sin (x- b{) sin (x~b2)... sin ( # - bn) sin (at — 6X)... sin (a! -6W)
8in(x—al)8in(x—a2) ...ain(x—an)~~ sin (ax — a^)... &in(ai — an) ^
am fo-^rin («,-{.)
sin (a 2 — « ! ) . . . sin (a2 - a n )

-I- cos

7*8. BoreVs theorem^.

Let/(^) = 2 an^n be analytic when | z \ <r, so that, by § 5*23, | Onrn \ < if,
where JkT is independent of n.
a zn
Hence, if <j>(z)— 2 -^-r , <£ (s) is an integral function, and
»=o n!

and similarly | <j>^ (z) \ < Me\z\lrjrn.

Now consider fx (z) = I e~l <j> (zt) dt; this integral is an analytic function
of z when | z \ < r, by § 5*32.
Also, if we integrate by parts,

n f -loo fco
= 2 *"M - e-l<t>{m) (zt) + zn+1 <re<£<n+1> (zt) d t
m=0 L JO JO

But lim e-1^ (zt) = am; and, when | z \ < r, lim e~f<^w(^) = 0.

Therefore / , ( * ) - I e ^ ^ + JBn,

m=0

t Legons sur let series divtrgentet (1901), p. 94. See also the memoirs there cited.
7*8, 7*81] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 141

where \Rn\<\zn+1\( e~<.JfcW*>'rr^-1 dt

Jo
= | zr~l | n+1 M {1 - | z | r-1}-1-**), as n-»oo.
Consequently, when \z\<r,
wi=O

and I
J0
130 n
a z °°
where <f>(z)— 2 -—-; 0(^) is called BoreVs function associated with S
If >S'= 2 a n and <f>(«)= 2 °^-r and if we can establish the relation S= I e~td> (t) dt,
n=o »=o n - Jo
the series S is said (§ 8*41) to be 'summable (BY; so that the theorem just proved
shews that a Taylor's series representing an analytic function is summable (B).
7*81. BoreVs integral and analytic continuation.
We next obtain Borel's result that his integral represents an analytic function in
a more extended region than the interior of the circle \z\=*r.

This extended region is obtained as follows: take the singularities a, b, c, ... off(z) and
through each of them draw a line perpendicular to the line joining that singularity to the
origin. The lines so drawn will divide the plane into regions of which one is a polygon
with the origin inside it.
Then BoreVs integral represents an analytic function (which, by § 5*5 and § 7*8, is
obviously that denned by f(z) and its continuations) throughout the interior of this
polygon. The reader will observe that this is the first actual formula obtained for the
analytic continuation of a function, except the trivial one of § 5*5, example.
For, take any point P with affix ( inside the polygon; then the circle on OP as
diameter has no singularity on or inside it*; and consequently we can draw a slightly
* The reader will see this from the figure; for if there were such a singularity the correspond-
ing side of the polygon would pass between O and F ; i.e. P would be outside the polygon.
142 THE PROCESSES OF ANALYSIS [CHAP. VII

larger concentric circle* G with no singularity on or inside it. Then, by § 5*4,

conver
but 2 ^~f n+1 g e s uniformly (§ 3-34) on C since f(z) is bounded and | z | ^ 5 > 0,
where 8 is independent of z; therefore, by § 47,

z lf{z) e x p ( t f f - 1 ) dZj
~
and so, when * is real, | <f> {(t) \<F(Q e^ where F(() is bounded in any closed region lying
wholly inside the polygon and is independent of t; and X is the greatest value of the
real part of £/z on C.
If we draw the circle traced out by the point z/(y we see that the real part of (jz is
greatest when z is at the extremity of the diameter through £, and so the value of X is

We can get a similar inequality for <\> ((t) and hence, by § 6*32, I e~'<£(#) dt is
Jo
analytic at f and is obviously a one-valued function of f.
This is the result stated above.

7'82. Expansions in series of inverse factorials.

A mode of development of functions, which, after being used by Nicole f
and Stirling^ in the eighteenth century, was systematically investigated by
Schlomilch§ in 1863, is that of expansion in a series of inverse factorials.
To obtain such an expansion of a function analytic when | z \ > r, we let

the function be f{z)- 2 anz~^iy and use the formula f(z) = I ze~tz<f> (t) dt,
n=o Jo
00
where <f>(t)= 2 a n £ n /(n!); this result may be obtained in the same way as
n=0
that of § 7'8. Modify this by writing e~l = 1 - f, <f> (t) = /*(?); then

Now if t = u + iv and if t be confined to the strip —TT<V <iri £ i s a one-

valued function of f and F(%) is an analytic function of £; and f is restricted
so that — 7r < arg (1 — f) < IT. Also the interior of the circle | £ | = 1 corresponds

* The difference of the radii of the circles being, say, 8.

t Mem de VAcad. des Sci. (Paris, 1717); see Tweedie, Proc. Edin. Math. Soc. xxrvi. (1918).
+ Methodus Differentialu (London, 1730).
§ Compendium der hoheren Analysis. More recent investigations are due to Kluyver, Nielsen
and Pincherle. See Comptes Rendus, CXXXIII. (1901), cxxxiv. (1902), Annales de Vjfccole norm,
sup. (3), xix., XXII., xxiii., Rendiconti dei Lincei, (5), xi. (1902), and Palermo Rendiconti, xxxrv.
(1912). Properties of functions defined by series of inverse factorials have been studied in an
important memoir by Norlund, Ada Matji. xxxvn. (1914), pp. 327-387.
7*82] THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 143

to the interior of the curve traced out by the point t = - log ^2 cos ^d\ + ^ i&>
(writing £ = exp {i (0 -f TT)}) ; and inside this curve
\t\-R(t)$[{R (t)}2 + 7T2]* - R ( 0 - ^ 0 ,
as R(t)->oo.
It follows that, when | f | ^ 1, | Ftf) | < ife r l e l < Mx \ ert |, where ifx is in-
dependent of t; and so !?(£) < i/ 2 1 (1 - £ T r |.
Now suppose that 0 < f < 1; then, by § 5*23, | jP(n) (f) | < M2 ,n\p-\ where
M2 is the upper bound of \F(z)\ on a circle with centre £ and radius

Taking p = i-(l — £) and observing that* (1 + n"1)n < e we find that

rl rl-<
Remembering that, by § 4*5, means lim I , we have, by repeated
JO e-*-+0 JO
integrations by parts,
= lim [-(l-
••+o L
= lim \-(i-
L

where 6n = lim [ - (1 - Qp+

«*o L

if the real part of z + n— r — n > 0 , i.e. if .R (^) > >•; further

I (z + 1) (z 4- 2) ... 0 + n) |. R (z - r)
Mle(n + 2)r.n\
<
(r + 1 + 8) (r + 2 + 8) ... (r + n + 8jT8 '
where 8 = JK (^ — r).
* (l + a;-1)^ increases with x; for >e", when y<\, and so log ( )>2/. That is to
d 1
say, putting y~1 = l+x, — :rlog(l + x~1) = log (1+x"1) >0.
ax 1 -L i»
144 THE PROCESSES OF ANALYSIS [CHAP. VII

Now n i(i + — ^ " l

m =i (\ m I )
tends to a limit (§ 2*71) as n-*oo , and so | i?M,|->0 if (n + 2) r e" (r+6) i 1/m tends
to zero; but
2 1/m > I — = log (n +1),
m=l ^1 ^
r fi
by § 443 (II), and (n + 2) (n + l)^- -^0 when S > 0 ; therefore ii n ->0 as
n->x , and so, when R (z) > r, we have the convergent expansion

Example 1. Obtain the same expansion by using the results

1
—Alun{\-u)U

*f
c Jo
Example 2. Obtain the expansion
/ 1\ 1 a, og
log
v *;~^ *(«+i) *(«+i)(*+2) '
where «n= / t(l-t)(2-t)...(n-l-t)dt>
Jo
and discuss the region in which it converges. (Schlomilch.)

REFERENCES.
E. QOURSAT, Cours d*Analyse (Paris, 1911), Chs. xv, xvi.
E. BOREL, Legon* sur les series divergentes (Paris, 1901).
T. J. FA. BROMWICH*, Theory of Infinite Series (1908), Chs. vm, x, xi.
0. SCHLCMILCH, Compendium der hbheren Analysis, II. (Dresden, 1874).

MISCELLANEOUS EXAMPLES.

1. If y-x — <f>(y)=^Oj where <j> is a given function of its argument, obtain the
expansion

where / denotes any analytic function of its argument, and discuss the range of its
validity. (Levi-Civita, Rend, dei Lincei, (5), xvi. (1907), p. 3.)
2. Obtain (from the formula of Darboux or otherwise) the expansion

) (a)} ;

find the remainder after n terms, and discuss the convergence of the series.

* The expansions considered by Bromwich are obtained by elementary methods, i.e. without
the use of Cauchy's theorem.
 THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 145

3. Shew that

+ ( - ) n hn + l
f y. W/ ( n + 1 ) (*+ht) dt,
Jo
where

and shew that yn(x) is the coefi&cient ofn\tn in the expansion of {(1 -tv)(l+t- tx)} ~ * in
ascending powers of £.
4. By taking

in the formula of Darboux, shew that

/(* + *)-/(*)- - j ^ «*. £ {fM (* +*)-rV(m)(*)}

Jo
. 1 —r _ M w2 w3
where _ _ _ i - a i ^ 0 , ^ - 0 , 3 - , + ....
5. Shew that
» Off /r92n_ l \ / 7 _ / 7 \ 2 m - l

where ^tt » = — ,
6. Prove that.
/(«i)-/(*i)-Ci<%-«i)/' (*i) + Ci(«*-*i)f/' (»i)
I T + I
-CI(^-*I)*/ («I) +- +(-)"(«I-*I)" f { ^ }
7 0 l«M J H=0
in the series plus signs and minus signs occur in pairs, and the last term before the
integral is that involving (z^ — Z\)n; also Cn is the coefficient of zn in the expansion of
cot ( j ~ o) *n ascenc *" 1 £ powers of z. (Trinity, 1899.)

7. If xx and x2 are integers, and <f> (z) is a function which is analytic and bounded for
all values of z such that xx^R (z)^x2i shew (by integrating
> (z) dz
±2niz
/ .e -l
round indented rectaugles whose corners are xx, x2, x2 ± « t, ^ + oo i) that

Hence, by applying the theorem

• V 2H-1

/
146 THE PROCESSES OF ANALYSIS [CHAP. VII

where Bu B2,... are Bernoulli's numbers, shew that

(
<f>(z)dz + 2 "-^~'^"^(n),
J
(where C is a constant not involving n\ provided that the last series converges.
(This important formula is due to Plana, Mem. ddla R. Accad. di Torino, xxv. (1820),
pp. 403-418; a proof by means of contour integration was published by Kronecker,
Journal fur Math. cv. (1889), pp. 345-348. For a detailed history, see Lindelof, Le Calcul
des Residus. Some applications of the formula are given in Chapter xn.)
8. Obtain the expansion

2 n=2{ }
n\ 2»
2
for one root of the equation ,r=2w + w , and shew that it converges so long as | x | < 1.
9. If S^,, denote the sum of all combinations of the numbers
V, 3*, 5*,... (2rc-l)*,
taken m at a time, shew that

~ 7 " ~ s l ^ + n ^ 0 ( 2 ^ T 2 ) " ! 12^+3 *2(n+i)2^Ti+ •" + < ^ A 80»+D3J 8 m

(Teixeira.)
10. If the function f(z) is analytic in the interior of that one of the ovals whose
equation is | sin «| = C (where 0^1), which includes the origin, shew that f(z) can, for all
points z within this oval, be expanded in the form

/ w -/(o, + 1

where S^ is the sum of all combinations of the numbers

S», 4*, 62, ... (2n-2)\
taken m at a time, and •S'^i denotes the sum of all combinations of the numbers
l\ 32, 52,... (2/1-1)8,
taken m at a time. (Teixeira.)
11. Shew that the two series

2 . 4 / 2f
+ 3752 \TZ
represent the sfime function in a certain region of the z plane, and can be transformed
into each other by Biirmann's theorem.
(Kapteyn, Nieuw Archie/, (2), in. (1897), p, 225.)
12. If a function f(z) is periodic, of period 2*r, and is analytic at all points in the
infinite strip of the plane, included between the two branches of the curve | sin z \ = G
(where C> 1), shew that at all points in the strip it can be expanded in an infinite series
of the form
f{z) = A0+Almx\z+...+An sinw z +
+cos z (B1 + B2 sin z+... + Bn sin"" 1
and find the coefficients An and Bn.
 THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 147
13. If <j> and/are connected by the equation

of which one root is #, shew that

„, x n \ 1 , n ( . X2 1
1 ! 2 1 3 ! <p

the general term being (— )m n~o~i * + i) m u ^iplied by a determinant in which

the elements of the first row are <£', (<£2)', (<£3)', ..., (c^"1"1)', (/ m /") and each row is the
differential coefficient of the preceding one with respect to a; and F, f, F\ ... denote
F(a)rf(a),F'(a)
(Wronski, Philosophie de la Technie, Section II. p. 381. For proofs of the theorem
see Cayley, Quarterly Journal, xn. (1873), Transon, Nouv. Ann. de Math. xm. (1874), and
C. Lagrange, Brux. Mem. Couronnes, 4°, XLVII. (1886), no. 2.)
14. If the function IF (a, 6, x) be denned by the series

1
which converges so long as M<T

shew that •— W (a, b, x)«-1 + {a - b) W (a - bt 6, x);

and shew that if y— W(a, 6, x),
then x=W(b,a,y).
Examples of this function are
W(i, a, *)=«*-!,
^(0,1,^ =1
(Jezek.)
15. Prove that

n=0
where 2a i a0 0 0 ... 0
2a0 0 ... 0
6a3 5a2 4«! 3a0 ... 0

(2n-2)an_!
nan (n-l)anmml
and obtain a similar expression for

2
n=O
(Mangeot, ^4/in. o?e VEcole norm. sup. (3), xiv.)
16. Shew that

._ 5
2 arxr
r=0
148 THE PROCESSES OF ANALYSIS [CHAP. VII

where Sr is the sum of the rth powers of the reciprocals of the roots of the equation

2
(Gambioli, Bologna Memorie, 1892.)
17. If /„ (z) denote the nth derivate of f{z\ and if / . „ (z) denote that one of the nth
integrals oif(z) which has an n-ple zero at 2=0, shew that if the series

is convergent it represents a function of z+x ; and if the domain of convergence includes

the origin in the #-plane, the series is equal to

n=0
Obtain Taylor's series from this result, by putting g (z) = 1. (Guichard.)
18. Shew that, if x be not an integer,

2 i
as p-—<x>, provided that all terms for which m = n are omitted from the summation.
(Math. Trip. 1895.)
19. Sum the series

where the value w = 0 is omitted, and jo, q are positive integers to be increased without
limit.
(Math. Trip. 1896.)
20. If F(x)**eSoxncoHxir)dx, shew that

and that the function thus defined satisfies the relations

F
^ ) F -J?)s=2sinxir-

Further, if ^ W = «+^, + ^ + . . . - - J*log(l-0 7 ,

show that FW-f-a™-'*"*

when I 1 -e-M* \ < 1. (Trinity, 1898.)
21. Shew that

n. {1 — 2e- a ?cos (
=1

where ag=ksin - ^ ^ rr, ^ a =hcos -—-— T,

n it>

and 0 < x < 2rr. (Mildner.)

 THE EXPANSION OF FUNCTIONS IN INFINITE SERIES 149

22. If | x | < 1 and a is not a positive integer, shew that

where (7 is a contour in the tf-plane enclosing the points 0, x.

(Lerch, Casopis, xxi. (1892), pp. 65-68.)
23. If faiz), </>2(2), ... are any polynomials in 0, and if F(z) be any integrable
function, and if ^ (z), ^ 2 (z),... be polynomials defined by the equations

shew that f " l & ± = M^) + _ * « » _ + 4»« +

24. A system of functionsp0 (s), pl (z\ p2 (2),... is defined by the equations

where an and bn are given functions of 71, which tend respectively to the limits 0 and — 1
as n-+~ao.
Shew that the region of convergence of a series of the form 2enpn(z), where ely e2>...
are independent of 0, is a Cassini's oval with the foci -4-lj - 1 -
Shew that every function f(z\ which is analytic on and inside the oval, can, for points
inside the oval, be expanded in a series

where

the integrals being taken round the boundary of the region, and the functions qn (z) being
defined by the equations

(Pincherle, Rend, dei Lincei, (4), v. (1889), p. 8.)

25. Let G be a contour enclosing the point a, and let <f> (z) and/(z) be analytic when
z is on or inside C. Let 11 \ be so small that

"when z is on the periphery of C.

By expanding

in ascending powers of ty shew that it is equal to

Hence, by using §§ 6*3, 6*31, obtain Lagrange's theorem.

 CHAPTER VIII
ASYMPTOTIC EXPANSIONS AND SUMMABLE SERIES

8*1. Simple example of an asymptotic expansion.

,00

Consider the function f(x) = I t"1ex'tdt, where x is real and positive,

J x

and the path of integration is the real axis.

By repeated integrations by parts, we obtain

In connexion with the function/(a?), we therefore consider the expression

and we shall write

Then we have | wm/Mm-i | = mx~l —> oo as m —•> oo . The seri.es Swm is there-
fore divergent for all values of x. In spite of this, however, the series can
be used for the calculation off(x); this can be seen in the following way.
Take any fixed value for the number w, and calculate the value of Sn.
We have
f(x)-Sn(x) = (-y+*(n + l ) \ j ^^,
and therefore, since e?'* ^ 1,
dt n!

For values of x which are sufficiently large, the right-hand member of this
equation is very small. Thus, if we take x ^ 2n, we have

which for large values of n is very small. It follows therefore that the value
of the function f(x) can be calculated with great accuracy for large values of x,
by taking the sum of a suitable number of terms of the series
Taking even fairly small values of x and n
and 0 < / ( 1 0 ) - £ 6 ( 1 0 ) < 0-00012.
8 '1-8 #21] ASYMPTOTIC EXPANSIONS 151

The series is on this account said to be an asymptotic expansion of the

function f(x). The precise definition of an asymptotic expansion will now
be given.
8*2. Definition of an asymptotic expansion.
A divergent series

in which the sum of the first (n -f 1) terms is Sn (z), is said to be an asymptotic

expansion of a function f(z) for a given range of values of arg3, if the
expression Rn (z) = zn {/(z) — Sn (z)} satisfies the condition
lim Rn (z) = 0 (n fixed),
|z|-»*oo

even though lim | Rn (z)\ = oo (z fixed).

When this is the case, we can make

| *»{/(*)-$,(*)) | <e,
where e is arbitrarily small, by taking | z | sufficiently large.
We denote the fact that the series is the asymptotic expansion oif^g) by
writing

The definition which has just been given is due to Poincare*. Special
asymptotic expansions had, however, been discovered and used in the
eighteenth century by Stirling, Maclaurin and Euler. Asymptotic expan-
sions are of great importance in the theory of Linear Differential Equations,
and in Dynamical Astronomy; some applications will be given in subsequent
chapters of the present work.
The example discussed in § 8*1 clearly satisfies the definition just
given : for, when x is positive, | xn {/(x) — Sn (x)} \<n\ x~~l —> 0 as x —• oo .
For the sake of simplicity, in this chapter we shall for the most part consider
asymptotic expansions only in connexion with real positive values of the argument.
The theory for complex values of the argument may be discussed by an extension of the
analysis.
8'21. Another example of an asymptotic expansion.
As a second example, consider the function /(.r), represented by the series

where x > 0 and 0 < c < 1.

* Acta Mathematica, vin. (1886), pp. 295-344.

152 THE PROCESSES OF ANALYSIS [CHAP. VIII

The ratio of the ^th term of this series to the (k- l)th is less than c, and consequently
the series converges for all positive values of x. We shall confine our attention to positive
values of x. We have, when x > k,

x+k x x* x3 xt^x6 ""

llowable* to expand each fr
If, therefore, it were allowable* fraction h in this way, and to
X T™ rC

reaiTange the series for f(x) in descending powers of x, we should obtain the formal series

00

where J n = ( - ) » - i 2 k^c*.

But this procedure is not legitimate, and in fact 2 Anx~" diverges. We can, however,
n=l
shew that it is an asymptotic expansion off(x).
Forfet , S . W , i + d. + +Jf-

so that | /<*)- 5,,(*) I - j j f (-*)" + I ~

Now 2 kw<P converges for any given value of n and is equal to Cni say; and hence
fc=i
\f(x)-Sn(x)\<Cnx-*-*.
00
Consequently f(*)~ 2 AnX"".
TJ=1

Example. If / ( ^ ) = I ^ 2 ~' 2 ^ , ' where # is positive and the path of integration is the
Jx
real axis, prove that
ft \ 1 1 1-3 1.3.5

[In fact, it was shewn by Stokes in 1857 that

the upper or lower sign is to be taken according as - \n <arg x < %ir or ^7r<arg x < f TT.]

8*3. Multiplication of asymptotic expansions.

We shall now shew that two asymptotic expansions, valid for a common
range of values of args, can be multiplied together in the same way as
ordinary series, the result being a new asymptotic expansion.

For let f(z)«~ I Amz~m, <j>(z)~ t Bmz-™,

* It is not allowable, since k>x for all terms of the series after some definite term.
8*3-8*32] ASYMPTOTIC EXPANSIONS 153
and let Sn(z) and Tn(z) be the sums of their first (w + 1) terms; so that,
n being fixed,
/(*) - Sn (z) = o (*-*), $ (z) - Tn (z) - o (*-).
Then, if Gm = A0Bm + vtiBm_, + ... +AmB0, it is obvious that*

Sn(z)Tn(z) = I Cmz-m + o(z-»).

But /(«) <£ (z) = {£„ (*) + o (*-)) {rn (*) + o («-)}

= I Cmz~m + o (z-»).

This result being true for any fixed value of n, we see that

~ 2 Cm£r«.

8'31. Integration of asymptotic expansions.

We shall now shew that it is permissible to integrate an asymptotic
expansion term by term, the resulting series being the asymptotic expansion
of the integral of the function represented by the original series.

For let f{x)~ 2 4 m ar m , and let Sn{x)= I Amx~m.

Then, given any positive number e, we can find x0 such that

\f{x) - 8H (x) | < e | x | "w when x > x0)
and therefore

I£ £ B (or) cZ^

But

and therefore / ( A * ) da? ^ 2 7^ ,.

Jx m^i{ni- \)xm~'
On the other hand, it is not in general permissible f to differentiate an asymptotic
expansion ; this may be saen by considering e~x sin (e*).

8*32. Uniqueness of an asymptotic expansion.

A question naturally suggests itself, as to whether a given series can be
* See § 2*11; we use 0 (z~H) to denote any function \f/ (z) such that zu \j/ (z) -»> 0 as | z \ -+- -x .
t For a theorem concerning differentiation of asymptotic expansions representing analytic
functions, see Ritt, Bull. American Math. Soc. xxiv. (1918), pp. 225-227.
154 THE PROCESSES OF ANALYSIS [CHAP. YIII

the asymptotic expansion of several distinct functions. The answer to this

is in the affirmative. To shew this, we first observe that there are functions
L (x) which are represented asymptotically by a series all of whose terms are
zero, i.e. functions such that lim xnL(x) = 0 for every fixed value of n. The
function e~x is such a function when x is positive. The asymptotic expansion *
of a function J (x) is therefore also the asymptotic expansion of
J(x) + L(x).
On the other hand, a function cannot be represented by more than one distinct
asymptotic expansion over the whole of a given range of values of z ; for, if
/ ( * ) - 2 Amz~™, f(z)~ 2
m=o m=0

then lim

which can only be if A0 = B0; AX=BU ....

Important examples of asymptotic expansions will be discussed later, in connexion
with the Gamma-function (Chapter xn) and Bessel functions (Chapter xvn).
8*4. Methods ofi summivg' series.
We have seen that it is possible to obtain a development of the form
/()

where Rn(%)—» oo as n—• oo , and the series X Amx~^m' does not converge.

We now consider what meaning, if any, can be attached to the ' sum' of
a non-convergent series. That is to say, given the numbers a0, c^, Oa, ...,
we wish to formulate definite rules by which we can obtain from them a
00 00

number 8 such that S = 2 an if S an converges, and such that S exists

when this series does not converge.
8*41. BoreVsf method of summation.
We have seen (§ 7*81) that
2 anzn=( e-'t^dt,
n=0 J 0

where <f>(^)= 2 - , the equation certainly being true inside the circle
n=0 ft'
oo
of convergence of 2 anzn. If the integral exists at points z outside this
n=0
00

circle, we define the *Borel sum* of 2 anzn to mean the integral.

n=0
• It has been shewn that when the coeflBcients in the expansion satisfy certain inequalities,
there is only one analytic function with that asymptotic expansion. See Phil. Trans. 213, A,
(1911), pp. 279-313.
f Borel, Lemons sur Its Series Divergentes (1901), pp. 97-115.
8*4-8*43] SUMMABLE SERIES 155
00

Thus, whenever R (z) < 1, the ' Bore! sum ' of the series 2 zn is

( «-V*cfc = (1 - s)- 1 .
J0
If the ' Borel sum ' exists we say that the series is 4 summable (B).'
8'42. Euler s* method of summation.
A method, practically due to Euler, is suggested by the theorem of § 3*71;
oo oo

the ( sum ' of 2 an may be defined as lim 2 anxn, when this limit exists.
M=0 z-*»l-0 n=0
Thus the ' sum ' of the series 1 — 1 + 1 — 1 + ... would be
lim (1 - x + x2- . . . ) = lim (1 + x)"1 = %.
a?-*.l-0 z-*-l-0

8*43. Cesaro'sf method of summation.

Let sn = »! + O2 + ... + an; then i / S = lim - fo + *,+ ... + 5n) exists, we

n-^oo ^
oo

say that £ a n is 'summable (C1)/ and that its sum ( C l ) is >S. I t is

necessary to establish the 'condition of consistency^;/ namely that S= 2 an

n=l
when this series is convergent.
oo n
To obtain the required result, let 2 am = s, 2 sm = nSn', then we have
m-l m=l
Giventhat
to prove e, we
Sncan
—> choose
5. n such that 2 av for all values of p, and
n.+ p
SO I S — Sn

Then, if v > n, we have

Since 1, 1 — v~\ 1 — 2v~\ ... is a positive decreasing sequence, it follows

from Abel's inequality (§ 2*301) that
n\ / ?? + l \ . /, i/-lN
v , i>n+2

Therefore
1\ /_ n— \\
- - ) + . . . + an (1

* Instit. Calc. Diff. (1755). See Borel, loc. cit. Introduction,

t Bulletin des Sciences Math. (2), xiv. (1890), p. 114.
X See the end of § 8-4.
156 THE PROCESSES OF ANALYSIS [CHAP. VIII

Making i> —* oo, we see that, if S be any one of the limit points (§ 2*21)
of 8Pi then
n

m=l

Therefore, since | s - sn i ^ e, we have

\S-s\<i2e.
This inequality being true for every positive value of e we infer, as in § 2*21,
that S = s; that is to say Sy has the unique limit s; this is the theorem which
had to be proved.
Example 1. Frame a definition of 'uniform summability (C 1) of a series of variable
terms.'

Example 2. If KtV^bn + hv^O when n<v, and if, when n infixed, lim bn,„« 1, and

if 2 a m =«, then lim i 2 anbn>v\ =£.

8*431. Ces&ro'a general method of summation.

A series 2 On is said to be * summable (0r)y if lim 2 a ^ ^ exists, where

»=0 i/-*.oe n=0

It follows from § 8*43 example 2 that the 'condition of consistency' is satisfied; in

fact it can be proved* that if a series is summable (Cr') it is also summable (Cr) when
r > r'; the condition of consistency is the particular case of this result when r = 0.

8*44. The method of summation 'of Riesz t.

A more extended method of' summing * a series than the preceding is by means of

lim 2 ( l - j ^ j an>

in which Xn is any real function of n which tends to infinity with n. A series for which
this limit exists is said to be ' summable (Rr) with sum-function Xn.'

85. HARDY'S} CONVERGENCE THEOREM.

00

Let 2 an be a series which is summable (G1). Then if

an=0(l/n),
the series X an converges.

* Bromwich, Infinite Series, § 122.

t Comptes Rendiis, CXLIX. (1910), pp. 18-21.
t Proc. London Math. Soc. (2), vm. (1910), pp. 302-304. For the proof here given, we are
indebted to Mr Littlewood.
8-431-8*5] SUMMABLE SERIES 157
00

Let sn = a2 4- a2 + ... 4- an ; then since 2 an is summable (G 1), we have

00

where s is the sum (C1) of 2 a n .

»=i

Let * m - 5 = ^m, ( m = 1, 2, ...n),

and let ^ + U + . . . + tn = crn.
With this notation, it is sufficient to shew that, if | an j < JSTn"1, where A"
is independent of n, and if an = w. o (1), then £n —• 0 as n -> oo.
Suppose first that aly a^, ... are real. Then, if tn does not tend to zero,
there is some positive number h such that there are an unlimited number of
the numbers tn which satisfy either (i) tn>h or (ii) tn<—h. We shall shew
that either of these hypotheses implies a contradiction. Take the former*,
and choose n so that tn > h.
Then, w h e n r = 0, 1, 2, ....
| a n + r | < Kjn.

Now plot the points Pr whose coordinates are (r, tn+r) in a Cartesian
diagram. Since tn+r+i-tn+r^dn+r+i, the slope of the line PrPr+l is less
than 0 = arc tan (K/n).
Therefore the points P o , Ply P 2 , ... lie above the line y = h — # t a n # .
Let Pk be the last of the points P o , Plt... which lie on the left of x = hcot 6y
so that A; < h cot 0.
Draw rectangles as shewn in the figure. The area of these rectangles
exceeds the area of the triangle bounded by y = h — x tan 6 and the axes ;
that is to say
<Tn-i = tn + fn+1 + . ..

* The reader will see that the latter hypothesis involves a contradiction by using arguments
of a precisely similar character to those which will be employed in dealing with the former
hypothesis.
158 THE PROCESSES OF ANALYSIS [CHAP. VIII

But | <Tn+k - 0-n_! I ^ I <Tn+k | + | Vn-l I

= (»+*).O(l) + (*-l).0(1)
= w.o(l),
since A; ^ hnK~\ and A, if are independent of n.
Therefore, for a set of values of n tending to infinity,
±h*K-ln<n.o(l)t
which is impossible since ^htK"1 is not o (1) as n—* oo.
This is the contradiction obtained on the hypothesis that lim tn ^ h > 0 ;
therefore lim tn ^ 0. Similarly, by taking the corresponding case in which
tn ^ _ fi} we arrive at the result lim tn ^ 0. Therefore since lim tn > lim tn,
we have lim tn = lim tn = 0,
and so tn —• 0.

That is to say sn -» s> and so 2 a n is convergent and its sum is s.

n=l

If a n be complex, we consider R(an) and I (an) separately, and find

oo »

that 2 R(an) and 2 /(<i n ) converge by the theorem just proved, and so
«=1 w=l
00

2 a n converges.
«=i

The reader will see in Chapter ix that this result is of great importance
in the modern theory of Fourier series.
oo

Corollary. If an (() be a function of £ such that 2 an (f) is uniformly summable (C 1)

throughout a domain of values of £, and if \ an (|) | < A'*"1, where K is independent of £,
2 an (^) converges uniformly throughout the domain.
n=l
For, retaining the notation of the preceding section, if £»(£) does not tend to zero
uniformly, we can find a positive number h independent of n and £ such that an infinite
sequence of values of n can be found for which tn (fn) > h or tn (£n) < - h for some point £n
of the domain*; the value of fn depends on the value of n under consideration.
We then find, as in the original theorem,

for a set of values of n tending to infinity. The contradiction implied in the inequality
shewst that h does not exist, and so tn (£)-*-0 uniformly.

* It is assumed that an (£) is real; the extension to complex variables cau be made as in the
former theorem. If no such number h existed, tn (£) would tend to zero uniformly.
t It is essential to observe that the constants involved in the inequality do not depend on £ n .
For if, say, K depended on £n, K~l would really be a function of n and might be o (1) qua function
of n, and the inequality would not imply a contradiction.
 ASYMPTOTIC EXPANSIONS AND SUMMABLE SERIES 159

REFERENCES.
H. PoiNCARri, Acta Mathematics vni. (1886), pp. 295-344.
E. BOREL, Lecons sur les Series Divergentes (Paris, 1901).
T. J. I'A. BROMWICH, Theory of Infinite Series (1908), Ch. xi.
E. W. BARNES, Phil. Trans, of the Royal Society, 206, A (1906), pp. 249-297.
G. H. HARDY and J. E. LITTLEWOOD, Proc. London Math. Soc. (2), xi. (1913), pp. 1-16*.
G. N. WATSON, Phil. Trans, of the Royal Society, 213, A (1911), pp. 279-313.
S. CHAPMANt, Proc. London Math. Soc. (2), IX. (1911), pp. 369-409.
HJ. MELLIN, Congrh des math, a Helsingfors, 1922, pp. 1-17.

MISCELLANEOUS EXAMPLES.
z*00 e-xt j 2! 4!
1. Shew that / -—-r,dt<^> T + -r—... when x is real and positive.
r
J o 1 + tl x Xs x°
2. Discuss the representation of the function

(where x is supposed real and positive, and 0 is a function subject to certain general con-
ditions) by means of the series

Shew that in certain cases (e.g. </>(^) = ea/) the series is absolutely convergent, and
represents / (x) for large positive values of x; but that in certain other cases the series is
the asymptotic expansion of
3. Shew that

Z Z2 Z*

for large positive values of z.

(Legendre, Exercices de Cole. Int. (1811), p. 340.)
4. Shew that if, when x > 0,

Shew also that/(a?) can be expanded into an absolutely convergent series of the form

5. Shew that if the series 1 4-0+0 - 1 -f 0+1 + 0 + 0 - 1 + ..., in which two zeros
precede each - 1 and one zero precedes each + 1 , be 'summed' by Cesaro's method,
its sum is $. (Euler, Borel.)
6. Shew that the series 1 - 2!+ 4! - ... cannot be summed by Borel's method, but the
series 1 + 0 - 2 I + 0 +4! + ... can be so summed.

* This paper contains many references to recent developments of the subject,

t A bibliography of the literature of summable series will be found on p. 372 of this
memoir.
 CHAPTER IX
FOURIER SERIES AND TRIGONOMETRICAL SERIES

91. Definition of Fourier series'*.

Series of the type
£a0 + («i cosx + 6 2 sinx) 4-(a2cos2#-}- 6 2 sin2x) + ...
CO

= £a0 + 2 (a n cos r*# + bn sin ?i#),

w=i
where « n , 6n are independent of x, are of great importance in many investi-
gations. They are called trigonometrical series.

If there is a function f{t) such that I f{t) dt exists as a Riemann integral

or as an improper integral which converges absolutely, and such that

*TOn = I f(t) cos ntdt, irbn = \ f(t) sin ntdt>

J — IT J -IT

then the trigonometrical series is called a Fourier series.

Trigonometrical series first appeared in analysis in connexion with the investigations
of Daniel Bernoulli on vibrating strings ; d'Alembert had previously solved the equation of
d2y
motion y — a2 -rt in the form # = £ {f(x+at)+f(x — at)}, where y*=f{x) is the initial shape
of the string starting from rest; and Bernoulli shewed that a formal solution is
• , . nirx nrrat
y = 2 bn sin - j — cos —j~ ,
n=l * I

the fixed ends of the string being (0, 0) and (ly 0); and he asserted that this was the most
general solution of the problem. This appeared to d'Alembert and Euler to be impossible,
since such a series, having period 21, could not possibly represent such a function ast
cx{l—x) when £—0. A controversy arose between these mathematicians, of which an
account is given in Hobson's Functions of a Real Variable.
Fourier, in his Theorie de la Chaleur, investigated a number of trigonometrical series
and shewed that, in a large number of particular cases, a Fourier series actually converged
to the sum fix). Poisson attempted a general proof of this theorem, Journal de V&cole
poly technique, xn. (1823), pp. 404-509. Two proofs were given by Cauchy, Mem. de
I'Acad. R. des Sci. vi. (1823, published 1826), pp. 603-612 (Oeuvres, (1), n. pp. 12-19)
and Exercices de Math. n. (1827), pp. 341-376 (Oeuvres, (2), vn. pp. 393-430); these proofs,
which are based on the theory of contour integration, are concerned with rather particular
classes of functions and one is invalid. The second proof has been investigated by
Harnack, Math. Ann. xxxn. (1888), pp. 175-202.
* Throughout this chapter (except in § 9*11) it is supposed that all the numbers involved are
real.
t This function gives a simple form to the initial shape of the string.
9' 1, 9*11] FOURIER SERIES 161
In 1829, Dirichlet gave the first rigorous proof* that, for a general class of functions,
the Fourier series, defined as above, does converge to the suni/(#). A modification of this
proof was given later by Bonnet t.
The result of Dirichlet is that J i f / ( 0 is defined and bounded in the range ( - n, w) and
if f{t) has only a finite number of maxima and minima and a finite number of dis-
continuities in this range and, further, if f{t) is defined by the equation

outside the range (— 7r, TT), then, provided that

CO8 ni
^«n= \ /(0 dtj nbn= I " f(t) sin ntdt,

the series £a o + 2 (a n cosnx + 6nsinner) converges to the sum

n=ll
Later, Riemann and Cantor developed the theory of trigonometrical series generally,
while still more recently Hurwitz, Feje*r and others have investigated properties of Fourier
series when the series does not necessarily converge. Thus Feje> has proved the re-
markable theorem that a Fourier series (even if not convergent) is 'summable (Cl)}
at all points at which f{x±0) exist, and its sum {C1) is \ { / ( # + 0 ) + / ( # - 0 ) } ,
provided that I f(t) dt is an absolutely convergent integral. One of the investigations
of the convergence of Fourier series which we shall give later (§ 9*42) is based on this result.
For a fuller account of investigations subsequent to Riemann, the reader is referred to
Hobson's Functions of a Real Variable, and to de la Vallee Poussin's Cours d] Analyse
lnfinitesimale.
9*11. Nature of the region within which a trigonometrical series converges.
Consider the series
1 °°
- a0 + 2 (an cos nz + bn sin nz\
where z may be complex. If we write e**=f, the series becomes

This Laurent series will converge, if it converges at all, in a region in which a ^ | (\ ^ 6 ,

where a, b are positive constants.
But, if z = x + iy, \ (\ = e~yy and so we get, as the region of convergence of the trigono-
metrical series, the strip in the z plane defined by the inequality
log a ^ - y ^ log b.
The case which is of the greatest importance in practice is that in which a = 6 = l, and
the strip consists of a single line, namely the real axis.
Example 1. Let
/(3) = sinz--sin 2z + - sin Sz-T sin 42+...,
where z—x + iy-.
* Journal Jiir Math. iv. (1829), pp. 157-169.
f Mtmoires d*8 Savants Strangers of the Belgian Academy, xxm. (1848-1850). Bonnet em-
ploys the second mean value theorem directly, while Dirichlet's original proof makes use of
arguments precisely similar to those by which that theorem is proved. See § 9*43.
X The conditions postulated for f(t) are known as Dirichlet's conditions; as will be seen in
§§ 9*2, 9'42, they are unnecessarily stringent.
162 THE PROCESSES OF ANALYSIS [CHAP. IX

Writing this in the form

--<r3*-.

we notice that the first series converges* only if y ^ 0 , and the second only if y ^ 0 .
Writing x in place of z (x being real), we see that by Abel's theorem (§ 3*71),
f(x) — lim ( r s i n ^ - - r 2 s i n 2 ^ + -r 3 sin Zx —... )
r-*i\ 2 3 /

= lim i-li
+1 i
This is the limit of one of the values of

and as r-*-l (if -n<x<?r), this tends to \x + kn, where k is some integer.
Now 2 -— converges uniformly (§ 3*35 example 1) and is therefore con-
n
n=l
tinuous in the range — n + d^x ^n-b, where d is any positive constant.
Since \x is continuous, k has the same value wherever x lies in the range; and putting
# = 0, we see that £ = 0.
Therefore, when — n < x < tr, /(#) = J#.
But, when TT < a: < 37r,
/(jF)=/(a?-2ir)«J(*-2ir)-J.r-ir,
and generally, if (2n—l)n<x< (2?i+1) rr,
/(^) = ^-/l7T.
We have thus arrived at an example in which / (x) is not represented by a single
analytical expression.
It must be observed that this phenomenon can only occur when the strip in which the
Fourier series converges is a single line. For if the strip is not of zero breadth, the
associated Laurent series converges in an annulus of non-zero breadth and represents an
analytic function of f in that annulus; and, since ( is an analytic function of z, the Fourier
series represents an analytic function of z ; such a series is given by
r sin x — £r2 sin %x + Jr3 sin 3x —...,
where 0 < r < 1; its sum is arc tan , the arc tan always representing an angle
between ±£TT.
Example 2. When - rr ^ x ^ *r,

The series converges only when x is real; by § 3*34 the convergence is then absolute
and uniform.
Since J#=sina?-£sin 2 ^ + J s i n 3 ^ - . . . (-7r + 8 ^ # ^ 7 r - d , $>0),
and this series converges uniformly, we may integrate term-by-term from 0 to x (§ 4*7),
and consequently

4 n=i n
* The series do converge if y = 0, see § 2*31 example 2.
9'12, 9*2] FOURIER SERIES 163

That is to say, when -

where C is a constant, at present undetermined.

But since the series on the right converges uniformly throughout the range - n ^ x ^ TT,
its sum is a continuous function of x in this extended range; and so, proceeding to the
limit when x-*- ±TT, we see that the last equation is still true when x— ±n.
To determine (7, integrate each side of the equation (§ 4*7) between the limits — TT, n ;
and we get

~ ,. 1 1 „ * ( - ) n - 1 cos nx .
Consequently ~rr29 — -x2~ 2 — ^ (""

Example 3. By writing TT— 2X for x in example 2, shew that

9*12. Values of the coefficients in terms of the sum of a trigonometrical

series.
00

Let the trigonometrical series \co+ 2 (cn cos nx + dn sin nx) be uniformly
n=l
convergent in the range (— 7r, 7r) and let its sum be f(x). Using the obvious
results
cosmxcosnxdx \ ,
J -n
1 (m = n
sin mx sin nxdx < , .^ \ dx = zir,
00

we find, on multiplying the equation £c0 -f 2 (cncos?i^ + c?nsin nx) —f{x)

w= l

by* coanx or by sinr?^? and integrating term-by-termf (§ 47),

ircn = I / (x) cos nxdx, nrdn = I f(x) sin nxdx.

J -ir J —n
Corollary. A trigonometrical series uniformly convergent in the range ( - TT, TT) is a
Fourier series.
NOTE. Lebesgue has giveu a proof (Series trigonometriques, p. 124) of a theorem
communicated to him by Fatou that the trigonometrical series 2 sin 7ix/\og n, which con-
n=2

verges for all real values of x (§ 2*31 example 1), is not a Fourier series.

9*2. On Dirichlet's conditions and Fourier's theorem.

A theorem, of the type described in § 9*1, concerning the expansibility of
a function of a real variable into a trigonometrical series is usually described
* Multiplying by these factors does not destroy the uniformity of the convergence.
f These were given by Euler (with limits 0 and 2?r), Nova Ada Acad. Petrop. xi. (1793).
164 THE PR0CESSE8 OF ANALYSIS [CHAP. IX

as Fourier's theorem. On account of the length and difficulty of a formal

proof of the theorem (even when the function to be expanded is subjected to
unnecessarily stringent conditions), we defer the proof until §§ 942,9*43. It is,
however, convenient to state here certain sufficient conditions under which
a function can be expanded into a trigonometrical series.
Let f(t) be defined arbitrarily when — w ^ t < ir and defined* for all other
real values of t by means of the equation

so thatf(t) is a periodic function with period 2TT.

Let f{t) be such that I f(t)dt exists; and if this is an improper integral,
J -n
let it be absolutely convergent.
Let an, bn be defined by the equations^

iran = I f(t) cosntdt, 7r6n = I f(t) sin ntdt (n = 0, 1, 2, ...).

J -ir J -IT
Then, if x be an interior point of any interval (a, b) in which f(t) has
limited totalfluctuation,the series
00
(a n cos nx + bn sin nx)

is convergent, and its sum\ is \ [f(x + 0) + / ( # - 0)}. / / f(t) is continuous

at t = x, this sum reduces tof(x).
This theorem will be assumed in §§ 9*21-9*32; these sections deal with theorems con-
cerning Fourier series which are of some importance in practical applications. It should
be stated here that every function which Applied Mathematicians need to expand into
Fourier series satisfies the conditions just imposed on f(i), so that the analysis given later
in this chapter establishes the validity of all the expansions into Fourier series which are
required in physical investigations.
The reader will observe that in the theorem just stated, f(t) is subject to less stringent
conditions than those contemplated by Dirichlet, and this decrease of stringency is of
oo

considerable practical importance. Thus, so simple a series as 2 ( - J**"1 (cos nx)jn is the
n-l
expansion of the function § log|2cos£#|; and this function does not satisfy Dirichlet's
condition of boundedness at + n.
00

It is convenient to describe the series £a o + 2 (an cos nx + bn sin nx) as

n=l
the Fourier series associated with f(t). This description must, however, be
* This definition frequently results in f(t) not being expressible by a single analytical ex-
pression for all real values of t. Cf. § 9*11 example 1.
t The numbers a n , bn are called the Fourier constants of f(t), and the symbols o n , hn will be
used in this sense throughout §§ 0-2-95. It may be shewn that the convergence and absolute
convergence of the integrals defining the Fourier constants are consequences of the convergence
and absolute convergence of I * f(t) dt. Cf. §§ 2*32, 4-5.
X The limits f(x±0) exist, by § 364 example 3.
§ Cf. example 6 at the end of the chapter (p. 190).
9'21,9 # 22] FOURIER SERIES 165
taken as implying nothing concerning the convergence of the series in
question.
9*21. The representation of a function by Fourier series for ranges other
than (— 7r, 7r).
Consider a function f(x) with an (absolutely) convergent integral, and
with limited total fluctuation in the range a^x^b.
Write * « 5 ( a + &)-i(a-&)ir-V, f(x) = F(x').
Then it is known (§ 9*2) that
I {F(af + 0) + F{x' - 0)} = \ a0 + t (an cos nx' + bn sin W),
and so

nv (2a-- a - b) , , . mr (2X - a -

where by an obvious transformation

l/L \ fb s/ \ n7r(2x-a-b)
s (6 - a) an - ] / ( * ) cos fc_a ^

s(6-a)6n=x /(a) sin

0 — a-
9*22. Tfo coding « s awd the sine series.
Let / ( ^ ) be defined in the range (0, I) and let it have an (absolutely)
convergent integral and also let it have limited total fluctuation in that range.
Define f{x) in the range (0, — /) by the equation

Then
s{/(* + 0)+/(«-0)}-Jo,+JJo. 006=^ + 6,. Bin ^ J ,
where, by § 9-21,

so that when — I ^ x $ I,
5 {/(« + < > ) + / < * - 0 ) } - i o . + £ a n c o s ^ ;
W= l &
this is. called the cosine series.
If, however, we define f{x) in the range (0, — I) by the equation
166 THE PROCESSES OF ANALYSIS [CHAP. IX

we get, when -1<OJ%1,

£ {/<* + <>)+/(*-0)1= I bns

n-1

where lbn = 2 1 f{t) sin —j- dt;

this is called the sine~series.
Thus the series
l " rnrx
rnrx , . tt7r#
-ao + 2 a n cos-y-, 2 bn8in-j-,
* n=l *> »=1 *
where = j /($)cos — oft, ^lbn = j /($)sin ? -y-
1
same sum when 0 ^.x ^ I; but their sums are numerically equal and
opposite in sign when 0 ^ x ^ — I.
The cosine series was given by Clairaut, Hist de VAcad. R. des Sci. 1754 [published,
1759], in a memoir dated July 9, 1757; the sine series was obtained between 1762 and
1765 by Lagrange, Oeuvres, I. p. 553.
Example 1. Expand £ (TT — x) sin j i n a cosine series in the range O^x^ir.
[We have, by the formula just obtained,
00

\ (ir -x) sin x*= Ja o + 2 an cosnx,

n=l
where £r#n = I i (*r ~ #) sin # cos nxdx.
Jo
But, integrating by parts, iftt#= 1,
2 (TT - x) sin # cos Tkrcfa?

r —x) {sin (ft +1) x - sin (tt— 1) x) dx

r
_ (* (cos(ft+l)# __ c o s ( t t - l ) , ^
, Jo I tt-fl tt-1 J
J 1\
w+ l n-\) (
Whereas if w = 1, we get I 2 (7r — x) sin # cos xdx
7o
Therefore the required series is

- + - cos x - y-g cos 2a; - ^—4 c o s ^ - 3-5 c o s ^x ~ • • • •

It will be observed that it is only for values of x between 0 and n that the sum of this
series is proved to be \ (TT- X) sin x ; thus for instance when x has a value between 0 and
— 7T, the sum of the series is not \ (TT — x) sin #, but — £ (rr •+•#) sin x ; when # has a value
between TT and 2n-, the sum of the series happens to be again |(rr — x) sin a?, but this is a
mere coincidence arising from the special function considered, and does not follow from
the general theorem.]
Example 2. Expand \irx{ir— x) in a sine series, valid when 0
rrru . . . sin 3x sin 5x
[The series is sin # + 3 + &3 +...•]n
93] FOURIER SERIES 167

Example 3. Shew that, when 0 ^ x ^ w,

^ ^ + 221%....
[Denoting the left-hand side by/(#), we have, on integrating by parts and observing
t h a t / ' ( 0 ) « / » = (),
I f (x) cos nxdx=-\ f(x)&u\nx\ / / ' (x) sinnxdx
n
Jo L Jo n J o
If "If 1 f»
« ~a I / ' ( # ) cos n#J --2J f" (x) COB nxdx
i r ~\n i f*
w w
L J0 y 0

Example 4. Shew that for values of x between 0 and TT, e** can be expanded in the
cosine series

and draw graphs of the function e** and of the sum of the series.
Example 5. Shew that for values of x between 0 and 7r, the function \rr (IT - Zx) can
be expanded in the cosine series
cos 3x cos bx

and draw graphs of the function \n (n - 2x) and of the sum of the series.

9'3. The nature of the coefficients in a Fourier series*.

Suppose that (as in the numerical examples which have been discussed)
the interval (— 7r, TT) can be divided into a finite number of ranges
(-7r, ifci), (klt k2)... (kn, 7r) such that throughout each range f(x) and all its
differential coefficients are continuous with limited total fluctuation and that
they have limits on the right and on the left (§ 3*2) at the end points of these
ranges.
Then
rkx rk2 fir
7ram = I f(t) cos mtdt -f I f(t) cos rntdt + ... + I fit) cos mtdt.
J -IT J kl J kn

Integrating by parts we get

iram = m~lf{t) sin mt\ + m~lf(t) sin mt\ + ... 4- m~lf(t) sin mt
-m" 1 ! ' f (f)a\nmtdt-m-l\ *f (t) sin mtdt-...-m^T f (t) sin mtdt,
J -"• J kx J kH

so that a w = = ^_^.\
??i m
* The analysis of this section and of § 9*31 is contained in Stokes' great memoir, Camb. Phil.
Trans, vm. (1849), pp. 533-583 [Math. Papers, 1. pp. 236-313].
168 THE PROCESSES OF ANALYSIS [CHAP. IX

where *rrAm= I sinm*v{/(Av-O)-f(k r + 0)J,

l
and bjtl is a Fourier constant of f (x).

Si
Similarly &m= — + — ,
J
where mm

T T ^ = - 2 cos mkr [f(kr - 0) -f(kr + 0)} - cos mir {f(w - 0) - / ( - TT + 0)},

r=l
and am' is a Fourier constant of/' (#).
Similarly, we get

where am", bm" are the Fourier constants of/" (#) and

7r^lm'= I sinmkr{f'(kr-0)-f'(kr + 0)},

r=l

{ / ) /
- COS m7T { / ' (7T - 0) - / ' (~ 7T + 0)}.
Therefore
m
~ m m2 m2 J m
~ m m2 m2 '
Now as w—>oo, we see that

and, since the integrands involved in a m " and bm" are bounded, it is evident.
that
a*" =0(1), bm" = 0(l).
Hence if Am = Q, Bm = 0, the Fourier series for f(x) converges absolutely
and uniformly, by § 3*34.
The necessary and sufficient conditions that Am == Bm = 0 for all values of
m are that

that is to say that*/(ir) should be continuous for all values of x.

9*31. Differentiation of Fourier series.
The result of differentiating
l °°
-ao+ % (am cos mx + bm sin mx)
w=l
term by term is 2 {mbm cos mx — mam sin mx}.
tn = l

* Of course f{x) is also subject to the conditions stated at the beginning of the section.
9'31-9*4] FOURIER SERIES 169
With the notation of § 9*3, this is the same as
1 °°
- a0' + 2 (amf cos mx + bm' sin mx\
2
m= l

provided that Am*=Bm = 0 and I f'(x)dx = 0;

J -»

these conditions are satisfied iff(x) is continuous for all values of #.

Consequently sufficient conditions for the legitimacy of differentiating
a Fourier series term by term are that f(x) should be continuous for all
values of x and / ' (x) should have only a finite number of points of discon-
tinuity in the range (— ir, TT), both functions having limited total fluctuation
throughout the range.
9*32. Determination of points of discontinuity.
The expressions for am and bm which have been found in § 9*3 can frequently be applied
in practical examples to determine the points at which the sum of a given Fourier series
may be discontinuous. Thus, let it be required to determine the places at which the sum
of the series
sin.r+i sin 3.r +Jsin 5.r-f ...
is discontinuous.
Assuming that the series is a Fourier series and not any trigonometrical series and
observing that am = 0, 6 m =(2m)~ 1 (1 -cosmrr), we get on considering the formula found in
§9-3,
^ 0 Z ? £ £ ' 6/ 0
Hence if ku k2y... are the places at which the analytic character of the sum is broken,
we have

Since this is true for all values of ?n, the numbers kly k2* ••• must be multiples of n; but
there is only one even multiple of n in the range — 7r<#^7r, namely zero. So ^ = 0,
and £2, ^3) ••• do not exist. Substituting ^ = 0 in the equation 2?m = \ - \ cos mrr, we have
ir ( i - 4 c o s m i r ) « - [ c o s m i r { / ( » r - 0 ) - / ( -
Since this is true for all values of m, we have

This shews that, if the series is a Fourier series, f(x) has discontinuities at the points
nn (n any integer), and since awl' = &m' = 0, we should expect* fix) to be constant in the
open range (— w, 0) and to be another constant in the open range (0, n).
9*4. FEJ£R'S THEOREM.
We now begin the discussion of the theory of Fourier series by proving
the following theorem, due to Fejerf, concerning the summability of the
Fourier series associated with an arbitrary function, f(t):
Let f(t) be a function of the real variable t, defined arbitrarily when
— 7r ^ t < 7r, and defined by the equation
f{t + 2TT) =/(<)
* In point of fact f{x)=-\ir (-TT<X<CO);
/ M = i» (0<*<7r).
t Math. Ann. LVIII. (1904), pp. 51-69.
170 THE PROCESSES OF ANALYSIS [CHAP. IX

for all other real values of t; and let I f(t) dt exist and (if it is an improper
integral) let it be absolutely convergent.
Then the Fourier series associated with the function f '(t) is summable* (Cl)
at all points x at which the two limits f(x ± 0) exist.
And its sum (Cl) is

Let an> bn, (n = 0, 1, 2, ...) denote the Fourier constants (§ 9*2) of f(t)
and let
m
= An(x), X An (x) = Sm (x).
= 00
Then we have to prove that

lim ~{A0^Sl(x) + S2(x) + . ^ (

provided that the limits on the right exist.

If we substitute for the Fourier constants their values in the form of
integrals (§ 9*2), it is easy to verify thatf
ro-l
^lo+ 2 8n(x) = mA0 + (m-l)Al(x) + (:m--2)Aa(x)+...+Am-.l(a:)
n=l
1 Cn
=- [\ra + (m - 1) cos (x - 1 ) + (m - 2) cos 2 (x - 1 ) + ...
+ cos (m-l)(x- t)}f(t)dt
1 r- sin^m(x^t)
W7in>K*-*)

the last step following from the periodicity of the integrand.

If now we bisect the path of integration and write x T 20 in place of t in
the two parts of the path, we get

Consequently it is sufficient to prove that, as m—>oo , then

• See § 8-43.
t It is obvious that, if we write X for e<(*-*) in the second line, then
m + (m - 1) (X 4- X~») + (m - 2) (A* + A"*) + ... + (Xm~l + Xi"m)
= ( l - X ) - i { X i - » » + X2-w»+... + X-i + l - X - X 2 - . . . - X
= (1 - X)~2 {X1-** - 2X + \m+1} = (X*m - A " ^ ' / ( A * - X "
9*4] FOURIER SERIES 171
Now, if we integrate the equation
1 sin2 md .
( m _ i ) C O s 2 0 - f ... + cos 2 ( m - 1 ) 0 ,
z sin2
we find that

sinJ
and so we have to prove that
m0 . / m JZ1 A
2
0 rv 7 sin
where <£(0) stands in turn for each of the two functions
f(x + 28)-f(x+0), f(x-2e)-f(x-0).
Now, given an arbitrary positive number e, we can choose 8 so that*

whenever 0 < 0 ^ 18. This choice of 8 is obviously independent of m.

Then
m0 J / m ,.
sin 0 rv y

*fisin2m0

d _ i
sin 2 0 msm r v

Now the convergence of I \f(t) | dt entails the convergence of

J -IT

<t>(O)\de,
and so, given e (and therefore 8), we can make

i7remsin 2 i8> f * I * (0) I d0,

by taking m sufficiently large.
Hence, by taking m sufficiently large, we can make
sin 2
6(0)d0 <7T€,
o sin 2 0
where e is an arbitrary positive number; that is to say, from the definition of
a limit,
.. 1 /"*'sin2 m0 , / / K 7/, A
lim — . <ft(0)rf0=O,
2 r v y
TO^QOmJo sin 0
and so Fej^r's theorem is established.
* On the assumption that/(x±0) exist.
172 THE PKOCESSES OF ANALYSIS [CHAP. IX

Corollary 1. Let U and L be the upper and lower bounds of f{t) in any interval (a, b)
whose length does not exceed %n, and let

Then, if a+rj^x^b-rj, where 7 is any positive number, we have

iW * If"-' x+r,
1 ( [*-n [*+*) sin*$m(x-t

so that
•J- J4 0 +" l S 1 £ n (*)l < CT+ {I «71+lA}/{m sin"
Similarly

n
n=l

Corollary 2. Let/(*) be continuous in the interval a^t^b. Since continuity implies

uniformity of continuity (§ 361), the choice of 8 corresponding to any value of x in (a, b)
is independent of x, and the upper bound of \f(x±0) |, i.e. of \f(x) |, is also independent
of xy so that
iir
P
J0
I * W I <fl>=
Jo
f |/(^

and the upper bound of the last expression is independent of x.

Hence the choice of m, which makes

is independent of x, and consequently — \AO+ 2 ^ ( ^ ) | tends to the limit /(#), o«

wi i n=i J
m-•- 30, uniformly throughout the interval a^x^b.
9%41. 7%« Riemann-Lebesgue lemmas.
In order to be able to apply Hardy's theorem (§ 8*5) to deduce the con-
vergence of Fourier series from FejeVs theorem, we need the two following
lemmas:
rb
(I) Let yfr (6) dd exist and (if it is an improper integral) let it be
absolutely convergent Then, as X—>oo ,
[ yff(0)sm(\0)d0 is o(l).
Ja
(II) If further, yff (0) has limited total fluctuation in the range (a, b) then,
as X—>oo,
[b yfr (0) sin (\0) d0 is 0 (1/X).
Ja
9*41] FOURIER SERIES 173
Of these results (I) was stated by W. R. Hamilton* and by Riemannt in the case of
bounded functions. The truth of (II) seems to have been well known before its importance
was realised ; it is a generalisation of a result established by DirksenJ and Stokes
(see § 9'3) in the case of functions with a continuous differential coefficient.
The reader should observe that the analysis of this section remains valid when the
sines are replaced throughout by cosines.
(I) It is convenient§ to establish this lemma first in the case in which
yfr (0) is bounded in the range (a, b). In this case, let K be the upper bound
of | yfr (0) \, and let e be an arbitrary positive number. Divide the range (a, b)
into n parts by the points #,, x2} ... #n-i> a ^d form the sums Sn, sn associated
with the function s}r (0) after the manner of § 4 1 . Take n so large that
Sn — sn < e; this is possible since y(r (0) is integrable.
In the interval {xr_l} xr) write

so that | u)r (0) \ % Ur — Lr,

where Ur and Lr are the upper and lower bounds of yfr(0) in the interval

It is then clear that

(byfr(0)sin(\0)d0
Ja
(or {0) sin (\0) d0
r=l

I \fr(xr^)\.\r sin(\0)dd + 2 I'' \<or(6)\d0

\J r=lJxr-\

<(2nJST/X) + €.
By taking X sufficiently large (n remaining fixed after e has been chosen),
the last expression may be made less than 2e, so that

lim I* yJr(0)sm(\0)d0 = O,
\-*cc J a
and this is the result stated.
When y}r(0) is unbounded, if it has an absolutely convergent integral, by
§ 4*5, we may enclose the points at which it is unbounded in a finite|| number
* Trans. Dublin Acad. xix. (1843), p. 267.
t Gen. Math. Werke, p. 241. For Lebesgue's investigation see his Series trigonomctriques
(1906), Ch. in.
X Journal fUr Math. iv. (1829), p. 172.
§ For this proof we are indebted to Mr Hardy; it seems to be neater than the proofs given by
other writers, e.g. de la Vallee Poussin, Cours <VAnalyse Infinite"simale, n. (1912), pp. 140-141.
|| The finiteneu of the number of intervals is aBsunied in the definition of an improper
integral, § 4 5.
 174 THE PROCESSES OF ANALYSIS [CHAP. IX

of intervals B1} S2, ... Sp such that

I I \yfr(0)\d0<€.
r = \J 8r
If K denote the upper bound of | yfr (0) | for values of 0 outside these
intervals, and if 7^ y2,... yp+1 denote the portions of the interval (a, b) which
do not belong to Slf S2, ... Sp we may prove as before that
p+1 r p r
yfr (0)sin(\0)d0 2 I f (0) sin (\^) d0 + 2 I -^(0)sin(\0)d0
p+l r pr
2 j yfr(0)sm(\0)d0 + S J d0

Now the choice of e fixes n and iT, so that the last expression may be
made less than 3e by taking X sufficiently large. That is to say that, even
if \fr (0) be unbounded,
lim sin
provided that yfr (0) has an (improper) integral which is absolutely convergent.
The first lemma is therefore completely proved.
(II) When yfr (0) has limited total fluctuation in the range (a, 6), by § 3*64
example 2, we may write

where Xi (&)> X* (^) a r e P o s iti v e increasing bounded functions.

Then, by the second mean-value theorem (§ 4*14) a number £ exists such
that a^Z^b and
)sin

If we treat in a similar manner, it follows that

yfr(0) sin(\O)d0l f xi

and the second lemma is established.

Corollary. If /(*) be such that I f(t) exists and is an absolutely convergent
integral, the Fourier constants aw, bn of f(t) are o(l) as n-*-cc ; and if, further, f(t) has
limited total fluctuation in the range ( - TT, TT), the Fourier constants are O(l/n).
[Of course these results are not sufficient to ensure the convergence of the Fourier
series associated with/(£); for a series, in which the terms are of the order of magnitude
of the terms in the harmonic series (§ 2*3), is not necessarily convergent.]
9*42] FOURIER SERIES 175

9*42. T H E PROOF OF FOURIER'S THEOREM.

We shall now prove the theorem enunciated in § 9*2, namely:

Let f(t) be a function defined arbitrarily when — TT ^t <TT, and defined by
the equation f(t+ 2ir) =f(t) for all other real values of t; and let I f(t) dt
J -TC

exist and {if it is an improper integral) let it be absolutely convergent.

Let an, bn be defined by the equations
-rran = I f(t) cos ntdt, irbn = I f(i) sin ntdt.
J -tr J —n
Then, if % be an interior point of any interval (a, b) within which f(t) has
limited total fluctuation, the series
QO

\ aQ 4- 2 (an cos nx -f bn sin nx)

n=l
is convergent and its sum is \ {f(x 4- 0) +f(x — 0)}.
It is convenient to give two proofs, one applicable to functions for which
it is permissible to take the interval (a, b) to be the interval (— TT 4- x, TT + x)y
the other applicable to functions for which it is not permissible.
(I) When the interval (a, b) may be taken to be (— IT 4- x, IT + #),.it follows
from § 9*41 (II) that an cos nx 4- bn sin nx is 0 (1/w) as n—>oo . Now by FejeYs
theorem (§9*4) the series under consideration is summable (Cl) and its sum
(01) is* £ {f(x + 0) 4- f(x — 0)}. Therefore, by Hardy's convergence theorem
(§ 8*5), the series under consideration is CONVERGENT and its sum (by § 8*43)
is * { / ( a + 0 ) + / ( * - < > ) } .
(II) Even if it is not permissible to take the interval (a, b) to be the
whole interval (—7r4-#, TT + X), it is possible, by hypothesis, to choose a
positive number 8, less than 7r, such t h a t / ( £ ) has limited total fluctuation in
the interval (x - 8, x 4- 8). We now define an auxiliary function g (t), which
is equal to f(t) when x— 8^t^x+8, and which is equal to zero throughout
the rest of the interval (— TT 4- x, IT 4- x); and g (t 4- 2TT) is to be equal to g (t)
for all real values of t.
Then g (t) satisfies the conditions postulated for the functions under
consideration in (I), namely that it has an integral which is absolutely
convergent and it has limited total fluctuation in the interval (— IT 4- x, TT + X);
and so, if ana), bn(i) denote the Fourier constants of g (t), the arguments used
in (I) prove that the Fourier series associated with g (t), namely
00

\ a0(1) 4- 2 (an{1) cos nx 4- bn(1) sin nx),

is convergent and has the sum \ [g (x 4- 0) + g (x - 0)}, and this is equal to

• The limits f{x±Q) exist, by § 3-64 example 3.

 176 THE PROCESSES OF ANALYSIS [oHAP. IX

Now let Sm(x) and Smw (x) denote the sums of the first m + 1 terms of
the Fourier series associated with f(t) and g (t) respectively. Then it is
easily seen that
1 [v
Sm(x) = - I {i + cos(x-1) + cos 2 (x- £) -h... + cos m (# -
IT J — fl-

27r J _„. sin£(# —

1 /"*+'* sin(m

., ftm , . 1 r*sin(2?7i + l ) ^ , / ft/lx ?/l

f{x +20)d0+- — - a —f(® - 20) d0f

by steps analogous to those given in § 9*4.

In like manner

and so, using the definition of # (£), we have

Since cosec ^ is a continuous function in the range (£8, ^7r), it follows that
f(x ± 20) cosec # are integrable functions with absolutely convergent integrals;
and so, by the Riemann-Lebesgue lemma of § 9*41 (I), both the integrals on the
right in the last equation tend to zero asra—»x>.
That is to say lim [Sm (as) - 8m® (x)} = 0.

Hence, since lim 8mv (x) = ^ [f(x + 0) +/(a? - 0)},

it follows also that

lim Sm (x) = i {/(« + 0) + / ( * - 0)}.

therefore proved that the Fourier series associated with f(t)>

namely \aQ + X (a n cos M# -I- bn sin w^c), 25 convergent and its sum is
* { / ( * + <>)+/(*-<>)}.
9*43. TA« Dirichlet-Bonnet proof of Fourier s theorem.
It is of some interest to prove directly th§ theorem of § 9*42, without
making use of the theory of summability; accordingly we now give a proof
which is on the same general lines as the proofs due to Dirichlet and Bonnet.
9#43] FOURIER SERIES 177
As usual we denote the sum of the first m + 1 terms of the Fourier series
by Sm(x), and then, by the analysis of § 942, we have

Again, on integrating the equation

Sm(2m
+ = 1 4-2 cos20+2cos40+.,, + 2cos2m0,
sin0
we have I - • /»
Jo sm 0
so that

In order to prove that

lim Sm («) - } [f{x + 0) + / ( * - 0)),
it is therefore sufficient to prove that

^^oo Jo sin^
where <^> (^) stands in turn for each of the functions

Now, by §3*64 example 4, #</>(#) cosec 6 is a function with limited total

fluctuation in an interval of which 0 = 0 is an end-point*; and so we may
write

where Xi W> X« (^) are bounded positive increasing functions of 0 such that

Hence, given an arbitrary positive number e, we can choose a positive

number 8 such that

whenever 0 ^ 0 ^ \ S.
We now obtain inequalities satisfied by the three integrals on the right
of the obvious equation
v 7
. ^ 4>(0)d0= ssm (2m
Jo sin 0 ^ J j fi sin 8

• The other end-point is 0 = ^{b~x) or ^ = ^(a;-a), according as <p (6) represents one or
other of the two functions.
178 THE PROCESSES OF ANALYSIS [CHAP. IX
The modulus of the first integral can be made less than e by taking
ra sufficiently large; this follows from § 9'41 (i) since <f> (0) cosec 0 has an
integral which converges absolutely in the interval (|S, %TT).
Next, from the second mean-value theorem, it follows that there is a
number f between 0 and S such that
f*sin(2iu + l)fl ** sin (2m+ 1)0
0
de

- du .

Since I dt is convergent, it follows that I du has an upper

it \Jfi u
bound* JB which is independent of /8, and it is then clear that
'** sin (2m + 1) 0
:
0 0
On treating the third integral in a similar manner, we see that we can
make
sin (2m+ 1)0
sin0
by taking m sufficiently large; and so we have proved that
im j
lim <f> (0) d0 = 0.
sin 0
But it^has been seen that this is a sufficient condition for the limit of 8m (x)
to be £ {/(# + 0) + / ( # - 0)}; and we have therefore established the con-
vergence of a Fourier series in the circumstances enunciated in § 9*42.
NOTE. The reader should observe that in either proof of the convergence of a Fourier
series the second mean-value theorem is required; but to prove the summability of the
series, the first mean-value theorem is adequate. It should also be observed that, while
restrictions are laid upon/(£) throughout the range ( — TT, TT) in establishing the summability
at any point x, the only additional restriction necessary to ensure convergence is a re-
striction on the behaviour of the function in the immediate neighbourhood of the point x.
The fact that the convergence depends only on the behaviour of the function in the
immediate neighbourhood of x (provided that the function has an integral which is
absolutely convergent) was noticed by Riemann and has been emphasised by Lebesgue,
Series Trigonomdtriques^ p. 60.
It is obvious that the condition t that x should be an interior point of an interval
in which f{t) has limited total fluctuation is merely a sufficient condition for the con-
vergence of t?he Fourier series; and it may be replaced by any condition which makes

lim
sm<9

* The reader will find it interesting to prove that B=s I du = ^ir.

J o «
t Due to Jordan, Comptes Rendus, xcn. (1881), p. 228.
9'44] FOURIER SERIES 179

Jordan's condition is, however, a natural modification of the Dirichlet condition that
the function f(t) should have only a finite number of maxima and minima, and it does
not increase the difficulty of the proof.
Another condition with the same effect is due to Dini, Sopra le Serie di Fourier
(Pisa, 1880), namely that, if

then I * (0) d0 should converge absolutely for some positive value of

Jo
[If the condition is satisfied, given * we can find 8 so that

and then (** sin (2m + 1) 0 J~^ $ (0) d0

Jo sin 0 K '
the proof that I —^—- (f> (8) dO< € for sufficiently large values of m follows
from the Riemann-Lebesgue lemma.]
A more stringent condition than Dini's is due to Lipschitz, Journal filr Math, LXIII.
(1864), p. 296, namely | <p (0) | < C8k, where G and k are positive and independent of 0.
For other conditions due to Lebesgue and to de la Vallee Poussin, see the latter's
Cours dAnalyse Infinite*simale, n. (1912), pp. 149-150. It should be noticed that Jordan's
condition differs in character from Dini's condition ; the latter is a condition that the
series may converge at a pointy the former that the series may converge throughout an
interval.
9*44. The uniformity of the convergence of Fourier series.
Let f(t) satisfy the conditions enunciated in § 9*42, and further let it be continuous
(in addition to having limited total fluctuation) in an interval (a, b). Then the Fourier
series associated with f (t) converges uniformly to the sum f(x) at all points x for which
a + b^x^.b — b, where b is any positive number.
Let h(t) be an auxiliary function defined to be equal to f(t) when a^t^b and equal
to zero for other values of t in the range (-tr, TT), and let c^, ftn denote the Fourier
constants of h (t). Also let ^^(- r ) denote the sum of the first m + l terms of the Fourier
series associated with h (t).
Then, by § 9*4 corollary 2, it follows that £ao+ 2 (a» cosnx-hfin sin nx) is uniformly
n=l
summable throughout the interval (a + d, b - 8) ; and since
an cos nx+pn sin nx | ^ (an2 + j3 n 2 ^,
which is independent of x and which, by § 9'41 (n), is 0(1/?/), it follows from § 8*5
corollary that
£a0 -f 2 (an cos nx+fiu sin nx)
n-l

converges uniformly to the sum h(x), which is equal to/(x).

Now, as in § 9'42,
180 THE PROCESSES OF ANALYSIS [CHAP. IX

As in § 9*41 we choose an arbitrary positive number * and then enclose the points at
p r
which f(t) is unbounded in a set of intervals d1, d2, • • • &P such that 2 I | f{t) \dt<€.
r « l J «r
If K be the upper bound of \f(t) | outside these intervals, we then have, as in § 9*41,

*) | < ( i j £ +2.) coaecj,

where the choice of n depends only on a and b and the form of the function f(t). Hence,
by a choice of m independent of x we can make

arbitrarily small; so that Sm{x) — S®(x) tends uniformly to zero. Since S™ (x) >+-/(x)
uniformly, it is then obvious that Sm (x) -+~f(x) uniformly; and this is the result to be
proved.
NOTE. It must be observed that no general statement can be made about uniformity
or absoluteness of convergence of Fourier series. Thus the series of § 9*11 example 1
converges uniformly except near # = ( 2 n + l ) n but converges absolutely only when %—nn,
whereas the series of § 9*11 example 2 converges uniformly and absolutely for all real
values of x.
Example 1. If <f> (0) satisfies suitable conditions in the range (0, TT), shew that
.. / » sin(2??i + l ) 0 . /ylN 7A ,. /*» sin ( 2 m + l ) 0 . //1N 7/1
lim / -A 4>(#) d6= hm / . T • 4>(6)d6

sin (2m-f 1)0

Example 2. Prove that, if a > 0,

sin (

(Math. Trip. 1894.)

[Shew that

sin 6 e a m
ill i m
, ^= _^oo I i i-r—
£
sin 0
m-*oo Jo
m J0 Sin
/"*8in(2n 6 , l
•s l i m / ^-r-
Sin 0 l
w-^* y o sm

- /jo; sin 0 1 -e-a

and use example 1.]
Example 3. Discuss the uniformity of the convergence of Fourier series by means of
the Dirichlet-Bonnet integrals, without making use of the theory of sum inability.

95. The Hurwitz-Liapounoff* theorem, concerning Fourier constants.

Let f(x) be bounded in tlie interval (— ir, TT) and let \ f{x)dx exist, so

• Math. Ann. LVII. (1903), p. 429. Liapounoff discovered the theorem in 1896 and published
it in the Proceedings of the Math. Soc. of the Univ. of Kharkov. See Compte* Rendus, cxxvi.
(1898), p. 1024.
9*5] FOURIER SERIES 181

that the Fourier constants an> bn off(x) exist. Then the senes

2
K + 2 (a n 2 + 6n2)
w= l

1 [*
is convergent and its sum is* — I [f(x)}'2dx.

It will first be shewn that, with the notation of § 9*4,

lim

Divide the interval ( - ir, tr) into 4r parts, each of length 5 ; let the upper and lower
bounds of f(x) in the interval {(2p-l) 5 - *r, (2/? 4-3)5 — ir} be J7p, Zp, and let the upper
bound of \f(x)\ in the interval (-IT, ir)be K. Then, by § 9 4 corollary 1,
m-l
)-- 2 p- Lp + 2K/ {m sin2
fl* n=0

when # lies between 2pd and (2p + 2) d.

Consequently, by the first mean-value theorem,
4Kr
x
m n=0 J I ZF/) + m sin'
w sin 2 i^J I p=

Since f(x) satisfies the Riemann condition of integrability (§ 4*12), it follows that both
r-l r-1
can
45 2 (U2p-L2P) and 45 2 (C^P+I-AJP + I) he made arbitrarily small by giving r a
j»=0 p=0
sufficiently large value. When r (and therefore also 5) has been given such a value, we
may choose mx SQ large that r/{wj sin2 J5} is arbitrarily small. That is to say, we can
make the expression on the right of the last inequality arbitrarily small by giving m any
yalue greater than a determinate value mx. Hence the expression on the left of the
inequality tends to zero as m-^oo.
But evidently
fit { I m-l )2
t?) — — X 8n (a?) >• dx
'"• n = 0 J

*(#)— X —An(x)\ dx
n=o m J
i i 1
= r {/(*)-"s 4n(*)+ 2 -.
^ -IT ( »=0 «=0 "*

/*"• ( m-l ^ rm-1 1

+2 / ( « ) - 2 ^ ( a ) . 2 il, (*)[<&
•'-"•I n=0 J (n-0 J
m-l

* This integral exists by § 4-12 example 1. A proof of the theorem has been given by de la
Valle"e Poussin, in which the sole restrictions on f(x) are that the (improper) integrals of f{x)
and {/(a;)}2 exist in the interval ( - T, IT). See his Cours d'Analyse Infinitesimale, n. (1912),
pp. 165-166.
182 THE PROCESSES OF ANALYSIS [CHAP. IX
rir rir (m-l \
since f(x) Ar (x) dx^\ < 1 An (x)\ Ar(x) dx
J -n J -rr ( n = 0 J
when r = 0, 1, 2, ... in — 1.
Since the original integral tends to zero and since it has been proved
equal to the sura of two positive expressions, it follows that each of these
expressions tends to zero; that is to say
m-l

J -I f(x)- 2 An(x)
»=0
Now the expression on the left is equal to

J -n
fir (m-l )2
- 2 An(x)\ dx

*f {/(*)}* dx-T \miAn(x)Ydx

so that, as m—•oo ,

(
n=l
This is the theorem stated.
Corollary. ParsevaVs theorem* If/(#), Fix) both satisfy the conditions laid on/(a?)
at the beginning of this section, and if Ani Bn be the Fourier constants of F(x)y it follows
by subtracting the pair of equations which may be combined in the one form

that (n f{x)F{x)dx=nhaQAQ+ I (anAn+bnBn)\ .

y -TT I n=l J

9*6. Riemann s theory of trigonometrical series.

The theory of Dirichlet concerning Fourier series is devoted to series
which represent given functions. Important advances in the theory were
made by Riemann, who considered properties of functions defined by a series
of the typef n a o+ 2 (an cos nx 4- bn sin nx), where it is assumed that
n=l

lim (an cos nx + bn sin nx) = 0. We shall give the propositions leading up to
Riemann's theorem J that if two trigonometrical series converge and are equal
* M6m. par divers aavans, i. (1805), pp. 639-648. Parseval, of course, assumed the permissi-
bility of integrating the trigonometrical series term-by-term.
t Throughout §§ 9*6-9*632 the letters aH, bn do not necessarily denote Fourier constants.
t The proof given is due to G. Cantor, Journal filr Math, LXXII. (1870), pp. 130-142.
9 6, 9 6 1 ] TRIGONOMETRICAL SERIES 183

at all points of the range (— TT, IT) with the possible exception of a finite
number of points, corresponding coefficients in the two series are equal.
9*61. Riemann*s associated function.
Let the sum of the series ~<h + 2 (a n cos nx -f bn sin nx) = Ao + 2 An(x),
* n=l »=1

at any point x where it converges, be denoted by f(x).

Let F(x) = \A,x*- 2 nr*An(x).

Then, if the series defining f(x) converges at all points of any finite interval,
the series defining F(x) converges for all real values of x.
To obtain this result we need the following Lemma due to Cantor:
Cantor's lemma*. If lim An (x) = Ofor all values of x such that a^x ^b, then a n ^»0,
bn—Q.
For take two points x, x + b of the interval. Then, given f, we can find n0 such thatt,
when n > n 0
| an cos nx-fbnsin nx | < * , | an cosn (# + 8) + 6n s i n n
( # + # ) I <«•
Therefore
| cos nb (an cos nx + 6W sin nx) -f sin wfi (— an sin wo?+bn cos wo?) | < f.
Since I cos wd (an cos rw? + 6n sin nx) \ < €,
it follows that | sin nb (— an sin nx + bn cos wo?) | < 2c,
and it is obvious that | sin nb (an cos nx+bn sin nx) | < 2c.
Therefore, squaring and adding,
( a n 2 + 6 n 2 ) l | siiuifil < 2 c ^ 2 .
Now suppose that a n , 6n have not the unique limit 0 ; it will be shewn that this
hypothesis involves a contradiction. For, by this hypothesis, some positive number «0
exists such that there is an unending increasing sequence nl9 n2i... of values of n, for
which

Now let the range of values of b be called the interval Ix of length Lx on the real axis.
Take nx' the smallest of the integers nr such that n{ L\ > 2ir ; then sin nx'y goes through
all its phases in the interval Ix; call I2 that sub-interval J of Ix in which sin nx'y > 1 /J2;
its length is »r/(2?il') = X a . Next take n{ the smallest of the integers nr(>nx) such that
n 2 / Z 2 >27T, so that sin n^y goes through all its phases in the interval / 2 ; call / 3 that sub-
interval I of / 2 in which sin n2'y > l / > / 2 ; its length is ir/(2n2')>=L3. We thus get a
sequence of decreasing intervals Il9 12, ... each contained in all the previous ones. It is
obvious from the definition of an irrational number that there is a certain point a which
is not outside any of these intervals, and sin na^ 1/J2 when n=*nXi n 2 ',... (n'r + x> nr').
For these values of w, (a n 2 + bn2) ^ sin na > 2«0 v/2. But it has been shewn that corresponding

* Biemann appears to have regarded this result as obvious. The proof here given is a
modification of Cantor's proof, Math. Ann. rv. (1871), pp. 139-143, and Journal filr Math, LXXII.
(1870), pp. 130-138.
f The value of w0 depends on x and on 8.
X If there is more than one such sub-interval, take that which lies on the left.
184 THE PROCESSES OF ANALYSIS [ C H A P . IX

to given numbers a and f we can find n0 such that when n > n 0 , (an2 + 6»2) 4 (sin no) < 2c s/2 ;
since some values of wr' are greater than ?i0, the required contradiction has been obtained,
because we may take c < f0; therefore a n -»-0, 6n-*.O.

Assuming that the series defining f(x) converges at all points of a certain
interval of the real axis, we have just seen that an—•O, bn-+0. Then, for all
real values of xy \ an cos nx + bn sin nx \ ^ (an2 4- &n2)^->0, and so, by § 3*34, the
00

series \Aox*— 2 n~2-4n(a;)=JP(a?) converges absolutely and uniformly for all

real values of x ; therefore, (§ 3*32), F(x) is continuous for all real values of x.
9*62. Properties of Riemanns associated function; Riemanns first lemma.
It is now possible to prove RiemamVs first lemma that if
F(x + 2a) + F(x-2a)-2F(x)
v
' ' 4a2
then lim G(x, a)=*f(x), provided that 2 An(x) converges for the value of x
a-M) n=0
under consideration.
Since the series defining F(x), F(x±2a) converge absolutely, we may
rearrange them; and, observing that
cos n (x + 2a) -f cos n (x — 2a) — 2 cos nx = — 4 sin3 na cos nx,
sin n (x + 2a) + sin n (x — 2a) — 2 sin ?i# = — 4 sin3 wa sin nxt
it is evident that
8
/sinwav . , x
(——J -4n(*).
It will now be shewn that this series converges uniformly with regard to
00

a for all values of a, provided that 2 An(x) converges. The result required
M= l

is then an immediate consequence of § 332 : for, if / n ( a ) = / s m n g j t (a ^ 0 ) ,

a n d / n ( 0 ) =s 1, then / n ( « ) is continuous for all values of a, and so G(x, a) is a
continuous function of a, and therefore, by § 3*2, G (x, 0) = lim G (x, a).

To prove that the series defining G(x, a) converges uniformly, we employ

the test given in § 3*35 example 2. The expression corresponding to con (x)
is / n ( a ) , and it is obvious that | / n ( « ) | ^ 1; it is therefore sufficient to shew
•X.

that 2 |/n + i («) —/n («) I < K> where K is independent of a.

H=l

In fact*, if s be the integer such that « | a | ^ i r < ( « + l ) | a | , when a 4=0 we have

|/.tl()/WI J / ( ) / W j
* Since x~l sin x decreases as x increases from 0 to rr.
9*62, 9*621] TRIGONOMETRICAL SERIES 185

Also
00
i " ! j8*1*2 na
(* * \l a n2 na
* ~~ s ^ n2 (n"*" ^ ) a

. " 1 /I 1

1 « | s i n a s i n (2ft + l ) q |

1 , 1 sin a I

1 I sin a I /" °° dx
J. (*-
Therefore

Since this expression is independent of a, the result required has been obtained*.
00

Hence, if 2 An (x) converges, the series defining G (a?, a) converges

n=00
uniformly with respect to a for all values of a, and, as stated above,

Example. If j ? ( , , a ^ ) = =
that Z? (JF, a, $)-*~f(x) when/(a?) converges if a, /3-*-0 in such a way that a/# and /3/a
remain finite. (Riemann.)

9 621. Riemann s second lemma. With the notation of §§ 9'6-9#62, if

i, n *k v F(x + 2a) + F(x-2a)-2F(x) A , n 7 -
«n> on—>0, ^/i^n a m — ^~ = 0 for all values of x.

For | a - ' }*'(* + 2o) + F(x - 2a) - 2F(x)\ = Aoa + 1 - ^ -4»(*); but
n = l Wtt
by § 911 example 3, if a > 0, £ —-— = \ (TT - a); and so, since
M =i na
. . . » sin 2 na . . .
A0(x)a+ 1 — — An(x)
= A6(x)a+i(7r-a)Al(a^+ 1 U (TT - a) - S !!BJ

it follows from § 3*35 example 2, that this series converges uniformly with
regard to a for all values of a greater than, or equal to, zerof.
* This inequality is obviously true when a = 0.
sm
f If we define gn(a) by the equations gn (a) = $ (ir - a) - 2 ™a ^ ( a ^ 0 ) , and ^ I 4 (0) = .\T,
then gn (a) is continuous when a ^ O , and gn+l (a) ^gn {<*•)•
186 THE PROCESSES OF ANALYSIS [CHAP. IX

But lim {or1 ^F(x + 2a) + F(x - 2a) - 2F(x)}

AQ(x)a + \{Tr — a) Ax(x) + S gn(a) {An+l(x) — An(x)} ,

and this limit is the value of the function when a = 0, by § 3*32; and this
value is zero since lim An(x) = 0. By symmetry we see that lim = lim.

9*63. Riemanns theorem* on trigonometrical series.

Two trigonometrical series which converge and are equal at all points of
the range (— IT, TT), with the possible exception of a finite number of points,
must have corresponding coefficients equal.
An immediate deduction from this theorem is that a function of the type considered
in § 9*42 cannot be represented by any trigonometrical series in the range ( - I T , n) other
than the Fourier series. This fact was first noticed by Du Bois Reymond.
We observe that it is certainly possible to have other expansions of (say) the form
a0 + 2 (dm cos ^ mx + fim sin J mx),
which represent f(x) between -v and n; for write #=2f, and consider a function (f> (£),
which is such that <f> (£) =/(2g) when - \ n <£ < JTT, and <f>(%)=g (f) when - it < $ < -\n,
and when i f r < £ < 7 r , where g(£) is any function satisfying the conditions of § 9*43.
Then if we expand <f> (f) in a Fourier series of the form

this expansion represents/(#) when - n<x<ir; and clearly by choosing the function g(t-)
in different ways an unlimited number of such expansions can be obtained.
The question now at issue is, whether other series proceeding in sines and cosines of
integral multiples of x exist, which differ from Fourier's expansion and yet represent / (x)
between — n and re.
If possible, let there be two trigonometrical series satisfying the given
conditions, and let their difference be the trigonometrical series

Ao+Z An(x)=f(x).
n= l
Then f(x) = Q at all points of the range (— ir, IT) with a finite number of
exceptions; let £,, f2 be a consecutive pair of these exceptional points, and
let F (x) be Riemann's associated function. We proceed to establish a
lemma concerning the value of F(x) when £ < x< f2.
9*631. Schwartz1 lemma f. In the range ?i<#<£ 2 > F(x) ** a linear function of x,
if f(x) = § in this range.
For if 0 = 1 or if 6= - 1

^
an
is a continuous function of x in the range £ i ^ # ^ £ 2 > d </>(£i) = $ (£2) = 0-
* The proof we give is due to G. Cantor, Journal fUr Math, LXXII. (1870), pp. 139-142.
f Quoted by G. Cantor, Journal fur Math, LXXII. (1870).
9*63-9*632] TRIGONOMETRICAL SERIES 187
If the first term of <p (x) is not zero throughout the range* there will be some point
x=c at which it is not zero. Choose the sign of 6 so that the first term is positive at c,
and then choose h so small that <f> (c) is still positive.
Since <f> (x) is continuous it attains its upper bound (§ 3'62), and this upper bound is
positive since <£ (c) > 0. Let <£ (x) attain its upper bound at c,, so that cx 4= fx, cx =t= £2 •
Then, by Riemann's first lemma,
lim ft (*! + «) +ft ( c i- g )-~ 2 ( H c i) = A2t
a-M) °2
But <p (c\ + a) ^ <£ (<?!), (f> (ct-a) ^.cf) (cj, so this limit must be negative or zero.
Hence, by supposing that the first term of <fi (x) is not everywhere zero in the range
(in &)» w e have arrived at a contradiction. Therefore it is zero; and consequently F{x) is
a linear function of x in the range £x <Cx < £2- The lemma is therefore proved.

9*632. Proof of Riemanns Theorem,

We see that, in the circumstances under consideration, the curve y = F.(x)
represents a series of segments of straight lines, the beginning and end of
each line corresponding to an exceptional point; and as F(x), being uniformly
convergent, is a continuous function of x, these lines must be connected.
But, by Riemann's second lemma, even if f be an exceptional point,

Now the fraction involved in this limit is the difference of the slopes of
the two segments which meet at that point whose abscissa is f; therefore the
two segments are continuous in direction, so the equation y = F(x) represents
a single line. If then we write F {x) = cx + c\ it follows that c and & have
the same values for all values of #. Thus

the right-hand side of this equation being periodic, with period 2ir.
The left-hand side of this equation must therefore be periodic, with period
27r. Hence
^ 0 = 0, c = 0,
and - c ' = 2 n~2An(x).
n=l
Now the right-hand side of this equation converges uniformly, so we can
multiply by cos nx or by sin nx and integrate.
This process gives
7rn~2an = — cf I cos nxdx = 0,
J —n

7rn~2bn = — c'\ sin nxdx = 0.

If it is zero throughout the range, F (x) is a linear function of x.

188 THE PROCESSES OF ANALYSIS [CHAP. IX

Therefore all the coefficients vanish, and therefore the two trigonometrical
series whose difference is Ao -f 2 An(x) have corresponding coefficients equal.
n-l
This is the result stated in § 9*63.

97. Fourier s representation of a function by an integral*.

It follows from § 9*43 that, if / (x) be continuous except at a finite
number of discontinuities and if it have limited total fluctuation in the
range (— oo , oo ), then, if x be any internal point of the range (— or, $),
Sm(2
lira f 7 , + i y ~ a ; ) / ( 0 dt = lim ^ - ' s i n 6 [f(x + 20) +f(x - 26)}.
m-*-<x>J -a (t — X) 0_».0
Now let X be any real number, and choose the integer m so that
X = 2m + 1 + 2rj where 0 ^ 17 < 1.

Then ( (sin X (t - x) - sin (2m + 1) (t - x)} (t - x)'1 f (t) dt

J -a

= f 2 (cos (2m + 1 + 7/) (t - a?)}. (sin v (t - a?)] (t - oc)-lf(t) dt

J —a

as m—»oo by § 941 (11), since (t — x)~lf (t) sin 17(t — a?) has limited total
fluctuation.
Consequently, from the proof of the Riemann-Lebesgue lemma of § 9*41,
it is obvious that if | / ( 0 1 dt and \f{t) \ dt converge, thenf
JO J -oo
Um f- sinA (f - g)

and so

lim f°° lf X coBii(«-aj)

A-*-00 J - 0 0 I J 0

To obtain Fourier's result, we must reverse the order of integration in

this repeated integral.
For any given value of X and any arbitrary value of e, there exists a
number /3 such that

* La Theorie Analytique de la Chaleur, Ch. ix. For recent work on Fourier's integral and
the modern theory of * Fourier transforms,' see Titchmarsh, Proc. Camb. Phil. Soc. xxi. (1923),
pp. 463-473 and Proc. London Math. Soc. (2) xxm. (1924), pp. 279-289.
t r® r<r rp
I means the double limit lim I . If this limit exists, it is equal to lim I
J-co p-*•<», or-H^oo J -a p-^ao J -a
97] FOURIER SERIES 189
writing cosu (t- x). f'(t) = <f> (t, u), we have*

= I j ' I jK<f> (t, «) du\ dt+T Uk<f> (t, u) du\ dt

- (K j ftf>(t, u) dt\ du-Pj f°c£ (t, u) dt\ du
= \ r i,r<t> n, u) du\ dt - r ir^> <«,
<r\fk\<f> «>«) i du\ ^+f r i $ a.
<2\j"\f(t)\dt<€.
Since this is true for all values of e, no matter how small, we infer that
/•oo fA fA fee r-m fA t\ f-m
\ = / ; similarly = .
Jo Jo JoJo Jo Jo JoJo
Hence £7r{/(#+0)+/(a?--0)} = lim f f* cos u (t- a)f(t)dtdu

= r r cos w (* -x)f(t) dt du.

Jo J -oo
This result is known as Fourier's integral theorem^.
Example. Verify Fourier's integral theorem directly (i) for the function

(ii) for the function denned by the equations

; /(*)=<>, (Rayleigh.)

REFERENCES.
Q. F. B. RIEMANN, Get. Math. Werke, pp. 213-250.
E. W. HOBSON, Functions of a Real Variable (1907), Ch. vn.
H. LBBBSGUB, Legons sur let Series Trigonomttriques. (Paris, 1906.)
C. J. DB LA VALLI&B POUSSIN, Cours d?Analyse lnfinittsimale, u. (Louvain and Paris,
1912), Ch. IV.
H. BDRKHARDT, Encyclopddie der Math. Wiss. n. 1 (7). (Leipzig, 1914.)
G. A. CAUSE and G. SHEARER, A course in Fourier's analysts and periodogram analysis
(Edinburgh Math. Tracts, No. 4, 1915).
i s eas
* The equation / / = I / ^y justified by § 4*3, by considering the ranges within
which/(x) is continuous.
f For a proof of the theorem when f{x) is subject to less stringent Restrictions, see
Hobson, Functions of a Real Variable, §§ 492-493. The reader should observe that, although
lim I I exists, the repeated integral J i f sin u (t - x) du\f(t) dt does not.
A-^oe/ -co JO / - « IJ 0, )
190 THE PROCESSES OF ANALYSIS [CHAP. IX

MISCELLANEOUS EXAMPLES.

1. Obtain the expansions

(b) 5 log(l-2rcos«-f r*) = —

(c) arc tan = r sin z + - r2 sin 2z -f- r8 sin 3z4-...,

1 — T COS £ 22 o

(d) arc tan 1 — rsin32 + r

o 5
and shew that, when | r \ < 1, they are convergent for all values of z in certain strips
parallel to the real axis in the z-plane.
2. Expand x3 and x in Fourier sine series valid when - « • < # < * • ; and hence find
the value of the sum of the series
sinrSifc + i 3
for all values of x. (Jesus, 1902.)
00

3. Shew that the function of x represented by 2 w-1sinno7sin27ia1 is constant

(0 < x < 2a) and zero (2a < x < ir), and draw a graph of the function.
(Pembroke, 1907.)
4. Find the cosine series representing f(x) where
y"(#) = sin#+cos.r (0<x^$ir),
/(#) = sina;-cos# (far%x<7r). (Peterhouse, 1906.)
5. Shew that

where [x] denotes -f 1 or — 1 according as the integer next inferior to x is even or uneven,
and is zero if x is an integer. (Trinity, 1895.)
6. Shew that the expansions

log 2 cos- x cos #— - cos 2# + - cos Zx ...

Z 6
and
log •• - cos x — - cos 2a? — - cos Sx .
It O

are valid for all real values of x, except multiples of n.

7. Obtain the expansion
oo / \m cos ffiX f 1 \ 1
_ (m + 1) ( W + 2) =S ( COS X + C 0 8
^ l 0 g
V2 C 0 S 2 * ) + 2 X ( 8i

and find the range of values of # for which it is applicable. (Trinity, 1898.)
8. Prove that, if 0 < x < 2TT, then
* 2 sin 2a? 3 sin 3x n sinh a(n - .v)

(Trinity, 1895.)
 FOURIER SERIES 191

9. Shew that between the values -n and -j-»rof^ the following expansions hold :
2 . / sin a; 2 sin 2a; 3 sin 3a:

2 . / 1 m cos x m cos 2a? m cos 3a? \

7T \27?i I 2 — wi2 28 — m2 32— w2 / '

gmx_j.g-nw; 2 / 1 m c o s a? m cos 2x m c o s 3a: \

emrr _ g-tmr ~~ ^ y^/ft 1 2 + TO2 2 2 + m 2 32 + m2 " / "

10. Let a? be a real variable between 0 and 1, and let n be an odd number ^ 3.
Shew that
(— l)«=r- -f - 2 — tan — cos 2m9r#,

if x is not a multiple of - , where 8 is the greatest integer contained in nx; but

1 2 * 1 mir
0=— -f* — 2 — t a n — cos 2wi7ra?,

i^ a? is an integer multiple of \jn. (Berger.)

11. Shew that the sum of the series
^4-4tr~1 2 m'1 sin§mwcos2mtro;

is 1 when 0 < # < J, and when § < o ; < l , and is - 1 when J < # < § . (Trinity, 1901.)
w
12. If ae™ _ • a Tw (x)

shew that, when — 1 <x < 1,

, x - 2 2 n ~ 1 7T 2 f t

22n7r2n+1 Tr . .
^ + 1 (^).

(Math. Trip. 1896.)

13. If m is an integer, shew that, for all real values of a;,
„ . 1.3.5...(2m~l) fl , m m(m-l)
cosa»na:"«2 —-—. n v _ \- -\ cos 2a; + . ^ -— cos 4x
2 . 4 . 6 . ..2m \2 m+1 (m + l)(m + 2)

4 2 . 4 . 6 . . . ( 2 / ? i - 2 ) fl 2w-l . (2m-1) (2m-3) A )

14. A point moves in a straight line with a velocity which is initially u, and which
receives constant increments, each equal to u, at equal intervals r. Prove that the velocity
at any time t after the beginning of the motion is
u ut u °° 1 . 2mnt
_j ^ _ 2 - sin ,
2 r 7r m=1 m r
and that the distance traversed is
Ut UT UT °° 1 2mrr£
(Trinity, 1894.)
 192 THE PROCESSES OF ANALYSIS [CHAP. IX

15. If
/ ( # ) = 2 —i-: sin(6n-3)a;-2 2 r-^—- sin(2w- l)x

sin 7x sin 11#

shew that / (+0) = / («• - 0) - - $«•,

and /(^+0)_/(^-0)=-^, /(f« + O)-/(l*-O)-J«.
Observing that the last series is
6 • sm$(2n-l) wsin (2n—l)x
*n=i~ (2»-l)» '
draw the graph of /(or). (Math. Trip. 1893.)
16. Shew that, when 0 <x < *r,

/ ( # ) = —~ f c o s # - - cos5^H- = cos 7 ^ - ^ 0

«sin4j7+7sin8a?+rsin
2 4 5
where

Find the sum of each series when #==0, J»r, §TT, nt and for all other values of x.
(Trinity, 1908.)
17. Prove that the locus represented by
oo ( - ) » - !
2 -—~— sin nx sin ?iy=0
i n%
is two systems of lines at right angles, dividing the coordinate plane into squares of
area n2, (Math. Trip. 1895.)
18. Shew that the equation
00
(—)»-* sin ny cos nx _
n-i w3
represents the lines y « ±wirr, (m*0, 1, 2, ...) together with a set of arcs of ellipses whose
semi-axes are tr and TT/V3, the arcs being placed in squares of area 2ir2. Draw a diagram
of the locus. (Trinity, 1903.)
19. Shew that, if the point (x, y, z) lies inside the octahedron bounded by the planes
±£±y±z=ir, then
06
. .n .1 sin nx sin ny sin nz I
w ! 1 (-) ' sr—-a**
(Math. Trip. 1904.)
20. Circles of radius a are drawn having their centres at the alternate angular points
of a regular hexagon of side a. Shew that the equation of the trefoil formed by the outer
arcs of the circles can be put in the form

the initial line being taken to pass through the centre of one of the circles.
(Pembroke, 1902.)
 FOURIER SERIES 193

21. Draw the graph represented by

r
_ 2m . ff j l " ( — ) n cos nmB\
——1+ Sin — I ^ I 2 -. rs V ,
a n w [2 » = i 1 - (nm)2 J
where m is an integer. (Jesus, 1908.)

22. With each vertex of a regular hexagon of side 2a as centre the arc of a circle of
radius 2a lying within the hexagon is drawn. Shew that the equation of the figure
formed by the six arcs is

^ = 6-3^3 + 2 I & ^
the prime vector bisecting a petal. (Trinity, 1905.)

23. Shew that, if c>0,

lim / e~ex cotxsin (2n+l)x. dx=- n tanh-^cn.

(Trinity, 1894.)
24. Shew that
lim / ; r> — x TT coth 1.
n-*-<*> Jo sm x 1 + xl 2
(King's, 1901.)
25. Shew that, when - 1 < x < 1 and a is real,
.. r00 sin (2TI+ 1)6sin (l+x)0 6 - 1 sinha,t:
n-^aojo sin0 a2-f-02 "" 2n sinh a '
(Math. Trip. 1905.)
26. Assuming the possibility of expanding f(x) in a uniformly convergent series of
the form 2^4 fc sin^, where k is a root of the equation £cosa£+&sina£=0 and the
summation is extended to all positive roots of this equation, determine the constants Ak.
(Math. Trip. 1898.)

27. If / ( # ) = -flo+ ^ (tfncosn#-f 6 n sin nx)

2 n=i
is a Fourier series, shew that, if f(x) satisfies certain geueral conditions,

^^, 6n=- [ f(t)&h\ntta.n\t^

Z t 7T J o Z t
(Beau.)
r l8my>a?
28. If Sn(x) = 2 2 ( - ) ~ , prove that the highest maximum of Sn(x) in the
r
r=l

interval (0, n) is at x = and prove that, as n-+-ao ,

Deduce that, as TI-^OO, the shape of the curve y—Sn{x) in the interval (0, TT) tends to
approximate to the shape of the curve formed by the line y=x, (0 ^x^n) together with
the line x— TT, (0 $ y < O)y where

f
[The fact that O»3*704... >n is known as Qibbf phenomenon; see Nature, LXIX. (1899),
p. 606. The phenomenon, is characteristic of a Fourier series in the neighbourhood of a
point of ordinary discontinuity of the function which it represents. For a full discussion
of the phenomenon, which was discovered by Wilbrahara, Camb. and Dublin Math. Journal,
III. (1848), pp. 198-201, see Carslaw, Fourier1a Series and Integrals (1921), Ch. ix.]
 CHAPTER X
LINEAR DIFFERENTIAL EQUATIONS

10*1. Linear Differential Equations *. Ordinary points and singular points.

In some of the later chapters of this work, we shall be concerned with the
investigation of extensive and important classes of functions which satisfy
linear differential equations of the second order. Accordingly, it is desirable
that we should now establish some general results concerning solutions of
such differential equations.
The standard form of the linear differential equation of the second order
will be taken to be

and it will be assumed that there is a domain S in which both p(z), q(z) are
analytic except at a finite number of poles.
Any point of S at which p (z), q (z) are both analytic will be called an
ordinary point of the equation; other points of S will be called singular
points.
10*2. Solution-f of a differential equation valid in the vicinity of an
ordinary point.
Let b be an ordinary point of the differential equation, and let Sb be the
domain formed by a circle of radius rb, whose centre is 6, and its interior, the
radius of the circle being such that every point of $ 6 is a point of S, and is
an ordinary point of the equation.
Let z be a variable point of Si,.
f l fz )
In the equation write u = vexj) j —^ I p{t)d%\, and it becomes

g + J-(*)» = O (B),
where J(z) = q ( z ) - \ ^ - \ {p{z))\

* The analysis contained in. this chapter is mainly theoretical; it consists, for the most part,
of existence theorems. It is assumed that the reader has some knowledge of practical methods
of solving differential equations; these methods are given in works exclusively devoted to the
subject, such as Forsyth, A Treatise on Differential Equations (1914).
f This method is applicable only to equations of the second order. For a method applicable
to equations of any order, see Forsyth, Theory of Differential Equations, iv. (1902), Ch. i.
1 0 1 , 10*2] LINEAR DIFFERENTIAL EQUATIONS 195

It is easily seen (§ 5*22) that an ordinary point of equation (A) is also

an ordinary point of equation (B).
Now consider the sequence of functions vn(z), analytic in Sb> defined by
the equations
v0 (z) = a0 + aY (z - b),

where a0, al are arbitrary constants.

Let My fji be the upper bounds of \J(z)\ and |v o (^)| in the domain Sb.
Then at all points of this domain

For this inequality is true when n = 0 ; if it is true when n = 0,1, ...m — 1,

we have, by taking the path of integration to be a straight line,

-*l'|J^^

ml
Therefore, by induction, the inequality holds for all values of n.
uMrh
Also, since | vn (z) | ^ :— when z is in 8b and 2 fiM^^Kn!) con-
n
- n=o
verges, it follows (§ 3*34) that v (z) = n=0
2 vn (z) is a series of analytic functions
n0
uniformly convergent in Sb; while, from the definition of vn(z),

~T-Vn \z) = ~" I v ( 0 vn—\ \K) d%, (n = 1, 2, 3, ...)

az j ft

— v (z) = -J(z)v
hence it follows (§ 5-3) that
^v,{z) • d*vn(z)
+
dz* dz2 wti dz2
= -J(z)v(z).
Therefore v(z) is a function of z, analytic in Sbi which satisfies the
differential equation
196 THE PROCESSES OF ANALYSIS [CHAP. X

and, from the value obtained for -r vn(z), it is evident that

where a0, Oj are arbitrary.

10*21. Uniqueness of the solution.

If there were two analytic solutions of the equation for v, say v1 (z) and v2 (z)
such that vY (6) = v2 (b) = aQ, v^(b) = v2'(b) = alt then, writing w (z) = v1(z)-v2(z)y
we should have

Differentiating this equation n — 2 times and putting .2 = 6, we get

ww (6) + J(6) t^(n"2) (b) + ^ d J'(6) w(n"8> (6) + ... + /<n-2> (6) w (6) = 0.
Putting n=2, 3, 4, ... in succession, we see that all the differential coefficients
of w (z) vanish at b; and so, by Taylor's theorem, w (z) = 0; that is to say the
two solutions Vi(z), v.2(z) are identical.

Writing u(z) = v (z) exp j - \ J* p (?) dfJ ,

we infer without difficulty that u (z) is the only analytic solution of (A) such
that u(b) = AQi u(b) = Au where
AQ = Oo, ^li = «i - ijf> (6) a0-
Now that we know that a solution of (A) exists which is analytic in $&
and such that u(b), u' (6) have the arbitrary values Ao, A1} the simplest
method of obtaining the solution in the form of a Taylor's series is to assume
u(z)= 2 An(z — b)n, substitute this series in the differential equation and
n=0
equate coefficients of successive powers of z — b to zero (§ 3'73) to determine
in order the values of A2y AZi ... in terms of AOy Ax.
[NOTE. In practice, in carrying out this process of substitution, the reader will find
it much more simple to have the equation 'cleared of fractions' rather than in the
canonical form (A) of § 101. Thus the equations in examples 1 and 2 below should
t>e treated in the form in which they stand ; the factors 1 - z\ (z -2)(z- 3) should not be
divided out. The same remark applies to the examples of §§ 10'3, 10'32.]
From the general theory of analytic continuation (§ 5*5) it follows that
the solution obtained is analytic at all points of S except at singularities
of the differential equation. The solution however is not, in general,
' analytic throughout S' (§ 5*2 cor. 2, footnote), except at these points, as it
may not be one-valued; i.e. it may not return to the same value when z
describes a circuit surrounding one or more singularities of the equation.
10*21, 10*3] LINEAR DIFFERENTIAL EQUATIONS 197

[The property that the solution of a linear differential equation is analytic

except at singularities of the coefficients of the equation is common to linear
equations of all orders.]
When two particular solutions of an equation of the second order are not
constant multiples of each other, they are said to form a fundamental system.
Example 1. Shew that the equation
(1 -z2)ii" -2zu' + %u = 0
has the fundamental system of solutions

Determine the general coefficient in each series, and shew that the radius of con-
vergence of each series is 1.
Example 2. Discuss the equation
(z-2) (z -3) u"- (2z-5) u' + 2u = 0
in a manner similar to that of example 1.

10*3. Points which are regular for a differential equation.

Suppose that a point c of S is such that, although p (z) or q (z) or both
have poles at c, the poles are of such orders that (z - c) p (z), (z - cYq(z) are
analytic at c. Such a point is called a regular point* for the differential
equation. Any poles of p (z) or of q (z) which are not of this nature are called
irregular points. The reason for making the distinction will become apparent
in the course of this section.
If c be a regular point, the equation may be written f

where P (z — c), Q (z - c) are analytic at c; hence, by Taylor's theorem,

P (z - c) = p0 + px (z - c) + p2 0 - c)2 + ...,
Q(z-c)^q9+ql(z-c)+ q2(z-c)2+ ...,
where p0, p1} ..., qQ, qlt ... are constants; and these series converge in the
domain Se formed by a circle of radius r (centre c) and its interior, where r is
so small that c is the only singular point of the equation which is in Sc.
Let us assume as a formal solution of the equation

u = (z - cY | l + I
L »=i
where a, alt a2, ... are constants to be determined.
* The name 'regular point' is due to Thome, Journal fur Math. LXXV. (1873), p. 266.
Fuchs had previously used the phrase * point of determinateness.'
t Frobenius calls this the normal form of the equation.
198 THE PROCESSES OF ANALYSIS [CHAP. X

Substituting in the differential equation (assuming that the term-by-term

differentiations and multiplications of series are legitimate) we get
~cy a(o- £ an(a

Substituting the series for P(z — c), Q (z — c), multiplying out and equating
to zero the coefficients of successive powers of z — c, we obtain the following
sequence of equations:

a, {(a + 1 )2 + (p0 - 1) (« + 1) + ?o} + o^i + ?i = 0,

2
{(a + 2 ) 4 - ( p o ~ l ) ( a + 2) + ^o} + a1{(a

((a + n)2 + (p 0 - 1) (« + n) + gr0}

n-1

The first of these equations, called the indicial equation*, determines two
values (which may, however, be equal) for a. The reader will easily convince
himself that if c had been an irregular point, the indicial equation would have
been (at most) of the first degree; and he will now appreciate the distinction
made between regular and irregular singular points.
Let a —p,, a = p2 be the rootsf of the indicial equation

then the succeeding equations (when a has been chosen) determine a1} a2, ...,
in order, uniquely, provided that F(a +ri)does not vanish when n = 1, 2, 3, ...;
that is to say, if a = pu that p2 is not one of the numbers p1 + 1, px 4- 2, ...;
and, if a = p2, that pl is not one of the numbers p2 + 1, p2 + 2,
Hence, if the difference of the exponents is not zero, or an integer, it is
always possible to obtain two distinct series which formally satisfy the
equation.
Example. Shew that, if m is not zero or an integer, the equation

is fornitally satisfied by two series whose leading terms are

;
determine the coefficient of the general term in each series, and shew that the series
converge for all values of 2.
* The name is due to Cayley, Quarterly Journal, xxi. (1886), p. 326.
t The roots plt p2 of the indicial equation are called the exponents of the differential
equation at the point c.
10*31] LINEAR DIFFERENTIAL EQUATIONS 199
10'31. Convergence of the expansion o/§ 10'3.
If the exponents pu p2 are not equal, let pl be that one whose real part is
not inferior to the real part of the other, and let px — p2 = s; then
F (px + n) = n (s + n).
Now, by § 5*23, we can find a positive number M such that
\pn\< Mr~n, \qn\< Mr~n, I p,pn + qn\< Mr~n,
where M is independent of n; it is convenient to take
Taking a = ply we see chat
.if
r|«+l r
since 1
If now we assume \an\< Mnr~n when n = 1, 2, ... m - 1, we get

px + m - *)/)i 4- ?t} 4- pii>m + q

ctm-t ]•] P i P t + qt + PlPm + qm\+Mm-t)\am_t\\pt

m s + m\

2 (m — t)\ Mmr~

Since 11 + $nrl \ ^ 1, because R (s) is not negative, we get

|aw!< M r <M r
~2^T >
n n
and so, by induction, | an | < M r~ for all values of n.
If the values of the coefficients corresponding to the exponent p2 be
a/, a^ ••• we should obtain, by a similar induction,

where K is the upper bound of | 1 —si" 1 , | 1 - \s\ - J* I"1, ... ; this

bound exists when s is not a positive integer.
We have thus obtained two formal series

l (z) = (z- cy> I 1 + lan(z- cf

L n=l

The first, however, is a uniformly convergent series of analytic functions

when | z - c \ < rM~\ as is also t h e second when \z — c\< rM~]K~\ provided
200 THE PROCESSES OF ANALYSIS [CHAP. X

in each case that arg (z — c) is restricted in such a way that the series are
one-valued; consequently, the formal substitution of these series into the
left-hand side of the differential equation is justified, and each of the series is
a solution of the equation; provided always that px — p2 is not a positive
integer or zero*.
With this exception, we have therefore obtained a fundamental system of
solutions valid in the vicinity of a regular singular point. And by the theory
of analytic continuation, we see that if all the singularities in S of the equation
are regular points, each member of a pair of fundamental solutions is analytic
at all points of S except at the singularities of the equation, which are branch-
points of the solution.
10*32. Derivation of a second solution in the case when the difference
of the exponents is an integer or zero.
In the case when px - p2 = s is a positive integer or zero, the solution
w2 (z) found in § 10*31 may break downf or coincide with wx (z).
If we write u = wx (z) f, the equation to determine f is

of which the general solution is

z- c)-**-**g(z)dz}

where A, B are arbitrary constants and g (z) is analytic throughout the

interior of any circle whose centre is c, which does not contain any singu-
larities of P (z — c) or singularities or zeros of (z - c)~p» w, (z); also g (c) = 1.

Let J W » 1 + 2 9n.(z~c)n.
Then, if 5^0,
? = A + B J' jl + I gn (z - cA (z - c)-'-1 dz

-f 5
* If />! - p 2 is a positive integer, K does not exist; if />i = p2. the two solutions are the same.
t The coefficient a8' may be indeterminate or it may be infinite; in the former case W2(z)
will be a solution containing two arbitrary constants a0' and a8'; the series of which at' is a
factor will be a constant multiple of i^ (z).
10*32] LINEAR DIFFERENTIAL EQUATIONS 201

Therefore the general solution of the differential equation, which is

analytic at all points of C (c excepted), is
A wx (z) + B [ggwx (z) log (z - c) + w (z)\
— ( 1 °° )
where, by § 253, tv (z) = (z — c) PM h 2 hn (z — c)n>,
I s n=i j
the coefficients hn being constants.
When 5 = 0, the corresponding form of the solution is
Awx (z) + B\ WX (Z) log (Z-C) 2 hn(z- c)n .
+ (Z- CY*
L n=l J
The statement made at the end of § 10*31 is now seen to hold in the
exceptional case when s is zero or a positive integer.
In the special case when #, = 0, the second solution does not involve
a logarithm.
The solutions obtained, which are valid in the vicinity of a regular point
of the equation, are called regular integrals.
Integrals of an equation valid near a regular point c may be obtained
practically by first obtaining w1 (z)> and then determining the coefficients in
oo

a function wx (z) = 2 bn (z — c)Pa+n, by substituting tux (z) log (z — c) + wY (z) in

n=0
the left-hand side of the equation and equating to zero the coefficients of the
various powers of z — c in the resulting expression. An alternative method
due to Frobenius* is given by Forsyth, Treatise on Differential Equationsy
pp. 243-258.
Example 1. Shew that integrals of the equation
dH 1 du z„
j o + - - -wi w = 0
dz* z dzr
regular near 2 = 0 are
• m2nz2n

. {U !)*

Verify that these series converge for all values of z.

Example 2. Shew that integrals of the equation

regular near 2 = 0 are

Verify that these series converge when | z \ < 1 and obtain integrals regular near 2=1.
* Journal filr Math, LXXVI. (1874), pp. 214-224.
202 THE PROCESSES OF ANALYSIS [CHAP. X

Example 3. Shew that the hypergeometric equation

CM it f§ It

z(\-z) -—+ { c -(a + 6 + l)«}^- -abu = 0

is satisfied by the hypergeometric series of § 2*38.
Obtain the complete solution of the equation when c « l .

10*4. Solutions valid for large values of \z\.

Let z — \\zY\ then a solution of the differential equation is said to be
valid for 'large values of | z |' if it is valid for sufficiently small values of | zl j ;
and it is said t h a t ' the point at infinity is an ordinary (or regular or irregular)
point of the equation 1 when the point z1 = 0 is an ordinary (or regular or
irregular) point of the equation when it has been transformed so that zl is
the independent variable.
Since
d?u du . .A , L , 2 /1\) du

we see that the conditions that the point z = oo should be (i) an ordinary
point, (ii) a regular point, are (i) that 2z — z2p(z)y z*q(z} should be analytic
at infinity (§ 5*62) and (ii) that zp (z), z2q (z) should be aaalytic at infinity.
Example 1. Shew that every point (including infinity) is either an ordinary point or
a regular point for each of the equations

where a, by c, n are constants.

Example 2. Shew that every point except infinity is either an ordinary point or a
regular point for the equation

where n is a constant.
Example 3. Shew that the equation

has the two solutions

1
J . 1 3.41 3:4.5.61
3' 23 + 2 . 7 ^ ^ 2 . 4 . 7 . 9 2 7 + " M

t h e l a t t e r c o n v e r g i n g w h e n \z\> 1.

10'5. Irregular singularities and confluence.

Near a point which is not a regular point, an equation of the second order
cannot have two regular integrals, for the indicial equation is at most of
the first degree; there may be one regular integral or there may be none.
We shall see later (e.g. § 16*3) what is the nature of the solution near
 10*4-10*6] LINEAR DIFFERENTIAL EQUATIONS 203

such points in some simple cases. A general investigation of such solutions*

is beyond the scope of this book.
It frequently happens that a differential equation may be derived from
another differential equation by making two or more singularities of the
latter tend to coincidence. Such a limiting process is called confluence]
and the former equation is called a confluent form of the latter. It will be
seen in § 10*6 that the singularities of the former equation may be of a more
complicated nature than those of the latter.
10*6. The differential equations of mathematical physics.
The most general differential equation of the second order which has
every point except alf a2f a3, a4 and oo as an ordinary point, these five points
being regular points with exponents ar> fir at ar(r = 1, 2, 3, 4) and exponents
\xx, fa at oo, may be verified f to be

r=l
where A is such that^ fiY and /^ are the roots of

{ («„ + £ , ) - 3 }
(r=l J
and B, C are constants.
The remarkable theorem has been proved by Klein§ and B6cher|| that
all the linear differential equations which occur in certain branches of
Mathematical Physics are confluent forms of the special equation of this
type in which the difference of the two exponents at each singularity is ^;
a brief investigation of these forms will now be given.
If we put /8r = orr + £, (r = l, 2, 3, 4) and write f in place of z, the last
written equation becomes

* Some elementary investigations are given in Forsyte's Differential Equations (1914).

Complete investigations are given in his Theory of Differential Equations, iv. (1902).
t The coefficients of -r- and u must be rational or they would have an essential singularity
4 4
at some point; the denominators of p(z), q (z) must be n {z-ar), II (z~ar)2 respectively;
r=l r=l
putting p (z) and q (z) into partial fractions and remembering that p(z) = O(z~1), q(z) = O(z~2)
as | z | -*• x , we obtain the required result without difficulty.
I 4
X It will be observed that /uj, /x2 are connected by the relation Mi + /*2+ ^ (ar + /3r) = 3.
r—l
§ Ueber lineare Differentialleichungen der zweiter Ordnung (1894), p. 40; see also Vorlesung
iiber Lamd'schen Funktionen.
|| Ueber die Reihenentwickelungen der Potentialtheorie (1894), p. 193.
204 THE PROCESSES OF ANALYSIS [CHAP. X

where (on account of the condition /JL2 — fix = ^)

C2 a ) - 2 a
4 \2 4 4

2
r r -f 2« r + ^ .
=1 / r=l r=l
This differential equation is called the generalised Lame* equation.
It is evident, on writing aY-=^a^ throughout the equation, that the
confluence of the two singularities aly a2 yields a singularity at which the
exponents a, /3 are given by the equations
a + /9 = 2(«1 + a2)> a/3 = «! («! + £) + a2(a2 + J) + D,
where D = (^la!2 -f 2Ba1 -f ty/lfa - a3) (a2 - a4)j.
Therefore the exponent-difference at the confluent singularity is not ^,
but it may have any assigned value by suitable choice of B and C. In like
manner, by the confluence of three or more singularities, we can obtain
one irregular singularity.
By suitable confluences of the five singularities at our disposal, we can
obtain six types of equations, which may be classified according to (a) the
number of their singularities with exponent-difference \y (b) the number of
their other regular singularities, (c) the number of their irregular singu-
larities, by means of the following scheme, which is easily seen to be
exhaustive*:

(a) (*) (c)

(I) 3 1 0 Lame
(II) 2 0 1 Mathieu
(III) 1 2 0 Legefidre
(IV) 0 1 1 Bessel
(V) 1 0 1 Weber, Hermite
(VI) 0 0 1 Stokest

These equations are usually known by the names of the mathematicians

in the last column. Speaking generally, the later an equation comes in
this scheme, the more simple are the properties of its solution. The
solutions of (II)-(VI) are discussed in Chapters xv-xix of this work, and j
of (I) in Chapter XXIII. The derivation of the standard forms of the equations
from the generalised Lam^ equation is indicated by the following examples :
* For instance the arrangement (a) 3, (b) 0, (c) 1 is inadmissible as it would necessitate six
initial singularities.
t The equation of this type was considered by Stokes in his researches on Diffraction,
Gamb. Phil. Trans, ix. (1856), pp. 168-182; it is, however, easily transformed into a particular
case of Bessel1 s equation (example 6, below).
X For properties of equations of type (I), see the works of Klein and Forsyth cited at the
end of this chapter; also Todhunter, The Functions of Laplace, Lame and Bessel (1875).
106] LINEAR DIFFERENTIAL EQUATIONS 205
Example 1. Obtain Lamp's equation
dhc
f 4 ]

(where A and w are constants) by taking

a l S =a 2 = £13 = ci4 = 0, SB — n (n + 1) a 4 , 4 ( 7 = Aa 4 ,
and making a 4 -^oo.
Example 2. Obtain the equation
<*2" , l\ , M <** (g

(where a and q are constants) by taking ^ - 0 , a^ = 1, and making a3 = a4-#-oo. Derive

Mathieu's equation (§ 19*1)
f2

by the substitution (=cos2^.

Example 3. Obtain the equation

^f2 +
If + f-ij « + * \~~T~ " f17!] fCf^T)"0'
by taking
a1 = a2 = l, a3 = a4 = O, a1 = a2=:a3 = 0, a4 = J.
Derive Legendre's equation (§§ 15*13, 15 5)

by the substitution f=^~ 2 .

Example 4. By taking a1=ra2 = 0, ai«a 2 = a3 = a4 = O, and making a3 = a4-*-oo, obtain
the equation

Derive Bessel's equation (§ 17*11)

' S + 'S
by the substitution (—z2.
Example 5. By taking aj=0, ai = a2 = a3 = a4 = O, and making a2 = a3 = a ^ o o , obtain
the equation

Derive Weber's equation (§ 16*5)

£ ! + (» + *-i*»)«-0
by the substitution f = 22.
Example 6. By taking ar«=0, and making ar-*~x> ( r = l , 2, 3, 4), obtain the equation

By taking

shew that
 206 THE PKOCESSES OF ANALYSIS [CHAP. X

Example 7. Shew that the general form of the generalised Lame" equation is un-
altered (i) by any homographic change of independent variable such that oo is a singular
point of the transformed equation, (ii) by any change of dependent variable of the type
u~(z-ar)kv.
Example 8. Deduce from example 7 that the various confluent forms of the
generalised Lanie' equation may always be reduced to the forms given in examples 1-6.
[Note that a suitable homographic change of variable will transform any three distinct
points into the points 0, 1, oo .]
10*7. Linear differential equations with three singularities,
x d2u , Kdu ,x
+ P
Let d? ^T'{'q^ U
^
have three, and only three singularities*, a} b, c, let these points be regular
points, the exponents thereat being a, a';ft,ft';7, 7'.
Then p (z) is a rational function with simple poles at a, 6, c, its residues at
these poles being 1 — a — a', 1 —ft—ft',1 — 7 — 7'; and as z -^ 00, p (z) — 2z~l
is 0 (*-*). Therefore
r
z -a z— b z—c
andf a + a' + /3+/9' + 7 + 7' = l.
In a similar manner
(aa-(a~b)(q~c) flF (6 - c) (6 - a) r / ( *
"^ '\ z-
z- a z—zbb z— c
1
"(z-a)(s-b)(z-c)>
and hence the differential equation is
<Pu ( 1 g a l f f f f l 7 |
} ^ ~ a £ —6 z— c ) d z
| ( a a ^ a - f c X a - c ) | flS* (6 - c) (6 - a) | 77 (c - a) (c - 6)]
( z— a z—b z—c J

(z— a)(z — b)(z- c)

This equation was first given by PapperitzJ.
To express the fact that u satisfies an equation of this type (which will be
called Riemann's P-equation), Riemann§ wrote

I a b c ^|
a ft 7 z\.
a ft' 7' )
* The point at infinity is to be an ordinary point.
t This relation must be satisfied by the exponents.
X Math. Ann. xxv. (1885), p. 213.
§ Ahh. d. k. Ges. d. Wiss. zu Gottingen, vu. (1857). It will be seen from this memoir that,
although Riemann did not apparently construct the equation, he must have inferred its existence
from the hypergeometric equation.
107, 1071] LINEAR DIFFERENTIAL EQUATIONS 207

The singular points of the equation are placed in the first row with the
corresponding exponents directly beneath them, and the independent variable
is placed in the fourth column.
Example. Shew that the hypergeometric equation

is defined by the scheme

10*71. Transformations of Riemann's P-equation.

The two transformations which are typified by the equations

a+k /3-k-l y'+l

(where zlt aly bu cx are derived from z, a, b, c by the same homographic

transformation) are of great importance. They may be derived by direct
transformation of the differential equation of Papperitz and Riemann by
suitable changes in the dependent and independent variables respectively;
but the truth of the results of the transformations may be seen intuitively
when we consider that Riemann's P-equation is determined uniquely by a
knowledge of the three singularities and their exponents, and (I) that if

sa
then ^ = —-rj \~Z~h) u ti s fi es a
differential equation of the second
order with the same three singular points and exponents a + k, a -f k;
fi — k — lifi' — k — l', y+l,y' + l; and that the sum of the exponents is 1.

Also (II) if we write z = -^~—^ , the equation in zx is a linear equation

of the second order with singularities at the points derived from a, 6, c by this
homographic transformation, and exponents a, a ; (3, ft; 7, y thereat.
 208 THE PROCESSES OF ANALYSIS [CHAP. X

10*72. The connexion of Riemanris P-equation with the hypergeometric

equation.
By means of the results of § 1071 it follows that

- a £' + a + 7 7 - 7
, (z — a) (c — 6)
where # =) r~ :.
(z — 0) (c — a)
Hence, by § 10*7 example, the solution of Riemann's P-equation can
always be obtained in terms of the solution of the hypergeometric equation
whose elements a, 6, c, x are a + # + 7, a + yS7 + 7, 1 4- a — a', 7 ^ {
(z - 6) (c - a)
respectively.
10*8. Linear differential equations with two singularities.
If, in § 10*7, we make the point c an ordinary point, we must have
," , A , aa(a-b)(a-c) &&'(b - c) (6 - a) ,
l _ _ 7 - y = 0, 77 =0 and —^ — ' + ££-! ^ L m u 8 t ^e
z —a z—0
divisible by z — c, in order that p (2) and 5 (#) may be analytic at c.
Hence a + a' + # + ft •* 0, aa' = #8', and the equation is
d*^ f 1 - a - a' 1 -I- a + a') du tta(a--6)2u _
of which the solution is

that is to say, the solution involves elementary functions only.

When a = a', the solution is

REFERENCES.
L. FUCHS, Journal flir Math. LXVI. (1866), pp. 121-160.
L. W. THOM£, Journal fur Math. LXXV. (1873), pp. 265-291, LXXXVII. (1879), pp. 222-349.
L. SCHLESINGER, Handbuch der linearen Diferentialgleichungen. (Leipzig, 1895-1898.)
G. FROBENIUS, Journal fir Math, LXXVI. (1874), pp. 214-235.
Q. F. B. RIEMANN, Get. Math. Werke, pp. 67-87.
F. C. KLEIN, Ueber Uneare Differentialgleichungen der zweiter Ordnung. (Gottingen, 1894.)
A. R. FORSYTH, Theory of Differential Equations, iv. (1902).
T. CRAIG, Differential Equations, (New York, 1889.)
E. GOURSAT, Court dAnalyse, 11. (Paris, 1911.)
1072] LINEAR DIFFERENTIAL EQUATIONS 209

MISCELLANEOUS EXAMPLES.
1. Shew that two solutions of the equation

are z — 1Vz4 + ..., 1 - J^-f..., and investigate the region of convergence of these series.
2. Obtain integrals of the equation

regular near z—0, in the form

+
{
3. Shew that the equation
dhi

has the solutions

_ 2n+l
l

8n + l
+
"12"
480
and that these series converge for all values of z.
4. Shew that the equation

=i z-~ar ) dz \r=l(z-ar)% rslz-ar

where

2 (ar + &) = n - 2 , 2 2>r = 0, 2 (arZ>r+ar/9r)*=0, 2

r=l r=l r= l r=l

is the most general equation for which all points (including ao), except au a^, ... a n , are
ordinary points, and the points ar are regular points with exponents a,., j3r respectively.
(Klein.)
5. Shew that, if 0 + y + # + y = J, then

{
0 oo 1 ^j r-1 oo 1
0/9 y ^ l ^ p J y 2^ y 2 . (Riemann.)
i f f y J [y' W y' J
[The differential equation in each case is

6. Shew that, if y + y « s j and if a>, <a2 are the complex cube roots of unity, then
rO oo 1 -\ n c0 » s I
p\o 0 y 23l = p l y y y z[ (Riemann.)
li i y J ly y y J
[The differential equation in each case is
210 THE PROCESSES OF ANALYSIS [CHAP. X
7. Shew that the equation

is defined by the scheme

C I cc - 1 ,
Pi 0 -n 0 zl,
[^-a M + 2a £ - a J
and that the equation

may be obtained from it by taking a»1 and changing the independent variable.
(Halm.)
8. Discuss the solutions of the equation

valid near 2 = 0 and those valid near z = oo . (Cunningham.)

9. Discuss the solutions of the equation
d2u 2u du _ du _ , . _
ofe2 z dz dz v r/

valid near -?=0 and those valid near z—co.

Consider the following special cases :
(i) M = - 3 , (ii) /^ = i, (iii) /x + v = 3. (Curzon.)
10. Prove that the equation

has two particular integrals the product of which is a single-valued transcendental

function. Under what circumstances are these two particular integrals coincident?
If their product be F(z\ prove that the particular integrals are

where C is a determinate constant. (Lindemann ; see § 19*5.)

11. Prove that the general linear differential equation of the third order, whose
singularities are 0, 1, co, which has all its integrals regular near each singularity (the
exponents at each singularity being 1, 1, - 1 ) , is
d3u [2 2 ) dht (I 3 1 ) du
5?+U z-l) dz2 V z{z-\) {z-\f) dz
1 3 cos2 a 3 sin2 a 1 1
+
?~Z*(Z-1) IJ^lf {Z- 1)3/ U-°>
where a may have any constant value. (Math. Trip. 1912.)
 CHAPTER XI
INTEGRAL EQUATIONS

11*1. Definition of an integral equation.

An integral equation is one which involves an unknown function under
the sign of integration ; and the process of determining the unknown function
is called solving the equation*.
The introduction of integral equations into analysis is due to Laplace
(1782) who considered the equations
(*) = jet" + (t) dt, g (x) = J**-1 <*> (t) dt
(where in each case <f> represents the unknown function), in connexion with
the solution of differential equations. The first integral equation of which
a solution was obtained, was Fourier's equation
/(*) = [ cos (xt)<f>(t)dt,
J -co

of which, in certain circumstances, a solution isf

2 [°°
<f> (x) = - I cos (ux)f(u) du,
TTJO
f{x) being an even function of xy since cos (xt) is an even function.
Later, Abel J was led to an integral equation in connexion with a mechanical
problem and obtained two solutions of it; after this, Liouville investigated an
integral equation which arose in the course of his researches on differential
equations and discovered an important method for solving integral equations §,
which will be discussed in § 11*4.
In recent years, the subject of integral equations has become of some
importance in various branches of Mathematics; such equations (in physical
problems) frequently involve repeated integrals and the investigation of them
naturally presents greater difficulties than do those elementary equations
which will be treated in this chapter.
To render the analysis as easy as possible, we shall suppose throughout
that the constants a, b and the variables x, y, f are real and further that
* Except in the case of Fourier's integral (§ 9*7) we practically always need continuous
solutions of integral equations.
t If this value of <f> be substituted in the equation we obtain a result which is, effectively, that
of §9-7.
t Solution de quelques problemes a Vaide d'integrales definies (1823). See Oeuvrcs, i. pp. 11, 97.
§ The numerical computation of solutions of integrul equations lias been investigated by
Whittaker, Proc. Roy. Soc. xciv. (A), (1918), pp. 367-383.
212 THE PROCESSES OF ANALYSIS [CHAP. XI

y, | ^ 6 ; also that the given function* K(x, y)> which occurs under the
integral sign in the majority of equations considered, is a real function of
x and y and either (i) it is a continuous function of both variables in the
range (a ^ x ^ 6, a^y ^6), or (ii) it is a continuous function of both variables
in the range a^y^x^b and K(x, y) = 0 when y>x; in the latter case
K(x, y) has its discontinuities regularly distributed, and in either case it is
[b
easily proved that, if/(y) is continuous when a^y%b, f(y)K{xy y) dy is a
Ja
continuous function of x when a^x^b.
11*11. An algebraical lemma.
The algebraical result which will now be obtained is of great importance in Fredholm's
theory of integral equations.
Let (&i, yu Zi\ (#2» Vii fy), (#3> y$> Z3) he three points at unit distance from the origin.
The greatest (numerical) value of the volume of the parallelepiped, of which the lines
joining the origin to these points are conterminous edges, is + 1 , the edges then being
perpendicular. Therefore, if xr2+yr2+zr2=l ( r = l , 2, 3), the upper and lower bounds of
the determinant

are ± 1 .
A lemma due to Hadamardt generalises this result.
Let

n
where amr is real and 2 a 2 w r = l (m = l, 2, ... n); let Amr be the cofactor of amr in D and
r=l
let A be the determinant whose elements are Amr, so that, by a well-known theorem},

Since D is a continuous function of its elements, and is obviously bounded, the

ordinary theory of maxima and minima is applicable, and if we consider variations in
n ^2)
alr (r= 1, 2, ... n) only, D is stationary for such variations if 2 =— fialr = O, where 5a l r ,...
n
are variations subject to the sole condition 2 a l r 8 a l r = 0 ; therefore §
r=l

n
but 2 alr A1,=/), and so A2«V=Z); therefore J l r =Z^a l r .
r=l
* Bdcher in his important work on integral equations (Camb. Math. Tracts, No. 10), always
considers the more general case in which K (x, y) has discontinuities regularly distributed,
i.e. the discontinuities are of the nature described in Chapter iv, example 11. The reader will
see from that example that the results of this chapter can almost all be generalised in this
way. To make this chapter more simple we shall not consider such generalisations.
t Bulletin des Sci. Math. (2), xvn. (1893), p. 240.
X Burnside and Panton, Theory of Equations, n. p. 40.
§ By the ordinary theory of undetermined multipliers.
l l ' l l , 1T2] INTEGRAL EQUATIONS 213

Considering variations in the other elements of Dy we see that D is stationary for

variations in all elements when Amr~Damr (m=l, 2, ... n ; r = l , 2, ... ?i). Consequently
A = Z>n. Z), and so Dn+l = Dn~l. Hence the maximum and minimum values of D are ± 1 .
Corollary. If amr be real and subject only to the condition | amr | < i/, since

2 {

we easily see that the maximum value of | D j is (ni M)n — n^n Mn.

11*2. Fredholms* equation and its tentative solution.

An important integral equation of a general type is

J a

where f(x) is a given continuous function, A, is a parameter (in general

complex) and K(x, %) is subject to the conditions! laid down in § 11*1.
K (xy £) is called the nucleus], of the equation.
This integral equation is known as Fredholms equation or the integral
equation of the second kind (see § 11 3). It was observed by Volterra that an
equation of this type could be regarded as a limiting form of a system
of linear equations. Fredholm's investigation involved the tentative carrying
out of a similar limiting process, and justifying it by the reasoning given
below in § 1121. Hilbert (Gottinger Nach. 1904, pp. 49-91) justified the
limiting process directly.
We now proceed to write down the system of linear equations in question,
and shall then investigate Fredholm's method of justifying the passage to
the limit.
The integral equation is the limiting form (when S-»~0) of the equation

0 (x) =f(x) + X 2 K {*, xq) $ {xQ) 5,

where xq-xq_l = d, xo = a, xn*=b.
Since this equation is to be true when a^x^b, it is true when x takes the values
x1} x2, ... xn; and so
- X S 2 K(xp, xQ)<t>(xq)+<t>(x,)=f(xp) (jt?=l, 2, ...7i).
q=l

* Fredholm's first paper on the subject appeared in the Ofversigt af K. Vetenskapn-Akad.

Forhandlingar (Stockholm), LVII. (1900), pp. 39-46. His researches are also given in A eta Math.
XXVII. (1903), pp. 365-390.
f The reader will observe that if K (x, £) = 0 (£>#), the equation may be written

<p (x) = / (x) + X (X K (x, |) 0 (£) dt.

This is called an equation with variable upper limit.

X Another term is kernel ; French noyau, German Kern.
214 THE PROCESSES OF ANALYSIS [CHAP. XI

This system of equations for (f> (.rp), (jo=l, 2, ... n) has a unique solution if the
determinant formed by the coefficients of <f> (xp) does not vanish. This determinant is
{xu x2) ... - , xn)
2, x2) ... - , xn)

-UK(xn} x2) ... l-UK(xni xn)

= 1 -X 2 . — 2
2 • p, <7= K(xq,xp) K{xq,xq)
3
X J\. \Xp) Xp) xX. yXp^ Xqj Ax. yXp y Xf)
"3!, >, q,V=l R (Xg , Xp) K (Xg , Xg) K (Xg , Xr)

K (xr, xp) K (xr ,xq) K (xr, xr)

on expanding* in powers of X.
Making 6*^»-0, n~^cc, and writing the summations as integrations, we are thus led to
consider the series

Further, if Dn(x^, xv) is the cofactor of the term in Dn(\) which involves K(xvy x^),
the solution of the system of linear equations is

v^n>- /> n (x)

Now it is easily seen that the appropriate limiting form to be considered in association
with D,, (#M, o?M) is D (X) ; also that, if /

) = X8 j A (arM, xv) - XS 2 ^ ^ p
{xp, xv) K(xPi xp)

K{x^xv) K(x^xp) Kix^Xg)

P, 3=1 A (xp, xv) K (xp, xp) K (xp, Xg)
K (Xg , Xv) K (Xq , Xp) K (Xg , Xg)
1
So that the limiting form for S" D (#M, xw) to be considered + is

(x^ xv\ X) = XA'(.rM, xv)-\* [l

Consequently we are led to consider the possibility of the equation

* (*•) =/(*)

giving the solution of the integral oquation.

* The factorials appear because each determinant of s rows and columns occurs s ! times as
/>, q, ... take all the values 1, 2, ... ?i, whereas it appears only once in the original determinant
for J)n (\).
I The law of formation of successive terms is obvious from those written down.
11*21] INTEGRAL EQUATIONS 215
Example 1. Shew that, in the case of the equation

we have
i)(X) = l-jX, D(x,y; \)m\xy
and a solution is
... Sx

Example 2. Shew that, in the case of the equation

we have

Z) (.*, y; X) = X (xy + / ) -f X* ( ^ - Jay - Jy* + \y\

and obtain a solution of the equation.

11*21. Investigation of Fredholms solution.

So far the construction of the solution has been purely tentative; we now
start ab initio and verify that we actually do get a solution of the equation ;
to do this we consider the two functions D (X), D{x, y\ X) arrived at in § 11*2.
We write the series, by which i) (X) was defined in § 11*2, in the form
n
+ 2 so that
n=i n\

• . . * • ( * . , f.)
J a J a J a

since if (a?, y) is continuous and therefore bounded, we have \K(x, y)\ < M,
where M is independent of x and y; since K (x, y) is real, we may employ
Hadamard's lemma (§ 11*11) and we see at once that

Write n^nMn (b - a)n = n! 6 n ; then

/- l\n
since 1 -h - -•* 0.
V /
The series 2 6nXn is therefore absolutely convergent for all values of X;
oo f. ~\n
n
a n d so (§ 2 ' 3 4 ) t h e series 1 + 2 c o n v e r g e s for all v a l u e s of X a n d t h e r e -
n
n=\ -
fore (§ 5*64) represents an integral function of X.
n L
Now write the series for D(x, y; X) in the form ^ '
n = Q H;
216 THE PROCESSES OF ANALYSIS [CHAP. XI
Then, by Hadamard's lemma (§ 1111),
j vn_, (x, y) | < n*xMn (6 - a) n " \
vn(x,y)
and hence ——-•— < cn, where cn is independent of x and y and 2 cnXn+1 is
absolutely convergent.
Therefore D (xy y\ X) is an integral function of X and the series for
D (x, y;X) — \K (x} y) is a uniformly convergent (§ 3'34) series of continuous*
functions of x and y when a^x ^6, a^y -^b.
Now pick out the coefficient of K(x, y) in D (x, y)\); and we get
D(x,y)\) = \D(\)K(x,y)
where
n fb (b [b °> <*£....<*£••
x
v « ( > y ) — \ I •••
Ja J a J a

Expanding in minors of the first column, we get Qn (x, y) equal to the

integral of the sum of n determinants; writing £ , &, ••• fm-i. f, f,», ••• £n-i
in place of &, fs, ••• ?n in the with of them, we see that the integrals of all
the determinants f are equal and so

where
... K(x,

It follows at once that

D (*, y; \ ) = \Z) (X) -K" (*, y) + X | *D (*, f; , y) df.
Now take the equation

multiply by D (x, £ ; X) and integrate, and we get

- x [ 6 f D(x, £;
JaJ a
the integrations in the repeated integral being in either order.
* It is easy to verify that every term (except possibly the first) of the series for D (x, y ; X)
is a continuous function under either hypothesis (i) or hypothesis (ii) of § 11*1.
f The order of integration is immaterial (§ 4*3).
11*21] INTEGRAL EQUATIONS 217

That is to say

a
b
= f <f> (£) D (*, f; X) df - f * {D («, y;\)-\D (X)K(x, y)) <p (y) dy
J a J a

in virtue of the given equation.

Therefore if Z> (X) 4= 0 and if Fredholm's equation has a solution it can be
none other than
D(x,Z;\)JlT.

and, by actual substitution of this value of <£(#) in the integral equation,

we see that it actually is a solution.
This is, therefore, the unique continuous solution of the equation if

Corollary. If we put/(^r)sO, the 'homogeneous' equation

has no continuous solution except <f> (.r)=0 unless D(\) = 0.

Example 1. By expanding the determinant involved in Qn (x, y) in minors of its first
row, shew that
D (x, y; X) -XZ) (A) £ > , y) + X f ^ A^ (.^ f) Z) (fc y ; X) ^ .
Example 2. By using the formulae

2 (-

dD{\)
shew that f D (£, | ; X) d£ = - A
J a, d\ '
Example 3. If K(x,y) = l (y^x), K(.v,y)=O (y > x\
shew that D (X) = exp {- (/> - a) X}.
Example 4. Shew that, if K (#, y) =fx (x) .f.2 (y), and if

then

and the solution of the corresponding integral equation is

218 THE PROCESSES OF ANALYSIS [CHAP. XI

Example 5. Shew that, if

K (*\ y) =/i (#) #1 (3/) +/ 2 {x) g2 (y),
then Z)(X) and D (x, y; X) are quadratic in X ; and, more generally, if

then Z) (X) and /) (#, y, X) are polynomials of degree n in X.

11*22. Volterra's reciprocal functions.

Two functions K (#, y), k(xt y; X) are said to be reciprocal if they are
bounded in the ranges a ^ #, y ^ 6, if any discontinuities they may have are
regularly distributed (§ 11*1, footnote), and if

We observe that, since the right-hand side is continuous*, the sum of two reciprocal
functions is continuous.
Also, a function K (xy y) can only have one reciprocal if D (X) =j= 0; for if there were two,
their difference kx (x, y) would be a continuous solution of the homogeneous equation

ki (#, y ; X) = X

(where x is to be regarded as a parameter), and by § 11*21 corollary, the only continuous

solution of this equation is zero.
By the use of reciprocal functions, Volterra has obtained an elegant
reciprocal relation between pairs of equations of Fredholm's type.
We first observe, from the relation

J a

proved in § 11*21, that the value of k{xy y;\) is

and from § 11*21 example 1, the equation

k(x, y,\) + K(x, y) = \ I* K (x, &k (£ y ]
Ja
is evidently true.
Then, if we take the integral equation

when a ^ x^b, we have, on multiplying the equation

J a

* By example 11 at tbe end of Chapter iv.

11*22, 11*23] INTEGRAL EQUATIONS 219

by k (#, £; X) and integrating,

Reversing the order of integration* in the repeated integral and making

use of the relation defining reciprocal functions, we get

= f *ft(*, f 5 X)/(f) d£ + f " {K (x,ft)+ft(*, ft; X)} * (ft) dft,

./a •/ a

and so X f*ft(«, f; X)/(f) d£ = - X f *Z (*,ft)tf>(ft) dft

Hence /(*) - * ( * ) + X f*ft («, f; X)/(f) df;

Ja
similarly, from this equation we can derive the equation

so that either of these equations with reciprocal nuclei may be regarded as

the solution of the other.
11*23. Homogeneous integral equations.
fb
The equation <f> (x) = X \ K (x, £) <f> (£) d£ is called a homogeneous integral
Ja
equation. We have seen (§ 11*21 corollary) that the only continuous solution
of the homogeneous equation, when D (\) 4s 0, is <f> (x) = 0.
The roots of the equation D (X) = 0 are therefore of considerable
importance in the theory of the integral equation. They are called the
characteristic numbers f of the nucleus.
It will now be shewn that, when D (X) = 0, a solution which is not
identically zero can be obtained.
Let J X = \ 0 be a root m times repeated of the equation D (X) = 0.
Since D (X) is an integral function, we may expand it into the convergent
series
D (X) = cm (X - \ 0 ; r + cm+1 (X - A,)"** + ... (m > 0, cm + 0).
* The reader will have no difficulty in extending the result of § 4*3 to the integral under
consideration.
t French valeurs caracteristiques, German Eigenwerthe.
% It will be proved in § 11*51 that, if K(x, y)sK{y, x), the equation D (X)=0 has at least one
root.
220 THE PROCESSES OF ANALYSIS [CHAP. XI

Similarly, since D (x, y\ X) is an integral function of X, there exists

a Taylor series of the form

by § 3*34 it is easily verified that the series defining gn (x,y),(n = ltl + l,...)
converges absolutely and uniformly when a^x^b, a^y ^b, and thence that
the series for D (x, y; X) converges absolutely and uniformly in the same
domain of values of x and y.
But, by § 1121 example 2,

f
rb

Ja
now the right-hand side has a zero of order m — 1 at Xo, while the left-hand
side has a zero of order at least I, and so we have m — 1 ^ I.
Substituting the series just given for D (X) and D (x,y; X) in the result of
§ 11 '21 example 1, viz.

D (x, y; X). XD (X) K (x, y) + X f'' K{x, f) Z) (f, y ; X) <*£,

dividing by (X — X0)z and making X -^ Xo, we get

Hence if y have any constant value, gi (xy y) satisfies the homogeneous

integral equation, and any linear combination of such solutions, obtained by
giving y various values, is a solution.
Corollary. The equation
<*>(*)-/(*) + Xo f" K(x, () 0 (fi <$
y a
has no solution or an infinite number. For, if <j> (x) is a solution, so is <\> (x) + 2cygt (x, y),
v
where cy may be any function of y.
Example 1. Shew that solutions of

are c/> (j?) = cos (?i - 2r) x, and </> (a?) = sin(-w.-2r).r ; where r assumes all positive integral
values (zero included) not exceeding \n.
2. Shew that
J* cos*
has the same solutions as those given in example 1, and shew that the corresponding
values of X give all the roots of D (X) = 0.
ir3-ll'4] INTEGRAL EQUATIONS 221

11*3. Integral equations of the first and second kinds.

Fredholm's equation is sometimes called an integral equation of the second
kind; while the equation

is called the integral equation of the first kind.

In the case when K(xy f) = 0 if £ > x, we may write the equations of the
first and second kinds in the respective forms

These are described as equations with variable upper limits.

11'31. Volterra's equation.
The equation of the first kind with variable upper limit is frequently
known as Volterra's equation. The problem of solving it has been reduced
by that writer to the solution of Fredholm's equation.
Assuming that K (x, f) is a continuous function of both variables when
(• ^ xy we have

The right-hand side has a differential coefficient (§ 4*2 example 1) if

-— exists and is continuous, and so
ox
f'(x) = \K (x, x)
This is an equation of Fredholm's type. If we denote its solution by
<f> (x), we get on integrating from a to x,
f(x)-f{a)-\\* K{x, & + {!;)#,
Ja
and so the solution of the Fredholm equation gives a solution of Volterra's
equation iff(a) — 0.
The solution of the equation of the first kind with constant upper limit
can frequently be obtained in the form of a series *.
11*4. The Liouville-Neumann method of successive substitutions f.
A method of solving the equation

which is of historical importance, is due to Liouville.

* See example 7, p. 231; a solution valid under fewer restrictions is given by Bocher.
t Journal de Math. n. (1837), in. (1838). K. Neumann's investigations were later (1870) ;
see his Untersuchungen iiber das logarithmische und Newton'sche Potential.
222 THE PROCESSES OF ANALYSIS [CHAP. XI

It consists in continually substituting the value of <j>(x) given by the

right-hand side in the expression <f> (f) which occurs on the right-hand side.
This procedure gives the series
S(x)=f(x) + X f K(x, £)/(£)# + I X" f K(x, £,) f *(£,, £,)

Since | K (x, y) | and |/(#) | are bounded, let their upper bounds be M, M'.
Then the modulus of the general term of the series does not exceed

The series for S (x) therefore converges uniformly when

and, by actual substitution, it satisfies the integral equation.

If K(x, y) — 0 when y>x, we find by induction that the modulus of the general
term in the series for S (x) does not exceed
| X |»» Mm M' (.r - a)m/(m !) ^ | X |m Mm M' (b - a ) m / m ! ,
and so the series converges uniformly for all values of X ; and we infer that in this case
Fredholm's solution is an integral function of X.
It is obvious from the form of the solution that when | X | < M~l (b — a)"1,
the reciprocal function k(x, %; X) may be written in the form
k(x, £;X) = -Jf(>, £ ) - 2 X™-1 [ K(x, ft) ( JT(ft, ft)
m=2 Ja Ja
fb
. . . j K ( f m - i > g) a f m - i ^ f m - s ••• °^bi>
Ja
for with this definition of k (#, f; X), we see that
S (x) - / ( « ) - X f "k (x, f; X)/(f) d£,
so that k(xt I* ;X) is a reciprocal function, and by § 11*22 there is only one
reciprocal function if D (\) =)= 0.
Write
K (x, f) = JST, («, f), \' K {xy f) Z n (f, f) df = iTn+1 (*, f),
J a
and then we have
00
— k(x t'\\— y. "Xw/T (r Z\

while f" Km (x, ?) Kn (f, f) df = Km+n (x, f),

as may be seen at once on writing each side as an (m + n — l)-tuple integral.
The functions Km (x, | ) are called iterated functions.
11*5, l l # 5 l j INTEGRAL EQUATIONS 223

11*5. Symmetric nuclei.

Let Kx (#, y) = Kx (y, x); then the nucleus K(oc, y) is said to be symmetric.
The iterated functions of such a nucleus are also symmetric, i.e.
Kn (®> y) — Kn (y, x) for all values of n; for, if Kn (xy y) is symmetric, then

Kn+l (x, y) = f K, (x, f) Kn (f, y) df - f JST, (f, *) Z» (y, f) df

f" Kn (y, f) Kx (f, «) df = Kn+l (y, x),

J a

and the required result follows by induction.

Also, none of the iterated functions are identically zero; for, if possible, let
Kp (Xy y) = 0; let n be chosen so that 2n~Y <p <$ 2 n , and, since Kp(x, y) = 0, it
follows that iT in (a?, y) = 0, from the recurrence formula.

But then 0 = K%n (x, x) = \ K ^ (x, f) K^x (f, a?)

and so if a n-i(#, f) = 0; continuing this argument, we find ultimately that

Kx (x, y) = 0, and the integral equation is trivial.
11*51. Schmidt's* theorem that, if the nucleus is symmetric, the equation
X) (X) = 0 has at least one root
To prove this theorem, let
Un = Kn (x} x) dx,
Ja
so that, when | \ | < M~l (b — a)" 1 , we have, by § 11*21 example 2 and § 11*4,

rb rb
Now since \fiKn+l (x, f) + AT^ (a:, £>}2 d^.« ^ 0
for all real values of p, we have
M2 Um+2 + 2fiUm + U2n_2 > 0,
and so UQn+2 i7 2n _ 2 ^ U^2, Um_2 > 0.
Therefore U2, U4, ... are all positive, and if U4/U.2 = v, it follows, by in-
duction from the inequality Um+2Utm_2 ^ U.m\ that Um+2/Um ^ i^w.
oo

Therefore when \X2\^v~-\ the terms of 2 Un\n~l do not tend to zero;

n=l
and so, by § 5*4, the function n/ —~— has a singularity inside or on the

* The proof given is due to Kneser, Palermo Rendiconti, xxn. (1906), p. 236.
224 THE PROCESSES OF ANALYSIS [CHAP. XI

circle | X | = i/""*; but since D(\) is an integral function, the only possible
singularities of ~ , .^ are at zeros of D (X); therefore D (\) has a zero
inside or on the circle | \ | = v ~ ^.
[NOTE. By § 11*21, D (X) is either an integral function or else a mere polynomial; in
the latter case, it has a zero by § 6*31 example 1 ; the point of the theorem is that in
the former case D (X) cannot be such a function as eA2, which has no zeros.]

11 '6. Orthogonal functions.

The real continuous functions <f>x (x), <f>2 (%), ... are said to be orthogonal
and normal* for the range (a, b) if

If we are given n real continuous linearly independent functions

ux (oc)y U2 (&), • • • un (x)f we can form n linear combinations of them which
are orthogonal.
For suppose we can construct m — 1 orthogonal functions <f>lt ... <f>m-i such
that <f)p is a linear combination of uly u2, ... up (where p = l, 2, ... m— 1);
we shall now shew how to construct the function <f>m such that <f>l} <f>2, ... <f>m
are all normal and orthogonal.
Let ^m (x) = ch m <fh («) + c2| m <f>2 {x) + ... + c m w ( ^ (x) + um (x),
so that ^m is a function of u1} ui} ... um.
Then, multiplying by <f>p and integrating,
rb rb
i<f>m (^) 4>p (^) dx = cPt m + I wTO (#) <^>p (a?) cfe (^ < m).

Hence I ^m (^) </>p (^?) dx = 0

if cPfm = - um(x)<f)p(x)dx;
J a

a function j ^ («?), orthogonal to <j>x (x)y <f>2 (x)} ... <f>m-\ (^), is therefore con-
structed.
Now choose a so t h a t o2 I {^ m (a?)}2 d^ = 1 ;
^a

and take <^>w (x) = a. !<£m (#).

Then

W e can t h u s obtain t h e functions <f>lt <£>2> ••• in order.

* They are said to be orthogonal if the first equation only is satisfied ; the systematic study
of such functions is due to Murphy, Camb. Phil. Trans, iv. (1833), pp. 353-408, and v. (1835),
pp. 113-148, 315-394.
116,11*61] INTEGRAL EQUATIONS 225

The members of a finite set of orthogonal functions are linearly inde-

pendent. For, if

we should get, on multiplying by <f>p (x) and integrating, Op = 0; therefore all

the coefficients dp vanish and the relation is nugatory.
It is obvious that tr ~ * cos mx> n ~ » sin mx form a set of normal orthogonal functions
for the range ( - *r, IT).
Example 1. From the functions 1, x, x*t ... construct the following set of functions
which are orthogonal (but not normal) for the range (— 1, 1):
1, * , * * - £ , * 3 - f * , * * - ? * * + & , . . . .

Example 2. From the functions 1, x, x2,... construct a set of functions

which are orthogonal (but not normal) for the range (a, b); where

[A similar investigation is given in § 15*14.]

11*61. The connexion of orthogonal functions with homogeneous integral

equations.
Consider the homogeneous equation

a
where Xo is a real* characteristic number for K (x, %); we have already seen how
solutions of it may be constructed; let n linearly independent solutions be taken
and construct from them n orthogonal and normal functions <f>u <f>2,... <£>,»•
Then, since the functions (f>m are orthogonal and normal,

- I f U.(y) f K{x,Q
and it is easily seen that the expression on the right may be written in the
form
2 {[
on performing the integration with regard to y; and this is the same as

X (bK («, y) tm (y) dyf K (x, f) 4,m (f> rff.

Therefore, if we write K for JST (X, y) and A for

l<f>m(y)f K{x^)4>m(^)dl
w=l Jo
* It will be seen immediately that the characteristic numbers of a symmetric nucleus are all
real.
226 THE PROCESSES OF ANALYSIS [CHAP. XI
rb
rb rb
rb
we have A2dy = I KAdy,
Ja Ja
and so f A'dy = f KHy - f (K - Kf dy.
Ja Ja Ja
Therefore

and so \ 0 - ' I {<j>m ( « ) } » * ( * { £ (*, y)}'2 dy.

wt=l J a

Integrating, we get

This formula gives an upper limit to the number, n, of orthogonal functions

corresponding to any characteristic number \>.
These n orthogonal functions are called characteristic functions (or auto-
functions) corresponding to \0.
Now let <j)i0) (x), <f>{l) (x) be characteristic functions corresponding to
different characteristic numbers Xo, Xl.

Then <p> (x) $v (x) = X, f K (x, f) <f>^ (x) <f>w (f) df,
and so
f $<«(*)$<» (*) cfc-xj ( iT^ft^w^^w^dfAp ...(1),
/a Ja Ja
and similarly

[ <£«» (a?) <^(1> (a?) dx = \J I K (x, f) <^<°) (£) ^»> (a?) dfda;
•/a Ja Ja

-\.(h I* K (f, «) ^« («) <^<" (f) ciedf .. .(2),

JaJa
on interchanging x and £.
We infer from (1) and (2) that if \x + \ 0 and if K (xy f) = K (£ «),

and so the functions </>(0) (a;), <^>(1) (a;) are mutually orthogonal.
If therefore the nucleus be symmetric and if, corresponding to each
characteristic number, we construct the complete system of orthogonal
functions, all the functions so obtained will be orthogonal.
Further, if the nucleus be symmetric all the characteristic numbers are
real; for if Ao> ^i t>e conjugate complex roots and if* u0 (x) = v (x) -h iw (x) be
* v (x) and w (x) being real.
117] INTEGRAL EQUATIONS 227

a solution for the characteristic number Xo, then ux (x) — v (x) — iw (x) is
a solution for the characteristic number Xx; replacing <f>{0) (x), (f>il] (x) in the
equation
b

p \x) <px \x) ax — v

by v (x) 4- iw (x)} v (x) — iw (x), (which is obviously permissible), we get

/:
which implies v (x) = w (x) = 0, so that the integral equation has no solution
except zero corresponding to the characteristic numbers Xo, X^ this is
contrary to § 11*23; hence, if the nucleus be symmetric, the characteristic
numbers are real.
11*7. The development* of a symmetric nucleus.
Let ^(x), </>2(#), <f>s(x), ... be a complete set of orthogonal functions
satisfying the homogeneous integral equation with symmetric nucleus

the corresponding characteristic numbers beingf Xlf X2, X3, ....

Now supposel that the series S ^ is uniformly convergent

n=l ^n
when a^x%b, a^y %b. Then it will ibe shewn that

|= | <l>n(x)<t>n(y)
For consider the symmetric nucleus

If this nucleus is not identically zero, it will possess (§ 11*51) at least one
characteristic number fi.
Let yfr(x) be any solution of the equation

J a

which does not vanish identically.

Multiply by <£n (x) and integrate and we get
f" ir (X) (/>n (X) dx = » \b \b \K (X, I) - £ hnixHuAfi) ^ (?) ^ (x) dxd£.

* This investigation is due to Schmidt, the result to Hilbert.

t These numbers are not all different if there is more than one orthogonal function to each
characteristic number.
t The supposition is, of course, a matter for verification with any particular equation.
228 THE PROCESSES OF ANALYSIS [CHAP. XI

since the series converges uniformly, we may integrate term by term and get

Ja ^nJ f a
0.
Therefore yfr (x) is orthogonal to fa (x)ffa(x), . . . ; and so taking the
equation

rb
we have -\/r (#) = /* I K (x,
•> a
Therefore fi is a characteristic number of jfif (a;, y), and so yft (x) must be
a linear combination of the (finite number of) functions <f>n {x) corresponding
to this number; let
2

Multiply by <f>m (x) and integrate; then since i/r (x) is orthogonal to all the
functions <f>n (x), we see that am = 0, so, contrary to hypothesis, yfr (x) = 0.
The contradiction implies that the nucleus H (x} y) must be identically
zero; that is to say, K (x, y) can be expanded in the given series, if it is
uniformly convergent.
Example. Shew that, if Xo be a characteristic number, the equation
<f> (*) - / ( * ) +X0 J* K (x, $ + (© d£
certainly has no solution when the nucleus is symmetric, unless f(x) is orthogonal to all
the characteristic functions corresponding to Xo.
11*71. The solution of Fredholms equation by a series.
Retaining the notation of § 11*7, consider the integral equation

4> («) -/(«) + X f* K (w, f) * (f) dl

J a
where K (x, f) is symmetric.
If we assume that ^ ( f ) can be expanded into a uniformly convergent
00

series 2 an<f>n (f)> we have

n=l
2 a«^(«)-/(*)+2 ^
n=l n=l >
so that/(a?) can be expanded in the series

2 a.
n=l
Hence 2/ ^Ae function f(x) can be expanded into the convergent series
bn(f>n(x)> then the series 2 <ftn(#), ty t< converges uniformly in
range (a, 6), is ^ solution of Fredholms equation.
1171-11*81] INTEGRAL EQUATIONS 229

<x>

To determine the coefficients bn we observe that 2 bn<f>n (x) converges uni-

formly by § 3*35*; then, multiplying by <£>n (x) and integrating, we get

rb
K= I <t>n(x)f(x)dx.
Ja
11*8. Solution of AbeVs integral equation.
This equation is of the form

where/' (x) is continuous a u d / ( a ) = O; we proceed to find a continuous solution u (x).

Let (j> (*)= / * u (£)<*£, and take the formula t

Ja
n [' dx
sin/iTT "" J 4 («-#)!-»*(*-£>*»
multiply by w(f) and integrate, and we get, on using Dirichlet's formula (§ 4*51 corollary),

J. J.(*-*Y-H*-
_ (• f{x)dx

Since the original expression has a continuous derivate, so has the final one; therefore the
continuous solution, if it exist, can be none other than
d

and it can be verified by substitution \ that this function actually is a solution.

11*81. SchldmUch'8$ integral equation.

Let f{x) have a continuous differential coefficient when - IT ^x ^ rr. Then the equation

/(#) = - P * (j>(xBme)de
if J o

has one solution with a continuous differential coefficient when - n < # < TT, namely
n
I
Jo
From § 4*2 it follows that
/ ' (x)=-n I *" sin 6$ (x sin B) d$
Jo
(so that we have <j> (0)=/(0), * ' (0) = Jir/' (0)).

* Since the numbers \ n are all real we may arrange them in two sets, one negative the
other positive, the members in eaoh set being in order of magnitude; then, when I Xw i > X, it is
evident that \*/(\* - X) is a monotonio sequence in the case of either set.
t This follows from § 6*24 example 1, by writing (z - x)j[x - £) in place of x.
X For the details we refer to Bocher's tract.
§ Zeittchrift filr Math, und Phys. n. (1857). The reader will easily see that this is reducible
to a case of Volterra's equation with a discontinuous nucleus.
230 THE PROCESSES OF ANALYSIS [CHAP. XI

Write ^sin \fr for x, and we have on multiplying by x and integrating

x I f (x sin \fr) dyfr = — I \j sin 6<f> (xsin 0 sin yjr) d6\ dylr.
Jo *Jo U o J
Change the order of integration in the repeated integral (§ 4*3) and take a new variable %
in place of ^ , defined by the equation sin ^ = sin 6 sin y\r.

Then A- / / (^rsin iir)cty = — / I f ^-^ .—^-^\ d6.

Jo J Y Y
rr Jo \J0 COS^J
Changing the order of integration again (§ 4*51),
[*ns>, - ,\JI 2# /"*«• f /"*"• 6'(^sin v)cosvsin0 , J ,
Jo J r r
* Jo \Jx V(sin2^-sin2x) J *
But I -77—s 5-^= -arc sin
Jx ^(cos^-cos2^ L
and so x I f (xmi ^) d^ «= A* I * </>' (a: sin ^) cos
Jo Jo
= *(*)-0(0).
Since <^> (0) •«/ (0), we must have

and it can be verified by substitution that this function actually is a solution.

REFERENCES.
H. BATEMAN, Report to the British Association*, 1910.
M. B6CHER, Introduction to Integral Equations (Cambridge Math. Tracts, No. 10,
1909).
H. B. HEYWOOD et M. FR^CHET, Liquation de Fredholm (Paris, 1912).
V. VOLTERRA, Legons sur les Equations integrates et les Equations intigro-diffirentielles
(Paris, 1913).
T. LALESCO, Introduction a la theorie des equations integrates (Paris, 1912).
I. FREDHOLM, Ada Mathematica, xxvu. (1903), pp. 365-390.
D. HILBERT, Grundzilge einer allgemeinen Theorie der linearen Integralgleichungen
(Leipzig, 1912).
E. SCHMIDT, Math. Ann. LXIII. (1907), pp. 433-476.

E. GOURSAT, Cours cPAnalyse, in. (Paris, 1915), Chs. xxx-xxxm.

R. COURANT u. D. HILBERT, Methoden der Mathematischen Physik (Berlin, 1924).

MISCELLANEOUS EXAMPLES.
1. Shew that if the time of descent of a particle down a smooth curve to its lowest
point is independent of the starting-point (the particle .starting from rest) the curve is a
cycloid. (Abel.)
* The reader will find a more complete bibliography in this Report than it is possible to give
here.
 INTEGRAL EQUATIONS 231

2. Shew that, if/(#) is continuous, the solution of

TOO

cos (2xs) <j> (s) ds

Jo
(s) cos (

assuming the legitimacy of a certain change of order of integration.

3. Shew that the "Weber-Hermite functions

satisfy <£. (x) = \ / e*/MJ <£ (s) ds

J -oo
for the characteristic values of X. (A. Milne.)
4. Shew that even periodic solutions (with period 2n) of the differential equation
d f
* jj^ + (a 2 + & cos 2 x) <t> {x) = 0
satisfy the integral equation
0(ff) = A I ^cosxco..^^)^ (Whittaker; see § 19*21.)

5. Shew that the characteristic functions of the equation

are <f> (x) — cos m^, sin mx,

2
where X = wi and m is any integer.

6. Shew that <t>{z)= I* £x~* <t> (t) d£

Jo
has the discontinuous solution (f>(x) — hxx~l. (Bocher.)
7. Shew that a solution of the integral equation with a symmetric nucleus

*() nnpn(),
n=l

provided that this series converges uniformly, where Xn, <f>n (x) are the characteristic
numbers and functions of S (JP, () and 2 an<f)n (x) is the expansion of fix).
n=l
8. Shew that, if | h \ < 1, the characteristic functions of the equation

are 1, COSTTI^, sin mx, the corresponding characteristic numbers being 1, 1/Am, l/hm} where
m takes all positive integral values.
 PART II
THE TRANSCENDENTAL FUNCTIONS
 CHAPTER XII
THE GAMMA FUNCTION

12*1. Definitions of the Gamma-function. The Weierstrassian product.

Historically, the Gamma-function* F(z) was first defined by Euler as the
limit of a product (§ 12*11) from which can be derived the infinite integral
/ t*~le~ldt\ but in developing the theory of the function, it is more con-
venient to define it by means of an infinite product of Weierstrass' canonical
form.

Consider the product z&* II \( 1 + - ) e n\

»=i (A nj J
where 7 = lim J - + - + . . . + log m[ = 0*5772157....

[The constant y is known as Euler's or Mascheroni's constant; to prove that it

exists we observe that, if
fl t
6
Jo n(n t) n n
l
f dt 1 °°
un is positive and less than / -5 = — ; therefore 2 un converges, and
n n
J0 n=l

+ + +
9 ** ^S} I n+ g
The value of y has been calculated by J. C. Adams to 260 places of decimals.]

The product under consideration represents an analytic function of z, for

all values of z; for, if N be an integer such that | z \ ^ \JV, we havef, if n > Ny

nj n

•••}

Since the series £ (iVa/(2n2)} converges, it follows that, when | z\

JV r +l

* The notation F (z) was introduced by Legendre in 1814.

t Taking the principal value of log (1 + z/n).
236 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

2 jlog/l-f-J > is an absolutely and uniformly convergent series

of analytic functions, and so it is an analytic function (§ 5*3); con-
sequently its exponential IT \( 1 + - j e" n[ is an analytic function, and

so zevz ti \(l +-)e ni is an analytic function when | z \ ^ \N> where N is

any integer; that is to say, the product is analytic for all finite values of z.
The Gamma-function was defined by Weierstrass* by the equation

from this equation it is apparent that F (z) is analytic except at the points
z = 0, — 1, — 2, ..., where it has simple poles.
Proofs have been published by Holder f, Moore J, and Barnes § of a theorem known to
Weierstrass that the Gamma-function does not satisfy any differential equation with
rational coefficients.
Example 1. Prove that
r(i)-i, r-(i)—v,
where y is Euler's constant.
[Justify differentiating logarithmically the equation

by § 4*7, and put z—\ after the differentiations have been performed.]
Example 2. Shew that

and hence that Euler's constant y is given by||

Example 3. Shew that

* Journal fUr Math. id. (1866). This formula for T (z) had been obtained from Euler's formula
12*11) in 1848 by F. W. Newman, Cambridge and Dublin Math. Journal, in. (1848), p. 60.
t Math. Ann. xxvin. (1887), pp. 1-13.
X Math. Ann. XLVIII. (1897), pp. 70-74.
§ Messenger of Math. xxix. (1900), pp. 122-128.
|| The reader will see later (§ 12*2 example 4) that this limit may be written
12*11, 12*12] THE GAMMA FUNCTION 237

12*11. Eider's formula for the Gamma-function.

By the definition of an infinite product we have

m n
T(z)

Hence r ( * ) - - 5 Ifl + -)71+-) '}.

« n=i (V »/ V n) )
This formula is due to Euler *; it is valid except when z = 0, — 1, — 2
Example. Prove that
, 1.2...(n-l)
= rh m , . ,x )—~n'. (Euler.)

1212. TAe difference equation satisfied by the Gamma-function.

We shall now shew that the function Y (z) satisfies the difference equation

For, by Euler's formula, if z is not a negative integer,

lim IT - lim n
z+l z m-^» n=i ^
n

iim n .
m+ 1
= z lim

This is one of the most important properties of the Gamma-function.

Since F (1) = 1, it follows that, if z is a positive integer, F (z) — (z — 1) !.
* It was given in 1729 in a letter to Goldbach, printed in Fuss' Corresp. Math.
238 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

Example. Prove that

2) + r(*+3) + i " r(z)\z

[Consider the expression
1 1 1

It can be expressed in partial fractions in the form 2 - ^ - , where

0* + tt'

e
Noting that I —<- prove that 2 ^f* — { 2 4 ^
wi~*-oo when ,? is not a negative integer.]

12*13. The evaluation of a general class of infinite products.

By means of the Gamma-function, it is possible to evaluate the general
class of infinite products of the form

n wn,
n= l
where un is any rational function of the index n.
For, resolving un into its factors, we can write the product in the form
\ A
(n ~ ^ ) ( n - q 2> >»• ( n - ak)}

and it is supposed that no factor in the denominator vanishes.

In order that this product may converge, the number of factors in the
numerator must clearly be the same as the number of factors in the
denominator, and also A = 1; for, otherwise, the general factor of the product
would not tend to the value unity as n tends to infinity.
We have therefore k = I, and, denoting the product by P, we may write
Un-al)...(n-ak)}
M=i \ \(n-b1)...(n-bk)
The general term in this product can be written

+ n
n '
2
where An is 0 (n~ ) when n is large.
In order that the infinite product may be absolutely convergent, it is
therefore necessary further (§ 2*7) that
al + ... + ajc — h — ... — bjc = 0.
1 2 1 3 , 12*14] THE GAMMA FUNCTION 239

We can therefore introduce the factor

e x p {n"1 (a, + ... + ak - bx - ... - bk)}
into the general factor of the product, without altering its value; and thus
we have

n -(

But it is obvious from the Weierstrassian definition of the Gamma-

function that

n n)

so P
S
" air(-a1)...a»r(-at) "..^(10'
a formula which expresses the general infinite product P in terms of the
Gamma-function.
Example 1. Prove that

Example 2. Shew that, if a = cos (2ir/n) +1' sin (2ir/n\ then

1 i i

1214. Connexion between the Gamma-function and the circular functions.

We now proceed to establish another most important property of the
Gamma-function, expressed by the equation
7T

sin TTZ
We have, by the definition of Weierstrass (§ 121),

z sin TTZ '

by § 7 5 example 1. Since, by § 1212,

we have the result stated.

240 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

Corollary 1. If we assign to z the value $, this formula gives {r(£)}2=7r ; since, by

the formula of Weierstrass, r (£) is positive, we have
r (*)-»*.
Corollary 2. If ^ (*) = I" («)/r (*), then ^ (1 - z) - ^ (*) = ir cot ire.
1215. The multiplication-theorem of Gauss* and Legendre.
We shall next obtain the result

Forlet

Then we have, by Euler's formula (§ 12*11 example),

n lim
V n/ \ n ) \ n
w hm
hm —^^ r\ T—— —p.
m-^ao nz(nz + 1 ) . . . (w£ + w m - 1 )

. lim
m^oo (nm - 1 ) !
It is evident from this last equation that <£ (z) is independent of *.
Thus <f> (z) is equal to the value which it has when z = - ; and so

Therefore {* (,)}• = "n { T g ) T (l - J

. 7r . 2TT . (n— 1)TT

sin s i n —"-•*" • • • s i n ———————
n n n
Thus, since <£ (n"1) is positive,

Corollary. Taking n = 2 , we have

2 * - 1 r (2)
This is called the duplication formula.
* Werke, in. p. 149. The case in which n=2 was given by Legendre.
12-15—12*2] THE GAMMA FUNCTION 241

Example. If B(p,
shew that

q, q) B (2^, q) ... B {(n — l)qy q)

12*16. Expansions for the logarithmic derivates of the Gamma-function.

We have {r ( z + l ) } ~ l = e y z n ] ( l + - ) e » l .
Differentiating logarithmically (§ 4*7), this gives
o?logT(2 + l)__ 2 ___!__ . __!_i
y+ o/ +
^2^ 1 ( 2 + 1) 2(2 + 2) " '^ —•
Therefore, since log V (2 + 1 ) = log 2 + log r (2), we have
d
1 ! co 1
-7- log r (2) = — -y \-z
dl d [ z
Differentiating again, ^ log T (2 + 1) = -7- |T-T—

These expansions are occasionally used in applications of the theory.

12*2. Eulers expression of Y (z) as an infinite integral.

The infinite integral I e"ltZm"ldt represents an analytic function of z when*
Jo
the real part of z is positive (§ 5*32); it is called the Eulerian Integral of the
Second Kindf. It will now be shewn that, when R(z)>0} the integral is
equal to T (z). Denoting the real part of z by x, we have x > 0. Now, if %
)

we have II {z, n) — nz\ (1 — r^T^rfT,

Jo
if we write t—nr\ it is easily shewn by repeated integrations by parts that,
when x > 0 and n is a positive integer,
f ( l - T)nr*-ldr = [- T»(1 - r)nT + - f \l - T)*-*
Jo [/ Jo ^Jo

J TT/ X 1.2...71
and so 11 (zy n) = —, TT ; nz.
v ;
z(z+l) ...(z + n)
Hence, by the example of § 12*11, IT (z, n) -*• T(z) as n -*- 00 .
* If the real part of 2 is not positive the integral does not converge on account of the singu-
larity of the integrand at £ = 0.
t The name was given by Legendre; see § 12*4 for the Eulerian Integral of the First Kind.
X The many-valued function t*"1 is made precise by the equation t*"1 = «(•">) >°«<, log t being
purely real.
242 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

Consequently T (z) = lim IYl - -Jt^dt

r00
And so, if I\ (z) = erH*-ldt,
Jo
we have

r00
Now lim I e-*t*-ldt**O,
n-^ooJ n
z l
since I e~H ~ dt converges.
Jo
To shew that zero is the limit of the first of the two integrals in the
formula for Fx (z) — T (z) we observe that

[To establish these inequalities, we proceed as follows: when 0 ^ y < 1,

from the series for ev and (1 — y)~l. Writing tjn for y, we have

( t\n

Now, if O ^ a ^ l , (1— a ) n ^ l - w a by induction when na<l and obviously when

na ^ 1; and, writing t2/n2 for a, we get

n2) n

and so* 0 ^ «-«- (l - ^

which is the required result.]
From the inequalities, it follows at once that
\ rn ( / t\n) Cn
\e-t _ (i _ I) I t^dt % n-
I Jo 1 V nj j Jo ,00

<n~ 1 e-H^dt-* 0,
Jo
as n -*- oo, since the last integral converges.
* This analysis is a modification of that given by Schloinilch, Compendium der hoheren
Analysis, n. p. 243. A simple method of obtaining a less precise inequality (which is sufficient
for the object required) is given by Bromwich, Infinite Series, p. 459.
12*21] THE GAMMA FUNCTION 243

Consequently Fx (z) = F (z) when the integral, by which I\ (z) is defined,

converges; that is to say that, when the real part of z is positive,

Jo
And so, when the real part of z is positive, F (z) may be defined either by
this integral or by the Weierstrassian product.
Example 1. Prove that, when R (z) is positive,
A 108 -) *•
Example 2. Prove that, if R (z) > 0 and R (s) > 0,

Example 3. Prove that, if R(z)>0 and R (s) > 1,

Example 4. From § 12*1 example 2, by using the inequality

deduce that
7=

12*21. Extension of the infinite integral to the case in which the argument of the
Gamma-function is negative.
The formula of the last article is no longer applicable when the real part of z is
negative. Cauchy* and Saalschiitzt have shewn, however, that, for negative arguments,
an analogous theorem exists. This can be obtained in the following way.
Consider the function

where k is the integer so chosen that -k>x>-k-\,x being the real part of z.
By partial integration we have, when z < — 1,

The integrated part tends to zero at each limit, since x+k is negative and
positive: so we have
r2(*)=ir2(*+i).
The same proof applies when x lies between 0 and —1, and leads to the result

The last equation shews that, between the values 0 and — 1 of x,

* Exercices de Math. n. (1827), pp. 91-92.

f ZeitschHft fur Math, und Phys. xxxn. (1887), XXXIII. (1888).
244 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

The preceding equation then shews that T2(z) is the same as T(z) for all negative
values of R (z) less than — 1. Thus, for all negative values of R (z\ we have the result of
Cauchy and Saalschlitz

where k is the integer next less than — R {z).

Example, If a function P (n) be such that for positive values of fi we have

o
and if for negative values of /x we define Pi (p) by the equation
'1 (*-*-!+*-..M-?"
where k is the integer next less than - /*, shew that
I ^ ^ (Saalschut,)

12*22. HankeVs expression of T{z) as a contour integral.

The integrals obtained for T(z) in §§ 122, 12*21 are members of a large
class of definite integrals by which the Gamma-function can be defined.
The most general integral of the class in question is due to Hankel *; this
integral will now be investigated.
Let D be a contour which starts from a point p on the real axis, encircles
the origin once counter-clockwise and returns to p.
Consider I {—t)z~l e~* dt, when the real part of z is positive and z is not
JD
an integer.
The many-valued function (— t)z~l is to be made definite by the convention
that (— t)z~l = e(z~l) los<-*> and log (— t) is purely real when t is on the negative
part of the real axis, so that, on 2), — IT ^ arg (— t) % IT.
The integrand is not analytic inside D, but, by § 5*2 corollary 1, the path
of integration may be deformed (without affecting the value of the integral)
into the path of integration which starts from p, proceeds along the real axis
to S, describes a circle of radius B counter-clockwise round the origin and
returns to p along the real axis.
On the real axis in the first part of this new path we have arg (—<) = — 7r,
so that (— ty~l = e~~iir(z~l)tz~l (where logtf is purely real); and on the last
part of the new path ( - t)z~l = eiir (z~l) tz~\
On the circle we write — t = heie\ then we get

J I)

J 5

= - 2% sin Oirz) jt^e^dt + ihz T

Js J -n
* Zeitschrift fUr Math, und Phys. ix. (1864), p. 7.
12'22] THE GAMMA FUNCTION 245

This is true for all positive values of S^p; now make S-*0; then Bz-*0
and I efc*+*(c°»*+*«ta»>d0-*. [ eizBd0 since the integrand tends to its limit
J — n- J -jr
uniformly.
We consequently infer that
f (_ ty-'e^dt = - 2% sin (TTS) ['t'-'e^dt.
JD Jo
This is true for all positive values of p; make p -*• oo, and let (7 be the
limit of the contour D.

Then [ (- tf^e^dt = - 2i sin (ITS) f t^e^dt

Jc Jo

Therefore r (z) = - ^ - 4 ( ( - t)z~l e'1 dt

v 7
2isin7r^Jc
Now, since the contour C does not pass through the point t = 0, there
is no need longer to stipulate that the real part of z is positive; and
I (— if~le~ldt is a one-valued analytic function of z for all values of z.
Jc
Hence, by § 5*5, the equation, just proved when the real part of z is positive,
persists for all values of z with the exception of the values 0, + 1, + 2,
Consequently, for all except integer values of z,

-—i f (-ty-i
2l8in7TZ Jc
This is Hanked formula; if we write 1 — z for z and make use of § 1214.
we get the further result that

r(0+) r
We shall write I for I , meaning thereby that the path of inte-
J oo JC
gration starts at 'infinity1 on the real axis, encircles the origin in the positive
direction and returns to the starting point.
Example 1. Shew that, if the real part of z be positive and if a be any positive
constant, l( — t)~*e~tdt tends to zero as p-»-ao, when the path of integration is either of
the quadrants of circles of radius p -f-a with centres at - a, the end points of one quadrant
being p and — a + i(p+a), and of the other p and -a-i(p + a).
24G THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

f-a-ip f
Deduce that lim I (-t)-9e~%dt = lim / (-*)~*«~'<fy
p-r^® J -a+ip p^« J C
and hence, by writing t— — a - iw, shew that

[This formula was given by Laplace, Theorie Analytique des Probabilites (1812), p. 134,
and it is substantially equivalent to Hankel's formula involving a contour integral.]
Example 2. By taking a — 1, and putting t— — 1 -f i tan B in example 1, shew that
1 e [h*
_1 _ = = ff_ I cos(tan 0-20) cos*-20cW.
W ./ o
Example 3. By taking as contour of integration a parabola whose focus is the origin,
yhew that, if a > 0, then
Qaz pa f °°
r(
^=snv^ / *~ ar2 ( 1 + ' 2 ) z ~ * c o s { 2 a ' + ( 2 2 - 1 ) a r c t a n ' } ^
(Bourguet, ^fc^a Math. I.)
Example 4. Investigate the values of a? for which the integral
2 r°° 1
t*- sin tdt
rr J o
converges; for such values of # express it in terms of Gamma-functions, and thence shew
that it is equal to

(St John's, 1902.)

rn
Example 5. Prove that j (log t) dt converges when m > 0, and, by means
Jo t
of example 4, evaluate it when m—1 and when m = 2. (St John's, 1902.)
12*3. Gauss expression for the logarithmic derivate of the Gamma-function
as an infinite integral*.
We shall now express the function -y- log F (z) = p as an infinite
integral when the real part of z is positive; the function in question is
frequently written yfr (z). We first need a new formula for 7.
Take the formula (§ 12*2 example 4)

7 « I — — <#_ I - - dt*= hm ^1 — - I —dt}= lim -^ I / — dt\,

. . [*dt , a ^ . ^
where A = 1 - e~6, since I -7=log r 4 -*^0 as 8-*-0.
M
Writing t=1 - £"~ in the first of these integrals and then replacing u by t we have

This is the formula for y which was required.

• Werke, in. p. 159.

123] THE GAMMA FUNCTION 247
To get Gauss' formula, take the equation (§ 12*16)
A_/__ry 1- h m i ( 1

i p
and write = e~f(z+m)d^;
H m Jo
this is permissible when m — 0, 1, 2, ... if the real part of s is positive.
It follows that
T^' (?\ r °° r °° •"•
r = — *y — I e~ztdt 4- Hm I 2 ( e ~ w t - e~( m +*
A (^) Jo /i-»-oo J 0 m = l
= — 7 4- Hm I ' = ;

eft.

Now, when is a bounded function of t whose limit as t-*-§ is finite ;

and when ^ 1,
Therefore we can find a number AT independent of t such that, on the path of integration,

and so 1
- ^ 0 as w-^
Jo 1-c-' Jo
We have thus proved the formula

which is Gauss' expression of yfr(z) as an infinite integral. It may be

remarked that this is the first integral which we have encountered connected
with the Gamma-function in which the integrand is a single-valued function.
Writing £ = log(l+#) in Gauss' result, we get, if A=6 8 - 1,

dx

^—1
0< —dt< ^-=l
J h t IS*
Hence

sothat r^w
an equation due to Dirichlet*.
* )fVr^, I. p. 275.
248 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

Example 1. Prove that, if the real part of z is positive,

Example 2. Shew that y « I {(1 +t)~l - e " ' } J*1 <ft. (Dirichlet.)
Jo
12*31. Binet's first expression for log F (z) in terms of an infinite integral.
Binet* has given two expressions for logF(^) which are of great
importance as shewing the way in which log F (z) behaves as | z | -•• oo . To
obtain the first of these expressions, we observe that, when the real part of
z is positive,
_. . _. __ . . .~tz )
dt,
writing z + 1 for z in § 123.
Now, by § 6*222 example 6, we have

~~e dt
-00 J
and so, since (2z)~l - ^ e~tz dt,
Jo ^
we have

dz™*XK*^*'-2z
The integrand in the last integral is continuous as 2-*•(); and since
h --j—-- is bounded as t -+• oc, it follows without difficulty that the
integral converges uniformly when the real part of z is positive; we may
consequently integrate from 1 to z under the sign of integration (§ 4*44) and
we getf

Since \-~ V -t—=4 - is continuous as t-*~0 by § 7#2, and since

[Ji t e — lj t
log r (z + 1 ) = log z + log r (^),
we have

r (1 1 1 ) e~(

* Journal de VEcole Poly technique, xvi. (1839), pp. 123-143.

t LogT(z + l) means the sum of the principal values of the logarithms in the factors of
the Weierstrassian product.
12*31] THE GAMMA FUNCTION 249
To evaluate the second of these integrals, let*

so that, taking z—\ in the last expression for logr(a), we get

Also, since / = / ( - — + -rr ) dt, we have

t
Jo \2 * e**-l/

Jo V < ~e>-\) t

Consequently / = 1 — ^ log (2TT).

We therefore have Binet's result that, when the real part of z is positive,

1 1 1 \ 1
If z = ^ + iy, we see that, if the upper bound of I (^ — - + 7—-^ for real
values of t is K, then

e-**dt

so that, when x is large, the terms ( z - -= ) log^ - z + ^ log (2TT) furnishan

approximate expression for log F (z).
Example 1. Prove that, when R {z) >0,

\ogr(z)= \-- ~t + («-l)e-«l?r. (Malmsten.)

J {} \ 1—e ) 1
Example 2. Prove that, when R (2) > 0 ,

* This artifice 13 due to Pringsheiin, Math. Ann. xxxi. (1888), p. 473.

250 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

Example 3. From the formula of § 12*14, shew that, if 0 < x < 1,

(Kummer.)
Example 4. By expanding sinh(£ — x)t and l-2.r in Fourier sine series, shew from
example 3 that, if 0 <x < 1,
log r (x) — \ log n - \ log sin nx -f 2 2 an sin !

where
Deduce from example 2 of § 12*3 that
1

(Kummer, Journal filr Math. xxxv. (1847), p. 1.)

12*32. Binet's second expression for log V (z) in terms of an infinite
integral.
Consider the application of example 7 of Chapter vn (p. 145) to the
equation (§ 1216)

The conditions there stated as sufficient for the transformation of a

series into integrals are obviously satisfied by the function (j>(^) — ( y,2,

if the real part of z be positive; and we have

where 2iq (t) = (

Since \q(ty z + n)\ is easily seen to be less than Kjjn, where Kx is inde-
pendent of t and w., it follows that the limit of the last integral is zero.
Hence *' — 1 . 1 - f" *, *

Since ——- does not exceed K (where K depends only on 8) when the
real part of z exceeds 8, the integral converges uniformly and we may
integrate under the integral sign (§ 4*44) from 1 to z.
We get

where G is a constant. Integrating again,

where G' is a constant.

12*32, 12-33] THE GAMMA FUNCTION 251

Now, if z is real, 0 ^ arc tan t/z ^ t/z,

and so

But it has been shewn in § 1231 that

1
•0,

as z -*• so through real values. Comparing these results we see that C = 0,

C"=|l0g(27T).

Hence for all values of z whose real part is positive,

log F (z) = ( z — ~ J log z — z + ~ log (2TT) + 2

where arc tan u is defined by the equation

in which the path of integration is a straight line.

This is Binet's second expression for log T (z).
Example. Justify differentiating with regard to z under the sign of integration, so as
to get the equation
T'(z) . 1 o f00 tdt
-ff=log*- — 2 II 0
r (z) 2z j(
1233. T H E ASYMPTOTIC EXPANSION OF THE LOGARITHM OF THE GAMMA-
FUNCTION (STIRLING'S SERIES).
We can now obtain an expansion which represents the function log F (z)
asymptotically (§ 8'2) for large values of \z\, and which is used in the
calculation of the Gamma-function.
Let us assume that, if z = x -f iy, then x ^ 8 > 0 ; and we have, by Binet's
second formula,
iogr(z) = ^ - 2 > ) l o g ^ ~ ^ +
2log(27r) +
*(^

where <f> (z) = 2 | —_# \7 7

d^.
Now

Substituting and remembering (§ 7'2) that

Jo e 2 *'-1 * 4n '
252 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

where Bly B2, ... are Bernoulli's numbers, we have

dt

Let the upper bound* of for positive values of u be Kz.

V? + z*
Then
I f00 f p umdu)
|Jo \j§ y> ~\~ z ) a
dt
i iJ
Hence
\*{-Y
-' Jo Uott'+W *"*-l 2(n + l)(2n + l ) | * | 2 n + 1 '
and it is obvious that this tends to zero uniformly as | z \ -+• oo if | arg z | ^ \ IT — A,
where \*n > A > 0, so that Kz ^ cosec 2A.
Also it is clear that if | arg z \ ^ \ir (so that Kz = l) the error in taking the
first n terms of the series

r=i 2r (2r — 1) z*"1

as an approximation to <f> (z) is numerically less than the (n + l)th term.
Since, if | arg z \ < \ir — A,
•Bn+1 I m |_o
< cosec2 2A. j
(n + l)(2n
-0,
as z -*~ oo , it is clear that
B2
1.2.z 3.4.^^5.6
is the asymptotic expansion f (§ 8*2) of <f>(z).
We see therefore that the series

is the asymptotic expansion of log F (z) when | arg z \ ^ \ir — A.

* K~2 is the lower bound of — — ~^ *j

j 2——— and is consequently equal to
2

or X a s
f The development is asymptotic; for if it converged when | z \ ^p, by § 2-6 we could find K,
2Tl oo ( _ \ n - l J5 (2n
ch that
such that J5
J5nn<(2/i-l)2w
<(2/i-l)2wJJfiTp
fiTp2Tl;; an
and then the aeries S - — i n n . . ? — would define an integral
*)
function ; this is contrary to § 7'2.
12*4] THE GAMMA FUNCTION 253

This is generally known as Stirling's series. In § 13*6 it will be estab-

lished over the extended range | arg z | ^ ir — A.
In particular when z is positive (= x), we have
Bn+i
0< 2 n r ^ i -^- <
Jo U o ^ 2 + W ^ ' - l 2(w + l)(2n + l)*»'
Hence, when x>0, the value of <f> (x) always lies between the sum of
n terms and the sum of n + 1 terms of the seizes for all values of n.

In particular 0 < <j> (x) < z—^- , so that <f> (x) = y~- where 0 < 0 < 1.

Hence I » = * x -* e~*W //(12*>.

Also, taking the exponential of Stirling's series, we get

This is an asymptotic formula for the Gamma-function. In conjunction

with the formula F(x + l) = xV(x), it is very useful for the purpose of com-
puting the numerical value of the function for real values of x.
Tables of the function log 10 r (#), correct to 12 decimal places, for values of x between
1 and 2, were constructed in this way by Legendre, and published in his Exercices de
Calcul Integral, n. p. 85, in 1817, and his Traite des fonctions elliptiques (1826), p. 489.
It may be observed that r (x) has one minimum for positive values of x, when
x= 1-4616321..., the value of Iog 10 r(#) then being 1-9472391....
Example. Obtain the expansion, convergent when R (z) > 0,

where
C
1 , 2 , c3

in which
and generally
-l)(2x-l)xdx. (Binet.)
Jo

12*4. The Eulerian Integral of the First Kind.

The name Eulerian Integral of the First Kind was given by Legendre to
the integral
1

which was first studied by Euler and Legendre*. In this integral, the real
parts of p and q are supposed to be positive; and x?-\ (1 — x)^"1 are to be
understood to mean those values of e^-^lO8x and e^-D10^1-*) which correspond
to the real determinations of the logarithms.

* Euler, Nov. Comm. Petrop. xxi. (1772); Legendre, Exercices, i. p. 221.

254 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

With these stipulations, it is easily seen that B {p, q) exists, as a (possibly

improper) integral (§ 4*5 example 2),
We have, on writing (1 — x) for xt

Also, integrating by parts,

Pa?*"1 (1 - xy dx = K ( 1 " " ^ T + ^ [1XP (1 - a?)«-i dx,

so that B(p} q + 1) = ^ B (p+ 1, q).

Example 1. Shew that
B (p, q) = B(p + l, q) + B (p, q + l).
Example 2. Deduce from example 1 that

Example 3. Prove that if n is a positive iuteger,

1.2...71

Example 4. Prove that

Example 5. Prove that

lim n - 5(s, n).

12*41. Expression of the Eulerian Integral of the First Kind in terms of

the GkMima-function.
We shall now establish the important theorem that

First let the real parts of m and n exceed \ ; then

/»OO /• 00

r (m) r (n) - e-* a;™-1 da? x e~y y""1 dy.

Jo Jo
On writing x2 for a?, and ya for y, this gives

T (m) T (?i) = 4 lim f V * 1 a?2"1"1 da? x (

* 4 lim ( f
iJ-»»oo J 0 J 0

Now, for the values of m and n under consideration, the integrand is

continuous over the range of integration, and so the integral may be con-
sidered as a double integral taken over a square Sjt. Calling the integrand
1241] THE GAMMA FUNCTION 255

f(x, y), and calling QR the quadrant with centre at the origin and radius 22,
we have, if TB be the part of SR outside QR)

\ \ f(x> y) dxdv - /1 f(x>

<//ftl/(*.y)l«My

< if \f{x,y)\dxdy-\\ |/(«,y)«fady|

JJSR JJ 8±R

-**0 as R-*»ao,
since // \f(x, y)\ dxdy converges to a limit, namely
JJ SR
/.ao
2 I e-x*\x2m-1\dxx2 \ym'l\dy.
/•QO

e~*
Jo Jo
Therefore
lim (/ f(x, y)dwdy= lim // f(xty)dxdy.
R-*-<X>JJ8R R-*QOJJQR

Changing to polar* coordinates (x = r cos 0, y = r sin 0), we have

rr rB rh*
f{x, y) dxdy « I e"7* (r cosfl)2™-1(r sin ^) 2 n - 1 rdrd0.
J J QR J0 J0
Hence
T (m) r (n) as 4 I ^-^^("H^i)-! ^ r I cos2711"1 ^ sin271"1 ^dd
Jo Jo
» 2F (ra + n) / cos21"-1 0 sin2"-10dd.

Writing cos2 0 = w we at once get

T (m) r (n) = T (T?* + n). B (m, n).
This has only been proved when the real parts of m and n exceed J; but
it can obviously be deduced when these are less than | by § 124 example 2.
This result, discovered by Euler, connects the Eulerian Integral of the
First Kind with the Gamma-function.
Example 1. Shew that

* It is'easily proved by the methods of § 411 that the areas J wltM of § 4-3 need not be rect-
angles provided only that their greatest diameters can be made arbitrarily small by taking the
number of areas sufficiently large; so the areas may be taken to be the regions bounded
by radii vectores and circular arcs.
256 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII
Example 2. Shew that, if

3!
then
where # and y have such values that the series are convergent. (Jesus, 1901.)
Example 3. Prove that

I1 [V(^)(i-*r-V(i-y)'-'^y-^rT P/MO-*)**"-1*-
JoJo * \P~rv) Jo
(Math. Trip. 1894.)
1242. Evaluation of trigonometrical integrals in terms of the Gamma-
function.
We can now evaluate the integral I cos™-1 x sin71"1 xdx, where m and w
Jo
are not restricted to be integers, but have their real parts positive.
For, writing cos2# = t, we have, as in § 12*41,
1 1
Joo cos" " x sin" #d# = ^
The well-known elementary formulae for the cases in which m and n are
integers can be at once derived from this result.
Example. Prove that, when | k | < 1,
/ *"• co8m ^ sinn BdB _T (lm+j)T (jn -j- $) /"*
Jo (l-irsin2^)^ "" r($m + $n+i) JTT JQ Q ( ^
(Trinity, 1898.)
12*43. Pochhammer s* extension of the Eulerian Integral of the First
Kind.
We have seen in § 12*22 that it is possible to replace the second Eulerian
integral for T (z) by a contour integral which converges for all values of z.
A similar process has been carried out by Pochhammer for Eulerian integrals
of the first kind.
Let P be any point on the real axis between 0 and 1; consider the
integral
/•(i+,o+,i-,o-)
Jp
The notation employed is that introduced at the end of § 12*22 and
means that the path of integration starts from P, encircles the point 1 in the
positive (counter-clockwise) direction and returns to P, then encircles the
origin in the positive direction and returns to P, and so on.
* Math. Ann. xxxv. (1890), p. 495. The use of the double circuit integrals of this section
seems to be due to Jordan, Cours d*Analyse, in. (1887).
12*42, 12*43] THE GAMMA FUNCTION 257

At the starting-point the arguments of t and 1 — t are both zero; after

the circuit (1 +) they are 0 and 2TT ; after the circuit (0 4-) they are 2TT and
2TT\ after the circuit (1 —) they are 2TT and 0 and after the circuit (0 —) they
are both zero, so that the final value of the integrand is the same as the
initial value.
It is easily seen that, since the path of integration may be deformed in
any way so long as it does not pass over the branch points 0, 1 of the
integrand, the path may be taken to be that shewn in the figure, wherein
the four parallel lines are supposed to coincide with the real axis.

/ / the real parts of a and ft are positive the integrals round the circles
tend to zero as the radii of the circles tend to zero*; the integrands on the
paths marked a, 6, c, d are
j«-i (i - ty-\ t?-1 (i - tf-i^ni^~i\
£a— Ig2»rl(a—l) H — tf"~1 g2irt(3—l) £a—1 g2ni(a—l) / J ^V 5 " 1

respectively, the arguments of t and 1 — t now being zero in each case.

Hence we may write e (a, ft) as the sum of four (possibly improper)
integrals, thus:
e (a, 0) « r-*<*+« f"J* F~l (1 - ff'ldt + JV" 1 (1 - tf

+ J f-> (1 - t?-1 «**<•+*> dt + 1 p-1 (1 - tf^e2™ dt\ .

Hence
• f1
€ ^cc, fj)== e V-"- ^ /V^""*^ /I * (••• ™"" t/"~ dt
Jo

= — 4 sin (air) sin {ftir)

Now e (a, /8) and this last expression are analytic functions of a and of ft
for all values of a and y8. So, by the theory of analytic continuation, this
equality, proved when the real parts of o and /3 are positive, holds for all
values of a and y9. Hence for all values of a and 0 we have proved that
—• 4>7r'2
e a
< -0> = r(i-a)r(i- / s)r(a+ / s)-
* The reader ought to have no difficulty in proving this.
258 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

12*5. Dirichlet's integral*.

We shall now shew how the repeated integral

i=ff...jf(t1+12 +... + g^-n-.-i 1M tn*^dtxdt*... dtn

may be reduced to a simple integral, where/is continuous, o^ > 0 (r = 1, 2,... n)
and the integration is extended over all positive values of the variables such
that ^ + £2+ ... +tn^l.

To simplify I I f(t + T+\)ta~lT^dtdT

Jo Jo
(where we have written t, T, a, /? for tX) t2, aly a2 and X for t3 + t4 + ... 4- tn),
put t = T(l — v)/v ; the integral becomes (if \ ^ 0)

/ ( ^ + T/v) (1 - v)--1 V--"1 T ^ " 1 dvdr.

Tl(l-k)
Changing the order of integration (§ 4*51), the integral becomes

Putting T = VT2, the integral becomes

n ri-x
o Jo
r<a)
Hence

the integration being extended over all positive values of the variables such
that T2 + £8 + ... + £n^ 1-
Continually reducing in this way we get

/(T)T dT

which is Dirichlet's result.

Example 1. Reduce

to a simple integral; the range of integration being extended over all positive values
of the variables such that

it being assumed that a, 6, c, a, /3, y, p, ^, r are positive, (Dirichlet.)

* Werke, 1. pp. 375, 391.
12 5] THE GAMMA FUNCTION 259

Example 2. Evaluate / / x^y* dxdy%

m and n being positive and
* > 0, y ^ 0, # m +y n ^ 1. (Pembroke, 1907.)
Example 3. Shew that the moment of inertia of a homogeneous ellipsoid of unit
density, taken about the axis of z, is
^ (a 2 + b2) nabc,
where a, 6, c are the semi-axes.
Example 4. Shew that the area of the hypocycloid x* + yi = # is §TT£2.

REFERENCES.
N. NIELSEN, Handbuch der Tkeorie der Gamma-funktion*. (Leipzig, 1906.)
0. SCHLOMILCH, Compendium der hoheren Analysis, u. (Brunswick, 1874.)
E. L. LINDELOF, Le Calcid des Rhidus^ Ch. iv. (Paris, 1905.)
A. PRINGSHEIM, Math. Ann. xxxi. (1888), pp. 455-481.
H J . MELLIN, Math. Ann. LXVUI. (1910), pp. 305-337.

MISCELLANEOUS EXAMPLES.
1. Shew that

(Trinity, 1897.)
2. Shew that

j™ r b i r rinit
* 1885 )
-
3. Prove that
r' (1)
(Jesus, 1903.)
4. Shew that
{r(i)} 4 _ 32 52-i 72 92-1
•••• (Trinity, 1891.)
5. Shew that

(Trinity, 1905.)
6. Shew that ^(s")'? ft)'' (Peterhouse, 190ft)

7. Shew that, if 2 = i£ where f is real, then

(Trinity, 1904.)
8. When ^ is positive, shew thatt
T(x)T{\) 2n\

* This work contains a complete bibliography.

t This aod some other examples are most easily proved by the result of § 14-11.
260 THE TRAN8CENDENTAL FUNCTIONS [CHAP. XII
9. If a is positive, shew that
)=

10. If x > 0 and

P (#)« f1 e-W1 dt,
Jo
shew that
P{x) = 1
and 3!

11. Shew that if X > 0, x > 0, *- \n <a < JTT, then

/"" x-i
cos or,
/**
(Euler.)
/ ^ x ~ 1 €-^c° 8a sin (X<sina)a^ = X'
Jo
12. Prove that, if b > 0, then, when 0 < 2 < 2,
I dx^irrb'~1CO8ec(
and, when 0 < z < 1, Jo x*
' cos bx
1
sec ( (Euler.)

13. If 0 < n < 1, prove that

(Peterhouse, 1895.)
14. By taking as contour of integration a parabola with its vertex at the origin, derive
from the formula
{ ) * * d
the result

-f sin {j7 + (a - 2) arc cot ( - #)}] d#,

the arc cot denoting an obtuse angle.
(Bourguet, Ada Math. 1. p. 367.)

15. Shew that, if the real part of an is positive and 2 l/a n 2 is convergent, then

is convergent when m > 2, where )-Jjlogr«. (Math. Trip. 1907.)

16. Prove that

= / r-rfa;- 7. (Legendre.)
Jo *-l ^
 THE GAMMA FUNCTION 261

17. Prove that, when R (z) > 0,

(BineU
{ S ^
18. Prove that, for all values of z except negative real values,
log r (z)»(* - i) log z-z + \ log (&r)

. 3 r =! (* + r)2 + 3 . 4 r =i (* + r)* 4 . 5r

19. Prove that, when R (z) > 0,

20. Prove that, when # (z) > 0,

21. If
shew that

and deduce from § 12*33 that, for all values of z except negative real values,
u—z log z - z -f \ log (2w).
(Raabe, Journal far Math, xxv.)
22. Prove that, for all values of z except negative real values,
dx sin 2nwx
2 /
71=1./ (o x+z Mr
(Bourguet*.)
23. Prove that

24. Prove that, when -t<r<t,

3
cosh (2ru) du
cosh** u
25. Prove that, when q > 1,

26. Prove that, when p - a > 0,

B(p-a, q)= aq_
) > + '
27. Prove that
5 ( ^ , q)B(p + q, r) = B(q, r)B(q + r, p). (Euler.)
28. Shew that
/"Via-*)"-* ^ =r(«)r(6) I _
Jo K }
(.r+p)a +6 V(a + b) {\+pYp^
if a > 0, b > 0, ^ > 0. (Trinity, 1908.)

* This result is attributed to Bourguet by Stieltjes, Journal de Math. (4), v. p. 432.

262 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII
29. Shew that, if m > 0, n > 0, then

and deduce that, when a is real and not an integer multiple of \ir,
/cos 0 +sin fly08** de = 7T
f
-in- \cos 6 — sin 6/ ~ 2 sin (rr cos2 a) *
(St John's, 1904.)
30. Shew that, if a > 0, $ > 0,

and

31. Shew that, if a > 0, a + b > 0,

Deduce that, if in addition a-f<?>0,

Joo ( l ) ( l )
32. Shew that, if a, 6, e be such that the integral converges,

33. By the substitution cos 6= 1 - 2 tan £<£, shew that

dO
(St John's, 1896.)
()
34. Evaluate in terms of Gamma-functions the integral / dx, when p is a
Jo <#

fraction greater than unity whose numerator and denominator are both odd integers.

TShew that the integral is i / sirip x \- + 2 ( - )n ( 1 •—)!- dx.]

(Clare, 1898.)
35. Shew that

2n + 27r4 r=o2r !(w-r) ! I \ 4 /{

36. Prove that

(*±S)fV0$£p*. (Euler.)
37. Prove that, if JD > 0, JO + < > 0, then

38. The curve rm = 2 m ~ 1 am cos m^ is composed of m equal closed loops. Shew that
the length of the arc of half of one of the loops is

m~~l a I (J cos x)m dx,

Jo
and hence that the total perimeter of the curve is
 THE GAMMA FUNCTION 263

39. Draw the straight line joining the points + t, and the semicircle of i\z | = L which
lies on the right of this line. Let C be the contour formed by indenting this figure at
~i, 0, i. By considering / ZP-?-1 (c4-2~1)p + 5 " 2 ^, shew that, ifp + q>\, q<l,
Jc

Prove that the result is true for all values of/) and q such that p + q> 1.
(Cauchy.)
40. If s is positive (not necessarily integral), and - $n ^.x ^^TT, shew that
s o
. \

and draw graphs of the series and of the function cos* x.

41. Obtain the expansion

f _ a T COS aX COS 3a
008
•r~2r<S+1)L +

and find the values of x for which it is applicable. (Cauchy.)

42. Prove that, if p> \,

(Binet.)
43. Shew that, if .r < 0, x -f 2 > 0, then
f-^, , ( - ^ ( 1 - ^ ) . , ( - ^ ( 1 - ^ ( 2 ^ ) \
+
T(z) \ z ** z(l+z) ^* z{l+z){2 + z) -J

and deduce that, when x -f z > 0,

^1Og V(z) ~z * z(2 + l ) + t

44. Using the result of example 43, prove that

a I * ( 1 - 0 ( 2 - 0 ... ( n - t ) d t - [ " t ( l - t ) ( 2 - t ) ...(n-t)dt

j J 00 lo
n=i

investigating the region of convergence of the series.

(Binet, Journal de V Ecole poly technique, xvi. (1839), p. 256.)
45. Prove that, if p > 0, q > 0, then
264 THE TRANSCENDENTAL FUNCTIONS [CHAP. XII

where
f * arc tan
\pq(p+q)r
and
46. If r
and if the function F (x) be defined by the equation

shew (1) that F(x) satisfies the equation

F(x+\)=xF(x) + ~ -

(2) that, for all positive integral values of x,

(3) that F{x) is analytic for all finite values of x,

(4) that F ^ ^ ^

47. Expand
{r(a)}-i
as a series of ascending powers of a.
(Various evaluations of the coefficients in this expansion have been given by Bourguet,
Bull, des Sci. Math. v. (1881), p. 43; Bourguet, Ada Math. n. (1883), p. 261 ; Schlb'milch,
Zeitschrift fur Math, und Phys. xxv. (1880), pp. 35, 351.)
48. Prove that the (^-function, defined by the equation

is an integral function which satisfies the relations

0(* + i)«r(*)0(«),
(n \)n/G (n+1) = I 1 . 2 2 . 33 ... nn. (Alexeiewsky.)
(The most important properties of the ^-function are discussed in Barnes' memoir,
Quarterly Journal, xxxi.)
49. Shew that

and deduce that

Z
log g l J = / nz cot nzdz-z log (2*r).
50. Shew that

/:
 CHAPTER XIII
THE ZETA FUNCTION OF RIEMANN

13*1. Definition of the Zeta-function.

Let s = a + it where cr and t are real *; then, if 8 > 0, the series

is a uniformly convergent series of analytic functions (§§ 2*33, 3*34) in any

domain in which a ^ 1 •+• 8; and consequently the series is an analytic function
of 5 in such a domain. The function is called the Zeta-function ; although
it was known to Eulerf, its most remarkable properties were not discovered
before Riemann J who discussed it in his memoir on prime numbers; it has
since proved to be of fundamental importance, not only in the Theory of
Prime Numbers, but also in the higher theory of the Gamma-function and
allied functions.
13*11. The generalised Zeta-function§.
Many of the properties possessed by the Zeta-function are particular cases
of properties possessed by a more general function defined, when a ^ 1 + 8,
by the equation

n=0 V
where a is a constant. For simplicity, we shall suppose|| that 0 < a < 1, and
then we take arg (a + n) = 0. It is evident that f (s, 1) = f (s).
13*12. The expression of £(&> a) as an infinite integral.

Since (a + n)~* F (s) = / x*~x e~(n+a) x dxy when arg x = 0 and <r > 0 (and
Jo
a fortiori when <r ^ 1 -f 8), we have, when <r ^ 1 + 8,
P(5) f (5, a ) = lim 2 a?- 1 e~ (*+*>* d#
jv"-*.oon=0 Jo

* The letters <r, t will be used in this sense throughout the chapter.
f Commentationes Acad. Sci. Imp. Petropolitanae, ix. (1737), pp. 160-188.
+ Berliner Monatsberichte, 1859, pp. 671-680. Ges. Werke (1876), pp. 136-144.
§ The definition of this function appears to be due to Hurwitz, Zeitschrift fiir Math, und
Phys. xxvn. (1882), pp. 86-101.
(| When a has this range of values, the properties of the funotion are, in general, much
simpler than the corresponding properties for other values of a. The results of § 13*14 are true
for all values of a (negative integer values excepted); and the results of §§ 13*12, 13* 13, 132 are
true when #(a)>0.
266 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

Now, when x ^ 0, eF > 1 -f x, and so the modulus of the second of these

integrals does not exceed

r af-te-vwdx = (N + af-^T (a - 1),

Jo
which (when a ^ 1 + 8) tends to 0 as iV -+- oo .
Hence, when or ^ 1 + S and arg x = 0,

this formula corresponds in some respects to Euler's integral for the Gamma-
function.
13*13. The expression* of £(s, a) as a contour integral.
When a ^ 1 + 8, consider

L 1*- '
the contour of integration being of Hankel's type (§ 12*22) and not containing
the points 4 2mri (n — ly 2, 3, ...) which are poles of the integrand; it is
supposed (as in § 12*22) that | arg(— z)\^w.
It is legitimate to modify the contour, precisely as in § 12*22, whenf
a ^ 1 4- 8; and we get
(0+) / z\i—\p—az
v
\ *' ^z _ (gin(«-i) e J
J« 1 -
Therefore

Now this last integral is a one-valued analytic function of s for all values
of s. Hence the only possible singularities of f (s, a) are at the singularities
of F (1 — s), i.e. at the points 1, 2, 3, ..., and, with the exception of these
points, the integral affords a representation of f (s} a) valid over the whole
plane. The result obtained corresponds to Hankel's integral for the Gamma-
function. Also, we have seen that J (s} a) is analytic when a ^ 1 4- 8, and
so the only singularity of f(s, a) is at the point 5 = 1. Writing s ^ l in the
integral, we get
1
f° +> ^ dz
which is the residue at s = 0 of the integrand, and this residue is 1.
„ r f (s, a)
Hence hm =f^=—\ = - 1.
s^ll ( 1 -S)

* Given by Riemann for the ordinary Zeta-function.

t If <r ^ 1, the integral taken along any straight line up to the origin does not oonverge.
 13*13, 13*14] THE ZETA FUNCTION OF RtEMANN 267

Since F (1 — s) has a single pole at s — 1 with residue - 1, it follows that

the only singularity of f(s, a) is a simple pole with residue + 1 at s = 1.
Example 1. Shew that, when R (s) > 0,

^ - /iw p 2* 3«

Example 2. Shew that, when R(s)> 1,

2« [
*)J9
Example 3. Shew that

where the contour does not include any of the points ±TTI, ±37ri, ±bni> ....

1314. Values of £ (s, a) for special values of s.

/ ^\8~l e~az
J
In the special case when s is an integer (positive or negative), —=j—
is a one-valued function of z. We may consequently apply Cauchy's theorem,
1 r(o-f-) (_ z)*~le~az z
so that s—. ~i —^T~ ^ is t n e residue of the integrand at z = 0, that

is to say, it is the coefficient of z~8 in - ~ = r --.

To obtain this coefficient we differentiate the expansion (§ 7*2)

term-by-term with regard to a, where <£n(a) dene ^s the Bernoullian poly-

nomial.
(This is obviously legitimate, by § 4'7, when | z \ < 2n, since —^—r can be expanded
into a power series in z uniformly convergent with respect to a.)

Then ^ ^ tr^Wi"
e~z-\ w=1 n!
Therefore ifs is zero or a negative integer (= — ??i), i^^ have
J ( - r a , a) = -</>/rn+2(a)/{(m-h l)(/?i + 2)}.
In the special case when a — 1, if 5 = — m, then f(s) is the coefficient
/ y , wi \ z
of zl~s in the expansion of *—=— .
268 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

Hence, by § 7 2,
C ( - 2m) = 0, C(l - 2m) = (-)-J5«/(2m) (»» = 1, 2, 3, ...),

These equations give the value of f (s) when s is a negative integer or zero.

13*15. The formula* of Hurwitz for f (s, a) when a< 0.

Consider — -—. — ~ — dz taken round a contour C consisting of

z 6
2m] c l-e~
a (large) circle of radius (2iV-f l)7r, (JV an integer), starting at the point
(2N + 1)TT and encircling the origin in the positive direction, arg(— z) being
zero at z = - (2N + 1 ) IT.
In the region between G and the contour (2iW + 7r; 0 +), of which the
contour of § 1313 is the limiting form, (— z)*-xe~az (1 — e~z)~x is analytic and
one-valued except at the simple poles ± 2wi, ± 4rjri, ..., ± 2JWi.
Hence
( }
? \\ ddz=Z(R
Z R n +
R R'n)t
where i i n , jRn' are the residues of the integrand at 2nm, — 2niri respectively.
At the point at which — z = 2mre~^Klf the residue is

and hence Rn + Rn = (2n7r)*~1 2 sin (% sir + 2iran

Hence

- —f
r(0+) /-*y-i«-« ,

1-e^
__2sin^7r ^ cos(27ran) 2 cos ^57r ^r sin {2iran)

Now, since 0 < a < 1, it is easy to see that we can find a number K
independent of N such that | e~al (1 - e~*)~' | < K when z is on C.
Hence

— 0 as ^ — oo if a < 0.
* Zeiuchrift fiir Math, und Phys. xxvu. (1882), p. 95.
13'15-13*2] THE ZETA FUNCTION OF RIEMANN 269
Making N -*- oo , we obtain the result of Hurwitz that, if a < 0,
„, , 2 r ( l - « ) f . /l \ " cos(2?ran) (\ \ £ sin (2<rrari))

each of these series being convergent.

13151. Riemann s relation between £(s) and f (1 — s).

If we write a = 1 in the formula of Hurwitz given in § 1315, and employ
§ 1214, we get the remarkable result, due to Riemann, that

21"* r(s)CO) cos Ut

Since both sides of this equation are analytic functions of s, save for isolated
values of s at which they have poles, this equation, proved when a < 0,
persists (by § 5*5) for all values of s save those isolated values.
Example 1. If m be a positive integer, shew that
((2m) = 2im~l n*™ BJ(2m) !.

Example 2. Shew that r (£«) n~^8((«) is unaltered by replacing s by 1 - s .

(Riemann.)
Example 3. Deduce from Rietnann's relation that the zeros of ((s) at - 2, - 4, - 6,...
are zeros of the first order.

13*2. Her mite's* formula for f(s, a).

Let us apply Plana's theorem (example 7, p. 145) to the function
<f> (z) = (a + f)~*, where arg (a + z) has its principal value.
Define the function q (x, y) by the equation
1 .
^ (x> y) = «:• Ka + * + w * - ( a
= — {(a 4- #)2 + y2} ^* sin •!« arc tan —~—

Since f arc tan does not exceed the smaller of \TT and • ^ , we
+a
have

\q{*, isinh
U s i n g t h e f i r s t r e s u l t w h e n \y\> a a n d t h e s e c o n d w h e n \y\< a it is

* Annali di Matematica, (3), v. (1901), pp. 57-72.

t If£>O,arctan£ = j ^ JL-2< j " JL; and arc tan|< ( f de.
270 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

evident that, if a > 0, I q (x, y) (e^ — I)" 1 dy is convergent when x % 0 and

Jo
,00

tends to 0 as x + oo ; afeo (a + x)~*dx converges if a > 1.

Jo
Hence, if <r > 1, it is legitimate to make #a -+* oo in the result contained in
the example cited; and we have

f(s, a) = la-<+j^ (a + x)-°dx + 2J^ (a2**/2)"** Jsin (s arc tan ^ l - J ^ - .

So

£(*>«)-5- a ~ f + 7 = 1 + 2 / 0 (« a +y 2 )"** j s i n ^ a r c t a n | J J ^
This is Hermite's formula*; using the results that, if y ^ 0,

arc tan y/a ^ yja ( y < o ct7r), arc tan y/a < 2s TT

we see that the integral involved in the formula converges for all values of s.
Further, the integral defines an analytic function of s for all values of s.
To prove this, it is sufficient (§ 5*31) to shew that the integral obtained by differentiating
under the sign of integration couverges uniformly; that is to say we have to prove that
dy
( f - i log (a2+y2) (a2 + f) ~ ** sin (s arc tan ^

/ " [(«•+*)-»• arc tan f cos (. arc tan j ) ]

converges uniformly with respect to 8 in any domain of values of 8. Now when | « | ^ A,
where A is any positive number, we have

(a2 + y2)-*s arc tan - cos (8 arc tan - ) < (a 2 + #2)*A - cosh (£rrA);
a \ a/1 a
y
since - / (a2_j.y2^iA ^

converges, the second integral converges uniformly by § 4*431 (I).

By dividing the path of integration of the first integral into two parts (0, £*•«),
(lira, x ) and using the results

sin ( s arc tan —) < sinh —, sin ( 8 arc tan - ) < sinh ^TTA
V aj\ a \ a) \

in the respective parts, we can similarly shew that the first integral converges uniformly.

Consequently Hermite's formula is valid (§ 5*5) for all values of s, and

it is legitimate to differentiate under the sign of integration, and the
differentiated integral is a continuous function of s.
* The corresponding formula when a = l had been previously given by Jensen.
13*21, 13'3] THE ZETA FUNCTION OF RIEMANN 271

13*21. Deductions from Hermites formula.

Writing s = 0 in Hermite's formula, we see that

Making s -*~l, from the uniformity of convergence of the integral involved

in Hermite's formula we see that

Hence, by the example of § 12*32, we have

Further, differentiating* the formula for f (s, a) and then making s - • 0,

we get
<* w ,) ,. f l ., a1-log a a1-

2 j I - ^ log (a2 + y 2 ). (a2 + f)' & sin (s arc tan ^

^ cos f« arc tan

jloga-a + ft2j/'* arc tan (y/a)

^J
Hence, by § 12*32,

These results had previously been obtained in a different manner by

Lerchf.
Corollary. Km if ( , ) _ - ! . J« 7 > ?' (0) = -ilog(2ir).

13*3. JSuler's product for

Let < r ^ l + 8; and let 2, 3, 5, . . . p , ... be the prime numbers in order.
Then, subtracting the series for 2~* £(s) from the series for ?($), we get

* This was justified in § 13 2.

f The formula for f (s, a) from which Lerch derived these results ia given in a memoir
published by the Academy of Sciences of Prague. A summary of his memoir is contained in
the Jahrbuch iibcr die Fortschritte der Math. 1893-1894, p. 484.
272 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

all the terms of %n~* for which n is a multiple of 2 being omitted; then in
like manner
l 2 ) ( l 3 ) = + + + ...,
all the terms for which n is a multiple of 2 or 3 being omitted; and so on;
so that
f <«). (1 - 2-0 (1 - 3 - ) . . . (1 -/>-*) = 1 + 2 ' n - ,
the ' denoting that only those values of n (greater than p) which are prime
to 2, 3, ... p occur in the summation.
Now * | frr9 \ ^ l'rrl~* $ 2 n"1"6 ^ O a s » - x ,
n=j>+l
Therefore i / ( r ^ l + 8, the product f (s) II (1 -p~') converges to 1, where
p
the number p assumes the prime values 2, 3, 5, ... only.
But the product II (1 — p~8) converges when a ^ 1 4- 8, for it consists of
v
00

some of the factors of the absolutely convergent product II (1 — rr*).

n=2
Consequently we infer that f (s) has no zeros at which a ^ 1 + S; for if
it had any such zeros, II (1 — p~") would not converge at them.
p
Therefore, if a > 1 + 8,

This is Euler's result.

13 31. Riemann s hypothesis concerning the zeros of f (s).
It has just been proved that £ (s) has no zeros at which a > 1.
From the formula (§ 13*151)
C(«) = 2-* <n< {r («)}-* sec ( J w ) ?(1 - s)
it is now apparent that the only zeros of f(s) for which a < 0 are the zeros
of {T(s)}-1 sec Q sir J , i.e. the points a «* - 2, - 4, ....

Hence all the zeros of f (a) except those at — 2, — 4, ... Ke in £Aa£ $£Wp q/*
the domain of the complex variable s which is defined by 0 ^ a ^ 1.
It was conjectured by Riemann, but it has not yet been proved, that all
the zeros of J (s) in this strip lie on the line a = ^ > while it has quite recently
been proved by Hardy f that an infinity of zeros of f (s) actually lie on a = % •
It is highly probable that Riemann's conjecture is correct, and the proof of
it would have far-reaching consequences in the theory of Prime Numbers.
* The first term of 2' starts with the prime next greater than p.
f Comptes Rendus, CLVIII. (1914), p. 1012; see p. 280.
13*31, 13'4] THE ZETA FUNCTION OF RIEMANN 273

13*4. Riemanns integral for £(s).

It is easy to see that, if a > 0,

Hence, when <T > 0,

n w
Now, if w(a;)=: 2 e " , since, by example 17 of Chapter vi (p. 124),
n=l
1 4- 2t=r (x) = a?"* {1 + 2w (I/a?)}, we have lim a?4 «r (a;) = 1 ; and hence

©•(a?)^*"""1 cir converges when a > 1.

Jo
Consequentlyy if a > 2,

Now, as in § 13*12, the modulus of the last integral does not exceed

Jo [n = N+l o l-

•/;

-*• 0 as N •*• oo, since a > 2.

Hence, when <r > 2,

Consequently

Now the integral on the right represents an analytic function of s for all
values of 5, by § 5*32, since on the path of integration

«r (x) < e-"x I e~mirx ^ e~«x (1 - e-w)"\

n=0
Consequently, by § 5 5 , the above equation, proved when <r > 2, persists for
all values of s.
274 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

If now we put

we have
£(0-3 - (*2+ ijj ^"^Wcos (^tlogx^j dx.

Since #~2«r(#)-Lloga^ cos ( ^ l o g a + ^ftTrjcfc

satisfies the test of § 4*44 corollary, we may differentiate any number of times
under the sign of integration, and then put t = 0. Hence, by Taylor's
theorem, we have for all values* of t

by considering the last integral am is obviously real.

This result is fundamental in Riemann's researches.
13*5. Inequalities satisfied by £(«, a) when <r> 0.
We shall now investigate the behaviour of f (a, a) as t-*- ± oo, for given values of <r.
When <r> 1, it is easy to see that, if N be any integer,

where
JnK)
l - s

»
/
du

Therefore the series 2 fn(s) is a uniformly convergent series of analytic functions

oo

when <T > 0; so that 2 fn (a) is an analytic function when a- > 0 ; and consequently, by
n=N
§ 5*5, the function £ (5, a) may be defined when o- > 0 by the series

Now let [*] be the greatest integer in 111; and take iV= [<]. Then

U()K n=0
| ( ) | | « ) ( [ ] ) } |
n=[t]
|
[t]
2 (
n=0

* In this particular piece of analysis it is convenient to regard t as a complex variable,

defined by the equation s — % + it; and then £ (t) is an integral function of t.
135, 13*51] THE ZETA FUNCTION OF RIEMANN 275

Using the Maclaurin-Cauchy sum formula (§ 4*43), we get

| ((«, a) | < a - ' + f {t\a + xy*dx+ \ 11"1 (W + a J ^ + l s | f °° (tf+a)-*"1 <£r.

Jo J[t]-i
Now when 5 ^ cr < 1 - 5 where 5 > 0, we have

|f(*,a)|<a^+(l-oO-M(a + [ ^
JSWtf f (*,«) = 0 (1111""'), *ta constant implied in the symbol 0 being independent of s.
But, when l - 8 ^ < r ^ l + S, we have

| £(», a) | = 0(| < l1-^ + iW

Jo

since (a + .r)~ <r ^a 1 ~ a (a+^)- 1 when a-^1, and (a+^)~°"^ (a+W)1""' (« + ^)~ l when
o-^l, and so

When
2
71 = 1

13*51. Inequalities satisfied by {(s, a) '^Ae^ a- ^ 0 .

We next obtain inequalities of a similar nature when a ^ S. In the case of the

function f («) we use Riemann's relation

Now, when o- < 1 - 8 , we have, by § 1233,

T(l-s) = 0{e{h's
and so

Since arc tan ^/(l — <r)= ± lrr + 0 (t~l\ according as t is positive or negative, we see, from
the results already obtained for £ (*, a), that

In the case of the function f (*, a), we have to use the formula of Hurwitz (§ 13*15)
to obtain the generalisation of this result; we have, when <r < 0,

where (a (1 - s) = 2 .
n=l ^ *

Hence ( 1 - e 2 f f i a K a ( l ~ a ) = e2'"« + 2 «2»™» i y - i _ ( w _ i)»-n

n=2

+ (s-l) 2 e2niria fH u'-*du;

n=N+l Jn-1
since the series on the right is a uniformly convergent series of analytic functions
whenever < r ^ l - 5 , this equation gives the continuation of £ a ( l - s ) over the range
O ^ c r ^ l - d ; so that, whenever cr ^ 1 - 5, we have

2 {w^ + Cn-iy-^ + l*-!! 2 I* u^-'du.

276 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

Taking N**[t]y we obtain, as in § 13*5,

And obviously

Consequently, whether a is unity or not, we have the results

We may combine these results and those of § 135, into the single formula
C(«,a)-0(Ur
where*
); r(ir)-0,
and the log 11 | may be suppressed except when - b ^ a ^ d or when 1 —

13*6. The asymptotic expansion of log T {z + a).

From § 12'1 example 3, it follows that

Now, the principal values of the logarithms being taken,

LV« ( « + n)J m=i m (a + «) m J OT=1

n =i m ow"
If | z j < a, the double series is absolutely convergent since
I r «i*i lo ^ i
L( ) a+nj a-fw
converges.
Consequently
. e-y*r(a) z % az • C-)*" , a).
6
r ( ^ + a) a n = 1 n ( a + n) m=r2 m
Now consider -^—. I —: £ (s, a) ds, the contour of integration beinir
27rtJc ssirnrs °
similar to that of § 12*22 enclosing the points 5 = 2, 3, 4, ... but not the
points 1, 0, — 1 , - 2 , ...; the residue of the integrand at s = ra(ra>2) is
-—— zm £ (m, a); and since, as a -*~ oo (where «=<r + t^), f (s, a) = 0 (1), the
integral converges if | z \ < 1.
* It can be proved that r (<r) may be taken to be £ (1 - <r) when 0 ^ <r ^ 1. See Landau, Prim-
zahlen, § 237.
13*6] THE ZETA FUNCTION* OF RIEMANN 277

Consequently
, en*T(a) z » az 1 f irz9 ,
5
T(^4-a) a n= i n ( a + n) 2?n, ) c s sin 7rs *
Hence
log r(a) - _ , r ^ 1 f
6
r(z + a) T(a) 2irijc
Now let D be a semicircle of (large) radius N with centre at 5 = §, the
semicircle lying on the right of the line <r = §. On this semicircle
?(«, a) = 0 ( 1 ) , |^*| = 1^1*^ ar 8 3 , and so the integrand is* 0 {\z \*e-"\t\-tB,rgz^
Hence if | z \ < 1 and — ir + 8 ^ arg z ^ ir — S, where S is positive, the integrand
is Od^l'e- 5 1 * 1 ), and hence

I( * *
—-. yt
c(s, a)was-*-0
A
J j) 8 Sin 7TS '

as N -*- oo . It follows at once that, if | arg z | ^ ir — 8 and | z \ < 1,

H a o i
l0 T(q) _ I " (a) _if J^_w vrf

But this integral defines an analytic function of z for all values of | z | if

| arg z | ^ 7r — S.
Hence, by § 5'5, the above equation, proved when \z\ < 1, persists for all
values of | z \ when | arg z | ^ ir — 8.

Now consider I —: 1 (s, a) ds. where n is a fixed integer and

J -n~b±Ri SSlliTTS °
i? is going to tend to infinity. By § 13*51, the integrand is 0 {z*e-6RRT((r)}t
anc nence e u
where — n — g ^ ^ ^ o ' ^ ^ ^ P P e r signs be taken, or if the lower
signs be taken, the integral tends to zero as R -*• oo.
Therefore, by Cauchy's theorem,
T(a) _ :T'(a) { 1 j-"-^«

where Rm is the residue of the integrand at s = — m.

Now, on the new path of integration
7TZ*
s, a)
5 Sin ITS

where K is independent of z and f, and r(o-) is the function defined in

§ 13*51.

* The constants implied in the symbol 0 are independent of 8 and z throughout.

278 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

r oo

Consequently, since I e't'|£|T'~n-i)cfa converges, we have

when | z | is large.
(—)mz~mK(—m a)
Now, when m is a positive integer, Rm — -— — —- , and so
"~ 7YI

by §13-14, Rm^r^t^tl, where </>m» denotes the derivate of

Bernoulli's polynomial.
Also Ro is the residue at s = 0 of

and so i?0 = U - a j log * + f' (0, a)

= ( | - a) log 5 + log T (a) - I log (2TT),

by § 13-21.
And, using § 13'21, i ^ is the residue* at £ = 0 of

Hence it_! = — z log # + ^ ~fT7~\ + ^«

1 (a)
Consequently, finally, if | arg z \ ^ 7r — 8 and | z \ is large,

log T(^ 4- a) _ ^ + a - i j log^~^ + | log(27r)

In the special case when a = 1, this reduces to the formula found

previously in § 12'33 for a more restricted range of values of arg*.
The asymptotic expansion just obtained is valid when a is not restricted
by the inequality 0 < a ^ 1; but the investigation of it involves the rather
more elaborate methods which are necessary for obtaining inequalities satisfied
by C(5> a) when a does not satisfy the inequality 0<a% 1. But if, in the
formula just obtained, we write a = 1 and then put z + a for z} it is easily
seen that, when | arg (z + a) \ ^ TT — 8, we have
log T 0 + a + 1) = (z + a 4- | j log (z + a) - z - a + \ log (2TT) + o (1);

* Writing 8-S+l.
13'6] THE ZETA FUNCTION OF RIEMANN 279

subtracting log (z + a) from each side, we easily see that when both

| arg (z + a) | ^ IT — h and | arg z | ^ IT — B,

we have the asymptotic formula

f g z - z + \ log ( 2TT) + o (1),

where the expression which is o (1) tends to zero as • 00 .

REFERENCES.
G. F. B. RIEMANN, Oes. Werke, pp. 145-155.
E. G. H. LANDAU, Handbuch der Primzahlen. (Leipzig, 1909.)
E. L. LINDELOF, Le Calcul des Re'sidus, Ch. iv. (Paris, 1905.)
E. W. BARNES, Messenger of Mathematics, xxix. (1899), pp. 64-128.
G. H. HARDY and J. E. LITTLEWOOD, Ada Mathematical XLI. (1917), pp. 119-196.

MISCELLANEOUS EXAMPLES.
1. Shew that

(Jensen, VIntermediaire des Math. (1895), p. 346,)

2. Shew that

C (*)-r~7 2
( ( J + y 2 ) ' * ' s i n (* *«>
s-1 ~ ' jo
ten
y) e^7*-;
y
+1 •
(Jensen.)
3. Discuss the asymptotic expansion of log O (z 4* a), (Chapter xn example 48) by
aid of the generalised Zeta-function. (Barnes.)
4. Shew that, if o- > 1,

the summation extending over the prime numbersp — 2, 3, 5, ....

(Dirichlet, Journal de Math. iv. (1839), p. 407.)
5. Shew that, if <r> J,
_ £1W * A W
fW nil »• '
where A (w) = 0 when ?i is not a power of a prime, and A (n) = \ogp when n is a power of a
prime p.
6. Prove that

jo
(Lerch, Krakow Rozprawy*, II.)

See the Jahrbuch iiber die Fortschritte der Math. 1893-1894, p. 482.
280 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIII

7. If

where | x \ < 1, and the real part of s is positive, shew that

and, if s < 1,
l i m (1 -x)l~*<j> (si #) = r (1 — 8).

(Appell, Comptes Rendus, LXXXVII.]

8. If x, a, and 8 be real, and 0 < a < 1, and * > 1, and if

<£(*, a, «)= 2
n=0
shew that

and

(Lerch, .4 eta itoA. xi.)

9. By evaluating the residues at the poles on the left of the straight line taken as
contour, shew that, if k > 0, and | arg y | < Jir,

and deduce that, if £ > \,

and thence that, if a is an acute angle,

£ (0 ^ =
(Hardy.)
10. By differentiating 2n times under the integral sign in the last result of example 9,
and then making a -»• JTT, deduce from example 17 on p. 124 that

By taking n large, deduce that there is no number t0 such that £(t) is of fixed sign
when t > *o> and thence that £(«) has an infinity of zeros on the line <r = J.
(Hardy.)
[Hardy and Littlewood, Proc. London Math. Soc. xix. (1920), have shewn that the
number of zeros on the line a = h for which 0 < t < T is at least 0(T) as 7T-^ oo ; if the
+
Riemann hypothesis is true, the number is - - T log T- °g n
T+ 0 (log T); see
Landau, Primzahlen, i. p. 370.]
 CHAPTER XIV
THE HYPERGEOMETRIC FUNCTION

141. The hypergeometric semes.

We have already (§ 2*38) considered the hypergeometric series*
a.b a(g + l)6(6 + l) a(a + l)(q+ 2) 6(6+ l)(6 + 2)
l.c 1.2.c(c + l) 1.2.3.c(c + l)(c + 2)
from the point of view of its convergence. It follows from § 2*38 and § 5*3
that the series defines a function which is analytic when | z \ < 1.
It will appear later (§ 14*53) that this function has a branch point at z = 1
and that if a cutf (i.e. an impassable barrier) is made from + 1 to + oo along
the real axis, the function is analytic and one-valued throughout the cut
plane. The function will be denoted by F (a, b; c; z).
Many important functions employed in Analysis can be expressed by
means of hypergeometric functions. Thus*

Example. Shew that

i-F{a% b; c; z) = ~F(a+\, 6 + 1; c + 1; z).

CLZ C

1411. The valued of F(a, b; c; 1) when R(c-a-b)>0.

The reader will easily verify, by considering the coefficients of xn in the

* The name was given by Wallis in 1655 to the series whose nth term is
a { a + b) \ a + 2b] ... {a + ( n - l ) b \ .
Euler used the term hypergeometric in this sense, the modern use of the term being apparently
due to Kuramer, Journal filr Math. xv. (1836).
t The plane of the variable z is said to be cut along a curve when it is convenient to consider
only such variations in z which do not involve a passage across the curve in question ; so that
the cut may be regarded as an impassable barrier.
J It will be a good exercise for the reader to construct a rigorous proof of the third of these
results.
§ This analysis is due to Gauss. A method more easy to remember but more difficult
to justify is given in § 14*6 example 2.
282 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

various series, that if 0 ^ x < 1, then

c { c - l -(2c-a- b - l)x\ F(a, b; c; a?) + ( c - a)(c-b)xF(a, 6; c + 1; x)
= c(c-l)(l-x)F(a,b;c-l;x)

= c (c - 1) jl + Mun - un^) A ,
where un is the coefficient of xn in F(a, b; c — 1 ; #).
Now make x—>1. By § 3*71, the right-hand side tends to zero if
1 + 2 (un — un^) converges to zero, i.e. if un—>0, which is the case when
n—\

R ( c _ a _fc)> o.
Also, by § 2*38 and § 3*71, the left-hand side tends to
c(a + 6 - c ) - P ( o , 6; c; 1 ) + ( c - a ) ( c - 6 ) ^ ( a , 6; c + 1 ; 1)
under the same condition; and therefore

Repeating this process, we see that

= ^ hm n ) _-—^A__— a i i m j?(a 6; c + m ; 1),

U^oo n=o (c + n) (c - a - b + n)J m^ac v ;>

if these two limits exist.

But (§ 1213) the former limit is ~ ^^r rr> if c is not a negative
1 \C — a) 1 yc —~ 0)
integer; and, if un (a, 6, c) be the coefficient of xn in F (a, 6; c; #), and
m > | c |, we have
00

I F (a, b; c + m ; 1) - 1 ( ^ 2 | un (a, 6, c + m) \

< M w ( | | + , | | + , + | | )
m —|c|M=o
Now the last series converges, when m > | c | + |a| + |6| — 1, and is a positive
decreasing function of ra ; therefore, since [m — \ c\)~l—>0, we have
Iim F(a, b\ c + w ; 1)= 1;
and therefore, finally,
sw »,- n r(c)r(c-a-ft)
f(abcl)=
14*2, 14'3] THE HYPERGEOMETRIC FUNCTION 283

14*2. The differential equation satisfied by F (a, b; c ; z).

The reader will verify without difficulty, by the methods of § 10*3, that
the hypergeometric series is an integral valid near z = 0 of the hypergeometric
equation*

from § 10*3, it is apparent that every point is an 'ordinary point' of this

equation, with the exception of 0, 1, oo, and that these are 'regular points.'
Example. Shew that an integral of the equation

•(•£+•)(•*•»)-(•*-)(•*-')—
is
b + a) a-/3+l; z).
14'3. Solutions of Riemann s P-equation by hypergeometric functions.
In § 10*72 it was observed that Riemann's differential equation +

*? + P - « - f l / + 1-P-& + l ~ 7 - 7 / 1 du
dz2 \ z — a z—b z— c j d ^
fqa' (a - 6) (a ~ c) 0ff(b-c)(b-a) yy'(c - a) (c- b))
\ z— a z—b z—c )

x 7 ^ rr- . = 0,

by a suitable change of variables, could be reduced to a hypergeometric

equation; and, carrying out the change, we see that a solution of Riemann's
equation is

provided that a — a' is not a negative integer; for simplicity, we shall,

throughout this section, suppose that no one of the exponent differences
a —a', /3 — /3', 7 — 7' is zero or an integer, as (§ 10*32) in this exceptional
case the general solution of the differential equation may involve logarithmic
terms; the formulae in the exceptional case will be found in a memoir J by
Lindelof, to which the reader is referred.
Now if 0 be interchanged with a', or 7 with y, in this expression, it must
still satisfy Riemann's equation, since the latter is unaffected by this change.

* This equation was given by Gauss.

t The constants are subject to the condition a + af+ p +fi'+y + y' = l.
X Ada Soc. Scicnt. Fennicae, xix. (1893). See also Klein's lithographed Lectures, Ueber die
hypcrgeometri8che Funhtion (Leipzig, 1894).
284 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

We thus obtain altogether four expressions, namely,

which are all solutions of the differential equation.

Moreover, the differential equation is unaltered if the triads (a, a', a),
(ft, y8', 6), (7, 7', c) are interchanged in any manner. If therefore we make
such changes in the above solutions, they will still be solutions of the
differential equation.
There are five such changes possible, for we may write
{b, c, a}, {c, a, b}} {a, c, 6}, [c, b, a}, {6, a, c]
in turn in place of {a, bf c], with corresponding changes of a, a', ft, ff, 7, 7'.
We thus obtain 4 x 5 = 20 new expressions, which with the original four
make altogether twenty-four particular solutions of Riemann's equation, in
terms of hypergeometric series.
The twenty new solutions may be written down as follows:

* * < * • • -

z - c\y (z - b\*
) ()
14*4] THE HYPERGEOMETRIC FUNCTION 285

!••»•*

*" • • - *

By writing 0, 1 - C, A, By 0, C - A - B, x for a, a\ 0, /3', y, y\

j j~Y r respectively, we obtain 24 solutions of the hypergeometric
equation satisfied by F(A, B; C) oo).
The existence of these 24 solutions was first shewn by Kummer*.

14*4. Relations between particular solutions of the hyper geometric equation.

It has just been shewn that 24 expressions involving hypergeometric
series are solutions of the hypergeometric equation; and, from the general
theory of linear differential equations of the second order, it follows that, if
any three have a common domain of existence, there must be a linear relation
with constant coefficients connecting those three solutions.
If we simplify ?/l5 u.2, u3y it4; u17) Uj6; u^, U& in the manner indicated at
• Journal filr Math. xv. (1836), pp. 39-83, 127-172. They are obtained in a different manner
in Forsyth's Treatise on Differential Equations, Chap. vi.
286 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

the end of § 14*3, we obtain the following solutions of the hypergeometric

equation with elements A, B, C, x:

y2 = ( - xy-° F (A - C + 1, B - G + 1; 2 - C; x\
y$ = {L — x) F \\J — £>, o — J\ , o , # j .
y4 = ( - x?-c(\ - a ? ) ^ - * jp(l - i?, 1 - A ; 2 - G) x),
y17 = F (A, £ ; A + i* - C + 1; 1 - x\
yl% = (\-x)c-A-BF(C-B, C-A; C-A-B + l; l-«),
2/2l == (— ^r)-5 jP(J., A — G +1) A — B + 1; ar"1),
y22 = (-x)-AF(Bf B-C+l\B-A + 1;«-1)-
If | a r g ( l — a?) | < 7r, it is easy to see from § 2 5 3 that, when \x\< 1, the
relations connecting t^, 1/2, 3/3, 3/4 must be yi=y9, y^ — y^ by considering the
form of the expansions near x = 0 of the series involved.
In this manner we can group the functions ult... u^ into six sets of four*,

u10, u12, u16, uw, such that members of the same set are constant multiples of
one another throughout a suitably chosen domain.
In particular, we observe that uly u3, un, u16 are constant multiples of a
function which (by §§ 5#4, 2*53) can be expanded in the form
00
+ 2 en(z-a)n
n= l
when I z — a \ is sufficiently small; when arg (z — a) is so restricted that
(z — a)a is one-valued, this solution of Riemann's equation is usually written
P<a). And P ( a ) ; P ( 0 ) , P^' 1 ; P(*}, P ( y ) are defined in a similar manner when
\ z — a\, I s — 6 |, \z — c\ respectively are sufficiently small.
To obtain the relations which connect three members of separate sets
of solutions is much more difficult. The relations have been obtained by
elaborate transformations of the double circuit integrals which will be obtained
later in § 14*61; but a more simple and singularly elegant method has recently
been discovered by Barnes; of his investigation we shall give a brief account.
14'5. Barnes1 contour integrals for the hypergeometric function^.
1
n -i r r(a + s)r(b + s)V(-s), w
Consider T—; ~ - ^ ^— '(-z)*ds,
v f
27nJi T{c + s)
where |arg(—2)| <7r, and the path of integration is curved (if necessary) to
ensure that the poles of r(a + s)r(b + s), viz. s = — a — n, — 6—n(?i = 0, 1, 2, ...),
* The special formula
F(A,
v 1; C;x) = -^—F (C - A, 1; C; ~ ) ,
' I-x \ x~\)
which is derivable from the relation connecting ux with w13, was discovered in 1730 by Stirling,
Methodus Differential is, prop. vn.
t Proc. London Math. Soc. (2), vi. (1908), pp. 141-177. ^References to previous work on similar
topics by Pincherle, Mellin and Barnes are there given.
14'5] THE HYPERGEOMETRIC FUNCTION 287

lie on the left of the path and the poles of F(— s), viz. s = 0, 1, 2, ..., lie on
the right of the path *.
From § 136 it follows that the integrand is

as 5->oo on the contour, and hence it is easily seen (§ 5*32) that the integrand
is an analytic function of z throughout the domain defined by the inequality
| arg z | ^ 7T — 8, where S is any positive number.
Now, taking note of the relation F (— s) F (1 4-5) = — 7r cosec sir, consider

lirijc F (c 4- s) F ( l + s) sin sir '

where G is the semicircle of radius N 4- 5 on the right of the imaginary axis
with centre at the origin, and N is an integer.
Now, by § 13*6, we have

= 0 ( ^ }
s ) F ( l + s ) sinsTr sin sv
as JV—> oo, the constant implied in the symbol 0 being independent of arg s
when s is on the semicircle; and, if s = (N + i ) eie and | z | < 1, we have
(— zf cosec sir = 0 exp \ (N + ^j cos 6 log | z \ — (N 4- %) a^Q & arg (— z)

0 Texp | ( ^ + | ) cos 6 log \.z| - f-^ + J) S| sin <?

Hence if log | z \ is negative (i.e. \z\< 1), the integrand tends to zero
suflSciently rapidly (for all values of 6 under consideration) to ensure that
I —»0 as
Jc
Now f - + +
by Cauchy's theorem, is equal to minus 2m times the sum of the residues
of the integrand at the points 5 = 0, 1, 2, ... JV. Make iV—>oo, and the last
* It is assumed that a and b are such that the contour can he drawn, i.e. that a and b
are not negative integers (in which case the hypergeometric series is merely a polynomial).
288 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

three integrals tend to zero when | arg (— z) | ^ TT — 8, and | z | < 1, and so, in
these circumstances,
s) I T(a + n)T(b+n)

the general term in this summation being the residue of the integrand at
s = n.
Thus, an analytic function (namely the integral under consideration) exists
throughout the domain defined by the inequality \ a,rgz\ < ir, and, when \z\<l,
this analytic function may be represented by the series

V * y^ ~r " / * y" -r » / n

n=0 r ( c + n).ni
The symbol jP(a, 6; c; #) will, in future, be used to denote this function
divided by T (a) r ( 6 ) / r ( c ) .

1451. The continuation of the hyper geometric series.

To obtain a representation of the function F(a, b\c\ z) in the form of
series convergent when | z \ > 1, we shall employ the integral obtained in
§ 14*5. If D be the semicircle of radius p on the left of the imaginary axis
with centre at the origin, it may be shewn* by the methods of § 14*5 that

as p—>oo , provided that | arg (— z) \ < IT, \ z \ > 1 and p~+co in such a way
that the lower bound of the distance of D from poles of the integrand is
a positive number (not zero).
Hence it can be proved (as in the corresponding work of § 14*5) that, when
arg (rz)\<ir and | z \ > 1,
1 [T(a + s)r(b+s)T(-8)d
'(-z)<ds
r (c + »)
* F(a-fw) F ( l — c + a-f n) sin(c— a — n)ir , .
w=0T (1 + n) F (1 — 6 -h a + n) cos mr sin (b — a — n) TT ^ '
. | r ( & + Q ( l c + + ) sin(c-6-n)7r _n
n = 0 F (1 + n) F (1 — a + 6 + n) cos Twr sin (a — b — n) IT ^ '
the expressions in these summations being the residues of the integrand at
the points s — — a — nys = — b — n respectively.
It then follows at once on simplifying these series that the analytic

* In considering the asymptotic expansion of the integrand when | s | is large on the contour
or on D, it is simplest to transform T (a + «), T (6 + *), F(c + «) by the relation of § 12*14.
 1451, 14'52] THE HYPERGEOMETRIC FUNCTION 289

continuation of the series, by which the hypergeometric function was originally

defined, is given by the equation

where |arg{—z)\< ir.

I t is readily seen that each of the three terms in this equation is a solution
of the hypergeometric equation (see § 14*4).

This result has to be modified when a - b is an integer or zero, as some of the poles of
T(a+s)r(h + 8) are double poles, and the right-hand side then may involve logarithmic
terms, in accordance with § 14*3.

Corollary. Putting b = c, we see that, if | arg ( - z) \ < TT,

r(a)(i-*)-«-ip' r(a+«)r(-*)(-•*)•*,
where (1 -z)""a-»*l as 2-^0, and so the value of | arg (1 —z) | which is less than n always
has to be taken in this equation, in virtue of the cut (see § 14*1) from 0 to +co caused
by the inequality | arg (-z)\<n.

14*52. Barnes* lemma that, if the path of integration is curved so that the poles of
r (y - 8) r (d — s) lie on the right of the path and the poles of r (a + s) T (/3 + s) lie on the left*,
then

Write / for the expression on the left.

If C be defined to be the semicircle of radius p on the right of the imaginary axis with
centre at the origin, and if p-*~cc in such a way that the lower bound of the distance of
C from the poles of r (y - s) T (8 - s) is positive (not zero), it is readily seen that

>»ooeec(y-«)irooaec (*-«)»•

as | 8 | -•- oo on the imaginary axis or on C.

Hence the original integral converges; and / -»~0asp-»-ao, when 72 (a +/9-f-y-}-fl - l ) < 0 .
Thus, as in § 14*5, the integral involved in 1 is - 2rri times the sum of the residues of the
integrand at the poles of r (y — s) V (d -s) ; evaluating these residues we gett

/ = • r ( a + y+n)rQ8 + y H t ) n « V (a + d + n) T (0 + d + n) n

* It is supposed that a, 0, 7, 5 are such that no pole of the first set coincides with any pole
of the second set.
t These two series converge (§ 2*38).
290 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

And so, using the result of § 1214 freely, by § 14*11 :

i r r ( i - a - f l - y - a ) f r (a4-a) r (£+3) r(a+y)r(g+ y ) )

sin(y-d)7T lr(l-a-y)r(l-/8-y) r (1-a-«) T(l-0-djj

- sin (a + d) n sin (0 4- 6) w}.

But 2 sin (a+y) TT sin (/9 + y) TT - 2 sin (a4-5) n sin (£ + 5) ?r
= cos (a —j8) 7T - cos (a + # + 2y) TT- cos (a —£) w + cos (a + /34-2d) tr
= 2 sin ( y - 5) 7T sin (a + /3 + y + d) TT.
Therefore 7_r(,+y)rtf+r)r(.+»)r(g + ^
r(a-f jS-hy + S) '
which is the required result; it has, however, only been proved when

but, by the theory of analytic continuation, it is true throughout the domain through
which both sides of the equation are analytic functions of, say, a; and hence it is true for
all values of a, 0, y, b for which none of the poles of r ( a + «) V 0 + *), qua function of 5,
coincide with any of the poles of r (y - s) r (5 - s).
Corollary. Writing s + k, a-ky fi-ky y-l-£, b + k in place of *, a, ft y, a, we see that
the result is still true when the limits of integration are — £ + » i, where Ic is any real
constant.
14*53. The connexion between hypergeometric functions of z and ofl—z.
We have seen that, if | arg (-z) \ <»r,

( ) ( )
by Barnas' lemma.
If lc be so chosen that the lower bound of the distance between the s contour and the
t contour is positive (not zero), it may be shewn that the order of the integrations*
may be interchanged.
Carrying out the interchange, we see that if arg (1 -z) be given its principal value,
T (c - a) T (c- b)r (a) T (b)F(a, b; c; a)/r (c)

c-a-b-t)\^-. f*'

* Methods similar to those of § 4-51 may be used, or it may be proved without much difficulty
that conditioDS established by Bromwich, Infinite Series, § 177, are satisfied.
14*53, 14*6] THE HYPERGEOMETRIC FUNCTION 291
Now, when | arg (1 - z) \ < 2n and | 1 - z | < 1, this last integral may be evaluated by the
methods of Barnes' lemma (§ 14*52); and so we deduce that
T (c- a)T (c-b)T (a)r(b) F(ay b ; c; z)
= r(c)T(a)r(b)T(c-a-b)F(a, b; a + 6 - c + l ; 1-*)

a result which shews the nature of the singularity of F (a, b ; c ; z) at 2 = 1.

This result has to be modified if c — a - b is an integer or zero, as then
r ( a + 0 r (6+*) r (c - a - 6 - 0 r ( - 0
has double poles, and logarithmic terms may appear. With this exception, the result is
valid when | arg ( -z) | < TT, | arg (1 - z) | < n.
Taking | z \ < 1, we may make z tend to a real value, and we see that the result still
holds for real values of z such that 0 < z < 1.

14*6. Solution of Riemanns equation by a contour integral.

We next proceed to establish a result relating to the expression of the
hypergeometric function by means of contour integrals.
Let the dependent variable u in Riemann's equation (§ 10*7) be replaced
by a new dependent variable / , defined by the relation

The differential equation satisfied by I is easily found to be

dzl \ z— a z— 6 z—c J dz
(a + /9 + 7 ){( a + /8 + 7 + l)*+Sa(a+/3' + , / - l ) }
(*-a)(*-6)(«-c)
which can be written in the form
r\ / \ a L r ._ ,~v y^., / . _ T-» / \ 1 a i

+ {± (X - 2) (A. - 1) Q" (z) + (X - 1) U' (z)} 7 = 0,

where / \ = l - . a - . / Q _ r y = a/ + ^/ + 7 / j
\<i(z) = (z-a)(z-b)(z-c),
[R (Z) = 2 (a + /3 + 7) 0 - & ) ( * - c).
It must be observed that the function 1 is not analytic at x , and consequently the
above differential equation in / is not a case of the generalised hypergeometric equation.
We shall now shew that this differential equation can be satisfied by an
integral of the form
in
/= (t- a)«'+t+y-1 (t- 6 V ^ ' + y - i (t - c )a+0+/-i u _ f l - a - 0 - y dt
v
Jc '
provided that C, the contour of integration, is suitably chosen.
292 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

For, if we substitute this value of / in the differential equation, the con-

dition* that the equation should be satisfied becomes
1
( ^ (t - 6)«+0'+>-i (t - c)a+fi+y'-1 (z - t)-*-*~y-*K<ti = 0,
c
where

+ (*-*) {28 (*)

(t-zy}+(t-z
- ( 1 + a + y9 4- 7 ) (t - a ) (« - b) (t- c)

r dv
It follows that the condition to be satisfied reduces to I -37 dt=Q, where
J c dt
V = (* - a)a'+*+y (*- 6)*+^'+> (t -
The integral / is therefore a solution of the differential equation, when
C is such that V resumes its initial value after t has described C.
Now
V = (t - ay+e+y-1 (t - b)a+*'+y-1 (t - c)a+^y'-1 {z - t)-a-?-y U,
where U = (t - a)(t-b)(t- c) (z - t)~K
Now U is a one-valued function of t; hence, if C be a closed contour, it
must be such that the integrand in the integral / resumes its original value
after t has described the contour.
Hence finally any integral of the type

-c)y ( {t-ay+y+«->(t-b)y+«+t'-\t-cy+t+y'-\z--t)-«~fi-ydt,
Jc
where C is either a closed contour in the t-plane such that the integrand
resumes its initial value after t has described it, or else is a simple curve such
that V has the same value at its termini, is a solution of the differential equation
of the general hyper geometric function.
The reader is referred to the memoirs of Pochhammer, Math. Ann. xxxv. (1890),
pp. 495-526, and Hobson, Phil. Trans. 187 A (1896), pp. 443-531, for an account of the
methods by which integrals of this type are transformed so as to give rise to the relations
of §§ 14-51 and 14*53.
Example 1. To deduce a real definite integral which, in certain circumstances,
represents the hypergeometric series.

* The differentiations under the sign of integration are legitimate (§ 4-2) if the path C does
not depend on z and doeB not pass through the points a, 6, c, z ; if C be an infinite contour or if
C passes through the points a, 6, c or 2, further conditions are necessary.
1461] THE HYPERGEOMETRIC FUNCTION 293

The hypergeometric series F(a, b; c; z) is, as already shewn, a solution of the differential
equation defined by the scheme
C 0 QO 1 \
P 0 a 0 z^
[l-c b 6-a-b )
If in the integral

(z-a) 2-c)y f (^-a \

which is a constant multiple of that just obtained, we make b+cc (without paying
attention to the validity of this process), we are led to consider

[c
Jc
Now the limiting form of V in question is

and this tends to zero at t= 1 and t= oo, provided R(c)> R (b) > 0.
y»oc

We iiccordingly consider / til~c(t — l)c~b~1(t-z)~adt, where z is not* positive and

Ji
greater than 1.
In this integral, write t — u"x\ the integral becomes

Jo
We are therefore led to expect that this integral may be a solution of the differential equation
for the hypergeometric series.
The reader will easily see that if R{c)> R (b)>0,and if arg w = arg (1 - w)=0, while the
branch of 1 - uz is specified by the fact that {\ — uz)-°-^\ as w-*-0, the integral just
found is

This can be proved by expanding\ (1 —uz)~°- in ascending powers of z when | z \ < 1 and
using § 12*41.
Example 2. Deduce the result of § 14*11 from the preceding example.

14*61. Determination of an integral which represents P^a\

We shall now shew how an integral which represents the particular solution Z*a)
(§ 14*3) of the hypergeometric differential equation can be found.
We have seen (§ 14*6) that the integral

I=(z-a)a{z-b)fi(z-c)y f {t-a)fi+y+a'-l(t-b)y+a+f*'-l(t-c)a+fi+y'-Ut-z)-«-fi-ydt
Jc
.satisfies the differential equation of the hypergeometric function, provided 0 is a closed
contour such that the integrand resumes its initial value after t has described C. Now the
singularities of this integrand in the £-plane are the points a, b, c, z; and after describing
the double circuit contour (§ 12*43) symbolised by (6 + , c-t, b - , c —) the integrand returns
to its original value.

* This ensures that the point t-\\z is not on the path of integration,
f The justification of this process by § 4-7 is left to the reader.
294 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

Now, if z lie in a circle whose centre is a, the circle not containing either of the points
b and c, we can choose the path of integration so that t is outside this circle, and so
| z-a | < 11-a | for all points t on the path.
Now choose arg(2-a) to be numerically less than n and arg(^~6), arg(2-c) so that
they reduce to* arg (a-6), arg(a-c) when z-*~a; fix arg(£-a), arg (*-&), arg(J-c) at
the point N at which the path of integration starts and ends ; also choose arg (t - z) to
reduce to arg (t- a) when z-*~a.
Then (,_6^.(«_6

and since we can expand (t—z)"a~^~y into an absolutely and uniformly convergent series

we may expand the integral into a series which converges absolutely.

Multiplying up the absolutely convergent series, we get a series of integer powers of
z — a multiplied by (z-a)a. Consequently we must have

a-c)y P {a) [ib+'C+'b"'C~\t-a)fi+y

We can define I*a\ P^\ P®'\ F^y\ i^ y ) by double circuit integrals in a similar
manner.

14*7. Relations between contiguous hypergeometric functions.

Let P(z) be a solution of Riemann's equation with argument z, singularities
a, b} c, and exponents a, a!, /3, ft', y, y'. Further let P(z) be a constant
multiple of one of the six functions P(a>, P{a\ P&, P&\ P<r>, P</>. Let
Pi+\,m-\{z) denote the function which is obtained by replacing two of the
exponents, I and ??i, in P (z) by I 4- 1 and in — 1 respectively. Such functions
Pj+1>w-i (z) are said to be contiguous to P (z). There are 6 x 5 = 30 contiguous
functions, since I and m may be any two of the six exponents.
It was first shewn by Riemannf that the function P (z) and any two of
its contiguous functions are connected by a linear relation, the coefficients in
which are polynomials in z.
There will clearly be ^ x 30 x 29 = 435 of these relations. To shew how
to obtain them, we shall take P (z) in the form

P (z) = (* - aY u -Vf(z- c)y [ (t- af+y+a'-' (t - &)*+«+0'-i

Jc
(t - c ) * 4 ^ ' - 1 (t - zy-*-y dt,
where C is a double circuit contour of the type considered in § 14"61.

* The values of arg (a - b), arg (a - c) being fixed.

f Abh. der k. Ges. der Wiss. zu Gottingen, 1857; Gauss had previously obtained 15 relations
between contiguous hypergeometric functions.
147] THE HYPERGEOMETRIC FUNCTION 295

First, since the integral round C of the differential of any function which
resumes its initial value after t has described C is zero, we have

o = ( j-ut- a,y+fi+v(t - by+p'+y-1 (t - cy+w-1 (t - z)-«-t-y) at.

J c<M
On performing the differentiation by differentiating each factor in turn,
we get

Considerations of symmetry shew that the right-hand side of this

equation can be replaced by
(a

These, together with the analogous formulae obtained by cyclical inter-

change* of (a, a, a') with (6, /?, /?') and (c, 7, 7'), are six linear relations
connecting the hypergeometric function P with the twelve contiguous
functions
•X a + 1,0'—1> -* /3+1,-y'—1> ^y+l,o'-l) ^a-f-l.y'-lj •* 0 + l , a ' - i » •* >-H, ^'—1 >

-t a'+l,^'— \> -*a'-fi,y-li -T/3'-fi,Y'-l' •* /J'+l,a'—1 > -* v'+l,a'-lj -* >'-f l,/5'-l •

Next, writing t — a = (t - b) 4- (6 — a), and using + P*>^ to denote the result

of writing a — 1 for o' in P, we have
P = P.'. li *' +1 + ( 6 - a ) P a . - 1 .
Similarly P = P,<_lf y + 1 + (c - a) Ptt._2.
Eliminating Pa'_i from these equations, we have
(c-b)P + (a-c) P.._,.,-+1 + (6 - a) P.._1>y+I = 0.
This and the analogous formulae are three more linear relations con-
necting P with the last six of the twelve contiguous functions written above.
Next, writing (t — z) = (t — a) — (z — a), we readily find the relation

P = ^-b i W - i - (* - «) a+1 (*

Jc
which gives the equations
{z _ a) -> [P-(z- 6 ) - P^+1,y_1) = (* - 6)"> jP - (2 - C)- PY+I,.._,}

* The interchange is to be made only in the integrands ; the contour C is to remain

unaltered.
t Pa'-l is not a function of Riemann's type since the sum of its exponents at a, b, c is not
unity.
296 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

These are two more linear equations between P and the above twelve
contiguous functions.
We have therefore now altogether found eleven linear relations between
P and these twelve functions, the coefficients in these relations being rational
functions of z. Hence each of these functions can be expressed linearly in
terms of P and some selected one of them; that is, between P and any two of
the above functions thei*e exists a linear relation. The coefficients in this
relation will be rational functions of z, and therefore will become polynomials
in z when the relation is multiplied throughout by the least common multiple
of their denominators.
The theorem is therefore proved, so far as the above twelve contiguous
functions are concerned. It can, without difficulty, be extended so as to be
established for the rest of the thirty contiguous functions.
Corollary. If functions be derived from P by replacing the exponents a, a', & #, y, y
by a+p, a+q, /9 + r, #' + s, y + t, y+uy where p, q, r, s, t, u are integers satisfying the
relation

then between P and any two such functions there exists a linear relation, the coefficients
in which are polynomials in z.
This result can be obtained by connecting P with the two functions by a chain of
intermediate contiguous functions, writing down the linear relations which connect them
with P and the two functions, and from these relations eliminating the intermediate
contiguous functions.
Many theorems which will be established subsequently, e.g. the recurrence-formulae
for the Legendre functions (§ 15*21), are really cases of the theorem of this article.

REFERENCES.
C. F. GAUSS, Get. Werke, in. pp. 123-163, 207-229.
E. E. KUMMER, Journal fur Math. xv. (1836), pp. 39-83, 127-172.
G. F. B. RIEMANN, Ges. Math. Werke, pp. 67-84.
E. PAPPERITZ, Math. Ann. xxv. (1885), pp. 212-221.
S. PINCHERLE, Rend. Accad. Lincei (4), iv. (1888), pp. 694-700, 792-799.
E. W. BARNES, Proc. London Math. Soc. (2), vi. (1908), pp. 141-177.
H J . MELLIN, Ada Soc. Fennicae, xx. (1895), No. 12.

MISCELLANEOUS EXAMPLES.
1. Shew that
F(a, 6 + 1 ; c; z)-F(a, 6; c; *) = — ^ ( a + l, 6 + 1; c + 1 ; z).

2. Shew that if a is a negative integer while # and y are not integers, then the ratio
F(a, j9; a + j3 + l - y ; 1 -x)-r-F(a, /3; y; x) is independent of x, and find its value.
 THE HYPERGEOMETRIC FUNCTION 297

3. If P(z) be a hypergeometric function, express its derivates ~- and - ^ linearly in

terms of P and contiguous functions, and hence find the linear relation between P, -y- ,
dP
and - r y , i.e. verify that P satisfies the hypergeometric differential equation.

4. Shew that F{\, J ; 1; 4?(1 - z)} satisfies the hypergeometric equation satisfied by
F(\,\\ 1; z). Shew that, in the left-hand half of the lemniscate | z{\ -z) | = J, these two
functions are equal; and in the right-hand half of the lemniscate, the former function is
equal to F{\, £; 1; 1-z).

5. If Fa+ =F(a +1, b; c; #), Fa_ =F(a - 1, 6 ; c; .r), determine the 15 linear relations
with polynomial coefficients which connect F(a, b; c; x) with pairs of the six functions
Fa + i Fa_, Fb + , Fb_, Fe + , Fc_. (Gauss.)

6. Shew that the hypergeometric equation

is satisfied by the two integrals (supposed convergent)

and [
Jo
7. Shew that, for values of x between 0 and 1, the solution of the equation

- 2 * ) F{\ (a+ 1), £

where ^4, iB are arbitrary constants and F(a} ft; y; x) represents the hypergeometric series.
(Math. Trip. 1896.)
8. Shew that

lim [F(a,p-y>s)- 2 s y ^ + fi-y-^iy-a + ^riy-fi + nMy) + Y .^

P 7
™l ^ ' ' > Zo{ }
n\r(ya)r(yP)V(a)r(0) { }

where >t is the integer such that

(This specifies the manner in which the hypergeometric function becomes infinite when
x-*~l - 0 provided that a+fi-y is not an integer.) (Hardy.)

9. Shew that, when R(y~a-ft)<0, then

'-y ^
)

as w-^cac ; where >9n denotes the sum of the first n terms of the series for F(a, /3; y; 1).
(M. J. M. Hill, Proc. London Math. Soc. (2), v.)
298 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

10. Shew that, if yu y2 be independent solutions of

then the general solution of

2
i where .4, B, C are constants.
(Appell, Comptes Rendus, xci.)
11. Deduce from example 10 that,
IF (a b- c i-))2-: r(c)r(2c-l) » r (2a + n) r (a + 6 + 7i) r (26 +n)
t ^ » ' ' " r(2a)r(26)r(a + 6)wI0 w ! r (c + n) r(2c- 1+n)
(Clausen, Journal fur Math, in.)
12, Shew that, if | # | < i a n d | x ( l - . r ) | < £ ,
^{2a, 2£; a + £ + £ ; tfj-^fa, 0 ; a+i9 + | ; 4r(l-a7)}. (Rummer.)
13. Deduce from example 12 that

14. Shew that, if o> = e$vi and /? (a) < 1,

F(a,Za-l; 2a; -,*)-3<» ' *exp {^(3a- 1)} ^ f

/ • ( « , 3 a - l ; 2a; - „) = 3 * - * ezp {}ni{l -3a)}

(Watson, Quarterly Journal, XLI.)
15. Shew that
/-(-*«, -!» + »;»+«; -i)=(f)" f f ^ | -
(Heymann, Zeitechrift fiLr Math, und Phys. XLIV.)
a+
16. If ( l - ^ ) ^ - ^ ^ ( 2 a , 2^; 2y ; ^) =
shew that

-14.

(Cayley, PAi7. ifa#. (4), xvi. (1858), pp. 356-357. See also Orr, Camb. Phil
Trans, xvn. (1899), pp. 1-15.)

17. If the function F(a, ft £', y; x, y) be denned by the equation

^(a,ftff,y;*,yH r ( a ^

then shew that between F and any three of its eight contiguous functions
-P(o±l), F(p±l)9 F(ff±l), F(y±l\
there exists a homogeneous linear equation, whose coefficients are polynomials in x and y.
(Le Vavasseur.)
 THE HYPERGEOMETRIC FUNCTION 299

18. If y - a - / 9 < 0 , shew that, as x-*-l - 0 ,

and that, if y-a-jS=O, the corresponding approximate formula is

(Math. Trip. 1893.)

19. Shew that, when | x \ < 1,

Jc
- 4 ^ s i n arr sin ( y - a ) tr. ^ p " ' ^ ("-**(«, 3 ; 75 *)>

where c denotes a point on the straight line joining the points 0, x, the initial arguments
of v —x and of v are the same as that of xy and arg (1 - v) -*-0 as i/-*-0.
(Pochhammer.)
20. If, when | arg (1 -x) \ < 2TT,

K(x) = -1-. I'1 {T{-s

and, when | arg x \ < 2n,

K'{x)=±- f" { r ( -
by changing the variable s in the integral or otherwise, obtain the following relations :
K(x) = K'(\-x\ if|arg(l-*)|<7T.
) = K' (.r), if | arg# | < n.

(\-x)-±K(~y if|arg(l-.r)|<7r.

K' (x)=x ~ I K' (\jx\ if | arg^c | < «-.

K
A"(1-J:) = (1-^)""* ' (\~ZrX if I arg (1-A-) I < JT. (Barnes.)

21. With the notation of the preceding example, obtain the following results :

when | x | < 1, | arg x \ < n ; and

K(x)=+i(-x)-± K(\/x) + (-x)~hK'(l/x),

when | arg ( - x) | < TT, the ambiguous sign being the same as the sign of / (x).
(Barnes.)
300 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIV

22. Hypergeometric series in two variables are defined by the equations

Ft(a; ft P; y, y ; *, y)=

oo oo

where a m = a ( a + l ) . . . ( a + tti-1), and 2 means 2 2 .

Obtain the differential equations

and four similar equations, derived from these by interchanging x with y and a, £, 7 with
a', #, y when a', #, y' occur in the corresponding series.
(Appell, Comptes Rendus, xc.)
23. If a is negative, and if

where v is an integer and a is positive, shew that

r(s)r(g) % ( Rn

where /?„=s—^— '-1—— • <?( — » ) ,

6'M(^ = G(x)-G(-n) a (Hermite, Journal filr Math. xcn.)

24. When a < 1, shew that

T{x)T{a-x)
r(a)
where ^ J-)»«(a
25. When a > l , and v and a are respectively the integral and fractional parts of
a, shew that
T(x)T(a~x)
T(a) n=i x+n n=1

P0 Pl
| i J_
—a x-a-\ x- a-v+lj
 THE HYPERGEOMETRIC FUNCTION 301

where G(*)-(l - ^ ( l — £ • ) ...(l - — ^

(-)»q
and pn=
(Hennite, Journal fur Math, xcn.)
26. If

where n is a positive integer and n<7l5 n C 2 ,... are binomial coefficients, shew that

(Saalschiitz, Zeitschrift fiir Math, xxxv; a number of similar results are given
by Dougall, Proc. Edinburgh Math. Soc. xxv.)

shew that, when R (5 + € - fa - 1 ) > 0, then

/ > , a - S + l , a - c + l ; 6\ e; 1) = S - r ( j ) T (*) T (*) T (3 + c - g g - 1 )

(A. C. Dixon, Proc. London Math. Soc. xxxv.)

28. Shew that, if R (a) < §, then

(Morley, Proc. London Math. Soc. xxxiv.)

29. If

shew, by integrating with respect to a?, and also with respect to y, that B (t,y, £, £, m) is a
symmetric function of i +j, j + k, k + l,, 1 + m, m +1.
Deduce that
F(a,P,y; b, e ; l)-=-r (S) T («) T (6 + € - a - f l - y )
is a symmetric function ofd, f, 8-ff — a-/3, 5 + < — j9 - y, fi-fc-y-a.
(A. C. Dixon, Proc. London Math. Soc. (2), n. (1905), pp. 8-16. For a proof of
a special case by Barnes' methods, see Barnes, Quarterly Journal, XLI.
(1910), pp. 136-140.)
30. If

shew that, when ?i is a large positive integer, and 0 < x < 1,

where a; = sin2<£.
(This result is contained in the great memoir by Darboux, u Sur l'approxi-
mation des fonctions de tres grands nombres," Journal de Math. (3), iv.
(1878), pp. 5-56, 377-416. For a systematic development of hyper-
geometric functions in which one (or more) of the constants is large, see
Camb. Phil. Trans, xxn. (1918), pp. 277-308.)
 CHAPTER XV
LEGENDRE FUNCTIONS

15*1. Definition of Legendre polynomials.

Consider the expression (1 — 2zh -f A2)~^; when | 2zh — h*\ < 1, it can be
expanded in a series of ascending powers of 2zh - h2. If, in addition,
| 2zh I + j h | 2 < 1, these powers can be multiplied out and the resulting series
rearranged in any manner (§ 2*52) since the expansion of [1 — {| 2zh | -f | h |2J] ~ *
in powers of |2^A| + |^| 2 then converges absolutely. In particular, if we
rearrange in powers of h, we get

where

P 4 (z) = I (35^ - 30z* + 3), P 5 (z) = I (6Sz5

and generally
. . ^(^--1) # M , «(»-l)(n-2)(n-3) __
2.4.(2n-l)(2n-3)
(2n-2r)l
o 22ww . r ! ( n - r ) ! ( n - 2 r ) ! '
or
where m = g n 2 ( n ~" -0> whichever is an integer.

If a, 6 and 8 be positive constants, b being so small that 2ab + b2^ 1 - 5 , the expansion
of (1 — 2zh + k2) ~ ' converges uniformly with respect to 2 and h when | 2 | ^ a , | A |

The expressions Po (z), Px (z), ..., which are clearly all polynomials in z,
are known as Legendre polynomials*, Pn (z) being called the Legendre
polynomial of degree n.
It will appear later (§ 15'2) that these polynomials are particular cases of a more
extensive class of functions known as Legendre functions.
Example 1. By giving z special values in the expression (1 - 2^-fA2) ~ *, shew that

p (o)o p (0) ( ^
^2Hl(U)-°> ^2n(^) = ( - ) 2 . 4 . . (2W) '
* Other names are Legendre coefficients and Zonal Harmonics. They were introduced into
analysis in 1784 by Legendre, Memoires par divers savans, x. (1785).
15*1-15*12] LEGENDRE FUNCTIONS 303
Example 2. From the expansion

(1 -2A cos 6 + h*)-l = (\+\hei9 4 - ~ k*e2ld+

shew that

Deduce that, if 6 be a real angle,

l.(2n) _ 1 . 3. (2w)(2n-2)

so that | Pn (cos B) \ ^ 1. (Legendre.)

Example 3. Shew that, when z— -£,
iP n -P 0 P 2n -/ ) 1 P 2n _ 1 -fP 2 P 2tl _2-...+P 2 n/ > o- (Clare, 1905.)

15'11. Rodrigues'* formula for the Legendre polynomials.

It is evident that, when n is an integer,

dzn

r!(w-r)! (n-2r)!
where «i = 2 n or
jj (w ~ ^)> *^e coefficients
ients ofof negative
negative po
powers of z vanishing.
From the general formula for Pn (z) it follows at once that

this result is known as Rodrigues' formula.

Example. Shew that Pn (z) = 0 has n real roots, all lying between + 1.

1512. Schldflisf integral for Pn (z).

From the result of § 15*11 combined with § 5*22, it follows at once that

where 0 is a contour which encircles the point z once counter-clockwise; this

result is called Schldfli's integral formula for the Legendre polynomials.
* Corresp. sur VEcole poly technique, in. (1814-1816), pp. 361-385.
t Sohlafli, Ucber die zwei Heine'schen Kugclfunctionen (Bern, 1881).
 304 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

15*13. Legendre's differential equation.

We shall now prove that the function u •* Pn (z) is a solution of the
differential equation

which is called Legendres differential equation for functions of degree n.

For, substituting Schlafli's integral in the left-hand side, we have,
by § 5-22,

(n + 1) f I f ( P - ! ) ) ,
and this integral is zero, since (t2 — l) n+1 (t — z)~n~2 resumes its original value
after describing C when n is an integer. The Legendre polynomial therefore
satisfies the differential equation.
The result just obtained can be written in the form

It will be observed that Legendre's equation is a particular case of Riemann'a equation,

denned by the scheme

Example 1. Shew that the equation satisfied by — . ^ is defined by the scheme

J-l oc »I
Pl-r w+ r+ 1 -r 2V.
( 0 -?i + r 0 j
2
Example 2. If ^ =?;, shew that Legendre's differential equation takes the form

Shew that this is a hypergeometric equation.

Example 3. Deduce Schlafli's integral for the Legendre functions, as a limiting case of
the general hypergeometric integral of § 14*6.
[Since Legendre^ equation is given by the scheme

I" 1 * l I
Pi 0 w+ 1 0 *>,
I 0 -» 0 ]
1 5 1 3 , 15*14] LEGENDRE FUNCTIONS 305

the integral suggested is

lim f l - 4 Y + 1 [ (t + l) w (*-l)» lim (l~i) *\t-z)-n~ldt
&-*.« \ 0/ Jc b-*oo \ 0/

Jc
taken round a contour C such that the integrand resumes its initial value after describing
it; and this gives Schlafli's integral.]
1514. The integral properties of the Legendre polynomials.
We shall now shew that*
=0 (m±n\
/:, 2
= n
"^T+l ^ )-
r
du
Let [u)r denote -y-^ ; then, if r ^ n, {(z — l ) j r is divisible by (z2 — l ) n ~ r ;
2 n

and so, if r < n, {{z* — l ) n j r vanishes when z = 1 and when z = — 1.

Now, of the two numbers w, n, let m be that one which is equal to or
greater than the other.
Then, integrating by parts continually,

= ( - r fx (^ - i r {(z> - i ) )
since \(z2 - l)m}m-u {(^2— l)tn}m-2> ••• vanish at both limits.
Now, when m>n, {{z%—l)n}m+n= 0, since differential coefficients of (z2 — l) w
of order higher than 2n vanish; and so, when m is greater than n, it follows
from Rodrigues' formula that

When m = n, we have, by the transformation just obtained,

rl fl /72n

(l-z*)ndz
= 2.(2n)! f (l-z2)ndz
Jo

= 2.(2n)! I sin2n+10d0

-2*(2n)!3.5...(2n+T)'
* These two results were given by Legendre in 1784 and 1789.
306 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

where cos# has been written for z in the integral; hence, by Rodrigues'
formula,
2 (9.n\ ! (9.n n !V 9

We have therefore obtained both the required results.

It follows that, in the language of Chapter xi, the functions (TI-H)^ Pn(z) are normal
orthogonal functions for the interval ( - 1 , 1).
Example 1. Shew that, if . r > 0 ,

I z)~i Pn(z) dz = $(n + \)~l «-(*• + !)*

(Clare, 1908.)
Example 2. If / = / Pm (z) Pn (z) dzy then
.' o
(i) / - 1 / ( 2 ^ + 1) (m = w),
(ii) 7 = 0 (w — w even),
(— V*+ " n ! w!
(iii) /
> i (»-av+im-^)
(Clare, 1902.)
15*2. Legendre functions.
Hitherto we have supposed that the degree n of Pn (z) is a positive
integer; in fact, Pn (z) has not been defined except when n is a positive
integer. We shall now see how Pn (z) can be defined for values of n which
are not necessarily integers.
An analogy can be drawn from the theory of the Gamma-function. The expression
z\ as ordinarily defined (viz. as* z(z — l) (2-2)... 2.1) has a meaning only for positive
integral values of z ; but when the Gamma-function has been introduced, z \ can be defined
to be r (2 + 1), and so a function z ! will exist for values of z which are not integers.
Referring to § 1513, we see that the differential equation

is satisfied by the expression

even when n is not a positive integer, provided that C is a contour such that
(P— l) n + 1 (t — z)~n~2 resumes its original value after describing C.
Suppose then that n is no longer taken to be a positive integer.
The function (t2 — l) n + 1 (t — z)~n~2 has three singularities, namely the
points t = l,t = — l,t = z] and it is clear that after describing a circuit round
the point t = 1 counter-clockwise, the function resumes its original value
multiplied by e't^{n+l); while after describing a circuit round the point t = z
counter-clockwise, the function resumes its original value multiplied by
15*2, 15*21] LEGENDRE FUNCTIONS 307

0*ri<-n-2) jf therefore C be a contour enclosing the points t = 1 and t = z, but

not enclosing the point £ = - 1 , then the function (t* — l ) n + 1 (t — z)~n~2 will
resume its original value after t has described the contour C. Hence,
Legendre's differential equation for functiom of degree ny

is satisfied by the expression

1
dt,

for all values of n; the many-valued functions will be specified precisely

by taking A on the real axis on the right of the point t = 1 (and on the
right of z if z be real), and by taking arg(£ — 1) = arg(£-f 1) = 0 and
| arg (t — z) | < IT at A.
This eocpression will be denoted by Pn (z), and will be termed the Legendre
function of degree n of the first kind.
We have thus defined a function Pn (z), the definition being valid whether
n is an integer or not.
The function Pn (z) thus denned is not a one-valued function of z ; for we might take
two contours aa shewn in the figure, and the integrals along them would not be the same;

to make the contour integral unique, make a cut in the t plane from - 1 to - oo along the
real axis; this involves making a similar cut in the z plane, for if the cut were not made,
then, as z varied continuously across the negative part of the real axis, the contour would
not vary continuously.
It follows, by § 5*31, that Pn (z) is analytic throughout the cut plane.

15*21. The Recurrence Formulae.

We proceed to establish a group of formulae (which are really particular
cases of the relations between contiguous Riemann P-functions which were
shewn to exist in § 14*7) connecting Legendre functions of different degrees.
If 0 be the contour of § 15*2, we have*
i t 2 i r n + 1 (f2
- dt P ' ( \ ~1)n
i J( c {t-zf^
• We write *Y(J) for £
308 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

Now *~ 1 ) n + 1 =2(n + l)t(t>- 1)» (n

d (t

dt(t-z)n+1 (t-z)n+l
and so, integrating,

0 2
o i t ^1 r 1
11oit^r d
lc(t-*)»+*dt
lc(t-*)»
Therefore

+1
7ri ]c(t- z)» 2"+'iri Jc(t-
t z d t
(t- z)»+l
Consequently
Pn+1(*)-*Pn(*) = ^ / c ^ | > (A).
Differentiating*, we get
P' n+) (*) - *P\ {') ~ Pn {z) = nPn (z),
and so P'B+i(^)-^'»(^) = ( » + l ) P » ( ^ (I)-
This is the first of the required formulae.
Next, expanding the equation

we find that

f
c{t-z)n
J
Writing (t2 - 1) -h 1 for I2 and (t — z) + z for ^ in this equation, we get

Using (A), we have at once

fe£ * - °-
(n + 1) {PB+l (*) - *P n (*)] + nP n _, 0 ) - nzPn (z) = 0.
That is to say
(n + 1) P*n (*) - (2n + 1) ^P n (*) + n ? , . , (*) = 0 (II),
a relation f connecting three Legendre functions of consecutive degrees. This
is the second of the required formulae.
We can deduce the remaining formulae from (I) and (II) thus:
Differentiating (II), we have
(n + 1) [P' n+1 («) - zP'n (z)} - n \zP'n (z) - P' B _, (z)\ - (2n + 1) P n (z) = 0.
Using (I) to eliminate P'n+i (z), and then dividing byj n, we get
zP'n{z)-P'n_l(z)^nPn{z) (III).
* The process of differentiating under the sign of integration is readily justified by § 4*2.
t This relation was given in substance by Lagrange in a memoir on Probability, Misc.
Taurinensia, v. (1770-1773), pp. 167-232.
t If n = 0, we have P0(z) = l, P_, (*) = !, and the result (III) is true but trivial.
15*21] LEGENDRE FUNCTIONS 309

Adding (I) and (III) we get

P'*»(*)-P'»-A*)-(*» + *)*«(*) (IV).

z
Lastly, writing ?i — 1 for n in (I) and eliminating P' n -i { ) between the
equation so obtained and (III), we have
{*-l)P'n{z) = nzPn(z)-nPn-x(g) (V).
The formulae (I)—(V) are called the recurrence formulae.
The above proof holds whether n is an integer or not, i.e. it is applicable to the general
Legendre functions. Another proof which, however, only applies to the case when n is
a positive integer (i.e. is only applicable to the Legendre polynomials) is as follows :

Write V={l
Then, equating coefficients* of powers of h in the expansions on each side of the
equation

we have nPn(z)-(2n-l)zPn.1(z) + (n-

which is the formula (II).
Similarly, equating coefficients* of powers of h in the expansions on each side of the
equation

wehave ^ J . c M U W
az az
which is the formula (III). The others can be deduced from these.
Example 1. Shew that, for all values of n,

(Hargreaves.)
Example 2. If Mn (x) = [(4-Y (ze** cosech *)] ,

ahew that "^°> = nMn_l (x) and P Mn(x)dx = 0. (Trinity, 1900.)

Example 3. Prove that if m and n are integers such that m^n, both being even
or both odd,

Example 4. Prove that, if my n are integers and

d1 Pm(z) d2 Pn(z) (n-l)n
,-^5 d* dz 48

(Math. Trip. 1897.)

* The reader is recommended to justify these processes.
310 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

15*211. The esopression of any polynomial as a series of Legendre

polynomials.
L e t / n (z) be a polynomial of degree n in z.
Then it is always possible to choose a0, alf . . . an so that
fn (z) = aQP0 (z) + alP1 (z) + . . . + anPn (*),
for, on equating coefficients of zn, zn-\ ... on each side, we obtain equations
which determine ant an_2, ... uniquely in turn, in terms of the coefficients of
powers of z in fn (z).
To determine a0, aly ... an in the most simple manner, multiply the
identity by Pr(z)> and integrate. Then, by § 15*14,

when r = 0, 1, 2, ... n; when r > n, the integral on the left vanishes.

Example 1. Given zn = a0PQ (z) + ax Px (z) 4-... + an Pn (z\ to determine Oo, ax, ... an.
(Legendre, Exercices de Cole. Int. n. p. 352.)
[Equate coefficients of zn on both sides ; this gives

l^)T
n
Let / n > m = I ^/^m (2) G?2, so that, by the result just given,

Now when ?i — w is odd, I1l%m is the integral of an odd function with limits ± 1 , and so
vanishes; and 7n>m also vanishes when n- m is negative and even.
To evaluate In%m when n-m is a positive even integer, we have from Legendre's
equation

on integrating by parts twice; and so

Therefore
n(n-\)
+ l)in-2'm
n ( t t - l ) . . . (yw-f 1)
(w — m) (n — 2 — w ) . . . 2 . {yi + wi-f 1) {TI 4- T?I — 1) . . . (2TTI H- 3)

by carrying on the process of reduction.

15*211, 15*22] LEGENDRE FUNCTIONS 311

7
Consequently » - - ( l n - f r i ) ! (n + m + 1)!'
and so tfm^O, whenrc—m is odd or negative,

am—*—n ;—r—:—— i x , when n — m is even and positive.]

m r J
(£n-jm)!(n + m + l) !
Example 2. Express cos w0 as a series of Legendre polynomials of cos 6 when n is an
integer.
Example 3. Evaluate the integrals

(St John's, 1899.)

Example 4. Shew that

^ (1 - 2*) {iV (*)}« & = 2 ^ W + + 1 1 ) • (Trinity, 1894.)

Example 5. Shew that

7i/>n(cos0)= 2 cosr0P n _,.(cos0). (St John's, 1898.)
r=l
yi
Example 6. If w n = / (1 - ^2)w P ^ (*) ^ , where w < n, shew that
(w-m)(2n+2m+l)w, i = 2n2?tn_1. (Trinity, 1895.)

15 22. Murphy s expression* of Pn{z) as a hypergeometric function.

Since (§ 15*13) Legendre's equation is a particular case of Riemann's
equation, it is to be expected that a formula can be obtained giving Pn (z) in
terms of hypergeometric functions. To determine this formula, take the
integral of § 15*2 for the Legendre function and suppose that 11 — z \ < 2 ; to
fix the contour (7, let 8 be any constant such that 0 < 8 < 1, and suppose that
z is such that 11 — z \ % 2 (1 - 8); and then take C to be the circlef
11 - 1 1 = 2 - 8.
1-z 2-28
Since ~—=r< 1, we may expand (t — z)~n'~1 into the uniformly
convergent series J

Substituting this result in Schlafli's integral, and integrating term-by-

term (§ 4*7), we get
p <yv= £ (z-l)r(n + l)(n + 2)...(n + r) [{l+>z+) ( * 2 - l ) n dt

r=0

* Electricity (1833). Marphy's result was obtained only for the Legendre polynomials.
f This circle contains the points f = l, t — z.
X The series terminates if n be a negative integer.
312 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

by § 5#22. Since arg (t + 1) = 0 when t = 1, we get

and so, when 11 — z | < 2 (1 — 8) < 2, we have

P (z,_ y (n + l ) ( n + 2 ) . . . (
r%

This is the required expression; it supplies a reason (§ 14*53) why the cut
from — 1 to — oo could not be avoided in § 152.
Corollary. From this result, it is obvious that, for all values of n,

NOTE. When n is a positive integer, the result gives the Legendre polynomial as
a polynomial in 1 — z with simple coefficients.
Example 1. Shew that, if m be a positive integer,
r(2m+»+2)
, = 2—»(»+i)!r(») •
Example 2. Shew that the Legendre polynomial P n (cos 0) is equal to

and to cosnl0F(-n, -n; l;tan 2 ^). (Murphy.)

15*23. Laplace's integrals* for Pn (z).

We shall next shew that, for all values of n and for certain values of z,
the Legendre function Pn(z) can be represented by the integral (called
Laplace's first integral)

[ { + (*•« - 1)* cos <£}n <ty.

7T J o

(A) Proof applicable only to the Legendre polynomials.

When n is a positive integer, we have, by § 15*12,

where C is any contour which encircles the point z counter-clockwise.

Take G to be t h e circle with centre z and radius \z2 — 1 |*, so that, on C,
t = z 4- (V2 — 1)^ e**, where <£ may be taken to increase from — ir to ir.

* Mecanique Celeste, Livre xi. Ch. 2. For the contour employed in this section, and for
some others introduced later in the chapter, we are indebted to Mr J. Hodgkinson.
15*23] LEGENDRE FUNCTIONS 313

Making the substitution, we have, for all values of z,

0 2 - 1)* cos 6}n dd>,

7T Jo
o
since the integrand is an even function of <f>. The choice of the branch of
the two-valued function (z* — 1)^ is obviously a matter of indifference.
(B) Proof applicable to the Legendre functions, where n is unrestricted.
Make the same substitution as in (A) in Schlafli's integral defining
Pn (z); it is, however, necessary in addition to verify that t = 1 is inside the
contour and t = - 1 outside it, and it is also necessary that we should specify
the branch of [z + {? — 1)* cos <£}n, which is now a many-valued function of </>.
The conditions that t = 1, t = — 1 should be inside and outside C re-
spectively are that the distances of z from these points should be less and
greater than | z2 — 11 *. These conditions are both satisfied if | £ — 11 < j 2 4-11,
which gives R (z) > 0, and so (giving arg z its principal value) we must have

Therefore Pn (z) = ^ [* [z + (f - 1)*cos

where the value of arg {z -f (z* — 1)* cos <£} is specified by the fact that it
[being equal to arg(<2 — 1) — arg(£— z)] is numerically less than ir when t is
on the real axis and on the right of z (see § 15*2).
Now as <\> increases from — n to TT, Z + (Z2 — 1)^ cos <£ describes a straight line in the
Argand diagram going from z-(z2- 1)^ to z + (z2- 1)* and back again ; and since this line
does not pass through the origin*, arg [z+{z2- 1)^ cos$} does not change by so much as
or on the range of integration.
Now suppose that the branch of {z-\-(z2~ 1)2 cos <f>}n which has to be taken is such that
it reduces to znen'2knx (where k is an integer) when <£ = £TT.

Then Pn {z) = —— / {z + (z2 - 1 )* cos $}" d<j>y

2n J -re
where now that branch of the many-valued function is taken which is equal to z11 when

Now make z-*~ 1 by a path which avoids the zeros of Pn (z); since Pn (z) and the
integral are analytic functions of z when | arg z \ < ^rr, fc does not change as z describes the
path. And so we get e m = 1.

* It only does so if * is a pure imaginary; and such values of z "have been excluded.
314 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

Therefore, when | arg z \ < - IT and n is unrestricted,

{* + (z2 - I)* cos $}» cty,

where arg{^ + (z2- 1)^ cos<f>] is to be taken equal to argz when <f> = ^

This expression for Pn (z)} which may, again, obviously be written

1 (* {* + (**-1)4 cos A}ttdA,

7T J o

is known as Laplace s first integral for Pn(z).

Corollary, From § 15*22 corollary, it is evident that, when | arg z | < J*r,
p u\ l (n

a result, due to Jacobi, Journal fur Math. xxvi. (1843), pp. 81-87, known as Laplace's
second integral for Pn (z).

Example 1. Obtain Laplace's first integral by considering

I A* [* {z + (z2 - 1 ) 4 cos <t>}nd<f>}

n=0 J0
and using § 6*21 example 1.
Example 2. Shew, by direct differentiation, that Laplace's integral is a solution of
Legendre's equation.
Example 3. If s < 1, | h \ < 1 and
' • - 2 bn
n=0
1
7 2sin«7r T A* ^*"*"*"1
1
, /B. 1N
shew that
bn — Jo{l_xy{l_xAiy<l*- (Bmet.)
Example 4. When 2 > 1 , deduce Laplace's second integral from his first integral by
the substitution
{z _ (j« - 1)4 COS $} {Z + (2* - 1 )4 COS <fi} = 1.
Example 5. By expanding in powers of cos<£, shew that for a certain range of
values of z,

o
Example 6. Shew that Legendre's equation is denned by the scheme

where z =
1 0

-in
oo

* + *» 0 *L
1 \

15*231. 7%e Mehler-Diricklet integral* for Pn (z).

Another expression for the Legendre function as a definite integral may be obtained in
the following way:
* Dirichlet, Journal fUr Math. xvn. (1837), p. 35; Mehler, Math. Ann. v. (1872), p. 141.
15*231] LEGENDRE FUNCTIONS 315

For all values of n, we have, by the preceding theorem,

In this integral, replace the variable <f> by a new variable A, detined by the equation

andweget />„(*) = - \Z+{z"~l) A» (1 - 2Az + A2)

the path of integration is a straight line, arg A is determined by the fact that A«=2 when
<£ = £*", and (1-2A* + A2)~* = - i (s 2 - 1)* sin <£.
Now let 2=cos 6 ; then

n J e-i6
Now (0 being restricted so that -\rc <6 <$n when n is not a positive integer) the
path of integration may be deformed* into that arc of the circle |A| = 1 which passes
through A= 1, and joins the points A = e~te, h=e10, since the integrand is analytic throughout
the region between this arc and its chord+.
Writing A=e^ we get
I re

and so Pn (cos 0) = — / ^-^—r d(f);

"J0 {2(cos<£-cos0)p
it is easy to see that the positive value of the square root is to be taken.
This is known as Mehler's simplified form of Diricklet's integral. The result is valid for
all values of n.
Example 1. Prove that, when n is a positive integer,

1$
{2 (cos 6- cos <
(Write n — 6 for 6 and -n — <f> for <f> in the result just obtained.)
Example 2. Prove that
P,(co.J)-JL./. ,/" , _,XA

the integral being taken along a closed path which encircles the two points h = e±ie, and
a suitable meaning being assigned to the radical.
* If 8 be complex and R (cos 6) > 0 the deformation of the contour presents slightly greater
difficulties. The reader will easily modify the analysis given to cover this case.
t The integrand is not analytic at the ends of the arc but behaves like (k-e±te)~- near
them; but if the region be indented (§ 6*23) at e±rB and the radii of the indentations be made to
tend to zero, we see that the deformation is legitimate.
316 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

Hence (or otherwise) prove that, if 6 lie between \ir and \

^ 4 2.4...!

2.4.(2n+3)(2n
V+
where <£ denotes £0-£tr.
Shew also that the first few terms of the series give an approximate value of Pn (cos 6)
for all values of $ between 0 and rr which are not nearly equal to either 0 or n. And explain
how this theorem may be used to approximate to the roots of the equation Pn (cos#)=0.
(See Heine, Kugelfunkttonen, i. p. 178 ; Darboux, Comptes Rendus, LXXXII. (1876),
pp. 365, 404.)
15*3. Legendre functions of the second kind.
We have hitherto considered only one solution of Legendre's equation,
namely Fn (z). We proceed to find a second solution.
We have seen (§ 15*2) that Legendre's equation is satisfied by

taken round any contour such that the integrand returns to ifcs initial value
after describing it. Let D be afigure-of-eightcontour formed in the following
way: let z be not a real number between ± 1; draw an ellipse in the £-plane
with the points ± 1 as foci, the ellipse being so small that the point t = z is
outside. Let A be the end of the major axis of the ellipse on the right
of t = 1.
Let the contour D start from A and describe the circuits (1 —, — 1 +),
returning to A (cf. § 1243), and lying wholly inside the ellipse.
Let | arg z \ ^ IT and let | arg (z — t) \ —> arg z as t —> 0 on the contour. Let
arg(£ + 1) = arg(£ - 1) = 0 at A.
Then a solution of Legendre's equation valid in the plane (cut along the
real axis from 1 to — oo ) is
1 r (t2 — l)n
Qn W =
ii^mn^JD2n(z- «)w+1 * '
if n is not an integer.
When R (n 4-1) > 0, we may deform the path of integration as in § 12*43,
and get
Qn (Z) = 2^1 \\ x (1 - tr (Z ~ t)-*-* dt
(where arg(l — t) — arg(l 4-1) = 0); this will be taken as the definition of
Qn(z) when n is a positive integer or zero. When n is a negative integer
(= — m — 1) Legendre's differential equation for functions of degree n is
identical with that for functions of degree m, and accordingly we shall take
the two fundamental solutions to be Pm (z)f Qm (z).
Qn (z) is called the Legendre function of degree n of the second kind.
15*3, 15*31] LEGENDRE FUNCTIONS 317

15 31. Expansion of Qn (z) as a power-series.

We now proceed to express the Legendre function of the second kind as
a power-series in z~J.
We have, when the real part of n + 1 is positive,

n (*) = jSH f_ i (1 "

Suppose that | z \ > 1. Then the integrand can be expanded in a series
uniformly convergent with regard to t, so that
—n—1

dt

where r = 2*, the integrals arising from odd values of r vanishing.

Writing t2 = u, we get without difficulty, from § 12*41,

The proof given above applies only when the real part of (n 4-1) is positive
(see § 4*5); but a similar process can be applied to the integral

the coefficients being evaluated by writing I (t2— l)ntr dt in the form

JD

eFwi I (1 - t2)n tr dt + e n;ri I (1 - P)n V dt;

Jo Jo
and then, writing t2=m and using §1243, the same result is reached, so
that the formula

is true for unrestricted values of n (negative integer values excepted) and for
all values* of zy such that | z \ > 1, | arg z | < ir.
Example 1. Shew that, when w is a positive integer,

* When n is a positive integer it is unnecessary to restrict the value of arg 2.

318 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

[It is easily verified that Legendre's equation can be derived from the equation

dtv
by differentiating n times and writing w = - r - .
Two independent solutions of this equation are found to be
(s 2 -1)» and (z2-1)* f (v 2 - !)-•-» eft;.

It follows that ^ |(* 2 -1)* ( (v a - l ) - « - i «fol

is a solution of Legendre's equation. As this expression, when expanded in ascending
powers of z~\ commences with a term in 2~M~1, it must be a constant multiple* of Qn (z);
and on comparing the coefficient of z~n~l in this expression with the coefficient of z~n~l in
the expansion of Qn {z\ as found above, we obtain the required result.]
Example 2. Shew that, when n is a positive integer, the Legendre function of the
second kind can be expressed by the formula

$,(«)-*•«! r r r... /"V-i)—-»(*)•+«.

Jz Jv Jv Jv
Example 3. Shew that, when n is a positive integer,

[This result can be obtained by applying the general integration-theorem

to the preceding result.]

15*32. The recurrence-formulae for Qn (z).
The functions Pn (z) and Qn (z) have been defined by means of integrals of precisely the
same form, namely

taken round different contours.

It follows that the general proof of the recurrence-formulae for Pa (z\ given in § 16-21,
is equally applicable to the function Qn (z); and hence that the Legendre function of the
second kind satisfies the recurrence-formulae
^m + l W - ^ . W ^ ^ + l) «•(*),
(n 4-1) Qn +1 («) - (2n +1) zQn (z) + nQ^ (z) = 0,

z)=nzQn (z) - nQn^ (z).

Example 1. Shew that

and deduce that Q2 (*) - hP2 (*) log ^ | - 1 « ,

2 2 2
and that ^ ^ l _ - 1- ^1 - -I _ -2 _ _3 ^ ^ )2
_( n (- 1 ^
o g

* P n (z) contains positive powers o! z when n is an integer.

15-32, 15*33] LEGENDRE FUNCTIONS 319

Example 2. Shew by the recurrence-formulae that, when n is a positive integer*,

where fn_x (z) consists of the positive (and zero) powers of z in the expansion of
\Pn (z) log -—- in descending powers of z,

[This example shews the nature of the singularities of Qn (z) at + 1, when n is an integer,
which make the cut from —1 to 4-1 necessary. For the connexion of the result with
the theory of continued fractions, see Gauss, Werke, in. pp. 165-206, and Frobenius,
Journal fiir Math, LXXIII. (1871), p. 16; the formulae of example 1 are due to them.]

15 33. The Laplacian integral f for Legendre functions of the second kind.
It will now be proved that, when R (n + 1 ) > 0,

Qn (z) = [" [z + {z~ - 1 )* cosh 0}-^ dd}

Jo
where arg [z + (z2 — 1)^ cosh 0} has its principal value when 0 = 0, if n be not
an integer.
First suppose that z>\. In the integral of § 15#3, viz.

Qn (») "" 2 ^ / I , (1 ~ ^ {Z
" <r"-1 d<>
. «• (jr + I) 4 - (0 - I)*
write t = —J -.— —-
«• (* + I) 4 + (* - I) 4
so that the range (— 1,1) of real values of t corresponds to the range (—00, 00 )
of real values of 6. I t then follows (as in § 1523 A) by straightforward
substitution that

Qn (*) = § f" {' + (**" 1)* c°sh 0}""- 1 M

J -00
/.00

= j [z + (^2 - 1)* cosh 0}- 71 " 1 dtf,

Jo
since the integrand is an even function of 0.
To prove the result for values of z not comprised in the range of real values greater
than 1, we observe that the branch points of the integrand, qua function of 2, are at the
points ± 1 and at points where z + (z2- l)i cosh B vanishes; the latter are the points at
which z = ± coth B.
Hence Qn (z) and / {z + (z* - 1 )* cosh B} ~n ~ l dB are both analytic t at all points of the
J0
plane when cut along the line joining the points z=* ±1.
* If - 1 < z < 1, it is apparent from these formulae that Qn (z + Oi) - Qn(z- Oi) = - *iPn {z).
It is convenient to define Qn(z) for such values of z to be hQniz + Qi) + hQniz-°*)- The
reader will observe that this function satisfies Legendre's equation for real values of z.
f This formula was first given by Heine; see his Kugelfunktionen, p. 147.
X It is easy to shew that the integral has a unique derivate in the cut plane.
320 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

By the theory of analytic continuation the equation proved for positive values* of z — 1
persists for all values of z in the cut plane, provided that arg {z+(z2- l)*eosh0} is given
a suitable value, namely that one which reduces to zero when z - 1 is positive.
The integrand is one-valued in the cut plane [and so is Qn(,z)\ when n is a positive
integer; but arg {z + (z2- 1)*cosh 6} increases by 2TT as argz does so, and therefore if n be
not a positive integer, a further cut has to be made from s= — 1 to 2= — 00 .
These cuts give the necessary limitations on the value of z; and the cut when n is not
an integer ensures that arg {z + (z* — 1)*} == 2 arg {{z+1)* + (z - 1)'} has its principal value.
Example 1. Obtain this result for complex values of z by taking the path of
integration to be a certain circular arc before making the substitution

where B is real.
Example 2. Shew that, if z > 1 and coth a—z,

Qn (*) - (a {* ~ (*2 - 1 ) * cosh u}» du,

Jo
where arg {z - (z2-1)* cosh u) «0. (Trinity, 1893.)
15*34. Neumann'a* formula for Qn(z\ when n is an integer.
When n is a positive integer, and z is not a real number between 1 and —1, the
function Qn (z) is expressed in terms of the Legendre function of the first kind by the
relation

which we shall now establish.

When I z \ > 1 we can expand the integrand in the uniformly convergent series

Consequently

The integrals for which m — n is odd or negative vanish (§ 15*211); and so

by § 15*31. The theorem is thus established for the case in which \z | > 1. Since each
side of the equation

represents an analytic function, even when | z \ is not greater than unity, provided that z is
not a real number between - 1 and +1, it follows that, with this exception, the result is
true (§5*5) for all values of 2.
• F. Neumann, Journal fUr Math, xxxvu. (1848), p. 24.
15*34, 1 5 * 4 ] LEGENDRE FUNCTIONS 321

The reader should notice that Neumann's formula apparently expresses Qn(z) as a
one-valued function of z, whereas it is known to be many-valued (§ 15*32 example 2).
The reason for the apparent discrepancy is that Neumann's formula has been established
when the z plane is cut from - 1 to + 1 , and Qn (z) is one-valued in the cut plane.
Example 1. Shew that, when - 1 £ R (z) ^ 1, | Qn (z) | ^ | J(z) \'1 ; and that for other
values of 2, | Qn (z) \ does not exceed the larger of | z— 1 I""1, | 2 + 1 |~ ] .
Example 2. Shew that, when n is a positive integer, Qn (z) is the coefficient of hn in
the expansion of (1 — 2hz + h2) ~ i arc cosh \ [.

[For, when | h | is sufficiently small,

= (1 - 2hz+h2) - * arc cosh

This result has been investigated by Heine, Kugelfv/nlctionen, I. p. 134, and Laurent,
Journal de Math. (3), I. p. 373.]
15'4. Heine's* development of(t — z)~} as a series of Legendre poly-
nomials in z.
We shall now obtain an expansion which will serve as the basis of
a general class of expansions involving Legendre polynomials.
The reader will readily prove by induction from the recurrence-formulae
(2m + 1) tQm (t) - (m + 1) Qm^ (t) - mQm_x (t) « 0,
(2m + 1) zPm (z) - (m + 1) Pm+l (z) - mP,^ (z) = 0,
that
J_ s 2 (2m + 1) Pm (z) Qm (t) + £ ± 1 {Pn+1 (z) Qn (t) - Pn (z) Qn+1 (t)}.
i —z m=0 t—z
Using Laplace's integrals, we have

'o
TT JO JO {* + ( * 3 - l ) i C o s h u } n + 1
x [z + (z2 - 1)^ cos <f> - {t + (t2 - 1)^ cosh u}-1] d<f>du.

Now consider -r —.
t + (t2-1)' cosh u
Let cosh a, cosh a be the semi-major axes of the ellipses with foci + 1 which pass
through z and t respectively. Let B be the eccentric angle of z ; then
2 = cosh (a + iB)y
\z±(z2-l)4 cos <f> 1 = 1 cosh (a + i6)±sinh (a + id) cos <^> j
= {cosh2 a — sin2 0 + (cosh2 a — cos2 8) cos2 <£ ± 2 sinh a cosh a cos $ p .
This is a maximum for real values of <f> when cos <£= +1 ; and hence
I z ± (z2-1)* cos </> | 2 ^ 2 cosh2 a - 1 + 2 cosh a (cosh2 a - l)*=exp (2a).
Similarly | * + (t2 - 1 )4 cosh u | ^ exp a.
* Journal fUr Math. XLII. (1851), p. 72.
322 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

Therefore
I Pn+1 (*) Qn (0 - Pn (z) QM (t) \ < ^l exp [n (a - a)} f * \°°
J 0 J0

:
where 1^ I 1
— 1)2 cosh w
Therefore | Pn+1 (z) Qn (t) - Pn (z) Q n+1 (t) | -> 0, as n -> oo , provided a < a.
And further, if t varies, a remaining constant, it is easy to see that
fir Too
the upper bound of I I Vd<f>du is independent of t, and so
Jo Jo

tends to zero uniformly with regard to t.

Hence if the point z is in the interior of the ellipse which passes through
the point t and has the points ± 1 for its foci, then the expansion

l)Pn(s)Qu(t)

is valid; and if the a variable point on an ellipse with foci ± 1 such that z is
a fixed point inside it, the expansion converges uniformly with regard to t.
15*41. Neumanns* expansion of an arbitrary function in a series of
Legendre polynomials.
We proceed now to discuss the expansion of a function in a series of
Legendre polynomials. The expansion is of special interest, as it stands next
in simplicity to Taylor's series, among expansions in series of polynomials.
Let f{z) be any function which is analytic inside and on an ellipse C,
whose foci are the points z = ± 1. We shall shew that
f(z) = a.0P0(z) + a^^z) + a2P,(z) 4- O.P,(*)+...,
where a0, al9 Og, ... are independent of z, this expansion being valid for all
points z in the interior of the ellipse C.
Let t be any point on the circumference of the ellipse.
00

Then, since 2 (2n+ l)Pn(z) Qn(t) converges uniformly with regard to t}

1
= - U I [ (2n + l)Pn(z)Qn(t)f(t)dt
2TTI n=oJ C

= I anPn(z),

where an = ^}- f f(t) Qn (0 dt.

LTTl J Q
* K. Neumann, Ueber die Entwickelung einer Funktion nach den Kugelfunktionen (Halle,
1862). See also Thome", Journal fur Math. LXVI. (1866), pp. 337-343. Neumann also gives an ex-
pansion, in Legendre functions of both kinds, valid in the annulus bounded by two ellipses.
15'4l,15#5] LEGENDRE FUNCTIONS 323
00

This is the required expansion ; since 2 (2n + 1 ) Pn 0 ) Qn (t) may be proved *

to converge uniformly with regard to z when z lies in any domain C lying
wholly inside C, the expansion converges uniformly throughout C.
Another form for an can therefore be obtained by integrating, as in
§ 15-211, so that

A form of this equation which is frequently useful is

which is obtained by substituting for Pn(x) from Rodrigues' formula and

integrating by parts.
The theorem which bears the same relation to Neumann's expansion as Fourier's
theorem bears to the expansion of § 9*11 is as follows :
Let fit) be defined when - 1 ^ £ ^ 1, and let the integral of {l — t2)~^f(t) exist and be
absolutely convergent; also let

Then 2anPn(.v) is convergent and has the sum \ {f(x+0) + f(x-0)} at any point x, for
which - 1 <x< 1, if any condition of the type stated at the end of § 9*43 is satisfied.
For a proof, the reader is referred to memoirs by Hobsont and BurkhardtJ.
Example 1. Shew that, if p (^ 1) be the radius of convergence of the series 2cnzH, then
2cnPn(z) converges inside an ellipse whose semi-axes are h (p+p~l), h (p — p'1)-

EvampleZ. If - ( ] £ ) ' , *-g£jiZ±l>, where,>»> 1,

[Substitute Laplace's integrals on the right and integrate with regard to

Example 3. Shew that

(Frobenius, Journal fur Math, LXXIII. (1871), p. 1.)

15*5. Ferrers' associated Legendre functions Pnm (z) and Qnm (z).
We shall now introduce a more extended class of Legendre functions.
If m be a positive integer and - J < z< 1, n being unrestricted§, the
functions
m
p.-• w = (i - ^ ^ # , «„-«=(i - ^ " ' ^ g ^

* The proof is similar to the proof in § 15 4 that that convergence is uniform with regard to t.
f Proc. London Math. Sue. (2), vi. (1908), pp. 388-395; (2), vn. (1909), pp. 24-39.
£ Munchener Sitzimgsbciichte, xxxix. (1909), No. 10.
§ See p. 317, footnote. Ferrers writes Tnm (z) for Pnm (z).
324 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

will be called Ferrers' associated Legendre functions of degree n and order m

of the first and second kinds respectively.
It may be shewn that these functions satisfy a differential equation
analogous to Legendre's equation.
For, differentiate Legendre's equation

in times and write v for -=-&. We obtain the equation

Write w = (1 — z2)^m v, and we get

This is the differential equation satisfied by Pnm (z) and Qnm (z).
From the definitions given above, several expressions for the associated Legendre
functions may be obtained.
Thus, from Schlafli's formula we have

where the contour does not enclose the point t— - 1 .

Further, when n is a positive integer, we have, by Rodrigues' formula,

Example. Shew that Legendre's associated equation is denned by the scheme

1 0
P} \m n +1
{- \m
oo

-n
1 \
\m \ - \z \.
-\m )
15*51. The integral properties of the associated Legendre functions.
(Olbricht.)

The generalisation of the theorem of § 15*14 is the following:

When n, r, m are positive integers and n > m, r>m, then

r f=0 {r n))
*
J iPfr(Z)Prm(z)dzl^ ^2_(yi4m)!
1, 2n + l (n-rw)! V ;*
To obtain the first result, multiply the differential equations for Pnm(z),
Prm (z) by PTm (z), Pnm (z) respectively and subtract; this gives

dz
+ (n-r)(n + r + 1) Prm(z) Pnm{z) = 0.
15'51, 15'6] LEGENDRE FUNCTIONS 325
On integrating between the limits - 1 , + 1 , the result follows when n
and r are unequal, since the expression in square brackets vanishes at each
limit.
To obtain the second result, we observe that

squaring and integrating, we get

on integrating the first two terms in the first line on the right by parts.
If now we use the differential equation for Pnm (z) to simplify the first
integral in the second line, we at once get
P {Pn^{z)¥dz = {n-m){n+m + l)\l {Pn~(z))*dz.
J-i J -l

By repeated applications of this result we get

I {Pnm(z)}2dz = (n-m + l)(n-rti + 2)...n
J 1 {Pn(z)}* dz,

15*6. Hobsoris definition of the associated Legendre functions.

So far it has been taken for granted that the function (l-s 2 )£ m which
occurs in Ferrers' definition of the associated functions is purely real; and
since, in the more elementary physical applications of Legendre functions, it
usually happens that — 1<Z<1, no complications arise. But as we wish
to consider the associated functions as functions of a complex variable, it is
undesirable to introduce an additional cut in the ^-plane by giving arg (1 — z)
its principal value.
Accordingly, in future, when z is not a real number such that — 1 < z < 1,
we shall follow Hobson in defining the associated functions by the equations

where m is a positive integer, n is unrestricted and arg z, arg (z +1), arg (z — 1)

have their principal values.
326 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

When m is unrestricted, Pnm (z) is defined by Hobson to be

and Barnes has given a definition of Qnm (z) from which the formula

mnnn

may be obtained.
Throughout this work we shall take m to be a positive integer.

15*61. Expression of Pnm(z) as an integral of Laplace s type.

If we make the necessary modification in the Schlafli integral of § 15*5,
in accordance with the definition of § 15*6, we have

Write t = ^ + (22 - 1 ) * e*, as in § 15*23; then

where a is the value of <£ when t is at .4, so that

— 1)^ -f- a | < 7r.

Now, as in § 15*23, the integrand is a one-valued periodic function of the

real variable <£> with period 2TT, and so

J —it
2 n
Since {z + (z -1)* cos<£] is an even function of <j>, we get, on dividing
the range of integration into the parts (- TT, 0) and (0, 7r),

The ranges of validity of this formula, which is due to Heine (according as

n is or is not an integer), are precisely those of the formula of § 15*23.
Example. Shew that, if | arg z \ < \K,
Pnm (*)-( - )m y i ( " - 1 ) - f o - m + X) fw cos m4>d<l> ^
n
J* {z-f-(2 2 -l)^COS<#)} n + 1>

where the many-valued functions are specified as in § 15 23.

15*7. The addition theorem for the Legendre polynomials*.
Let z=xx' — ix2 - 1)2 (x'2- 1)* coso), where xy x\ a are unrestricted complex numbers.
* Legendre, Gale, Int. n. pp. 262-269. An investigation of the theorem based on physical
reasoning will be given subsequently (§ 18 4).
15*61, 1 5 7 ] LEGENDRE FUNCTIONS 327

Then we shall shew that

2 (-)m——fj/V(*) P.
=l

- 1)« cos (a> — </>)

First let R (a/) > 0 , so that is a bounded function of <£ in the

range 0 < <£ < 2w. If i/" be its upper bound and if | h | < J/""1, then

n=0 {^ + (^2 _ i )1 c o g
converges uniformly with regard to <£, and so (§ 4 7 )

- * #' + {sf2 - 1)4 cos $ - h {x + (x2- 1)4 cos (o> - <t>)}'

Now, b y a slight modification of e x a m p l e 1 of § 6*21, i t follows t h a t
d<b 2*r

where that value of the radical is taken which makes

\A-(A*-B*-i
Therefore
d<t>

[(x' - A ^ ) 2 - { ( ^ ' 2 - 1)4 - h (x2- 1)4 cos o)} 2 - {h (x2- 1)4 sin o>}2]4
2TT

and when A-*-0, this expression has to tend to 2n Po {x') by § 15-23. Expanding in powers
of h and equating coefficients, we get
{^(^-l^cos(a>-0)}n
{tf' + ^ - l ^ c o s t f ) } * ^
Now Pn(z) is a polynomial of degree n in cosa>, and can consequently be expressed in
n
the form \A*+ 2 Jmcosma>, where the coefficients Ao, Au ... ^ln are independent of a> ;
to determine them, we use Fourier's rule (§ 9*12), and we get
1 /*"•
Am = - / P w (z) cos mw o?o)
W J -tr

= 1 /** f f" {x + (x2 - 1)4 cos (a> - </>)}» cos mo 1

"2rr 2 J - . L J - T {*' + ( ^ ' 2 - l ) 4 C o s ^ ^ J
- 1)4 cos (o> - 0 ) } n c o s

on changing the order of integration, writing co = 0 + \^ and changing the limits for
from + or — (f> to + 7T.
3 2 8
THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

Now J _ J t f + (a?2 - 1 )* cos W* sin mfcty » 0, since the integrand is an odd function;
and so, by § 15-61,

Therefore, when | arg / | <£«-,

P j ^ fc^-j P.- (») P.- (*-) cos M
But this is a mere algebraical identity in x, x' and cos a> (since n is a positive integer)
and so is true independently of the sign of R (xr).
The result stated has therefore been proved.
The corresponding theorem with Ferrers' definition is

15*71. The addition theorem for the Legendre functions.

Let xy x' be two constants, real or complex, whose arguments are numerically less than
\n; and let (#±1)4, (a/ +1)* be given their principal values ; let « be real and let
z^xx1 - (js« - 1 ) * (a/ 2 - 1)4 cos ».
Then we shall shew that, if | arg z | < \TT for all values of the real variable o>, and n be
not a positive integer,

Let cosh a, cosh a be the semi-major axes of the ellipses with foci + 1 passing through
x, x1 respectively. Let ft & be the eccentric angles of #, x' on these ellipses so that
- \TT < 0 < Jtr, - In < 0 < \n.
Let a+ifl**^, a'-\-i@! — $\ so that :r = cosh£, #' = cosh ^'.
Now as co passes through all real values, R (z) oscillates between
R (xx')±R (#2-1)4 (#' 2 - l)4 = cosh (a±af) cos (&±p),
.so that it is necessary that (5 ± ft be acute angles positive or negative.
Now take Schlafli's integral

and write
_e
{e~titi sinh J cosh \% — cosh f sinh Jf} + cosh f cosh Jf' — el<* sinh ^ si
coshjf+«**Binli J f
The path of t, as <£ increases from - TT to TT, may be shewn to be a circle; and the
reader will verify that
_ 2 {e^+'^coah $£ 4- sinh 4f} {sinh ^ cosh 4f - eifa> cosh \£ sinh | f }
cosh 45/ + e 9 s i n h 4 f
ii (y
(y w)
w)
] g " sinh jf + ccosh ^{} {cosh tf cosh ^f - eiw sinh ^ sinh ^f}
_ 2 {g
cosh 4£ + «* sinh
_ {e^ cosh ^f 4-sinh | f } {et<u sinh g sinh2 %?+e~tut sinh g cosh2 ^ ' - cosh ^ sinh g'}
cosh Jf' + c* sinh Jf'
1571, 15'8] LEGENDRE FUNCTIONS 329

Since* | cosh ££' | > | sinh i f |, the argument of the denominators does not change when
<j> increases by 2TT ; for similar reasons, the arguments of the first and third numerators
increase by 2n, and the argument of the second does not change; therefore the circle
contains the points t**l, t = z, and not t— — 1, so it is a possible contour.
Making these substitutions it is readily found that

1 / - { ^-l)*COS(^)}n

and the rest of the work follows the course of § 15*7 except that the general form of
Fourier's theorem has to be employed.
Example. Shew that, if n be a positive integer,

-1)1 c w • } - & ( * ) i » , ( * ' ) + S 2 &«(*) P . — (*')cosm»,

ro=l

when o> is real, R(af)^0, and | (of- 1) (#+1) | < | (x- 1) (J/ + 1) |.
(Heine, Kugelfunktionen; K. Neumann, Leipziger Abh. 1886.)

15-8. The function t Gnv («).

A function connected with the associated Legendre function Pnm(z) is the function
Cn" (2), which for integral values of n is defined to be the coefficient of hn in the expansion
of (1 — 2hz + h2)~p in ascending powers of h.
It is easily seen that Gn¥ (z) satisfies the differential equation
d*y (2P-hl)^ dy n(n + 2v)
S*+ 02_x S " 02-l ^~ *
For all values of n and v, it may be shewn that we can define a function, satisfying
this equation, by a contour integral of the form

where C is the contour of § 15'2 ; this corresponds to Schlafli's integral.

The reader will easily prove the following results :
(I) When n is an integer

{ }
dz"[{
.since Pn(z) = Cn? (z\ Rodrigues' formula is a particular case of this result.
(II) When r is an integer,

whence 0 ^ ^

The last equation gives the connexion between the functions Cnv (z) and Pnr (z).

* This follows from the fact that cos /9' > 0.

f This function has been studied by Gegenbauer, Wiener Sitzungsberickte, LXX. (1874), pp. 434-
443; LXXV. (1877), pp. 891-896; xcvu. (1888), pp. 259-316; en. (1893), p. 942.
330 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

(III) Modifications of the recurrence-formulae for Pn (z) are the following :

REFERENCES.
A. M. LEGENDRE, Calcul Integral, n. (Paris, 1817).
H. E. HEINE*, Handbuch der Kugelfunktionen (Berlin, 1878).
N. M. FERRERS, Spherical Harmonics (1877).
I. TODHUNTER, Functions of Laplace, Lame and Bessel (1875),
L. SCHLAPLI, Ueber die zwei Heine'schen Kugelfunktionen (Bern, 1881).
E. W. HOBSON, Phil Trans, of the Royal Society, 187 A (1896), pp. 443-531.
E. W. BARNES, Quarterly Journal, xxxix. (1908), pp. 97-204.
R. OLBRICHT, Studien ueber die Kugel- und Cylinder-funktionen (Halle, 1887). [Nova
Ada Acad. Leop. LII. (1888), pp. 1-48.]
N. NIELSEN, Theorie desfonctions mkaspheriques (Paris, 1911).

MISCELLANEOUS E X A M P L E S ! .

1. Prove that when n is a positive integer,

(Math. Trip. 1898.)

2 n
2. Prove that T z (1 - * ) ^ ^ dz
J _i ' dz dz
is zero unless m — n— ± 1 , and determine its value in these cases.
(Math. Trip. 1896.)
3. Shew (by induction or otherwise) that when n is a positive integer,

(2n+l) I* PnHz)dz = l-zPJ-2z(P1* + P2*+... + I*n-l) + 2(PlP2 + P2P3 + ...+Pn-iPn)

(Math. Trip. 1899.)
4. Shew that

(Clare, 1906.)
5. Shew that

rl
wherep=\n or J ( » - 1). (Math. Trip. 1904.)
* Before studying the Legendre function Pn(z) in this treatise, the reader should consult
Hobson's memoir, as some of Heine's work is incorrect.
f The functions involved in examples 1-30 are Legendre polynomials.
 LEGENDRE FUNCTIONS 331

6. Shew that the Legendre polynomial satisfies the relation

d2 P f *' [ *
( z 2 - l ) 2 - ^1r = n On-I) (11+ l ) ( w + 2) I dz I P n ( z ) d z .
dz Ji Ji
(Trin. Coll. Dublin.)
7. Shew that

(Peterhouse, 1905.)

8. Shew that the values of T (1 - z2)2 Pmf" (*) Pn' (z) dz are as follows :

(i) 8» (n+1) when m - n is positive and even,

(ii) - 2n (n2 - 1) (n — 2)/(2n -f1) when m «= w,
(iii) 0 for other values of m and n. (Peterhouse, 1907.)
9. Shew that
sinnBP^nB^li-Y^^^BPAcosB).
(Math. Trip. 1907.)

10. Shew, by evaluating I Pn(cosB) dB (§ 151 example 2), and then integrating by

parts, that I Pn (p) arc sin p. dp is zero when n is even and is equal to ir \-* '" -. [•
when 71 is odd. (Clare, 1903.)
11. If m and n be positive integers, and m^ny shew by induction that

where
(Adams, Proc. itoyaZ /S'oc. xxvn.)
12. By expanding in ascending powers of u shew that

where w2 is to be replaced by (1 —z2) after the differentiation has been performed.

13. Shew that Pn (z) can be expressed as a constant multiple of a determinant in
which all elements parallel to the auxiliary diagonal are equal (i.e. all elements are equal
for which the sum of the row-index and column-index is the same) ; the determinant
containing n rows, and its elements being

(Heun, Gott. Nach. 1881.)

14. Shew that, if the path of integration passes above t = l,

^-£ dt. (Silva.)

15: By writing cot 0' = cot 6 — h cosec 6 and expanding sin & in powers of h by Taylor's
theorem, shew that
(Math. Trip. 1893.)
332 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV
00

16. By considering 2 hnPn (z), shew that

n=0

(Glaisher, Proc. London Math. Soc. vi.)

17. The equation of a nearly spherical surface of revolution is

where a is small; shew that if a2 be neglected the radius of curvature of the meridian is

l+a W 2 1 {n(4w+3)-(m-hl)(8rn + 3)}P2m + 1 (cos^).

(Math. Trip. 1894.)
18. The equation of a nearly spherical surface of revolution is

where * is small.
Shew that if e3 be neglected, its area is

4M* |l +1<* *^~j • (Trinity, 1894.)

19. Shew that, if k is an integer and

then

^ (1-A*)*-* 1 . 3 . 5 . . . ( A - 2 )
where x and y are to be replaced by unity after the differentiations have been performed.
(Routh, Proc. London Math. Soc. xxvi.)
20. Shew that

21. Let xP+yt+^^r2, z^ftr, the numbers involved being real, so that — 1 < / A < 1 .
Shew that
n
'r/ n\ di

where r is to be treated as a function of the independent variables x, y, z in performing

the differentiations.
22. With the notation of the preceding example (c£ p. 319, footnote •), shew that

gn

23. Shew that, if | A | and | z \ are sufficiently small,

 LEGENDRE FUNCTIONS 333

24. Prove that

(Math. Trip. 1894.)

25. If the arbitrary function f{x) can be expanded in the series

/ ( * ) - 2 anPn(x),
converging uniformly in a domain which includes the point # = 1 , shew that the expansion
of the integral of this function is

ll(gg)pu(,). (Bauer.)
26. Determine the coefficients in Neumann's expansion of e°* in a series of Legendre
polynomials. (Bauer, Journal fur Math, LVI.)
27. Deduce from example 25 that
n • fl.3.6...(2n-l)l* / v „ , x>
a r c s i n ^ - 2 j 2 . 4 . 6 . . . 2 » } { ^ + 1 (*)-i>**-i « } •
(Catalan.)
28. Shew that

+ Pn_3(z) P2(Z)+...+P0(z)Pn_1
(Schlafli; Hermite, Teixeira J. de Sci. Math. VI. (1884), pp. 81-84.)
29. Shew that

Prove also that Qn {Z) = \P% (z)log^±j -/„_, (z),

+ !
V" 2 3/ 122232 \ 2 ) * ' " ;

> + \*'" + \' (Math. Trip. 1898.)

30. Shew that the complete solution of Legendre's differential equation is

dt

the path of integration being the straight line which when produced backwards passes
through the point f=0.
* The first of these expressions for fn_l (z) was given by Christoffel, Journal fiir Math. LV.
(1858), p. 68, and he also gives (Ibid. p. 72) a generalisation of example 28; the second was given
by Stieltjes, Corrcsp. d'Hermite et de Stieltjcs, n. p. 59.
334 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

31. Shew that {z + (z2- l)*} a = 2 An&m-a-i (*),

a m
where ^w= - a vn'~$)-\m—a~~*'. (Schlafli.)
ZTT m ! r (TTI — a + 1 )

32. Shew that, when 72 (TI+ 1) > 0,

and «.(•)-
33. Shew that
coshmw

where the real part of (•» + !) is greater than m. (Hobson.)

34. Obtain the expansion of Pn (z) when | arg z \ < n as a series of powers of 1/s, when
7i is not an integer, namely

[This is most easily obtained by the method of § 14*51.]

35. Shew that the differential equation for the associated Legendre function Pnm (z)
is denned by the schemes*
0 oo 1 / 0 oo 1
1
P \ -hi 771 — \'i
,-(*•-1)4
p
•> \

(Olbricht.)
36. Shew that the differential equation for Cn¥ (z) is denned by the scheme

f" 1 * ]
)
0 -n 0
37. Prove that, if

dz»
2(2n+l)
then n
~2'
3(2n + 3) (2n-|-3)(2n

and find the general formula. (Math. Trip. 1896.)

* See also § 15*5 example.
 LEGENDRE FUNCTIONS 335

38. Shew that

2 r(n + m+l)rcos{(?t-h|)^-iff + ^w.ir} , I2 -4m2
r
(2 Bind)* 2(2w + 3) (2sin0)*
(!2-4m2)(32-4m2) cos {(n +f) 0 f r r + frmr} 1
+
2.4.(27i-h3)(2n + 5) (2 sin ^
obtaining the ranges of values of m, w and 6 for which it is valid.
(Math. Trip. 1901.)
39. Shew that the values of w, for which Pn~1H (c°s Q) vanishes, decrease as 6 increases
from 0 to 7T when m is positive ; and that the number of real zeros of P n ~ m (cos0) for
values of 6 between — IT and n is the greatest integer less than n — m+\.
(Macdonald, Proc. London Math. Soc. xxxi, xxxiv.)
40. Obtain the formula

-- I [l-2A{cosa)COS</> + s i n o ) s i n 0 c o s ( ^ - ^ ) } + A 2 ] ~ ^ ^ = 2 hnPn (cos ») Pn (cos </>).

2TT J -IT n=0
(Legendre.)
41. If / ( # ) = # 2 0 0 0 ) and /(o;) = - a;2 (^ < 0), shew that, if f(x) can be expanded
into a uniformly convergent series of Legendre polynomials in the range ( - 1 , 1), the
expansion is

(Trinity, 1893.)
42
- If (I^iC+iPF = „ ! / ' • ' c ' ^
shew that
Cnp {xx\ - (a? - 1)* (^ 2 - 1)1 cos 0}
1
= r^- ) 1 x 4A r (?i- x +1) {r (*+A))2 (2» -f 2X - 1 )
( )
f
(Gegenbauer, Wiener Sitsungsberichte, en. (1893), p. 942.)

43. If o-n («) = (6l (t3 - Ztz +1) - 4 t»dt,

Jo
where ex is the least root of tz — 3tz+1 = 0, shew that

and

where ^ ^ ^ f ) , etc,

(Pincherle, Rendiconti Lincei (4), vu. (1891), p. 74.)

3
44. If ( A - 3 ^ + l ) ~ * = 2 Rn{z)hn,
shew that 2 (n + 1) ^ H + I - 3 (2n + l)zRn + 'K2n- 1) ^ rt > 2 = 0,
nRn+R'n _ 2 - z Rn' = 0,
and

where Jfttt'"=^?, etc.

(Pincherle, J/em. /s^. Bologna (5), i. (1889), p. 337.)
336 THE TRANSCENDENTAL FUNCTIONS [CHAP. XV

45
- If i (t
' '-y,iH)g« < '-" p "- 1 )l-
obtain the recurrence-formula

(Schendel, Journal fur Math, LXXX.)

46. If n is not negative and m is a positive integer, shew that the equation

has the two solutions

2
n dm 2 : -l)«
m
~~ dx™ 7 -1
when x is not a real number such that -l^-T^l.

47, Prove that

+m jrfn+ r
07s l)m 2
n=tw (W4• « i ) ! w G?A'W + m V 2 /'
(Clare, 1901.)
48. If ^«,«(*
m=0 *» •

shew that Faf n (x) = j-j— 'Pn (*• a ) ,

where Pn (x, a) is a polynomial of degree n in x ; and deduce that

r, a)+#-r- Pn(x, a).

(Trinity, 1905.)
49. If Fn (x) be the coefficient of zn in the expansion of

in ascending powers of 2, so that

**,(*)-1,
shew that
(1) Fn (x) is a homogeneous polynomial of degree n in x and A,
d
(2) I^±=F^x{x) (7^1),

(3) /"* Fn

(4) If y**aQFQ (x) + a ^ (^r) +02/^2 (#) +..., where Oo, «i, 02,... are real constants,
then the mean value of -j-^ in the interval from x*= — h to x— +h is ar.

50. If ^H {x) be defined as in the preceding example, shew that, when -h<x<h>
trx 1 2rrx , 1 3TTJP .
4 +

(AppelL)
 CHAPTER XVI
THE CONFLUENT HYPERGEOMETRIC FUNCTION

16*1. The confluence of two singularities of Riemann's equation.

We have seen (§ 10*8) that the linear differential equation with two
regular singularities only can be integrated in terms of elementary functions;
while the solution of the linear differential equation with three regular
singularities is substantially the topic of Chapter xiv. As the next type
in order of complexity, we shall consider a modified form of the differential
equation which is obtained from Riemann's equation by the confluence of
two of the singularities. This confluence gives an equation with an irregular
singularity (corresponding to the confluent singularities of Riemann's equation)
and a regular singularity corresponding to the third singularity of Riemann's
equation.
The confluent equation is obtained by making c -*• oo in the equation
defined by the scheme
0 oo c
—c c—k z

\-m 0 k
The equation in question is readily found to be

We modify this equation by writing u and obtain as the

equation* for W^m{z)

The reader will verify that the singularities of this equation are at
0 and oo, the former being regular and the latter irregular; and when 2m
is not an integer, two integrals of equation (B) which are regular near 0 and
valid for all finite values of z are given by the series

) 2! (2m-hi) (2m+ 2]
* This equation was given by Whittaker, Bulletin American Math. Soc. x. (1904), pp. 126-134.
338 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

| 1 ! ( 1 2 r n ) + 2!(l-2m)(2-2m)
These series obviously form a fundamental system of solutions.
[NOTE. Series of the type in {} have been considered by Kummer* and more recently
by Jacobsthalt and Barnes \ ; the special series in which k—0 had been investigated by
Lagrange in 1762-1765 (Oeuvres, i. p. 480). In the notation of Kummer, modified by
Barnes, they would be written i^i {£ ± wi - £; ± 2 m + l ; z]; the reason for discussing
solutions of equation (B) rather than those of the equation z -p$ — (z — p) -r — ay=0, of
which XF\ (a; p; z) is a solution, is the greater appearance of symmetry in the formulae,
together with a simplicity in the equations giving various functions of Applied Mathe-
matics (see § 16*2) in terms of solutions of equation (B).]

1611. Kummer s formulae.

(I) We shall now shew that, if 2m is not a negative integer, then
z - * - mMKm (z) - ( - * ) - * - mM_k<m ( - z),
that is to say,
c-\\\ h + m-k z
2 ! (2m + 1) (2m + 2) ^-
j +m+k (^ + m + k) ( | + m + k)
1!(2TK + 1 )2!(2m+l)(2m + 2) ""
For, replacing e~* by its expansion in powers of z, the coefficient of zn in
the product of absolutely convergent series on the left is

m-k, -n;
by § 14*11, and this is the coefficient of zn on the right§; we have thus
obtained the required result.
This will be called Kummer 8 first formula.
(II) The equation
0 0
i f z3p
+ w
M,,m(z) = z |l+^ ¥p~ !(m+1)(m

valid when 2m is not a negative integer, will be called Kummer s second

formula.
To prove it we observe that the coefficient of 2 n + w + * in the product

• Journal fUr Math. xv. (1836), p. 139.

f Math. Ann. LVI. (1903), pp. 129-154.
X Trans. Camb. Phil. Soc. xx. (1908), pp. 253-279.
§ The result is still true when m + £ + k is a negative integer, by a slight modification of the
analysis of § 14 11.
 1 6 ' 1 1 , 16*12] THE CONFLUENT HYPERGEOMETRIC FUNCTION 339

of which the second and third factors possess absolutely convergent expansions, is (§ 3*73)

by Kummer'8 relation*
F(2ay2(3; a + 0 + J ; #) =
valid when 0 ^ # ^ J; and so the coefficient of zn+m+h (by § 14*11) is

+2)... (2m+w) r ( i -
and when w is odd this vanishes; for even values of n ( = 2/?) it is

2p\ 22P(m + i)(m + t)...(m+jt>--£)(m + l)(m + 2) # ( m +p) r (\-m-p)

=
+ l)(w + 2)...(m+jp) 24P . f?! (m + 1) (w + 2)... (m+p)'
16*12. Definition-^ of the function Wktm(z).
The solutions ifjfcf±m(^) of equation (B) of § 161 are not, however, the
most convenient to take as the standard solutions, on account of the
disappearance of one of them when 2m is an integer.
The integral obtained by confluence from that of § 14*6, when multiplied
by a constant multiple of e^zt is J

It is supposed that arg z has its principal value and that the contour is so
chosen that the point t = —z is outside it. The integrand is rendered one-
valued by taking | arg ( - t) \ ^ TT and taking that value of arg (1 + t\z) which
tends to zero as t -*- 0 by a path lying inside the contour.
Under these circumstances it follows from § 5*32 that the integral is an
analytic function of z. To shew that it satisfies equation (B), write

* See Chapter xiv, examples 12 and 13, p. 298.

t The function Wktm(z) was defined by means of an integral in this manner by Whittaker
loc. cit. p. 125.
£ A suitable contour has been chosen and the variable t of § 14*6 replaced by - 1 .
340 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

and we have without difficulty*

d2v (2k \ d l + c ( k )

since the expression in {} tends to zero as t -*• + x ; and this is the condition
that e~izzkv should satisfy (B).
Accordingly the function W* m (z) defined by the integral

is a solution of the differential equation (B).

The formula for Wktm nugat
ktm (z) becomes nugatory when k — g ~ " m l* a negative
integer. To overcome this difficulty, we observe that whenever

and k — ^ — m is not an integer, we may transform the contour integral into

an infinite integral, after the manner of § 12*22; and so, when

This formula suffices to define Wttm(z) in the critical cases when

m + ^ — k is a positive integer, and so Wktfn(z) is defined for all values of
k and m and all values of z except negative real valuesf.
Example. Solve the equation
b

in terms of functions of the type Wk%m {z), where a, 6, c are any constants.

16*2. Expression of various functions by functions of the type Wktm(z).

It has been shewn J that various functions employed in Applied Mathe-
matics are expressible by means of the function W^m (?) \ the following are a
few examples:
* The differentiations under the sign of integration are legitimate by § 4*44 corollary.
t When z is real and negative, Wkfin(z) may be defined to be either H't m (z + Ot) or
W*, m (* - Ot), whichever is more convenient.
% Whittaker, Bulletin American Math. Soc. x; this paper contains a more complete account
than is given here.
16*2] THE CONFLUENT HYPERGEOMETRIC FUNCTION 341

(I) The Error function* which occurs in connexion with the theories of
Probability, Errors of Observation, Refraction and Conduction of Heat is
defined by the equation

where x is real.
Writing t*=x*{u? — l) and then w=*s/x in the integral for TF_jf
we get

and so the error function is given by the formula

1
Erfc («) - J a r * *
Other integrals which occur in connexion with the theory of Conduction
of Heat, e.g. / e-*-*l* dt, can be expressed in terms of error functions, and
J a
so in terms of Wk%m functions.
Example. Shew that the formula for the error function is true for complex values of x.
(II) The Incomplete Oamma function, studied by Legendre and others f,
is defined by the equation
[o
By writing t = 8 — x in the integral for TPj (n _ ^ in (x)t the reader will
verify that
7<«,*)-r(n)-*»<- 1 >,-*Wr | ( ._ 1 ) t | ,(*)L
(III) The Logarithmic-integral function, which has been discussed by
Euler and others*, is defined, when | arg {— log z\ \ < ir, by the equation

logt
* This name is also applied to the function
Erf(x)= I" e-** dt = '*Y-Erfc {x).
f Legendre, Exercices, i. p. 339; Ho&var, Zeitschrift fiir Math, und Phys. xxi. (1876), p. 449;
Schldmilch, Zeitschrift jiir Math, und Phys. xvi. (1871), p. 261; Prym, Journal fiir Math, LXXXII.
(1877), p. 165.
t Euler, Inst. Calc. Int. i.; Soldner, Monatlkhe Correspondem, von Zach (1811), p. 182;
Briefwechsel zwischen Gams und Bessel (1880), pp. 114-120; Bessel, Kimigsbcrger Archiv, i. (1812),
pp. 369-405; Laguerre, Bulletin de la Soc.Math.de France, vn. (1879), p. 72; Stieltjes, Ann. de
VEcole norm. sup. (3), m. (1886). The logarithmic-integral function is of considerable importance
in the higher parts of the Theory of Prime Numbers. See Landau, Primzahlen, p. 11.
342 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

On writing s - log z — u and then u = — log t in the integral for

it may be verified that

It will appear later that Weber's Parabolic Cylinder functions (§ 16*5) and
Bessel's Circular Cylinder functions (Chapter XVII) are particular cases of the
Wkfm function. Other functions of like nature are given in the Miscellaneous
Examples at the end of this chapter.
[NOTE. The error function has been tabulated by Encke, Berliner ast. Jakrbuch, 1834,
pp. 248-304, and Burgess, Trans. Roy. Soc. Edin. xxxix. (1900), p. 257. The logarithmic-
integral function has been tabulated by Bessel and by Soldner. Jahnke und Emde,
Funktionentafdn (Leipzig, 1909), and Glaisher, Factor Tables (London, 1883), should also
be consulted.]

163. The asymptotic expansion of Wk>m {z\ when \z\is large.

From the contour integral by which Wkyfn{z) was defined, it is possible
to obtain an asymptotic expansion for Wktm(z) valid when | a r g s | < 7r.
For this purpose, we employ the result given in Chap, v, example 6, that

where

Substituting this in the formula of § 16*12, and integrating term-by-term,

it follows from the result of § 12*22 that

n\zn

provided that n be taken so large that R (n — k — 2

Now, if | arg z \ ^ IT - a and | z \ > 1, then

:u|(i + t/*)|$i+« R(*)>o\
| (1 + t/z) I ^ sin o R (z) ^ 0] '
and so*
f I (tlz) |
M n ( l + w)
nl
Jo
* It is supposed that X is real; the inequality has to be slightly modified for complex values of X.
16*3-16*4] THE CONFLUENT HYPERGEOMETRIC FUNCTION 343

Therefore
Rn{t,z)\
cosec a)i A | | (t/z) \n+l (1 + 0 | A | (w + I)" 1 ,
n!
since 1 + w < 1 + $.
Therefore, when ^ > 1 ,

n(t ,z)e-ldt

since the integral converges. The constant implied in the symbol 0 is

independent of arg£, but depends on or, and tends to infinity as a-^0.
That is to say, the asymptotic expansion of Wk}in(z) is given by the formula

Wk, m
+ 1
for large values of\z\ when \ arg z \ ^ IT - a < IT.

1631. The second solution of the equation for Wk,m(z)'

The differential equation (B) of § 16*1 satisfied by Wkyin(z) is unaltered if
the signs of z and k are changed throughout.
Hence, if | arg (— z) \ < ir, W^m (— &) is a solution of the equation.
Since, when | arg z \ < IT,
Wktm(z)l:e-*zzk{l + O(z-x)},
whereas, when | arg ( - z) \ < IT,
W-k>m(-z) = el*(-z)-k{\ + O{z-%
the ratio IF*tW (z)/W_k,m (— z) cannot be a constant, and so W^m{z) and
^-jb,m(~^) form a fundamental system of solutions of the differential
equation.

16*4. Contour integrals of the Mellin-Barnes type for Wkt m (z).

Consider now

q -I

where | arg^ | < - 7r, and neither of the numbers k ± in -f : is a positive integer
344 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

or zero*; the contour has loops if necessary so that the poles of T(s) and

those of P ( - 5 - A: — m + - J P ( — s — A; + m + - J are on opposite sides of it.

It is easily verified, by § 13*6, that, as s—><x> on the contour,

and so the integral represents a function of z which is analytic at all pointsf

in the domain | arg Z\^^TT- a< ^TT.

Now choose N so that the poles of P (— s — k — m + l) P (— s — k+m + l)

l 2
\ l \ J
are on the right of the line R (s) = — N - « ; and consider the integral taken

round the rectangle whose corners are ± fi, — N— ^| ± &> where f is positiveJ
and large.
The reader will verify that, when | a r g ^ | ^-7r —0, the integrals

tend to zero as £—•«>; and so, by Cauchy's theorem,

P (s) P ( - 8 - k - m -f- i) P (— s - k + m + 1

where Rn is the residue of the integrand at s = — ?i.

Write s = — N — <- + it, and the modulus of the last integrand is

where the constant implied in the symbol 0 is independent of z.

Since I e~ a ! " | £ |A'~2Acft converges, we find that

f In these cases the series of § 16*3 terminates and Wkm{z) is a combination of elementary
functions.
t The integral is rendered one-valued when R (z)< 0 by specifying arg z.
X The line joining rt£< may have loops to avoid poles of the integrand as explained above.
164] THE CONFLUENT HYPERGEOMETRIC FUNCTION 345

But, on calculating the residue Rn, we get

„ (A. , 3 )2| . . .

n! zn
and so / has the same asymptotic expansion as Wk%m(z)>
Further / satisfies the differential equation for Wkim(z); f°r> on

r v
substituting I T { s ) V (—s — k — m + 2 ) ^ \ ~ ~ s ~ k + m + 2 ) z * d $ f ° *n
the expression (given in § 16*12)

az2 dz \ l
) \ l
J dz
we get

«, _ | l + «»\

Since there are no poles of the last integrand between the contours, and
since the integrand tends to zero as | 51 —> 00 , 5 being between the contours,
the expression under consideration vanishes, by Cauchy's theorem ; and so
I satisfies the equation for W^m{z).
Therefore I=A Wk,m(z) + B W.Km(- z\
where A and B are constants. Making | z j —• 00 when R (z) > 0 we see, from
the asymptotic expansions obtained for / and W±k,m(±z), that
A=l} B = 0.
Accordingly, by the theory of analytic continuation, the equality

persists for all values of z such that | a r g ^ | < 7 r ; and, for values* of arg z
such that IT ^ I arg Z\<^TT, Wk,m (z) may be defined to be the expression /.
Example 1. Shew that

taken along a .suitable contour.

* It would have been possible, by modifying the path of integration in § 16#3, to have shewn
that that integral could be made to define an analytic function when j arg z <.\ir. But the
reader will see that it is unnecessary to do so, as Barnes' integral affords a simpler definition
of the function.
346 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

Example 2. Obtain Barnes' integral for Wkt m (z) by writing

for (1 + tlz)k~*+m in the integral of § 16"12 and changing the order of integration.

16*41. Relations betiueen Wkym(z) and Mky±m(z).

If we take the expression

which occurs in Barnes' integral for Wktm(z), and write it in the form
**T(s)
T (« +fc+ m + J) F (« + A: - m + i ) cos (* -f ir + m) ?r cos (« + A - m) IT '
we see, by § 13*6, that, when R (s) ^ 0, we have, as | s | —• x ,

F(s)= 0 exp If — 5 — ^ — 2A:J log s + sj sec (5 + A: + ra) 7rsec (s + A; — m)ir.

Hence, if | arg 2 | < jj TT, jF(s)z8ds) taken round a semicircle on the

right of the imaginary axis, tends to zero as the radius of the semicircle
tends to infinity, provided the lower bound of the distance of the semi-
circle from the poles of the integrand is positive (not zero).

Therefore Wk,m<*) = - T(_kJm

where %R' denotes the sum of the residues of F(s) at its poles on the
right of the contour (cf. § 14*5) which occurs in equation (C) of § 16*4.
Evaluating these residues we find without difficulty that, when
arg z I < \ 7T,
and 2m is not an integer*,
m) ,, , N r(2m) ,, ,N

Example 1. Shew that, when | arg ( - z) \ < %n and 2m is not an integer,

(Barnes t.)
Example 2. When - \rr < arg z < %ir and - ^rr < arg ( - z) < $TT, shew that

* When 2m is an integer some of the poles are generally double poles, and their residues
involve logarithms of z. The result has not been proved when k• - J ± m is a positive integer or
zero, but may be obtained for such values of k and m by comparing the terminating series for
Wk<m(z) with the series for Mk±1H{z).
f Barnes' results are given in the notation explained in § 16*1.
1 6 - 4 1 - 1 6 - 5 1 ] THE CONFLUENT HYPERGEOMETRIC FUNCTION 347

Example 3. Obtain Kummer's first formula (§ 16*11) from the result

1 f"01
zn€-*= T(n-s)ztds. (Barnes.)
JL IT I J _ x i

16*5. The parabolic cylinder functions. Weber s equation.

Consider the differential equation satisfied by w = z ~' * W^ _- ' - * 2 ' *
it is
4J^l
zdz \ zdz j + I 4+ z*+ z4
j
this reduces to -= \-\2k—\zi\w = 0.
dz* { 4 j
Therefore the function

satisfies the differential equation

Accordingly Dn(z) is one of the functions associated with the parabolic

cylinder in harmonic analysis*; the equation satisfied by it will be called
Weber's equation.
From § 1641, it follows that

when | arg s | < ' TT.

and these are one-valued analytic functions of z throughout the 2-plane.

Accordingly Dn(z) is a one-valued function of z throughout the £-plane; and,
by § 16*4, its asymptotic expansion when | arg z \ < - IT is

1 ^ ^ — •

16*51. TAe second solution of Weber's equation.

Since Weber's equation is unaltered if we simultaneously replace n
and z by — n — 1 and ± iz respectively, it follows that ZL n -i (iz) and
Z)_tt_i (— iz) are solutions of Weber's equation, as is also Dn (— z\
* Weber, Math. Ann. i. (1869), pp. 1-36; Whittaker, Proc. London Math. Soc. xxxv. (1903),
pp. 417-427.
348 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

It is obvious from the asymptotic expansions of Dn(z) and D^n^1(ze^iri)f

valid in the range — j IT < arg z < - IT, that the ratio of these two solutions is
not a constant.
16*511. The relation between the functions Dn(z), D_»_, (± iz).
From the theory of linear differential equations, a relation of the form
D n (*) = aD^ (iz) + 6D_n_1 ( - iz)
must hold when the ratio of the functions on the right is not a constant.
To obtain this relation, we observe that if the functions involved be
expanded in ascending powers of z, the expansions are

and

Comparing thefirsttwo terms we get

a = (2*-)-* T (n +1) «*"**, 6 =
and so

16*52. 2%« general asymptotic expansion of Dn (z).

So far the asymptotic expansion of Dn (z) for large values of z has only
been given (§ 16*5) in the sector | arg z \ < | IT. To obtain its form for values
of arg z not comprised in this range we write — iz for z and — n — 1 for n in
the formula of the preceding section, and get
Dn(z) - enri Dn(-z) + ^ M ,*<»+1) *</)_„_, (-r>).

Now, if j w > arg ^ > j 7r, we can assign to - z and — iz arguments between

+ 17r; and arg(— s) = arg2: — 7r, arg(— iz) = argZ — ^TT; and then, applying
the asymptotic expansion of § 165 to Dn(—z) and D_n_i(—iz)y we see that,
if 17r > arg 2 > - 7r,
l) { n(n-l)(n-2)(n-3) }
4U • T P ^

,.I[ (n +
l)(n + 2)(n + 3)(n
_ _
16 511-16*6] THE CONFLUENT HYPEROEOMETRIC FUNCTION 349

This formula is not inconsistent with that of § 165 since in their common range of
validity, viz. Jar < arg-2 < f TT, e^z z~~2n~l is o [z~m) for all positive values of m.

To obtain a formula valid in the range — - ir > arg z > — ^ 7r, we use the
formula

and we get an asymptotic expansion which differs from that which has just
been obtained only in containing e~nirl in place of envl.
Since Dn (z) is one-valued and one or other of the expansions obtained
is valid for all values of arg z in the range — IT ^ arg z ^ 7r, the complete
asymptotic expansion of Dn (z) has been obtained.

16*6. A contour integral for Dn{z).

Consider / e ~ zt ~ i' 2 (— t) ~ w"~1 dt, where | arg (-1) \ ^ n ; it represents a one-valued

J 00
analytic function of z throughout the s-plane (§ 5*32) and further

the differentiations under the sign of integration being easily justified; accordingly the
integral satisfies the differential equation satisfied by <£z% Dn (z); and therefore

J 00

where a and b are constants.

Now, if the expression on the right be called En (z\ we have

En (0) = ( ( ° + ) e ~ ht2 (-1)~»- l dt, Ey; (0) = ( ( ° +) e~ V2 ( - *)~ n dt

J ao J ac

To evaluate these integrals, which are analytic functions of n, we suppose first that
R (ft) < 0 ; then, deforming the paths of integration, we get
f*
jF n (0)«-2isin(n + l)ir / e'^t2t'n'ldt
Jo
w
-2-* fsin»ir r e'uu~^l'ldu
Jo
= 2 ~ *M i sin (nrr) T ( - \n).
Similarly En'(0)= - 2^ " ^n i sin(;i7r) r (J-£n).
Both sides of these equations being analytic functions of n9 the equations are true for
all values of n; and therefore

r
= 2iT ( —n) sin nir.

Therefore Z ) . W - - ^ 1 ) « - * * f (0+) e -, ( - 4 ' 2 ( - 0 — » * .

350 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

16*61. Recurrence formulae for Dn(z).

From the equation

=J (0+) |_ i (_ t)-n-i + ( _ t)-n + (n

after using § 16'6, we see that

DM (Z) -zDn (z) + »#„_, (z) - 0.
Further, by differentiating the integral of § 16*6, it follows that
Dn' (z) +1 zDn (z) - nD^ (z) - 0.
Example. Obtain these results from the ascending power series of § 16*5.

16*7. Properties of Dw (z) when n is an integer.

When n is an integer, we may write the integral of § 16'6 in the form

If now we write t = v — z, we get

a result due to Hermite*.

Also, if m and n be unequal integers, we see from the differential
equations that
D n (z) Dm" (z) - Dm (z) DS (z) + (m-n) Dm (z) Dn (z) = 0,
and so
(m~n)fm D^{z)Dn{z)dz^ [Dn(z)Dm'(z)-Dm(z)Dn'(z)Y
= 0,
by the expansion of § 16*5 in descending powers of z (which terminates
and is valid for all values of arg z when n is a positive integer).

Therefore if m and n are unequal positive integers

f Dm(z)Dn(z)dz = Q.
* Comptes Rcndiu, LVIII. (1864), pp. 266-273.
16*61, 1 6 7 ] THE CONFLUENT HYPERGEOMETRIC FUNCTION 351

On the other hand, when m = n, we have

(« + l ) f (A. (*)}«<**
J -oo

= fi) n (,) Dn+i i zD B (*) D n + 1 (z) - Dn+1 (z) Dn' <

on using the recurrence formula, integrating by parts and then using the
recurrence formula again.
It follows by induction that

C {Dn{z)Ydz =n\f {D0(z)}*dz

J -00 J —00

nllf" e-^dz
J -00

()
by § 1214 corollary 1 and § 122.
It follows at once that if, for a function f'(z), an expansion of the form
f{z) » a0D0 (z) + ox A CO + . . . + anDn (z)+...
exists, and if it is legitimate to integrate term-by-term between the limits
— oo and oo , then

REFERENCES.

A. ERDE'LYI, Math. ZS. XLII (1936), p. 125 : XLII (1937), p. 641: Math. Ann. cxui (1936),
p. 347: Mon. f. M. u. P. XLV (1936), p. 31 : XLVI (1937), pp. 1, 132: Proc. Amst. Ac.
xxxix (1936), p. 1092: XLI (1938), p. 481: Wien Sitz Ha, CXLVI (1937), p. 431 : Proc.
Camb. Phil. Soc. xxxiv (1938), p. 28.
C. S. MEIJER, Nieuw. Arch. v. Wisk.W xvm (Heft 2) (1934), p. 36: <2) xvm (Heft 4)
(1936), p. 10: Proc. Amst. Ac. xxxvn (1934), p. 805: xxxvm (1935), p. 528:
xxxix (1936), pp. 394, 519 : XL (1937), pp. 133, 259, 871 : XLI (1938), p. 42 : Quart.
./. M. vi (1935), p. 241: Math. Ann. cxn (1936), p. 469.
 352 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

MISCELLANEOUS EXAMPLES.
1. Shew that, if the integral is convergent, then

ro
2. Shew that J ^ («)-.«!+ «-l* lim F($ + m-k, $ + m-k+p; 2m + l ; */p).

3. Obtain the recurrence formulae

W
k, » M « « J W
k-±, «-J

4/ Prove that Wktfn(z) is the integral of an elementary function when either of the
numbers 1c-\±m is a negative integer.
5. Shew that, by a suitable change of variables, the equation

(a 2 +M)gJ(+(«i+M)^+(ao+M)y=O
can be brought to the form

derive this equation from the equation for F(a, b; c\ x) by writing x~£/b and making
b-+> oo.

6. Shew that the cosine integral of Schlomilch and Besso {Oiornale di Matematiche,
vi), denned by the equation
Ci (*)=/; £ - ! * ,

is equal to $,-*«**«+*** W_^ 0 ( _ i ) + J , - i « - l ' « - i * ' |f_|> 0(«).

Shew also that Schlomilch's function, defined (Zeitgchrift fur Math, und Physilc, iv.
(1859), p. 390) by the equations
8(v,z)= (">(l + t)-ve-*tdt=*zv-le» f°° — du,
J0 Jz u
is equal to z* ' l
* 4 * W_ ^ j _ J|P (f).

7. Express in terms of Tffc>m functions the two functions

Si (.)* J* SE-' <ft, Ei (»)- J" 51' A.

8. Shew that Sonine's polynomial, defined (Math. Ann. xvi. p. 41) by the equation

~2)! 2 ! " " "

 THE CONFLUENT HYPERGEOMETRIO FUNCTION 353

9. Shew that the function 4>m(z) denned by Lagrange in 1762-1765 (Oeuvres, i.

p. 520) and by Abel (Oeuvres, 1881, p. 284) as the coefficient of hm in the expansion of
(1 - A ) - 1 e-Mi-*) is equal to

10*. Shew that the Pearson-Cunningham function (Proc. Royal Soc. LXXXI. p. 310),
»»,«W, denned as
(n-$m) (n + bn) (n + hn-1) (n-jm) (n -bn- 1) _ \
_

11. Shew that, if | argz \ < JTT, and

(Whittaker.)
12. Shew that, if n be not a positive integer and if | arg z \ < JTT, then

(0-)
, the contours
/
enclosing the ix>les of r (-1) but not those of V (\t - Jn).
13. Shew that, if | arg a | < Jw,
I e{*~*>z z™Dn{z)dz
J ac

l; bn-bi+1; l-^a""1).

14. Deduce from example 13 that, if the integral is convergent, then

(Watson.)
15. Shew that, if n be a positive integer, and if

e- *** (z-x)~* D,x (z) dz,

then En {x)= ±ie*™ S/(2TT) r (M + 1) e " * >r2 2>. H -, (+ ?>),

the upper or lower signs being taken according as the imaginary part of x is positive
or negative. (Watson.)
16. Shew that, if n be a positive integer,

where /x is \n or $(n- 1), whichever is an integer, and the cosine or sine is taken as n is
even or odd. (Adamoff.)
* The results of examples 8, 9, 10 were communicated to us by Mr Batemau.
354 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVI

17. Shew that, if n be a positive integer,

A. (*)-(- r (i»)" * Un)n+ 1 & e
where ./,= f" ('"''-'^(w
/ —oo sin

and o- (») = e*n C1 - v2) v w - e " n ( r ~ i)2. (Adamoff.)

18. With the notation of the preceding examples, shew that, when x is real,

while J3 satisfies both the inequalities

\Jt\<3e-*+{\*\J*h \J*\
Shew also that as v increases from 0 to 1, <r(v) decreases from 0 to a minimum at
v = l — hi and then increases to 0 at # = 1 ; and as v increases from 1 to oo, a{v) increases
to a maximum at 1+A2 and then decreases, its limit being zero; where

and | a (1 - hx) \ < An " *, <r (1+ h2) < An " i, where A =0'0742.... (Adamoff.)
19. By employing the second mean value theorem when necessary, shew that

where »B (x) satisfies both the inequalities

when x is real and n is an integer greater than 2. (Adamoff.)

20. Shew that, if n be positive but otherwise unrestricted, and if m be a positive
integer (or zero), then the equation in z
2>.(*)-0
has m positive roots when 2m - 1 < n < 2m + 1 . (Milne.)
 CHAPTER XVII
BESSEL FUNCTIONS

171. The Bessel coefficients.

In this chapter we shall consider a class of functions known as Bessel
functions or cylindrical functions which have many analogies with the Legendre
functions of Chapter xv. Just as the Legendre functions proved to be parti-
cular forms of the hypergeometric function with three regular singularities, so
the Bessel functions are particular forms of the confluent hypergeometric
function with one regular and one irregular singularity. As in the case of
the Legendre functions, we first introduce* a certain set of the Bessel functions
as coefficients in an expansion.
For all values of z and t (t = 0 excepted), the function

can be expanded by Laurent's theorem in a series of positive and negative

powers of t If the coefficient of tH, where n is any integer positive or
negative, be denoted by Jn (z), it follows, from § 5*6, that
, du
-
(o+)

To express Jn (z) as a power series in zf write u = 2t/z; then

)I
\ n f(°+)

since the contour is any one which encircles the origin once counter-clockwise,
we may take it to be the circle 11 | = 1; as the integrand can be expanded
in a series of powers of z uniformly convergent on this contour, it follows
from § 4-7 that

/
Now the residue of the integrand at £ = 0 is {(n 4-r)!}~1 by § 61, when
n + r is a positive integer or zero; when n + r is a negative integer the
residue is zero.
Therefore, if n is a positive integer or zero,
J
*M-*. r!(n + r)l
= J^U ?L_ , *4 1.
2nn\ \ 2 M (w + 1) 2 M . 2 (w + l)(w + 2) "") '
* This procedure is due to Schlomilch, Zeitschrift/Ur Math, und Phys. n. (1857), pp. 137-165.
356 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

whereas, when n is a negative integer equal to — m,

dnKZ)
rrm rl(r-m)\ 8% (m
m
and so Jn (z) « (~) Jm (*).
The function Jn (z), which has now been defined for all integral values
of n} positive and negative, is called the Bessel coefficient of order w; the
series defining it converges for all values of z.
We shall see later (§ 17*2) that Bessel coefficients are a particular case of a class of
functions known as Bessel functions.
The series by which Jn (z) is defined occurs in a memoir by Euler, on the vibrations
of a stretched circular membrane, Novi Comm. Acad. Petrop. x. (1764) [Published 1766],
pp. 243-260, an investigation dealt with below in § 18*51; it also occurs in a memoir
by Lagrange on elliptic motion, Hist, de VAcad. R. des Set. de Berlin, xxv. (1769) [Published
1771], p. 223.
The earliest systematic study of the functions was made in 1824 by Bessel in his
Untersuchung des Theils der planetariscken Storungen welcher aus der Bewegung der Sonne
entsteht {Berliner Abh. 1824); special cases of Bessel coefficients had, however, appeared in
researches published before 1769; the earliest of these is in a letter, dated Oct. 3,1703, from
Jakob Bernoulli to Leibniz*, in which occurs a series which is now described as a Bessel
function of order $•; the Bessel coefficient of order zero occurs in 1732 in Daniel Bernoulli's
memoir on the oscillations of heavy chains, Comm. Acad. Sci. Imp. Petrop. vi. (1732-1733)
[Published 1738], pp. 108-122.
In reading some of the earlier papers on the subject, it should be remembered that the
notation has changed, what was formerly written Jn (z) being now written Jn (2z).
Example 1. Prove that if

I
then eat sin bz^AxJY (z) + A2J2() 33 ()
(Math. Trip. 1896.)
[For, if the contour D in the ?<-plane be a circle with centre w=0 and radius large
enough to include the zeros of the denominator, we have

the series on the right converging uniformly on the contour; and so, using § 4*7 and
replacing the integrals by Bessel coefficient}*, we have

W ^
u ~ul) ul

* Published in Leibnizem Ges. Werke, Dritte Folge, HI. (Halle, 1855), p. 75.
17'11] BESSEL FUNCTIONS 357

In the integral on the left write J ^ - w " 1 ) —a = r, so that as u describes a circle of

radius &y t describes an ellipse with seiniaxes cosh/3 and sinh/9 with foci at -a±i; then
we have

the contour being the ellipse just specified, which contains the zeros of t2 + b2. Evaluating
the integral by § 6-1, we have the required result.]
Example 2. Shew that, when n is an integer,

(K. Neumann and Schlafli.)

[Consider the expansion of each side of the equation

Example 3. Shew that

ei*cos<1> = Jo (z) + 2icos<j>J1 (?) + 2i* cos 2cf>J2 (z) •+•....
Example 4. Shew that if r2

(K. Neumann and Lommel.)

17*11. BesseVs differential equation.
We have seen that, when n is an integer, the Bessel coefficient of order n
is given by the formula

From this formula we shall now shew that Jn{z) is a solution of the
linear differential equation

which is called Bessel's equation for functions of order n.

For we find on performing the differentiations (§ 4*2) that

dz2 z dz \ z

= 0,
n 1
since ^" ~ exp (£ — ^*/4^) is one-valued. Thus we have proved that

z dz \ z2/
The reader will observe that z = 0 is a regular point and z = ao an
irregular point, all other points being ordinaiy points of this equation.
358 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

Example 1. By differentiating the expansion

with regard to z and with regard to t, shew that the Bessel coefficients satisfy Bessel's
equation. (St John's, 1899.)

Example 2. The function Pnm [\-~--) satisfies the equation denned by the scheme
\ An /

(
4?i* oc 0 ^

\m ?i+l \m z2i;
-\m —n —tyn J
shew that Jm (z) satisfies the confluent form of this equation obtained by making n -+- oc .
17*2. The solution of Bessel's equation when n is not necessarily an
integer.
We now proceed, after the manner of § 15*2, to extend the definition of
Jn(z) to the case when n is any number, real or complex. It appears by
methods similar to those of § 17 11 that, for all values of n, the equation
dz>+ z dz+
is satisfied by an integral of the form

provided that t~n~l exp (t — z2/4tt) resumes its initial value after describing C
and that differentiations under the sign of integration are justified.
Accordingly, we define Jn(z) by the equation

the expression being rendered precise by giving arg z its principal value and
taking | arg 11 ^ ir on the contour.
To express this integral as a power series, we observe that it is an
analytic function of z\ and we may obtain the coefficients in the Taylor's
series in powers of z by differentiating under the sign of integration (§§ 5*32
and 444). Hence we deduce that
zn oo / )r Z2r r(0+)
J {£\ _. ] £ >• ' I (f t~~n~~r'~l dt

f—V>n+2r

by § 12*22. This is the expansion in question.

17*2, 17*21] BESSEL FUNCTIONS 359

Accordingly, for general values of n, we define the Bessel function Jn{z)

by the equations

- V (~)rzn+

This function reduces to a Bessel coefficient when n is an integer; it is

sometimes called a Bessel function of the first kind.
The reader will observe that since Bessel's equation is unaltered by
writing — n for n, fundamental- solutions are Jn (z), / _ n (z), except when
n is an integer, in which case the solutions are not independent. With this
exception the general solution of BesseVs equation is

where a and y8 are arbitrary constants.

A second solution of Bessel's equation when n is an integer will be given
later (§ 17*6).

17*21. The recurrence formulae for the Bessel functions.

As the Bessel function satisfies a confluent form of the hypergeometric
equation, it is to be expected that recurrence formulae will exist, corresponding
to the relations between contiguous hypergeometric functions indicated in
§ 14-7.
To establish these relations for general values of n, real or complex, we
have recourse to the result of § 17*2. On writing the equation

L
•(©+)

at length, we have
/*(0
J -c

= 2-rri j ( 2 r J ) n - 1 / a . , W + \ z> ( 2 ^ ) n + 1 Jn+i (0 - n (2z~^\Jn (z) J ,

and so Jn_, (z) + Jn+] (z) = -y Jn(z) (A).

Next we have, by § 4*44,

(0 f)
" / z\ .
t-n~2 expF it - -.- dt
V 4^7
- r - » J"n+1
360 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

and consequently, if primes denote differentiations with regard to z,

Jn'(z)=*Jn(z)-Jn+l(z) (B).
From (A) and (B) it is easy to derive the other recurrence formulae
c
^<) { / • ( ) w o } ( >
and Jn'(z) = Jn_x{z)-*Jn(z) (D).

Example 1. Obtain these results from the power series for JH (z).

Example 2. Shew that ~ {znJn (z)} = 2"^»_1 (z).

Example 3. Shew that Jo' (z) = - Jx (z).
Example 4. Shew that

Example 5. Shew that

Example 6. Shew that

J2(z)-J0"(z)-z-iJ0'(z).
17*211. Relation between two Bessel functions whose orders differ by
an integer.
From the last article can be deduced an equation connecting any two
Bessel functions whose orders differ by an integer, namely

where n is unrestricted and r is any positive integer. This result follows at

once by induction from formula (B), when it is written in the form

17*212. The connexion between Jn(z) and Wk,m functions.

The reader will verify without difficulty that, if in Bessel's equation we
write y = z ~ ^ v and then write z = x/2i, we get

£•(-$• »i3--*
which is the equation satisfied by WQtn(x); it follows that

Comparing the coefficients of z±n on each side we see that

17'211-17'22] BESSEL FUNCTIONS 361

except in the critical cases when 2n is a negative integer; when n is half of

a negative odd integer, the result follows from Rummer's second formula
(§1611).

17*22. The zeros of Bessel functions whose order n is real.

The relations of § 17*21 enable us to deduce the interesting theorem that
between any two consecutive real zeros of z~nJn(z), there lies one and only one
zero* ofz~nJn+i(z).
For, from relation (B) when written in the form

it follows from Rollers theorem f that between each consecutive pair of zeros
(z) there is at least one zero of z~nJn+1(z).
Similarly, from relation (D) when written in the form

it follows that between each consecutive pair of zeros of zn+1Jn+1 (z) there is
at least one zero of zn+1Jn(z).

Further z~nJn(z) and -7- [z'~nJn(z)) have no common zeros; for the

former function satisfies the equation

and it is easily verified by induction on differentiating this equation that if

both y and -^ vanish for any value of z, all differential coefficients of y vanish,
and y is zero by § 5*4.
The theorem required is now obvious except for the numerically smallest
zeros ± f of z~nJn (z), since (except for z = 0), z~nJn (z) and zn+1Jn (z) have the
same zeros. But 2 = 0 is a zero of z~nJn+l(z), and if there were any other
positive zero of z~nJn+1 (z), say £ , which was less than f, then zn+lJn(z)
would have a zero between 0 and f,, which contradicts the hypothesis that
there were no zeros of zn+]Jn(z) between 0 and f.
The theorem is therefore proved.
[See also § 173 examples 3 and 4, and example 19 at the end of the chapter.]
* Proofs of this theorem have been given by Bocher, Bull. American Math. Soc. iv. (1897),
p. 206; Gegenbauer, Monatshefte fur Math. vm. (1897), p. 383; and Porter, Bull. American
Math. Soc. iv. (1898), p. 274.
t This is proved in Burnside and Panton's Theory of Equations (1. p. 157) for polynomials.
It may be deduced for any functions with continuous differential coefficients by using the First
Mean Value Theorem (§ 4-14).
362 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

17*23. BesseVs integral for the Bessel coefficients.

We shall next obtain an integral first given by Bessel in the particular
case of the Bessel functions for which n is a positive integer; in some respects
the result resembles Laplace's integrals given in § 15*23 and § 15*33 for the
Legendre functions.
In the integral of § 17*1, viz.
i r(o+) hz(u--\
J n l V u)
n(*) = 2ri] «- - e du,
take the contour to be the circle | u \ = 1 and write u = eie, so that

Jn(z) = ^- f" <r m9+iz8ln «dd.

LIT J -n
Bisect the range of integration and in the former part write - 0 for 6;
w$ get
li6 iz d
Jn (z) = ITT
^- Jre'
o
' ^ de + ^- [W
Air J o
e-
nid+iz ine
» d6,
1 f71"
and so Jn (z) = - cos (nd - z sin 6) dd,
7T J o
which is the formula in question.
Example 1. Shew that, when z is real and n is an integer,
\Jn(z)\^l.
Example 2. Shew that, for all values of n (real or complex), the integral
y = ~ I cos (?*#-£ sin 6)dO
•* J o
satisfies
d2y 1 dy n
M+zdz
which reduces to Bessel's equation when n is an integer.
[It is easy to shew, by differentiating under the integral sign, that the expression
on the left is equal to

17*231. The modification of BesseVs integral when n is not an integer.

We shall now shew that*, for general values of w,

Jn(z)=l f^osCn^-^sin^^-^^f'e^-^ 1 "^^ ...(A),

7T J o 7T Jo
when R(z) > 0. This obviously reduces to the result of § 17*23 when n is
an integer.
Taking the integral of § 17*2, viz.

• This result is due to Schlafli, Math. Ann. in. (1871), p. 148.

17'23, 17*231] BESSEL FUNCTIONS 363

and supposing that z is positive, we have, on writing t = \uzt

But, if the contour be taken to be that of the figure consisting of the real
axis from — 1 to — oo taken twice and the circle | u \ = 1, this integral re-
presents an analytic function of z when R (zu) is negative as | u | —• oo on the
path, i.e. when |args|< g7r; and so, by the theory of analytic continuation,
the formula (which has been proved by a direct transformation for positive
values of z) is true whenever JR (z) > 0.
Hence

where G denotes the circle |t*| — l, and argtt = -7r on the first path of
integration while arg u = + ir on the third path.

-oo -1

Writing u^te*"* in the first and third integrals respectively (so that in
each case arg t = 0), and u = e* in the second, we have

X 7
2?T J _ w ( 2-TTl 27T1 ) J x

Modifying the former of these integrals as in § 17*23 and writing & for t
in the latter, we have at once

Jn(z)^- f"cos(nd-zsin 6)d0 + Sm(n "*" 1} *

?rJo ir

which is the required result, when | arg z \ < % IT.

When | arg z \ lies between £ir and jr, since Jn (z)=e±nni Jn ( - z\ we have
*n»t ( t i t /** "v
cos
^ W - ' V ' 1 jo (^+* sin *)<^-sinwir I e-n$+**inh$d$l (B),
the upper or lower sign being taken as arg z> \w or < - \n.
When n is an integer (A) reduces at once to Bessel's integral, and (B) does so when we
make use of the equation Jn ( z ) = ( - ) n «/- „ (e), which is true for integer values of w.
364 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

Equation (A), as already stated, is due to Schlafli, Math. Ann. m. (1871), p. 148, and
equation (B) was given by Sonine, Math. Ann. xvi. (1880), p, 14.
These trigonometric integrals for the Bessel functions may be regarded as corresponding
to Laplace's integrals for the Legendre functions. For (§ 17*11 example 2) Jm(z) satisfies
the confluent form (obtained by making n-^cc ) of the equation for Pnm (I -z2/2n2).
But Laplace's integral for this function is a multiple of

n
if [ iz )
<l + — cos<£-f 0(n- 2 )> conm<t>d<l>.

The limit of the integrand as n-*-ac is etzco** cos mfa and this exhibits the similarity
of Laplace's integral for Pnm (z) to the Bessel-Schlafli integral for Jm (z).

Example 1. From the formula J0(x) = ~ / * g-"5008* d<f>, by a change of order of

*W J —if
integration, shew that, when n is a positive integer and cos 8 > 0,

Pn ( c o s 6 ) = e
rTnTT) jo ~*"*°J»(xsin*>*ndx-
(Callandreau, Bull des Set. Math. (2), xv. (1891), p. 121.)
Example 2. Shew that, with Ferrers' definition of Pnm (cos 0),
X
Pnm (cos 6) - [ e ~ x cos 9 Jm {x sin 6) x» dx

when n and m are positive integers and cos S > 0.

(Hobson, Proc. London Math. Soc. xxv. (1894), p. 49.)

17*24. Bessel functions whose order is half an odd integer.

We have seen (§ 17 2) that when the order n of a Bessel function Jn (z)
is half an odd integer, the difference of the roots of the indicial equation at
z = 0 is 2n, which is an integer. We now shew that, in such cases, Jn (z) is
expressible in terms of elementary functions.

sin
For J 4 (*) = — j - 1 1 " 2 - 3 + 2 3 4, 5 ~ —r - I n ) *•

and therefore (§ 17-211) if k is a positive integer

8inz
(

On differentiating out the expression on the right, we obtain the result that

Jk + i (z) — Pk sin z 4- Qk cos zy

where P*, Qk are polynomials in z" ^.

Example 1. Shew that J_ j (z) = (— J cos z.

17*24, 1 7 ' 3 ] BESSEL FUNCTIONS 365

Example 2. Prove by induction that if k be an integer and n=£-j- J, then

(- ) r J>
3)»n

the summations being continued as far as the terms with the vanishing factors in
the numerators.
Example 3. Shew that 1*+* , . Tk ( J is a solution of BesseFs equation for

Example 4. Shew that the solution of zm+* M

where c 0 , cu ... c^ are arbitrary and ao, a x ,... a 2w are the roots of
a2m +1 _ ^ (Lommel.)

17*3. HankeVs contour integral* for Jn{z).

Consider the integral

y = znl (t2 - l ) n ~ i cos (zt)dt}

JA
where J. is a point on the right of the point £ = 1 , and

at A ; the contour may conveniently be regarded as being in the shape of

a figure of eight.
We shall shew that this integral is a constant multiple of Jn(z). It is
easily seen that the integrand returns to its initial value after t has described
the path of integration; for (t - l ) n " * is multiplied by the factor e(m~l) ** after
the circuit ( 1 + ) has been described, and (t + l)n~$ is multiplied by the
factor e~(m~~l)rri after the circuit (— 1 —) has been described.
since
i -
converges uniformly on the contour, we have (§ 4*7)

r=0 \*r)> JA
To evaluate these integrals, we observe firstly that they are analytic
functions of n for all values of n, and secondly that, when R (n + ^) > 0, we
may deform the contour into the circles \t— 11 = S, | £ + 11 = S and the real
axis joining the points t= ± (1 — 8) taken twice, and then we may make
8 —* 0; the integrals round the circles tend to zero and, assigning to t — 1
• Math. Ann. i. (1869), pp. 467-501.
366 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

and t + 1 their appropriate arguments on the modified path of integration,

we get, if arg (1 — t2) = 0 and t2 = u,

JA
= *(*-»« p V(1 - $»)»-* ^ + 0-(»-!)W P p (i _
h J-l

« - 4t sin ( n - ^ TT J 1 ^ (1 - f 2 ) n "i dt

= — 2isin f w — 2) ^ I ^ r ~ ^ ( l — w)n~^dw

+ ) TT + ^ V (n + £\ jv (» + r + 1).
Since the initial and final expressions are analytic functions of n for all
values of n, it follows from § 5*5 that this equation, proved when

is true for all values of n.

Accordingly
I ( - ) r **+»' 2i sin (n -f ^) TTT (r + \) T (n -f ^)

- 2^ i sin (n + J) Trr (n + 5) T Q J n (^),

on reduction.
Accordingly\ when \Y \2~~n)\ £ ®> we
have

Corollary. When i2(n + J ) > 0 , we may deform the path of integration, and obtain
the result

Example 1. Shew that, when R (n + J) > 0,

Example 2. Obtain the result

when i2(n)>0, by expanding in powers of z and integrating (§ 47) term-by-term.

17*4] BESSEL FUNCTIONS 367

Example 3. Shew that when - \ < n < J, «/„ (2) has an infinite number of real zeros.
[Let s = (m+£) rr where m is zero or a positive integer; then by the corollary above

2r-R
where ur=\ [2m+l (l-* 2 ) n '*cos {(m + i)nt} dt
2r l
I J 2rl
~
2ro+l
fl

so, since n- i < 0 , w m > ttm_i> ww_2> • ••> and hence Jn(nnr + krr) has the sign of ( - ) m .
This method of proof for n =0 is due to Bessel.]
Example 4. Shew that if ?i be real, Jn (z) has an infinite number of real zeros ; and
find an upper limit to the numerically smallest of them.
[Use example 3 combined with § 17*22.]
17*4. Connexion between Bessel coefficients and Legendre functions.
We shall now establish a result due to Heine* which renders precise the statement of
§ 17*11 example 2, concerning the expression of Bessel coefficients as limiting forms of
hypergeometric functions.
When I arg(l±-?) I < 7T, n is unrestricted and m is a positive integer, it follows by
differentiating the formula of § 15*22 that, with Ferrers' definition of Pnm(z),

; m + 1; * - £ * ) ,
2 2
and so, if | arg z \ < \ir, \ arg (1 — Jz /» ) | < ir, we have

Now make n-*- + cc (n being positive, but not necessarily integral), so that, if & = n~
-0 continuously through positive values.
1
Then ^+«M- >»7^i, by § 13-6, and\ (l-f-T*!.
V {n-m + \)nm J
° An2/
Further, the (r+l)th term of the hypergeometric series is

this is a continuous function of 8 and the series of which this is the (r+l)th term is
easily seen to converge uniformly in a range of values of b including the point 8 — 0; so,
by § 3*32, we have

W,
which is the relation required.
Example 1. Shew thatt
lim [V»» /V» (cos |
* The apparently different result given in Heine's Kugelfunktionen is due to the difference
between Heine's associated Legendre function and Ferrers' function.
t The special case of this when m = 0 was given by Mehler, Journal fUr Math, LXVIII. (1868),
p. 140; see also Math. Ann. v. (1872), pp. 141-144.
368 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

Example 2. Shew that Besgel's equation is the confluent form of the equations
denned by the schemes
p
n ic i + icz\, e*P\ n $ 0 *L \ hi t(c-w) 0 zA,
I l « » ' « I I*" -^ ' i
-n -ic \~\c ) l - » f - 2 i c 2ic-l J l-t>i - $ ( c + w) ^-fl J
the confluence being obtained by making c-*~cc .

17*5. Asymptotic series for Jn (z) token \z\ is large.

We have seen (§ 17'212) that

1 3
where it is supposed that | arg z \ < IT, ~ % *"* < a r g ( 2 ^) < 2 7r-
But for this range of values of z

by § 16*41 example 2, if - g "w < arg (— 2iz) < % 7r; and so, when | arg z \ < ir.

But, for the values of z under consideration, the asymptotic expansion of

(±

and therefore, combining the series, the asymptotic expansion of Jn (z), when
I z I is large and j arg z | < ir, is

1
nn-*\ -P} {4n*-8«}... |4n'-(4r-3ffl
2 4
Jr=! (2r-l)!2«'-'^-' J
cos z nv U
—) I \ ~ \ ~\ "") • n (*) -am[z-\nir-\iry Vn (z) \ ,
where Un (z), — Vn (z) have been written in place of the series.
The reader will observe that if n is half an odd integer these series
terminate and give the result of § 1724 example 2.
17*5, 17*6] BESSEL FUNCTIONS 369

Even when z is not very large, the value of Jn (z) can be computed with great accuracy
from this formula. Thus, for all positive values of z greater than 8, the first three terms
of the asymptotic expansion give the value of «/0 (z) &nd *A (z)to six places of decimals.
This asymptotic expansion was given by Poisson* (for n — 0) and by Jacobi t (for
general integral values of n) for real values of z. Complex values of z were considered by
HankelJ and several subsequent writers. The method of obtaining the expansion here
given is due to Barnes§.
Asymptotic expansions for Jn (z) when the order n is large have been given by Debye
{Math. Ann. LXVII. (1909), pp. 535-558, Milnchener Sitzungsberichte, XL. (1910), no. 5) and
Nicholson (Phil. Mag. 1907).
An approximate formula for Jn (nx) when n is large and 0 <x < 1, namely

was obtained by Carlini in 1817 in a memoir reprinted in Jacobi's Oes. Werke, VII.
pp. 189-245. The formula was also investigated by Laplace in 1827 in his M&anique
Celeste v. supplement [Oeuvres, v. (1882)] on the hypothesis that x is purely imaginary.
A more extended account of researches on Bessel functions of large order is given in
Proc. London Math, Soc. (2), xvi. (1917), pp. 150-174.
Example 1. By suitably modifying HankePs contour integral (§ 17*3), shew that, when
|args| <\n and R

and deduce the asymptotic expansion of Jn (z) when | z | is large and | arg z | < \n
[Take the contour to be the rectangle whose corners are ±1, ± l + i \ y , the rectangle
being indented at ± 1, and make N+cc ; the integrand being (1 - * *
Example 2. Shew that, when | arg21 <\w and R (n + £) > 0,
Jn{z)=
t T * *jo* j* e " 2 z c o H c o s *~** cosec2w+' *8in i2~ ("~
[Write u=2zcot <f> in the preceding example.]
Example 3. Shew that, if | arg z \ < \n and R (n + J) > 0, then

( ) / ( ) rfj;
Jo J
is a solution of BesseFs equation.
Further, determine A and B so that this may represent Jn (z).
(Schafheitlin, Journal fiir Math, cxiv.)
17*6. The second solution of BesseVs equation when the order is an integer.
We have seen in § 172 that, when the order n of Bessel's differential
equation is not an integer, the general solution of the equation is
«./•(*)+ £/-i(*),
where a and yS are arbitrary constants.
* Journal de I'ticole Poly technique (1), cah. 19 {1823), p. 350.
t Attr. Nach. XXVIII. p. 94.
t Math, Ann. 1. (1869), pp. 467-501.
§ Tram. Camb. Phil. Soc. xx. (1908), p. 274.
370 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

When, however, n is an integer, we have seen that

Jn(*) = (-TJ-n <*).
and consequently the two solutions Jn (z) and JL n (z) are not really distinct.
We therefore require in this case to find another particular solution of the
differential equation, distinct from Jn{z), in order to have the general
solution.
We shall now consider the function

w
sin
which is a solution of Bessel's equation when 2n is not an integer. The
introduction of this function Yn (z) is due to Hankel *.
When n is an integer, Yn (z) is defined by the limiting form of this
equation, namely
Y n (,) = lim J(*)<xx(p* + « r ) J ( , )

- lim €"' {/n+f (*) - (-)» ./_„_ («)}.

To express Yn(^) in terms of W^m functions, we have recourse to the

result of § 17*5, which gives

Y n (*)«lim
lim - ^ - r
0 (27TZ)*
e —0
-(-)n{**<-w-e+ * ) * T T 0 ^
remembering that W^m— Wk,-m-
Hence, since f lim Tfo,n+« (2i^) = WOfn(2iz), we have

This function {n being an integer) is obviously a solution of Bessel's

equation; it is called a Bessel function of the second kind.
Another function (also called a function of the second kind) was first used
by Weber, Math. Ann. vi. (1873), p. 148 and by Schlafli, Aim. di Mat. (2), vi.
(1875), p. 17 ; it is defined by the equation
J-n (*) _ Y w (z) COS 717T

* Math. Ann. I. (1869), p. 472.

t This is most easily seen from the uniformity of the convergence with regard to e of
Barnes' contour integral (§ 16*4) for ^ 0 > n
17*61] BBSSEL FUNCTIONS 371

or by the limits of these expressions when n is an integer. This function

which exists for all values of n is taken as the canonical function of the
second kind by Nielsen, Handbuch der Cylinderfunktionen (Leipzig, 1904),
and formulae involving it are generally (but not always) simpler than the
corresponding formulae involving Hankel's function.
The asymptotic expansion for Yn (z), corresponding to that of § 17*5 for
Jn(z), is that, when |arg^| < TT and n is an integer,

Yn(z) ~ (—) I sin (z - \nir - \ TTJ . Un(z) + cos (z-\ mr - \ TTJ . Vn (z) ,
where Un(z) and Vn (z) are the asymptotic expansions defined in § 17'5, their
leading terms being 1 and (4n2 — 1)/Sz respectively.
Example 1. Prove that

where n is made an integer after differentiation. (Hankel.)

Example 2. Shew that if Yw (z) be denned by the equation of example 1, it is a
solution of Bessel's equation when n is an integer.

17*61. The ascending series for Yn(z).

The series of § 17*6 is convenient for calculating Yn(z) when \z\ is large.
To obtain a convenient series for small values of \z\, we observe that, since
the ascending series for J±(n+t) (z) are uniformly convergent series of analytic
functions* of e, each term may be expanded in powers of e and this double
series may then be arranged in powers of e (§§ 5'3, 5*4).
Accordingly, to obtain Y n (s), we have to sum the coefficients of the first
power of e in the terms of the series
. — (__\n ? ( —) r (j g )~ n ' f2r ~ g
i r=o r ! F ( - n - e + r + 1 ) '

Now, if s be a positive integer or zero and t a negative integer, the

following expansions in powers of € are valid :
Vn4
* i l + e l o g ( ^ ) + ...'

where 7 is Euler's constant (§ 121).

* The proof of this is left to the reader.
372 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

Accordingly, picking out the coefficient of €, we see that

\-n+!tr

and so

.V
r!
When n is an integer, fundamental solutions* of Bessel's equations, regular
near z - 0, are J w (^) and F n (s) or Yn (z).
Karl Neumann\ took as the second solution the function Yin) (z) defined
by the equation

but Yn(z) and Yn(^) are more useful for physical applications.
Example 1. Shew that the function Fn (z) satisfies the recurrence formulae

Shew also that Hankel's function Y n W and Neumann^ function FW (z) satisfy the
same recurrence formulae.
[These are the same as the recurrence formulae satisfied by Jn (z).]
Example 2. Shew that, when | arg z \ < -^TT,
irF n (s)= f W sin(2sin0-7i0)d0- j ^*8inh*{^ + (-)»e-^}^.
(SchlSni, ifeA. Ann. in.)
Example 3. Shew that
)=J o («) log z + 2 {J2 (z)- iJ,

17*7. Bessel functions with purely imaginary argument.

The function!

* Euler gave a second solution (involving a logarithm) of the equation in the special cases
n = 0, n = l, Inst. Calc. Int. n. (Petersburg, 1769), pp. 187, 233.
t Theorie der BesteVschen Funktionen (Leipzig, 1867), p. 41.
t This notation was introduced by Basset, Hydrodynamics n. (1888), p. 17; in 1886 he had
defined ln(z) as i*Jn(iz); see Proc. Camb. Phil Soc. vi. (1889), p. 11.
 177, 1771] BESSEL FUNCTIONS 373

is of frequent occurrence in various branches of applied mathematics; in

these applications z is usually positive.
The reader should have no difficulty in obtaining the following formulae:
9W

— /„
(ii> A { z

(iii) ^ {*-»/„ (#)}-jr»/ -

(v)

In
^ =
2" V (n + \)Jo
3 1
(vi) When — g TT < arg s < ^ TT, the asymptotic expansion of J n (s) is
n()
(Mir^ ^^ J
% {4n 8 - 1*} {4»»- 3'} ... ( 4 n » - ( 2 r - 1 ) ' ] ]

the second series being negligible when | arg z \ < % IT. The result is easily
Q Q

seen to be valid over the extended range — g 7r < arg z < ^ ir if we write
for e~(n+t)Tt^ t k e U pp e r o r i o w e r s i g n being taken according as
arg z is positive or negative,
17*71. Modified Bessel functions of the second kind.
When n is a positive integer or zero, J_w (z) = / n (*); to obtain a second
solution of the modified Bessel equation (iv) of § 177, we define* the function
Kn (z) for all values of n by the equation

*.»-(£)'
so that Kn (z)=z7r [I-n («) - In (z)} cot «ir.
• The notation Kn (z) was used by Basset in 1886, Proc. Camb. Phil. Soc. vi. (1889), p. 11, to
denote a function which differed from the function now defined by the omission of the factor
cosnir, and Basset's notation has since been used by various writers, notably Macdonald. The
object of the insertion of the factor is to make IH{z) and KH{z) satisfy the same recurrence
formulae. Subsequently Basset, Hydrodynamics n. (1888), p. 19, used the notation Kn(z) to
denote a slightly different function, but the latter usage has not been followed by other writers.
The definition of Kn {z) for integral values of n which is given here is due to Gray and Mathews,
Bessel Functions, p. 68, and is now common (see example 40, p. 384), but the corresponding defi-
nition for non-integral values has the serious disadvantage that the function vanishes identically
when 2» is an odd integer. The function was considered by Riemann, Ann. der Phys. xcv. (1855),
pp. 130-139 and Hankel, Math. Ann. i. (1869), p. 498.
374 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

Whether n be an integer or not, this function is a solution of the modified

Q

ic expansio
Bessel equation, and when | arg z \ < g IT it possesses the asymptotic expansion
4
v -l2H4n2-3sl...{4na-(2r-l)»n
j _2 1f 4 n U _X_i v _/JJ
for large values of | z |.
When n is an integer, Jfn (z) is defined by the equation

Kn (Z) = Htn g 7T j / . n - e (*) - In+t (z)} COt 7T€,

which gives (cf. § 17*61)

as an ascending series.
Example. Shew that Kn (z) satisfies the same recurrence formulae as 7n (z).

17*8. Neumanns expansion* of an analytic function in a semes of Bessel

coefficients.
We shall now consider the expansion of an arbitrary function f(z)y
analytic in a domain including the origin, in a series of Bessel coefficients, in
the form
f(z) = a o / o 0 ) + ^J, (z) + «2 J2 ( * ) + . . . ,
where a0) alt a2, . . . are independent of z.
Assuming the possibility of expansions of this type, let us first consider the expansion
of l/(t-z); let it be

where the functions 0n (t) are independent of z.

We shall now determine conditions which 0n (t) must satisfy if the series on the right
is to be a uniformly convergent series of analytic functions ; by these conditions On (t)
will be determined, and it will then be shewn that, if 0w (0 is so determined, then the
series on the right actually converges to the sum l/{t-z) when | z | < 111.
/d c\ 1
Since 1 ^ + 5") z— —0>
\ct ozj t — z
we have O0'(t)J0(z) + 2 2 On'(t)Jn(z) + O0(t)J(;(zy+2 2
n=l n=l
w e n(
so that, on replacing 2Jn' (z) by »/n_i (z) -«/ H + i («)» fi ^

W W + o , (<)} ^o (*) + 2 {20.' ( 0 + 0 , • , (Q - o»-i (<)} ^« («) • o.

n = ll

* K. Neumann, Journal fiir Math, LXVII. (1867), p. 310; see also Kapteyn, Ann. de Vficole
norm. sup. (3), x. (1893), p. 106.
17*8, 1 7 8 1 ] BESSEL FUNCTIONS 375
Accordingly the successive functions Ox (£), O2 (t), O3 (f),... are determined by the recurrence
formulae
0i(O--0 o '(O, O» + 1 w-O,-,(0-2O,'(0,
and, putting 2 = 0 in the original expansion, we see that Ot)(t) is to be defined by the
equation
O0(t) = \/L
These formulae shew without difficulty that On (t) is a polynomial of degree n in \jt.
We shall next prove by induction that OH (f), so defined, is equal to
(
o
when R(t)>0. For the expression is obviously equal to 0 0 (t) or 0x (t) when n is equal to
0 or 1 respectively ; and

h [" e-i«{u±yl(u*+l)}*-idu-% ( e-t«{u±y/(u*

"Jo <M J o
= i f e-*» {u±J(u2 + l)}n
Jo
= i / e~tu {u±y/(u2+l)}n +1
du,
Jo
whence the induction is obvious.
Writing it«sinh#, we see that, according as n is even or odd*,

and hence, when R (t) > 0, we have on integration,

o ( t ) h \ i i 1
1
"» W tn +1 I ^ 2 (2» - 2 ) ^ 2 . 4 (2w - 2) (2n - 4) "^' *' j '
the series terminating with the term in tn or tn"]; now, whether R(t) be positive or not,
0n{t) is denned as a polynomial in \jt ; and so the expansion obtained for 0,1 (t) is the
value of 0n (t) for all values of t.
Example. Shew that, for all values of t,

and verify that the expression on the right satisfies the recurrence formulae for On (t).

17*81. Proof of Neumanns expansion.

The method of § 17 8 merely determined the coefficients in Neumann's
expansion of l/(t — 2), on the hypothesis that the expansion existed and that
the rearrangements were legitimate.
To obtain a proof of the validity of the expansion, we observe that

* Cf. Hobson, Plane Trigonometry (1918), §§ 79, 2G4.

376 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

where 6n - » 0, <f>n —• 0 as n —> oo , when z and t are fixed. Hence the series
O0(t)J0(z)+2 £ On
l
is comparable with the geometrical progression whose general term is zn/tn+1,
and this progression is absolutely convergent when | s | < | £ | , and so the
expansion for F(z, t) is absolutely convergent (§ 2*34) in the same circum-
stances.
Again if | z | ^ r, 11 | ^ R} where r< R, the series is comparable with the
geometrical progression whose general term is rn/Rn+l, and so the expansion
for F(z, t) converges uniformly throughout the domains | z \ <^r and 111 ^ R
by § 3*34. Hence, by § 5*3, term-by-term differentiations are permissible,
and so

{It+ Iz) F(Z> t] = ° ;

+ OQ(t)J0'(z) + 2 £ On(t)Jn'(z)
l

= 0,
by the recurrence formulae.

Since

it follows that F(z} t) is expressible as a function of t — z; and since

it is clear that F (z, t) = l/(t - *).

It is therefore proved that

J _ = O« (0 /„ W + 2 2 On
r—* n=i
provided that | z \ < \ 11.
Hence, if f(z) be analytic when |z | ^r, we have, when | z \ < r,

J v
' 2TM Jt- z

JO. (<) «/„ (^) + 2 j ^ On(<) /„

by § 4*7, the paths of integration being the circle 111 = r; and this establishes
the validity of Neumann's expansion when \z\ < r a n d / ( ^ ) is analytic when
17'82] BESSEL FUNCTIONS 377

Example 1. Shew that

sin z = 2J{ (z) - %JZ (z) + 2J5(z)-.... (K. Neumann.)

Example 2. Shew that
(»+»). (»+r-1)1 , (
r»0 ** •
Example 3. Shew that, when | * | < | * |,

n=l »=-oo Jo

-J-. (Kapteyn.)

17*82. Schlomilch's expansion of an arbitrary function in a series of Bessel coefficients

of order zero.
Schlomilch* has given an expansion of quite a different character from that of
Neumann. His result may be stated thus :
Any function f(x\ which has a continuous differential coefficient with limited total
fluctuation for all values of x in the closed range (0, TT), may be expanded in the series
f(x) = ao + a1,/o (x)+a2J0(2x) + a3»/0(3.r) + ...,
valid in this range; where
a 0 -/(0) + - ("u f iw f(u sin 6)dBdu,
IT J 0 JO

an = — / u cos nu j f (u sin 6) dB du (n > 0).

T;O JO
Schlomilch's proof is substantially as follows :
Let F(x) be the continuous solution of the integral equation

Then (§ 11-81)
F{x)=f(0)+x [*irf
Jo
In order to obtain Schlomilch's expansion, it is merely necessary to apply Fourier's
theorem to the function F(xsin <f>). We thus have
n
f(x) = - \ dd> \- I F(u)du + - 2 I * cos nu cos (nx sin d>)F(u)du[
TJO (T/O TC n = 1 J0 )

= - / F(u) du + - 2 I cos nu F(u) Jo (nx) du,

if J Q •* n=i J 0
the interchange of summation and integration being permissible by §§ 4*7 and 9*44.

* Zeitschrift filr Math, und Phys. 11. (1857), pp. 137-165. See Chapman, Quarterly Journal,
XLIII. (1912), pp. 34-37.
378 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

In this equation, replace F(u) by its value in terms of f(u). Thus we have

f(x)=-(n if (0) + u (**/' (u sin 6) do) du

ir J 0 1 JO J
+ - 2 J0(nx) I cos nu \f(O) + u ' f' (u sin 6) d6\ du,
* n=l JO I* JO j
which gives Schlomilch's expansion.
Example. Shew that, if 0 < x ^ n, the expression

^ - 2 jji (#) + l./ 0 (3^)) ++ J (5) +

is equal to x ; but that, if n ^ a? ^ 2»r, its value is
x + 2n arc cos (TT
where arc cos (nx"1) is taken between 0 and ^ .
3
Find the value of the expression when x lies between 2n and 3TT.
(Math. Trip. 1895.)
17 *9. Tabulation of Bessel functions.
Hansen used the asymptotic expansion (§ 17#5) to calculate tables of Jn (x) which are
given in Lommel's Studien ilber die BesseVschen Funktionen.
Meissel tabulated Jo (x) and Jx (x) to 12 places of decimals from x—0 to x= 15*5 (Abh.
der Akad. zu Berlin, 1888), while the British Assoc. Report (1909), p. 33 gives tables by
which Jn(,r) and Yn{x) may be calculated when x> 10.
Tables of J, (x\ «/*(#), </.i(x), «/_«(x) are given by Dinnik, Archiv der Math, und
Phys. XVIII. (1911), p. 337.
Tables of the second solution of Bessel's equation have been given by the following
writers: B. A. Smith, Messenger, xxvi. (1897), p. 98; Phil Mag. (5), XLV. (1898), p. 106;
Aldis, Proc. Royal Soc. LXVI. (1900), p. 32; Airey, Phil. Mag. (6), xxn. (1911), p. 658.
The functions /„ (x) have been tabulated in the Bntish Assoc. Reports, (1889) p. 28,
(1893) p. 223, (1896) p. 98, (1907) p. 94 ; also by Aldis, Proc. Royal Soc. LXIV. (1899); by
Isherwood, Proc. Manchester Lit. and Phil. Soc. XLVIII. (1904); and by E. Anding, Sechs-
stellige Tafeln der BesseVschen Funktionen imagindren Argumentes (Leipzig, 1911).
Tables of Jn (x\Ji), a function employed in the theory of alternating currents in wires,
have been given in the British Assoc. Reports, 1889, 1893, 1896 and 1912; by Kelvin, Math.
and Phys. Papers, in. p. 493; by Aldis, Proc. Royal Soc. LXVI. (1900), p. 32; and by
Savidge, Phil. Mag. (6), xix. (1910), p. 49.
Formulae for computing the zeros of J{) (z) were given by Stokes, Camb. Phil. Trans, ix.
and the 40 smallest zeros were tabulated by Willson and Peirce, Bull. American Math.
Soc. in. (1897), p. 153. The roots of an equation involving Bessel functions were computed
by Kalahne, Zeitschrift fur Math, und Phys. Liv. (1907), p. 55.
A number of tables connected with Bessel functions are given in British Assoc. Reports,
1910-1914, and also by Jahnke und Emde, Funktionentafeln (Leipzig, 1909).

REFERENCES.
R. LIPSCHITZ, Journal fiir Math. LVI. (1859), pp. 189-196.
H. HANKEL, Math. Ann. I. (1869), pp. 467-501.
K. NEUMANN, Theorie der BesseVschen Funktionen. (Leipzig, 1867.)
 17*9] BESSEL FUNCTIONS 379
E. LOMMEL, Studien iiber die BesseVschen Funktionen. (Leipzig^ 1868.) Math. Ann.
III. IV.
H. E. HEINE, Handbuch der Kugelfunktionen. (Berlin, 1878.)
R. OLBRICHT, Studien iiber die Kugel- und Cylinder-funktionen. (Halle, 1887.)
A. SOMMERFELD, Math. Ann, XLVII. (1896), pp. 317-374.
N. NIELSEN, Handbuch der Theorie der Cylinder funktionen. (Leipzig, 1904.)
A. GRAY and G. B. MATHEWS, A Treatise on Bessel Functions. (London, 1895.)
J. W. NICHOLSON, Quarterly Journal, XLII. (1911), pp. 216-224.
G. N. WATSON, Theory of Bessel Functions. (Cambridge, 1922.)

MISCELLANEOUS EXAMPLES.
1. Shew that
cos (z sin 6) = Jo (z) + 2J2 (z) cos 26 + 2i/4 (z) cos 46 + . . . ,
sin (z sin 6)«« 2JX (z) sin 6 -f 2J3 (z) sin 36 + 2«/6 (z) sin 66 + . . . .
(K. Neumann.)
2. By expanding each side of the equations of example 1 in powers of sin 6, express zn
as a series of Bessel coefficients.

3. By multiplying the expansions for exp - ? ( f — J and e x p | - - m - - j | and

considering the terms independent off, shew that

Deduce that, for the Bessel coefficients,

l^oWKl, \Jn(z)\^2'K (Ol)
when z is real.

4. If Jmk (z) — — I 2* cos* u cos (mu - z sin it) du

(this function reduces to a Bessel coefficient when k is zero and m an integer), shew that

' - m, k, p t

where iV-^i.p is the 'Cauchy's number' defined by the equation

1 /»
-6TT J « f f

Shew further that

and ^+2(2) ( ) ( + ) {
(Bourget, Journal de Math. (2), vi.)
5. If v and J/^ are connected by the equations

M=E— e sin E, cos v=- —=-, where I e I < 1,

1 - 6 COS £ ' ' '
k k
shew that v = M+2(l -erf 2 2 ($e) Jm (me) - sin mM,
k
where Jm (z) is denned as in example 4. (Bourget.)
380 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

6. Prove that, if m and n are integers,

P.- (cos 6) J£ Jm {(x*

where z — rcos0, .a^+y^/^sin 2 ^, and cnw is independent of s.
(Math. Trip. 1893.)
7. Shew that the solution of the differential equation

where <£ and \js are arbitrary functions of z, is

8. Shew that

(Trinity, 1908.)
9. Shew that

for all values of p and v.

(Schlafli, Math. Ann. in. (1871), p. 142; and Schonholzer, Bern dissertation, 1877.)
10. Shew that, if n is a positive integer and m + 2n + 1 is positive,

(m + 1)
(Math. Trip. 1899.)
11. Shew that

12. Shew that

-n+2-
13. Shew that
2 sin i
(Lomrael.)
wz
14. If -ZTJJ be denoted by QH (z)y shew that

dQn(z) 1 2(« + l ) n ,
«» (*)}"•
2 2 2
15. Shew that, if /2 =r + rt - 2i-rx cos d and rx > r > 0,

^0 (A) —70 (r) ^"0 (rO + 2 2 Jn (r) ^» (r,) cos »0,

l

2 Jn(r)
n=l (K. Neumann.)
16. Shew that, if R (n -f J) > 0,

/"*"" / 2 n (22cos (K. Neumann.)

 BE8SEL FUNCTIONS 381

17. Shew how to express ziHJin(z) in the form AJ2{Z)-{-BJQ(Z), where J , B are poly-
nomials in z; and prove that

(Math. Trip. 1896.)

18. Shew that, if a 4= £ and n > - 1 ,

2a*|%

19. Prove that, if n> - 1 , and «7»(a)=«/» 09)=O while a4=ft

{lxJ«(ax)J%(fix)dx=Oy and f #Kn(o^}2<^=

yo ;o
Hence prove that, when n> - 1 , the roots of «/«(#)«0, other than zero, are all real and
unequal.
[If a could be complex, take £ to be the conjugate complex.]
(Lommel, Studien fiber die BesseVschen Funktionen, p. 69.)
20. Let x$f(x) have an absolutely convergent integral in the range 0 ^ar^ 1; let H
be a real constant and let n > 0. Then, if kx, £ 3 ,... denote the positive roots of the equation

shew that, at any point x for which 0 < x < 1 and f(x) satisfies one of the conditions of
§ 9*43, f{x) can be expanded in the form

r1

where Ar=f J*x{J n (M)} 2 dx\ * T ^ ( * ) J

In the special case when i / = — n, kx is to be taken to be zero, the equation deter-
mining #i, #2> ••• being Jn+i (^)=0, and the first term of the expansion is A^x* where

Discuss, in particular, the case when H is infinite, so that Jn (^) = 0, shewing that

[This result is due to Hobson, Proc. London Math. Soc. (2), vn. (1909), p. 349 ; see
also W. H. Young, Proc. London Math. Soc. (2), xvm. (1920), pp. 163-200. The formal
expansion was given with H infinite (when n=0) by Fourier and (for general values of n)
by Lommel; proofs were given by Hankel and Schlafli. The formula when H— - n was
given incorrectly by Dini, Serie di Fourier (Pisa, 1880), the term Aox* being printed as Ao,
and this error was not corrected by Nielsen. See Bridgeman, Phil. Mag. (6), xvi. (1908),
p. 947 and Chree, Phil Mag. (6), xvu. (1909), p. 330. The expansion is usually called the
Fourter-Bessel expansion."]
21. Prove that, if the expansion
aa-4;2=J1«/o(X1j;) + .d2yo(X2^)-l-...
exists as a uniformly convergent series when — a ^.r ^a, where Xi, X 2 ,... are the positive
roots of «/0(Xa)=0, then
An=8 {aXn3J, (Xwa)}-!. (Clare, 1900.)
 382 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

22. If ku k2i ... are the positive roots of Jn (ka)*=Q, and if

*••*- 5 ArJn(krx),
this series converging uniformly when 0 ^ x ^ a, then

(Math. Trip. 1906.)

23. Shew that
^
when n > m > - 1 . (Sonine, Math. Ann. xvi.)
24. Shew that, if <r > 0,

(Nicholson, Phil. Mag. (6), xvm. (1909), p. 6.)

25. If m be a positive integer and u > 0, deduce from Bessel's integral formula that

(Math. Trip. 1904.)

26. Prove that, when x > 0,
9 f °° 2 /* °°
«7o (#) = - I sin (A* cosh t) dt, Y0(x)— I cos (x cosh t) dt.
* Jo *rjo
[Take the contour of § 17*1 to be the imaginary axis indented at the origin and a
semicircle on the left of this line.]
(Sonine, Math. Ann. xvi.)
27. Shew that
x"1 J0(xt) sin xdx = \7r 0<*<ll
«arc cosec t t> 1 J
and that
x-l Jx (xt) sin xdx= t~* {1 - (1 - *2)*} 0 < * < ll
.>.!
(Weber, Journal fiir Math, LXXV.)
28. Shew that
Uss \ enrc<»O{A+B\og(rfiin20)}d0
Jo
is the solution of
d2u 1 du
dr" r dr
(Poisson, Journal de I ftcole Poly technique, xn. (1823), p. 476; see also Stokes,
Camb. Phil. Trans, ix. (1856), p. [38].)
29. Prove that no relation of the form
k

8=0
can exist for rational values of JY81 n and x except relations which are satisfied when the
Bessel functions are replaced by arbitrary solutions of the recurrence formula of § 17*21 (A).
(Math. Trip. 1901.)
[Express the left-hand side in terms of Jn{x) and Jn + i(x), and shew by example 12
that Jn +1 (x)lJn (x) is irrational when n and x are rational.]
 BESSEL FUNCTIONS 383

30. Prove that, when R (n) > -1,

J (2)
" -2»-T(« + £)r(i) V+dz>) \ z )>

-r«w-2-«r

(Hargreave, PAz7. 7Van«. 1848 ; Macdonald, Proc. London Math. Soc. xxix.)
31. Shew that, when R (m + £) > 0,

^)sin m + 1 ^^=2-*J r w + *(^). (Hobson.)

32. Shew that, if 2?i+1 > TW > - 1,

[ x-«+™Jn {ax) dx = 2-» + m an~™-1 f (&

Jo r(7i-
(Weber, Journal fur Math. LXIX. ; Math. Trip. 1898.)
33. Shew that

34. In the equation

n is real; shew that a solution is given by

( — ) m S2™ COS (W m - 71 l o g 2)
cos (n log 2) - 2
m
where wm denotes 2 arc tan (w/r). (Math. Trip. 1894.)
r=l
35. Shew that, when n is large and positive,
Jn (7i) = 2 - $ 3 ~ * 7T-1 r (J) 7i - \ + o {n~l).
(Ca,\ichjy.Comptes Rendus, XXXVIII. (1854), p. 993; Nicholson, Phil. Mag.
(6), xvi. (1908), p. 276.)
36. Shew that

'o
(Mehler, Journal fur Math, LXVIII.)
37. Shew that
2 n - 1 r(7i) 2 (
(Math. Trip. 1900.)
38. Shew that, if
Jm (cue) Jm {bx) Jm (ex) x'-m dx,
0

a, b, c being positive, and m is a positive integer or zero, then

~~m b~m c~~m

}

2 2
W=0 (a + 6) >c . (Sonine, Math. Ann. xvi.)
384 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVII

39. Shew that, if w > - 1, m > - £ and

TF= ( Jn {ax) Jn (bx) Jm (ex) xl~™ dx,
Jo
a, 6, c being positive, then

where M = (a 2 + &2 - c2)/2a6, ftj = - /x.

(Macdonald, Proc. London Math. Soc. (2), vn.)
40. Shew that, if R (m+i) > 0,
7
- WWg»r(m+i)r(i) /o C08h
and, if | arg 2 | < ^»r,

Prove also that

f °°
JTm (*)-*»"* 2"1 *"• r (m + ±) cos »*ir

(Math. Trip. 1898. Cf. Basset, P7-OC. Camb. Phil. Soc. vi.)
[The first integral may be obtained by expanding in powers of z and integrating term-
by-term. To obtain the second, consider
z™ I «-*(«*-l) m -*cfe,
J •
where initially arg(^- l)«arg(*+1) = 0. Take | ^ | > 1 on the contour, expand (t2- l)m~* in
descending powers of *, and integrate term-by-term. The result is
2ie2mni sin (2mtr) r (2m) 2 - ** r (1 - m) / . m (*).
Also, deforming the contour by flattening it, the integral becomes
2iV?miri2msin2m7r I «-*«(«*-l)m"*<& + 2M2mir<a"»coBmir I e~ rt (l -fi)m"idt;
ji J -l
and consequently
_ . . 21~msin [^

41 Shew that On (2) satisfies the differential equation

whei-e ^ n ^ 2 " 1 (% even), gn^nz~2 (n odd). (K. Neumann.)

42. If / (2) be analytic throughout the ring-shaped region bounded by the circles c, C
whose centres are at the origin, establish the expansion

where <m= - . f /(*) 0 n (<) dt, / 3 n - - . f /(«) ^ n (0 dt. (K. Neumann.)

nl
irl J c Je

43. Shew that, if x and y are positive,

where r - W ^ + y 2 ) and
3s55 + V(^ 2 2
0 P-1) °r * V(l - * ) according as >t> 1 or k< 1.
(Math. Trip. 1905.)
 BESSEL FUNCTIONS 385

44. Shew that, with suitable restrictions on n and on the form of the function/(x),
f o Ut*)t {l/o
f J
dt. f{x)Jn{t)f
[A proof with an historical account of this important theorem is given by Nielsen,
Cylinderfunktionen, pp. 360-363. I t is due to Hankel, but (in view of the result of § 9*7)
it is often called the Fourier-Bessel integral.']
45. If C be any closed contour, and m and n are integers, shew that
f Jm(z)Jn(z)dz=[ 0m(z)0n(z)dz=[ Jm(z)0n(z)dz = 0f
Jc Jc Jc
unless C contains the origin and m = n; in which case the first two integrals are still zero,
but the third is equal to wi (or 2ni if m=0) if C encircles the origin once counter-
clockwise. (K. Neumann.)
46. Shew that, if

and if n be a positive integer, then

2-*"- 2 an_m,n + m_102m^1(2),
m=i

while ^ - 2 n = a n . 1 , n _ 1 OoW-f2 n 2 1 a n _ w . 1 , n + T n _ 1 (9 2 m W.
m=l
(K. Neumann.)
47 Tf o fv\ s ^ ( W !)2
^{^2"l2}^2-22}...{n^(^-l)2}
47. If a w W _ j ^ _ _ _^_^ ,
shew that
)}«+a I o.(y)y»(*)}«
n=l
when the series on the right converges. (K. Neumann, Math. Ann. III.)
48. Shew that, if c>0, R(n)> - 1 and R(a±bf > 0, then

Jn(a) Jn ( 6 ) - ^ . ^ \ - i e x p {(** - a » - 62)/(20}. In (ab/t) dt.

(Macdonald, Proc. London Math. Soc. xxxii.)
49. Deduce from example 48, or otherwise prove, that
(a2 + 62 - 2ab cos 6)" ** Jn {(a2 + b2 - 2a6 cos ^)*}
= 2»r(») 2 (m + n)a-»6-»e/ m + n (a)y m + n (6)C m »(cos^).
m=0
(Qegenbauer, Wiener Sitzungsberichte, LXIX. LXXIV.)
50. Shew that

satisfies the equation

tei) + ^ ^ + J J w (0 ^ n ' (
resumes its initial value after describing the contour.
Deduce that, when

; y; ,).
(Schafhoitlin, Math. Ann. xxx.; Math. Trip. 1903.)
 CHAPTER XVIII
THE EQUATIONS OF MATHEMATICAL PHYSICS

18*1. The differential equations of mathematical physics.

The functions which have been introduced in the preceding chapters are
of importance in the applications of mathematics to physical investigations.
Such applications are outside the province of this book; but most of them
depend essentially on the fact that, by means of these functions, it is possible
to construct solutions of certain partial differential equations, of which the
following are among the most important:
(I) Laplace s equation
dV dV 9F

which was originally introduced in a memoir* on Saturn's rings.

If (#, y, z) be the rectangular coordinates of any point in space, this equation is
satisfied by the following functions which occur in various branches of mathematical
physics :
(i) The gravitational potential in regions not occupied by attracting matter.
(ii) The electrostatic potential in a uniform dielectric, in the theory of electro-
statics.
(iii) The magnetic potential in free aether, in the theory of magnetostatics.
(iv) The electric potential, in the theory of the steady flow of electric currents in
solid conductors.
(v) The temperature, in the theory of thermal equilibrium in solids.
(vi) The velocity potential at points of a homogeneous liquid moving irrotationally,
in hydrodynamical problems.
Notwithstanding the physical differences of these theories, the mathematical investi-
gations are much the same for all of them: thus, the problem of thermal equilibrium in a
solid when the points of its surface are maintained at given temperatures is mathe-
matically identical with the problem of determining the electric intensity in a region
when the points of its boundary are maintained at given potentials.
(II) The equation of wave motions

dx2 + df +
dz* ~ ? dt* '
This equation is of general occurrence in investigations of undulatory disturbances
propagated with velocity c independent of the wave length; for example, in the theory of
electric waves and the electro-magnetic theory of light, it is the equation satisfied by each
component of the electric or magnetic vector; in the theory of elastic vibrations, it
is the equation satisfied by each component of the displacement; and in the theory
of sound, it is the equation satisfied by the velocity potential in a perfect gas.
* Mem. de VAcad. des Sciences, 1787 (published 1789), p. 252.
18'1, 1 8 2 ] THE EQUATIONS OF MATHEMATICAL PHYSICS 387

(III) The equation of conduction of heat

+
dxr dy* * dz*~ k dt '
This is the equation satisfied by the temperature at a point of a homogeneous isotropic
body; the constant k is proportional to the heat conductivity of the body and inversely
proportional to its specific heat and density.
(IV) A particular case of the preceding equation (II), when the variable
z is absent, is
d*V d*V_ ld*V
3a? + dy2 - c2 dt2 '
This is the equation satisfied by the displacement in the theory of transverse vibrations
of a membrane ; the equation also occurs in the theory of wave motion in two dimensions.
(V) The equation of telegraphy

This is the equation satisfied by the potential in a telegraph cable when the inductance
X, the capacity A", and the resistance R per unit length are taken into account.
It would not be possible, within the limits of this chapter, to attempt
an exhaustive account of the theories of these and the other differential
equations of mathematical physics; but, by considering selected typical
cases, we shall expound some of the principal methods employed, with
special reference to the uses of the transcendental functions.
18*2. Boundary conditions.
A problem which arises very frequently is the determination, for one of the
equations of § 18*1, of a solution which is subject to certain boundary con-
ditions ; thus we may desire to find the temperature at any point inside a
homogeneous isotropic conducting solid in thermal equilibrium when the
points of its outer surface are maintained at given temperatures. This
amounts to finding a solution of Laplace's equation at points inside a given
surface, when the value of the solution at points on the surface is given.
A more complicated problem of a similar nature occurs in discussing
small oscillations of a liquid in a basin, the liquid being exposed to the
atmosphere; in this problem we are given, effectively, the velocity potential
at points of the free surface and the normal derivate of the velocity potential
where the liquid is in contact with the basin.
The nature of the boundary conditions, necessary to determine a solution
uniquely, varies very much with the form of differential equation considered,
even in the case of equations which, at first sight, seem very much alike.
Thus a solution of the equation

oar ay2
388 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

(which occurs in the problem of thermal equilibrium in a conducting

cylinder) is uniquely determined at points inside a closed curve in the
#y-plane by a knowledge of the value of V at points on the curve; but
in the case of the equation

da? c 2 dt*

(which effectively only dififers from the former in a change of sign), occurring
in connexion with transverse vibrations of a stretched string, where V
denotes the displacement at time t at distance x from the end of the
string, it is physically evident that a solution is determined uniquely only if
both V and -?— are given for all values of x such that 0 < x < I, when t = 0
ot
(where I denotes the length of the string).
Physical intuitions will usually indicate the nature of the boundary
conditions which are necessary to determine a solution of a differential
equation uniquely; but the existence theorems which are necessary from
the point of view of the pure mathematician are usually very tedious and
difficult*.

18*3. A general solution of Laplace $ equation^.

It is possible to construct a general solution of Laplace's equation in the
form of a definite integral. This solution can be employed to solve various
problems involving boundary conditions.
Let V(xf yy z) be a solution of Laplace's equation which can be expanded
into a power series in three variables valid for points of (x, y, z) sufficiently
near a given point (x0) y0, z0). Accordingly we write

and we assume the expansion

V= a0 + a,X + bxY + cxZ +
+ 2a\YZ+ 2e2ZX + 2 / J F + ...,
it being supposed that this series is absolutely convergent whenever

where a is some positive constantJ. If this expansion exists, V is said to

be analytic at (xQ, y0, z0). It can be proved by the methods of §§ 3*7, 4*7
* See e.g. Forsyth, Theory of Functions (1918), §§ 216-220, where an apparently eimplfr
problem is discussed.
f Whittaker, Math. Aim. LVII. (1902), p. 333.
X The functions of applied mathematics satisfy this condition.
18#3] THE EQUATIONS OF MATHEMATICAL PHYSICS 389
that the series converges uniformly throughout the domain indicated and
may be differentiated term-by-term with regard to X, Y or Z any number of
times at points inside the domain.
If we substitute the expansion in Laplace's equation, which may be
written

and equate to zero (§ 3*73) the coefficients of the various powers of X, Y

and Z, we get an infinite set of linear relations between the coefficients,
of which
<x2 + b2 + c2 = 0
may be taken as typical.
There are ^n(n — l) of these relations* between the % (n + 2) (n + 1)
coefficients of the terms of degree n in the expansion of F, so that there
are only ^ (n + 2) (n + 1) — ^n {n — 1) = "In-\-\ independent coefficients in
the terms of degree n in V, Hence the terms of degree n in V must be
a linear combination of 2 n + l linearly independent particular solutions of
Laplace's equation, these solutions being each of degree n in X, Y and Z.
To find a set of such solutions, consider (Z + iX cos u + i F s i n u)n ; it is
a solution of Laplace's equation which may be expanded in a series of sines
and cosines of multiples of u, thus :
n n
2 gm(X, Y, Z) cos mu+ 2 hm(Xf Y, Z) sin raw,
m=0 m=l
the functions gm (X, F, Z) and hm(Xy Y, Z) being independent of u. The
highest power of Z in gm (X, F, Z) and hm (X, Y, Z) is Zn'm and the former
function is an even function of F, the latter an odd function, hence
the functions are linearly independent. They therefore form a set of
2n + 1 functions of the type sought.
Now by Fourier's rulef (§ 9'12)

7rgm (Xy F, Z) = I (Z -f iX cos u + i Fsin w)n cos mudu,

J -n

irhm {Xy F, Z)= I (Z + iX cos u + iYsin if)n sin mudu,

J —IT

* If a n M (where r + s + t = n) be the coefficient of XrY8Zl in V, and if the terms of degree

d*F £ 2 F &y
n - 2 in ^ j + ^y^ + ^— be arranged primarily in powers of X and secondarily in powers of F,
the coefficient aTt8tt does not occur in any term after Xr~'lYaZt (or XrY8~2Zt if r = 0 or 1), and
hence the relations are all linearly independent.
t 27r must be written for T in the coefficient of g0 (X, Y, Z).
390 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

and so any linear combination of the 2n + 1 solutions can be written in the

form
[ (Z + iX cos u + i F sin w) a / n (M) du,
J — it

where fn (u) is a rational function of eiu.

Now it is readily verified that, if the terms of degree n in the expression
assumed for V be written in this form, the series of terms under the integral
sign converges uniformly if | X |2 + | F| 2 + \Z\* be sufficiently small, and so
(§ 4*7) we may write

V=\ I (Z + iX cos u + iY sin u)nfn (u) du.

J-n n=0
But any expression of this form may be written

V'as I F (Z + iX cos i6 -f iFsin u, u)du,

J -n
where F is a function such that differentiations with regard to X, Y or Z
under the sign of integration are permissible. And, conversely, if F be any
function of this type, V is a solution of Laplace's equation.
This result may be written

= f{ z 4- ix cos u + iy sin u, w) duy

on absorbing the terms — z0 — ix0 cos u — ty0 sin u into the second variable ;
and, if differentiations under the sign of integration are permissible, this
gives a general solution of Laplace's equation; that is to say, every solution
of Laplace's equation which is analytic throughout the interior of some
sphere is expressible by an integral of the form given.
This result is the three-dimensional analogue of the theorem that
V
is the general solution of

[NOTE. A distinction has to be drawn between the primitive of an ordinary differential

equation and general integrals of a partial differential equation of order higher than the
first*
Two apparently distinct primitives are always directly transformable into one another
d2y
by means of suitable relations between the constants; thus in the case of —J+y = 0, we
can obtain the primitive Csin (#+*) from A cos x + B sin x by denning C and c by the
equations Csin € = A, C cos €**B. On the other hand, every solution of Laplace's equation
is expressible in each of the forms

j f(xcost+y ain t + iz, t)dt, I g (y cos w + ^sin w + ur, u) du ;

* For a discussion of general integrals of such equations, see Forsyth, Theory of Differential
Equations, vi. (1906), Ch. xn.
18 ' 3 1 ] THE EQUATIONS OF MATHEMATICAL PHYSICS 391

but if these are known to be the same solution, there appears to be no general analytical
relation, connecting the functions / and g, which will directly transform one form of
the solution into the other.]
Example 1. Shew that the potential of a particle of unit mass at (a, by c) is
1 [« du
n- (z — c) + i (x — a) cos u + i(y — b) sin u
at all points for which z > c.
Example 2. Shew that a general solution of Laplace's equation of zero degree in
xy y, z is
j log (x cos t+y sin t + iz)g{t)dt, if j g{t)dt-O.

Express the solutions —— and log7^—Z in this form, where r2 = x2+y2 + z2.

Example 3. Shew that, in the case of the equation

( where jt) = ^-, ^ ^ )> integrals of Charpit's subsidiary equations (see Forsyth, Differential
Equations, Chap. IX.) are
(i) p%-x=y-ql = a,
2
(ii) p = q + a .
Deduce that the corresponding general integrals are derived from
(i) ««

(ii) ±z = \(x+yy + 2ai{x-y)-a*(x+y)-i + G(a)\

G' (a) J '
and thence obtain a differential equation determining the function O (a) in terms of the
function F(a) when the two general integrals are the same.

18*31. Solutions of Laplace s equation involving Legendre functions.

If an expansion for V, of the form assumed in § 18'3, exists when
#o = 2/o = Zo = 0,

we have seen that we can express V as a series of expressions of the type

I (z -f ix cos u -f iy sin u)n cos mudu, (z + ixcos u 4- iy sin ?^)nsin mudu,

J — rr J -n
where n and m are integers such that O^m^n.
We shall now examine these expressions more closely.
If we take polar coordinates, defined by the equations
x = r sin 6 cos <f>, y = r s i n 0 s i n <f>} z — r cos 0,
392 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

we have

I (z 4- ix cos u 4- iy sin u)n cos mudu

J —IT

= rn I {cos 6 4- i sin 6 cos (w — <£)}n cos mudu

J -ir

fir-*
n
= rn {cos 0 4- i sin 0 cos ^ j
cos m (<f> 4- A/T) dsfr
J -*-*
= rn {cos 0 + i sin 0 cos ^/r j n cos m (<f> 4- >Jr) d^/r
J -ir

= r n cos ?>i^> {cos 6 + i sin 0 cos ^ } n cos myjrdyfry

J -ir

since the integrand is a periodic function of yfr and

(cos 0 + i sin 0 cos >/r)n sin myfr
is an odd function of yfr. Therefore (§ 15*61), with Ferrers' definition of the
associated Legendre function,

I (z + ix cos u + iy sin u)n cos mudu = 7 ^ rnPnm (cos 0) cos m<&.

J-ir (n + wi)!
Similarly
/•IT 27Tlm 71 !
I (^ + ix cos u + ty sin u)M sin ??iudw = -. ^ rnPnm (cos 6) sin ra<f>.
J -^ (n + m) !
Therefore rnPnm (cos 0) cos m<£ and rnPnm (cos #) sin m<^ ar^ polynomials
in x, y} z and are particular solutions of Laplace's equation. Further, by
§ 18*3, every solution of Laplace s equation, which is analytic near the origin,
can be expressed in the form

7 = I r n \AnPn(cos6) + £ (AJm) cosm<f> + Bn{m) sinm<£)Pnm(cos0)1.

Any expression of the form

AnPn (cos 6) 4- £ (^ n (m) cos ??i</> 4- Bnm sin m^>) P n w (cos 6),
m= l
where n is a positive integer, is called a surface harmonic of degree n;
a surface harmonic of degree n multiplied by rn is called a solid harmonic
(or a spherical harmonic) of degree n.
The curves on a unit sphere (with centre at the origin) on which P n (cos0) vanishes
are n parallels of latitude which divide the surface of the sphere into zones, and so Pn (cos $)
is called (see S 15*1) a zonal harmonic; and the curves on which . m(f>. Pnm (cos 6) vanishes
sin
are n — m parallels of latitude and 2m meridians, which divide the surface of the sphero
into quadrangles whose angles are right angles, and so these functions are called tesseral
harmonics.
 18'4] THE EQUATIONS OF MATHEMATICAL PHYSICS 393

A solid harmonic of degree n is evidently a homogeneous polynomial of degree n in

#, y, z and it satisfies Laplace's equation.
It is evident that, if a change of rectangular coordinates* is made by rotating the axes
about the origin, a solid harmonic (or a surface harmonic) of degree n transforms into
a solid harmonic (or a surface harmonic) of degree n in the new coordinates.
Spherical harmonics were investigated with the aid of Cartesian coordinates %y
W. Thomson in 1862, see Phil. Trans. (1863), pp. 573-582, and Thomson and Tait,
Treatise on Natural Philosophy I. (1879), pp. 171-218 ; they were also investigated
independently in the same manner at about the same time by Clebsch, Journal filr Math.
LXI. (1863), pp. 195-262.
Example. If coordinates r, #, <f> are denned by the equations
y = (?-2l)-
m m
shew that Pn (r) Pn (cos 0) cos m<f> satisfies Laplace's equation.

18*4. The solution of Laplace s equation which satisfies assigned boundary

conditions at the surface of a sphere.
We have seen (§ 18*31) that any solution of Laplace's equation which
is analytic near the origin can be expanded in the form

F(r, 0,</>) = I r-UnPn (cos 0)

n=0 (

+ I (AJm) cos m<£ + Bnw sin m<f>) Pnm (cos 0)1;

m=l )
and, from § 3*7, it is evident that if it converges for a given value of r,
say a, for all values of 0 and <f> such that 0^0^iry — 7r<<£ ^ 7r, it converges
absolutely and uniformly when r< a.
To determine the constants, we must know the boundary conditions
which V must satisfy. A boundary condition of frequent occurrence is
that V is a given bounded integrable function of 0 and <f>} say f(0} </>), on
the surface of a given sphere, which we take to have radius a, and V is
analytic at points inside this sphere.
We then have to determine the coefficients Any An(m), Bn{m) from the
equation
f(0, <f>)= 2 an \AnPn (cos 0) + 2 (An™ cos m$ + £n(m> sin m<f>) Pnm (cos 0)1.
n=0 I w=l J
Assuming that this series converges uniformly f throughout the domain
0 ^ 0 ^ 7T, —7T ^<f>^7Tf
multiplying by
Pnm (co* 0) m<f>,
sin

* Laplace's operator ^ - + ^-^ + =-$ is invariant for changes of rectangular axes.

t This is usually the case in physical problems.
394 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

integrating term-by-term (§ 47) and using the results of §§ 15*14, 15 51 on

the integral properties of Legendre functions, we find that

^ f V(0'> 4>') Pnm (cos 0') cos mb' sin ffffl&$ = ira ^ ~ . ;
J -n Jo Zn -H 1 (ft — m ) !

f* f V(0'> f ) *V" (cos 0') sin m f sin 0W<fy' = TTO" 5 - ^ — . ( n + w>:'

J -jr J 0 **fl ~\~ 1 (ft — M) -

T l"f(e'- *') P » ( cos "') sin ^'^^'^^' = 27ra» ^ - 1 — 4 n .

J -w J 0 £U "+• 1
Therefore, when r < a,
00 9-» 4-1 /r>\n rn Cn

2 22 ^W ~ m)! P n « (cos 6) Pnm (cos ff) cos m(<f>- <f>')\ sin

m =i (^ + tn.) ! J
The series which is here integrated term-by-term converges uniformly
when r<ay since the expression under the integral sign is a bounded
function of 0, 0\ <f>, <f>', and so (§ 4'7)

47rF(r, 0, 0) = I fV(^, *') 1 (2n + 1) (-) (pn(cos 0) P n (cos 6')

J-irJo n=0 \a/ (
+ 2 S ^ZJ5l! pnm ( cos ff)pnm ( cos ^ C08 m^-^lsi

Now suppose that we take the line (0, <f>) as a new polar axis and let
(8i, <f>i) be the new coordinates of the line whose old coordinates were (0', <f>');
we consequently have to replace Pn (cos 6) by 1 and Pnm (cos 6) by zero; and
so we get
47rF(r, 0, <f>)= I"* f * / ( ^ , </>') 2 (2M +1) (-VP n (cos0/)sin d^dd^d^
J -n J0 n^O V^/

I/( 4) n-0
= I" I"/(&> 4>') 2 (2n+ 1) f-V P n (cos 0/) sin d'dO'dtf.
J -irJO \ a'
If, in this formula, we make use of the result of example 23 of Chapter xv
(p. 332), we get
47r V (r, 0, </>)= /(0><f>) r: ^:»
v r /
J-^Jo^ ( r 1 - 2 ^ 0 0 8 ^ ' +a")*
and so
47rF(r, 0, 0)
J -» i o [r2 - 2ar {cos 0 cos 0/ + sin 0 sin 0' cos (</> - </>')} + a*f '
In this compact formula the Legendre functions have ceased to appear
explicitly.
18*5] THE EQUATIONS OF MATHEMATICAL PHYSICS 395

The last formula can be obtained by the theory of Green's functions. For properties
of such functions the reader is referred to Thomson and Tait, Natural Philosophy,
§§ 499-519.
[NOTE. From the integrals for F(r, 0, (/>) involving Legend re functions of cos B{ and
of cos 0, cos & respectively, we can obtain a new proof of the addition theorem for the
Legendre polynomial.
For let
Xn (B\ <*>') - Pn (cos B{) - {/>„ (cos B) Pn (cos B')

+22 ^ ~ - | Pnm (cos B) Pn'1 (cos B') cosm (<f> - 0 ' ) } ,

m=l [?l~fm) . )
and we get, on comparing the two formulae for V (r, 0, <£),

0 - (* ( V C , <*>)' 2 (2« + l) (£)\»((?', <f>')sin tf-cWd*'.

J -n J 0 n=0 \a/
If we take/(0', 0') to be a surface harmonic of degree n, the term involving r*1 is the only
one which occurs in the integrated series; and in particular, if we take/(0', </>') =Xn (#»' <$>')•>
we get

J -it J 0
Since the integrand is continuous and is not negative it must be zero; and so
Xn (£'» </>') = 0 5 that is to say we have proved the formula
w w
Pn (COS Bi) = P n (COS B) Pn (COS ^ ) + 2 2 ( - ) - p ^ m ( C Q S ^ pnm ( c 0 8 ^ ) cos m (^ - ^'),

wherein it is obvious that

cos B{ = cos B cos & + sin B sin & cos (<f> - <p'),
from geometrical considerations.
We have thus obtained a physical proof of a theorem proved elsewhere* (§ 15*7) by
purely analytical reasoning.]
Example 1. Find the solution of Laplace's equation analytic inside the sphere r = l
which has the value sin 30 cos <j> at the surface of the sphere.
[ 1 ^r 3 P 3 1 (cos B) cos cf> - £?*/y (cos B) cos <£.]
Example 2. Let fn(ry B, <f>) be equal to a homogeneous polynomial of degree n
in a?, ^, z. Shew that

I I fn («» ^^ </>) A {cos ^ cos & + sin ^ sin 0' cos (<i> - </>')} a2 sin BdBdd)
J -n J 0

[Take the direction (^', </>') as a new polar axis.]

18*5. Solutions of Laplace s equation which involve Bessel coefficients.
A particular case of the result of § 18*3 is that

is a solution of Laplace's equation, k being any constant and m being any

integer.
* The absence of the factor (- )m which occurs in § 15*7 is due to the fact that the functions
now employed are Ferrers' associated functions.
396 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

Taking cylindrical-polar coordinates (p, </>, z) defined by the equations

x = p cos <f>, y = p s i n <f>,
the above solution becomes
e** j * e*P<™ in-*) C 0 8 mu<iu ^ekz fw eikpcosv c o s m (v + ^>). d v
J —ir J —rt

= 2e** I eikpC0BV cos mv cos md>dv

Jo
C08tJ
cos ( £ )) | ^ cos mvdv,
Jo
Jo
and so, using § 17*1 example 3, we see that 27rim ekz cos (m<f>). Jm(kp) is a
solution of Laplace s equation analytic near the origin.
Similarly, from the expression

where m is an integer, we deduce that 2-rrim e*z sin (m<f>). Jm (kp) is a solution
of Laplace's equation.

18*51. The periods of vibration of a uniform membrane*.

The equation satisfied by the displacement V at time t of a point (#, y) of a uniform
plane membrane vibrating harmonically is

where c is a constant depending on the tension and density of the membrane. The
equation can be reduced to Laplace's equation by the change of variable given by z — cti.
It follows, from § 18*5, that expressions of the form
C 0 8
r // \ i COS ,
Jm(kp)
x r/ . md> . cht
sin ^ sin
satisfy the equation of motion of the membrane.
Take as a particular case a drum, that is to say a membrane with a fixed circular
boundary of radius R.
Then one possible type of vibration is given by the equation
V=*Jm (kp) cos m<f> cos ckt,
provided that F = 0 when p = # ; so that we have to choose k to satisfy the equation

This equation to determine k has an infinite number of real roots (§ 17*3 example 3),
kx, k2i £3, ... say. A possible type of vibration is then given by
V=Jm (krp) cos m<f> cos ckrt (r = 1, 2, 3, ...).
This is a periodic motion with period 2n/(ckr); and so the calculation of the periods
depends essentially on calculating the zeros of Bessel coefficients (see § 17*9).
• Euler, Novi Comm. Acad. Petrop. x. (1764) [published 1766], pp. 243-260; Poisson, Mem.
de VAcad4mie, vm. (1829), pp. 357-570; Bourget, Ann. de VEcole norm. sup. in. (1866), pp. 55-95.
For a detailed discussion of vibrations of membranes, see also Rayleigh, Theory of Sound,
Chapter IX.
18 # 51-18*61] THE EQUATIONS OF MATHEMATICAL PHYSICS 397
Example. The equation of motion of air in a circular cylinder vibrating per-
pendicularly to the axis OZ of the cylinder is

V denoting the velocity potential. If the cylinder have radius R, the boundary condition
dV
is that ~— = 0 when p = R. Shew that the determination of the free periods depends on
finding the zeros of Jmr (f) = 0.
18*6. A general solution of the equation of wave motions.
It may be shewn* by the methods of § 183 that a general solution of
the equation of wave motions
d*V <PV B2V_l d2V
l)tf*'df*W~~c2 dt*
is V— I I /(#8inwcos v + ysin u sin v + z cos u + ct, u, v)dudv,

where / i s a function (of three variables) of the type considered in § 18*3.

Regarding an integral as a limit of a sum, we see that a physical
interpretation of this equation is that the velocity potential V is produced
by a number of plane waves, the disturbance represented by the element
f(x sin u cos v + y sin u sin v -f z cos u + ct, u} v) SuBv
being propagated in the direction (sin u cos v, sin u sin v> cos u) with velocity c.
The solution therefore represents an aggregate of plane waves travelling in
all directions with velocity c.
18*61. Solutions of the equation of wave motions which involve Bessel
functions.
We shall now obtain a class of particular solutions of the equation of
wave motions, useful for the solution of certain special problems.
In physical investigations, it is desirable to have the time occurring by
means of a factor sin ckt or cos ckt, where k is constant. This suggests that
we should consider solutions of the type

\ \ y sin u Bin v-fz COB u+c<) f (u y\

J -n J 0
Physically this means that we consider motions in which all the elementary waves
have the same period.
Now let the polar coordinates of (x, y, z) be (r, 6, <f>) and let (a>, yfr) be the
polar coordinates of the direction {u, v) referred to new axes such that
the polar axis is the direction (0, cf>), and the* plane \(r = 0 passes through
OZ) so that
cos to = cos 0 cos u + sin 8 sin u cos (<f> — v),
sin u sin (<f> — v) = sin o> sin yjr.
* See the paper previously cited, Math. Ann. LVII. (1902), pp. 342-345, or Messenger of Mathe-
matics, xxxvi. (1907), pp. 98-106.
398 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

Also, take the arbitrary function f(u, v) to be 8n(u, v)sinw, where Sn

denotes a surface harmonic in u, v of degree n ; so that we may write

where (§ 18*31) Sn is a surface harmonic in co, yfr of degree n.

We thus get
V = eikct r P eikrco*" Sn (0, <f>; a>, yfr) sin adco dyfr.
J -WO
Now we may write (§ 18*31)
Sn (ft <f> ; O), t ) = -An (ft * ) • ^ » (COS 0))

+ I {^in(m) (^, 0 ) cos myfr + Bn™ (0} <f>) sin myfr] Pnm (cos a>),
m= l

where ^4 n (ft <f>), An(m) (0, </>) and Bn<m) (0} <f>) are independent of yfr a n d o>.
Performing t h e integration with respect to i/r, we g e t

V = 27reikct An (0, <f>) (* eikrco"* Pn (cos o>) sin adoo

Jo

An {6, <f>) I' eik

J - l

AH (0,
by Rodrigues' formula (§ 15*11); on integrating by parts n times and using
Hanked integral (§ 17*3 corollary), we obtain the equation

- (2TT)^ i»e*« (fcr) " * J n + j (AT) An (0, <f>\

and so V is a constant multiple of eikctr~l Jn+i(kr)An(0, <j>).

Now the equation of wave motions is unaffected if we multiply x, y, z
and t by the same constant factor, i.e. if we multiply r and t by the same
constant factor leaving 0 and <f> unaltered ; so that An(0, <f>) may be taken
to be independent of the arbitrary constant k which multiplies r and t
Hence lim eiket r ~ ^ h ~ n ~ - Jn + ^ (kr) An (0, <f>) is a solution of the equation
of wave motions; and therefore rnAn(0, <f>) is a solution (independent of t)
of the equation of wave motions, and is consequently a solution of Laplace's
equation; it is, accordingly, permissible to take An (0} <f>) to be any surface
harmonic of degree n; and so we obtain the result that

r-*Jn +i (kr) PrT (cos 0) ™ m<f> ™ ckt

is a particular solution of the equation of wave motions.

18611J THE EQUATIONS OF MATHEMATICAL PHYSICS 399

18*611. Application of % 18'61 to a physical problem.

The solution just obtained for the equation of wave motions may be used in the
following manner to determine the periods of free vibration of air contained in a rigid
sphere.
The velocity potential V satisfies the equation of wave motions and the boundary
dV
condition is that ^ - = 0 when r = a, where a is the radius of the sphere. Hence
or
V n (cos 6) C ° S mcf> ° 0 S ckt
n i s m r s i n

gives a possible motion if k is so chosen that

This equation determines k; on using § 17'24, we see that it may be written in

the form
tan ka -fn (ka),
where fn (ka) is a rational function of ka.
In particular the radial vibrations, in which V is independent of B and <£, are given by
taking n~*0 ; then the equation to determine k becomes simply
tan ka = ka ;
and the pitches of the fundamental radial vibrations correspond to the roots of this
equation.

REFERENCES.
J. FOURIER, La theorie analytique de la Chaleur. (Translated by A. Freeman.)
W. THOMSON and P. G. TAIT, Natural Philosophy. (1879.)
LORD RAYLEIGH, Theory of Sound. (London, 1894-1896.)
F. POCKELS, Uber die partielle Differentialgleichung Au + k2u = O. (Leipzig, 1891.)
H. BURKHARDT, Entvnckelungen nach oscillirenden Funktionen. (Leipzig, 1908.)
H. BATEMAN, Electrical and Optical Wave-motion. (1915.)
E. T. WHITTAKER, Histoi-y of the Theories of Aether and Electricity. (Dublin, 1910.)
A. E. H. LOVE, Proc. London Math. Soc. xxx. (1899), pp. 308-321.
H. BATEMAN, Proc. London Math. Soc. (2), I. (1904), pp. 451-458.
L. N. G. FILON, Philosophical Magazine (6), vi. (1903), pp. 193-213.
H. BATEMAN, Proc. London Math. Soc. (2), VII. (1909), pp. 70-89.

MISCELLANEOUS EXAMPLES.

1. If V be a solution of Laplace's equation which is symmetrical with respect to OZ,

and if V=f{z) on OZ, shew that if /{£} be a function which is analytic in a domain of
values (which contains the origin) of the complex variable (, then
\ [rr i
i»- f{z + i (^2+y2)^cos <b}d<b
if J o
at any point of a certain three-dimensional region.
Deduce that the potential of a uniform circular ring of radius c and of mass M lying in
the plane X0 Y with its centre at the origin is
400 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

2. If V be a solution of Laplace's equation, which is of the form emi+F(py z), where

(p, <f>, z) are cylindrical coordinates, and if this solution is approximately equal to
prnemi^f(z) near the axis of z, where / ( f ) is of the character described in example 1,
shew that

3. If u be determined as a function of #, y and z by means of the equation

Ax+B
where A, B, C are functions of u such that

shew that (subject to certain general conditions) any function of u is a solution of

Laplace's equation.
(Forsyth, Messenger', xxvu. (1898), pp. 99-118.)
4. Ay B are two points outside a sphere whose centre is C. A layer of attracting
matter on the surface of the sphere is such that its surface density a-p at P is given by
the formula

Shew that the total quantity of matter is unaffected by varying A and B so long as
CA . CB and AGB are unaltered; and prove that this result is equivalent to the theorem
that the surface integral of two harmonics of different degrees taken over the sphere
is zero.
(Sylvester, Phil. Mag. (5), n. (1876), pp. 291-307.)
5. Let V (a?, y, z) be the potential function denned analytically as due to particles
of masses A + i/i, X-t/i at the points (a+ia\ b + ib\ c+ic') and (a-ia'y b-ib', c — ic')
respectively. Shew that V (#, y, z) is infinite at all points of a certain real circle, and
if the point (x, y, z) describes a circuit intertwined once with this circle the initial
and final values of V(x, y, z) are numerically equal, but opposite in sign.
(Appell, Math. Ann. xxx. (1887), pp. 155-156.)
6. Find the solution of Laplace's equation analytic in the region for which a<r<A,
it being given that on the spheres r=*a and r = A the solution reduces to
2 c n P n (cos0), 2 CnPn (cos 6),
n=0 n=0
respectively.
7. Let 0' have coordinates (0, 0, c), and let
POZ-6, P0'Z~ff, P0~r, PO**r\
Shew that

(li + 1) (it + 2) r*P 2 (COS ^)

+
2! ^^
according as r>c or r<c.
Obtain a similar expansion for r' n /y (costf). (Trinity, 1893.)
8. At a point (r, By <f>) outside a uniform oblate spheroid whose semi-axes are a, b and
whose density is p, shew that the potential is
l
_____ + ^—^— -...J,
m» P2(cos^) »i< P4(cos<9) "I

where m2 = a2 —62 and r>m. Obtain the potential at points for which r<m.
(St John's, 1899.)
 THE EQUATIONS OF MATHEMATICAL PHYSICS 401

9. Shew that

(Bauer, Journal fur Math, LVI.)

10*. Shew that if x±iy**hcosh(£±I'IJ), the equation of two-dimensional wave motions
in the coordinates £ and 77 is

11. Let # = ( c + rco80) cos<£, y=*(c+r cos 0) sin </>, s =

shew that the surfaces for which r, 0, <£ respectively are constant form an orthogonal
system; and shew that Laplace's equation in the coordinates r, 0, <f> is

(W. D. Niven, Messenger, x.)

12. Let P have Cartesian coordinates (#, yy z) and polar coordinates (r, 0, <f>). Let
the plane POZ meet the circle aP+y2 = P, 3=0 in the points a, y; and let
a£y=a>, log (Pa/Py) - <r.
Shew that Laplace's equation in the coordinates <r, o>, <f> is
8 f sinhcr bV) d ( sinho- an 1 ^Z^o-
80- (cosha- — cos to da f d<a (cosh <r — cos a> do ) sinh a- (cosh a- — cos «) d<£8"~ '
and shew that a solution is
V— (cosh <r — cos a>)^ cos na> cos w<^ P (cosh <r).
(Hicks, PAt7. Trans, CLXXII. pp. 617 et seq.)
13. Shew that

m=0 «" y0
and deduce an expression for the potential of a particle in terms of Bessel functions.
14. Shew that if a, 6, c are constants and X, ft, v are confocal coordinates, denned as
the roots of the equation in *

then Laplace's equation may be written

where AA = Vftci2+X) (6 2 +X) (c 2 +X)}.

(Lame\)
* Examples 10, 11, 12 and 14 are most easily proved by using Lamp's result (Journal de
Vicole Polyt. xiv. cahier 23 (1834), pp. 191-288) that if (X, /*, v) be orthogonal coordinates for
which the line-element is given by the formula
Laplace's equation in these coordinates is
d_(H2HtdV\ d [H3Hx

A simple method (due to W. Thomson, Camb. Math. Journal, iv. (1845), pp. 33-42) of proving
this result, by means of arguments of a physical character, is reproduced by Lamb, Hydro-
dynamics (1916), § 111. Analytical proofs, based on Lamp's proof, are given by Bertrand,
Traiti de Calcul DiffSrentielle (1864), pp. 181-187, and Goursat, Cours iVAnalyse, 1. (1910),
pp. 155-159; and a most compact proof is due to Neville, Quarterly Journal, XLIX. (1923), pp. 338-
352. Another proof is given by Heine, Theorie drr Kngelfunctionen, 1. (1878), pp. 303-306.
402 THE TRANSCENDENTAL FUNCTIONS [CHAP. XVIII

15. Shew that a general solution of the equation of wave motions is

F= I F (x cos 6+y sin 6 + iz, y +• iz sin 0 + ct cos 6, 6) dO.

(Bateman, Proc. London Math. Soc. (2) I. (1904), p. 457.)
16. If U=*f(x, y, 2, t) be a solution of

a* dt ~ dx* + fy2 + 3s2 '

prove that another solution of the equation is

17. Shew that a general solution of the equation of wave motions, when the motion is
independent of <f>, is

I f(z + ip cos 0, c*+/» sin B) d$

where p, <£, « are cylindrical coordinates and a, 6 are arbitrary constants.

(Bateman, Proc. London Math. Soc. (2) i. (1904), p. 458.)
18. If V—f(x, y, z) is a solution of Laplace's equation, shew that
1 / ^-a2 yg-fa2 az \

is another solution.
(Bateman, Proc. London Math, Soc. (2) vn. (1909), p. 77.)
19. If £7=/(#, 3/, s, £) is a solution of the equation of wave motions, shew that
another solution is
u
~z-ctJ\z-ct' z-ct' 2(z-ct)' 2c(z-ct))'
(Bateman, Proc. London Math. Soc. (2) vn. (1909), p. 77.)
20. If l—x-iy, m

so that l\+mp+nv = 0,
shew that any homogeneous solution, of degree zero, of

8atl8fies +

^nd obtain a solution of this equation in the form

[a, b, c \
r^X-^m-^-^n-yu-y'pla, A y, f [ ,

where l\ = (b-c) {(-a), «i/* = (c-a) (f-6), nv~(a-&)(f-c).

(Bateman, Proo. Xo/wfow ifa^A. >^oc. (2) vn. (1909), pp. 78-82.)
 THE EQUATIONS OF MATHEMATICAL PHYSICS 403

21*. If (r, 0, <f>) are spheroidal coordinates, defined by the equations

o ^ c ^ + l^sintfcos^, y=c(r2 +1)* sin 6 sin <f>, z=crcosd,
where x\ y, z are rectangular coordinates and c is a constant, shew that, when n and m are
integers,
[* ( i A +
[ n (xcostf : L ysintf-MA cos . _ (n ( — »)!* ) ! m / . s nm . ^ cosc
Pn ( ^ -1— ) . mtdt^2n ;—-—fr P n mn (tr) Pn (cos tf) .
J -„ \ n
C ) BID (n + Wl)! » v / n \ )
/s
(Blades, Proc. Edinburgh Math. Soc. XXXIII.)
22. With the notation of example 21, shew that, if z =# 0,
J_w^*\ c /sm (w+m)!^ n v / » \ 'sin r
(Jeflfery, Proc. Edinburgh Math. Soc. XXXIII.)

23. Prove that the most general solution of Laplace's equation which is of degree zero
in .r, y, z is expressible in the form

where / and F are arbitrary functions.

(Donkin, Phil. Trans. 1857 ; Hobson, Proc. London Math. Soc. (1) xxn. p. 422.)
* The functions introduced in examples 21 and 22 are known as internal and external
spheroidal harmonics respectively.
 CHAPTER XIX
MATHIEU FUNCTIONS

19*1. The differential equation of Mathieu.

The preceding five chapters have been occupied with the discussion of
functions which belong to what may be generally described as the hyper-
geometric type, and many simple properties of these functions are now well
known.
In the present chapter we enter upon a region of Analysis which lies
beyond this, and which is, as yet, only very imperfectly explored.
The functions which occur in Mathematical Physics and which come
next in order of complication to functions of hypergeometric type are
called Mathieu functions; these functions are also known as the functions
associated with the elliptic cylinder. They arise from the equation of two-
dimensional wave motion, namely

This partial differential equation occurs in the theory of the propagation of electro-
magnetic waves; if the electric vector in the wave-front is parallel to OZ and if E denotes
the electric force, while (ffx1 Hy, 0) are the components of magnetic force, Maxwell's
fundamental equations are
idE <Wy_dffx dH* _dE dEy _dE
c2 dt ~ dx dy ' dt " dy ' dt " dx '
c denoting the velocity of light; and these equations give at once
11 PE__d*E &E
c* dt2 ~~ a*2 +
df'
In the case of the scattering of waves, propagated parallel to OX, incident on an
elliptic cylinder for which OX and OF are axes of a principal section, the boundary
condition is that E should vanish at the surface of the cylinder.
The same partial differential equation occurs in connexion with the vibrations of
a uniform plane membrane, the dependent variable being the displacement perpendicular
to the membrane ; if the membrane be in the shape of an ellipse with a rigid boundary,
the boundary condition is the same as in the electromagnetic problem just discussed.
The differential equation was discussed by Mathieu* in 1868 in connexion
with the problem of vibrations of an elliptic membrane in the following
manner:
* Journal de Math. (2), xm, (1868), p. 137.
19*1] MATHIEU FUNCTIONS 405

Suppose that the membrane, which is in the plane XOY when it is

in equilibrium, is vibrating with frequency p. Then, if we write
F = u (x} y) cos (pt 4- e),
the equation becomes
d2u d2u p- ^
2 2
9^ 9# c
Let the foci of the elliptic membrane be (+ hy 0, 0), and introduce new
real variables* £, rj defined by the complex equation
%+iy = h cosh (f + irj),
so that x = A cosh f cos 77, ?/ = h sinh £ sin 77.
The curves, on which f or 77 is constant, are evidently ellipses or hyper-
bolas confocal with the boundary; if we take f ^ 0 and — 7r < 77 ^ 7r, to each
point (a?, i/, 0) of the plane corresponds one and only onef value of (£, ij).
The differential equation for u transforms intoj
d2u d*u h 2
p\, , „
5F 2 + 5 1 + —T- (cosh 2 f - cos2 77) ti = 0.
Og 07} C~
If we assume a solution of this equation of the form

where the factors are functions of £ only and of 77 only respectively, we see
that
hy J f 1 d*G(v) hy .
Since the left-hand side contains f but not 77, while the right-hand side
contains 77 but not £, F(l*) and (? (77) must be such that each side is a constant,
A, say, since f and 77 are independent variables.
We thus arrive at the equations

By a slight change of independent variable in the former equation, we see

that both of these equations are linear differential equations, of the second
order, of the form
-7-^ + (a + I65 cos 2z) u = 0,

* The introduction of these variables is due to Lame, who called £ the thermometric parameter.
They are more usually known as confocal coordinates. See Lam£, Sur les fonctions inverses des
traiitcendantes, l«re Le<?on.
t This may be seen most easily by considering the ellipses obtained by giving £ various
positive values. If the ellipse be drawn through a definite point (£, 77) of the plane, 7? is the
eccentric angle of that point on the ellipse.
t A proof of this result, due to Lame", is given in numerous text-books; see p. 401, footnote.
406 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

where a and q are constants*. It is obvious that every point (infinity ex-
cepted) is a regular point of this equation.
This is the equation which is known as Mathieu's equation and, in certain
circumstances (§ 19*2), particular solutions of it are called Mathieu functions.
19*11. The form of the solution of Mathieu's equation.
In the physical problems which suggested Mathieu's equation, the constant
a is not given a priori, and we have to consider how it is to be determined.
It is obvious from physical considerations in the problem of the membrane
that u (x, y) is a one-valued function of position, and is consequently unaltered
by increasing rj by 27r; and the condition f G (rj + 2TT) — G (rj) is sufficient to
determine a set of values of a in terms of q. And it will appear later (§§ 19*4,
19*41) that, when a has not one of these values, the equation
G (v + 2TT) = G (v)
is no longer true.
When a is thus determined, q (and thence p) is determined by the fact
that F(%) = 0 on the boundary; and so the periods of the free vibrations of
the membrane are obtained.
Other problems of Mathematical Physics which involve Mathieu functions in their
solution are (i) Tidal waves in a cylindrical vessel with an elliptic boundary, (ii) Certain
forms of steady vortex motion in an elliptic cylinder, (iii) The decay of magnetic force
in a metal cylinder J. The equation also occurs in a problem of Rigid Dynamics which
is of general interest §.

19*12. Hill's equation.

A differential equation, similar to Mathieu's but of a more general nature,
arises in G. W. Hill's|| method of determining the motion of the Lunar
Perigee, and in Adams'lF determination of the motion of the Lunar Node.
Hill's equation is

n=sl
The theory of Hill's equation is very similar to that of Mathieu's (in spite
of the increase in generality due to the presence of the infinite series), so the
two equations will, to some extent, be considered together.
* Their actual values are a = A - h2pij(2c2), q = &2/>2/(32c2); the factor 16 is inserted to avoid
powers of 2 in the solution.
cPu
+ An elementary analogue of this result is that a solution of —^ +au = 0 has period 2TT if,
and only if, a is the square of an integer.
X R. C. Maclaurin, Trans. Camb. Phil. Soc. xvn. p. 41.
§ A. W. Young, Proc. Edinburgh Math. Soc. xxxn. p. 81.
I! Ada Math. vin. (1886). Hill's memoir was originally published in 1877 at Cambridge,
U.S.A.
% Monthly Notices R.A.S. xxxvin. p. 43.
1911-19*21] MATH1EU FUNCTIONS 407

In the astronomical applications dQy 6ly ... are known constants, so the
problem of choosing them in such a way that the solution may be periodic
does not arise. The solution of Hill's equation in the Lunar Theory is, in
fact, not periodic.

19*2. Periodic solutions of Mathieu s equation.

We have seen that in physical (as distinguished from astronomical)
problems the constant a in Mathieu's equation has to be chosen to be such
a function of q that the equation possesses a periodic solution.
Let this solution be G(z)\ then G (z), in addition to being periodic, is an
integral function of z. Three possibilities arise as to the nature of G (z):
(i) G (z) may be an even function of z, (ii) G (z) may be an odd function of z,
(iii) G (z) may be neither even nor odd.
In case (iii),
is an even periodic solution and

is an odd periodic solution of Mathieu's equation, these two solutions forming

a fundamental system. It is therefore sufficient to confine our attention to
periodic solutions of Mathieu's equation which are either even or odd. These
solutions, and these only, will be called Mathieu functions.
It will be observed that, since the roots of the indicia! equation at z = Q are 0 and 1,
two even (or two odd) periodic solutions of Mathieu's equation cannot form a fundamental
system. But, so far, there seems to be no reason why Mathieu's equation, for special
values of a and y, should not have one even and one odd periodic solution; for com-
paratively small values of | q | it can be seen [§ 19*3 example 2, (ii) and (iii)] that Mathieu's
equation has two periodic solutions only in the trivial case in which q — 0; the result that
there are never pairs of periodic solutions for larger values of \q\ is a special case of a
theorem due to Hille, Proc. London Math. Soc. (2) xxin. (1924), p. '224. See also Ince, Proc.
Camb. Phil. Soc. xxi. (1922), p. 117.

19*21. An integral equation satisfied by even Mathieu functions*.

It will now be shewn that, if G (?/) is any even Mathieu function, then
G (77) satisfies the homogeneous integral equation

where k = V(32^). This result is suggested by the solution of Laplace's

equation given in § 18*3.

* This integral equation and the expansions of § 19*3 were published by Wbittaker, Proc.
Int. Congress of Math. 1912. The integral equation was known to him as early as 1904; see
Trans. Camb. Phil. Soc. xxi. (1912), p. 193.
408 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

For, if x + iy = h eosh(f + irj) and if F(^) and (?(?;) are solutions of the
differential equations

^ P - (A + m*h* cosh' f) J?(£) = 0,

+ (A + *n2A2 cos2 77) G (77) = 0,

then, by § 19*1, F (f) (? (77) emiz is a particular solution of Laplace's equation.

If this solution is a special case of the general solution

f(h cosh £ cos 77 cos 0 4- A sinh f sin 77 sin 6 4- is, 0) eW,

J —»r

given in § 18*3, it is natural to expect that*

f(v,0) = F(O)e™<f>(6),
where <f> (6) is a function of 6 to be determined. Thus

F (£) 0 (V) emiz = [ * F(0)<f>(6) exp {mh cosh f cos v cos 0

+ mA sinh f sin 97 sin 6 4- mis} d#.
Since f and 1/ are independent, we may put f = 0; and we are thus led to
consider the possibility of Mathieu's equation possessing a solution of the
form
r d6.
1922. Proof that the even Mathieu functions satisfy the integral equation.
It is readily verified (§ 5*31) t^hat, if <f>(0) be analytic in the range (— 7r, IT)
and if G (17) be defined by the equation

G (v) = [n e Wi/tc °M C0S '<f>(0)dd 9

J —XT

then G (v) is an even periodic integral function of TJ and

^ M + (A 4- wiaA8 cos 2 77) G (77)

j??i>2/<2 (sin 2 7; cos 2 0 + cos 2 77) - mh cos 77 cos 0 4- A] emh «»ICOB«

r i ff
wAc09TJ(0se
= - {mh sin ^ cos v<f>(0) 4- <J/ (5)} e
L J-|r
4.

on integrating by parts.
* The constant F (0) is inserted to simplify the algebra.
19*22, 19*3] MATHIEU FUNCTIONS 409

But if <f> (0) be a periodic function {with period 2TT) such that
<f>" (0) + (A+ m*h* cos2 0) <j> (0) = 0,
both the integral and the integrated part vanish; that is to say, G (77), defined
by the integral, is a periodic solution of Mathieu's equation.
Consequently G (77) is an even periodic solution of Mathieu's equation if
<f> (0) is a periodic solution of Mathieu's equation formed with the same con-
stants ; and therefore <j> (0) is a constant multiple of G (0); let it be XG (0)>
[In the case when the Mathieu equation has two periodic solutions, if this case exist,
we have <f> (B) = \O (B) + G1 (B) where Gx (B) is an odd periodic function; but

einhcosriCOS$G1(0)dd

vanishes, so the subsequent work is unaffected.]

If we take a and q as the parameters of the Mathieu equation instead of
A and mh, it is obvious that mh = >s/(32q) = k.
We have thus proved that, if G(r)) be an even periodic solution of
Mathieu's equation, then
G(V) = X I" e*c°Mcos* Q (#) de>
J —n
which is the result stated in § 19*21.
From § 11*23, it is known that this integral equation has a solution only
when X has one of the ' characteristic values.' It will be shewn in § 19*3 that
for such values of X, the integral equation affords a simple means of con-
structing the even Mathieu functions.
Example 1. Shew that the odd Mathieu functions satisfy the integral equation

G(tj) = \ I* sin (/- sin rj sin B) G (6) d$.

Example 2. Shew that both the even and the odd Mathieu functions satisfy the
integral equation
= X /*r

Example 3. Shew that when the eccentricity of the fundamental ellipse tends to zero,
the confluent form of the integral equation for the even Mathieu functions is
r , x 1

19*3. The construction of Mathieu functions.

We shall now make use of the integral equation of § 19*21 to construct
Mathieu functions ; the canonical form of Mathieu's equation will be taken as

-r-j + (a + 16<7 cos 2z) u — 0.

az
410 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

In the special case when q is zero, the periodic solutions are obtained by
taking a = n2, where n is any integer; the solutions are then
1, cos^, cos2z, ...,
sin z, sin 2z,
The Mathieu functions, which reduce to these when q~^0, will be called
ceo(z,q), cex{z,q)y ce2(z, q), ...,
se1(z9 q), se2(z, q), ....
To make the functions precise, we take the coefficients of cos nz and sin nz
in the respective Fourier series for cen (z, q) and sen (z, q) to be unity. The
functions cen(zy q)> sen (z, q) will be called Mathieu functions of order n.
Let us now construct ce0 (z, q).
Since ceQ(z, 0 ) = l , we see that X-*.(2?r)~1 as q—»0. Accordingly we
suppose that, for general values of q, the characteristic value of X which gives
rise to ce0 (z, q) can be expanded in the form

and that ce0 (z, q) = 1 + qfo (z) + q*/32 (z) + ...,

where au ct2, ... are numerical constants and & (s), y82(^)> ••• are periodic
functions of z which are independent of q and which contain no constant
term.
On substituting in the integral equation, we find that

1 fw
= x— }1 + V(32a).cos;jcos0+
ZTTJ -n
x {l+qh(ff)+tf&(0) + ...}M.
Equating coefficients of successive powers of q in this result and making
use of the fact that #1(2), y32(^), ... contain no constant term, we find in
succession
ofj = 4, & (z) = 4 cos 2z,
a2 = 14, /92 (z) - 2 cos 4^,
and we thus obtain the following expansion:
27 29 \\ // 2 160160 \
5
^ J cos 2z + f 2^ 2
- ...J cos 2z + f 2 ^ - — q*+ ...Jcos

(215 s 1 -
the terms not written down being 0 (#6) as q -*• 0.
910 2 9
The value of a is - 32g* + 224r/ - ^ — - ^ 6 + 0 ( f ) ; it will be observed
that the coefficient of cos 2z in the series for ceo(z, q) is —a/(8q).
 19*31] MATHIEU FUNCTIONS 411

The Mathieu functions of higher order may be obtained in a similar

manner from the same integral equation and from the integral equation of
§ 19*22 example 1. The consideration of the convergence of the series thus
obtained is postponed to § 19*61.
Example 1. Obtain the following expansions*:
(i) c«o(. fl

(ii) ce^

(iii)

3
(iv) ce2 (z, q) = | - 2 ? + y ? + 0 (?5)1 + cos 2z

where, in each case, the constant implied in the symbol 0 depends on r but not on z.
(Whittaker.)
Example 2. Shew that the values of a associated with (i) ce0 (2, q), (ii) cex (z, q\
(iii) se1 (zy q), (iv) ce2 (2, q) are respectively:
OlO OQ
(i) -32?2 + 2 2 V ^

(ii) 1-8^-S

(iii) l+8q-l

(iv) 4 + -y$ r 2 -^p$' 4 + 0(26). (Mathieu.)

Example 3. Shew that, if n be an integer,

19*31. TA^ integral formulae for the Mathieu functions.

Since all the Mathieu functions satisfy a homogeneous integral equation
with a symmetrical nucleus (§ 19*22 example 3), it follows (§ 11*61) that
I cem 0, q) cen (z, q)dz = O (m ± n\

sem (z, q) sen (z, q)dz = O (in ± n\

J — tr

I cem (z, q) sen (z, q) dz = 0.

J —it

* The leading terms of these series, as given in example 4 at the end of the chapter (p. 427),
were obtained by Mathieu.
412 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

Example 1. Obtain expansions of the form:

(i) ekcoszccse^ I ^ ^ (I| } ^ ^ }j

(ii) cos (* sin z sin 6) = 2 # n ce n (2, q) cen (0, q\

(iii) sin (k sin z sin 0 ) = 2 £»«£« (2, #) *en (#> #)»

where k J ( 3 )
Example 2. Obtain the expansion
/ * s i n * = 2 JH(z)eni+
n=—00

as a confluent form of expansions (ii) and (iii) of example 1.

19*4. The nature of the solution of Mathieu's general equation; Floquet's

theory.
We shall now discuss the nature of the solution of Mathieu's equation
when the parameter a is no longer restricted so as to give rise to periodic
solutions; this is the case which is of importance in astronomical problems, as
distinguished from other physical applications of the theory.
The method is applicable to any linear equation with periodic coefficients
which are one-valued functions of the independent variable; the nature of
the general solution of particular equations of this type has long been per-
ceived by astronomers, by inference from the circumstances in which the
equations arise. These inferences have been confirmed by the following
analytical investigation which was published in 1883 by Floquet*.
Let g (z), h (z) be a fundamental system of solutions of Mathieu's equation
(or, indeed, of any linear equation in which the coefficients have period 2TT) ;
then, if F(z) be any other integral of such an equation, we must have

where A and JB are definite constants.

Since g (z 4- 27r), h (z + 2TT) are obviously solutions of the equationf, they
can be expressed in terms of the continuations of g (z) and h (z) by equations
of the type
g (z + 2TT) = <txg (z) + a2h (*), h (z + 2TT) = frg (z) + $Ji (*),
where a1} a2, @lf /32 are definite constants; and then
F(z + 2TT) = (Aa, + J5&) g (z) + (Aa* + J3/32) h (z).
* Ann. de VEcole norm. sup. (2), xn. (1883), p. 47. Floquet's analysis is a natural sequel
to Picard's theory of differential equations with doubly-periodic coefficients (§20*1), and to the
theory of the fundamental equation due to Fuchs and Hamburger.
t These solutions may not be identical with g(z), h(z) respectively, as the solution of an
equation with periodic coefficients is not necessarily periodic. To take a simple case, u = e*sin z
du
is a solution of -5— (1 + cot z) u = 0.
19*4, 19*41] MATHIEU FUNCTIONS 413

Consequently F(z -f 27r)= kF(z)y where k is a constant*', if A and B are

chosen so that
Aal-\- 5 f t = kA, Aa2 + B02 = kB.
These equations will have a solution, other than A = B = 0, if, and
only if,
1 _ ky ft = 0;
o2 , 02 — k
and if k be taken to be either root of this equation, the function F(z) can be
constructed so as to be a solution of the differential equation such that
F(z+2ir) = kF(z).
Defining fi by the equation k= e2irfl and writing <f)(z) for e~fLZF{z)t we see
that
<£ (z + 2-rr) = e~^(z+27r) F O -f 2TT) = c/> (2:).
Hence the differential equation has a particular solution of the form
e*z <f> (z)t where <f> (z) is a periodic function with period 2TT.
We have seen that in physical problems, the parameters involved in the
differential equation have to be so chosen that k = 1 is a root of the quadratic,
and a solution is periodic. In general, however, in astronomical problems, in
which the parameters are given, k ^ 1 and there is no periodic solution.
In the particular case of Mathieu's general equation or Hill's equation, a
fundamental system of solutions f is then eflZ(f>(z), e~*z <j>(— z)y since the
equation is unaltered by writing — z for z; so that the complete solution of
Mathieu's general equation is then
u = Cie^ffy (#) •+• c2e~flZ(f) (— z),
where clf c2 are arbitrary constants, and fi is a definite function of a and q.
Example. Shew that the roots of the equation

are independent of the particular pair of solutions, g (z) and h (2), chosen.
19*41. Hill's method of solution.
Now that the general functional character of the solution of equations
with periodic coefficients has been found by Floquet's theory, it might be
expected that the determination of an explicit expression for the solutions of
Mathieu's and Hill's equations would be a comparatively easy matter: this
however is not the case. For example, in the particular case of Mathieu's
general equation, a solution has to be obtained in the form

* The symbol k is used in this particular sense only in this section. It must not be confused
with the constant k of § 19-21, which was associated with the parameter q of Mathieu's equation,
t The ratio of these solutions is not even periodic; still less is it a constant.
 414 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

where <f> (z) is periodic and fi is a function of the parameters a and q. The
crux of the problem is to determine /A ; when this is done, the determination
of <f> (z) presents comparatively little difficulty.
The first successful method of attacking the problem was published by
Hill in the memoir cited in § 19*12; since the method for Hill's equation is
no more difficult than for the special case of Mathieu's general equation, we
shall discuss the case of Hill's equation, viz.

where J (z) is an even function of z with period 7i\ Two cases are of interest,
the analysis being the same in each:
(I) The astronomical case when z is real and, for real values of z% J(z)
can be expanded in the form
J(z) = 0O + 202 cos 2z + 202 cos 4>z + 209 cos 6z + ...;
00

the coefficients 0n are known constants and 2 0n converges absolutely.

n=o
(II) The case when z is a complex variable and J(z) is analytic in a
strip of the plane (containing the real axis), whose sides are parallel to the
00

real axis. The expansion of J(z) in the Fourier series 0o + 2 2 0ncos2nz

n«l
is then valid (§ 911) throughout the interior of the strip, and, as before,
00

2 0n converges absolutely.
n=0
Defining 0_n to be equal to 0n> we assume

u = #* 2 bne2niz
n = -oo
as a solution of Hill's equation.
[In case (II) this is the solution analytic in the strip (§§ 10*2, 19*4); in case (I) it will
have to be shewn ultimately (see the note at the end of § 19*42) that the values of bn
which will be determined are such as to make 2 n2bn absolutely convergent, in order to
justify the processes which we shall now carry out.]
On substitution in the equation, we find
ni
I >* + ( 2 6ne?ni*) ( 2 bne^^)z\ = 0.
\n=-oo n=-oo /
Multiplying out the absolutely convergent series and equating coefficients
of powers of e** to zero (§§ 9*6-9*632), we obtain the system of equations

2 (?m6w_w = 0 ( » « . . . , - 2 , - 1 , 0, 1, 2, ...).
m = -oo
19-42] MATHIEU FUNCTIONS 415

If we eliminate the coefficients bn determinantally (after dividing the

typical equation by 0O — 4n2 to secure convergence) we obtain* Hill's deter-
minantal equation:
=0.
-ft

We write A (i/*) for the determinant, so the equation determining fi is

19 42. The evaluation of Hill's determinant.

We shall now obtain an extremely simple expression for Hill's deter-
minant, namely
A (i/i) = A (0) - sin2 (£7n» cosec2 (JTT V^O).
Adopting the notation of § 2*8, we write

where
4m2 -
(m £ n).
The determinant [-4m>n] is only conditionally convergent, since the product
of the principal diagonal elements does not converge absolutely (§§ 2*81, 2*7).
We can, however, obtain an absolutely convergent determinant, A2 (ifi), by
dividing the linear equations of § 19*41 by 0Q— (ifi— 2n)2 instead of dividing
by #0 - 4n2. We write this determinant Ax (ip) in the form [Bmtn]f where
Q
B l * £? (*)
00

The absolute convergence of 2 0n secures the convergence of the deter-

n---0
minant [Bm%n\y except when fi has such a value that the denominator of one
of the expressions Bm, n vanishes.
* Since the coefficients bn are not all zero, we may obtain the infinite determinant as the
eliminant of the system of linear equations by multiplying these equations by suitably chosen
cofactor8 and adding up.
416 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

From the definition of an infinite determinant (§ 2*8) it follows that

ft
and so A ( * ) = - A, <*) s i " * ' < » ~ . ^ ° > s i
"|^ .
SUT ($7T \/"o)

Now, if the determinant Ax (ip) be written out in full, it is easy to see

(i) that Aj (i/jb) is an even periodic function of p with period 2i, (ii) that A! (i/j,)
is an analytic function (cf. §§ 2*81, 3*34, 5*3) of/i (except at its obvious simple
poles), which tends to unity as the real part of /J, tends to ± oo .
If now we choose the constant K so that the function D (/i), defined by
the equation
D (fi) = A, ( t » - K {cot £TT (if* + V^o) - cot} 7T (t> - V^o)},
has no pole at the point fj, = i*/0Q, then, since D(/n) is an even periodic
function of /-i, it follows that D (fi) has no pole at any of the points
2ni± »V0o.
where n is any integer.
The function D (/A) is therefore a periodic function of /J, (with period 2i)
which has no poles, and which is obviously bounded as R (fi) -*- ± oo. The
conditions postulated in Liouville's theorem (§ 5*63) are satisfied, and so D (/*)
is a constant; making fi -*• + oo , we see that this constant is unity.
Therefore
A! (vi) = 1 + K {cot £TT (V* + V^) - cot \IT (ifi - V0o)},
and so
A /,-\. sin &7T (i> - yg0) sin \T

To determine K, put /x = 0; then

A
Hence, on subtraction,

which is the result stated.

The roots of Hill's determinantal equation are therefore the roots of the
equation
sin2 (£7ri» = A (0). sin2 (£TT J60).
When fi has thus been determined, the coefficients bn can be determined
in terms of b0 and cofactors of A (i/x); and the solution of Hill's differential
equation is complete.
1 9 ' 5 , 19*51] MATHIEU FUNCTIONS 417

[In case (I) of § 19*41, the convergence of 2 | 6n | follows from the rearrangement theorem
00

of § 2'82; for 2n21 bn | is equal to | bQ \ 2 \ C^ 01 -r | COt01> where C^ n is the cofactor of B^ n

in Ai (tfi); and 2 \ C^Q | is the determinant obtained by replacing the elements of the row
through the origin by numbers whose moduli are bounded.]
It was shewn by Hill that, for the purposes of his astronomical problem, a remarkably
good approximation to the value of p could be obtained by considering only the three
central rows and columns of his determinant.

19*5. The Lindemann-Stieltjes theory of Mathieus general equation.

Up to the present, Mathieu's equation has been treated as a linear
differential equation with periodic coefficients. Some extremely interesting
properties of the equation have been obtained by Lindemann* by the sub-
stitution f =s cos2 z, which transforms the equation into an equation with
rational coefficients, namely

This equation, though it somewhat resembles the hypergcometric equation, is of higher

type than the equations dealt with in Chapters xiv and xvi, inasmuch as it has two
regular singularities at 0 and 1 and an irregular singularity at oo ; whereas the three
singularities of the hypergeometric equation are all regular, while the equation for W^m (z)
has one irregular singularity and only one regular singularity.
We shall now give a short account of Lindemann's analysis, with some
modifications due to Stieltjes*f*.
19*51. Lindemann18 form of Floquet's theorem.
Since Mathieu's equation (in Lindemann's form) has singularities at f = 0
and f = 1, the exponents at each being 0, J, there exist solutions of the form

yoo= 2 a n f» 2/01 = ?* 2 6,,^,

n=0 n=0

yw = % an' (i - r)», yn=a - r ) 4 1 K ' (i - rr;

the first two series converge when | f | < 1, the last two when 11 — f| < 1.
When the f-plane is cut along the real axis from 1 to + x and from
0 to — oo, the four functions defined by these series are one-valued in the
cut plane ; and so relations of the form
3/10 = ayw + £yoi. yn = 72/00 + fyoi
will exist throughout the cut plane.
Now suppose that f describes a closed circuit round the origin, so that the
circuit crosses the cut from — oo to 0; the analytic continuation of y10 is
• Math. Ann. xxn. (1883), p. 117.
t Astr. Nach. cix. (1884), cols. 145-152, 261-266. The analysis is very similar to that
employed by Hermite in his lectures at the Ecole Polytechniqne in 1872-1873 [Oeuvrcs, in.
(Paris, 1912), pp. 118-122] in connexion with Lamp's equation. See § 23-7.
418 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

ayoo — #*/oi (since y^ is unaffected by the description of the circuit, but y0l
changes sign) and the continuation of yu is yy^ - By0l; and so Ay102 + Byu* will
be unaffected by the description of the circuit if
A (ay00 + /9y0i)2 + B (yyw + 8y01)2 = A (ayw - /3y01)2 + B (yyw - Sy01)2,
is. if Aa/3+By8 = 0.
Also Ayl02 + Byn2 obviously has not a branch-point at f = l , and so, if
Aaft + ByS = 0, this function has no branch-points at 0 or 1, and, as it has no
other possible singularities in the finite part of the plane, it must be an
integral function o/f.
The two expressions

are consequently two solutions of Mathieu's equation whose product is an

integral function of f.
[This amounts to the fact (§ 19*4) that the product of e^ <f> (z) and
e~ttZ<)>(—z) is aperiodic integral function of z.]

19*52. The determination of the integral function associated with Mathieu*s

general equation.
The integral function F(z) = Ay102 + Byn2, just introduced, can be deter-
mined without difficulty; for, if yl0 and yn are any solutions of

their squares (and consequently any linear combination of their squares)

satisfy the equation*

in the case under consideration, this result reduces to

+ (a - 1 - 16g + 32gf) ^ p + 16qF (f) = 0.

Let the Maclaurin series for F(£) be 2 cnf"; on substitution, we easily

n=0
obtain the recurrence formula for the coefficients cn, namely

where
(n 4-1) {(ft 4 - I ) 2 - a 4-16?) _ _ n(n+ l ) ( 2 n - h l )
Un Vw
~~ 16q(2n 4-1) ' ~" 32^(2ri-l) '
* Appell, Comptes Rendus, xci. (1880), pp. 211-214 ; cf. example 10, p. 298 supra.
19-52, 19-53] MATHIEU FUNCTIONS 419
At first sight, it appears from the recurrence formula that c0 and Cj can
be chosen arbitrarily, and the remaining coefficients c2, c3, ... calculated in
terms of them; but the third order equation has a singularity at f = 1, and
the series thus obtained would have only unit radius of convergence. I t is
necessary to choose the value of the ratio CJCQ SO that the series may con-
verge for all values of f.
The recurrence formula, when written in the form

suggests the consideration of the infinite continued fraction

The continued fraction on the right can be written*

unK (nf n + m)jK (n + 1, n + m),
where K(n, n + ra) = | 1 , vH+1/un, 0 , .

0 , - u: 1 , .

1 ,- — 1

The limit of this, as m -*- oo, is a convergent determinant of von Koch's

type (by the example of § 2*82); and since

-*• 0 as n -*- oo

it is easily seen that if (n> oc ) • 1 as n — x .

u n £" (n, oo )
Therefore, if -^
K (n oo
then cn satisfies the recuiTence formula and, since cn+l/cn -** 0 as n -+- oo , the
resulting series for F {%) is an integral function. From the recurrence formula
it is obvious that all the coefficients cn are finite, since they are finite when n
is sufficiently large. The construction of the integral function F (£) has
therefore been effected.
19'53. The solution of Mathieus equation in terms o
If u\ and w2 be two particular solutions of

thenf — w/^2 =

* Sylvester, Phil. Mag. (4), v. (1853), p. 446 [Math. Papers, i. p. 609].

f Abel, Journal fur Math. n. (1827), p. 22. Primes denote differentiations with regard to
420 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

where C is a definite constant. Taking wx and w2 to be those two solutions of

llathieu's general equation whose product is F(£), we have
w w; _ c < w>' F'(t)

the latter following at once from the equation WiW2 *=

Solving these equations for Wijw1 and w2'lw2i and then integrating, we at
once get
Wl = 7l (f)}p f r

where 7,, 73 are constants of integration; obviously no real generality is lost

by taking c0 = 7, « 7a = 1.
From the former result we have, for small values of | J|,

while, in the notation of § 19*51, we have

Hence C2 = I65 - a - cx.
This equation determines C in terms of a, q and Cj, the value of c± being
0, 00)}.
Example 1. If the solutions of Mathieu's equation be e±fiz<l>(±z)i where <j>(z) is
periodic, shew that

Example 2. Shew that the zeros of F(() are all simple, unless (7=0.
(Stieltjes.)
[If JF({) could have a repeated zero, ?rj and w2 would then have an essential singularity.]
19*6. A second method of constructing the Mathieu function.
So far, it has been assumed that all the various series of § 19#3 involved
in the expressions for ceN(z, q) and sey(z, q) are convergent. It will now be
shewn that ceN (z, q) and sey (z, q) are integral functions of z and that the
coefficients in their expansions as Fourier series are power series in q which
converge absolutely when \q\is sufficiently small*.
To obtain this result for the functions ceN{zy q), we shall shew how to
determine a particular integral of the equation
d2u
-7-j + (a + 16g cos 2z) u = yfr (a, q) cos Nz
* The essential part of this theorem is the proof of the convergence of the series which occur
in the coefficients; it is already known (§§ 10*2, 1021) that solutions of Mathieu's equation are
integral functions of z, and (in the case of periodic solutions) the existence of the Fourier
expansion follows from § 9*11.
19*6] MATHIEU FUNCTIONS 421

in the form of a Fourier series converging over the whole 2-plane, where
yfr (a, q) is a function of the parameters a and q. The equation yfr (a, q) = 0
then determines a relation between a and q which gives rise to a Mathieu
function. The reader who is acquainted with the method of Frobenius* as
applied to the solution of linear differential equations in power series will
recognise the resemblance of the following analysis to his work.
Write a = N2 + 8p, where N is zero or a positive or negative integer.
Mathieu's equation becomes

~ ^ + N*u = - 8 (p + 2q cos 2z)u.

CLZ
lip and q are neglected, a solution of this equation is u — cos Nz = Uo (z),
say.
To obtain a closer approximation, write — 8 (p + 2q cos 2z) Uo (z) as a sum
of cosines, i.e. in the form
- 8 {q cos (N- 2) z + p cos Nz + q cos (N + 2) z) = Vx {z\ say.

Then, instead of solving -j-- + N*u =VX (z)} suppress the terms f in Vx {z)
CLZ
which involve cos Nz; i.e. consider the function Wl{z) where\
yr! (z) » Vx (z) •
A particular integral of
d*u

is

Now express — 8 (p 4- 2q cos 2z) Ux (z) as a sum of cosines; calling this

sum V2 (z), choose a, to be such a function of p and q that V2 (z) + a2 cos Nz
contains no term in cos Nz; and let F2 (z) -f a2 cos Nz = W2 (z).
du
Solve the equation -y-y + N*u = TT2 (s),

and continue the procesa Three sets of functions Um (z), Vm (z\ Wm (z)
are thus obtained, such that Um (z) and Wm (z) contain no term in cos Nz
when m^tO, and
Wm (z) = F m (z) + an cos Nz, Vm (z) = - 8 (p + 2^ cos 2s) 0 ^ (s),

where dm is a function of p and (? but not of z.

* Journal fUr Math, LXXVI. (1873), pp. 214-224.
t The reason for this suppression is that the particular integral of -=-^ +N2u = ooaNz
contains non-periodic terms.
t Unless N = l , in which case W1{z)=Vl{z)
422 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

It follows that

i um(z)~ £ wm(z)
m-0 m=l

m=l

-8(p + 2qcos2z)*X 0 ^ , ( * ) + ( ! am) cos Nz.

m=0 \m=l /

Therefore, if U(z) = 2 tfm (z) be a uniformly convergent series of analytic

functions throughout a two-dimensional region in the s-plane, we have
(§ 5-3)
^ J ^ + (a + 16? cos 2s) £7 (*) = ^ (a, g) cos #*,
00

where yjr(a,q) = 2 etm.

m=l

It is obvious that, if a be so chosen that yff (a, 5) = 0, then U (z) reduces

to ceN (z).
A similar process can obviously be carried out for the functions seN (z, q)
by making use of sines of multiples of z.

19*61. The convergence of the series defining Mathieu functions.

We shall now examine the expansion of § 19*6 more closely, with a view to investigating
the convergence of the series involved.
When n ^ 1, we may obviously write

Un(z)= 2 */9 ntr cos(iV-2r)2+ 2 a*,rcos (N + 2r)z,

r=l ' r=l
the asterisk denoting that the first summation ceases at the greatest value of r for which
r<JilT.
Since { ^ 2 + ^ 2 } ^ + i W = fl«+i cos^jf-8(^ + 2ycoB2z) Un(z\

it follows on equating coefficients of cos (N± 2r) z on each side of the equation t that

)} ( r - 1 , 2, ...),
1)} (r<
These formulae hold universally with the following conventions J:

w
(ii) ^ w , iJV+i~^», iJV-i hen JV is even and r—
when N is odd a n d rss
^H^-D
t When ^ = 0 or 1 these equations must be modified by the suppression of all the coefficients
/Vr-
X The conventions (ii) and (iii) are due to the fact that COSZ=COB(-Z), OOS2Z=COS(-2Z).
19-61] MATHIEU FUNCTIONS 423
The reader will easily obtain the following special formulae:
(I) a, = 8p, (A^l); a,

(III) a*,,, and /S^r are homogeneous polynomials of degree n in p and y.

If 2 an,r = 2 /
n=r
we have

r ( r - i ^ ) Br = 2{pBr + q (flP_! + iSr + 1)} (B),

where J 0 = 2? 0 =l and Z?r is subject to conventions due to (ii) and (iii) above.
Now write wr= -q {r (r + N)-2p}-\ wr'= -q {r (r-N)-2p}-\
The result of eliminating A^, A2, ... Ar_u ^ r + i> ••• from the set of equations (A) is

where A r is the infinite determinant of von Koch's type (§ 2*82)

Ar =

0 ,

The determinant converges absolutely (§ 2*82 example) if no denominator vanishes ;

and A r -»-l as r-^oo (cf. § 19*52). If p and q be given such values that
2p*fcr(r + N), where r = l , 2, 3, ..., the series
00

2 (-)rw1w2...wr&rA0~l cos(N+2r)z
r=l
represents an integral function of z.
In like manner BrD^—{-)rw{w2...wr'Dr^ where Dr is the finite determinant
1 , u/ r + 1 , 0 , ... ,

the last row being 0, 0, ... 0, 2 ^ ' ^ , 1 or 0, 0, ... 0, w'^^-i)* v-i) according as
N is even or odd.
00

The series 2 Un (z) is therefore

n=0
cos Nz + Ao"*J 2 (-)rwlw2...wrArcos (N+ 2r) z
r=l
+ D0-1 2 ( - ) r wi w2'... wr' Dr cos (iV- 2r) ^,

these series converging uniformly in any bounded domain of values of 2, so that term-by-
term differentiations are permissible.
Further, the condition >//• (a, 9)—0 is equivalent to

If we multiply by

I
424 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

the expression on the left becomes an integral function of both p and q, ¥ (a, q\ say ; the
terms of ¥ (a, q\ which are of lowest degrees in p and q, are respectively p and
q
l_
\N-\ JV+1

in ascending powers of q (cf. § 7*31), the contour being a small circle in the p-plane, with
centre at the origin, and | q | being so small that ¥ (A'2+8p, q) has only one zero inside the
contour. Then it follows, just as in § 7*31, that, for sufficiently small values of | j | ,
we may expand p as a power series in q commencing* with a term in j 8 ; and if | q \
be sufficiently small Do and Ao will not vanish, since both are equal to 1 when q=0.
On substituting for p in terms of q throughout the series for U (z), we see that the
series involved in ceN (z, q) are absolutely convergent when | q | is sufficiently small.
The series involved in seN (z, q) may obviously be investigated in a similar manner.
19*7. The method of change ofparameter+.
The methods of Hill and of Lindemann-Stieltjes are effective in determining p, but
only after elaborate analysis. Such analysis is inevitable, as ^ is by no means a simple
function of q; this may be seen by giving q an assigned real value and making a vary
from - ao to -hao ; then /* alternates between real and complex values, the changes taking
place when, with the Hill-Mathieu notation, A (0) sin2 (£ir *Ja) passes through the values
0 and 1; the complicated nature of this condition is due to the fact that A (0) is an
elaborate expression involving both a and q.
It is, however, possible to express /i and a in terms of q and of a new parameter cr, and
the results are very well adapted for purposes of niunerical computation when | q | is small %.
The introduction of the parameter a- is suggested by the series for cex (s, q) and sex (s, q)
given in § 19*3 example 1; a consideration of these series leads us to investigate the
potentialities of a solution of Mathieu's general equation in the form y—e11* <!>(*), where
<f> (z) — mn (z - &) + a3 cos (3z - r) + bz$in (Zz-<r) + a6co9 (5z-o-)+b6Bm (5s-cr) + ...,
the parameter <r being rendered definite by the fact that no term in cod (z - <r) is to appear
in <£ (z); the special functions 8eY (s, q)> cex (z$ q) are the cases of this solution in which
a is 0 or Jir.
On substituting this expression in Mathieu's equation, the reader will have no difficulty
in obtaining the following approximations, valid for § small values of q and real values
of <r:
fi = Aq sin 2<r - 12^ sin 2<r - I2q* sin 4<r + 0 (j6),

a3 = 3q2 sin 2a- + 3qz sin 4<r + ( - *$± sin 2<r + 9 sin 6<r) q* + 0 (g6),
2
cos 2<r + ( - V + 5 c o s 4 ( r ) ?3+ ( - ^ c o s 2<r + 7 cos 6(r) qi-\-0 (q6),
* sin 4o- + 0 (q5),

f
the constants involved in the various functions 0 (q6) depending on <r.
* If N=l this result has to be modified, since there is an additional term q on the right and
the term q*/(N -1) does not appear.
t Whittaker, Proc. Edinburgh Math. Soc. XXXII. (1914), pp. 75-80.
X They have been applied to Hill's problem by Ince, Monthly Notices of the R. A. S. LXXV.
(1915), pp. 436-448.
§ The parameters q and <r are to be regarded as fundamental in this analysis, instead of
a and q as hitherto.
197, 19*8] MATHIEU FUNCTIONS 425

The domains of values of q and <r for which these series converge have not yet been
determined*.
If the solution thus obtained be called A (z, <r, q), then A (2, o-, q) and A (z, — o-, q) form
a fundamental system of solutions of Mathieu's general equation if /x 4=0.
Example 1. Shew that, if er = i x 0*5 and 2=0*01, then
a«M24,841,4..., ,x=i X0*046,993,5...;
shew also that, if <r=i and ^ = 0*01, then
a=l-321,169,3..., M= i'x0-145,027,6 ....
Example 2. Obtain the equations

a =-1 + Sq cos 2<r — p2 — 8^63,

expressing ^ and a in finite terms as functions of q, cr, az and 63.
Example 3. Obtain the recurrence formulae

where z^+i denotes &2n+i + ^*2n + i o r &2n + i -i«2n + i, according as the upper or lower sign is
taken.

19#8. The asymptotic solution of Mathieu's equation.

If in Mathieu's equation

we write k sin 3=£, we get

where J / 2 s
This equation has an irregular singularity at infinity. From its resemblance to Bessel's
equation, we are led to write tt=e**£~*v, and substitute

in the resulting equation for v; we then find that

<n=-ii*(±-i'2+*2), « 2 = - i ( i -
the general coefficient being given by the recurrence formula
2^r4-l)a r + 1 = {J
The two series

are formal solutions of Mathieu's equation, reducing to the well-known asymptotic

solutions of Bessel's equation (§ 17*5) when k-*-0. The complete formulae which connect
them with the solutions e±>u <j)(±z) have not yet been published, though some steps
towards obtaining them have been made by Dougall, Proc. Edinburgh Math. Soc. xxxiv.
(1916), pp. 176-196.

• It seems highly probable that, if | q | is sufficiently small, the series converge for all real
values of <r, and also for complex values of <r for which \I(<r)\ is sufficiently small. It may be
noticed that, when q is real, real and purely imaginary values of cr correspond respectively
to real and purely imaginary values of fx.
426 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

REFERENCES*
E. L. MATHIEU, Journal de Math. (2), xm. (1868), pp. 137-203.
G. W. HILL, Ada Mathematical vm. (1886), pp. 1-36.
G. FLOQUET, Ann. de Vicole norm. sup. (2), xn. (1883), pp. 47-88.
C. L. F. LINDEMANN, Math. Ann. xxn. (1883), pp. 117-123.
T. J. STIELTJES, Astr. Nach. crx. (1884), cols. 145-152, 261-266.
A. LINDSTEDT, Astr. Nach. cm. (1882), cols. 211-220, 257-268; civ. (1883), cols.
145-150; cv. (1883), cols. 97-112.
H. BRUNS, Astr. Nach. cvi. (1883), cols. 193-204; evil. (1884), cols. 129-132.
R. C. MACLAURIN, Trans. Camb. Phil. Soc. xvu. (1899), pp. 41-108.
K. AICHI, Proc. TdkyO Math, and Phys. Soc. (2), iv. (1908), pp. 266-278.
E. T. WHITTAKER, Proc. International Congress of Mathematicians, Cambridge, 1912,
i. pp. 366-371.
E. T. WHITTAKER, Proc. Edinburgh Math. Soc. xxxn. (1914), pp. 75-80.
G. N. WATSON, Proc. Edinburgh Math. Soc. XXXIII. (1915), pp. 25-30.
A. W. YOUNG, Proc. Edinburgh Math. Soc. xxxu. (1914), pp. 81-90.
E. LINDSAY INCE, Proc. Edinburgh Math. Soc. XXXIII. (1915), pp. 2-15.
J. DOUGALL, Proc. Edinburgh Math. Soc. xxxiv. (1916), pp. 176-196.

MISCELLANEOUS EXAMPLES.

1. Shew that, if *= x /(32?),

2nce0 (z, q) = ce0 (0, q) I cos (k sin z sin 8) ce0 (0, q) d$.

2. Shew that the even Mathieu functions satisfy the integral equation

tf (*) - X fn Jo {ik (cos z + cos 6)} O {$) d$.

3. Shew that the equation

(as2+c) ^ + 2 a z ^ + (\2cz2+m) u - 0

(where a, c, X, m are constants) is satisfied by

taken round an appropriate contour, provided that v (s) satisfies

which is the same as the equation for u.

Derive the integral equations satisfied by the Mathieu functions as particular cases of
this result.
* A complete bibliography is given by Humbert, Fonctions de Mathieu et fonctions de Lame
(Paris, 1926).
 MATHIEU FUNCTIONS 427

4. Shew that, if powers of q above the fourth are neglected, then

cex (2, q) = cos z 4- q cos 3z + q2 (J cos hz - cos 3z)
+ ? 3 ( A cos 7<2; ~ % cos 52 + J cos 3 r )
+ ? 4 ( f i o COS 92 - ^ COS 72+ J COS 52 + ^ 0 0 8 32),
se
i (zi q)~sinz + q sin 32 + q2 (J sin 5s + sin 32)

+<Z4 (liu s ^ n 92 + ^ sin 72 + J sin 5z - ty sin

ce2 (2, 9) = cos 2z + ^ (§ cos 42 - 2) + ^ 2 cos 62

(Mathieu.)
5. Shew that
ce3(z, q) = co& 3z+q ( — cos z
+ q2 (cos 2 + ^ cos 72)+£3 ( - \ cos 2 + ^ cos 52 + g\j cos 92) + 0 (?4),
and that, in the case of this function
a = 9 + 4£ 2 -82 3 +O(? 4 ).
(Mathieu.)
6. Shew that, if y (z) be a Mathieu function, then a second solution of the corresponding
differential equation is
y-(*) j '
Shew that a second solution * of the equation for ce0 (z, q) is
zceQ (z, q) - 4q sin 22 - 3<?2 sin 42 - ....
7. If y (z) be a solution of Mathieu's general equation, shew that
{y(2 + 27r)+y(2
is constant.
8. Express the Mathieu functions as series of Bessel functions in which the coefficients
are multiples of the coefficients in the Fourier series for the Mathieu functions.
[Substitute the Fourier series under the integral sign in the integral equations of
§ 1922.]
9. Shew that the confluent form of the equations for cen (2, q) and sen (2, q), when the
eccentricity of the fundamental ellipse tends to zero, is, in each case, the equation satisfied
by Jn (ik cos z).
10. Obtain the parabolic cylinder functions of Chapter xvi as confluent forms of the
Mathieu functions, by making the eccentricity of the fundamental ellipse tend to unity.
11. Shew that cen (z, q) can be expanded in series of the form

2 ArnCO^Z Or 2 5 m CO8 awi + 12i,

m=0 m=0
according as n is even or odd; and that these series converge when | cos2 | < 1.

* This solution is called ino(z, q); the second solutions of the equations satisfied by Mathieu
functions have been investigated by Ince, Proc. Edinburgh Math. Soc. xxxin. (1915), pp. 2-15.
See also § 19-2.
428 THE TRANSCENDENTAL FUNCTIONS [CHAP. XIX

12. With the notation of example 11, shew that, if

then \n is given by one or other of the series

provided that these series converge.

13. Shew that the differential equation satisfied by the product of any two solutions
of Bessel's equation for functions of order n is

where 3 denotes z -r.

Shew that one solution of this equation is an integral function of z; and thence, by the
methods of §§ 19*5-19*53, obtain the Bessel functions, discussing particularly the case in
which n is an integer.
14. Shew that an approximate solution of the equation

is u •« C (cosech z)' sin (k cosh z+c),

where C and c are constants of integration ; it is to be assumed that k is large, A is not
very large and z is not small.
 CHAPTER XX
ELLIPTIC FUNCTIONS. GENERAL THEOREMS AND THE
WEIERSTRASSIAN FUNCTIONS

20*1. Doubly-periodic functions,

A most important property of the circular functions sin^, cos#, tan2,
is that, if f(z) denote any one of them,

and hence f(z + 2mr)=f(z)i for all integer values of n. It is on account

of this property that the circular functions are frequently described as
periodic functions with period 2TT. To distinguish them from the functions
which will be discussed in this and the two following chapters, they are
called singly-periodic functions.
Let ©j, o>2 be any two numbers (real or complex) whose ratio* is not purely
real. A function which satisfies the equations
f(z + 2*0 =/(*), f(z + 2a>2) - / ( * ) ,
for all values of z for which f(z) exists, is called a doubly-periodic function
of zy with periods 2o)j, 2G>2. A doubly-periodic function which is analytic
(except at poles), and which has no singularities other than poles in the
finite part of the plane, is called an elliptic function.
[NOTE. What is now known as an elliptic integral^ occurs in the researches of Jakob
Bernoulli on the Elastica. Maclaurin, Fagnano, Legendre, and others considered such
integrals in connexion with the problem of rectifying an arc of an ellipse; the idea of
'inverting' an elliptic integral (§ 21*7) to obtain an elliptic function is due to Abel,
Jacobi and Gauss.]
The periods 2G>!, 2G>2 play much the same part in the theory of elliptic
functions as is played by the single period in the case of the circular
functions.
Before actually constructing any elliptic functions, and, indeed, before
establishing the existence of such functions, it is convenient to prove some
general theorems (§§ 20*11-20*14) concerning properties common to all
elliptic functions; this procedure, though not strictly logical, is convenient
* If wg/wj is real, the parallelograms defined in § 20*11 collapse, and the function reduces to
a singly-periodic function when tajwj is rational; and when u.2lw1 is irrational, it has been shewn
by Jacobi, Journal fur Math. xm. (1835), pp. 55-56 [Ges. Werke, n. (1882), pp. 25-26] that the
function reduces to a constant.
t A brief discussion of elliptic integrals will be found in §§ 22-7-22«741.
430 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

because a large number of the properties of particular elliptic functions can

be obtained at once by an appeal to these theorems.
Example. The differential coefficient of an elliptic function is itself an elliptic
function.

20*11. Period-parallelograms.
The study of elliptic functions is much facilitated by the geometrical
representation afforded by the Argand diagram.
Suppose that in the plane of the variable z we mark the points 0, 2^,
2o>2, 2®! + 2G>2, and, generally, all the points whose complex coordinates are
of the form 2mo)1 + 2no>2, where m and n are integers.
Join in succession consecutive points of the set 0, 2o)u 2« 1 + 2a>2, 2a>2, 0,
and we obtain a parallelogram. If there is no point « inside or on the
boundary of this parallelogram (the vertices excepted) such that

for all values of z, this parallelogram is called & fundamental period-parallelo-

gram for an elliptic function with periods 2coly 2a>2.
It is clear that the ^-plane may be covered with a network of parallelo-
grams equal to the fundamental period-parallelogram and similarly situated,
each of the points 2mco1 4- 2w«2 being a vertex of four parallelograms.
These parallelograms are called period-parallelograms, or meshes; for all
values of zt the points z, z + 2(oly ...z+ 2m<ol -f 2na>2,... manifestly occupy
corresponding positions in the meshes; any pair of such points are said to
be congruent to one another. The congruence of two points z> z' is expressed
by the notation z = z (mod. 2CJ1} 2a>2).
From the fundamental property of elliptic functions, it follows that an
elliptic function assumes the same value at every one of a set of congruent
points; and so its values in any mesh are a mere repetition of its values in
any other mesh.
For purposes of integration it is not convenient to deal with the actual
meshes if they have singularities of the integrand on their boundaries; on
account of the periodic properties of elliptic functions nothing is lost by
taking as a contour, not an actual mesh, but a parallelogram obtained
by translating a mesh (without rotation) in such a way that none of the poles
of the integrands considered are on the sides of the parallelogram. Such a
parallelogram is called a cell. Obviously the values assumed by an elliptic
function in a cell are a mere repetition of its values in any mesh.
A set of poles (or zeros) of an elliptic function in any given cell is called
an irreducible set; all other poles (or zeros) of the function are congruent to
one or other of them.
20*11, 20*12] ELLIPTIC FUNCTIONS 431

2012. Simple properties of elliptic functions.

(I) The number of poles of an elliptic function in any cell is finite.
For, if not, the poles would have a limit point, by the two-dimensional
analogue of § 2*21. This point is (§ 5*61) an essential singularity of the
function; and so, by definition, the function is not an elliptic function.
(II) The number of zeros of an elliptic function in any cell is finite.
For, if not, the reciprocal of the function would have an infinite number
of poles in the cell, and would therefore have an essential singularity; and
this point would be an essential singularity of the original function, which
would therefore not be an elliptic function. [This argument presupposes
that the function is not identically zero.]
(III) The sum of the residues of an elliptic function, f(z), at its poles in
any cell is zero.
Let C be the contour formed by the edges of the cell, and let the corners
of the cell be t, t + 2(0^ t + 2<ox + 2G>2, t + 2a>2.
[NOTE. In future, the periods of an elliptic function will not be called 2Q)1? 2O>2
indifferently; but that one will be called 2a)! which makes the ratio G>2/<«>I have a positive
imaginary part; and then, if C be described in the sense indicated by the order of the
corners given above, the description of C is counter-clockwise.
Throughout the chapter, we shall denote by the symbol C the contour formed by
the edges of a cell.]
The sum of the residues oif(z) at its poles inside C is
l r i f rt+2utl rt+'2<ox+2»2 ft+2u>2 ft )
JK/
2iriJc %7n\jt Jt+2^ •/*+*.,+*., Jt+*+)
In the second and third integrals write z + 2co1} z -f- 2&>2 respectively for
z} and the right-hand side becomes

- / ( * + 2"»)1 dz - ^ j ° (/<*) "/(* + 2a)>)J dz>

and each of these integrals vanishes in virtue of the periodic properties of
f(z); and so 1 f(z) dz = 0, and the theorem is established.
Jc
(IV) Liouvilles theorem*. An elliptic function, f(z\ with no poles in a
cell is merely a constant.
For if f(z) has no poles inside the cell, it is analytic (and consequently
bounded) inside and on the boundary of the cell (§3*61 corollary ii); that is
to say, there is a number K such that \f(z) \ < K when z is inside or on the
boundary of the cell. From the periodic properties of f(z) it follows that
* This modification of the theorem of § 5*63 is the result on which Liouville based his
lectures on elliptic functions.
 432 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

f(z) is analytic and \f(z) | < K for all values of z\ and so, by § 5*63, f(z) is
a constant.
It will be seen later that a very large number of theorems concerning
elliptic functions can be proved by the aid of this result.
20*13. The order of an elliptic function.
It will now be shewn that, if f(z) be an elliptic function and c be any
constant, the number of roots of the equation

which lie in any cell depends only on f(z), and not on c; this number is
called the order of the elliptic function, and is equal to the number of poles
off(z) in the cell.
By § 6*31, the difference between the number of zeros and the number
of poles of f(z) — c which lie in the cell C is

Since / ' (z + 2^) = / ' (z + 2a>2) = / ' (z), by dividing the contour into four
parts, precisely, as in § 20#12(III), we find that this integral is zero.
Therefore the number of zeros of f(z)—c is equal to the number of
poles of f(z) — c; but any pole of f(z) — c is obviously a pole of f(z) and
conversely; hence the number of zeros off(z)— c is equal to the number
of poles of f(z)} which is independent of c; the required result is therefore
established.
[NOTE. In determining the order of an elliptic function by counting the number of
its irreducible poles, it is obvious, from § 6*31, that each pole has to be reckoned according
to its multiplicity.]
The order of an elliptic function is never less than 2; for an elliptic
function of order 1 would have a single irreducible pole; and if this point
actually were a pole (and not an ordinary point) the residue there woyld
not be zero, which is contrary to the result of § 20 12 (III).
So far as singularities are concerned, the simplest elliptic functions are
those of order 2. Such functions may be divided into two classes, (i) those
which have a single irreducible double pole, at which the residue is zero in
accordance with § 20*12 (III); (ii) those which have two simple poles at which,
by § 20*12 (III), the residues are numerically equal but opposite in sign.
Functions belonging to these respective classes will be discussed in this
chapter and in Chapter xxn under the names of Weierstrassian and
Jacobian elliptic functions respectively; and it will be shewn that any
elliptic function is expressible in terms of functions of either of these
types.
20*13-20-2] ELLIPTIC FUNCTIONS 433
2014. Relation between the zeros and poles of an elliptic function.
We shall now shew that the sum of the affixes of a set of irreducible
zeros of an elliptic function is congruent to the sum of the affixes of a set of
irreducible poles.
For, with the notation previously employed, it follows, from § 6*3, that
the difference between the sums in question is

iri]t \f{z) f(z + 2a>i) I

2** )t \/(z) /(#+2«0 J

= 2 - j - 2«, [log/to^ + 2o,|log/(ir)Jt f,

on making use of the substitutions used in § 2012 (III) and of the periodic
properties o(f(z) and f'(z).
Now f(z) has the same values at the points t + 2(oJy t + i&z as at t, so
the values of ^ogf(z) at these points can only differ from the value of log/(z)
at t by integer multiples of 27rt, say — 2mrif 2miri; then we have

and so the sum of the affixes of the zeros minus the sum of the affixes of
the poles is a period; and this is the result which had to be established.

20*2. The construction of an elliptic function. Definition of <Q (z).

It was seen in § 201 that elliptic functions may be expected to have
some properties analogous to those of the circular functions. It is therefore
natural to introduce elliptic functions into analysis by some definition
analogous to one of the definitions which may be made the foundation
of the theory of circular functions.
One mode of developing the theory of the circular functions is to start
oo

from the series S {z-mir)~2\ calling this series (sin^)~3, it is possible

m = -oo
to deduce all the known properties of sin z; the method of doing so is briefly
indicated in § 20*222.
434 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

The analogous method of founding the theory of elliptic functions- is to

define the function $ (z) by the equation*

& \ z) ~ Z 2 +
where col} <o2 satisfy the conditions laid down in §§ 20*1, 20*12 (III); the
summation extends over all integer values (positive, negative and zero) of
m and n, simultaneous zero values of m and n excepted.
For brevity, we write n w n in place of 2™^ 4- 2n&>2, so that
p (z) = z~* + 2' {(z- n m > n ) - 2 - il~%}.

When m and n are such that |fl m , w | is large, the general term of the
series defining p (z) is 0 (| Hw> n | ~3), and so (§3*4) the series converges
absolutely and uniformly (with regard to z) except near its poles, namely
the points O m>n .
Therefore (§ 5*3), gp (z) is analytic throughout the whole z-plane except
at the points Xlw>n, where it has double poles.
The introduction of this function jjp(-z) is due to Weierstrassf; we now
proceed to discuss properties of £> (z), and in the course of the investigation
it will appear that %>(z) is an elliptic function with periods 2G>X, 2o>a.
For purposes of numerical computation the series for p (z) is useless on account of the
slowness of its convergence. Elliptic functions free from this defect will be obtained in
Chapter xxi.
Example. Prove that
I f^O- 2 cosec^
20*21. Periodicity and other properties of p (z).
Since the series for ^ (z) is a uniformly convergent series of analytic
functions, term-by-term differentiation is legitimate (§ 5*3), and so

The function jf>' (z) is an odd function of z; for, from the definition of
l (z\ we at once get

* Throughout the chapter S will be written to denote a summation over all integer values
m, n
of m and n, a prime being inserted (2') when the term for which wi=n = 0 has to be omitted
m, n
from the summation. It is also customary to write jp' (z) for the derivate of <p (z). The use of
the prime in two senses will not cause confusion.
f Werke, n. (1895), pp. 245-255. The subject-matter of the greater part of this chapter is
due to Weierstrass, and is contained in his lectures, of which an account has been published by
Schwarz, Formeln und Lehrsdtze zum Gebrauche der elliptischen Funktionen, Nach Vorlesungen
und Aufzeichnungen des Herrn Prof. K. Weierstrass (Berlin, 1893). See also Cayley, Journal de
Math. x. (1845), pp. 385-420 [Math. Papers, i. pp. 156-182], and Eiaenstein, Journal fUr Math.
xxxv. (1847), pp. 137-184, 185-274.
20*21] ELLIPTIC FUNCTIONS 435

But the set of points — Hm> n is the same as the set f}m> n and so the
terms of fp' (— z) are just the same as those of — igl (z\ but in a different
order. But, the series for £>' (z) being absolutely convergent (§ 3*4), the
derangement of the terms does not affect its sum, and therefore

In like manner, the terms of the absolutely convergent series

2' {(r+Iim,.)- 1 -^.'.]

m, n
are the terms of the series

ra, n

in a different order, and hence

»>(-*) = «>(*);
£/ia£ i« £o say, jjp (s) is an even function of z.
Further, #>' (z + 2 ^ ) = - 2 2 (* - D w>n + 2a)1)"8;

but the set of points £lmtn — 2o)1 is the same as the set Q W)n , so the series
for ^f(z-\-2co1) is a derangement of the series for fp'(z). The series being
absolutely convergent, we have
jp / (s+2« 1 ) = jf>/(s);
that is to say, %)'(z) has the period 2 ^ ; in like manner it has the period 2a>2.
Since jjp' (z) is analytic except' at its poles, it follows from this result that
p' (z) is an elliptic function.
If now we integrate the equation fp'(z + 2 ^ ) = %>'(z), we get
^>(z^2oyl) = ^(z) + A>
where A is constant. Putting z = — G^ and using the fact that g? (^) is an
even function, we get ^L = 0, so that
p (z + 2^0 = ? ( * ) ;
in like manner jp (^ + 2<w2) = P (^)-
Since p(^) has no singularities but poles, it follows from these two results
that jp (z) is an elliptic function.
There are other methods of introducing both the circular and elliptic functions into
analysis ; for the circular functions the following may be noticed :
(1) The geometrical definition in which sin z is the ratio of the side opposite the angle
z to the hypotenuse in a right-angled triangle of which one angle is z. This is the definition
given in elementary text-books on Trigonometry; from our point of view it has various
disadvantages, some of which are stated in the Appendix.
(2) The definition by the power series
23 Zb
436 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

(3) The definition by the product

(4) The definition by inversion' of an integral

•in*
z=\
Jo
The periodicity properties may be obtained easily from (4) by taking suitable paths of
integration (cf. Forsyth, Theory of Functions, (1918), § 104), but it is extremely difficult to
prove that sin z defined in this way is an analytic function.
The reader will see later (§§ 22*82, 22*1, 20*42, 20*22 and § 20*53 example 4) that
elliptic functions may be defined by definitions analogous to each of these, with corre-
sponding disadvantages in the cases of the first and fourth.
Example. Deduce the periodicity of §> (z) directly from its definition as a double series.
[It is not difficult to justify the necessary derangement.]
20 22. The differential equation satisfied by $ (z).
We shall now obtain an equation satisfied by g> (z)t which will prove to
be of great importance in the theory of the function.
The function §> (z) - z~*f which is equal to 2' {(* - &m> n )~ a - Q.^n}, is
m,n
analytic in a region of which the origin is an internal point, and it is an
even function of z. Consequently, by Taylor's theorem, we have an expansion
of the form

valid for sufficiently small values of | z |. It is easy to see that

<72=60 S ' f C , 0,-140 V n-\.
Thus fp(*) 4
differentiating this result, we have
f' (z) 2s- + 1 gtz +\gt* + 0 (*•).
Cubing and squaring these respectively, we get

Hence p \ ( s ) - 4p> (*) - - g2z~* - g9 + 0 (z*)t

and so jf/a (z) - 4p3 (z) + g2jp (z) + g9=0 (z*).
That is to say, the function $>* {z) — 4p 8 (^) + g*$ (z) -h gs, which is
obviously an elliptic function, is analytic at the origin, and consequently
it is also analytic at all congruent points. But such points are the only
possible singularities of the function, and so it is an elliptic function with
no singularities) it is therefore a constant (§ 2012, IV).
On making z —> 0, we see that this constant is zero.
20'22, 20*221] ELLIPTIC FUNCTIONS 437
Thus, finally, the function f{z) satisfies the differential equation

where g2 and g9 (called the invariants) are given by the equations

g2 = 60 T r C n , <fc = HO i' n~ 6 n .
m,n m,n

Conversely, given the equation

if numbers a>l, a>2 can be determined*

m,n such thatm,n
then the general solution of the differential equation is
y = f> (± z + a),
where a is the constant of integration. This may be seen by taking a new
dependent variable u defined by the equation*)* y = %> (u), when the differential
fdu\2
equation reduces to (-T-J = 1 .
Since £> (z) is an even function of z, we have y = jp (z ± a), and so the
solution of the equation can be written in the form

without loss of generality.

Example. Deduce from the differential equation that, if
00

then c 2 =^ 2 /2 2 . 5, £4=#}/2*. 7, c 6 =# 2 2 /2 4 . 3 . 52,

. 3 . 52 . TT

20*221. The integral formula for jp (z).

Consider the equation

determining z in terms of f; the path of integration may be any curve which

does not pass through a zero of 42s — g2t — gz.
On differentiation, we get

and so f = p (z + a),
whfere a is a constant.
* The difficult problem of establishing the existence of such numbers Wj and w3 when g2 and
0S are given is solved in § 21*73.
t This equation in u always has solutions, by § 2013.
438 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

Make f—> oo ; then £—•• 0, since the integral converges, and so a is a pole
of the function p ; i.e., a is of the form n w > n , and so f
-00

The result that t h e equation z—l (4<t3 —g2t — g3)~^dt is equivalent to

the equation f = jf>(s) is sometimes written in t h e form

-X)

JfPi
20*222. An illustration from the theory of the circular functions.
The theorems obtained in §§ 20*2-20-221 may be illustrated by the corresponding
results in the theory of the circular functions. Thus we may deduce the properties
of the function cosec2z from the series 2 (z - mn)~2 in the following manner:

Denote the series by f{z); the series converges absolutely and uniformly* (with regard
to z) except near the points rrnr at which it obviously has double poles. Except at these
points, f(z) is analytic. The effect of adding auy multiple of n to z is to give a series
whose terms are the same as those occurring in the original series; since the series
converges absolutely, the sum of the series is unaflfected, and sof(z) is a periodic function
of z loith period TT.

Now consider the behaviour of f(z) in the strip for which — \n ^R(z)^^rr. From
the periodicity of /(«), the value of f(z) at any point in the plane is equal to its value at
the corresponding point of the strip. In the strip/(z) has one singularity, namely z = 0 ;
and f(z) is bounded as z-*~oo in the strip, because the terms of the series for f{z) are
00

small compared with the corresponding terms of the comparison series 2' m~2.
m= - oo

In a domain including the point z=0, f(z)-z~2 is analytic, and is an even function;
and consequently there is a Maclaurin expansion

/ ( * ) - * - » = ! a2nz*\
n=0
valid when | z | < rr. It is easily seen that

and so «o=J, «2 = 67r"4 2

ra=l
Hence, for small values of | z |,
/(«)-«-*+j+A
Differentiating this result twice, and also squaring it, we have

It follows that / " (*) - 6/ 2 (z) + 4/ (z) = 0 («*).

That is to say, the function / " (z) - 6/ 2 (z) -I- 4/ (2) is analytic at the origin and it is
obviously periodic. Since its only possible singularities are at the points mn, it follows
from the periodic property of the function that it is an integral function.

* By comparison with the series 2' m~2.

20'222] ELLIPTIC FUNCTIONS 439
Further, it is bounded as z-*-ao in the strip — jrir^R(z)^$ir, since f(z) is bounded
and so i s * / " (*). Hence/" (z) -6/ 2 (z) + 4f(z) is bounded in the strip, and therefore from
its periodicity it is bounded everywhere. By Liouville's theorem (.§ 5*63) it is therefore
a constant. By making *-»-0, we see that the constant is zero. Hence the function
cosec2 z satisfies the equation

Multiplying by 2 / ' (2) and integrating, we get

/ * (*) = 4/« (*){/(«)-1}+«,
where c is a constant, which is easily seen to be zero on making use of the power series
f o r / ' (z) and/(z).
/•oo

We thence deduce that 2z= I f1 (t-l)'^dt,

J /(*)
when an appropriate path of integration is chosen.
Example 1. If y=p (z) and primes denote differentiations with regard to s, shew that

where ex, e2, ez are the roots of the equation 4tz-g2t-

[We have y'2=4y8 - g2y - g$

Differentiating logarithmically and dividing by y\ we have

2/7y' 2 = 2 (y-er)-\
r=l
Differentiating again, we have

Adding this equation multiplied by \ to the square of the preceding equation,

multiplied by ^ we readily obtain the desired result.
It should be noted that the left-hand side of the equation is half the Schwarzian
derivative t of z with respect to y\ and so z is the quotient of two solutions of the
equation

Example 2. Obtain the * properties of homogeneity' of the function fp(z); namely that

where p (z M denotes the function formed with periods 2©!, 2a>2 and P(z; <J2> ffs)
denotes the function formed with invariants g2, g$ •
[The former is a direct consequence of the definition of p (z) by a double series; the
latter may then be derived from the double series denning the g invariants.]

* The series for / " (z) may be compared with 2' m~*.
m——<*>
t Cayley, Camb. Phil. Trans, xm. (1883), p. 5 [Math. Papers, xi. p. 148].
440 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

20*3. The addition-theorem for the function f (z).

The function p (z) possesses what is known as an addition-theorem; that
is to say, there exists a formula expressing fp (z + y) as an algebraic function
of jp(z) and fp(y) for general values* of z and y.
Consider the equations

which determine A and B in terms of z and y unless f (z) = g> (y), i.e. unless f
z = ±y (mod. 2a)!, 2a)2).
Now consider ? ' ( ? ) - -4 jp (?) - J?,
91/a function of f. It has a triple pole at £ = 0 and consequently it has
three, and only three, irreducible zeros, by § 20*13; the sum of these is a
period, by §20*14, and as f = 2 , ? = y are two zeros, the third irreducible zero
must be congruent to — z —y. Hence — z — y is a zero of g>'(?) — A<$ (f) — By
and so
$>' (- z - y) = Ap (- z-y) + B.
Eliminating A and B from this equation and the equations by which A
and B were defined, we have
fp(z) tf{z) 1 =0.

Since the derived functions occurring in this result can be expressed

algebraically in terms of p (z), p (y\ ${z + y) respectively (§ 20*22), this
result really expresses fp(z + y) algebraically in terms of jp (z) and p (y).
I t is therefore an addition-theorem.
Other methods of obtaining the addition-theorem are indicated in § 20*311
examples 1 and 2, and § 20*312.
A symmetrical form of the addition-theorem may be notioed, namely
that, if u + v + w = 0, then
?'<«) = 0.

20*31. Another form of the addition-theorem.

Retaining the notation of § 20*3, we see that the values of f, which make
fp' (?) — Ap (?) — B vanish, are congruent to one of the points zyyt—z — y.
* It is, of course, unnecessary to consider the special cases when y, or z, or y + z is a period.
t Tbe function £>{*)-£> («/), qua function of zt has double poles at points congruent to z = 0,
and no other singularities; it therefore (§ 20-13) has ouly two irreducible zeros; and the points
congruent to z = ± y therefore give all the zeros of £> (z) - fp (y).
20*3-20*31l] ELLIPTIC FUNCTIONS 441

Hence p' 2 (?) - {Ap (£) + B}2 vanishes when f is congruent to any of the
points z, y, — z — y. And so

vanishes when g> (f) is equal to any one of fp (z), jp (y), jp (z + y).
For general values of z and y, jp (z), jp (y) and jp (z + y) are unequal and
so they are all the roots of the equation
4Z 8 - A*Z* - (2AB + g%) Z - (JS3 + gt) = 0.
Consequently, by the ordinary formula for the sum of the roots of a cubic
equation,

and so

on solving the equations by which A and B were defined.

This result expresses p(z + y) explicitly in terms of functions of z and
of y.

20*311. The duplication formula for $> (z).

The forms of the addition-theorem which have been obtained are both
nugatory when y = z. But the result of § 20*31 is true, in the case of any
given value of zy for general values of y. Taking the limiting form of the
result when y approaches z, we have

From this equation, we see that, if 2z is not a period, we have

on applying Taylor's theorem to jp (z + A), jp' (^ + /t); and so

unless 2z is a period. This result is called the duplication formula.

Example 1. Prove that

^wa function of z, has no singularities at points congruent with 3 = 0, + y ; and, by making

use of Liouville's theorem, deduce the addition-theorem.
442 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

Example 2. Apply the process indicated in example 1 to the function

P (y) &' (y)

and deduce the addition-theorem.

Example 3. Shew that
9 (*+y)+P («-y)-{P «
[By the addition-theorem we have

Replacing P ( « ) and p (y) by 4 p (z)-#2£> ( 2 )-# 3 and *P* (y) -g*p (y) -g3 respec-
tively, and reducing, we obtain the required result.]
Example 4. Shew, by Liouville's theorem, that

S{P(*-a)P(*-&)HP(«-&){P(^
(Trinity, 1905.)
20312. Abel's* method of proving the addition-theorem for p (z).
The following outline of a method of establishing the addition-theorem for p (z) is
instructive, though a completely rigorous proof would be long and tedious.
Let the invariants of p (z) be g2, g3; take rectangular axes OX, 0 Y in a plane, and
consider the intersections of the cubic curve

with a variable line y = mx + n.

If any point (xu yx) be taken on the cubic, the equation in z

has two solutions +zu —zx (§ 20*13) and all other solutions are congruent to these two.
Since p'2 (2) = 4p(2)-^ 2 P( 2 )-5 f 3) w e n a v e P / 2 W=yi 2 J choose ^ to be the solution for
which pf (*!)= + y n not - y ^
A number zx thus chosen will be called the parameter of (xli yx) on the cubic.
Now the abscissae xu x2i x3 of the intersections of the cubic with the variable line
are the roots of
<£ (x) == 4 ^ - g 2 x -g3 - (mx + n)2 = 0,
and so <f> (x) = 4 (a? - J?X) (^ - .T2) (X - x3).
The variation dxr in one of these abscissae due to the variation in position of the line
consequent on small changes 8m, 8n in the coefficients m, n is given by the equation
$ (xr) 8xr + ^ ton + ^ 5TI = 0,

and so (xr) Sxr = 2 (mxr + n) (xrbm + 8w

hxr I
whence 2
r=1
r =imxr
are
provided that ^ l 5 #2> ^3 unequal, so that <j>'
* Journal fur Math. n. (1827), pp. 101-181; m. (1828), pp. 160-190 [Oeuvres, i. (Christiania,
1839), pp. 141-252].
20*312, 20*32] ELLIPTIC FUNCTIONS 443
Now, if we put x (x8m + dn)/(f) (x), qua function of x, into partial fractions, the result is

2 Arj{x-xr\

where Ar= lim x (xdm + 8n) -

xr (xr dm + 8n) lim (x — xr)l<f)(x)

t>' (xr),
by Taylor's theorem.
3 3
Putting .27=0, we get 2 &rr/yr = 0, i.e. 2 bzr-O.
r=l r=l
That is to say, the sum of the parameters of the points of intersection is a constant
independent of the position of the line.
Vary the line so that all the points of intersection move off to infinity (no two points
coinciding during this process), and it is evident that zl + z2 + z3 is equal to the sum of the
parameters when the line is the line at infinity; but when the line is at infinity, each
parameter is a period of p (z) and therefore zl + z2 + z<i is a period of p (z).
Hence the sum of the parameters of three collinear points on the cubic is congruent to
zero. This result having been obtained, the determinantal form of the addition-theorem
follows as in § 20-3.

20*32. The constants eu e2, e3.

It will now be shewn that p (o^), p(co2), p(co3), (where &>3 = — &>! — o)2), are
all unequal; and, if their values be e1} e2, e3, then eu e2, e3 are the roots of the
equation W — g2t — g3 — 0.
First consider p' (o^). Since $ (z) is an odd periodic function, we have
p' (a),) = - f>' ( - o>,) = - tf ( 2 ^ - co,) = - £>' («,),
and so ^ ( « i ) = 0.
Similarly p' (o>2) = p' (&)8) = 0.
Since p' (z) is an elliptic function whose only singularities are triple poles
at points congruent to the origin, ff{z) has three, and only three (§20*13),
irreducible zeros. Therefore the only zeros of p' (z) are points congruent to

Next consider p(z) — el. This vanishes at (JOY and, since p/(w1) = 0, it has
a double zero at a>1. Since p(z) has only two irreducible poles, it follows
from §20*13 that the only zeros of p(z)-el are congruent to ai,. In like
manner, the only zeros of p(z) - e2, p{z) — e3 are double zeros at points con-
gruent to co2, co3 respectively.
Hence el ^ e2 ± e3. For if el = e2, then f (z) — el has a zero at w2> which is
a point not congruent to &>1#
Also, since p' 2 (z) = 4p 8 (z) — g2f (z) — g.6 and since p'' (z) vanishes at a)l} co2,
(03, it follows that 4p3 (z) - g2p (z) — g3 vanishes when p (z) = elt e2 or e3.
That is to say, eu e2, e3 are the roots of the equation
444 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

From the well-known formulae connecting roots of equations with their

coefficients, it follows that
ex + e* + ez - 0,

Example 1. When g2 and#3 are real and the discriminant gf — VlgJ is positive, shew
that eu e2i e3 are all real; choosing them so that el>e2> e3y shew that

and o) 3 = - i / * (
y -oo
so that a>! is real and o>3 a pure imaginary.
Example 2. Shew that, in the circumstances of example 1, 1p (z) is real on the peri-
meter of the rectangle whose corners are 0, oi3, ©j-t-a^, a^.
20*33. The addition of a half-period to the argument of jf> (z).
From the form of the addition-theorem given in § 20*31, we have

and so, since jf>'2 (i) - 4 n {jp (*) - er}y

r=l
ark / - \
we have

3
on using the result 2 e r =0 ;
r=l
this formula expresses $> (2 + oaj) in terms of $>(*).
Example 1. Shew that

Example 2. From the formula for jp(2 + »a) combined with the result of example 1,
shew that

(Math. Trip. 1913.)

is
Example 3. Shew that the value of !?(*) p(«+»i) P (* + •>) P(*+«s)
the discriminant of the equation 4^—gtf — ^ 3 =0.
[Differentiating the result of § 20*33, we have

from this and analogous results, we have

rn

which is the discriminant <fa3 *" 27^32 in question.]

20*33, 20 # 4] ELLIPTIC FUNCTIONS 445
Example 4. Shew that, with appropriate interpretations of the radicals,
$ ( K ) - - 2 {(«! - e2) (et - e,)}i {(* - e2)* + (ex - «8)*}.
(Math. Trip. 1913.)
Example 5. Shew that, with appropriate interpretations of the radicals,

{$> (&) - * } * {g> (S») - *>}* + (& («») - «3>* {tf> («*) - «i}*
+ {Ip (2s) - e,}* {f» (Si) - «<,}*=p («) - p (2.).

20'4. Quasi-periodic functions. The function* £(z).

We shall next introduce the function £"(£) defined by the equation

coupled with the condition lim {Z{z) — z~l) = 0.

Since the series for p (z) — z~2 converges uniformly throughout any
domain from which the neighbourhoods of the pointsf Q'm^n are excluded, we
may integrate term-by-term (§ 4*7) and get

m,n J 0

and 80 ? (,)=a+

The reader will easily see that the general term of this series is
0(|n m , n |-») as |n, n , n |->oo;
and hence (cf. §20*2), £(z) is an analytic function of z over the whole £-plane
except at simple poles (the residue afc each pole being +1) at all the points
of the set ilm> n .
It is evident that

and, since this series consists of the terms of the series for f (s), deranged in
the same way as in the corresponding series of § 2021, we have, by § 252,

that is to say, %(z) is an odd function of z.

* This function should not, of course, be confused with the Zeta-function of Rieraann,
discussed in Chapter xin.
t The symbol O'm>n is used to denote all the points Qmtn with the exception of the origin
(cf. §20-2).
446 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX
Following up the analogy of § 20*222, we may compare f (z) with the function cots
00
d
denned by the series z~* + 2' {{z - mn)"l + (mn) ~*}, the equation -i-cots= -cosec 2 2
w*= - oo dz
corresponding to -r {(z) = - p (z).

20*41. The quasi-periodicity of the function f (z).

The heading of § 20*4 was an anticipation of the result, which will now be
proved, that £(z) is not a doubly-periodic function of z\ and the effect on
%(z) of increasing z by 2^ or by 2co2 will be considered. It is evident from
§20*12 (III) that £ (z) cannot be an elliptic function, in view of the fact that
the residue of £(z) at every pole is + 1.
If now we integrate the equation

we get f(*+2a>0 =£(*) + 2 ^ ,

where 2 ^ is the constant introduced by integration; putting s = —o^, and
taking account of the fact that f (z) is an odd function, we have

In like manner, f (z + 2o)2) = £(z) + 2rj2t

where rj2 = £ (G>2)-
Example 1. Prove by Liouville's theorem that, if #4-^+3 = 0, then

(Frobenius u. Stickelberger, Journal fur Math, LXXXVIII.)

[This result is a pseudo-addition theorem. It is not a true addition-theorem since
C' (X)J (' (#)> C (z) a r e n ° t algebraic functions of f (#), ({y\ f (z).]
Example 2. Prove by Liouville's theorem that
1 £>(#) P'(*
Pa(y) i P(y)
i PW PW i Pto
Obtain a generalisation of this theorem involving n variables.
(Math. Trip. 1894.)
20*411. The relation between r}x and rj2.
We shall now shew that
l .

To obtain this result consider %(z)dz taken round the boundary of a

Jc
cell. There is one pole of f(s) inside the cell, the residue there being + 1.
Hence £ (z) dz = 2iri.
Jc
20 *41-20*421] ELLIPTIC FUNCTIONS 447

Modifying the contour integral in the manner of § 20*12, we get

f2+2u>! ft+2u>%
2-rri = {f(z) - {(z + 2a3)} dz - {£(»_£(* + 2a),)} ^
Jt Jt
rf+2w 2
+ 2^! eft,
and so 2TTI = — ^Vt^ + 4?71G>2,

which is the required result.

20*42. The function a- (z).
We shall next introduce the function a (z), defined by the equation

^ logo-(*)=?(*)
coupled with the condition lim [a- (z)\z\ = 1.
2-»-0
On account of the uniformity of convergence of the series for f (z), except
near the poles of f (z), we may integrate the series term-by-term. Doing so,
and taking the exponential of each side of the resulting equation, we get

'W-'n'
m,n >w

the constant of integration has been adjusted in accordance with the condition
stated.
By the methods employed in §§ 202, 20*21, 20*4, the reader will easily
obtain the following results :
(I) The product for a (z) converges absolutely and uniformly in any
bounded domain of values of z.
(II) The function <r(z) is an odd integral function of z with simple zeros
at all the points Hm>n.
The function <r (z) may be compared with the function sin z defined by
the product
g fl' \(l

the relation -=- log sin z — cot z corresponding to -j- log a (z) = f (z).

20*421. The quasi-periodicity of the function <r(z).

If we integrate the equation

we get <r (z + 2^) = ce2^za (z),

where c is the constant of integration; to determine c, we put £ = —o^, and
then
448 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

Consequently c = — e2''1*'1,
and <r (z + 20)0 = - e2l?l <«+•»> <r (s).
In like manner a (z -f 2G>2) « - ^i«(*+»i) o- (^).
These results exhibit the behaviour of <r(z) when z is increased by a
period of fp(z).
If, as in § 20*32, we write o>3 = — a^ — G>2, then three other Sigma-functions
are defined by the equations
*r (z) = «-*•* (z + o>r)/cr («,) (r = 1, 2, 3).
The four Sigina-functions are analogous to the four Theta-functions dis-
cussed in Chapter xxi (see § 21*9).
Example 1. Shew that, if m and n are any integers,
(r (* + 2m<»I + 2raa>2):=(-)m + wcr CO exp {(277117! +2W92) «-4-2?w2t;1
and deduce that i ; ^ - »72a)i i g an
integer multiple of \ni.
Example 2. Shew that, if y = e x p (ma>2/»i), so that | q | < 1, and if

then F (z) is an integral function with the same zeros as & (z) and also F (z)j<r (z) is a
doubly-periodic function of z with periods 2ai, 2a>2.
Example 3. Deduce from example 2, by using Liouville's theorem, that

Example 4. Obtain the result of example 3 by expressing each factor on the right as
a singly infinite product.

20*5. Formulae expressing any elliptic function in terms of Weierstrassian

functions with the same periods.
There are various formulae analogous to the expression of any rational
fraction as (I) a quotient of two sets of products of linear factors, (II) a sum
of partial fractions; of the first type there are two formulae involving Sigma-
functions and Weierstrassian elliptic functions respectively; of the second
type there is a formula involving derivates of Zeta-functions. These formulae
will now be obtained.
20 51. The expression of any elliptic function in terms of p(z) and p' (z).
Let f(z) be any elliptic function, and let g> (z) be the Weierstrassian
elliptic function formed with the same periods 2a>lt 2o>2.
We first write
20'5-20*52] ELLIPTIC FUNCTIONS 449

The functions
f(z) + / ( - z\ {/(*) -f(- z
)\ W(z)}~1
are both even functions, and they are obviously elliptic functions \v\\enf(z) is
an elliptic function.
The solution of the problem before us is therefore effected if we can
express any even elliptic function <f>(z), say, in terms of p (z).
Let a be a zero of (f> (z) in any cell; then the point in the cell congruent
to — a will also be a zero. The irreducible zeros of <f> (z) may therefore be
arranged in two sets, say a1} a2, ... a n and certain points congruent to — a1)
- a 2 , ... -an.
In like manner, the irreducible poles may be arranged in two sets, say
b1} b2, ... bny and certain points congruent to — blt — b2, ... — bn.
Consider now the function*

It is an elliptic function of z, and clearly it has no poles ; for the zeros of

<f> (z) are zerosf of the numerator of the product, and the zeros of the
denominator of the product are polesf of <f> (z). Consequently by Liouville's
theorem it is a constant, A1, say.
Therefore <p yz) = ^ 11 i^TT^—"~7T~\\ >

that is to say, <f> (s) has been expressed as a rational function of jp (z).
Carrying out this process with each of the functions
/(*) + / ( - z). \f(z) - / ( - *)} W (z))-\
we obtain the theorem that any elliptic function f' (z) can be expressed in terms
of the Weierstrassian elliptic functions p (z) and IQ' (z) with the same periods,
the expression being rational in p (z) and linear in $ (z).

20*52. The expression of any elliptic function as a linear combination of

Zeta-functions and their derivates.
Let f(z) be any elliptic function with periods 2co1} 2o>2. Let a set of
irreducible poles of f(z) be alt a2) ... an, and let the principal part (§5*61)
of/(,z) near the pole ak be
Cki c*,s
z-ak {z~akf
If any oue of the points ar or br is congruent to the origin, we omit the corresponding
factor jp(z)-p(ar) or fP(z)-jp(br). The zero (or pole) of the product and the zero (or pole)
of 0 (z) at the origin are then of the same order of multiplicity. In this product, and in that of
§ 20-53, factors corresponding to multiple zeros and poles have to be repeated the appropriate
number of times.
t Of the same order of multiplicity.
450 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX
Then we can shew that
f(z) = A, + £ |c t(1 %{z - at) - c M £'(z-a k ) + ...

d8
where A2 is a constant, and f(8) (z) denotes -j— £(z).
ctz
Denoting the summation on the right by F(z), we see that
F(z + 2a>1)-F(z) = I 2r)lCklJ
k=i
by § 20*41, since all the derivates of the Zeta-functions are periodic.
n

But X cktl is the sum of the residues of f{z) at all of its poles in a cell,
and is consequently (§ 20*12) zero.
Therefore F(z) has period 2wly and similarly it has period 2&>2; and so
f(z) — F (z) is an elliptic function.
Moreover F(z) has been so constructed that f(z)~- F (z) has no poles at
the points aly a2) ... a n ; and hence it has no poles in a certain cell. It is
consequently a constant, A2y by Liouville's theorem.
Thus the function f (z) can be expanded in the form

(* -
k =\ 8 = l ( S - 1)1

This result is of importance in the problem of integrating an elliptic

function f(z) when the principal part of its expansion at each of its poles is
known; for we obviously have
f(z)dz=*A2z+ 2 \cK
J k= l L

where C is a constant of integration.

Example. Shew by the method of this article that

and deduce that

where C is a constant of integration.

2053. The expression of any elliptic function as a quotient of Sigma-

functions.
Let f(z) be any elliptic function, with periods 2^ and 2a>2, and let a set
of irreducible zeros of f(z) be au a2, ... an. Then (§20* 14) we can choose a
20'53] ELLIPTIC FUNCTIONS 451
set of poles blfb2, ... bn such that all poles of f(z) are congruent to one or
other of them andf
Oj + Os-f ... +On =&! + &, + ... +bn.
Consider now the function
n *(*- ar)
r=l a(z -br)'
This product obviously has the same poles and zeros as f(z); also the
effect of increasing z by 2o), is to multiply the function by
n ex P l 2 ^ 0 - ar)} __ 1
( 2 ( 6 ) }
The function therefore has period 2^ (and in like manner it has period
2OJ2), and so the quotient
J
r=la-(z-br)
is an elliptic function with no zeros or poles. By Liouville's theorem, it must
be a constant, A3 say.
Thus the function/(.z) can be expressed in the form

An elliptic function is consequently determinate (save for a multiplicative

constant) when its periods and a set of irreducible zeros and poles are known.
Example 1. Shew that

Example 2. Deduce by differentiation, from example 1, that

and by further differentiation obtain the addition-theorem for p (z).

Example 3. If 2 a r = 2 6 n shew that
r=l r=l
2 °" (a>-~^i) cr{ar-b2)... <r(ar-bn) _ Q
r =i ^ ( ^ - a ^ o - C a , . - ^ ) ...*...cr(a r -a n )~~ '
the • denoting that the vanishing factor a (a r — a r ) is to be omitted.
Example 4. Shew that
P (z) -er = o>2 (z)la2 (z) (r = 1, 2, 3).
[It is customary to define {p (z) — er}* to mean a-r(z)l<r(z), not — <rr(z) <T{Z).~\
Example 5. Establish, by example 1, the ' three-term equation/ namely,
<r(z + a) a- [z-a) a (b + c) <r(b-c) + ar(z + b) a (z- b) a (c + a) a (c-a)
+ a {z + c) a (z — c) a (a + b) a (a— b) = 0.
f Multiple zeros or poles are, of course, to be reckoned according to their degree of multi-
plicity; to determine blt b2, ... bn, we choose bY, b2,... bn_lt bn' to be the set of poles in the cell in
which ai, a2, ...an lie, and then choose bn, congruent to bn\ in such a way that the required
equation is satisfied.
452 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX
[This result is due to Weierstrass ; see p. 47 of the edition of his lectures by Scfiwarz.]
The equation is characteristic of the Sigma-function ; it has been proved by Halphen,
Fonctions Elliptiques, I. (Paris, 1886), p. 187, that no function essentially different from the
Sigma-function satisfies an equation of this type. See p. 461, example 38.

2054. The connexion between any two elliptic functions with the same
periods.
We shall now prove the important result that an algebraic relation exists
between any two elliptic functions, f {z) and <f>(z), with the same periods.
For, by § 20*51, we can express f(z) and <f> (z) as rational functions of the
Weierstrassian functions f (z) and p' (z) with the same periods, so that

where Rx and B^ denote rational functions of two variables.

Eliminating p (z) and p' (z) algebraically from these two equations and

we obtain an algebraic relation connecting f(z) and <j> (z); and the theorem
is proved.
A particular case of the proposition is that every elliptic function is con-
nected with its derivate by an algebraic relation.
If now we take the orders of the elliptic functions f(z) and <f> (z) to be in
and n respectively, then, corresponding to any given value of f(z) there is
(§ 2013) a set of m irreducible values of z, and consequently there are m
values (in general distinct) of <£ (z). So, corresponding to each value off there
are m values of <j> and, similarly, to each value of <j> correspond n values of yi
The relation between f(z) and <f> (z) is therefore (in general) of degree m
in <f> and n in f
The relation may be of lower degree. Thus, if f(z) = jp (z)} of order 2, and
$ (js) = g>2 (#), of order 4, the relation i s / 2 = <f>.
As an illustration of the general result take f(z) = fp(z)t of order 2, and
<f> (z) = p' (z), of order 3. The relation should be of degree 2 in <f> and of
degree 3 in / ; this is, in fact, the case, for the relation is <j>* = 4/ 3 — g<if— gs.
Example. If w, v, xo are three elliptic functions of their argument of the second order
with the same periods, shew that, in general, there exist two distinct relations which are
linear in each of w, v, w, namely
A uvw+fivw+Cwu + Duv + Eu + F v + Gw + ff =0,
A'uvw + B'vw + C'wu + Duv + E'u + F'v + Q'w + H'=0,
where Ay B, ..., H' are constants.

20'6. On the integration of {a^x4 + 4a 1 # 8 -f 6a2x2 + 4a3a? + a4} ~ ^.

It will now be shewn that certain problems of integration, which are
insoluble^by means of elementary functions only, can be solved by the intro-
duction of the function |> (z).
20*54, 20*6] ELLIPTIC FUNCTIONS 453

Let aox* -f 4^a? + 6a2x2 -f 4>asx + a4 = f(x) be any quartic polynomial

which has no repeated factors; and let its invariants* be
g2 = a0a4— 4<z1a3 + 3a22,
g3 = a 0 a 2 a 4 + 2a1a2a3 - a23 - a0a32 - afa^

Let 2 = I f /Y£)} (ft, where x0 is any root of the equation/(#) = 0 ; then,

if the function jp (z) be construetedf with the invariants g2 and g3, it is possible
to express x as a rational function of $(z ; g2, g3).
[NOTE. The reason for assuming t h a t / ( # ) has no repeated factors is that, when/(^)
has a repeated factor, the integration can be effected with the aid of circular or logarithmic
functions only. For the same reason, the case in which ao = a1 = O need not be considered.]
By Taylor's theorem, we have
f(t) = 4 ^ 3 (t - x0) + 6A2 it - xoy + 4>AX it - #0)3 + A, it - xQ)\
(since fixQ) = 0), where
A Q = a0 , Al = aox0-{- alf
2
A2 == a0xQ -h 2o1a?0 + <h>
Az = aQx0B + Sa^o 2 4- 3a 2 ^ 0 + &3-
On writing (^ — a^)"1 = T, ix — a^)" 1 = ^, we have

To remove the second term in the cubic involved, writej

and we get

f - 4^.4s) o- - (2AlA,A3 - A? - AtAj))

The reader will verify, without difficulty, that

3 4 2 2 - 4 i M 8 and 2A1A2AS- AJ - J o ^ 2
are respectively equal to g2 and ^r3, the invariants of the original quartic,
and so

Now x = xQ + Az\s — %A2}~1,

and hence x = x0 + J / (a?0) {p 0 ; #2, ^r3) - ^ / 7 / (^o)}"1,
so that ic has been expressed as a rational function of £> (2; ^ , gr3).
* Burnside and Panton, Theory of Equations, 11. p. 113.
t See §21-73.
X This substitution is legitimate since A3*0\ for the equation ^ 3 = 0 involves f(x)-=Q
having x = x0 &s & repeated root.
454 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

This formula for x is to be regarded as the integral equivalent of the

relation
z =

Example 1. With the notation of this article, shew that

Example 2. Shew that, if

where a is any constant, not necessarily a zero of f{x), and/(#) is a quartic polynomial
with no repeated factors, then

the function fp (z) being formed with the invariants of the quartic f{x).
(Weierstrass.)
[This result was first published in 1865, in an Inaugural-dissertation at Berlin by
Biermann, who ascribed it to Weierstrass. An alternative result, due to Mordell, Messenger,
XLIV. (1915), pp. 138-141, is that, if
/•*•»ydx-xdy

where f(x, y) is a homogeneous quartic whose Hessian is h (x, y), then we may take

where/and h stand for/(a, 6) and h (a, 6), and suffixes denote partial differentiations.]
Example 3. Shew that, with the notation of example 2,

2(x-a)2 4(.t?-a) 24~'

a .« a) s 4(*-a)8Ji/W) \{x-d? +
±{x-af

20"7. TAe uniformisation* of curves of genus unity.

The theorem of § 20*6 may be stated somewhat differently thus :
If the variables x and y are connected by an equation of the form
y2 — aoX4 -h 4 a j ^ 4- 6a2x2 + 4a 3 # -f a 4 ,
then they can be expressed as one-valued functions of a variable z by the
equations .. f l ,+ 1/'(,){p(,)

where f(x) = ao^>4 + ^ a ^ + 6 a ^ 2 -f 4a3# 4- a4, ^ 0 ^ any z^ro of f(x), and the
function jp(^) is formed with the invariants of the quartic; and z is such that

* This term employs the word uniform in the sense one-valued. To prevent confusion with
the idea of uniformity as explained in Chapter in, throughout the present work we have used the
phrase 'one-valued function ' as being preferable to * uniform function.'
207] ELLIPTIC FUNCTIONS 455

It is obvious that y is a two-valued function of x and x is a four-valued

function of y ; and the fact, that x and y can be expressed as one-valued
functions of the variable zt makes this variable z of considerable importance
in the theory of algebraic equations of the type considered; z is called the
wniformising variable of the equation
y2 — aox* + 4aj.iT3 -f- 6a2x2 + 4<z3# 4- a 4 .
The reader who is acquainted with the theory of algebraic plane curves will be aware
that they are classified according to their deficiency or genus*, & number whose geometrical
significance is that it is the difference between the number of double points possessed
by the curve and the maximum number of double points which can be possessed by a
curve of the same degree as the given curve.
Curves whose deficiency is zero are called unicursal curves. Iff(x,y) = 0 is the equation
of a unicursal curve, it is well known t that x and y can be expressed as rational functions
of a parameter. Since rational functions are one-valued, this parameter is a uniformising
variable for the curve in question.
Next consider curves of genus unity; let /(#, y) = 0 be such a curve; then it has
been shewn by ClebschJ that x and y can be expressed as rational functions of £ and rj
where rf is a polynomial in £ of degree three or four. Hence, by § 20*6, £ and rj can be
expressed as rational functions of p (z) and p' (z), (these functions being formed with
suitable invariants), and so x and y can be expressed as one-valued (elliptic) functions of 2,
which is therefore a uniformising variable for the equation under consideration.
When the genus of the algebraic curve / ( # , 3/)=0 is greater than unity, the uniformi-
sation can be effected by means of what are known as automorphie functions. Two classes
of such functions of genus greater than unity have been constructed, the first by Weber,
Gbttinger Nach. (1886), pp. 359-370, the other by Whittaker, Phil. Trans, cxcn. (1898),
pp. 1-32. The analogue of the period-parallelogram is known as the 'fundamental polygon.3
In the case of Weber's functions this polygon is ' multiply-connected,' i.e. it consists of a
region containing islands which have to be regarded as not belonging to i t ; whereas in
the case of the second class of functions, the polygon is ' simply-connected,' i.e. it contains
no such islands. The latter class of' functions may therefore be regarded as a more
immediate generalisation of elliptic functions. Of. Ford, Introduction to theory of Auto-
morphic Functions, Edinburgh Math. Tracts, No. 6 (1915).

REFERENCES.
K. WEIERSTRASS, Werke, 1. (1894), pp. 1-49, 11. (1895), pp. 245-255, 257-309.
C. BRIOT et J. C. BOUQUET, Theorie des fonctions elliptiques. (Paris, 1875.)
H. A. SCHWARZ, Formeln und Lehrsiitze zum Gebrauche der elliptischen Funktionen. Nach
Vorlesungen iiiid Aufzeichnungen des Herrn Prof. K. Weierstrass. (Berlin, 1893.)
A. L. DANIELS, 'Notes on Weierstrass' methods,' American Journal of Math. vi. (1884),
pp. 177-182, 253-269 ; VII. (1885), pp. 82-99.
J. LIOUVILLE (Lectures published by C. W. Borchardt), Journal fur Math, LXXXVIII.
(1880), pp. 277-310.
A. ENNEPER, Elliptic-he Funktionen. (Zweite Auflage, von F. Miiller, Halle, 1890.)
J. TANNERY et J. MOLK, Fonctions Elliptiques. (Paris, 1893-1902.)
* French genre, German Geachlecht.
t See Salmon, Higher Plane Curves (Dublin, 1873), Ch. 11.
X Journal fur Math. LXIV. (1865), pp. 210-270. A proof of the result of Clebsch is given by
Forsyth, Theory of Functions (1918), § 248. See also Cayley, Proc. London Math. Soc. iv. (1873),
pp. 347-352 [Math. Papers, VIII. pp. 181-187].
456 THE TRAN8CENDENTAL FUNCTIONS [CHAP. XX

MISCELLANEOUS EXAMPLES.
1. Shew that

2. Prove that

where, on the right-hand side, the subject of differentiation is symmetrical in z, y, and w.

(Math. Trip. 1897.)
3. Shew that

P (*-y) P (y-w) p (w-s) 1 1 1

(Trinity, 1898.)
4. if y=PW-«i, y'=—',
shew that y is one of the values of

(Math. Trip. 1897.)

5. Prove that
2 {& (•) - «}ft?(y) - f (w)}2 {^ (y+«)-«}* {p (y - w) - «}* = 0,
where the sign of summation refers to the three arguments 2, y, w, and e is any one of the
roots eue2,e3.
(Math. Trip. 1896.)
6. Shew that
_ ( P ( K ) - P («i))a
i?W 1 P«-P(«i) I '
(Math. Trip. 1894.)
7. Prove that
p (2.) - p (Wl) = {p' (z)}~2{P(z)-p (i»,)} 8 {P (*) - P (o>2 + K)} 2 -
(Math. Trip. 1894.)
8. Shew that

(Trinity, 1908.)

9. If p(w) have primitive periods 2^, 2o>2 and/(w) = {p (w)~p (o>2)}^, while fPi(u)
and /i (u) are similarly constructed with periods a©^'^ and 2o>2, prove that

PJ (M) = p (it) + "2 {p (u + 2m»i/n) - P (2w«i/n)},

and

(Math. Trip. 1914 ; the first of the formulae is due to Kiepert,

Journal fur Math, LXXVI. (1873), p. 39.)
 ELLIPTIC FUNCTIONS 457

10. If x
where a is constant, shew that the curve on which (#, y) lies is

where c = jf>(2a).
(Burnside, Messenger, xxi.)
11. Shew that
27 { ^ (u) + <73}2.
(Trinity, 1909.)
12. If

verify that ^
the elliptic function being formed with the roots — c, £ (c + e), £ (c-c).
(Trinity, 1906.)
13. If m be any constant, prove that

1 r Cem{fp{z)'fp(3f))^{z)dzdy

where the summation refers to the values 1, 2, 3 of r; and the integrals are indefinite.
(Math. Trip. 1897.)
14. Let RW^Aat + Bofl + Cafi + Dx + E,
and let £—<f> (x) be the function defined by the equation

where the lower limit of the integral is arbitrary. Shew that

2<t>' (a) ^ <f>' (a + y ) -f <t>' (a) <t>' (a - y) + <£' (a)
*(^+y)*(«) «(a^)*(a) * ( « y ) * ( )

[Hermite, Proc. i/a^/z. .Congress (Chicago, 1896), p. 105. This formula is an

addition-formula which is satisfied by every elliptic function of order 2.]
15. Shew that, when the change of variables

is applied to the equations

f+vQ+pQ + P-o, & ^
they transform into the similar equations

Shew that the result of performing this change of variables three times in succession
is a return to the original variables £, rj; and hence prove that, if f and rj be denoted as
functions of u by E(u) and F(u) respectively, then

where A is one-third of a period of the functions E{u) and F(u).

Shew that E(u) = ^-p(u; g2i gz\

where g2 = 2p + ~P\ ^ ~l ~6p3~2l6p6'

(De Brun, Ofversigt af K. Vet. Alcad., Stockholm, LIV.)
458 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX
16. Shew that
(Of ( \ _ 2o" (2 4-tt>x) a (z4- <o2) (r (z — a>i — o>2)

and P" (z) =

where
(Math. Trip. 1913.)
17. Prove that

(Math. Trip. 1895.)

18. Shew that
p' (v

(Math. Trip. 1910.)

19. Shew that

{^ (u2) -
P' («
- P to)}+P/ to) (P to) - P to)}+p' to) (P («*i) - p to)}'
20. Shew that (Math. Trip. 1912.)
- z) <r (z- x)
J
(*) <r* (*/) (73 (2; * x ^ ( y ) p/(

1 P (-) P' (
Obtain the addition-theorem for the function p (z) from this result.
21. Shew by induction, or otherwise, that
'w.-.p^-1

where the product is taken for pairs of all integral values of X and p from 0 to n, such
that X < p.
(Frobenius u. Stickelberger*, Journal far Math, LXXXIII. (1877), p. 179.)
22. Express

as a fraction whose numerator and denominator are products of Sigma-functions.

* See also Kiepert, Journal filr Math, LXXVI. (1873), pp. 21-33; Hermite, Journal fiir Math.
LXXXII. (1877), p. 346.
 ELLIPTIC FUNCTIONS 459

Deduce that if a = p(#), 3 = P(y),y = PW, 8 = P(M), where #+y + *-f w = 0, then

( * - * ) {(a-« *

+ (cx - cj) {(a - e3) (fi - e3) (y - e

(Math. Trip. 1911.)
23. Shew that

p()^ 2 P ()^sPWA^
(Math. Trip. 1905.)
24. Shew that

and prove that a- {nu)j{a- (u)}n2 is a doubly-periodic function of u.

(Math. Trip. 1912.)
25. Prove that

(Math. Trip. 1895.)

26. Shew that, if Zi+Z2 + Z3 + zi*=O, then
MV = 3 {2( (Zr)} &P (*r)
the summations being taken for r = l, 2, 3, 4. (Math. Trip. 1897.)
27. Shew that every elliptic function of order n can be expressed as the quotient of
two expressions of the form
«iP (* + &) + a2f (* + &) + ...+ a n p>-1) (2 + 6),
where 6, a l5 a2, ... an are constants. (Painlevd, Bulletin de la Soc. Math, xxvix.)
28. Taking el>e2>e3, P(co)^eu p (»')- «s.
consider the values assumed by

as u passes along the perimeter of the rectangle whose corners are -o>, G>, <o+ <»>', — oa + a>
(Math. Trip. 1914.)
29. Obtain an integral of the equation

- (^ ep(z)
w dz==
1
° v
+ '3b
in the form

dz
where c is defined by the equation
(&2-3#2)g>(c) = 3
Also, obtain another integral in the form
(T (Z + «i) 0"
^ y - z( (a,) - «f (02)},
where g) (
and neither ax + a2 nor aj - a 2 is congruent to a period. (Math. Trip. 1912.)
460 THE TRANSCENDENTAL FUNCTIONS [CHAP. XX

30. Prove that

) <r (a + g4)

is a doubly-periodic function of z, such that

Z- Zx - g 4 ) } O- {£ ( ^ + 2! - 2 2 - Z 4 ) } (T
(Math. Trip. 1893.)
31. If /(«) be a doubly-periodic function of the third order, with poles at z~cu z — c%^
z = c3f and if <f> (z) be a doubly-periodic function of the second order with the same periods
and poles at z — a, z=£, its value in the neighbourhood of z—a being

< M * ) = — + X 1 (*-a) + A 2 (*-a) 2 +...,

prove that
iA* {/" («) - / " O)} -X {/' (a) + / ' (|8)} 20 (cO + {/(a) -/Q3)} |3XXX + 20 (c2) <f> (c3)} =0.
(Math. Trip. 1894.)
32. If X (g) be an elliptic function with two poles au a2, and if g n 22, ... 02n ^ e 2w
constants subject only to the condition

shew that the determinant whose ith row is

[where Xt (z{) denotes the result of writing zi for z in the derivate of X (g)], vanishes
identically. (Math. Trip. 1893.)
33. Deduce from example 21 by a limiting process, or otherwise prove, that

(Kiepert, Journal fiir Math, LXXVI.)

34. Shew that, provided certain conditions of inequality are satisfied,

2
<r(z)<r(y) <»i
where the summation applies to all positive integer values of m and w, and #
(Math. Trip. 1895.)
35. Assuming the formula
ii\jp _ 1-2(72ncos—4-?4n
3
2 2a>! 7T2; °° <»>1

prove that

when z satisfies the inequalities

-2R(2)<R(4-)<*R(2).
\1<oJ \ltoj \l<oxj
(Math. Trip. 1896.)
 ELLIPTIC FUNCTIONS 461

36. Shew that if 2m be any expression of the form 2ma>i + 2wo>2 and if

then x is a root of the sextic

a* - 6ff2at - 4Qg3a* - bg22x* - 8 ^ 3 # - 5 ^ = 0 ,
and obtain all the roots of the sextic. (Trinity, 1898.)
37. Shew that

where
„ 1 1 2b

(Dolbnia, Darboux* Bulletin (2), xix.)

38.. Prove that every analytic function / (2) which satisfies the three-term equation
2
a, b, c
for general values of a, 6, c and 2, is expressible as a finite combination of elementary
functions, together with a Sigma-function (including a circular function or an algebraic
function as degenerate cases).
(Hermite, Fonctions elliptiques, 1. p. 187.)
[Put z = a = & = c=0, and then/(0) = 0; put 6 = c, and then / ( a - & ) + / ( & - a ) = 0, so
that/CO is an odd function.
If F(z) is the logarithmic derivate of /(*), the result of differentiating the relation
with respect to 6, and then putting b=c, is

Differentiate with respect to 6, and put 6 = 0; then

/ ( , + a)/(,-q){/'(0)}* _
W ( }
{/(«)/(«)}* "
If/' (0) were zero, F' (z) would be a constant and, by integration,/^) would be of the
form A exp (Bz+Cz2), and this is an odd function only in the trivial case when it is zero.
If / ' (O)^fcO, and we write F' (2)= - * ( e ) , it is found that the coefficient of a4 in the
expansion of
12/(«+a)/(*-a)/{/(*)}«
is 6 {* (z))2-*"(z\ and the coefficient of a4 in 12 {f{a)f {••(a)-* (2)} is a linear function
of * (2). Hence 4>" (z) is a quadratic function of * (2); and when we multiply this
function by $>' (z) and integrate we find that
{•' (*)}2 = 4 {* (z)Y+12A {* (*)}2+125* (*)+ 4(7,
where ^, 5, Care constants. If the cubic on the right has no repeated factors, then, by
§ 20'6, * 00 = jp (2 + a) + Ay where a is* constant, and on integration

where K and Z are constants ; since/(z) is an odd function a = iT=0, and

/CO-crCOexp{-i^_Z}.
If the cubic has a repeated factor, the Sigma-function is to be replaced (cf. § 20222) by
the sine of a multiple of 2, and if the cubic is a perfect cube the Sigma-function is to be
replaced by a multiple of z.]
 CHAPTEK XXI
THE THETA FUNCTIONS

211. The definition of a Theta-function.

When it is desired to obtain definite numerical results in problems
involving Elliptic functions, the calculations are most simply performed
with the aid of certain auxiliary functions known as Theta-f unctions. These
functions are of considerable intrinsic interest, apart from their connexion
with Elliptic functions, and we shall now give an account of their funda-
mental properties.
The Theta-functions were first systematically studied by Jacobi*, who
obtained their properties by purely algebraical methods; and his analysis
was so complete that practically all the results contained in this chapter
(with the exception of the discussion of the problem of inversion in §§ 21*7
et seq.) are to be found in his works. In accordance with the general scheme
of this book, we shall not employ the methods of Jacobi, but the more
powerful methods based on the use of Cauchy's theorem. These methods
were first employed in the theory of Elliptic and allied functions by Liouville
in his lectures and have since been given in several treatises on Elliptic
functions, the earliest of these works being that by Briot and Bouquet.
[NOTE. The first function of the Theta-function type to appear in Analysis was the

Partition function^ U (\-tf*z)~~l of Euler, Introductio in Analysin Inftnitorumy I.

n-\
(Lausanne, 1748), § 304; by means of the results given in § 21*3, it is easy to express
Theta-functions in terms of Partition functions. Euler also obtained properties of products
of the type
n (i±#n), n (i±^2tt), n (\±x*n-1).
n=l n=l n=l
The associated series 2 m ^ n ^ + 3 \ 2 rn^n^n^1^ and 2 ran2 had previously occurred in the
n=0 n=0 n=0
posthumous work of Jakob Bernoulli, Ars Conjectandi (1713), p. 55.

* Fimdamenta Nova Theoriae Functionuvi Ellipticarum (Konigsberg, 1829), and Ges. Werke,
i. pp. 197-538.
f The Partition function and associated functions have been studied by Gauss, Comvi. Soc.
reg. sci. Gottingensis rec. i. (1811), pp. 7-12 [Werke, n . pp. 16-21] and Werke, i n . pp. 433-480 and
Cauchy, Comptes Rendus, x. (1840), pp. 178-181. For a discussion of properties of various functions
involving what are known as Basic numbers (which are closely connected with Partition functions)
see Jacksou, Proc. Royal Soc. LXXIV. (1905), pp. 64-72, Proc. London Math. Soc. (1) XXVIII. (1897),
pp. 475-486 and (2) i. (1904), pp. 63-88, n. (1904), pp. 192-220; and Watson, Camb. Phil. Trans.
xxi. (1912), pp. 281-299. A fundamental formula in the theory of Basic numbers was given by
Heine, Kugelfunktionen (Berlin, 1878), i. p. 107.
21'1, 2 T 1 1 ] THE THETA FUNCTIONS 463
Theta-functions also occur in Fourier's La Theorie Analytique de la Ckaleur (Paris,
1822), cf. p. 265 of Freeman's translation (Cambridge, 1878).
The theory of Theta-functions was developed from the theory of elliptic functions
by Jacobi in his Fundamenta Nova Theoriae Functionitm Ellipticarum (1829), reprinted
in his Ges. Werke, i. pp. 49-239; the notation there employed is explained in § 21*62.
In his subsequent lectures, he introduced the functions discussed in this chapter ; an
account of these lectures (1838) is given by Borchardt in Jacobi's Ges. Werke, i. pp. 497-538.
The most important results contained in them seem to have been discovered in 1835,
cf. Kronecker, Sitzungsberichte dtr Akad. zu Berlin (1891), pp. 653-659.]
Let T be a (constant) complex number whose imaginary part is positive;
and write q = enir, so that \q\< 1.
Consider the function ^(z, q), defined by the series

&(*,?)= ^ (~)nqn2e2niz,
n= - c o
qua function of the variable z.
If A be any positive constant, then, when | z | ^ A, we have
\qn*e±2niz\^\ q \n*e2nA, •
n being a positive integer.
Now d'Alembert's ratio (§ 2'36) for the series 2 | q \n2e2nA is | q | 2n+1 e 2 ^,
n= — oo

which tends to zero as n -+- oo. The series for S- (z, q) is therefore a series of
analytic functions, uniformly convergent (§ 3*34) in any bounded domain of
values of z, and so it is an integral function (§§ 5*3, 5*64).
It is evident that
^ 0 , q) = 1 + 2 I (-) n g n2 cos 2nz,
n=l
and that ^ (z + 7r, q) — ^ (z, q);

further *(z + TTT, q) = £

n- - oo

and so ^ (z -f 7TT, q) = — q~l e~2iz ^ (z, q).

In consequence of these results, S- (z, q) is called a quasi doubly-periodic
function of z. The effect of increasing z by TT or TTT is the same as the effect
of multiplying ^ (z, q) by 1 or — q~le~2iz, and accordingly 1 and — q~le~-iz are
called the multipliers or periodicity factors associated with the periods IT and
7TT respectively.

2111. The four types of Theta-functions.

It is customary to write ^ 4 (z, q) in place of ^ (z, q); the other three
types of Theta-functions are then defined as follows:
464 THE TKANSCENDENTAL FUNCTIONS [CHAP. XXI

The function S 8 (s, q) is defined by the equation

^ 3 (s, q) = ^ 4 (z + 17T, q) = 1 + 2 S qn* cos 2??*.

Next, ^ (s, 9) is defined in terms of ^ 4 (zy q) by the equation

and hence* ^ (s, q) = 2 2 (^) n g( w + ^ s i n ( 2 n + 1) z.

n=0
Lastly, ^ 2 (*> <?) is defined by the equation
2 S, q(n + ^ cos (2M + l)z.
n=0
Writing down the series at length, we have
^1 (z, q) = 2 ^ sin z - 2 ^ sin 3z + 2q^ sin hz — ...,
^ 2 (^ ^) = 2q% cos 2: 4- 2 ^ cos 3^ -f- 2 g ^ cos bz 4-...,
^ 3 (s, ^) = 1 + 2q cos 2s + 2?4cos 4s 4- 2^9cos 6s + ...,
^4(z, q)—\-2qcos 2s + 2q*cos 4s — 2q9cos 6s -I-....
It is obvious that ^ (s, q) is an odd function of s and that the other
Theta-functions are even functions of s.
The notation which has now been introduced is a modified form of
that employed in the treatise of Tannery and Molk; the only difference
between it and Jacobi's notation is that ^ 4 (s, q) is written where Jacobi
would have written ^ (s, q). There are, unfortunately, several notations in
use; a scheme, giving the connexions between them, will be found in § 21*9.
For brevity, the parameter q will usually not be specified, so that Sr2 (s),...
will be written for ^ (s, q\ .... When it is desired to exhibit the dependence
of a Theta-function on the parameter T, it will be written S (s | T). Also
^ 2 (0), ^ 3 (0), ^ 4 (0) will be replaced by %, %, ^ 4 respectively; and V will
denote the result of making s equal to zero in the derivate of %(z).
Example 1. Shew that

Example 2. Obtain the results

where J^«= q* eu.

* Throughout the chapter, the many-valued function qk is to be interpreted to mean
exp (XTIT).
21-12] THE THETA FUNCTIONS 465
Example 3. Shew that the multipliers of the Theta-functions associated with the
periods xr, VT are given by the scheme

re -1 -1 1 1

ITT -N N N

where N=q~l e~'2it.

Example 4. If S (z) be any one of the four Theta-functions and 3' (z) its derivate with
respect to 2, shew that

S(z + w) S(z)'

21*12. The zeros of the Theta-functions.

From the quasi-periodic properties of the Theta-functions it is obvious
that if ^ (z) be any one of them, and if z0 be any zero of ^ (z), then
z0 -f rrnr -f nirr
is also a zero of ^ (z), for all integral values of m and n.
It will now be shewn that if G be a cell with corners t, t + ir> t -f ir -f TTT,
t + 7TT, then ^ (z) has one and only one zero inside G.
Since ^ (z) is analytic throughout the finite part of the ^-plane, it follows,
from § 6*31, that the number of its zeros inside G is

ZTTl J C *(Z)

Treating the contour after the manner of § 2O12, we see that

1 f 5.W
J_f y(*)
dz

by § 21*11, example 4. Therefore

'1,
that is to say, a (*) has one simple zero only inside C; this is the theorem
stated.
466 THE TRANSCENDENTAL FUNCTIONS [cHAP. XXI

Since one zero of ^ (z) is obviously 2 = 0, it follows that the z"eros of

are
^ ( 2 ) , ^2(^)1 ^3 (2)7 ^4(2) the points congruent respectively to 0, !TT,

HTT + o77*7"* 2irT' ^ e rea( er w

^ ^ observe that these four points form the
corners of a parallelogram described counter-clockwise.

21'2. The relations between the squares of the Theta-functions.

It is evident that, if the Theta-functions be regarded as functions of a
single variable z, this variable can be eliminated from the equations defining
any pair of Theta-functions, the result being a relation* between the functions
which might be expected, on general grounds, to be non-algebraic; there
are, however, extremely simple relations connecting any three of the Theta-
functions ; these relations will now be obtained.
Each of the four functions V ( 4 V ( 4 V W , V O ) is analytic for all
values of z and has periodicity factors 1, q~2e~4iz associated with the periods
7r, 7TT ; and each has a double zero (and no other zeros) in any cell.
From these considerations it is obvious that, if a, bt a' and b' are suitably
chosen constants, each of the functions

is a doubly-periodic function (with periods 7r, TTT) having at most only a

simple pole in each cell. By § 20*13, such a function is merely a constant;
and obviously we can adjust a, 6, a', b' so as to make the constants, in each
of the cases under consideration, equal to unity.
There exist, therefore, relations of the form
%2 (z) = aV (z) + 6V (*), V (*) = a V (*) + 6 V ( 4
To determine a, 6, a', 6', give z the special values ^ irr and 0; since

(5
we have V = - oV, V = &V; V = - a' V , V = 6' V
Consequently, we have obtained the relations
V (z) V = X2 (*) V - V (*) V , V (*) ^ / = ^42 (*) V - V (*) V .
If we write z 4-17r for ^, we get the additional relations
V (*) V = V W V - V (*) V, V W V = W (*) V - V W V.
By means of these results it is possible to express any Theta-function in
terms of any other pair of Theta-functions.
* The analogous relation for the functions sin z and cosz is, of course, (sin;s)'2 + (co8;s)a=l.
21*2-21*22] THE THETA FUNCTIONS 467

Corollary. Writing 2=0 in the last relation, we have

that is to say

21*21. The addition-formulae for the Theta-f unctions.

The results just obtained are particular cases of formulae containing two
variables; these formulae are not addition-theorems in the strict sense, as
they do not express Theta-functions of z + y algebraically in terms of Theta-
functions of z and y, but all involve Theta-functions of z — y as well as of
z + y, z and y.
To obtain one of these formulae, consider ^ 3 (z + y) ^ 3 (z — y) qua function
of z. The periodicity factors of this function associated with the periods TT
and ITT are 1 and q~l e~2i(z+y). q~l e'2^2^ = q~2e~4iz.
But the function a^32 2
(z) + &^ (z) has the same periodicity factors, and
we can obviously choose the ratio a:b so that the doubly-periodic function

has no poles at the zeros of % (z — y); it then has, at most, a single simple
pole in any cell, namely the zero of ^ 3 ( ^ + y) in that cell, and consequently
(§ 20*13) it is a constant, i.e. independent of z ; and, as only the ratio a: b is
so far fixed, we may choose a and b so that the constant is unity.
We then have to determine a and b from the identity in z,
a V (*) + b%* (z) =%(z + y) % (z - y).
To do this, put z in turn equal to 0 and - IT + « 7l"rJ a n d we get

and so a=
We have therefore obtained an addition-formula, namely
* 3 (z + y) % (z - y) X2 = V (y) V (z) + X2 (y) V (*).
The set of formulae, of which this is typical, will be found in examples 1
and 2 at the end of this chapter.
21 *22. Jacobin fundamental formulae *.
The addition-formulae just obtained are particular cases of a set of identities first given
by Jacobi, who obtained them by purely algebraical methods; each identity involves as
many as four independent variables, w, u;, y, z.
Let w\ x\ y\ / be defined in terms of w, x, y, z by the set of equations
2w' = — w + x +y + 2,
2x' = w-x+y + z,
2 / = w+x-y + z,
2z » w + x+y-z.
* Ges. Werkc, i. p. 505.
463 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

The reader will easily verify that the connexion between w> #, y, z and u/, of, y\ ^ is a
reciprocal one*.
For brevity t, write [r] for Sr {w) $r (x) $r (y) $r (z) and [rJ for Br (v/) Sr (x1) $r (/) Br (/).
Consider [3], [1J, [2]', [3J, [4j qua functions of z. The effect of increasing z by n or rrr
is to transform the functions in the first row of the following table into those in the second
or third row respectively.

[3] [IT [3J [4]'

(T) [3] -[2]' -[1]' [4]' [3]'

(>"•) Jf[3] #[3]'

For brevity, N has been written in place of q~l e~2iM.

Hence both -[l] / +[2] / +[3J-f[4]' and [3] have periodicity factors 1 and N, and so
their quotient is a doubly-periodic function with, at most, a single simple pole in any cell,
namely the zero of $s (z) in that cell.
By § 20*13, this quotient is merely a constant, i.e. independent of z; and considerations
of symmetry shew that it is also independent of w, x and y.
We have thus obtained the result

where A is independent of w, x, y, z; to determine A put w=x*=y=z=zO, and we get

and so, by § 21*2 corollary, we see that A*=2.

Therefore 2 [3]= - [ 1 ] ' + [2]'+ [3]'+ [4]' (i).
This is one of Jacobi's formulae; to obtain another, increase wy .r, y, z (and therefore
also w\ x\ y'} z1) by £*•; and we get
2[4]^[l]'-[2j+[3]' + [4]' (ii).
Increasing all the variables in (i) and (ii) by ^nr, we obtain the further results
(iii),
(iv).
[NOTE. There are 256 expressions of the form .9P (w) $q (x) $r (y) S8 (z) which can be
obtained from Sd (w) $3 (x) S3 (y) ^3 (z) by increasing w, x, y, z by suitable half-periods, but
only those in which the suffixes p, q, r, s are either equal in pairs or all different give rise
to formulae not containing quarter-periods on the right-hand side.]
Example 1. Shew that
]', [3] +[4]=[3]' +[4]',

* In Jacobi's work the signs of wt x\ y\ z' are changed throughout so tbat the complete
symmetry of the relations is destroyed; the symmetrical forms just given are due to H. J. S. Smith,
Proc. London Math. Soc. i. (May 21, 1866, pp. 1-12).
t The idea of this abridged notation is to be traced in H. J. S. Smith's memoir. It seems,
however, not to have been used before Kronecker, Journal fUr Math. cu. (1887), pp. 260-272.
213] THE THETA FUNCTIONS 469

Example 2. By writing w + ^n, x+$n for w, x (and consequently / - f £*-,

for y\ d\ shew that
[3344] + [2211] = [4433j + [1122]',
where [3344] means £3 (w) S3 (x) 3 4 (y) 3 4 (2), etc.
Example 3. Shew that
2[1234]«[3412J+[2143J-[1234J + [4321J.
Example 4. Shew that

21*3. Jacobis expressions for the Theta-f unctions as infinite products*.

We shall now establish the result
00

^4 (z) = G n (1 - 2qm~1 cos 2z + g471""2),

n=l

(where G is independent of z)} and three similar formulae.

Let / ( * ) = ft (1 - q™-1 e2iz) ft (1 - q™~1 e~2iz);
each of the two products converges absolutely and uniformly in any bounded
domain of values of z, by § 3*341, on account of the absolute convergence of
00

S 3an~1; hence f(z) is analytic throughout the finite part of the ^-plane,
and so it is an integral function.
The zeros off (z) are simple zeros at the points where
Aziz 0{2n+i)niT (n o l f l l O \
e —e , \n—...} £,— l , \jf I , i i , . . . )
i.e. where 2iz = (2n + 1) irir + 2rrnri; so that /(,?) and ^4 (z) have the same
zeros; consequently the quotient ^i(z)/f(z) has neither zeros nor poles in
the finite part of the plane.
Now, obviously f(z + IT) =f(z);
and f(z + TTT) = ft (1 - £2n+1 e*2) ft (1 - g2*-* e~^)
n=l »=1

That is to say f(z) and ^ 4 (f) have the same periodicity factors (§ 21*11
example 3). Therefore %(z)/f(z) is a doubly-periodic function with no
zeros or poles, and so (§ 20*12) it is a constant G, say; consequently
^4 (z) = G IT (1 - 2q*n~1 cos 2z + g*»-*).

[It will appear in § 21 42 that (? = nft

=l
(1 - q*").]
l
Write ^ -f g7r for ^ in this result, and we get

= G fi (1 + 2q*n~1 cos 2z
n=l

* Cf. Fundamenta Nova, p. 145.

470 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

Also ^ 0) = - iq± e* % (z + \ m\

= - iqi eiz G IT (1 - g» e2iz) ft (1 - j 8 1 * - 8 ^ )

M=l tt=l

2
= 2Gq± sin * ft (1 - j " ^ ) IT (1 - q^e-*"),
n=l n=l

and so ft, 0 ) = 2Gg* sin z ft (1 - 2q2n cos 2s + ?4n)

n=l

while M*) =

cos z ft (1 + 2^2n cos

n=l
Example, Shew that*
roc
n (i+^ 2n )[ - ^ n
U=i J U=i
(Jacobi.)

21*4. TAe differential equation satisfied by the Theta-functions.

We may regard ^ 3 (z \ T) as a function of two independent variables ^
and T ; and it is permissible to differentiate the series for S 3 (z | T) any
number of times with regard to z or T, on account of the uniformity of
convergence of the resulting series (§ 4*7 corollary); in particular

= -4 2 n'

7T1 9T

Consequently, the function % (z \ r) satisfies the partial differential equation

The reader will readily prove that the other three Theta-functions also
satisfy this equation.

21*41. A relation between Theta-functions of zero argument

The remarkable result that

will now be established f. It is first necessary to obtain some formulae for

differential coefficients of all the Theta-functions.
* Jacobi describes this result (Fund. Nova, p. 90) as ' aequatio identica satis abstrusa.'
t Several proofs of this important proposition have been given, but none are simple.
Jacobi's original proof (Ges. Werkey 1. pp. 515-517), though somewhat more difficult than the
proof given here, is well worth study. For a different method of proof of the preliminary formula
given in the text, see p. 490, example 21.
21#4, 21*41] THE THETA FUNCTIONS 471
Since the resulting series converge uniformly, except near the zeros of
the respective Theta-functions, we may differentiate the formulae for the
logarithms of Theta-functions, obtainable from § 21*3, as many times as we
please.
Denoting differentiations with regard to z by primes, we thus get

r ( 2 i ) g ^

Making z -*• 0, we get

In like manner,
oc /-»2n—l

and, if we write S^ (z) = sin ^. <f> (z), we get

*'(0)-0, f (0) =
n=i(l -q™)2'

If, however, we differentiate the equation S^ (z) - sin z. <>

/ (a) three times,
we get
V (0) = <f> (0), V " (0) = 3<f>" (0) - <f> (0).
Therefore * = 24 2 ——- — 1;
and

[ __ v
oo ^271

H
QO

y
^2n—!

H ,
QO

v
^271—1

H
~|

»=i (1 + q^Y n~i (1 + qw~lf nti (1 - q*"->yJ

= 8 r- v ?" | V g* ? 9" 1
on combining the first two
L -series
i ( i +and
9")'writing
. " 1 athe ) 1 «=i
- ? "third as the qmyj' of
(i - difference
two series. If we add corresponding terms of the first two series in the last
line, we get at once

+ + Z +
a (0) * 3 (0) ^ 4 (0) * „ = , ( ! - j".)' -- V (0) •
472 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

Utilising the differential equations of § 21'4, this may be written

1 dV(OlT)
V(0|T) dr
. 1 d%(0\r)
^2(0|T) dr » .(( 0 | |T)) ddr »4(0|T) dr *
Integrating with regard to r, we get
V (0, q) = C% (0, S ) S8 (0, q) % (0, 9),
where G is a constant (independent of q). To determine (7, make q—*0; since

we see that 0 = 1; and so

which is the result stated.

21*42. The value of the constant G.
From the result just obtained, we can at once deduce the value of the
constant G which was introduced in § 21*3.
For, by the formulae of that section,

ft (1 - 3 »y, % = 2q*Gft(1 + g»y,

n=l n=l
2n i 2 2n 1 2
^3 = G ft (1 + 9 - ) > * 4 = 0 n (l - 3 ~ ) ,
n=l n=l
and so, by § 21*41, we have

n (1 - q2ny = G2 ft (1 + ^ ) 2 n (1 + q™-*)*ft(i - j^- 1 ) 9 .

n=l n=l »=1 n=l
Now all the products converge absolutely, since | q \ < 1, and so the
following rearrangements are permissible:

{ ft (1 - g"1"1) ft (1 - q*")\ . { ft (1 + qm~l) II (1

(n=l n=l j (n=l n=l
n n
= ft (1 - q ) ft (1 + g )
n=l n=l

the first step following from the consideration that all positive integers are
comprised under the forms 2n — 1 and 2n.
Hence the equation determining G is
ft (l-^)'=(?a,
n=l
and so G = ± ft (1 - g*1).
21-42-21*5] THE THETA FUNCTIONS 473

To determine the ambiguity in sign, we observe that G is an analytic

function of q (and consequently one-valued) throughout the domain | q | < 1;
and from the product for ^3(-z), w e s e e ^ na ^ G—+1 as q—>0. Hence the
plus sign must always be taken; and so we have established the result

G = n (i - 92n).
n=l
Example 1. Shew that £/ = 2q* G3.
Example 2. Shew that

Example 3. Shew that

1+2

21*43. Connexion of the Sigma-function with the Theta-functions.

It has been seen (§ 20421 example 3) that the function <r (z \ »i, a>2), formed with
the periods 2<oly 2co2i is expressible in the form

where ^ = exp (Trta>2/«i).

If we compare this result with the product of § 21*4 for Sx (z | r), we see at once that

To express »;! in terms of Theta-functions, take logarithms and differentiate twice,

so that

where v = ^nz/a>1 and the function cf> is that defined in § 21 41.

Expanding in ascending powers of z and equating the terms independent of z in this
result, we get

33 V2o>i/
V2/ V2
V2o)i/ <#> (0) '
, Tr^ 5 , ' "
and8 r
° "=-12^5r-
Consequently a {z \ a>i, o>2) can be expressed in terms of Theta-functions by the
formula

w h e r e v — \nz\<i>i.
Example. Prove that

21*5. The expression of elliptic functions by means of Theta-functions.

It has just been seen that Theta-functions are substantially equivalent
to Sigma-functions, and so, corresponding to the formulae of §§ 20'5-20'53,
there will exist expressions for elliptic functions in terms of Theta-functions.
474 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

From the theoretical point of view, the formulae of §§ 205-2053 are the
more important on account of their symmetry in the periods, but in practice
the Theta-function formulae have two advantages, (i) that Theta-functions
are more readily computed than Sigma-functions, (ii) that the Theta-
functions have a specially simple behaviour with respect to the real period,
which is generally the significant period in applications of elliptic functions
in Applied Mathematics.
Let f(z) be an elliptic function with periods 2(ou 2&>2; let a fundamental
set of zeros (a!, a2,... on) and poles (/Sj, y92,... y8n) be chosen, so that

r= l
as in § 20-53.
Then, by the methods of § 2053, the reader will at once verify that

/(.) = A, h
where A$ is a constant; and if
mr

be the principal part of f{z) at its pole j3r, then, by the methods of § 20*52,

f(z)-A + 5
where A2 is a constant.
This formula is important in connexion with the integration of elliptic
functions. An example of an application of the formula to a dynamical
problem will be found in § 22'741.
Example. Shew that

and deduce that

/•»-.V(*>rf V«i'(*)./i

21*51. Jacobts imaginary transformation.

If ah elliptic function be constructed with periods 2(o1} 2a>2, such that

it might be convenient to regard the periods as being 2a>a, — 2^; for these
numbers are periods and, if / (o^/oh) > 0, then also / ( - (o1/a>2)> 0. In the
case of the elliptic functions which have been considered up to this point,
the periods have appeared in a symmetrical manner and nothing is gained
by this point of view. But in the case of the Theta-functions, which are
only quasi-periodic, the behaviour of the function with respect to the real
period w is quite different from its behaviour with respect to the complex
period TTT. Consequently, in view of the result of § 21*43, we may expect to
21*51] THE THETA FUNCTIONS 475

obtain transformations of Theta-functions in which the period-ratios of the

two Theta-functions involved are respectively T and — 1/T.
The transformations of the four Theta-functions were first obtained by
Jaeobi*, who obtained them from the theory of elliptic functions ; but Poissonf
had previously obtained a formula identical with one of the transformations
and the other three transformations can be obtained from this one by ele-
mentary algebra. A direct proof of the transformations is due to Landsberg,
who used the methods of contour integration^. The investigation of Jacobi's
formulae, which we shall now give, is based on Liouville's theorem ; the precise
formula which we shall establish is

where ( - ir)~ * is to be interpreted by the convention j a r g ( - IT) i < 2 7r-

For brevity, we shall write — 1/T = r, q — exp {TTW).
The only zeros of *3O|T) and ^3(T',Z|T') are simple zeros at the points
at which
z = rrnr -f nirr + z^ IT -f2~ 7TT, T'Z = rn'ir + UITT +z ^ nr +
z - TTT
respectively, where m, n, m, ri take all integer values; taking ??*/ = — n — 1,
n = m, we see that the quotient

is an integral function with no zeros.

Also \jr (z + 7TT) ~ yjr {z) = exp [^^—t — ) ^ q-xe~2iz = 1,

\ 7TIT /

while yjr (z - IT) ~ yjr (z) = exp (~-^7r. + ^ f

x q/-1e'*Ulr = 1.
\ TT%T /

Consequently yfr (z) is a doubly-periodic function with no zeros or poles;

and so (§ 20*12) yfr(z) must be a constant, A (independent of z).
Thus, ^ s 0 1 T ) = exp O'TV/TT) ^ 3 (*T' \ T) ;
and writing z -f- 7r, z + - 7TT, Z -f - IT 4- ^ TTT in turn for z, we easily get
4 (z I T ) = exp (ITV/TT) % (ZT' | T'),
(z I T) = exp ( I T ^ 2 / ^ ) *4 (^T' I T ) ,
(ir I r) - - i exp (ITV/TT) ^ x (^r71 T').
* Journal fur Math. in. (1828), pp. 403-404 [Ges. Werke, 1. (1881), pp. 264-265].
t Mem. de VAcad. des Sci. vi. (1827), p. 592; the special case of the formula in which 2 = 0
had been given earlier by Poisson, Journal de VEcole poly technique, xu. (cahier xix), (1823),
p. 420.
X This method is indicated in example 17 of Chapter vi, p. 124. See Landsberg, Journal fur
Math. cxi. (1893), pp. 234-253.
476 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

We still have to prove that A = (— tY)*; to do so, differentiate the last

equation and then put z = 0; we get

But V(0|T)«V0|T)V0|T)&4(0|T)
and V (01 r') = * 2 (01 r') * , (01 r') * 4 (01 T') ;
on dividing these results and substituting, we at once get A~^ = — IT', and so
4-±(-»T)*.
To determine the ambiguity in sign, we observe that
4V0|T)-V0|T'),
both the Theta-functions being analytic functions of T when I (T) > 0;
thus A is analytic and one-valued in the upper half r-plane. Since the
Theta-functions are both positive when T is a pure imaginary, the plus sign
must then be taken. Hence, by the theory of analytic continuation, we
always have
^ = + (-*V)i;
this gives the transformation stated.
It has thus been shewn that
^ enhrir+2niz _. * £ g(«-nir)*/(»*T)#

Example 1. Shew that

S3(0\T) S3(0\T)
when TT~ — 1.

Example 2. Shew that

Example 3. Shew that

and shew that the plus sign should be taken.

21*52. Landeris type of transformation.

A transformation of elliptic integrals (§ 22*7), which is of historical
interest, is due to Landen (§ 22*42); this transformation follows at once
from a transformation connecting Theta-functions with parameters T and 2r,
namely

*4(2*|2T) V0|2T)
which we shall now prove.
The zeros of ^ s (z | T) ^ 4 (z \ T) are simple zeros at the points where
#= \m -f-_J 7r-f \n +2) TTT and where z = rrnr-h (71-\-^J 7rr} where m and n
21*52, 21*6] THE THETA FUNCTIONS 477

take all integral values; these are the points where 2z = mir + (n -f -) IT . 2r,
which are the zeros of ^ 4 (2z | 2T). Hence the quotient

has no zeros or poles. Moreover, associated with the periods IT and 7TT, it
has multipliers 1 and {q-le~2iz) ( - q-le-*z) ~(- q-2e~4iz) = 1; it is therefore
a doubly-periodic function, and is consequently (§ 20*12) a constant. The
value of this constant may be obtained by putting z = 0 and we then have
the result stated.
If we write Z+^TTT for z, we get a corresponding result for the other
Theta-functions, namely

21*6. The differential equations satisfied by quotients of Theta-functions.

From § 21*11 example 3, it is obvious that the function
%(z) + %(z)
has periodicity factors — 1, + 1 associated with the periods 7r, TTT respectively;
and consequently its derivative
{V (*) * « ( * ) - V {*) *. (*)} + V (>)
has the same periodicity factors.
But it is easy to verify that ^ 2 (z) ^ 3 (z)/^2 (z) has periodicity factors - 1,
+ 1 ; and consequently, if <f> (z) be defined as the quotient
{X (z) % (z) - X (*) &! (*)} - {% (z) % (*)],
then <f> (z) is doubly-periodic with periods n and irr ; and the only possible
poles of <f> (z) are simple poles at points congruent to ^ TT and - IT + ^ 7rr.

Now consider <^> f ^ + ^ 7TT J; from the relations of § 21*11, namely

we easily see that

Hence <f> (z) is doubly-periodic with periods IT and - TTT ; and, relative to
2

these periods, the only possible poles of <f>{z) are simple poles at points
congruent to - IT.
478 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

Therefore (§20*12), <f>(z) is a constant; and making z—>0, we see that

the value of this constant is {%' S-4} -f- {%%} = \2-
We have therefore established the important result that

dz\%(z)] ^ ^ W ^ W
writing £ = ^ <V)/S4 (2) and making use of the results of § 21 2, we see that

This differential equation possesses the solution ^ (z)/^ 4 (z). It is not

difficult to see that the general solution is + ^ (z + a)/^ 4 (z + a) where a
is the constant of integration; since this quotient changes sign when a is
increased by TT} the negative sign may be suppressed without affecting the
generality of the solution.
Example 1. Shew that
d
dz
Example 2. Shew that

21'61. 2%6 genesis of the Jacobian Elliptic function* snw.

The differential equation

which was obtained in § 21*6, may be brought to a canonical form by a slight

change of variable.
Writef ? V * 2 = V' * V = M ;
then, if k$ be written in place of ^2/^3> the equation determining y in terms
of u is

This differential equation has the particular solution

The function of w on the right has multipliers - 1, + 1 associated with

the periods 7rS\,2, 7rr^32; it is therefore a doubly-periodic function with
periods 2TT^32, 7TT^32. In any cell, it has two simple poles at the points
congruent to £ 7TT^32 and 7r^32 4- \ TTT^S2 ; and, on account of the nature of the
quasi-periodicity of 3/, the residues at these points are equal and opposite in
sign; the zeros of the function are the points congruent to 0 and 7r^32.
* Jacobi and other early writers used the notation sin am in place of sn.
t Notice, from the formulae of § 21*3, that S^ + O, ^ 3 * 0 when | q \ < 1, except when # = 0, in
which case the Theta-functions degenerate; the substitutions are therefore legitimate.
21*61, 21*62] THE THETA FUNCTIONS 479
It is customary to regard y as depending on k rather than on q; and to
exhibit y as a function of u and k, we write
y = sn (u} k),
or simply y = sn u.
It is now evident that sn(w, k) is an elliptic function of the second
of the types described in § 20*13 ; when q—»0 (so that k—•()), it is easy to see
that sn(u, k)—»sin w.
The constant k is called the modulus; if A/* = ^-4/S-3j so that k2 + k'2 — l,
k is called the complementary modulus. The quasi-periods 7rS-32, 7TT^82 are
r

usually written 2K, 2iK\ so that sn (u, k) has periods 4>K, 2iK'.
From § 21-51, we see that 2K' = TTV (0 | T ), so that ^T' is the same
function of T' as AT is of T, when TT' = — 1.
Example 1. Shew that

and u
and deduce that, if y =-£y\£y = z$32> t h e u

Example 2. Shew that

and deduce that, li y=~ ~^T\I a n ^ u = z3J, then

*3 »4W

Example 3. Obtain the following results

v; -

[These results are convenient for calculating k, t, K, K' when q is given.]

2162. Jacobis earlier notation*. The Theta-function <&(u) and the
Eta-function H (u).
The presence of the factors ^3~2 in the expression for sn (u, k) renders it
sometimes desirable to use the notation which Jacobi employed in the
Fundamenta Nova, and subsequently discarded. The function which is of
primary importance with this notation is © (u), defined by the equation

so that the periods associated with © (u) are 2K and 2iK'.

* This is the notation employed throughout the Fundamenta Nova.
480 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

The function S(u + K) then replaces ^ 3 (z); and in place of *&i(z) we

have the function H (u) denned hy the equation
H (u) = - iq -*einul{*K)® (u + %K') = ^ (^ 3 ~ 2 1 T),
and % (z) is replaced by H (u + K).
The reader will have no difficulty in translating the analysis of this
chapter into Jacobi's earlier notation.
Example 1. If 6'(M) = , , shew that the singularities of ——• are simple poles
ail 0 {Uj

at the points congruent to iKr (mod 2AT, 2iK'); aud the residue at each singularity is 1.
Example 2. Shew that
l
H ' (0)=4TT K- H (K) e (0) e (K).
21*7. The problem of Inversion.
Up to the present, the Jacobian elliptic function sn (w, k) has been
implicitly regarded as depending on the parameter q rather than on the
modulus k; and it has been shewn that it satisfies the differential equation

* ( 1 ~ s n 2 u) (1
~ k 2 sn'2 u)>
where A;2 = V (0, q)/ V (0, q).
But, in those problems of Applied Mathematics in which elliptic functions
occur, we have to deal with the solution of the differential equation

in which the modulus k is given, and we have no a priori knowledge of the

value of q; and, to prove the existence of an analytic function sn (u, k)
which satisfies this equation, we have to shew that a number r exists* such
that

When this number T has been shewn to exist, the function sn (u, k) can
be constructed as a quotient of Theta-functions, satisfying the differential
equation and possessing the properties of being doubly-periodic and analytic
except at simple poles; and also
lim sn (it, k)/u = 1.

That is to say, we can invert the integral

v
[v dt
=

so as to obtain the equation y = sn (u, k).

* The existence of a number r, for which / (T) > 0, involves the existence of a number q such
that | q | < 1. An alternative procedure would be to discuss the differential equation directly,
after the manner of Chapter x.
217, 2171] THE THETA FUNCTIONS 481
The difficulty, of course, arises in shewing that the equation

(where c has been written for k% has a solution.

When* 0 < c < 1, it is easy to shew that a solution exists. From the
identity given in §21*2 corollary, it is evident that it is sufficient to prove
the existence of a solution of the equation

which may be written 1 - c = II

n=l 9
Now, as q increases from 0 to 1, the product on the right is continuous
and steadily decreases from 1 to 0; and so (§ 3*63) it passes through the
value 1 — c once and only once. Consequently a solution of the equation
in r exists and the problem of inversion may be regarded as solved.
21*71. The problem of inversion for complex values of c. The modular functions
f{r\9{r\h{r).
The problem of inversion may be regarded as a problem of Integral Calculus, and it
may be proved, by somewhat lengthy algebraical investigations involving a discussion of
the behaviour of I (1 -t 2 ) ~ i (1 - k2t2) ~ i dt, when y lies on a 'Riemann surface,' that the
Jo
problem of inversion possesses a solution. For an exhaustive discussion of this aspect of
the problem, the reader is referred to Hancock, Elliptic Functions, I. (New York, 1910).
It is, however, more in accordance with the spirit of this work to prove by Cauchy's
method (§ 6*31) that the equation c=3 2 4 (0 | r)/-934 (0 | r) has one root lying in a certain
domain of the r-plane and that (subject to certain limitations) this root is an analytic
function of c, when c is regarded as variable. It has been seen that the existence of this
root yields the solution of the inversion problem, so that the existence of the Jacobian
elliptic function with given modulus k will have been demonstrated.
The method just indicated has the advantage of exhibiting the potentialities of what
are known as modular functions. The general theory of these functions (which are of
great importance in connexion with the Theories of Transformation of Elliptic Functions)
has been considered in a treatise by Klein and Fricke t.

h(r)=-f{T)jg{r).
Then, if r / = — 1, the functions just introduced possess the following properties :

/ ( r + l) = * (r), /(T')=<7(r), <7(r')=/(r),

by §§ 21-2 corollary, 21*51 example 1.
* This is the case which is of practical importance.
f F. Klein, Vorlemngen fiber die Theorie der elliptischen Modulfunktionen (ausgearbeitet und
yervollstandigt von R. Fricke). (Leipzig, 1890.)
482 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

It is easy to see that as / ( r ) - ^ + oo, the functions fa"*4" f(r)=fi (r) and g (r) tend to
unity, uniformly with respect to R (r), when - 1 < R (r) ^ 1; and the derivates of these two
functions (with regard to T) tend uniformly to zero* in the same circumstances.
21711. The principal solution off (r) - c=0.
It has been seen iu § 6*31 that, if fir) is analytic inside and on any contour, 2ni times
the number of roots of the equation / ( r ) - c—0 inside the contour is equal to

taken round the contour in question.

h _ )-c
WJ),
dr

Take the contour ABCDEFE'D'C'B'A shewn in the figure, it being supposed

temporarily f that/(r) — c has no zero actually on the contour.
F , E

-1 0
The contour is constructed in the following manner :
FE is drawn parallel to the real axis, at a large distance from it.
AB is the inverse of FE with respect to the circle | r | •= 1.
BC is the inverse of ED with respect to | r | = 1, D being chosen so that D\ =40.
By elementary geometry, it follows that, since C and D are inverse points and 1 is its
own inverse, the circle on D\ as diameter passes through G; and so the arc CD of this
circle is the reflexion of the arc A B in the line R (r)=£.
The left-hand half of the figure is the reflexion of the right-hand half in the line

* This follows from the expressions for the Theta-functions as power series in q, it being
observed that | q | -^ 0 as I (r) -+- + oo .
t The values of /(r) at points on the contour are discussed in § 21712.
21711] THE THETA FUNCTIONS 483

It will now be shewn that, unless* c ^ 1 or c^O, the e q u a t i o n / ( r ) - c = 0 has one,and

only one, root inside the contour, provided that FE is sufficiently distant from the real
axis. This root will be called the 'principal root of the equation.

To establish the existence of this root, consider / .. . — ^ ^ dr taken along the

various portions of the contour.
Since/(r + 2)=/(r), we have

if +f I * 4£>*_ a
\)DE )E'D-)f{r)-C dr
Also, as r describes BC and B'C\ T ' ( = - l / r ) describes E'D1 and ED respectively;
and so
+( l_J_^l)rfr=i/" + ( I 1 *L¥ldr
BC JC'S'if(r)-C dr \J BC J CB) g(j')-C dr
l_J_ «vr

because g (r' + 2)=g(r), and consequently corresponding elements of the integrals cancel.
Since / ( T ± 1) - h (r), we have
X df{T) 1 dh{T)
U +( \ dr ( dr-
(JjyC- JCDi f(r)-C dr aT )BABh{r)-C dr " T '
but, as r' describes B'AB> r describes EE\ and so the integral round the complete contour
reduces to
[ ( 1 df(r) 1 dh{r') 1 df{r')\
jEE'\f(r)-C dr * h(r')-c dr *f{?)-c dr J

jEE'\f(r)-C dr h (r) {1 -C. A(r)} rfr ^ ( r ) - C rfr / aT*

Now as EE' moves off to infinity t, /(r) — c-+- -c=#0, ^(r)-c-^»l -c4=0, and so the
limit of the integral is

*l, ^T"^0' ^T"^0' a n d S0 t h e l i m i t

°f t h e

f
E'E
Now, if we choose EE' to be initially so far from the real axis that / ( r ) - c, l-c./i (r),
g (r)-c have no zeros when r is above EE', then the contour will pass over no zeros
o f / ( r ) - c a s EE' moves off to infinity and the radii of the arcs CD, DC, BAB diminish
to zero; and then the integral will not change as the contour is modified, and so the
original contour integral will be 2TTI, and the number of zeros o f / ( r ) - c inside the original
contour will be precisely one.

• It is shewn iu § 21-712 that, if c > l or c^O, then/(r) -c has a zero on the contour.
t It has been supposed temporarily that c * 0 and c4=l.
484 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

21*712. The value* of the modular function f {r) on the contour considered.
We now have to discuss the point mentioned at the beginning of § 21*711, concerning
the zeros of f{r) — c on the lines* joining ± 1 to ±l-fooi and on the semicircles of

As T goes from 1 to 1-f ao* or from —1 to — l + ooi,/(r) goes from - oo to 0 through

real negative values. So, if c is negative, we make an indentation in DE and a corre-*
sponding indentation in D'' E'; and the integrals along the indentations cancel in virtue of
the relation / ( r + 2 ) +/(r).
As r describes the semicircle 02?(rl, r' goes from - 1 + ooito — 1, and/(r)=g (T) = 1 —f{r'\
and goes from 1 to + oo through real values; it would be possible to make indentations in
BC and B'C to avoid this difficulty, but we do not do so for the following reason : the
effect of changing the sign of the imaginary part of the number c is to change the sign of the
real part of r. Now, if 0 < R (c) < 1 and / (c) be small, this merely makes r cross OF by a
short path ; if R(c)<0, r goes from DE to DE' (or vice versa) and the value of q alters
only slightly; but if R (c) > 1, r goes from BC to B' C\ and so q is not a one-valued function
of c so far as circuits round c = +1 are concerned ; to make q a one-valued function of c,
we cut the c-plane from + 1 to +oo ; and then for values of c in the cut plane, q is
determined as a one-valued analytic function of c, say q (e), by the formula q (c^e*** 7 ^
where

as may be seen from § 6*3, by using the method of § 5*22.

If c describes a circuit not surrounding the point c = l, q(c) is one-valued, but T(C) is
one-valued only if, in addition, the circuit does not surround the point c*=Q.
21*72. The periods, regarded as functions of the modulus.
Since K— ^n-Bs2 (0, q) we see from § 21*712 that K is a one-valued analytic function of
c{*=k2) when a cut from 1 to +oo is made in the d-plane; but since K'=* —irK, we see
that K' is not a one-valued function of c unless an additional cut is made from 0 to - oo ;
it will appear later (§ 22*32) that the cut from 1 to +co which was necessary so far as
K is concerned is not necessary as regards K'.
21*73. The inversion-problem associated with W.eierstrassian elliptic functions.
It will now be shewn that, when invariants g2 and gz are given, such that g^=^^lg^?, it
is possible to construct the Weierstrassian elliptic function with these invariants; that is
to say, we shall shew t h a t it is possible to constructt periods 2G>!, 2<D2 such that the function
p (z | a>!, a>2) has invariants g2 and g3.
The problem is solved if we can obtain a solution of the differential equation

of the form y = jf> (z \ <»i, a>2).

We proceed to effect the solution of the equation with the aid of Theta-functions.
Let v = Az, where A is a constant to be determined presently.

* We have seen that EE' can be so chosen that f(r)-c has no zeros either on EE' or on
the small circular arcs.
f On tbe actual calculation of the periods, Bee B. T. A. Innes, Proc. Edinburgh Royal Soc.
XXVII. (1907), pp. 357-368.
21712-2T8] THE THETA FUNCTIONS 485

By the methods of § 21*6, it is easily seen that

and hence, using the results of § 21-2, we have

Now let eu «2, e3 be the roots of the equation fyz - g& - gz=®> chosen in such an order
that {eY - e2)l(ex - e3) is not* a real number greater than unity or negative.
In these circumstances the equation
«i-«2 V(O|r)

possesses a solution (§ 21*712) such that / ( r ) > 0 ; this equation determines the parameter
r of the Theta-functions, which has, up till now, been at our disposal.

Choosing r in this manner, let A be next chosen so thatt

Then the function

satisfies the equation

The periods of y, qua function of zy are nA, nrjA ; calling these 2<oly 2a>2 we have

The function fp(z | a>i, a>2) may be constructed with these periods, and it is easily
2
seen that fp(z)- A2 2 ^ T
* $.* (0 | r) V (01 T) - et is an elliptic function with no pole at
the origin J ; it is therefore a constant, C, say.
If <?2, # 3 be the invariants of p(z | « t , a>2), we have

and so, comparing coefficients of powers of ^> (z), we have

0-12C, (? 2 -r^ 2 -12C 2 , G3=gs
Hence (7=0, 6^2=^, ^3=^3;
and so the function fp(z | » t , a>8) with the required invariants has been constructed.

21*8. The numerical computation of elliptic functions.

The series proceeding in ascending powers of q are convenient for
calculating Theta-functions generally, even when | q \ is as large as 09. But
it usually happens in practice that the modulus k is given and the calculation
If eiZ^L>\ t h e n O < ^ - ^ < l ; and if ^-^<:0, then 1 - ^ 1 2 . > i and
ei-ek ei-t'j ei-ek e{-ek

The values 0, 1, oo of (e{ -e2)l(ei - e3) are excluded since <723 4= 27#32.
f The sign attached to A is a matter of indifference, since we deal exclusively with even
functions of v and z.
X The terms in z~2 cancel, and there is no term in z~l because the function is even.
486 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

of Kt K' and q is necessary. It will be seen later (§§ 22*301, 22*32) that
K, K' are expressible in terms of hypergeometric functions, by the equations

but these series converge slowly except when | k | and | hi | respectively are
quite small; so that the series are never simultaneously suitable for numerical
calculations.
To obtain more convenient series for numerical work, we first calculate q
as a root of the equation k = %2 (0, q)/%2 (0, q), and then obtain K from the
formula K= z^** ^'

The equation k = V (0, q)/%* (0, q)

is equivalent to* */V = ^ 4 (0, q)/% (0, q).

Writing 2e = -f,, (so that 0 < e < ^ when 0 < k < 1), we get

4 (0,q) %(0,q*)'
We have seen (§§ 21*7l-21*712) that this equation in qA possesses a
solution which is an analytic function of e4 when | e | < ^', and so q will be
expansible in a Maclaurin series in powers of e in this domainf.
It remains to determine the coefficients in this expansion from the
equation
9 2

q g+
which may be written
q= e + 2q*€- q* + 2q™€- q26 + ...;
the reader will easily verify by continually substituting e -f 2q*e — ^ + ...
for q wherever q occurs on the right that the first two termsj are given by
q = e + 2e8 + 15e9 + 15O€1S + 0 (e17).
It has just been seen that this series converges when | e | < ^.
[NOTE. The first two terms of this expansion usually suffice; thus, even if k be as
large as ^(0-8704) = 0-933..., 6 = J , 2e5 = 0'000O609, 15*9 = 0-0000002.]
Example. Given k*=*k'—\IJ% calculate q, K, K' by means of the expansion j u s t
obtained, and also by observing that r = i, so that q = e~n.
[2 = 0*0432139, K=K'~ 1854075.]

* In numerical work 0 < k < 1, and so q is positive and 0 < K/k' < 1.
t The Theta-functions do not vanish when \q\<l except at g = 0, so this gives the only
possible branch point.
X This expansion was given by Weierstrass, Werke, n. (1895), p. 276.
21-9] THE THETA FUNCTIONS 487
21 "9. The notations employed for the Theta-functions.
The following scheme indicates the principal systems of notation which have been
employed by various writers; the symbols in any one cplumn all denote the same
function.

Si (rrz) S(*z) Jacobi

h(z) Tannery and Molk

Bi (coz) 62 (coz) #3 (««) Briot and Bouquet

B3(z) Weierstrass, Halphen, Hancock

$(z) Jordan, Harkness and Morley

The notation employed by Hermite, H. J. S. Smith and some other mathematicians is

expressed by the equation

with this notation the results of § 21*11 example 3 take the very concise form

Cayley employs Jacobi's earlier notation (§ 21 62). The advantage of the Weierstrassian
notation is that unity (instead of it) is the real period of 03 (z) and 60 {z).
Jordan's notation exhibits the analogy between the Theta-functions and the three
Sigma-functions denned in § 20*421. The reader will easily obtain relations, similar
to that of § 21*43, connecting 6r (z) with ur {%<*&) when r= 1, 2, 3.

REFERENCES.
L. EULER, Opera Omnia, (1), xx. (Leipzig, 1912).
C. G. J. JACOBI, Fundamenta Nova* (Konigsberg, 1829); Oes. Math. Werke, 1.
pp. 497-538.
C. HERMITE, Oeuvres Mathematiques. (Paris, 1905-1917.)
F. KLEIN, Vorlesungen iiber die Theorie der elliptischen Modulfunktionen (Ausgear-
beitet und vervollstandigt von R. Fricke). (Leipzig, 1890.)
H. WEBER, Elliptische Funktionen und algebraische Zahlen. (Brunswick, 1891.)
J. TANNERY et J. MOLK, Fonctions Elliptiques. (Paris, 1893-1902.)
MISCELLANEOUS EXAMPLES.
1. Obtain the addition-formulae
•»i (y+*) $i (y - *) V = V (y) h2 (*) - V (y) ^ 2 W = V (y) VW - V (y) ^i 2 W,
42 (y+z) 3 2 (y - *) ^42 - -942 (y) ^22 W - V (3/) V (2) - V (y) ^i 2 («),
(*)=S22 (y) V
^3 (y+2) ^3 (y - ^) V = V (y) ^>32 W - ^i2 (y) V W - ^32 (y) V
W - -»22 (y) V («).
^ (y+z) $* (y - ^) ^42=^32 (y) V M - -»22 (y) V W=^ 4 2 (y) V
(z) - V (y) V (*).
(Jacobi.)
* Reprinted in his Ge«. i¥at/i. IfVrfce, 1. (1881), pp. 49-239.
488 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

2. Obtain the addition-formulae

and, by increasing y by half periods, obtain the corresponding formulae for

* r ( y + * ) S r ( y - * ) W and 3 r (y+s;4 r (y-*)V>
where r = 1, 2, 3. (Jacobi.)
3. Obtain the formulae

2 (y ± 2) h (y + 2) 3 2 3 3 - 3 2 (y) 3 3 (y) ^ (*) S* («) + 5, (y) 3 4 (y) ^

(y ± *) ^ (y+^) ^2^4=-»2 (y) ^ (y) ^ (*) ^4 W + ^i (y) ^ (y) ^i

(Jacobi.)
4. Obtain the duplication-formulae
•»2 (2y) ^ V = V (y) V (y) - V (y) V (y),
3 3 (2y) S8 V - V (y) V (y) - V (y) 422 (y),

(Jacobi.)
5. Obtain the duplication-formula
•»i (2y) ^2^3^4=a»! (y) 3 2 (y) ^ 3 (y) ^4 (y).
(Jacobi.)
6. Obtain duplication-formulae from the results indicated in example 2.
7. Shew that, with the notation of § 21*22,

8. Shew that

2[1133]=[1133]' + [3311]/-[4422]/ + [2244]/,

2[1144] = [1144]/4-[4411]/-[3322]/ + [2233]',
2 [2233] = [2233]' 4- [3322]' - [4411]' + [1144J,
2 [2244] = [2244]' + [4422 J - [3311]' + [1133]',
2 [3344] = [3344J + [4433J - [221 l j + [1122]'.
(Jacobi.)
9. Obtain the formulae

4=2?* n
n«=l

10. Deduce the following results from example 9 :

S (l-g*-i)««2tf*A'*-*, O
6 z
S (l-^) ^^" q Jl
n=l
(l+q*1)6
l

n=l n
n=l (Jacobi.)
 THE THETA FUNCTIONS 489

4
11. By considering / e2"** dz taken along the contour formed by the parallelogram
J ^4 \z)
whose corners are - JTT, JTT, \-n -f TTT, - JTT4- frr, shew that, when n is a positive integer,

and deduce that, when | /(z) | <$/(7rr),

12. Obtain the following expansions :

£ 4 ;
S3(z) n2i l-q2n '
each expansion being valid in the strip of the 2-plane in which the series involved is
absolutely convergent.
(Jacobi.)
13. Shew that, if | I(y) \ < / (wr) and \I{z)\<I (wr), then
3 (V 4-Z\ 3 '
2 2 ^"sin (
7 \ = m=l n=l
(Math. Trip. 1908.)
14. Shew that, if | / (*) | < \I (rrr), then

where aM = 2 I ( - )m^(m + i
(Math. Trip. 1903.)
1 2ni9
[Obtain a reduction formula for an by considering j{Si(z)}- e dz taken round the
contour of example 11.]
15. Shew that
^LW-rootf + 4 2 g»Bin2*

is a doubly-periodic function of 2 with no singularities, and deduce that it is zero.

Prove similarly that

°° g 8 * - 1 s i n 2g
44 n
(z) "
?
_(£) •

16. Obtain the values of k, tfy K, K' correct to six places of decimals when
[£=0-895769, ^=0-444518,
^=2-262700, K' = 1 658414.]
490 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXI

17. Shew that, if w+x+y + 2=0, then, with the notation of § 21-22,

_ =0.
18. Shew that
*) ^ij(y)J L
,
«) 2 3 ^ ( y ) ^
19. By putting #—y = 2, w=3# in Jacobi's fundamental formulae, obtain the following
results :
•V (*) ^ (3*) + V (*) ^ (3r) = V (2*) K
^3 3 (a?) ^3 (3*) - V (*) ^4 (3a?) = V (2a?) 3 2 ,

20. Deduce from example 19 that

W^4 (3a?) V } f
(Trinity, 1882.)

21. Deduce from Liouville's theorem that

2Sl(z).%(z)S3(z)Si(z)
Sx(2z)^2 (0)S3 (0)^(0)
is constant, and, by making s-#-0, that it is equal to 1.
Hence, by comparing coefficients of z2 in the expansions of
, Sx (22) , . S (Z) $ (Z)
l0 and l
8sshr) ^ &
by Maclaurin's theorem, deduce that
sr(Q) V(Q) V(Q) V(Q)

Hence, after the manner of § 21*41, deduce that

^'(0) = 42 (0)5 3 (0)^(0).
[This method of obtaining the preliminary formula of § 21*41 was suggested to the
authors by Mr C. A. Stewart.]
 CHAPTER XXII
THE JACOBIAN ELLIPTIC FUNCTIONS

22*1. Elliptic functions with two simple poles.

In the course of proving general theorems concerning elliptic functions
at the beginning of Chapter XX, it was shewn that two classes of elliptic
functions were simpler than any others so far as their singularities were
concerned, namely the elliptic functions of order 2. Thefirstclass consists
of those with a single double pole (with zero residue) in each cell, the second
consists of those with two simple poles in each cell, the sum of the residues
at these poles being zero.
An example of the first class, namely p(^), was discussed at length in
Chapter xx; in the present chapter we shall discuss various examples of
the second class, known as Jacobian elliptic functions*.
It will be seen (§ 22*122, note) that, in certain circumstances, the Jacobian
functions degenerate into the ordinary circular functions; accordingly, a
notation (invented by Jacobi and modified by Gudermann and Glaisher) will
be employed which emphasizes an analogy between the Jacobian functions
and the circular functions.
From the theoretical aspect, it is most simple to regard the Jacobian
functions as quotients of Theta-functions (§ 21#61). But as many of their
fundamental properties can be obtained by quite elementary methods,
without appealing to the theory of Theta-functions, we shall discuss the
functions without making use of Chapter xxi except when it is desirable to
do so for the sake of brevity or simplicity.
2211. The Jacobian elliptic functions, sn u, en uy dn u.
It was shewn in § 21*61 that if
»,a-i(tt/V)

the Theta-functions being formed with parameter T, then

where $ = ^2 (0 | T)/^ 8 (0 | r). Conversely, if the constant k (called the

modulus^) be given, then, unless k2 ^ 1 or k2 ^ 0, a value of r can be found
* These functions were introduced by Jacobi, but many of their properties were obtained
independently by Abel, who used a different notation. See the note on p. 512.
f If 0 < & < l , and 0 is the acute angle such that sin 0=k, 0 is called the modular angle.
492 TBE TRANSCENDENTAL FUNCTI0N8 [CHAP. XXII

(§§ 21-7-21-712) for which V (01 T ) / V (01 T) = k\ so that the solution

of the differential equation

subject to the condition [-~) = 1 is

the Theta-functions being formed with the parameter T which has been
determined.
The differential equation may be written

o
and, by the methods of § 21*73, it may be shewn that, if y and u are con-
nected by this integral formula, y may be expressed in terms of u as the
quotient of two Theta-functions, in the form already given.
Thus, if

w = f' ( 1 - * ) - * ( 1 - * • * « ) - * < * * ,
Jo
y may be regarded as the function of w defined by the quotient of the Theta-
functions, so that y is an analytic function of u except at its singularities,
which are all simple poles; to denote this functional dependence, we write
y = sn (u, k),
or simply y =• sn u, when it is unnecessary to emphasize the modulus*.
The function sn u is known as a Jacobian elliptic function of u, and

[Unless the theory of the Theta-functions is assumed, it is exceedingly difficult to shew

that the integral formula defines y as a function of u which is analytic except at simple
poles. Of. Hancock, Elliptic Function*, i. (New York, 1910).]

Now write c i i ( « , * ) - | * ^ ^ (B),

Then, from the relation of § 21*6, we have

T - s n t t = c n w dd n t t (I),

* The modulus will always be inserted when it is not k.

22*12, 22*121] THE JACOBIAN ELLIPTIC FUNCTIONS 493
and from the relations of § 21 2, we have
sn* u + en2 u = 1 (II),
2 2 2
& sn w + dn u = l (Ill),
and, obviously, en 0 = dn 0 = 1 (IV)-
We shall now discuss the properties of the functions sn w, en u, dn u as denned by the
equations (A), (B), (C) by using the four relations (I), (II), (III), (IV); these four relations
are sufficient to make sn u> en uy dn u determinate functions of u. It will be assumed,
when necessary, that sn w, en u,dnu are one-valued functions of w, analytic except at their
poles; it will also be assumed that they are one-valued analytic functions of k2 when cuts
are made in the plane of the complex variable k2 from 1 to + oo and from 0 to — oo.

22*12. Simple properties of sn u, en u, dn u.

From the integral u = I (1 — t2) ~ * (1 — Jc?t2) ~~ i dt, it is evident, on writing
Jo
— t for t, that, if the sign of y be changed, the sign of u is also changed.
Hence sn u is an odd function of u.
Since sn (— u) = — sn u, it follows from (II) that en (— u) — + c n u ; on
account of the one-valuedness of en w, by the theory of analytic continuation
it follows that either the upper sign, or else the lower sign, must always be
taken. In the special case u= 0, the upper sign has to be taken, and so it
has to be taken always; hence cn(—i/) = cni*, and en it is an even function
of u. In like manner, dn u is an even function of u.
These results are also obvious from the definitions (A), (B) and (C) of
§ 2211.
Next, let us differentiate the equation sn2 u + en2 u = 1; on using equation
(I), we get
d cnu ,
—=— = — snudnu\
du
in like manner, from equations (III) and (I) we have
ddnu ,
—, = — ofc2snucnu,
du
22*121. The complementary modulus.
If Ar* + h'2 = 1 and Jc -*- + 1 as h -*• 0, kf is known as the complementary
modulus. On account of the cut in the £2-plane from 1 to + oo, k' is a one-
valued function of k.
[With the aid of the Theta-functions, we can make k'^ one-valued, by denning it to be
•»4(O|r)/3 s (O|r).]
Example. Shew that, if

J vv
then y — en (w, k).
494 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Also, shew that, if u = P (1 -t 2 ) ~ i (t2 - if2)" i dt,

Jv
then y=dn(w, k).
[These restilts are sometimes written in the form
u= P (1 - j2)-i (*'2+£2,2) -\dt= \l (1 -<
y en M J dnu

22*122. Glaisher s notation* for quotients.

A short and convenient notation has been invented by Glaisher to express
reciprocals and quotients of the Jacobian elliptic functions; the reciprocals
are denoted by reversing the order of the letters which express the function,
thus

while quotients are denoted by writing in order the first letters of the
numerator and denominator functions, thus
sc u = sn u/cn u, sd u = sn u/dn uy cd u — en u/dn u,
cs u = en u/an u, ds u = dn u/sn u, dc u = dn w/cn w.
[NOTE. Jacobi's notation for the functions sn u, en u, dn w was sinam u, cosam w,
Aam u, the abbreviations now in use being due to Gudermann tj who also wrote tn u,
as an abbreviation for tanam u, in place of what is now written sc u.
The reason for Jacobi's notation was that he regarded the inverse of the integral

Jo
as fundamental, and wrote J 0 = amw; he also wrote A<£««(1 — k2 sin2<£)' for -y*-•]
Example. Obtain the following results:

J CS

[**(\-tr*fl)-i (i+k*P)~t dt= r

Jo J d»

dc v

n
/
222. ?%« addition-theorem for the function anu.
We shall now shew how to express sn (u + v) in terms of the Jacobian
elliptic functions of u and v; the result will be the addition-theorem for the
function snw; it will be an addition-theorem in the strict sense, as it can
be written in the form of an algebraic relation connecting sn u, sn vf sn (u + v).
* Messenger of Mathematics, xi. (1882), p. 86.
f Journal fUr Math. xvm. (1838), pp. 12, 20.
X Fundamenta Nova, p. 30. As k—*-Q, a m u - ^ u .
 22*122, 22*2] T H E JACOBFAN E L L I P T I C FUNCTIONS 495
[There are numerous methods of establishing the result; the one given is essentially
due to Euler*, who was the first to obtain (in 1756, 1757) the integral of
dx
+ dy o

in the form of an algebraic relation between x and y, when X denotes a quartic function
of x and Y is the same quartic function of y.
Threet other methods are given as examples, at the end of this section.]
Suppose that u and v vary while u + v remains constant and equal to a,
say, so that
dv _
du~~
Now introduce, as new variables, sl and s2 defined by the equations
Sj = sn u, sa = sn v,
2 2
so thatJ ^ = (1 - s, ) (1 - ¥sx%
and 4 2 = (1 - s22) (1 - Jc*s2% since v2 = 1.
Differentiating with regard to u and dividing by 2^ and 2^ respectively,
we find that, for general values § of u and vy
s, = - ( 1 + !<*) sx

Hence, by some easy algebra,

^W - W " " (V - sf) (1 - fc*8lW) '

and so

on integrating this equation we have

where G is the constant of integration.

Replacing the expressions on the left by their values in terms of u and v
we get
en u dn u sn v 4- en v dn v sn w _ ~
1 - Ar2 sn2 w sn2 v ~~
* ^cta Petropolitana, vi. (1761), pp. 35-57. Euler had obtained some special oases of this
result a few years earlier.
t Another method is given by Legendre, Fonctions Elliptiques, i. (Paris, 1825), p. 20, and an
interesting geometrical proof was given by Jacobi, Journal filr Math. in. (1828), p. 376.
% For brevity, we shall denote dififerential coefficients with regard to u by dots, thus
dv .. cfiv
du du2
§ I.e. those values for which en u dn u and en v dn v do not vanish.
496 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

That is to say, we have two integrals of the equation du+ dv = 0, namely

(i) u + v = a and (ii)
sn u en v dn v + sn v en u dn u _ ~

each integra.1 involving an arbitrary constant. By the general theory of

differential equations of the first order, these integrals cannot be functionally
independent, and so
sn u en v dn v + sn v en u dn u
1 - k2 sn2 u sn2 v
is expressible as a function of u -f v; call this function /(w 4- v).
On putting v = 0, we see that f(u) = sn w; and so the function / is the
sn function.
We have thus demonstrated the result that
x sn u en v dn v 4- sn v en i* dn u
sn (w
v + v) = —j-— ,
' 1 — k? sna u sn2 v
which is the addition-theorem.
Using an obvious notation*, we may write

Example 1. Obtain the addition-theorem for sin u by using the results

—3—) =l-sin2tt, —j—)

\ du J ' \ dv
d J
Example 2. Prove from first principles that

V^ du) 1-*V« 2 2
and deduce the addition-theorem for sn u.
(Abel, Journal fur Math. n. (1827), p. 105.)
Example 3. Shew that
(U\V)-

(Cayley, Elliptic Functions (1876), p. 63.)

Example 4. Obtain the addition-theorem for sn u from the results
- * ) 42$3=$i (y) ^ ( y ) ^ W ^s(*)+^ (y) ^ (y) ^i W

given in Chapter xxi, Miscellaneous Examples 1 and 3 (pp. 487, 488). (Jacobi.)
Example 5. Assuming that the coordinates of any point on the curve

can be expressed in the form (sn u, en u dn u\ obtain the addition-theorem for sn u by

Abel's method (§ 20*312).
* This notation is doe to Glaisher, Meisengcr, x. (1881), pp. 92, 124.
22*21] THE JACOBIAN ELLIPTIC FUNCTIONS 497

[Consider the intersections of the given curve with the variable curve y=\ + mx+nx2;
one is (0, 1) ; let the others have parameters ut, w2, %, of which uly u2 may be chosen
arbitrarily by suitable choice of m and n. Shew that U\ + w2 4- u3 is constant, by the
method of § 20*312, and deduce that this constant is zero by taking
OT = 0, n = - £
Observe also that, by reason of the relations
(k2 - n2) xxx2x3 = 2?n, (k2 — n2)
we have
( 1 f ^T^j)
2
n \
2m# # = 1 2

3 — nxxx2xz) - (xx + x2) -

22*21. T/ie addition-theorems for en w and dn w.

We shall now establish the results
cnucnv — snusnvdnudnv
en (u
^— ,
1 - k2 sn2 u sn 2 1;
dn i/ dn v — Ic2 sn ^ sn v en u en v

the most simple method of obtaining them is from the formula for sn (u + v).
Using the notation introduced at the end of § 22*2, we have
(1 - A-^V)2 en2 (u + v) = (1 - &Vs22)2 (1 - sn2 (u + v)}
= (1 - k2812s22y - (sxc2d2 + fiacd,)9
2
2 4- &*«,4V - S? (1 - 522) (1 -
- s22 (1 - s,2) (1 - fcsf) -

and so en (u + v) = ± ^flp^}^ t
1 — fC2812S22

But both of these expressions are one-valued functions of u, analytic

except at isolated poles and zeros, and it is inconsistent with the theory
of analytic continuation that their ratio should be + 1 for some values of u,
and — 1 for other values, so the ambiguous sign is really definite ; putting
u = 0, we see that the plus sign has to be taken. The first formula is
consequently proved.
The formula for dn (u 4- v) follows in like manner from the identity
(1 - frsfsfY - ** (aiCack +

the proof of which is left to the reader.

498 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Example 1. Shew that

(Jacobi.)
[A set of 33 formulae of this nature connecting functions of u+v and of u- v is given
in the Fundamenta Nova, pp. 32-34.]
Example 2. Shew that
3 cnu + cnv 3 cnw-fcnv
hi sn u dn v + snvdn u dv sn wdnv+snvdn w *
so that (en w+cn v)/(sn u dn v + sn v dn u) is a function of w +v only; and deduce that it is
equal to {1 + en (u + v)}/sn (u -f v).
Obtain a corresponding result for the function («iC2 + *2ci)/(^i+^2)-
(Cayley, Messenger, xiv. (1885), pp. 56-61.)
Example 3. Shew that

2
(u+v) en2 (« - v) = (
(Jacobi and Glaisher.)
Example 4. Obtain the addition-theorem's for en (u + •»), dn (M 4- v) by the method of
§ 22*2 example 4.
Example 5. Using Glaisher's abridged notation (Messenger, x. (1881), p. 105), namely
s, c, o?=sn u, en w, dn u, and /S', (7, Z) = sn 2w, en 2w, dn 2w,
prove that

Example 6. With the notation of example 5, shew that

. l-<7 l-/> D-&C-1J2 D-C

D+ C D+JFC-V*^^(l-D)^ k'*(l + C)

J% W + D+&C D+C_k'*(l-C) k'*(\ + D)

1+/)
(Glaisher.)
22*3. jf/ie constant K.
We have seen that, if
f o
then t/ = sn (-w, k).
If we take the upper limit to be unity (the path of integration being
a straight line), it is customary to denote the value of the integral by the
symbol Kt so that sn (K> k) = 1.
[It will be seen in § 22*302 that this definition of K is equivalent to the definition as
in §21*61.]
22*3-22*302] T H E J A C O B I A N E L L I P T I C FUNCTIONS 499

It is obvious that en K = 0 and dn K= ± k'; to fix the ambiguity in sign,

suppose 0 < k < 1, and trace the change in (1 — k2t*)% as t increases from 0 to 1 ;
since this expression is initially unity and as neither of its branch points (at-
t = ± Ar1) is encountered, the final value of the expression is positive, and so
it is 4- k'; and therefore, since dn K is a continuous function of k, its value is
always + k'.
The elliptic functions of K are thus given by the formulae
s n J T = l , cni*T = 0, dn K = k\
22*301. The expression of K in terms of k.
In the integral defining K, write t — sin <f>, and we have at once
r
(1 -k* sin2
Jo
When | k | < 1, the integrand may be expanded in a series of powers of ky
the series converging uniformly with regard to <f> (by § 3*34, since sin2*1 <j> ^ 1);
integrating term-by-term (§ 4*7), we at once get

where c = h?. By the theory of analytic continuation, this result holds for
all values of c when a cut is made from 1 to -f oo in the c-plane, since
both the integrand and the hypergeoinetric function are one-valued and
analytic in the cut plane.
Example. Shew that
dk)
(Legendre, Fonctiom Elliptiques, i. (1825), p. 62.)
22*302. The equivalence of the definitions of K.
Taking u — $ir$32 in § 21-61, we see at once that sn (^n$-s2) = l and so en (^7r^32) = 0.
Consequently, 1— sn u has a double zero at Jtr332. Therefore, since the number of polea
of snM in the cell with corners 0, 2TT^32, rr (T + 1) -V> n ( r ~ *) V *s tw0 » it follows from
§ 20*13 that the only zeros of 1-snw are at the points u — \n (4m-f l+2wr) ^32, where
m and n are integers. Therefore, with the definition of § 22*3,
K= \n (4m + 1 + 2nr) V -
Now take r to be a pure imaginary, so that 0 < £ < 1, and K is real ; and we have
n = 0y so that
£rr (4m + 1) 3 3 2 = fiw (1 - & sin 2 <t>)~I d<f>,
where m is a positive integer or zero; it is obviously not a negative integer.
If m is a positive integer, since / (1 - k2 sin24>)~^d<t> is a continuous function of u and
Jo
so passes through all values between 0 and K as a increases from 0 to £TT, we can find
a value of a less than %n, such that

and so sn (hirS32)^aina < 1,

which is untrue, since sn (^TT^ 3 2 )= 1.
500 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII
Therefore m must be zero, that is to say we have

But both K and \it§<£ are analytic functions of lc when the c-plane is cut from 1 to
+ 00, and so, by the theory of analytic continuation, this result, proved when
persists throughout the cut plane.
The equivalence of the definitions of K has therefore been established.
Example 1. By considering the integral
rr ((i +) i
1 (i2y*(i
Jo
shew that sn 2K=0.
Example 2. Prove that

[Notice that when u=^K, cn2w=0. The simplest way of determining the signs to
be attached to the various radicals is to make k-+~0, #-#-1, and then snw, cuw, dn u
degenerate into sin u, cos w, 1.]
Example 3. Prove, by means of the theory of Theta-functions, that

22*31. The periodic properties (associated with K) of the Jacobian

elliptic functions.
The intimate connexion of K with periodic properties of the functions
snw, cntt, dnw, which may be anticipated from the periodic properties of
Theta-functions associated with ^ 7r, will now be demonstrated directly from
the addition-theorem.
By § 22*2, we have
, y.x sn ucnK&nK+ $nKciiudLXiu ,
sn (u
x + K)/ = z j - — pp = c&u.
1 - k2 sn2 u sn2 K
In like manner, from § 22*21,
en (w + K) = — &' sd u, dn (M + JST) = k' nd w.
TT / « r r \ en (w + ^ ) k'sdu
Hence sn (u + 2/L 7) = 3—> —• = — 77—7— = — sn«,
dn (u + K) kndu
and, similarly, en (u + 2K) = — en u, dn (u + 2K) — dn u.
Finally, sn (u + 4 i Q = — sn (^ 4- 2K) = sn i^, en (u + 4iT) = en w.
2'Aws 4iT w a period of each of the functions sn u, en u, while dn w
the smaller period 2K.
Example 1. Obtain the results
sn(tt-f#) = cdtt, cn{u + K)= -ir'sd w, dn (w + A^^^ndw,
directly from the definitions of sn u, en uy dn w as quotients of Theta-functions.
Example 2. Shew that cs u cs (K - «) = ^'.
22'31, 22*32] THE JACOBIAN ELLIPTIC FUNCTIONS 501
22*32. The constant K'.
We shall denote the integral

\\l - ?)'* (I -k'H*)~t dt

Jo
by the symbol K\ so that K' is the same function of k'2 (= c') as K is of
A2 (= c); and so

when the c'-plane is cut from 1 to + oo, i.e. when the c-plane is cut from
0 to - oo .
To shew that this definition of K' is equivalent to the definition of § 21*61, we observe
that if TT' = — 1, K is the one-valued function of £2, in the cut plane, defined by the equations
K=\*W (0 | r), *»«$,« (0 I r)-r-V (0 | r),
while, with the definition of § 21*51,
K'-twSf (0 I r'), *'2 = V (0 | O-3-V (0 | r ),
so that AT' must be the same function of Id2 as K is of k2 ; and this is consistent with the
integral definition of K' as

It will now be shewn that, if the c-plane be cut from 0 to — oo and from
1 to + oc, then, in the cut plane, K' may be denned by the equation

First suppose that 0 < h < 1, so that 0 < h' < 1, and then the integrals
concerned are real. In the integral

make the substitution

which gives
(s* - 1)* = &'* (1 - A;^) - i, (i - fcs2)* = Jfc7 (1 - P)* (1 -fc/2««)~ 4,

it being understood that the positive value of each radical is to be taken.

On substitution, we at once get the result stated, namely that
f
K = I 02 -
provided that 0 < & < 1; the result has next to be extended to complex values
of A.
502 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Consider fVk (1 -1 2 ) ~ * (1 - k2t2) ~ * dt,

Jo
the path of integration passing above the point 1, and not crossing the imaginary axis*.
The path may be taken to be the straight lines joining 0 to 1 - 8 and 1 + 5 to lc~l together
with a semicircle of (small) radius d above the real axis. If (I—*2)* and (l — k2t2)*
reduce to + 1 aW = 0 the value of the former at 1 + 5 is e~*"* &*(2 + d)*= - t ( * 8 - l ) * , where
each radical is positive ; while the value of the latter at * = 1 is + # when k is real, and
hence by the theory of analytic continuation it is always + k'.
Make 8-*-0, and the integral round the semicircle tends to zero like $; and so

N6w [Vk(l -* 2 )~*(1 -1cH2)~^dt^ (1 (&-it*)'* (l-u2) -* du,

JO Jo
which + is analytic throughout the cut plane, while K is analytic throughout the cut plane.

Hence iVk (**-1)"* (1 - ^ 2 ^ 2 ) " * dt

is analytic throughout the cut plane, and as it is equal to the analytic function K' when
0 < k < 1, the equality persists throughout the cut plane ; that is to say

when the c-plane is cut from 0 to — oo and from 1 to + oo .

ri/Jfc
Since K +- iK' = 1 (1 — t2) ~ * (1 — A'2*2)"" * dt,
Jo
we have sn (K + iK') = l/k, dn (K 4- iK') = 0;
while the value of en (K + iK') is the value of (1 — t2)* when t has followed
the prescribed path to the point l/k, and so its value is —ik'/k, not -f ik'/k.
Example 1. Shew that

Example 2. Shew that K' satisfies the same linear differential equation as K (§ 22*301
example).

22*33. The periodic propertiesl (associated with K -f iK') of the Jacobian

elliptic functions.
If we make use of the three equations
sn (K + iK') = k~\ en (K + iK') = - ik'/k, dn (K + iK') = 0,
* iv (k) > 0 because | arg c | < ir.
t The path of integration passes above the point u=k.
X The double periodicity of sn u may be inferred from dynamical considerations. See
Whittaker, Analytical Dynamics (1917), § 44.
22 33-22*341] THE JACOBIAN ELLIPTIC FUNCTIONS 503
we get at once, from the addition-theorems for sn u, en u, dn u, the following
results:
, „ rx , x snwcn( iK')dn(K + %K') + sn (A + iK')cnudnu
sn (u + A + %K )7 = -— -^—ji2— -JT=—PTF-
1 — k sn2 u sn2 (A 4- %K )
2

= A:"1 dc u,
and similarly en (?/ 4- if 4- lif 0 = — ik'k~l nc u,
dn (u 4 if -f- iJ5T') = t&' sc u.
By repeated applications of these formulae we have
r
sn (u -f 2A' 4- 2iK') = — sn u, I sn (u + 4A' -f 4i A') = sn M,
r /
| en (w + 2/T -f 21'Z') = en u, I en (u + 4A -h 4iiT ) = en u,
idn (M + 2A + 2iK') = - d n w , [dn (w + 4 A + 4iA') = dn u.
Hence the functions sn u and dn u have period 4>K + 4iK', while en w Aous
the smaller period 2K + 2iKf.

22 34. The periodic properties {associated with iK') of the Jacobian

elliptic functions.
By the addition-theorem we have
sn (u + iK') = sn (u - K + K + iK')
^k-'dctu-K)
— k~l ns u.
Similarly we find the equations
en (u -f iKr) = — ik~l ds u}
dn (u •+• i ^ ' ) = — t cs ^/.
By repeated applications of these formulae we have
sn (it + 2iK') = sn ut (sn (u -f 41'A^') = sn w,
en (u + 21'A') = - en u, \ en (u + 4iA' / ) = en w,
Un (t* + 2iA') = - dn w, [dn (u 4- 41'A') = dn u.
Hence the functions en u and dn w Aai;^ period 4>iK\ while sn ^ has the
smaller period 2iKf.
Example. Obtain the formulae
sn (u + 2mK+2niK') = (-)msn u,
en (u + 2mK+2niK') = (-)m + ncn w,
dn (u + ZmK+2niK')=(- ) n dn z/.

22*341. The behaviour of the Jacobian elliptic functions near the origin
and near iK'.
We have

y sn u — cnu dn ut -T~l sn u = 4A;2 sn2 -w en w dn u — cnu dn a (dn2 i/ 4- k2 en2 w).

a?t du6 x
'
504 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Hence, by Maclaurin's theorem, we have, for small values of | u |,

sn u = u - ^ (1 + k2) u* + 0 (u*),

on using the fact that sn u is an odd function.

In like manner

It follows that
sn (u + iK') = k-1 ns u

+ I £ M + O(i*»);
ku iSk
—i 2k2 — 1
and similarly en (u 4- iK') = -j— H ^r— iw + 0 (w8),

= -^ + ^ ^ iu+0(u*).

/£ follows that at the point iK' the functions sn vy en v, dn v have simple

poles with residues k~x, — ik~*} — i respectively.
Example. Obtain the residues of sn u, enw, dnu at iK' by the theory of Theta-
functions.

22*35. General description, of the functions sn u, en u, dn w.

The foregoing investigations of the functions sn u, en u and dn u may be
summarised in the following terms:
(I) The function sn u is a doubly-periodic function of u with periods
4if, 2iK\ It is analytic except at the points congruent to iK' or to 2K + iK'
(mod. 4/f, 2iK'); these points are simple poles, the residues at the first set all
being Ar"1 and the residues at the second set all being — AT*1; and the function
has a simple zero at all points congruent to 0 (mod. 2K, 2iK').
It may be observed that sn u is the only function of u satisfying this description; for
if <f> (u) were another such function, snu-<f> (u) would have no singularities and would be
a doubly-periodic function; hence (§ 20*12) it would be a constant, and this constant
vanishes, as may be seen by putting w = 0 ; so that <£ (w) = sn u.
When 0 < k2 < 1, it is obvious that K and K' are real, and sn u is real for
real values of a and is a pure imaginary when a is a pure imaginary.
(II) The function en u is a doubly-periodic function of u with periods
\K and 2K + 2iK' It is analytic except at points congruent to iK' or to
r
2if-f iK' (mod. 4A , 2K + 2iKf); these points are simple poles, the residues
22*35-22*4] THE JACOBIAN ELLIPTIC FUNCTIONS 505
at the first set being — ik~\ and the residues at the second set being ik~l;
and the function has a simple zero at all points congruent to K (mod. 2K, 2iK').
(Ill) The function Anu is a doubly-periodic function of u with periods
2K and MK'. It is analytic except at points congruent to iK' or to SiK'
(mod. 2K, 4fiK'); these points are simple poles, the residues at the first set
being — i, and the residues at the second set being i; and the function has
a simple zero at all points congruent to K +iK' (mod. 2K, 2iK').
[To see that the functions have no zeros or poles other than those just specified,
recourse must be had to their definitions in terms of Theta-functions.]
22*351. The connexion between Weientrassian and Jacobian elliptic functions.
If £j, e2, e3 be any three distinct numbers whose sum is zero, and if we write

we have (-f) = 4 (ex - e3)2 X2 ns2 \u cs2 \u ds2 \u

\CtU/
= 4 («! - e3f X2 us 2 Xw (ns 2 \u - 1 ) (ns 2 \u - k2)

Hence, if X2 = e! -e3 and ^2 = (e2-e^)/'(e1 -e3), then y satisfies the equation*

/dy\2

and so 63 + ^1-^3) «s2 \u (ex -e 3 )*, ./^~^\ = p(w + a; g2, gs\

I \ ei~ ev
where a is a constant. Making u -+- 0, we see that a is a period, and so
2
2 - e3) ns {u (el - e3fy,
the Jacobian elliptic function having its modulus given by the equation

22*4. Jacobi s imaginary transformation^.

The result of §21*51, which gave a transformation from Theta-functions
with parameter T to Theta-functions with parameter r = — 1/T, naturally
produces a transformation of Jacobian elliptic functions; this transformation
is expressed by the equations
sn (iu,k) = i sc (u, kr), en (in, k) -= nc (u, k')t dn (iu, k) = dc (u, k').
Suppose, for simplicity, that 0 < c < 1 and y > 0 ; let
(1 — t2) ~ * ( 1 — JcH2) ~^dt = iu,
so that iy = sn (iw, /;);
take the path of integration to be a straight line, and we have
en (iu, k) = (1 + y2)$, dn (iu, k) = (1 4- khf )*.
* The values of </2 and #3 are, as usual, - \Hc2c^ .and ^ i ^ ^ : ; -
t Fundamenta Nova, pp. 34, 35. Abel (Journal fiir Math. n. (1827), p. 104) derives the
double periodicity of elliptic functions from this result. Cf. a letter of Jan. 12, 1828, from Jacobi
to Legendiv [Jacobi, Ges. Werke, i. (1881), p. 402].
506 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Now put y « r)/(l — ^2)4, where 0 < rj < 1, so that the range of values
of t is from 0 to iij/(l — r)*)b, and hence, if t = itj( 1 - t^y the range of
values of tx is from 0 to rj.
Then <ft = t (1 - y ) " * idtj, (1 - trf = (1 - V ) " *,
2
1 - A?* = (1 - # V ) - * (1 - V ) " •,

and we have it* = P ( l - V) " * (1 - k'%2) "*idt,,

Jo
so that rj = sn (u, A/)
and therefore ?/ = sc (u, k').
We have thus*obtained the result that
sn (iu, k) — i sc (u, A;').
Also en (iu, k) = (1 4- y2)* = (1 - r ) " * = nc (w, A'),
and dn (iu, k) = (1 - Ay)* = (1 - A/27;2)i (1 - ^ 2 ) " * = dc (u, k').
Now sn (iut k) and i sc (u, k') are one-valued functions of v, and A; (in the
cut c-plane) with isolated poles. Hence by the theory of analytic continuation
the results proved for real values of u and k hold for general complex values
of u and k.

22*41. Proof of Jacobis imaginary transformation by the aid of Theta-

functions.
The results just obtained may be proved very simply by the aid of
Theta-functions. Thus, from § 2161,

where z = u/%2 (0| T),

A u coin /< /x M0IO -i%(izr\r)
and so, by § 21-51, sn («,, A) = ^ j ^ . - ^ ^ 7 ^
= — i sc (v, A;'),
where v = W T ' V (0 | r) == WT . ( - IT) V (0 | T) = - uy
so that, finally, sn (iu, k) = i sc (w, A;').
Example 1. Prove that en (m, ;C') = nc (w, /fc')i dn (lit, £) = dc (M, if) by the aid of Theta-
funetions.
Example 2. Shew that
sn (£tJT', k) = i sc (JA"; k') = ^~*,
en (JiiT', £) = (!+£)*£-*, dn (^X', ifc) = (l+ife)*.
[There is great difficulty in determining the signs of sn£iA"', cn-JiiST', <\n\iK\ if any
method other than Jacobi's transformation is used.]
 22*41, 22*42] THE JACOBTAN ELLIPTIC FUNCTIONS 507
Example 3. Shew that

Example 4. If 0 < £ < 1 and if 6 be the modular angle, shew that

sn \ (K + iKf) = elni~hi6^(cosec 0), en £ (A"+ iAT') = e~i7rt v/(cot

(Glaisher.)
22*42. Landen's transformation*.
We shall now obtain the formula

P\l - Vsin2 e.yide, = (1 + Jfc') (

Jo Jo
where sin fa = (1 + F ) sin <f> cos 0 (1 — k2 sin 2 </>)"*
and *i = (1 - ^')/(l + *')•
This formula, of which Landen was the discoverer, may be expressed by
means of Jacobian elliptic functions in the form
sn }(1 + k') u, A?21 = (14- kf) sn (u, k) cd (u, k),
on writing <f> =» a m u, fa = a m nx.
To obtain this result, we make use of the equations of § 21*52, namely

^4 (2s | 2T) ^, (22 | 2 T ) ^4 (01 2 T )

Writef Ti = 2T, and let ^ , A, A' be the modulus and quarter-periods
formed with parameter TX ; then the equation

may obviously be written

& sn (2Kz/w9 k) cd ( 2 ^ / T T , *) = *,* sn (4AZ/TT, k,) (A).
To determine kY in terms of ky put z = - 7r, and we immediately get

which gives, on squaring, kx = (1 - A/)/(l + ^'), as stated above.

To determine A, divide equation (A) by z, and then make z—>0; and
we get

A==
so that § ( 1 +k')K.
* P/«7. Trans, of the Royal Soc. LXV. (1775), p. 285.
t It will be supposed that j R (r) | < \, to avoid difficulties of sign which arise if R (r^ does
not lie between ± 1 . This condition is satisfied when 0 < & < l , for r is then a pure imaginary.
508 THE TKANSCENDENTAL FUNCTIONS [CHAP. XXII

Hence, writing u in place of 2Kz/e!ri we at once get from (A)

(1 + V) sn (ii, k) cd (u, *) - sn {(1 + k') uy kx}}
since 4>AZ/TT - 2AujK = (1 + k') u;
so t h a t Landen's result has been completely proved.
Example 1. Shew that A'lA=2Kf/K, and thence that A' = (l +V) iT.
Example 2. Shew that
en {(1 +*') u, ^ - { 1 - (1 +*') sn* (te, *)} nd (*, A),
dn {(1 + #) u, ^} = {£' + (1 - # ) cn« (M, *)} nd (w, *).
Example 3. Shew that

where ifc - 2*^/(1+*i).

22*421. Transformations of elliptic functions.
The formula of Landen is a particular case of what is known as a transformation
of elliptic functions; a transformation consists in the expression of elliptic functions with
parameter T in terms of those with parameter (a + 6r)/(c 4- dr)y where a, 6, c, d are integers.
We have had another transformation in which a—« - 1 , 6=0, c=0, rf=l, namely Jacobi's
imaginary transformation. For the general theory of transformations, which is out-
side the range of this book, the reader is referred to Jacobi, Fundamenta Nova, to Klein,
Vorlesungen ilber die Theorie der elliptischen Modvlfunktionen (edited by Fricke), and to
Cay ley, Elliptic Functions (London, 1895).
Example. By considering the transformation r 2 = r ± l , shew, by the method of
§ 22-42, that

where k2= ±ik/k', and the upper or lower sign is taken according as R (r) < 0 or R(r) > 0;
and obtain formulae for cu (Vu, lc2) and dn {ldu, 1c2).
22*5. Infinite products for the Jacobian elliptic functions*.
The products for the Theta-functions, obtained in § 213, at once yield
products for the Jacobian elliptic functions; writing a = 2KX/TT, we obviously
have, from § 22*11, formulae (A), (B) and (C),
m 4n
• ( 11 - 2q cos 2a;-f q
1 An
w=i [1 — cos 2x + q ~

c n « = 2q%k'bk~* cosx II
~ 2^2r*~1 COS 2x -I-

From these results the products for the nine reciprocals and quotients can
be written down.
There are twenty-four other formulae which may be obtained in the following manner:
From the duplication-formulae (§ 22*21 example 5) we have
1-cnw 1 , 1 1 + dnw , 1 1 dnw + cnu 1 , i
._ = sn - udc-u, = ds - u nc - uy = en - u as - u.
auu 2 2 ' snw 2 2 ' snw 2 2
* Fundamenta Nova, pp. 84-115.
22-421, 22*5] THE JACOBTAN ELLIPTIC FUNCTIONS 509
Take the first of these, and use the products for sn \u, en $11, dn $u ; we get
1 —en u _ 1 - cos x « ri — 2 (-q)ncosx + q2n\
n
snu [1 + 2 (-#)
sin.r n==1 |l4-2 cos r 4?:2n J '
( # )ncos.r4-<7
on combining the various products.
Write w + K for u, x+|*r for x, and we have
dn u 4- ^ sn u ^ 14- sin # T T J = - v

cntt coso; w=i ( 1 - 2 (—^)wsinar4-$r2nJ '

Writing u + iK' for u in these formulae we have

and the expression for ircd u + W nd w is obtained by writing cos.r for sin x in this product.
From the identities (1 - c n w ) ( l + c n w) = sn 2 #, (£sn u+idnu) (ksnu — i'dnw) = l, etc.,
we at once get four other formulae, making eight in all; the other sixteen follow in the
same way from the expressions for ds^wnc^w and cn^uds^u. The reader may obtain
these as ah example, noting specially the following:

Example 1. Shew that

Example 2. Deduce from example 1 and from § 22*41 example 4, that, if 6 he the
modular angle, then

and thence, by taking logarithms, obtain Jacobi's result

\6— 2 ( - ) n arc tan ^M+^ = arc tan s]q — arc tan v/^f34-arc tan >Jqb- ...,

* quae inter formulas elegantissimas censeri debet.' {Fund. Nova, p. 108.)

Example 3. By expanding each term in the equation
logsntt= log(2#*) — £ log £ 4-log sin x+ 2 {log (1 -q^e2™)
4-l0g(l-^e- 2 ^)-l0g(l-^n-l e 2tx)_ l0g(1 _ ? 2n-l e -2i
±2tz
in powers of e , and rearranging the resulting double series, shew that

2 ^ /?° S ^ >
m=1
en|/W|<i»/(r). ^ ?
Obtain similar series for log en u, log dn u.
(Jacobi, Fundamenta Nova, p. 99.)
Example 4. Deduce from example 3 that

log sn u du = - iwAT' - £K log £.

(Glaisher, Proc. Royal Soc. xxix.)
510 THE TBANSCENDENTAL FUNCTIONS [CHAP. XXII

22*6. Fourier series for the Jacobian elliptic functions*.

If u = 2Kx/ir, sn u is an odd periodic function of x (with period 2TT), which
obviously satisfies Dirichlet's conditions (§ 9*2) for real values of x; and
therefore (§9*22) we may expand snw as a Fourier sine-series in sines of
multiples of x, thus
00

8n'«= 2 bi
the expansion being valid for all real values of x. I t is easily seen that the
coefficients bn are given by the formula

iribn = I s n u . exp (nix) dx.

J —ir

To evaluate this integral, consider I sn u. exp (nix) dx taken round the

parallelogram whose corners are — ir, ir, irr, — 2ir + irr.
From the periodic properties of sn u and exp (nix), we see that I cancels
JV
r-v - 1 1
I ; and so, since — ir + ^ irr and ^ 7TT are the only poles of the integrand
J Z
J -2»r+irT
(qua function of x) inside the contour, with residuesf
- k~l Q IT/K) exp f- niir 4- ^ nTTiV)

and krl Q TT/^TJ exp (± nirirj

respectively, we have

Writing a; — ?r + irr for a; in the second integral, we get

{1 + (-)»<?»} J ^ sn u. exp («i«c) & = j j g * « jl - (-)»}.

Hence, when ?i. is even, bn = 0; but when n is odd

Consequently
2ir \q^ sin x q% sin Sx q% sin ox

when a? is real; but the right-hand side of this equation is analytic when
}*w exp (m'a?) and q^n exp (—nix) both tend to zero as n-»oo, and the left-
hand side is analytic except at the poles of sn u.
* These results are substantially due to Jacobi, Fundamenta Nova, p. 101.
t The factor \v{K has to be inserted because we are dealing with sn {2Kxjir).
2 2 6 , 22'61] THE JACOBIAN ELLIPTIC FUNCTIONS 511
Hence both sides are analytic in the strip (in the plane of the complex
variable x) which is defined by the inequality | / (x) | < ^ irl (r).
And so, by the theory of analytic continuation, we have the result
_2TT £ gn + * sin (2n+l)a?

(where u = 2KX/TT), valid throughout the strip | / (x) | < ^ wl (T).

Example 1. Shew that, if u = 2Kx/ny then

am«=
these results being valid when | I(x) \
Example 2. By writing x + ^n for ^ in results already obtained, shew that, if
and | I(x) |<£*T/(T),

22*61. Fourier series for reciprocals of Jacobian elliptic functions.

In the result of § 22*6, write u -f iK1 for w and consequently x + ^ TTT for x\
then we see that, if 0 > I(x) > - TT/(T),

and so (§2234)
n+
2 ? *{gw+i

2 (2iVin+1 sin

That is to say
2TT • ^ + 1 sin (2n-f l)^r

But, apart from isolated poles at the points x = mr, each side of this
equation is an analytic function of x in the strip in which

strip double the width of that in which the equation has been proved to
be true; and so, by the theory of analytic continuation, this expansion for
ns u is valid throughout the wider strip, except at the points x = mr.
512 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII
Example. Obtain the following expansions, valid throughout the strip | / (x) | < TT/(T)
except at the poles of the first term on the right-hand sides of the respective expansions:
ds u=M cosec * - ^

22*7. Elliptic integrals.

An integral of the form \R (w, x) dxy where R denotes a rational function
of w and x, and w2 is a Qt/ARTic, or CUBIC function of x (without repeated
factors), is called an elliptic integral*,
[NOTE. Elliptic integrals are of considerable historical importance, owing to the fact
that a very large number of important properties of such integrals were discovered by
Euler and Legendre before it was realised that the inverses of certain standard types of
such integrals, rather than the integrals themselves, should be regarded as fundamental
functions of analysis.
The first mathematician to deal with elliptic functions as opposed to elliptic integrals
was Gauss (§ 22 8), but the first results published were by Abelt and JacobiJ.
The results obtained by Abel were brought to the notice of Legendre by Jacobi
immediately after the publication by Legendre of the Traite des fonctions elliptiques. In
the supplement (tome in. (1828), p. 1), Legendre comments on their discoveries in the
following terms: " A peine mon ouvrage avait-il vu le jour, a peine son titre pouvait-il £tre
connu des savans Strangers, que j'appris, avec autant d'etonnement que de satisfaction,
que deux jeunes g^ometres, MM. Jacobi (C.-G.-J.) de Koenigsberg et Abel de Christiania,
avaient reussi, par leurs travaux particuliers, a perfectionner conside>ablement la the'orie
des fonctions elliptiques dans ses points les plus sieve's."
An interesting correspondence between Legendre and Jacobi was printed in Journal fur
Math. LXXX. (1875), pp. 205-279; in one of the letters Legendre refers to the claim of
Gauss to have made in 1809 many of the discoveries published by Jacobi and Abel. The
validity of this claim was established by Schering (see Gauss, Werke, in. (1876), pp. 493,
494), though the researches of Gauss (Werke, in. pp. 404-460) remained unpublished until
after his death.]
We shall now give a brief outline of the important theorem that every
elliptic integral can be evaluated by the aid of Theta-functions, combined
* Strictly speaking, it is only called an elliptic integral when it cannot be integrated by
means of the elementary functions, and consequently involves one of the three kinds of elliptic
integrals introduced in § 22*72.
+ Journal fur Math. n. (1827), pp. 101-196.
X Jacobi announced his discovery in two letters (dated June 13, 1827 and August 2, 1827) to
Schumacher, who published extracts from them in Astr. Nach. vi. (No. 123) in September 1827—
the month in which Abel's memoir appeared.
227, 2271] THE JACOBIAN ELLIPTIC FUNCTIONS 513
with the elementary functions of analysis; it has already been seen (§ 20*6)
that this process can be carried out in the special case of jw~ldxy since
the Weierstrassian elliptic functions can easily be expressed in terms of
Theta-functions and their derivates (§ 21*73).
[The most important case practically is that in which R is a real function of x and w,
which are themselves real on the path of integration ; it will be shewn how, in such
circumstances, the integral may be expressed in a real form.]
Since R (w, x) is a rational function of w and x we may write
R (w, x) = P (wy x)jQ (w, x\
where P and Q denote polynomials in w and x; then we have

Now Q (w, x) Q (— w, x) is a rational function of w2 and x, since it is

unaffected by changing the sign of w; it is therefore expressible as a
rational function of x.
If now we multiply out wP (w, x) Q (— w, x) and substitute for w2 in terms
of x wherever it occurs in the expression, we ultimately reduce it to a poly-
nomial in x and w> the polynomial being linear in w. We thus have an
identity of the form
R (w, x) = {R, (x) + wR2 (z)}/w,
by reason of the expression for w2 as a quartic in x; where RY and R2 denote
rational functions of x.

Now IR2 (x) dx can be evaluated by means of elementary functions only*;

so the problem is reduced to that of evaluating jw~1R1 (x) dx. To carry out
this process it is necessary to obtain a canonical expression for w2, which we
now proceed to do.

22*71. The expression of a quartic as the product of sums of squares.

It will now be shewn tliat any quartic (or cubicf) in x (with no repeated
factors) can be expressed in the form
[Ax(x- a)2 4- B, (x ~ £)>} [A, (x - a)2 + B2 (x - fff],
where, if the coefficients in the quartic are real, Alf Bly Aif B2, a, /3 are all
real.
* The integration of rational functions of one variable is discussed in text-books on Integral
Calculus.
f In the following analysis, a cubic may be regarded as a quartic in which the coefficient of
x* vanishes.
514 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

To obtain this result, we observe that any quartic can be expressed in

the form 8 ^ where S1, S2 are quadratic in xt say*
Si H.ajtf24- 26 1 # + d, S2 = a^x3 + 2b2x + <%.

Now, X being a constant, Sx — \S2 will be a perfect square in x if

(aj - X^) (d - Xc2) - (&! - \6 2 ) 2 = 0.

Let the roots of this equation be \ly Xa; then, by hypothesis, numbers
or, y8 exist such that
Sl - X,S2 = (a, - Xao.) O - a)8, Sx - X t S, = (aj - ^a*) (* - 0Y;
on solving these as equations in Si, S2, we obviously get results of the form
Sx = Ax(x- a)2 + Bx (x - £) 2 , 82 = A2(x- a)2 + B2 (x - /3)2,
and t h e required reduction of t h e quartic has been effected.
[NOTE. If the quartic is real and has two or four complex factors, let Si have com-
plex factors; then Xi and X2 are real and distinct since
(«! - Xa2) (d - Xc2) - (6i - X62)2
is positive when X=0 and negativet when \ =
e
When Si and S2 have real factors, say (x-£i) (^c — {i')> (# — fs) 0* ~ &')> ^ condition
that Xx and X2 should be real is easily found to be
(fc - 6) (6' - 6) (6 - &') (6' - &') > o,
a condition which is satisfied when the zeros of AS^ and those of # 2 do not interlace; this
was, of course, the reason for choosing the factors Si and £ 2 of the quartic in such a way
that their zeros do not interlace.]

22*72. The three kinds of elliptic integrals.

Let a, /3 be determined by the rule just obtained in §22*71, and, in the

integral jw^Ri (x) dx, take a new variable t defined by the equation £

., , dx
we then have —= +
w -{(A^
* If the coefficients in the quartic are real, the factorisation can be carried out so that the
coefficients in Sv and S2 are real. In the special case of the quartic having four real linear
factors, these factors should be associated in pairs (to give Sr and S2) in such a way that the
roots of one pair do not interlace the roots of the other pair; the reason for this will be seen in
the note at the end of the section.
t Unless ax : a2=h :fc2,in which case
Si-ax ( x - a ) 2 + Blt S2 = a2 {x - a ) 2 + B 2 .
X It is rather remarkable that Jacobi did not realise the existence of this homographic
substitution; in his reduction he employed a quadratic substitution, equivalent to the result of
applying a Landen transformation to the elliptic functions which we shall introduce.
2272] THE JACOBIAN ELLIPTIC FUNCTIONS 515
If we write Rx (x) in the form ± (a - /3) R* (£)> where R3 is rational, we get
CRl(x)dx^f R8(t)dt
J w
Now R> (t) + iJ, ( - t) - 2R4 (t% R3 (t) - Rz (-1) = 2*JBB (t%
where R4 and i?5 are rational functions of t2, and so

But f{(A.f + 5,) (il^ 2 + 5 2 )|

can be evaluated in terms of elementary functions by taking t* as a new

variable *; so that, if we put R4 (t2) into partial fractions, the problem of
integrating lR(w, x)dx has been reduced to the integration of integrals of
the following types:
j Bx) (A2t> + B2)}' *dtf

[{AJ* + Bx) (A2t* + B2)} - idt;

in the former of these m is an integer, in the latter m is a positive integer

and
By diflferentiating expressions of the form
«—* {(^l^2 + Bx) (A2t* 4- £2)}J, t (1 + NtJ~™ {(
it is easy to obtain reduction formulae by means of which the above
integrals can be expressed in terms of one of the three canonical forms:

(i)

(ii) j * 2 {(A,? + B>)(A2t* + B2)} ~idt,

(iii)
These integrals were called by Legendref elliptic integrals of the first,
second and third kinds, respectively.
The elliptic integral of the first kind presents no difficulty, as it can be
integrated at once by a substitution based on the integral formulae of
§§22-121, 22*122; thus, if Al9 Bly A2, B, are all positive and A.B^A.B,,
we write
Ajt^Bicsiu, k). [k'^iA.
* See, e.g., Hardy, Integration of Functions of a single Variable (Camb. Math. Tracts, No. 2).
f Exercices de Calcul Integral, i. (Paris, 1811), p. 19.
516 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Example 1. Verify that, in the case of real integrals, the following scheme gives
all possible essentially different arrangements of sign, and determine the appropriate
substitutions necessary to evaluate the corresponding integrals.

Example 2. Shew that

I sn u du = Qi log -—JT~A~ » I c n u du^k*1 arc tan (A; sd u),

I dnudu^&mu, j sc u du — ^-plog-r

f. , 1 . 1-cn u [. 1. 1+snw
I ds u du = - log
& , I dc i - log ,
J 2 l+cnw J 2 6 l-8nw'
and obtain six similar formulae by writing u+ K for u.
(Glaisher.)
Example 3. Prove, by differentiation, the equivalence of the following twelve
expressions:
u-k2jsn2udu,
jdn2udu, u — dnucsu — Jns2 u du.
2
2
Id u4- dn u sc u — kf Jnc w du, 2
k2 sn w cd u 4-#2 Jnd2 ?* cfo,
dn w sc w-.yt/2 Jsc2 u du, k'2u + k2 sn w cdu + k2k'2 jsd2udu,
2
2
u + k snucdu- 2
k Jed u duy - dn u cs w — Jcs 2 w c?w,
/:'2?fc~dn w CSM — jds>2udu> w4-dn useu — \dc2udu.
Example 4. Shew that

dul '
and obtain eleven similar formulae for the second differential coefficients of cnn w,
dnn w, ... ndnu. What is the connexion between these formulae and the reduction
formula for \tn {{Axt2+Bx) {A2t2 + B2))~h dtl
(Jacobi; and Glaisher, Messenger, xi.)
Example 5. By means of § 206 shew that, if a and ft are positive,
I' {(a»-
j -a
where ej is the real root of the cubic and
<72 = i^ (a 2 -/3 2 ) 2 -a 2 /3 2 , gz= -(a 2 -/3 2 ) {(a 2 -
and prove that, if g2 = 0y then a and /3 are given by the equations
a 8 -j8»« - 3 (2^)*, a2 + /32 = 2 V3 . | 2g3 \K
2273] THE JACOBIAN ELLIPTIC FUNCTIONS 517

Example 6. Deduce from example 5, combined with the integral formula for cnw,
that, if g3 is positive,

where a*-(^8 - f ) (2$r3)*, 0 2 = (v/3+f) (2#,)*, and the modulus is a (a*

22*73. The elliptic integral of the second kind. The function* E{u).
To reduce an integral of the type

we employ the same elliptic function substitution as in the case of that

elliptic integral of the first kind which has the same expression under the
radical. We are thus led to one of the twelve integrals
latfudu, lcn*udu, ... jnd2udu.

By § 22'72 example 3, these are all expressible in terms of u, elliptic

functions of u and fdn2udu; it is convenient to regard
i = I dn2udu
Jo
as the fundamental elliptic integral of the second kind, in terms of which all
others can be expressed; when the modulus has to be emphasized, we write
E(u,fc) in place of E(u).
We observe that

Further, since dna u is an even function with double poles at the points
2mK+(2n -f l)iK, the residue at each pole being zero, it is easy to see that
E(u) is an odd one-valued f function of u with simple poles at the poles
of dn u.
It will now be shewn that E(u) may be expressed in terms of Theta-
functions; the most convenient type to employ is the function ® (u).
n -A
d
f e 'M
Consider -y- \ -. ; '
du [vy(u)
it is a doubly-periodic function of u with double poles at the zeros of ® (u),
i.e. at the poles of dnu, and so, if A be a suitably chosen constant,
d
du
* This notation was introduced by Jacobi, Journal fur Math. iv. (1829), p. 373 [Oes. Werkey
I. (1881), p. 299J. In the Fundamenta Nova, he wrote E (am u) where we write E (M).
t Since the residues of dn2w are zero, the integral defining E (u) is independent of the path
chosen (§ 6*1).
518 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

is a doubly-periodic function of u, with periods 2K, 2iK', with only a single

simple pole in any cell. It is therefore a constant; this constant is usually
written in the form EjK. To determine the constant A, we observe that
the principal part of dn2 u at %K' is -{u-iK'y*, by §22*341; and the
residue of &(u)/®(u) at this pole is unity, so the principal part of
x- \%T^\ is - (" - iKy. Hence A = 1, so
, 2 d (@»1 E
du |©(tt)j J±
Integrating and observing that (M)' (0) = 0, we get
E (a) = & (u)/@ (u) + uE/K.
Since ©' (K) = 0, we have E(K) = E\ hence

It is usual (c£ § 22*3) to call K and E the complete elliptic integrals of the
first and second kinds. Tables of them qua functions of the modular angle
are given by Legendre, Fonctions Elliptiques, II.
Example 1. Shew that E(u+2nK) = E (u) + 2nEy where n is any integer.
Example 2. By expressing e(w) in terms of the function $i(\irujK), and expanding
about the point u^iK'y shew that

22*731. The Zeta-function Z (u).

The function E(u) is not periodic in either 2K or in 2iK\ but, associated
with these periods, it has additive constants 2E, {2iK'E — tri]\K\ it is
convenient to have a function of the same general type as E(u) which is
singly-periodic, and such a function is

from this definition, we have*

Z(u) = E (u) - uE/Ky e (u) = e (0) exp If*

22*732. The addition-formulae for E (u) and Z(u).

Consider the expression

flT7-\ - flT?\ + Ar2 sn w sn v sn (u

* The integral in the expression for 6 (u) is not one-valued as Z (t) has residue 1 at its poles;
but the difference of the integrals taken along any two paths with the same end points is 2wiri
where n is the number of poles enclosed, and the exponential of the integral is therefore one-
valued, as it should be, since 9 (u) is one-valued.
22731-22734] THE JACOBIAN ELLIPTIC FUNCTIONS 519
qua function of u. It is doubly-periodic* (periods 2K and 2iK') with simple
poles congruent to iK' and to iK' — v; the residue of the first two terms at
iK' is — 1, and the residue of sn u sn v sn (u + v) is k~l sn v sn (iK' 4- v) = A:""2.
Hence the function is doubly-periodic and has no poles at points
congruent to iK' or (similarly) at points congruent to iK' — v. By
Liouville's theorem, it is therefore a constant, and, putting u = 0, we see
that the constant is zero.
Hence we have the addition-formulae
Z (u) + Z(v) — Z (u + v) = A? sn w sn v sn (w + v),
E(u)+ E (v) - E(u + v) = A^ sn w sn v sn (u + v).
[NOTE. Since Z(w) and E (u) are not doubly-periodic, it is possible to prove that no
algebraic relation can exist connecting them with &nu, cnu and dnw, so these are not
addition-theorems in the strict senset.]

22733. Jacobis imaginary transformation\ ofZ(u).

From § 21*51 it is fairly evident that there must be a transformation of
Jacobi's type for the function Z (u). To obtain it, we translate the formula
^ a (ix | T) = ( - IT)* exp ( - iVV/ff). ^ 4 K I T')
into Jacobi's earlier notation, when it becomes

H (»« + K, k) = ( - »V)* exp ( _ ^ L _ ) © {u> k')t

and hence
cn{ [iu, k) = ( - tV)* exp ^~

Taking the logarithmic differential of each side, we get, on making use of

§224,
Z (iu, k) = i dn (u, k') sc (uy kf) - iZ (u, kf) - 7riu/(2KK').
22 734. Jacobis imaginary transformation of E(u).
It is convenient to obtain the transformation of E (u) directly from the
integral definition; we have

E (iu, k) = fm dn 2 (tt k) dt = (*dn3 (it\ k) idt'

Jo Jo
?, k')dt\
on writing t = it' and making use of § 22 4.
* 2iK' is a period since the additive constants for the first two terms cancel.
t A theorem due to Weierstrass states that an analytic function,/(z), possessing an addition-
theorem in the strict sense must be either
(i) an algebraic function of z,
or (ii) an algebraic function of exp (Tt-e/w),
or (iii) an algebraic function of p (z \ c^, w2);
where w, tau w2 are suitably chosen constants. See Forsyth, Theory of Functions (1918), Ch. xm.
X Fundamenta Nova, p. 161.
520 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Hence, from § 22*72 example 3, we have

E (iu, k) = i iu + dn (ut k') sc (u, k') - Tdna (t\ k') dt\ ,

and so E (iu, k) = iu + i dn (w, &') sc (u, k') — i2? (u, A:').

This is the transformation stated.
It is convenient to write E' to denote the same function of kr as E is of k,
i.e. E' = E(K', k'), so that

22*735. Legendres relation*.

From the transformations of E(u) and Z(w) just obtained, it is possible
to derive a remarkable relation connecting the two kinds of complete elliptic
integrals, namely

For we have, by the transformations of §§ 22733, 22734,

E (iu, k)-Z (iu, k) = iu - i {E (u, k') - Z (u, k')} + wiu/(2KK')f
and on making use of the connexion between the functions E (u, k) and
Z (u, k), this gives
iuE/K = iu - i \uE'\K') + 7riu/(2KK').
Since we may take u^O, the result stated follows at once from this
w
equation; it is the analogue of the relation rji^ — ^2^1 =0 0 ^ ^^ c ^ aro8e
in
the Weierstrassian theory (§ 20*411).
Example 1. Shew that
E(u + K) -E(u) = # - £ 2 an u cd w.
Example 2. Shew that

Example 3. Deduce from example 2 that

E (u + iAT') = \E (2w + 2iiT) -f ^ sn2 (w + iK') sn (2w + 2iK')

Example 4. Shew that

E (u + ^ 4 - iK') = ^ (M) - sn w dc w + E+ i (Kf - ^')-
Example 5. Obtain the expansions, valid when | /(#) |<iTr/ (r),

n=l * ~" *?
(Jacobi.)
* Exercices de Calcul Integral, i. (1811), p. 61. For a geometrical proof see Glaisher,
Messenger, iv. (1874), pp. 95-96.
22735-22737] THE JACOBIAN ELLIPTIC FUNCTIONS 521
22*736. Properties of the complete elliptic integrals, regarded as functions
of the modulus.
If, in the formulae E—\ (1 — k? sin3<f>)% d<f>, we differentiate under the
Jo
sign of integration (§ 4*2), we have
-TT=-\ A;sin2<f>(l~^8in8<f>)
T *d<b = — ; — .
dk Jo ^ k
Treating the formula for K in the same manner, we have

^ = f4"" ksin2 <f> ( 1 - Jfc2sin2 <f>)"%d<f> = k j sfr

udu

by § 2272 example 3 ; so that

dk~~kkf* k'
If we write k2 = c, &'2 = c, these results assume the forms
^ dE E — K ^ dK E — Kc
dc c ' dc cc'
Example 1. Shew that
2dE*
K'-E' ndK' cK'-E'
dc d ' dc cd
Example 2. Shew, by differentiation with regard to c, that EK'' + ErK- KK1 is
constant.
Example 3. Shew that K and K' are solutions of

and that E and E' — K' are solutions of

k2
' a\ (k Tk) + 1™-=°' (Legendre.)

22*737. The values of the complete elliptic integrals for small values of k.
From the integral definitions of E and K it is easy to see, by expanding
in powers of k, that
lim K » lim E = \ TT, l
lim (K - E)/k> = ] ir.
4
h+ 0 k-*>Q k--0

In like manner, lim Ef = I cos <bd<f> = 1.

It is not possible to determine lim if' in the same way because

k+ 0
(1 — k'*sin2<t>) '^ is discontinuous at <f> = 0, & = 0 ; but it follows from
example 21 of Chapter x i v (p. 299) that, when | arg& | < 7r,
522 THE TRANSCENDENTAL FUNCTIONS [CHAP. X X I I

This result is also deducible from the formulae 2iZ' = 7rr$s2,

£ = # 2 W > by making
q -*• 0; or it may be proved for real values of k by the following elementary method:

By § 22-32, K' = (* (t*-&)~4 (l-fl)-4dt; now, whenk<t<Jk,(l-fl) lies between

Jk
1 and l - £ ; and, when >Jk<t<l, (fi-JF)/? lies between 1 and 1 -k. Therefore Kf lies
between
( * k * ) i d ( *( ( l » ) * *

and ( ) J J ( ) d t +
(t*JP)ldf
and therefore

where
Now lim [2 (1 -6k)~t log {1 + ^ ( 1 - *)} - log 4]=0,
lim {1 - (1 - 6k) - 4} log £=0,
A0
and therefore lim {K1 - log (4/*)}=0,
which is the required result.
Example. Deduce Legendre's relation from § 22*736 example 2, by making k-*~0.

22*74. The elliptic integral of the third kind*.

To evaluate an integral of the type

{(Atf 4- B,) (A2t*+B>)} - 4 dt

in terms of known functions, we make the substitution made in the corre-

sponding integrals of the first and second kinds (§§ 2272, 22*73). The
integral is thereby reduced to

v
'
where a, )9, v are constants; if v = 0, — 1, oo or — A*2 the integral can be
expressed in terms of integrals of the first and second kinds; for other values
of v we determine the parameter a by the equation p = — k2 sn2 a, and then it
is evidently permissible to take as the fundamental integral of the third kind
fu A3 sn a en a dn a sn2 u ,
^ Jo 1 — k2 sn2 a sn9 u
To express this in terms of Theta-functions, we observe that the inte-
grand may be written in the form
^ A;2 sn u sn a {sn (u + a) + sn (u - a)} = ~ {Z (w - a) - Z (w + a) 4- 2Z (a)},

* Legendre, Exercices de Calcul Integral, I. (1811), p. 17; Fonctions Elliptiques, i. (1825),

pp. 14-18, 74, 75; Jacobi, Fundamenta Nova (1829), pp. 137-172; we employ Jacobi's notation,
not Legendre's.
 2274, 2 2 7 4 1 ] THE JACOBIAN ELLIPTIC FUNCTIONS 523

by the addition-theorem for the Zeta-function; making use of the formula

Z (u) — & (u)/B (u), we at once get

a result which shews that U(u, a) is a many-valued function of u with

logarithmic singularities at the zeros of % (u ± a).
Example 1. Obtain the addition-formula*

— 11 1 -k2 an a &n u f*n v an (u+v-a)

(Legendre.)
(Take x \y: z :w=*u :v :±a :u+v±a in Jacobi's fundamental formula

Example 2. Shew that

n (w, a) - n (a, i») s wZ (a) - az («).
(Legendre and Jacobi.)
[This is known as the formula for interchange of argument and parameter.]
Example 3. Shew that

+ wA?2 sn a sn 6 sn (a + 6).
. . (Jacobi.)
[This is known as the formula for addition of parameters.]
Example 4. Shew that
II (tw, ia + K, k)=n (u, a + A"', ir')- (Jacobi.)
Example 5. Shew that
- » , a - 6 ) - 2 n ( « l a)-2n(v, 6)

and obtain special forms of this result by putting v or b equal to zero. (Jacobi.)
22*741. A dynamical application of the elliptic integral of the third kind.
It is evident from the expression for n (w, a) in terms of Theta-functions that if u, a, k
are real, the average rate of increase of n (uy a) as u increases is Z (a), since e (u±a) is
periodic with respect to the real period 2K.
This result determines the mean precession about the invariable line in the motion of
a rigid body relative to its centre of gravity under forces whose resultant passes through
its centre of gravity. It is evident that, for purposes of computation, a result of this nature
is preferable to the corresponding result in terms of Sigma-functions and Weierstrassian
Zeta-functions, for the reasons that the Theta-functions have a specially simple behaviour
with respect to their real period—the period which is of importance in Applied Mathe-
matics—and that the ^-series are much better adapted for computation than the product
by which the Sigma-function is most simply denned.
* No fewer than 96 forms have been obtained for the expression on the right. See Glaisher,
Messenger, x. (1881), p. 124.
524 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

22*8. The lemniscate functions.

The integral I (1 —tf4)" * dt occurs in the problem of rectifying the arc of

Jo
the lemniscate*; if the integral be denoted by <f>, we shall express the
relation between <f> and x by writing^* x = sin lemn <f>.
In like manner, if

we write
x = cos
and we have the relation
sin lemn <j> = cos lemn ( ^ w — <f>\.

These lemniscate functions, which were the first functionsJ defined by the
inversion of an integral, can easily be expressed in terms of elliptic functions
with modulus 1/V2; for, from the formula (§ 22122 example)
rsdu
ft-
J0
it is easy to see (on writing y = t \/2) that
sin lemn <j> = 2 " * sd (<f> V2, 1/V2);
similarly, cos lemn <f> — cn(<f> *J% l/\/2).
Further, ^ w is the smallest positive value of £ for which
cn(tf>V2, l/V2) = 0,
so that tsr = *J2K0f
the suffix attached to the complete elliptic integral denoting that it is
formed with the particular modulus 1/V2.
This result renders it possible to express K* in terms of Gamma-functions,
thus

- 2 - * r a) r (i)/r a) = i»-
a result first obtained by Legendre§.
Since k » fc' when & = 1/V2, it follows that Ko — Ko', and so qQ« 6~*.
• The equation of the lemniscate being r ^ a 2 cos 20, it is easy to derive the equation

t Gauss wrote si and cl for sin lemn and cos lemn, Werke, in. (1876), p. 493.
X Gauss, Werke, in. (1876), p. 404. The idea of investigating the functions occurred to Gauss
on January 8, 1797.
§ Exercices de Calcul Integral, i. (Paris, 1811), p. 209. The value of Ko is 1*85407468...,
where w=2-62205756...
22*8, 22 # 81] THE JACOBIAN ELLIPTIC FUNCTIONS 525

Example 1. Express Ko in terms of Gamma-functions by using Kumrner\s formula

(see Chapter xiv, example 12, p. 298).
Example 2. By writing £ = (1 -w 2 )^ in the formula

shew that 2*j£o« f* (l-u*)~

and deduce that 2E0 - Ko -* 2rr* {r (£)} - *.

Example 3. Deduce Legendre's relation (§ 22*735) from example 2 combined with
§ 22736 example 2.
Example 4. Shew that
• i 9J 1—coslemn2d>
sin lemn2 </> = -. ~ .
^ 1+coslemn2</>

22*81. The values of K and K' for special values of k.

It has been seen that, when k.— l/J^, K can be evaluated in terms of Gamma-functions,
and K=K'; this is a special case of a general theorem* that, whenever
K'

where a, b, c, c?, n are integers, k is a root of an algebraic equation with integral

coefficients.
This theorem is based on the theory of the transformation of elliptic functions and is
beyond the scope of this book; but there are three distinct cases in which k, A", K' all
have fairly simple values, namely
(I) £
(II) k
(III) £
Of these we shall give a brief investigation t.
(I) The quarter-periods with the modulus J2 — 1.
Landen's transformation gives a relation between elliptic functions with any modulus k
and those with modulus ^ = (1 — &')/(l+k'); and the quarter-periods A, A' associated with
the modulus kx satisfy the relation A'/A=*2K'/K.
If we choose k so that kx = k\ then A = Kr and k{—k so that A' = /f; and the relation
A7A=2A''/A"gives A/2=2A2.
Therefore the quarter-periods A, A' associated with the modulus kx given by the
equation kx=*(\ —^/(l+jfcj) are such that A ' = ± A V 2 ; i.e. if ^, = ^2 — 1, then A' = A v /2
(since A, A' obviously are both positive).
(II) The quarter-period* associated with the modulus sin ^»rr.
The case of ir = sin 1 W was discussed by Legendrej; he obtained the remarkable
result that, with this value of k>

* Abel, Journal fur Math. in. p. 184 [Oeuvre*, I. (1881), p. 377].

t For some similar formulae of a less simple nature, see Kronecker, Berliner Sitzunysberichte,
1857, 1862.
X Exercices de Calcul Intigral, i. (1811), pp. 59, 210; Fonctions Elliptiques, i. (1825),
pp. 59, 60.
 526 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

This result follows from the relation between definite integrals

To obtain this relation, consider I(1 — z*)~ *dz taken round the contour formed by the
part of the real axis (indented at *=1 by an arc of radius R~x) joining the points 0 and
iZ, the line joining Re*** to 0 and the arc of radius R joining the points R and Re***; as
R-+~<n, the integral round the arc tends to zero, as does the integral round the indentation,
and so, by Cauchy's theorem,

P•(l-^)-*«te+if"\a*-l)-±dx+elri f°
on writing co and.aw*** respectively for z on the two straight lines.
Writing

b P
P -1)-*<&•==/2
we have /!+i/s-i(l+»V8)/s;
so, equating real and imaginary parts,

and therefore /i
which is the relation stated*.
Now, by § 22-72 example 6,

where the modulus is a (a2+/3a)" • and

so that
We therefore have

when the modulus k is sin ^ w .

(Ill) The quarter-periods with the modulus tan2 Jw.
If, in Landen's transformation (§ 22*42), we take £=1/^/2, we have
now this value of k gives

and the corresponding quarter-periods A, A' are J (1 + 2 ~ 4) KQ and (1 + 2 " ) 0

Example 1. Discuss the quarter-periods when k has the values (2^2-2)*, sin
and *
* Another method of obtaining the relation is to express Ilt I2, J3 in terms of Gamma-
functions by writing **,«"*, ( M - 1 ) * respectively for x in the integrals by which Ilf Z2, J3 are
defined.
22*82] THE JACOBIAN ELLIPTIC FUNCTIONS 527

Example 2. Shew that

2**"*'- n (i+e % (
n=0 n=l
(Glaisher, Messenger', v.)
Example 3. Express the coordinates of any point on the curve y2—^ — 1 in the form
^ 2. 3^ sn u dn M

where the modulus of the elliptic functions is sin ^TT, and shew that ~=3~^y.

By considering / y~1dx =3 • / o?w, evaluate 2T in terms of Gamma-functions when

;i Jo

Example 4. Shew that, when y2«=#3— 1,

and thence, by using example 3 and expressing the last integral in terms of Gamma-
functions by the substitution x—t~*, obtain the formula of Legendre (Calcul Integral,
p. 60) connecting the first and second complete elliptic integrals with modulus sin ^ir :

Example 5. By expressing the coordinates of any point on the curve Y2—\ — X* in

the form
3* (1 - en v) ir
1+cn-y (1+cnvY
in which the modulus of the elliptic functions is sin ^7r, and evaluating

in terms of Gamma-functions, obtain Legendre's result that*, when

22*82. A geometrical illustration of the functions sn w, en w, dn u.

A geometrical representation of Jacobian elliptic functions with k =1/^/2 is afforded by
the arc of the lemniscate, as has been seen in § 22*8; to represent the Jacobian functions
with any modulus k (0 < k < 1), we may make use of a curve described on a sphere, known
as Seiffert}s spherical spiral f.
Take a sphere of radius unity with centre at the origin, and let the cylindrical polar
coordinates of any point on it be (p, <f>, 2), so that the arc of a curve traced on the sphere
is given by the formula J
(d)**(dt)2 (l- p 2 ) - 1 (dp)*.
* It is interesting to observe that, when Legendre had proved by differentiation that
EK' + E'K- KK' is constant, he used the results of examples 4 and o to determine the constant,
before using the methods of § 22-8 example 3 and of § 22*737.
t Seiffert, Ueber eine neue geometrische EivfUhrung in die Theorie der elliptischen Funktionen
(Charlottenburg, 1896).
X This is an obvious transformation of the formula (ds)2 = {dp)2 + p'2 (d<p)2 + (dz)2 when p and z
are connected by the relation /52 + z'i = l.
528 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

Seiffert's spiral is defined by the equation

where s is the arc measuredfiromthe pole of the sphere (i.e. the point where the axis of z
meets the sphere)-and k is a positive constant, less than unity 4 .

For this curve we have

and so, since s and p vanish together,

The cylindrical polar coordinates of any point on the curve expressed in terms of tha
arc measured from the pole are therefore
(p, <£, z) = (sn 8, ks, cu s);
and dn s is easily seen to be the cosine of the angle at which the curve cuts the meridian.
Hence it may be seen that, if K be the arc of the curve from the pole to the equator, then
sn s and en s have period 42T, while dn s has period 2K.

REFERENCES.
A. M. LEGENDRE, TraitS des Fonctions Elliptiques (Paris, 1825-1828).
C. G. J. JACOBI, Fundamenta Nova Theoriae Functionum Ellipticarum (Kftnigsberg,
1829).
J. TANNERY et J. MOLK, Fonctions Elliptiques (Paris, 1893-1902).
A CAYLEY, Elliptic Functions (London, 1895).
P. F. VERHULST, Traiti (limentaire des fonctions elliptiques (Brussels, 1841).
A. ENNEPER, Elliptische Funktionen, Zweite Auflage von F. Miiller (Halle, 1890).

MISCELLANEOUS EXAMPLES.

1.. Shew that one of the values of

(/dnu + cnu\* /dnu-cnu\$\ (/ l - s n u \* / 1 + sn^ \h
\\ 1+cnw / \ 1-cnic / J \\dnu-Vanu) ydnu+Vmu) J
is 2 (1+ V). (Math. Trip. 1904.)
2. If x+iy=sn3 (u+iv) and x - iy=sn2 (u - iv\ shew that

(Math. Trip. 1911.)

3. Shew that

4. Shew that
1 +cn (• + •) en <«- , ) _ I F r

(Jacobi.)
, the curve is imaginary.
 THE JACOBrAN ELLIPTIC FUNCTIONS 529

_ 1+cn (u + v) en (u- v) . -
5 Express
r . ,—-—~—-, t
{ as a function of sns2 u + sns2 v.
l+dn(?i + v)dn(tt-v)
(Math. Trip. 1909.)
6. Shew that
sn w dn t/ en v - sn v dn v en w
•
(Jacobi.)
7. Shew that

(Math. Trip. 1914.)

8. Shew that

9. Shew that
2snucnudnv
sin am am u-«

f / v / x» en2 v — sn2 v dn2 w

{am («+») -am («-.)}- 1 _ p - ? _ 5 _ .
(Jacobi.)
10. Shew that
dn (u+v) dn (w - v)
and hence express

as a rational function of jp (u) and $> (v). (Trinity, 1903.)

11. From the formulae for en (2IT— u) and dn(2^T-w) combined with the formulae
for 14- en 2u and 1 +dn 2u, shew that
(l-cn§iT)(l+dn|iT)-l. (Trinity, 1906.)
12. With notation similar to that of § 22*2, shew that

81-$2 s
and deduce that, if «! + u2 + us+ui*=2Ki then
-#2) (^-# 4 ).
(Trinity, 1906.)
13. Shew that, if w + v 4-10=0, then
1 - dn a w — dn 2 V —
(Math. Trip. 1907.)
14. By Liouville's theorem or otherwise, shew that
dnudn (u + w)-dn vdn (v+w)**& {sn ven utm (v + w)cn (u + w)
- s n wen vsn(w + w)cn (*+w)}.
(Math. Trip. 1910.)
16. Shew that
2 en Uj en t/3 sn (1*2-1*3) dn ux + sn (1*2 - %) sn (ws - u^ sn {ux - tij) du nt dn u% dn 1*3=0,
the summation applying to the suffices 1, 2, 3. (Math. Trip. 1894.)
530 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

16. Obtain the formulae

sn 3^ = 4/2), cn3w = J3/Z), dn 3u
where J = 3*

and
17. Shew that
1 - dn 3M _ / I - d n M\ /l+«idn^4-q 2 dn 2 M + a3 dn3 u + a4 dn4 w\ 2
1 + dn 3w \1 + dn u) \1 — aj dn u + a2 dn2 u — a3 dn3 w+a 4 dn4 w/ J
where %, a2, a3, a4 are constants to be determined. (Trinity, 1912.)
18. If

sn 2u en ^

Determine the poles and zeros of P (u) and the first term in the expansion of the
function about each pole and zero.
(Math. Trip. 1908.)
19. Shew that
= J?/i), dn (ux + u2 + w3)»C/2),
where

+2

7)= 1 -
and the summations refer to the suffices 1, 2, 3. (Glaisher, Messenger, xi.)
20. Shew that
sn
where

-k2s12s22s52) -

(Cayley, Journal fur Math, XLI.)

21. By applying Abel's method (§ 20*312) to the intersections of the twisted curve
—1? 22-f£2#2««l with the variable plane ^ + m y + ^ a l , shew that, if

then = 0.
s2 c2 a\

Obtain this result also from the equation

(«2-«l)( c 3 r f 4- c 4*) + (*4
which may be proved by the method of example 12.
(Cayley, Messenger, xiv.)
 THE JACOBIAN ELLIPTIC FUNCTIONS 531

22. Shew that

by expressing each side in terms of si9 s2y «3, *4; and deduce from example 21 that, if

then *4 Cj d2 + «s c2 dx + s2 c3 d4 + jj c4 <£3 = 0,
«4 c2 dx + «3 ct d2 + s2 ^4 ^ 3 + h c3 dA=0.
(Forsyth, Messenger, xiv.)
23. Deduce from Jacobi's fundamental Theta-function formulae that, if

2
then k f s
(Gudermann, Journal fur Math, xvin.)
24. Deduce from Jacobi's fundamental Theta-function formulae that, if

then IP («i32c3c4 - c ^ ^ ) — dxd2 -|- o?3o?4 = 0,

(H. J. S. Smith, Proc. London Math. Soc. (1), x.)

25. If Wj + ^ - f ^3-4-^4 = 0, shew that the cross-ratio of sn uu sn u2, sn w3, sn ?*4 is equal
to the cross-ratio of sn (ux + K\ sn (v^+K), sn (^3+^), sn (w4 + K).
(Math. Trip. 1905.)
26. Shew that
sn (u + v) sn (it - v) sn2 (M - ?;)
) cu(w — v) cn 2 (w- v)

(Math. Trip. 1913.)

2
27. Find all systems of values of u and v for which sn (u+iv) is real when u and v
are real and 0 < k2 < 1. (Math. Trip. 1901.)
28. If V=l{a~l-a)2, where 0 < a < l , shew that

s n
2

and that sn 2 f 2T is obtained by writing - a ~l for a in this expression.

(Math. Trip. 1902.)
29. If the values of en z, which are such that en 3z — a, are cu c2, ... c0, shew that

3£* n cr + ^'4 2 cr = 0.
(Math. Trip. 1899.)
30 If a + s n ^ + ?j) 6 + cn(it + y) cjdn(i< + y)
-i;) 6-fen (w- v) ~" c + dn(w — v)'
and if none of snt>, enw, dn«, 1 — ^ 2 sn 2 wsn 2 -u vanishes, shew that w is given by the
equation
& (y(/2a2-f 6 2 ~ c2) sii2 w ^ s + ^ - c * .
(King's, 1900.)
532 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

31. Shew that

n
(Math. Trip. 1912.)
32. Shew that

(Math. Trip. 1904.)

33. Shew that if k be so small that £* may be neglected, then
snu —sin w—^2cosw.(w— sin wcosw),
for small values of u. (Trinity, 1904.)

34. Shew that, if | / (*) | < %«1 (r), then

Iog«(Mk/r)-log«.-ijiJp^5.
(Math. Trip. 1907.)
[Integrate the Fourier series for sn {2Kxjn)dc (2Kx/n).]
35. Shew that
f**l^sn*tt ^ >
o
(Math. Trip. 1906.)
[Express the integrand in terms of functions of 2u.]
36. Shew that

where 2iT.a:=ww, 2Jfy=»rt>. (Math. Trip. 1912.)

37. Shew that

j o (l+cuw)dn 2 w
(Math. Trip. 1903.)
38. Shew that
/ fa+* J i H-^snasnyS
A: / snt*cfo=log-—= ^.
J a-fi 1—if:snasnj3
(St John's, 1914.)
39. By integrating je^dnucsudz round a rectangle whose corners are ±i*r,
± \ n 4- oo i (where 2Kz~ nu) and then integrating by parts, shew that, if 0 < 1cl < 1, then
/•JT

I cos (rru/K) log snudu = ^K tanh (i TTIT).

Jo
(Math. Trip. 1902.)
40. Shew that K and A ' satisfy the equation

where c«=£2; and deduce that they satisfy Legendre's equation for functions of degree
- \ with argument 1 — 2/r2.
 THE JACOBIAN ELLIPTIC FUNCTIONS 533

41. Express the coordinates of any point on the curve x*+yz= 1 in the form
_ 2 . 3^ sn u dn u - (1 - en u)2 2*gLcosT32?r (1-cn u) {1+tan^w en u}
2. 3^sn udn w + (l - e n ?«)2> 2.3isn t* dn w + ( l - c n u)2
the modulus of the elliptic functions being sin ^ n; and shew that

P (l-*3)~*cte- fy(l-y3)""^rfy = 2 ~ ^ . 3 ^ .
Jx JO
Shew further that the sum of the parameters of three collinear points on the cubic is a
period.
[See Richelot, Journal fur Math. IX. (1832), pp. 407-408 and Cayley, Proc. Camb. Phil.
Soc. iv. (1883), pp. 106-109. A uniformising variable for the general cubic in the canonical
form X3+ Y3+Zz + 6mXYZ=Q has been obtained by Bobek, Einleitung in die Theorie der
elliptischen Funktionen (Leipzig, 1884), p. 251. Dixon {Quarterly Journal, xxiv. (1890),
pp. 167-233) has developed the theory of elliptic functions by taking the equivalent curve
2? +1/3— 3ary=l as fundamental, instead of the curve

42. Express I {(2x-x2) (4#a + 9)} ~ ^dx in terms of a complete elliptic integral of the
Jo
first kind with a real modulus. (Math. Trip. 1911.)
43. If u

express x in terms of Jacobian elliptic functions of u with a real modulus.

(Math. Trip. 1899.)

44. If. u=[X(l+t2-2t*)-*dti

Jo
express x in terms of u by means of either Jacobian or Weierstrassian elliptic functions.
(Math. Trip. 1914.)
45. Shew that

7T

(Trinity, 1881.)
46. When a > x > £ > y, reduce the integrals

["{(a-*) (*-»<*-?)}-*<&, f* {(a-t)(t-P)(t-y)}~idt

by the substitutions
x- y = (a-y)dn2 u, x — y = ((3-
2
respectively, where k =(a — #)/(a — y).
Deduce that, if u + v — K, then
1 - sn2 u — sn2 v + £2 sn2 u sn2 v = 0.
By the substitution y = (a — t) (t —ft)/(t— y) applied to the above integral taken between
the limits /3 and a, obtain the Gaussian form of Landen's transformation,

( («!2 cos2 e + V sin2 O)-bd$=f (a2 cos2 $ + b2 sin2 0) ~ 4 d0,

where au bx are the arithmetic and geometric means between a and b.

(Gauss, Werke, in. p. 352; Math. Trip. 1895.)
534 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXII

47. Shew that

scu=-k'-i{C{u-K)-((u-K-2iK')-aMK'%
where the Zeta-functions are formed with periods 2<ou 2a>2 = 2if, AiK'.
(Math. Trip. 1903.)
48. Shew that E-k'2K satisfies the equation

where c=£ 2 , and obtain the primitive of this equation. (Math. Trip. 1911.)
l n 2
49. Shew that n [ h*K'dk=(n-\) Pk ~ E'dky
Jo Jo
(n + 2) lkHE'dk=(n + l) [^"K'dk. (Trinity, 1906.)
jo Jo
50. If u = - I X{t(l-t)(l -ct)}~^dt,
&Jo
i_ / , N ^ M ,_ ,.du 1 1 f^(l-^))4
shew Ai
thatA c(c-l)-7-5-4-(2c — l)-r-4- - M = - — ?• .
cfcr ac 4 4 ((1 — ca?)^
(Trinity, 1896.)
51. Shew that the primitive of
du u2 k
_A(E-K) + A'Ef
18 f
*"^^4-4'(^'-A")'
where J , A' are constants. (Math. Trip. 1906.)
52. Deduce from the addition-formula for E (u) that, if

then (sn ux sn u2 — sn u3 sn uA) sn (wi 4- w2)

is unaltered by any permutation of suffices. (Math. Trip..1910.)
53. Shew that

(Math. Trip. 1913.)

54. Shew that
C2K

[Write u = K+v.] *° (Math. Trip. 1904.)

55. By considering the curves y2=*x (1 - x) (1 -k2x), y — l + mx + nx2, shew that, if
-u3 4-^4 = 0, then
, f 4 o )-
) = k < 2 sr2 4- 2ciC2c3Ci -28x8^8^ — 2> .
lr = l J
(Math. Trip. 1908.)
56. By the method of example 21, obtain the following seven expressions for
E(u1) + E(uy) + E(u3) + E(ui) when ^4-tt 2 -f w34-M4 = 0 :
7 J J 4 4
di . k2C\C2c3C\ ,
j—j- 2 8rcr/drj -£2 TT^ 2 srariCry

1~1~J 2 c
r!\8rdr)y , , 7 , . t2y, ^ „ „ 2 s
rl(crdr),
Pk'hx S2 83 *4 - 0^! c/2 ^3 ^

S dr/(srCr)j
4

-^ 2 {(s 1 5 2 s 3 54)- 1 4-(c 1 c 2 c 3 c 4 )- 1 4-^(o 7 ia? 2 ^3^4)~ 1 }~ 1 2 lftsrcrdr).

r=l
(Forsyth, Messenger, xv.)
 THE JACOBIAN ELLIPTIC FUNCTIONS 535

57. Shew that

— nsM =cosec2^r+ K
-~r - - 8 2
\ -n ) \ n J n2 n=i
when 1I (x) \ <TTI(T) ; and, by differentiation, deduce that

Shew also that, when \I(x)\< ^TT/(T),

z(2Kx\_ °° (l+k* (2n
Sn
V - J - n I o \ 2F 2
(Jacobi.)
58. Shew that, if a be the semi-major axis of an ellipse whose eccentricity is sin
the perimeter of the ellipse is

(Ramanujan, Quarterly Journal, XLV.)

59. Deduce from example 19 of Chapter x x i t h a t

-—JT,—r, 7T- , d n 2 w = --— t T —r. — .

1 +lcl sn3 u sn 3u 1 -f h2 snJ u sn 3w
(Trinity, 1882.)
60. From the formula sd (m, it)«si sd (M, ^) deduce that

where ^ = exp (—rrK'/K), ql = exp (-irK/K'),

and M lies inside the parallelogram whose vertices are
±iK±K'.
By integrating from u to K\ from 0 to u and again from ?/ to K\ prove that

A"
[A formula which may be derived from this by writing u = £ + ir]y where f and ij are
real, and equating imaginary parts on either side of the equation was obtained by Thomson
and Tait, Natural Philosophy, 11. (1883), p. 249, but they failed to observe that their formula
was nothing but a consequence of Jacobi's imaginary transformation. The formula was
suggested to Thomson and Tait by the solution of a problem in the theory of Elasticity.]
 CHAPTER XXIII
ELLIPSOIDAL HARMONICS AND LAMP'S EQUATION

23*1. The definition of ellipsoidal harmonics.

It has been seen earlier in this work (§ 18*4) that solutions of Laplace's
equation, which are analytic near the origin and which are appropriate for
the discussion of physical problems connected with a sphere, may be con-
veniently expressed as linear combinations of functions of the type
rnPn (cos 6\ rnPnm (cos 0) m<£,
sin
where n and m are positive integers (zero included).
When Pn (cos 0) is resolved into a product of factors which are linear in
cos2 0 (multiplied by cos 0 when n is odd), we see that, if cos 0 is replaced by
z/r, then the zonal harmonic rnPn (cos 0) is expressible as a product of factors
which are linear in x2, y% and z2} the whole being multiplied by z when n is
odd. The tesseral harmonics are similarly resoluble into factors which are
linear in a?t y% and z'1 multiplied by one of the eight products 1, #, yy zt yz, zx,
xyt xyz.
The surfaces on which any given zonal or tesseral harmonic vanishes are
surfaces on which either 0 or <b has some constant value, so that they are
circular cones or planes, the coordinate planes being included in certain cases.
When we deal with physical problems connected with ellipsoids, the
structure of spheres, cones and planes associated with polar coordinates is
replaced by a structure of confocal quadrics. The property of spherical
harmonics which has just been explained suggests the construction of a set
of harmonics which shall vanish on certain members of the confocal system.
Such harmonics are known as ellipsoidal harmonics; they were studied by
Lame* in the early part of the nineteenth century by means of confocal
coordinates. The expressions for ellipsoidal harmonics in terms of Cartesian
coordinates were obtained many years later by W. D. Nivenf, and the
following account of their construction is based on his researches.
The fundamental ellipsoid is taken to be
x2 y2 z2

and any confocal quadric is

x2

• Journal de Math. iv. (1839), pp. 100-120, 126-163.

t Phil. Trans. 182 A (1892), pp. 231-27S.
2 3 1 , 23'2] ELLIPSOIDAL HARMONICS 537

where 0 is a constant. It will be necessary to consider sets of such quadrics,

and it conduces to brevity to write

The equation of any member of the set is then

The analysis is made more definite by taking the #-axis as the longest axis
of the fundamental ellipsoid and the z-axis as the shortest, so that a>b> c.

23*2. The four species of ellipsoidal harmonics.

A consideration of the expressions for spherical harmonics in factors
indicates that there are four possible species of ellipsoidal harmonics to be
investigated. These are included in the scheme
x, yz,
y, zxy xyz
z, xy,
where one or other of the expressions in { } is to multiply the product

If we write for brevity

any harmonic of the form II (&) will be called an ellipsoidal harmonic of the
first species. A harmonic of any of the three forms* #11 (@), yll (0), zT\ (B)
will be called an ellipsoidal harmonic of the second species. A harmonic of
any of the three forms* yzll (0), zxW (©), xyW (6) will be called an ellipsoidal
harmonic of the third species. And a harmonic of the form xyzH (O) will be
called an ellipsoidal harmonic of the fourth species.
The terms of highest degree in these species of harmonics are of degrees
2ra, 2m 4-1, 2m -f 2, 2m + 3 respectively. It will appear subsequently (§ 23'26)
that 2n + 1 linearly independent harmonics of degree n can be constructed,
and hence that the terms of degree n in these harmonics form a fundamental
system (§ 183) of harmonics of degree n.
We now proceed to explain in detail how to construct harmonics of the
first species and to give a general account of the construction of harmonics of
the other three species. The reader should have no difficulty in filling up
the lacunae in this account with the aid of the corresponding analysis given
in the case of functions of the first species.
* The three forms will be distinguished by being described as different types of the species.
538 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

2321. The construction of ellipsoidal harmonics of the first species.

As a simple case let us first consider the harmonics of the first species
which are of the second degree. Such a harmonic must be simply of the
form 0 j .
Now the effect of applying Laplace's operator, namely
&_ d*_ d^_ a? f z-

18
a2 + 0, b* + 0, c" + 0X'
and so 0j is a harmonic if 0A is a root of the quadratic equation
(0 + 62) (0 + c2) + ((9 + c2) (19 + a2) + (0 + a2) (0 +ft2)= 0.
This quadratic has one root between — c2 and — b2 and another between
—ft2and — a2. Its roots are therefore unequal, and, by giving 0X the value of
each root in turn, we obtain two* ellipsoidal harmonics of the first species
of the second degree.
Next consider the general product 0 ! 0 2 . . . 0 m ; this product will be denoted
by II (0) and it will be supposed that it has no repeated factors—a supposi-
tion which will be justified later (§ 23*43).
If we temporarily regard 0,, 0 2 , ... 0 m as a set of auxiliary variables, the
ordinary formula of partial differentiation gives

dx p=\ 30^ dx
and, if we differentiate again,
S dU

where the last summation extends over all unequal pairs of the integers
I, 2, ... m. The terms for which p = q may be omitted because none of the
expressions 0 , , 0 2 , ... 0 m enters into 0 ( 0 ) to a degree higher than the first.
It follows that the-result of applying Laplace's operator to II ( 0 ) is
3 dU (0) ( 2 , 2 2
y. j . + . -4- ^
8* 2

.*» <«L - 0.
Now X -7——

* The complete set of 5 ellipsoidal harmonics of the second degree is composed of these two
together with the three harmonics //z, zx, xy, which are of the third species.
23 21] ELLIPSOIDAL HARMONICS 539

and 311 (®)/d®p consists of the product II (0) with the factor ©^ omitted,
while 92n (©)/a©pa©7 consists of the product II (©) with the factors ®p and
©^ omitted. That is to say
dm (©) _ an (©) a-*n (©) _ an (©)
p q
'd%d%q~ d%q ' d®pd®q~ B&P '
If we make these substitutions, we see that

may be written in the form

g an (6) f 2 [ 2 ^ 2 | g, 8 1

the prime indicating that the term for which q = p has to be omitted from
the summation.
If n (©) is to be a harmonic it is annihilated by Laplace's operator; and
it will certainly be so annihilated if it is possible to choose 0ly 02) ... 0m s o
that each of the equations

1 J 4
+ ^ +2 • - ~
a? -\- 8p b -f- 0p c2 + vp 0p — 0q
is satisfied, where ;; takes the values 1, 2, ... m.
Now let 8 be a variable and let A, (0) denote the polynomial of degree
m in 0
n(d-Oq).
If A/(0) denotes dA1(0)/d0; then, by direct differentiation, it is seen that
A/ (0) is equal to the sum of all products of 0 - 0l, 0 — 02, ... 0 — 0my m — 1 at
a time, and A/'(0) is twice the sum of all products of the same expressions,
m — 2 at a time.
Hence, if 0 be given the special value 0P, the quotient A/' (0p)/Ai (0p)
becomes equal to twice the sum of the reciprocals of 0P — 0lt 0P — 02, ... 0p — 0m,
(the expression 0P — 0P being omitted).
Consequently the set of equations derived from the hypothesis that
m
n (©j,) is a harmonic shews that the expression
1 , 1 1 2A,"(g)

vanishes whenever 0 has any of the special values 0lt 02, ... 0m.
Hence the expression
540 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

is a polynomial in 0 which vanishes when 0 has any of the values ^,J 2 ,...,^ T O ,
and so it has 0 — 0lf 0 — 02t ..., 0 — 0m as factors. Now this polynomial is of
degree ra+ 1 in 0 and the coefficient of 0m+l is m(m + \). Since m of the
factors are known, the remaining factor must be of the form

where C is a constant which will be determined subsequently.

We have therefore shewn that
(a2 + 0) (62 + 0) (c* + 0) A/' (0) + 11 2 (62 4- 0) (c3 + 0)1 A/
2
U&,<? )

That is to say, any ellipsoidal harmonic of the first species of (even)

degree n is expressible in the form
fi ( * i y ,
6' + 0
where #,, #2 0,n are the zeros of a polynomial Aj(#) of degree £n; and
this polynomial must be a solution of a differential equation of the type

4 v{(«8+0) (6»+0) (c+0)\ ^ rvK« a +*) <*•+0) (ca+«>} dA

jig)i

This equation is known as Lam&s differential equation. It will be in-

vestigated in considerable detail in §§ 23*4—23*81, and in the course of the
investigation it will be shewn that (I) there are precisely ^n -f 1 different
real values of C for which the equation has a solution which is a polynomial
in 0 of degree \n, and (II) these polynomials have no repeated factors.
The analysis of this section may then be reversed step by step to establish
the existence of | « + 1 ellipsoidal harmonics of the first species of (even)
degree n, and the elementary theory of the harmonics of the first species will
then be complete.
The corresponding results for harmonics of the second, third and fourth
species will now be indicated briefly, the notation already introduced being
adhered to so far as possible.
23*22. Ellipsoidal harmonics of the second species.
m
We take x U (@p) as a typical harmonic of the second species of degree
P=I
2m + 1. The result of applying Laplace's operator to it is
311(8) f 6 2 2
g 5 0
p \a* + e, b d+~
) (
0q) + (6' + $,) (6* + 6q)+ (c' + 0,) (c'
23*22, 23*23] ELLIPSOIDAL HARMONICS 541
and this has to vanish. Consequently, if

we find, by the reasoning of § 23*21, that A2(0) is a solution of the differential

equation

2
+ 0) (c8 + 0) + (c2 + 0) (a2 + 0) + (a2 + 0) (62 + 0)} A,' (0)

where C2 is a constant to be determined.

If now we write A2 (0) = A (0)/\/(a2 + 0), we find that A (0) is a solution
of the differential equation

4 V{(a« + 0) (6* + 0) (c* + 0)] *g [v{(a* + 0) (62 + 0) (c* + 0)} ^

= {(2m + 1) (2m + 2) 0 + C} A (0),
where O=C 2
It will be observed that the last differential equation is of the same type
as the equation derived in § 23*21, the constant n being still equal to the
degree of the harmonic, which, in the case now under consideration, is 2?/i -I-1.
Hence the discussion of harmonics of the second species is reduced to
the discussion of solutions of Lame's differential equation. In the case of
harmonics of the first type the solutions are required to be polynomials in
6 multiplied by V(&2 + 0) \ the corresponding factors for harmonics of the
second and third types are \f(b2+0) and -v/(c2 + 0) respectively. It will be
shewn subsequently that precisely m -f 1 values of C can be associated with
each of the three types, so that, in all, 3m + 3 harmonics of the second species
of degree 2m 4-1 are obtained.

23*23. Ellipsoidal harmonics of the third species.

m

We take yz n (®p) as a typical harmonic of the third species of degree

2 m + 2. The result of applying Laplace's operator to it is
an (@) f 2 e e

^ 8y»
{a? + ep) (a* + eq)+ (&* + ep) (&» + eq)+ {c+ep
and this has to vanish. Consequently, if

A,(0)= n{6-eq),
q-\
542 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

we find, by the reasoning of § 23*21, that A3 (0) is a solution of the differential

equation
(a2 + 0) (62 + (?) (c2 + 0) A3" (0)

where C3 is a constant to be determined.

If now we write A3 (0) = A {0)/y/{(b2 + 0) (c2 + 0)},
we find that A (0) is a solution of the differential equation

4 V((a2 + 0) (62 + 6) (c2 + 0)} ^ [v {(a2 + 0) (62 + 0) (c2 + 6)}

- {(2m + 2) (2m + 3) 0 + C) A (0),
where G = C3 + 4a2 + 62 + c2.
It will be observed that the last equation is of the same type as the
equation derived in § 23*21, the constant n being still equal to the degree
of the harmonic, which, in the case now under consideration, is 2m + 2.
Hence the discussion of harmonics of the third species is reduced to
the discussion of solutions of Lame's differential equation. In the case of
harmonics of the first type, the solutions are required to be polynomials in 0
multiplied by *J {(b* + 0) (& + 0))) the corresponding factors for harmonics of
the second and third types are *J{(c2 + 0) (ci2 + 0)} and *J[(a2 + 0) (b* + 0)}
respectively. It will be shewn subsequently that precisely m + 1 values of C
can be associated with each of the three types, so that, in all, 3m + 3 harmonics
of the third species of degree 2m -f 2 are obtained.

23*24. Ellipsoidal harmonics of the fourth species.

The harmonic of the fourth species of degree 2m + 3 is expressible in the
m

form xyz II (@p). The result of applying Laplace's operator to it is

6'Op . G . 6

f
+
d%d®q ((a2 + 0p) (a2 + 0q) "*" (62 + Bp) (62 + 09)""" (c8 + 0P) (c2 + 0q)
P+g
}]•
and this has to vanish. Consequently, if

we find by the reasoning of § 23*21 that A4{0) is a solution of the equation

2 (669 ++ 0)
0) ((c2 + 0)1 A/ (0)
a, b,c )

[m (m
where C4 is a constant to be determined.
23*24, 23*25] ELLIPSOIDAL HARMONICS 543
If now we write
A 4 (0) = A(0)l</{(a* + d)(b* + d){c* + 6)\,
we find that A (0) is a solution of the differential equation

4 *J{(a> + 0) (62 4- 0) (c2 + 0)} - [V{(a2 4- 0) (62 4- 0) (c» 4- 0)} ~

= {(2m + 3) (2m 4- 4) (9 + C} A (0),
where C = C4 4- 4 (a2 4- 62 4- c2).
It will be observed that the last equation is of the same type as the
equation derived in §23*21, the constant n being still equal to the degree
of the harmonic which, in the case now under consideration, is 2m 4- 3.
Hence the discussion of harmonics of the fourth species is reduced to the
discussion of solutions of Lame's differential equation. The solutions are
required to be polynomials in 0 multiplied by \/{(a2 4- 0) (62 4- 0) (c2 4- 0)}. It
will be shewn subsequently that precisely m 4-1 values of 0 can be associated
with solutions of this type, so that m 4-1 harmonics of the fourth species of
degree 2m 4- 3 are obtained.
23*25. Nivens expressions for ellipsoidal harmonics in terms of homo-
geneous harmonics.
If Gn (x, y, z) denotes any of the harmonics of degree n which have just
been tentatively constructed, then Gn (#, y, z) consists of a finite number of
terms of degrees n, n — 2, n - 4, ... in x, y} z. If Hn (x, y, z) denotes the
aggregate of terms of degree w, it follows from the homogeneity of Laplace's
operator that Hn (x, y, z) is itself a solution of Laplace's equation, and it may
obviously be obtained from Gn (x, y> z) by replacing the factors %v, which
occur in the expression of Gn (x, y, z) as a product, by the factors Kp.
It has been shewn by Niven (loc. cit, pp. 243-245) that Gn (x, y, z) may
be derived from Hn {oc, yy z) by applying to the latter function the differential
operator
D2 Z)* &
+
2(2n-l) 2.4.(2n-l)(2n-3) 2.4.6(2w-l)(2n-3)(2ra^5) "' '
where D2 stands for
dx2 dy2 dz2
and terms containing powers of D higher than the nth may be omitted from
the operator.
We shall now give a proof of this result for any harmonic of the first species*.
* The proofs for harmonics of the other three species are left to the reader as examples.
A proof applicable to functions of all four species has been given by Hobson, Proc. London
Math. Soc. xxiv. (1893), pp. 60-64. In constructing the proof given in the text, several modifi-
cations have been made in Niven's proof.
544 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

For such harmonics the degree is even and we write

Gn(x,y,z)=n 0,= U(KP-1)

= Sn — /Sn_a -f #w-4 — • • •,
where £ n , # n _ 2 , AS>n_4, ... are homogeneous functions of degrees n, n — 2, n - 4 , . . . ,
respectively, and

The function Sn_2r is evidently the sum of the products of Ku K2, ...Kin
taken £ n — r at a time.
If KUK2>... K^n be regarded as an auxiliary system of variables, then, by
the ordinary formula of partial differentiation

2a;

and, if we differentiate again,

£ dSn-ir 2

The terms in d2Sn-2r/dKp2 can be omitted because each of the functions

Kp does not occur in S^n to a degree higher than the first.
It follows that
*n

P=I
8aV
Ptq dKpdKq ((a* + 0P) (a* + 0q) (6a + 0P) (62 + 6q) (c2 + 6P)
It will now be shewn that the expression on the right is a constant multiple
of Sn-w-2-
We first observe that

ep-eq
and that, by the differential equation of § 23*21,
a2 n « v* 1

4
= 3 + 0. 2'
23*25] ELLIPSOIDAL HARMONICS 545

so that
=0 z -

Kp — 6qKq
dp — 0q
Now dSn^r/dKp is the sum of the products of the expressions Kl, K2i
... Kxn (Kp being omitted) taken \n — r — 1 at a time; and Kqd^
consists of those terms of this sum which contain Kq as a factor.

Hence ? ^ ^
dKp
is equal to the sum of the products of the expressions Kly K2, ... K^n,(Kp and
Kq both being omitted) taken \n — r— 1 at a time; and therefore, by sym-
metry, we have

Aq
dKp dKpdKq dKq

- * -
On substituting by this formula for the second differential coefficients, it
is found that
= g a s ^ rg + | _i 8 1 epKv-6qKq I

ts asUr
= '2

Now we may write Sn_2r in the form

where ^ denotes the sum of the products of the expressions 1^, if2, ... .ff'i
(iTp and iT9 both baing omitted) taken m at a time; and we then see that

Hence Z ) ^ , , ^ = (4» - 2) t d-^ - 8 2 ^n-^.

Now it is clear that the expression on the right is a homogeneous sym-
metric function of K1} K2, ..*K^n of degree Jn — r—1, and it contains no
power of any of the expressions Klt K2) ... K^n to a degree higher than the
first. It is therefore a multiple of $n_s>r-2- To determine the multiple we
546 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

observe that when Sn^^-.2 is written out at length it contains inCr+i terms
while the number of terms in
n 2r
(An — V\ S ~ s vS
0A
P=l P P*q
is i « ( 4 w - 2 ) • j , . - ^ - 8 • hnC. hn_2Cr-i •
The multiple is consequently

and this is equal to (2r + 2) (2n - 2r - 1).

It has consequently been proved that
£2£n-2r = (2r + 2) (2n - 2r -
It follows at once by induction that
D^Sn
on-2r - 2.4...2r. (2n - 1) (2n - 3 ) 7 7 . (2w - 2r + 1 ) '
and the formula

[S in /__yr)2r

\_Lil .
-i

h f n /* w ~\
9 4 9r ^9« n^9w "^ /9.w-9r4.n ^ '^' ^
^•=0 ^ • ^* • • • <£' • \^** — Ay ^^i/t — Oy . . . yJutl £ti "f A/ I
is now obvious when Gn (x, y, z) is an ellipsoidal harmonic of the first species.
Example 1. Prove Niven's formula when Gn(xy y, s).is an ellipsoidal harmonic of the
second, third or fourth species.
Example 2. Obtain the symbolic formula

23*26. Ellipsoidal harmonics of degree n.

The results obtained and stated in §§ 23*21-23*24 shew that when n is
even, there are \n + 1 harmonics of the first species and f/i harmonics of the
third species; when n is odd there are f(n + l) harmonics of the second
species and \ (n — 1) harmonics of the fourth species, so that, in either case,
there are 2n -f 1 harmonics in all. It follows from § 18*3 that, if the terms of
degree n in these harmonics are linearly independent, they form a funda-
mental system of harmonics of degree n; and any homogeneous harmonic of
degree n is expressible as a linear combination of the homogeneous harmonics
which are obtained by selecting the terms of degree n from the 2?i + 1 ellip-
soidal harmonics.
In order to prove the results concerning the number of harmonics of
degree n and to establish their linear independence, it is necessary to make
an intensive study of Lamp's equation ; but before we pursue this investigation
we shall study the construction of ellipsoidal harmonics in terms of confocal
coordinates.
23*26, 23-3] ELLIPSOIDAL HARMONICS 547
These expressions for ellipsoidal harmonics are of historical importance in view of
Lame's investigations, but the expressions which have just been obtained by Niven's
method are, in some respects, more suitable for physical applications.
For applications of ellipsoidal harmonics to the investigation of the Figure of the Earth,
and for the reduction of the harmonics to forms adapted for numerical computation, the
reader is referred to the memoir by G. H. Darwin, Phil. Trans. 197 A (1901), pp. 461-537.

23*3. Confocal coordinates.

If (X, Y, Z) denote current coordinates in three-dimensional space, and if
a, b, c are positive (a>b>c), the equation

represents an ellipsoid; the equation of any confocal quadric is

X2 Y*
a 2 4-1 ~ '

and 0 is called the parameter of this quadric.

The quadric passes through a particular point (oc, y, z) if 0 is chosen
so that

Whether 0 satisfies this equation or not, it is convenient to write

i _ _^__ _ _£ _ = _ _
a2 + 0 b* + 0 c2 + 0 " (a2 + 0) (b2 + 0) (c2 + 0)'
and, since f(0) is a cubic function of 0, it is clear that, in general, three
quadrics of the confocal system pass through any particular point (x, y, z).
To determine the species of these three quadrics, we construct the following
Table:
6

— 00 — 00
-a* - x2 (a2 ( a 2 _ C2)
2 y2 (a 2
-6 ( 6 2 — C2)
—c 2
- z2 {a2 -<*) (6*-<.-»)
+ oo 4-oc

It is evident from this Table that the equation f{0) = 0 has three real
roots X, fi, p, and if they are arranged so that \ > fi > v, then
\>-c2>/x>-&2>z/>-a2;
and also f(0) = (0 _ \ ) (0 - M) (0 - „).
From the values of \, /x, z/ it is clear that the surfaces, on which 0 has
the respective values X, /x, y, are an ellipsoid, an hyperboloid of one sheet and
an hyperboloid of two sheets.
548 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

Now take the identity in 0}

a2 + 0
and multiply it, in turn, by a2 + 0, b2 + 0} c2 + 0; and after so doing, replace
0 by — a2, — 62, — c2 respectively. It is thus found that

(a2-62)(a2-c2)

(a*-c 2 )(6 2 -c 2 )
From these equations it is clear that, if (x, y, z) be any point of space and
if X, p, v denote the parameters of the quadrics confocal with
Z 2 F 2 Z*
a2 + 62 + c2 ~
which pass through the point, then (x2, y2, z2) are uniquely determinate in
terms of (X, /A, J>) and vice versa.
The parameters (X, //,, y) are called the confocal coordinates of the point
(x} y, z) relative to the fundamental ellipsoid

It is easy to shew that confocal coordinates form an orthogonal system;

for consider the direction cosines of the tangent to the curve of intersection
of the surfaces (//,) and (p); these direction cosines are proportional to
/dx dy dz \
vax' ax' d\;'
, . dx dx dy dy dz dz , _^ a?+v A
and since _ _ dfjL
d\ - + d\
- * OfM
' - £ d\+ sdfia s j ^
a,b,c
?( -a r —
— j^ry- ^ = 0
d\ d d\ d\ d
it is evident that the directions
(dx dy dz\ idx dy dz
j j
Vax' ax axj Va^' W a^
are perpendicular; and, similarly, each of these directions is perpendicular to
/dx dy dz\
\dp' di* du)'
It has therefore been shewn that the three systems of surfaces, on which
X, /JL, v respectively are constant, form a triply orthogonal system.
Hence the square of the line-element, namely

is expressible in the form

23*31] ELLIPSOIDAL HARMONICS 549

with similar expressions in /x and v for H2* and H3*.

To evaluate H? in terms of (X, M, ^), observe that

= i y (a2 + A*) (<*' + ")

But, if we express
(
(a2 + X) (62 + X) (c2 + X)'
function of X, as a sum of partial fractions, we see that it is precisely
equal to
V (a2 + 11) (a2 4- v)
«Ic(a + X ) ( a 2 - 6 J ) ( a ^ c J ) '
2

and consequently Hj* = . . . — x ^{ — r ~ .-.

4
* l
4(a 2 + X)(624-X)(c2-hX)
The values of H? and H32 are obtained from this expression by cyclical
interchanges of (X, //,, v).
Formulae equivalent to those of this section were obtained by Lame, Journal de Math.
II. (1837), pp. 147-183.
Example 1. With the notation of this section, shew that

Example 2. Shew that

y2 z2
+
"'y )2 *
23*31. Uniformising variables associated with confocal coordinates.
It has been seen in § 23*3 that when the Cartesian coordinates (#, y, z)
are expressed in terms of the confocal coordinates (X, yu,, v), the expressions so
obtained are not one-valued functions of (X, ft, v). To avoid the inconvenience
thereby produced, we express (X, p, v) in terms of three new variables (w, v, w)
respectively by writing

|> (w) = 1/ + J (a1 + 61 + c2),

the invariants <72 and #3 of the Weierstrassian elliptic functions being defined
by the identity
550 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

The discriminant associated with the elliptic functions (cf. § 2033,

example 3) is
16 (a2 - 62)2 (62 - c2)2 (c2 - a2)2,
and so it is positive; and, therefore*, of the periods 2eou 2co2 and 2&)3, 2ft), is
positive while 2o>3 is a pure imaginary; and 2a>2 has its real part negative,
since <ol + a>2 -f <w3 = 0; the imaginary part of o>2 is positive since / (cyj^) > 0.
In these circumstances el > e2 > ez, and so we have
Sex = a2 + b* - 2c2, Se2 = c*+a>- 2b2, 3e3 = b2 + c2 - 2a 2 .
Next we express (x, y} z) in terms of (u, v, w); we have

(a 2 - 62) (a 2 - c2)

(el-e,)(e2-

cr2 (u) cr2 (v) cr2 (w} cr^ {(*)\) &$* (ciO
by § 20*53, example 4. Therefore, by § 20'421, we have

~ <T (u) a (v) a (w) '

(T2 (u) (T2 (V) (T2 (W)
and similarly y = ± e"^ w 'c
a (u) a (v) a (w)

a (u) a (v) a (w)

The effect of increasing each of u, v, w by 2a>3 is to change the sign of the
expression given for x while the expressions for y and z remain unaltered ;
and similar statements hold for increases by 2co2 and 2col; and again each of
the three expressions is changed in sign by changing the signs of u} y, w.
Hence, if the upper signs be taken in the ambiguities, there is a unique
correspondence between all sets of values of (xy y, z), real or complex, and all
the sets of values of (u, v, w) whose three representative points lie in any
given cell.
The uniformisation is consequently effected by taking

y
a (u) a (v) a (w)

a (u) a (v) a (w) '

Wl)
(T (U) (T (V) a (W)
Formulae which differ from these only by the interchange of the suffixes
1 and 3 were given by Halphen, Fonctions Elliptiques, II. (1888), p. 459.
* Cf. § 20-32, example 1.
23 # 32] ELLIPSOIDAL HARMONICS 551

23*32. Laplaces equation referred to confocal coordinates.

It has been shewn by Lame and by W. Thomson* that Laplace's equation
when referred to any system of orthogonal coordinates (X, /z, v) assumes the
form
I [EiE* dJ\ 4.A \HJE} KX + L \HI}^ ^ 7
d\\ Hx ' d:~A dfji\'~H, " 9/xJ ^dv \ i/ 3 '• dv
where (Hlf H2, H~) are to be determined from the consideration that

is to be the square of the line-element. Although W. Thomson's proof of this

result; based on arguments of a physical character, is extremely simple, all
the analytical proofs are either very long or else severely compressed.
It has, however, been shewn by Lamef that, in the special case in which
(X, fi, v) represent, confocal coordinates, Laplace's equation assumes a simple
form obtainable without elaborate analysis; when the uniformising variables
(u, vt w\ of § 23*31 are adopted as coordinates, the form of Laplace's equation
becomes still simpler.
By straightforward differentiation it may be proved that, when any three
independent functions (X, /x, v) of (x> y, z) are taken as independent variables,
then
d2V d2V d2V

transforms into

dy)
^ [ dp dv dfi dv d/x dvl d2 V
~ A,7, v L^' ^x ty ty dz dz\ dd

In order to reduce this expression, we observe that X satisfies the equation

a2 + X ¥ +X c2 + X
and so, by differentiation with x, y, z as independent variables,

(a- + X)2 (62 + X)2 (c2 + X)-j dx

+2 i A (6
- 2^
+ X)3 4 ( 2 f
4- - ^
\f i f Y
a2 + X (a2 + X)2 dx ((a2 + X)3 (62 + X)3 (c2 -f \f) \dx)

(a 2 -f X)2 (62 4- X)2 (c2 + X)2) dx

* Cf. the footnote on p. 401.
t Journal de Math. iv. (1839), pp. 133-136.
552 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

Hence = 4>H^ —,
a2 + X ox
2 2x2 x2 x2 ^
a + X ~~ (a + X) //",* 2HX (a + X) ,Xt „ ^ (a + X)8 =
2 2 8 + 4 2 2 2

\a,' o, c)
with similar equations in /i, i/ and y, z.
From equations of the first type it is seen that the coefficient of ^-^2 is
2 ax
I . a ^
Yf-2 O and the coefficient of ^—^- is zero; and if we add up equations of the
r
i/i dfiov ^
second type obtained by interchanging x, y, z cyclically, it is found that

with similar equations in fi and *>.

If, for brevity, we write

with similar meanings for AM and A,, we see that

2 2
y a2 ~ -^)(x~ v )j^^+x +
PTx

(X — fi) (X — v) o,

and so Laplace's equation assumes the form

4
2 —

that is to say

The equivalent equation with {uy vy w) as independent variables is simply

d'V d'V dV
g^J + {(P (W) ~ j? («)] g ^ + \V («) - Jf> (t»)J g ^ = 0,
or, more briefly,

The last three equations will be regarded as canonical forms of Laplace's

equation in the subsequent analysis.

23*33. Ellipsoidal harmonics referred to confocal coordinates.

When Niven's function ®p, defined as

l/p b*+0 p
U "T l/p c*+0 '
23 # 33] ELLIPSOIDAL HARMONICS 553

is expressed in terms of the confocal coordinates (X, fi, v) of the point (#, y, z)y
it assumes the form

and consequently, when constant factors of the form

- (a 2 + 0p) (62 + 0P) (c* + 0P)
are omitted, ellipsoidal harmonics assume the form
x} yz
1, y, zxy xyz n (\-ep) n (n-ep) n (v-ep).
If now we replace x, y, z by their values in terms of X, //,, y, we see that
any ellipsoidal harmonic is expressible in the form of a constant multiple of
AMN, where A is a function of X only, and M and N are the same functions
of fi and v respectively as A is of \ . Further A is a polynomial of degree m
in X multiplied, in the case of harmonics of the second, third or fourth
species, by one, two or three of the expressions \/(a2 + X), sj{b2 + X), V(c2 + ^)-
m

Since the polynomial involved in A is IT (X — 0P), it follows from a con-

sideration of §§ 23*21-23'24 that A is a solution of Lamp's differential equation
4 Vf(a3 + X) (V + X) (c2 + X)} ^ L/{(a2 + X) (62 + X) (c2 + X)} ^ 1
= {n(n + l)\ + C} A,
where n is the degree of the harmonic in (x, y, z).
This result may also be attained from a consideration of solutions of
Laplace's equation which are of the type*
T=AMN,
where A, M, N are functions only of X, /*, v respectively.
For if we substitute this expression in Laplace's equation, as transformed
in § 23*32, on division by F, we find that
P(v)-pO) d2A p(w)-p(u) d'2M $(u)p(v) ^N_
+
A du* ~~~M dv* + 1^ rf^2" ~
The last two terms, qua functions of u, are linear functions of p (u), and
so , 2 must be a linear function of £) (w); since it is independent of the
coordinates v and w, we have

where iif and B are constants.

* A harmonic which is the product of three functions, each of which depends on one coordi-
nate only, is sometimes called a normal solution of Laplace's equation. Thus normal solutions
with polar coordinates are (§ 1831)
rn p m (COB 6) °°S VfUb.
n
' sin ^
554 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

If we make this substitution in the differential equation, we get a linear

function of $ (u) equated (identically) to zero, and so the coefficients in this
linear function must vanish; that is to say

and on solving these with the observation that $>(v) — p (w) is not identically
zero, we obtain the three equations

dv2

When X is taken as independent variable, the first equation becomes

*^H = {K\ + B + \K(a* + b> + c2)} A,

and this is the equation already obtained for A, the degree n of the harmonic
being given by the formula
?i(n-hl) = if.
We have now progressed so far with the study of ellipsoidal harmonics as
is convenient without making use of properties of Lame's equation.
We now proceed to the detailed consideration of this equation.

23 4. Various forms of Lame's differential equation.

We have already encountered two forms of Lame's equation, namely

and this may also be written

A_ {n(n + 1)\ + C] A
X ~ ^a*+~X)(b2"+ X7(?~+ X) '
which may be termed the algebraic form ; and

L = {n{n

which, since it contains the Weierstrassian elliptic function jp(w), may be

termed the Weierstrassian form ; the constants B and C are connected by the
relation
B + ^ (n + 1) (a2 + 62 + c2) = C.
23*4] LAME'S EQUATION 555
If we take p (u) as a new variable, which will be called f, we obtain the
slightly modified algebraic form (cf. § 10*6)
#A , f _ i _ _ J _ £ )dA= {n(tt+!)£ + £} A
8
df t f « £ « ? « ) df
This differential equation has singularities at elt e2, e3 at which the
exponents are 0, £ in each case; and a singularity at infinity, at which the
exponents are - J n , | ( n + l).
The Weierstrassian form of the equation has been studied by Halphen, Fonctions
Elliptiques, II. (Paris, 1888), pp. 457-531.
The algebraic forms have been studied by Stieltjes, Acta Math. vi. (1885), pp. 321-326,
Klein, Vorlesungen fiber lineare Differentielgleichungen (lithographed, Gottingen, 1894), and
Bocher, fiber die Reihenentwickelungcn der Potentialtheorie (Leipzig, 1894).
The more general differential equation with four arbitrary singularities at which the
exponents are arbitrary (save that the sum of all the exponents at all the singularities is 2)
has been discussed by Heun, Math. Ann. xxxni. (1889), pp. 161-179; the gain in generality
by taking the singularities arbitrary is only apparent, because by a homographic change
of the independent variable one of them can be transferred to the point at infinity, and
then a change of origin is sufficient to make the sum of the complex coordinates of the
three finite singularities equal to zero.

Another important form of Lamp's equation is obtained by using the

notation of Jacobian elliptic functions ; if we write
zl = u *J(ex - e3),
the Weierstrassian form becomes

and putting zx = a — iK't where 2,iK* is the imaginary period of sn^, we

obtain the simple form
d2A
2 2
— = {n (n +1)k 8n a + A} A,
where A is a constant connected with B by the relation
B + e3n (n + 1) = A {el - es).
The Jacobian form has been studied by Hermite, Sur quelques applications dcs fonctions
elliptiques, Comptes Rendus, LXXXV. (1877), published separately, Paris, 1885.

In studying the properties of Lamp's equation, it is best not to use one

form only, but to take the form best fitted for the purpose in hand. For
practical applications the Jacobian form, leading to the Theta functions, is
the most suitable. For obtaining the properties of the solutions of the
equation, the best form to use is, in general, the second algebraic form,
though in some problems analysis is simpler with the Weierstrassian form.
556 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

23*41. Sohitions in series of Lame's equation.

Let us now assume a solution of Lame's equation, which may be written

in the form

1
r=0
The series on the right, if it is a solution, will converge (§ 10*31) for
sufficiently small values of | f — e2\; but our object will be not the discussion
of the convergence but the choice of B in such a way that the series may
terminate, so that considerations of convergence will be superfluous.
The result of substituting this series for A on the left-hand side of the
differential equation and arranging the result in powers of £ — e2 is minus the
series

4 2 ( ^ ^ ) i » [ (
+ (e, - e2) (e2 - ez) (\n - r + 2) (Jn - r + f) 6r_2],
in which the coefficients br with negative suffixes are to be taken to be zero.
Hence, if the series is to be a solution, the relation connecting successive
coefficients is
r(n-r + ±)br = {Se2ftn- r + l)a - \n (n+ l)e2- \B\ br-x

and ( n - J) b, = {fn^-±n(n + 1)e 2 -\B] 60.

If we take b0 = 1, as we may do without loss of generality, the coefficients
br are seen to be functions of B with the following properties:
(i) br is a polynomial in B of degree r.
(ii) The sign of the coefficient of Br in br is that of (~) r , provided that
r ^ n; the actual coefficient of Br is

(iii) If elf e2, e3 and B are real and e1>e2>eii then, if br-x = 0, the values
of br and 6r_2 are opposite in sign, provided that r<$(n + 3) and r<n.
Now suppose that n is even and that we choose B in such a way that

If this choice is made, the recurrence formula shews that

23*41] LAMP'S EQUATION 557
by putting r = ^n + 2 in the formula in question; and if both &in + i and
are zero
the subsequent recurrence formulae are satisfied by taking
= ... = 0.

Hence the condition that Lamp's equation should have a solution which
is a polynomial in f is that B should be a root of a certain algebraic equation
of degree \n + 1, when n is even.
When n is odd, we take 6^/w + 1j to vanish and then 6^(n + 3) also vanishes,
and so do the subsequent coefficients; so that the condition, when n is odd, is
that B should be a root of a certain algebraic equation of degree \ (n -f 1).
It is easy to shew that, when el >e2 >es, these algebraic equations have
all their roots real. For the properties (ii) and (iii) shew that, qua functions
of By the expressions bot bly b2f ... br form a set of Sturm's functions* when
r < \ (n + 3), and so the equation

has all its roots realf and unequal.

Hence, when the constants e1} e2* es are real (which is the case of practical
importance, as was seen in § 2331), there are ^n-f 1 real and distinct values
of B for which Lamp's equation has a solution of the type
in
r=0
when n is even; and there are £(w.+ l) real and distinct values of B for
which Lamp's equation has a solution of the type
i(n-i)

when n is odd.
When the constants ex> e2, e3 are not all real, it is possible for the equation satisfied
by B to have equal roots ; the solutions of Lamp's equation in such cases have been
discussed by Cohn in a Konigsberg dissertation (1888).
Example 1. Discuss solutions of Lamp's equation of the types
j 00 IX

(i) (f~ e i) 2
V({-«2) >
r=0

r=0

* M6m. prteenUi par les Savans Strangers, vi. (1835), pp. 271-318.
t This procedure is due to Liouville, Journal de Math. xi. (1846), p. 221.
558 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

obtaining the recurrence relations

(i) r ( n -

(ii) r(% ii
- (ex - e2) (e2-e3) $n ~ r+§) (4» - r
(iii) r(w

Example 2. With the notation of example 1 shew that the numbers of real distinct
values of B for which Lamp's equation is satisfied by terminating series of the several
species are
(i) 4(w-l) or 4(M-2); (ii) $(n- 1) or 4(n-2); (iii) 4(w-2) or 4(n-3).
23*42. The definition of Lame functions.
When we collect the results which have been obtained in § 23*41, it is
clear that, given the equation

n being a positive integer, there are In 4-1 values of B for which the equation
has a solution of one or other of the four species described in §§ 23*21-23*24.
If, when such a solution is expanded in descending powers of f, the
coefficient of the leading term gbn i s taken to be unity, as was done in § 2341,
the function so obtained is called a Lame function of degree n, of the first
kind, of the first (second, third or fourth) species. The 2w + 1 functions so
obtained are denoted by the symbol
Enm{%)\ (m = l, 2, ...2rc + l).
and, when we have to deal with only one such function, it may be denoted by
the symbol

Tables of the expressions representing Lam^ functions for » = 1 , 2, ... 10 have been
compiled by Guerritore, Giornale di Mat. (2) xvi. (1909), pp. 164-172.
Example 1. Obtain the five Lame functions of degree 2, namely

a2), J(\+a2) ^(A + &*).

Example 2. Obtain the seven Lame functions of degree 3, namely

and six functions obtained by interchanges of «, 6, c in the expressions

a'). [X + \ (a 2 +26 2 + 2c2) ± \ V{«4 + 4&4 + 4c4 -

23*43. The non-repetition of factors in Lame functions.

It will now be shewn that all the rational linear factors of i?» m (f) are
unequal. This result follows most simply from the differential equation which
Enm (£) satisfies; for, if ^ — fx be any factor of Enm (f), where fl is not one of
23'42-23*44] LAMP'S EQUATION 559
the numbers elf e2 or e3, then £ is a regular point of the equation (§ 10-3),
and any solution of the equation which, when expanded in powers of f - fi,
does not begin with a term in ( £ - fj 0 or (f - ^)l must be identically zero.
Again, if ^ were one of the numbers eu e2 or e3, the indicial equation
appropriate to £ would have the roots 0 and £, and so the expansion of
Enm(h in ascending powers of £ would begin with a term in (f—&)0 or

Hence, in no circumstances has Enm(^)} qua function of £, a repeated

factor.
The determination of the numbers ^ , 02, ... #m introduced in §§ 23 21-
2324 may now be regarded as complete; for it has been seen that solutions
of Lamp's equation can be constructed with non-repeated factors, and the
values of 0Xi 02, ... which correspond to the roots of Enm (f) = 0 satisfy the
equations which are requisite to ensure that Niven's products are solutions of
Laplace's equation.
It still remains to be shewn that the 2n -f1 ellipsoidal harmonics con-
structed in this way form a fundamental system of solutions of degree n of
Laplace's equation.
23*44. The linear independence of Lame functions.
It will now be shewn that the 2n + 1 Lame functions i? n m (f) which are
of degree n are linearly independent, that is to say that no linear relation can
exist which connects them identically for general values of £.
In the first place, if such a linear relation existed in which functions of
different species were involved, it is obvious that by suitable changes of signs
of the radicals V(f — £i)> V(£—#2), V(f ~-3i) w e could obtain other relations
which, on being combined by addition or subtraction with the original relation,
would give rise to two (or more) linear relations each of which involved
functions restricted not merely to be of the same species but also of the same
type.
Let one of these latter relations, if it exists, be

and let this relation involve r of the functions.

Operate on this identity r — 1 times with the operator

*,-„(» + ! ) *
The results of the successive operations are
tam {Bn™)° E™ (f) - 0 (s = 1, 2, ... r - 1),
where Bn is the particular value of B which is associated with Enm (£).
m
560 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

Eliminate ^,0?, ... a,, from the r equations now obtained; and it is found
that
1 , 1 , 1 , ... 1 =0.
Bn1 , £na , Bn\ ... BH'

w n (B^y-1, {Bnry-
Now the only factors of the determinant on the left are differences of the
numbers Bnm, and these differences cannot vanish, by § 23*41. Hence the
determinant cannot vanish and so the postulated relation does not exist.
The linear independence of the 2n + 1 Lame functions of degree n is
therefore established.

23*45. The linear independence of ellipsoidal harmonics.

m
Let Gn (x, y, z) be the ellipsoidal harmonic of degree n associated with
Enm (f), and let Hnm (x} y, z) be the corresponding homogeneous harmonic.
It is now easy to shew that not only are the 2n + 1 harmonics of the type
Gnrn(x, y> z) linearly independent, but also the 2?i + l harmonics of the type
Hnm {xy y, z) are linearly independent.
In the first place, if a linear relation existed between harmonics of the
type Gnm (xt y, z), then, when we expressed these harmonics in terms of con-
focal coordinates (X, fi, v), we should obtain a linear relation between Lame
functions of the type Enm (£) where £ = A.+ \ (a2 + 62 4- c2), and it has been
seen that no such relation exists.
Again, if a linear relation existed between homogeneous harmonics of the
type Hnm (xy y, z), by operating on the relation with Niven's operator

2(2n-l)
we should obtain a linear relation connecting functions of the type Gnm (x, y, z),
and since it has just been seen that no such relation exists, it follows that the
homogeneous harmonics of degree n are linearly independent.

23*46. Stieltjes theorem on the zeros of Lame functions.

It has been seen that any Lam6 function of degree n is expressible in the
form
(0 + a*)*> (0 + 62)« (0 + c')*3. fl (0 - flp),

where K1} *2, KZ are equal to 0 or \ and the numbers 0lf 02, ... 0m are real and
unequal both to each other and to — a2, — 62, — c2; and \n = m + KX + K2 + *3.
When telt tc2, KS are given the number of Lame' functions of this degree and
type is m + 1.
23*45, 23*46] LAMP'S EQUATION 561
The remarkable result has been proved by Stieltjes* that these m + 1
functions can be arranged in order in such a way that the rth function of the
set has r — 1 of its zerosf between — a2 and — b2 and the remaining m - r + 1
of its zeros between — b2 and — c2, and, incidentally, that, for all the m + 1
functions, 0lf 02f ... 0m lie between — a2 and — c2.
To prove this result, let $u </>2, ... <f>m be any real variables such that

62^^^-c2, (p = r, r + 1 , ...m)
and consider the product

This product is zero when all the variables <f>p have their least values and
also when all have their greatest values; when the variables <f>p are unequal
both to each other and to — a2, — 62, — c2, then II is positive and it is obviously
a continuous bounded function of the variables.
Hence there is a set of values of the variables for which II attains its
upper bound, which is positive and not zero (cf. § 3'62).
For this set of values of the variables the conditions for a maximum give
8 log H _ 8 log n _
d(f>i 8<£2
that is to say
+
+ +
4 4 g, 1
<j>p + 6* ^ </>p + c2 ^ g=1 # p - <f>, '
where p assumes in turn the values 1, 2, ... m.
Now this system of equations is precisely the system by which 0ly 02) ... 0p
are determined (cf. §§ 23*21-23*24); and so the system of equations determining
0ly 02, ... 0m has a solution for which
f-a*<0p<-b*, O=l,2, ...r-1)
( - 6 2 < 0p<-c\ (p = r, r + 1 , ...m)
Hence, if r has any of the values 1, 2, ... m + 1, a Lam6 function exists
with r — 1 of its zeros between — a3 and — 63 and the remaining m — r + 1
zeros between — 62 and — c'K
Since there are m + 1 Lam^ functions of the specified type, they are all
obtained when r is given in turn the values 1, 2. ... m + 1 ; and this is the
theorem due to Stieltjes.
* Ada Mathematica, vi. (1885), pp. 321-326.
t The zeros - a 2 , - 6 2 , - c 2 are to be omitted from this enumeration, $l, 6>2, ... 6m only being
taken into account.
562 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

An interesting statical interpretation of the theorem was given by Stieltjes, namely

that if m + 3 particles which attract one another according to the law of the inverse distance
are placed on a line, and three of these particles, whose masses are < j + - , *2 + T » «s + 7> a r e
fixed at points with coordinates — a2, — 62, — c2, the remainder being of unit mass and free
to move on the line, then log n is the gravitational potential of the system; and the
positions of equilibrium of the system are those in which the coordinates of the moveable
particles are &i,02i ••• #m> i-e- the values of 6 for which a certain one of the Lame* functions
of degree 2 (m -f KX -f K2 + K3) vanishes.
Example. Discuss the positions of the zeros of polynomials which satisfy an equation
of the type
tf2A • 1-q.tfA flr-2(*) A _o

where <£r_2(0) is a polynomial of degree r—2 in B in which the coefficient of 0r~2 is

r
-m{m + r - l — 2 a,},
m being a positive integer, and the remaining coefficients in #r_2(0) are determined from
the consideration that the equation has a polynomial solution.
(Stieltjes.)
23*47. Lame functions of the second kind.
The functions Enm (f), hitherto discussed, are known as Lame* functions
of the first kind. It is easy to verify that an independent solution of Lamp's
equation

is the function Fnm (f) defined by the equation*

and Fnm (f) is termed a Lam6 function of the second kind.

From this formula it is clear that, near u = 0,
Fnm (f) = (2n + 1) w"n {1 + 0 (w)} f ^ M ^ j H O (w)} dw = wn+1 {1 + 0 (u)},
Jo
and we obviously have
En<»(Z) = u-" {l + 0(u)\.
It is clear from these results that Fnm (f) can never be a Lame function of
the first kind, and so there is no value of Bnmfor which Lames equation is
satisfied by two Lam.6 functions of the first kind of different species or types.
It is possible to obtain an expression for Fnm(%) which is free from
quadratures, analogous to Christoffel's formula for Qn(<z), given on p. 333,
example 29. We shall give the analysis in the case when Enm (f) is of the
first species. The only irreducible poles of \]{Enm (£)}2, qua function of M, are
at a set of points ulf u2, ...un which are none of them periods or half periods.
• This definition of the function Fnm (£) is due to Heine, Journal fiir Math. xxix. (1845),
p. 194.
23*47, 23 # 5] L A M E ' S EQUATION 563

Near any one of these points we have an expansion of the form

Enm (f) = k (U - Ur) + h (U - Ury + ks(u- Urf + ...,
and, by substitution of this series in the differential equation, it is found that
k2 is zero.
Hence the principal part of l/{Enm (f)J2 near ur is
1
ks(u-ury'
and the residue is zero.
Hence we can find constants Ar such that

\-2- 2 Arfp(u-Ur)
r= l
has no poles at any points congruent to any of the points ur; it is therefore
a constant A, by Liouville's theorem, since it is a doubly periodic, function
of u.
fu du n

IP mit:\)2 {
JO
O \&n \g)j r=l
Now the points ur can be grouped in pairs whose sum is zero, since
Enm (f) is an even function of u.
If we take un_r = — ur+l} we have

and therefore
2

where ^ n _ i ( f ) is a polynomial in f of degree ^n — 1.

Example. Obtain formulae analogous to this expression for Fnm(£) when Enm(g) is of
the second, third or fourth species.

23*5. Lamd's equation in association with Jacobian elliptic functions.

All the results which have so far been obtained in connexion with Lame*
functions of course have their analogues in the notation of Jacobian elliptic
functions, and, in the hands of Hermite (cf. § 23'7l), the use of Jacobian
elliptic functions in the discussion of generalisations of Lame's equation has
produced extremely interesting results.
Unfortunately it is not possible to use Jacobian elliptic functions in which
all the variables involved are real, without a loss of symmetry.
564 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

The symmetrical formulae may be obtained by taking new variables

o, ft, 7 defined by the equations

=iK'+ v
7 = iK' + w V(^i ~ e*)>
and then the formulae of § 23*31 are equivalent to
x = J<? *J(a2 — c2). sn a sn ft sn 7,
(&V&') V(aa — c2). en a en ft en 7,
(i/kf) V(a2 - c2). dn a dn £ dn 7,
the modulus of the elliptic functions being

The equation of the quadric of the confocal system on which a is con-

stant is
X2 F2 Z2
(a - ft ) sn a (a - b ) en a (a - c2) dn- a
2 2 2 2 2 2 2

This is an ellipsoid if a lies between iJST' and K + iK' \ the quadric on which
ft is constant is an hyperboloid of one sheet if ft lies between K + ilT' and
If; and the quadric on which 7 is constant is an hyperboloid of two sheets if
7 lies between 0 and K; and with this determination of (a, ft, 7) the point
(x, y, z) lies in the positive octant.
It has already been seen (§ 23*4) that, with this notation, Lame's equation
assumes the form
^ = [n (n + 1) k* sn2 a + A) A,
and the solutions expressible as periodic functions of a will be called* Enm(a).
The first species of Lame function is then a polynomial in sn2 a, and generally
the species may be defined by a scheme analogous to that of § 23*2,
sn a, en a dn a,
[ 1, en a, dn a sn a, sn a en a dn a ^ (sn2a — sn2 ap).
dn 0, sn a en a,
23*6. The integral equation satisfied by Lame functions of the first and
second species^.
We shall now shew that, if Enm(a) is any Lame* function of the first
species (n being even) or of the second species (n being odd) with sn a as a
* There is no risk of confusing these with the corresponding functions Enm (£).
t This integral equation and the corresponding formulae of § 23*62 associated with ellipsoidal
harmonics were given by Whittaker, Proc. London Math. Soc. (2) xiv. (1915), pp. 260-268.
Proofs of the formulae involving functions of the third and fourth species have not been
previously published.
23*6] LAMP'S EQUATION 565

factor, then Enm(a) is a solution of the integral equation

Enm (a) = \ [ Pn (k sn a sn 0) Enm (0) d0;

J -2K
where X is one of the 'characteristic numbers' (§ 11*23).
To establish this result we need the lemma that Pn (k sn a sn 0) is
annihilated by the partial differential operator

To prove the lemma, observe that, when fi is written for brevity in place
of A: sn a sn 0, we have

= A;2 {en2 a dn2 a sn2 0 - en2 6 dn2 0 sn2 a} P n " (ji)

+ 2k8 sn a sn 0 (sn2 a - sn2 0) Pn' (p)
« A* (sn2 a - sn2 0) [(M2 - 1) P n " (A*) + 2 / K / V (/*)]
= i» (sn2 a - sn2 0) n (n 4-1) P n (M),
when we use Legendre's differential equation (§ 15*13). And the lemma is
established.
The result of applying the operator

g ^ - n (n + 1) A^sn2 a - An™
to the integral
(2K
Pn(ksnasn0)Enm(0)d0
J -2K
is now seen to be
rZK (32
\ ^
J -%
1) A;2 sn2 (9 - J. n w J P M (A sn a sn 0)1 Jg;« (0) d0,
and when we integrate twice by parts this t becomes
dPn (k sn a sn 0) p sn a s n
UJ~*~~ i 1/ i ""
— ± « i<*
M A; a n a. Mil 1/ i =-=

J -2K n l^^2
Hence it follows that the integral

P n (Jc sn a sn 0) Enm (0) d0

-2K
is annihilated by the operator
d2
-^ - n (n + 1) Ar1 sn3 a - ^Lnm,
566 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

and it is evidently a polynomial of degree n in sn2 a. Since Lamp's equation

has only one integral of this type*, it follows that the integral is a multiple
of Enm (a) if it is not zero; and the result is established.
It appears that every characteristic number associated with the equation
IK
Pn(ksnasnB)f(0)
/ -2K
yields a solution of Lamp's equation; cf. Ince, Proc. Royal Soc. Edin. XLII. (1922), pp. 43-53.
Example 1. Shew that the nucleus of an integral equation satisfied by Lame" functions
of the first species (n being even) or of the second species (n being odd) with en a as a
factor, may be taken to be
n fib *\
Pn [ -p en a en 6 J .
Example 2. Shew that the nucleus of an integral equation satisfied by Lame functions
of the first species (n being even) or of the second species (n being odd) with dn a as a
factor, may be taken to be

23*61. The integral equation satisfied by Lame functions of the third and
fourth species.
The theorem analogous to that of § 23*6, in the case of Lam6 functions of
the third and fourth species, is that any Lame function of the fourth species
(n being odd) or of the third species (n being even) with en a dn a as a factor
satisfies the integral equation
[2K
Enm (a) = X en a dn a en 0 dn 6P.n" (k sn a sn 0) Enm (0) dO.
J -2K
The preliminary lemma is that the nucleus
en a dn a en 0 dn 0Pn" (k sn a sn 0),
like the nucleus of § 23*6, is annihilated by the operator

To verify the lemma observe that

92
— {en a dn a P n " (k sn a sn 0)}
= k2 en3 a dn3 a sn2 0Pn[v ( » - 3& sn a en a dn a sn 0 (dn2 a + k'2 en2 a) P n " '
- en a dn a (dn2 a + k2 en2 a - 4fc2 sn2 a) P n " (fi),
and so
| ! - | L l . {en a dn a en 0 dn 0Pn" (k sn a sn 0)}
da2 ou2)

= k2 en a dn a en 0 dn 0 (sn2 a - sn2 0) ^- 3 {(/*2 - 1) P n '

= k2n (n + 1) en a dn a en 0 dn 0 (sn2 a - sn2 0) Pn (/*),
* The other solution when expanded in descending powers of sn a begins with a term in
(en a)-"" 1 .
23*61, 23*62] ELLIPSOIDAL HARMONICS 567
and the lemma is established. The proof that Enm (a) satisfies the integral
equation now follows precisely as in the case of the integral equation of § 236.
Example 1. Shew that the nucleus of an integral equation which is satisfied by Lame*
functions of the fourth species (n being odd) or of the third species (n being even) with
SQ a dn a as a factor, may be taken to be
(ik \
sn a dn a sn 6 dn 0 Pn" ( -p en a en 6 J .
Example 2. Shew that the nucleus of an integral equation which is satisfied by Lame'
functions of the fourth species (n being odd) or of the third species (n being even) with
sn a en a as a factor, may be taken to be

l a en a sn 6 en SPn" ( p dn a dn 6 j .

Example 3. Obtain the following three integral equations satisfied by Lame functions
of the fourth species (?i being odd) and of the third species {n being even):

(i) ^ s n 2 a ^ ( a ) = Xcn

(iii)

in the case of functions of even order, the functions of the different types each satisfy one
of these equations only.

23 62. Integral formulae for ellipsoidal harmonics.

The integral equations just considered make it possible to obtain elegant
representations of the ellipsoidal harmonic Gnm (x, y, z) and of the corre-
sponding homogeneous harmonic Hnm (x, y, z) in terms of definite integrals.
From the general equation formula of § 18*3, it is evident that Hnm (x, y} z)
is expressible in the form
Hnm (x, y, z)= I {x cos t 4- y sin t + iz)nf(i) dt,
J -IT

where f(t) is a periodic function to be determined.

Now the result of applying Niven's operator D2 to (x cos t + y sin t + iz)n is
n {n — 1) (a 2 cos 2 1 4- b2 sin 2 1 — c2) (x cos t + y sin t + iz)n~'2,
and so, by Niven's formula (§ 23*25) we find that Gnm (x, y} z) is expressible
in the form
n
O. m(,T ,,, ~\— \ join _ (U ~ •*• / « | u - 2 9O.-2

(rn (x, y, z>-]_^ Y 2(2n-l)

568 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

where 21 = x cos t + y sin t + iz,

33 = V{0 2 ~ c2) cos2 £ + (62 - c2) sin2$},
so that
2
2 ( ! ) ^ ysin* + ^ \

Now write sin t = cdO, the modulus of the elliptic functions being, as
usual, given by the equation

The new limits of integration are — 3K and K, b u t they may be replaced

by — 2K and 2K on account of the periodicity of the integrand.
It is thus found that

where ^> (0) is a periodic function of 0, independent of x, y, z, which is, as yet,

to be determined.
If we express the ellipsoidal harmonic as the product of three Lam6
functions, with the aid of the formulae of § 23 5 we find that
[2K
En™ (a) E™ (fi) Enm (y) = C Pn (ji) <j> (0) d6y
J -2K
where C is a known constant and
fi = k2 sn a sn /3 sn y sn 0 — Q^jk'2) en a en # en y en 6
- (l/k'2) dn a dn fi dn y dn 0.
If the ellipsoidal harmonic is of the first species or of the second species
and first type, we now give /3 and 7 the special values
£ = #, y = K + iK\
and we see that
rtK
Cl Pn(ksnasnd)<f>(0)dd
J -2K

is a solution of Lamp's equation, and so, by § 23*6, <f> (6) is a solution of Lame's
equation which can be no other* than a multiple of Enm (0).
Hence it follows that
r» ™ / \ ^ [1K r» (k' oc sn 0 + y en 0 + iz dn 0\ _, w ...T/1
0 . - (., y, ,) = X j ^ P n ( ; J ^ ) ) BS (0) dB,
where \ is a constant.
* If <p(d) involved the second solution, the integral would not converge.
23*63] ELLIPSOIDAL HARMONICS 569

If Gnm (x, y, z) be of the second species and of the second or third type
we put
£ = 0, 7 = # + %K\
or £ - 0 , 7 = J5T
respectively, and we obtain anew the same formula.
It thus follows that if Gnm (x, y, z) be any ellipsoidal harmonic of the first
or second species, then

GrT (X, y,z) = \ \ Pn 0*) Enm (0) dO,

J -2K

n0 + izdn 0)-E™(0)d0,

where fi = (k'x sn 8 + y en 0 4- iz dn 6)\sJ(b- — c2).

23*63. Integral formulae for ellipsoidal harmonics of the third and fourth
species.
In order to obtain integral expressions for harmonics of the third and
fourth species, we turn to the equation of § 23*62, namely

En™ (a) Enm (fi) En™ (y) = C Pn (p) <f> (0) d0y
J -2K
where
fi = i 2 sn a sn fi sn y sn 0 - (k2/k'2) en a en fi en 7 en 0 — (l/k'2) dn a dn fi dn y dn 0\
this equation is satisfied by harmonics of any species.
Suppose now that Enm (a) is of the fourth species or of the first type of
the third species so that it has en a dn a as a factor.
We next differentiate the equation with respect to fi and 7, and then put
0 = K,y = K + iK'.
It is thus found that

-2K

Now \^M] = _ (ilk') dn a dn fi dn 0P n ' (/*),

L Oy Jy = K+iK'
so that
that

°^ = - k en a dn a en 8 dn 0Pn" (k sn a sn 8).

Hence / en a dn a en 0 dn 0 Pn" (k sn a sn 0) 6 (0) d0

J -2K
is a solution of Lame"s equation with en a dn a as a factor; and so, by § 2
</> (0) can be none other than a constant multiple of Enm (a).
570 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII
We have thus found that the equation

Gnm (x, y, *) = X P n 0*) Ej* (0) dO

J -2K
is satisfied by any ellipsoidal harmonic which has en a dn a as a factor; the
corresponding formula for the homogeneous harmonic is
Hnm (x, y,z) = \ y
—^ - (k' x sn 6 + y en 6 + iz dn 6)n En (0) d6.
n 2 2 2 n
2 (n ! ) ( 6 - c p J -2K
Example. Shew that the equation of this section is satisfied by the ellipsoidal
harmonics which have sn a dn a or sn a en a as a factor.

23*7. Generalisations of Lame's equation.

Two obvious generalisations of Lamp's equation at once suggest them-
selves. In the first, the constant B has not one of the characteristic values
Bnm, for which a solution is expressible as an algebraic function of ip (u); and
in the second, the degree n is no longer supposed to be an integer. The first
generalisation has been fully dealt with by Hermite* and Halphenf, but the
only case of the second which has received any attention is that in which n is
half of an odd integer; this has been discussed by BrioschiJ, Halphen§ and
Crawford ||.
We shall now examine the solution of the equation

where B is arbitrary and n is a positive integer, by the method of Lindemann-

Stieltjes already explained in connexion with Mathieu's equation (§§ 19'5-
1952).
The product of any pair of solutions of this equation is a solution of

by § 19*52. The algebraic form of this equation is

If a solution of this in descending powers of | - e2 be taken to be

X=Xcr (£-*)"-, (c o =l)
r=0
* Comptes Rcndus, LXXXV. (1877), pp. 689-695, 728-732, 821-826.
t Fonctions Elliptiques, n. (Paris, 1888), pp. 494-502.
t Comptes Rendus, LXXXVI. (1878), pp. 313-315.
§ Fonctiom Elliptiques, n. (Paris, 1888), pp. 471-473.
il Quarterly Journal, xxvn. (1895), pp. 93-98.
237] LAME'S EQUATION 571

the recurrence formula for the coefficients cr is

4r (n - r + J) (2n - r + 1) cr
= (n - r + 1) [12e2 (n - r) (n - r -f 2) - 4>e2 (n9 + w - 3) -
- 2 ( n - r + l ) ( n - r + 2)(g 1 -e 2 )(e 2 -e 3 ) (2n - 2r + 3) c ^ .
Write r = n 4-1, and it is seen that cn+l = 0; then write r = n + 2 and cn+2 = 0 ;
and the recurrence formulae with r > n 4- 2 are all satisfied by taking

Hence Lame's generalised equation always has two solutions whose product
is of the form
2cr(f-*,)w-r-
This polynomial may be written in the form

n (pW-fiM,
r=l
where a1? a2, ••• «n are, as yet, undetermined as to their signs ; and the two
solutions of Lame's equation will be called A1} A2.
Two cases arise, (I) when A2/A2 is constant, (II) when Aj/Ag is not
constant.
(I) Thefirstcase is easily disposed of; for unless the polynomial

is a perfect square in f, multiplied possibly by expressions of the type f — elf

% — e*> £ — #3, then the algebraic form of Lamp's equation has an indicial
equation, one of whose roots is \ , at one or more of the points £ = p (ar); and
this is not the case (§ 23'43).
Hence the polynomial must be a square multiplied possibly by one or
more of £ — ely £ — e2y £ — e3, and then A! is a Lame* function, so that B has
one of the characteristic values Bnm: and this is the case which has been
discussed at length in §§ 231-2347.
(II) In the second case we have (§ 19*53)

AI^--_A3-26,
du du
where (5 is a constant which is not zero. Then
d log A2 _ d log A, _ 2g
~~du du ~X'
) d log A2 d log A, __ J_ dX
{ du du X du
d\ogA,_ 1 dX 6 dlogA 2 _ 1 dX (5:
dxe 2X da X' dw 2X du X'
572 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII
On integration, we see that we may take

Again, if we differentiate the equation

1 dA1_ 1 dX 6
A, du~2X du Xy
we find that

j du j ~ 2X dit2 2Z 2 V du / Z2
and hence, with the aid of Lamp's equation, we obtain the interesting
formula

If now gr = jp (ar), we find from this formula (when multiplied by X2),

that, if u be given the special value ari then
f
dXV 46 2

We now fix the signs of ait a?, ... an by taking

26

And then, if we put 26/X, ^«a function of £ into partial fractions, it is seen
that
* /ia;L 2{ i r ( ) C ( + )
and therefore

x exp | 2 {log a- (ar + 2*) - log a (ar - w) - 2w£ (ar)} ,

whence it follows that (§ 20'53, example 1)

r
r=i (o- (u) a (ar)) { r =i J
J A A ( €r(ar — u)} f 5 t./ \)
and A 2 = II j \ r . \ U x p J ^ 2 ?(a r )L
r
r = 1 \a (u) a (aT)) ( r==1 *v 7j
The complete solution has therefore been obtained for arbitrary values of the
constant B.
2371] LAM#8 EQUATION 573
23*71. The Jacobian form of the generalised Lame equation.
We shall now construct the solution of the equation
,72 A
^ = (n (n+1) &2snaa + ;!} A,
for general values of -4, in a form resembling that of § 23*6.
The solution which corresponds to that of § 236 is seen to be*

where p, a1} 03, ... crn are constants to be determined.

On differentiating this equation it is seen that
1 dA__ £ jH'(a-|-a r ) ®'(a)|
A CLCL r=l {•" \& "^ &r) ® \^/)

. I {Z (a + a, + iK') - Z (a)} +p + \rnn\K,

so that ^ - { l ^ =

and therefore, since A is a solution of Lamp's equation, the constants p, ax,

Oa, ... On are to be determined from the consideration that the equation
2
a + -4= £ {dn2 (a + a* + iK')- dn2a}
r=l

is to be an identity; that is to say

= |i
Now both sides of t h e proposed identity are doubly periodic functions of
a with periods 2Kt ZiK'y and their singularities are double poles a t points
congruent to —iK\ —aly — Ofe, ... — <*»; t h e dominant terms near — iK' and
- oir are respectively
n2 1

in the case of each of the expressions under consideration.

The residues of the expression on the left are all zero and so, if we choose
p, au Oo, ... an so that the residues of the expression on the right are zero,
* This solution was published in 1872 in Hermite's lithographed notes of his lectures delivered
at the Ecole poly technique.
574 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII
it will follow from Liouville's theorem that the two expressions differ by a
constant which can be made to vanish by proper choice of A.
We thus obtain n-f 2 equations connecting p, alt o^, ... an with A, but
these equations are not all independent.
It is easy to prove that, near — a,.,

2
r=l
(n- 1)-n/K + 0 (a + ar),
where the prime denotes that the term for which p = r is omitted; and, near
-iK',
i (Z (a + a, + iK') - Z (a)} + /> + \mri\K

- - a- A+ TijftL
> + I Z (ar) + p + O(a+ tK").
=i
r
Hence the residues of

i" t {Z (a + «r + iK') - Z (a)} + p + Jtwrt/ifT

will all vanish if p, a,, a2> ••• an are chosen so that the equations

Vr=l

are all satisfied.

The last equation merely gives the value of p> namely

- 2 Z (a,),

and, when we substitute this value in the first system, we find that

£' [Z (^ - ar 4- iK') + Z(ar)-Z (ap) + ^rri/K] = 0,

l
where r = 1, 2, ... n. By § 22*735, example 2, the sum of the left-hand sides
of these equations is zero, so they are equivalent to n — 1 equations at most;
and, when aly a2, ... a,t have any values which satisfy them, the difference

n2k2 sn2 a + n 4- A + 2 cs2 (a + ar)

L r=i J
- I" 2 {Z (a + ar + iK') -Z(a)-Z (ar) + *9r»
2371] LAMP'S EQUATION 575

is constant. By taking a = 0, it is seen that the constant is zero if

n + A + 2 cs2ar = [ I [Z (ar 4- %K') - Z (ar) 4- \irijK\\ 9
2
2 cn ar ds arV — 2 ns a r = ^4.

r=l J r=l
We now reduce the system of w equations; with the notation of § 22*2, if functions of
a p , a r be denoted by the suffixes 1 and 2, it is easy to see that
Z ( a p - ar + iKr) + Z (ar) - Z (

= P sn (dp 4- tX') sn a,, sn (op + iK1 - ar) 4- Cj dx /8t

5 t s n (ap — a r )

Consequently a solution of Lame's equation

-7-7 = [n(n + I)k2sn2a+ A] A

is

provided that a1, a*, ... an be chosen to satisfy the n independent equations
comprised in the system
" sn dp cn ap dn ap 4- sn ar cn ar dn crr
p =i sn 2J Op sn 2 «-
Oo ——sn^
—
'
I" n "la n
2
2 cn Or ds a r — 2 ns
; ar = .
lr=l J r=l
and if this solution of Lamp's equation is not doubly periodic, a second
solution is

The existence of a solution of the system of n 4-1 equations follows from

§ 23-7.
REFERENCES.
G. LAM£, Journal de Math. II. (1837), pp. 147-188; iv. (1839), pp. 100-125, 126-163, 351-
385; vill. (1843), pp. 397-434. Legons sur les fonctions inverses des transcendantes et
les surfaces isothermes (Paris, 1857). Legons sur les coordonnees curvilignes (Paris, 1859).
E. HEINE, Journal fiir Math. xxix. (1845), pp. 185-208. Theorie der Kugelfunctionen, n.
(Berlin, 1880).
C. HERMITE, Comptes Rendus, LXXXV. (1877), pp. 689-695, 728-732, 821-826 ; Ann. di Mat.
(2) ix. (1878), pp. 21-24. Oeuvres Mathematiques (Paris, 1905-1917).
576 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

G. H. HALPHEN, Fonctions Elliptiques, n. (Paris, 1888).

F. LINDEMANN, Math. Ann. xix. (1882), pp. 323-386.
K. HEUN, Math. Ann. xxxtti. (1889), pp. 161-179, 180-196.
L. CRAWFORD, Quarterly Journal, xxvn. (1895), pp. 93-98; xxix. (1898), pp. 196-201.
W. D. NIVEN, Phil. Trans, of the Royal Society, 182 A (1891), pp. 231-278.
A. CAYLEY, Phil. Trans, of the Royal Society, 165 (1875), pp. 675-774.
G. H. DARWIN, Phil. Trans, of the Royal Society, 197 A (1901), pp. 461-557; 198 A (1901),
pp. 301-331.

MISCELLANEOUS EXAMPLES.
1. Obtain the formula

«du.ffn(x, y, z).
(Niven, Phil. Trans. 182 A (1891), p. 245.)
2. Shew that
•d d d\ 1 (-)n-(2ft)! HK{x,y,z)
!7' 83/ ' 8 2 / 2n.nl
(Hobson, Proc. London Math. Soc. xxiv.)
3. Shew that the {external ellipsoidal harmonic' Fnm (£) Enm (y) Enm ({) is a constant
multiple of

n
\dx' dy' 92/ V 1 " 2 . ( 2 J I + 3) 2.4(
(Niven; and Hobson, Proc. London Math. Soc. xxiv.)
4. Discuss the confluent form of Lamp's equation when the invariants g2 and g3 of the
Weierstrassian elliptic function are made to tend to zero; express the solution in terms of
Bessel functions.
(Haentzschel, Zeitschrift filr Math, und Phys. xxxi.)
5. If v denotes — , **' exp [{X - Z (/x)} a], where X and ft are constants, shew that
0(o)
Lamp's equation has a solution which is expressible as a linear combination of
dn~lv dn~3v dn~bv

where X2 and sn2/* are algebraic functions of the constant A.

(Hermite.)
6. Obtain solutions of

w az£
(Stenberg, Ada Math, x.)
7. Discuss the solution of the equation

in the form of the series

•-^'^(y+lJ.-^+n) 9

(Heun, Math. Ann. xxxni.)

 LAME'S EQUATION 577

8. Shew that the exponents at the singularities 0, 1, a, oo of Heun's equation are

(0,1-y), (0,1-«), (0,1-.), («,j8),
where •y+d + f = a-f /9+1-
(Heun, Math. Ann, xxxin.)
9. Obtain the following group of variables for Heun's equation, corresponding to the
group
11 JL J— iz
JL z-V z l
*' «' 1-V
for the hypergeornetric equation:
1 1 z z-\

2 a-2 a a

z—a z—\ I—a a - 1 z—a z-\

T^' ^ l * 7^a J 7^1* ^ T ' 7 ^ '
^-a (a~\)z a(z — \) a(z-l) z—a (l-a)z
a(z-l)1 a{z-\y z-a ' (a-l)z' (1-a)*1 2-a '
(Heun, ifa^A. Ann. xxxm.)
10. If the series of example 7 be called
F(ayq; a,fry,d; z\
obtain 192 solutions of the differential equation in the form of powers of 2, z- 1 and z-a
multiplied by functions of the type F.
[Heun gives 48 of these solutions.]
11. If w=2v, shew that Lamp's equation

may be transformed into

by the substitution
A
12. If f = fp (v), shew that a formal solution of the equation of example 11 is
2,= I brd-^-r,
r=0
provided that (a - 2n) (a - n + ^) »* 0
and that

(Brioschi, Comptes Rendiis, LXXXVI. (1878), pp. 313-315 and Halphen.)

13. Shew that, if n is half of an odd positive integer, a solution of the equation of
example 11 expressible in finite form is

r=0
578 THE TRANSCENDENTAL FUNCTIONS [CHAP. XXIII

provided that

and B is so determined that & . =0.

(Brioschi and Halphen.)
14. Shew that, if n is half of an odd integer, a solution of the equation of example 11
expressible in finite form is
Z'=*i*V(f-e2)n-*-l,
J>=0
provided that

and 6' , = 0 is the equation which determines B,

(Crawford.)
15. With the notation of examples 13 and 14 shew that, if

the equations which determine c0, c^ ...c n _i are identical with those which determine
b0, bi, ,..b i; and deduce that, if one of the solutions of Lamp's equation (in which n is
half of an odd integer) is expressible as an algebraic function of p (v), so also is the other.
(Crawford.)
16. Prove that the values of B determined in example 13 are real when e1} e2 and e3
are real.
17. Shew that the complete solution of

is A
where A and B are arbitrary constants.
(Halphen, MSm. par divers savants, xxvin. (i), (1880), p. 105.)
18. Shew that the complete solution of

is A={
where A and B are arbitrary constants and C=2K+iK\
(Jamet, Comptes Rendus, cxi.)
 APPENDIX
THE ELEMENTARY TRANSCENDENTAL FUNCTIONS

A*l. On certain results assumed in Chapters I-IV.

It was convenient, in the first four chapters of this work, to assume some of the
properties of the elementary transcendental functions, namely the exponential, logarithmic
and circular functions ; it was also convenient to make use of a number of results which
the reader would be prepared to accept intuitively by reason of his familiarity with the
geometrical representation of complex numbers by means of points in a plane.
To take two instances, (i) it was assumed (§2*7) that lim (exp3) = exp(limz), and
(ii) the geometrical concept of an angle in the Argand diagram made it appear plausible
that the argument of a complex number was a many-valued function, possessing the
property that any two of its values differed by an integer multiple of 2n.
The assumption of results of the first type was clearly illogical; it w«is also illogical to
base arithmetical results on geometrical reasoning. For, in order to put the foundations
of geometry on a satisfactory basis, it is not only desirable to employ the axioms of
arithmetic, but it is also necessary to utilise a further set of axioms of a more definitely
geometrical character, concerning properties of points, straight lines and planes*. And,
further, the arithmetical theory of the logarithm of a complex number appears to be
a necessary preliminary to the development of a logical theory of angles.
Apart from this, it seems unsatisfactory to the aesthetic taste of the mathematician to
employ one branch of mathematics as an essential constituent in the structure of another ;
particularly when the former has, to some extent, a material basis whereas the latter is of
a purely abstract nature f.
The reasons for pursuing the somewhat illogical and unaesthetic procedure, adopted in
the earlier part of this work, were, firstly, that the properties of the elementary transcen-
dental functions were required gradually in the course of Chapter n, and it seemed
undesirable that the course of a general development of the various infinite processes
should be frequently interrupted in order to prove theorems (with which the reader was,
in all probability, already familiar) concerning a single particular function ; and, secondly,
that (in connexion with the assumption of results based on geometrical considerations)
a purely arithmetical mode of development of Chapters I-IV, deriving no help or illus-
trations from geometrical processes, would have very greatly increased the difficulties of
the reader unacquainted with the methods and the spirit of the analyst.
* It is not our object to give any account of the foundations of geometry in this work. They
are investigated by various writers, such as Whitehead, Axioms of Projective Geometry (Cambridge
Math. Tracts, no. 4, 1906) and Mathews, Projective Geometry (London, 1914). A perusal of
Chapters i, xx, xxu and xxv of the latter work will convince the reader that it is even more
laborious to develop geometry in a logical manner, from the minimum number of axioms, than
it is to evolve the theory of the circular functions by purely analytical methods. A complete
account of the elements both of arithmetic and of geometry has been given by Whitehead and
Russell, Principia Mathematica (1910-1913).
t Cf. Merz, History of European Thought in the Nineteenth Century, n. (London, 1903), pp. 631
(note 2) and 707 (note 1), where a letter from Weierstrass to Schwarz is quoted. See also
Sylvester, Phil. Mag. (5), n. (1876), p. 307 [Math. Papers, in. (1909), p. 50].
580 APPENDIX

A • 11. Summary of the Appendix.

The general course of the Appendix is as follows :
In §§ A*2-A*22, the exponential function is defined by a power series. From this
definition, combined with results contained in Chapter n, are derived the elementary
properties (apart from the periodic properties) of this function. It is then easy to deduce
corresponding properties of logarithms of positive numbers (§§ A*3-A33).
Next, the sine and cosine are defined by power series from which follows the connexion
of these functions with the exponential function. A brief sketch of the manner in which
the formulae of elementary trigonometry may be derived is then given (§§ A*4-A'42).
The results thus obtained render it possible to discuss the periodicity of the exponential
and circular functions by purely arithmetical methods (§§ A'5, A*51).
In §§ A*52-A*522, we consider, substantially, the continuity of the inverse circular
functions. When these functions have been investigated, the theory of logarithms of
complex numbers (§ A*6) presents no further difficulty.
Finally, in § A*7, it is shewn that an angle, defined in a purely analytical manner,
possesses properties which are consistent with the ordinary concept of an angle, based on
our experience of the material world.
It will be obvious to the reader that we do not profess to give a complete account of
the elementary transcendental functions, but we have confined ourselves to a brief sketch
of the logical foundations of the theory*. The developments have been given by writers
of various treatises, such as Hobson, Plane Trigonometry ; Hardy, A course of Pure
Mathematics ; and Bromwich, Theory of Infinite Series.
A'12. A logical order of development of the elements of Analysis.
The reader will find it instructive to read Chapters I-IV and the Appendix a second
time in the following order :
Chapter I (omitting + all of § 1*5 except the first two paragraphs).
Chapter n to the end of § 2*61 (omitting the examples in §§ 231-2'61).
Chapter in to the end of § 3*34 and §§ 3'5-3*73.
The Appendix, §§ A*2-A*6 (omitting §§ A 32, A33).
Chapter n, the examples of §§ 2'31-261.
Chapter in, §§ 3-341-3*4.
Chapter IT, inserting §§ A'32, A*33, A7 after § 4*13.
Chapter II, §§ 27-2-82.
He should try thus to convince himself that (in that order) it is possible to elaborate
a purely arithmetical development of the subject, in which the graphic and familiar
language of geometry J is to be regarded as merely conventional.
* In writing the Appendix, frequent reference has been made to the article on Algebraic
Analysis in the Encyklopddie der Math. Wissevschaften by Pringsheim and Faber, to the same
article translated and revised by Molk for the Encyclopedic des Sciences Math., and to Tannery,
Introduction a la TheOrie des Fonctions d'une Variable (Paris, 1904).
t The properties of the argument (or phase) of a complex number are not required in the
text before Chapter v.
t E.g. 'a point' for *an ordered number-pair,1 'the circle of unit radius with centre at the
origin' for 'the set of ordered number-pairs (x, y) which Batisfy the condition £ 2 + z/ 2 =l,' 'the
points of a straight line' for 'the set of ordered number-pairs (xy y) which satisfy a relation of
the type Ax + By + C = 0,' and so on
A/ll-A'21] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS 581

A*2. The exponential function exp z.

The exponential function, of a complex variable 2, is denned by the series*

This series converges absolutely for all values of z (real and complex) by D'Alembert's
ratio test (§ 2*36) since lim | (z/n) | = 0 < l ; so the definition is valid for all values of z.
tt-»>oo

Further, the series converges uniformly throughout any bounded domain of values of z;
for, if the domain be such that | z | ^ R when z is in the domain, then

and the uniformity of the convergence is a consequence of the test of Weierstrass (§ 3*34),
by reason of the convergence of the series 1 + 2 (Rn/n !), in which the terms are indepen-
71 = 1
dent of z.
Moreover, since, for any fixed value of n, zn/n! is a continuous function of z, it follows
from § 3*32 that the exponential function is continuous for all values of z; and hence
(cf. § 3*2), if z be a variable which tends to the limit f, we have
lim exp z—exp £.

A'21. The dddition-theorem for the exponential function, and its consequences.
From Cauchy's theorem on multiplication of absolutely convergent series (§ 2 53), it
follows thatf

-1 . Zl + Z2 , S1 + 2s 1 g 3 + 32 I
— if j, f- g-j h...

so that exp (zx -f z2) can be expressed in terms of exponential functions of z1 and of z2 by
the formula
exp (*! + z2) = (exp zx) (exp z2).
This result is known as the addition-theorem for the exponential function. From it,
we see by induction that
(exp zx) (exp z2)... (exp * H )«exp (zx + z2+... +«„),
and, 111 particular,
{exp2}{exp(-2)}=expO = l.
From the last equation, it is apparent that there is no value of z for which expz = O ;
for, if there were such a value of 2, since exp (—2) would exist for this value of 2, we
should have 0 = 1 .
It also follows that, when x is real, exp#>0 ; for, from the series definition, exp x ^ 1
when x^O ; and, when x^O, exp.r=l/exp( -
( z\n
* It was formerly customary to define exp z as lim I 1-f - ) , cf. Cauchy, Cours dJAnalyse, 1.
p. 167. Cauchy (ibid. pp. 168, 309) also derived the properties of the function from the series,
but his investigation when z is not rational is incomplete. See also Schlomilch, Handbuch der
ulg. Analysis (1889), pp. 29, 178, 246. Hardy has pointed out (Math. Gazette, 111. p. 284) that
the limit definition has many disadvantages.
f The reader will at once verify that the general term in the product series is
582 APPENDIX

Further, exp^r is an increasing function of the real variable x ; for, i

exp (#+£) —exp#==exp.z. {exp£—1}>0,
because exp .r>0 and exp k>l.
Also, since {exph- 1}/A = 1 + (A/2!) + (A*/3 !) + ...,
and the series on the right is seen (by the methods of § A'2) to be continuous for all
values of A, we have
lim
. c?exp2 ,. exp (z+h)~ exp z
and so — j-j - = hm —— // — = exp z.
dz = hm h
dz +
h 0 h
A'22. Various properties of the exponential function.
Returning to the formula (expzx) (expz 2 )... (expzn) = exp (zx + z2 +... + zn), we see that,
when n is a positive integer,
(exp2)n=exp(wz),
and (exp z)~ = 1 /(exp z)n = 1 /exp (nz) = exp ( - nz).
n

In particular, taking z — \ and writing e in place of exp 1 = 2*71828..., we see that,

when m is an integer, positive or negative,

Also, if ytx be any rational number (—p/q, wherep and q are integers, q being positive)
(exp fi)q = exp pq = exp p = e^,
so that the ^th power of exp fi is ep; that is to say, exp p is a value of eplQ = efl, and it is
obviously (§ A*21) the real positive value.
If x be an irrational-real number (denned by a section in which a1 and a2 are typical
members of the Z-class and the /2-class respectively), the irrational power e* is most
simply defined as exp x ; we thus have, for all real values of xy rational and irrational,

an equation first given by Newton*.

It is, therefore, legitimate to write e* for exp x when x is real, and it is customary to
write e9 for exp z when z is complex. The function e9 (which, of course, must not be
regarded as being a power of <?), thus defined, is subject to the ordinary laws of indices, viz.
«*.«W" K > e~z=l/ez.
[NOTE. Tannery, Legons oVAlgebre et d?Analyse (1906), I. p. 45, practically defines e*,
when x is irrational, as the only number A" such that eai ^X^ea\ for every ax and a2.
From the definition we have given it is easily seen that such a unique number exists.
For exp#( = Z ) satisfies the inequality, and if X' {*X) also did so, then
exp a2 - exP ax = ea<l - ea' ^ | X' - X \,
so that, since the exponential function is continuous, a2 — al cannot be chosen arbitrarily
small, and so (ax, a2) does not define a section.]
* De Analysi per aequat. num. term. inf. (written before 1669, but not published till 1711);
it was also given both by Newton and by Leibniz in letters to Oldenburg in 1676 ; it was first
published by Wallis in 1685 in his Treatise on Algebra, p. 343. The equation when x is irrational
was explicitly stated by Schlomilch, Handbuch der alg. Analysis (1889), p. 182.
A ' 2 2 - A ' 3 2 ] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS 583
A '3. Logarithms of positive numbers *.
It has been seen (§§ A*2, A*21) that, when x is real, exp# is a positive continuous
increasing function of at, and obviously exp 3c-+- + co as .r -*- + oo, while
exp#=l/exp(-.r)-*-0 as x-—-cc.
If, then, a be any positive number, it follows from § 3*63 that the equation in x,
exp x =• a,
has one real root and only one. This root (which is, of course, a function of a) will be
written t Log,, a or simply Log a ; it is called the Logarithm of the positive number a.
Since a one-one correspondence has been established between x and a, and since a is
an increasing function of x, x must be an increasing function of a; that is to say, the
Logarithm is an increasing function.
Example. Deduce from § A*21 that Log a + Log b = Log ab.
A '31. The continuity of the Logarithm.
It will now be shewn that, when a is positive, Log a is a continuous function of a.
Let Loga=*#, Log(a-f A)=# + £,
so that e =a, e* + k=a + h, 1 4- (A/a) = ek.
x

First suppose that A>0, so that £>0, and then

and so 0<£<A/a,
that is to say 0 < Log (a + h) -*• Log a<h/a.
Hence, h being positive, Log (a + h) -Log a can be made arbitrarily small by taking h
sufficiently small.
Next, suppose that A<0, so that £<0, and then a/(a-\-h) = e"k.
Hence (taking 0 < - A < | a , as is obviously permissible) we get

and so -k< - l+a/(a + A)= -A/( ) /

Therefore, whether h be positive or negative, if e be an arbitrary positive number and
if | A | be taken less than both \a and £ae, we have
| Log {a + A) -Log a \ <*,
and so the condition for continuity (§ 3'2) is satisfied.
A'32. Differentiation of the Logarithm.
Retaining the notation of § A*31, we see, from results there proved, that, if A-*-0
(a being fixed), then also £-#-(). Therefore, when a > 0 ,

- —-_ — HLH —r —

da k-^o ex + k-ex <

Since Log 1=0, we have, by § 4*13 example 3,
fatt
fldt.
* Many mathematicians define the Logarithm by the integral formula given in § A-32. The
reader should consult a memoir by Hurwitz (Math. Ann. LXX. (1911), pp. 33-47) on the founda-
tions of the theory of the logarithm.
t This is in agreement with the notation of most text-books, in which Log denotes the
principal value (see § A-6) of the logarithm of a complex number.
584 APPENDIX

A'33. The expansion of Log (1 -fa) in powers of a.

From § A-32 we have

Log (1-fa).

Jo

where Rn—{-)" / V ( 1 + 0 " 1 <&•

jo
Now, if - l < a < l , we have
"V(l-|a|)-ld«

->• 0 as n -*- oo.

Hence, when - l < a < l , Log(l + a) can be expanded into the convergent series*
Log(l+a) = a-£a 2 + J a 3 - . . . = 2 (-) n ~ 1 an/n.
n=l
If a = + l ,
|/? n |= f 1 r ( l + 0 " 1 ^ < / l ^ n ^ = (n + l)-1-*-Oas w-^oo,
./ o yo
so the expansion is valid when a= +1 ; it is not valid when a«* - 1.

Example. Shew that lim (1 -f - I = e.

[We have Jim nlog(l + 1 ) . Jim (l - ±+±t-..)

= 1,
and the result required follows from the result of § A*2 that lim e*«=^.]

A # 4. ^rA^ definition of the sine and cosine.

The functions t sin z and cos z are defined analytically by means of power series, thus
2 +
f
z2 s4 °° (~)nz2n
1 + 1+ ;
-2- 4!--= n!1-w
these series converge absolutely for all values of z (real and complex) by § 2*36, and so the
definitions are valid for all values of z.
On comparing these series with the exponential series, it is apparent that the sine and
cosine are not essentially new functions, but they can be expressed in terms of exponential
functions by the equations \
2i sin z=exp (iz) - exp ( - iz), 2 cos z = exp (iz) 4- exp ( - iz).
* This method of obtaining the Logarithmic expansion is, in effect, due to Wallis, Phil.
Trans, n. (1668), p. 754.
+ These series were given by Newton, De Analyst... (1711), see § A-22 footnote. The other
trigonometrical functions are defined in the manner with which the reader is familiar, as
quotients and reciprocals of sines and cosines.
X These equations were derived by Euler [they were given in a letter to Johann Bernoulli in
1740 and published in the Hist. Acad. Berlin, v. (1749), p. 279] from the geometrical definitions
of the sine and cosine, upon which the theory of the circular functions was then universally
based.
 A'33-A'5] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS 585

It is obvious that sin* and cos* are odd and even functions of z respectively ; that is
to say
s i n ( - * ) = - s i n * , cos (-*)=* cos*.
A'41. The fundamental properties of sin * and cos *.
It may be proved, just as in the case of the exponential function (§ A*2), that the series
for sin* and cos* converge uniformly in any bounded domain of values of *, and con-
sequently that sin * and cos * are continuous functions of * for all values of *.
Further, it may be proved in a similar manner that the series

defines a continuous function of * for all values of *, and, in particular, this function
is continuous at 2=0, and so it follows that
lim

A*42. The addition-theorems for sin * and cos *.

By using Euler's equations (§ A*4), it is easy to prove from properties of the exponential
function that
sin (zx+*2)=sin zx cos *2 + cos zx sin z%
and cos (zx+*2) — cos zx cos z2 — sin z1 sin *2 ;
these results are known as the addition-theorems for sin * and cos *.
It may also be proved, by using Euler's equations, that
sin2*4-cos2*«=l.
By means of this result, sin(*l + *2) can be expressed as an algebraic function of sin*!
and sin*2, while cos(*1+*2) can similarly be expressed as an algebraic function of cos*!
and cos*2; so the addition-formulae may be regarded as addition-theorems in the strict
sense (cf. §§ 20-3, 22*732 note).
By differentiating Euler's equations, it is obvious that
dsinz dcosz
—=— = cos *, — j — = — sin *.
dz dz
Example. Shew that
sin2s=2sin*cos*, cos2*=2cos 2 *-l ;
these results are known as the duplication-formulae.
A*5. The periodicity of the exponential function.
If *! and *2 Are such that exp zx = exp *2, then, multiplying both sides of the equation by
exp (-* 2 ), we get exp {zx-z^^\\ and writing y for zx-*a, we see that, for all values of *
and all integral values of n,
exp (* + ny) = exp *. (exp y)n « exp *.
The exponential function is then said to have period y , since the effect of increasing
* by -y, or by an integral multiple thereof, does not affect the value of the function.
It will now be shewn that such numbers y (other than zero) actually exist, and that all
the numbers y , possessing the property just described, are comprised in the expression
2W7TI, ( » - ± l , ±2, ±3, ....)
where ir is a certain positive number* which happens to be greater than 2 V2 and less
than 4.
* The fact that r is an irrational number, whose value is 3*14159..., is irrelevant to the
present investigation. For an account of attempts at determining the value of r, concluding
with a proof of the theorem that ir satisfies no algebraic equation with rational coefficients, see
Hobson's monograph Squaring the Circle (1913).
586 APPENDIX

A*51. The solution of the equation exp y= 1.

Let -y = a-M'£, where a and /3 are real ; then the problem of solving the equation
expy=l is identical with that of solving the equation
exp a . expt/3=l.
Comparing the real and imaginary parts of each side of this equation, we have
exp a. cos £ = 1 , exp a. sin/3=0.
Squaring and adding these equations, and using the identity cos2 /3 + sin2 /3ss 1, we get
exp2a=l.
Now if a were positive, exp 2a would be greater than 1, and if a were negative, exp 2a
would be less than 1; and so the only possible value for a is zero.
It follows that cosfi= 1, sin p = 0.
Now the equation sin/3-0 is a necessary consequence of the equation cos/3=l, on
account of the identity cos2$ + sin 2 /3=l. It is therefore sufficient to consider solutions
(if such solutions exist) of the equation cos/3=l.
Instead, however, of considering the equation cos/3=l, it is more convenient to
consider the equation* cos.r=0.
It will now be shewn that the equation cos#=0 has one root, and only one, lying
between 0 and 2, and that this root exceeds <J2; to prove these statements, we make use
of the following considerations :
(I) The function cos.?; is certainly continuous in the range
(II) When 0 ^ x ^ v '2, we have t

2!^ ' 4! 6!^ ' 8! 10!

and so, when 0 ^ x ^ v/2, cos x > 0.
(Ill) The value of cos 2 is

"72O V1 ~ 7 7 B ) " i o !
(IV) W h e n 0 < . r ^ 2 ,
sin*/ ^\ j
x "V 6; + 1
and so, when 0 ^ x ^ 2, sin x ^ \x.
It follows from (II) and (III) combined with the results of (I) and of § 363 that the
equation cos# = 0 has at least one root in the range J2 <x< 2, and it has no root in the
range 0 ^ x ^ J2.
Further, there is not more than one root in the range s/2<x<2; for, suppose that
there were two, xx and x2 (x2>x{); then 0<x2-x1<2- X /2<1, and
sin (x2 — Xi) = sin x% cos X\ — sin Xi cos x2—0,
and this is incompatible with (IV) which shews that sin {x2-xx) ^}^{x 2 -x l ).
The equation cos.r=0 therefore has one and only one root lying between 0 and 2. This
root lies between J2 and 2, and it is called \n; and, as stated in the footnote to § A 5, its
actual value happens to be 1*57079
* If COBX = 0, it is an immediate consequence of the duplication-formulae that cos2x= - 1
and thence that cos 4a; = 1, so, if # is a solution of cos x = 0, 4a; is a solution ofcos/3 = l.
f The symbol ^ may be replaced by > except when x = ,J2 in the first place where it occurs,
and except when x = 0 in the other places.
A*51, A'52] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS 587

From the addition-formulae, it may be proved at once by induction that

cos mr = { — l) n , sinwrr«=O,
where n is any integer.
In particular, cos2n7r = l, where n is any integer.
Moreover, there is no value of £, other than those values which are of the form 2nny
for which c o s $ = l ; for if there were such a value, it must be real*, and so we can
choose the integer m so that
- n ^2ra7r— /3<rr.
We then have
sin | mn - J/3 | *= ± sin (nm - J/3) = ± sin $0= ± 2"^ (1 - cos 0)^ = 0,
and this is inconsistent t with sin | ran — Jj8 | ^ J | ran - \$ | unless £ = 2mn.
Consequently the numbers 2ntr, (w- = 0, ± 1 , ± 2 , . . . ) , and no others, have their cosines
equal to unity.
It follows that a positive number n exists such that expe has period 2jri and that
expz has no period fundamentally distinct from 2-ni.
The formulae of elementary trigonometry concerning the periodicity of the circular
functions, with which the reader is already acquainted, can now be proved by analytical
methods without any difficulty.
Example 1. Shew that sin krr is equal to 1, not to — 1.
Example 2. Shew that tan#>.z when 0<x<\n.
[For cos.r>0 and
2
ao x *n " I f X }
s i n x — xcosx = 2 — =-r-: \\n-2- r} ,
and every term in the series is positive.]
x2 V* x6 25 x2 x*
Example 3. Shew that 1 - — + ~ — ^—- is positive when x = —, and that 1 - — + ^r
vanishes when A-= ( 6 - 2 v/3)^« 1*5924...; and deduce t h a t |
3125<7r<3185.
A'52. The solution of a pair of trigonometrical equations.
Let X, fi be a pair of real numbers such that X2 + ^ 2 = 1.
Then, if X 4= - 1, the equations
cos x = X, sin x = \L
have an infinity of solutions of which one and only one lies between § — n and n.
First, let X and /* be not negative; then (§ 3'63) the equation cos.r = X has at least one
solution xx such that O ^ X J ^ T T , since cos 0 « l , cosi7r = 0. The equation has not two
solutions in this range, for if xx and x2 were distinct solutions we could prove (cf. § A*51)
that sin (xx - x2) = 0, and this would contradict § A/51 (IV), since

Further, sin ^ = +v/(l — c o s 2 . ^ ^ + ^ ( 1 — X2) = /x, so xx is a solution of both equations,

* The equation cos/S=l implies that exp t/3 = l, and we have seen that this equation has no
complex roots.
t The inequality is true by (IV) since 0 ^ j mx - $0 i ^ £TT<2.
• See De Morgan, A Budget of Paradoxes (London, 1872), pp. 316 et seq., for reasons for
proving that 7 r > 3 | .
§ If X= - 1, ±7r are solutions and there are no others in the range ( - 7r, TT).
588 APPENDIX

The equations have no solutions in the ranges (-«•, 0) and (Jw, n) since, in these
ranges, either sin# or cos.r is negative. Thus the equations have one solution, and only
one, in the range (— «•, rr).
If X or fi (or both) is negative, we may investigate the equations in a similar manner;
the details are left to the reader.
It is obvious that, if xx is a solution of the equations, so also is xx -f 2tt7r, where n is
any integer, and therefore the equations have an infinity of real solutions.
A'521. The principal solution of the trigonometrical equations.
The unique solution of the equations cos# = X, sin#«jt (where X2 + /z2 = l) which lies
between - TT and IT is called the principal solution*, and any other solution differs from it
by an integer multiple of 2rr.
The principal valued of the argument of a complex number z (4=0) can now be defined
analytically as the principal solution of the equations
| z | cos $ = R (*), | z | sin </> = / (*),
and then, if z = | z \. (cos 6 -f i sin 0),
we must have 0 = <£+2?i7r, and B is called a value of the argument of zy and is written
args(cf. § 1-5).
A'522. The continuity of the argument of a complex variable.
It will now be shewn that it is possible to choose such a value of the argument B (z\ of
a complex variable z, that it is a continuous function of z, provided that z does not pass
through the value zero.
Let z0 be a given value of z and let Bo be any value of its argument; then, to prove that
6 (z) is continuous at z0, it is sufficient to shew that a number Bx exists such that Bx~a,rgzx
and that | Bx - Bo I c a n be made less than an arbitrary positive number t by giving | zx - 201
any value less than some positive number rj.
Let 86=tfo + *yo> *i=*i + i yi-
Also let | zx - ZQ I be chosen to be so small that the following inequalities are satisfied J :
(I) | xt - x01 < \ |*v01, provided that x04= 0,
(II) |yi -yo I < 11 #o I> provided that 3/0*0,
(III) \xl-x0\<i€\z0\i |yi-yo|<H*o|.
Prom (I) and (II) it follows that xoz\ and yoyx are not negative, and

so that
Now let that value of Bx be taken which differs from Bo by less than n; then, since
x0 and xx have not opposite signs and y0 and yx have not opposite signs §, it follows from
the solution of the equations of § A*52 that Bx and BQ differ by less than £ir.
Now

* If X= - 1, we take +ir as the principal solution ; cf. p. 9.

f The term principal value was introduced in 1845 by Bjorling; see the Archiv der Math,
und Phys. ix. (1847), p. 408.
J (I) or (II) respectively is simply to be suppressed in the case when (i) aro = O, or when
(ii) 2/o = O.
§ The geometrical interpretation of these conditions is merely that z0 and zl are not in
different quadrants of the plane.
A521-A7] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS 589

and so (§ A*51 example 2),

But | #o | ^ | «o I and a l s o I yo I < I «b I; therefore

Further, if we take |*i-s<>| less than £|#0|> (if #o*O) and £|yo|> (ifyo*0) and i«KI>
the inequalities (I), (II), (III) above are satisfied ; so that, if rj be the smallest of the
three numbers* J|*- o |, i |y 0 li i«l*n|> ty taking | ^ - ^ 0 | < 7 , we have | 0 i - 0 o | < « ; and this
is the condition that 6 (z) should be a continuous function of the complex variable z.
A*6. Logarithms of complex numbers.
The number (is said to be a logarithm of z if z — e^.
To solve this equation in f, write (*=£ + i>7, where £ and 17 are real; and then we have
z*=e* (cos T) + i sin 17).
Taking the modulus of each side, we see that | z \ = e*, so that (§ A'3), £ = Log | z |; and
then
z s= 12 |(cos 17 + 1 sin 1;),
so that 17 must be a value of arg z.
The logarithm of a complex number is consequently a many-valued function, and it
can be expressed in terms of more elementary functions by the equation

The continuity of logs (when z4=0) follows from § A*31 and § A*522, since \z\ is a
continuous function of z.
The diflferential coefficient of any particular branch of logz (§ 5*7) may be determined
as in § A*32 ; and the expansion of § A*33 may be established for log (1 + a) when | a \ < 1.
Corollary. If a* be denned to mean ezlo*a, a* is a continuous function of z and of a
when a 4=0.

A'7. The analytical definition of an angle.

Let zu 22, z3 be three complex numbers represented by the points Pu P 2 , P3 in the
Argand diagram. Then the angle between the lines (§ A'12, footnote) P1P2 and P1P3 is
denned to be any value of arg (23 - z{) - arg (z2 -Z\).
It will now be shewn f that the area (defined as an integral), which is bounded by two
radii of a given circle and the arc of the circle terminated by the radii, is proportional to
one of the values of the angle between the radii, so that an angle (in the analytical sense)
possesses the property which is given at the beginning of all text-books on Trigonometry \.
* If any of these numbers is zero, it is to be omitted.
f The proof here given applies only to acute angles ; the reader should have no difficulty in
extending the result to angles greater than ^w, and to the case when OX is not one of the
bounding radii.
X Euclid's definition of an angle does not, in itself, afford a measure, of an angle ; it is shewn
in treatises on Trigonometry (cf. Hobson, Plane Trigonometry (1918), Ch. 1) that an angle is
measured by twice the area of the sector which the angle cute off from a unit oirole whose centre
is at the vertex of the angle.
590 APPENDIX

Let (a?!, yx) be any point (both of whose coordinates are positive) of the circle
# 2 +y 2 = a 2 (a>0). Let 6 be the principal value of a r g ^ + tyi), so that 0<6<\ir.
Then the area bounded by OX and the line joining (0, 0) to (xx, yx) and the arc of the
fa
circle joining (xi, yx) to (a, 0) is / f(x) dx, where*
Jo
/(#)«# tan 0
/ (#) = (a2 - x2)^
if an area be denned as meaning a suitably chosen integral (cf. p. 61).
fa
It remains to be proved that / f(x) dx is proportional to 3.
Jo
fa fa cos 0 fa 1
Now / f(x)dx= I x tan 6 dx + I (a2 - x2)* dx
Jo' Jo J a COB 6

fa { a 2 ( a 2 - ^ ~ * +-^ x(a2-x2)*\ dx

i r (i -?)-*dt- r

on writing i « a ^ and using the example worked out on p. 64.

That is to say, the area of the sector is proportional to the angle of the sector. To
this extent, we have shewn that the popular conception of an angle is consistent with
the analytical definition.
* The reader will easily see the geometrical interpretation of the integral by drawing a
figure.
 LIST OF AUTHORS QUOTED
[The numbers refer to the pages. Initials which are rarely used are
given hi italics]
Abel, N. H., 16, 17, 50, 57, 58, 211, 229, 230, Burkbardt, H. F. K. L.f 189, 323, 399
353, 419, 429, 442, 491, 496, 505, 512, 525 Biirmann, Heinricb, 128, 129
Adamoff, A., 353, 354 Burnside, William, 457
Adams, J. C, 125, 235, 331, 406 Burnside, W. S., 212, 361, 453
Aichi, K., 426
Airey, J. R., 378 Cajori, F., 59, 60
Aldis, W. S., 378 Callandreau, O., 364
Alexeiewsky, W. P., 264 Cantor, Georg F. L. P., 4, 161, 182, 183, 186
Amiguee, E. P. .1/., 122 Carda, K., 126
Anding, E., 378 Carlini, F., 369
Appell, P. E., 280, 298, 300, 336, 400, 418 Carse, G. A., 189
Argand, J. R., 9 Carslaw, H. S., 193
Catalan, E. C , 332, 333
Bachmann, P., 11 Cauchy, (Baron) A. L., 12, 13, 21, 25, 27, 29,
Baker, H. F., 53 40, 42, 59, 71, 77, 83, 85, 86, 91, 93, 96,
Barnes, E. W., 127, 159, 236, 264, 279, 286, 99, 105, 119, 122, 123, 160, 243, 263, 379,
289, 296, 299, 301, 326, 330, 338, 346, 347, 383, 462, 581
369, 370 Cayley, A., 147, 198, 298, 434, 439, 455, 487,
Basset, A. B., 372, 373, 384 496, 498, 508, 528, 530, 533, 576
Bateman, H., 132, 230, 353, 399, 402 Celldrier, C, 110
Bauer, G., 333, 401 Cesaro, E., 38, 39, 58, 155, 156
Beau, 0., 193 Chapman, S., 159, 377
Berger, A., 191 Charpit, P., 391
Bernoulli, Daniel (1700-1782), 160, 356 Chartier, J., 72, 77
Bernoulli, Jakob (1654-1705), 126, 127, 356, Chrte, C , 381
429, 462 Christoffel, E. B., 333, 562
Bernoulli, Johann (1667-1748), 584 Chrystal, G., 23
Bernoulli, Nicolas (1695-1726), 16 Clairaut, A. C, 166
Bertrand, J. L. F., 71, 401 Clausen, T., 298
Bessel, F. W., 204, 205, 341, 342, 356, 357, Clebsch, R. F. A., 393, 455
362, 367 Cohn, F., 557
Besso, D., 352 Corey, S. A., 108
Biermann, W. G. A., 454 Courant, K., 230
Binet, J. P. M., 248, 249, 250, 251, 253, 261, Craig, T., 208
262, 263, 314 Crawford, L., 570, 576, 578
Bjorling, E. G., 588 Cunningham, E., 210, 353
Blades, E., 403 Curzon, H. E. J., 210, 351
Bobek, K., 533
Bocher, M., 81, 203, 212, 221, 229, 230, 231, D'Alembert, J. le Rond, 22, 23, 160
361, 555 Daniels, A. L., 455
Bolzano, B., 12, 13 Dantscher, V. von, 4, 10
Bonnet, P. Ossian, 66, 161, 176 Darboux, J. G., 43, 61, 96, 125, 301, 316
Borchardt, C. W., 105, 455, 463 Darwin, Sir George H., 547, 576
Borel, E., 53, 83, 99, 108, 140, 141, 144, 154, De Brun, F. D., 457
155, 159 Debye, P., 369
Bouquet, J. C, 455, 462, 487 Dedekind, J. W. Richard, 4, 10
Bourget, J., 379, 396 De la Valtee Poussin, Ch. J., 39, 59, 72, 73,
Bourguet, L., 246, 260, 261, 264 80, 81, 108, 161, 173, 179, 181, 189
Bridgeman, P. W., 381 De Morgan, A., 23, 587
Brioscbi, F , 570, 577, 578 Descartes, R. du P., 3
Briot, J. A. A., 455, 462, 487 Dini, U., 179, 381
Bromwich, T. J. I'A., 10, 25, 26, 33, 38, 45, Dinnik, A., 378
50, 59, 75, 80, 144, 156, 159, 242, 290, Dinchlet, P. G. Lejeune, 17, 25, 50, 71, 76, 77,
580 80, 81, 161, 163, 164, 176, 179, 182, 247,
Brouncker, William (Viscount), 16 248, 258, 279, 314, 315
Bruns, H., 426 Dirksen, E. H , 173
Burgess, J., 342 Dixon, A. C , 128, 301, 533
592 LIST OF AUTHORS QUOTED

Dolbnia, J. P. (Dolbnja, Iwan), 461 Hamilton, Sir William Rowan, 8, 173

Donkin, W. F., 403 Hancock, H., 481, 487, 492
Dougall, J., 301, 400, 426 Hankel, H., 10, 244, 245, 246, 266, 365, 369,
Du Bois Reymoud, P. D. G., 66, 81, 110 370, 371, 373, 378, 381, 385
Hansen, P. A., 378
Eisenstein, F. G. M.t 52, 434 Hardy, G. H., 10, 17, 38, 50, 59, 69, 81, 156,
Emde, F., 342, 378 159, 173, 272, 279, 280, 297, 515, 580, 581
Encke, J. F., 342 Hargreave, C. J., 383
Enneper, A., 455, 528 Hargreavea, R., 309
Erdelyi, A., 351 HarkneBs, J., 487
Euclid, 589 Harnack, A., 160
Euler, L., 16, 69, 119, 127, 151, 155, 159, 160, Heffter, L. W. J., 41
163, 235, 236, 237, 241, 263, 255, 260, 261, Heine, H. E., 53, 54, 316, 319, 321, 326, 329,
262, 265, 266, 271, 272, 281, 341, 356, 372, 330, 367, 379, 401, 462, 562, 575
896, 462, 487, 495, 512, 584 Hermite, C , 204, 231, 26«J, 270, 271, 300, 301,
333, 350, 417, 457, 458, 461, 487, 555, 563,
Faber, G., 580 570, 573, 576, 576
Fagnano, (II Marchese) Giulio Carlo de Toschi Heun, K.,331, 555, 576, 577
di, 429 Heymann, K. W., 298
Fatou, P., 163 Hey wood, H.B., 230
Fe"aux, B., 249 Hicks, W. M., 401
Fejer, L., 161, 169 Hilbert, D., 213, 227, 230
Ferrers, N. M., 323, 324, 330 Hill, G. W., 36, 40, 406, 413, 414, 415, 416,
Filon, L.N. G., 399 417, 424, 426
Floquet, A. M. G., 412, 413, 426 Hill, M. J. M., 97, 297
Ford, L. R.,455 Hille, E.,407
Forsyth, A. R., 194, 201, 203, 204, 208, 285, Hobson, E. W., 3, 10, 53, 56, 67, 75, 80, 160,
388, 390, 391, 400, 436, 455, 519, 531, 634 161, 189, 292, 323, 325, 326, 330, 334, 364,
Fourier, (Baron) J. B. Joseph, 160, 163, 164, 375, 381, 383, 403, 543, 576, 580, 585, 689
175, 188, 211, 381, 399, 463 Ho6evar, F., 341
Frechet, M., 230 HodgkinRon, J., 312
Fredholm, E. I., 212, 213, 215, 217, 221, 230 Holder, O., 66, 236
Freeman, A., 399, 463 Humbert, P., 426
Frend, W., 3 Hurwitz, Adolf, 161, 180, 265, 268, 269, 583
Frioke, K. E. R., 481, 487, 508 Hurwitz, Wallie Abraham, 76
Frobenius, F. G., 197, 201, 208, 319, 323, 421,
446, 458 Ince, E. Lindsay, 407, 424, 426, 427, 566
Fuchs, I. L., 197, 208, 412 Innes, R. T. A., 484
Fiirstenau, E., 36 Isherwood, J. G., 378
Fuss, P. H., 237
Jackson, F. H., 462
Gambioli, D., 148 Jacobi, Karl (Carl) G. J., 39, 108, 109, 124,
Gauss, Carl F. (Johann Friedrich Karl), 7, 9, 314, 369, 429, 462, 463, 464, 467, 468, 469,
240, 246, 247, 248, 281, 283, 294, 296, 470, 474, 475, 478, 479, 480, 487, 488, 489,
297, 319, 429, 462, 512, 524, 533 491, 494, 495, 496, 498, 505, 508, 509, 510,
Gegenbauer, L., 329, 335, 361, 385 512, 514, 516, 517, 519, 520, 522, 523, 528,
Gibbs, J. W., 193 529, 535
Glaisher, James, 342 Jacobsthal, W., 338, 351
Glaisher, J. W. L., 125, 332, 491, 494, 496, 498, Jahnke, P. R. E., 342, 378
507, 509, 516, 520, 523, 527, 530 Jamet, E. V., 578
Gmeiner, J. A., 14 Jeffery, G. B., 403
Goldbach,,C., 237 Jensen, J. L. W. V., 270, 279
Goursat, Edouard J. B., 53, 59, 61, 80, 85, Je2ek, O., 147
108, 121, 144, 208, 230, 401 Jordan, M. E. C , 17, 115, 121, 178, 179, 256,
Grace, J. H., 123 487
Gray, A., 373, 379
Green, George, 395 Kalahne, A., 378
Gregory, James, 16 Kapteyn, W., 146, 374, 377
Gudermann, C , 491, 494, 531 Kelvin (Sir William Thomson), Lord, 378, 393,
Guerritore, G., 558 395, 399, 401, 535, 551
Guichard, C , 148 Kiepert, L., 456, 458, 460
Gutzmer, C. F. A., 109 Klein, C. Felix, 203, 204, 208, 209, 283, 481,
487, 508, 555
Hadamard, J., 108, 212 Kluyver, J. C , 142
Haentzschel, E., 576 Kneser, J. C. C. A., 223
Halm, J. K. £., 210 Koch, N. F. H. von, 36, 37, 419, 423
Halphen, G. H., 452, 487, 550, 555, 570, 576, Kronecker, L., 123, 146, 463, 468, 525
577, 578 Kummer, E. E., 250, 262, 281, 285, 296, 298,
Hamburger, M., 412 338
 LIST OF AUTHORS QUOTED 593
Lagrange, C, 147 Mordell, L. J., 454
Lagrange, J. L., 96, 132, 133, 149, 166, 308, Moiero, G., 87, 110
338, 353, 356 Morley, F., 301, 487
Laguerre, E. N., 341 Miiller, H. F., 455, 528
Lalesco (Lalescu), T., 230 Murphy, R., 224, 311, 312
Lamb, H., 62, 401
Lame, G., 204, 205, 206, 401, 405, 417, 536, Netto, E., 64
540, 546, 549, 551, 554, 575 Neumann, Franz Ernst, 320, 321
Landau, E. G. H., 11, 276, 279, 280, 341 Neumaun, Karl (Carl) Gottfried, 221, 322, 329,
Landen, J., 476, 507, 508 357, 372, 374. 376, 377, 378, 379, 380, 384,
Landsberg, G., 124, 475 385
Laplace, P. S. (Le marquis de), 211, 246, 312, Neville, E. H., 401
314, 309, 386 Newman, F. W., 236
Laurent, Paul Mathieu Hermann, 123, 321 Newton, Sir Isaac, 16, 582, 584
Laurent, Pierre Alphonse, 100 Nicholson, J. W., 369, 379, 382, 383
Leathern, J. G., 11 Nicole, F., 142
LeautS, H., 336 Nielsen, N., 142, 259, 330, 371, 379, 381, 385
Lebesgue, H., 53, 63, 163, 172, 173, 178, 179, Niven, Sir William D., 401, 536, 543, 546, 547,
189 576
Legendre, A. M., 122, 159, 204, 205, 235, 240, Norlund, N. E., 126, 142
241, 253, 260, 302, 303, 304, 305, 310, 316,
326, 330, 335, 341, 429, 495, 499, 505, 512, Olbricht, R., 324, 330, 334, 379
515, 518, 520, 521, 522, 523, 524, 525, 527, Oldenburg, H., 582
528 Orr, W. McF., 298
Leibniz (Leibnitz), G. W., 16, 67, 356, 582 Osgood, W. F., 45, 49, 59, 72, 87
Lerch, M., 81, 108, 110, 149, 271, 279, 280
he Vavasseur, R., 298 Painleve, P., 459
Levi-Civita, T., 144 Panton, A. W., 212, 361, 453
Liapouuoff, A., 180 Papperitz, J. E., 206, 207, 296
Lie, M. Sophrs, 41 Parseval, M. A., 182
Lindelof, Ernst L., 108, 121, 146, 259, 279, Peano, G., vii
283 Pearson, Karl, 353
Lindemann, C. L. F., 210, 417, 424, 426, 570, Peirce, B. O., 378
576 Picard, C. E., 412
Lindstedt, A., 426 Pierpont, J., 75
Liouville, J., 105, 211, 221, 431, 455, 462, 557 Pincherle, S., 109, 142, 149, 286, 296, 335
Lipscbitz, R. O. £., 179, 378 Plana, G. A. A., 146
Littlewood, J. E., 156, 159, 279, 280 Pochhammer, L., 256, 292, 299
Lommel, E. C. J. von, 357, 365, 378, 379, 380, Pockels, F. C. A., 399
381, 383 Poincare", J. Henri, 36, 151, 159
London, F., 26 Poisson, S. D., 124, 160, 369, 382, 396, 475
Love, A. E. H., 399 Polya, G., 121
Porter, M. B., 361
McClintock, E., 133 Pringsheim, A., 16, 17, 26, 27, 28, 33, 38, 110,
Macdonald, H. M., 121, 335, 373, 383, 384, 385 249, 259, 580
Maclaurin, Colin, 71, 77, 94, 127, 151, 429 Pr^m, F. E.t 341
Maclaurin, R. C , 406, 426
Malmsten, C. J., 249 Raabe, J. L., 126, 261
Mangeot, S.f 147 Ramanujan, S., 535
Manning, H. P., 25 Ravut, L., 87
Mansion, P., 43 Rayleigh (J. W. Strutt), Lord, 189, 396, 399
Mascheroni, L., 235 Reiff, R. A., 16
Maseres, Francis (Baron), 3 Richelot, F. J., 533
Mathews, G. B., 373, 379, 579 Riemann, G. F. Bernhard, 26, 38, 63, 80, 84,
Mathieu, E. L., 204, 205, 404, 406, 407, 411, 85, 161, 172, 173, 178, 182, 183, 184, 185,
426, 427 186, 187, 189, 206, 207, 208, 209, 265, 266,
Maxwell, J. Clerk, 404 269, 272, 273, 274, 279, 280, 283, 294, 296,
Mehler, F. G., 314, 315, 367, 383 373
Meijer, C. S., 851 Riesz, M., 156
MeiRsel, D. F. E., 378 Ritt, J. F., 153
Mellin, R. Hj., 159, 259, 286, 296 Rodrigues, 0., 303
Merz, J. T., 579 Routh, E. J., 332
Meyer, F. G., 80 Russell, Hon. Bertrand A. W., 5, 10, 57P
Mildner, R., 148
Milne, A., 231, 354 Saalschutz, L., 243, 244, 301
Minding, E. F. A., 119 Salmon, G., 455
Mittng-Leffler, M. G., 134 Savidge, H. G., 378
Molk, C. F. J., 16, 455, 464, 487, 528, 580 Schafheitlin, P., 369, 385
Moore, E. H., 236 Scheibner, W., 108, 109
594 LIST OF AUTHORS QUOTED

Schendel, L., 336 Tannery, J., 455, 464, 487, 528, 580, 582
Schering, E. C. J., 512 Taylor, Brook, 93
Schlafli, L., 303, 330, 333, 334, 357, 362, 364, Teixeira, F. G., 131, 132, 146
370, 372, 380, 381 Thome\ L. W., 197, 208, 322
Sehleeinger, L., 208 Thomson, Sir William (see Kelvin)
Schlomilch, 0. X., 142,144, 159, 229, 242, 259, Titchmarsh, E. C, 188
264, 341, 352, 355, 377, 378, 581, 582 Todhunter, I., 204, 330
Schmidt, 0. J. E., 223, 227, 230 Transon, A. E. L., 147
Schdnholzer, J J., 380 Tweedie, C , 127, 142
Sohumacher, H. C , 512
Schwarz, K. H. A., 186, 434, 452, 455, 579 Verhulst, P. F., 528
Seidel, P. L., 44 Volterra, V., 213, 218, 221, 230
Seiffert, L. G. A., 527
Shearer, G., 189
Silva, J. A. Martins da, 331 Wallis, John, 11, 32, 281, 582, 584
Simon, H., 38 Watson, G. N., 43, 53, 59, 77, 108, 159, 298,
Smith, B. A., 378 353, 379, 426, 462
Smith, H. J. S., 468, 487, 531 Weber, H., 204, 205, 231, 342, 347, 370, 382,
Soldner, J. von, 341, 342 383, 455, 487
Sommerfeld, A. J. W., 379 Weierstrass, Karl (Carl) T. W.y 4, 12, 34, 41,
Sonine (Sonin, Ss6nin), N. J., 352, 364, 382, 44, 49, 99, 100, 108, 110, 137, 235, 236,
434, 452, 454, 455, 486, 487, 519, 579
383 Wessel, Caspar, 9
Stenberg, 0. A., 576 Whitehead, A. N., 10, 579
Stewart, C. A., 490 Whittaker, E. T., 211, 231, 337, 339, 340, 347,
Stickelberger, L., 446, 458 353, 388, 399, 407, 411, 424, 426, 455, 502,
Stieltjes, T. J., 261, 333, 341, 417, 420, 424, 564
426, 555, 560, 561, 562, 570 Wilbraham, H., 193
Stirling, James, 94, 127,142, 151, 251, 253, 286 Willson, R. W., 378
Stokes, Sir George G., 44, 73, 77, 81, 152, 167, Wolstenholme, J., 123
173, 204, 378, 382 Wronski, J. Hoene\ 147
Stolz, O., 10, 14, 27
Stormer, F. C. M., 122
Sturm, J. C. F., 557 Yowig, A. W., 406, 426
Sylvester, J. J., 36, 400, 419, 579 Young, W. H., 56, 381

Tait, P. G., 393, 395, 399, 535 Zach, (Freiherr) F. X. von, 341
 GENERAL INDEX
[The numbers refer to the pages. References to theorems contained in a few of
the more important examples are given by numbers in italics]
Abel's discovery of elliptic functions, 429, 512 ; inequality, 16 ; integral equation, 211, 229, 230;
method of establishing addition theorems, 442, 496, 497, 530, 534; special form, <j>m(z), of
the confluent hypergeometric function, 353 ; test for convergence, 17 ; theorem on continuity
of power series, 57 ; theorem on multiplication of convergent series, 58, 59
Abridged notation for products of Theta-functions, 468, 469 ; for quotients and reciprocals of
elliptic functions, 494, 498
Absolute convergence, 18, 28; Cauchy's test for, 2 1 ; D'Alembert's ratio test for, 22; De
Morgan's test for, 23
Absolute value, see Modulus
Absolutely convergent double series, 28; infinite products, 32; series, 18, (fundamental
property of) 25, (multiplication of) 29
Addition formula for Bessel functions, 357, 380; for Gegenbauer's function, 335 ; for Legendre
polynomials, 326, 395 ; for Legendre functions, 328; for the Sigma-function, 451; for
Theta-f unctions, 467; for the Jacobian Zeta-function and for E (u), 518, 534; for the
third kind of elliptic integral, 523 ; for the Weierstrassian Zeta-function, 446
Addition formulae, distinguished from addition theorems, 519
Addition theorem for circular functions, 535; for the exponential function, 531 ; for Jacobian
elliptic functions, 494, 497, 530; for the Weierstrassian elliptic function, 440, 457; proofs
of, by Abel's method, 442, 496, 497, 530, 534
Affix, 9
Air in a sphere, vibrations of, 399
Amplitude, 9
Analytic continuation, 96, (not always possible) 98; and Borel's integral, 141 ; of the hyper-
geometric function, 288. See also Asymptotic expansions
Analytic functions, 82-110 (Chapter v); defined, 83 ; derivates of, 89, (inequality satisfied by) 91 ;
distinguished from monogenic functions, 99; represented by integrals, 92; Riemann's
equations connected with, 84; values of, at points inside a contour, 88; uniformly convergent
series of, 91
Angle, analytical definition of, 589 ; and popular conception of an angle, 589, 590
Angle, modular, 492
Area represented by an integral, 61, 589
Argund diagram, 9
Argument, 9, 588 ; principal value of, 9, 588 ; continuity of, 588
Associated function of Borel, 141; of Riemann, 183 ; of Legendre,[Pnm (z) and Qnm (z)]} 323-326
Asymptotic expansions, 150-159 (Chapter vin); differentiation of, 153 ; integration of, 153 ;
multiplication of, 152; of Bessel functions, 368, 369, 371, 373, 374; of confluent hyper-
geometric functions, 342, 343; of Gamma-functions, 251, 276; of parabolic cylinder functions,
347, 348 ; uniqueness of, 153, 154
Asymptotic inequality for parabolic cylinder functions of large order, 354
Asymptotic solutions of Mathieu's equation, 425
Auto-functions, 226
Automorphic functions, 455
Axioms of arithmetic and geometry, 579
Barnes1 contour integrals for the hypergeometric function, 286, 289 ; for the confluent hyper-
geometric function, 343-345
Barnes' O-function, 264, 278
Barnes' Lemma, 289
Basic numbers, 462
Bernoullian numbers, 125; polynomials, 126, 127
Bertrand's test for convergence of infinite integrals, 71
Bessel coefficients [Jn(z)], 101, 355; addition formulae for, 357; Bessel's integral for, 362;
differential equation satisfied by, 357; expansion of, as power series, 355; expansion of
596 GENERAL INDEX

functions in series of (by Neumann), 374, 375, 384, (by Schlomilch), 377 ; expansion of
(t-z)~l in series of, 374, 375, 376; expressible as a confluent form of Legendre functions,
367; expressible as confluent hypergeometric functions, 358; inequality satisfied by, 379;
Neumann's function 0n(z) connected with, see Neumann's function; order of, 356; recur-
rence formulae for, 359; special case of confluerit hypergeometric functions, 358. See also
Bessel functions
Bessel functions, 355-385 (Chapter xvn), Jn (z) defined, 358-360; addition formulae for, 380;
asymptotic expansion of, 368, 369, 371, 373, 374; expansion of, as an ascending series, 358,
371 ; expansion of functions in series of, 374, 375, 377, 381; first kind of, 359 ; Hankel's
integral for, 365 ; integral connecting Legendre functions with, 364, 401 ; integral properties
of, 380, 381, 384, 385; integrals involving products of, 380, 383, 385; notations for, 356,
372, 373; order of, 356; products of, 379, 380, 383, 385, 428; recurrence formulae for, 359,
373, 374; relations between, 360, 371, 372; relation between Gegenbauer's function and,
378; SchlaflPs form of Bessel's integral for, 362, 372; second kind of, Yn(z) (Hankel), 370;
F(n) (z) (Neumann), 372; Yn (z) (Weber-Schlafli), 370; second kind of modified, Kn{z), 373;
solution of Laplace's equation by, 395; solution of the wave-motion equation by, 397;
tabulation of, 378; whose order is large, 368, 383; whose order is half an odd integer, 364 ;
with imaginary argument, In(z), Kn{z), 372, 373, 384; zeros of, 361, 367, 378, 381. See
also Bessel coefficients and Bessel's equation
Bessers equation, 204, 357, 373; fundamental system of solutions of (when n is not an integer),
359, 372 ; second solution when n is an integer, 370, 373. See also Bessel functions
Binet's integrals for log T {z), 248-251
Binomial theorem, 95
B6cher's theorem on linear differential equations with five singularities, 203
Bolzano's theorem on limit points, 12
Bonnet's form of the second mean value theorem. 66
Borel's associated function, 141 ; integral, 140; integral and analytic continuation, 141; method
of * summing ' series, 154; theorem (the modified Heine-Borel theorem), 53
Boundary, 44
Boundary conditions, 387 ; and Laplace's equation, 393
Bounds of continuous functions, 55
Branch of a function, 106
Branch-point, 106
Burmann's theorem, 128 ; extended by Teixeira, 131

Cantor's Lemma, 183

Cauchy's condition for the existence of a limit, 1 3 ; discontinuous factor, 123 ; formula for the
remainder in Taylor's series, 96; inequality for derivatives of an analytic function, 9 1 ;
integral, 119; integral representing T (z), 243 ; numbers, 372 ; tests for convergence of series
and integrals, 21, 71
Cauchy's theorem, 85; extension to curves on a cone, 87 ; Morera's converse of, 87, 110
Cell, 430
Cesaro's method of ' summing' series, 155 ; generalised, 156
Change of order of terms in a series, 25 ; in an infinite determinant, 37; in an infinite product, 33
Change of parameter (method of solution of Mathieu's equation), 424
Characteristic functions, 226; numbers, 219; numbers associated with symmetric nuclei are
real, 226
Chartier's test for convergence of infinite integrals, 72
Circle, area of sector of, 589; limiting, 98 ; of convergence, 30
Circular functions, 435, 584; addition theorems for, 585; continuity of, 585; differentiation
of, 585; duplication formulae, 585; periodicity of, 587; relation with Gamma-functions,
239
Circular membrane, vibrations of, 356, 396
Class, left (L), 4 ; right (JR), 4
Closed, 44
Cluster point, 13
Coefficients, equating, 59 ; in Fourier series, nature of, 167,174 ; in trigonometrical series, values
of, 163, 165
Coefficients of Bessel, see Bessel coefficients
Comparison theorem for convergence of integrals, 71 ; for convergence of series, 20
Complementary moduli, 479, 493; elliptic integrals with, 479, 501, 520
Complete elliptic integrals [E, K, E', K'] (first and second kinds), 498, 499, 518; Legendre's re-
lation between, 520; properties of (qita functions of the modulus), 484, 49&, 499, 501, 521;
 GENERAL INDEX 597
series for, 299 ; tables of, 516 ; the Gaussian transformation, 533 ; values for small values
of \k\, 521; values (as Gamma-functions) for special values of k, 524-527 ; with comple-
mentary moduli, 479, 501, 520
Complex integrals, 77 ; upper limit to value of, 78
Complex integration, fundamental theorem of, 78
Complex numbers, 3-10 (Chapter i), denned, 6; amplitude of, 9 ; argument of, 9, 588 ; dependence
of one on another, 41 ; imaginary part of (I), 9 ; logarithm of, 589 ; modulus of, 8 ; real part
of (R), 9 ; representative point of, 9
Complex variable, continuous function of a, 44
Computation of elliptic functions, 485; of solutions of integral equations, 211
Conditional convergence of series, 18; of infinite determinants, 415. See also Convergence and
Absolute convergence
Condition of integrability (Riemann's), 63
Conditions, Dirichlet's, 161, 163, 164, 176
Conduction of Heat, equation of, 387
Confluence, 202, 337
Confluent form, 203, 337
Confluent hypergeometric function [ W t i m (z)], 337-354 (Chapter xv) ; equation for, 337 ; general
asymptotic expansion of, 342, 345; integral defining, 339; integrals of Barnes' type for,
343-345 ; Rummer's formulae for, 338 ; recurrence formulae for, 352 ; relations with Bessel
functions, 360 ; the functions Wk>rn(z) and Mktm (z), 337-339; the relations between functions
of these types, 346; various functions expressed in terms of WkyVn (2), 340, 352, 353, 360. See
also Bessel functions and Parabolic cylinder functions
Confocal coordinates, 405, 547; form a triply orthogonal system, 548; in association with
ellipsoidal harmonics, 552; Laplace's equation referred to, 551; uniformising variables
associated with, 549
Congruence of points in the Argand diagram, 430
Constant, Euler's or Mascheroni's, [7], 235, 246, 248
Constants el, e2i e3, 443; E, E', 518, 520; of Fourier, 164; 77!, 772, 446, (relation between rji
and 772) 446 ; G, 469, 472 ; K, 484, 498, 499 ; K\ 484, 501, 503
Construction of elliptic functions, 433, 478, 492; of Mathieu functions, 409, (second method)
420
Contiguous hypergeometric functions, 294
Continua, 43
Continuants, 36
Continuation, analytic, 96, (not always possible) 98; and Borel's integral, 141 ; of the hyper-
geometric function, 288. See also Asymptotic expansions
Continuity, 41 ; of power series, 57, (Abel's theorem) 57 ; of the argument of a complex variable,
588; of the circular functions, 585 ; of the exponential function, 581; of the logarithmic
function, 583, 589; uniformity of, 54
Continuous functions, 41-60 (Chapter 111), defined, 41; bounds of, 55 ; integrability of, 6 3 ; of a
complex variable, 44 ; of two variables, 67
Contour, 85; roots of an equation in the interior of a, 119, 123
Contour integrals, 85; evaluation of definite integrals by, 112-124; the Mellin-Barnes type of,
286, 343 ; see also under the special function represented by the integral
Convergence, 11-40 (Chapter 11), defined, 13, 15; circle of, 30; conditional, 18; of a double
series, 27 ; of an infinite determinant, 36 ; of an infinite product, 32 ; of an infinite integral,
70, (tests for) 71, 72 ; of a series 15, (Abel's test for) 17, (Dirichlet's test for) 17 ; of Fourier
series, 174-179 ; of the geometric series, 19 ; of the hypergeometric series, 24 ; of the series
Zn~3, 19 ; of the series occurring in Mathieu functions, 422 ; of trigonometrical series, 161 ;
principle of, 13 ; radius of, 30 ; theorem on (Hardy's), 156. See also Absolute convergence,
Non-uniform convergence and Uniformity of convergence
Coordinates, confocal, 405, 547 ; orthogonal, 401, 548
Cosecant, series for, 135
Cosine, sec Circular functions
Cosine-integral [Ci (2)], 352; -series (Fourier series), 165
Cotangents, expansion of a function in series of, 139
Cubic function, integration problem connected with, 452, 512
Cunningham's function [w u m (z)], 353
Curve, simple, 43 ; on a cone, extension of Cauchy's theorem to, 87 ; on a sphere (Seiffert's
spiral), 527
Cut, 281
Cylindrical functions, 355. See Bessel functions
598 GENERAL INDEX
D'Alembert's ratio test for convergence of series, 22
Darboux' formula, 125
Decreasing sequence, 12
Dedekind's theory of irrational numbers, 4
Deficiency of a plane curve, 455
Definite integrals, evaluation of, 111-124 (Chapter vi)
Degree of Legendre functions, 302, 307, 324
De la Valise Poussin's test for uniformity of convergence of an infinite integral, 72
De Morgan's test for convergence of series, 23
Dependence of one complex number on another, 41
Derangement of convergent series, 25; of double series, 28 ; of infinite determinants, 37; of
infinite products, 33, 34
Derivates of an analytic function, 89 ; Cauchy's inequality for, 9 1 ; integrals for, 89
Derivates of elliptic functions, 430
Determinant, Hadamard's, 212
Determinants, infinite, 36 ; convergence of, 36, (conditional) 415; discussed by Hill, 36, 415 ;
evaluated by Hill in a particular case, 415 ; rearrangement of, 37
Difference equation satisfied by the Gamma-function, 237
Differential equations satisfied by elliptic functions and quotients of Theta-functions, 436, 477,
492 ; (partial) satisfied by Theta-functions, 470; Weierstrass' theorem on Gamma-functions
and, 236. See also Linear differential equations and Partial differential equations
Differentiation of an asymptotic expansion, 153; of a Fourier series, 168; of an infinite
integral, 74 ; of an integral, 67 ; of a series, 79, 9 1 ; of elliptic functions, 430, 493 ; of the
circular functions, 585; of the exponential function, 582; of the logarithmic function, 583,
589
Dirichlet's conditions, 161, 163, 164, 176; form of Fourier's theorem, 161, 163, 176; formula
connecting repeated integrals, 75, 76, 77 ; integral, 252; integral for \f/{z), 247 ; integral for
Legendre functions, 314 ; test for convergence, 17
Discontinuities, 42; and non-uniform convergence, 47 ; of Fourier series, 167, 169; ordinary, 42;
regular distribution of, 212 ; removable, 42
Discontinuous factor, Cauchy's, 123
Discriminant associated with Weierstrassian elliptic functions, 444, 550
Divergence of a series, 15 ; of infinite products, 33
Domain, 44
Double circuit integials, 256, 293
Double integrals, 68, 254
Double series, 26; absolute convergence of, 28; convergence of (Stolz' condition), 27; methods
of summing, 27 ; a particular form of, 5 1 ; rearrangement of, 28
Doubly periodic functions, 429-535. See also Jacobian elliptic functions, Theta-functiona and
Weierstrassian elliptic functions
Duplication formula for the circular functions, 585; for the Gamma-function, 240; for the
Jacobian elliptic functions, 498; for the Sigma-function, 459, 460; for the Theta-functions,
488; for the Weierstrassian elliptic function, 441; for the Weierstrassian Zeta-function, 459
Electromagnetic waves, equations for, 404
Elementary functions, 82
Elementary transcendental functions, 579-590 (Appendix). See also Circular functions,
Exponential function and Logarithm
Ellipsoidal harmonics, 536-578 (Chapter xxm); associated with con focal coordinates, 552;
derived from Lame's equation, 538-543, 552-554; external, 576; integral equations con-
nected with, 567; linear independence of, 560; number of, when the degree is given, 546;
physical applications of, 547; species of, 537; types of, 537. See also Lamp's equation
and Lame functions
Elliptic cylinder functions, see Mathieu functions
Elliptic functions, 429-535 (Chapters xx-xxn); computation of, 485; construction of, 433, 478 ;
derivate of, 430; discovery of, by Abel, Gauss and Jacobi, 429, 512, 524; expressed by
means of Theta-functions, 473 ; expressed by means of Weierstrassian functions, 448-451;
general addition formula, 457; number of zeros (or poles) in a cell, 431, 432; order of,
432; periodicity of, 429, 479, 500, 502, 503; period parallelogram of, 430; relation be-
tween zeros and poles of, 433; residues of, 431, 504; transformations of, 508; with no
poles (are constant), 431; with one double pole, 432, 434; with the same periods (relations
between), 452; with two simple poles, 432, 491. See also Jacobian elliptic functions,
Theta-functions and Weierstrassian elliptic functions
 GENERAL INDEX 599
Elliptic integrals, 429, 512; first kind of, 515; function E (u) and, 517; function Z (u) and,
518; inversion of, 429, 452, 454, 480, 484, 512, 524 ; second kind of, 517, (addition formulae
for) 518, 519, 534, (imaginary transformation of) 519 ; third kind of, 522, 523, (dynamical
application of) 523, (parameter of) 522; three kinds of, 514. See also Complete elliptic
integrals
Elliptic membrane, vibrations of, 404
Equating coefficients, 59, 186
Equation of degree m has ?/? roots, 120
Equations, indicial, 198; number of roots inside a contour, 119, 123; of Mathematical Physics,
203, 386-403; with periodic coefficients, 412. See also Difference equation, Integral
equations, Linear differential equations, and under the navies of special equations
Equivalence of curvilinear integrals, 83
Error-function [Erf (x) and Erfc (.r)], 341
Essential singularity, 102 ; at infinity, 104
Eta-function [H (?/)], 479, 480
Eulerian integrals, first kind of [B(m, n)]f 253; expressed by Gamma-functions, 254; extended
by Pochhammer, 256
Eulerian Integrals, second kind of, 241; see Gamma-function
Euler's constant [7], 235, 246, 248; expansion (Maclaurin's), 127 ; method of 4 summing ; series,
155 ; product for the Gamma-function, 237 ; product for the Zeta-function of Riemann, 271
Evaluation of definite integrals and of infinite integrals, 111-124 (Chapter vi)
Evaluation of Hill's infinite determinant, 415
Even functions, 115, 165; of Mathieu [cen(z, q)}, 407
Existence of derivatives of analytic function, 89 ; -theorems, 388
Expansions of functions, 125-149 (Chapter vn); by Biirmann, 128, 131; by Darboux, 125 ; by
Euler and Maclaurin, 127; by Fourier, see Fourier series; by Fourier (the Fourier-Bessel
expansion), 381 ; by Lagrange, 132, 149; by Laurent, 100 ; by Maclaurin, 94 ; by Pincherle,
149; by Plana, 145; by Taylor, 93 ; by Wronski, 147; in infinite products, 136 ; in series of
Bessel coefficients or Bessel functions, 374, 375, 381, 384; in series of cotangents, 139; in
series of inverse factorials, 142; in series of Legendre polynomials or Legendre functions,
310, 322, 330, 331, 335; in series of Neumann functions, 374, 375, 384; in series of parabolic
cylinder functions, 351 ; in series of rational functions, 134. See also Asymptotic expansions,
Series, and under the names of special functions
Exponential function, 581; addition theorem for, 581; continuity of, 581; differentiation of,
582 ; periodicity of, 585
Exponential-integral [Ei (z)], 352
Exponents at a regular point of a linear differential equation, 198
Exterior, 44
External harmonics, (ellipsoidal) 576, (spheroidal) 403
Factor, Cauchy's discontinuous, 123 ; periodicity-, 463
Factorials, expansion in a series of inverse, 142
Factor-theorem of Weierstrass, 137
FejeVs theorem on the summability of Fourier series, 169, 178
Ferrers' associated Legendre functions [Pnm(z) and Qnm (z)], 323
Fiipt kind, Bessel functions of, 359; elliptic integrals of, 515, (complete) 518, (integration of)
515 ; Eulerian integral of, 253, (expressed by Gamma-functions) 254 ; integral equation of,
221 ; Legendre functions of, 307
First mean-value theorem, 65, 96
First species of ellipsoidal harmonic, 537, (construction of) 538
Floquet's solution of differential equations with periodic coefficients, 412
Fluctuation, 56 ; total, 57
Foundations of arithmetic and geometry, 579
Fourier-Bessel expansion, 381; integral, 385
Fourier constants, 164
Fourier series, 160-193 (Chapter ix); coefficients in, 167, 174; convergence of, 174-179; differ-
entiation of, 168; discontinuities of, 167, 169; distinction between any trigonometrical
series and, 160, 163; expansions of a function in, 163, 165, 175, 176; expansions of Jacobian
elliptic functions in, 510, 511; expansion of Mathieu functions in, 409, 411, 414, 420; Fejer's
theorem on, 169; Hurwitz-Liapounoff theorem on, 180; Parseval's theorem on, 182; series
of sines and series of cosines, 165; summability of, 169, 178; uniformity of convergence of,
168, 179. See also Trigonometrical series
Fourier's theorem, Dirichlet's statement of, 161, 163, 176
600 GENERAL INDEX

Fourier's theorem on integrals, 188, 211

Fourth species of ellipsoidal harmonic, 537, (construction of) 542
Fredholm's integral equation, 213-217, 228
Functionality, concept of, 41
Functions, branches of, 106; identity of two, 98; limits of, 42 ; principal parts of, 102; without
essential singularities, 105; which cannot be continued, 98. See also under the name* of
special functions or special types of functions, e.g. Legendre functions, Analytic functions
Fundamental formulae of Jacob! connecting Theta-functions, 467, 488
Fundamental period parallelogram, 430; polygon (of automorphic functions), 455
Fundamental system of solutions of a linear differential equation, 197, 200, 389, 559. See aUo
under the names of special equations

Gamma-function [T (z)], 235-264 (Chapter xn); asymptotic expansion of, 251, 276; circular
functions and, 239; complete elliptic integrals and, 524-527, 535; contour integral (Hankel's)
for, 244; difference equation satisfied by, 237; differential equations and, 236; duplication
formula, 240; Euler's integral of the first kind and, 254; Euler's integral of the second
kind, 241, (modified by Cauchy and Saalschiitz) 243, (modified by Hankel) 244; Euler's
product, 237; incomplete form of, 341; integrals for, (Binet's) 248-251, (Euler's) 241;
minimum value of, 253; multiplication formula, 240; series, (Kummer's) 250, (Stirling's)
251; tabulation of, 253 ; trigonometrical integrals and, 256; Weierstrassian product, 235,
236. See also Eulerian integrals and Logarithmic derivate of the Gamma-function
Gauss' discovery of elliptic functions, 429, 512, 524; integral for V (z)jT (z), 246; lemniscate
functions, see Lemniscate functions ; transformation of elliptic integrals, 533
Gegenbauer's function [Cnv(z)], 329; addition formula, 335; differential equation for, 329;
recurrence formulae, 330; relation with Legendre functions, 329; relation involving Bessel
functions and, 385 ; Rodrigues' formula (analogue), 329 ; Schlafli's integral (analogue), 329
Genus of a plane curve, 455
Geometric series, 19
GlalBher's notation for quotients and reciprocals of elliptic functions, 494, 498
Greatest of the limits, 13
Green's functions, 395

Hadamard's lemma, 212

Half-periods of Weierstrassian elliptic functions, 444
Hankers Bessel function of the second kind, Yn(z), 370 ; contour integral for T (z), 244 ; integral
for Jn{z)} 365
Hardy's convergence theorem, 156; test for uniform convergence, 50
Harmonics, solid and surface, 392; spheroidal, 403; tesseral, 392, 536; zonal, 302, 392, 536;
Sylvester's theorem concerning integrals of, 400. See also Ellipsoidal harmonics
Heat, equation of conduction of, 387
Heine-Borel theorem (modified), 53
Heine's expansion of (t - z)~l in series of Legendre polynomials, 321
Hermite's equation, 204, 209, 342, 347. See also Parabolic cylinder functions
Hermite's formula for the generalised Zeta-function f (s, a), 269
Hermite's solution of Lame's equation, 573-575
Heun's equation, 576, 577
Hill's equation, 406, 413-417 ; Hill's method of solution, 413
Hill's infinite determinant, 36, 40, 415 ; evaluation of, 415
Hobson's associated Legendre functions, 325
Holomorphic, 83
Homogeneity of Weierstrassian elliptic functions, 439
Homogeneous harmonics (associated with ellipsoid), 543, 576; ellipsoidal harmonics derived
from (Niven's formula), 543 ; linear independence of, 560
Homogeneous integral equations, 217, 219
Hurwitz' definition of the generalised Zeta-function £(«, a), 265; formula for f(s, a), 268;
theorem concerning Fourier constants, 180
Hypergeometric equation, see Hypergeometric functions
Hypergeometric functions, 281-301 (Chapter xiv); Barnes' integrals, 286, 289 ; contiguous, 294 ;
continuation of, 288; contour integrals for, 291; differential equation for, 202, 207, 283 ;
functions expressed in terms of, 281, 311; of two variables (Appell's), 300; relations between
twenty-four expressions involving, 284, 285, 290; Riemann's P-equation and, 208, 283;
series for (convergence of), 24, 281; squares and products of, 298; value of F (a, b; c; 1),
 GENERAL INDEX 601

281, 293; values of special forms of hypergeometric functions, 298, 301. See also Bessel
functions, Confluent hypergeometric functions and Legendre functions
Hypergeometric series, see Hypergeometric functions
Hypothesis of Riemann on zeros of f(s), 272, 280
Identically vanishing power series, 58
Identity of two functions, 98
Imaginary argument, Bessel functions with [In(z) and Kn(z)], 372, 373, 384
Imaginary part (1) of a complex number, 9
Imaginary transformation (Jacobi's) of elliptic functions, 505, 506, 555; of Theta-functions, 124,
474; oi E(u) and Z(u), 519
Improper integrals, 75
Incomplete Gamma-functions [y(n, x)], 341
Increasing sequence, 12
Indicial equation, 198
Inequality (Abel's), 16; (Hadamard's), 212; satisfied by Bessel coefficients, 379; satisfied by
Legendre polynomials, 303; satisfied by parabolic cylinder functions, 354; satisfied by
f (s, a), 274, 275
Infinite determinants, see Determinants
Infinite integrals, 69 ; convergence of, 70, 71, 72; differentiation of, 74 ; evaluation of, 111-124 ;
functions represented by, see under the names of special functions; representing analytic
functions, 92; theorems concerning, 73; uniform convergence of, 70, 72, 73. See also
Integrals and Integration
Infinite products, 32; absolute convergence of, 32 ; convergence of, 32; divergence to zero, 33;
expansions of functions as, 136, 137 {see also under the names of special functions); expressed
by means of Theta-functions, 473, 488; uniform convergence of, 49
Infinite series, see Series
Infinity, 11, 103; essential singularity at, 104; point at, 103; pole at, 104; zero at, 104
Integers, positive, 3 ; signless, 3
Integrability of continuous functions, 63 ; Riemann's condition of, 63
Integral, Borel's, 140; and analytic continuation, 141
Integral, Cauchy's, 119
Integral, Dirichlet's, 258
Integral equations, 211-231 (Chapter xi); Abel's, 211, 229, 230; Fredholm's, 213-217, 228;
homogeneous, 217, 219 ; kernel of, 213 ; Liouville-Neumann method of solution of, 221;
nucleus of, 213; numbers (characteristic) associated with, 219; numerical solutions of, 211;
of the first and second kinds, 213, 221 ; satisfied by Lame functions, 564-567; satisfied by
Mathieu functions, 407; satisfied by parabolic cylinder functions, 231; Schlomilch's, 229;
solutions in series, 228; Volterra's, 221 ; with variable upper limit, 213, 221
Integral formulae for ellipsoidal harmonics, 567; for the Jacobian elliptic functions, 492, 494 ;
for the Weierstrassian elliptic function, 437
Integral functions, 106; and Lamp's equation, 571; and Mathieu's equation, 418
Integral properties of Bessel functions, 380, 381, 385; of Legendre functions, 225, 305, 324; of
Mathieu functions, 411 ; of Neumann's function, 385; of parabolic cylinder functions, 350
Integrals, 61-81 (Chapter iv) ; along curves (equivalence of), 87; complex, 77, 78; differentiation
of, 67; double, 68, 255; double-circuit, 256, 293; evaluation of, 111-124; for derivates of an
analytic function, 89; functions represented by, see under the names of the special functions ;
improper, 75; lower, 61; of harmonics (Sylvester's theorem), 400; of irrational functions,
452, 512; of periodic functions, 112; principal values of, 75, 117; regular, 201; repeated,
68, 75; representing analytic functions, 92; representing areas, 61, 589; round a contour,
85 ; upper, 61. See also Elliptic integrals, Infinite integrals, and Integration
Integral theorem, Fourier's, 188, 211 ; of Fourier-Bessel, 385
Integration, 61; complex, 77; contour-, 77; general theorem on, 63; general theorem on
complex, 78; of asymptotic expansions, 153 ; of integrals, 68, 74, 75; of series, 78; pro-
blem connected with cubics or quartics and elliptic functions, 452, 512. See also Infinite
integrals and Integrals
Interior, 44
Internal spheroidal harmonics, 403
Invariants of Weierstrassian elliptic functions, 437
Inverse factorials, expansions in series of, 142
Inversion of elliptic integrals, 429, 452, 454, 480, 484, 512, 524
Irrational functions, integration of, 452, 512
Irrational-real numbers, 5
602 GENERAL INDEX

Irreducible set of zeros or poles, 430

Irregular points (singularities) of differential equations, 197, 202
Iterated functions, 222

Jacobian elliptic functions [snw, cnu, dnu], 432, 478, 491-535 (Chapter xxn); addition theorems
for, 494, 497, 530, 535; connexion with Weierstrassian functions, 505; definitions of am u,
A0, sn u (sin am u), en u, dn w, 478, 492, 494; differential equations satisfied by, 477, 492 ;
differentiation of, 493; duplication formulae for, 498; Fourier series for, 510, 511, 535;
geometrical illustration of, 524, 527; general description of, 504; Glaisher's notation for
quotients and reciprocals of, 494 ; infinite products for, 508, 532; integral formulae for, 492,
494 ; Jacobi's imaginary transformation of, 505, 506 ; Lame functions expressed in terms of,
564, 573; Landen's transformation of, 507; modular angle of, 492; modulus of, 479, 492,
(complementary) 479, 493; parametric representation of points on curves by, 524, 527, 527,
533; periodicity of, 479, 500, 502, 503; poles of, 432, 503, 504; quarter periods, A', %K', of,
479, 498, 499, 501; relations between, 492 ; residues of, 504 ; Seiffert's spherical spiral and,
527; triplication formulae, 530, 534, 535; values of, when u is \K, \iK' or \ (K+iK'), 500,
506, 507; values of, when the modulus is small, 532. See also Elliptic functions, Elliptic
Integrals, Lemniscate functions, Theta-functions, and Weierstrassian elliptic functions
Jacobi's discovery of elliptic functions, 429, 512; earlier notation for Theta-functions, 479 ;
fundamental Theta-function formulae, 467, 488; imaginary transformations, 124, 474, 505,
506, 519, 535 ; Zeta-function, see under Zeta function of Jacobi
Jordan's lemma, 115
Kernel, 213
Klein's theorem on linear differential equations with five singularities, 203
Kummer's formulae for confluent hypergeometric functions, 338 ; series for logF (z), 250

Lacunary function, 98
Lagrange's expansion, 132, 149; form for the remainder in Taylor'6 series, 96
Lam6 functions, defined, 558 ; expressed as algebraic functions, 556, 577; expressed by Jacobian
elliptic functions, 573-575 ; expressed by Weierstrassian elliptic functions, 570-572 ; integral
equations satisfied by, 564-567; linear independence of, 559; reality and distinctness of
zeros of, 557, 558, 578; second kind of, 562; values of, 558; zeros of (Stieltjes' theorem),
560. See ateo Lamp's -equation and Ellipsoidal harmonics
Lame's equation, 204, 536-578 (Chapter XXIII) ; derived from theory of ellipsoidal harmonics,
538-543, 552-554; different forms of, 554, 573; generalised, 204, 570, 573, 576, 577;
series solutions of, 556, 577, 578; solutions expressed in finite form, 459, 556, 576, 577, 578;
solutions of a generalised equation in finite form, 570, 573. See also Lame functions and
Ellipsoidal harmonics
Landen's transformation of Jacobian elliptic functions, 476, 507, 533
Laplace's equation, 386 ; its general solution, 388 ; normal solutions of, 553 ; solutions involving
functions of Legendre and Bessel, 391, 395; solution with given boundary conditions, 393;
symmetrical solution of, 399; transformations of, 401, 407, 551, 553
Laplace's integrals for Legendre polynomials and functions, 312, 313, 314, 319, 326, 337
Laurent's expansion, 100
Least of limits, 13
Lebesgue'8 lemma, 172
Left (L-) class, 4
Legendre's equation, 204, 304 ; for associated functions, 324 ; second solution of, 316. See also
Legendre functions and Legendre polynomials
Legendre functions, 302-336 (Chapter xv); Pn(z), Qn(z), Pnm(z), Qnm(z) defined, 306, 316, 323,
325; addition formulae for, 328, 395; Bessel functions and, 364, 367, 401; degree of, 307,
324 ; differential equation for, 204, 306, 324 ; distinguished from Legendre polynomials,
306; expansions in ascending series, 311, 326; expansions in descending series, 302, 317,
326, 334 ; expansion of a function as a series of, 334 ; expressed by Murphy as hypergeometric
functions, 311, 312; expression of Qn(z) in terms of Legendre polynomials, 319, 320, 333;
Ferrers' functions associated with, 323, 324; first kind of, 307; Gegenbauer's function,
Cnv (z), associated with, see Oegenbauer's function; Heine's expansion of (t-z)~l as a series
of, 321; Hobson's functions associated with, 325; integral connecting Bessel functions with,

ntegral
2ftn Qn(z), 302, 321; zeros of, 303, 316, 335. See also Legendre polynomials and Legendre's
equation
Legendre polynomials [P n (*)], 95, 302; addition formula for, 326, 387 ; degree of, 302; differ-
ential equation for, 204, 304 ; expansion in ascending series, 311 ; expansion in descending
 GENERAL INDEX 603
series, 302, 334; expansion of a function as a series of, 310, 322, 330, 331, 332, 335;
expressed by Murphy as a hypergeometric function, 311, 312; Heine's expansion of (t-z)~l
as a series of, 321; integral connecting Bessel functions with, 364; integral properties of,
225, 305; Laplace's equation and, 391; Laplace's integrals for, 312, 314; Mehler-Dirichlet
integral for, 314 ; Neumann's expansion in series of, 322 ; numerical inequality satisfied by,
303 ; recurrence formulae for, 307, 309; Kodrigues' formula for, 225, 303 ; Schlafli's integral
for, 303, 304 ; summation of XhnPn (z), 302 ; zeros of, 303, 316. See also Legendre functions
Legendre's relation between complete elliptic integrals, 520
Lemniscate functions [sin lemn <p and cos lemn <p], 524
Liapounoff s theorem concerning Fourier constants, 180
Limit, condition for existence of, 13
Limit of a function, 42 ; of a sequence, 11, 12 ; -point (the Bolzano-Weierstrass theorem), 12
Limiting circle, 98
Limits, greatest of and least of, 13
Limit to the value of a complex integral, 78
Lindemann's theory of Mathieu's equation, 417 ; the similar theory of Lame's equation, 570
Linear differential equations, 194-210 (Chapter x), 386-403 (Chapter xvin); exponents of, 198;
fundamental system of solutions of, 197, 200; irregular singularities of, 197, 202 ; ordinary
point of, 194; regular integral of, 201; regular point of, 197; singular points of, 194, 197,
(confluence of) 202 ; solution of, 194, 197, (uniqueness of) 196; special types of equations :
—Bessel's for circular cylinder functions, 204, 342, 357, 358, 373; Gauss' for hypergeo-
metric functions, 202, 207, 283; Gegenbauer's, 329; Hermite's, 204, 209, 342, 347*; Hill's,
406, 413; Jacobi's for Theta-functions, 463; Lame's, 204, 540-543, 554-558, 570-575;
Laplace's, 386, 388, 536, 551 ; Legendre's for zonal and surface harmonics, 204, 304, 324;
Mathieu's for elliptic cylinder functions, 204, 406; Neumann's, 385; Riemann's for
P-functions, 206, 283, 291, 294; Stokes', 204; Weber's for parabolic cylinder functions,
204, 209, 342, 347; Whittaker's for confluent hypergeometric functions, 337 ; equation for
conduction of Heat, 387; equation of Telegraphy, 387; equation of wave motions, 386, 397,
402; equations with five singularities (the Klein-Bocher theorem), 203 ; equations with three
singularities, 206; equations with two singularities, 208; equations with r singularities,
209; equation of the third order with regular integrals, 210
Lioaville's method of solving integral equations, 221
Liouville's theorem, 105, 431
Logarithm, 583 ; continuity of, 583, 589 ; differentiation of, 586, 589 ; expansion of, 584, 589 ;
of complex numbers, 589
Logarithmic derivate of the Gamma-function [f {z)], 240, 241; Binet's integrals for, 248-251 ;
circular functions and, 240 ; Dirichlet's integral for, 247 ; Gauss' integral for, 246
Logarithmic derivate of the Riemann Zeta-function, 279
Logarithmic-integral function [Liz], 341
Lower integral, 61
Lunar perigee and node, motions of, 406
Maclaurin'8 (and Euler's) expansion, 127; test for convergence of infinite integrals, 71 ; series,
94, (failure of) 104, 110
Many-valued functions, 106
Mascheroni's constant [7], 235, 246, 248
Mathematical Physics, equations of, 203, 386-403 (Chapter xvm). See also under Linear dif-
ferential equations and the navies of special equations
Mathieu functions [cen(z, q), sen(z, q), inn(z, q)h 404-428 (Chapter xix); construction of, 409,
420; convergence of series in, 422; even and odd, 407; expansions as Fourier series, 409,
411, 420; integral equations satisfied by, 407, 409; integral formulae, 411 ; order of, 410;
second kind of, 427
Mathieu's equation, 204, 404-428 (Chapter xix); general form, solutions by Floquet, 412, by
Lindemann and Stieltjes, 417, by the method of change of parameter, 424 ; second solution
of, 413, 420, 427; solutions in asymptotic series, 425; solutions which are periodic, see
Mathieu functions ; the integral function associated with, 418. See also Hill's equation
Mean-value theorems, 65, 66, 96
Mehlers integral for Legendre functions, 314
Mellin's (and Barnes') type of contour integral, 286, 343
Membranes, vibrations of, 356, 396, 404, 405
Mesh, 430
Methods of ' summing' series, 154-156
Mindingr's formula, 119
value Of V (.r), 253
604 GENERAL INDEX
Modified Heine-Borel theorem, 53
Modular angle, 492 ; function, 481, (equation connected with) 482 ; -surface, 41
Modulus, 430 ; of a complex number, 8 ; of Jacobian elliptic functions, 479, 492, (complementary)
479, 493 ; periods of elliptic functions regarded as functions of the, 484, 498, 499, 501, 521
Monogenlc, 83 ; distinguished from analytic, 99
Monotonic, 57
Morera's theorem (converse of Cauchy's theorem), 87, 110
Motions of lunar perigee and node, 406
M-teat for uniformity of convergence, 49
Multiplication formula for r (z), 240; for the Sigma-function, 460
Multiplication of absolutely convergent series, 29 ; of asymptotic expansions, 152; of convergent
series (Abel's theorem), 58, 59
Multipliers of Theta-functions, 463
Murphy's formulae for Legendre functions and polynomials, 311, 312
Neumann's definition of Bessel functions of the second kind, 372; expansions in series of
Legendre and Bessel functions, 322, 374; (F. E. Neumann's) integral for the Legendre
function of the second kind, 320; method of solving integral equations, 221
Neumann's function [On (z)], 374; differential equation satisfied by, 385; expansion of, 374;
expansion of functions in series of, 376, 384; integral for, 375; integral properties of,
385 ; recurrence formulae for, 375
Non-uniform convergence, 44 ; and discontinuity, 47
Normal functions, 224
Normal solutions of Laplace's equation, 553
Notations, for Bessel functions, 356, 372, 373; for Legendre functions, 325, 326; for quotients
and reciprocals of elliptic functions, 494, 498; for Theta-f unctions, 464, 479, 487
Nucleus of an integral equation, 213 ; symmetric, 223, 228
Numbers, 3-10 (Chapter i); basic, 462; Bernoulli's, 125; Cauchy's, 379; characteristic, 219,
(reality of) 226 ; complex, 6 ; irrational, 6 ; irrational-real, 5 ; pairs of, 6 ; rational, 3, 4 ;
rational-real, 5 ; real, 5
Odd functions, 115, 166; of Mathieu, [sen(z, ?)], 407
Open, 44
Order (O and o), 1 1 ; of Bernoullian polynomials, 126 ; of Bessel functions, 356; of elliptic
functions, 432; of Legendre functions, 324; of Mathieu functions, 410; of poles of a
function, 102 ; of terms in a series, 25; of the factors of a product, 33; of zeros of a
function, 94
Ordinary discontinuity, 42
Ordinary point of a linear differential equation, 194
Orthogonal coordinates, 394 ; functions, 224
Oscillation, 11
Parabolic cylinder functions [Dn (z)], 347; contour integral for, 349; differential equation for,
204, 209, 347 ; expansion in a power series, 347 ; expansion of a function as a series of, 351;
general asymptotic expansion of, 348; inequalities satisfied by, 354; integral equation
satisfied by, 231', integral properties, 350; integrals involving, 353; integrals representing,
353; properties when n is an integer, 350, 353, 354; recurrence formulae, 350; relations
between different kinds of [Dn(z) and D_n_1(±iz)], 348; zeros of, 354. See also Weber's
equation
Parallelogram of periods, 430
Parameter, change of (method of solving Mathieu's equation), 424; connected with Theta-
functions, 463, 464; of a point on a curve, 442, 496, 497, 527, 530, 533; of members of
confocal systems of quadrics, 547 ; of third kind of elliptic integral, 522 ; thermometric, 405
Parseval's theorem, 182
Partial differential equations, property of, 390, 391. See also Linear differential equations
Partition function, 462
Parts, real and imaginary, 9
Pearson's function [wn> m (z)], 353
P-equation, Riemanns, 206, 337; connexion with the hypergeometric equation, 208, 283; solu-
tions of, 283, 291, (relations between) 294 ; transformations of, 207
Periodic coefficients, equations with (Floquet's theory of), 412
Periodic functions, integrals involving, 112, 256. See aho Fourier series and Doubly periodic
functions
 GENERAL INDEX 605

Periodicity factors, 463

Periodicity of circular and exponential functions, 585-587; ,of elliptic functions, 429, 434, 479,
500, 502, 503 ; of Theta-functions, 463
Periodic solutions of Mathieu's equation, 407
Period-parallelogram, 430; fundamental, 430
Periods of elliptic functions, 429 ; qua functions of the modulus, 484, 498, 499, 501, 521
Phase, 9
Pincherle's functions (modified Legendre functions), 335
Plana's expansion, 145
Pochhammer's extension of Eulerian integrals, 256
Point, at infinity, 103; limit-, 12; representative, 9 ; singular, 194, 202
Poles of a function, 102; at infinity, 104; irreducible set of, 430; number in a cell, 431; relations
between zeros of elliptic functions and, 433 ; residues at, 432, 504 ; simple, 102
Polygon, (fundamental) of automorphic functions, 455
Polynomials, expressed as series of Legendre polynomials, 310; of Abel, 353; of Bernoulli, 126,
127 ; of Legendre, see Legendre polynomials ; of Sonine, 352
Popular conception of an angle, 589 ; of continuity, 41
Positive integers, 3
Power series, 29; circle of convergence of, 30; continuity of, 57, (Abel's theorem) 57; expan-
sions of functions in, see under the names of special functions ; identically vanishing, 58;
Maclaurin's expansion in, 94; radius of convergence of, 30, 32; series derived from, 31 ;
Taylor's expansion in, 9 3 ; uniformity of convergence of, 57
Principal part of a function, 102; solution of a certain equation, 482; value of an integral, 75,
117 ; value of the argument of a complex number, 9, 588
Principle of convergence, 13
PringBheim'8 theorem on summation of double series, 28
Products of Bessel functions, 379, 380, 383, 385, 428; of hypergeometric functions, 298. See
also Infinite products
Quarter periods K, iK\ 479, 498, 499, 501. See also Elliptic integrals
Quart ic, canonical form of, 513 ; integration problem connected with, 452, 512
Quasi-periodicity, 445, 447, 463
Quotients of elliptic functions (Glaisher's notation), 494, 511 ; of Theta-functions, 477
Radius of convergence of power series, 30, 32
Rational functions, 105 ; expansions in series of, 134
Rational numbers, 3 , 4 ; -real numbers, 5
Real functions of real variables, 56
Reality of characteristic numbers, 226
Real numbers, rational and irrational, 5
Real part {R) of a complex number, 9
Rearrangement of convergent series, 25; of double series, 28; of infinite determinants, 37; of
infinite products, 33
Reciprocal functions, Volterra's, 218
Reciprocals of elliptic functions (Glaisher's notation), 494, 511
Recurrence formulae, for Bessel functions, 359, 373, 374; for confluent hypergeometric functions,
352 ; for Gegenbauer's function, 330 ; for Legendre functions, 307, 309, 318 ; for Neumann's
function, 375; for parabolic cylinder functions, 350. See also Contiguous hypergeometric
functions
Region, 44
Regular, 83 ; distribution of discontinuities, 212; integrals of linear differential equations, 201,
(of the third order) 210 ; points (singularities) of linear differential equations, 197
Relations between Bessel functions, 360, 371; between confluent hypergeometric functions
W
±k,m (±z) an( * Mk,±m(z)' 34
^ "» between contiguous hypergeometric functions, 294; be-
tween elliptic functions, 452 ; between parabolic cylinder functions Dn(±z) and Z>_,,_i ( ± « ) ,
348 ; between poles and zeros of elliptic functions, 433 ; between Biemann Zeta-functions
f.(«) and £(1 - s), 269. See also Recurrence formulae
Remainder after n terms of a series, 15 ; in Taylor's series, 95
Removable discontinuity, 42
Repeated integrals, 68, 75
Representative point, 9
Residues, 111-124 (Chapter vi), defined, 111; of elliptic functions, 425, 497
606 GENERAL INDEX
Rlemann's associated function, 183, 184, 185 ; condition of integrability, 63 ; equations satisfied
by analytic functions, 84; hypothesis concerning £(s), 272, 280; lemmas, 172, 184, 185;
P-equation, 206, 283, 291, 294, (transformation of) 207, (and the hypergeometric equation)
208, see also Hypergeometric functions; theory of trigonometrical series, 182-188, Zeta-
function, see Zeta function (of Rlemann)
Riesz' method of ' summing' series, 156
Right (R-) class, 4
Rodrigues' formula for Legendre polynomials, 303 ; modified, for Gegenbauer's function, 329
Roots of an equation, number of, 120, (inside a contour) 119, 123; of Weierstrassian elliptic
functions (e\ , e2, e3), 443

Saalschiitz' Integral for the Gamma-function, 243

Schlafii's Bessel function of the second kind, [F n (*)], 370
Schlafli's Integral for Bessel functions, 362, 372 ; for Legendre polynomials and functions, 303,
304, 306 ; modified, for Gegenbauer's function, 329
Schldmilch's expansion in series of Bessel coefficients, 377 ; function, 352; integral equation, 229
Schmidt's theorem, 223
Schwarz' lemma, 186
Second kind, Bessel function of, (Hankel's) 370, (Neumann's) 372, (Weber-Schlafli), 370,
(modified) 373; elliptic integral of [E (u), Z (u)], 517, (complete) 518; Eulerian integral of,
241, (extended) 244 ; integral equation of, 213, 221 ; Lam£ functions of, 562 ; Legendre
functions of, 316-320, 325, 326
Second mean-value theorem, 66
Second solution of Bessel's equation, 370, 372, (modified) 373 ; of Legendre's equation, 316 ; of
Mathieu's equation, 413, 427 ; of the hypergeometric equation, 286, (confluent form) 343 ; of
Weber's equation, 347
Second species of ellipsoidal harmonics, 537, (construction of) 540
Section, 4
Seiffert's spherical spiral, 527
Sequences, 1 1 ; decreasing, 12 ; increasing, 12
Series (infinite series), 1 5 : absolutely convergent, 18; change of order of terms in, 25; con-
ditionally convergent, 18; convergence of, 15; differentiation of, 31, 79, 92; divergence of,
15; geometric, 19; integration of, 32, 78; methods of summing, 154-156; multiplication
of, 29, 58, 59; of analytic functions, 9 1 ; of cosines, 165 ; of cotangents, 139 ; of inverse
factorials, 142; of powers, see Power series; of rational functions, 134; of sines, 166; of
variable terms, 44 (see also Uniformity of convergence); order of terms in, 25 ; remainder of,
15; representing particular functions, see wider the name of the function; solutions of
differential and integral equations in, 194-202, 228 ; Taylor's, 93. See also Asymptotic
expansions, Convergence, Expansions, Fourier series, Trigonometrical series and Uniformity
of convergence
Set, Irreducible (of zeros or poles), 430
Sigma-functions of Weierstrass [<r(z), ax (z), <r2(*), 03(2)], 447, 448; addition formula for, 451,
458, 460; analogy with circular functions, 447; duplication formulae, 459, 460; four
types of, 448; expression of elliptic functions by, 450; quasi-periodic properties, 447;
singly infinite product for, 448; three-term equation involving, 451, 461; Theta-functions
connected with, 448, 473, 487 ; triplication formula, 459
Signless integers, 3
Simple curve, 43 ; pole, 102 ; zero, 94
Simply-connected region, 455
Sine, product for, 137. See also Circular functions
Sine-integral [Si (z)], 352 ; -series (Fourier series), 166
Singly-periodic functions, 429. See also Circular functions
Singularities, 83, 84, 102, 194, 197, 202; at infinity, 104; confluence of, 203, 337; equations
with five, 203; equations with three, 206, 210; equations with two, 208 ; equations with r,
209; essential, 102, 104 ; irregular, 197, 202; regular, 197
Singular points (singularities) of linear differential equations, 194, 202
Solid harmonics, 392
Solution of Riemann'8 P-equation by hypergeometric functions, 283, 288
Solutions of differential equations, see Chapters x, XVIII, XXIII, and under the names of special
equations
Solutions of Integral equations, see Chapter xi
Sonines polynomial [TTOn(«)], 352
Species (various) of ellipsoidal harmonics, 537
 GENERAL INDEX 607

Spherical harmonica, see Harmonics

Spherical spiral, Seiffert's, 527
Spheroidal harmonics, 403
Squares of Bessel functions, 379, 380; of hypergeometric functions, 298 ; of Jacobian elliptic
functions (relations between), 492 ; of Tbeta-functions (relations between), 466
Statement of Fourier's theorem, Dirichlet's, 161, 163, 164, 176
Steadily tending to zero, 17
Stieltjes' theorem on zeros of Lam£ functions, 560, (generalised) 562 ; theory of Mathieu's
equation, 417
Stirling's series for the Gamma-function, 251
Stokes' equation, 204
Stolz' condition for convergence of double series, 27
Strings, vibrations of, 160
Successive substitutions, method of, 221
Sum-formula of Euler and Maclaurin, 127
Summability, methods of, 154-156; of Fourier series, 169; uniform, 156
Surface harmonic, 392
Surface, modular, 41
Surfaces, nearly spherical, 332
Sylvester'8 theorem concerning integrals of harmonics, 400
Symmetric nucleus, 223, 228

Tabulation of Bessel functions, 378 ; of complete elliptic integrals, 518 ; of Gamma-functions, 253
Taylor's series, 93 ; remainder in, 95 ; failure of, 100, 104, 110
Teixeira's extension of Biirmann's theorem, 131
Telegraphy, equation of, 387
Tesseral harmonics, 392 ; factorisation of, 536
Tests for convergence, see Infinite integrals, Infinite products and Series
Thermometric parameter, 405
Theta-functions Oi (z), ^ 2 (*)> *»(*), ^4 («) or * (z), © («)]» 462-490 (Chapter xxi); abridged nota-
tion for products, 468, 469 ; addition formulae, 467; connexion with Sigma-functions, 448,
473, 487 ; duplication formulae, 488; expression of elliptic functions by, 473; four types
of, 463; fundamental formulae (Jacobi's), 467, 488; infinite products for, 469, 473, 488;
Jacobi's first notation, 0 (u) and H (u), 479; multipliers, 463 ; notations, 464, 479, 487 ;
parameters q, r, 463 ; partial differential equation satisfied by, 470; periodicity factors,
463; periods, 463; quotients of, 477; quotients yielding Jacobian elliptic functions, 478;
relation V = ^2^3^4> 4 7 0 » squares of (relations between), 466; transformation of, (Jacobi's
imaginary) 124, 474, (Landen's) 476 ; triplication formulae for, 490 ; with zero argument
(*2, ^ 3 , ^ 4 , V ) , 464; zeros of, 465
Third kind of elliptic integral, n (u, a), 522 ; a dynamical application of, 523
Third order, linear differential equations of, 210, 298, 418, 428
Third species of ellipsoidal harmonics, 537, (construction of) 541
Three kinds of elliptic integrals, 514
Three-term equation involving Sigma-functions, 451, 461
Total fluctuation, 57
Transcendental functions, see under the navies of special functions
Transformations of elliptic functions and Theta-functions, 508; Jacobi's imaginary, 474, 505,
506, 519 ; Landen's, 476, 507; of Riemann's P-equation, 207
Trigonometrical equations, 587, 588
Trigonometrical integrals, 112, 263; and Gamma-functions, 256
Trigonometrical series, 160-193 (Chapter ix); convergence of, 161 ; values of coefficients in, 163;
Riemann's theory of, 182-188; which are not Fourier series, 160, 163. See also Fourier series
Triplication formulae for Jacobian elliptic functions and E (w), 530, 534; for Sigma-functions.
459 ; for Theta-functions, 490; for Zeta-functions, 459
Twenty-four solutions of the hypergeometric equation, 284; relations between, 285, 288, 290
Two-dimensional continuum, 43
Two variables, continuous functions of, 67 ; hypergeometric functions (Appells) of, 300
Types of ellipsoidal harmonics, 537

Unicursal, 455
Uniformisation, 454
608 GENERAL INDEX

Uniformising variables, 455 ; associated with confocal coordinates, 549

Uniformity, concept of, 52
Uniformity of continuity, 54 ; of summability; 156
Uniformity of convergence, 41-60 (Chapter in), defined, 44; of Fourier series, 172, 179, 180; of
infinite integrals, 70, 72, 73; of infinite products, 49; of power series, 57; of series 44
(condition for) 45, (Hardy's test for) 50, (Weierstrass' M-test for) 49
Uniformly convergent infinite integrals, properties of, 73; series of analytic functions, 91,
(differentiation of) 92
Uniqueness of an asymptotic expansion, 153 ; of solutions of linear differential equations, 196
Upper bound, 55 ; integral, 61
Upper limit, integral equation with variable, 213, 221; to the value of a complex integral, 78, 91
Value, absolute, see Modulus; of the argument of a complex number, 9, 588; of the coefficients
in Fourier series and trigonometrical series, 163, 165, 167, 174 ; of particular hypergeometric
functions, 281, 293, 298, 301; of Jacobian elliptic functions of JJK", \iK, %(K+iKf), 500,
506, 507 ; of Kt K' for special values of k, 521, 524, 525; of f(s) for special values of *'
267, 269
Vanishing of power series, 58
Variable, uniformising, 455; terms (series of), see Uniformity of convergence; upper limit,
integral equation with, 213, 221
Vibrations of air in a sphere, 399 ; of circular membranes, 396; of elliptic membranes, 404, 405 ;
of strings, 160
Volterra's integral equation, 221; reciprocal functions, 218

Wave motions, equation of, 386; general solution, 397, 402; solution involving Bessel functions,
397
Weber's Bessel function of the second kind [Yn (z)]} 370
Weber's equation, 204, 209, 342, 347. See also Parabolic cylinder functions
Weierstrass' factor theorem, 137 ; ilf-test for uniform convergence, 49; product for the Gamma-
function, 235 ; theorem on limit points, 12
Weierstrassian elliptic function [jf>(z)], 429-461 (Chapter xx), defined and constructed, 432,
433; addition theorem for, 440, (Abel's method) 442; analogy with circular functions,
438; definition of {fp(z) -er\$, 451; differential equation for, 436; discriminant of, 444;
duplication formula, 441; expression of elliptic functions by, 448; expression of jp(z) - jp (y)
by Sigma-functions, 451; half-periods, 444; homogeneity properties, 439; integral formula
for, 437; integration of irrational functions by, 452; invariants of, 437; inversion problem
for, 484; Jacobian elliptic functions and, 505; periodicity, 434; roots cx, c2, ev 443. See
also Sigma-functlons and Zeta-function (of Weierstrass)
Whittaker's function Wkm(z), see Confluent hypergeometric functions
Wronski's expansion, 147

Zero argument, Theta-functions with, 464; relation between, 470

Zero of a function, 94 ; at infinity, 104 ; simple, 94
Zeros of a function and poles (relation between), 433 ; connected with zeros of its derivate, 121,
123; irreducible set of, 430; number of, in a cell, 431; order of, 94
Zeros of functions, (Bessel's) 361, 367, 378, 381, (Lamp's) 557, 558, 560, 578, (Legendre's) 303,
316, 335, (parabolic cylinder) 354, (Riemann's Zeta-) 268, 269, 272, 280, (Theta-) 465
Zeta-function, Z(w), (of Jacob!), 518; addition formula for, 518; connexion with E(u)y 518;
Fourier series for, 520; Jacobi's imaginary transformation of, 519. See also Jacobian
elliptic functions
Zeta-function, f(s), f(«,a), (of Eiemann) 265-280 (Chapter xm), (generalised by Hurwitz) 265;
Euler's product for, 271 ; Hermite's integral for, 269; Hurwitz' integral for, 268; in-
equalities satisfied by, 274, 275; logarithmic derivate of, '279; Riemann's hypothesis
concerning, 272, 280; Riemann's integrals for, 266, 273; Riemann's relation connecting f (s)
and f (1 - s), 269 ; values of, for special values of «, 267, 269; zeros of, 268, 269, 2T2, 280
Zeta-function, f(z), (of Weierstrass), 445; addition formula, 446; analogy with circular
functions, 446; constants TJ1, T}2 connected with, 446; duplication formulae for, 459; ex-
pression of elliptic functions by, 449; quasi-periodicity, 445; triplication formulae, 459.
See also Weierstrassian elliptic functions
Zonal harmonics, 302, 392 ; factorisation of, 536