Appendix E

Properties of special functions

E.1 Bessel functions

Notation

z = complex number; ν, x = real numbers; n = integer

Jν (z) = ordinary Bessel function of the first kind
Nν (z) = ordinary Bessel function of the second kind
Iν (z) = modified Bessel function of the first kind
K ν (z) = modified Bessel function of the second kind
Hν(1) = Hankel function of the first kind
Hν(2) = Hankel function of the second kind
jn (z) = ordinary spherical Bessel function of the first kind
n n (z) = ordinary spherical Bessel function of the second kind
h (1)
n (z) = spherical Hankel function of the first kind
h (2)
n (z) = spherical Hankel function of the second kind
f  (z) = d f (z)/dz = derivative with respect to argument

Differential equations
 
d 2 Z ν (z) 1 d Z ν (z) ν2
+ + 1 − Z ν (z) = 0 (E.1)
dz 2 z dz z2



 Jν (z)

Nν (z)
Z ν (z) = (E.2)
 Hν(1) (z)

 (2)
Hν (z)

cos(νπ )Jν (z) − J−ν (z)

Nν (z) = , ν = n, | arg(z)| < π (E.3)
sin(νπ )

Hν(1) (z) = Jν (z) + j Nν (z) (E.4)

Hν(2) (z) = Jν (z) − j Nν (z) (E.5)

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d 2 Z̄ ν (x) 1 d Z̄ ν (z) ν2
+ − 1 + Z̄ ν = 0 (E.6)
dz 2 z dz z2

I (z)
Z̄ ν (z) = ν (E.7)
K ν (z)

I (z)
L(z) = νjνπ (E.8)
e K ν (z)

π
Iν (z) = e− jνπ/2 Jν (ze jπ/2 ), −π < arg(z) ≤ (E.9)
2
− j3π/2 π
Iν (z) = e j3νπ/2
Jν (ze ), < arg(z) ≤ π (E.10)
2
jπ jνπ/2 (1) jπ/2 π
K ν (z) = e Hν (ze ), −π < arg(z) ≤ (E.11)
2 2
jπ − jνπ/2 (2) − jπ/2 π
K ν (z) = − e Hν (ze ), − < arg(z) ≤ π (E.12)
2 2

In (x) = j −n Jn ( j x) (E.13)
π
K n (x) = j n+1 Hn(1) ( j x) (E.14)
2

d 2 z n (z) 2 dz n (z) n(n + 1)

+ + 1− z n (z) = 0, n = 0, ±1, ±2, . . . (E.15)
dz 2 z dz z2



 jn (z)

n n (z)
z n (z) = (E.16)

 h (1) (z)
 n(2)
h n (z)


π
jn (z) = J 1 (z) (E.17)
2z n+ 2

π
n n (z) = N 1 (z) (E.18)
2z n+ 2

π (1)
h (1)
n (z) = H 1 (z) = jn (z) + jn n (z) (E.19)
2z n+ 2

π (2)
h (2)
n (z) = H 1 (z) = jn (z) − jn n (z) (E.20)
2z n+ 2
n n (z) = (−1)n+1 j−(n+1) (z) (E.21)

Orthogonality relationships
 a
pνm  pνn  a2 2 a2   2
Jν ρ Jν ρ ρ dρ = δmn Jν+1 ( pνn ) = δmn Jν ( pνn ) , ν > −1
0 a a 2 2
(E.22)

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a
pνm pνn a2 ν2 
Jν ρ Jν ρ ρ dρ = δmn 1 − 2 Jν2 ( pνm ), ν > −1 (E.23)
0 a a 2 pνm
 ∞
1
Jν (αx)Jν (βx)x d x = δ(α − β) (E.24)
0 α
 a α  α 
lm ln a3 2
jl r jl r r 2 dr = δmn jn+1 (αln a) (E.25)
0 a a 2
 ∞
π
jm (x) jn (x) d x = δmn , m, n ≥ 0 (E.26)
−∞ 2n + 1

Jm ( pmn ) = 0 (E.27)
Jm ( pmn

)=0 (E.28)
jm (αmn ) = 0 (E.29)
jm (αmn

)=0 (E.30)

Specific examples
sin z
j0 (z) = (E.31)
z
cos z
n 0 (z) = − (E.32)
z
j jz
h (1)
0 (z) = − e (E.33)
z
j − jz
h (2)
0 (z) = e (E.34)
z
sin z cos z
j1 (z) = 2
− (E.35)
z z
cos z sin z
n 1 (z) = − 2 − (E.36)
 z  z
3 1 3
j2 (z) = 3
− sin z − 2 cos z (E.37)
z z z
 
3 1 3
n 2 (z) = − 3+ cos z − 2 sin z (E.38)
z z z

Functional relationships

Jn (−z) = (−1)n Jn (z) (E.39)

In (−z) = (−1)n In (z) (E.40)
jn (−z) = (−1)n jn (z) (E.41)
n n (−z) = (−1)n+1 n n (z) (E.42)

J−n (z) = (−1)n Jn (z) (E.43)

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 N−n (z) = (−1)n Nn (z) (E.44)
I−n (z) = In (z) (E.45)
K −n (z) = K n (z) (E.46)
j−n (z) = (−1)n n n−1 (z), n>0 (E.47)

Power series

∞
(z/2)n+2k
Jn (z) = (−1)k (E.48)
k=0
k!(n + k)!

∞
(z/2)n+2k
In (z) = (E.49)
k=0
k!(n + k)!

Small argument approximations |z|  1.

1 z n
Jn (z) ≈ (E.50)
n! 2
1 z ν
Jν (z) ≈ (E.51)
(ν + 1) 2
2
N0 (z) ≈ (ln z + 0.5772157 − ln 2) (E.52)
π  
(n − 1)! 2 n
Nn (z) ≈ − , n>0 (E.53)
π z
 ν
(ν) 2
Nν (z) ≈ − , ν>0 (E.54)
π z
1 z n
In (z) ≈ (E.55)
n! 2
1 z ν
Iν (z) ≈ (E.56)
(ν + 1) 2
2n n!
jn (z) ≈ zn (E.57)
(2n + 1)!
(2n)!
n n (z) ≈ − n z −(n+1) (E.58)
2 n!

Large argument approximations |z|  1.


2 π νπ 
Jν (z) ≈ cos z − − , | arg(z)| < π (E.59)
πz
4 2
2 π νπ 
Nν (z) ≈ sin z − − , | arg(z)| < π (E.60)
πz 4 2
2 j (z− π − νπ )
Hν(1) (z) ≈ e 4 2 , −π < arg(z) < 2π (E.61)
πz
2 − j (z− π − νπ )
Hν(2) (z) ≈ e 4 2 , −2π < arg(z) < π (E.62)
πz
1 z π
Iν (z) ≈ e , | arg(z)| < (E.63)
2π z 2
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π −z 3π
K ν (z) ≈ e , | arg(z)| < (E.64)
2z 2
1 nπ 
jn (z) ≈ sin z − , | arg(z)| < π (E.65)
z 2
1 nπ 
n n (z) ≈ − cos z − , | arg(z)| < π (E.66)
z 2
e jz
h (1)
n (z) ≈ (− j)n+1 , −π < arg(z) < 2π (E.67)
z
− jz
e
h (2)
n (z) ≈ j n+1 , −2π < arg(z) < π (E.68)
z

Recursion relationships

z Z ν−1 (z) + z Z ν+1 (z) = 2ν Z ν (z) (E.69)

Z ν−1 (z) − Z ν+1 (z) = 2Z ν (z) (E.70)
z Z ν (z) + ν Z ν (z) = z Z ν−1 (z) (E.71)
z Z ν (z) − ν Z ν (z) = −z Z ν+1 (z) (E.72)

z L ν−1 (z) − z L ν+1 (z) = 2ν L ν (z) (E.73)

L ν−1 (z) + L ν+1 (z) = 2L ν (z) (E.74)
z L ν (z) + ν L ν (z) = z L ν−1 (z) (E.75)
z L ν (z) − ν L ν (z) = z L ν+1 (z) (E.76)

zz n−1 (z) + zz n+1 (z) = (2n + 1)z n (z) (E.77)

nz n−1 (z) − (n + 1)z n+1 (z) = (2n + 1)z n (z) (E.78)
zz n (z) + (n + 1)z n (z) = zz n−1 (z) (E.79)
−zz n (z) + nz n (z) = zz n+1 (z) (E.80)

Integral representations
 π
1
Jn (z) = e− jnθ + j z sin θ dθ (E.81)
2π −π

1 π
Jn (z) = cos(nθ − z sin θ) dθ (E.82)
π 0

1 −n π j z cos θ
Jn (z) = j e cos(nθ) dθ (E.83)
2π −π

1 π z cos θ
In (z) = e cos(nθ) dθ (E.84)
π
 ∞0
π
K n (z) = e−z cosh(t) cosh(nt) dt, | arg(z)| < (E.85)
2
0  π
zn
jn (z) = cos(z cos θ) sin2n+1 θ dθ (E.86)
2n+1 n! 0

(− j)n π j z cos θ
jn (z) = e Pn (cos θ) sin θ dθ (E.87)
2 0

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Wronskians and cross products

2
Jν (z)Nν+1 (z) − Jν+1 (z)Nν (z) = − (E.88)
πz
(1) (2) 4
Hν(2) (z)Hν+1 (z) − Hν(1) (z)Hν+1 (z) = (E.89)
jπ z
1
Iν (z)K ν+1 (z) + Iν+1 (z)K ν (z) = (E.90)
z
1
Iν (z)K ν (z) − Iν (z)K ν (z) = − (E.91)
z
 2j
Jν (z)Hν(1) (z) − Jν (z)Hν(1) (z) = (E.92)
πz
 2j
Jν (z)Hν(2) (z) − Jν (z)Hν(2) (z) = − (E.93)
πz
  4j
Hν(1) (z)Hν(2) (z) − Hν(1) (z)Hν(2) (z) = − (E.94)
πz
1
jn (z)n n−1 (z) − jn−1 (z)n n (z) = (E.95)
z2
2n + 1
jn+1 (z)n n−1 (z) − jn−1 (z)n n+1 (z) = (E.96)
z3
1
jn (z)n n (z) − jn (z)n n (z) = (E.97)
z2
  2j
h (1) (2) (1) (2)
n (z)h n (z) − h n (z)h n (z) = − 2 (E.98)
z

✦
✦
r✦✦✦ψ✁✁ R, r, ρ, φ, ψ as shown.
✦
✦ ✦φ✦ ✁R 
Summation formulas ✦ ✁ R = r 2 + ρ 2 − 2rρ cos φ.
ρ


∞
π
e jνψ Z ν (z R) = Jk (zρ)Z ν+k (zr )e jkφ , ρ < r, 0<ψ < (E.99)
k=−∞
2
∞
e jnψ Jn (z R) = Jk (zρ)Jn+k (zr )e jkφ (E.100)
k=−∞
∞
e j zρ cos φ = k
j (2k + 1) jk (zρ)Pk (cos φ) (E.101)
k=0

For ρ < r and 0 < ψ < π/2,

e jzR jπ  ∞
(1)
= √ (2k + 1)Jk+ 12 (zρ)Hk+ 1 (zr )Pk (cos φ) (E.102)
R 2 rρ k=0 2

e − jzR
jπ ∞
(2)
=− √ (2k + 1)Jk+ 12 (zρ)Hk+ 1 (zr )Pk (cos φ) (E.103)
R 2 rρ k=0 2

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Integrals

x ν+1 Jν (x) d x = x ν+1 Jν+1 (x) + C (E.104)

[bZ ν (ax)Z ν−1 (bx) − a Z ν−1 (ax)Z ν (bx)]
Z ν (ax)Z ν (bx)x d x = x + C, a = b (E.105)
a 2 − b2

x2  2 
x Z ν2 (ax) d x = Z ν (ax) − Z ν−1 (ax)Z ν+1 (ax) + C (E.106)
2
 ∞
1
Jν (ax) d x = , ν > −1, a>0 (E.107)
0 a

Fourier–Bessel expansion of a function


∞ ρ
f (ρ) = am Jν pνm , 0 ≤ ρ ≤ a, ν > −1 (E.108)
m=1
a
 a
2 ρ
am = 2 2 f (ρ)Jν pνm ρ dρ (E.109)
a Jν+1 ( pνm ) 0 a

∞ 
 ρ
f (ρ) = bm Jν pνm , 0 ≤ ρ ≤ a, ν > −1 (E.110)
m=1
a
 a   
2 pνm
bm =  f (ρ)Jν ρ ρ dρ (E.111)
ν2  a
a 1 − p 2 Jν ( pνm )
2 2 0
νm

Series of Bessel functions


∞
e j z cos φ = j k Jk (z)e jkφ (E.112)
k=−∞

∞
e j z cos φ = J0 (z) + 2 j k Jk (z) cos φ (E.113)
k=1

∞
sin z = 2 (−1)k J2k+1 (z) (E.114)
k=0

∞
cos z = J0 (z) + 2 (−1)k J2k (z) (E.115)
k=1

E.2 Legendre functions

Notation

x, y, θ = real numbers; l, m, n = integers;

Pnm (cos θ ) = associated Legendre function of the first kind

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 Qmn (cos θ ) = associated Legendre function of the second kind
Pn (cos θ ) = Pn0 (cos θ ) = Legendre polynomial
Q n (cos θ ) = Q 0n (cos θ ) = Legendre function of the second kind

Differential equation x = cos θ.

d 2 Rnm (x) d Rnm (x) m2

(1 − x 2 ) − 2x + n(n + 1) − Rnm (x) = 0, −1 ≤ x ≤ 1 (E.116)
dx2 dx 1 − x2


Pnm (x)
Rnm (x) = (E.117)
Qmn (x)

Orthogonality relationships
 1
2 (n + m)!
Plm (x)Pnm (x) d x = δln (E.118)
−1 2n + 1 (n − m)!
 π
2 (n + m)!
Plm (cos θ )Pnm (cos θ) sin θ dθ = δln (E.119)
0 2n + 1 (n − m)!
 1 m
Pn (x)Pnk (x) 1 (n + m)!
dx = δmk (E.120)
−1 1 − x2 m (n − m)!
 π m
Pn (cos θ)Pnk (cos θ) 1 (n + m)!
dθ = δmk (E.121)
0 sin θ m (n − m)!
 1
2
Pl (x)Pn (x) d x = δln (E.122)
−1 2n + 1
 π
2
Pl (cos θ )Pn (cos θ) sin θ dθ = δln (E.123)
0 2n + 1

Specific examples

P0 (x) = 1 (E.124)
P1 (x) = x = cos(θ ) (E.125)
1 1
P2 (x) = (3x 2 − 1) = (3 cos 2θ + 1) (E.126)
2 4
1 1
P3 (x) = (5x − 3x) = (5 cos 3θ + 3 cos θ)
3
(E.127)
2 8
1 1
P4 (x) = (35x − 30x + 3) =
4 2
(35 cos 4θ + 20 cos 2θ + 9) (E.128)
8 64
1 1
P5 (x) = (63x 5 − 70x 3 + 15x) = (63 cos 5θ + 35 cos 3θ + 30 cos θ) (E.129)
8 128

   
1 1+x θ
Q 0 (x) = ln = ln cot (E.130)
2 1−x 2
   
x 1+x θ
Q 1 (x) = ln − 1 = cos θ ln cot −1 (E.131)
2 1−x 2

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1 1+x 3
Q 2 (x) = (3x − 1) ln
2
− x (E.132)
4 1−x 2
 
1 1 + x 5 2
Q 3 (x) = (5x 3 − 3x) ln − x2 + (E.133)
4 1−x 2 3
 
1 1+x 35 55
Q 4 (x) = (35x 4 − 30x 2 + 3) ln − x3 + x (E.134)
16 1−x 8 24

P11 (x) = −(1 − x 2 )1/2 = − sin θ (E.135)

P21 (x) = −3x(1 − x 2 )1/2 = −3 cos θ sin θ (E.136)
P22 (x) = 3(1 − x 2 ) = 3 sin2 θ (E.137)
3 3
P31 (x) = − (5x 2 − 1)(1 − x 2 )1/2 = − (5 cos2 θ − 1) sin θ (E.138)
2 2
P32 (x) = 15x(1 − x 2 ) = 15 cos θ sin2 θ (E.139)
P33 (x) = −15(1 − x 2 )3/2 = −15 sin3 θ (E.140)
5 5
P41 (x) = − (7x 3 − 3x)(1 − x 2 )1/2 = − (7 cos3 θ − 3 cos θ) sin θ (E.141)
2 2
15 15
P4 (x) =
2
(7x − 1)(1 − x ) =
2 2
(7 cos2 θ − 1) sin2 θ (E.142)
2 2
P43 (x) = −105x(1 − x 2 )3/2 = −105 cos θ sin3 θ (E.143)
P44 (x) = 105(1 − x 2 )2 = 105 sin4 θ (E.144)

Functional relationships

0, m > n,
Pnm (x) = m (1−x 2 )m/2 d n+m (x 2 −1)n
(E.145)
(−1) 2n n! d x n+m
, m ≤ n.

1 d n (x 2 − 1)n
Pn (x) = (E.146)
2n n! dxn

d m Rn (x)
Rnm (x) = (−1)m (1 − x 2 )m/2 (E.147)
dxm

(n − m)! m
Pn−m (x) = (−1)m P (x) (E.148)
(n + m)! n

Pn (−x) = (−1)n Pn (x) (E.149)

Q n (−x) = (−1)n+1 Q n (x) (E.150)
Pnm (−x) = (−1)n+m Pnm (x) (E.151)
n (−x)
Qm = (−1) n (x)
n+m+1
Qm (E.152)


1, m = 0,
Pnm (1) = (E.153)
0, m > 0.

|Pn (x)| ≤ Pn (1) = 1 (E.154)

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 n2 + 12 nπ
Pn (0) = √   cos (E.155)
π  n2 + 1 2

(n − m)! m
Pn−m (x) = (−1)m P (x) (E.156)
(n + m)! n

Power series
n
(−1)k (n + k)!  
Pn (x) = (1 − x)k + (−1)n (1 + x)k (E.157)
k=0
(n − k)!(k!) 2
2 k+1

Recursion relationships
(n + 1 − m)Rn+1
m
(x) + (n + m)Rn−1
m
(x) = (2n + 1)x Rnm (x) (E.158)

(1 − x 2 )Rnm  (x) = (n + 1)x Rnm (x) − (n − m + 1)Rn+1

m
(x) (E.159)

(2n + 1)x Rn (x) = (n + 1)Rn+1 (x) + n Rn−1 (x) (E.160)

(x 2 − 1)Rn (x) = (n + 1)[Rn+1 (x) − x Rn (x)] (E.161)
 
Rn+1 (x) − Rn−1 (x) = (2n + 1)Rn (x) (E.162)

Integral representations
√  π  
2 sin n + 12 u
Pn (cos θ ) = √ du (E.163)
π 0 cos θ − cos u
 π
1  n
Pn (x) = x + (x 2 − 1)1/2 cos θ dθ (E.164)
π 0

Addition formula
Pn (cos γ ) = Pn (cos θ)Pn (cos θ  ) +
 n
(n − m)! m
+2 Pn (cos θ)Pnm (cos θ  ) cos m(φ − φ  ), (E.165)
m=1
(n + m)!

cos γ = cos θ cos θ  + sin θ sin θ  cos(φ − φ  ) (E.166)

Summations
1 1 ∞
r<n

=  = P (cos γ )
n+1 n
(E.167)
|r − r | r 2 + r 2 − 2rr  cos γ n=0 r>

cos γ = cos θ cos θ  + sin θ sin θ  cos(φ − φ  ) (E.168)

   
r< = min |r|, |r | , r> = max |r|, |r | (E.169)

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Integrals

Pn+1 (x) − Pn−1 (x)
Pn (x) d x = +C (E.170)
2n + 1
 1
x m Pn (x) d x = 0, m<n (E.171)
−1
 1
2n+1 (n!)2
x n Pn (x) d x = (E.172)
−1 (2n + 1)!
 1
22n+1 (2k)!(k + n)!
x 2k P2n (x) d x = (E.173)
−1 (2k + 2n + 1)!(k − n)!
 1 √
Pn (x) 2 2
√ dx = (E.174)
−1 1−x 2n + 1
 1    2
P2n (x)  n + 12
√ dx = (E.175)
−1 1 − x2 n!
 1
(2n)! 1
P2n+1 (x) d x = (−1)n (E.176)
0 2n + 2 (2 n n!)2

Fourier–Legendre series expansion of a function


∞
f (x) = an Pn (x), −1 ≤ x ≤ 1 (E.177)
n=0


2n + 1 1
an = f (x)Pn (x) d x (E.178)
2 −1

E.3 Spherical harmonics

Notation

θ, φ = real numbers; m, n = integers

Ynm (θ, φ) = spherical harmonic function

Differential equation
 
1 ∂ ∂Y (θ, φ) 1 ∂ 2 Y (θ, φ) 1
sin θ + + 2 λY (θ, φ) = 0 (E.179)
sin θ ∂θ ∂θ sin θ
2 ∂φ 2 a

λ = a 2 n(n + 1) (E.180)


2n + 1 (n − m)! m
Ynm (θ, φ) = P (cos θ)e jmθ (E.181)
4π (n + m)! n

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Orthogonality relationships
 π π
Yn∗ m  (θ, φ)Ynm (θ, φ) sin θ dθ dφ = δn  n δm  m (E.182)
−π 0


∞ 
n
∗
Ynm (θ  , φ  )Ynm (θ, φ) = δ(φ − φ  )δ(cos θ − cos θ  ) (E.183)
n=0 m=−n

Specific examples

1
Y00 (θ, φ) = (E.184)
 4π
3
Y10 (θ, φ) = cos θ (E.185)
4π
3
Y11 (θ, φ) =− sin θe jφ (E.186)
 8π
 
5 3 1
Y20 (θ, φ) = cos θ −
2
(E.187)
4π 2 2

15
Y21 (θ, φ) =− sin θ cos θ e jφ (E.188)
 8π
15
Y22 (θ, φ) = sin2 θe2 jφ (E.189)
 32π
 
7 5 3
Y30 (θ, φ) = cos θ − cos θ
3
(E.190)
4π 2 2

21  
Y31 (θ, φ) =− sin θ 5 cos2 θ − 1 e jφ (E.191)
 64π
105
Y32 (θ, φ) = sin2 θ cos θ e2 jφ (E.192)
32π
35
Y33 (θ, φ) =− sin3 θ e3 jφ (E.193)
64π

Functional relationships

2n + 1
Yn0 (θ, φ) = Pn (cos θ) (E.194)
4π

∗
Yn,−m (θ, φ) = (−1)m Ynm (θ, φ) (E.195)

Addition formulas
4π  n
∗
Pn (cos γ ) = Ynm (θ, φ)Ynm (θ  , φ  ) (E.196)
2n + 1 m=−n

Pn (cos γ ) = Pn (cos θ )Pn (cos θ  ) +

n
(n − m)! m  
+ Pn (cos θ)Pnm (cos θ  ) cos m(φ − φ  ) (E.197)
m=−n (n + m)!

© 2001 by CRC Press LLC

 cos γ = cos θ cos θ  + sin θ sin θ  cos(φ − φ  ) (E.198)

Series

n
2n + 1
|Ynm (θ, φ)|2 = (E.199)
m=−n 4π

1 1

= 
|r − r | r 2 + r 2 − 2rr  cos γ
 ∞  n
1 r<n ∗  
= 4π Y (θ , φ )Ynm (θ, φ), (E.200)
n=0 m=−n
2n + 1 r>n+1 nm

   
r< = min |r|, |r | , r> = max |r|, |r | (E.201)

Series expansion of a function


∞ 
n
f (θ, φ) = anm Ynm (θ, φ) (E.202)
n=0 m=−n

 π  π
∗
anm = f (θ, φ)Ynm (θ, φ) sin θ dθ dφ (E.203)
−π 0

© 2001 by CRC Press LLC