952 Mathieu Functions 8.

622

8.622
(2n+1) (2n+1)
1. (a − 1 − q)A1 − qA3 =0 MA
  (2n+1) (2n+1) (2n+1)
2. a − (2r + 1)2 A2r+1 − q A2r+3 + A2r−1 =0 [r ≥ 1] MA

8.623
(2n+1) (2n+1)
1. (a − 1 + q)B1 − qB3 =0 MA
  (2n+1) (2n+1) (2n+1)
2. a − (2r + 1)2 B2r+1 − q B2r+3 + B2r−1 =0
[r ≥ 1] MA

8.624
(2n+2) (2n+2)
1. (a − 4)B2 − qB4 =0 MA
  (2n+2) (2n+2) (2n+2)
2.11 a − 4r2 B2r − q B2r+2 + B2r−2 =0 [r ≥ 2] MA

8.625 We can determine the coefficients A and B from equations 8.612, 8.613 and 8.621-8.624 pro-
(2n)
vided a is known. Suppose, for example, that we need to determine the coefficients A2r for the function
ce2n (z, q). From the recursion formulas, we have
! !
! a −q 0 0 0 . . .!!
!
!−2q a − 4 −q 0 0 . . .!!
!
! 0 −q a − 16 −q 0 . . .!!
!
1. ! 0 0 −q a − 36 −q ! =0 ST
! !
! 0 0 0 −q a − 64 !
! !
! .. .. .. . . !!
! . . . .
For given q in equation 8.625 1, we may determine the eigenvalues
2. a = A0 , A2 , A4 , . . . [|A0 | ≤ |A2 | ≤ |A4 | ≤ . . .]
(2n)
If we now set a = A2n , we can determine the coefficients A2r from the recursion formulas 8.621
up to a proportionality coefficient. This coefficient is determined from the formula
+ ,2 ∞ + ,2
(2n) (2n)
3. 2 A0 + A2r = 1, MA
r=1
which follows from the conditions of normalization.

8.63 Mathieu functions with a purely imaginary argument

8.630 If, in equation 8.60, we replace z with iz, we arrive at the differential equation

d2 y
1.11 + (−a + 2q cosh 2z) y = 0
dz 2
We can find the solutions of this equation if we replace the argument z with iz in the functions cen (z, q)
and sen (z, q). The functions obtained in this way are called associated Mathieu functions of the first kind
and are denoted as follows:
8.652 Mathieu functions for negative q 953

1. Ce2n (z, q), Ce2n+1 (z, q), Se2n+1 (z, q), Se2n+2 (z, q)

8.631
∞
 (2n)
1. Ce2n (z, q) = A2r cosh 2rz MA
r=0
∞
 (2n+1)
2. Ce2n+1 (z, q) = A2r+1 cosh(2r + 1)z MA
r=0
∞
 (2n+1)
3. Se2n+1 (z, q) = B2r+1 sinh(2r + 1)z MA
r=0
∞
 (2n+2)
4. Se2n+2 (z, q) = B2r+2 sinh(2r + 2)z MA
r=0

8.64 Non-periodic solutions of Mathieu’s equation

Along with each periodic solution of equation 8.60, there exists a second non-periodic solution that is
linearly independent. The non-periodic solutions are denoted as follows:
fe2n (z, q), fe2n+1 (z, q), ge2n+1 (z, q), ge2n+2 (z, q).
Analogously, the second solutions of equation 8.630 1 are denoted by
Fe2n (z, q), Fe2n+1 (z, q), Ge2n+1 (z, q), Ge2n+2 (z, q).

8.65 Mathieu functions for negative q

π
8.651 If we replace the argument z in equation 8.60 with± ± z , we get the equation
2
d2 y
+ (a + 2q cos 2z) y = 0. MA
dz 2
This equation has the following solutions:
8.652
 
1. ce2n (z, −q) = (−1)n ce2n 12 π − z, q MA
 
2. ce2n+1 (z, −q) = (−1)n se2n+1 12 π − z, q MA
 
3. se2n+1 (z, −q) = (−1)n ce2n+1 12 π − z, q MA
 
4. se2n+2 (z, −q) = (−1)n se2n+2 12 π − z, q MA
 
5. fe2n (z, −q) = (−1)n+1 fe2n 12 π − z, q MA
 
6. fe2n+1 (z, −q) = (−1)n ge2n+1 12 π − z, q MA
 
7. ge2n+1 (z, −q) = (−1)n fe2n+1 12 π − z, q MA
 
8. ge2n+2 (z, −q) = (−1)n ge2n+2 12 π − z, q MA
954 Mathieu Functions 8.653

π
8.653 Analogously, if we replace z with i + z in equation 8.630 1, we get the equation
2
d2 y
− (a + 2q cosh z) y = 0.
dz 2
It has the following solutions:
8.654
π
1. Ce2n (z, −q) = (−1)n Ce2n i + z, q MA
2
 
2. Ce2n+1 (z, −q) = (−1)n+1 i Se2n+1 12 πi + z, q MA
 
3. Se2n+1 (z, −q) = (−1)n+1 i Ce2n+1 12 πi + z, q MA
 
4. Se2n+2 (z, −q) = (−1)n+1 Se2n+2 12 πi + z, q MA
 
5. Fe2n (z, −q) = (−1)n Fe2n 12 πi + z, q MA
 
6. 11
Fe2n+1 (z, −q) = (−1)n+1 i Ge2n+1 12 πi + z, q MA
 
7.11 Ge2n+1 (z, −q) = (−1)n+1 i Fe2n+1 12 πi + z, q MA
 
8.11 Ge2n+2 (z, −q) = (−1)n+1 Ge2n+2 12 πi + z, q MA

8.66 Representation of Mathieu functions as series of Bessel functions

8.661
π  ∞
ce2n 
2,q (2n)
1. ce2n (z, q) = (2n)
(−1)r A2r J 2r (2k cos z) MA
A0 r=0
∞

ce2n (0, q) (2n)
= (2n)
(−1)r A2r I 2r (2k sin z) MA
A0 r=0
π  ∞
ce2n+1 
2,q (2n+1)
2. ce2n+1 (z, q) = − (2n+1)
(−1)r A2r+1 J 2r+1 (2k cos z) MA
kA1 r=0
∞
ce2n+1 (0, q) (2n+1)
= cot z (−1)r (2r + 1)A2r+1 I 2r+1 (2k sin z) MA
kA1 (2n + 1) r=0
π  ∞
se2n+1 2 , q  (2n+1)
3. se2n+1 (z, q) = (2n+1)
tan z (−1)r (2r + 1)B2r+1 J 2r+1 (2k cos z) MA
kB1 r=0
∞
se2n+1 (0, q)  (2n+1)
= (2n+1)
(−1)r B2r+1 I 2r+1 (2k sin z) MA
kB1 r=0
π  ∞

− se2n+2 2 , q  (2n+2)
4. se2n+2 (z, q) = (2n+2)
tan z (−1)r (2r + 2)B2r+2 J 2r+2 (2k cosz ) MA
2
k B2 r=0
∞
se2n+2 (0, q) (2n+2)
= (2n+2)
cot z (−1)r (2r + 2)B2r+2 I 2r+2 (2k sin z) MA
2
k B2 r=0

8.662
∞
π fe2n (0, q)      
π  (−1)r A2r Im J r keiz Y r ke−iz
(2n)
1. fe2n (z, q) = − MA
2 ce2n 2 , q r=0
8.663 Representation of Mathieu functions 955

πk fe2n+1 (0, q)
2. fe2n+1 (z, q) =  
2 ce2n+1 π2 , q
∞
        
(−1)r A2r+1 Im J r keiz Y r+1 ke−iz + J r+1 keiz Y r ke−iz
(2n+1)
×
r=0
MA
πk ge2n+1 (0, q)
3. ge2n+1 (z, q) = −  
2 se2n+1 π2 , q
∞
        
(−1)r B2r+1 Re J r keiz Y r+1 ke−iz − J r+1 keiz Y r ke−iz
(2n+1)
×
r=0
MA
2
πk ge2n+2 (0, q)
4. ge2n+2 (z, q) = −  
2 se2n+2 12 π, q
∞
        
× (−1)r Re J k keiz Y r+2 ke−iz − J r+2 keiz Y r ke−iz
r=0
MA

The expansions of the functions Fen and Gen as series of the functions Y ν are denoted, respectively,
by Feyn and Geyn , and the expansions of these functions as series of the functions K ν are denoted,
respectively, by Fekn and Gekn .
8.663
∞
ce2n (0, q)  (2n)
1. Fey2n (z, q) = (2n)
A2r Y 2r (2k sinh z)
A0 r=0
k 2 = q [|sinh z| > 1, Re z > 0]
  ∞ MA
ce2n π2 , q  r (2n)
= (2n)
(−1) A2r Y 2r (2k cosh z)
A0 r=0
[|cosh z| > 1]
π  ∞ MA
ce2n (0, q) ce2n 2 , q  r (2n)
 −z  z
= + ,2 (−1) A2r J r ke Y r (ke )
(2n)
A0 r=0

MA
956 Mathieu Functions 8.663

∞
ce2n+1 (0, q) coth z  (2n+1)
2. Fey2n+1 (z, q) = (2r + 1)A2r+1 Y 2r+1 (2k sinh z) ,
kA1 (2n + 1) r=0
k 2 = q, [|sinh z| > 1, Re z > 0]
π  ∞
MA
ce2n+1 
2,q (2n+1)
=− (2n+1)
(−1) r
A2r+1 Y 2r+1 (2k cosh z)
kA1 r=0
[|cosh z| > 1]
π  MA
ce2n+1 (0, q) ce2n+1 2,q
=− + ,2
(2n+1)
k A1

∞
      
J r ke−z Y r+1 (kez ) + J r+1 ke−z Y r (kez )
(2n+1)
× (−1)r A2r+1
r=0

MA

∞
se2n+1 (0, q)  (2n+1)
3. Gey2n+1 (z, q) = (2n+1)
B2r+1 Y 2r+1 (2k sinh z)
kB1 r=0
[|sinh z| > 1, Re z > 0]
π  ∞
MA
se2n+1 
2,q (2n+1)
= (2n+1)
tanh z (−1)r (2r + 1)B2r+1 Y 2r+1 (2k cosh z)
kB1 r=0
[|cosh z| > 1]
π  ∞
MA
se2n+1 (0, q) se2n+1 
2,q r (2n+1)
= + ,2 (−1) B2r+1
(2n+1)
k B1 r=0

     
× J r ke−z Y r+1 (kez ) J r+1 ke−z Y r (kez )

MA
8.671 The general theory 957

∞

se2n+2 (0, q) (2n+2)
4. Gey2n+2 (z, q) = (2n+2)
coth z (2r + 2)B2r+2 Y 2r+2 (2k sinh z)
k 2 B2 r=0
[|sinh z| > 1, Re z > 0]
π  ∞
MA
se2n+2 
2,q (2n+2)
=− (2n+2)
tanh z (−1)r (2r + 2)B2r+2 Y 2r+2 (2k cosh z)
k 2 B2 r=0
[|cosh z| > 1]
MA
se2n+2 (0, q) se2n+2 π ,q ∞
(2 ) (2n+2)
= + ,2 (−1)r B2r+2
(2n+2)
k 2 B2 r=0

     
× J r ke−z Y r+2 (kez ) − J r+2 ke−z Y r (kez )

MA

8.664
∞
ce2n (0, q)  (2n)
1. Fek2n (z, q) = (2n)
(−1)r A2r K 2r (−2ik sinh z)
πA0 r=0
k 2 = q, [|sinh z| > 1, Re z > 0]
MA
∞

ce2n+1 (0, q) (2n+1)
2. Fek2n+1 (z, q) = (2n+1)
coth z (−1)r (2r + 1)A2r+1 K 2r+1 (−2ik sinh z)
πkA1 r=0
k2 = q [|sinh z| > 1, Re z > 0]
MA
π  ∞
se2n+1 
2,q (2n+1)
3. Gek2n+1 (z, q) = (2n+1)
tanh z (2r + 1)B2r+1 K 2r+1 (−2ik cosh z) MA
πkB1 r=0
π  ∞
se2n+2 
2,q (2n+2)
4. Gek2n+2 (z, q) = (2n+2)
tanh z (2r + 2)B2r+2 K 2r+2 (−2ik cosh z) MA
πk 2 B2 r=0

8.67 The general theory

If iμ is not an integer, the general solution of equation 8.60 can be found in the form
8.671
∞ ∞

1. y = Aeμz c2r e2rzi + Be−μz c2r e−2rzi MA
r=−∞ r=−∞
The coefficients c2r can be determined from the homogeneous system of linear algebraic equations
2.11 c2r + ξ2r (c2r+2 + c2r−2 ) = 0, r = . . . , −2, −1, 0, 1, 2, . . . , MA
where
958 Associated Legendre Functions 8.700

q
ξ2r = 2
(2r − iμ) − a
The condition that this system be compatible yields an equation that μ must satisfy:
! !
!· · · · · · · · ·!!
!
!· ξ−4 1 ξ−4 0 0 0 0 ·!!
!
!· 0 ξ−2 1 ξ−2 0 0 0 ·!!
3.7 Δ (iμ) = !! =0 MA
! · 0 0 ξ0 1 ξ0 0 0 ·!!
!· 0 0 0 ξ2 1 ξ2 0 ·!!
!
!· · · · · · · · ·!
This equation can also be written in the form
√
π a
4. cosh μπ = 1 − 2Δ(0) sin2 , where Δ(0) is the value that is assumed by the determinant
2
of the preceding article if we set μ = 0 in the expressions for ξ2r .
5. If the pair (a, q) is such that |cosh μπ| < 1, then μ = iβ, Im β = 0, and the solution 8.671 1 is
bounded on the real axis.
6. If |cosh μπ| > 1, μ may be real or complex, and the solution 8.671 1 will not be bounded on the
real axis.
7. If cosh μπ = ±1, then iμ will be an integer. In this case, one of the solutions will be of period
π or 2π (depending on whether n is even or odd). The second solution is non-periodic (see 8.61
and 8.64).

8.7–8.8 Associated Legendre Functions

8.70 Introduction
8.700 An associated Legendre function is a solution of the differential equation
 
  d2 u du μ2
1. 1 − z2 − 2z + ν(ν + 1) − u = 0,
dz 2 dz 1 − z2
in which ν and μ are arbitrary complex constants.
This equation is a special case of (Riemann’s) hypergeometric equation (see 9.151). The points
+1, −1, ∞
are, in general, its singular points, specifically, its ordinary branch points.
We are interested, on the one hand, in solutions of the equation that correspond to real values of the
independent variable z that lie in the interval [−1, 1] and, on the other hand, in solutions corresponding
to an arbitrary complex number z such that Re z > 1. These are multiple-valued in the z-plane. To
separate these functions into single-valued branches, we make a cut along the real axis from −∞ to +1.
We are also interested in those solutions of equation 8.700 1 for which ν or μ or both are integers. Of
special significance is the case in which μ = 0.
8.701 In connection with this, we shall use the following notations:
The letter z will denote an arbitrary complex variable; the letter x will denote a real variable that
varies over the interval [−1, +1]. We shall sometimes set x = cos ϕ, where ϕ is a real number.
We shall use the symbols P μν (z), Q μν (z) to denote those solutions of equation 8.700 1 that are single-
valued and regular for |z| <1 and, in particular, uniquely determined for z = x.