A Course of Modern Analysis PDF

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Cornell University Library
/QA 401.W62 1920

A course of modern analysis; an
introduct
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http://www.archive.org/details/cu31924001549660
A COURSE OF
MODERN ANALYSIS
CAMBRIDGE UNIVERSITY PRESS

CLAY, Manager
C. F.
LONDON
FETTER LANE,
E.C. 4
NEW YORK THE MACMILLAN CO.

:
BOMBAY
CALCUTTA MACMILLAN AND CO., Ltd.
MADRAS
TORONTO THE MACMILLAN CO. OF
:
CANADA,
Ltd.
TOKYO MARUZEN-KABUSHIKI-KAISHA
:
ALL RIGHTS RESERVED
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,
PROFESSOR OF MATHEMATICS IN
Sc.D., F.R.S.
THE UNIVERSITY OF EDINBURGH
AND
G. N.
WATSON,
Sc.D., F.R.S.
PROFESSOR OF MATHEMATICS IN THE UNIVERSITY OF BIRMINGHAM
THIRD EDITION
CAMBRIDGE
AT THE UNIVERSITY
J92Q
PRESS.
Hoi
First Edition 1902
Second Edition 1915

7%Vo? Edition
1920
PBEFACE
Advantage
has been taken of the preparation of the third edition of
add a chapter on Ellipsoidal Harmonics and Lame's Equation,
this
work
and
to rearrange the chapter
to
on Trigonometrical Series so that the parts
which are used in Applied Mathematics come at the beginning of the

chapter.
number
of minor errors
have been corrected
and we have
endeavoured to make the references more complete.
Our thanks
are due to Miss
Wrinch
for
reading the greater part of the
proofs and to the staff of the University Press for
much
courtesy and con-
sideration during the progress of the printing.
E. T.
G. N.
July, 1920.
W.
W.
CONTENTS
PART
I.
THE PROCESSES OF ANALYSIS
OHAPTBB
PAGE
Complex Numbers
II
The Theory
of Convergence
11
III
Continuous Functions and Uniform Convergence
IV
The Theory
V
VI
of
41
Riemann Integration
61
The fundamental properties of Analytic Functions

and Liouville's Theorems
The Theory of Residues
Taylor's, Laurent's,
82
application to the evaluation of Definite Integrals
VII
The expansion
VIII
Asymptotic Expansions and Summable Series
of functions in Infinite Series
111
125
.
150
IX
Fourier Series and Trigonometrical Series
160
Linear Differential Equations
194
Integral Equations
211
XI
PART
XII
The
THE TRANSCENDENTAL FUNCTIONS
II.
Gamma
Function
235
XIII
The Zeta Function
XIV
The Hypergeometric Function
281
Legendre Functions
302
The Confluent Hypergeometric Function
337
XV
XVI
XVII
XVIII
265
355
The Equations
386
of Mathematical Physics
Mathieu Functions
XX
Elliptic Functions.
XXI
Riemann
Bessel Functions
XIX
XXII
XXIII
of
404
General theorems and the Weierstrassian Functions
429
The Theta Functions
462
The Jacobian
491
Ellipsoidal
Elliptic Functions
Harmonics and Lame's Equation
APPENDIX
LIST OF AUTHORS QUOTED
GENERAL INDEX
536
579
591
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
9-7.]
pp. 187, 188, 9-632 precedes 97 because 9632
<
PAET
~W.
M. A.
CHAPTER
COMPLEX NUMBERS
l'l.
The
Rational numbers.
idea of a set of numbers
is
derived in the
instance from the
first
consideration of the set of positive* integral numbers, or positive integers;
that
is
to say, the
numbers
1,
2,
3,
many
Positive integers have
4,
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
properties,
;
operations of subtraction and division can always be performed araoDg them.
To obtain a
class of
numbers among which the operation
can be performed without restraint we construct the

consists of the class of positivef integers (+
of negative integers (1,
2, 3,
...)
1,
of subtraction
class of integers,
+ 2, + 3,
and the number
...)
which
and of the
class
0.
class of numbers among which the operations both of suband of division can be performed freely J, we construct the class of
Symbols which denote members of this class are \, 3,
rational numbers.
To obtain a
traction
u,
j-.
We
(ii)
have thus introduced three classes of numbers,
the integers,
(iii)
(i)
the signless integers,
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
numbers.
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.
+ In the strict sense.
With the exception of division by the rational number 0.

Such a discussion, denning a rational number as an ordered number-pair of integers in a
similar manner to that in which a complex number is denned in 1*3 as an ordered number-pair
J
of real numbers, will be found in Hobson's Functions of a Real Variable, 1-12.
12
[CHAP.
rational
number x may be represented
to the eye in the following
manner
on a straight
If,
line,
(P^ being on the right of
OPÔP^
the ratio
according as the
the point
Px
senting the
is
is
that
Px is
taken on the right or left of

We may regard either
positive or negative.
equal to x; the point
number x
or the displacement
number
C^
and a fixed segment

we take an origin
measure
from
a length 0P X such
0), we can
0PX
(which will be written
OPx )
as repre-
x.
numbers can thus be represented by points on the line,

For if we measure off on the line a length OQ
of which OP^ is one side, it can be proved
square
diagonal
of
a
equal to the
rational
number.
any
that Q does not correspond to
All the rational
but the converse
is
not true.
Points on the line which do not represent rational numbers may be said to represent
numbers
thus the point Q is said to represent the irrational number
irrational
V2 = l"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
and it was
geometrical intuitions to supply deficiencies in arithmetical arguments
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
point 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
-R-class, or
the
left class
and
.the
right class) being such that they possess the following properties
member
(i)
At
(ii)
Every member of the X-class
least
one
of each class exists.

is
less
than every member of the
J2-class.
It
is
*
is
obvious that such a section
either the greatest
The
number
is
made by any
rational
of the i-class or the least
theory, though elaborated in 1858,
number x and
number of the
;
was not published before the appearance of Dede1872.

Other theories are due to
Weierstrass [see von Dantscher, Die Weieritrass' sche 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.
kind's tract, Stetigkeit unci irrationale Zahlen, Brunswick,
COMPLEX NUMBERS
1'2]
But sections can be made in which no rational number x plays this

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 .R-class consists of the positive
.R-class.
part.
numbers whose squares exceed
rational
and the Z-class
2,
consists of all
other rational numbers.
Then
and y
iW'
and 2 are
member
then
in order of
for, if
y- aknr
magnitude
we can always
Z-class,
no least member and the

x be any positive rational fraction,
this section is such that the .R-class has
Z-class has no greatest
- 2=
and y
ki'
member
and therefore given any
member
find a greater
so
>
x of the
of the Z-class, or given any
member x
of the -R-class, we can always find a smaller member of the

such numbers being, for instance, y and y where y' is the same
-R-class,
'.
function of x' as y of
If a section
is
x.
made
in which the .R-class has a least
Z-class has a greatest
number, which
it is
If a section
is
member
member A 3
lt
convenient to denote by the samef symbol
made, such that the
Z-class has no greatest
member,
or if the
the section determines a rational-real,
.R-class has
no
least
or
member and
the
determines an irrational-real
the section
number]..
numbers (defined by sections) we say that x is greater

the Z-class defining x contains at least two members of the .R-class
If x, y are real
than y
if
defining
Let
y.
a, fi,
...
be real numbers and
corresponding Z-classes while
The
.R-classes.
classes of
A B
2
which
let
A A
x ,
A B
it
1}
are any
...
2
...
...
be any members of the
members
of the corresponding
members
are respectively
will
be
denoted by the symbols (A,), (A 2),
Then the sum (written a + /3) of two real numbers a and ft is defined as
number (rational or irrational) which is determined by the Z-class
(A + B ) and the .R-class (A 2 + B ).
the real
x
It
is,
of course, necessary to prove that these classes determine a section of the rational
numbers.
It is evident that
classes (A x
+B
For
if
x ),
{A 2 + B2 )
A X + BX <A 2 + B2 and
exists.
It
that at least one
remains to prove that there
member
is,
of each of the
at most, one rational
p/q be such a number, this fraction being in its lowest terms, it may be seen that
is another such number, and 0<zp-q<q, so that pjq is not in its lowest terms.
Ifiq-p)l(p-g)
The
contradiction implies that such a rational
+ This causes no confusion
number does not
exist.
in practice.
X B. A. W. Bussell defines the class of real numbers as actually being the class of all L-classes
the class of real numbers whose i-classes have a greatest member corresponds to the class of
rational numbers, and though the rational-real
is
conceptually distinct from
number x which corresponds
to a rational
number
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-classof x and the least member of the .R-class of y.
x
it,
no confusion
arises
'
[CHAP-
number which is greater than every Ai + Bi and less than every A 2 + B 2 suppose, if possi
member
that there are two, x and y (y>x). Let a x be a member of (A J and let a 2 be a
last of
the
Take
of (A 2 ); and let ;V be the integer next greater than {a 2 aj)/^ (y - *)}.
,
the numbers ai +
(where
^( 2 -i).
them which belongs
to (A 2 )
let
rfj, c?2
in
c2
numbers be
these two
c 1; c2
+ d2 ^y, et+d^x, and
arrived at a contradiction
B2
numbers
rational
the
is called
The
i?-class
2)
sum
have therefore
exist belonging
+ Bi)
either to the class (A x
or to the class (A 2
If
+B
2 ),
one rational numbers-
define the rational-real
a+/3.
two
difference a-/3 of
(A 2
then the Z-class formed by x and (Ai+BJ and the

number x. In either case, the number defined
exists belonging to neither class,
+B
*,
).
number belongs
then the'classes {A^ + B^), (A, + B 2 ) define an irrational number.

iJ-class (A 2
of
then
+ d2 -c -d <y-x.
therefore c 2 + d2 -c -d >y-x; we
by supposing that two
neither to (A 1 + B^j nor to (A 2 +

If every rational
first
Then
a similar manner from the classes defining

c2
But
which belongs to (A J and the
1, ... iT),
-ci = ^(2-i)<i(y-'r )-
c2
Choose
m=0,
real
numbers
is
defined by the Z-class
{A-^-B^ and the
-B
1 ).
The product
of two positive real
and the Z-class of
The reader
numbers
a,
defined by the
is
/3
.ft-class
(A 2 B 2 )
other rational numbers.
all
will see
without difficulty
how
to define the product of negative real
bers and the quotient of two real numbers; and further,
numbers may be combined
in accordance
it
may be shewn
num-
that real
with the associative, distributive and commuta-
tive laws.
The aggregate
numbers are
real
numbers is called the

numbers and irrationalnumbers respectively.
of rational-real and irrational-real
aggregate of real numbers
for brevity, rational-real
called rational
and
irrational
Complex numbers.
1'3.
We
have seen that a real number
along a definite straight
line.
plane, the displacement
PQ
If,
may be
however,
needs two real
visualised as a displacement
and Q are any two points in a

numbers for its specification for
;
and Q referred to fixed

rectangular axes. If the coordinates of P be (f rf) and those of Q ( + x, rj + y),
the displacement PQ may be described by the symbol [x, y].
We are thus
led to consider the association of real numbers in ordered* pairs. The natural
instance, the differences of the coordinates of
,
definition of the
which
it
is
is
sum
of
two displacements
[x,
y\
[x, y']
is
the displacement
the result of the successive applications of the two displacements
therefore convenient to define the
sum
of
two number-pairs by the
equation
[x,
*
The order
number-pair
of the
[y, x].
y]
+ [>',
y'}
=[x +
x',y
+ y'\
two terms distinguishes the ordered number-pair
[x,
y~]
from the ordered
COMPLEX NUMBERS
1'3]
The product
of a number-pair and a real
number
x' is
then naturally
defined by the equation
x'
\x,
y]
= [x'x,
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,
[x,
y] x
is
that symbolised by the equation
[*', y']
[seas'
- yy, xy + x'y].
It is then evident that

[x,
and
[0, y]
The geometrical
= [xx, xy] = xx [x y]
y'] = [- yy', x'y] = y x [- y',
0] X [x, y"\
[x,
interpretation of these results
multiplying by the displacement

the real
is
number x
to multiply it
but the
by a
real
[x, 0] is
effect of
is
x'\
the
that
effect
of
the same as that of multiplying by
multiplying a displacement by
number y and turn
it
[0, y]
through a right angle.
[x, y] by the compound

and a number-pair is now conveniently called (after Gauss)
a complex number in the fundamental, operations of Arithmetic, the complex
number x + iO may be replaced by the real number x and, defining i to mean
+ il, we have i2 = [0, 1] x [0, 1] = [ 1, 0] and so t 2 may be replaced by 1.
It
convenient to denote the number-pair
is
symbol x
+ iy;
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
+b=b+
ab
(a
are complex numbers,
we have
a,
ba,
+ b)+c = a + (b
ab c = a. be,
4- c),
a(b +
and
if
ab
It is
is zero,
then either a or b
c)
= ab + ac,
is zero.
found that algebraical operations, direct or inverse, when applied to
complex numbers, do not suggest numbers of any fresh type the complex
will therefore for our purposes be taken as the most general type
;
number
of number.
The introduction of the complex number has led to many important developments in
Functions which, when real variables only are considered, appear as
essentially distinct, are seen to be connected when complex variables are introduced
mathematics.
[CHAP.
thus the circular functions are found to be expressible in terms of exponential functions
of a complex argument, by the equations
= 5 (eix + e~ ix
cos x
sin
),
x=
(e**
- e ~ ix
).
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
of number.
still
further extension of the idea
quaternion
w+xi+yj + zk
is
formed from four
numbers w, x, y, z, and four number-units l,i, j, k, in the same

number x + iy might be regarded as being formed from
and two number-units 1, i. Quaternions however do not obey
real
way
that the ordinary complex
two
real
numbers
x, y,
the commutative law of multiplication.
The modulus of a complex number.
1*4.
Let x
iy
be a complex number, x and y being real numbers. Then

+ y2 is called the modulus of (x + iy), and is
the positive square root of a?
written
\x
+ iy\.
Let us consider the complex number which

complex numbers, x + iy and u + iv. We have
sum
of the
of the two
{(x
or
sum
the
of two given
+ iy) + (u + iv) = (x + u) + i(y + v).
(x
The modulus
is
numbers
therefore
+ uf +(y + vY}$,
+ y ) + (u + v ) + 2
{(x
is
(xu
yv))%.
But
{
+ iy + u + iv
|
+ y f + (u + v f}*
+ y ) + (u + v ) + 2 (x + y f (u + vrf
{(x 2
= (x
= (x +
and
+ (u + v ) +
this latter expression is greater
(x
We
2 {(xu
+ yv) + (xv - yu) }i,

2
than (or at least equal to)
+ y ) + <y +
v2)
2 (xu
+ yv).
have therefore
|
x + iy
u+
iv
(x
3s
|
|
+ iy) +
(u
iv)
|,
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
i.e.
the
of their
moduli.
COMPLEX NUMBERS
1*4, 1"5]
Let us consider next the complex number which

+ iy and u + iv we have
given complex numbers, x
+ iy)
(x
the product of two
is
(u
iv)
(xu
yv) + i (xv + yu),
and therefore
+ iy) (u + iv) =
(x
{(xu
yvf + (xv + yu)
}*
+ y )(u^ + v )}i
x + iy u + iv
[(x2
The modulus of the product of two complex numbers (and hence, by induction, of any number of complex numbers) is therefore equal to the product
of their moduli.
The Argand diagram.
1'5.
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
number x + 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
representing the complex
of the plane.
The
iy may be denoted by a single letter* z.
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.
The complex number x +
point
If
is
we denote
(a?
+ y Y by
2
and choose 6
so that r cos 8
= x, rsind=y,
then r and 6 are clearly the radius vector and vectorial angle of the point P,
referred to the origin
The representation
'Argand diagram^.
By
numbers thus afforded
of complex
the definition already given,
The angle 6
We
and axis Ox.
is
it is
evident that r
is
is
the modulus of
called the argument, or amplitude, or phase, of
write
often called the
z.
z.
= arg z.
From geometrical considerations, it appears that (although the modulus of a complex

number is unique) the argument is not unique J if 6 be a value of the argument, the
;
other values of the argument are comprised in the expression 2?i7r+# where n
integer, not zero.
77-
The principal value
of arg 2
is
is
any
that which satisfies the inequality
< arg 2g7r.
* It is convenient to call x
and y the
quently write x = R(z), y = I(z).

t J. E. Argand published it in 1806;
by Caspar Weasel, who discussed
it
published by that Society in 1798-9.
X See the Appendix,
A-521.
in a
real
and imaginary parts of
z respectively.
We
fre-
it had however previously been used by Gauss, and

memoir presented to the Danish Academy in 1797 and
[CHAP.
10
z
are the representative points corresponding to values x
z
is
z
value
z
x +
and 22 respectively of z, then the point which represents the
that
to
parallel
clearly the terminus of a line drawn from
u equal and
If P,
and
which joins the origin to
which represents the complex number zx z2 where zx and

z% are two given complex numbers, we notice that if
To
find the point
= r (cos 6 + i sin 6
z2 = r2 (cos 6 2 + % sin 6 )
zx
),
by multiplication,
then,
zx z2
=r
r 2 {cos (0 X
2)
+ i sin (6\ +
2 )}.
zx z 2 has therefore a radius vector

of 2 and
vectores
radii
measured by the product of the
2 and a vectorial
The point which represents the number
sum
angle equal to the
of the vectorial angles
P
P
P
and
of P
2
REFERENCES.
The logical foundations of
A. N.
B. A.
On
the theory of
number.
Whitehead and B. A. W. Russell, Principia Mathematica (1910-1913).

W. Russell, Introduction to Mathematical Philosophy (1919).
irrational numbers.
R.
Dedekind,
Stetigkeit
und
(Brunswick, 1872.)
irrationale Zahlen.
V. von Dantscher, Vorlesungen ueber die Weierstrass'sche Theorie der irrationalen

Zahlen.
E.
(Leipzig, 1908.)
W. Hobson, Functions of a Real
T. J. I'a.
Variable (1907), Ch.
Bromwich, Theory of Infinite
I.
Appendix
Series (1908),
I.
On complex numbers.
H. Hankel, Theorie der complexen Zahlen-systeme.
(Leipzig, 1867.)
O. Stolz, Vorlesungen iiber allgemeine Arithmetic, n.

G. H.
Hardy,
course of
(Leipzig, 1886.)
Pure Mathematics (1914), Ch.
in.
Miscellaneous Examples.
Shew
1.
that the representative points of the complex
numbers
+ 4i, 2 + 7i, 3 + 10i,
are collinear.
Shew that a parabola can be drawn
2.
to pass through the representative points of
the complex numbers

2 + i,
3.
4 + 4i,
6 + 9i,
+ 16i,
10 + 25i.
Determine the nth roots of unity by aid of the Argand diagram and shew that the
of primitive roots (roots the powers of each of which give all the roots) is the
of integers (including unity) less than n and prime to it.
;
number
number
Prove that
is
if 6\,
82
#3i
be the arguments of the primitive roots, 2 coap8=0 when
a positive integer less than -=

CtOC
primes of n ; and that, when

the constituent primes.
p = -j
where
a, 6, c, ...h
are the different constituent
71
*
2 cos p6
V* W
iT^l
>
where p
is
the number of
(Math. Trip. 1895.)
CHAPTEE
II
THE THEORY OF CONVERGENCE

The definition* of
21.
Let zx z2 zs
,
Then,
if
number
...
a^ number
e,
be an unending sequence of numbers, real or complex.

I exists
such that, corresponding to every positive f
no matter how small, a number
re
-l\<
\z n
n greater than w
for all values of
n tends
as
of a sequence.
the limit
can be found, such that
the sequence (z n ) is said to tend to the limit
to infinity.
Symbolic forms of the statement J 'the limit of the sequence

tends to infinity,
is
'
lim zn
(zn ), as
are
lim z n
I,
zn >
I,
as
n*
oo
If the sequence be such that, given an arbitrary number N (no matter

how large), we can find n such that zn > N for all values of n greater than
n we say that zn tends to infinity as n tends to infinity,' and we write
|
'
zn -> oo
In the corresponding case when
x H >
If a sequence of real
2"11.
when
n>
we
say that
is
numbers does not tend
to a limit or to oo or to
oo
said to oscillate.
Definition of the phrase
'
of the order
of.'
and (zn ) are two sequences such that a number re exists such that
whenever n > n where
is independent of n, we say that fm is
(Kn/zn) <
of the order of zn and we write
If
xn >N
oo
the sequence
'
(")
|
Zn=0{zn );
1J
thus
If lim (/)
*
(),
0a
we write %n = o(zn ).
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.

% The arrow notation is due to Leathern, Gamb. Math. Tracts, No.
i.
This notation
(1909), p. 61.
is
due to Bachmann, Zahlentheorie (1894),
p. 401,
1.
and Landau, Primzahlen,
..
[CHAP.
12
II
The limit of an increasing sequence.
2'2.
Let (xn ) be a sequence of real numbers such that xn+1 ^scn 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
xn > *
(i)
the value of
Or
If
xn >
(ii)
(ii)
for all values of
then either
n greater than some
number
depending on
x.
xn < x
every value of
for
n.
not the case for any value of x (no matter
is
how
large),
then
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 _R-class of those rational numbers x for which (ii)
holds.
This section defines a real number
a,
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 n x such that xn â e whenever n >n 1
and a + ê is a member of the .R-class and so xn <a + ê.
Therefore,
;
whenever
n> n
lt
\a- xn \<e.
Therefore xn >a.
Corollary.
Example
1.
For, given
e,
(i)
decreasing sequence tends to a limit or to
when
m>n,
\zm
(*,n
2.
l\<\t,
n!
then,
+ O-(Z +
this is the condition that lim
Example
oo
'
Let Mj be the greater of n and
and
Tflimz m =l, limz m = l', then \\m{zm +z r^) = l-\-V

we can find n and n' such that
(z
(ii)
whenm>',
m>n
when
<
(-*)
\z m
'
-I' \<^f.
('-')
|
I,
m +zm ') = l + l'.
Prove similarly that \im(z m -zm') = l-l', lim
m zm') = W,
(z
and,
if '4=0,
lim(z m /2m ') = ^'.
Example
For
if
3.
If
<x<
a>
a,-=(l+a) -1
1,
x a -* 0.
and
(l
by the binomial theorem

positive
number
221.
e,
+ a) n
+ a'
And it is obvious that, given a

-0.
+ na)- < e when w > and so
for a positive integral index.
we can choose n such that
(1
,i'
Limit-points and the Bolzano-Weierstrass* theorem.
Let (xn ) be a sequence of real numbers.

* This theorem, frequently ascribed to Weierstrass,
If
any number
exists such
was proved by Bolzano, Abli. der

Exakten Wiss., No. 153.]
b'ohmischen Oes. der Wiss. v. (1817). [Eeprinted in Klassiher der

seems to have been known to Cauchy.
k.
It
2 '2-2 "22]
that, for every positive value of
13
no matter how small, an unlimited number
e,
of terms of the sequence can be found such that
G - e < xn < G +
G
then
is
e,
called a limit-point, or cluster-point, of the sequence.
Bolzano's theorem
X^xn ^p,
that, if
is
where
X,
p are independent of
n,
then the sequence (x n ) has at least one limit-point.
To prove
of
the theorem, choose a section in which
the rational numbers which are such that,
all
number
there are only a limited
(i)
of terms xn satisfying
the i2-class consists
be any one of them,
xn > A; and
the
(ii)
such that there are an unlimited number of terms xn such that x n

members a of the Z-class.
Z-class
for all
if
is
â
This section defines a real number G and, if e be an arbitrary positive

number, G %e and G + ê 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 - e<a;^ G + e< G +

and
so
2'211.
satisfies the condition that it
e,
should be a limit-point.
Definition of the greatest of the limits'

'
The number G obtained in 2'21 is called the greatest of the limits of

the sequence (#).' The sequence (x n ) cannot have a limit-point greater
'
than G;
member
for if G'
were such a limit-point, and
terms of the sequence which satisfy xn > G'
We
sistent with G' being a limit-point.
'
least of the limits,' L, of the
2 22.
e.
is
number
of
G), G'
This condition
is
incon-
write
(?= \\m.xn
The
= %(G'
of the ii-class defining G, so that there are only a limited
'<
-.
sequence (written lim xn )
'
defined to be
is
Catjchy'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
numbers z
existence of a limiting value of a sequence of
any given positive number

possible to find a number n such that
corresponding
to
for
all positive integral values
and fundamental theorems of
zn+p
of p.
%n
<
e,
It is
...
it
is
that,
shall
be
is
one of the most important
sometimes called the Principle
of Convergence.
*
z 2 z%
This result
analysis.
1 ,
however small,
Analyst Algebrique (1821),
p. 125.
14
First,
we have
shew that
to
this condition is
necessary,
[CHA.P.
that
is
i.e.
whenever a limit exists. Suppose then that a limit I exists then

21) corresponding to any positive number e, however small, an integer n
satisfied
(
it
can be chosen such that

zn
for all positive values of
<
\e,
zn+p
-l\<$e,
therefore
zn+p
~~
z n\
!j
zn+p
~ ) \ zn ~~
-l\
Zn+p
>)
\
-l\<6,
\zn
which shews the necessity of the condition

zn+p
and thus establishes the

Secondly,
it
is
we have
satisfied,
to
first
zn
<
6>
half of the theorem.
prove* that this condition
then a limit
is sufficient, i.e.
that
if
exists.
Suppose that the sequence of real numbers (xn ) satisfies Cauchy's

that is to say that, corresponding to any positive number e, an
integer n can be chosen such that
(I)
condition
&n+p
&n
<~
for all positive integral values of p.
Let the value of
n,
Let X1; p be the

1
corresponding to the value
least
and greatest of xlt x2
Then,
write
xm
...
e,
be m.
then
- 1 < xn < p + 1,
\ I = X, p + 1 = p.
X,
for all values of
1 of
for all values of n,
X < xn <
Therefore by the theorem of 2-21,
p.
the sequence (x n ) has at least one limit-point G.
Further, there cannot be more than one limit-point
H (H < G), take
for if there
were
< \ {G - H). Then, by hypothesis, a number

n exists such that xn+p x n \<e for every positive value qf p. But since G
and
are limit-points, positive numbers q and r exist such that
two,
and
G - xn+q <
Then
e,
G - xn+q + xn+q -xn +

j
But, by
1-4,
the
sum on
the left
H - xn+r
\x n
is
<
e.
- xn+r + xn+r - H <

\
4e.
greater than or equal to
G-H\.
G < 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
Therefore
This proof
is
given by Stolz and Gmeiner, Theoretische Arithmetik, n. (1902), p. 144.
2 V3]
for, if
number
there were an unlimited
15
of such terms, these would have a
limit-point which would be a limit-point of the given sequence and which
G and
would not coincide with
Now
(II)
Cauchy's condition; and

all
values of n and
I
of (wn ).
sequence (zn ) of real or complex numbers satisfy
the
let
is the limit
therefore
=* + /, where
zn
let
ac
and yn are
real; then for
^n+p
a:
&n+p
&n
>
yn
1/n+p
&n+p
^n
Therefore the sequences of real numbers (x n ) and (y n ) satisfy Cauchy's

condition
and so, by (I), the limits of (xn ) and (yn ) exist. Therefore, by
;
22 example
Convergence of an infinite
2"3.
Let ult w 3 w 3
,
The
the limit of (zn ) exists.
1,
un
...
is
therefore established.
series.
be a sequence of numbers, real or complex.
...
result
Let
sum
the
t!
+ M2 +
+ Un
be denoted by S.
Then,
if
Sn
tends to a limit
Wl
is
as n tends to infinity, the infinite series

...
said to be convergent, or to converge to the
infinite
series
Rn
is
be
to
called the
symbol
said
S Sn which
expression
is
+ u2 + v s + u4 +
un+1 + u n+2
SniP
be denoted by
In other
S.
the
cases, the
series converges,
the
of the series
remainder after n terms, and
The sum
will
sum
the
is
sum
When
divergent.
frequently denoted by the
is
un+p
by combining the above definition with the results

paragraph,
that the necessary and sufficient condition for the
of the last
convergence of an infinite series is that, given an arbitrary positive number e,
we can find n such that SnjP < e for every positive value of p.
It follows at once,
Since un+1
= Sntl
it
follows as a particular case that lim
un+1 =
in other
words, the nth term of a convergent series must tend to zero as n 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
J
1
In this
series,
UUJ +
2
= _i_ +
The expression on the right

each term, and so S in >^.
is
_1_
J
5
_i_
....
. .
+ 2i
_1
in place of
diminished by writing (2n)
[CHAP.
16
= 1 + $ + $, 2 + S + # + *S
&+i
Therefore
ti
8, 8
16;
...
+ S&,
II
>i(n + 3)->x;
so the series
divergent; this result was noticed by Leibniz in 1673.
is
There are two general
problems which we are called upon to
classes of
investigate in connexion with the convergence of series
We may
(i)
by some formal process, e.g. that of

equation by a series, and then to justify the
arrive at a series
solving a linear differential
process
it will
tained
is
usually have to be proved that the series thus formally ob-
Simple conditions
convergent.
such circumstances are obtained in
Given an expression
(ii)
for
may be
S, it
establishing convergence in
231-261.
possible to obtain a development
Rn
2 um +
valid for all values of n
and, from the definition of a limit,

CO
follows that, if
it
and
its
sum
we can prove
An
is S.
that
example of
R n > 0,
this
then the series
S u m converges
m=l
problem occurs in
5'4.
Infinite series were used* by Lord Brouncker in Phil. Trans, n. (1668), pp. 645-649,
and the expressions convergent and divergent were introduced by James Gregory, Professor
of Mathematics at Edinburgh, in the same year.
Infinite series were used systematically
by Newton in 1669, De analyst per aeqiiat. num. term, inf., and he investigated the convergence of hypergeometric series ( 141) in 1704. But the great mathematicians of the
eighteenth century used infinite series freely without, for the most part, considering the
question of their convergence. Thus Euler gave the sum of the series
...
i
3
+ z-,+
1 + -z + l+z + z + z +
3
z'
-
(a)
v
'
as zero, on the ground that

2
(c).
v
error of course arises from the fact that the series (b) converges only
and the
For the history
2301.
I.
of researches
(1)
and
z
|
>
1,
when
'
< 1,
so the series (a) never converges.
on convergence, see Pringsheim and Molk, Encyclopedie

der unendlicken Reihen (Tubingen, 1889).
Keiff, Geschichte
Abel's inequality \.
Letfn >fn+1 >

is
when
series (c) converges only
des Sci. Math.,
(ft)
l+- + \,+ ... =

z
z'
z-\
and
The
+ 22 + ^ + ... = __
for
all integer values
the greatest of the
Kl>
K+
of
n.
Then
2,
a nfn
\a,+ a2 +
...
+ am
^ Af, where
sums
OjI,
\a 1
+ a i +a
...,
i \,
\.
* See also the note to

2-7.
t Journal fur Math.

Corollary
(i),
i. (1826), pp. 311-339.

also appears in that memoir.
particular case of the theorem of

2-31
2'301, 2 ;31]
For, writing a x
2
n=l
=s
so,
+ an = sn we have
,
+ (*2 si)f2 + \ s ~ sz)j3 + + \Sm Sm _i)/m
+ Sm _! \Jm-i Jm) + smfm(/l / 2) + s2 (/2 ~Js) +
&n Jn = S\J\
Since/!
and
+ a^ +
s n 1
s,
(/n-i
,/2
17
are not negative,
~Jn) ^ -^ \Jni ~fn)
summing and using
we
j
have,
alSO
S
|
when n =
2, 3, ...
m ^ -Aj m
m,
y"
j
we get
1*4,
2 anfn < 4/.

Corollary.
If oj,
a 2
>
wi> w2>
are an y numbers, real or complex,
2Aki
where
2 \w n + 1
p
is
the greatest of the sums
2 a
-wn + \w
(p = l,
2, ...
(Hardy.)
m).
n=l
2'31.
Let
Dirichlet's* test for convergence.
2 an <
iT, w/iere
is
independent of p.
Then, if
n=l
and
lim/,i
= Of, 2
n=l
For, since
an fn converges.
limfn =
such that/OT+1 < e/2K.

I
Then
m+q
an
fn >fn +i >
0,
given an arbitrary positive number
e,
we can
find
[CHAP.
18
Corollary
Taking a = (-)" _1 in Diriohlet's
(ii).
and lim / = 0, f
Example
-/2 +/s -ft +

Shew that
1.
/-*-0 steadily, 2
if
/n sini0
test,
it
II
/M ^/n +
follows that, if
converges.
2 sin K0 <oosec 0
O<0<2jt,
if
converges for
all real
values of
6,
and deduce
and that 2 /
cosrafl
n9 converges
if
that,
if
converges
8 is not an even multiple of v.
Example
Shew
2.
not an odd multiple of n and 2
- )"/ sin n6
n cob
2 (-)
that, if /-*-0 steadily,
converges for
all real
is
values of
6.
real
and
[Write
n=\
it
+6
example
for 6 in
1.]
Absolute and conditional convergence.
232.
00
In order that a
series
u n of real or complex terms
may
converge,
it is
00
moduli
(but not necessary) that the series of
sufficient
un
should
j
GO
For,
converge.
if <r, p
un+x
+ un+2 +
find n, corresponding to a given
we can
+ un+p and
if
number
e,
2 mw
|
such that
a-
converges,
|
niP
<
e for all
CO
But
values of p.
The
we
condition
see that =
+4 +
i-l--)1
2i
In this
S, liP
is
o-,j,<
is
and
not necessary
known
for,
m converges.
writing /
= 1/n
in 2 31, corollary
(ii),
converges, though ( 2'3) the series of moduli

to diverge.
case, therefore, the
divergence of the series of moduli does not
entail the divergence of the series

Series,
so
=i
o+g-i+
...
e,
which are such that the
itself.
series
formed by the moduli of their terms
are convergent, possess special properties of great importance, and are called
absolutely convergent series.
lutely convergent
(i.e.
Series which though convergent are not abso-
the series themselves converge, but the series of moduli
diverge) are said to be conditionally convergent.

oo
2'33.
The geometric
The convergence
by the
series,
and
the series
most cases investigated, not

(as will appear from the
by a comparison of the given series with some other series
of a particular series
direct consideration of the
in
is
sum Sn P but
,
following articles)
be convergent or divergent. We shall now investigate

the convergence of two of the series which are most frequently used as
which
is
known
to
standards for comparison.

THE THEORY OE CONVERGENCE
2*32, 2 33]
(I)
The geometric
The geometric
19
series.
series is defined to
be the series
l+z + z* + z + z +
s
....
Consider the series of moduli
l+\z\ +
for this series
$ i2
z n+1
+ \z\
\z\*
,l+2
+...;
...
\z n+ P
\
1-1*1
z in+i
Hence,
if
j
<
1,
SniP <
then
by
for all values of p, and,
2'2,
example
given any positive number
3,
Z n+1
{1
e,
we can
<
j" 1
n such that
find
6.
Thus, given
by
we can
e,
n such
find
l
is
that, for all values of p, S,

hP
< e.
Hence,
222, the series
convergent so long as z
|
<
1,
\z\
\z\*+
...
and therefore
the geometric series is absolutely
convergent if\z\<l.
When
^ 1,
the terms of the geometric series do not tend to zero as n
tends to infinity, and the series
The
(II)
series
is
therefore divergent.
I+I+^+^+1+
n
Consider
TTT
now
the series
Sn = 2
m=l m
....
where
112
11114
W T ^~
4s
Thus the sum
so on.
+5 +
of 2?
so the
sum
4-i
2-!
of
+ s<
iri
'
terms of the series
11,1,1,
+
+
p-i
and
1.
1
_ + _<_=_,
Wehave
and
than
s is greater
8*- 1
2 * -1)
(
any number of terms
is less
l5-1 '
<
than
is less
than
2 1-*) -1
(1
Therefore
the increasing sequence
S m~s
cannot tend to infinity
m=l
the series
positive,
therefore, by 2'2,
=i w
is
convergent if s
>
and since
its
terms are
all real
and
they are equal to their own moduli, and so the series of moduli of
the terms
is
convergent
that
is,
the convergence is absolute.
22
[CHAP.
20
If s
= 1,
the series becomes
which we have already shewn
to be divergent
divergent, since the effect of diminishing s
The
series.
series
and when
therefore divergent if s
is
<
a fortiori
terms of the
1, it is
to increase the
is
tg 1.
The Comparison Theorem.
234.
We
I1
now shew
shall
vergent, provided that u n

independent of n, and v n
|
that
\
uY + uz +
series
always
is
'u 3
C\v n
than
less
absolutely
is
...
where
\,
is
nth term of another series which
is the
con-
some number
is
known
to
be absolutely convergent.
we have
For, under these conditions,

I
+i
M+2
where n and p are any
convergent, the series
Un+p
<G
But
integers.
|
vn
V n+1
[\
...
since the series ~Sv n
convergent, and
is
V n+2
given
so,
V n+p
is
\],
absolutely
we can
e,
find
%u n
is
such that
V n+1
v n+2
It follows therefore that
for all values of p.
Un +i
for all values of p,
i.e.
u n+2
the series
un
is
<
e/C,
we can
find
V n+P
u n+p <
n such that
e,
The
convergent.
series
therefore absolutely convergent.
Corollary.
term of a
independent of
Example
series is absolutely convergent if the ratio of its
which
series
known
is
Shew
1.
is
nth term to the th

than some number
that the series

1
1
1
o
+-2^
S C0S2Z+-T5C0S 32 + -; COS 42+...
3Z
absolutely convergent for all real values of
When
is less
n.
C0S2
is
be absolutely convergent
to
real,
we have
cos nz
< 1,
4*
z.
I
and therefore
w3
PO^
07
2,
<
I
the terms of the given series are therefore less than, or at most equal
-=
nl
to,
The moduli
of
the corresponding
terms of the series
4-1 +
2
2
which by 2 '33
convergent.
Example
2.
is
Shew that the

,
2 a (s-Z2 )
where
+
zn
all
values of
The given
series
is
therefore absolutely
series
12(2-20
convergent for
42
absolutely convergent.
is
I
I + "''
32 +
z,
3 2 (2-23 )
+ 42(2-2 + -"'
=en\
which are not on the
4)
(n=l,
circle
z
|
2, 3, ...)
= 1.
THE THEOEY OF CONVERGENCE
2-34, 2-35]
The geometric representation
numbers
of complex
Let values of the complex number
this kind.
21
helpful in discussing a question of
is
be represented on a plane
then the
numbers z lt a 2 23, 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
For these
a limit-point ( 2 21) of the points zn
is
special values zn of
z,
any point
exist, since the denomiFor simplicity we do not discuss the series
the given series does not
nator of the nth term vanishes when z=z n

for
situated on the circumference of the circle of radius unity.
Suppose now that |2| + 1. Then for all values of n,

some value of c so the moduli of the terms of the given
;
sponding terms of the
is
known
convergent for
s n ^|
{1
- \z\}
\>c~\
for
than the corre-
+ 32 + 32 + 42+
values of
2,
>
The given
to be absolutely convergent.
all
\z
series are less
series
J"2
which
series is therefore absolutely
except those which are on the circle
= 1.
which the series converges

no intercommunication, by the circle
It is interesting to notice that the area in the z-plane over

is
divided into two parts, between which there
|z|
= l.
Example
Shew that the
3.
series
^ + ...+2" sin +
2 sin | + 4 sin | + 8 sin
converges absolutely for
values of
all
is
z.
Since* lim 3"sin(z/3") = z, we can find a number
on
z),
such that
3" sin (z/3 n )
\<k
...
k,
independent of n (but depending
and therefore
2" sin
J;
/2\ n
2lM
00
Since
2 35.
converges, the given series converges absolutely.
Cauchy's
test
for absolute convergence f.
CO
If lim un
I
1'
<
2 un
1,
converges absolutely.
n1
n--ao
For we can find
such that, when
n^m,
\u n vn
\
^p<l, where
is
00
independent of
Then, when n
n.
> m,
00
it
follows
from
2'34
that
un
< pn and
;
<*>
un
since
and therefore w
p" converges,
converges ab-
solutely.
00
TNotb.
L
If Urn \un
n >l,
ll
\
u n does not tend
to zero, and,
by
2'3,
converge.]
*
This
is
evident from results proved in the Appendix.
t Analyse Algibrigue, pp. 132-135.
2 u n does not
71=1
THE PROCESSES OE ANALYSIS
22
236.
We
D'Alembert's* ratio
shall
now shew
test
for absolute convergence.
+u +
2
K,
+w +
absolutely convergent, provided that for all values of
fixed value
-^
the ratio
r,
II
that a series
Ma
is
[CHAP.
independent of n and
than
is less
un
less
For the terms of the
where p
p,
greater than some
is
than unity.
positive
number
series
Ur+1
M r+2
U r+3 \+
...
are respectively less than the corresponding terms of the series
\ur+1 \{l+ P
+ p*+p s +...),
00
which
the given series)
when p <
absolutely convergent
is
therefore
un (and hence
is
particular case of this theorem
is
that
lim
if
n~>-
(u n+1 /un )
= 1<1,
the
qo
series is absolutely convergent.
by the
For,
we can
definition of a limit,
Unl>
and then
<
- (1
find r such that
I),
when n >
r,
<l(l + l)<l,
when n > r.
[Note.
u n does not tend
If lim \un + 1 -~un \>l,
to zero, and,
by
2-3,
2 un does not
K= l
converge.]
Example
1.
If
|<1, shew that the series

00
2
[For
? + 1
Example
/m=c('i+1
2.
\bz\<l,
ll
~m
M
i.e.
if
+
|
<|
= a
?Z^, ~ ~~"
M
2i
+1
if
|c|<l.]
that the series
(a -&)(- 26)
"-&,;,,
2
converges absolutely
[Forr
z.
2!
i-p
values of
-^ e*=c2 + e'^0, asM-ôo,
Shew
zH
all
c n 'enz
(a -6) (a
3!
6
-26) (a -36)
?4
2*+..
4!
_1
.
?l6
w
+1
71+1
Z) as
--<;
so the condition for absolute convergence is
||<|6|->.]
Opuscules,
t.
v. (1768), pp.
171-182.
2'36, 2'37]
^g7l
CO
Example
Shew that the
3.
series
=i2
when !z|<l,
[For,
\z n
-(l+n-
moduli of the terms of the
l
)
-(l+-
^(\+n-
l
)
23
converges absolutely
if
||<1.
)'
-\z n
\
Js 1
w- 1
+ 1+-^t + ...-l>l,
so the
than the corresponding terms of the
series are less
series
00
2 n
n_1
1
but this latter series
is
absolutely convergent, and so the given series con-
verges absolutely.]
2'37.
It
|
w+i
n
is
obvious that
is
less
and the
if,
greater than \u n
is
oo
general theorem on series for which
The
\,
On
series is therefore divergent.
In
ll
un
For, compare the series
vn
;
As
\n+\
c exists
_l} = _i_ c
tends to
such that
with the convergent series Xv n where

,
= An~
~^ c
(1+ic)
=(i+iy
=i-
'.-
nV'
1-ic,
find
m such
that,
when n > m,
,
all
in which lim
...,
n-
and hence we can
By
-2?
j
we have
1+ * c
vn
a positive number
ErnÎ
a constant
-^
this case a further investigation is necessary.
will he absolutely convergent if
is
in 2 36 that the series is absolutely con-
if
than unity and independent
is itself less
We shall now shew that* a series u + u + u +
and
the other hand,
that in which, as n increases,
critical case is
the value unity.
1.
n greater than some fixed value r,

then the terms of the series do not tend to zero as
than some number which
vergent.
for all values of
(when n > r), we have shewn
of n
un+l
lim
v n+i
we can
a suitable choice of the constant A,
therefore secure that for
values of n we shall have

\u n
As %vn
is
convergent,
X\un
is
\<vn
also convergent,
and
so
Xun
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
then the series
If
Corollary.
/l
1 H
\ where
<
/
Investigate the convergence of 2 n r exp
=i
\
Example.
II
independent of
n,
J,
absolutely convergent if
is
A-^ is
[CHAP.
1.
TC
l \
2 ), when
"V
?;> and when
r<k.
Convergence of the hypergeometric
238.
series.
The theorems which have been given may be
illustrated
by a discussion
of the convergence of the hypergeometric series
a.b
+1
which
If
is
.c
Z+
a(a+l)(a + 2)b(b + l)(b + 2)

a(a+l)b(b + l)
Z +
+ ""
1
1 .2.c(c + l)
2.3.c(c + l)(c + 2) *
,
XIV) by
generally denoted (see Chapter

a negative integer,
c is
denominators;
and
terminate at the (1
a)th or (1
c; z).
the terms after the (1
all
a or
if either
F (a,
6)th
suppose these cases set aside, so that
e)th
have zero
negative integer the series will
b is a
term as the case may be. We shall

a, b, and c are assumed not to be
negative integers.
In this series
(a
*H-i
+ n.l)(b + n-l)
n(c + nl)
as n-
We
|
<
1,
see therefore, by 2-36, that

and divergent when \z\> 1.
When
= 1, we
the series is absolutely convergent
when
have*
1
6-1
a+bc1
1 +
,
vn,'
+
\n-
Let
be complex numbers, and let them be given in terms of their real

and imaginary parts by the equations
a, b, c
a=
a'
+ ia",
= b' + ib",
= c' + ic".
Then we have
^71+1
_|
a'
1
+ b'-c'-l+i(a" + b"-c")
a'
+ b' c'-ly
n
=
By
a'
a'
(1/re
2
)
+(^7+
+ b' c'-
237, Corollary, a condition
The Bymbol
/1\
for
absolute convergence
b'-c' <
is
0.
does not denote the same function of n throughout.
See
2-11.
THE THEORY OP CONVERGENCE
2'38-2'4l]
Hence when
\z\
= \,
sufficient condition*
the hypergeometric series is that the real part
for
of a
25
the absolute convergence of
+bc
shall be negative.
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
however, this
series,
example.
will
appear from the following
lillll 11
Vl
2 = + 3-2 + + ^- + + n -e +
T
Let
.
n A
and
no longer the casef, as
is
11111
...,
2 and Sn denote the sums of their first n terms. These infinite

formed of the same terms, but the order of the terms is different,
~S n and Sn are quite distinct functions of n.
let
series are
and
so
Let
<r
_1
Then
= J + 2+
'
S0 *^ at
+n>
11
1
,
_1_
1
"
~4n
Sn=V2n-<7n-
"
2n
= (cm Cm) + 2 ("2 0"n)

=r
Making n -*
bin
x we
,
~r 2 ^2n*
see that
= + 2^;
and so the derangement of the terms of S has altered
Example.
its
sum.
If in the series
1
-,
"2+3-I+--
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
become
series will
ultimately a 2 shew that the

,
S=
Let
is
also necessary.
iti
+u +u +
2
series is not
...
See Bromwich, Infinite Series, pp. 202-204.

00
00
We
of the
series.
shew that the sum of an absolutely convergent

by changing the order in which the terms occur.
The condition
sum
(Manning.)
shall
affected
is
The fundamental property of absolutely convergent
2"41.
We
n terms
log (2a).
v n consists of the terms of S un in a different order if a law

n=i
n=i
is given by which corresponding to each positive integer p we can find one (and only one)
t
integer q
say that the series
and
vice versa,
Dirichlet, Berliner
and v q
Abh. (1837),
Resumes analytiques (Turin,
is
taken equal to up
p. 48,
The
Journal de Math.
1833), p. 57.
result of this section
iv.
(1839), p. 397.
was noticed by
See also Cauchy,
'
26
be an absolutely convergent
and
series,
let
II
[CHAP.
S' be a series formed by the
same
terms in a different order.
Let
iii
be an arbitrary positive number, and
M+l
+ Un+i +
let
n be chosen
so that
+y <2
for all values of p.
Suppose that in order to obtain the

terms of S' then if k > m,
n terms of S we have to take
first
Sk =Sn + terms
of
suffices greater
with
than
n,
so that
Sk S = Sn -S + terms
Now
the modulus of the
sum
of
any number of terms of S with suffices

of their moduli, and therefore is less
greater than n does not exceed the
than
than
of
with
suffices greater
n.
sum
<=
\Sk '-S\< \Sn - S\
Therefore
But
S - S < lim
|
un+1 + m+2
+ \e.
. .
un+p
Therefore given
we can
find
such that
\Sk'-S\<e
when k > m
therefore Sm '>
which
S,.
is
the required result.
and if Sp be the
of the first n negative
If a series of real terms converges, but not absolutely,
sum
sum
are given
p positive terms, and if an be the

Sp > oo an oo and lim (Sp + a n ) does
some relation between p and n. It has, in
Riemann
that
of the first
terms, then
lim (Sp
2"5.
cr n )
it
is
possible,
by choosing a suitable
not exist unless

fact,
we
been shewn by
relation,
to
make
equal to any given real number*.
Double seriesf.
Let u min be a number determinate
and n; consider the array

W],l>
for all positive integral values of
2 '5, 2 '51]
THE THEORY OE CONVERGENCE
27
Let the sum of the terms inside the rectangle, formed by the
mj-ows of the ^r^t^jôlumns of this array of terms, be denoted by m> .
first
/Sf
If a
is
number S
any arbitrary positive number
exists such that, given
possible to find integers
m and n
|
$m,
"
O <6
|
whenever both p,> m and v > n, we say* that the double series of which
general element is u p> converges to the sum S, and we write
SJ y-,y
a . =
lim
that the given double series
Since
u^ v
is
lim
Stolz' necessary
and
it
2 22)
Therefore, by 2 22,
-
ever
>m and
p,
z>
An
Corollary.
MiM
that
p.
is
+p=
moduli, then, given
e,
and
we can
But iSp^-S^nl $p 3 -im

,
^ +I,
we
cr,
see that
and
also sufficient;
is
$M>M <
e.
tend to
<r
S $M] ^
when-
to say, the double series converges.
if *,,
be the
sum
of
of
n columns
the double
if
of the series of
when p>m>fi and g>ra>ju, t PlQ tm n <ewhen p>m>fi, q>n>fi; and this
find
p such
that,
and
so \Sp
-Sm,\<e
q
For
convergent.
is
m rows
the condition that the double series should converge.
Methods% of summing double
2"51.
series.
00
00
Let us suppose that 2 u^ v converges to the sum .
Then 2 S^
'
v=l
called the
sum by rows
/ CO
CO
is
we can
e,
v>n
and
and then making p and
*S;
absolutely convergent double series
series converges absolutely
tl+Pt
condition for
given
p>m
m + n, S
when fi>
has a limit
jSf
way that
>n
is that,
then,
it satisfied';
infinity in such a
convergent,
0.
'
sufficient^ condition for convergence.
suppose
is
|,
easily seen that, if
is
and n such that <Sy+Pi +ff $Mj < e whenever

a may take any of the values 0, 1, 2, .... The condition
for,
is
Uu
^M, v
obviously necessary (see
is
find
p,
u^
convergent, then
is
convergence which
is
(>?,<> ^^-i) - OSy-n,,, S,^.^,^),
the double series
the
S.
"
If the double series, of which the general element
we say
it
e,
such that
,1=1
V=l
of the double series
that
is to say,
and
*
p+
Similarly, the sitm
fo/
columns
is
S does
defined as
in which the
not
GO
m*,*).
v=l V M =i
'
sum by rows
CO
That these two sums are not necessarily the same
=
S *'
a v
the
24,1,1/).
is
n=l
sum by
J rows
is
1,
the
is
'
shewn by the example
sum by
J columns
is
+1
'
exist.
This definition
is practically
due to Cauchy, Analyse Algebrique,
p. 540.
t This condition, stated by Stolz, Math. Ann. xxiv. (1884), pp. 157-171, appears to have
been
first
proved by Pringsheim.
J These methods are due to Cauchy.
[CHAP.
28
Peingsheim's theorem* If S
exist, then each of these sums is equal
For since 8
S^, -
<
the
sums by rows and columns
to S.
then we can find
exists,
and
exists
II
such that
> m, v>m.
if /*
e,
And
lim S^ v exists,
therefore, since
A Sp S ge when
> m, and
/x.
S^J-S] ^ e;
lim
|(
so ( 2 -22) the
that
to
say,
sum by rows converges
to S.
is
p=l
sum by columns converges
In like manner the
Absolutely convergent double
2'52.
to S.
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^v be the sum of the rectangle of /a rows and v columns of the
and let the sum of this double
is
u^
series be cr.
Then given e we can find m and n such that a a^ v < e
double series whose general element
whenever both
Now
fj,
> m and
> n.
terms of the deranged series

which the terms are taken) in order to include all the terms
of Sm+i,m+i> an d let the sum of these terms be t&.
suppose that
it is
necessary to take
(in the order in
Then tN 8M i iM+ i
p>m, q>n
whenever
M>m
Also,
*2V
S Sm+i,m+i
consists of a
and
any given number

Example
1.
<tm+i,m+i
e,
we can
2 6
'
<
2 e
p>m, q>n;
which
consists of terms up<q in
S N < e
therefore
sum
Prove that in an absolutely convergent double
of
/j.
rows of
therefore
and, corresponding
and therefore tN *S.
find A";
columns of the
series of
2 um n
series,
thence that the sums by rows and columns respectively converge to

[Let the
in which
ojr+i.jr+i ^ c
S Sm+i,m+i < c o-j)+i ,m+x <
to
sum of terms of the type uPii

> n and therefore
moduli be t^
exists,
and
be the
sum
<S.
v,
and
let
of the series of moduli.

00
00
Then 2 u^ v
|
\<t,
and so 2 wMi converges

I
&1I
63
+ --- +
let its
&M
<
sum
lim
be 6
then
t^^t,
r-^00
00
(
and so 2 y converges absolutely.

exists,
Therefore the
and similarly the sum by columns
exists
sum by rows
Pringsheim's theorem.]
* Loc.
of the double series
and the required result then follows from
cit. p.
117.
2 52-2*6]
Example
Shew from
2.
first
principles that
29
the terms of an absolutely convergent
if
double series be arranged in the order
M l,l + (2,l+ M l,2) + (3,l+2,2+ M l,a) + ( M4,l + +"!. )
+ "'
this series converges to S.
Gauchy's theorem* on the multiplication of absolutely convergent
2'53.
series.
We
shall
now shew
that if two series
S = u + v2 + u +
T=v + v + v +
...
and
...
are absolutely convergent, then the series
P=
Let
UtVt,
formed by the products of their

vergent, and has for sum ST.
U 2 Vj_
Mj V 2
2 of
order, is absolutely con-
-\-
by example
.,
any
Sn = u + u ... + un
Tn = v + v2 + ... + v n
ST = lim Sn lim Tn = lim (Sn Tn )
2 2.
Now
Sn Tn = u v + u v + ... + u n v
+ UiV2 + u2 v2 -{-... + u n v.
+
+ U Vr + U Vn + + Un V n
1
Then
. .
terms, written in
But
this double series is absolutely convergent; for if these terms are
replaced by their moduli,
tire result is
=
rn =
<r
and a n rn
is
known
to
Mi
\v 1
have a
\v 2
an T n where
,
+ un
+
+ ...+\vn

sum converges
Example.
Shew that the
series obtained
z2
and rearranging Recording
the elements of
,111
+ + +P+
to powers of
z,
-2
in
any
order,
series
">
converges so long as the representative point of
the ring-shaped region bounded by the circles
|s|
=l
and
\z
]
= 2.
Power-Series^.
series of the type
+az+
a
in
if
u m vn be taken
by multiplying the two
z4
z3
1+2+2-2 + 23 + 24+ -'
2*6.
is
to ST.
lies in
\,
Therefore, by 252,
limit.
the double series, of which the general term

their
which the
coefficients
proceeding according
to
a-,,
a2
a2 z2
a,, ...
a 3 zs
.,
are independent of
z, is
called a series
ascending powers of z, or briefly a power-series.
* Analyse Algebrique, Note vn.

Analyse Algebrique, Ch.
t The results of this section are due to Cauchy,
ix.
THE PKOCESSES OF ANALYSIS
30
We
now shew
shall
[CHAP.
II
that if a power-series converges for any value z of z,

for all values of 2' whose representative points
will be absolutely convergent
it
are within a circle which passes through z and has

For, if z be such a point,
an z n must tend
such that
we have
n>oo
to zero as
Thus
I
<
centre at the origin.
its
Now,
.
1
since
and so we can find
2 an z n converges,
M (independent of n)
an z n < M.
I
an
zn
<
J
*'
00
2 an zn
Therefore every term in the series
than the corresponding
is less
=o
term in the convergent geometric
series
00
Zq-
2M
71
the series
and
therefore convergent;
is
convergent, as the series of moduli of
the result stated
so the power-series
terms
its
is
is
absolutely
a convergent series;
is
00
Let lim \an
\~ lln
= r;
then, from
a n z n converges absolutely when
35,
GO
<
z
I
if
> r, an z"
The
circle
2 an zn
does not tend to zero and so
\z\r, which includes
diverges ( 2 3).
=o
the values of z for which the
all
power-series
a
converges,
the circle
is
is
a.2 z
+a
zs
...
The radius
of
called the radius of convergence.
az
called the circle of convergence of the series.
In practice there
r is lim
test ( 2 36)
power-series
is
usually a simpler
(a n /a n +
may
i) if
way
of finding
r,
derived from d'Alembert's
this limit exists.
converge
for all values of
the variable, as happens, for
instance, in the case of the series*

z3
z
3!
which represents the function sin z

whole 2-plane.
On
/
I
zero
5!
'
in this case the series converges over the
the other hand, the radius of convergence of a power-series
may be
thus in the case of the series

1
+1
The
+2
*3
*n+x
we have
*
z5
1
series for e l , sin 2,
log z will be
z3
+ 4:\z
+..
n\z\
cosz and the fundamental properties of these functions and of

A brief account of the theory of the functions is given
assumed throughout.
in the Appendix.
+ 3!
2 -61]
THE THEORY OP CONVERGENCE
which, for
all
values of n after some fixed value,
The
z has any value different from zero.
= 0, and
the point z
power-series
the radius of
may
or
the periphery of the circle
may
its circle
31
greater than unity
is
when
series converges therefore only at
of convergence vanishes.
not converge for points which are actually on
thus the series
z3
z2
z*
+ Y + + s + + '"'
s
whose radius of convergence

according as s
is
unity, converges or diverges at the point z
greater or not greater than unity, as was seen in
233.
If (a n ) be a sequence of positive terms such that lim(a n + 1 /a n ) exists, this
Corollary.
(jimit
is
is
a^
equal to lim
1
.
Convergence of series derived from a power-series.
261.
Let
aa
+ a^z + a
2 z^
+a
zs
+ a^ +
...
be a power-series, and consider the series

Oj
which
is
2a^z
+ 3a
z2
+ 4a4 +
3
.z
.,
obtained by differentiating the power-series term by term.
now shew
shall
We
that the derived series has the same circle of convergence as the
original series.
For
let
zbea
and choose a
point within the circle of convergence of the power-series
positive
number rl5 intermediate
in value
between z and r the

|
QO
radius of convergence.
Then, since the series
2 anr^
converges absolutely,
its
terms must tend to zero as n oo and it must therefore be possible to find a

n
positive number M, independent of n, such that \a n \< Mr-r for all values
;
of
n.
oo
Then the terms
of the series
~
\z\ n 1
2 n\an
are less than the corre-
=i
sponding terms of the
But
series
this series converges,
by
2-36, since
\z\<r
Therefore, by 2-34, the
series
iloi
\z\
n~ x
oo
converges
that
is,
the series
2 nan z% x
points z
all
00
situated within the circle of convergence of the original series
an zH
When
n
\z\>r, an zn does not tend to zero, and a fortiori nan z does not tend to
zero and so the two series have the same circle of convergence.
;
32
08
Corollary.
The
gtl
series
1
n+ r
m=o
II
[CHAP.
obtained by integrating the original power-series
00
term by term, has the same
convergence as 2 an z n
circle of
71
Infinite Products.
27.
We
next consider a class of
Let
1+
<z 1;
vanish.
If,
as
+a
a2 1
,
n >
oo
limits,
as infinite products.
be a sequence such that none of
...
3,
known
its
members
the product
(1
(1
a 2 ) (1
o8 )
. .
(1
+ On)
(which we denote by Ef) tends to a definite limit other than zero, this limit
is
called the value of the infinite product
= (1 + 00(1 +a )(l+a )...,
11
and the product
said to be convergent*.
is
condition for convergence
that lim an
is
It
= 0,
is
almost obvious that a necessary
since lim !!_!
= lim II ^ 0.
GO
The
limit of the product
written II (1
is
Now
II (l
+ a) = expj Slog(l+o)L
exp
andf
if
a n ).
in
the former limit exists;
should converge
is
that
lim u m ]
lim {exp u m }
hence a sufficient condition that the product
log (1
a n ) should converge
when the logarithms
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

(1
may
+o0 (l+a )(l + <)

2
be absolutely convergent, it is necessary
+a +a +
2
and
sufficient that the series
...
should be absolutely convergent.

For,
by
definition, II is absolutely
convergent or not according as the
series
Iog(l
is
+ a0 + log(l+o0+log(l+a
)+...
absolutely convergent or not.

*
The convergence
of the
as 1655.
t See the Appendix, A-2.
product in which a n _ 1 = -
1/ra2
was investigated by Wallis as early
271]
2 7,
Now,
since lim a n
= 0, we
can find
33
such that, when n
> m, an <
\
and
then
an~ log
l
+ an ) -
(1
=
2
<
And
log (1
when n > m,
thence,
s <:
4=
22
23
1 for
an )
;
theorem, the absolute convergence of

conversely, provided that a n
+.-.
therefore, by the comparison
2 log (1 + an)
any value of n.
and
entails that of ~Za n
This establishes the result*.

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
If,
go
a product as
(1
-n~
is
said to diverge to zero.
71=2
of
Corollary.
Since, if Sn ^l, exp (Sn )-êxpl, it follows from 2-41 that the factors
an absolutely convergent product can be deranged without affecting the value of the
product.
GO
Example
Shew
1.
that
OO
if
(1
+ an
n=l
converges, so does 2 log (1

n=\
+an
),
if
the logarithms
have their principal values.
Example
2.
Shew
that the infinite product

sin z sin \z sin \z sin \z
z
is
absolutely convergent for
'
values of
all
'
&
'
z.
[For (sin-J /(~) can be written in the form 1--|, where
pendent of n
"
it
with 2 -g
M=i
and the
The
2 -^
series
infinite
\<k and k
is
seen on comparing
is
inde-
product
is
is
absolutely convergent, as
therefore absolutely convergent.]
Some examples of infinite products.
271.
Consider the infinite product

2?
~3VV
which, as will be proved later
In order to find whether

00
^2
^2
00
( 7'5),
it is
represents the function z~ l sin
absolutely convergent,
we must
z.
consider the
this series is absolutely convergent, and so the

or ; 2
2 2 ;,
2
Tr^n^n 1
n=1 n Tr
product is absolutely convergent for all values of z.
series
Now
let
the product be written in the form
('-sK^X'-sK^s
*
discussion of the convergence of infinite products, in which the results are obtained
without makiDg use of the logarithmic function, is given by Pringsheim, Math. Ann. xxxiii.
(1889), pp. 119-154, and also by Bromwich, Infinite Series, Ch. vi.
W. M. A.
34
The absolute convergence
[CHAP.
of this product depends on that of the series

z
7T
!T
2?T
2f
this series is only conditionally convergent, since its series of
But
II
moduli
+ + - + +
is
divergent.
\z\
\z\
\z\
\z\
7T
IT
2"7T
2tT
In this form therefore the infinite product
convergent, and
so, if
the order of the factors (l
is
is
not absolutely
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
is
counted as a single factor of the
em*
mirj
infinite product.
of this product depends on that of the series of
The absolute convergence

which the (2m
l)th and
(2m)th terms are

1
But
it is
1.
mt
)e
mm)
easy to verify that

1
)e mw = l +
\w
twirl
and
so the absolute convergence of the series in question follows
by comparison
with the series

1
I
The
infinite
l
I
I
+1
22 + 22
product in this
1 +1
i
42 + 42 +
"^ 32 +" 32
last
form
is
therefore
again absolutely
convergent, the
adjunction of the factors e n " having
vergence from conditional to absolute.

the
first
part of the factor theorem of Weierstrass
Example
z, if c
is
This result
1.
Prove that
n \(l-~-)
e n
is
is
( 7'6).
absolutely convergent for all values of
a constant other than a negative integer.
For the
infinite
product converges absolutely with the series
n=x t\
+ n)
changed the con-
a particular case of
271]
Now the general
term of
this series is
Bit 2 -j converges, and
by
so,
and therefore the product converges
Example
outside a circle whose centre
For the
infinite
product
is
is
term of the
nth term
-
Example
all
points z situated
the origin and radius unity.
nJ
IN-"
But lim
series to the
""[ converges for
absolutely convergent provided that the series
converges absolutely,
absolutely.
n=a\,
is
)e-ll
2 -JM
2-34,
n jl-(l
Shew that
2.
35
is
=e, so the limit of the ratio of the (w + l)th
nJ
-
<
there
therefore absolute convergence
when
i.e.
1,
is
>
when
1.
Shew that
3.
1.2.3... {m-Y)
(z+l)(z+2)...(z + m-l)
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

,
,+
C-)'-K)
This product
is
r-K- B+0 (w
therefore absolutely convergent, provided the series
z(z-l)
is
this is the case.
nth. factor is
When
<)}
and a comparison with the convergent
z is
2 -g shews that
series
a negative integer the expression does not exist because one of
the factors in the denominator vanishes.
Example
4.
Prove that
-log 2
(-j)('-i)('^)(-3^)('-i)(' + )-=-
sin
z.
For the given product
*.(.-!) (.-)
girV
(l
+ i)
...
(l-^) (i-i) (.
2&-1
2ft
A/
lim
fc-*-OC
lim e~^\
~^ + S~''' + ^^1 ~^K(^l--\e^(^l
+ ê'"fl-^\e^(l + ê~^...,
32
[CHAP.
36
II
since the product whose factors are
rirj'
V
is
and so the order of its factors can be
log2=l-+i-i+i-->
Since
this shews that the given product
equal to
is
log 2
sin
z.
Infinite Determinants.
28.
and
Infinite series
known
altered.
infinite
cases of limiting processes
researches of G.
W.
by any means the only
products are not
Hill in the
which can lead to intelligible results. The

Lunar Theory* brought into notice the
possibilities of infinite determinants.

actual investigation of the convergence is due not to Hill but to Poincare\ Bull, de
The
"We shall follow the exposition given by
la Soc. Math, de France, xiv. (1886), p. 87.
H. von Koch, Acta Math,
xvi, (1892), p. 217.
Let A ik be defined
and denote by
for all integer values (positive
Urn
m -* oo
the expression
Dm
i,
k,
~ \_-^-ik]i,k=~m,...+m
the determinant formed of the numbers

as
and negative) of
A ik
(i,
m,
...
+m); then
tends to a determinate limit D,
we
if,
shall say
that the infinite determinant

\_-^-ikji,k=
is
convergent and has the value D.
minant in question
will
diagonal of the determinant
is
all values),
fixed
Anc
is
and
takes
D;
all values),
row
values), are said to
all
does not exist, the deter-
are said to form the principal
A ik (where i is fixed and k

and the elements A ik (where k
form the column k. Any element
the elements
are said to form the
takes
be said to be divergent.
The elements A a, (where

takes
oo.+oo
If the limit
called a diagonal or a non-diagonal element, according as
The element
281.
0i0
is
=k
or
k.
called the origin of the determinant.
Convergence of an infinite determinant.
We shall now
shew that an
infinite
determinant converges, 'provided the product of the

sum of the non-diagonal elements converges
diagonal elements converges absolutely, and the

absolutely.
For let the diagonal elements of an infinite determinant D be denoted by 1 + ajj,

and let the non-diagonal elements be denoted by a ik (i'=t=A), so that the determinant is
,
Reprinted in Acta Mathematica, vm. (1886), pp. 1-36. Infinite determinants had previously
occurred in the researches of Furstenau on the algebraic equation of the nth degree, Darstellung
der reellen Wurzeln algebraischer Gleichungen durch Determinanten der Coejjlzienten (Marburg,
Special types of infinite determinants (known as continuants) occur in the theory of
1860).
infinite
continued fractions
see Sylvester,
Math. Papers,
I,
p.
504 and in,
p.
249
THE THEOBY OF CONVERGENCE
2-8-2-82]
Then, since the series
2
i,
a ik
convergent, the product
is
fc= oo
P= S (l+
i=
is
37
co
\a ik
\)
&=-oo
convergent.
Now
form the products
Pm = n
1+
k=m
Pm = n
XI
a**),
ik ),
(i
(1+
a,
i=m \
i=m\
h=-m
replaced by
then if, in the expansion of Pm certain terms are

zero and certain other
terms have their signs changed, we shall obtain Dm thus, to each term in the expansion
of
m 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 D m + P which vanish
when the numbers aik {i, h= +(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
Therefore, since
Pm
Dm + p ->m
< Pm + P -Pm
tends to a limit as m--oo, so also
Dm
This
tends to a limit.
establishes the proposition.

2"82.
We
The rearrangement Theorem, for convergent
infinite determinants.
now shew
that a determinant, of the convergent form already considered,

remains convergent when the elements of any row are replaced by any set of elements whose
shall
moduli are
all less
than some fixed positive number.
Replace, for example, the elements
of the
row through the
which
satisfy the inequality
origin
-^0, m>
-"0
by the elements
P-mj
I
Mo
H-r
-"dm
Mm
< M,
where fi is a positive number and let the new values of Dm and D be denoted by
DJ. and D'. Moreover, denote by /V 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
and
have a greater modulus than the corresponding term in the expansion of /iPm
;
'
'
consequently, reasoning as in the last article,
V*
which
is sufficient
Example.
Dm
'\
we have
<iiP' n
ixPm
to establish the result stated.
Shew
that the necessary and sufficient condition for the absolute conver-
gence of the infinite determinant

lim
1
ft
ft
...
is
j3
that the series

lft
shall be absolutely convergent.
+ a2ft + a3ft + --(von Koch.)
38
[CHAP.
II
REFERENCES.
Convergent
series.
A. Pringsheim, Math. Ann. xxxv. (1890), pp. 297-394.

T. J. I' a. Bromwich, Theory of Infinite Series (1908), Chs.
Conditionally convergent
II,
in, iv.
series.
G. P. B. Ribmann, Ges. Math. Werke, pp. 221-225.

A. Peingsheim, Math. Ann. xxn. (1883), pp. 455-503.
Double
series.
A. Peingsheim, Milnchener Sitzungsberichte, xxvn. (1897), pp. 101-152.

Math. Ann. Lin. (1900), pp. 289-321.
G. H.
Hardy,
Proc.
London Math.
Soc. (2)
(1904), pp. 124-128.
i.
1.
Evaluate lim (e- na n h ), lim ( _a log) when
2.
Investigate the convergence of
I
3.
jl
-n log
l^j
fl.3
..
Find the range of values of z
for
4 + 3]
.2?i-l
4...2ra
2?i
'
which the
2sin 2 z-4sin*z + 8sin 6 z-...

is
(Trinity, 1904.)
Investigate the convergence of

'
4.
a>0, 6>0.
(Peterhouse, 1906.)
+ 2J
series
+ (-) n +
2 n sin 2 '2+...
'I
convergent.
5.
Shew
that the series
1--L + J--J-+...
z
is
+2
111
+3
conditionally convergent, except for certain, exceptional values of z
11
I
in
z+1
which
6.
z+p-1 z+p z+p + 1

+1
(p + q) negative terms always follow p
'"
|_
'
(Simon.)
Shew that the
series
ilogS.
1111
(Trinity, 1908.)
(K<
convergent, although
û+i/^re^ 00
8.
Shew
(Cesaro.)
that the series

a + /3 2 + a + /3 4
is
z+2p + q
Shew that
r + P + ^ + 473 + is
but that the series
positive terms, is divergent.
1 i-l + i-*-4+*7.
+ Zp + q-1
+ ...
(0<a</3<l)
convergent although
"an/Msn-i-*- 00
(Cesaro.)

Shew
9.
39
that the series
n =i(2
values of
all
n -l){a"-(l+TO- 1 )
z,
except the values
mj
=H>
(a
Shew
10.
= 0,
when s>
that,
k=0,
series
m-1;
1, ...
ro=l,
2, 3, ...).
1,
i=j_ +
s-1
n=1 n
and shew that the
1;
i ri
tiL
j_;_i
a-lKw + 1)'-
lii
1
m'-'JJ'
<s<
on the right converges when
1.
(de la Vallee Poussin, Minn, de I'Acad. de Belgique, nil. (1896), no. 6.)
In the series whose general term
11.
is
un =qn
where
v denotes the
number
xt
v{v+1)
(0<q<l<x)
of digits in the expression of
in the ordinary decimal scale
shew that
of notation,
lim un 1/H =q,
and that the
series is convergent, although lim
Shew that the
12.
series
qn = q
where
is
(*),
(0
convergent, although the ratio of the (% + l)th term to the rath
when n
where
Shew that the
taken in
is real,
un >0, shew that
If
(Cesaro.)
and where (w+n)"
arithmetic sense,
its
< q < 1)
greater than unity
series
convergent for values of

14.
is
not a triangular number.
is
13.
is
un+ i/un =cc.
whose
if
is
understood to
convergent for
is
all
mean
e 8l (w
values of
real part is positive,
s,
when x
+n
),
the logarithm being
when 1
is real
2un converges, then lim (nu n ) = 0, and
{x) is positive,
and not an
and
integer.
that, if in addition
tnen lim () = 0.
M> + 1,
-.oo
15-
m n(m + n l)\
"^=2^
m,o =
2- m
ao,=-2-
'
minl
..
(,>0)
a ,o=0,
shew that
2 (s a m n )=-l,
m=0 Vi=0
/
,
16.
By
which q
|
am ,W.
(Trinity, 1904.)
converting the series
(in
2 f I
=0 \m=0
< 1),
into a double series,

1
1+q'
shew that
q6
it is
equal to
+ (l4) 2 + T4^)2 + (T^? + -(
(JacobL)
THE PROCESSES OP ANALYSIS
40
sinz = z
Assuming that
17.
shew that
if ot--qo
and
--oo in
(1
n'
r=-n \
=tt 1 = M 2 =0, and
If
18.
if,
when
m> 1,
00
oo
(1
(to/to)
is
= ,
where h
is finite,
then
>
omitted.
(Math. Trip., 1904.)
111
then
=^
+
rnj
the prime indicating that the factor for which r
II
such a way that lim
hm
[CHAP.
do
+) converges, though 2 and 2 u n 2 are divergent.
n=0
n=0
?t=0

19.
Prove that
00
IY
-U
=i [V
where k
is
any positive
1--z\"* exp
/
/* +1 m* ;
2
\m=i
1-
integer, converges absolutely for all values of
z.
00
00
20.
If
S,be
a conditionally convergent series of real terms, then
n (l+an
con-
oo
verges (but not absolutely) or diverges to zero according as 2 a n2 converges or diverges.

n=l
(Cauchy.)
oo
21.
Let 2 6n be an absolutely convergent
A(c) =
(e-4)*-6
series.
Shew that the
infinite
determinant
CHAPTER
III
CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE

The dependence of one complex number on another.
3*1.
The problems with which Analysis is mainly occupied relate to the

dependence of one complex number on another. If z and " are two complex
numbers, so connected that,
if z is given any one of a certain set of values,

corresponding values of can be determined, e.g. if is the square of z, or if
f = 1 when z is real and f = for all other values of z, 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
If f is a real function of a real variable
may
title
of analytic functionality.
then the relation between f and
z,
z,
which
be written
C-/M,
can be visualised by a curve
namely the locus of a point whose coordinates

(z,
No such simple and convenient
f).
visualising an equation
in a plane,
referred to rectangular axes in the plane are
geometrical method can be found for
=/<*),
number = + 117 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
considered as denning the dependence of one complex
|,
17,
x,
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
A third suggestion,
due to Heffter*
to represent |
and
is
r;
means
of surfaces
to write
C=re
r = r{x,
separately by
%
,
y) which may be called the modular-surface of the

on it to- express the values of 8 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).
then draw the surface

function
3'2.
and
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

* Zeitschrift
what
fUr Math, und Phys. xlix.
is
meant by
(1899), p. 235.
continuity.
42
We
now have
which
to give a precise definition
[oHAP.
shall
embody
this
Ill
vague
idea.
Let f(x) be a function of x defined when a ^ x ^
b.
Let x1 be such that a ^ x-, < b. If there exists a number I such that,
corresponding to an arbitrary positive number e, we can find a positive
number
such that
77
\f(x)
whenever x
as x -*~ Xi.
|
- x^ <
x =)=
rj,
x,
may happen that we can

that \f(x) -l + \<e when
such
a^x^b,
and
It
find a
x1
-l\<e,
then
number
<x<x
called the limit of f(x)
is
1+ (even
We
rJ .
when x approaches x from the right and denote

manner we define f(x 0) if it exists.
x
it
when
by f{x
does not exist)
the limit of f(x)
call 1+
+ 0)
in a similar
If
f{x +
1
7}
/O0, f{x -
0),
continuous at x r
0) all exist
and are equal, we say that f(x)
so that if f(x) is continuous at a^, then, given
e,
we can
is
find
such that
I/O) -/(x,) <
e,
whenever \x
If
+ and
\<r] and
<z jg a;
b.
but are unequal, f{x) is said to have an ordinary

and if l + = L. +/(*i) /() is sa-id to nave a removable
I- exist
discontinuity* at a^;
discontinuity at
a;a
a complex function of a real variable, and if f(x) = g(x)+ih (x)

and
h (x) are real, the continuity of f(x) at x implies the conwhere g
tinuity of g (x) and of A (x). For when \/(x) f(x^) < e, then \g(x)g (a^) < e
and h (x) h(x )\<e; and the result stated is obvious.
If /(a?)
is
(x)
From
Exam/pie.
tinuous at xi
2'2
so are /(a?)
The popular idea
examples
< (.), /(#) x
and 2 deduce that

{x)
and,
if
if
f(x) and
(j>
(x) are
con-
(a^) =t= 0, f(x)/(f> (x).
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 continuously on x if, as x passes through the set of all values intermediate between any
two adjacent values x 1 and x 2 f{x) passes through the

between the corresponding values f(x{) &ndf(x 2 )."
,
The question thus
arises,
how
set of all values intermediate
far this popular definition is equivalent to the precise
definition given above.
Cauchy shewed that

definition,
then
if
a real function /(#), of a real variable x, satisfies the precise

what we have called the popular definition this result
it also satisfies
* If a function is said to
is
implied that
it is
have ordinary discontinuities at certain points of an interval
continuous at
all
other points of the interval.
it
3'21]
43
be proved in 3-63. But the converse is not true, as was shewn by Darboux.
may be illustrated by the following example*.
will
fact
Between
x= - 1
and x =
+1
= sin ~
(except at x=0), let f(x)
This
and let/(0)=0.
It can then be proved that/(#) depends continuously on x near x-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,

limits f(x0) exist at all points in the interior of the range.
[If
6),
the
f(x) be an increasing function, a section of rational numbers can be found such

A be any members of its Z-class and its .ffi-class, a<f(x + h) for every positive
that, if a,
value of h and
A ^f{x + h)
for
some
The number
positive value of h.
defined
by
this
section is/(a; + 0).]
Simple
3"21.
Gontinua.
curves.
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 x and y
on t by writing
x = x(t), y = y(t).
(a^t^b)
The
functions x (t), y (t) are supposed to be such that they do not assume the
of values for any two different values of t in the range a<t<b.
same pair
Then the
of
set of points with coordinates (x, y) corresponding to these values
called a simple curve.
t is
If
= x (b),
x{a)
the simple curve
Example.
The
is
= y (b),
said to be closed.
circle
x2 +y i =\
a simple closed curve
is
x=cost,
y(a)
two-dimensional continuum
is
y = smt.
for
we may writet
(0^t^2ir)
a set of points in a plane possessing the
following two properties

(i)
number
8 (depending on x
distance from
(ii)
any point of it, a positive

and y) can be found such that every point whose
If (x, y) be the Cartesian coordinates of
(x,
y)
Any two
is less
than
belongs to the
set.
points of the set can be joined by a simple curve consisting
entirely of points of the set.
Example.
The
<l form a continuum. For

OP=r <1, we may take 8=1 r
points for which 2 +y 2
point inside the unit circle such that

points inside the circle
may
if P be any
and any two
be joined by a straight line lying wholly inside the
circle.
The following two theorems j will be assumed in this work simple cases
them appear obvious from geometrical intuitions and, generally, theorems
;
of
of a similar nature will be taken for granted, as formal proofs are usually
extremely long and

*
Due
to
difficult.
Mansion, Mathesis,
(2) xix.
(1899), pp. 129-131.
t 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 Theorem.
(Cambridge Math. Tracts, No.
15.)
'
44
(I)
'
interior
[CHAP.
Ill
simple closed curve divides the plane into two continua (the
and the exterior

*
'
').
be a point on the curve and Q be a point not on the curve,

QP and Ox increases by 2ir or by zero, as P describes
the curve, according as Q is an interior point or an exterior point.
If the
(II)
If
the angle between
increase
is
2-rr,
said to describe the curve
is
'
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
such a continuum with
called its boundary;
its
boundary is then called a

domain.
closed two-dimensional region, or briefly a closed region or
simple curve
simple curve with
sometimes called a closed one- dimensional region; a

is then called an open one-dimensional
is
its
end-points omitted
region.
Continuous functions of complex variables.
3'22.
Let f(z) be a function of z defined at
points of a closed region (one- or
all
two-dimensional) in the Argand diagram, and let z1 be a point of the region.
Then f(z) is said to be continuous at z

we can find a corresponding positive number
l
whenever z z <
|
3'3.
77
and z
if
given any positive number
e,
such that
77
a point of the region.
is
Series of variable terms.
Uniformity of convergence.
Consider the series
x2
-.
x2
This series converges absolutely

If
Sn (x)
be the
sum
of
2'33) for all real values of
)=1+ * -
lim
Sn (0) = 0, and
x.
n terms, then
and so
but
<r?
r.
r + ...+
+* + (1
+ xj '" (l+x^
;
therefore lim
ttW^
Sn (x) = 1 +
2
;
{m 0)
Sn (0) = 0.
Consequently, although the series is an absolutely convergent series of

continuous functions of as, 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*, Seidell and WeierstrassJ, who

shewed that it cannot occur except in connexion with another phenomenon,
that of non-uniform convergence, which will now be explained.
* Carnb. Phil. Trans,
vm.
(1847), pp. 533-583.
t Miinchener Abhandlungen,
% Ges. Math. Werke,
1.
v. (18"48), p.
pp. 67, 75.
381.
[Collected Papers,
1.
pp. 236-313.]
AND UNIFORM CONVERGENCE
3-22-3"3l] CONTINUOUS FUNCTIONS

Let the functions ux (z), w 2 (z),
Argand diagram.
of the
be denned at
...
45
points of a closed region
all
Let
Sn 0) = it, (z) + m
(z)
. . .
+ un (z).
oo
The
% un (z)
condition that the series
should converge for any particular
=i
value of z
given
is that,
e,
a number n should exist such that

|
for all positive values of p,
Sn+p (z) -Sn (z)\<e
the value of n of course depending on
Let n have the smallest integer value
which the condition
for
e.
is satisfied.
This integer will in general depend on the particular value of z which has
been selected
?!
(z)
for
INDEPENDENT OF
We
consideration.
Now
in place of n.
Z,
it
Such that
number
exists,
(z)
that
we can
find a
number N,
<
under consideration.
for all values of z in the region
If this
denote this dependence by writing
may happen
the series
is
converge uniformly
said to
throughout the region.
number
If no such
N exists,
the convergence
is
said to be non-uniform *.
is thus a property depending on a whole set of

whereas previously we have considered the convergence of a series
various particular values of z, the convergence for each value being con-
Uniformity of convergence
values of
for
z,
sidered without reference
We
to the other values.
define the phrase 'uniformity of convergence near a point z' to
that there
a definite positive
is
uniformly in the domain
common
number
mean
8 such that the series converges
to the circle
zx
and the region in
which the series converges.

3'31.
If
On
Bn iP
the condition for uniformity of convergence^.
(z)
= un+1 (z) + n+2 (z)+
...
necessary and sufficient condition that

in a region
choose
is
that, given
independent of
+ un+p (z), we
2
un
(3)
any positive number
have seen that the
should converge uniformly

e,
it
should be possible to
z (but depending on e) such that
l#*M,0)l<e
for
all positive integral values of p.
* The reader who is unacquainted with the

made much clearer by consulting Bromwich,
concept of uniformity of convergence will find

Infinite Series, Ch. vn,
it
where an illuminating
account of Osgood's graphical investigation is given.

uniformity of convergence is defined by
f This section shews that it is indifferent whether
means of the partial remainder JJ^pfz) or by R n (z). Writers differ in the definition taken
as fundamental.
46
If the condition
is satisfied,
by
Sn (z)
2-22,
[CHAP.
RNiP (z)}
lim
{
|
and
when
therefore,
is
so
say for
independent off,
<=,
RNi v {z)} - RN> n _ N (z),
lim
S (*) - 8n (z) <
2e.
Thus (writing \e for e) a necessary condition for uniformity of convergence

and
is independent of z; the
that \S(z)~ Sn (z) < e, whenever
that
RNiP 0)
Example
<
sufficient
2e,
Shew
1.
discontinuous at
The sum
sum
is
that, if
+ T)
#=0
The value
satisfied it follows as in
is
(2x+iy
series is
term;
n terms
sum
the
real,
is
is
sum
x
1)
and the
#4=0, the
of
x be
+ (x+
of the first
when
for if it
which, by definition,
x
lJse
n>N
is also
condition
is
is
n> N,
8 (z) - Sn (z) =
and
8 (z),
tends to a limit,
each value of z under consideration; and then, since e
Ill
'"
+ {{n - 1) x
+ 1} {nx + l}
non-uniformly convergent near #=0.
easily seen
be
to
x=Q
the
is
small,
say
or
I-t^ti
so
And
in
when
so
is 1.
Rn {x) = S(x)-Sn {x)
is
if
#4=0;
so
when x
is
ioo
first
+1
million terms of the series do not contribute one per cent, of the sum.
general, to
<
make
e,
(I)
of the series
#==one-hundred-milliouth, the remainder after a million terms
the
222
the condition for uniformity.
necessary to take
it is
KHx
Corresponding to a given
all
*,
N exists, independent
no number
values of x in any interval including x =
greater than any number

uniform convergence near x = 0.
make n
Example
2.
N which
is
for
of x, such that
by taking x
independent of
x.
n < N for
we can
sufficiently small
Theije
therefore non-
is
Discuss the series
x {n (w+1) x 2 - 1}
2
{1+to%
}{H-(+1) 2 # 2 }'
=i
"
in
which x
is real.
The th term can be written
^^
[Note.
sum
In this example the
But (taking e<, and #4=0),
n+l>${e- + s/e1
f^^p,
so S(x)
^,
of the series is not discontinuous at
Rn {x)
<<= if'e-â +
l)
-'l}\x\- 1 or n + 1< J
{e
and
x=0.]
x |<l + (n+l)S^
-'
- n/.T3^---!} #
|
1,
i.e.
if
3 "32]
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 x--0 so that, corresponding to any interval containing the
point x=0, there is no number
independent of x. The series, therefore, is non-uniformly
convergent near x=0.
;
The reader
n{x)
will observe that
is
discontinuous at x = 0; for n{x)^-<x> as x^-0,
but m(0)=0.
Connexion of discontinuity with non-uniform convergence.
3'32.
We shall now shew that
if
series
of continuous functions of z
sum
convergent for all values of z in a given closed domain, the
is
uniformly
a continuous
is
function of z at all points of the domain.
For let the series be f(z) = u1 (z) + u i (z) +

where Rn (z) is the remainder after n terms.
Since the series
+ un (z)+ ...= Sn (z) + Rn (z),
...
uniformly convergent, given any positive number
is
can find a corresponding integer n independent of

for all values of z
Now
Sn (z),
n and
find a positive
number
fixed,
r\
\Sn
whenever z
|
We
<
5 e
z' <
\
we
can,
on account of the continuity of
such that
(z)-Sn (z')\<le,
n.
/(*) -f(z')
\{Sn 0)
- 8n (z')} + \Rn (z)- Rn (z')

\
< Sn (z) - Sn (z') +

|
is
the condition for continuity at
Example
1.
Shew that near x =

u1
(x)
Rn (z) + Rn (z')
ux
where
real values of
(x)
are concerned,
z.
the series
+ u2 (x) + u3 (x)+
...,
and
Rn (z)
have then
|
which
within the domain.
being thus
such that
z,
we
e,
= x, un (x) = x 2n ~ x 2n ~ 3
1
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 e, it is possible to choose values of x, as
;
small as
we
please,
depending on n in such a way that
value of n, no matter
values of
is
how
large.
The reader
Rn (x)
is
not less than
for
will easily see that the existence of
any
such
inconsistent with the condition for uniformity of convergence.

i_
The value of Sn (x) is x in ~ as n tends to infinity, Sn (%) tends to 1, 0, or - I, according 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.
x
'
48
[CHAP.
Ill
In this series
Rn (x) = 1 x in ~
1
,
(x
series is
Example
Shew that near 2 =
2.
non-uniformly convergent and
The
however great n may be, by taking* x = e ~
this
nil {l
is
> 0)
remainder to take the value 1 e _I , which

therefore non-uniformly convergent near # = 0.
we can cause
its
1,
than
2n
~n
The
+ (H- Z)-l}{l+(l + 2)}

sum
discontinuous.
is
term can be written
rath
sum
not arbitrarily small.
the series
1- (1-1-2)" _ l-(l+2)"- 1
+ (l+) l + Cl+z)"- 1
1 (1+2)"
^
so the
is
of the first
it is
seen that the
There
or positive.
n terms
is
is
sum
{-
to infinity
Thus, considering real values of

or
is 1, 0,
thus a discontinuity at 2=0.
when
1, according
as 2
This discontinuity
fact that the series is non-uniformly convergent near

in the series
'
2=0
for the
is
is
greater
negative, zero,
explained by the
remainder after n terms
z is positive is
-2
l
n may
and, however great
than
which
is
be,
+ (l+s) n
'
by taking 2=-,
not arbitrarily small.
The
this
can be made numerically greater
series is
therefore non-uniformly con-
vergent near 2=0.
The distinction between absolute and uniform convergence.
3 33.
The uniform convergence

its absolute
of a series in a domain does not necessitate

convergence at any points of the domain, nor conversely. Thus
the series
z2
,
converges absolutely, but (near z
2 ,, t
= 0)
not uniformly;
while in the case of the series
the series of moduli
is
,=1 l
which
is
divergent, so the series
is
^"l
only conditionally convergent
but
for all
the terms of the series are alternately positive and negative

and numerically decreasing, so the sum of the series lies between the sum of
real values of
z,
its first
n terms and
n terms
is
finite
of its first (n
numerically
less
number (independent
values of z the remainder

series is
1) terms,
than the wth term.
and so the remainder after

Thus we only need take a
of z) of terms in order to ensure that for all real

is
less
than any assigned number
and
so the
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 x < 5 whenever
2n - 1 > log 5-1
|

3'33-3 34l] 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
34.
condition,
may
due
be enunciated as follows
for all values of z
If,
Weierstrass*, for uniform convergence.
to
though not necessary, condition
sufficient,
of a series
can then be integrated term by term.
shall see) the series
for the
uniform convergence
within a domain, the moduli of the terms of a series
8=
i*!
(z)
+u
(z)
+ u (z)+
...
are respectively less than the corresponding terms in a convergent series

of positive terms
T=M + M + M +...,
2
where
Mn
is
z,
then the series
is
uniformly convergent in
This follows from the fact that, the series
this region.
it is
independent of
being convergent,
always possible to choose n so that the remainder after the
first
n terms
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 z, it follows ( 331) that the series S is uniformly convergent by 2 34, the series S also converges absolutely.
of T,
The
Example.
1,1,
series
COSZ + pCOS z z +
is
uniformly convergent for
all real
values of
z,
cos 3 z+...
because the moduli of
its
terms are not
greater than the corresponding terms of the convergent series
l+ 12 + 12+-">
3
whose terms are positive constants.

3 "341.
A
of z
if,
Uniformity of convergence of infinite "products t.
convergent product
given
e,
we can
find
+ un (z)}
{l
is
said to converge uniformly in a
m independent of
n
{i
+Mra
)}_
domain
of values
such that
{i+m(z)}
<e
n=l
71=1
for all positive integral values of p.
The only
is
condition for uniformity of convergence which will be used in this
that the product converges uniformly
2
n=l
if
u n (z)
< Mn where Mn
is
independent of
work
and
Mn converges.
Abhandlungen aus der Funktionerilehre, p. 70. Xhe test given by this condition is usually
(e.g. by Osgood, Annals of Mathematics, in. (1889), p. 130) as the M-test.
The
t The definition is, effectively, that given by Osgood, Funktionentheorie, p. 462.
*
described
condition here given for uniformity of convergence
w. M. A.
is alscf
established in that work.
[CHAP. HI
50
To prove the
we
validity of the condition
observe that
71
m such
and so we can choose
(1+M^) converges
=1
( 27),
that
m+p
{l
+ Mn }- n {1+Mn}<e;
n=l
71=1
and then we have

m+p
nl
n=\
{i
"i
{\+un (z)}-\
\_n=m-\-l
m+p
[""
n{i+Mn)\
+(*)}
7i=l
m-\-p
[""
n {i+ M( s )}- n {i+un (z)} = n
L n=m+l
n=l
_J
{\+Mn}-i\
J
<*
and the choice of
Hardy's
3*35.
independent of
is
z.
for uniform convergence*.
tests
The reader
real
and k
is
will see,
Also that
oo
2-31, that
in a given domain,
if,
then 2 a
71 = 1
(z)
and
and independent of
finite
uniformly as m --
from
is
/(z)
if
(z)
and /(z)--0
if
independent of
and 2 a n
(z)^0,
converges uniformly, then 2 an (z) w
(z)
[To prove the
verges uniformly.
latter,
and the choice of

1.
and
<r
Shew
to is
-,
and therefore
( 2-301)
m+p
2 a(z)M(z)
71
con-
m can be found such that

%+lW + +!W+- + tpW
observe that
OWl(z), "m + lW+^mtiW,

are numerically less than e/k
(z)
71=1
71=1
Example
^fn +
is
converges uniformly.
(z)
kûn (z)ûn +
where k
and
z,
2 an (z)\^.k where a n (z)
<eum+1 (z)/k<e,
= 771+1
independent of z.]
that, if
8>0, the
series
cos
7i=i
ki5
sin
nd
ri
71=1
converge uniformly in the range

8 sj 8
^ 2tt - 8.
Obtain the corresponding result for the series

"
2
=i
+ ?r
by writing
Y c os n$
(-) n sinm#
,
7!.=i
for 6.
00
Example
If,
when a^x^b,
\e> n
(x)\<k 1 and 2
<a,,
+1 (#)-&>(#)
[<2
where
71=1
oo
hi,
k2
'are
independent of n and
x,
and
if
2 am
71
is
=1
a convergent series independent of
x,
oo
then 2 < (x) converges uniformly when a ^.x ^

71 = 1
* Proc.
London Math.
tions of Abel's theorem
before 1907.
From
Bromwich proposes
their resemblance
to call
them
to
Dirichlet's
(Hardy.)
These results, which are generalisaknown, do not appear to have been published
the tests of Dirichlet and Abel for convergence,
and Abel's tests respectively.
Soc. (2) iv. (1907), pp. 247-265.
3 71, below), though well

-
6.
3"35, 3*4]
m+p
[For we can choose m, independent of
corollary,
m+p
2 a n co n
n=m+\
we have
{x)
such that
x,
Let
and
<!
&> 2
2
an
n=m+l
<
e,
and then, by
2 301
-
<(&l + 2 )e-]
Discussion of a particular double
3'4.
51
series.
be any constants whose
ratio is not purely real;
and
let
a be positive.
2
r in which the summation extends over
m n {z + 2mw 1 + 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 = 2mw 1 2n<o 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
The
series
-.
uniform
for those values of z such that
values of
m and n,
where S
is
Let 2' denote a summation

which m = n = Q being omitted.
Now,
all
if
+ 2m&) + 2na> ^ 8
1
for all integral
an arbitrary positive number.

for all integral values of
and
n,
the term for
and n are not both zero, and if z + 2ma> + 2nw 2 > 8 > for
m and n, then we can find a positive number G. debut not on z, such that
1
integral values of
pending on
&
(z
<C
+ 2ma} + 2ncozy
Consequently, by
3"34,
(2ma> 1
the given series
convergent in the domain considered
is
+ 2na> y
z
absolutely and uniformly*
if
?
|
ma^
nco^
|
converges.
To
discuss the convergence of the latter series, let

(!
where alt
(%,
the series
is
&,
/3 2
are real.
?
(
Since
o>2
not
real,
m + a,n) + 08 m + /8,)}*
a^ - a^
4= 0.
Then
t-
2 '5 corollary) if the series
for the quotient of
n 2 )4
corresponding terms
1+At
The
is
< a /&>i
(m2 +
converges
= + i@2,
I
{(a 1
This converges
= ! + ifii,
is
reader will easily define uniformity of convergence of double series (see 3-5).
42
52
where
\x
= n/m.
Ill
This expression, qua function of a continuous real variable
minimum*
can be proved to have a positive
and
[cHAP.
so the quotient
is
(not zero) since ai/3 2
î
/t,
=|=
K (independent
always greater than a positive number
Of/i).
We
have therefore only
to
Cf
study the convergence of the series S.

q
v
.=
>'
-* =- 3
(m + n
2
)*
"1
00
CO
Let
<4 2
2'
*=o=o(to 2
ra
)^
m = n, m > n,
Separating S^j into the terms for which
and
m<n,
re-
we have
spectively,
M=
\8
pi
i^-f-
i(2m2 )*
p ml
n; 1
But
=o
Therefore
i-S<
n-\
~\
"1
2 2
^T-+ 2 2
m=i=o(m3 + w2 )i a =i =o(ra2 + w2 )* a
1
(m +
2
to
rc
)*
(m
I -r^ + 2
)*
m=l TO a_1
m=l2'*m"
Hi'
+ 2
n=D!a"'
known to be convergent if a 1 > 1. So the series S

is convergent if a > 2.
The original series is therefore absolutely and uniformly convergent, when a > 2, for the specified range of values of z.
But these
last series are
Example.
Prove that the
series
1
(m 1
in
which the summation extends over
values of
if
m m
1
2,
+ m2
all
+---+,. 2 r
positive
and negative integral values and zero
...m r except the set of simultaneous zero values,

,
is
(Eisenstein, Journal fur Math, xxxv.)
ii>^r.
The concept of uniformity.
35.
There are processes other than that of summing a

of uniformity
is
series in
which the idea
of importance.
Let e be an arbitrary positive number; and let f(z, f) be a function of

two variables z and J, 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
j
such that every
member
function f(z, f)
is
The reader
question
is
of the set (?) is a member of all the sets (&), the

said to satisfy the inequality uniformly for all points z of
will find
no
difficulty in verifying this
statement;
the
minimum
given by
K 2/ = 4K + a22 + ft2 +
2
/3 2
-{(a 1 -ft) +
:!
(a 2
+ /3
2
1)
}*{(a 1
+ ft)2 + (a 2 -ft)2}i].
value in
3"5, 3 6]
the region.
And
value of
if
a function
some property,
(z) possesses
<j>
in virtue of the inequality f(z, )

the property uniformly.
e,
<
e,
<j>
(z) is
for
53
every positive
then said to possess
In addition to the uniformity of convergence of

to consider uniformity of convergence of integrals
series
and
and products, we
shall
also uniformity of continuity
have
thus
a series is uniformly convergent when \R n (z)\<e, ( = n) assuming integer values independent of z only.
Further, a function f(z)
number rj z such that
is
positive
continuous in a closed region
/ (2 + fz -/ (2) <
)
<r
if,
given
e,
we can
find a
whenever
0<|f,|<i7.
and
+ f is
a point of the region.
The function will be uniformly continuous if we can find a positive number

pendent of 2, such that r)<rj z and \f(z + {) f{z) <c whenever
t)
inde-
and 2+f is a point of the

moduli are less than rj).
We
region, (in this case the set (f)
the set of points whose
shall find later ( 3 61) that continuity involves uniformity of continuity
marked contradistinction
in
is
this is
to the fact that convergence does not involve uniformity
of convergence.
The modified Heine-Borel theorem.
36.
The
following theorem
of uniformity
Given
(i)
each pointf
is
of great importance in connexion with properties
we give a proof
P of CD,
for
CD
a one-dimensional closed region*.
and
a law by which, corresponding to

we can determine a closed interval I (P) of CD, P being
straight' line
(ii)
an interior\ point of I (P).
Then
Ju J
point)
(by
can be divided into a
Jk, such that each interval
r,
such that no point of
means of the given law) with
A
If
Jr
Jr
finite
number of
closed intervals
contains at least one point {not
lies outside the interval
that point
I (Pr)
an end
associated
r .
closed interval of the nature just described will be called a suitable
interval,
if
CD
the line
...
and
will
be said to satisfy condition (A).
CD satisfies condition (A), what is required is proved. If not, bisect CD

CD is divided is not suitable,
either or both of the intervals into which
bisect
*
it
or them||.
formal proof of the theorem for a two-dimensional region will be found in Watson's
Complex Integration and Cauchy's Theorem (Camb. Math. Tracts, No. 15).
t Examples of such laws associating intervals with points will be found in
t Except when P
when
3 61, 5-13.
-
an end point.
This statement of the Heine-Borel theorem (which is sometimes called the Borel-Lebesgue
theorem) is due to Baker, Proc. London Math. Soc. (2) 1. (1904), p. 24. Hobson, The Theory of
is
at
or D,
it is
Functions of a Real Variable (1907), p. 87, points out that the theorem is practically given in
Goursat's 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
suitable interval is not to be bisected;
might not be
suitable.
for
treatise cited.
one of the parts into which
it
is
divided
54
[CHAP.
Ill
This process of bisecting intervals which are not suitable either will
terminate or
it will
If
not.
does terminate, the theorem
it
is
proved, for
CD
have been divided into suitable intervals.
will
Suppose that the process does not terminate
and
an
let
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)
CD
one of the bisected portions of

one which does not
bisect
and
it
(if
therefore at least
Take that
does not satisfy condition (B).
neither satisfies condition (B) take the left-hand one)
which does not
select that bisected part
satisfy condition (B).
This process of bisection and selection gives an unending sequence of intervals

s
s lt s2
such that:
...
of s n
is
2" CD.
point of sn+1
is
outside sn
The length
(i)
(ii)
No
(iii)
The
interval sn does not satisfy condition (A).
Let the distances of the end points of sn from C be xn yn then

xn < %n+i < y n +\ < yn- Therefore, by 2 2, xn and yn have limits and, by the
condition (i) above, these limits are the same, say let Q be the point whose
distance from
is .
But, by hypothesis, there is a number Sq such that
every point of CD, whose distance from Q is less than Sq, is a point of the
associated interval I (Q).
Choose n so large that 2~ n CD< Sq then Q is an
internal point or end point of s n and the distance of every point of sn from
Q is less than Sq. And therefore the interval sn satisfies condition (A), which
;
is
contrary to condition
(iii)
The hypothesis that the
above.
process of
bisecting intervals does not terminate therefore involves a contradiction;
and the theorem
therefore the process does terminate
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 axes.
3'61.
From
Uniformity of continuity.
the theorem just proved,
it
follows without difficulty that if a
when a^x^b, then f(x)

uniformly continuous^: throughout the range a^.x ^b.
For let e be an arbitrary positive number; then, in virtue of the continuity of f(x), corresponding to any value of x, we can find a positive
function f(x) of a real variable
is
continuous
is
number
8 Xi
depending on
x,
such that
\f{x')-f{x)\<\e
for all values of *'
such that
x'
x <
j
Bx
* 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.
t Or the portion of the circle which lies inside the region.
5 This result
p. 188.
is
due
to
Heine
see Journal fiir
Math. lxxi. (1870),
p. 361,
and lxxiv
(1872)
3 '61, 3*62]
Then by

-
3 6
we can
/(#i) < j e, whenever x
that \f(x)
number of closed
number x such
divide the range (a, b) into a finite
intervals with the property that in each interval there

|
lies in
is
55
the interval in which x
lies.
Let S be the length of the smallest of these intervals and let f be

any two numbers in the closed range {a, b) such that - f < 8
Then
if they lie in adjacent intervals
, ' lie in the same or in adjacent intervals
let be the common end point.
Then we can find numbers xlt x2 one in
'
'
each interval, such that
!/(?)-/<*.) <*,
|/(f.)-/fc.)|<J<,
l/(r) "/<*.) <
l/(>) -/(*,)
e,
<
e,
so that
i
/(f)
-/(n =
i
<
If
, ' lie
in the
- {/(f.) -/(,)}
-i/(r)-/(^} +
{/(?> -/(oj
{/.)-/(.)}
e.
same
interval,
we can prove
similarly that
l/(f)-/(F)l<s*
In either case we have shewn
any number
that, for
in the range,
we have
whenever
is
l/()-/(f+C)!<
and S < "< S where
in the range
f
The uniformity of the continuity
(?
Corollary
(i).
From
is
is
independent of
f.
the two-dimensional form of the theorem of 3"6 we can prove

all points of a closed region of the
that a function of a complex variable, continuous at
Argand diagram,
Corollary
(ii).
is
uniformly continuous throughout that region.
function fix) which
bounded in the range ; that
is
to say
is
we can
continuous throughout the range

find a
number
|/(*)|< for all points x in the range.

[Let n be the number of parts into which the range
Let a, &, 2 ^Ti-i) b be their end points
we can find numbers X\, x2 ... xn such that
j
then
is
if
a^x^b
is
independent of x such that
divided.
x be any point
of the rth interval
l/()-/ta)l
l/ta)-/tfi)l<i,
...|/(r-l)
l/(6)-/fo)l<**,
l/fo)-/(6)l<i,-
-/(*)!<*'
Therefore \f(a)f(x) |<re, and so
|/(*)|<1/(*)|+inc,
which
is
the required result, since the right-hand side
The corresponding theorem

3'62.
for functions of
is
independent of
complex variables
is left
x.]
to the reader.
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

numbers r such that r >f(x)
section in which the .R-class consists of those
56
for all values of
x in the range
[CHAP.
and the Z-class of
(a, b),
all
Ill
other numbers.
This section defines a number a such that f(x)â, but, if 8 be any positive
number, values of x in the range exist such that f(x)>a S. Then a is
bound of f(x); and the theorem states that a number

in the range can be found such that /(#') = a.
called the upper
For, no matter
I/O)- a
therefore
range
_1
>S
361
_I
how small
therefore
cor. (ii)) it is
but since
|
f(x)
is
may
[f(x)~
we can
be,
_1
a}
is
find values of
for
x'
which
not bounded in the range;
not continuous at some point or points of the
continuous at
points of the range,
all
ciprocal is continuous at all points of the range (
those points at which f(x) = a

therefore /(#)
range the theorem is therefore proved.
;
=a
32 example)
at
its re-
except
some point of the
(i).
The lower bound of a continuous function may be defined
manner and a continuous function attains its lower bound.
Corollary
in a similar
Corollary
(ii).
a closed region,
|
363.
If f(z) be a function of a complex variable continuous in
f(z)
attains its
upper bound.
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 f(x) then we can find numbers
x, x, by 362, such that /(a;) = M,f{x) = m
let /u 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
\fW*)-f{x^)\<
where x^ \ x^ are any points of the rth interval; take x^r) x2

to be
the end points of the interval
then there is at least one of the intervals
m ) have opposite signs and since
for which f(x
) - /A,,f(w2
r
(r)
lr)
/u,
it
follows that
H/faW)- A*} "{/fa")-**!

f(x^ r fi <
>)
<e,
|
e.
Since we can find a number x^ to satisfy this inequality for all values
of e, no matter how small, the lower bound of the function \f(x) /x is
zero since this is a continuous function of x, it follows from
3 62 cor. (i)
that/ (a;) /x vanishes for some value of x.
|
The fluctuation of a function of a real variable*.
3'64.
Letf(x) be a
real
bounded
function, defined
when a^x^b.
a i sg x2 ^
; x n ^ b.
Then /(a) -f( Xl ) + \f(Xl ) -/(^) + ...
+\f( Xn ) -f(b)
.
fluctuation of
Let
f(x) in the range
(a, b) for
is
called the
the set of subdivisions xly x2
...
xn
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).
3-63-371] CONTINUOUS FUNCTIONS and uniform convergence

bound
If the fluctuation have an upper
x2
#!,
...
xn then f(x)
,
Fa
(a, b).
Example
is
independent of
n, for all choices of
said to have limited total fluctuation in the range
called the total fluctuation in the range.
is
If f(x) be
1.
!/()-/(&)
is
Fa
monotonic* in the range
(a, b), its total
fluctuation in the range
|.
Example 2. A function with limited total fluctuation can be expressed as the

ence of two positive increasing monotonic functions.
If f(x) have limited total fluctuation in the range (a,
3.
/(0) exist at
Example
all
differ-
be taken to be \ {Fa x +/'(#)}, | {Fa x -/(#)}.]
may
[These functions
Example
57
6),
then the limits
[See 3 2 example.]
points in the interior of the range.
If f(x), g(x) have limited total fluctuation in the range (a, b) so has
4.
[For
\f(x')g(x')-f(x)g(x)\^\f(x')\.\g(^)-g(x)\ + \g(x)\.\f(x')-f(x)\,
and so the total fluctuation of f(x) g (x) cannot exceed g Fa b +f. Gab where /, g are the
upper bounds of \f(x)
\g (x) .]
.
\,
Uniformity of convergence of power
3'7.
Let the power
+ a z+
when z = z
converge absolutely
if
series.
series
Then,
...
+ a n zn +
...
a.
\a n z n
l^l^l^l,
\^\an z n
l>
\.
00
But
since
00
2 an z n
converges,
by
it follows,
334, that
=0
2 an zn
converges
re=0
uniformly with regard to the variable z when \z
<
Hence, by 332, a power series is a continuous function of the variable

throughout the closed region formed by the interior and boundary of any
circle concentric
3*71.
with the
circle of
convergence and of smaller radius
Abel's theoremf on continuity
up
( 2"6).
of convergence.
to the circle
00
Let
2 an zn
be a power
series,
whose radius of convergence
is
unity,
and
OC
let it
2 an
be such that
converges
and
let
^x^
then Abel's theorem
K=
/
asserts that lim
a;--r\=0
CO
00
an xn
= 2
For, with the notation of
an
=0
3-35,
the function x n satisfies the conditions

CO
laid
on un (x), when
0^^1;
consequently f(x)
= 2
an xn converges uni-
=o
is monotonic if {f{x) -f(x')}l(x-x') is one-signed or zero for all pairs of

x and x'
t Journal fur Math. i. (1826), pp. 311-339, Theorem :v. Abel's proof employs directly the
arguments by which the theorems of 3-32 and 3-35 are proved. In the case when 2 a H
converges, the theorem is obvious from 3-7.
The function
different values of
58
formly throughout the range
<x$1
therefore,
it is
x throughout the range, and
function of
[CHAP.
by
a continuous
3'32,
lim f(x) =/(l), which
so
Ill
is
the
an* l-o
theorem
stated.
Abel's theorem* on multiplication of series.
3"72.
This
a modification of the theorem of
is
2'53 for
series.
Let
cn
=a
bn
<l
00
Then
+a
bn
...+an b
and 2
-
n=0
\=0
sufficient condition that
c.
OoJ
\=0
c n is
w 2 6)= 2
oo
X an 2
the convergence of
b n _l
oo
For, let
() = 2
^.(*)= 2 a",
n=0
Then the
|
* <
series for
1, ( 2-6)
C(x) =
&",
n=0
A (x),
cn x n
to=0
when
B{x), C(x) are absolutely convergent
and consequently, by
2-53,
A(x)B(x)=G(x)
when
<x<
therefore,
by
2-2
lim A(x)}{
s--l-0
example
2,
lim B(x)}
lim
a;--l-0
provided that these three limits exist; but, by

00
00
2 an
=o
If a
where
r,
371, these three limits are
oo
bn
=o
373.
C(x)\
a;--l-0
cn
and the theorem
proved.
is
=o
Power
series
which vanish identically.
convergent power series vanishes for all values of z such that \z\^.r
u
then all the coefficients in the power series vanish.
> 0,
For, if not, let a m be the first coefficient which does not vanish.
Then am +am+1 z+am+2 z2 + ... vanishes for all" values of z (zero excepted)
and converges absolutely when \z\^r<r hence, if s = a
we
x
m+l + a m+2 z +
have
;
. .
.,
00
s
I
a m+n rn ~\
|
and so we can findf a positive number 8 < r such

a m +iZ
and then |am

*
+ am+2 z +
2
+ s|>|am |-|s|>ljam
Journal fur Math.
i.
(1826), pp. 311-339,
some text-books a more elaborate
proof,
|,
< 5 Om
|
and
Theorem
by the use
that,
so
vi.
This
of Cesaro's
+ It is sufficient to take S to be the smaller of the
numbers
sums
r
S,
am
whenever
+
is
={=
|
when \z\<B.
Abel's original proof.
( 8-43), is
given.
and \ a m \~ 2 a m+n
\
r-i.
In
372,373] CONTINUOUS FUNCTIONS AND UNIFORM CONVERGENCE 59
We
have therefore arrived at a contradiction by supposing that some
coefficient does not vanish.

Corollary
sums
We may
1.
Therefore
Corollary
We may also
2.
when
the coefficients vanish.
'equate corresponding coefficients' in two power series whose
are equal throughout the region
equal only
all
\z
|<S, where S>0.
equate coefficients in two power series which are proved
z is real.
REFERENCES.
T. J. 1'a.
Bkomwich, Theory of Infinite
Series (1908), Oh. vn.
E. Goursat, Cours d' Analyse (Paris, 1910, 1911), Chs.

1
C. J.
de la Vallee Poussin (Louvain and
Introduction and Ch.

G. H.
Hardy,
I,
xrv.
Paris, 1914), Cours
d 'Analyse
Infinitesimale,
VIli.
course of Pure Mathematics (1914), Ch. v.
W. F. Osgood, Lehrbuch der Funktionentheorie
(Leipzig, 1912), Chs.
II,
in.
Watson, Complex Integration and Cauchy's Theorem (Camb. Math.
G. N.
No.
15), (1914),
Chs.
Tracts,
I, ii.
1.
Shew
that the series
re
is
equal to
when
<1
and
=l(l-S)(l-2n + 1 )
is
equal to
when
>
Is this fact connected with the theory of uniform convergence

2.
Shew
1.
that the series

--2sin +4sin 7r +... + 2"sin ÔS +
oZ
OZ
all
values of
z (z
excepted), but does not converge uniformly
near 2=0.
3.
Unix^-Zin-iyxe-W^ + Wxe-^*,
If
shew that 2 u n
(x)
does not converge uniformly near #=0.
u=i
4.
Shew
by Abel's
that the series -jr
- -^ + -js~ ...
is
convergent, but that its square (formed
rule)
is divergent.
5.- If the
convergent series
'
s=~ -
~+^
- ^+... (r>0) be multiplied by
itsel
shew that the resulting series

the terms of the product being arranged as in Abel's result,
2
(Cauchy and Cajori.)
$
diverges if r < but converges to the sum s if r
>
60
6.
If the
two conditionally convergent

2 >n=\
where r and
s lie
and
between
7.
is
r+s
Shew that
be multiplied by
if
'-
n=1
be multiplied together, and the product arranged as in
1,
and
Abel's result, shew that the necessary

resulting series
sufficient condition for the
convergence of the
> 1.
(Cajori.)
1 ^ + \ \-...
the series
itself
any number of times, the terms of the product being arranged as
in Abel's result, the resulting series converges.

8.
Shew that the jth power

a^sin
is
Ill
series
- and
'
nr
[CHAP.
convergent whenever q
(1
(Cajori.)
of the series
#+a
- r)<
1,
sin %8
+ ... + an sin n8 + ...
r being the greatest
number
satisfying the relation
for all values of n.

9.
Shew that
sequence such that
Shew
also that,
if
v, n
if
is
not equal to
the limit of u n
8
series is oscillatory if
or a multiple of
-*-0 steadily, then the series
is rational,
is
not zero, but un
but that,
between certain bounds whose difference
is
2r,
and
Sa^cos (n8 + a)
is still
is irrational,
a cosec ^8, where
if
u lt u 2
the
a=
...
be a
convergent.
monotonic, the
8
if
is
sum
of the
sum may have any value

lim u n
CHAPTEE IV
THE THEORY OF RIEMANN INTEGRATION
The concept of integration.
4"1.
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

expressible in terms of elementary functions.
is
not always
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 =f(x), the axis of x and the ordinates x = a, x = b.
proceed to
We
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
Let U, L be
interval at the points x lt x 2 ... xn _^ (a^.x,^.x2 ^... ^ xn _ ^ b).
the bounds of f(x) in the range (a, b), and let Ur L r be the bounds of f{x)
in the range (#,--i, xr ), where x = a, xn = b.
,
Consider the sums|
Sn =
sn
Ui (x 1
=L
(Xi
Un (b - x^),
-a)+U
(x2
-x )+
a) + L
(x2
x )+...+ L n (b xn_^).
...+
U(b-a)>Sn ^sn > L(b- a).
Then
For a given n, Sn and sn are bounded functions of x x2 ... xn^. Let

and upper bounds respectively be Sn sn so that Sn sn depend
only on n and on the form of f{x), and not on the particular way of dividing
the interval into n parts.
1 ,
their lower
* Defined as the (elementary) function whose differential coefficient is/ [x).

existence theorems concerning integrals is based
t The following procedure for establishing
integrals
on that given by Goursat, Cours d' Analyse, i. Ch. iv. The concepts of upper and lower
64.
are due to Darboux, Ann. de I'Ecole norm. sup. (2) iv. (1875), p.
+ The reader will find a figure of great assistance in following the argument of this section.
which are respectively
S and s n represent the sums of the areas of a number of rectangles
x = b and y = 0, if this area be
greater and less than the area bounded by y=f(x), x=a,
assumed
to exist.
The bounds
of a function of
of a function of a single variable
n
(
variables are defined in just the
362).
same manner
as the
bounds
[CHAP. IV
62
Let the lower and upper bounds of these functions of n be
We
proceed to shew that
new
and
points of subdivision,
a, yi,
y*-i, 2/i(=
2/2,
*2 ),
(a, x^, (x u
Let the intervals
most equal to
s is at
Then
s.
S > s.
i.e.
S,
be divided into smaller intervals by
...
let
a; i).
2/*+i.
^ yi+i,
yi-u yi{= x
be the end points of the smaller intervals;
Ur Lr
let
',
'
Vm-i. &
be the bounds of /(as)
in the interval (yr -i, y r )-
Tm = 2
Let
r=l
Since oY,
Now
x2
#2
#!,
...
Uk
and
#_!,
- yr-i) Ur
m
m= %
',
J'
'
do not exceed
subdivision of
consider the
...
',
(y r
- yr -i) L r
'.
by the points
into intervals
b)
(a,
(yr
follows without difficulty that
it
lt
subdivision
the
also
=l
by a
different
of
set
points
*V-i- Let S' n >, s' n be the sums for the second kind of subdivision which correspond to the sums Sn s n for the first kind of subdivision.
/,
...
',
Take
the points x 1}
all
xn _^_;
...
/,
a^-i
as the points
Sn > Tm ^tm ^s n
Then
"
and
Hence every expression

expression of the type
[For
...
s' n -
yx y2
,
is
ym
Tm > im > sV-
of the type
Sn
exceeds (or at least equals) every
and therefore S cannot be
less
than
and s S = 2ri we could find an Sn and an

s' n'<7) and so '<>$, which is impossible.]
The bound S
...
S<s
it
Sn S<r),
called the upper integral of /(x),
and
is
s.
such that
s' n<
written
/(x) dx
J a
b
s is called the lower integral,
S = s,
If
common
their
and written
value
the limits* of integration a and
The
integral
written
is
is
define
/(x)dx, when
/(x)
called the integral of
1.
a<
6,
to
mean
2.
/(x)dx.
J a
{f(x) + <t>(x)}dx=l
J a
Example
/(x) taken between
/(x)dx.
J b
Example
dx.
b.
We
[
I
By means
J a
of example
1,
f(x)dx +
<f)(x)dx.
J a
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
Termini has been suggested by Lamb, Infinitesimal Calculus (1897), p. 207.
custom.
'
'
'
'
'
of
4 12, 4'13]
4
63
Riemanris condition of integrability *.
12.
'
function
is said to be integrable in the sense of Riemann if (with the

411) Sn and sn have a common limit (called the Riemann
integral of the function) when the number of intervals (ocr
-x, xr) tends to
infinity in such a way that the length of the longest of them tends to zero.
'
'
notation of
The necessary and

integrable is that
xr ) tends
(#r_i,
to
a bounded function should be

zero when the number of intervals
way
that the length of the longest tends
sufficient condition that
Sn sn
should tend
in such a
to infinity
to zero.
The
condition
Sn sn >
that
if
is
n *
as
obviously necessary, for
oo
And
- sn ) = 0,
lim (Sn
sufficient
it is
Sn and
if
since
for,
sn
Sn =
lim
sn
it
limit
follows
= S=s.
A continuous function f{x) is 'integrable.' For, given we can find 8 such

|/(a0-/(#")l< /(&-(*) whenever \x'-x" |<8. Take all the intervals (x,_ u x,)
than S, and then Us - s <e/(b a) and so Sn -sn <e therefore Sn sn -0 under the
Note.
less
then
lim
that
common
have a
Sn > S ^ s > sn
-,
circumstances specified in the condition of integrability.

Corollary.
If Sn and sn have the same limit
into intervals of the specified kind, the limits of
S for one mode of subdivision of (a,

Sn and of sn for any other such mode
b)
of
subdivision are both S.
Example
1.
The product
Example
2.
of
two integrable functions
function which
is
an integrable function.
continuous except at a
is
finite
number
of ordinary
discontinuities is integrable.
[If
given
f{x) have an ordinary discontinuity at c, enclose c in an interval of length 8 t

we can find 8 so that f(af) -f (x) < e when x' - x < 8 and x, x are not in this
f,
interval.
Then
<S'-sm
x, a? lie in
When
di-s-0, /fc^-|/(c
Example
3.
discontinuities
413.
<e(6-a-8i)+^8i, where k
is
the greatest value of \f(jtf)f(x)\,
when
the interval.
is
+ 0)-/(c-0)
|,
and hence lim (Sn -s n ) = 0.]
function with limited total fluctuation and a finite
integrable.
(See 3-64 example
number
of ordinary
2.)
general theorem on integration.
Let f(x) be integrable, and
let e
be any positive number.
Then
it is
possible to choose 8 so that
Riemann
(Ges.
J a
xp xp _^ ^
provided that
sum
(aSp-Xp-Jfix'p-i)-! f{x)doc <e,
p=l
Math. Werke,
occurring in 4-13
but
it is
p. 239)
then
general definition of integration (which
8,
xp - < x Vx
xp
bases his definition of an integral on the limit of the
difficult to
is of
prove the uniqueness of the limit.
more
very great importance in the modern theory of
Functions of Real Variables) has been given by Lebesgue, Annali di Mat.

pp. 231-359. See also his Lemons sur VinUgration (Paris, 1904).
(3)
vir.
(1902),
64
To prove the theorem we observe

of the longest interval,
Sn > %
Also
that, given
Sn -
so small that
8,
Sn >
<
Sn
we can choose the length
e,
e.
- Xp_ )f(x'p- ) >
(a;
fix) dx ^
sn
[CHAP. IV
sn
(1,
Therefore
n
(Xp
0=1
- xp ^)f(x' p ^) -
fb
f{x) dx
^ On
Sn
J a
<
e.
an example* of the evaluation of a definite integral directly from the theorem
As
of this section consider
X<
where
1.
Jo (l-# 2 )*
Take 8= - arc
sin
X and let x = sin
< s8 < $
(0
8,
#s+1 -;re =2sin 8

#,'=sin
also let
+ i)
sin
8.
s8- sin (s-l)8

cos (s- 1) 8
* =1
^(l-^VO*
8<8
cos (*+)
(*
*,-#,_!
Then
so that
n-),
= 2/>sin JS
=arc sin
By
taking p sufficiently large

!
{sin
^ 8/(^8
we can make
dx
m.-3!,-i
Jo (1-^)4
=i
(!-",_!;
arbitrarily small.
We
can also
fsin|8
arcffln^.j-jf
make
lj
arbitrarily small.
That
is,
number
given an arbitrary
e,
we can make
- arc sin
I
I
<<r
;o (i_^2)4
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.
;
That
is
dx
to say
Example
1.
= arc
sin X.
(1-^2)4
/;
Shew that
2x
x
(n l)x
l+oos-4-cos
l-.-.+cos^
n
n
n
lim
Example
2.
sin
If f(x) has ordinary discontinuities at the points a^, a 2 ,

fb
J a
where the limit
is
f(x)dx = \im\
/",-,
(J
taken by making
+
a
8j, 8 2 ,
* Netto, Zeitschrift filr
fa,- 6,
fb
+...+
J a,+e,
...
SK ,
...
aK then
,
f(x)d*\,
J a K +e K
*i, (%, ...
Math, und Phys.
tend to
+0
xl. (1895).
independently.
THE THEORY OF
4 14]
Example
lif(x)
3.
integrable
is
MEM ANN
when a
^x<b
f(x)dx=(p(a,
INTEGRATION
and
if,
when a x < a
65
<6<b
we write
b),
J a
and if/(6 + 0)
exists,
then
^(^ + 8)-<H,A) =/(6 + 0)
lim
Deduce
that, iif(x) is continuous at
Example
6,
Prove by differentiation that,
4.
a continuous function of
-j-
a and
^<j)(x)dx =
If /' (#)
5.
$ (#)
if
is
a continuous function of x and
then
t,
and
^ cb{x)-^dt.
Example
<' (a;)
are continuous
when a^x^b, shew from example
that
r f (x)
Example
is
cj>
Iff(x)
6.
is
J/ecm
The two
(a, c)
4> (6)
-/(a)
(a).
and a ^ 6 ^ c, shew that
/(.) ote
b.
Theorems.
following general theorems are freque'ntly useful.
Let
(I)
range
Fate
f $' (*)/(*) dx=f(b)
integrable in the range
4'14.
dx +
(x)
U and L be the
upper and lower bounds of the integrable function /(#) in the
(a, b).
Then from the
definition of
an integral
it is
obvious that
b
f{U-f(x)}dx,
are not negative
{f(x)-L}dx
J a
J a
and so
U(b-a)^( f(x)dx^L(b-a).
This
is
If f(x)
known
is
Mean Value
as the First
continuous
we can
find a
Cb
/:
If
F(x) has a continuous
a-^^b
and such that/() has
Therefore we can find such that
f{x)dx = {b-a)f{).
F'
(x) in
the range
(a, b),
we
have, on
F(b)~F(a) = (b-a)F'()
some value
of such that
Example.
lif(x)
is
such that
( 3-63).
differential coefficient
writing F' (x) for fix),
for
number
U and L
any given value lying between
Theorem.
a ^ ^ b.
continuous and
(b
(x)
^ 0,
P f{x)<t>(x)dx=f{$
shew that can be found such that

r<t>(x)dx.
'
J a
W. M. A.
(i
THE PEOCESSES OF ANALYSIS
66
Let/(#) and
(II)
that a
number
exists
and let <b(x) be a positive

Second Mean Value Theorem is
be integrable in the range
4>(x)
Then Bonnets* form of

such that <<&, and
decreasing function of x.
f(x)cf>(x)dx=cf>(a)
(a, b)
the
f(x)dx.
la
[CHAP. IV
J a
sum
For, with the notation of 4'1-4'13, consider the
p
s=l
Writing (xs -x8 _ 1 )f(xs _ 1 ) = a
0(ft_i)
+ i + ... + a8 =6 we
8 _i,
have
8,
p-i
Each term
the summation
in
writing 6 for 6 S _ 1;
by writing
increased
is
be the greatest and least of
if b, b
and decreased by
and so b(jj ^S^b(j)
b for bs _ 1
b\, ...
&_i
m
Therefore
lies
between the greatest and
sums
least of the
(x
2 {x xs _ l )f(xs _
1)
s=l
where
m=l,
But, given
2, 3, ...p.
f,
we can
find 8 such that,

x
p
I
[ p
2 h-^-ii/fe-lJ'/ife-l)=l
f(x)<j>(x)dx <e,
*o
./
0(#o
fx m
-tf8 _i)/(#s _i)-0(#o)
(tf s
s=l
and
so,
when xa -xs _i<8,
writing a, b for
we
.ic,,,
find that
f{x)
/(#)<&<,
a:o
{x)
dx
lies
between the upper and
J a
lower bounds oft 0(a)
U and L
Let
Then
f(x)dx2e, where
may
|i
be the upper and lower bounds of
(a)
take
all
values between a and
6.
'/(#) dx.
la
ft
+ 2e >
f(x)
Since
(a)
bounds, there
/ (#) efa; gws
is
some value
proves the Second
Example.
By
function of t takes
say, of j for
writing
(x)
(6)
^ |(x)
dx.
This
Mean Value Theorem.
value theorem, shew that
such that a
( f(x)<b(x)dx^Z.
if
(x)
is
in place of
(x) in
Bonnet's form of the mean
a monotonic function, then a
number
exists
and
b
J(x)<t>(x)dx = 4>(a)
^J(x)dx + <$>{b)
f(x}dx.
(Du Bois Reymond.)

* Journal de Math. xiv. (1849), p. 249.
The proof given
due to Holder, Gott. Nach. (1889), pp. 38-47.
By
4-13
example
6, since
f[x)
is
bounded,
'
is
f(x) dx
a modified form of an investigation
is
a continuous function of &.
4 '2]
THE THEORY OP RIEMANN INTEGRATION
4'2.
Differentiation of integrals containing
The equation*
Riemann
integral with respect to x
x and
For
true if f(x, a) possesses a
is
fa ( = ~-
and
dx
is
J
continuous function of
a,
the
-/X^+ A) -/(,,
= Km
But, by the
limit exists.
^- dx
a.
f J/(*,
) a
da
a parameter.
df
f(x, a) dx
-j-
both'f the variables
if this
67
mean
first
second
value theorem, since
integrand
is
a (x,
fa
is
where
6h),
But, for any given
e, a number 8 independent of x exists (since the conuniform | with respect to the variable x) such that
tinuity of
a is
|/a
a < 8.
Taking A < 8 we
whenever
a'
-fa (x,
O, a)
a)
<
e/(&
a),
see that
f{x, + h)-f(x,a)
dx _
6h
<
8,
and
t*^ a)dB
so whenever
\h\<
8,
^ f |/.(*, *+**)-/.(*,
<
a)
cfe
e.
Therefore by the definition of a limit of a function
32),
'
um fy(.+q-/(*"> (to
exists
and
is
equal to
J
Example
coefficients,
fa dx.
If a, 6 be not constants but functions of a with continuous differential
1.
shew that
Taf/^ ")^=/( 6
Example
a
'
)S-/("'
â + fja^
fb
If f(x, a) is a continuous function of both variables,
2.
f(x, a)dx
is
7 a
*
t
5
This formula was given by Leibniz, without specifying the restrictions laid on/(x, a).
(x, y) is denned to be a continuous function of both variables if, given e, we can find
<t>
such that
that
a.
if
<t>
<p{x', y')
(x, y) is
-<p(x, y)
a Cartesian diagram,
it
is-
<e whenever
{(x'
- x) 2 +
(y'
- j/) 2 }2<8.
It
can be shewn by
uniformly continuous throughout the region (the proof
identical with that of 3 61).

-
of each variable,
3-6
a continuous function of both variables at all ^points of a closed region in
it is
It
should be noticed that,
if </>(x,
not necessarily a continuous function of both
*^V) = W^'
is
almost
y) is a continuous function
as
an example take
*(0,0) = 1;
and of y at (0, 0), but not of both x and y.

would have been sufficient to assume that / had a Eiemann integral
and was a continuous function of a (the continuity being uniform with respect to x), instead
of assuming that / was a continuous function of both variables. This is actually done by
Hobson, Functions of a Real Variable, p. 599.
this is a continuous function of x
X It
is
obvious that
it
52
[CHAP. IV
68
Double integrals and repeated integrals.
43.
Let/ {x,
y) be a function which
variables x and y,
By
4-2
j U
both
a^y $ fi.
when a^x^b,
example 2
it is
continuous with regard to both of the
is
clear that
f{x, y) dy\ dx,
These are called repeated
exist.
|J
{at,
y) dx\ dy
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 TJm ^, Lm ^ be the upper and lower bounds of f{x, y) in one of the
and let
smaller rectangles whose area is, say,
m<)L
n
n = l
;u.
m=l
=l
(i
=l
s, which
, and, as in 411, we can find numbers Sn>v
and upper bounds of SnyP s, respectively, the values of
Sn, v, $n,v depending only on the number of the rectangles and not on their
We then find the lower and upper bounds {S and s)
shapes; and ^_n ,v^-s n v
respectively of $,,,, sn ^qua functions of n and v; and S, h ^ S > s S= s,h , as in
Then
$_
>s
TCj
are the lower
411.
Also, from the uniformity of the continuity of f{x, y), given
e,
we can
find
8 such that
(for all values of
and
whenever the
fi)
sides of all the small rectangles are
than the number S which depends only on the form of the function f{x, y)
and on e.
less
Sn v
And then
and
s are
<
of
S and
e,
a)
(/S
a)
(/S
a).
e (b
e {b
independent of
The common value

is
Ss<
so
But S and
sn
and
so
s is called
a),
s.
the double integral of f{x, y) and
written
f(x,y)(dxdy).
J
It is easy to
when
a.
shew that the repeated
integrals
and the double integral are
f(x, y) is a continuous function of both variables.
all
equal
3,
For
as
THE THEOEY OF RIEMANN INTEGRATION
4 "4]
let
Ym A m be
,
the upper and lower bounds of
#m _i and xm
varies between
2 Y m (x m - xWr.{j
Then
ml
>
-in
dx >
A3
f\x,
\\
\J "
J a
2 \ m {xm - #m-i)-
y) dy\
m=l
But*
69
D"m ,M(yi^-yf.-i)^Y
m >Am > 2 i^M^-y^-i)n=l
(1-1
Multiplying these last inequalities by xm -xm _ t using the preceding inequalities and
',
summing, we get
2
m=\
and
Um,nA mjli2t
f{x,y)dy\dx~ 2
J a
/*=1
"
\J
m=l
2 L^,,A m ^;
p.=l
proceeding to the limit,
so,
S=s=
But
and so one
is
equal to the double integral.
If/ (x, y) be a continuous function of both
Corollary.
dx
/o
jj o
V(*>
y)
rf
3/|
=
J
% |/
variables,
"/(*> y) dx
\
Infinite integrals.
If lim
question
Similarly the other
of the repeated integrals is equal to the double integral.
repeated integral
44.
f(x,y)(dxdy),
a J a
/()
called
is
an
da;) exists,
we denote
it
by
f(x) dx; and the limit in
infinite integral f.
Examples.
r^ =
(1)
/"
(
2)
i ini
xdx
p_na.
(
Jtf^Wf= J,
By
integrating
(,
1
1 \
= 1
" 8(6*+^) +
2^J &?'
/CO
(3)
Similarly
f{x)dx
f
of
is
we
is
define
defined as
a matter of
by
parts,
f(x)dx
to
shew that
mean
f(x)dx+J
tK e~ t dt
lim
f(x)dx.
= n\.
f(x)dx,
In this
if
(Euler.)
this limit exists
and
last definition the choice
indifference.
The upper bound of f{x, y) in the rectangle A m ^ is not less than the upper bound
rectangle.
oif(x, y) on that portion of the line x = which lies in the
Math. Soc. xxxiv. (1902), p. 16, suggests the
f This phrase, due to Hardy, Proc. London
analogy between an infinite integral and an infinite series.
*
$,
'
70
4'41.
[CHAP. IV
of continuous functions.
Conditions for con-
integrals
Infinite
vergence.
A necessary and
that, corresponding to
any positive number
e,
f(x) dx
convergence of
sufficient condition for the
a positive
number
is
should
fa"
dx <
exist such that
whenever
J x'
x"
The condition
is
>x'>X.
obviously necessary
to prove that
it is sufficient,
suppose
ra+n
it is satisfied
then, if n
^ X - a and n be
Sn =
a positive integer and
f(x),
J
we have
Hence, by
e.
tends to a limit, S; and then,
Sn
2'22,
Sn+P Sn \<
if
> a + n,
a+n
S-
8-\
f{x) dx
f(x)dx
dx
J a-\-n
<%
and
f{x) dx = S; so that the condition
lim
so
Uniformity of convergence of an
4'42.
The
f(x, a) dx
integral
J
in a given
number
e,
is
infinite integral.
said to converge uniformly with regard to a
domain
of values of a
there exists
a number
corresponding to an arbitrary positive
if,
X independent of a such that

f(x, a) dx
for all values of a in the
The reader
4'41
is sufficient.
will see
domain and
all
<
values of x
> X.
without difficulty on comparing
that a necessary and sufficient condition that
converge uniformly in a given domain
number
e,
there exists a
number
2'22
and 3 31 with
-
/ (x,
a)
that, corresponding to
is
dx should
any positive
X independent of a such that'
I'x''
f(x, a)dx
for all values of a in
443.
the domain whenever x"
Tests for the convergence of
There are conditions

to those given in
The
<
for
an
> *' > X.
infinite integral.
the convergence of an infinite integral analogous
Chapter II
for
the convergence of an infinite
following tests are of special importance.
series.
4'41-4*43]
Absolutely convergent integrals.
(I)
may be shewn
It
71
f(x)dx
that
a
certainly converges if
\f{x)\dx does so; and the former integral

J
The proof
said to be absolutely convergent.
Example.
then
is
The comparison
similar to that of 232.
is
and
If \f(x)\^.g(x)
test.
g{x)dx
converges, then
J i
/QO
f{x) dx converges absolutely.

[Note.
f
I
It
was observed by Diriehlet* that
f{x)dx that f{x)-*-0
as ^--oo
the reader
not necessary for the convergence of
it is
may
see this
by considering the function
J a
f(x) =
{n^x^n + l-(n+l)- 2
f(x) = ( n + l)i(n+l-x){x-(n + l) + (n + l)-
where n takes
all
(n +
2
}
),
l-(n+l)- 2 x^n + l),
integral values.
/-n+1
/ f(x)dx
increases with
and
f{x)dx=\{n + l)- i
whence
it
follows
It
without difficulty that
But when
f(x) dx converges.
x=n + \ -\
(re
+ 1) -2
f(x) = ^
J a
and
so fix) does not tend to zero.]
The Maclaurin-Cauchyf
(II)
Too
If
test.
f(x)>0 and f(x)^0
steadily,
ao
f(x) dx and 2 f(n) converge
or diverge together.
M=l
J 1
/m+l
m
n
m=\
The
first
+l
fn+J
f(x)dx^ 2
2 f(m)^\
and so
fix)dx>fim + l),
inequality shews that,
if
the series converges, the increasing sequence
fix)dx converges (2-2) when n-x> through
without
difficulty that
f(m).
m=2
f(x)dx converges when
integral values,
xf
-*>; also
if
and hence
it
follows
the integral diverges,
so does the series.
The second shews
that
if
the series diverges so does the integral, and
converges so does the series (
(III)
Bertrand'sX
if
the integral
2'2).
test.
If
f(x)
= O^"
f(x)dx converges when
),
J
tat,
\<
and
if f(x)
f(x) dx converges when X <
(x~ x {log x}*- 1 ),

J
0.
These results are particular cases of the comparison
test given in (I).
* Dirichlet's example was (x) = sin a 2 ; Journal filr Math. xvn. (1837), p. 60.
/
makes a verbal statement practically equivalent to this
t Maolaurin [Fluxions, i. pp. 289, 290)
Oeuvres
his
in
given
(2), vn. p. 269.
is
result
Cauchy's
result.
vn. (1842), pp. 38, 39.
Math.
de
Journal
X
72
Chartier's test* for integrals involving periodic functions.
(IV)
/()
J
x -*
steadily as
-*
If f(x)
then
[CHAP. IV
dx
(%)
<j>
is
and
oo
if
dx
(x)
<f>
is
bounded
x ->-
as
oo
convergent.
a
fx
For
the upper bound of
if
dx be A, we can choose
(x)
X such that f(x)<e/2A
J a
when ^
^ JT
and then by the second mean value theorem, when x" ~^x"^X, we have
X
I
f
J
f(x)(j)(x)dx
f(x')( (j>(x)dx\=f(x')\
In/
x'
which
<t>(x)dx-[
I
J a
Âf{xf)<e,
cj>{x)dx
J a
the condition for convergence.
is
Example
1.
Example
2.
sin (a?
- ax) dx
Be
la
ValUe Poussin's
an
a)\<
of values of a if \f(x,
where
/m(x),
/n (oc)
will easily see
by using
/co
of a and
infinite integral^.
f(x, a) dx converges uniformly with regard
the reasoning of 3 34 that
domain
The reader
test\.
to a in a
converges.
Tests for uniformity of convergence of
4'431.
(I)
dx converges.
/ o
dx converges.
[For, choosing
//.(#) is
independent
ras"
p,(x)dx<e
so that
J a
J %'
when x"^x' >X, we have
<
f(x, a)dx
and the choice of
e,
is
inde-
J x'
pendent of
a.]
Example.
lÂ^B.
may
Jo
We
any interval
(A,
B) such that
be illustrated by an example.
r sina
Consider
_,.
in
The method of change of variable.
(II)
This
x a-~ 1 e~ x dx converges uniformly
Jo
V'~ v
a is real.
/"
have
J x'
Since
r.v*
f x " sin
So
a.
dx
sin ax
'^'
'
'
dx where
dx
ax " sin
y
- dy.
I
1
1 ax
Y such that
converges we can find
r Îdy
y
Jv>
< e whenever
ax'
|
>
Y;
f*' sin
J X'
'"'
if
dx
> S > 0,
we
<ewheny"^y'^Y.
therefore get
<e
* 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.
The
results of this section
and of
4-44 are due to de la Valine Poussin, Ann. de la Soc.
Scientifique de Bruxelles, xvi. (1892), pp. 150-180.
J This
name
is
due to Osgood.
4'431, 4'44]
when x" ^ x' > X= Y/8
Example,
sin
values of
and this choice of

and when a ^ - 3 < 0.
^>
uniform when a
(PW) dpi dx
independent of
is
73
So the convergence
a.
is
uniformly convergent in any range of real
is
a.
(de la Vallee Poussin.)

/a-.r'
z~ i sin zdz\ does not exceed a constant indeo
,-oc
pendent of a and x since
*-i sin zdz converges.]
/ o
The method of integration by parts.
(III)
If
and
if
cf>
f{x, a)dx = (j)
a)--0 uniformly as ^-oo
{x,
and
to
a,
then obviously
ofo
'
/(#, a)
(x, a)
(#>
% ix
a)
<
dx
a)
dx converges uniformly with regard
converges uniformly with regard to
a.
J a
The method of decomposition.
(IV)
/"
Example.
C0S
D "*
^=4/" sin (g + 1} * dx +
jfc
^^
dx;
both of the latter integrals converge uniformly in any closed domain of real values of
a from which the points
f(x, a) dx converge uniformly when
Let
Then, if fix, a)
lies
in a
domain
S.
is
a continuous function* of
xâ
and
a.
For, given
e,
we
c'an find
X independent of
a,
such that
f(x,
a.)
dx
<
%^X.
whenever
Also
lies
a continuous function of both variables when
is
f(x, a)dx
in S,
J
a.
infinite integrals.
are excluded.
Theorems concerning uniformly convergent
4'44.
(I)
a= 1
we can
find 8 independent of x
and
a,
such that
\f(x, a )-f(x,a')\<e/(X-a)
whenever a
|
That
is
<
to say, given
f{x, a) dx
'
8.
e,
we can
find 8
independent of
fix, a))dx
{f(x, a)
such that
a,
f(x,
a')}
dx
n.
f{x, a')dx
f(x, a)dx
<3e,
whenever a
|
a <
|
and
* This result is due to Stokes.
of a
if it
does not
'
this
is
the condition for continuity.
His statement
converge infinitely slowly.'
is
that the integral
is
a continuous function
74
a) satisfies the
If f (oo,
(II)
when
Aâ^B,
by
same conditions as in
(I),
and if a
lies in
then
For,
[CHAP. IV
f(x, a) dx da
f{x, a) dx> da
f(x, a) da[ dx.
4-3,
fix, a) da> dx.
Therefore
da
fix, a) dxi
fix, a) dal dx
\j
fi> a)dx\da
< (*eda<e(B-A),
A
for all sufficiently large values of .
But, from
21 and
4-41, this is the condition that
lim
fix,a)da\dx
\\
f-^-oo J a (J
should
exist,
and be equal
The equation
when x * a and a
and the integrand
a domain S, and
lies in
be a point of S, and
let
and
if
is
Ji
J- dx
f(x,
therefore, since
a)
rf~
convergent.
left is
-~-=f{x,
a),
so that,
f(x, a)da=<$>
(x, a)
is
4'13
by
(j)
(x,
a)dx converges, so does
J a
Then
the integral on the
if
a continuous function of both variables,
the integral on the
day dx converges, that
< {x,
true
is
Oa.
n.
Oa
Then
J a
p.
Let
TOO
a)dx=j
<(.,
da-
^'f
**0O
-jOjCL
right converges uniformly
f(> a )
Corollary.
to
3,
A).
{<$>
example
<j>
(x, a)
(x,
A)
<j)
(x,
A)} dx converges,
dx.
J a
$ (*>
a)
^x \~
~J~
(*>
a )~4>
(#>
A)}dx
=e[{/>* >*}*]
=
fix,
a)dx=
J a
which
is
the required result
3.
a.
Jr^dx,
3a
'
the change of the order of the integrations has been justified
above, and the differentiation of
example
with regard to
*a is justified
by
4-44 (I)
and
4-13
THE THEORY' OF RIEMANN INTEGRATION
4-5,4-51]
Improper
45.
If
I
fip)
>
Principal values.
integrals.
rb
x * a
oo as
then
0,
f{x) dx
f(x) dx
lim
S--
written simply
this limit is called
75
may
and
exist,
is
a+S
an improper integral.
J a
If \f(x)
> oo
c,
as x
lim
may
exist;
integral
B, 8'
>
this
it
f(x)dx
also written
is
a< c < 6,
where
then
lim
f(x)dx
f(x)dx, and
also called
is
might however happen that neither of these
an improper
limits exists
when
independently, but
f(x)dx+\
lim |l
5-.-+0 (J a
f{x)dx\
e+S
fb
exists
this is called
'
Cauchy's principal value of
for brevity
But
convergence,
is
written
Results similar to those of

integrals.
'
f(oc) dx.
/(*) dx and
that
all
(ii)
is
4 4-4'44
-
may be
required in practice
is
obtained for improper
(i)
the idea of absolute
the analogue of Bertrand's test for convergence,
(iii)
analogue of de la Vallee Poussin's test for uniformity of convergence.

construction of these
is
to the
left
reader, as
is
also
the
The
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 x dx
is
an improper
integral.
J o
(2)
xK_1 (l-^)*
1-1
dx
is
an improper integral
if
0<X<1, 0<^<1.
It does not converge for negative values of X and

2
x*~ l
dx
/ lx
is
/*.
the principal value of an improper integral when
0<a<l.
The inversion of the order of integration of a certain repeated
4"51.
integral.
General conditions for the legitimacy of inverting the order of integration when the
integrand
The
is
not continuous are
following
is
difficult to obtain.
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
Real Variable. The connexion between infinite integrals and
improper integrals is exhibited by Bromwich, Infinite Series, 164.
*
to Pierpont's Functions of a
76
and
Let f{x,y) be a continuous function of both variables,
<v^1
CHAP.
0<X<1, 0<^^1,
let
then
Y"
dx \F~J **"
-*-y)'-7te
(l
dy}
y)
-1
{/P^V
dy
i\
(i-x-yy- 1 f(x,y)dx
first employed by Diriehlet, is of importance in the theory of

the investigation which we shall give is due to W. A. Hurwitz*.
This integral, which was

integral equations
Let
l-1
a/
-1
~x
- x -y) v
(1
f (x,y) = ix,y)
and
M be the upper bound of \f{x,y)
let
\.
Let 8 be any positive number less than ^.
Draw
the triangle whose sides are
this triangle
{x,
A-25
by
<> (
t
\js
x >y) dy\
at
points on and inside
all
4 3 corollary,
A-2S
fi-x-S
dx
= 8, y = 8, x+y = \- 8
a;
continuous, and hence,
is
y)
fl-y-S
dy\L
&
<t>(.
x>y) dx j-
Now
A-25
dx!
fl-x
A-28
-I
I1=
where
fi-x-S
dx
(f)(x,y)dyV=
72 =/
<t>{x,y)dy,
\h\^F
<j>
A-2S
l1 dx+
hdx,
y) dy.
(x,
1XS
Mx^~ x y~ x (l-x-yj' 1 dy
^Mx*' 1 (l-x-Sy 1
F f-
(l-x-y)"- 1 ^(l-x-B) " 1
dy,
since
Therefore, writing
^J^V -1
Ix dx
<
will
Hence J
j^
fis
>-
xK
,
J/8" M -i (1
<J/8
The reader
- 1,
{l-x-bf' x dx
x+ "" 1
8)
(l-8)
A+I'- 1
a^ -1 (1
.B(X,
dx
< (x,
y) dy}
lim
=
Annals of Mathematics,
A-1
i!:
(l-a; 1 )'-
da; 1
Jo
J The repeated integral
f
~x
|^" 1
1
2/'
writing y = (l -),;
-a-i)"-
da;
r)^0as8^0.
prove similarly that I2 ^-0 as 8^-0.

'
j^ dx
A-28
x = (1 - 8) #i, we havet
fist
/
fl-x
fS
JO
But
A-2
y) dy\
< (x,
j'~ X
<
(a,-,
j
(
y ) dy}
fl-x-8
]o/r
^{/r~^ ^^
(
)fl?
4'
ix. (1908), p. 183.
=B
exists,
(\, )
and
exists
is,
if
\>0, v>0
4-5
example
2).
in fact, absolutely convergent; for

r
i
(l-a - 2/ )--l/(a;> 2/)^|<iH^- 1 (l- a; )''H''-l r s ^-l
:
and^
integral exists, its value
Jfa*-i
which
is
+-l
(1 - r
lim
~*
& JVl<l -,)-!&
may
be written lim
P"
24
(1
exists.
_ s) ^-l
And
dS(
since the
THE THEORY OP RIEMANN INTEGRATION
4'6]
by what has been already proved

integral
but,
of work, the last
is
L dV
We
by a precisely similar piece
77
4>{x,y)dx\.
\j
have consequently proved the theorem in question.
Corollary,
Writing = a + (b-a)
x,
r)
= b-(b-a)y, we
see that, if
<j>
rj)
(,
is
con-
tinuous,
= //,||](f-a)*- 1 (6-,r" 1 ('J-f)'" 1 *tf, ?)*}

This
is
[Note.
Lecons sur
called Dirichlet's formula.
What
are
le calo.
now
inf.
The
Maclaurin (1742).
called infinite
and improper
integrals were defined
by Cauchy,
1823, though the idea of infinite integrals seems to date from
was employed by Chartier
test for convergence
(1853).
Stokes
(1847) distinguished between 'essentially' (absolutely) and non-essentially convergent

integrals
though he did not give a formal
definition.
Dirichlet in 1854 and 1858 (see his Vorlesungen, 1904,
was given by
Such a
definition
p. 39).
In the early part of the
nineteenth century improper integrals received more attention than infinite
probably because
was not
it
fully realised that
an
integrals,-
infinite integral is really the limit
of an integral.]
46.
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/(.s),
(= P
+ iQ), be a function of a complex
along a simple curve
AB
in the
variable
z,
which
is
continuous
Argand diagram.
Let the equations of the curve be
= x (t),
x(a) + iy(d) = z
= y(t)
(a < f ^ b).
x(b) + iy(b) = Z.
Let
Then
if-f-
x(t), y(t)
y
,
have continuous
f(z) dz taken along the simple curve
The 'length'
of the cu,rve
dec
It obviously exists if -j-,
AB
will
differential coefficients]:
define
AB to mean
be defined as
cLxi
--
we
are continuous;
*J Sf + (^J dt
we have thus reduced the
discussion of a complex integral to the discussion of four real integrals,
/>* i>P>'
*
so
f.*
/>
dt
treatment of complex integration based on a different set of ideas and not making
concerning the curve AB will be found in Watson's Complex Integration
many assumptions
and Oauchy's Theorem.

This assumption will be
J Cp. 4-13 example 4.
J-
viz.
made throughout
the subsequent work.
78
By
4'13
when
integral
[CHAP. IV
example 4, this definition is consistent with the definition of an

AB happens to be part of the real axis.
f(z)dz=-j
f(z) dz, the paths of integration being the
same (but
in
opposite directions) in each integral.

fz
/
dz=Z-
zdz
jl
J zo
=\[{
t-yi +i (x t + yf)} dt
The fundamental theorem of complex integration.
4"61.
From
4'13,
the reader will easily deduce the following theorem
Let a sequence of points be taken on a simple curve z Z; and let the first
n of them, rearranged in order of magnitude of their parameters, be called
z n m (z {n = z z n+1 w = Z)\ let their parameters be t^>, 4 mi
>
and
when n > jV",
that,
whose parameter
tr*
tr
lies
between
arbitrarily small
An
4 62.
-
<
tr
r= 0,
for
S,
,
tr+1
by taking n
upper limit
<n
>)
[*/(*)
the
'
length
to the
4"7.
Integration of infinite series.

shall
f/(*)
now shew
dz
that
Mi
all
dt
cannot exceed Ml.
if
S (z) = u
vergent series of continuous functions of

some region, then the series
(where
+i
0) dz+
(z)
z,
+ u2 (z) +
sum
J c
S(z)dz.
. . .
is
for values of z
u2 (z)dz +
a uniformly con-
contained within
...,
the integrals are taken along some path
vergent, and has for
of the curve z Z.
'
is
We
value of a complex integral.
That
to say,
N such
M be the upper bound of the continuous function \f{z)
is
find
be any point
.<">
sufficiently large.
dt
J z
Then
where
we can
8,
n; let
1, 2, ...,
then we can make
{u)
(W> - ^)/(r
I
r=0
Let
number
the sequence be such that, given any
let
in the region) is con-
>
4-61-47]
79
For, writing
8 (z) = u
(z)
+u
(z)
+ ...+un (z) + R n (z),
we have
8{z)dz=\ u1 (z)dz+
Now
since the series is uniformly convergent, to every positive
there corresponds a
Rn (z) <
I
Rn (z)dz.
un (z)dz+\
...+
number r independent
of
z,
such that
when
number
s^rwe
have
for all values of z in the region considered.
e,
Therefore
if I
be the length of the path of integration, we have
/c
Therefore
modulus
the
Rn (z) dz
the
of
4'62)
<el.
between
difference
S (z) dz and
Jo
n
m=lJ C
um
(z)
dz can be made
sum
its
is
As
may
in 4 '44 corollary, it
2
ti=o
dk
az
2,x{n{n + \)wi i x 2 l}cos# 2
+ n2 sin2 x*} {1 + (n + l) 2 sin2 x2 }
is
2,rmcosa; 2
and the sum of n terms
is
2x cos x 2
Hence the
2,
'
a;
therefore
where m=l,
+ 1)cos^-2
+ (?i+l) 2 sin 2 2
2(m.
l+n. 2 sin 2 a; 2
+ sin3 ^; 2
2x(n+l)coax2
+ (?i+l) 2 sin2 #2
'
series is absolutely convergent for all real values of

...
x except *J(mir)
but
^ W._.
if
'
is real.
The nth term
and
convergent.
<
bIj {1
which x
left is
Consider the series
1.
"
in
i
is
be shewn that*
the series on the right converges uniformly and the series on the
Example
um (z) dz
J,(i)=
j
az n=a
if
S(z)dz.
J
Corollary.
This proves both that the series
sufficiently large value.
convergent, and that
than any positive number, by giving n any
less
2#(TO+l)c os,r 2
i + ( n + i7isrp
_1
be any integer, by taking * = ( + 1) this has the
x=0.
limit 2 as m-*co
The
series is
therefore non-uniformly convergent near
is
*fW
means lim
'
~^
*
where
fc--0 along a definite
modified slightly in 5-12 in the case when /()
is
simple curve; this definition
an analytic function.
80
2 1* f*os
Now
sum
the
to
the
sum
to infinity of the series is
of the series
of the first
is
arc tan {sin
n terms
S1U
x\ On the
and so the
integral from
to
x of
oc
sum
other hand, the
of the integrals from
of the series is
arc
and as
~\~
[CHAP. IV
tan {sin x } - arc tan

2
{(
1) sin
x2 },
tends to arc tan {sin x2} ^n.
n-*-<x> this
Therefore the integral of the
sum
of the series differs
from the sum of the integrals of
the terms by \v.
Example
Discuss, in a similar manner, the series
2.
2e n x{\-n(e-l)
n(n + l){l +
M=l
+ en + x2}
1
n 2
n + 1 x'i
e x ){l+e
)
for real values of x.
Example
Discuss the series
3.
%+W
+ M3+---,
where
,
for real values of
The sum
of
is
z.
= ze-*2
un = me-* -
(ra
- 1) ze-f"- 1
22
,
z.
of the first
- "*2
is raze
,
n terms
so the
Since the terms u are real and ultimately
sum
to infinity is
all of
for all real values
the same sign, the convergence
absolute.
In the series
/u^dz+l
the
is
sum
of
n terms
is
-J
(1
e - 22 ), and
not equal to the integral from
The explanation
convergence near
4.
this tends to the limit \ as n tends to infinity
sum
of the series
2 n
this
of this discrepancy is to be found in the non-uniformity of the
= 0, for
the remainder after n terms in the series u 1
and by taking z=n~ we can make
Example
Jo
to z of the
series is therefore
u 3 dz + ...,
ii^dz+l
Jo
this equal to e
non-uniformly convergent near
Compare the values
/Z
{
\
which
is
+ u2 + ...is nze~nz
not arbitrarily small
'
i
;
the
= 0.
of
W
2 u n \ dz
U=i
-1 'n
OO
"I
and
fz
2 /
n=lj
u n dz,
o
where
2(n+l) 2 z
2m 2 z
n
(l
+ V)log(+l)
{l
+ (B + l)V}logO + 2)'
(Trinity, 1903.)
REFERENCES.
Riemann, Ges. Math. Werke, pp. 239-241.
Lejeune-Dirichlet, Vorlesungen. (Brunswick, 1904.)
G. F. B.
P. G.
Meyer, Bestimmte Integrate. (Leipzig, 1871.)

E. Goursat, Cours d' Analyse (Paris, 1910, 1911), Chs. iv, xiv.
F. G.
C. J.
Ch.
E.
de la Vallee Poussin, Cours d'Analyse Infmitesimale (Paris and Louvain, 1914),

vi.
W. Hobson,
T. J. Pa.
Functions of a Real Variable (1907), Ch. v.
Bromwioh, Theory of Infinite
Series (1908),
Appendix
in.
the theory of riemann integration
81
Shew
1.
that the integrals
sm(x2 )dx,
cos(x 2 )dx,
x exp ( -
converge.
is
be
dx
Du
Bois Keymond.)
the integral
real,
(Stokes.)
a.
Discuss the uniformity of the convergence of
3.
sin 2 x)
and
(Dirichlet
If a
2.
ofi
x sin
- ax) dx.
(x 3
Jo
3 l#sin (x3 -ax)dx =
-(- +^-j)cos
(zP-ax)
/(i + fi) (** - ax) dx + 1 a* j
Sm(
~^ dx.
(de la Vallee Poussin.)
Shew that
4.
of values of
exp [ -
e (x s
- nx)] dx converges uniformly
in the range
fyr,
%n)
(Stokes.)
a.
5.
Discuss the convergence of
6.
Examine the convergence
'
r-^- when
Jo l+a-'Isin^lP
|
n,
, p
"> v >r
are r
positive.
(Hardy, Messenger, xxxi. (1902),
r/I_I
Jo \x
p. 177.)
of the integrals
-* +
_L\^
l-e*J r>
sin (.+**)
**
(Math. Trip. 1914.)
Shew that
7.
dx
-^
exists.
x 2 (sin x)^
Shew that
8.
x~ êsinx sin 2xdx converges
if
a >0, ra>0.
(Math. Trip. 1908.)
J a
If a series
9.
in an interval,
# (z) = 2 (c c^ + i) sin
shew that g
7T
(z)
is
-.
sin
(2v
+ l)
tt?,
(in
which
=0), converges uniformly
x
the derivative of the series/ (z) = 2
irz
sin 2virz.
v== i
(Lerch, Ann. de V&c. norm. sup. (3) xil. (1895), p. 351.)
Shew that
K).
"...
f f^-^
and
f "...
^dx
...dx n
^"n
converge
11.
a>\n and
when
a _1 + /3 _1 + ...+X _I
<1
If f(x,y) be a continuous function of both
(Math. Trip. 1904.)
respectively.
x and y in the ranges (a^x^.b), (a^.y^b)
finite number of curves, with

continuously turning tangents, each of which meets any line parallel to the coordinate axes
has ordinary discontinuities at points on a
except that
it
only a finite
number
of times, then
f(x, y)
dx
is
y.
J a
/Oi 6j
8], S 2 ,
... i, e 2
>
fa2 S 2
fb
+...+
{/(>
2/
+ A) /(a
y)}dx, where the numbers
are so chosen as to exclude the discontinuities of f(x,
range of integration
w. M. A.
a lt a 2
...
being the discontinuities off(x,
y).]
y+h) from
the
(B6cher.)
CHAPTEK V
THE FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS
TAYLOR'S, LAURENT'S AND LIOUVILLE'S THEOREMS
Property of the elementary functions.
51.
The reader
be already familiar with the term elementary function, as
will
used (in text-books on Algebra, Trigonometry, and the Differential Calculus)

to
denote certain analytical expressions* depending on a variable
z,
the
symbols involved therein being those of elementary algebra together with

exponentials, logarithms and the trigonometrical functions
examples of such
expressions are
z2
log
arc sin z*.
2,
Such combinations of the elementary functions of analysis have in common
now be
a remarkable property, which will
Take
as
an example the function
Write
Then,
investigated.
z
.
=/0)-
if
z be a fixed point and if z be any other point,
f(J)-f(s) _e*-er
7
"
z
^
and since the
last series in
-
brackets
z, it follows ( 3 7) that, as z
>z,
we have
-1
z
e*-*
2!
3!
uniformly convergent for
is
all
values of
the quotient
/CO -/()
z'-z
tends to the limit
z
,
uniformly for
all
values of arg (/
z).
This shews that the limit of
/CQ-/(*)
z z
in this case independent of the path by which the point
coincidence with z.
is
It will
be found that this property
elementary functions
*
The reader
namely, that
will observe that this is
3 -1) in this work.
Thus
e.g.
x - iy and
is
if f(z)
z'
tends towards
many of the well-known

be one of these functions and h be
shared by
not the sense in which the term function

|
are functions of z
but are not elementary functions of the type under consideration.
= x + iy)
is
denned
in the sense of 3-1,
FUNDAMENTAL PROPERTIES OF ANALYTIC FUNCTIONS
5 l-5'12]
any complex number, the limiting value
exists and'is independent
The reader
will,
then lim*^
511.
of
of the mode in which h tends
however, easily prove that,
-i-2 is not
83
to zero.
if f(z)=
x iy, where z = x +
iy,
independent of the mode in which A->0.
Occasional failure of the property.
For each of the elementary functions, however, there will be certain points
Thus it does not hold for
z at which this property will cease to hold good.

the function \\{z a) at the point z a, since
a-ô
and **
= a.
z = 0.
when
does not exist
at the point
h\z
Similarly
a
it
+h
does not hold for the functions log z
These exceptional points are called singular points or singularities of the

function f(z) under consideration
at other points f(z)
The property does not hold good
at
any point
is
said to be analytic.
for the function \z\.
Cauchy's* definition of an analytic function of a complex variable.
5"12.
The property considered

definition of
in 5'11 will be taken as the basis of the
an analytic function, which may be stated
as follows.
Let a two-dimensional region in the -plane be given; and let u be a

all points of the region.
Let z, z + Sz be
values of the variable z at two points, and u, u + Su the corresponding values
function of z defined uniquely at
of
u.
Then, if, at any point z within the area, ^- tends to a limit when Sx>0,
Sy>0, independently (where

which
is
Bz
= Sx + iSy),
monogenic or analytic^ at the point.
one-valued at
all
we say
points of the region,
is
said to be a function of z
If the function
is
analytic
that the function
is
and
analytic
throughout the region%.
We
shall frequently use the
word function alone to denote an analytic

work will be almost exclusively
'
'
function, as the functions studied in this
analytic functions.
* See the
memoir cited in 5 2.
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
'
'
X See
'
'
'
'
'
'
5-2 cor. 2, footnote.
62
[CHAP.
84
In the foregoing definition, the function u has been defined only within
a certain region in the z-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
state the definition of analytic functionality in a
now
shall
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 e) such that
<
points z of a region,
z'
whenever z
j
z <
8.
lf{z) is analytic at
consequently write I =
all
Example
Mud
1.
z2 .
(i)
<
when
\z
z\<
cosecz
(z
= nv,
e*
(z=0).
(v)
Example 2. If
shew that
= .-t.'+iy,
{(*-!)*}*
T
2
n any
integer).
(iii)
(2
-=
(iv)
8.
the points at which the following functions are not analytic
(ii)
we
+ ('-*)/' (*) + (*'- *),
a function of z and z such that
is
obviously depends on z;
(z).
/(*')= /(*)
Hence
where v
OZ
(z=2,
3).
v)
= 0,1).
f(z) = u + w, where u,
v, x,
y are
real
and
is
an analytic
function,
du
= dv
5-,
ay
dx
5 13.
An
dv
du
=- =-=-.
oy
ax
/r,.
(Riemann.)
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 /i (z), 8 (8 depending on z) exist
;
such that
\f{z')-f{z)-(z'-z)f {z)\<e\z'-z\
1
whenever z
[
[We
z'
z <
\
write /i
approaches
and
z is a point of the
continuum or
its
boundary.
instead of f'(z) as the differential coefficient might not exist
from outside the boundary so that/i
The above
as well as
(2)
inequality
boundary
is
(z) is
when
not necessarily a unique derivate.]
obviously satisfied for
all
points z of the continuum
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"13, 5*2]
such squares) such that inside or on the boundary of
interiors, or portions of
any part there
one point zx such that the inequality
is
- f{Zl ) - (z' - z,)f (*) < e
\f{z')
is
satisfied
by
85
points
all
z'
Zl
z'
inside or on the boundary of that part.
52. Cauchy's theorem* on the integral of a function round a

CONTOUR.
simple closed curve
a contour
if .4,
B,
in the plane of the variable g
is
often called
be points taken in order in the counter-clockwise sense
along the arc of the contour, and
if
f(z) be a one-valued continuous^

all points on the arc, then the
function of z (not necessarily analytic) at
integraf
ABBA
f(z)dz
f(z)dz
or
J
(O
taken round the contour, starting from "the point

is
and returning
called the integral of f(z) taken along the contour.
integral taken along the contour
other than
We
follows.
shall
is
is
unaltered
if
to
again,
Clearly the value of the
some point
in the contour
taken as the starting-point.
now prove
If f(z)
is
a result due to Cauchy, which
a function of
z,
may be
analytic at all points on\
stated as
and
inside
contour C, then
Jf{CD
For divide up the interior of

axes in the manner of
of regions
513
f(z)dz =
C by lines
Du D
of C; consider
...
parallel to the real
C is
then the interior of
whose boundaries are squares
whose boundaries
0.
DN
Mr
%
Cu C
...
GM and
number
other regions
are portions of sides of squares and parts
f(z)dz+ 2
= lJ(Cn)
and imaginary
divided into a
f(z)dz,
n=lHDn
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
*
Memoire sur
les
sum which
survive are the integrals
integrates definies prises entre des limites imaginaires (1825).
of/0)
The proof
that due to Goursat, Trans. American Math. Soc. i. (1900), p. 14.

for /() to be continuous when variations of z along the arc only are
It
is
sufficient
t
considered.
It is not necessary that /(*) should be analytic on G (it is sufficient that it be continuous
here given
is
on and inside C), but if /(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 f'{z). Riemann's
Goursat's first proof assumed that f(z) was uniformly
proof made an equivalent assumption.
differentiable throughout C.
See 4-6, example.
[CHAP.
86
taken along a number of arcs which together make up C, each arc being
taken in the same sense as in
f(z) dz
these integrals therefore just
make
J (0)
up
f(z)dz.
Ho
Now
consider
f(z)dz=\
(
J (C)
f(z)
{f(z,)
dz.
With the notation
of 5-12,
+ (z-z )f'(z ) + (z-z )v}dz

1
J (C)
{/(*)
But
Jf(Cn)
dz
(*i)}
Jf(Cn)
dz
= [z] Cn = 0,
Now
let
ln
4-6,
since the
be the side of
Then, using
+f
(z
- zi) vdz.
J (^n)
= 0,
zdz
JfWn)
end points of
Cn and A n
Gn
the area of
coincide.
Cn
4-62,
f(z)dz =
zdz
I
J (Cn)
by the examples of
+/' (*)
J (C)
(z
zjvdz
\(z-z,)vdz\
J (CIO
J (cn )
|^|'=6^V2.4^ = 46^1V2.
<6(Zm \/2-|
Cn
In like manner
/(*)<&
\(z-z1 )vdz\
J (D n)
(Z> n )
< 4e (A n +
'
where
An
'
is
ln
"K)
\/2,
the area of the complete square of which
Dn is
part,
ln
'
is
the
and Xn is the length of the part of G which lies inside this

Hence, if \ be the whole length of C, while I is the side of a square
side of this square
square.
which encloses
all
the squares
Ir
Cm "and
=1
f(z)dz < 2
\J(0
Dn
+ %
f(z)dz
=1
J (C)
f(z)dz
J (Dn)
<4 e V2] S A n + 2 A n'+l 2 XJ

=i
(=i
< 4e V2
Now
e is arbitrarily
small,
(Z
and
I, A,
n=i
a).
and
f(z)dz are independent of
e.
J (C)
It therefore follows from this inequality that the only value
can have
is
zero
and
this is Cauchy's result.
which
f (z) dz
5"2]
Corollary
these two paths, then
AZ or ZqBZ.
taken round
Thus,
if
it
two paths z AZ and z BZ from z to Z, and if f(z) is. a

points on these curves and throughout the domain enclosed by
If there are
1.
function of z analytic at
87
all
same value whether the path
/(z) dz has the
of integration is
This follows from the fact that z AZBz is a contour, and so the integral
(which is the difference of the integrals along z AZ and z BZ) is zero.
/(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 whenf(z) is an analytic function in the
sense of 5-12.
Corollary
Suppose that two simple closed curves C and C\ are given, such that
e.g. would be the case if C and C\ were confocal ellipses.
2.
completely encloses Oi, as
Suppose moreover that/(z) is a function which is analytic* at all points on (? and Cj

and throughout the ring-shaped region contained between C and Cj
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
.
I
where the integration
is zero,
this
is
f(z)dz
taken round the whole boundary of the ring-shaped space;

C and Cr the one described in the counter-clockwise
boundary consisting of two curves
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 C Ct C2 ..., and if /(z) be any function of z which
is analytic and one-valued everywhere in this region, then
,
!
is zero,
where the integral
is
f(z) dz
taken round the whole boundary of the region ; this boundary

..., each described in such a sense that the region is kept
consisting of the curves Cq, Cj,

either
always on the right or always on
round
An
is
extension of Cauchy's theorem
at the origin, has been
pp. 365-7).
II.
/(z)
of a person walking in the sense in question
1st.
(1896), pp.
to curves lying on a cone
dz=0,
made by Ravut
Morera, Rend, del
Amer. Math. Soc.
may
the left
the boundary.
{Nouv. Annales de Math.
Lombardo, xxn.
(1889),
(3) xvi. (1897),
and Osgood,
296-302, have shewn that the property
Bull.
f{z)dz =
be taken as the property defining an analytic function, the other properties being
deducible from
(See p. 110, example 16.)
it.
A ring-shaped region is bounded by the two circles z = 1 and z = 2 in the

f dz
where the integral is taken round the boundary
Verify that the value of
Example.
z-plane.
of this region,
*
191,
p.
whose vertex
is zero.
The phrase
'
analytic throughout a region
'
implies one-valuedness
that after z has described a closed path surrounding
function such as log z considered in the region 1

points of the region.'
( 5-12)
that
is
to say
f(z) has returned to its initial value.
z
[
^2
will
be said to be
'
analytic at all
[CHAP. V
88
|z| = l, described in the clockwise

with the circumference |z| = 2, described in the counter-clockwise
for points on the first circumference we write z = e*, and for points on
For the boundary consists of the circumference

direction, together
Thus,
direction.
if
the second circumference we write
= 2e^,
&*
Jo
then 8 and
are real,
<\>
2e*
Jo
The value of an analytic function at a

taken round a contour enclosing the point.
point, expressed as
521.
Let
be a contour within and on which f(z)
Then,
and the integral becomes
is
an integral
an analytic function of
z.
a be any point within the contour,
if
A')
a
z
is
a function of
z,
which
e,
we can
analytic at
is
all
points within the contour
except
= a.
the point z
Now, given
find 8 such that
\f{z)-f(a)-(z-a)f'(a)\ê\z-a\
whenever z a < S
|
r<h,r
with the point a as centre describe a circle 7 of radius

lies wholly inside
being so small that 7
Then
between 7 and
in the space
f(z)dz
J
J
where
and
C and 7
G f(z)/(z
a)
is
analytic,
a <
f(z)dz
Jy z
|
Jy z
'
on
7,
we have
+ {z-a)f'(a)+v(z-a)
z a
f(a)
Jy
and so
fm=f(a)f^
a + f>(a)[dz + fvdz.
c z a
}
Now,
if
z be
J y
on
7,
we may
is
the radius of the circle

<"**
a re19
7,
also,
by
4-62,
re
dz=\
J y
and consequently
ire ie dd
JyZ-a 'I
J(
and
J y
J y
write
where r
by
denote integrals taken counter-clockwise along the curves
But, since z
so,
^f f(z)dz
c z
respectively.
where v <
and
we have
5'2 corollary 2,
ie
'
2*
i\
Jo
ire i6 dd
'0
f
'
vdz <
2-n-r.
dd
2iri,
5"21, 5'22]
f(z)dz
Thus
.,.
89
<
27rre.
/,Y
But the
is
arbitrary
left-hand side
;
that
is
is
independent of
e,
and
must be
so it
zero, since e
to say
\m.
a
i
v
'f(a)=
'
2m J o
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 G, in terms of an
integral which depends only on the value of f(z) at points on the contour
itself.
Corollary.
an analytic one-valued function of z in a ring-shaped region

C", and a is a point in the region, then
If /(?) is
bounded by two curves
C and
^*-if û,
/ (8 )_-L.r
%m a z ~ a
'
where C
is
2iri J c> z
the outer of the curves and the integrals are taken counter-clockwise.
The derivates of an analytic function f(z).
522.
The function /'(z), which
is
the limit of
f(z
+ h)-f(z)
h
as h tends to zero,
/' (z)
is itself
z,
We
/ (z).
called the derivate of
is
shall
and consequently
now shew
that
itself possesses
derivate.
be a contour surrounding the point

within the region in which f(z) is analytic, we have
For
if
/' (a)
lim J
lim
[f
_ r
J_
Now, on
while
G,
f(z)
is
we can take h
|
2-iri]
27rt J
and situated entirely
f(z)dz
a-h
ah
27riA \j c zz
ft ^.o
a,
f(z)dz \
[
J
-a
f(z) dz
nj
c{z-a)(z-a(z a)(z - a h)
/(*)&
_^
f(z)dz
f(*)dz
continuous and therefore bounded, and so

less
than the upper bound
oi
^\z-a\.
is (z
- a)-2
',
THE PKOCESSES OP ANALYSIS
90
Therefore
Then,
if
bounded
is
(z-a)2 (z-a-h)
[chap. V
upper bound be K.
let its
be the length of C,
(z
and consequently
(a)
= ^.
< lim A
|
h)
j^
(2tt)- 1 KI
= 0,
^^
a formula which expresses the value of the derivate of a function at a point

as
an integral taken along a contour enclosing the
From
this
formula
we
have,
f(a + h)-f'(a) _
if
the points a and a
f{z)dz(
2m]
point.
+h
1_
\(z-a-hy
are inside 0,
(z
- a)
2\z-adz
"""
2m j c/^
"
-2ri] c (zây
and
it is easily
seen that
Ah
-a-
(s
+hAh
[f (a + A) /'
Therefore, as h tends to zero, A-1
a)
'
a bounded function of z
is
A) 2
when A < ^
|
(a)}
|.
tends to a limit,
namely
/(*)&
_2_
2m J c (z a)
'
Since /' (a) has a unique differential coefficient,

of a
it is an analytic function
which is represented by the expression just given, is
and is called the second derivate of /(a).
its derivate,
denoted
by/" (a),
Similarly
it
can be shewn that f"(a)
is
a,
possessing
a derivate equal to
2.3
f(z)dz
2m Jc(s-a)
this is
denoted by /'"(), and
general an wth derivate
[n)
is
(a) of
w!
itself
'
called the third derivate of /(a).
/(a)
exists, expressible
by the
And
integral
f(z) dz
2m] c
and having
(z-a) n+1
'
a derivate of the form

(
!)!
<
f(*)dz
2m )c{z- a)n+
the reader will see that this can be proved
by induction without
difficulty.
in
FUNDAMENTAL PROPERTIES OP ANALYTIC FUNCTIONS
5'23, 5'3]
function which possesses a
91
derivate with respect to the complete
first
variable z at all points of a closed two-dimensional region in the 2-plane

therefore possesses derivates of all orders at
523.
Let
Cauchy's inequality for f
(?l)
(a).
Let f(z) be analytic on and inside a

be the upper bound of f(z) on the
I/
circle
with centre a and radius
circle.
Then, by
If/(z)
V
unless/(z) =
or/'
()
S2
z=x Jr iy and V 2 =^2 + 5-5 shew

,
log |/(*)|
4 62,
'
32
analytic,
is
= 0; andV
that
|/(*)|>0
= 0.
(Trinity, 1910.)
Analytic functions represented by uniformly convergent
5'3.
r.
Î*I
<>I<S/
M.n\
Example.
points inside the region.
all
series.
00
Let
2 fn (z)
be
sc
converges uniformly along a
series such that (i) it
=o
contour C,
fn (z) is
(ii)
analytic throughout
C and
its interior.
00
Then 2 /(^)
converges, and
sum
the
of the
series
an analytic
is
=o
function throughout
and
its interior.
00
For
let
a be any point inside
on 0,
let
/ (z)
= <& (s).
=o
if **-JLf
Then
{i/.(,)l-*-
=0 127TIJCc
1
^(bf,
z-a
GO
by*
But
8 4-7.
this last series,
by
consideration therefore converges at
5-21, is
all
/(); the series under
points inside C; let
G (as well as on C) be called < (z). Then the function

has a unique differential coefficient at all points inside C.
But
if
a and a + h be inside
< (g
+ h) - g> (
fl
sum
inside
analytic if
it
(7,
~~
and hence,
its
is
2iri J
as in 522, lim [{< (a
(z)dz
a
(z
a)(z
c
+ h) -
<J>
(a)}
-1
]
h)'
exists
and
is
equal to
h-*-0
* Since
of
-a
1 / ()/( - a)
_1 is
bounded when o
is fixed
follows from that of
2
=0
(*J.
and
2 is
on C, the uniformity
of the
convergence
92
M^
c(z
2tti J
dz
and therefore
<E>
(z)
a)
transforming the last integral in the same way as

00
we
one,
Further, by
analytic inside C.
is
[CHAP.
see that
(a)
<!>'
we transformed
the
first
00
= 2 fn
=0
'
(a), so
2 / (a) may
that
be
'
differentiated
m=0
term by term.'
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
Thus 2
)n
n=\
co
2 (-) n
series
n -
COS
"Y130
~ 1 sin fhx
7i=i
converges uniformly for real values
But the derived
of-.r ( 3'34).
converges non-uniformly near # = (2i+l) n, (m any integer)
the derived series of this,
viz.
) _1 cos nx,
does not converge at
and
all.
n=i
By
Corollary.
sum
3 7, the
of a power series
analytic inside its circle of con-
is
vergence.
Analytic functions represented by integrals.
5"31.
Let f(t,
z) satisfy
of integration (a, b)
the following conditions
and z
is
f and ~- are continuous functions of
(i)
The continuity
(iii)
the variable
Then
lies
on a certain path
t.
dz
f is
(ii)
when
any point of a region
z.
of ~- qua function of z
is
uniform with respect to
t.
f(t, z)dt
unique derivate
J a
is
ÔZ
z.
For,
by
2, it
has the
- dt.
5'32.
Analytic functions represented by
From
4'44 (II) corollary, it follows
infinite integrals.
y.00
that
/ (t,
z) dt
an analytic
is
J a
function of z at
is
all
points of a region
an analytic function of z when

'
(iii)
is
is
if (i)
the integral converges,
(ii)
on the path of integration and z
on
J~^
a continuous function of both variables, (iv)
dz
f(t, z)
is
S,
dt
dz
converges uniformly throughout S.
For
if
these conditions are satisfied
f{t, z) dt has the
unique derivate
ff^dt.
OZ
J a
This might have been anticipated as the main theorem of this section deals with uniformity
of convergence over a two-dimensional region.
5-31-5-4] taylor's, Laurent's
case of very great importance
and
is
liouville's theorems
93
by the integral
dt,
afforded
e~ tz f(t)
Jo
is continuous and \f(t)\ <Ke
where K, r are independent of t;
obvious from the conditions stated that the integral is an analytic
function of z when
(z) ^ n > r.
[Condition (iv) is satisfied, by 4-431 (I),
where f(t)
it
rt
is
since
te
(r_ '' i)(
d converges.]
Jo
Taylor's Theorem*
5-4.
Consider a function f(z), which is analytic in -the neighbourhood of a

a.
Let C be a circle with a as centre in the ^-plane, which does
not have any singular point of the function f(z) on or inside it so that f(z)
point z =
is
and inside
analytic at all points on
Then, by
the circle C.
,,
,,
Let z = a
C.
h be any point inside
we have
5 21,
f(z)dz
7 +
z-a + (z-a)
-
by
on
by
1
R is
the modulus of
not exceed some
<">
(z
5-
ah
- a - h)
f(z)dz.h
\'
J
is
a) n+1 (z
n+ 1
rr
continuous, and
so,
number M.
finite
4 62,
M .2ttR /\h\\ n+1
f(z)dz.hn+l
(z ~
a) n+l (z
h)
\r)
2tt
the radius of the circle C, so that 2-irR
of integration in the last integral, and
cumference of
2^~i J c
where
+ /,,,,(a) + =.
z
3"61 cor. (ii), will
Therefore,
(7,
...
h n+1
+ (z-a)
r^r;
Tn+1 +
hn
is
--'"
r,
2
te s,t,
*,
ix,, x
= f(a)
(a) + j- f" (a) +
+ hf
But when z
hn
dz\-
'
the length of the path
is
R = \z a\
for points z
on the
cir-
G.
The right-hand
side of the last inequality tends to zero as
n >
<x>
We
have therefore
f(a + h)=f(a) + hf(a)+^f"(a)

which we can write
f(z)
= f(a) + (z-a)f (a) +
This result
Cauchy.
*
is
known
^
(
as Taylor's
+ ...+^f^(a) +
fâ) + ...+
Theorem
-^f
(
...,
*>(*)+
and the .proof given is due to

a power series is always
It follows that the radius of convergence of
The formal expansion was
Incrementorum.
first
published by Dr Brook Taylor (1715) in his Methodui
94
[CHAP.
interior of the circle of conat least so large as only just to exclude from the
represented
by the series. And
vergence the nearest singularity of the function
that the radius of convergence
follows
5-3 corollary, it
by
is
not larger
is just such
than the number just specified. Hence the radius of convergence
function
of
the
singularity
that
circle
of
the
interior
the
from
as to exclude
which
is
At
nearest to
this stage
a.
introduce some terms which will be frequently
we may
used.
the function f(z) is said to have a zero at the point z = a.

is said to be
If at such a point /' (a) is different from zero, the zero of f(a)
11
simple; if, however,/' (a), f"(a), .../'"- (a) are all zero, so that the Taylor's
n
expansion of f(z) at z = a begins with a term in (z - a) then the function
the point z = a.
f(z) is said to have a zero of the nth order at
If f(a)
= 0,
Example 1. Find the function/ (2), which is analytic throughout the circle C and
whose centre is at the origin and whose radius is unity, and has the value
its
interior,
a - cos 8
a 2 -2acos<9 + l
(where
a>\
and 6
is
sin 8
+ i-a2 -2acos0 + l
the vectorial angle) at points on the circumference of
C.
[We have
)
dz
' m6
lM
nir g-ruegg
_ n C
a-eiB ~ %Tvi)
ttJo
Therefore by Maclaurin's
(pUttmg
a*-2acos0 + l
2iri J
'
zn
_(~* 1
z)~\_dzn a-z\ z= ^
"1
dz
=' "
(a
Theorem*
n=o a
or/(z) = (a z)
_1
for all points within the circle.
This example raises the interesting question, Will

as (a-z)
_1 at points outside the circle
Example
2.
it still
be convenient to define /(z)
This will be discussed in
Prove that the arithmetic mean of
5'51.]
values of z _n 2 a^z", for points
all
on
=o
the circumference of the circle
= 1,
an
is
if
"S,a v z v
is
analytic throughout the circle and
its interior.
'
/(*) (0)
J
[Let 2 az"=/(z), so that u,=
|z|
Then, writing
=e
,fl
,
and
calling
the circle
= l,
1
f^ f(z)dd
The
result /(z)
=/(0) +z/'
z"
27tJ
is
r-1
=o
(0)
+ -/"
usually called Maclaurin's Theorem;
Maclaurin (1742) in his Fluxions.
2tti
(0)
it
/-,/(z)cfe_/W(0)
J c
.. .,
z" +
'
"
m!
'
obtained by putting a =
was discovered by
in Taylor's
Stirling (1717)
Theorem,
and published by
taylor's, Laurent's
5 41]
Example
Let/ (2) = 2''; then f(z + h)
3.
for all values of r
when A|<||.
and so
This
Example
and
is
(z
an analytic function of A when
is
~l
95
A + \~
~
zr 2
'
'
. .
h <|
\
this series converging
the binomial theorem.
Prove that
4.
+ h) =z + rz
r
ltouville's theorems
if
is
a positive constant, and
(1
- 2zA+A2 ) ~~ *
is
expanded in
the form
l
(where P(2)
so long as 2
is
is
+ AP
+ A2P2 (2) + A P 3 (z) +

3
(2)
easily seen to be a polynomial of degree
an
in the interior of
whose semi-major axis

Let the series be
is
\ (A+A"
singularity of (1
A=0, and
But
~~
the points
z=\ and 2= 1, and
).
regarded as a function of
first
22A + A 2 )
foci are
(A),
then this series converges
2),
therefore converges so long as the point A

of this circle is the point
whose
ellipse
in
a power series in
It is
A.
within a circle in the A-plane.
lies
A,
The
and
centre
circumference will be such as to pass through that
its
i which is nearest to
A = 0.
- 22A+A 2 ={A-2 + (23 - 1)*} {h-z- (z2 - 1)*},

(I-22A + A 2 )
A=2 (22 -l)s and A=2+(22 1)^.
* are the points

[These singularities are branch points (see 5 7).]
so the singularities of
Thus the
series (A) converges so long as

2
|
Draw an
Let a be
its
ellipse in
is less
_(22_l)4| an d|2 + (2 -l)4|.
the 2-plane passing through the point 2 and having
semi-major
and 8 the eccentric angle of 2 on
axis,
z=acos8 + i(a2 -l)i
Then
which gives
|2(2 2 -1)*
1)4,
541.
sind,
semi-major axis
than the smaller of the numbers
is less
so long as A is less than
i.e.
Therefore the series (A) converges so long as
1, and whose
at +1.
= a(a2 -l)*.
series (A) converges so long as
a + (a2 -1)* and a -(a 2 when a = \ (A + h~ 1 ).
its foci
it.
+ (22 - 1)4 = {a (a2 - 1)^} (cos 8 + i sin 8),
so
Thus the
than both
is
(A
+ A -1
Forms of the remainder
2 is
a- (a2 1)'. But h = a (a2 ~l)
within an ellipse whose foci are
and
).
in Taylor's series.
Let f(x) be a real function of a real variable and let it have continuous
n orders when a ^ 00 ^ a + h.
;
differential coefficients of the first
O^t^l, we have
J (n-l h m
<m)
x
h. < s
If
^(ltY-1
<"
-hw f*
+ *>}
and
Integrating this between the limits

71-I 7,m
f(a + h) =f(a)
+%
/-l
_ /<*> (a) +
i
Let
and
let
iJ,
p be
^^
(1
In
1,
/-I
- O"- /"
a positive integer such that
^)
11
n.
+ *> -
v ^ + *>
we have
f\n-l
^_^
fl
<
/<- (a
+ <A) d*
+ &) &
[CHAP. V
96
-^
Rn = r
(n TT
1)
Then
Let
ET,
,
!
- t)*"
(1
- O"^/
(1
Jo
be the upper and lower bounds of
"'
+ **) *
- *)-?/<>
(1
(a
+ th).
Then
f Z (1 - *)*-i
Jo
Since (1
<ft
-1
< T (1 - 0*
Jo
- t)n~p f
values between
P (i _
(1
- 0*- p / w
"
+ i/l ) *< Jf ^ (1 - O
1
<&
(a+th) is a continuous function it passes through

and L, and hence we can find such that ^ < 1, and
in)
)-i/w a
(
th) dt
=p-
(1
- 6f-Pf^
(a
all
6%).
Jo
R n = ^Jj^^ 1 ' 6 T'P f W
Therefore
R n = /<"> (a + 0h),
+ 0h >-
J-,n
= n,we
Writing p
the
remainder
which
get
and writing
p = 1, we
get i2
which
is
Lagrange's form for
hn
(1
0)
n- 1
{n)
{a
+ 0h\
Cauchy's form for the remainder.
is
Taking
m=l
in this result,
we
get
f(a+h)-f{a) = hf'(a + 8k)

is
continuous
a^#â+A;
when
f'(x)
Mean Value Theorem (see also 4-14).
if
Darboux gave
this
result
usually
is
known
as the First
form for the remainder in

and resembles the above form
in 1876 (Journal de Math. (3) n. p. 291) a
Taylor's Series, which
is
applicable to complex variables
given by Lagrange for the case of real variables.
The Process of Continuation.
55.
Near every point P, z
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 z), the coefficients in which
involve the successive derivates of the function at
Now
circle
let
be the singularity of f(z) which is nearest to P. Then the

is valid has P for centre and PA for
within which this expansion
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
theorems enable us to find
its
value at
all
is
to be
Then the preceding
analytic throughout the interior of the larger circle.
points within the smaller circle
determine the coefficients in the Taylor series proceeding in powers
and
to
of z
The question
arises, Is it possible to define
outside the circle in such a
way
that the function
a larger domain than the interior of the
circle
the function at points

is
analytic throughout
and
taylor's, Laurent's
5-6]
In other words, given a power

function only at points within a
For
this purpose choose
We
the
series,
series
circle,
of the function at points outside the
PA.
to
97
which converges and represents a

define by
means of
the values
it
circle.
any point Pj within the
know the value of the function and all

and so we can form the Taylor series
not on the line
circle,
its
(for
derivates at
from
the same function)
with Pj as origin, which will define a function analytic throughout some
Now
circle of centre Pj.
this circle will extend as far as the singularity*

which
may or may not be A but in either case, this
lt
new circle will usually f 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
which
nearest to
is
new
circle, the
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 P2 in

now known, and form
,
values of the function are
the region for which the
the Taylor series with
as origin, which will in general enable us to define the function at other
which
points, at
its
This process
values were not previously

called continuation^.
is
known
and
so on.
By means of it,
we can
starting from a
any number
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
and the aggregate of all
passing through a singularity of the function
representation of a function by any one power series

of other
power
find
series,
the power series thus obtained constitutes the analytical expression of the
function.
It is
important to know whether continuation by two different paths PBQ, PB'Q
same
give the
power
final
series
it
have no singularity inside the closed curve PBQB'P, in the following way
PBQ,
point on
with
circles
inside the circle
as origin,
and
and
let it
C with
Pi as origins
then||
sufficiently near
continuation of
Sx = Si
centre
P;
PBQB'P;
let S,
Let
be any
obtain the continuation of the function
converge inside a circle
also inside the curve
will
will be seen that this is the case, if the function
G-y
,
let
P{ be any
point inside both
Si be the power series with P,
over a certain domain which will contain
Pu
if
P
T
'
Pit
be taken
and hence Sx will be the continuation of S{; for if t were the

have T1 = S1 over a domain containing P x and so ( 373)
we
t
corresponding coefficients in Sx and Tx are the same. By carrying out such a process a
x
',
number of times, we deform the path PBQ into the path PB'Q
PBQB'P. The reader will convince himself by drawing
the process can be carried out in a finite number of steps.
sufficient
point
is
inside
* Of the function defined by the new series.

t The word usually must be taken as referring to the cases which are
under the reader's notice while studying the less advanced parts of the subject.
'
'
if
no singular
a figure that
likely to
J French, prolongement ; German, Fortsetzung.

been obtained for various functions by M.
Such an aggregate of power series has
by purely algebraical processes, Proc. London Math. Soc. xxxv. (1903), pp. 388-416.
Since each is equal to S.
J.
M.
||
W. M. A.
come
Hill,
98
The
Example.
series
2
z3
a3
a4
represents the function

/(*)
,
only for points
within the circle
[CHAP. V
But any number of other power
= a-z
type
series exist, of the
-6
{z-bf
{z-bf
..
a-b + {a-bf + (a-b) 3 + (a-6)4 + ""
1
'
if
b/a
not real and positive these converge at points inside a circle which is partly
and partly outside 2 = a
these series represent this same function at points
is
inside
outside this circle.
On functions
5501.
which
to
the continuation-process
cannot be applied.
not always possible to carry out the process of continuation.
It is
Take
as an example
the function /(z) defined by the power series

/(z)
which
is
= l+Z2 + Z4 + Z8 + 216 +...+Z2"+...,
clearly converges in the interior of a circle
whose radius
unity and whose centre
is
at the origin.
Now
it
obvious
is
z^l-O,
as
that,
/(z)->-+oo
the
+1
point
is
therefore a
singularity of/(z).
/(z)=z 2 +/(z2 ),
But
and
if z
--l 0, /(z
singularities of f{z)
2 )--oo
and so /(z)-9-co, and hence the points
the point
z=
1 is
for
which
z2
=l
are
therefore also a singularity of/(z).
Similarly since
/(z)=z 2 +z4+/(z4),
we
see that if z
is
such that
2*
= 1,
then
z is
a singularity of f(z)
and, in general, any root
of any of the equations

2 2=1, z 4
= l,
28
= 1,
2^ =
1,
...,
a singularity of /(z). But these points all lie on the circle z = 1

of this circle, however small, there are an unlimited number of them.
is
carry out the process of continuation will therefore be frustrated
unbroken front of
singularities,
beyond which
it is
a limiting
z
|
=l
such a function
circle for
5"51.
is
in
any arc
by the existence
to
of this
impossible to pass.
In such a case the function /(z) cannot be continued at all to points

the circle
and
The attempt
called a lacuvary function,
and the
z situated outside
circle is said to
be
the function.
The identity of two functions.
The two
series
1
and
- 2) - (z -
+
2)
+z +
+ (z - 2) - (z -
z2
2
2)
...
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
do not both converge
expression
for
5'501,5 51] taylor's, Laurent's

-
and
This raises the question of the identity of two functions.

be said to represent the same function ?
When
99
can two
different expansions
We
might define a function (after Weierstrass), by means of the last

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.
article, as consisting of
Since
a point
power
if
it
a function
analytic (in the sense of Cauchy, 5'12) at and near
is
can be expanded into a Taylor's
series has a
unique differential
series,
and since a convergent
coefficient ( 5-3), it follows that the
definition of Weierstrass is really equivalent to that of Cauchy.

It
important to observe that the limit of a combination of analytic
is
functions can represent different analytic functions in different parts of the

plane.
This can be seen by considering the series
1/
The sum
h^
of the
first
M -l)(rh^-TT^)
z
+1
terms of this series
The
circle
'
zn
series therefore converges for all values of z (zero excepted) not on the
1.
zn
or zn
>
> oo according as z is less
Put, as n > oo
\
or greater than unity

z
zj
is
when \z\<
1,
hence we see that the sum to infinity of the
and - when
\z\
>
1.
series is
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
the series near
connected with the non-uniformity of the convergence of
is
|
1.
been shewn by Borel* that if a region C is taken and a set of points S such that
S are arbitrarily near every point of 0, 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 G in the sense of
It has
points of the set
Weierstrass.
Such a function
is
.
'
n=i p=o a=o
exp(-exp^
z-(p+qi)/n
* Proc.
Math. Congress, Cambridge (1912), i. pp. 137-138. Legons sur les fonctions monoThe functions are not monogenic strictly in the sense of 5'1 because, in the
example quoted, in working out {f(z + h)-f(z)}/h,it must be supposed that B (z + h) and I(z + h)
are not both rational fractions.
genes (1917).
72
the processes of analysis
100
very important theorem was published in 1843 by Laurent*
to expansions of functions to
Let
G and
C" be two concentric circles of centre
/(
J
G and C.
Then we have
+ A) =
analytic f at
is
let
ring-shaped space.
it
relates
which Taylor's Theorem cannot be applied.
f(z) be a function which

throughout the annulus between
and
Laurent's Theorem.
56.
[chap.
of
a,
Let a
which
points on
all
+h
is
the inner
G and
0" and
be any point in this
5 21 corollary)
-JUL,*,,
*- =L
I^^-T
I
afi
an
z-mJcz
27riJ c z
where the integrals are supposed taken in the positive or counter-clockwise

direction round the circles.
This can be written
fb +
hn
h n+1
V-Mh X^-a + (T^ + - + (zâY^ + z-a)^(z-a-h)

[
We
find, as in
f(z)ds.h+*
tend to zero as n
oo
f(a +
where %
an
This result
f(z)dz(z-a)^
[
) C
(z-a-h)hn+1
'
and thus we have
h)
aji
^ -&*,
is
dz
\
the proof of Taylor's Theorem, that
c (z-af^{z-a-h)
+a
2 h*
and b n =
Laurent's Theorem
expressed in the following form
+ - + _? +
1
...
h?
^ jjz-
)-/<*) dz.
changing the notation,
If f(z)
can be
it
be analytic on the concentric circles
G and G' 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
f(z)
= a + a,(z - a) + a2 (z - a) +
2
...
-a) + ?_ +
?-_
(z
where
An
~/
c(
**
(z
..
a)-
K = ^-. Jt - a)^ A
t) dt.
important case of Laurent's Theorem arises
when
there
is
only one
singularity within the inner circle C',
the circle
namely at the centre a. In this case

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 C, except the centre
Comptes Eendus, xvn. (1843), pp. 348-349.
+ See 5-2 corollary
a.
We
inside C".
2,
footnote.
cannot write a K =/()
(a)/ra!
as in Taylor's
Theorem
since /(z) is not necessarily analytic
and
taylor's, Laurent's
5 6]
Example
=J
"'
'
(x)+zJ1
(x)
/,(i) =
where
[For the function of
z=0
include the point
a n =J-. f e 2
2t?i
C
where
"f2
cos (n6 -
x sin
5) dd.
J o
^-^
zn
and
any circles with the

we have
C" are
radius unity, and writing z = ei$

1
3=5
any domain which does not
in
Kn = 2m
a--
e"'~'' *-'*,
(
>
Taking C
origin as centre.
to be the circle of
r 2,r lxainB
e
I
2ni Jo
sir
sin
In
= a + ai z+a2 z2 +... + ^ + -!+-,

z
z
C and
+ z*J2 (x) + ...+z"Jn (x) + ...
2 under consideration is analytic

and so by Laurent's Theorem,
2V
101
Prove that
1.
and where
liouvillb's theorems
.e- e id6 =
f2ir
cos (nd
2tt
may
(m0-.#sin#) oM vanishes, as
- x sin d) d6,
_/
be seen by writing
2tt
<$>
Thus
for 6.
Jo
C'n=Jn{x), and 6 = (-)", since the function expanded
for
2,
so that bn ={
JSxample
)n Jn (x), and
Shew
2.
the proof
that, in the
is
unaltered
is
if
z~ 1
be written
complete.]
annulus defined by |a|<|a|<|6|, the function
bz
\(z-a)(b-z\
can be expanded in the form
* + i* (+)
- 1.3... (22-1). 1.3. ..(2Z + 2-1-1) /a\ l
V;
aiJ
,
,,
r
2 2i + <'.Z! (Z+)!
V.6/
-=o
S.=
2
"
where
The function is one-valued and analytic in the annulus (see 5*7), for the branch-points
a neutralise each other, and so, by Laurent's Theorem, if C denote the circle 2 !=*",
where a < r < b the coefficient of z n in the required expansion is
0,
dz
bz
]*
2ni] c z + i|(2-a)(6-?)J
Putting
= rem
/"
this
2,T
'
becomes
-o
" 1.3...(2/fc-l) r*
l: -''
.3 ...(22-1) a e- M
!
the series being absolutely convergent and uniformly convergent with regard to
The only terms which

So the
give integrals different from zero are those for which k = l + n.
coefficient of z n is
1.3
2-tJo
Similarly
it
8.
i=o
...
(22-1 ) 1. 3
2*. 2!
...
(2f
2 !+ ".
can be shewn that the coefficient of
+ 2--.-l)
(*+)
is
SH an
a'
+"
Z>-
j;
6"'
102
Example
[CHAP.
Shew that
3.
+ ai2 + a 222+... + _ +
e>+* = Q
"'
f2
1
=
where
e ( +
) cos
-|
+ ...,
{(w-f)sin 6-n8) d6,
and
&n
5 61.
TVte
Consider
f2ir
1
= 3-
e("
2n
")
cos
oos{(v-M)sin^-6}^.
nature of the singularities of one-valued functions.
first
a function f(z) which
is
throughout a closed
analytic
region S, except at a single point a inside the region.
Let
it
be possible to define a function
</>
(ii)
when
z* a, f (z) =
Then f(z)
7?
- a + (z -
By
'
- + "
...
a) 2
(z)
<j>
Any
+ -A. 4 r
z-a (z-af2 +
is
. .
'
(z-af
at a';
and the terms
/?
(z
5^ are called the principal part of /(^) near
a.
- a)n
the definition of a singularity
the singularity
such that
said to have a 'pole of order
is
7?
-;
(z)
analytic throughout S,
(z) is
(i)
<fi
5'12) a pole
is
a singularity.
If
n=
1,
called a simple pole.
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
be found containing no singularities other than a), then a

Laurent expansion can be found, in ascending and descending powers of a
valid when A > z a > S, where A depends on the other singularities of the
function, and B is arbitrarily small.
Hence the principal part of a function
interior point, can
'
'
near an isolated essential singularity consists of an infinite
series.
is, by definition, an isolated singularity, so

which are not isolated (e.g. the limiting point of a
It should be^ noted that a pole
that
all
singularities
sequence of poles) are essential singularities.

There does not
singularity in the
Corollary.
^r{a)= lim
Example
If
(z
an expansion of a function valid near a non-isolated

is valid near an isolated singularity.
has a
pole of
yjr(z) is
order
analytic at
A function is not bounded
1.
a would
f{z)
a)n f(z), then
[Prove that
of z
exist, in general,
way that Laurent's expansion
if
all
a,
and
^r(z)
= {za) n f{z)
(z=f=a),
near an isolated essential singularity.
the function were bounded near

vanish.]
at
a.
= a,
the coefficients of negative powers
and
taylor's, Laurent's
5*61, 5 62]
c
Example
At
Find the singularities of the function
2.
= 0,
the numerator
is
analytic,
ez
~a
z
j{e a
103
- 1}.
and the denominator has a simple
zero.
Hence
the function has a simple pole at z=0.

Similarly there
denominator
is
is
a simple pole at each of the points 2nnia (= 1, 2, +3,
analytic and does not vanish for other values of
At z = a, the numerator has an

and the
coefficients in the
isolated singularity, so Laurent's
which gives an expansion involving

an essential singularity at z = a.
all
nzn
"
a
a
the
Theorem
is
applicable,
+.
and negative powers of
positive
Shew that the function
3.
Laurent expansion may be obtained from the quotient
Example
...)
z.
by the
defined
{(l+n-
1
)
(z
a).
So there
is
series
-l}
n=l (Z"-1){Z"-(1 +-!)}
has simple poles at the points
z=(l+n~ 1 )e 2k '"ln
(k
= 0,
n\
1, 2, ...
n=\,
2, 3, ...).
(Math. Trip. 1899.)
562.
The 'point
at infinity.'
The behaviour of a function f(z) as z > oo can be

way to its behaviour as z tends to a finite limit.
|
If
we
write z
treated in a similar
1
-,
by small
so that large values of z are represented
z' in the z'-plane, there is a one-one correspondence between

and /, provided that neither is zero and to make the correspondence
complete it is sometimes convenient to say that when z 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
values of
z
'
concerning the point z
Let/()
near z
of
=0
Then
<j>(z').
is
= 0.
<f)(z') is
determined by
and we define
<j>
its
not defined at
z'
= 0,
but
behaviour
its
Taylor (or Laurent) expansion in powers
(0) as lim
<f>
(z') if
that limit exists.
For instance
z'-a-0
the function
<f>
(z)
may have
case the Taylor expansion of
Az' m
and
a zero of order
</>
(z') will
at the point
z'
+ Bz'm+1 +
Cz' m+ *
...,
so the expansion of f(z) valid for sufficiently large values of
of the form
J\
In this case,/(s)
is
zm
'
in this
be of the form
+!
z m+2
"!"
said to have a zero of order
at
'
infinity.'
will
\
be

104
may have
(z)
Again, the function
a pole of order
[CHAP.
at the point
z'
in this case
and
so, for sufficiently
= Azm + Bzm~
f(z)
In this
large values of \z\, f{z) can be
case,
f(z)
Similarly f(z)
an
said to have
is
said to have a pole of order
is
expanded in the form
N P
+ Czm ~* + ...+Lz + M+- + - +
at
'
....
infinity.'
essential singularity at infinity, if
has an essential singularity at the point
z'
Thus the function
0.
<f>
(z)
has an
e*
z
essential singularity at infinity, since the function e or
'
+ _1_
+ J_
2lz'*
3!z' s+
~z'
= 0.
has an essential singularity at z
Discuss the function represented by the series
Example.
The function represented by
= l,
'"
has singularities at
this series
and
-,
since at each of these points the denominator of one of the terms in the
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.
(n
2, 3, ...),
series is zero.
;
For values of
2,
other than these singularities, the series converges absolutely, since the
_1 a~ 2 = 0. The function is
l)th term to the nth is lim
limit of the ratio of the (n
an even function of
-9- oo
2
I
and
is
(,+ 1)
is
(i.e.
unchanged
the sign of
if
G of
analytic on and outside a circle
be changed), tends to zero as
radius greater than unity and centre
So, for points outside this circle, it
at the origin.
22
oi" "'
-
24
where, by Laurent's Theorem,
00
Now
2
n=0
-(f
co
qo
^ 2ra~2fc 1
,-.
n (a!
*2fc
2
B=0 m=0
2
5^=
2
3
2re
+2
3 2n
it
(_) a -!MI>r*,
n\
This double series converges absolutely when

of 2
a~
> 1,
and
if it
be rearranged in powers
converges uniformly.
00
Since the coefficient of
-1
is
(_yc~l a 2kn
-
,1=0
zero integral
is
the term in
2
,
_1
,
and the only term which furnishes a non-
we have
_ 1
2k ~
2tti
"
1
21"
dz
(j^)*^ a'
1
'
J c =o
2 *"'
B=0 n\ a
= (_):-iea*.
5 '63, 5-64]
Therefore,
and
taylor's, Laurent's
when
> 1,
z
|
105
the function can be expanded in the form
IJ_I
e a*
The function has a

a term in
aS
zero of the second order at infinity, since the expansion begins with
-2
.
Liouville's
5-63.
Theorem *
Let f(z) be analytic for all values of z and let \f(z)\<K for all values
where
is a constant (so that \f(z)
is bounded as
z oo ).
Then
is
a
constant.
f(z)
of
z,
Let
inside
to
be any two points and
Then, by
it.
take
z, z'
be a
write f = z
+ pe
be a contour such that
z,
are
5 21,
whose centre
circle
lB
let
since
"
|
/
|
is
and whose radius
^P when
on
is
it
is
>2
;
\
on
follows from 4'62
that
*'-'
= i-f
\f(z')-f(z)\
...
2tt]
f(X)dt
%p
= 2\z' -z\Kp -\
Make p><x>, keeping z and
that
is
As
to say, f(z)
will
is
z'
be seen in the next
We
it is
obvious
tha.t f(z')
f(z) =
0;
Liouville's
results in Analysis.
Functions with no essential singularities.

shall
now shew
that the only one-valued functions which have no
singularities, except poles, at
For
then
and again frequently in the latter half of this

theorem furnishes short and convenient
article,
volume (Chapters xx, xxi and xxn),

proofs of some of the most important
5 '64.
fixed;
constant.
any point (including
f(z) be such a function

of the plane be at the points o u c 2
let
oo )
are rational functions.
let its singularities in
...
and
c^:
let
the finite part
the principal part
5 61)
of its expansion at the pole cr be
Cr
Let the principal part of
(z
its
there
will
*
is
not a pole at
Cr
(Z
Cr ) nr
'
expansion at the pole at infinity be
ax z
if
+a
infinity,
z2
then
...
+ a n zn
all
the coefficients in this expansion
be zero.
This theorem, which
was given
this
is really
due to Cauchy, Gomptes Rendus,
name by Borchardt, Journal fiir Math,
in Liouville's lectures in 1847.
xix. (1844), pp. 1377, 1378,
lxxxviii. (1880), pp. 277-310,
who heard
it
106
Now
[CHAP.
the function
/()- 1
r=
\^^ + (z
+
r^^
-
l{Z- Cr
...
z-a^-,..-an z^f^r\-a
- Cr
/
(z
CrY
has clearly no singularities at the points

therefore
everywhere and
analytic
Liouville's
Theorem,
where C
constant
is
a constant
is
f(z)
is
is
that
c 1; c 2
bounded
or at infinity;
cj,
...
as
oo
and
it
is
by
so,
is,
therefore a rational function,
and the theorem
is
established.
from Liouville's theorem (combined with
It is evident
that a function which
is
361
analytic everywhere (including oo
corollary
Functions which are analytic everywhere except at
constant.
considerable importance; they are

of such functions are
z
,
sin
z,
e^
(ii))
merely a
is
oo
are of
known as integral functions*. Examples

From 5 4 it is apparent that there is no
-
convergence of a Taylor's series which represents an integral

and from the result of this section it is evident that all integral
functions (except mere polynomials) have essential singularities at oo
finite radius of
function
Many-valued functions.
5"7.
In
all
the previous work, the functions under consideration have had a
unique value
of
(or limit) corresponding to each value (other
than singularities)
z.
But functions may be defined which have more than one value
value of z
thus
if z
r l (cos \ 8
= r (cos 8 + i sin 8),
+ iem\ 0\
and the function arc tan x (x

Arc tan x +
nit,
where
r l jcos
real) has
the function z
\ (8
2tt)
has the two values
+ i sin \ (6 +
^tt< Arc tan x < ^ it and n

z,
is
z~^, sin
any integer
0,
and we can apply
to
further
them the theorems
is,
however, analytic
of this chapter
the two functions are called 'branches of the many- valued function
There
viz.
(*).
Either of the two functions which z 1 represents
2tt)J
an unlimited number of values,
examples of many-valued functions are log
except at z
each
for
and
A'
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
will
'
Thus
branch-points.'
change in
has a branch-point at
z~ as z describes a circle counter-clockwise

*
French, fonction entiere
and, if
round
German, ganze Funktion.
we
0,
consider the
we
see that 8
57]
taylor's, Laurent's
increases
by
2ir,
and
107
r remains unchanged, and either branch of the function passes

This will be found to be a general characteristic
over into the other branch.

of branch-points.
of the
It is not the purpose of this
book
properties of many-valued functions, as
to give a full discussion
we
shall
always have to
consider particular branches of functions in regions not containing branchpoints, so that there will
or not Cauchy's
be comparatively
Theorem may be
Thus we cannot apply Cauchy's Theorem

integration
a circle surrounding the origin
is
in seeing whether
little difficulty
applied.
to such a function as z*
;
but
it is
when the path
permissible to apply
it
of
to one of
the branches of z* when the path of integration is like that shewn in 6-24, for throughout the contour and its interior the function has a single definite value.
Example.
Prove that
are represented on an
if
the different values of
a',
corresponding to a given value of
Argand diagram, the representative points
equiangular polygon inscribed in an equiangular

independent of a.
spiral,
will
z,
be the vertices of an
the angle of the spiral being
(Math. Trip. 1899.)
The
idea of the different branches of a function helps us to understand such a paradox
as the following.
y=xx
Consider the function

-
which
for
ax
When x
.
is
negative and real,
= x*
is
+ log x).
not
But
real.
if
(where p and q are positive or negative integers), y
If therefore
we draw
is
negative and of the form
is real.
the real curve
y=sf,
we have
for negative values of
xa
set of conjugate points, one point corresponding to each
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
rational value of
thus
-r~,
when derived from the

The question thus
to be real.
give a non-real value for -j-l

arise
from the same branch of
inclination of the tangent to the axis of x,

arises,
Why
does the ordinary process of differentiation
The explanation
is,
the function y = xx
that these conjugate points do not
We
_ xlofx+zkmx
ye
where k
Now
any
is
integer.
would appear
all
have in fact
To each value of k corresponds one branch of the function y.

y when x is negative, we have to choose a suitable
in order to get a real value of
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
value for k
function
for
y=xx
and consequently we cannot expect the value of
-jj-
when evaluated
a definite branch to be given by the tangent of the inclination to the axis of x of the
two arbitrarily close members of the series of conjugate points.
line joining
108
[CHAP. V
REFERENCES.
E. Gouesat, Cours
J.
Hadamard, La
Analyse,
and
n. (Paris, 1911), Cha. xiv
xvi.
Serie de Taylor et son prolongement analytique (Scientia, 1901).
E. Lindelop, Le Calcul des Residua (Paris, 1905).

C. J.
de la Vallee Podssin, Cours
1914),
Oh.
E. Borel, Lemons sur

G. N.
d' Analyse Infinitesimale,
I.
(Paris
and Louvain,
x.
les
Fonctions Entieres (Paris, 1900).
Watson, Complex Integration and Cauchy's Theorem (Camb. Math.
Tracts,
no. 15, 1914).
Obtain the expansion
1.
/(.)-/<.
fi-v (T) + fct?/'"
and determine the circumstances and range
(T) + fcS> (>}
of its validity.
Obtain, under suitable circumstances, the expansion
2.
+f(Sy[-r(-+S) +r{. + '-^ + .. +>-{. +

+
(Corey,
....
Shew that
3.
^rare.
of Math.
a=2^]
(2),
I.
(1900), p. 77.)
for the series
the region of convergence consists of two distinct areas, namely outside and inside a circle
of radius unity,
it
and that
in each of these the series represents
one function and represents
completely.
(Weierstrass, Berliner Monatsberichte, 1880, p. 731
4.
Shew that the
Oes. Werke,
II.
(1895), p. 227.)
function
CO
tends to infinity as zêxp {'i.nipjm

integer
and p takes the values
!)
0, 1, 2,
along the radius through the point

...
(m
!
Deduce that the function cannot be continued beyond the unit

(Lerch, Sitz.
5.
Shew
where
is
any
1).
that, if z 2 1 is not a positive real
circle.
Bohm. Acad., 1885-6, pp. 571-582.)
number, then
(Jacobi and Scheibner.)
and
taylor's, Laurent's
Shew
6.
that,
if z
109
not a positive real number, then
1 is
~)-m-l
(1
m (+
l)
.*\
w(OT+l)...(m + -l)
jM
m(m + l)
...
(m + ?i)
(I-2)-"
1
I
i"(l-*) m-1 ^.
(Jacobi
Shew
7.
that, if z
and
Jo
+ (1
- z are not negative
and Scheibner.)
numbers, then
m+irm+3
Z)
real
K3)...(ro+2-l)
(1
(m+l)(m + 3)...(m + 2-l)V
dt
(Jacobi and Scheibner.)

8.
after
+ a + a2 2
Rn (2), so that
in the expansion of (a
If,
n terms be denoted by
2 OT
)
(a+a 1 z + a2 z2 )=A + A
by the multinomial theorem, the remainder
+ A 2 z2 +... + A n _
e"- 1
+ Rn (z),
shew that
(z)-(a4-a
aAf- + (2w- + l)^-if

1
+ a .^
f'
(Scheibner.)
If
9.
+ a z + a2Zi )- m - \\a + a + ai
1
(a
l t
t'
m dt
be expanded in ascending powers of
2 in
the form
A z + A 2 z2 +
1
shew that the remainder
+ a 2 + a2 22)-'-
(a
n-
after
terms
is
+ a + a2 (i m {na A n -(2m + n + 1) <M-i<f
(a
...,
1 t
n_1 c&
(Scheibner*.)
Shew
10.
that the series
% (1X1 /-i^
X()= -l+-|-j
where
and where
the
sum
(z) is
analytic near 2=0,
^W
a2
n=0
+ ~ - ... + (-)n ^,
convergent near the point
is
(Pincherle, Rend, dei Lincei

11.
Shew
the series 2
to the
2=0
and shew that
if
of the series be denoted by/(2), then/() satisfies the differential equation
sum
that the arithmetic
a/
on a
circle
2:
1
mean
-r,
(5), v.
of the squares of the moduli of
(1896), p. 27.)
all
the values of
situated within its circle of convergence,
is
equal
of the squares of the moduli of the separate terms.
(Gutzmer, Math. Ann. xxxn. (1888), pp. 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.
were generalised by Scheibner, Leipziger Berichte, xlv.
(1893), pp. 432-443.
Jacobi's formulae
[CHAP. V
110
Shew
12.
that the series
-2{am)i zm-l
Wl=l
converges
when
<1
be represented when
and that, when a > 0, the function which

by the integral
a \b
2
(
in
(i/
2+z
that
v'
its
fa
sfi
l)
+_
series
<
2
| (1
z^
z
_ 2 _2v'^)(2v + 2 v '') 2 + (l-2 v -2/2 -ii)(2v + 2A-
which the summation extends over
= 0,
r e -aix
Jo (X-z
has no singularities except at the point z=l.

(Lerch, Monatshefte fur Math, und Phys. vin.)
it
Shew that the
13.
represents can also
'
\ir]
and that
it
<1
= 0),
sum
+1
is
or
all
all
integral values of
'
!) J
except the combination
values of z except purely imaginary values; and
according as the real part of
1,
n, v',
I
1
z is positive or negative.
("Weierstrass, Berliner Monatsberichte, 1880, p. 735.)
14.
Shew that
sin -Jw(z
+ -H
a
can be expanded in a series of the type
+ a z + a2 z2 +...+- + -f + ...,
1
n are
in which the coefficients, both of z" and of z~
,
sin (2m cos 8) cos

2tt
15
If
nd dd.
Jo
'-.;??+*
shew that/(z)
is finite
and cctatinuous
for all real values of
a Maclaurin's series in ascending powers of z
and explain
z,
this
but cannot be expanded as

apparent anomaly.
[For other cases of failure of Maclaurin's theorem, see a posthumous memoir by Cellerier,
Bull, des Sci. Math. (2), XIV. (1890), pp. 145-599
pp. 126-138
Miinchener Sitzungsberichte,
16.
region,
If /(z)
and
Lerch, Journal fur Math.
Pringsheim, Math. Ann. xlii. (1893), pp. 153-184
and
Du
cm.
(1888),
Bois Eeymond,
vi. (1876), p. 235.]
be a continuous one- valued function of
throughout a two-dimensional
if
f
L /(z)
for all closed contours
o?z
lying inside the region, then /(z) is an analytic function of
throughout the interior of the region.

[Let a be any point of the region and let
F(z)=[ f(z)dz.
It follows
from the data that F(z) has the unique derivate
analytic ( 5-1) and so ( 5-22) its derivate /(z) is also analytic.

of Cauchy's theorem is due to Morera, Rendic&nti del R. 1st.
(1889), p. 191.]
/(z).
Hence F(z) is
This important converse
Lombardo
(Milano), xxn.
CHAPTER VI
THE THEORY OF RESIDUES
APPLICATION TO THE EVALUATION OF

DEFINITE INTEGRALS
6"1.
Residues.
m at z = a,
If the function
/O) has a pole of order
of a pole, an equation of the form
where
cj>
The
(z) is analytic
near and at
coefficient a_, in this
f(z) relative to the pole
now
Consider
integration
small that
We
is
<f>
expansion
true near
is
a,
definition
a.
called the residue of the function
a.
the value of the integral

[
a circle*
by the
f(z)dz, where the path of
whose centre is the point a and whose radius p

and on the circle.
is
so
(z) is analytic inside
have
f(z)dz= f a_ r
J "
Now
a, is
then,
<J3
(z)
dz
r-
by
5'2
-^ Tr +
r
a(Z
a)
and (putting
( <j>(z)dz.
J a
z-a = peu ) we
have,
if
J a
oftr)ie~
= 1,
2w
= 0.
o
when r =
But,
1,
we have
dz
J
Hence
z-a~]
finally
idd =
f(z) dz
liri.
= 27ra_
J a
Now let
of poles a,
tively
be any contour, containing in the region interior to it a number

c, ... of a function f{z), with residues a_ x
&_ x c_ 1; ... respec-
(7
b,
and suppose that the function f(z)
is
G and
analytic throughout
its
interior, except at these poles.
Surround the points
a, b, c, ...
by
circles a,
/3,
y, ... so
small that their
respective centres are the only singularities inside or on each circle
function f(z)
*
The
is
analytic in the closed region
existence of such a circle
singularity.
is
bounded by
0,
then the
a, /3, 7,
implied in the definition of a pole as an isolated
112
Hence, by
[CHAP. VI
5-2 corollary 3,
f(z)dz=\ f(z)dz+\ f(z)dz+...
I
J
Jo-
27rm_i
/s
27n'&_ 1
. .
Thus we have the theorem of residues, namely that if f{z) be analytic

C and its interior except at a number of poles inside the
throughout a contour
contour, then
f(z)dz
= 2m2R,
J o
where Si2 denotes the sum of the residues of the function
f (z)
at those of its
poles which are situated within the contour C.
This
Note.
is
an extension of the theorem of
If
is
5'21.
a simple pole of /(z) the residue of /(z) at that pole
is
lim {(z- a)f{z)}.

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

/Sir
R (cos 0, sin 0) d0,

o
where the integrand
= I {z + 2T
cos
the integral takes the form
),
ie
=z
sm0 = -?p(z- zr
S (z) dz, where S (z)
finite
and
a rational function of cos
is
range of integration, can be evaluated by writing
is
sin
finite
on the
since
),
a rational function of z
on the path of integration
G, the circle of radius unity
whose centre
is
the origin.
Therefore, by 6'1, the integral is equal to 2iri times the
of
S (z)
at those of its poles
Example
1.
If
_d6
ft"
The only
sum of the
residues
circle.
<p < 1,
Jo
there
which are inside that
dz
l-2,pcosd+p 2 ~ J
pole of the integrand inside the circle
i{l-pz)(z-p)'
is
a simple pole at
is
]im
l
.^ZP
^p i{\~pz){z-p)
i(l -jo 2 )'
p and
;
the residue
6 2-6'22]
-
Hence
1- 2jt>cos0
Jo
Example
cos23g
[*"
l-2pcos20+2> 2
Jo
l-p2
+ p2
<p < 1,
If
2.
113
de
^(W^Y (l-^
Jc^\2
1
2
)(l-p- z)
= 27r2.ffi,
where 2.R denotes the sum of the residues of
4z b
^r-m2
.,
(1 pz 2 )
i
s s and
-
-f '-f
poles
are 0,
r
'
and hence the
;
'
at its poles inside C; these
-p)
i+pa + jp4
the residues at them are
(z
j- -
4p3
,
'
(p 3 + l) 2
-
C3 /n
2
8p (l-p
( 3 + l) 2
,
s^tti
2n
8p 3 (l-p )
,!
integral is equal to
7r(l-p+p2 )
\-p
Example
If
3.
n be a
positive integer,
e co8 9cos(m0-sin#)cW
Example
If
4.
a>
e cos
sm {nd- sin 6)d6 = 0.
> 0,
p*-
pT
2n-a
c?g
n-(2a + 6)
'
Jo
6"22.
oo
(a
+ 6cos0) 2
T/ie evaluation
(a
-62 )^'
(a+ocos 2
0)
a*(o + 6)*
of certain types of integrals taken between the limits
and + oo
We
shall
now
evaluate
Q (x) dx, where Q (z)
oo
is
a function such that
analytic when the imaginary part of z is positive or zero (except at a

number of poles), (ii) it has no poles on the real axis and (iii) as z j> oo
zQ(z)>0 uniformly for all values of arg such that 0ârg^7r; provided
that (iv) when x is real, xQ{x)0, as xoo, in such a way* that
(i) it is
finite
.2
r 00
I
ro
Q(#)cfcand|
Jo
Q(#)c&r both, con verge.
J -oo
Given e, we can choose /) (independent of arg z) such that

whenever \z\>
and < arg z $ tt.
Consider
Q (z) dz taken round
real axis joining the points

its
residues of
*
61,
Q (z)
Q (z) dz =
(x)
= (x log
Q (z) has no
W. M.
A.
consisting of the part of the
and a semicircle
T, of radius p,
the real axis.
1-iriZR,
where
1R
denotes the
sum
of the
at its poles above the real axisf.
The condition xQ (x) -*
consider
+ p (where p > p
centre at the origin, above
Then, by
zQ (z) < ejv
having
a contour
a;)
is
not in
itself sufficient to secure
the convergence of
(x)
-1 .
poles above the real axis outside the contour.
dx
114
In the
dz
Therefore
= peie and
last integral write z
2vil,R
,
[chap. VI
Q(z) dz
then
ie
Q (pe*) pe idd
Q(z)dz
< f(e/ir) de
Jo
=
by
e,
4-62.
Hence
Q(z)dz = 2mtR.
lim
p-*-oo J
But the meaning
of
lim
Q (a?)
--*-00
GO
same
and lim
da;
JO
Q-*-X
Q (#)
-O
.'
da;
lim
*W
is
p, O"
dx both
(on)
Q (a;) da;
I
/
and since
si
exist, this
double limit
is
the
Q(x)dx.
as lim
p--co J
Hence we have proved that

f
J
This theorem
is
-00
Q (x) dx =
ZiriZR.
particularly useful in the special case
when Q(x)
is
rational function.
Even
[Note.
if
condition
{Q(.x)
(iv) is
not
satisfied,
+ Q(-x)}dx=\im
p-a-oo
Example
The only
1.
residue there
- rr= l
pole of
(z 2
+ 1) -3
we
have
Q(x)dx=2iri2R.]
still
-p
upper half plane
in the
is
a pole at
= i with
Therefore
"-
lo
K2
Example
2.
> 0, b > 0,
If a
f"
Example
R,
R,
R+
3.
ai,
If
Q (z)
miz
integrating
R + ai and making
e-^
cos(2Xa.r)rfa-
xfidx
TT
e-^z2 az round a parallelogram

/?-=>- oo
= e-^
shew
!
I
that, if
> 0,
e-^V^ = 2\-Je-^
J -oo
whose corners are
then
2
I
e~^dx.
Certain infinite integrals involving sines and cosines.
6 221.
Q (z) e
oo
By
+ l) 3
shew that
satisfies
the conditions
(i), (ii)
also satisfies those conditions.
and
(iii)
of 6'22,
and
m > 0,
then
;;
6-221, 6-222]
Hence
means the sum

and so
If
(i)
ex + Q(-x) e~mix dx
[Q (x)
Jo
of the residues of
Q (x)
an even function,
is
Jo
If
(ii)
Q (x)
is
Q (x)
The
(x) cos
i.e. if
2.R'
the upper half plane
Q ( x) = Q (x),
(mx) dx
(mx) dx
= ir%R
iriZR'.
an odd function,
Jo
6222.
(z) e miz at its poles in
2mlR', where
equal to
is
115
sin
'
lemma*
Jordan's
results of 6'221 are true if
condition Q(z)>0 uniformly
when
Q (z) be subject to the less stringent

â,rgzîr as \z\>oo in place of the
condition zQ(z)0 uniformly.
To prove
this
we
known
require a theorem
as Jordan's
lemma,
viz.
If Q(z)*0 uniformly with regard to &rgz as \z\><x> vihen 0ârg^^7r,

and if Q (z) is analytic when both \z\> c (a constant) and $ arg z ^ it, then
lira (
p^-OD \J
where
T is a
Given
then,
if
e,
>
= 0,
dz)
(z)
semicircle of radius p above the real axis with centre at the origin.
choose p
p
so that
\Q(z)\<
when
ejir
\z\
>
and
^ arg z <
7r
But
miz
poos9j
miz
^ fa
mi (pcosS+ipsinS)
Q (îO) p e iidQ
Jo
an(J so
miz
Q(z)dz
(ejir)
pe-^^dd
4,r
:
pe-** 9 d8.
(2e/7r) (
Jo
Now
sin 8
> 20/7T, whenf

e miz
(z)
^ 8^
dz
and
tt,
(2e/7r)
[*""
so
pe-^^dd
Jo
(2e/7r).(7r/2m)
<
ejm.
tr-VmpQJTr
* Jordan, Cours d' Analyse, n. (1894), pp. 285, 286.

!
t This inequality appears obvious when we draw the graphs ty = sina:, y = i,x\v;
proved by shewing that (sin 6)1$ decreases as 8 increases from to %v.
it
may
82
be
116
Hence
lim
p-.o J
dz
(z)
= 0.
is
Jordan's lemma.
mix
Q (^ + e -mte Q (_
This result
miz
[CHAP. VI
Now
J"
Jo
making p*oo, we
and,
f
'
which
is
{e
M fa = 2ttH,R' -
miz
Q (z) Az,
J r
see at once that
Q (so) + e~mi* Q (- a:)} doc = 2wiZR,
mix
the result corresponding to the result of 6*221.
Example
1.
Shew
that, if
a > 0, then
eos#
2
2
'o # + a
/:
Example
2.
Shew
that, if a "> 0, 6
'
> 0,
dx = =-e~ a
then
cos%ax cos 26^
/:o
'
2a
dx=TT
(b
a)
(Take a contour consisting of a large semicircle of radius p, a small semicircle of

8, both having their centres at the origin, and the parts of the real axis joining their
ends then make p-*~ oo 8-9-0.)
radius
Example
3.
Shew
/;o
-
Example
4.
that, if b
(^+W
Shew
> 0,
C0S
that, if
mxdx = 1[
W-
> 0, o > 0,
5.
Shew
that, if
""";
sin
/,o
6.
Shew
362
-2 - 6 (3& 2 + a2)}.
dr=^7re~ fa
a > 0, then
0,
fflic
ire
7r
-"
1 '1
2^~ ^^~V'K+ a
i(z 2 + a 2 ) 2
(Take the contour of example
Example
2
-*
then
x sin a#
'
'o
/;
Example
then
m. ~^ 0,
2.)
that, if the real part of
be positive,
--<) =log a.
(e-
/,o
[We have
fV--<*)f=
Jo
<
lim
lim
*-*0, p-9-to
since
_1
{('*_fip*
J
ir.>jlj
lim
-M
Us
f rf_|
'
J Sz
rf
{/**_ ["--I'*},
e~< is analytic inside the quadrilateral whose corners are
8, 82, pz, p.
THE THEOBY OF BESIDUES
6-23, 6-24]
Now
when #
t~ 1 e~ t dt^~0 as p-*-cc
(z)
>0
117
and
J p
fSz
since
6 23.
-
fSz
tê-'dt^logz-
t~ l
{\~e~
(l-e- )^~l as
t-*~0.]
dt-*-logz,
Principal values of integrals.
was assumed
in 6'22, 6-221, 6-222 that the function Q (x) had no poles on the real
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
It
axis
if
where sRq means the sum of

( 4-5) and SR has to be replaced by 2R + %2R
the residues at the poles on the real axis. To obtain this result we see that, instead of
values
the former contour,
we have
to take as contour a circle of radius p
and the portions of the
real axis joining the points
a + fij, b-82
-p, a-Sj;
and small semicircles above the

a, b,
call
c, ...
are the poles of
these semicircles y lt y 2 ,
real axis
Then
....
Q(z)dz+
get
Let
a'
Q(z)dz+S lim
l"
be the residue of Q(z) at a
...
b, c, ...,
and then we have to make 8 lt
S2
where
...
-*-0
dz = 2nisR,
Q{z)dz = %ni2R.
Q(z)dz +
then writing"2 = a + ie* on y 1 we get
J t
7i
But Q(a + 8 1 e' e )8 1 e ie --a uniformly
we thus
Q (2)
Q(z)dz= [ Q
instead of the equation
we
+ 82 e-S3
real axis of radii 8 lt S 2 , with centres a,
on the
(z)
(a
+ 8^*))
as S x -9-0;
8 l e i <>id6.
and therefore lim
Q(z)dz= -via'
get
Q(z)dz+
-p
J r
and hence, using the arguments
P
The reader
will see at
of 6 "22,
Q{z)dz=^niS,R + Tvi2Ro,
we
get
Q(x)dx = 27ri(2R + %2R
).
once that the theorems of 6'221, 6'222 have precisely similar
generalisations.
The process employed above

of the contour
6'24.
is
of inserting arcs of small circles so as to diminish the area
called indenting the contour.
Evaluation of integrals of the form
ot?~ l
Q (a) 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 x a Q(x)>0 both when x*0 and when
x><x
118
(
Consider
z)
-1
taken round the contour
Q (z) dz
[CHAP. VI
C shewn
in the figure,
consisting of the arcs of circles of radii

p,
and the straight lines joining their

~
( z) a L is to be interpreted
end points
as
exp{(a-l)log(-s)}
and
log (- z)
+ % arg (- z),
log z
|
ir ^ arg ( z) $: ir
where
with these conventions the integrand
is
one-valued and analytic on and within

the contour save at the poles of
Hence,
if
2r denote the sum of the

z)"-" Q (z) at all its poles,
residues of (
(- z y*-iQ(z)dz=2mZr.
f
J
On
z) a
Q (z) id6, which
z = 8e
ie
,
and the integral along
it
becomes
80.
tends to zero as
TT
On
the small circle write
Q (z).
z = peie
the large semicircle write
and the integral along
( z) a Q (z) id0, which tends to zero as
it
becomes
p>oo
J IT
On
one of the lines we write

( z)"- becomes x"- e (a_1) ".
1
z = xeni
on the other
z = xe-
and
Hence
lim
[x
a~
and therefore
a (tt 1}
iri
Q (x) - ^-i e w-i)"i Q (a,)} dx = 2m$r;
x"" 1 Q (x) dx
Corollary.
If
of the real axis,
it
TT cosec {air) 2r.
Q (x) have a number of simple poles on the

may be shewn by indenting the contour that
xa
Q (x) dx =
7r
cosec {air)
2r
7r
cot (air) 2r',
J o
where 2r'
Example
is
the
1.
If
sum
of the residues of z
Q(z) at these poles.
< a < 1,
I
Jo
l+
dx = n
cosecanr,
P|
Jo
positive part
1-* ^=7rcota7r.
THE THEOKY OF RESIDUES
6 3, 6'31]
Example
<:< 1
If
2.
and -
tt
t'-
/:o
Shew
3.
that, if
119
< a < w,
Example
<
= Te<('-)
r-
1< z < 3,
(Minding.)
sinn-z
e'
then
vr(l-z)
/,
Example
6 "3.
Shew
4.
(1+X2
4COswz'
)'*
- 1< p < 1 and - w < X < n, then

x~ p dx
tt
sin pX
2
sinîr sin X
'o l+2*"COsX + ^
i:
that, if
(Euler.)
Cauchy's integral.
We
shall next discuss a class of contour-integrals
which are sometimes found useful
in analytical investigations.
Let
G be
a contour in the z-plane, and let /(e) be a function analytic inside and on C.
be another function which is analytic inside and on C except at a finite number
of poles let the zeros of < (z) in the interior* of C be a 1; a 2 ... , and let their degrees of
multiplicity be r t r-it ... and let its poles in the interior of Cbe &i, 6 2) ..., and let their
Let
(f>
(z)
degrees of multiplicity be
s lt s 2 , ...
Then, by the fundamental theorem of residues, -
flz)
of the residues of -'
ôw
am
;.
at
equal to the
is
<(z).
Near one
we have
= A(g-a Yi+B(z-a )ri+l + ....

=
(z)
Ar (a - a^n -i + B
+ 1 (z - a +
(z-a
)f'(a + ....
f(z)=f(a +
4>(z)
Therefore
0'
1)
f ']f ^ - *&&}
z-aj
(
is
<j>(z)
. .
1)
analytic
at a,.
'
of ' 4tt-^, at the point
Thus the residue
)-.
(?,
and
sum
its poles inside C.
can nave singularities only at the poles and zeros of
of the zeros, say a x
Therefore
dz
$W
2iri J c
= a!,
is *i/(ai)-
= 6i, we have
0(z) = (7(z-6i)-s. + 2)(z-6i)-.+i + ...,
/(z)=/(6 + (z-6 )/'(6 + ...,
Similarly the residue at
and
z=6
is
i/(&i);
1)
soM# + 5/W
Z-6,
}
analytic at
is
0(z)
6,.
the summations being extended over

6*31.
The
1)
îfcf(z) W) *
Hence
for near z
all
= 2 ^/< a >> ~ ^f^'
the zeros and poles of
<j>
The number of roots of an equation contained within a
(z).
contour.
result of the preceding paragraph can be at once applied to find
an equation
<j>
(z)
lie
within a contour
For, on putting /(z) =
how many roots of
C.
in the preceding result,
we obtain the
result that
^1 $&*
2 J
<t> (
2)
is equal to the excess of the number of zeros over the number of poles of <f> (z) contained in
the interior of G, each pole and zero being reckoned according to its degree of multiplicity.
*
<f>
(z)
must not have any zeros
or poles
on C.
120
Example
Shew
1,
Let
that a polynomial
<\>(z)
= a zm + a
Then
if
C be
a circle of radius
/>
But, as in 6-22,
as p--oo
zeros of
<fi(z)
of degree
+ ...+am
m has m roots.
(a 4=0).
-^\
2
|
whose centre
is at
the origin,
has no poles in the interior of
Example
is satisfied,
the total
number
of
^-j-(dz = m.
If at all points of a contour
2.
\a k z
\>\a + a z+...+ak _
1
C the
l
zh
-i
inequality
+ ak+1 z k + + ... + amem

i
/() = **
Then
s:
= 0.
()
m
m ~ 1 + ...+a z
f(z) = amz + a m ^ 1 z
1
For write
then the contour contains k roots of the equation
a m zm + a m _ 1 z>n -* + ...+a 1 z + a
G,
cp (2) is
lim
where
we have
(-A dz^-0
and hence as
(z)
m- 1
m^-' +
Consequently, for large values of
Thus,
<jb
[CHAP. VI
<1
Therefore the
(y^+^ + î ^+^-i
**-'
on the contour, a being independent* of
number
of roots of /() contained in
2nje/W
/dz
~=
+a
2iri; and, since
C|
<
1,
+ +o\
2.
1+U
%ti ] c\*
dzj
we can expand (l+U)' 1 in the uniformly con-
vergent series
jcl +
Therefore the
Example
3.
number
ud*=lu-^HU>-...}
of roots contained in
in each
equal to
+ 62-l-10=0
quadrant of the Argand diagram.
V is a continuous function of z on C, and so attains

upper bound a must be less than 1.
I
k.
Find how many roots of the equation

z
lie
C is
=o.
(Clare, 1900.)
its
upper bound
( 3-62).
Hence
its
6 4]
121
Connexion between the zeros of a function and the zeros of its derivate.
6'4.
Macdonald* has shewn that iffiz) be a function of z analytic throughout the interior of
a single closed contour C, defined by the equation \f{z) = M, where
is a constant, then the
number of zeros of f(z) in this region exceeds the number of zeros of the derived function
(z)
same region by
in the
\etf(z) = Me
On C
then at points on
/'(*)
Hence, by
unity.
= Me* i^,
dz 2
\dz
of zeros of f(z) over the
toriJoW
*i)of'W
be the arc of C measured from a fixed point and

with Ox then
of zeros
let ty
I dz)
dz
be the angle the tangent to
(dJ6 ldff\
2niJc \dz* I dz)
az ~
J_ T
2,n|_
1
~
dd
Now
number
is
a*i)cf(')
Let
number
6 31, the excess of the
of/'(z) inside +
C makes
f" (z) = Me*
log
~r-
dz
log j- =i\j,
is
purely real and
its initial
27ri\_
value
d8_.
df\
dz] c
S ds.
dzl
S
dsjc'
the same as
is
its final
value
and
hence the excess of the number of zeros of /() over the number of zeros of
is any
change in tyftw in describing the curve C and it is obvious J that if
ordinary curve, \jr increases by 2n as the point of contact of the tangent describes the
/' (z) is the
curve
this gives the required result.
Example
n has n
Deduce from Macdonald's
1.
result the
theorem that a polynomial of degree
zeros.
Example
Deduce from Macdonald's result that if a function /(z), analytic for real
and all its zeros real and different, then between
two consecutive zeros of f(z) there is one zero and one only of/' (z).
values of
z,
2.
has
all its coefficients real,
REFERENCES.
Jordan, Cours
M.
C.
E.
Gouesat, Cours
d'Analyse,
n. (Paris, 1894), Ch. vi.
d' Analyse (Paris,
1911), Ch. xiv.
E. Lindelof, Le Calcul des Rdsidus (Paris, 1905), Ch.
* Proc.
f /'
(z)
London Math.
d<t>
dx
<p*
'
Soc. xxix. (1898), pp. 576, 577.
does not vanish on
where d>
r and
\b
T
dj/
dj/
dy
ox
dy
unless
ox
a]1
+ f2=M 2
are real, since iJ-
30
II.
vaniab
and
G has
J-,
oy
tllese
a node or other singular point

it
are
follows that
if
(z)
at
for, if f=(j>
+ i^/,
any
then
point,
su ffi ient conditions for a singular point on
+ For a formal proof, see Proc. London Math. Soc.
(2),
xv. (1916), pp. 227-242.
[CHAP. VI
122
A function
1.
j|$lj itf(x,ff)iathe
when
zero
(z) is
= 0,
and
2tt
a;
sin 5
-2tfcos0+. 2
/.
when
is real
* is real,
(x + iff), prove that if
coefficient of i in
/(cos
0,
d6 = n(j>
sin 0)
and
is
- 1< x <
analytic
when
(x)
(Trinity, 1898.)
<W2
By
2.
0,
R,
R+
round a contour formed by the rectangle whose corners are
integrating
i,
,2ttz
-1
and
(the rectangle being indented at
and making
i)
+\
smm dx=-1 e"

4e"-l
R-*-<x>
shew that
/;
er
'
By
3.
(Legendre.)
*-\
2a'
integrating log (-2) Q{z) round the contour of 6'24, where Q{z)
function such that zQ (z)-0 as
on the positive part of the
and as
real axis,
Q (x) dx
residues of log (-2) Q{z) at the poles of
(2)
ao
shew that
(2)
if
is
sum
equal to minus the
is
a rational
has no poles
of the
where the imaginary part of log (-2)
lies
between +ir.
Shew
4.
that, if
a>
0, b
> 0,
gaconfc*
snl ( a
dx
==. (e_ 1).
X
fop)
Shew that
5.
asin2.r
^ ^
(-l<a<l)
7
%
= it log(l+a),
*xdx
5V
''
4
l-2acos2tf + a 2
/.
,-,
-.
1 \
'
(a 2
^log(l+a-i),
2
>l)
(Cauchy.)
Shew that
1
sin
(f>xx
sin
sin
(p n
x
COS aiX
...
/;
if
0i, 02;
0n;
a ij a2)"-
COS a m#
Sinai
dx-
:4>l<t>2
0jij
"m De rea ' anc' a De positive and
a>|0i + |02 j+...+l0 +

|
ai|
...+|a m
|.
(Stormer, Acta Math, xix.)

If a point 2 describes a circle
7.
C and
its interior
except at a
of centre a,
number
and
if
/(z) be analytic throughout
of poles inside G, then the point
u=f(z)
will
describe a closed curve 7 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
f(z)
of the residues of -lU. at its poles in the interior of C.
z
(Amigues, Nouv. Ann. de Math.

8.
Shew that
ir(2a + b)
dx
I
9.
xn. (1893), pp. 142-148.;
(3),
Shew
,(x*
+b
)(x 2 + a?) 2
2a?b(a + by
that
f"
dx
Jo (a + bx 2 )) n
n
it
2"&i
1.3. ..(2m- 3)
1.2... (-l) a
-*

If
10.
Fn
(z)
= n n
(1
- z"), shew
that the series
m\ p=l
/M=_
Kim-
)l=2 (2
is
an analytic function when
sum
_n -l)n " 1
not a root of any of the equations z n =nn
z is
whose centres are at the
circles
and that the

two
is
one having a small radius and the other having

number of prime numbers less than n+1.
origin,
equal to the
(Laurent, Nouv. Ann. de Math.
(3),
xvm.
(1899), pp. 234-241.)
B represent on the Argand diagram two given roots (real or imaginary)

the equation /(s) = of degree n, with real or imaginary coefficients, shew that there is
If
11.
and
whose centre
at least one root of the equation/' (z)=0 within a circle

of
of the residues of /(z) contained in the ring-shaped space included between
a radius between n and + 1,
of
123
AB and
whose radius
Shew
12.
\AB cot -
is
< v < 1,
that, if
the middle point
(Grace, Proc. Camb. Phil. Soc. xi.)
eimvx
[Consider
is
(2v-l)zni
dz
round a
hm
circle of radius
ikmi
n+%
and make
->-oo
.]
(Kronecker, Journal fur Math, cv.)
Shew
13.
that, if
m > 0,
then
1
Discuss the discontinuity of the integral at

If
14.
mt
sin
/:
dt
m = 0.
A + B + C+...=0 and a, b, c, ... are positive, shew that

A cos ax + B cos bx + ... + K cos kx-dx = -A loga-.81og&- ...- K\o%k.
/:
(Wolstenholme.)
/
that, if
e x{k
-j
ti)
dt taken round a rectangle indented at the origin, shew
k>0,
ilim
p-j-oo J
-P K + tl
dt =
>
or
x> 0, x =
[This integral
16.
Shew
is
or
known
that, if
of 6'222
-,-,-.
J
-p k +
J ~p
example
dt,
'
2,
or its reflexion in the real
dt=2, lorO,
tl
x < 0.
as Cauchy's discontinuous factor.]
< a < 2, b > 0, r > 0,
x < 0), that

lim p-*,k
according as
lim
p--oo
and thence deduce, by using the contour

axis (according as
vi+
x"- 1 sin
(JaTr
then
- =K"
rdx
-bx) -s i
x T" r
" lr
124
Let
17.
>
and
n= co
is
considering
an
integer,
e-a rf = f
(C).
-3%(
By
let
e
-^
round a rectangle whose corners are (iV+|)i, where
-:dz
and making N-*- oo shew that

,
g-3%(
fee i
By expanding
Hence, by putting
(This result
;
is
=\
e 2 " fe
respectively
and integrating
example 3 that
6-22
J ->
(irty
420
Q&nt
C&-H
these integrands in powers of e~ iwiz
term-by-term, deduce from
p.
[CHAP. VI
shew that
due to Poisson, Journal de VEcole polytechnique, xn. (cahier xix), (1823),
see also Jacobi, Journal fur Math, xxxvi. (1848), p. 109 [Oes. Werke, n. (1882),
p. 188].)
18.
Shew
that, if
OO,
e -n*irt-2nKat
=t -i
7i=-oo
(Poisson,
(1828), pp.
Mem.de
403-404
vaH
Jl+2
t
I'
Acad, des
[Oes.
Werke,
Math. cxi. (1893), pp. 234-253
Sci. vi. (1827), p.

I.
g^V' COS 27l7TCtl
n=i
592; Jacobi, Journal fur Math. in.

and Landsberg, Journal fur
(1881), pp. 264-265]
see also 21-51.)
"
CHAPTER
VII
THE EXPANSION OF FUNCTIONS
A formula
7*1.
due
IN INFINITE SERIES
Darboux*.
to
Let f(z) be analytic at all points of the straight

(t) be any polynomial of degree n in t.
let
line joining
a to
z,
and
</>
Then
(-) m (z
-r
^t^
if
we have by
1,
- a) m 0("-)
differentiation
(t)f "" (a
"" m=l
(z
- a))
= -(z-a) 
</><" (tf)
and
limits
*"
1 of
t,
>
we get
-/(o)}
(0) {/.(*)
(-) m
= 2
-1
(^-a)m
(0" v
-m
(l)/<" (^)-^><- m )(O)/l m)(a)}

,|
m=i
+ (-)
l
which
is
= (t 1)"
(t)
- o)"+
f
Jo
<
(<)/
Example.
may be
and making
function ^ s cot
z, it
Bn
^.n'l
'
is
{/""
W+
")
analytic
is
z==
Journal de Math.
(3),
'
^~
30
when
<
'
^~
number j\
42
"" (a)} '
series.
the Bernoullian polynomials.

2ir,
l-B fr B^r B
called the nth. Bernoullian
î
"" 1/
remainder after m terms in this
can be expanded into a Maclaurin
\z cot
then
"
I%e Bernoullian numbers and
function of
}=i
find the expression for the
The
+ (* - a)) di,
By substituting %n for in the formula of Darboux, and taking < (t) = tn (t 1)",
/'(*)-/()=
7*2.
(a
obtained as a special case of this by writing
oo
obtain the expansion (supposed convergent)
and
(n+11
the formula in question.
Taylor's series
cf>
(*
>
^ _ 30
and, since
series,
an even
thus
^-...;
It
found that J
is
5_
'
it is
-8e
66'
"
n. (1876), p. 271.
t These numbers were introduced by Jakob Bernoulli in his Ars Conjectandi, p. 97 (published
posthumously, 1713).
t Tables of the first sixty-two Bernoullian numbers have been given by Adams, Brit. Ass.
Reports, 1877.
126
[CHAP. VII
These numbers can be expressed as definite integrals as follows
We
have, by example 2
00
f
l
sin
122) of Chapter VI,
(p.
pxdx
^rr = -^ + 2 C0t ^
-~2p + 2p\ i+
bl
2!
4!
+-
r xn sin Ipw + ^mr]

i
Since
-z
nX
.o
converges uniformly (by de
dx
Vallee Poussin's test) near
la
p=0
we may, by
4'44 corollary, differentiate both sides of this equation any number of

doing so and writing It for x, we obtain
times and then put p =
;
A proof of -this result,

fur Math.Und Phys.
Example.
Shew
given by Carda, Monatshefte
that
f'x2"- 1 dx
~ 7>(2 2-l) )
the function
-1
e
t
sinh^
valid
>
Maclaurin series in powers of
which
when \t\<
The Bernoullian polynomial* of order n

t
is
321-4.
consider
depending on contour integration,
v. (1894), pp.
Now
t- dt
is
may
be expanded into a
2tt.
defined to be the coefficient of
in this expansion.
It is
denoted by
eZt
-_A
e*
<j>
= |
n= i
(z),
so that
hMH
nl
This polynomial possesses several important properties.

preceding equation and subtracting, we find that
Writing z +
for z in the
te*=
On
equating coefficients of t n on both sides of this equation
nzn -'
which
{M* + l)-M*)}^-r
=
<f>
n (z
+ l)-$ n {z),
a difference-equation satisfied by the function
is
we
The name was given by Eaabe, Journal filr Math.
<$>
(z).
xlii. (1851), p. 348.
obtain
THE EXPANSION OF FUNCTIONS IN INFINITE SERIES
7-21]
An
explicit expression for the Bernoullian polynomials can
We
as follows.
be obtained
have
zH
,t
e'-l
2i
2t
z3 t3
-1-1 + *?-** +
**'
'
and
127
2!
4!
Hence
*W^ =
n!
=i
From
<f>
| rt
'
f"
2!
3!
'
'"[ j"1
'
_*2~+r ^!_^ +
2!"~4!
coefficients of tn ( 3-73),
this,
by equating
n (z)
= zn -\ nz n~L + MB, **" - n C B

t
the last term being that in z or

coefficients
When
* + *? +
s is
an integer,
it
may
that,
* + n C B zn ^
s
n G2
for the
n Cit ... being the binomial

wth Bernoullian polynomial.
= l-i + 2- + ... + (z- 1)" _1

1
series for the expression
Shew
Example.
we have
be seen from the difference-equation that
4>n ()/
The Maclaurin
and
z*
Maclaurin series
this is the
'"
on the right was given by Bernoulli.
n> 1,
when
<M*O = (-)"0(l-s).
7"21.
The Euler-Maclaurin expansion.
In the formula of Darboux
71) write
(f>
n (t) for <(i),
where
<j>
n (t)
is
the
nth Bernoullian polynomial.

Differentiating the equation
rc
&
<f>
times,
(t
+1)
-(()
+ 1) - ^>" -*
<*-* (*
Putting
= ft*""
we have
in this,
= ( - 1)
-k
n -*>
0<
(1) = n
i
we have
Now, from the Maclaurin

<<-*- (0)
<<- (0)
(<)
in
(p n
~
in k>
(0)
^W(0)
(1)
and
uh -\
(0).
$ (z), we have
,<>
= _i.n!,
Substituting these values of
>
(f>
series for
= 0,
if
k>
(-)*-^,
= n!.
cf>
[n
~k}
(0) in Darboux's result,
we obtain the Euler-Maclaurin sum formula*,

*
It
A history
of the
formula
was discovered by Euler
is
given by Barnes, Proe. London Math. Soc.
(1732), but
who
was not published
at the time.
(2),
m.
(1905), p. 253.
Euler communicated
it included his own theorem (see

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. Petroip. vi. (1732), [Published 1738], pp. 68-97, and by
it
(June
12-33)
9,
1736) to Stirling
replied (April 16, 1738) that
as a particular case, and also that the
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
(z
- a)f (a) =/(*) -f(a) -
In certain cases the
(g
+1
we
write
for z
"
F(x) dx
* ^)/
\F(a)
+ F(a +
(2m)!
=i
we
2<, ...
and we can thus
+ (r
1)
(fi-i) a
(
for
) + .
F(a
2o))+...
F(x)dx=a>\lF(a)
^ + -,
K , + ^
V
2
/*
Rn =
This
last
'
.-^(t)
{M)\Jo fa
formula
?,
{F* m -v (a
2 i^ "
2
J
(
If f(z)
Example
(a
+ ra) - F^~ (a)} + R n
+ ma +
a<) [ dt.
J
of the utmost importance in connexion with the
is
It is valid if
points of the straight line joining a to a

1.
OT=a0
numerical evaluation of definite integrals.
Example
(zm)l
m =i
where
+ 2
all
n> oo
to)}
R m
/_^*
+ a>, a +
+ <* - a) *i *
the last formula becomes
(x),
B
+ 2 Li_^?' _.
Writing a
a
{
f (a).
and F(x) for/'
= \a>
(2n+i)
term tends to zero as
last
^7
obtain an infinite series tor f (2)

If
{/"""('W^W}
i%lv
^/m>!
m=l
-/' (a)}
{/' ()
+ 2
[CHAP. VII
be an odd function of
,
/
7?
2,
9 5A2m-2
F(x)
is
analytic at
+ ra>.
shew that
9271
~2n+
("I
Shew, by integrating by parts, that the remainder after n terms of the
2.
expansion of - 2 cot -
may
be written in the form
yt+i z 2 + i
(2m)
sin 2
/"i
/-1
I
02t>
(0 cos
(zt) dt.
(Math. Trip. 1904.)

7'3.
We
Biirmann's theorem*.
shall
next consider several theorems which have for their object
the
expansion of one function in powers of another function.

*
Memoires de
I'Institut,
(1902), pp. 151-153.
11.
(1799), p. 13.
See also Dixon, Proc. London Math. Soc. xxxiv.
7 '3]
is
THE EXPANSION OP FUNCTIONS IN INFINITE SERIES
Let 
Suppose
also
that
(a)
cj>'
=j=
(a)
= b.
Then
0.
Taylor's
theorem
the
furnishes
expansion
$(,)-& = 0'(a)(*-a) +
and
if it is
*^(*-a) +
...
we obtain
legitimate to revert this series
which expresses z as an analytic function of the variable {</> (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 {
actual coefficients
theorem, which
Let
yfr(z) be
is
generally
in
b]
J,
(*)
{<f>
6}'
{/>
(z)
- bY +
the expansion are given by the following
known
as Bilrmann's theorem.
a function of z defined by
the equation
then an analytic function f(z) can, in a certain domain of values of
expanded in
f(z) -/(a)
R,
where
z,
be
the form
V fry S
-f
6"
'*(*)_4> (*)
n -i
[/' () {*<)}"]
f'(t)<f>'(z)
+ *..
dtdz
6.
7 is a contour in the t-plane, enclosing the points a and z and such that, if
any point inside it, the equation <f>(t) = (t)-b
j^h^r
lm-0 \<l>(t)-b]
+
{(t)-br*{<p(t)-(0}.
* It is
assumed that such
W. M. A.
a contour can be chosen
if
- a be
|
sufficiently small; see 7-31.
130
But, by
f
_
[CHAP. VII
4-3,
,H+1
/'(Qf(0^ _ {4>(*)-&}
cj>(t)-b
.*(*)-&.
27ri(m+l)
m 1
Therefore, writing
/(,) -/(a)
"
(t- a)+*
Jv
"2 { *
m=l
6}
l7
"
-E
da"
Example
1.
da- L/
- b} m +"
W W Wt
"
[/' ()
{* ()}"]
'HO-v WViQdtdS
'
7"
4>(t)-bj
a Jy
4>(t)-<HO
n>oo we may
If the last integral tends to zero as
an
1)
J y {< (*)
for to,
side of this equation as
(m +
"
f'(t)dt
2m (m + 1)
'
write the right-hand
infinite series.
Prove that
(-)"-'(?,(3-a), e''('! -',
z=a + 2
where
C= (2wa)"-1
To obtain
'
(2na) n
~s +
(2racs)
this expansion, write
0(2)-6 = (0-a)e2
f {?)=%,
theorem
in the above expression of Biirrnann's
=a+
2
=1
But, putting
- a2
,
^{z) = e^-^,
we thus have
(s-a) e(.a-aS)J"
l^"
(a2-*2)l
-1 6
J
z=a
= a+f,
= ( 1)
= (n - 1)
x the coefficient of
-1
in the expansion of e~ nt
x the coefficient of J"" 1 in 2

K-l
= (-!) !x
(-) rwr < r
(2 +
2a
+t
(-) r r (2a) 2
(-l-r)! (2r-+l)!"
2
o
The highest value of r which gives a term in the summation is r=n\. Arranging
summation in descending indices r, beginning with r=n-\, we have
therefore the
f
a*"- 1
=(-)'- 1
JH-
=(-) '- 1 CB
- 'i(''
(w ~ 2)
^,
which gives the required
Example
2.
result.

z2
= sin z + 2
.--sin 4 2
+ ^ -sin 6 z+....
.
(2 W a)*- +...|-
7"3l]
Example
3.
Let a line
be drawn through the origin
the line which joins the origin to any point
a.
on the same side of the line p as the point a
is,
losz = loga+2 2
In the
last
section
we have not
convergence of Biirmann's
form of the theorem
\z
series, for
is
+ a)
form of Burmann's
Teixeira's extended
in the -plane, perpendicular to
any point on the 2-plane which
shew that
2m + r1
m=i
7'31.
If z be
131
theorem.
investigated closely the conditions of
much more
the reason that a
general
same
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
will
next be stated
this generalisation bears the
relation to the
:
shall
now
discuss the expansion of a function in positive
and
negative powers
of the second function.
The general statement of the theorem

we shall follow in this section.
is
due to Teixeira*, whose exposi-
tion
Suppose (i) that/(V) is a function of z analytic in a ring-shaped region A,

bounded by an outer curve G and an inner curve c (ii) that 6 (z) is a function
analytic on and inside C, and has only one zero a within this contour, the zero
;
being a simple one

points z of
(iii)
that
a;
a given point within
6(x)\<
and
is
(iv) that for all
C we have
for all points z of c
\6{z)\,
we have
\9(x)\>\6(z)\.
6{z)-6 (x) =
The equation
has, in this case,
a single root z = x in the interior of G, as
is
seen from the
equationf
2m' J c 6 0)
- 6 0*0
'
2tt;
1
2m J c
of which the left-hand
number
c 8(*)
h{d(2)}
d'(z)dz
6(z)
'
and right-hand members represent respectively the

( 6'31) and the number of the
of roots of the equation considered
roots of the equation 6 (z)
contained within
C.
Cauchy's theorem therefore gives

1
/W ~27rt \;
\jc
* Journal fur
t
Math. cxxn.
The expansion
f(z)6'{z)dz
d(z)-6(x)
]e
f{z)e'{z)dzl
6{z)-6(x)_
(1900), pp. 97-123.
is justified
by
4-7, since
\ -tj-[ }
converges uniformly when
z is
92
on
C.
"
132
[CHAP. VII
integrals in this formula can be expanded, as in Laurent's theorem,
The
by the formulae
in powers of 6 (x),
f(z)6'(z)dz
_ |
f(z )6'(z)dz
]n (
/,
We
thus have the formula
where
we
Integrating by parts,
m =1=0,
get, if
This gives a development of f(x) in positive and negative powers of

valid for all points x within the ring-shaped space A.
(so),
and poles of(z) and

5 '22 or by 6*1.
If the zeros
(z) inside
are known,
An
and
Bn
can
be-evaluated by
Example
1.
Shew
that, if
2s
1
=
2 \1
1,1
Shew
that,
Example
when x
|
If
2.
<
+^2J + 2
+#7
> 1,
sum
22
V+
2i
4 ll
+xi )
\1 +"/
42
1.
.~4
2.4
2
6 \l
.
member
the second
denote the
<S*
then
1,
represents
+ xV + "'
x~
l
.
of all combinations of the

,
62
...
(2-2) 2
numbers
taken to at a time, shew that

i
j_
sinz
B=0
{z y^_
(2ra
the expansion being valid for
equation
is
7'32.
sin z
=1
+
_ JZ
+ iiK
represented by points within the oval whose
and which contains the point
= 0.
(Teixeira.)
Lagrange s theorem.
Suppose now that the function f{z) of

the interior of C, and let 6 (x)
not zero on or inside
G and
the formulae which give
An
A " =J-(
= ( ) #
*\
ZttiJc
-B=0.
31
is
analytic at all points in
Then 6
(x).
(x) is analytic
the contour c can be dispensed with
and
B n now
f'W**
2-rinJ c (*-a){f9 l
a.-
become, by 5"22 and

dU ~l
(.--)}
l/]
n! da"- 1 (^(o)J
m<g> z */>>.
a
8i (z)
J v
'
and
therefore
6'1,
f
V
n >n
''
7 "32]
THE EXPANSION OF FUNCTIONS
The theorem
we
write
IN INFINITE SERIES
133
of the last section accordingly takes the following form,
(z) = 1/0 (z)
if
Let f(z) and (z)\<\z-a\
is satisfied at all
points z on the perimeter of
G;
then the equation
=a + <</>(),
regarded as an equation in
has one root in the interior of ; and further

C can be expanded as a power series
f,
any function of f analytic on and inside

in t by the formula
^ -f^\i^d^f'^^^
)
This result was published by Lagrange* in 1770.

Example
where a
|
Within the contour surrounding a defined by the inequality
1.
<
|,
(z-a) \>\ a
|,
the equation-
z-a- a- =
z
linn
one root
f,
the expansion of which
is
given by Lagrango's theorem in the form
Now, from the elementary theory of quadratic oquations, we know that the equation
z
=
z
has two roots, namely ^
/( 1 + ~?)f
-f-
an
represents the former \ of these only
an(* %
example
1_
)
\./(
1+
a)[
ar>d our expansion
of the need for care in the discussion of
these series.
Example
If
2.
which tends to
y be that one of the
when
z--0,
shew that
( + 3)
+
,
( + 4)( + 5)
'
2!
rc(w
roots of the equation
3!
+ 5)(n+6 )(re +-7)

7)
^-j
n(n
n
(n + 6)(n
9)
6) ( + 1)(n
7) (w + 8)(n
8) (n + <))
so long as \z\<\.
Example
If
3.
x be that one
of the roots of the equation
a'=l+yxa
which tends to
whon
y-*-0,
show that
iJ-l y(3a-l)(3a-2)
log.r=2/+if +
^3 -V+-,
,
the expansion being valid so long as
|y|<|(as-l)- a-|.
1
* Mini, de
The
VAcad. de Berlin, xxiv.; Oeuvres, n.
latter in outside the given oontour.
(McClintock.)
p. 25.
134
[CHAP. VII
The expansion of a class of functions in rational fractions*
74.
'.
Consider a function f(z), whose only singularities in the finite part

a2 a3 ..., where j $ a2 % a 8 <;
let
of the plane are simple poles a,

b lt 6 2
bs
be the residues at these poles, and
...
sequence of
Cm
circles
Om
(the radius of
. . .
let it
be possible to choose a
Rm)
with centre at 0, not
being
passing through any poles, such that \f(z)\ is bounded on 0,m

(The function
cosec z may be cited as an example of the class of functions considered, and
.
Suppose further that Rm > 'x, as m-> and that

the upper bound f of \f{z) on m is itself bounded asj m co so that, for all
is independent of m.
points on the circle C M f(z)\< M, where
we take
Rm = (m + )
ir.)
'
Then,
if
* be not a pole of f{z), since the only poles of the integrand arc
= x,we have, by 6 l,
-
the poles oif(z) and the point z
if
2m
Cm z
'
j^
J
x dz=f(x)+2
r ar x
where the summation extends over
But
J-.f
2inJcm
%Jcm
"J^'
if
we suppose the
Now
as
poles in the interior of
all
&*.-*(
z-a>
ar
Gm
-m-*
*\
2m J cm z {z - x)
2iri J fm
z(z-x)'
function f{z) to be analytic at the origin.
in> 00
f
,
f(z)dz
-7-!-
(RmT
is
),
and so tends to zero as
tends
to infinity.
making to-
Therefore,
/( 0) + i
=/(,)
(-L- - I) -
bn
\a-
n=l
n =i
which
If
'
a- n
X)
(/;
and the summation
the poles of f(x).
all
\<\an+ i\
this series converges uniformly throughout the region given by

any constant (except near the points an). For if R m be the radius
which encloses the points a j, ... ', the modulus of the remainder of the
x <a, where a
j
of the circle
is
terms of the series after the
first
I
by
&*
-
'
27TI Jf Cm Z (z
an expansion of /() in rational fractions of x
is
extends over
lim
m-
SftJ- +1
a
/(*)=/(<>) +
i.e.
n/
4-62; and,
given
* Mittag-Leffler,
e,
is
x
2iri
(z)
dz
J c z(z x)
J/
Ii
we can choose n independent
Acta Hoc. Scient. Fennicae,
m a
of
'
x such that Ma](R m a)<t.
xi. (1880), pp.
273-293.
See also Acta Math.
iv.
(1884), pp. 1-79.
Which
is
a function of m.
J Of course B m need not (and frequently mugt not) tend to infinity continuously;
example taken R m =(m + %) w, where m assumes only integer values.
e.g. in the
7-4]
The convergence is obviously still uniform even if a

n ^ a n+1
the series are grouped so as to combine the
terms corresponding to
|
If,
instead of the condition

\f( : )
independent of
expand
>~
m when
*
is
< J/,
Cm
on
provided the terms of
poles of equal moduli.
we have the condition ./(*)

|
and p
a positive integer, then
is
135
< M, whore M is
we should have
to
by writing
1
x
_1
2^7-~ 7 + j3 + "-+.i,+i
.i-
(-_.r)'
and should obtain a similar but somewhat more complicated expansion.
Example
Prove that
1.
cosec2 = - + 2(-)"(
the
summation extending
To obtain
The
see that
is
= f (z).
bounded on the
is
circle
}>jr
The
any positive or negative
residue of /(j) at the singularity nn

f(z)
tt
and negative values of
to all positive
this result, let cosec z - ~
points c=;(jr, where n
),
\z
n.
singularities of this function are at the
integer.
therefore (-)", and the reader will easily
is
|=(n + ) w as
n-*-a:
Applying now the general theorem
where
cn is
the residue at the singularity
a,
we have
/(,)=/(0) + 2(-)f_L[z
But
/(0)=
J
Therefore
cosec
is
rnr
=-+5
^
J-}.
nn-J
iZ^J =
lim
--
which
sin z
B
)
[_;
H77
KIT
Example
2.
If
<a<
e?*
e-l
Example
3.
shew that
_1
-
" 2z cos
2twt,7r inir
z2
n=l
+ 42
sm2n an
"
*- 2
Prove that
_]_
2n-.r 2
(coshx-cos.r)
"~2n-a'4
1
77
t?
-<>-" ** + #*
e2*-e-s*
(27r)
+i*
1
The general term
of the series on the right is
(gr*
which
is
+ ....
_ g-nr)
{(j-jt)
+ |x4}
the residue at each of the four singularities
(n-V + ^.r
(c
77
r,
e-^sin
'
r,
ttz
ri,
ri
of the function
THE PBOCESSBS OF ANALYSIS
136
The
singularities of this latter function
[CHAP. VII
which are not of the type
r,
- r,
ri,
- ri
are
at the five points
At 2=0 the
residue
is
-,
ax*
WX*
z=
at each of the four points
+
~ 1) x
4- 1
the residue
i
is
-1
{2nx 2 (cos x - cosh x)}
12
Therefore
(-iy r
_r
rn
r=\ e
""
{rrrY
+ \x^
'
nx 2
tsx^
C is
the circle whose radius
is
..
m + g,
nzdz
i"
an
{n
-3
C, this integrand is 0(\z
)
But, at points on
x - cos ,)
(cosh
1
where
integer),
and whose centre
is
the limit of the integral round
the origin.
is
there-
fore zero.
Prom
the last equation the required result
Prove that
Example
5.
Prove that cosech x
Beo*-4
W%-
+x
2x(
Example
Prove that coth
8.
Prove that
-j
4n 2 + x2
(13
tt
7.
obvious.
(-^-^-^ + ^J-^-
Example
Example
^
now
is
x= Y%x\
#
-5
V""
9tt 2
+ x2
n 2 + kx 2
+ 4:X2
257r 2
+ 4^r
;+
2
+x25+ 47r' + X2 + fr%TV + X
7-5-
..^j
= -r
...
coth 7ra coth
J
n-6.
(Math. Trip. 1899.)
2%e expansion of a class of functions as
7'5.
The theorem
infinite products.
of the last article can be applied to the expansion of a certain
class of functions as infinite products.
For
Oj,
of
a2 as
,
let
,
...,
f(z) be a function which has simple zeros at the points*

where lim an is infinite and let/(^) be analytic for all values
;
z.
Then f'(z)
is
analytic for all values of z ( 5*22),
singularities only at the points a x
a2 a3
,
so J
and
Consequently, by Taylor's theorem,
/(*)
and
= (Z -
/'
(z)
Or)
(a,)
= /' (ar) +
(z
-^^ f" (O +
r)
f"(ar ) +
* These being the only zeroa otf(z)
....
and a4=0.
..
can have
7'5, 7*6]
137
f'(z)
It follows immediately that at each of the points a r the function y .
,
has a simple pole, with residue
we can
If then
-
7 4,
such that J
Cm
find a sequence of circles

(z)
bounded on Gm
is
J\ z )
expansion given in
+ 1.
as
of the nature described in
moo,
it
from the
follows,
7 -4, that
/'('^/'(O),
(1,1)
Since this series converges uniformly when the terms are suitably grouped
-
( 7 4),
we may
integrate term-by-term
exponential of each side,
independent of
c is
Putting
z = 0, we
Doing
7).
so,
and taking the
we get
f(z)
where
\ll--)M,
= cefM~ n
z.
see that /(0)
= c,
flM z
/(*)=/(0) e /
and thus the general

oo
result
becomes
I.)
z
nî-^j^j.
\
This furnishes the expansion, in the form of an infinite product, of any

.
function f(z) which
Example
rir,
where r
1.
is
fulfils
the conditions stated.
any positive or negative
/ (z) =
which has simple zeros
at the points
integer.
/ (0) = 1
In this case we have
/' (0)
= 0,
and so the theorem gives immediately

sin
z
!_5{(i-.i-V=}{(i + -L.\
z)
for it is easily seen that the condition concerning the behaviour of -jTX as
z -*" 00
I
's
fulfilled.
Example
2.
Prove that
K)} H^)) H^)'\ H^)'\ M=y>

cosh k cos x
1
cos
x
(Trinity, 1899.)
76.
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,

*
Berliner Abh. (1876), pp. 11-60
is
not so narrowly restricted.
Math. Werke, n. (1895), pp. 77-124.
138
[CHAP. VII
Let f(z) be a function of z with no essential singularities (except at 'the

and let the zeros and poles of f(z) be at alt a2 as
where
')
Let the zero * at a n be of (integer) order mn
< otj < ctj < a3
point infinity
If the
|an
number
and poles
of zeros
as n>oo;
for,
if
unlimited,
is
it
necessary that
is
not, the points a n would have a limit point f,
which would be an essential singularity of f{z).
We
gn (z)
proceed to shew
of all that
first
it
possible to find polynomials
is
such that
Z\
e^^
a,
converges for
Let
all J finite
values of
z.
be any constant, and
let
\z\<
then, since
N such that, when n > N, \an \> 2K.

The
N factors of the product do not affect
an
>
oo
we can
find
first
any value of n greater than N, and

,
._
z_
fz\ z
convergence J
its
consider
let
Z^'
\m
Then
m =im\an
\m=k, l rn\a.n
<
<2\(Kan
-i
*)!
) -\,
since \zn a n
Hence
where
\un
Now mn
e g n (z)
_ ew(s)
(z)\^2\mn (Kan-
and a n are given, but kn
choose kn to be the smallest
is
) "\.
at our disposal
number such
that 2
since
Ka n ~ < \,
l
mn (Kan- )*"
we
< b m where
oo
b n is
any convergent series of positive terms.
Hence
= n
\(l
= N+X
where
|
un (z) \<bn
and
therefore, since b n
converges absolutely and uniformly

*
We here
e"
is
independent of
z,
the product
when \z\< K, except near the
points an
regard a pole as being a zero of negative order.
From
the two-dimensional analogue of 2'21.

J Provided that z is not at one of the points an for which
E.g. we might take b n =2~ n
<*>
= JV+1
mn
is
negative.
77]
Now
F(z)=
let
f[
e ff "
139
<*>
a.
Then,
if
and has no
f(z)
-=-
It follows that
so,
F (z) = G
(z),
an integral function
G-,(z) is
5 '64) of z
zeros.
by Taylors-theorem,
converging everywhere
-j-
-qj^
(z) is analytic for all finite
values of z
this function can be expressed as a series
integrating,
G, (z)
and
nb n z n
~l
follows that
it
= ce G W,
CO
where G(z)=
and
so
G (z)
bn z u
and
a constant; this series converges everywhere,
c is
an integral function.
is
Therefore, finally,
/(*)=/(0)e*M
G (z)
where
some
integral function such that
e^
(i
G (0) = 0.
The presence
[Note.
f(z) is
is
(1
of the arbitrary element O (z) which occurs in this formula

due to the lack of conditions as to the behaviour of f(z) as z |--oo .]
for
Corollary.
77.
If
mn = l,
sufficient to take h a
it is
The expansion of a
class
= n, by
2-36.
of periodic functions in a series of
cotangents.
Let f(z) be a periodic function of

of simple
poles
for
convenience, let
/(*)=/(* + )
let
f(z)*l uniformly with respect to x as ?/-
Let the poles of f(z) in the strip

them be c1; c2 ... cn
ip'
ABGD
< x ^ tr be
oo
at a I; a 2 ,
oo
an
and
let
the
Further, let
+ ip' and
number
be the period of f(z) so that
similarly \etf(z)>l' uniformly as y >
residues at
ir
ir
Let z = x + iy and
when O^x^tt;
analytic except at a certain
z,
be a rectangle whose corners are*
ip,
ir
ip,
cot (a r
z),
in order.
Consider
f(t) cot
taken round this rectangle the residue

and the residue at z is f(z).
;
(t
z) dt
of the integrand at a r
is cr
DA and GB cancel on account of the periodicity

and as p>x>, the integrand on AB tends uniformly to I'i,
while as p'*co the integrand on CD tends uniformly to li; therefore
Also the integrals along
of the integrand;
2
* If
(I'
I)
=/0) +%
any of the poles are on x = tr,
taken so large that a\
a<i,
...
c r cot (a,.
- z).
r=\
shift the rectangle slightly to the right; p, p' are to be
a n are inside the rectangle.
40
That
we have the expansion
to say,
is
[CHAP. VII
= Ul'-l)+ 2
f(z)
- ar
c r cot
).
r=l
Example
1.
cot (x - %) cot
(x - a 2 )
. . .
cot (x
-aH)=
2 cot
-a
(a,.
...*...
x)
cot (a r - a n ) cot (x
- ar ) + ( - )4,
r=l
ft
S cot (a r a{). ..*... cot (ar -a n ) cot (x a r ),
or
r=l
according as
ra
Example
2.
the * means that the factor cot (a r
sin
(x-b 2 )
...
sin
(sc
bn)
s in (!
(x-a^sin
(x a 2 )
...
sin
(# a)
sin (a^
&i)
&i)
2
sin (q x
...
sin (a? - bj)
5)
sin (a!-a)
. . .
sin (a 2
- 6)
sin (a 2
sin (a 2 i)
omitted.
ooa(ai + a 2 +
...
a)
cot (x
- a{)
cot (
- a2 )
+ an -b b 2 - ...-bn
1
).
Borel's theorem^.
7'8.
= 2
Let/(V)
where
r ) is
Prove that
sin (x
sin
even or odd
is
a0" be analytic
independent of
is
GO
Hence,
= 2
if <)>(z)
and similarly
(z)
<<"'
|
when
z sjr, so that, by 5'23,

|
an rn
< M,
n.
?l
-^r

this integral is
by
<f>
parts,
(zt)
+z
e -tty[m) (jfy
= am
and,
e~ l
(j)'
(zt) dt
e-t^+v^dt.
-n+i
f
Jo
when \z\<r,
lira
e-'# (m
>
(>)
= 0.
*--oo
t--0
Therefore
t Lecons sur
an analytic function
- e~*
= 2
(zt) dt
<f>
5 32.
integrate
e~ l
/,(
les
= 2 am zm + Rn
m=0
series divergentes (1901), p. 94.
See also the memoirs there cited.
8,
THE EXPANSION OF FUNCTIONS IN INFINITE SEEIES
7*81]
141
/no
Rn <
where
|
z n+1
e'KMe^ />--! dt
Jo
= \zr*< r,
when
Consequently,
\z
/,(*)
and
so
where
n +*M{l-
= 2
m=
0,
as
n>oo
a n z=f(z);
f(z)^fe-^(zt)dt,
(f>(z)
=2
7i=o
If
S=
with 2 a n zn
^>(z) is called Borel's function associated
2 a n and
n=o
the series
n -;
<(s)
^- and
=o n
if
we can
establish the relation S-
/:
said ( 8-41) to be summable (B)'

so that the theorem just proved
shews that a Taylor's series representing an analytic function is summable (B).
7 "81.
is
'
Borel's 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, ... of f(z) and
through each of them draw a line perpendicular to the line joining that singularity to the
:
origin.
The
lines so
drawn
with the origin inside
Then
will divide the plane into regions of
Borel's integral
The reader
an analytic function (which, by

and its continuations) throughout
represents
obviously that denned by /(z)

polygon.
which one
is
a polygon
it.
will observe that this is the first actual
5 5
and
7 8, is
the interior of this

formula obtained for the
analytic continuation of a function, except the trivial one of 5'5, example.

For, take any point P with affix f 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
ing side of the polygon would pass between
for if there were such a singularity the correspond-
and
i.e.
would be outside the polygon.
142
larger concentric circle*
G with
no singularity on or inside
eonverges uniformly
but i C!f!ZJf2.
+1
where
3 -34) on
Then, by
it.
since /(z) is
5-4,
bounded and
zl
^ 8 > 0,
independent of
8 is
therefore,
by
4-7
* (W = ib /o 0_1/(z) exp
so,
when
wholly
msi'rfe
and
[CHAP. VII
is real,
<
(f t)
\<F() ew where
real part of f/z
on
.F (f ) is
the polygon and
is
(ito_1)
independent of
bounded
and X
is
in
any closed region lying
the greatest value of the
C.
we draw the circle traced out by the point z/f, we see that the real part of f/z
when z is at the extremity of the diameter through f, and so the value of X
|fl-{|fl + 8}- <l.
If
greatest
is
is
"We can get a similar inequality for

analytic at f
This
is
7'82.
and
is
<f>'
(#) and hence, by 5-32,
e-*(j>({t)
eft
is
obviously a one-valued function of
the result stated above.
Expansions
A mode
of
in series
of inverse factorials.
development of functions, which, after being used by Nicolef

was systematically investigated by
and Stirling:): in the eighteenth century,

Schlomilch in 1863,
that of expansion in a series of inverse factorials.
is
To obtain such an expansion

the function be f{z)
of a function analytic
when
= 2 an z~n and use the formula f(z) =
> r, we
let
ze~ tz <j>(t)dt,
Jo
m=o
00
where 4>(t)=
a n t n /(n
!)
this result
may be
obtained in the same way as
re=0
that of
7-8.
Modify this by writing e~
=1-f
(t)
<f>
= # (f)
then
Jo
Now
if t
= u + iv
and
if t
be confined to the strip
ir<
v <ir,
is
a one-
valued function of and

() is an analytic function of and f is restricted
so that 7r < arg ( 1 ) < 77-. Also the interior of the circle f- = 1 corresponds
;
The
Mem
difference of the radii of the circles being, say,
de VAcad. des Sci. (Paris, 1717)
S.
see Tweedie, Proc. Edin.
Math. Soc. xxxvi.
(1918).
% Methodus Dijferentialis (London, 1730).
More recent investigations are due to Kluyver, Nielsen

Compendium der hoheren Analysis.
and Pincherle. See Comptes Rendus, exxxm. (1901), cxxxiv. (1902), Annates de I'Ecole norm,
sup. (3), xix., xxii., xxiii., Eendiconti dei Lincei, (5), xi. (1902), and Palermo Rendiconti, xxxiv.
Properties of functions denned by series of inverse factorials have been studied in an
(1912).
important memoir by Norlund, Acta Math, xxxvu. (1914), pp. 327-387.
7"82]
by the point
to the interior of the curve traced out
(writing
= exp {i (6 +
7r)j)
and inside
\t\-R(t)Z [{R
= log [2
cos
^6 \
+ ^ id,
is in-
this curve
+ t ]* - -B (0-o,
2
(t)Y
R(t)>oo
as
when
It follows that,
^
F(g) <
|
dependent of
Now
if2
143
and
1,
so
F(g) < MerW < M,
(1
)-""
rt
|,
where
|.
^ < 1 then, by 5-23, JP < JT2 nip-' where

the upper bound of \F(z)\ on a circle with centre and radius
is
suppose that
Taking p
>
=-(1
and observing that*
(1 4- w
i^)K*[ i -{f+ -Ti f}]"'< Jf,e (n +

Remembering
that,
by
l)'
(1
5,
J0
integrations
by
<
)"
fe
we
find that
1)
we
have,
by repeated
parts,
rl-
JO
Jo
H^40
^^
1-e
-(1-0^(0
lim
= &0 +
-1
JO
e--+0
1-e
- p-.
means lim
+ ^+l
+
5+l"+r (* + l)( + 2)
'
where
bn
...+r
"
"
(z
+ l)(z+2)...(z + n)
*
- (1 - f)+" J'w
lim
+ -R,
()
e-*0
if
the real part
= i?<> (0),
oiz+n r n>0,
if -B (z)
i.e.
>
* 
+ 2 + B)
log (l
/o"
+n) .R(z-r)
...
increases with a; for
y-i = l
say, putting
)|
+ 2)r .w!
+1 +
B = R (z r).
(r
* (l
e(w
M e(n + 2)
<
where
2)...(,
further
.n\
...
(r
>*,
+ a;- 1 = log
)
(1
+ n + B)
B'
when y<l, and
+ a;- 1
-j^>0.
so log
j J>?/.
That
is
to
144
M
tends to a limit
to zero
271)
n-oo
as
r+S
1+ ând
so
[CHAP. VII
Rn |-0
(n
if
+ 2/e
1/m
(?-+8)
tends
but
rn+l
2l/m>
m=l
xr = log(n +
fj
l),
s
r
by 4-43 (n), and (n + 2) (n+ l)-- ->0 when 8 >0; therefore
re>oo and so, when R (js) > r, we have the convergent expansion
Rn -+0
as
'W-^ + JTl + (^ + l)(^ + 2) +

Example
1.
(^
(z
+ l)(z + 2)...(z + + l)
J C
2.
l)(0
+ 2)...(^ + n)
+ --
Obtain the same expansion by using the results

1
Example
-'-
Z-t
f1
M"(l-Vcfo,
,-
m!J
J0
J C

1^
_1
a =
where
(1
a,
2(2+1)
2(2+1) (2+2)
-<) (2-*) ...(to-
:;"''
-)&,
J o
and discuss the region
in
which
it
(Schlomilch.)
converges.
REFERENCES.
E. Goursat, Cours d'Analyse (Paris, 1911), Chs. xv, xvi.
E. Borel, Lecons
sw
les series
divergences (Paris, 1901).
Bromwich* Theory of Infinite Series (1908),

Schlomilch, Compendium der hbheren Analysis, n.
vm,
T. J. I'a.
Chs.
0.
(Dresden, 1874).
x, xi.
y x-(p(y) = 0, whore
If
1.
(j>
a given function of
is
its
argument, obtain the
expansion
where
denotes any analytic function of
validity.
2.
its
argument, and discuss the range of
(Levi-Civita, Rend, dei Lincei, (5), xvi. (1907), p.
its
3.)
Obtain (from the formula of Darboux or otherwise) the expansion
n =\
find the
(i
;"
remainder after n terms, and discuss the convergence of the
series.
The expansions considered by Bromwich are obtained by elementary methods,

the use of Cauchy's theorem.
i.e.
without
145
Shew that
3.
/( a;+A)-/(^) =
(-)'"-'
3-5
-g
(TO
m - 1) g{/W(^
+ A)-(-r/H W
+
- ) h"
(n+I)
yn (0/
hi) dt,
(*
J o
where
and shew that yn (x)
is
ascending powers of
t.
By
4.
the coefficient of n
n in the
expansion of
in the formula of Darboux,
..
Trf"
f(l-r)<
oA
\f(){x + h)--fW(x)\
+(-)a +i
r
....
Shew that
5.
M
ol
2m
ml
/(z)-/(a) = 2 (-)'"-'
m=i
where
n
JV2nW/(2n+1 { + (2-a)}^,
'
2ji
*" (0= ^Ti
{/l*"- 1 >(a)+/P-)(*)}
(z-a) 2 " + 1
[S (^l)Lo'
Prove that
6.
W -f(*i)=Ci
fc - %)/'
+c
2
(* - *i) /"
- C4 fo-*,)*/* (%) + ... + (-)" fe-z^

in the series plus signs
?5) n
'
If
7.
.!
(z 2
zi)";
ascending powers of
and # g are
values of z such that
(^.)
integers,
x 1 ^R
Cn
is
- î) 3 /"' <*)
(*secta
< (z)-is
^x2
a function which
<f>
last
(*!
+ <*- toi) *
is
analytic andjbounded for
i,
x 1 <x> i) that
^rl
d,.
Hence, by applying the theorem
W. M. A.
term before the
(z) cfe
+ <(*!+ l) + < (î + 2 )+- "+4> (%- 1) + ^(*2

o
'
shew (by integrating
= ]^,)dz+,]
and the
in pairs,
/(n+1
the coefficient of z" in the expansion of
round indented rectangles whose corners are x u x% x 2 oo

(*!)
K _o
(Trinity, 1899.)
$0
)}
z.
and
(z)
also
Cs (4
J^ {;
and minus signs occur
integral is that involving
all
r<t>(t)fin +v(x+ht)dt,
M
M
a
_
__=i_^
+ ,,,_..,_.. +
where
* in
shew that
/(*+*)-/(*)=- 2
cot
- tx) (1 + 1 - tx)}
taking
,,
{(1
10
'
146
Bit 2
where
...
(where
C is
shew that
are Bernoulli's numbers,
$(l) + <t>(2) + ...+<t>(n) =
C+&(n) +
a constant not involving
[CHAP. VII
+ ^^^^r^-Vin),
<j>(z)dz
J"
provided that the last series converges.
n),
due to Plana, Mem. della R. Accad. di Torino, xxv. (1820),

a proof by means of contour integration was published by Kronecker,
pp. 403-418
Journal fur Math. cv. (1889), pp. 345-348. For a detailed history, see Lindelof, Le Calcul
Some applications of the formula are given in Chapter xn.)
des Re'sidus.
(This important formula
is
8.
#"",., 1.3...(2-3) x"

1
-s+J/-*for
x= 2u + u\
one root of the equation
If
9.
denote the
sum
*>
si
and shew that
converges so long as
it
tl
off all combinations of the
l 2,
32
52
(2?i-l) 2
...
< 1.
numbers
taken to at a time, shew that
osz
cos,_
(-)" ++ i
(-).
"
;
1
1_
~ sinz
'
k=0
(2to
rgC+i)
+( _ )nS W
+ 2)
?lsin 1
(Teixeira.)
If the function f(z) is analytic in the interior of that
10.
equation
points
is
sin z
= G (where C<
1),
which includes the
^ ; /W(0) + ^/'
f(')-f (.<>)+
is
the
sum
(0)

2
taken to at a time, and
+ -+<"
1)
/"(0)
can, for all
,n
*"**
"i ^nyi
,!o^
denotes the
l
to at
-2
fiW (0) -^/(sn-p (0) + - +<'+1 /' (0)
where jS
2n
2 '1
., n
11.
shew that /(z)
within this oval, be expanded in the form

,,
taken
origin,
one of the ovals whose
2
,
2
,
numbers
,...(2-l) 2
numbers
a time.
Shew
(Teixeira.)
that the two series
2z
and
2z \ 3
r^ - rr^ (jt?)
same function
22 6
2z 3
represent the
(2m -2) 2 ,
...
sum
sin
2.4
+ 3T5 2
20 \ 6
Vi^v - -
in a certain region of the z plane,
and can be transformed
into each other by Biirmann's theorem.
(Kapteyn, Nieuw Archief,
(2), in. (1897), p. 225.)
and is analytic at all points in the

infinite strip of the plane, included between the two branches of the curve
sin z = C
(where C> 1), shew that at all points in the strip it can be expanded in an infinite series
of the form
12.
If a function f{z) is periodic, of period 27r,
f(z)
=A +A
sir)z+...+A
fl
smn z +
+cos 2 (Si + 52
and
find the coefficients
An
and
Bn
sin
z+ ... +Bn sin" -1 z + ...)

13.
If
(j)
147
and /are connected by the equation
of which one root is a,
shew that
<t>'
Z 2 ^'
X3
ypy (fs Fy
<$
*" (/ 2 ^7
(j)'
W"
<f>'"
the general term being
the elements of the
m
)
first
^jo~\
row are
/^'Umim + n multiplied by a determinant in which

2
<f>\
(<
+ ...,
3
(f F')"
3
m-1 )',
m
(<p )', ..., ($
(f F') and each row is the
one with respect to a and F, /, F', ... denote
)',
differential coefficient of the preceding
F(a),f(a),F'(a)
(Wronski, Philosophie de la Technie, Section n.
p.
381.
For proofs of the theorem
see Cayley, Quarterly Journal, xn. (1873), Transon, Nouv. Ann. de Math. xiii. (1874), and
C. Lagrange, Brux.
14.
Mem. Couronnes,
If the function
W(a,
b,
xlvii. (1886), no. 2.)
x) be defined
which converges so long as
by the
if
then
* <T
y=
x=
W(a,
6, x),
H* (6, a, y).
Examples of this function are

W(l,Q, x) = e*-
15.
where
series
d
W(a, b,x) = l + {a-b) W(a-b,
dx
shew that
and shew that
4,
Prove that
1,
b,
x)
148
Sr
where
is
the
sum
of the rth
[CHAP. VII
powers of the reciprocals of the roots of the equation

n
2 a r af = 0.
(Gambioli, Bologna Memorie, 1892.)
If / (2) denote the nth derivate of f(z), and if /_ (2) denote that one of the th
17.
integrals of f(z) which has an n-ple zero at 2=0, shew that if the series
00
71= 00
is
convergent
it
represents a function of
the origin in the ^-plane, the series
fn{z)g-n{%)
z+x and
if
the domain of convergence includes
equal to
is
f- n (z + x)gn (0).
Obtain Taylor's series from this result, by putting g(z) =

18.
Shew
that, if
x be not an
(Guichard.)
\.
integer,
2x + m + n
1
2
To-*"0
r^-.
m=-v =-(* + ,f(x + nf

as v--a>
provided that
all
m = n are omitted from the summation.
terms for which
(Math. Trip. 1895.)

19.
Sum
the series
1
n=-q
where the value n =
is
\(
&- -a n
nj
omitted, and/), q are positive integers to be increased without
limit.
(Math. Trip. 1896.)

20.
If
F(x) = elo
mreo ^ m' )dx
shew that
F(x) = e* n=1
J,
and that the function thus defined
^(-^ =
iV
\HJ
satisfies
^,
the relations
22
i?, (.r)^(l-^)
Z3
+ =* + p + ^+-=-
Further,if
shew that
i^ (x)
=e
when
= 2sin^.
f2
f//
logfl-*)?,
2m
--$'* <1.
(Trinity, 1898.)
21.
L
-**}
Hi
Shew that
[-I-(^)I-(^)"][ 1+ (^)I' + ty]

<
_g=l
{1
-2e- 9
cos (^ + (3(,)
and
.i7}
{1
- 2e-BCOs(#-/3) + e-.20p
"
,
2 iK
where
+ - 2a
d=ffsin
"
(l-cos^
2o-l
re
e-
tt,
4cos,r/B
a =*cos
<x<
2jr.
ig
1
n-,
n
(Mildner.)
THE EXPANSION OP FUNCTIONS IN INFINITE SEEIES

If
22.
<1
and a
not a positive integer, shew that
is
~
B= l n - a
where C
is
2nix a
x-
149
g2iw> +
~<&am
t--
-xa -
1
'
i-j;
a contour in the -plane enclosing the points
0, x.
(Lerch, Casopis, xxi. (1892), pp. 65-68.)

23.
If (^(z), #2
and
function,
if
(z),
(z),
are any polynomials in
...
^2 (),
...
and
z,
if
F(z) be any integrable
be polynomials defined by the equations
/^(,)^|^)^
i=fW
fV ww,)W)
l( z),
P F{x) 0, (*)fc (*)

-#
7a
24.
^.- 1 ()
A system of functions p
where a n and
0!(a)
2),
Pi
^ '|~{,(* (fa=^(i),
(
jgW
(')
<fo()0 2
Po () = !,
as TO--ao
...
/g(*)rir_fr(.)|
shew that
^6
(z)>
(*)
<j)l(z)<t>2(z)<t>i(z)
Pi (), -"is defined by the equations
iWi(z) = (z2 +a2 + &, ).M2),

1
6 are given functions of n,
which tend respectively to the limits
and
Shew that
the region of convergence of a series of the form 1en p n {z), where
are independent of
z, is
Shew that every
a Oassini's oval with the foci
function /(z), which
is
e2 ,
...
+ 1, 1.
analytic on
and inside the
oval, can, for points
inside the oval, be expanded in a series
f(z)=S(cn + ZC n ')p n (z),

where
c=2^.
(a n +z) qn (z)/(z) dz,
<=^
i \
lv,
()/() dz,
the integrals being taken round the boundary of the region, and the functions g n
defined by the equations
(Pincherle, Rend, dei Lincei,
Let Cbe a contour enclosing the point

on or inside ft Let 1 be so small that
25.
z is
a,
and
let <f>(z)
\t<j>(z)\<\z-a\
when
z is
on the periphery of
ft
By expanding
Sin] c
in ascending powers of
Hence, by using
2,
shew that
6-3, 6-31,
it is
e-<at(f>
(z)
equal to
obtain Lagrange's theorem.
(4), v.
(z)
being
(1889), p. 8.)
and/(z) be analytic when
CHAPTER
VIII
ASYMPTOTIC EXPANSIONS AND SUMMABLE SERIES

Simple example of an asymptotic expansion.
81.
Consider the function f(x)
and the path of integration
By
t~ l e x
~l
dt,
where x
and
is real
positive,
the real axis.
is
repeated integrations by parts, we obtain
/-i-i +!-
(->-<^-
In connexion with the function f(x), we therefore consider the expression
_(_)-! (w
and we
Then we have
112!
um \um _x
for
= mx~* >
(-Yn\
oo
as
m > oo
Take any
all
values of
The
series
2wm
is there-
x.
fixed value for the
number
n,
and calculate the value of Sn
have
Sn (x) = (-)+' (n + 1)
f{x) -
j^
and
In spite of this, however, the series can

the calculation oi fix); this can be seen in the following way.
fore divergent for
We
1)1
shall write
be used
therefore, since e
x~ l
1,
|/(,)-^(,)| = ( W +
For values of x which are
equation
is
l)!^<(W+ l)!/^ = ^.
sufficiently large, the right-hand
Thus,
very small.
^f
if
we take x ^
2m,
member
of this
we have
\f(x)-Sn (x)\<^^,
which
for large values of
of the function
by talcing the
Taking even
is
very small.
It follows therefore that the value
f{x) can be calculated with great accuracy for large values of
sum of a
suitable
number of terms of
fairly small values of
S6 (10) = 0-09152,
the series
%um
x and n
and
0</(10)-6 (10) < 0-00012.
x,
8-l-8'21]
The
ASYMPTOTIC EXPANSIONS
series is
function f(x).
be given.
82.
151
on this account said to be an asymptotic expansion of the

precise definition of an asymptotic expansion will now
The
Definition of an asymptotic expansion.
divergent series
zn
z*
which the sum of the first (n + 1) terms is Sn (z), is said to be an asymptotic

expansion of a function f(z) for a given range of values of &igz, if the
n
expression
n (z) = z {/(z) - Sn (z)} satisfies the condition
in
lim
Rn (z) =
(n fixed),
Rn (z)\ = oo
(z fixed).
\z\-*~cc
even though
When
this
lim
is
the case,
we can make
|*{/<*)-flfn (*)}|<6,
where
arbitrarily small,
e is
We
by taking z
|
denote the fact that the series
is
sufficiently large.
the asymptotic expansion otf(z) by
writing
=0
The
definition
asymptotic
which has just been given
expansions
due to Poincare*. Special

and used in the
Maclaurin and Euler. Asymptotic expan-
however, been
had,
eighteenth century by Stirling,
is
discovered
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 l clearly satisfies the

given for, when x is positive, xn \f{x) Sn (x)} \<n\ ar
-
definition just
as x
co
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 /(*), represented by the series

00
where
x>
and
<e<
1C
1.
* Acta Mathematica,
vm.
(1886), pp. 295-344.
152
The
term of
ratio of the kth.
the series converges for

values of
We
x.
have,
this series to the (k l)th is less
_1_
.#
x3
^ ^_
x5
x*
were allowable* to expand each fraction
therefore, it
than c, 'and consequently

our attention to positive
shall confine
when x > k,
x+k
If,
We
positive values of x.
all
[CHAP. VIII
rearrange the series for / (x) in descending powers of x,
^ + 4-
-,
in this way,
and
to
~T~ fC
we should obtain the formal
series
00
J = (-)"- 2
where
fr1
-1
^.
k=l
GO
But
this procedure is not legitimate,
shew that
it is
and
A nx~K
We
diverges.
can, however,
an asymptotic expansion oif(x).
M-
Then
*=i
so that
x)
=i \
x)
f(x)-Sn (x) = 2
2 k n c k converges
for
j.izl**
(-**-l.**a.
Now
in fact 2
n=\
x+k
\<x- n ~ 2 2
T
x + k\
kn &.
k=l
any given value of n and
is
equal to
Cn
say; and hence
4=1
\f(x)-Sn(x)\<CnX-"~\
00
f{ x )~ 2
Consequently
A n x~n
n=\
Example.
If
f(x)=
xi ~ t2
dt,
where x
is
positive
is
the
<
n.]
J x
real axis,
prove that
,,
'
[In fact,
it
{X)
1_
1.3
2V + 2W
~2x
1.3.5
2W
was shewn by Stokes in 1857 that
/'^*- *^-(s-ffi+-W + -)
the upper or lower sign
8"3.
We
is
to be taken according as
n-
<arg x<\n
or ^7r<arg
Multiplication of asymptotic expansions.
now shew
that two asymptotic expansions, valid for a common

range of values of arg^, can be multiplied together in the same way as
shall
ordinary series, the result being a
For
let
f(z)~ 2
m=0
* It is not allowable, since
new asymptotic
A m /r,
k>x
<t>(z)~
expansion.
5 5m *r
m=0
for all
terms of the series after some definite term.
8'3-8 32]
-
ASYMPTOTIC EXPANSIONS
and let Sn (z) and

n being fixed,
Tn (z)
- Sn (z) =
/(*)
Then,
be the sums of their
m = J.
-Bm
if <7
+ A-Bm-i +
Sn (z)Tn
But
f(z)
<f>
o (*r),
(z)
<f>
(z)
(n
first
1) terms;
so that,
- Tn (z) = o (O-
+ A m B^,
153
obvious that*
it is
= 2 C^-" + o (*-).
1
(z)
{Sn (z)
{TB
o (*r)}
= Sn (z) Tn (z) +
(*)
(*-)}
o (r-)
m=0
This result being true for any fixed value of
8'31.
to,
we
see that
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
by the
of the integral of the function represented
For
f(x)
let
~ 1 A m x~m
and
Then, given any positive number

\f(x)
e,
Sn (x) <
|
let
Sn (x) = 5 A m x~m
we can
e
original series.
find
~n
x such that
when x > x
and therefore
I
f(x)dx\
Sn (x)dx ^1
<
Out
Sn (x)dx =
and therefore
On
the other hand,
expansion
8'32.
this
may
it is
|/(#)-S(V)|cfo;
(m-1)* "'1
'
^ + {+...+
2x
(n-l)x
''
f(x)dx~ 2
n -1
'
.4
-,?,,
not in general permissible t to differentiate an asymptotic
be seen by considering e~x sin
(e x ).
Uniqueness of an asymptotic expansion.
question naturally suggests
itself,
as to
whether a given
series can
be
See 2-11 we use o (z ) to denote any function f (z) such that z n f (z) - as z -*> oo
f For a theorem concerning differentiation of asymptotic expansions representing analytic
functions, see Eitt, Bull. American Math. Soc. xxiv. (1918), pp. 225-227.
*
154
[CHAP. VIII
The answer
the asymptotic expansion of several distinct functions.

is
To shew
in the affirmative.
L (%)
we
this,
which are represented asymptotically by a
zero,
functions such that lim x n L (x)
i.e.
function e~ x
is
of a function
when %
such a function
J (x)
for
is positive.
series all of
whose terms are
every fixed value of
The
n.
The asymptotic expansion *
therefore also the asymptotic expansion of
is
+ L(x).
J(x)
On
to this
observe that there are functions
first
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
which can only be
+^+
...
+ ^_5 _^_..._^ô,
A =B
if
for, if
2 Bmz~,
m=0
ot=0
W^
A mz~, f{z)~
f{z)~ 2
then
A =B
Important examples of asymptotic expansions will be discussed later, in connexion

with the Gamma-function (Chapter xn) and Bessel functions (Chapter xvu).
Methods of summing
8'4.
series.
'
We
have seen that
'
possible to obtain a
it is
development of the form
f(x)
= 2 A m w~^ + Rn (x),
m=l)
OO
Rn (x) > oo
where
n> oo
as
and the
series
2 A m x~m
does not converge.
m=0
We
now
consider what meaning, if any, can be attached to the
a non-convergent
we wish
That
series.
to formulate definite
'
to say, given the
of
CO
an
if
an converges, and such that
exists
=0
re=0
when
sum
a1 a2 ...,
rules by which we can obtain from them a
is
CO
8= 2
number S such that
numbers a
'
this series does not converge.
8'41.
We
Borel's\ method of summation.
have seen
7-81) that
r">
oo
2 an zn =
n=0
fj,
<fi(tz)=
<f>
(tz) dt,
Writ,
OO
where
e~ l
J
-^.
TC=0
the equation certainly being true inside the circle
00
of convergence of
an zn
If the integral exists at points z outside this
=o
circle,
we
define the
'
Borel
sum
'
of
2 a n zn
to
mean
the integral.
=o
* It
there
is
has been shewn that when the coefficients in the expansion satisfy certain inequalities,
only one analytic function with that asymptotic expansion.
(1911), pp. 279-313.
+ Borel, Lecons sur
les Series
Divergentes (1901), pp. 97-115.
See Phil. Trans. 213,
a,
8 '4-8 "4
SUMMABLE SERIES
3]
155
00
R (z) < 1,
Thus, whenever
the
'
Bore]
sum
z n is
of the series
'
B=0
e-tePdt
= (1 - z)-\
If the
'
sum
Borel
842.
exists
'
we say
that the series
sum
00
2 an may be
of
'
Thus the sum
of the series 1
'
'
lim
(1
-x+x -
a n xn when this limit
lim
*-l-0
l=0
defined as
=0
1+11+
.)
lim
would be
...
(1
exists.
+ x)- = \.
1
Cesaro'sf method of summation.
8'43.
Let
by the theorem of 371
to Euler, is suggested
00
'
(B).'
Euler's* method of summation.
A method, practically due

the
summable
'
is
= Oj + a +
sn
. .
an
then if
lim -
+s +
(sj
. . .
s n ) exists,
we
00
2 an
say that
'summable (CI),' and that
is
sum (CI)
its
It
S.
is
is
n=l
00
necessary to establish the 'condition of consistency %,' namely that
S=
2 an
m=l
when
this series is convergent
To obtain the required

re
2 am = s, 2 sm = nSn
result, let
m=l
to prove that
-|
sn
Then,
S,
we can choose n such
6.
if
i>
Since
that
a>
<
e for all
values of p, and
=a +a
1
then we have
s,
e,
Given
so
Sn
m=l
(l
1, 1
>
n,
we have
j
v~\
+ ... + an (l
1
2v~
l
,
...
+ an+1 {l
+ ...+a(l -
J
is
a positive decreasing sequence,
it
from Abel's inequality ( 2 301) that

-
0^(1-3+0^(1 - -~) +
---
+a
-^r)\<{ 1
-l
Therefore
S y - -U + oJl * JnsJii. CaZc.
1\
-)
f,
+ ... +o(l
Di^. (1755).
See Borel,
t Bulletin des Sciences Math.

% Seethe end of 8-4.
n-1
loc. cit.
(2), xiv. (1890), p.
<u-?).
Introduction,
114.
j.
follows
[CHAP. VIII
156
Making v-*
oo
we
see that, if
be any one of the limit points
( 2'21)
of $, then
S 2
Therefore, since
- sn %
ê-
we have
e,
\S-s\%2e.
that
S = s;
had
to
that
is
221,
theorem which
summability (Cl) of a
series of variable
unique limit
to say S has the
we
this is the
This inequality being true for every positive value of

s
infer, as in
be proved.
1.
Frame a
2.
If bn<
Example
definition of 'uniform
terms.'
Example
if
^ 6 +
2 a m =s, then lim J 2 an 6
8*431.
Cesdrd's general
?l>
lt
< v,
when
and
if,
is
method of summation.
said to be
*-=!,
'summable
^{K^)
if
1+
(
2 a n b ntV
lim
exists,
where
7+bs)-( 1 + .-ri)r'
is
the particular case of this result
when
= 0.
The method of summation of Riesz\.
A more
extended method of summing a series than the preceding

'
'
ljm
which X
is
any
Va
(l-~)
'
is
by means
of
n which tends to infinity with n.

summable (Rr) with sum-function X.'
real function of
this limit exists is said to be
series for
which
Hardy's! convergence theorem.
8-5.
Let
from 8"43 example 2 that the condition of consistency is satisfied in

proved* that if a series is summable (Or ) it is also summable (Cr) when
the condition of consistency
8 44.
in
(Cr)
'
fact it can be
r>t/
êrf, lim b^ = 1, and
2 aw
It follows
is
=&
CO
A series
when n
a n be a
series
which
is
s
summable (C
(
an =
the series
1).
Then if
(l/n),
a n converges.
n=l
* Bromwich, Infinite Series, 122.
t Comptes Bendus, cxlix. (1910), pp. 18-21.
i Proc. London Math. Soc. (2), vm. (1910), pp. 302-304.
indebted to Mr Littlewood.
For the proof nere given, we
are
8-431-8-5]
Let
sn
SUMMABLE SERIES
= a, +
a2 +
...
2 an
then since
157
is
summable (0
1),
we have
=i
+ s2 +
. .
+ sn = n
[s
o (1)),
QO
where
s is
the
sum (G 1)
of
X an
B=l
Let
and
sm
let
this notation, it
independent of
n,
and
an
Suppose
...
=n
2, ... n),
+tn = an
sufficient to
is
if
(m=l,
*m,
+ t2 +
t1
With
is
-s =
o (1),
shew
that, if
then tn *
as
an <
\
n >
oo
Kn~\ where
first that a 1} a 2 ... are real.

Then, if tn does not tend to zero,
some positive number h such that there are an unlimited number of
the numbers tn which satisfy either (i) tn >h or (ii) t n <h. We shall shew
that either of these hypotheses implies a contradiction.
Take the former*,
and choose n so that tn > h.
there
is
Then, when r
= 0,
1, 2,
|
an+r < K/n.

I
Now
diagram.
plot the points
Since
Pr
whose coordinates are
tn+r+1 tn+r =a n+r + lt
(r,
tn+r )
the slope of the line
in a Cartesian
Pr Pr+1
is
less
than 6 = arc tan (K/n).

Therefore the points
P P P
P P
,
Draw
rectangles as
shewn
is
to say
O'n+k
...
lt ...
lie
above the
which
"n = tn + *n+i +
l
The reader
hypothesis.
which
will be
= h % tan 6.
x h cot
0,
of these rectangles
and the axes
+*;
,
n.
by using arguments
employed in dealing with the former
will see that the latter hypothesis involves a contradiction
of a precisely similar character to those
left oi
bounded by y = h x tan
> %h? cot 6 = lh K*
line
on the
lie
The area
in the figure.
exceeds the area of the triangle

that
2,
1;
Let Pi be the last of the points

so that k ^ h cot 0.
158
But
cr, l+i
<r
TC
_j
<
<r n+lc
+ on _i
[CHAP. VIII
= ( + *). o(l) + (n-l). o(l)

= n.o(l),
since
jfc
hnK' and
1
*S
A,
if are independent of n.
n tending
Therefore, for a set of values of
which
impossible since
is
This
is
therefore
t n <g
/i,
\h?K~
not o (1) as n
is
> oo
the contradiction obtained on the hypothesis that lim tn
Hm
we
tn
0.
by taking the corresponding case
Similarly,
arrive at the result lim t n
so
>
Therefore since lim tn
0.
lim tn
tn
*0.
lim tn
we have
and
to infinity,
>h>
in which
>
lim tn
= 0,
oo
That
to say s n
is
s,
mid
so
is
convergent
and
its
sum
is
s.
n=l
If a n be complex,
that
we
consider
2 R(an ) and 2 I(an )
R (an
and
2"
(a n ) separately,
and
find
converge by the theorem just proved, and so
00
<z
converges.
M=l
The reader will see in Chapter ix that

modern theory of Fourier series.
this result is of great importance
in the
00
Corollary.
If an
() be
a function of such that 2 a n
(|) is
uniformly summable (C
1)
K=l
throughout a domain of values of
2 an
and
if
a n (f)
< A'
-1
,
where
is
independent of
|,
(|) converges uniformly throughout the domain.
71=1
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
<
- h for some point |

h or t n (m )
sequence of values of n can be found for which t n ()
of the domain* the value of depends on the value of n under consideration.
;
We then
find,
as in the original theorem,
$h?K- l 7i<n.o(l)
for a set of values of
n tending to infinity. The contradiction implied

exist, and so t n ($)-*-0 uniformly.
in the inequality
shews t that h does not
assumed that a n (|) is real; the extension to complex variables can be made as in the
If no such number h existed, t n () 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 , 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.
* It is
former theorem.
ASYMPTOTIC EXPANSIONS AND SUMMABLE SERIES
159
REFERENCES.
H. PoiNCARi, Acta Mathematica, vm. (1886), pp. 295-344.
E. Borel, Lecons stir les Series Divergentes (Paris, 1901).
Bromwich, Theory of Infinite
T. J. Pa.
E.
W. Barnes,
S.
Chapman t,
Series (1908), Ch. xi.
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*.
6. N. Watson, Phil. Trans, of the Royal Society, 213, a (1911), pp. 279-313.
Phil. Trans, of the
Proc.
London Math.
Soc. (2), ix. (1911), pp. 369-409.
f e~ xt
Shew that
1.
when x
is real
and
dt
=
t
x3
+ -" - ...
afi
positive.
Discuss the representation of the function
2.
(where x
is
supposed real and positive, imd
by means of the
ditions)
Shew
a function subject to certain general con-
'(0)
/M= <M)
X
that in certain cases
represents/^)
is
series
(e.g.
(<)
cf>
"(Q)
X3
X2
= e at
for large positive values of
the series
is
absolutely convergent, and
x; but that in certain other cases the
series is
the asymptotic expansion oif{x).
Shew that
3.
e- x x a
/;
for large positive values of
~1
,
dx
+
1
os-l
=l
(a-l)(a-2)
J
v
'4
z3
+ ...
z.
(Legendre, Exercices de Calc. Int. (1811),
Shew that
4.
if,
^ x)= h
logM+log
{
(r^
'
/W~2i"2V + 4V-6"^ + --
then
Shew
also
that/ {x) can be expanded

f(x)=
n
Shew
5.
precede each
sum
that
if
into an absolutely convergent series of the form

rs2)...{x + F)
+ l)(x +%
(Schlbmilch.)
'
v
+ + 0-1+0+1-1-0 + 0-1 + ...,
zero precedes each
in
which two zeros
+1, be 'summed' by Cesaro's method,

(Euler, Borel.)
is f.
Shew that the
6.
series
the series
-1 and one
-,
k t 1 (x
'
its
p. 340.)
when x > 0,
series 1 - 2
1+0-21 + + 4! + ...
+4 !
..
cannot be
summed by
Borel's
method, but the
can be so summed.
9
This paper contains
memoir.
many
references to recent developments of the subject.
bibliography of the literature of summable series will be found on p. 372 of this
CHAPTEE IX
FOURIER SERIES AND TRIGONOMETRICAL SERIES
Definition of Fourier series*.
9'1.
Series of the type
where
+ (! cos x + &! sin x) + (a
a, & are
They
gations.
If there
is
independent of
x,
cos 2x
+ 2
b 2 sin 2x)
...
nx
(a cos
+ bn sin
no;),
many
investi-
Riemann
integral
are of great importance in
are called trigonometrical series.
a function/() such that
f(t) dt exists as a
J IT
or as an improper integral which converges absolutely,

?ra
f{i) cos ntdt,
called a Fourier series.
is
of Daniel Bernoulli on vibrating strings
motion y = a -rîn the form

of the string starting
from rest
71
the fixed ends of the string being

general solution of the problem.
=1
account
is
b n sin
(0, 0)
and
mrx
nirat
'
'
= cos T(I,
0)
initial
shape
is
21,
could not possibly represent such a function ast
controversy arose between these mathematicians, of which an
given in Hobson's Functions of a Real Variable.
and shewed
sum
the
and he asserted that this was the most
Fourier, in his Theorie de la Chaleur, investigated a
to the
is
of
This appeared to dAlembert and Euler to be impossible,
since such a series, having period
dAlembert had previously solved the equation
and Bernoulli shewed that a formal solution
y= 2
when t=0.
y=\ {f(x+at)+f(x at)}, where y =/(&')

<=
cx{l x)
/()sinw^,
appeared in analysis in connexion with the investigations
first
J IT
IT
then the trigonometrical series

Trigonometrical series
irb n
and such that
that, in a large
f{x).
polytechnique, xn.
number
number
of trigonometrical series
of particular cases, a Fourier series actually converged
Poisson attempted a general proof of this theorem, Journal de Vtlcole

Two proofs were given by Cauchy, Mem. de
(1823), pp. 404-509.
I'Aead. R. des Sci. vi. (1823, published 1826), pp. 603-612 (Oeuvres, (1), n. pp. 12-19)
and Exercices de Math. II. (1827), pp. 341-376 (Oeuvres, (2), vil. 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.
FOURIER SERIES
9"1, 9 ll]
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 sum f(x).
modification of this
proof was given later by Bonnet t.
The
if
and bounded in the range ( - jt,

minima and a finite number
result of Dirichlet is that J if/(i!) is defined

number of maxima and
f(t) has only a finite
continuities in this range and, further,
if f(t) is
and
it)
of dis-
f(t + 2n)=f(t)
outside the range
n), then,
71- ,
Jra =
provided that
nb n =
f(t)oosntdt,
f(t)sinntdt,
JO
the series a
2 {ok,oosnx + b n s\xinx) converges to the
sum %{f(x + 0)+f(x0)}.
Riemann and Cantor developed the theory of trigonometrical series generally,

more recently Hurwitz, Fejer and others have investigated properties of Fourier
series when the series does not necessarily converge.
Thus Feje> has proved the remarkable theorem that a Fourier series (even if not convergent) is 'summable (01)'
at all points at which f(x + 0) exist, and its sum (CI) is {f(x+0)+f(x-0)},
Later,
while
still
provided that
/(() dt
an absolutely convergent
is
of the convergence of Fourier series
For a
fuller
which we
integral.
One
shall give later ( 9'42) is
of the investigations
based on this
account of investigations subsequent to Riemann, the reader
Hobson's Functions of a Real Variable, and to de
la Valine Poussin's
is
Cours
result.
referred to
d' Analyse
InfmiUsimale.
Nature of the region within which a trigonometrical
9'11.
series converges.
Consider the series

1
where
may
be complex.
If
we
write
This Laurent series will converge,

where a, b are positive constants.
But,
if
zx-Yiy,
|
= erv
(a cos nz
+ bn sin nz),
n=l
e I3 =f,
if it
and so we
the series becomes
converges at
all,
in a region in
which a ^ f
|
get, as
^ b,
the region of convergence of the trigono-
metrical series, the strip in the z plane defined by the inequality

.
The
case which
is
the strip consists of a single
Example
1.
logasj-y $
log
6.
of the greatest importance in practice is that in which a = b

line,
namely the
= \,
and
real axis.
Let
\ t
jf(,s)
= sinz--sin 22 + - sin 32-- sin 42+...,

2
where z=x+iy.
*
Journal far Math. iv. (1829), pp. 157-169.

t M&moires des Savants etrangers of the Belgian Academy, xxin. (1848-1850). Bonnet employs 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.
J The conditions postulated for f(t) are known as Dirichlet's conditions; as will be seen in
they are unnecessarily stringent.
9-2, 9 '42,
W. M. A.
'l>^ i\
11
162
[CHAP. IX
Writing this in the form
we
notice that the first series converges* only
Writing x in place of
f(x) = lim
we
(x being real),
(rsmx - r2 sin 2# + - r* sin
is
y ^0, and the second only
-it
(if
2 =1
<x<ir),
(re-**
J^ +
this tends to
converges uniformly
w + S ^x ^.tt ,
tinuous in the range
-r2 e~2ix A r3 e~3ix ...
+ rer fa
where k
ifcjr,
)l
Therefore,
when
ir<x<n,
<x<
when n
),
is
some
335 example
where 8
(1
integer.
and
1)
is
therefore con-
any positive constant.
is
Since \x is continuous, h has the same value wherever x

x = 0, we see that k = 0.
But,
y <0.
the limit of one of the values of
and as r--l
71
if
( 3'7l),
...
3,
-\i log (1 +re ix ) +\i log
Now
by Abel's theorem
lim -j--i'(r i:c --- 2 e 2to + -?- 3 e 3fa -...j
+ -i
This
if
see that
lies in
the range
and putting
f(x) = \x.
3?r,
f(x)=f(x-2n) = i(x-2n) = ix-7r,

and generally,
if
(2m
w < x < (2m + 1)
7r,
/(*) = ^*-nr.
We
have thus arrived at an example in which
/ (x)
not represented by a single
is
analytical expression.
It
must be observed that
Fourier series converges
this
phenomenon can only occur when the
a single
is
For
line.
the strip
if
is
strip in
which the
not of zero breadth, the
associated Laurent series converges in an annulus of non-zero breadth

analytic function of
series represents
in that annulus
j,
r sin
where
<r<1
sum
its
is
and represents an
an analytic function of z, the Fourier
such a series
is
Example
2.
given by
x \r z sin %x + Jr 3 sin 3x ...,

y*
is
arc tan
sin
or
the arc tan always representing an angle
+ \n.
between
When - n ^ x ^ tt,
<
i-) n
series converges only
-l
oo&nx
n2
n=\
The
and, since
when x
is real
12
;
by
3'34 the
convergence
is
then absolute
and uniform.
Since
%x=smx-%sin'Zx + lsm3x-
...
(-n- + 8sa-^jr-8, 8>0),
and this series converges uniformly, we may integrate term-by-term from

and consequently
*
*
71
The
=1
series do converge if
y = 0, see
2'31
example
2.
to
( 4-7),
9 '12, 9"2]
That
is
FOURIER SERIES
when -ir + B^x^n -d,
to say,
a
where C
is
163
(-)"-' cos nx
a constant, at present undetermined.
But
since the series on the right converges uniformly throughout the range - n s x
$ n-,
sum is a continuous function of x in this extended range and so, proceeding to the
limit when #-= n, we see that the last equation is still true when x=n.
its
To determine
C, integrate
each side of the equation
47) between the limits -n,
tt;
and we get
2tt(7- 3
7r
^.J^^H!^
Consequently
Example
By
3.
= 0.
writing
y- 2# for # in
(-*<*<*).
example
2,
f=^(n
sin 2 TO
f=frg (-#)
n2
=l
9 12.
Values of the
shew that
(O^^^tt),
(-tt^^^tt).
= %{ir\x\-X2}
terms of the
coefficients in
sum of a
trigonometrical
series.
00
Let the trigonometrical

convergent in the range (-
series
ir,
tt)
^c+ 2
and
(c cos
nx
sum be
let its
+ dn sin nx) be
uniformly
Using the obvious
f{x).
results
P
J
(m^n)A
n 0),
(m = n^=
f=0
j
cosww;cosn;raaH
= 7r
[=7r
sm m sm wa
(=0
(mn),
_
;
(m=?i^0),
a* = a27r,
(=tt
J-
00
we
find,
by*
cos
on multiplying the equation ^c
w or by
sin
Corollary.
Trd n
( 4*7),
/(#) sinn#c&E.
trigonometrical series uniformly convergent in the range
Lebesgue has given a proof
communicated
verges for
f(x) cos nxdx,
tt,
tt)
is
to
all real
On
him by Fatou
values of
124) of a theorem
{Series trigonometriques, p.
that the trigonometrical series 2 sin nxflog n, which con-
( 2'31
example
Dirichlet's conditions
1), is
not a Fourier series.
and Fourier's theorem.
theorem, of the type described in
9"1,
concerning the expansibility of
a function of a real variable into a trigonometrical series

*
+ dn sin na;) =/(*)
series.
Note.
9'2.
(ccos?ia;
nx and integrating term-by-term f
7rc=l
Fourier
+ 2
is
usually described
Multiplying by these factors does not destroy the uniformity of the convergence.
and 2jr), Nova Acta Acad. Petrop. xi. (1793).
t These were given by Enler (with limits
112
164
On
as Fourier's theorem.
[CHAP. IX
account of the length and difficulty of a formal
when the function to be expanded is subjected

we defer the proof until 9'42, 9'43. It
proof of the theorem (even
unnecessarily stringent conditions),
sufficient conditions
however, convenient to state here certain
to
is,
under which
a function can be expanded into a trigonometrical series.
Let f(t) be defined arbitrarily when

real values of t by means of the equation
f(t
so that
f if)
is
f(t) dt exists
7r
and defined* for
all other
2ir)=f(t),
a periodic function with period
Let f(t) be such that

let it be
7r^<
2tt.
and if this
is
an improper
integral,
Let a n b n be defined by the equations^

,
jra n
=\
f(t)cosntdt,
irb n
f(t) sin ntdt
=0,
(n
1, 2, ...).
J TT
J -IT
Then, if x be an interior point of any interval
(a, b)
in which f(t) has
limited total fluctuation, the series

CO
a + 2
(a n cos
nx +
b n sin nx)
M=l
is
convergent,
at
t = x,
this
and
sum
its
sum\
reduces
is
to
\[f{x+
0)
+f(x
0)}.
If f(t)
is
continuous
f(x).
This theorem will be assumed in 9-21-9-32 these sections deal with theorems concerning 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(t), 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,/() is subject to less stringent

and this decrease of stringency is of
conditions than those contemplated by Dirichlet,

considerable practical importance.
Thus, so simple a series as 2
expansion of the function log 2 cos \x
and
)"
_1
(cos nx)\n is the
this function does not satisfy Dirichlet's
condition of boundedness at ir.

00
It is convenient to describe the series \ a
+ 2
(a n cos
nx +
b n sin nx) as
n=l
Fourier series associated with f(t).
the
*
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
+ The numbers a n
t.
Cf. 9'11
example
1.
the Fourier constants of f(t), and the symbols a n b n will be

used in this sense throughout 9-2-9-5. It may be shewn that the convergence and absolute
convergence of the integrals denning the Fourier constants are consequences of the convergence
,
b n are called
and absolute convergence

t The
Cf.
limits
/(x0)
of
f(t)dt.
exist,
by
Cf. 2-32, 4-5.
3-64 example 3.
example 6 at the end of the chapter
(p. 190).
FOURIER SERIES
9'21, 9 22]
165
taken as implying nothing concerning the convergence of the series in

question.
The representation of a function by Fourier
9'21.
than (
series
for ranges other
ir, 7r).
Consider a function f(x) with an (absolutely) convergent integral, and

with limited total fluctuation in the range a^x^.b.
Write
Then
it is
and
= |(a + 6)-i(a-6) 7r-V
known
{F O' +
= F(x').
that
( 9'2)
0)
f(x)
+ F (x' - 0)} = \ a + 2
+ bn sin nx'),
(a n cos nod
so
l{f {x + 0)+f(x-0)}
5
= 521 o+ S
âcos
=i
mr
(2x
a b)
^-r
/
-
+6sin
nir (2x
b))
-\
where by an obvious transformation

l/j.
7i
(b
a)a n =
ti,
\i
^(bâ)b
n
The
ft
tin (2x
f (x) cos
9 '22.
cosine series
=J
and
ft
sin
/(a?)
\
?-
- a - b)
ax,
nir(2oc-a b),
&
-cto.
_^
the sine series.
Let f(x) 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, I) by the equation
/(-
=/(*).
x)
Then
l
ft
^{f(x
where, by
ft
+ n\
0) +f(x
,
l
=â
+ ?
2
,
f
jacos
mrx
mrx)
+ 6sin
,
9 21,
Zan
so that
n\i
-0)}
/() cos -y- dt
=2
/() cos
r- d,
when l^x^l,
l{f(x + 0)+f(x-0)}
= la + ân cos^;
this is called the cosine series.

If,
however,
we
define fix) in the range
(0,
V)
by the equation
166
we
[CHAP. IX
when l%x^l,
get,
Jf(x + 0)+f(x-0)} = I
where
b nS
m n7p,
= 2j /(0 sin "^ eft;
#>
this is called the sine series.
Thus the
series
f?
â
1
opposite in sign
/(*) cos
O^x ^l;
^x^
when
Z
2
n7rx
b n sin
j-
K=l
<>
same sum when
A<w>e i/ie
nirx
j-
=1
\la n
where
an cos
'
\^n=j
eft,
f(t) sin
<ft,
but their sums are numerically equal and
I.
The cosine series was given by Olairaut, 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,
Example
[We
Expand J
1.
r.
(n-
p. 553.
- #) sin .r
in
a cosine series in the range 0^#^7r.
have, by the formula just obtained,
^(n x)sinx=ja + 2 acosM^,

n=l
^(w x) sin x cos nxdx.
\na % =\
where
J o
But, integrating by parts,
/"
(tt
if
=)=
1,
.) sin # cos vi^cfe
J o
(Trx){sm(n + l)x-sm(nl)x}dx
cos(n ~l)x\~\*
(n + l)x
^~ n >{fcos ^+T
.
Whereas
if
m=l, we
get
-oos(n l)x\
f" jcos(n+l)x
jJo^Jol
w^l
m+1
-2tt
1
\
re-1/
V + l
^Tl
(+l)(-l)'
(tt
.#)
sin^cosrf*=-57r.
Therefore the required series
is
11
- + - cos x s cos 2x - cos Sx
24
1.3
2.4
-
- - cos
.3.5
ix-
....
and tt that the sum of this

be observed that it is only for values of x between
proved to be \ (77 - x) sin x thus for instance when x has a value between and
the sum of the series is not \{tv x) sin x, but (it +x) sin x when x has a value
It will
series is
7J-,
between
rr
and
2tt,
the
sum
of the series
happens
to be again
\(n x)
sin x, but this
is
mere coincidence arising from the special function considered, and does not follow from
the general theorem.]
Example
rrrr
[The
2.
Expand ^nx(irx)
....
sin
series is sin x-\
3x
-=
sin
1
in a sine series, valid
5x
-v- +
....]
when
$x^w.
FOURIER SERIES
9-3]
Example
Shew
3.
< x ^ n,
when
that,
"1
a \ i 2
a 'i\
2
(7r-2#)(7r
+ a27r.r-2.
)
/
by/ (x),
[Denoting the left-hand side

that/' (0)=/'
(,0
cos 5x
wehave, on integrating
f-....
by parts and observing
/"(a;) sin
Shew that
-I
Jo
/'"
I
ft
w#
+ -g3
#J
/'" (#) sin
x between
for values of
f" (x) cos nxdx
cos
jw cfo
8 Jo
Jo
=-
ii
(x)cosnx\
n?\_
/" (x) sin
b\t
2
L
4.
3a;
f{x) s\anx\
Jo
nL
l r
Jo
Example
cos
= cos.rH
= 0,
f(x) cos nx dx
167
k# c&s
- cos wtt).]
(1
and
n, e** can be
expanded
in the
cosine series
/
-(^-l)(
2s
cos 2x
2l2
cos 4x
^^+ TTr6 +
s
and draw graphs of the function
Example
Shew that
5.
e 8*
\
---j
cos 3#
/cos x
--(^-1)^+^9
+">
2s
and of the sum of the
for values of
x between
series.
and
n,
sum
of the series.
the function
Jtt (tt
2x) can
be expanded in the cosine series

cos 3x
and draw graphs of the function
The nature of
93.
Suppose that
the interval (
tt, k,),
(klt k2 )
fen- (tt
cos 5x
- 2x) and
...
examples which have been discussed)
can be divided into
tt)
(kn
Fourier series*.
the coefficients in a
(as in the numerical

tt,
of the
if)
number
a finite
of
ranges
such that throughout each range f(os) and
differential coefficients are continuous with limited total fluctuation
they have limits on the right and on the

ranges.
left (
all its
and that
3 2) at the end points of these

-
Then
wm =
f (t) cos mtdt+ Ji, f (t) cos mtdt +
-w
Integrating by parts
iram
m _1 f(t) sin mt
^\J
so that
f
7
-TT
(t)
(*)
sin
/()<cos mtdt.
J kn
we get
m_1 /() sin mt
mr 1
mtdt-mr
mtdt
...+
rk,
,n'
...
'
"
f (t)smmtdt-
k,
*,
Ojin
* The analysis of this section and of 9-31

Tram. vm. (1849)) pp. 533-583 [Math. Papers,
...
m _1 /(<) sinmi
-m
_1
J kn
f (t)smmtdt,
um
oJ,
is
contained in Stokes' great memoir, Camb. Phil.
i.
pp. 236-313].
'
[CHAP. IX
168
irA m
where
= 2 smrnkr [f(kr -0) -f(kr + 0)},
6 m ' is a Fourier constant of /'(#).
and
..
a
B
= m+ m
.
bm
Similarly
where
7r5m
=- 2
and am
'
is
cos
[f(kr
mfc,.
- 0) -/(A, + 0)} - cos rmr {/(tt -
a Fourier constant of/'
we
Similarly,
0)
-/(- tt + 0)},
(#).
get
_ Am
am ~
m
Om
i
'
<
_ i>m + am
m
.
where am", bm" are the Fourier constants of/" (x) and
7rA m '=
1 sinm^{/'(fcr -0)-/'(^v + 0)},

r=l
w
wBm = - 2 cosmhlf (K-0)-f (kr + 0)}

'
- cos
Therefore
Now
~ ~m~
as rn>oc,
D
%
^n
~ "^ ~
/|
-ft-m
ttm
we
ii
Irf
mir {/'
j>
1J m
m ~~m
l
'
(tt
- 0) -/' (- tt + 0)}.
--m
"
h
^Tft
m*
'
'
see that
A m = 0(l),
'
Bm
=0(l),
"
and, since the integrands involved in a m and
b m " are
bounded,
it is
evident
that
a m "=0(l),
Hence
if
A m = 0, Bm = 0,
m" =
0(l).
the Fourier series for f(x) converges absolutely
and uniformly, by 3'34.
The necessary and
sufficient conditions that
A m = Bm =
for all values of
are that
f(kr -0)=f(kr + 0),

that
is
to say
9'31.
The
/(TT
- 0) =/(- TT + 0),
that*/(#) should be continuous
for all values of x.
Differentiation of Fourier series.

result of differentiating
5
2
+ 2
m=l
(a m cos
mx +- 6m sin m#)
QO
term by term
*
2 {mbm cos mx mam sin mx}.
is
Of course /(a;)
is
also subject to the conditions stated at the beginning
<5f
the section.
El'Sl-^]
FOURIER SERIES
With the
notation of 9
2
'
3, this is
+ S
'
A m = Bm =
provided that
the same as
(am cos
m=X
mx + bm
/'
and
J
these conditions are satisfied iff(x)
169
is
'
sin mx),
(x)
dx = 0;
-IT
continuous for
all
values of
a;.
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 discontinuity in the range (
tt, ir),
both functions having limited total fluctuation
throughout the range.

932.
Determination of points of discontinuity.
The
expressions for am and bm which have been found in 93 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
sina.'+J sin 3^ + ^sin
is
discontinuous.
5x+ ...
'
Assuming that the
series is a Fourier series
observing that am 0, b m = (2m)~ 1
(1
cosmn-),
and not any trigonometrical series and

get on considering the formula found in
we
9-3,
A m =0, Bm = %-icosrmr,
Hence
we have
if
kx k2
,
...
aj = b m = 0.
'
are the places at which the analytic character of the
sum
is
broken,
= 7r^ m = [sinwiAi{/(* -0)-/(A + 0)} + simraAa {/(A2 -0)-/(A2 + 0)} + ...].

1
Since this
there
but
So k x 0,
the equation B m = \ - \ cos mi, we have
the numbers i lt 2l
in,
only one even multiple of n in the range
is
and 2
true for all values of
is
do not
ff
exist.
Substituting k x =
in
must be multiples
- < x ^ w, namely
of'7r;
zero.
(J-icosm n-)=-[cosm 7r{/(7r-0)-/(-7r + 0)}+/(-0)-/( + 0)].
Since this
is
true for
all
values of
in,
we have
i=/(+0)-/(-<>),
fcr-/(ir-0)-/(ir + 0).
This shews that, if the series is a Fourier series, f(x) has discontinuities at the points
mr (n any integer), and since am = bm = 0, we should expect* f{x) to be constant in the
open range ( - tt, 0) and to be another constant in the open range (0, ).
'
'
94.
Fejer'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

tt ^ t < tt, and defined by the equation
f(t
* In point of fact
t Math. Ann.
2ir)=f(t)
f{x)=-lw
(-7r<=a:<0);
/(x) = Jir
(0<X<7T).
lviii. (1904), pp. 51-69.
t,
defined arbitrarily
when
170
all other real values
for
of
t;
and
let
Then
points x at which the two limits f(x 0)
at all
And
its
Let an
and
Fourier series associated with the function f (t)
the
sum (01)
bn
(n
summable* (CI)
is
is
0,
2,
1,
...)
an cosnx
Then we have
denote the Fourier constants
( 9'2)
of f(t)
X A n (x) = 8m (x).
+ b n sianx = A n (x),
to prove that
- {A + Sr (x) + S
lim
an improper
exist.
let
$a = A
is
-7T
let it he
integral)
f(t) dt exist and (if it
I
J
[CHAP. IX
(x)
...+ _,
(x)}
= J [f(x +
0)
+f(x - 0)},
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
A + 2 Sn (x) = mA + (m-l)A
+ (m-2)A
(x)
(x)
+ ...+A m_
(x)
n=l
1 f 77
=-
\\m + {m
Y) cos
(x-t) + (m
2) cos 2 (x-t)+
..
TTJ -it
cos
(m -
1) (x
- 1)} f(t) dt
- t) r/jWj
_
_
JW<lt
27rj_ sm^(x-t)
1
2
[' sin
["+ x
^ to (x
WD?^m(x-t)
2ttJ^+x
f(t)dt,
smmx-t) JKJ
.
the last step following from the periodicity of the integrand.

If
now we
bisect the path of integration
the two parts of the path,
7rJ
Consequently
it is sufficient to
prove that, as tooo
siiv'm6
_.
1
1 [& ^^/(tf
+ 20)d6>->|7r/(a: + O), v
sin 23a
7tJ
.,
and write x + 28 in place of
is
obvious that,
m + (m - 1)
(X
7/1
if
we
write X for
ri' sin
m5
then
..
(\2
the second line, then
e*(*-') in
"
7/1
,,
_x
-r~-^f(x-26)d0^> W(-0).
+ X" 2 ) + + (X'-l + X l m )
= (i-x)- 1 {x 1 - m +x2-+...+x-i + i-x-x2 -...-xm }
= (1 - X)"2 {X1 " - 2X + \m+1 } = (X im - X~*m 2/(X* - X" *) 2
+ X-i) + (m - 2)
in
f(x-26)dd.
* See 8-43.
t It
get
^
+ 2d)d0 + sm 7r f(x
A + 2 Sn (x) = =i
we
FOURIER SERIES
9 "4]
Now,
we
if
171
integrate the equation
1 sin 2 ra6
Q
a
2 sin 2
we
= Am + (m
,
1) cos
20
...
+ cos 2 (m - 1)/ 0,
\
>
find that
(i'sin'mfl ,
sin2
Jo
and
we have
so
to prove that
[^ sin 2 m6>
sm
mJo
where
<f>
(0) stands in turn for each of the
/(a:
Now, given an
two functions
-f(x +0), f( x -2d)-f(x-0).
28)
number
arbitrary positive
we can choose
e,
8 so that*
\4>(0)\<e
whenever
<
This choice of 8
^ \ 8.
obviously independent of m.
is
Then
mJo
- 4>(0)d0
^x '
sin2
6>
mj
<-
f*
sin m6>
sin 2iQ
the convergence of
|/(0
dd+
fK
'
^- \4>(0)\d0
msin |6jj S r v
,
7/)
'
'
entails the convergence of
|'di
(0)
^v
ta \${0)\d0
sin 2
ra'jj
'
mj
Now
\$(d)\de+-\
rv 7
sin 22/3
<W,
.'0
and
so,
given
(and therefore
8),
we can make
kireman*hB>('
\<f>(6)\d0,
Jo
by taking
m. sufficiently large.
Hence, by taking
to sufficiently large,
I
where
e is
[l*
sm m0
2
we can make
,-.,
sin 2
J-o.
an arbitrary positive number
that
is to say,
a limit,
hm môo
and
so Fejer's
theorem
*
is
$(0)d0 =
'
sm
O,
61
established.
On
the assumption that/(a;0) exist.
from the definition of
172
[CHAP. IX
Corollary 1. Let U and L be the upper and lower bounds of f(t)

whose length does not exceed 2 it, and let
in
any interval
(a, b)
f"_Jf(t)\dt=*A.
Then,
I
if
a+ij
^x^b-r), where
11
m-l
m\
n =x
2i7r
is
17
any positive number, we have
-ir+*
(.J
\m (x - t)
[ir+X\ SU1 2
fx+r,
fx-r,
suv*
ii+il
J.1-7,
....
rT
$(#-)
so that
I^W
(*)}
=i
< U+{\ U\+iA\l{man*h)-
Similarly
1
- jô+î n (*)| > Z- {| X l+^}/{m sinH-,}.

m
71=1
Let /(C) be continuous in the interval a^t^.b. Since continuity implies

uniformity of continuity ( 3'61), the choice of 8 corresponding to any value of x in (as, 6)
is independent of x, and the upper bound of \f(x0) |, i.e. of \f(x) |, is also independent
Corollary
2.
of x, so that
**
f
Jo
* |/(*2tf) -f(x0)
0(0) < = f
Jo
I
otf
I
:%[" |/()l*+4l/(*o)|
/
and the upper bound of the
Hence the choice
7T
of m, which
($" sin 2
independent of
m--
00
x,
m#
<p(6)d6\<ire,
\A a +
(
and
x.
makes
mJ
is
independent of
last expression is
consequently
m_I
Sn (x)\1
tends
to
the
limit f{%), as
uniformly throughout the interval a^.x ^.b.
The Riemann-Lebesgue lemmas.
941.
In order to be able to apply Hardy's theorem

vergence of Fourier series from Fejer's theorem,
8 5) to deduce the con-
we need the two
following
lemmas
rb
(I)
Let
^r (0)
'
d0
exist
and
(if it
an improper
is
integral)
let
it
be
Then, as
X>oo
yjf(6)sin(X0)d0
is
o(l).
J a
(II)
as
If, further,
i/r
(0) has limited total fluctuation in the
X>oo,
r
>/r
(0) sin (X0)
d0
is
0(1 /X).
range
(a, b) then,
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 Dirksen'j: and Stokes
;
(see 9 3) in the case of functions
The reader should observe

sines are replaced throughout
with a continuous differential
by
when the
cosines.
It is convenient to establish this
(I)
coefficient.
that the analysis of this section remains valid
lemma
first
in the case in which
bounded in the range (a, b). In this case, let

be the upper bound
ty (8)
of ^r{6)
and let e be an arbitrary positive number. Divide the range (a, b)
into n parts by the points a?,, x2 ... oc n _ lt and form the sums Sn s n associated
with the function yfr (8) after the manner of 4*1
Take n so large that
is
^n
sn <e;
this is possible since ty (8) is integrable.
In the interval
write
(a?r _i, ccr )
^ (8) = fr (av-,) +
so that
wr
where
and
Lr
(6)
a,,.
Ur L
(8),
r,
are the upper and lower bounds of yjr(d) in the interval
then clear that
It is
'
f (8) sin (X8)d8
J a
I
S| M
r=l
r (a:
xr
sin
sin(x8)d8
\-f r (%r-l)\
r=l
<o r
{8) sin (\0)
dd
r=lJx r -i
J x,i
rxr
*S
fcc r
(X8)d0 + 2
fx r
+ 2
\a r (0)\dO
r = l.'xr -i
J Xr-\
^nK.(2/X) + (8n -s n )
< (2nK/X) + e.
By taking X
may
be
made
lira
and
When
yjr
(8) is
we may
* Trans.
i/r
than
2e, so
(0) sin (Xd)
unbounded,
Dublin Acad.
% Journal fUr Math.
For
this proof
other writers, e.g.
The
dd
has been chosen),
that
= 0,
has an absolutely convergent integral, by

it is
unbounded
in a finite
||
number
xix. (1843), p. 267.
For Lebesgue's investigation
iv. (1829), p.
we are indebted
number
see his Series trigonometriques
172.
to
Mr Hardy;
de la Vallee Poussin, Cours
finiteness of the
integral, 4'5.
if it
enclose the points at which
t Ges. Math. Werke, p. 241.

(1906), Ch. in.
II
less
this is the result stated.
4-5,
remaining fixed after
sufficiently large {n
the last expression
it
seems to be neater than the proofs given by
d''Analyse
of intervals is
Infinitesimale, n. (1912), pp. 140-141.
assumed in the
definition of
an improper
174
of intervals
S2
o\,
[CHAP. IX
Bp such that
yjr
(0)
d0 <
r=l
If
denote the upper bound of
and
intervals,
if
yu
do not belong to
>y2
B2
Bj,
...
we may prove
Bp
i+i
for values of 6 outside these
=lJy r
if
\jr
the choice of
less
(6)
e fixes
\f(6)tan{\0)\d0
2e.
n and K, so that the last expression may be

large.
That is to say that, even
than 3e by taking \ sufficiently
be unbounded,
f(0)sin(\0)d0 = O,
lim
provided that ty (0) has an (improper) integral which

The first lemma is therefore completely proved.
(II)
example
When
2,
\}r
is
(0) has limited total fluctuation in the
we may
where %! (0),
range
(a, b),
by 3"64
write
(0) are positive increasing
bounded
Then, by the second mean-value theorem

that
=iJ sr
<(2nK/\) +
Now
Sr
yjr(0)sin(\0)d0
r=lJ y r
made
^(0)sin(\0)d0
r=lJ
which
^(0)sin(\0)d0 + 2
*%
(a, b)
as before that
^(0) sin (X0)d0
\-<]r(0)\
denote the portions of the interval
... <yp+1
functions.
414) a number
exists such
a^^b and
if ;j&(0)8in(\0)d0
If
we
treat
^2 (0)
;&(&)f sin(X0)d0
in a similar manner,
f (0) sin (\0) d0
it
follows that
Xi (0) sin (\0) d(9
X2
(0)sin(\i9)cZ6>
<2{ %1 (i-) + %2 (6))/X
=
and the second lemma
Corollary.
If /(*)
is
0(l/\),
established.
be such that
exists
fit)
and
integral, the Fourier constants u, 6 B of /(*) are o(l) as
limited total fluctuation in the range
77,
),
is
nao
an absolutely convergent
and
if,
the Fourier constants are
further, /(*) has

(1/m).
[Of course these results are not sufficient to ensure the convergence of the Fourier
series associated with/(tf)
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
The proof of Fourier's theorem.
9 42.
We
175
shall
now prove
the theorem enunciated in
9'2,
tt < t < tt,
Let f(t) be a function defined arbitrarily when

the equation
f(t+ 2ir)=f(t) for
namely
and defined by
oft; and
all other real values
let
f(t) dt
J -IT
exist
and
(if it is
an improper integral)
let it be
Let a n b n be defined by the equations

,
ira n
f(t) cos ntdt,
irb n
J IT
IT
Then, if x be an interior point of any interval
f(t) sin ntdt.
(a, b)
within which f(t) has
limited total fluctuation, the series

OO
+ 2
â
(a n cos nx
+ b n sin nx)
m=l
is
convergent and
its
sum
is
^ {f(x + 0) +f(x
It is convenient to give
two
proofs,
permissible to take the interval
it is
one applicable to functions
(a, b) to
the other applicable to functions for which
be the interval (
it is
for
+ x,
tt
which
ir
+ x),
not permissible.
When the interval (a, b) may be taken to be ( tt + x, + x), it follows

nx + b n sin nx is
(l/n) as n* oo
Now by Fejer's
(I)
from
0)).
.tt
1 9"41 (II) that an cos
( 9"4) the series under consideration is summable (Cl) and its sum
(Cl) is* {f(x + 0) +f{x 0)}. Therefore, by Hardy's convergence theorem
( 8'5), the series under consideration is convergent and its sum (by 8'43)
theorem
isH/(* + o)+/0*-o)}.
(II)
Even
not permissible to take the interval
if it is
whole interval (
+ x,
ir
tt
+ x),
it
is
(a, b) to
by hypothesis,
possible,
to
be the
choose a
number 8, less than ir, such that/() has limited total fluctuation in
8, x + S). We now define an auxiliary function g (t), which
equal to f(t) when x B^t^x+S, and which is equal to zero throughout
positive
the interval (x
is
the rest of the interval (

Then g
(t)
ir
+ x,
ir
+ x) and
;
(t
2tt) is to
be equal to g
satisfies
the
conditions postulated for the functions under
namely that
has an
integral which
consideration in
(I),
convergent and
has limited total fluctuation in the interval (
and
{1)
is
ir
absolutely
+ x,
tt
+ x);
\ Oo
is
it
6 K " denote the Fourier constants of g(t), the arguments used

an
prove that the Fourier series associated with g (t), namely
so, if
in (I)
it
(t)
t.
11
'
convergent and has the
+ 2
sum
(an m cos nx
\ \g (x
+ bn
0)
{1)
+g
sin nx),
(x
0)},
and
${f(x + 0)+f(x-0)}.
*
The limits/ (x 0)
exist,
by
3-64
example
3.
this is equal to
THE. PROCESSES OP ANALYSIS
176
Now
Sm (x) and Sm
let
li)
sums
(x) denote the
the Fourier series associated with f(t) and g

easily seen that
Sm (x) = IT
('
J
[i
+ cos (x - t) + cos 2
sin(m
f"+ x sin
by steps analogous
.,.
and
cos
it
is
m (x - t)} f(t) dt
t)
>f(t)dt
(m + j) Q i(x-t)
t)
}
f(t)dt
sin
Trio
to those given in 9'4.
manner
like
..
so,
. . .
terms of
Then
sin
sin<9
ttJo
+ ^)(az
t)
sin \ (x
~2ir] -v+x
In
m+1
respectively.
jr
2ttJ_
1
of the first
(t)
- t) +
[CHAP. IX
[^ sin (2m + 1)6
using the definition of #
S (*) - Sm w
(a,)
=1
(t),
[** sin
(2m +
/(
1)
^^
sin
7r J ^s
d0
{7
i(^n(2m + l)î^W
7T J
is
+ l)(9
we have
+
Since cosec 6
1 j'*"sin(2m
sm
a continuous function in the range (^8,
^7r), it follows that
/(# + 26) cosec are integrable functions with absolutely convergent integrals
and so, by the Biemann-Lebesgue lemma of 9 '41 (I), both the integrals on the
right in the last equation tend to zero as
That
is
Hence, since
it
lim {Sm (x)
to say
lim
Sm {x) =
-J-
m> oo
- Sm U
[f(x
(x)}
0.
+ 0) +f(oc 0)},
follows also that
MmSm (x) = %{f(x + 0)+f(x-0)}.

We
have therefore proved that the Fourier series associated with f(t),
+ 2 (an cos nx + b n sin nx),
namely \ a
is
convergent
and
its
sum
is
i{f( x + 0)+f(x-0)}.
9'43.
The Dirichlet- Bonnet proof of Fourier's theorem.
It is of
making use
which
is
some
interest to prove directly the
of the theory of summability
theorem of
accordingly
9'42,
we now
without
give a proof
on the same general lines as the proofs due to Dirichlet and Bonnet.

9"43]
FOURIER SERIES
As
we denote
usual
Sm (x), and
by
then,
Sm (x) = ,
*"
I
\
sin
the
sum
(2m + 1)0
Q
sin 6
it J
m+
of the first
by the analysis of
sm
f^sin(2m + 1)0
'
terms of the Fourier series
we have
9"42,
1
ja + 26)d6
+ aas
,.
f(x
J
177
ir J o
.,
aQS
f(x-26)d6.
N
'
J
Again, on integrating the equation

sin
(2m + 1)6
=1+2
sin0
fi" sin
we have
cos 26
2 cos
(2m
+ 1)6
v
7
.
ia
=
dd
smd
Jo
40
+ 2 cos 2m 6,
\Tr,
2
so that
^(^)-H/( +o)+/(-o)}=-f*'
7T
Bm(
a!
^t 1)g {/(^ + ^)-/('+o)}^

bill
(7
în(2^+l)0
{/(a _
+I
_ /(a _ Q)m
In order to prove that
Sm (x) =
lim
it is
I [f(x
0)
+f(x - 0)},
therefore sufficient to prove that
where
<f>
(6) stands in turn for each of the functions
f(x
+ 26)-f(x + 0), f(x-26)-f(x-0).
Now, by 3 64 example
-
4,
6 4> (6) cosec 6
fluctuation in an interval of which 6
is
is
a function with limited total
an end-point*; and so we
may
write
where %a
(0),
%2 (6)
are
<f>(6)
cosec
= X i(0)-x,(0),
bounded positive increasing functions
of 6 such that
X!(+0) = %2 (+0) = 0.
Hence, given an arbitrary positive number e, we can choose a
number & such that
0^ Xl (6)<e,
2 (0)<e
positive
O^
whenever
We
^ 6 ^ \ 8.
now
obtain inequalities satisfied by the three integrals on the right
of the obvious equation
^sm
Jo
sin 6
(i*
+
*
mM
w
2m + l)0
The other end-point
sin
t* A n(2m
J is
+ nd
.m d
sin d
s
(2m + 1)6
fi sin (2m +
..,
g
xi(0)ffl-]
*-0
is 6
= i(b-x)
1) 6
ttW^.
or e = i(x-a), according as 0(0) represents one or
other of the two functions.
w. M. A.
12
178
The modulus
of the
in sufficiently large
made
integral can be
first
less
this follows from 9'41 (i) since
which converges absolutely in the interval
integral
[CHAP. IX
Next, from the second mean-value theorem,

and 8 such that
(|
8,
<f>
than
by taking
has an
(0) cosec
w).
follows that there
it
is
number f between
sin
(2m + 1)0
e
*a
x.W
=
Since
bound*
sin
cfe
which
is
;
is
convergent,
independent of
sin
(2m + 1)8
sin
(2m +
fl
d6>
X^)
it
follows that
jB,
and
(m+J)S g i
nM
m+h)
U
du has an upper
then clear that
it is
<25Xl (*8)<2fle.
%1 (0)d,0
treating the third integral in a similar manner,
On
1)
X:(S).
we
see that
we can
make
("*"
sin
(2m + 1)6
4>(8)d8
sin 8
by taking
sufficiently large
and
so
we have proved
(2m + 1)8
fi* sin
lim
4>
sin 8
But
it
has been seen that this
< (48 +
(8)
d0
1)
that
0.
a sufficient condition for the limit of
is
Sm (a)
to be \ {f(oc + 0) +f(x - 0)} ; and we have therefore established the convergence 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
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 f(t) throughout the range ( - w, tt) in establishing the summability
series the second
at any point x, the only additional restriction necessary to ensure convergence is a re-
on the behaviour of the function in the immediate neighbourhood of the point x.

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
striction
The
fact
absolutely convergent) was noticed by
Eiemann and has been emphasised by
Lebesgue,
Series Trigonome'triques, p. 60.

It is
in
obvious that the condition t that x should be an interior point of an interval

total fluctuation is merely a sufficient condition for the con-
which f{t) has limited
vergence of the Fourier series
and
lim
The reader
may
be replaced by any condition which makes
fh" sin(2TO + l)<9
Jo
*
it
sinfl
<t>(6)d6=0.
will find it interesting to prove that
t Due to Jordan, Comptes Rendus, xcn. (1881),
p. 228.
du = \v.
9 '44]
FOURIER SERIES
Jordan's condition
is,
179
however, a natural modification of the Dirichlet condition that
the function f(t) should have only a finite number of

not increase the difficulty of the proof.
Another condition with the same

namely that, if
effect
maxima and minima, and
due to Dini, Sopra
is
le
it
does
Serie di Fourier
(Pisa, 1880),
<S,(8)
then
(8)
= {f(x + 26)+f(x-28)-f(x+0)-f(<v-0)}/8,
dd should converge absolutely
[If the condition is satisfied, given e
some
for
we can
positive value of
a.
find 8 so that
is
"
|*(0)|cM<*,
/.
and then
(2m +
sin
Jo
the proof that
**
I
si
(2m+l)0
1)
8 -= ^
sin 8
+ {6) d6
<e
dd
(8)
x
<swe
for sufficiently large values of
follows
from the Riemann-Lebesgue lemma.]
more stringent condition than Dini's is due to Lipschitz, Journal fur Math,
namely \(p(8)\< C8 k where C and h are positive and independent of
(1864), p. 296,
For other conditions due to Lebesgue and to de

Cours
d' Analyse Infinite'simale,
II.
condition differs in character from Dini's condition

series
may
la Vallee Poussin, see
(1912), pp. 149-150.
lxiii.
8.
the latter's
It should be noticed that Jordan's
the latter
converge at a point, the former that the series
may
is
a condition that the
converge throughout an
interval.
9"44.
The uniformity of the convergence of Fourier
Let /(*) satisfy the conditions enunciated in
(in addition to .having limited total fluctuation) in

series associated
with
a + 8^x^b
where 8
Let A
(t)
8,
f (t)
is
series.
9 42, and further let
an interval
sum fix)
converges uniformly to the
(a, b).
it
be continuous
Then
the Fourier
x for which
at all points
any positive number.
be an auxiliary function defined to be equal to f(t) when a ^ t ^ b and equal

t in the range (- ir, w), and let u, /3 n denote the Fourier
to zero for other values of
constants of h
(t).
series associated
Then, by
Also
with h
let <S
denote the
sum
9'4 corollary 2, it follows that
m+1
of the first
terms of the Fourier
independent of x and which, by
(a n
cos^ + /3sin nx)
is
uniformly
and since
nx+fin sin nx
a n cos
n=l
interval (a + 8, b - 8)
!
is
l.v)
(t).
summable throughout the
which
(2>
^ (n2 + /V)
9'41 (n),
is
(1/n), it follows
from
corollary that
\a
converges uniformly to the
Now,
2 (anCO&nx+fSnSVhnz)
sum h (x), which
is
equal to fix).
as in 9-42,
122
8'5
180
As
in 9'41
we choose an arbitrary
number
positive
[CHAP. IX
and then enclose the points

p
which f(t)
If
unbounded
is
K be the upper bound of \f{t)

|
where the choice
by a choice of
in
Sm (x) -
(*)
<
(^~
n depends only on a and
of
\f(t)
r=\ J
outside these intervals,
in a set of intervals 8 lt 8 2 , Sp such that
+ 2.)
we then
coseo
&r
have, as in 9-41,
S,
the- form of the function f(t).
and
at
\dt<e.
Hence,
make
independent of x we can
\Sm (x)-S(x)\
Sm (x) S &) {x) tends uniformly to zero. Since S m (x) */()

obvious that Sm (x)--f(x) uniformly; and this is the result to be
arbitrarily small; so that
uniformly,
it is
then
proved.
must be observed that no general statement can be made about uniformity

Thus the series of 9'11 example 1
converges uniformly except near x = (2n + l) it but converges absolutely only when x=nn,
Note.
It
or absoluteness of convergence of Fourier series.
whereas the series of
example 2 converges uniformly and absolutely
9"11
for all real
values of x.
^^
Example
lim
f'
^jo
If
1.
cj>
conditions in the range
(6) satisfies suitable
sintf
sintf
,-*./
lim
sin(2 m + l)4
= ^{^)( + O) + 0(
2.
shew that
Wrfa-lim 1-^(^ + 1)%^

w
vw
+
Example
(0, ),
Prove that,
if
lim
'
-O)}.
ff
a > 0,
"
)|->-0D
sm 8
sin(2m+l)0
\sm 8
e-a<>
2.
,
d8=U
coth han.
,
(Math. Trip. 1894.)
[Shew that
l)fl
f* sin(2w +-
e~ ae
smfl
Jo
=
d6=
=
_
lim
lim
r
|' sin (; 7t
sin
'J
e -add
sintf
/' sin(2 + l)0
jo
and use example
/m^sin(2w+l)fl
m^xjo
-a + g -fl(9+ir)-t-,..+ e -a(+)B.r))^
e-ad8
i_e-air'
l.J
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 summability.
9'5.
The Hurwitz-Liapounoff* theorem concerning Fourier
Let f(x) be bounded in the interval (- w,
it
ir)
and
let
constants.
f(x) dx
exist, so
* Math. Ann. lvii. (1903), p. 429.

Liapounoff discovered the theorem in 1896 and published
in the Proceedings of the Math. Soc.
See Comptes Mendus, cxxvi.
of the Univ. of Kharkov.
(1898), p. 1024.
11
FOURIER SERIES
9 5]
an
that the Fourier constants
bn
pff(x)
\a?+ 2
Then
exist.
(a,*
181
the series
+ b n*)
=i
is
convergent
and
sum
its
is*
{f(x)ydx.
be shewn that, with the notation of
It will first
/it
Divide the interval
jr,
n) into
4-
parts, each of length 8
{(2p 1) S-ir, (2jo
i-i
"Z
n=0
9'4,
) 2
lf( x )L 2 Sn (x)\ dx = 0.
lim
bounds of f(x) in the interval

bound of \f{x) in the interval
m-l
n,
be
ir)
+ 3) 8 tt}
be
let
the upper and lower
Up Lp%
,
and
Then, by 9-4 corollary
iT.
< Up -Lp +2K/{m sin
the upper
let
1,
< 2Z [1 + l/{m sin^S}],

when #
lies
between 2p8 and (2p + 2) 8.
Consequently, by the
/""
first
m -'
U/î^)}
f
mean-value theorem,
2
llf 28
^< 2ir { 1+ ÊH8}{
f
sr- 1
p
Since /(a;) satisfies the Riemann condition of integrability
( 4'12), it follows
that both
r-l
r-l
48 2
p-0
4iTr
(^-^ + ÎnTp}
(Uip L2p )
and 48 2 (C^p+i - -^2p + i) can
De
ma de
arbitrarily small
by giving
r a
p=0
When r (and therefore also 8) has been given such a value, we

may choose mi so large that ?/{)! sin 2 J8} 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
sufficiently large value.
value greater than a determinate value

inequality tends* to zero as m-*-co
Hence the expression on the
left of
the
But evidently
J
/:
\f(x)
=
'
m-l
12
2 Sn (x)> dx
m
\f{x)- i
J -7T
TC
-Â
m n {x)Xdx
J
/"7r
lrn
? 1 m
J -it
/"
=
J -77
n=
fir
+2
-
m-l
J
fir
i'
J -it
* This integral exists
/O)
{
by
cfe
(mXy,
)i
[n = oW>
.'
-7T
m1
dx
J
2-^(4^
fir
) 2
/(*)- 2 ^(*)
> 2
-^(*)
m
)/(*)- 2 4()+ 2
(m-l
/()- 2 4(a0f.
m=0
-U
12
=o
4-12 example
1.
-_
m-l
da>+ 2
(*)
"
=o
2
(n-0
n2
^0)
K+
2
cfe
J
bn
proof of the theorem has been given by de la
Vallee Poussin, in which the sole restrictions on f(x) are that the (improper) integrals of f(x)
and {f(x)Y exist in the interval (-ir, it). See his Corns d' Analyse Infinitesimale, n. (1912),
pp. 165-166.
182
T- fix) A,, (x) dx =

m2,
since
when
= 0,
(x)
Since the original integral tends to zero and since
sum
equal to the
of two
expressions tends to zero
positive expressions,
that
the expression on the
equal to
m-l
J -7T
n=0
im-l
A n (x)[.\ 2 A n (x)\dx
\f(x)- 2
{f(x)dx-2
has been proved
it
follows that each of these
A n (x)\ dxÔ.
left is
fir
it
to say
is
\f(x)- 2
J -TT
Now
dx
1.
...
1,
A n (x)\ A
J -IT (. =
[CHAP. IX
fm-1
fi
}2
2 .4(H dx
J
fm-1
'it
2
{/(} cfe-
i-tt
so that, as
m>oo
{/()}
dar
|i a 2
(o'
m~l
(.,
^-7r-!ia + 2
2
(a n 2
+6
2
re
=i
'
the theorem stated.
Corollary.
Parseval's theorem*.
at the beginning of this section,
and
Iif(x), F(x) both satisfy the conditions laid on f{x)

if
A n Bn
,
by subtracting the pair of equations which
be the Fourier constants of F(x),
may
that
J"
f (x)F(x)dx =77 ha A +
follows
{(a n
devoted to
series
A n + (b n BnT}~j
)*
2 (a n A n + b n B n )\
Riemann's theory of trigonometrical
The theory
it
be combined in the one form
jljf( X)F(x)}Zdz=^(a A o r+i
9'6.
+ 2
{/(*)}
is
m-1
(,
jt
cfe
(.=0
6')f
it
This
J
) 2
2 ^(>H
?r
n ( =
series.
of Dirichlet concerning Fourier series
is
which represent given functions.
Important advances in the theory were
made by Riemann, who considered
properties of functions defined by a series
the typef ~a
of
lim (a n cos nx
+ 2
(a n cos nx
+ b n sin nx) = 0.
Riemann's theorem J that

*
Mem. par
divers savans,
i.
if
We
Throughout
two trigonometrical
(1805), pp. 639-648.
is
due
to G. Cantor,
it
is
assumed that
series
up
to
converge and are equal
Parseval, of course,
assumed the
permissi-
term-by-term.
9-6-9-632 the letters a, 6
t The proof given
where
shall give the propositions leading
bility of integrating the trigonometrical series

t
b n sin nx),
do not necessarily denote Fourier constants.

Journal filr Math, lxxii. (1870), pp. 130-142.
9*6, 9
TRIGONOMETRICAL SERIES
6l]
183
at all points of the range (-7r*7r) with the possible exception of a finite
number
of points, corresponding coefficients in the two series are equal.
Riemann's associated function.
9'61.
CO
Let the sum of the

at
any point x where
it
+ 2
â
series
OO
+ bn sin nx) = A + 2 A n (x),
(a n cos nx
=1
converges, be denoted by f(x).
F(x) = \A
Let
?-t
n-*A n {x).
Then, if the series defining f{x) converges at all

the series defining
To obtain
F(x) converges for
this result
Cantor's lemma*.
If lim
For take two points
'points,
all real values
of any finite interval,
of x.
we need the following Lemma due

An
x+b
x,
n=l
{x)
Then, given
of the interval.
we can
e,
Cantor
to
a^x ^.b,
for all values of x such that
find
then an -*-0,
n such that t,
when n > na
a n cos nx 4- b n sin nx \<e,
a n con
n{x + b) + b n
sin n (x + b)
<e.
Therefore
it
obvious that
it is
<f
follows that
and
nx + b n sin nx) + sin nd a n sin nx + b n cos nx)
cos nb (a, cos
Since
cos nb (an cos

sin nb
nx + b n
sin nx)
an sin nx + b n cos nx)
sinrcfi (a n
cos
nx + b n
sin nx)
<
< 2e,
< 2c.
e,
Therefore, squaring and adding,
K+
2
Now
suppose that a n
bn
2
&n )*| sin8|
hypothesis involves a contradiction.

exists
such that there
is
<2eV2.
have not the unique limit

For,
by
be shewn that this
it will
this hypothesis, some positive
an unending increasing sequence n lt n 2
number
of values of n, for
...
which
(aj + bj)i>4e
Now
Take n{ the smallest

all its
its
let the range of values of 8 be called the interval
of the integers n r such that n{
phases in the interval Ix
length
is 7r/(2n 1 ')
n 2 'L 2 >2Tr, so that
=Z
call
I2
L > In
n 2 y goes through all

which sinM 2 't/> l/ x/2;
its
then sin
on the real
n-[y goes
axis.
through
which sin n{y> 1/V2

nr (>n{) such that
phases in the interval I2 call I3 that sub-
that sub-interval J of
Next take n{ the smallest
sin
Lx
of length
in
of the integers
=L
We thus get a
sequence .of decreasing intervals f, 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
interval:!:
of
I2
in
its
length
is
n/(2n 2
is
not outside any of these intervals, and sinma^l/N /2 when
For these values of n,

*
(a n 2
Riemann appears
to
+ bnrf
sin
na >
have regarded
modification of Cantor's proof, Math. Ann.
2t J2.
n=n
n2
...
(n' r +
> nr
').
But it has been shewn that corresponding
this result as obvious.

iv. (1871),
pp. 139-143,
The proof here given

and Journal fur Math,
(1870), pp. 130-138.
t The value of n depends on x and on S.

J If there is more than one such sub-interval, take that which
lies
on the
left.
is
lxxii.
184
to'
given numbers a and
we can
find
n such that when
n>n
[CHAP. IX
(an 2
+ 62 ) *
< 2e ^2
(sin no)
some values of n,.' are greater than n the required contradiction has been obtained,
therefore os--0, b n -*-Q.
because we may take e < e
since
series defining f(x) converges at all points of a certain
Assuming that the
we have
interval of the real axis,

real values of x,
a n cos nx
just seen that a m
nx < (a
b n sin
4-
0,
6 )^-0,
Then,
b n >0.
and
by
so,
for all
3'34,
the
CO
\A
- 2
n~'
n (x)=F(x) converges absolutely and uniformly for all
=i
real values of * therefore, ( 3-32), F{x) is continuous for all real values of x.
series
t>
Properties of Riemann's associated function ; Riemann's first lemma.
962.
It is
now
possible to prove Riemann's first
_,
(x, a)
fcr
F(x +
2a)
lemma
that if
+ F(x-2a)-2F(x)
>
4a2
QO
i/tew
lim (r(,
=/(), provided that 2 4() converges for
a)
the value of
under consideration.
F(x
Since the series defining F(x);

rearrange them
2a) converge absolutely,
+ 2a) + cos n (x 2a) 2 cos nx = 4 sin

sin w (x + 2a) + sin n (x 2a) 2 sin na; = 4 sin
cos n (x
it is
we may
and, observing that
na cos nx,
?ia
sin n,
evident that
G(x, a)
It will
now be shewn
/sinna\ 2
v
=A + 2
.<
4().
=i\ ma
that this series converges uniformly with regard to

00
a for
all
values of
a,
2 A n (x)
provided that
The
converges.
result required
n=l
IS
then an immediate consequence of
and/,(0)
= 1,
then
fn (o-)
is
fn (a),
that
and
it is
is
continuous for
and therefore, by
all
for, if
values of
3'2,
/sm na\^
fn (a) =
G (x,
0)
a,
(a
and
so 0(x, a)
= lim G (x,
In fact*
if s
series defining
3'35
example
G (x,
2.
fn (a)
< K, where
is
independent of
a.
be the integer such that |a|^r<(s + l)ja|, when
2
I
m=1
is
a).
|/n+i (a)
^= 0),
a) converges uniformly, we employ

The expression corresponding to w n (x)
obvious that |/(a) ^ 1 it is therefore sufficient to shew
To prove that the

the test given in
a,
3'32
/ + i ()-/()! = 2 (/B ()-/. tl

?i=l
* Since
-1
a;
sin
a;
())
Q1
o+Owe have
n
= 8-i^--_5-.
cjlTl
decreases as x increases from
to
ir.
Sif
TRIGONOMETRICAL SERIES
9'62, 9-621]
185
Also
"
,,
fsin 2
/l _
^ =?+1
Ma/l
"
*( + l)a + fl _,+ 1
_i
tt
+
,
*V+l)
2+
V~(w+T)"V
a2
a2
|sin 2
sin 2
,
wa-sin 2 (?i+l)a
wn-sin 2 (ra + l)a|

( + !)* a*
f s
+ 1) a
+ l) 2 a2
sin a sin (2m

I
(re
_1
sin a
|
=.+i(n + l)
a2
2
J, (tf+1)
a2
^tt 2+
(*
+ l)|a|
Therefore
%\f
sin 2 sa
/cM*- sin2a
/\
is
sitf{!
11
+ l)a\
7T*
7T
Since this expression
/sin^sa
independent of
the result required has been obtained*.
a,
00
Hence,
A n (x)
if
converges, the
series
denning
a)
(x,
converges
=o
uniformly with respect to a
for all values of a, and, as stated above,

CO
\im G(oo,
JSrampfe.
5 (#,
that
remain
If 27
u, /3)
fr
--/(#)
a,
a)=G(x,
0)
= A + 2 A n (x)=f(x).
= F(* + a+fJ)-F(* + a- P )-F (*-a + g)+*>- a-g
p)
when/(#) converges
With
Riemann's second lemma.
the notation
(a;)
For i- {F(a +2a) +

1
by
9"6-9"62, if
9'11 example
3, if
>
^<>-2a)-2F<))=4
2
0,
74
...
" sin 2 wa
=i
=^
( a;
a)
all
define g n
(a) is
and
so,
since
in
This inequality
then gn
(it
A(aO; but
01
ft-
)a+|(7r-a)^ (*)+ I (i(7r-o)- I
regard to a for
we
x.
follows from 3 35
f If
=
-
=X
+ 2
"
it
of
values
a.;.
v ^(* + 2a) + ,?(- 2a) -2^ = A for all
then lim
of
K0,
z.
n,
shew
0--O in such a way that a //3 and /3/a

(Riemann.)
if a,
finite.
9 621.
example
2,
(a)
obviously true
when
by the equations g n
continuous when
aÔ, and
{4 n+1
(a)
- A n (x)},
that this series converges uniformly with
values of a greater than, or equal
is
!^l
p n+1
to,
zerof.
= 0.
(a)
- a)A tir
a\ = \(ir
2
m=l
(a)
^,g n
(a).
m'a
Ti
(a 4=0),
and g n
(0)
= lir,
186
lim I a" 1 [F (x
But
2a)
+ F (x -
2a)
[CHAP. IX
- IF (x)}
n-*-+0
lim
(x) a
M.+0
and
when a = 0, by 3'32 and

By symmetry we see that lim = lim.
this limit is the value of the function
value
is
zero since lim

u-^x
Two
A n (x) = 0.
this
a->-
a-*-H-0
Riemann's theorem* on trigonometrical
9'63.
the
+ \{tt - a) 4j (x) + 1 gn (a) {A n+1 (x) - A n (x)}
series.
trigonometrical series tuhich converge a?id are equal at all points of
range (
ir,
with the possible exception of a finite number of points,
-it),
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 ( it, it) other
than the Fourier series. This fact was first noticed by Du Bois Reympnd.
We
observe that
it is
certainly possible to have other expansions of (say) the form

CO
2
m=l
(am cos^m.t;
sin|m^),
/3 OT
which represent /(>) between it and n for write #=2, and consider a function 0(),
which is such that
() =/(2) when \tt < < |vr, and $ ()
9 () when - w < < - \tt,
and when In <<n, where g() is any function satisfying the conditions of 9'43.
Then if we expand () in a Fourier series of the form
;
(f>
(f>
CO
oo+ 2
m cosm+/3 m cosm),
(o
when - n <x< n and clearly by choosing the function g (|)

ways an unlimited number of such expansions can be obtained.
this expansion represents f(x)
in different
The question now
exist,
is, whether other series proceeding in sines and cosines of

which differ from Fourier's expansion and yet represent fix)
If possible, let there
be two trigonometrical series satisfying the given
integral multiples of
between
it and
n.
and
conditions,
at issue
let their difference
be the trigonometrical series
A + t A n (x)=f(x).
Then f(x) =
let
at all points of the range
ir,
it)
with a
finite
number
of
let
lemma concerning
9631.
if f(x)
For
=
if
the value of F(x)
Schwartz' lemma\.
=1
or
if
so
<
f2
F (x)
is
a linear function of
6= -1
F {x) _ F
*
when <
In the range i<x<{j 2
in this range.
<t>(x)
is
f 1; 2 be a consecutive pair of these exceptional points, and

F(x) be Riemann's associated function. We proceed to establish a
exceptions
The proof we
give
is
) _ !_| {F{h) _ jr/^yfj _ ih 2
in the
due
to
(i.
range
^.x
^ 2
>
and
(])
{x
_ &) (&
-x)
= < (fa) = 0.
Cantor, Journal fur Math, lxxii. (1870), pp. 139-142.
+ Quoted by G. Cantor, Journal filr Math, lxxii. (1870).
x,
9-63-9 632]
-
If the first
x=est
which
trigonometrical series
term of
it is
not zero throughout the range* there will be some point

Choose the sign of 6 so that the first term is positive at c,
(x) is
<j>
not zero.
and then choose h so small that

$
Since
<\>
(x) is
positive since
(f>
continuous
(c)
> 0.
Then, by Riemann's
Let
first
it
positive.
(c) is still
(x) attain its
<j>
(oj
+ a) ^
<f>
(c]),
( 3'62),
upper bound at
Cj
and
this
so that
upper bound
eîi
is
Ci=t=|a
lemma,
<t>
lim
<(t
bound
attains its upper
(c 1
+ a) + q!)(e
(c x
-a)-2<jb
(fid
_%,.
a2
a.^-0
But
187
- a) $ ^
must be negative or
so this limit
(cj),
zero.
Hence, by supposing that the first term of <p (x) is not everywhere zero in the range
(In 2), we have arrived at a contradiction. Therefore it is zero and consequently F\x) is
a linear function of x in the range i<x<g
The lemma is therefore proved.
2
;
9632.
Proof of Riemann's 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

convergent,
is
x,
But, by Riemann's second lemma, even

li
Now
and as F(x), being uniformly
these lines must be connected.

if
be an exceptional point,
m F(t + a) + F^-a)-2F(^ = Q
the fraction involved in this limit
the difference of the slopes of
is
the two segments which meet at that point whose abscissa
two segments are continuous

a single
line.
If then
the same values for
we
in direction, so the equation
write
F (x) = ex +
therefore the
F{oc) represents
follows that c
and
c'
have
Thus
all values of x.
Â
it
c',
is
y=
x2 ex c'=
2 nr A n {x),
2
=i
the right-hand side of this equation being periodic, with period
2tt.
The left-hand
Hence
side of this equation
must therefore be
A = 0,
2tt.
periodic, with period
= 0,
00
c' = 2
and
n~2 A n (x).
n=\
Now
the right-hand side of this equation converges uniformly, so
multiply by cos nx or by sin nx and integrate.
This process gives

7rn~ 2 a-
= c'
Trn~ 2 b n
= c'
cosnxdx=0,
sinnxdx =
0.
J -IT
* If it is zero
throughout the range,
F (x)
is
a linear function of x.
we can
188
Therefore
[CHAP. IX
the coefficients vanish, and therefore the two trigonometrical
all
00
whose difference
series
is
A + 2 A n {x) have corresponding

TC
This
the result stated in
is
9'63.
Fourier's representation of a function by an integral*.
97.
follows from 9 '43 that, if
It
coefficients equal.
=1
number
of discontinuities and if
range (
oo
f
m^-fiJ -a
oo
Sm(2
Urn'
/ (x)
be continuous except at a finite

have limited total fluctuation in the
it
then, if x be any internal point of the range (
),
i y~'g)
/(0 dt = lim ^6^sm
7/ X)
e^-0
a, ft),
{f(x + 26) +f{x -
20)}.
\t
Now
X be any
let
X = 2m +
Then
where
27
number, and choose the integer

1.
X (t-x)-
{sin
real
< t] <
2 {cos
sin
(2m +
)(t-x)}(t
+l + v)(t-x)}.
(2m
{sin
so that
- w)- f (t) dt
1
(t
x)} (t
- x)^f(t) dt
-0,
moo
as
by
9'41 (n), since
(t
_1
_/(f) sin
t)
(t
x) has
limited total
fluctuation.
Consequently, from the proof of the Riemann-Lebesgue

it is
obvious that
if
r-
Iim
\f(t)
sm x (f
A-*-00 J -00
and
and
dt
g)
/(f)
\f(t)
cfa
lemma
of 9'41,
converge, thenf
^ = i7r {/(ar + 0) +/(a _ 0)l

,
^Z
1'
so
lim [
To obtain
If cos
it
(t
a) cfof/(0
Fourier's result,
we must
cfa
\ir
\f(x +
0)
+f(x - 0)}.
reverse the order of integration in
this repeated integral.
For any given value of X and any arbitrary value of
number
ft
e,
there exists a
such that
r\f(t)\dt<ê/\;
J p
*
La
Theorie Analytique de
la
Ghaleur, Ch.
00
I
fp
to lim
ix.
[<r
means the double
/'
p-*~mjJ -p
lim
limit
p
p
-*
CO
otr
-*.
-^ oo
If this limit exists, it is of course equal
9 "7]
FOURIER SERIES
writing cos u
(t
x) ./(f)
we have*
u),
(t,
<f>
189
dul
dt-[
U'<t>
4> {t,
u) du
dt
u)
<f>(t,
-J
r.{s:
du
u) dt\
u) dul dt
< (t,
u)dt\du-
4>{t,
u)du> dt
4>it,
\\
u)\duldt+
\4>it,
<J
(t,
<f>
(j)
it,
u) dtl du,
u) dt\ du
it,
\4>it,u)\dtdu
<2\\
J
Since this
=
Jo Jo
is
oJ
Hence
\fit)\dt<e.
p
true for
values of
all
similarly
Jo
\ir {f(a>
Jo
lim
/*00
cos m
\-*-:t.
Example.
is
known
-x) fit) dtdu
QO
cos m
J0
it
00
This result
infer that
J o J a
+/( - 0)} =
0)
no matter how small, we
e,
it
x) fit) dtdu.
-oo
as Fourier's integral theorem^.
Verify Fourier's integral theorem directly
(i)
for the function
f(x) = ia*+x*)-i,
for the function defined
(ii)
f(x)
by the equations
= l, i-l<x<l);
f(x)=0,
(Rayleigh.)
i\x\>\).
REFERENCES.
Ribmann,
G. F. B.
Oes.
Math. Werke, pp. 213-250.
W. Hobson, Functions of a Real
E.
H. Lebesgue, Legons sur

C. J.
de la Vallee
les Series
Poussits",
Variable (1907), Ch. vn.
Trigonometriqv.es.
Cours
(Paris, 1906.)
d' Analyse lnfinitesimale, n.
(Louvain and Paris,
1912), Ch. IV.
H. Burkhardt, Encyclopddie der Math. Wiss. n.

G. A.
Carse and
G.
Shearer, A course
(Edinburgh Math. Tracts, No.

*
The equation
1=1
J
4,
1 (7).
(Leipzig, 1914.)
in Fourier's analysis
and periodogram
analysis
1915).
is easily justified
by
4-3,
by considering the ranges within
J o
which /(a;) is continuous.
+ For a proof of the theorem when f(xi is subject to less stringent restrictions, see
Hobson, Functions of a Real Variable, 492-493. The reader should observe that, although
lim
k-*.aa
.^-oo
-a> J o
exists, the repeated integral
-oo
sin
u (t-
x)
du (/(()
>
dt does not.
[CHAP. IX
190
Obtain the expansions
1.
O)
v
'
~,
2)'
r cos z
- log (1
(c)
arc tan,
'
rSmZ
...,
= r cos s - - r2 cos 2z- ^ r3 cos 3z -
= rsinz+-r
- r cos
Oj*
cos22 +
sin z
sin 2z + -r 3 3in 3z
..
+ ...,
cS
J-
arctan T-=rsinz+-^sin3z + -rsm5z+...,
(d)
and shew
)' 2
- 2r cos z + r 2
(6)
- = l+rcosz +
cos 2 + r2
when
that,
<
they are convergent for
1,
all
values of z in certain strips
parallel to the real axis in the z-plane.
sum
the value of the
when
in Fourier sine series valid
Expand x 3 and x
2.
-n<x<n;
and hence
find
of the series
r-p sin 2# + =| sin 3#-^ sin 4#+.,
sin
(Jesus, 1902.)
for all values of x.

00
Shew that the function
3.
_1
x represented by 2 m
of
sin raisin 2 na, is constant
=1
and draw a graph of the function.
71
(0
< x < 2a) and
zero (2a
<x<
jt),
(Pembroke, 1907.)
4.
Find the cosine series representing f(x) where

f(x) = svax + coax
(0<xîr),
= smx-oosx
(%rr%x<Tr).
f(x)
(Peterhouse, 1906.)
Shew that
5.
sin 3 rrx
sin 7tx
where
[#] denotes
and
zero if
is
6.
is
+1
or
+1
.Mil
sin
5nx
"ii.:
7nx
ni*
r
+ sin y
+...=irW,
,
OIJU.
-i
according as the integer next inferior to x
is
even or uneven,
(Trinity, 1895.)
an integer.
Shew that the expansions

cos- x
log
log
2 sin
=cos - cos
2# + -cos Zx
...
and
all real
are valid for

7.
m=0
= - cos x - - cos 2x ~
cos Zx
...
except multiples of n.
x,
- m cos mx
(ro
^r=(cos
1W +
+ l)(m
2)
,
..
5;
find the range of values of
8.

"
and
values of
Prove that,
if
+ cos 2x) log
< x < 2n,
sin
<?+T +
2
for
which
2 cos
it is
x + s # (sin 2a.-+sm #) -cos.,

2,/2
;r
(Trinity, 1898.)
applicable.
then
2 sin 2,r
a 2 +2 2
3 sin Zx
a2 + 3 2
+- " =
n-
sinh a
(it
- #)
Shew"""
'
(Trinity, 1895.;
'
FOURIER SERIES
Shew
9.
- w and + n-
that between the values

2
/ sin x
mx^. e -mx
2/1
-our
a;
12
+to 2
moosSx
m
cos 3a;
2x
to cos
m ~
22 +
Let x be a real variable between
10.
mcosa;
m
cos
\2ro
3 sin 3x
-m
3 -to
/
to cos x
m
cos 2*
m
cos 3
+- 7--^
22
/ 1
cosma; = -sm?H7r
x the following expansions hold
of
2 sin 2x
-m'
\l'
7t
191
and
~3 2
and
1,
Tm
+ '"/
^ 3.
n be an odd number
let
Shew that
m-n
2 1
1
8
( n,
cos2ot7tx
1) = + - 2 tan
/
if
is
not a multiple of -, where
ir
an integer multiple of
Shew
11.
that the
sum
the greatest integer contained in nx; but
s is
= -1 + 2
,
if j? is
B=1
7t
TO7T
A
2 tan
cos2TO7r^,
n
m =ito
(Berger.)
ljn.
of the series
GO
J + 47r
is 1
when
0<x<^,
-1
and when |<a;<l, and

ae ax
If
12.
ea
shew
that,
m _1 sin pnir cos 2rmx
when 1
cos 6ff
2**+p^ + -3- + - = (-)' sin
sin47r#
'
<# < 1,
cos4n-
cob
(Trinity, 1901.)
{x)
u=o
\<x<%.
when
" a n Vn
_
-
-l
is
,1
6wx
_1
2m
2
7r "
Pi(*),
2
2,l + 1
,., 2 "n-
2 2
(Math. Trip. 1896.)

If
13.
m is an integer,
cos 2.=2
shew
that, for all real values of x,
1.3.5. ..(2to-1)
2.4.6...2i
<1
{- H
T
,
|2
to
m + rl
cos 2x +
to(to-I)
^-,
(?>H-l)(m + 2)
to (to
cos4#
l)(l-2)
+ (^H-l)(m+2)(m +
COS 2- 1
tst;1-2)~
^^-4 2.4.6...(2to-2)
1.3.5 ...(2m-l)
;
(1
fl
in
\2
tt
14.
nL
point moves in a straight line with a velocity which
any time
after the beginning of the
and that the distance traversed
ut
+
I"
2r^
motion
r.
is initially u,
and which
Prove that the velocity
is
2rmrt
u " 1
+ - 2 -sin T
T m= lOT
J
is
(7+ t )jT Mr
ut
(2to-1)(2to-3)
2m-l
cos 2x + ,n
T
+ tTT^TT
-^ C0S 4^+ f
(2to + 1)(2ot + 3)
2w + l
receives constant increments, each equal to u, at equal intervals
at
C0S bX
3)
'
12
mt
_
27T 2
"
2
cos 2m7r<
r
1
m= lTO
(Trinity, 1894.)
19^1
[CHAP. IX
If
15.
oo
f{x)=.
(6n-3)#-2 2
sin
JS
Observing that the last series
*"
draw the graph
sin
1x
^(2w-l)
{%n-l) x
n-sin
(2-l) 2
(Math. Trip. 1893.)
<x < ,
when
2/3/1
f{3C)
11,-+...}.
-*-,
of f(x).
that,
sin 11^?
w + ,
is
" sin
sin 5jc
f(i" + )-f(l-V)=l*-
/(^ + 0)-/(i"-0)--4.
and
Shew
{sm*-
/(+0)=/(t-0)=
shew that
16.
~sin(2w-l)#
= ~-
C0S.'C--C0s5 + rC0S 7# - r-y COS 11^+

;
= sin 2*' + ^ sin 4^ + -sin 8+-sin

4
f(x) = \ir
{0<x<\tt),
(j7T<^<|7r),
f(x)=-\ir
(|tt
series
when
*-
= 0,
Jn-, 7r,
tt,
+ ...
f(x) =
where
Find the sum of each
10^?
\
. . .
< X < ).
and
for all other values of x.
(Trinity, 1908.)
Prove that the locus represented by
17.
co
is
two systems of
area
n-
18.
\n
-=
n=i
sin nx sin ny =
lines at right angles, dividing the
coordinate plane into square* of
(Math. Trip. 1895.)
2
.
Shew
that the equation
represents the lines
semi-axes are w and
y= mw,
tt/n/3,
1
i-)"' sinny cosnx
(m = 0,
1, 2,
...)
together with a set of arcs of ellipses whose
the arcs being placed in squares of area
27r 2
of the locus!
19.
Shew
x + y + s = w,
Draw
a diagram
(Trinity, 1903.)
that, if the point (x, y, z) lies inside the octahedron
bounded by the planes
then
sin
nx sin ny
sin nz
(Math. Trip. 1904.)
drawn having their centres at the alternate angular points

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
20.
Circles of radius a are
of a regular
67^
= + L COSM -5 1 COS6 ^ + J 008M ----'

1
2 4
8 I0
7
the initial line being taken to pass through the centre of one of the circles.
(Pembroke, 1902.)
FOURIER SERIES
21.
Draw
the graph represented by

r
-=
a
where
22.
193
H 2m sin -1^+
,
" s!-) n cos n?nd)
(1
tv
to (2
7T
/
1
=1
- \
(?ji)
m is an integer.
(Jesus, 1908.)
With each vertex
of a regular hexagon of side 2a as centre the arc of a circle of
radius 2a lying within the hexagon
formed by the
drawn.
is
Shew that the equation
4a
(6n-l)(6 + l)
n=1
the prime vector bisecting a petal.

23.
Shew
of the figure
six arcs is
that, if
(Trinity, 1905.)
c> 0,
11
lim
->-qo
cx
cota; sin
{2n+\)x dx=- n tanh-C7r.

.
2
(Trinity, 1894.)
24.
Shew
that
..
lim
K +
smi
sin (2m
-oo./o
dx
1)
a:
1
= -7rcothl.
,,
r,
+ x'
(King's, 1901.)
25.
Shew
when 1
that,
=0
.,
/"
<x< 1
and a
is real,
sin(2m + l)5sin(l+)^
sin 5
-*ooJo
6
a-'
,.
+ e^
sinhax
smh a
(Math. Trip. 1905.)
26.
Assuming the
expanding f(x) in a uniformly convergent series of

a root of the equation k cos ak+b sinak =
and the
possibility of
the form 'ZAjcSinkx, where k
is
summation
is
extended to
all positive
roots of this equation, determine the constants
Ak
(Math. Trip. 1898.)
27.
is
2 (an cos nx + b n sin #)

/ (x) = -^ Oq + =i
If
a Fourier
series,
an = IT
shew
Jo
that, if f(x) satisfies certain general conditions,
/"(i)cosreitan ~t
2i
bn
=
7T
JO
f{t) sin ni tan ^2
(Beau.)
W. M. A.
13
CHAPTER X
LINEAR DIFFERENTIAL EQUATIONS
Ordinary points and singular points.
101. Linear Differential Equations*-
In some of the
later chapters of this work,
and important
investigation of extensive
we
linear differential equations of the second order.
we should now
that
establish
shall
be concerned with the
classes of functions
some general
Accordingly,
which
it is
satisfy
desirable
results concerning solutions of
such differential equations.
The standard form
of the linear differential equation of the second order
will be taken to be
S + *s +
and
it will
be assumed that there
analytic except at a finite
Any
point of
at
is
number
which p
<*>
tt
<
domain 8 in which both p (z), q (z)
>'
are
of poles.
q (z) are both analytic will be called an

other points of S will be called singular
(z),
ordinary point of the equation
points.
10'2.
Solutionf 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 b, and its interior, the
,
radius of the circle being such that every point of 8b

an ordinary point of the equation.
Let z be a variable point of
J (z)
The
of solving differential
p{t)d^> and
~ + J{z)v=Q
= (z)- ^> q
is
it
becomes
(B),
\ [p
(,)}.
is mainly theoretical
it consists, for the most part,
assumed that the reader has some knowledge of practical methods
equations; these methods are given in works exclusively devoted to the
analysis contained in this chapter
of existence theorems.
a point of S, and
$&.
In the equation write w = i/exp
where
is
subject, such as Forsyth,
It is
Treatise on Differential Equations (1914).
t 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.
101, 10"2]
an ordinary point of equation (A)
It is easily seen ( 5"22) that
an ordinary point of equation
Now
195
is also
(B).
consider the sequence of functions vn
(z),
analytic in
Sb
defined by
the equations
v (z)
v n (z)
- b),
(z
<*!
(Z-z)J(Ov n_
(l;)dS,
= 1,2,3,
(71
...)
Jb
where a
a l are arbitrary constants.
Let M,
be the upper bounds of
Then at all points of this domain
|/(2)j
fi,
\v n
For
we
(z)\^fiMn
when n =
this inequality is true
have,
by taking the path

jtw(*)j
\z
and
!o(z)| in
the domain
Sb
- b\ m/(nt).
if it is
true
when n = 0,
1,
. . .
m 1,
of integration to be a straight line,
= ["(?-*)/(?) w^(?)dd
I
\J b
(m
1)
!J &
... rftM*\e-b\\
g (m-l)!
Jo
t*
< , uM \z-b
Therefore,
m~*dt
2m
i
by induction, the inequality holds
Also, since \v n (z)\
when
in
is
Sb and $
[jLMnr b
(n
!)
con-
00
verges, it follows ( 3'34) that
uniformly convergent in
Sb
-W
(z)
= 2
vn (z)
is
a series of analytic functions
=o
while, from the definition of v n
jrn (*) = -JV(0_i(r)d
(z),
(n
= l,2,3,...)
d2
hence
it
follows ( 5'3) that
dH{z) _
dz"
dX (z)
dh)n {z)
dz*
n=1
dz 2
= -J(z)v(z).
Therefore v(z)
is
a function of
analytic in
z,
8b
which
satisfies
differential equation
d^v(z)
r
n
= 0,
-^y+J(z)v(z)
,
132
the
196
and, from the value obtained for
=a
v(b)
where a
v n (z),
-j-
v'(b)
it is
[CHAP. X
evident that
= Wv(z)l
=0,,
are arbitrary.
<h
1021.
Uniqueness of the solution.
If there were two analytic solutions of the equation for
such that v l
(b)
= v2 (b)=a
v 1 '(b)
= vz'(b) = a
v,
1 ,
say v^
(z)
and
v.2
(z)
w(z)=v (z)-v2 (z),
then, writing
we should have
d 2 w (z)
Differentiating this equation n
w'
re
(b)
w (z)
two solutions
and
2 times and putting
so,
we
=A
"- 3
(6)
see that
..
= b, we
+ J-
(6)
get
w (b) = 0.
the differential coefficients
all
by Taylor's theorem,
= v (z) exp j-
u(z)
u (z)
where
infer without difficulty that
that u(b)
.s
w (z) =
that
is
to say the
v 1 (z), v 2 (z) are identical.
Writing
we
in succession,
3, 4, ...
vanish at b
+ J(b) iv^v (6) + n-zQJ'ib) w
Putting n=2,
of
=A
u'(b)
A =a
is
(f )
da
the only analytic solution of (A) such
A = a -^p(b)a
1
Now that we know that a solution of (A) exists which is analytic in Sh

and such that u(b), u' (b) have the arbitrary values A A lt the simplest
method of obtaining the solution in the form of a Taylor's series is to assume
,
(z)
= 2 A n (z b)n
substitute this series in the differential equation and
equate coefficients of successive powers of z

in order the values of
A A
2
...
in terms of
b to
A A
,
zero
x
3"73) to determine
[Note.
it
much
In practice, in carrying out this process of substitution, the reader will find
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
be treated in the form in which they stand ; the factors 1 - z 2 (z - 2) (z 3) should not he
divided out. The same remark applies to the examples of 103, 10-32.]
,
From
the general theory of analytic continuation
the solution obtained

of
'
the differential
analytic throughout
may
is
analytic at all points of
The
equation.
not be one-valued
( 5'2 cor.
'
i.e.
it
2,
may
describes a circuit surrounding one or
solution
*S
5 5)
it
follows that
except at singularities
however
is
not,
in
general,
footnote), except at these points, as
it
not return to the same value when z
more
singularities of the equation.
10"21, 10'3]
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
Shew
1.
that the equation
(l-z 2 )w"-2s' + | =
has the fundamental system of solutions
Determine the general

vergence of each series
Example
and shew that the radius of con-
in each series,
coefficient
is 1.
Discuss the equation
2.
(?-2)(3-3)w'' (22-5)m' + 2m =
in a
manner similar
to that of
example
1.
Points which are regular for a differential equation.
10"3.
Suppose that a point

have poles at
analytic at
c of
such that, although
is
the poles are of such orders that (z
c,
Such a point
c.
is
(z) or q (z) or
c)p (z),
c)
both
are
q
called a regular point* for the differential
(z
(z)
Any poles
equation.
irregular points.
of p (z) or of q (z) which are not of this nature are called

The reason for making the distinction will become apparent
in the course of this section.
If
be a regular point, the equation
^-oy
where
(z
may
be written f
^ + ^-c).P(z-c)~ + Q(z-c)u =
0,
c), Q (z c) are analytic at c hence, by Taylor's

P (z - c) = p + p (z - c) + p (z-c) + ...,
Q(z-c) = q +q (z-c)+ q (z - cf + ...,
;
theorem,
where p p1; ..., q q lt ... are constants; and these series converge in the
domain Sc 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
c)
1+ 2
an
(z
c)
=i
where
a,
a 1( a2
...
are constants to be determined.
* The name 'regular point' is due to Thome, Journal fur Math. lxxv.
Fuchs had previously used the phrase point of determinateness.'
f Frobenius calls this the normal form of the equation.
'
(1873),
p.
266.
198
[CHAP.
Substituting in the differential equation (assuming that the term-by-term

differentiations
and multiplications of
{z-cf a(a-l)+ 2
series are legitimate)
we
get
+ w) (a + n l)(z c)n
a (a
=i
+ (z-c)a P(z-c). a+ 2
a n (a
+ n)(z-c)n
+ (z- C yQ(z-c) 1+ 2
Substituting the series for
P(z c), Q (z c),
= 0.
a n (z-c)n
multiplying out and equating
to zero the coefficients of successive powers of z
c, we
obtain the following
sequence of equations
a2
+ 2) +
2
{(a
an
{(a
n)'
(p
a, {(a
- 1 ) (a +
2)
+ (p, - 1) (a +
a- + (p -l)ot + q = 0,
+ 0 - 1) (a + 1) + q + ap + q = 0,
+ q + a, {(a + 1 ) p + q,} + ap + ? = 0,
l) 2
n)
+q
-i
+ 2 an _ m {(a + n-m)pm + qm + apn + qn = 0.

}
The
of these equations, called the indicial equation*, determines two
first
values (which may, however, be equal) for
The reader
a.
will easily convince
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.
himself that
if c
Let a
= pi,
=p
be the roots f of the indicial equation
F(a)=a? +
(p
-l)a + q = 0;
then the succeeding equations (when a has been chosen) determine a l7 a 2
^(a + w) does not
in order, uniquely, provided that
that
is
to say, if a
and, if a
=p
Hence,
if
=p
that p 1
vanish
when n =
that p 2 is not one of the numbers p x

not one of the numbers p 2 + 1, p 2 + 2,
1;
is
the difference of the exponents
1, p^
...,
2, ...;
not zero, or an integer,
is
1, 2, 3, ...;
it is
always possible to obtain two distinct series which formally satisfy the
equation.
Example,
Shew
that, if
is
not zero or an integer, the equation
is
w"
1\
u=
formally satisfied by two series whose leading terms are
A+m
+ 16(l+m) +
;
'
""J
'
^- m u+-
16(l-m)
n
'
determine the coefficient of the general term in each

converge for all values of z.
series,
....}.
and shew that the
series
* The name is due to Cayley, Quarterly Journal, xxi.

(1886), p. 326.
t The roots pi, p2 of the indicial equation are called the exponents of the differential
equation at the point c.
10-31]
10*31.
199
Convergence of the expansion o/ 103.
If the exponents p u p 2 are not equal, let 1 be that one whose real part
p
not inferior to the real part of the other, and let p t p z = s then
is
F(p + n) = n(s + n).

1
Now, by
| 5*23,
we can
pn <
Jfr-,
where
is
find a positive
,
Pl
it is
M such that
n
pn + qn \< Mr~
convenient to take
^ 1.
Mr~
\q n \<
independent of n
number
Taking a = p lt we see that

1
7
|
since
s
I
If
M
+ g!
+
(^ 1)1^-15+11
Plff 1
Oil
i*
Jf
+ 1 > 1.
1
Mn r~n when n =
now we assume an <

\
1, 2, ...
1,
we
get
m-l
!_(
+ m - O^t + It] + PiPm + qn
{(/>i
F( Pl + m)
m 1
m1
|a m _t|.|PijOt
+ g t| + |p pm + ?m|+ 2
,
<=i
m
m r-m +
iilf
2 (m-^J}
+m
(m-tf)|am_<|
|p t
...JL^1
Jfm r-
m
Since
sin' 1
""s
1,
2
1
+ sm_1
because
i
i? (s) is
m+
]y[m rm
2m
and
so,
by induction, a <
|
If the values
a(, ai,
...
M r~ n
n
not negative,
get
^ J^m^m
of the coefficients corresponding to the exponent p 2 be

obtain, by a similar induction,
we should
'
<
Mn Kn r~n
where k is the upper bound of |1 s\ l |1

bound exists when s is not a positive integer.
,
We
we
have thus obtained two formal
|s| ~\ |l-i|a
1
,
this
series
(z)
(z c)* 1+ 2a n (z-cr
(z)
= (z- ey> 1+ loîz-df
The first, however, is a uniformly convergent series of analytic functions

when \z-c\< rM' as is also the second when \z-c\< tM^k' provided
1
200
c)
in each case that arg (z
is
[CHAP.
way
restricted in such a
that the series are
one-valued; consequently, the formal substitution of these series into the

left-hand side of the differential equation
a solution of the equation
and each of the
is justified,
provided always that p 1
is
series is
not a positive
integer or zero*.
With
we have
this exception,
therefore obtained a fundamental system of
And by the
solutions valid in the vicinity of a regular singular point.
theory
we see that if all the singularities in S of the equation

each member of a pair of fundamental solutions is analytic
of analytic continuation,
are regular points,
at all points of
except at the singularities of the equation, which are branch-
points of the solution.
Derivation of a second solution in the case when the difference

an integer or zero.
1032.
of
the exponents is
In the case when p p 2 = s is a positive integer or zero, the solution

found in 10"31 may break downf or coincide with w 1 (z).
x
w2 (z)
If
we
write
u=w
._. y
(z)
g+
f,
{,
the equation to determine

(
.-. y
of which the general solution
A+B ]
=A +B
where A,
interior of
larities of
Wl
(z-
(z)}>
circle
P (z c)
is
ex P(-.Pi(*-
)-aP(*- c )
--} k
<
c)-P- 2 P>g(z) dz,
whose centre
and g (z) is analytic throughout the

which does not contain any singu-
is c,
or singularities or zeros of (z
g(z)=l+i
Let
is
g +( .-.)j><.-)}g-
are arbitrary constants
any
"
c)~ w
Pi
gn .(z-c) n
(z)
also
(c)
= 1.
Then, ifsÔ,
?= A + B ["
= A+B
jl
+ 1 0-c)4
(z
* _1
- c)-*-
dz
~{z-c)~s - 1 -^-(z-c)n -s + gs \og(z-c)

s
n=\ s
-^(z-c)n-
+ 2
=*+l
* If
Pi
The
- pi
is
a positive integer, k does not exist
coefficient a,'
may be
indeterminate or
it
if pi
be a solution containing two arbitrary constants a

factor will be a constant multiple of w (z).
x
will
= p2
may
'
the two solutions are the same.
be infinite
and a s
'
;
in the former case
the series of which
w>2 (2)
a' is
10*32]
201
Therefore the general solution of the differential equation, which

analytic at
points of
all
Aw
+ B [g w 0) log (z-c) + w (z)\
(z)
w (z) = (z - c)
where, by 2-53,
is
(c excepted), is
x
-- + 1
<*-
h n (z
- c)4
the coefficients h n being constants.
When s =
0,
Aw
the corresponding form of the solution
+B w
(z)
is
(z-c) + (z c)*" 2 h n (z- c)n
(z) log
The statement made at the end of 10 31 is now seen

when s is zero or a positive integer.
to hold in the
exceptional case
In the special case when gs
= 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.
may be
Integrals of an equation valid near a regular point c

practically
by
a function
(z)
obtaining
first
=2
b n (z
obtained
and then determining the coefficients in
{z),
c)^ +n by substituting
,
iv x (z)
log (z
c) + w
(z) in
71
the left-hand side of the equation and equating to zero the coefficients of the
various powers of z
due
Frobenius*
243-258.
pp.
to
Example
1.
is
Shew that
An alternative method
in the resulting expression.
given by Forsyth, Treatise on Differential Equations,
integrals of the equation
1 du
-r-m?u =
-7T+-z dz
dz'
"'
cPv,
regular near 2 =
'
V.
m 2n 22n
"
1\
^ f\ + _ + ...+-}.
^ W]og ,_^ __(_
wi 2
and
Verify that these series converge for

2.
Shew
all
values of
z.
that integrals of the equation
//--
e-i>+<*-i>+-o
regular near 2 =
are
,
and
'
are
o
Example
i^
Wl (2)log2 +
/1.3...2-1\ 2
/1.3...2-1\ 2
4^^
8-4>--2n j
Verify that these series converge

* Journal fUr
when
z
\
/111
1\.
A
(l-J + 3--"aiJ
<1
Math, lxxvi.
and obtain integrals regular near 2=1.
(1874), pp. 214-224.
202
Example
3.
d 2u
,.
du
series of 2 '38.
by the hypergeometric
Obtain the complete solution of the equation when
104.
Shew that the hypergeometric equation

,
is satisfied
[CHAP.
= l.
Solutions valid for large values of\z\.
Let z=ljz1
then a solution of the differential equation
valid for
'
and
said that
large values of z
'
if it is valid for sufficiently
said to be
is
small values of zx
|
an ordinary (or regular or irregular)

point of the equation when the point z x =
is an ordinary (or regular or
irregular) point of the equation when it has been transformed so that z is
it is
'
the point at infinity
is
'
the independent variable.
Since
du
du
L
^ +P W.du
s + W S * ^ + {*, - *tp (-)} T^ +
d?u
we
see that the conditions that the point i
point,
a regular point, are
(ii)
and
at infinity ( 5'62)
Example
1.
Shew
(i)
that zp
(ii)
oo
(1\
/1\)
should be
a (-) u,
(i)
an ordinary
that %z z 2p(z), zi q(z) should be analytic

(z),
z 2 q (z) should be analytic at infinity.
that every point (including infinity)
is
either an ordinary point or
a regular point for each of the equations

z(i
where
a, b, c,
Example
n are
2.
- 3)
+{c_(a+6+i)2}
S _a6a=o
'
constants.
Shew that every point except
infinity is either
an ordinary point or a
regular point for the equation
where n
is
d 2u
du
...
a constant.
Example
3.
Shew
that the equation
a-g-* + *-o
has the two solutions
3^4^ 3.4.5.61_
P + 2~77 ? + 2.4.7.9^ + '"
1_
3'
the latter converging
10'5.
when
z
|
>
1.
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

the
We
first
degree
shall see
there
may be one
later (e.g. 16'3)
regular integral or there
what
is
is
at most of
may be
none.
the nature of the solution near

10-4-10-6]
such points in some simple cases.

beyond the scope of this book.
203
general investigation of such solutions*
is
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

seen in 106 that the singularities of the former equation
complicated nature than those of the latter.
The
106.
differential equations
latter.
It will be
may be
of a
more
of mathematical physics.
The most general differential equation of the second order which has
every point except a lt a2 a3 a4 and oo as an ordinary point, these five points
being regular points with exponents ar ft at ar (r = 1, 2, 3, 4) and exponents
,
/*i, fj^
at oo
d?u
'
dz2
may be
1(
4
1
Ui
\ r =i
be
verified f to
a, -ft.} du
a r /3
~r-ft
($*
ftr
|
+
z- ar )dz
z-a
dz
(z ar
\lî
rZi{z-a
f
Az*+
;+
j
*
Wz + C) =
U 0,
n [z
a^)
r=l
where
is
^ and
such that J
/**
and 5, G are
+ /* j S
/* 2
(ar
are the roots of
+ ft)-3i+ |
ar ft
+ ^ = 0,
constants.
The remarkable theorem has been proved by Klein and
B6cher|| that
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 \
all
a brief investigation of these forms will

If
we put
ft.
,.
+ ,
(r=l,
2, 3,
now be
4)
given.
and write in place of
z,
the last
written equation becomes
d2 u
J* |-2r du
)
(*
0,(0,
+ })
Ap + 2B+C\
r=l
Some elementary investigations are given in Forsyth's Differential Equations

Complete investigations are given in his Theory of Differential Equations, iv. (1902).
*
t The coefficients of
-j-
and u must be rational or they would have an
some point; the denominators
of p(z), q
(z)
must be
(z-a r ),
II
r=l
(z-ar
2
)
respectively;
r=l
putting p (z) and q(z) into partial fractions and remembering that p
as z -> 00 we obtain the required result without difficulty.
|
essential singularity
at
(1914).
(z)
(z
_1
),
q(z)
= 0(z~ 2
be observed that
are connected by the relation
2 (a
M + ,U2+ r=l
It will
Ueber lineare Differ entialgleichung en der zweiter Ordnung (1894),
/tj, /*2
p.
uber LamA'schen Funktionen.

||
Ueber die Reihenentwiekelungen der Potentialtheorie (1894),
p. 193.
40
+ j3r = 3.
)
see also Vorlesung
204
where (on account of the condition

/
/j, 2
\2
A= 2
ar
It
is
evident,
is
/m
- 2
a,.
=!
- f S,+ ^.
called the generalised
on writing a
= ^)
This differential equation
[CHAP.
= a%
Lame' equation.
throughout the equation, that the
confluence of the two singularities a u a 2 yields a singularity at which the

exponents a, /3 are given by the equations
a
where
+ /3 =
a/3 = ai (! + i) + a2 (2 + i) + Z>,
+a
D = (Aaf + 1Ba + C)/^ - a ) (a - a )}.
( Hl
2),
Therefore the exponent-difference at the confluent singularity
is not \,
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
but
it
may
one irregular singularity.
By
suitable confluences of the five singularities at our disposal,
obtain six types of equations, which
number
may
we can
classified according to (a) the
of their singularities with exponent-difference \, (b) the
number
of
'number of their irregular singuby means of the following scheme, which is easily seen to be
their other regular singularities, (c) the

larities,
be
exhaustive*:
10
'
fi
Example
1.
205'
Obtain Lame's equation
n (C~ar
(where A and n are constants) by taking

ai
= a2 = a 3 =a 4 = 0,
82?
=n
(ra
+ 1) a4
4C=/m4
and making a 4 --oc
Example %
Obtain the equation
^+
/l
+ -1^ ** _ (-16g + 32 g f)
(where a and ? are constants) by taking a =

0, a 2 = l, and making a 3 = a âo.
1
4
Mathieu's equation ( 19'1)
Derive
-rj + (a + 16qcos 2z)u =
by the substitution = cos 2 2.
Example
3.
Obtain the equation
^ * ^^ ^ ^)^'
_
bytaking
l?
a 1 = a 2 =l,
a3 = a 4 = 0,
ai
= a 2 = a3 = 0,
a4
= |.
Derive Legendre's equation ( 15-13, 15-5)

,
,,
by the substitution =z~ 2
Example
4.
d2 u
du
to 2
By taking o = a2 = 0,
1
a 1 = a 2 = a3 = a 4 = 0, and making a = a ôo, obtain

3
4
the equation
Derive Bessel's equation
1711)
by the substitution f=z 2
Example
5.
Bytaking a 1 = 0,
01
= 02=03 = 04 = 0,
and making
o,
= a, = 4--a3,
obtain
the equation
Derive Weber's equation
( 16'5)
^+(+i-|z2)=0
by the substitution = 2
Example
6.
By
taking
^=0, and making ar -^ oo
(r
^f + (if+Ci) = 0.
By
taking
shew that
oJ
cfo
= 1,
2, 3, 4),
obtain the equation
206
[CHAP.
Shew that the general form of the generalised Lame^ equation is un7.
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
Example
altered
(i)
u = (z-a r )
v.
Example
generalised
Deduce from example 7 that the various confluent forms of the
8.
Lame
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
107.
0, 1, co
.]
Linear differential equations with three singularities.

d?u
Let
d?
.du
+p(z)
+q(z)u =
d2
have three, and only three singularities*, a, b,

points, the exponents thereat being a, a' ft, ft'
is
0(z~*).
7'.
a rational function with simple poles at
these poles being 1

is
7,
Then p (z)
these points be regular
c; let
- a - a',
- ft - ft',
1 - 7 - 7' and
a, b, c, its
as z -* 00
residues at
p (z) - 2z~
Therefore
z
zb
zc
a + a'+/3+/3 + 7 + 7 = l.
andf
In a similar manner
^^1
act
b) (a
c)
ft ft'
(b
-a
-c)(bz
a)
77
(z
and hence the

d?u
dz
!-- '
aa!(a-b)(a-c)
ft ft'
(b-c)(b-
z a
77' (c
a)
This equation was
first
(z-c)'
- a) (c - b)
z c
a)(z b)(z c)
fact that u satisfies an equation of this type (which

Riemann's P-equation), Riemann| wrote
(a
The point
0.
given by PapperitzJ.
To express the
b)
']
(z
called
-a)(z-
b)
1-7-7 du
z c)dz
1-/3-/3'
z a
-a) (cz -
differential equation is
(c
'
"j
ft
z\.
'
ft
7'
will
be
an ordinary point,
t This relation must be satisfied by the exponents.
X Math. Ann. xxv. (1885), p. 213.
at infinity is to be
Abh. d. k. Ges. d. Wiss. zu Gottingen, vn. (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, 10"71]
The
singular points of the equation are placed in the
207
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
dhi
,.
du
defined by the scheme
10'71.
Transformations of Riemann's P-equation.
The two transformations which

a
I
are typified
by the equations
208
1072.
The connexion of Riemann's P-equation with the hypergeometric
equation.
By means
a
[CHAP.
of the results of 10'7l it follows that
linear differential equations
10*72]
209
Shew that two
1.
solutions of the equation
dH
are z 1\24 +
..., 1
- }zi + ..., and
investigate the region of convergence of these series.
Obtain integrals of the equation
2.
regular near z = 0, in the form

1
z4
z2
W a = W 1 log-^j+....
3.
d 2u
has the solutions
,
11,
r-^ 96^--'
2ra
+l
2ra
+l z
,
3
Shew
4.
4m 2 +4?i + 7
z5
-1
12
and that these
4m 2 + 4n + 3
. . .
480
series converge for all values of
z.
that the equation
n 1-a,.
ft] du
d2u
dz 2
U=l
z-ar
cfe
r=l (-))*
r =l-rJ
where
2
r=l
is
(a r +ft.)=-2,
= 0,
i) r
2
r=l
r=l
the most general equation for which
(csr
i) r
+ar /3r = 0,
(ar2
Dr + 2ar a r
/3r )
= 0,
r=l
points (including
all
oo),
except a it a 2j
ordinary points, and the points a r are regular points with exponents
an, are
ay, ft respectively.
(Klein.)
5.
Shew
that, if
j3
+ y + ft + y' = ,
fO
go
/3
then
f-1
oo
2/3
2/3'
"J
"J
pjo
U
[The
3? +
6.
& Y
differential equation in
cPu
Shew
that, if
Z2
1=PJ
I
>
each case
~\
y + y'=J and
dz
CO
oo
pJo
if
(
-i^-01
_aj
+ {& + zJOLI
2
2 1} z - 1
are the complex cube roots of unity, then
a>, to
(1
a>
a2
l=P-N
"j
(Riemann.)
'
is
2z(l-y-y)du
~z
zl.
(Riemann.)
z
J-
it
[The
ly
y y
differential equation in each case is
d 2u
2z 2
2+ z^l
dz~
W. M.
A.
du
^z
Qyy'zu
(z3-l) 2
"
14
210
7.
2)^5-(2a + l)
~dz*
is
[chap.
by the scheme
defined
J+
( + 2a)
il
-1
M=
and that the equation

(l
may be
obtained from
it
+ 2
+ ( + 2)=O
2
)
by taking a = \ and changing the independent
variable.
(Halm/
8.
Discuss the solutions of the equation
d 2u
valid near 2
9.
and those valid near
= co
(Cunningham.)
Discuss the solutions of the equation
dû
^+v^-
du
2/jl
^+ 2 ("-m)=o
22
dz
valid near
2=0 and
those valid near
2= x
Consider the following special cases
F=-f.
(i)
dz
.
(")
10.
2(1-2)
,!
is
a single-valued transcendental
Under what circumstances are these two particular
function.
If their product
C is
integrals coincident?
be F(z), prove that the particular integrals are

i,
,={*}*
ex P
{g/V
/(M*(i-*)}J
Wta-*)}}
(2
(Lindemann
a determinate constant.
see 19'5.)
Prove that the general linear differential equation of the third order, whose
which has all its integrals regular near each singularity (the
1, 00
11.
singularities are 0,
exponents at each singularity being
dhi
d^ +
12
\z
'
+
where
(Curzon.)
+ |(l-22)J + (a2+6) M =
has two particular integrals the product of which
where
F+"=3
("i)
=ii
Prove that the equation
may have any
(23
1, 1,
1
+ z-l\
d*u
dz 2
3 cos a
2 2( 2
_1)
constant value.
1), is
[1
2(2-1)
2
3 sin a
z(2_l)2
'
(Z
(2-
]
2
1)
U=0
tf
afe
>
(Math. Trip. 1912.)
CHAPTER XI
INTEGEAL EQUATIONS
11*1.
An
Definition of
is one which involves an unknown function under

and the process of determining the unknown function
integral equation
the sign of integration

is
an integral equation.
called solving the equation*.
The introduction of integral equations

who considered the equations
into analysis
is
due
to Laplace
(1782)
f{x) =je*
(where in each case
<
<f>
g 0) =
(t) dt,
represents the
the solution of differential equations.
(t) alt
J*-*
unknown function), in connexion with

The first integral equation of which
a solution was obtained, was Fourier's equation
f(x)=
cos
(out)
<j)
(t) dt,
J oo
of which, in certain circumstances, a solution isf
<f>
(x)
= 2
r*
I
cos (ux)f(u) du,
TTJo
f(x) being an even function of x, 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,
that the constants

*
a, b
and the variables
Except in the ease of Fourier's integral
x, y,
( 9-7)
we
we
shall
suppose throughout
are real and further that

practically always need continuous
solutions of integral equations.
t If this value of
<p
be substituted in the equation we obtain a result which
is,
effectively, that
of 9-7.
t Solution de quelques problemes a Vaide d'inUgrales d&finies (1823). See Oeuvres, i. pp. 11, 97.
The numerical computation of solutions of integral equations has been investigated recently
by Whittaker, Proc. Royal Soc. xciv. (A), (1918), pp. 367-383.
142
[CHAP. XI
THE PKOCESSES OP ANALYSIS
212
%^.b; also that the given function *

(%, y), which occurs under the
equations
considered,
is a real function of
of
majority
the
in
integral sign
variables in the
function
of
both
continuous
a
it
is
x and y and either (i)
a^x,
y,
range
(a^x^b, a^.y^b),
a^y^x^b
in the range
K 0, y)
easily
has
its
continuous function of x
An
The
(ii) it is
and
(x,
a continuous function of both variables
y)
when y > x
a^y^b,
continuous when
is
in the latter case
and in either case
discontinuities regularly distributed,
proved that, Hf(y)
11*11.
or
f{y) K(x, y) dy
it is
is
i
when a^x^b.
algebraical lemma.
algebraical result
which
will
now be obtained is
of great importance in Fredholm's
theory of integral equations.
be three points at unit distance from the origin.

volume of the parallelepiped, of which the lines
joining the origin to these points are conterminous edges, is +1, the edges then being
2
2
perpendicular. Therefore, if xr *+yr + zr = l (r = l, 2, 3), the upper and lower bounds of
Let
(#i,
yu
%), (*j, y%,
z%),
(#s yz,
23)
greatest (numerical) value of the
The
the determinant
#2
Vi
22
#3
ys
33
are +1.
A lemma due to
Hadamardt
generalises this result.
an
Let
-1
let
A be
a 12
(m = l,
...
a Xn
*22j
a 2n
2,
...
n)
A = D*'Since
is
a lr
(r
= l,
maxima and minima
n) only,
2, ...
let
A mr
the determinant whose elements are
ordinary theory of
=A
An
so that, by a well-known theorem},
1
.
elements, and
its
is applicable,
and
if
stationary for such variations
is
if
obviously bounded, the
we
dD
2 =
r -i
is
consider variations in
<
oa v
ij r
= 0,
where halr ,...
are variations subject to the sole condition 2 a lr 8a lr =0; therefore

r=\
Alr
n
but 2 a lr A lr = D, and so X2a\ r
=D
-daTr
- Xair
therefore
r=l
'
A lr =Dalr
Bocher in his important work on integral equations (Camb. Math. Tracts, No. 10), always
more general case in which K(x, y) has discontinuities regularly distributed,
The reader will
the discontinuities are of the nature described in Chapter iv, example 10.
from that example that the results of this chapter can almost all be generalised in this
considers the
i.e.
see
way.
To make
this chapter
+ Bulletin des Sci. Math.
more simple we
(2),
shall not consider such generalisations.
xvn. (1893), p. 240.
% Burnside and Panton, Theory of Equations, 11. p. 40.

By the ordinary theory of undetermined multipliers.
11-11, 11-2]
INTEGRAL EQUATIONS
213
Considering variations in the other elements of D, we see that

is stationary for
variations in all elements when A, .=Da
m
mr (m=l, 2, ... n ; r=l, 2, ... n). Consequently
A=_D" D, and so D" +1 =2>-i. Hence the maximum and minimum values of
are + 1.
Corollary.
If
mr be
real
and subject only to the condition a mr

|
2 {amr /(nl J/)}"S
we
maximum
easily see that the
11'2.
An
value of
Fredholm's* equation and
is
<M,
since
1,
(n^M) n =ni n
Mn
its tentative solution.
important integral equation of a general type
is
J a
where /(*) is a given continuous function, X is a parameter (in general

complex) and K(x, f) is subject to the conditionsf laid down in 111.
( x ) is called the nucleus% of the equation.
>
This integral equation
is
known
as Fredholm's equation or the integral
equation of the second kind (see
It was observed by Volterra that an

11-3).
equation of this type could be regarded as a limiting form of a system
Fredholm's investigation involved the tentative carrying

out of a similar limiting process, and justifying it by the reasoning given
of linear equations.
below in
11-21.
Hilbert (Gottinger Nach. 1904, pp. 49-91) justified the
limiting process directly.
We now proceed
and
shall
to write
down the system
of linear equations in question,
then investigate Fredholm's method of justifying the passage to
the limit.
The
integral equation is the limiting
form (when
8-=>-0) of
the equation
{x)=f(x)
where xq -xq _ 1 = 8, x
...
xn
2 K(x, xq )
<f>
(xq )
8,
= a, xn = b.
Since this equation
xlt x2
+X
is
to be true
when a ^ x < b,
it is
true
when x takes the values
and so
n
-AS 2 K(xp xq )4>(xa)+(t>(x ,)=f(xp )

,
(p = l,
2, ... n).
9=1
* Fredholm's first paper
Forhandlingar (Stockholm),
on the subject appeared in the Ofversigt af K. Vetenskaps-Akad.

39-46. His researches are also given in Acta Math.
lvii. (1900), pp.
xxvii. (1903), pp. 365-390.
t The reader will observe that
if
K{x,
f)
<p(x)=f(x)+\
This
is
called
(f
jl
>x), the equation
K{X ''
K(x,<t>(t)dS.
an equation with variable upper limit.

is kernel ; French noyau, German Kern.
X Another term
may
be written
214
[CHAP. XI
This system of equations for <f> (xp ), (jt> = l, 2, ...ri) has a unique solution if the
determinant formed by the coefficients of (f> (xp ) does not vanish. This determinant is
D(X) =
1-X8 -(#!,*!)
-\8K(xu x
-\bK{x2 ,x^
\-\&K(x2 x2
- X8 A (x
=1-X
S-^-O, w-a-co
- XS A {xn xn
K{xp ,xq
K{xp ,xp
-S"
(#
#)
A' (p
./l.
(57 j.
win)
Jul \Pî'
) ...
A (xn ,x )...
X3
Making
- X
x-l)
8A (xp xp + '^
"Ti
on expanding* in powers of
-\8K(x ,xn)
-\8K(x2 ,xn
...
2)
.r )
8
"^qj
** \ *'j*
(ar
p , v)
+ ...
OCrp)
X.
and writing the summations as integrations, we are thus
led to
consider the series
Further,
if
Dn (x
ll
x) is the cofactor of the
the solution of the system of linear equations

,
/(î)-P(^, x 1 )+f(x2 )D n (x^x
B^ w
<t>(x^)-
Now
with
it is
term
easily seen that" the appropriate limiting
Dn (x^, XJ is D (X)
DniXp, x v ) = \h
K{x
ll
K{x
J>=1
/i.
li
\3/p
So that the limiting form for
X) =
XA>
IL
K(xv
x^),
xn )
form to be considered in association
K(xM xp
}>)
jV K^pi *^p)
V,
9=1
_1
A (x^ x A {x^ ,xp A (Xp

K (xp ,x) K (xp xp A (x
K (x x A (x xp K {x
q
involves
+ ...+f{xn )Dn {x
xv)
v)
D (x x
Dn (k) which
also that, if n=v,
X v)-\b 2
in
is
v)
xq
xq )
(x^ , x) to be considered t is
f J j*"' *') f j*"' f Sl

A (x^ ,x K (*M | A (^
+
h-i:s: *(&.*,) *(&,&) A(|1(
x v )-K
xq
v)
,)
g2 )
d^dtjz-....
|2 )
Consequently we are led to consider the possibility of the equation
* (*) =/(*) + s^x) /* ^ (*.
x )/)
giving the solution of the integral equation.
The
p, q,
...
factorials
appear because each determinant of
take all the values
1, 2,
...
n,
whereas
it
rows and columns occurs
forD(X).
t
The law
times as
appears only once in the original determinant
of formation of successive terms is obvious
from those written down.
;;
11 2 1
]
INTEGRAL EQUATIONS
"
Example
Shew
1.
215
that, in the case of the equation
<t>{x)=x+\\
xy(f>(y)dy,
we have
D(\) = l-i\,
and a solution
D{x,y;
\)
= \xy
is
3x
*(*) =
Example
Shew
2.
3-X'
<f>(x)
=x+ \
(xy+y*)<t>(y)dy,
we have
= 1-|X-AX,
Z>(X)
2>(*,y; X)=X (a* +y) + X* (i^ - Jay-fe^ + Jy),
and obtain a solution of the equation.

11'21.
So
Investigation of Fredholm's solution.
to
and
verify that
we
write the series, by which
rb rb
D (\), D(x,
D (A.)
y; X) arrived at in 11
was denned
in 11
2,
2.
in the form
rb
an =(-) n
since if
(#,
dfidâ
...
y)
|o|
Mn
(b
li
a) n
-*
= nlbn
<**#".(&;
we may employ
real,
a)*
then
m (WW=li.n
>w=o
1\
d;
continuous and therefore bounded, we have \K{x, y)\< M,
is
Write n* n
...
J a
(x, y) is
since
is independent of x and y
where
Hadamard's lemma ( 1T11) and we see at once that
we now
^- so that
+ 2
since
actually do get a solution of the equation
do this we consider the two functions
We
1
been purely tentative
far the construction of the solution has
start ab initio
1+ i)T-.
?^{(
(w+1)
2
"'
(A
e.
nj
OC
The
series
b n \ n is therefore absolutely
convergent for
1+2 a converges for

A,"
and
so ( 2 34) the series

-
fore ( 5'64) represents
Now
an integral function of
all
all
values of
values of
X and
X.
write the series for D{x, y; X) in the form
2
=o
vn
(x,y)\n +*
n!
A,
there-
216
Then, by Hadamard's lemma

\v n
-^
and hence
<
cn
[CHAP. XI
1111),
^(x>y )\<n^M n {b-af-\
where
independent of x and y and
c n is
cn X
n+1 is
ra=0
Therefore D(x, y
D(x,y\X)- XK (x,
X)
is
y)
is
an integral function of X and the
a uniformly convergent
series for
( 3'34) series of continuous*
when a^x^b, a^y^b.
functions'of x and y
Now
(x,
y) in
D{x,y;X) = XD (X)K(x,
y)
+2
pick out the coefficient of
B(x, y;X); and we get
(-)X+
Qn
(&,
y)
where
rb rb
J
cb
a J a
K (*,&),
0,
K&, y\ KG*
*(?,
y),
K{Zn
K(x,
&),...
&). *"(.,
&),
^(f.
K(x,tn) d^...d^
n
f.),-^(fi,
fc)
- *"(?,. f)
.),
Expanding in minors of the first column, we get Qm (#, y) equal to the

integral of the sum of n determinants; writing , f2 ... _!, |m ... _!
in place of , i?2
? i n the mth-of them, we see that the integrals of all
the determinants! are equal and so
,
>
Q(, y)
= ~n
fa \a -\a K{\ y)Pn dd&

J
...
(*_
>
where
p=
It follows at once that
D (*,
Now
y X)
;
XD. (X)
(*,
y)
+X
fa Z>
(>,
X) JT( y) df
;
take the equation
*(f)=/(0 + *.f*K?,y)*(y)4y,
multiply by Z)
(a?,
X) and integrate, and

;
we
get
f/tf)-D (*>?;*)#
6
= f%() D(^,;X)^-xf r-D(*>^M^>2/)</'(2/)^^

Jo
J a J a
J
the integrations in the repeated integral being in either order.

* It is easy to verify that every
is
term (except possibly the
a continuous function under either hypothesis
f The order of integration
is
immaterial
(i)
( 4-3).
first)
or hypothesis
of the series for
(ii)
of 11-1.
(x,
\)
11 '21]
INTEGRAL EQUATIONS
That
217
to say
is
4>(D(x,5-,\)d-[ {D(w,y-,\)-\D(MK(x,y)}<l><3,)<fy
= \D(K)f
J
K(x,y)<t>(y)dy
= D(X) {<(*) -/()},

in virtue of the given equation.
Therefore
if
D (X)
and
=j=
Fredholm's equation has a solution
if
it
can be
none other than
and,
we
by actual substitution of
this value of
</>
(x) in the integral equation,
see that it actually is a solution.
This
-D(X)
is,
unique continuous solution of the equation
therefore, the
if
+ 0.
Corollary.
we put / (x) = 0, the homogeneous equation
If
'
has no continuous solution except
Example
1.
By expanding
<f>
'
(x)=0 unless
>(\)
= 0.
the determinant involved in
Qn (x,
y) in minors of its first
row, shew that

h
D{x,y;
X)
= \B(K)K(x,y) + \f
K{x,
D{,y; X)d.
J a
Example
2.
By
2>(A) = 1+
using the formulae
^-,
shew that
/)(.r,y;X) = XZ)(X)2ir(^)+-
D (,
\)d%=-\
dD(\)
J a
Examples.
If
iT(.,
y)
=l
Z>(X)=l-(6-a)X.
shewthat
Example
d\
K{x,y)=0
(y^#),
4.
Shew
that, if iT (#, y)
=/i
(x)
./2
(y),
'
(y
and
> *),
*>,
if
/iW/i(.#=^,
J a
then
D (X) = 1 - AX, D
and the solution of the corresponding
(jg,
X)
llW
2 -(-)"-
= X/
integral equation
(*)/, (y),
is
>f>
!.-
(> -* A
218
Example
Shew
5.
that, if
K (*, V) =/i ) 9\ (y) +/
then
[CHAP. XI
B (X) and D(x,y;
X) are quadratic in
and,
(x)
g 2 (y),
more
generally, if
K(x,y)= 2 fm (x)gm (y),

=
1
7)1
then
D (X) and D {x, y, X) are polynomials of degree n in X.

1122.
Two
Volterra's reciprocal functions.
functions if (#, y), k(x, y; X) are said to be reciprocal if they are
bounded in the ranges a ^
x,
y$
b, if
regularly distributed ( 11 '1, footnote),
any discontinuities they may have are

and if
K{x,y)+k{x,y;X) = x\
We
k(x, f;X)
observe that, since the right-hand side
functions
is
(y)df.
continuous*, the
sum
of
two
reciprocal
continuous.
Also, a function
their difference
Tcx
(x,
for if there were

y) can only have one reciprocal if D (X) =)=
would be a continuous solution of the homogeneous equation
(x,
y)
h (x, y
(where x
is
.ST
X)
=X
J*
h (x,
and by
to be regarded as a parameter),
is
X)
(|,
two,
y) d,
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
We
between pairs of equations of Fredholm's type.
observe, from the relation
first
D(x,y;X) = XD(X)K(x,y) + x(
proved in
and from
11 21, that the value of k(x, y;X)

-
11 "21 example
1,
;X)
if
we take the
(x, f)
k (f y
,
integral equation
when a % x ^
b,
we
have, on multiplying the equation
y) d%,
is
evidently true.
Then,
(,
the equation
k (x,y;X)+K (x, y) = X
is
D (x,
By example
10 at the end of Chapter
iv.
X)
d%
11-22, 11-23]
INTEGRAL EQUATIONS
by k(x, f X) and
219
integrating,
f k(x, f;\)0(f)df
=
f
'a
f >)/( df
(^,
+X
r*
f*
Ji
f X)
(a:,
^ (f
ftH()^ft
Reversing the order of integration* in the repeated integral and making

use of the relation defining reciprocal functions, we get
*(*,;X)0(?)d
Jfa
= f & (*.
? X)/() df
J
(*. fc)
*
an^ so
*
ft
(x,
f X)/(ft) df
;
=-X
* (x,
ft
X)}
(ft) dft
<f>
(x, ft) < (ft) dft
= -< 00 +/(*)
/(*) = *(*)
Hence
similarly,
+X
**
f
(*,
f X)/(f) d
;
from this equation we can derive the equation
J a
may be regarded
so that either of these equations with reciprocal nuclei
as
the solution of the other.
Homogeneous integral
1123.
The equation
<j>
(x)
=X
K(x,%)$ (ft) df is called a homogeneous integral
equations.
We have seen ( 1121 corollary) that the only continuous solution

homogeneous equation, when D (X) 4= 0, is (x) = 0.
equation.
of the
cf>
The
roots
of
the
equation
D (X) =
are therefore
importance in the theory of the integral equation.

characteristic
It will
numbers^ of the
now be shewn
of
They
considerable
are called the
nucleus.
that,
when
D (X) = 0,
a solution which
not
is
identically zero can be obtained.
Let \ X = X be a root
Since
D (X)
is
m times repeated of the equation D (X) = 0.
an integral function, we may expand
it
into the convergent
series
D (X) = cm (X - \
*
The reader
will
have no
m+
c m+1
(X
- X) m+1 +
(m >
m + 0).
0, c
difficulty in extending the result of 4-3 to the integral
under
consideration.
t French valeurs caracteristiques, German Eigenwerthe.

J It will be proved in 11 "51 that, if K(x, y) = K(y, x), the equation
root.
D (X) =0 has
at least
one
220
D (x,
Similarly, since
y; X)
[CHAP. XI
is
there exists
X,
a Taylor series of the form
i)(^y;X)=g^(X-X,y +
by
334
(X-X )^+...
easily verified that the series defining
it is
(J>0,#*0);
gn
{x,
when a^x^.b, a^.y
= 1,1 + 1,
y),{n
...)
and thence that

absolutely
and
the series for D (x, y X) converges
uniformly in the same
domain of values of x and y.
converges absolutely and uniformly
^.b,
But, by
11"21
example
2,
(ft;X)c^=-X
J
now
'
1 at X while
we have ml^l.
the right-hand side has a zero of order ra
side has a zero of order at least
I,
and
so
Substituting the series just given for
dD(X)
d\
1T21 example
D (X)
and D(x,y; X) in the
= \D (X) K (x,
X)
y)
+X
l" K(x, f)
D (ft
J a
and making X
9i
Hence
result of
2, viz.
D (x, y
dividing by (X
the left-hand-
(>,
y)
=\
->-
y X)
;
dft
X we get
,
(,
ft)
9i (ft
2/) <^ft
J a
y have any constant value, g (x, y) satisfies the homogeneous

and any linear combination of such solutions, obtained by
if
integral equation,
giving y various values,
is
a solution.
The equation
Corollary.
*(*)=/(*)+Xo /"**(*,
'
*()<*
J a
has no solution or an infinite number.
where
cv
may
Example
<j>
(x)
if
</>
(x) is
a solution, so
is
<f>
(x)
+ 2cygi (x, y),

v
be any function of y.
1.
Shew that
solutions of
<j>(x)
are
For,
= cos(n-2r) x,
and
<
= \y
(x)
coa n {x-)<\>()d;
= sin (n-2r)x
where
assumes
all positive integral
values (zero included) not exceeding \n.
Example
2.
Shew that
r
<t>(x)
= \j'
cos(x+)ct>($)d
has the same solutions as those given in example

values of X give
all
the roots of
D (X) = 0.
1,
and shew that the corresponding
11 '3-11 "4]
INTEGRAL EQUATIONS
221
Integral equations of the first and second kinds.

Fredholm's equation is sometimes called an integral equation of the second
kind while the equation
11*3.
J a
is
called the integral equation of the first kind.
In the case when

(x, f) =
if > x, we may write the equations of the
and second kinds in the respective forms
first
*(*)=/(*) + \[*jr(*,f)0(f)d.
J
These are described as equations with variable upper

11*31.
limits.
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.
f<
Assuming that K(x,

x, we have
f) is
/(a)
a continuous function of both variables when
= X ("#>,
)*()d.
J a
The right-hand
-= exists and
is
side has a differential coefficient ( 4 2 example 1) if

-
continuous, and so
ox
f (x) = XK
(x),
x) i>(x)
X
J*
an equation of Fredholm's type.

we get on integrating from a to x,
This
<f>
(x,
is
g
If
4>
(f )
d$
we denote
its
solution
by
f(x)-f(a)=x\ K(x,
J
and
so the solution of the
equation
The
if f(a) =
) *()<*,
Fredholm equation gives a solution of
Volterra's
0.
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
method
of solving the equation

<{>
which
is
substitutions^.
(x)=f(x)
+X f
of historical importance,
is
due
(x, f)
$ () df,
to Liouville.
* See example 7, p. 231 a, solution valid under fewer restrictions is given by B6cher.
Neumann's investigations were later (1870)
t Journal de Math. u. (1837), in. (1838). K.
;
see his TJntersuchungen iiber das logarithmische
und Newton'sche
Potential.
222
[CHAP. XI
by the
which occurs on the right-hand side.
It consists in continually substituting the value of <f>(x) given
right-hand side in the expression
(ft )
This procedure gives the series
+ \ f K(x,
J a
S(x)=f(a>)
f)/(f)df +
Then
if (#,
?/)
and |/(#) are bounded,
let their
fa Kfc,
ft)
upper bounds be M, M'.
the modulus of the general term of the series does not exceed
\\\
The
ft)
r^(fm-i,f)/(fm)<*f...dl+-..
...
Since
2 \m f K(x,
J a
m=2
S (x)
series for
MmM' (b-a)m
therefore converges uniformly
|\|<.M- (&-<z) _1
when
and, by actual substitution,
the integral equation.
it satisfies
when y>%, we find by induction that the modulus of the general

If K{x, y) =
term in the series for S{x) does not exceed
'
X m
\
Mm M' (x-a) ml(m !)<| X m Mm M' (6-a)m/m

\
and so the series converges uniformly for all values of X

Fredholm's solution
It is obvious
is
and we
infer that in this case
X.
from the form of the solution that when X

|
the reciprocal function k

k(x, ft X)
!,
(x,
ft X)
may
< M~
(b
a)
-1
,
be written in the form
= -#(*, ft- I X- f K(x,
f K(&,
ft)
(fti-i, ft
ft)
rffm-i^m-i!
dft,
J a
for
with this definition of k
(x,
X),
we see that
b
S(x)=f(x)-\l
J
k(x, ftX)/(ftdft
a
so that &(#, ft X) is a reciprocal function,

reciprocal function.
and by
11-22 there
is
only one
Write
(x, ft
= K, (x,
ft,
fa K (x,
ft)
Kn
(ft,
ft dft
= Z +1 (*,
ft,
and then we have
-k(x, ftX)
while
as
may be
f # (*,
= 2 X"*"^
r> ir (r.
f) <*r
(ar,
= ^+ (*.
seen at once on writing each side as an
The functions
Km
(x, ft
ft,
(m + n
are called iterated functions.
l)-tuple integral.
ll
INTEGRAL EQUATIONS
11*51]
5,
Symmetric
11*5.
Let Ki (x, y)
The
Kn+l
iterated
(x,
y)
nuclei.
= K (y, x)
then the nucleus
functions
y) = Kn (y,
Kn (#.
x) for
fK
223
such
of
(x,
y)
a nucleus
values of n
all
Kn
for, if
Kn (, y) d% = f K
are
(x, f)
Zn
( *)
i"m (y,
said to be symmetric.
i.e.
symmetric, then
(y, f) <*f
K, (,
symmetric,
also
(x, y) is
"
is
df = iTm+1 (y,
a-),
J a
and the required result
by induction.
follows
Also, none of the iterated functions are identically zero;
Kp
(x,
y)
0; let
n be chosen
follows that
y) =
tn (x,
< p ^ 2",
for, if possible, let
and, since
Kp
(x, y)
0, it
from the recurrence formula.
0,
= KiU (x,
But then
-1
so that 2
x)
in _ x (x, )
Kin.
x)
(,
d%
J a
and
so iTam _! (#, )
y) = 0, and
(x,
continuing this argument, we find ultimately that
the integral equation
has at least one
To prove
Kn
M"
when X <
\
(b
since
a) -1 we
,
2,
it
+ 2flUm +
are
...
all positive,
when X2
-1
1
*"*s
z>
so,
by
5*4,
the function
The proof given
is
Uzn-2
dgdx S=
and
> U^f,
dD(X)
,
nl(X)
,
,^
> 0,
-. 2
the terms of
1
and
(x, )}
Um > 0.
U^,
duction from the inequality Um+aUm-i

Therefore
11*21 example 2 and 11*4,
"^
,:,
+ Kn_
Um+2 U2n-2 3*
so
U U
we have
fi,
H? U?m+2
Therefore
x) dx,
have, by
d\
{fJ,Kn+ i (x, %)
(oc,
D(x)
and
symmetric, the equation
this theorem, let

rb
Now
is
root.
Un =
so that,
is trivial.
Schmidt's* theorem that, if the nucleus
11*51.
J) (\)
if
U /U = v,
i
it follows,
that U^+s/Uan
7X." _X
by
in-
> v"
do not tend to zero
has a singularity inside or on the
due to Kneser, Palermo Rendiconti, xxu. (1906), p. 236.
224
circle
X =
v~
singularities of
t-
inside or on the circle
By
[Note.
the former case
D (X)
v~
D (X) has
a zero
cannot be such a function as
A
,
which has no
real continuous functions fa (x), fa (x),
we
If
therefore
zeros.]
Orthogonal functions.
6.
and normal*
! (x),
X =
D (X)
are at zeros of
D (X) is either an integral function or else a mere polynomial in

has a zero by 6'31 example 1 the point of the theorem is that in
it
The
an integral function, the only possible
is
11 '21,
the latter case,
11
D (X)
but since
[CHAP. XI
for
given
are
u2 (x),
...
the range
un
(x),
are said to be orthogonal
(a, b) if
continuous linearly independent functions
real
we can form n
linear combinations of
them which
are orthogonal.
For suppose we can construct

1 orthogonal functions fa, ... <f)m-i such
is a linear combination of u^, u 2 ... up (where p = l, 2, ...
1);
we shall now shew how to construct the function m such that fa, fa, ... m
are all normal and orthogonal.
that fa
<j>
Let
j0 m (x)
<f>
= C m fa (x) + C m fa (x) + ... + Cm^fan^ (x) + um (x),

Xj
2>
u lt u2
so that ifan is a function of
um
...
Then, multiplying by fa and integrating,

rb
rb
ifan ()
fa () dx =
Cp,
m+
um
J a
(x) fa (x)
dx
(p
<
m).
rb
Hence
fa (x) dx
ifan (x)
J a
cPi m
if
=-
a function
m (x),
um (x) fa (x) dx
J a
orthogonal to fa
(x),
fa (x),
fan^
(x),
is
therefore con-
structed.
rb
Now
choose a so that
a2
{^fa^ (x)}
dx =
J a
m (x) = a. j0 m (x).
and take
<fy
Then
fjm (x)fa(x)dxi Z
[
We
*
can thus obtain the functions fa,

They
are said to be orthogonal
of such functions is due to
pp. 113-148, 315-394.
if
the
fa,
first
Murphy, Camb.
...
[^^
in order.
equation only
is satisfied
the systematic study
Phil. Trans, iv. (1833), pp. 353-408,
and
t. (1835),
INTEGRAL EQUATIONS
11"6, 11*61]
The members
pendent.
For, if
we should
get,
of a finite set of orthogonal functions are linearly inde-
ai<i (#)
+a
(x)+
on multiplying by
<p
...
It is obvious that
range
Example
1.
w ~ * cos true, tr~*
From
the functions
1,
2.
1, x,
= 0,
mx
a^,
therefore all
nugatory.
is
form a set of normal orthogonal functions
From
X,
x2
construct the following set of functions
...
for the range
# -J, 3fl-%X, X -%X

i
the functions
x2
1, x,
whick are orthogonal (but not normal)
[A
(*')
n, w).
which are orthogonal (but not normal)
Example
sin
a n <l>n
and integrating,
(x)
the coefficients Op vanish and the relation
for the
225
1, 1)
+ -gg
....
construct a set of functions
...
for the range (, b)
where
similar investigation is given in 15'14.]
The connexion of orthogonal functions with homogeneous integral
11*61.
equations.
Consider the homogeneous equation

<t>(x)
= \J" -MB K{x,^)dl

J
a
where
how
X is a real* characteristic
number
to construct solutions of the equation
we have already seen
for
K(x,
let
n linearly independent solutions
);
be taken and construct from them n orthogonal functions $
Then, since the functions
<$
and
<f>
it is
m (y)
K(x,%)<f> m ()dz}
...
<j>.
dy=
C\<l> m (y)l K(x,Z)4> m (tf\*dy,

a |_
Ji
mlJ
J a
c/>
are orthogonal,
b
J a \_m = l
a ,
easily seen that the expression
on the right
may
be written in the
form
n
r
(
rb
)2
Z(,f)^(f)dff
on performing the integration with regard
K(x,y)cf> m (y)dy
m=l J
Therefore,
if
we
rb
rb
to
jo
write iT for if
a
2 0m (2/)
(#,
rb
</>m
* It will be seen immediately that the characteristic
and
(x, f)
y) and
" (,
</>
this is the
(f>
same as
for
(?) df,
numbers
of a symmetric nucleus are all
real.
W. M. A.
15
226
11 '7]
INTEGRAL EQUATIONS
227
a solution for the characteristic number X then u (x)

r
a solution for the characteristic number
V, replacing <<>
,
= v (x) - iw (x)
(on),
(1)
is
(x) in the
equation
<">(*)</> o>(a;)da!
by
+ iw (x),
v (x)
v (x)
- iw (x),
(which
is
obviously permissible),
we get
rb
= 0,
[[v(x)+{w(x)}*]dx
w (x) = 0, so that the integral equation has no solution

except zero corresponding to the characteristic numbers X \; this is
contrary to 1123; hence, if the nucleus be symmetric, the characteristic
which implies v(x) =
numbers
11 '7.
are real.
The development* of a symmetric
nucleus.
Let 0! (x), (j>2 (x), </> 3 (x), ... be a complete set of orthogonal functions
satisfying the homogeneous integral equation with symmetric nucleus
J a
the corresponding characteristic numbers beingf
Now
suppose\ that the series
when a^x^b, a^y^b.
Then
it
\, \2 \ 3
,
....
"
will be
is
uniformly convergent
shewn that
For consider the symmetric nucleus

4>n (oc)
H(x,y) = K{x,y)-X
n=l
If this nucleus
characteristic
Let
ifr(x)
is
not identically zero,
number
it will
<f>
n (y)
"'n
possess (
1T51)
at least one
/i.
be any solution of the equation
f{x)=pfa H(x,Z)f(Z)dl
J
which does not vanish

Multiply by
f"
f (x)
<j>
n (x)
</>
dx
(x)
identically.
and integrate and we get
= ^r f \k (x, f) - 5
^4^1 *
(f)
<$>n
(w)
dxd%;
* This investigation ia 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.
X The supposition is, of course, a matter for verification with any particular equation.
152
228
since the series converges uniformly,

"
ir (x)
<j>
n (x) efc
we may
f f * (?)
</
(?)
[CHAP. XI
integrate term
d -
ff
"
(oc),
...;
by term and get
$ n (?) * (?) d?
= o.
Therefore
ijr
(x)
orthogonal to
is
<f> x
(as),
<j> 2
and
so taking the
equation
\
n=l
b
we have
^r(x)
= ix\
(x, ?) ty (?) d?.
J a
Therefore
a characteristic
fi is
a linear combination of the (finite

to this
number
number of
number of)
and
(x, y),
functions
ij>
so
i/r
(x)
must be
n (x) corresponding
let
m
Multiply by
functions
The
zero
<j>
and integrate then since y]r (x) is orthogonal to all the

m
we see that am 0, so, contrary to hypothesis, yfr (x) = 0.
(x)
<
n (x),
contradiction implies that the nucleus
that
to say,
is
(x,
(x,
y)
must be
y) can be expanded in the given
identically
series, if it is
uniformly convergent.
Shew
Example.
that, if X
be a characteristic number, the equation
J a
no solution unless f(x)

corresponding to X
certainly has
is
orthogonal to
the characteristic functions
all
The solution of Fredholm's equation by a
11"71.
series.
Retaining the notation of H'7, consider the integral equation

<D (x)
where
If
(x, ?) is
f K (x,
=f(x) + X
?)<!>(?)
dl
symmetric.
we assume that
<3>
(?)
can be expanded into a uniformly convergent
oo
series
2 an
<f>
n (?),
we have
M=l
00
2
so
oo
an
<j>
n (x),
that/() can be expanded in the series
a -2-
=i
Hence
if the function
b
n <\> n (x),
nn(),
then
the
n=X
series
2
n-\
n=l
range
(a, b), is the
</> (a;).
X.
f(x) can
OD
the
a m < (co)=f(x)+
be
expanded
into the convergent series
\"
"
),
$n( x )>
Xn X
A.
if
it
solution of Fredholm's equation.
converges
<
uniformly in
1171-11'81]
229
INTEGRAL EQUATIONS
CO
To determine the
formly by
coefficients b n
we observe
3'35*; then, multiplying by
<f>
that
n (x)
b n <p, t (%)
converges uni-
and integrating, we get
J a
11
Solution of Abel's integral equation.
"8.
This equation
is
of the form
/j^|^f
/(*) =
where/'
Let
(x) is
<j>(x)
continuous and/(a) = 0; we proceed to find a continuous solution u(x).

I
u (|) d, and take the formula +
ff
sin/nr
cfa
(z-.r)
1_
'
(a;-^)ii
'
multiply by w() and integrate, and we get, on using Dirichlet's formula
sin/r
,rw
rw
&
'
J a
1Jf (e-)
./a
'1
( 4*51 corollary),
(a?-|)' 1
(S-*) 1_W (#-)*
Since the original expression has a continuous derivate, so has the final one
continuous solution, if it
.sin /iff d
can be verified by substitution J that this function actually
Let fix) have a continuous differential

f{x)
=-
coefficient
\
"Jo
a solution.
(x)=f(0) + x
4-2
it
Then
the equation
coefficient
when it ^.x $ n, namely
"/' (x sin
6) d8.
follows that
2
/' = we have
-n ^x ^n.
when
<l>(xsm6)d0
has one solution with a continuous differential
(so that
is
Schldmilch's integral equation.
11*81.
From
therefore the
f{x)dx
w "'7"Sj,(i-*)'-^
.
it
can be none other than
exist,
*
and
a*&),
(0</*<l,
(0)=/(0), 0'
(0)
sin #$' (# sin 5)
cW
= ^/' (0)).
the numbers X are all real we .may arrange them in two sets, one negative the
members in each set being in order of magnitude ; then, when X > X, it is
evident that X/(Xn - X) is a monotonio sequence in the case of either set.
6-24 example 1, by writing (z - x)j(x - () in place of x.
t This follows from
refer to B&cher's tract.
we
details
the
For
X
The reader will easily see that this is reducible
Zeitschrift filr Math, und Phys. n. (1857).
* Since
other positive, the
discontinuous nucleus.
to a case of Volterra's equation with a
W
230
Write #sin
\jr
for x,
/Jit
Change the order

in place of
t//-,
Then
and we have on multiplying by x and integrating

% x [\n
f (xsin-^)d-^ =
by the equation
sin
Jir
sin
8cj>'
x = sin 6 sin
(x sin d sin
(**
x,
in
"
*j. /( Sm
7i
= 2a; H"
VJ
-7,
and so
"
I
00
/**<'(# sin
T
-arc
L
0)
= a;
Jo
.'
x) cos x sin
0,1
/cos0\"|i*-
sin
\cosx/_|y
<fi
(x sin x) cos
'V*
V(sin^- S in"x)
{j x
5-m=
/'(a;sini^)o?i^
dip-.
and take a new variable %
^V
(j
dd>
( 4"51),
sindrffl
/"i"
I
2
2
Jx V(cos x-cos
\jr)
i^.
/'(*smVr)^=jo
Changing the order of integration again
^
But
-N
of integration in the repeated integral ( 4'3)
defined
[CHAP. XI
= Ar,
vdy
= ^(*)-0(O).
Since $(0)=/(0),
we must have
< (a-)
=/ (0) + a;
and
it
/' (*
sm ^) oty
can be verified by substitution that this function actually
is
a solution.
REFERENCES.
*/H. Bateman, Report
1
to the
M. B6cher, Introduction
British Association*, 1910.

to
Integral Equations (Cambridge
Math. Tracts, No.
10,
1909).
v
H. B. Hetwood et M. Frbchet, Liquation de Fredholm

V. Volterra, Lecons sur
les
equations integrales
et les
(Paris, 1912).
equations intigro-difffrentielles
(Paris, 1913).
T. Lalesco, Introduction a la theorie des equations integrales (Paris, 1912).
Fredholm, Acta Mathematica, xxvu.
I.
(1903), pp. 365-390.
v D. Hilbbrt, Grundziige einer allgemeinen
Theorie der linearen Integralgleichungen
(Leipzig, 1912).
E. Schmidt, Math. Ann. lxiii. (1907), pp. 433-476.

E.
Goursat, Cours
d' Analyse, in. (Paris, 1915),
Chs. xxx-xxxiii.
Shew that
1.
point
is
if the time of descent of a particle down a smooth curve to its lowest

independent of the starting point (the particle starting from rest) the curve is a
cycloid.
*
here.
The reader
(Abel.)
will find a
more complete bibliography
in this Beport than
it is
possible to give
INTEGRAL EQUATIONS
Shew
2.
231
that, if /(a-) is continuous, the solution of
<f>
(x)
=/ (x) + \
f(x) + \
*W"
is
cos
/(*) cos
ds
(2a.-*) 4> (s)
ds
(2*-*)
^fîxv
assuming the legitimacy of a certain change of order of integration.
Shew that the Weber-Hermite
3.
satisfy
<j>
(x)
functions
=X
e# sx
(*)
ds
for the characteristic values of X.

4.
Shew
(A. Milne.)
that even periodic solutions (with period
+ (a2 + F cos 2 #)
2tt)
{a:)
of the differential equation
satisfy the integral equation

<j)(x)
'
5.
Shew that the
= Xj
e kc <' x <<<(l>(s)ds.
characteristic functions of the equation
*(*)-* /'
w {I
are
-- 1 (*-y) a - 1 l-y l} *
= cos mx,
< (a;)
where X=wi and

2
6.
Shew that
Shew
(y) ^y
sin ma;,
m is any integer.
(*)
has the discontinuous solution

7.
(Whittaker; see 19-21.)
#-<
<j>(x)
= kxx ~
() rf|
(Bocher.)
that a solution of the integral equation with a symmetric nucleus

h
f(x) = f K{x,
y a
<(*)
is
0(0 dg
2 a n X n 0(a;),
n=l
provided that this series converges uniformly, where X^,
numbers and functions

8.
Shew
that, if
of
1,
{x, )
and 2 an
n=l
< 1,
^
are
<j>
n (x) is the
<f>
n (x) are the characteristic
expansion of /(#).
the characteristic functions of the equation
W=
2 ff j_,
l-2Acos(g-^ + A 2
cos ma;, sin mx, the corresponding characteristic
m takes all positive integral values.
'
j>(l)
numbers being
1,
\jhm l/hm where

,
PART
II
CHAPTER
XII
THE GAMMA FUNCTION

12"1.
The Weierstrassian product.
Definitions of the Gamma-function.
Gamma-function* T{z) was first denned by Euler as the

1211) from which can be derived the infinite integral
Historically, the
limit of a product (
I
f*
_1
e~'cft;
but in developing the theory of the function,
venient to define
it
by means of an
it is
more con-
product of Weierstrass' canonical
infinite
form.
Consider the product
7= Km
where
[The constant y
exists
we observe
is
ze"*
*{( 1 +- )e
+^+
-L
known
...
log
is
=0'5772157....
as Euler's or Mascheroni's constant
dt
positive and less than
to prove that it
log
therefore 2
un
1
-,
.
I
converges, and
/:
{11
T+T+--H
12
The value
values of z
for, if
logm^=
of y has been calculated
The product under

all
m[
that, if
dt =
un
by
J. C.
lim
'"
2 +log
H1HM0 !n=l
Adams
+1
'
\=
2 un
n=l
to 260 places of decimals.]
consideration represents an analytic function of
N be an integer such that \z\% \JS, we havef,
h(i + -:ki=
if
z,
for
> iV,
236
log(l + -
2
=2v+i
analytic
of
its
so zei* II
-u
and
so
exponential
series
n)
functions,
sequently
an absolutely and uniformly convergent
is
nj
[CHAP. XII
+-
is
+ -]e
j(l
LI
it
J-
an analytic function, and
is
an analytic function when \z\%\N, where
is
con-
5'3);
is
any integer
that
the product
is to say,
analytic for all finite values of
is
z.
The Gamma-function was defined by Weierstrass* by the equation

1
roo
from this equation
z = 0,
1,
2,
it is
where
=zey z
U\(l+-\e~n
n
=i (V
T (z)
apparent that
it
is
analytic except at the points
has simple poles.
Proofs have been published by Holder
Moore J, and Barnes
t,
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)=-y,
r(i)=l,
where y
is
Euler's constant.
[Justify differentiating logarithmically the equation
by
4-7,
and put 2=1
Example
2.
after the differentiations
have been performed.]
Shew that
-,11
+ 5+ ...+-=/f
1
1+S2
and hence that Euler's constant y
Uo
Example
3.
Shew
is
n
- (1
~ - t)
t
t
dt,
given by||
1 ~J V'n) TJ
that
5J(i-f.)Ji_7c+;)
n=l IV
+ n)
T{z-X+Y)
* Journal
fUr Math. u. (1856). This formula for r () had been obtained from Euler's formula
1848 by F. W. Newman, Cambridge and Dublin Math. Journal, in. (1848), p. 60.
t Math. Ann. xxvm. (1887), pp. 1-13.
J Math. Ann. xlviii. (1897), pp. 70-74.
Messenger of Math. xxix. (1900), pp. 122-128.
12-11) in
||
The reader
will see later ( 12'2
example
4)
that this limit
/>-->?-/; qs.
may
be written
12-11, 12-12]
1211.
By
THE GAMMA FUNCTION
Euler's formula for the Gamma-function.
the definition of an infinite product

1
Viz)'
we have
237
238
11
Example.
[CHAP. XII
Prove that
1
r
,
r(2+2)" r(z+3)"
r(2+i)
r ""
_lJ_,l_L
z+i ^2 z+%
= ^_i 1
t(z)\z
1
'/'
[Consider the expression
2(z + l)
2(2
+ l)(2 + 2)
2(z+l)...(2+m)
'
m a
where
be expressed in partial fractions in the form 2
,=! +
It can
- )
w!
Noting that
m-~QO -when 2
1!
2!
f,
(
(m-n)\j
n\
is
By means
"
11
r=m-n+ir\)
2
;<;(m-re+1)!
tvt> prove that 2
r=m-n+ir\
=o n\
+n
-I
'-
r=m _ n+l
-\~*-0
r\j
as
not a negative integer.]
The evaluation of a general class of
12 13.
)*
of the Gamma-function,
infinite products.
possible to evaluate the general
it is
products of the form
class of infinite
un
n=\
where un
is
any rational function of the index
we can
For, resolving u n into its factors,
"
A (w-o )(ra-a
1
it is
write the product in the form
(n-ak)
)...
(- 61) -.(- bd
=il
and
n.
)
_
}'
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
We
to the value unity as
have therefore k
I,
to infinity.
and, denoting the product by P,
p= ^
("
q-0
l(n-M
(n
we may write
a*) )
'
=i
The general term
n tends
{n-fa)}
in this product can be written
(-tx-r-Kr
where
An
is
(n~ 2 )
when n
a,
+a +
. .
+ ak n
may be
. . .
bk
h -a-n,
therefore necessary further ( 2'7) that
is large.
In order that the infinite product
ax
bj.
...
+ ak -&! ... b k = 0.
it is
12-.13,
We
THE GAMMA FUNCTION
12-14]
239
can therefore introduce the factor

exp{?i~ 1 (a 1
+ <**-&!-
-b k )}
...
into the general factor of the product, without altering its yalue
and thus
obvious from the Weierstrassian definition of the
Gamma-
we have
'i_^ e (i_g e v..(i_^) e

P = HJ
But
it
is
6i
-i
J.
,
J,
/,
b
"*
.
x
o-s ('-
function that
and
)6,r(-6,)...6t r( -6t)
p = &.r(-6
a r(-a
1
so
r(-ai)
)...a i
rq-u
=ir(l-am)'
a formula which expresses the general infinite product
in terms of the
Gamma-function.
Example
1.
Prove that
_ r(g + l)r(6 + l)
r(a + b+l)
s(ffl+6+s)
"i (+)(&+*)"
Example
2.
if
a = cos
(2n-/ra)
+ i sin (2w/ra),
then
Connexion between the Gamma-function and the circular functions.
1214.
We
Shew'that,
now proceed
to establish another
most important property of the
Gamma-function, expressed by the equation
ir'(i-*)sin 7T2
We
have,
by the
definition of Weierstrass ( 121),
r(*)r(-*)=-in
* n=l
i+U-=rn(ri-î
n
w/
J
=i (A
7T
2 sin ttz
by
7'5
example
1.
Since,
by
12
12,
T{l-z) = -zY(-z)
we have the
result stated.
240
Corollary
1.
the formula of
we assign to z the value |, this formula

Weierstrass, r () is positive, we have
If
[CHAP. XII
gives {r()} 2
7r
since,
r(|)=A
Corollary
For
^) = (2^^n^T(n
~r (,)r(, + l)...r(, +
^)
=
^r^
r( Z+ l)v{, + l)...T( Z +
*()
let
Then we
f (1 - z) - V' (z) = ir cot jtz.
then
next obtain the result
shall
{2)
^ (z) = r' (z)/r (z),
TAe multiplication-theorem of Gauss* and Legendre.
1215.
We
If
2.
by
have,
1211 example),
Euler's formula (
m"2
1.2...(m-l).m2;+r
II
lim
r=0
m-*-x>
('
"P^ w
= tim2- hm
1
9(* + +i
v
hm
-^
r-i
'
'
(nm .
..
(m
= hm ^
f/
i\ii n
1)!
1N
1)
...
r~
(nm)nz
.
,
!
ron-1
2V
mi(-l)
'n
Thus
has
equal to the value which
*<*>-e)
Therefore
f*
]_
a[
{n~ l )
is
sin
r
Corollary.
(z)
r(z + y..r(z +
Taking
,1
when
and
27r
...
(n
sin
1W
= 2, we
n-
Ki-K
î) = H*- M (27r) 4{B -
1)
r().
have
aa-Jr()r{+i)=ir4r(2).
This
is
called the duplication formula.

*
Werke, in.
p. 149.
The case
in
which
= 2 was
given by Legendre.
z.
so
positive,
<t>(z)=(2^
i.e.
independent of
Q r(l -)}
</>
it
is
- r (~)-
7r
sm
Thus, since
(nz
$ (z)
(z) is
+w - 1
+ nm 1)
1)
It is evident from this last equation that
(j>
1.2...(m-l).(rei)'
;
m _ a) nz (nz +
^^.oo
H* +
/'1
2)
by

12 -15-12 -2]
Example.
THE GAMMA FUNCTION

B (p,
If
q)
=r
241
(g)
j
shew that
n
-^l, q
\ q )...B(p+
n
)
\
J
L
-,
B(q,q)B(2q,q)...B{(n-l)q,q}
B{ P ,q)B(p +
B {np,
ft
12-16.
We
nq)
*> = n-
Expansions for
have
the logarithmic derivates of the
{r(*+l)}-i=e**n {(l + -)
Differentiating logarithmically ( 4
<*
z_
Therefore, since log r
^l
= log 2W
+ 1)
.
l
+ l)" "2(2 + 2)" "3(2 + 3)
_ -_
co
s l0g r(2)=- r - +
* log r + =
(2
"""''
we have
(2),
Differentiating again,
"]
(2
(2
Gamma-function.
this gives
7),
log !(+!) _
cfe
"
H!]
{j^ + -^ +
1)
...J
i
7TTx5+....
(2+1)2"""
2)2"
(2
These expansions are occasionally used
122.
The
Euler's expression of
infinite -integral
e~l t z
in applications of the theory.
(z)
as an infinite integral.
dt represents an analytic function of z
Jo
the real part of z
Second Kind-f.
equal' to
(z).
is
positive ( 5"32);
It will
Denoting the
we have
it is
now be shewn
called the Eulerian Integral of the
that,
=n
(1
when R (z) > 0, the integral is

x, we have x > 0.
Now, if J
by
real part of z
n)
EL (z,
when*
t)"^-1 ^,
Jo
we write = wt; it is easily shewn by repeated

when x > and ?i is a positive integer,
if
(l-T) n T*-1 dT =
integrations
'
+-
t*(1-t)
by parts
that,
-!)" t*<*t
(1
^JO
/.
'*<*+!)...(
f l)...(^+n-l)J
and so
II (z, n)
2
+
z(z+l)
= .
'
'"
?i
...(z
Hence, by the example of
1211, II
(z,
nz
n)
n) -* Y(z) as
n -
00
* If the real part of 2 is not positive the integral does not converge on account of the singularity of the integrand at
t The
t=0.
name wayjiven by Legendre
X The many--jg|^|^flction
purely real.
w. M. A.
-1 is
t*
see 12-4 for the Eulerian Integral of the First Kind.
made
precise by the equation
2 -i
= e( J_1
'<=',
log
16
being
"
242
r<=lim fYl - -V t^dt.
Consequently
->-00
And
[CHAP. XII
[\ (z)
so, i
^'
JO \
e-H^dt,
f
J n
we have
r,(*)-r(*)=iim
/."{<
Now
since
'-'-( 1
v""
-;)1"-"J ' + /.
lim [ e-H*- 1 dt
e~ l tz
~x
dt
= 0,
dt converges.
Jo
To shew
formula
that zero
the limit of the
is
- T (z) we
for r\ (z)
first
of the two integrals in the
observe that
[To establish these inequalities, we proceed as follows
from the
and
series for e"
(1
y)~ l
Writing
when
<y < 1,
we have
tjn for y,
K)-v-*('0<e" - 1-
and so
-(-31Now,
na^l;
if
(l-a) n >l-ma by induction when
Oâ^l,
and, writing
/n 2 for
we
a,
andso*
which
is
<
a<l
and obviously when
get
e"<- (l
--Y sSe-'^/w,
the required result.]
From
the inequalities,
[" |e-*
(l
it
follows at once that

**_1
J)"}
*| ^Tn-'e-H^dt
<vr
1
\
e-Hx+1 dt-*0,
Jo
as
w ^-
oo
since the last integral converges.
* This analysis is a modification of that
Analysis, n. p. 243.
given by Schlomilch, Compendium der hoheren
simple method of obtaining a less precise inequality (which
for the object required) is given by
Bromwich,
Infinite Series, p. 459'.
is sufficient
THE GAMMA FUNCTION
1"2'21]
Consequently I\
converges; that
is
(z)
= T (z) when
the integral, by which T, (z)

the real part of z is positive,
when
to say that,
243
is
defined,
e-H'-'dt.
Jo
And
when the
so,
this integral or
Example
Prove that, when
1.
real part of z is positive,
(z)
may
be defined either by
by the Weierstrassian product.

(z) is
positive,
1
*-
^-/.'WF
Example
Prove that,
2.
>
if .# (a)
and
e-*x x a
R (s) > 0,
-1
r(f)
dx=
2"
/,o
Example
Prove that,
3.
(2+l)
Example
From
4.
R (z) >
if
(0+2)
-
2,
.ffi
(a)
>
1,
j_ r e- x>-^
8+ '" _
,
(2+3)
example
12 1
and
r()J
>^T
by using the inequality
0ê- -fl--Y^fiet
ln,
deduce that
f
12*21.
Extension of the
Gamma-function
integral
infinite
-Ut
l-e--
dt.
which the argument of the
the case in
to
is negative.
The formula of the last article is no longer applicable when the real part of z is
Cauchy* and Saalschutzt have shewn, however, that, for negative arguments,
negative.
an analogous theorem
This can be obtained in the following way.
exists.
r,W=J%where k
By
is
(--i+*--J + ...+<-)*+'^)*,
k>x> -k-\, x
when z < 1,
the integer so chosen that
partial integration
we
have,
+ ,i
The
positive
/ "K
",-
1+< -- +( - )
integrated part tends to zero at each limit, since

:
so
being the real part of
x+k is
tk-X
\i^yi) dt.
negative and
x + i+l
we have
r2
The same proof applies when x
lies
0)=-r2 0+i).
between
and
1, and
leads to the result
T(z+l)=zT2 (z)
The
z.
last equation
shews
that,
between the values
(0>x>-l).
and
of x,
r,(*)=.r(f).
* Exercices de
Math. n.
(1827), pp. 91-92.
t Zeitschrift fiir Math, und Phys. xxxn. (1887), xxxm. (1888).
162
is
THE TBANSCENDENTAL FUNCTIONS
244
The preceding equation then shews that r 2 ()

yalues of
R (z)
Cauchy and
where h
than
less
1.
Thus, for
R (2),
all
we have the
negative
result of
Saalsehiitz
R (2).
the integer next less than
is
the same as V(z) for
is
negative values of
all
[CHAP. XII
If a function
Example.
(ji)
be such that for positive values of
fi
we
define
ji
we have
Jo
and
if
for negative values of
where k
the integer next less than
is
^P
Pl
1222.
The
M -l +
by the equation
t (ji)
p, shew
that
-...
T (z)
Hankel's expression of
^y
+ -f-r IT
{
(Saalschut,)
as a contour integral.
integrals obtained for T(z) in 122, 12 21 are

-
members
of a large
by which the Gamma-function can be defined.

The most general integral of the class in question is due to Hankel*; this
class
of definite integrals
integral will
Let
now be
D be
investigated.
a contour which starts from a point p on the real axis, encircles
the origin once counter-clockwise and returns to
Consider
)*
_1
when the
e~'d,
p.
real part of z is positive
and z
is
not
an integer.
The many-valued function (

that (
z_1
)
=e
~ 1] log (_()
lz
t)
and log (
part of the real axis, so that, on D,
The integrand
of integration
is
may
8,
is
t) is
it
be made definite by the convention

purely real when t is on the negative
to
$ arg (
t)
not analytic inside B, but, by
ir.
5"2
corollary
1,
the path
be deformed (without affecting the value of the integral)
into the path of integration

to
"1
which
starts
from
p,
proceeds along the real axis
describes a circle of radius B counter-clockwise round the origin and
returns to p along the real axis.
On
so that
the real axis in the
part of the
On
t)*'
= e -" (z_1)
new path (-
the circle
)*
_1
e- i "( z
part of this
(where log*
= e" - ~\
-1
he ie ;
/s
-1
new path we have arg ( t) = w,

is
purely real); and on the
1)
l2
we write t =
(-ty- e~ dt=
1
first
z_1
then we get
e- t dt
'(Se i )*- 1 e 8 < CO8 Hsin
'Wid0
/.
=-
2i sin (ttz)
[t'-'e-Ht
J
i$ z
i
J
ize+> < eosB+iaine,

>d0.
-n
Zeitschriftfilr Math, unci Phys. ix. (1864), p.
7.
last
THE GAMMA FUNCTION
12 "22]
This
is
true for
positive values of 8
all
ee+(oo a 9+isinfl, d6|^
and [*
eW(W
<p
245
now make
8 -
then
8 Z -*
gince the integrand tends to its limit
uniformly.
JFe consequently infer that
This
is
true for
Now,
eft
= - 2i sin (tts) ("tê^dt.
positive values of p
(- t)z
-1
e~ t dt
r (*) = -
e~ t dt
is
oo
and
be the
let
Fê-'dt.
Jo
since the contour
make p
= -2i sin (ttz)
[ (2^ sin irzj c
tY~ e~
dt.
does not pass through the point
no need longer to stipulate that the
(ty~
Therefore
is
M e-
i).
*)
all
limit of the contour
Then
(-
real part
of z
is
a one-valued analytic function of z for
= 0,
positive
all
there
;
and.
values of
z.
!,c
Hence, by
equation, just proved
5, the
when
the real
part of z
persists for''all values of z with the exception of the values 0,
Consequently, for
all
except integer values of
rw = This
Hankel's formula;
is
we get the
2i sin i7Z
if
we
f
J
1,
is positive,
+2,
z,
(- ty-H-^dt.
c
write 1
for z
and make, use of
1214.
further result that
r(o-f-)
We
shall write
for
meaning thereby that the path of
inte-
gration starts at 'infinity' on the real axis, encircles the origin in the positive
direction
and returns
Exam/pie
constant,
1.
U t)~
Shew
z
to the starting point.
that, if the real part of z
if
a be any
e~ t dt tends to zero as p-*-oo, when the path of integration
the quadrants of circles of radius

being/) and
be positive and
a +i (p+a),
p+a
with centres at -
a,
is
positive
either of
the end points of one quadrant
and of the other p and -a-i(p+a).
24G
*"
e-'dt=
(-t)
lim f "
-a+tp
p -.oo J
Deduce that
lim (
p--m J
[CHAP. XII
(-ty z e-*dt,
o
and hence, by writing t= a-iu, shew that
1_ =
f"
+ iu (a
ea
+ iu)-*du.
[This formula was given by Laplace, The'orie Analytique des Probabilites (1812), p. 134,
it is substantially equivalent to Hankel's formula involving a contour integral.]
and
Example
By taking a = l, and
2.
Example
3.
By
a>
0,
that, if
1 + itanfl
-^=-
shew
putting t=
cos(tan^-2i9)cos2
in example
1,
(9^.
taking as contour of integration a parabola whose focus
4.
is
the origin,
then
/
g
v )
'
= ^LL.
sin wz J
+ t*)*-i cos {2at + (2z-l)arc tan t}dt.
e - a* (i
o
(Bourguet,
Example
shew that-
Investigate the values of
.4 eta
Math.
I.)
which the integral
for
f"
"Jo
converges; for such values of x express
that
it is
it
in
terms of Gamma-functions, and thence shew
equal to
î -3
1+
eI/(2n)
}/i
{(
^l)
jot
dt
converges
{(
*'
1,
}
(St John's, 1902.)
Example
of example
Prove that
5.
4,
evaluate
it
(log
t)
when to=1 and when
when
m.
> 0,
m = 2.
and, by
means
(St John's, 1902.)
Gauss' expression for the logarithmic derivate of the Gamma-function
123.
as an infinite integral*.
We
integral
shall
now
when the
frequently written
Take the formula
express the function
-=-
log
real part of z is positive;

yfr
We
(z).
( 12'2
first
example
(z)
V (z)
^ ^
as an infinite
the function in question
need a new formula
for j.
4)
w."-^-i;T-s {/;?-/;?-}- &{/:?-?}.

where
A = l-e -s
Writing
This
is
=1
since
- e _ " in the
JA
= log&
<
first of
--0 as 8--0.
l-' 6
these integrals and then replacing
the formula for y which was required.

*
Werke,
m,
p. 159.
u by
we have
is
'
THE GAMMA FUNCTION
12'3]
To get Gauss'
formula, take the equation
W
z
this is permissible
+m
m = 0,
when
12-16)
- m =i\m
z
1
and write
247
+ mj
e~ t< z+m dt
'>
1, 2, ... if
the real part of z
is
positive.
It follows that
=
-rri
1
z)
-J-
e~ zt dt+ lim
'
'
= -7 +
Jo"
f
Therefore
*)
"
l-e" 1
We
^V
Iim f"
n Jo
~ in+1)t
e
t
l-et
dt
whose limit as
t-*-[0 is finite
1-e" 1
K independent of
number
f
Jo i-
g (z+n+i)t
+ |g-*M<-
<T
l-e-"
l-e~
and so
- e-^+^dt
U-e-'l
find a
a bounded function of
is
e~ s <
t ;> 1,
we can
_ g-zt _ g (n+i)t
gt
(
\t
Now, when 0<t^l,

and when
(e"""
m=l
lim
d
V - r
1-e-y
Jo
n-*->
such that, on the path of integration,
<K;
<^ f e-C +
* 1 )'^
i) (
^=Z(M + l)-
-*0 as
w--ao.
Jo
have thus proved the formula
which is Gauss' expression of i|r(^) 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 (1 +x) in Gauss'
r(*)
s-oJs
since
<
e -t
(J
- dt<
get, if
JAa;(l+x)'J
[Adt
J^*(H-^J
i-l
n
r- -^0
=log
A=e6 - 1,
l-e-')
<
Jit
|
wlji
8^0
fA
we
result,
Hence
so that
an equation due to Dirichlet*

*
Werfce,
i.
p. 275.
n
as 8-^0.
248
Example
Prove that,
1.
Shew
Example^.
the real part of
if
y=
that
\(l
z is positive,
+ t)-
Binet's first expression for log
1231.
[CHAP. XII
-e-'}t- 1 dt.
T (z)
(Dirichlet.)
in terms of
an
infinite integral.
Binet* has given two expressions for logr(z) which are of great
To
importance as shewing the way in which log T (z) behaves as z - 00
.
obtain the
z
first
of these expressions,
we observe
that,
when the
real part of
positive,
is
+ l)-)o \t ~e^l\
T(z
+1
writing z
Now, by
and
for z in
123.
6'222 example
since
so,
^
6,
'
we have
log z
_1
(2^)
fo e - t_ er U
at,
tz
e~
dt,
we have
îogr(, +
The integrand
- + ,
t
7 is
i)
^+
,-/;||-J +
io g
in the last integral
bounded
as
* 00
it
is
1}
-^,
continuous as t-^0; and since
follows without difficulty that the
integral converges uniformly
when the
real part of z is positive
consequently integrate from 1 to z under the sign of integration
we
we may
4 44) and
get-f-
<&.
Since -U
_-.
log
is
continuous as
r (z +
1)
= log z +
-*
log
by
7 2,
and since
r 0),
we have
dt
Jo
12
J+e'-lj"
dt.
*
* Journal de I'Ecole Polytechnique, xvt.

(1839), pp. 123-143.
hogV(z + l) means
the
the Weierstrassian product.
sum
of the principal values of the logarithms in the factors of
THE GAMMA FUN.CTION
12"31]
To
249
evaluate the second of these integrals, let*
/:(H^)Tw. /."G-S*^?-*
so that, taking
z=\
in the last expression for
logr
(2),
we
get
ilog7r=i+J-I.
Also, since
/=
(\~- + -J\
Jo \2
~v
J V
And
J=
so
e**-l/
we have
dt,
dt
et-l)
r ^_ _L +ie - (
-l'
rll *
-/."B^-^'-s-}*
^
+
I
^
Consequently
We
*io
Jo
i=l-log(27r).
therefore have Binet's result that,
logr(z)
2
(
If z = x
values of
-l)logz-z + l\og(2Tr ) +
the real part of z
if
the upper bound of
-;
dt.
\2
positive,
tz
is
\e~
- 1
+
j"(l-\
Q
\
+ m/> we see that,
t is
when
tf-V
for real
t\
K, then
logr(^)-^-^logir + ^-|log(27r)
<KJ
e~ tx dt
= Kx~\
so that,
when x
is large,
approximate expression
Example
1.
the terms
for log
Prove that, when
2.
Prove that, when

logr(2) =
= log z
1
~ log (27r) furnish
an
V (z).
R (2) > 0,
J
Example
iJ (2)
j~_
+(z-l)e-'j-y.
(Malmsten.)
> 0,
{(,-l)- + l
jo
* This artifice is due to Pringsheim,
^ ^
(1
Math. Ann. xxxi.
(1888), p. 473.
(Fdaux.)
250
Example
From
3.
the formula of 12-14, shew that,
x-j~
2 log r (*)-log ,,+log sin
<% < 1,
if
nh
f ^y
'
si
[CHAP. XII
-( 1 " 2 *) -}
(Kummer.)
Example
By expanding sinh( #)< and 12^
4.
example 3 that,
if
shew from
in Fourier sine series,
<x < 1,
CO
logr(.) = log jr-^logsinTr^ + 2 2 a K sin
where
ra
=J
Deduce from example 2 of
2w;r.3;,
KW-2W7-
12 3 that
-
a =
2^ (y+log 2ir + log n).

(Kummer, Journal fur Math. xxxv.
1232.
Binet's second expression
for log
T (z)
in
(1847), p.
terms of an
1.)
infinite
integral.
vn
Consider the application of example 7 of Chapter

equation
The
conditions there stated as sufficient for the transformation of a
series into integrals are obviously satisfied

if
the real part of z be positive
*ioerw-A
lOSL{ ' -2* +
{z
where
2iq
H
\q(t, z
pendent of
+ n)\
and
is
_,
w
.
S,
be
less
than
2z^z +mJ
1
(zo
where
t\n,
+ pye^-l
where
is
the integral converges uniformly and
we may
z.
get
is
a constant.
Integrating again,
^Mdt,
h g T { z)=(z-l)lo g z + (C-l)z + C' + 2[ a

where
is
a constant.
inde-
is pero.
K (where K depends only on B) when the
integrate under the integral sign ( 4-44) from 1 to
We
'
{z-ity
that the limit of the last integral

x
1
1
Uz
dt
[
does not exceed
real part of z exceeds
r^
+ ity
2z
Since
'
r-r-
-,
(e
=
t \osr(z)
s
dz*
q(t z+n)
r<L&A dt+2
dt
M
+ Hm r
^-1
e^-l
io
i-^Jo
easily seen to
n, it follows
d2
tt
Hence
+ Zy
(t)
y
'
by the function <]>()=
and we have
r_^
d*
Since
145) to the
(p.
12'16)
THE GAMMA FUNCTION
12 32, I2'33]
Now,
251
< arc tan t/z $ t/z,
if z is real,
and so
logV(z)-[z-l)hgz-(C-l)z-C'^^^-1 dt.
But
it
has been shewn in 12-31 that
|logr(*)-(s-^)log* + 2-ilog(27r)|-~0,
asi->-oo through real values.
Comparing these
results
we
see that
O=0,
C"=|l0g(27T).
Hence
for all values of z
logr(,) =
where arc tan u
is
whose
real part is positive,
(,-l)log,-,4log(2.). +
denned by the equation

arc tan
/""
.'o
in which the path of integration
This
is
Example.
i^f)^.
2f;
dt
+ v-
a straight
is
Binet's second expression for log
line.
V (z).
Justify differentiating with regard to z under the sign of integration, so as
to get the equation
12-33.
The asymptotic expansion of the logarithm of The Gamma-
function (Stirling's series).
We
can now obtain an expansion which represents the function log T (z)
( 8'2) for large values of \z\, and which is used in the
asymptotically
calculation of the Gamma-function.
Let us assume that,
if z
= x + iy,
then x ^ 8
>
and we have, by Binet's
second formula,
log
T (*) =
where
(*
<f>
arc tan (t/z)
(z)
IP
=t
= 2^
IP
= -;+=
3
3 z
log *
|)
-;
5 zs
Substituting and remembering
f
Jo
,
- z + ^ log (2tt) +
~~T
( 7
+
,
<j,
(z),
'"
(-)"- 1 1- 1
(-)"
(-)
5
+ ~s=r
l
2"
r "^rr
zn
/"'
f*
2n
2) that
t_i ~ 4, n
'
.z
wm dw
d
tt
+ 2"
252
where
Bu B
...
are Bernoulli's numbers,
*(*);=
(-)'-,.
2
1
2r(2r-l)^sr-
z<
Let the upper bound* of
we have
2(->
a
?/.{!.o m2 +
1
s2 )
for positive values of
+ zi
V?
[CHAP. XII
e^'-l
uhe
z.
Then
w2TC dit
2
Jo Uo'M + ^2
rir
dt
;KAz\
_1
g2,r*
{/:
+ l)(2n+l)|a|
^4!(?i
dt
u2n du
/;
M- 1
'
Hence
K,Bn
2(n + l)(2n + l)\z\ m+1
2(-)
?/;{/,
and
it is
v?
2,rt
-1
obvious that this tends to zero uniformly as * -^
oo if
Also
first
A > 0,
it is
n terms
so that
^ cosec
-ST2
clear that if arg z

|
arg a < \ir
A,
where \ir >
'
2 A.
^ \tr
(so that
K = 1) the error in taking the

z
of the series
(-)*-'
as an approximation to
Since, if arg z
|
(z) is
<f>
^ \ir A,
.B,.
*i 2r (2r
1
1) z-
numerically less than the (n
+ l)th
term.
*w-s"i2r(2r-l)
cosec 2 2 A
<
Bn
.
2(n + l)(2n+l)'
-0,
as z -k oo
it is
clear that
is
the asymptotic expansion f
We
is
'"'
1.2.z
3.4.s
'
5.G.Z*
8 2) of
$ (z).
see therefore that the series
the asymptotic expansion of log

* ff,- 2 is the lower
bound
of
"^"Ll*'
(x 2
t The development
is
T 0) when
s/
arg z < \tr - A.

|
ni^* and
or 1 as
a;
<^ 2
or
a;
is
consequently equal to
>j/ 2
converged when z >p, by 2-6 we could find K,

" "" 1
t2"
and then the series 1 ( )
^"
would define an integral
asymptotic; for
if it
such that
Bn <:[2n-l)2nKp^;
function
this is contrary to 7
2.
THE GAMMA FUNCTION
12-4]
This
known
generally
is
In
as Stirling's series.
lished over the extended range
args
^,7r
253
13"6
be estab-
it will
A.
In particular when z
'/.*
0<2
(Jo v?
Jo
(=
positive
is
du
x),
we have
Bn+l
di
a?) e
2"(
-l
+ l)(2n +
2(n
l)af'
Hence, when x>0, the value of

(x) always lies between the sum of
n terms and the sum ofn+1 terms of the series for all values of n.
<f>
<
In particular
(x)
<
<
^-
so that
x
r (*) = x* ~ i e ~
Hence
<j>
(x)
(2-rrf e
= r-
6l{12x
uc)
This
(Ztt)
Y + 12
sc
an asymptotic formula for
is
with the formula
F(x+ l) = xT(x),
the
it is
2,
2488320^
"W
In conjunction
Gamma-function.
for real values of x.
(x), correct to
Calcul Integral, n. p. 85, in 1817, and his Traite des fonctions

It
12 decimal places, for values of x between

were constructed in this way by Legendre, and published in bis Exercices de
Tables of the function log 10 r
and
1.
very useful for the purpose of com-
puting the numerical value of the function
<
51840a3
288 !f
we get
Also, taking the exponential of Stirling's series,

i
<
where
may be
observed that T {x) has one
# = 1-4616321..., the value

Example.
minimum
for
elliptiqxi.es
(1826), p. 489.
positive values of x,
when
of log 10 r(#) then being T'9472391....
Obtain the expansion, convergent when

log e r(z)
= (2-J)log
R (z) > 0,
2--r ilog e
(27r)
+J
r
(
Z ),
where
J{Z)
+
Hz + 1 + 2 (2+1) (2 + 2) + 3 + 1) (2 + 2) (2+3) "7
'
(2
in
which
and generally
cn
(x
+ l)(x+2) ...(x+n-l)(2x-l)xdx.
(Binet.)
The Eulerian Integral of the First Kind.
12'4.
The name Eulerian Integral of
the First
Kind was given by Legendre
to
the integral
B (p, q)=\ xP'

Jo
(1
- x)!-
dx,
In this integral, the real

first studied by Euler and Legendre*.
p ~ l (l x)?' are to be
and
x
positive;
to
be
and
are
supposed
parts of p
q
i<**
and e^"^ log (1_a;) which correspond
understood to mean those values of (*>->)
which was
to the real determinations of the logarithms.

* Euler,
Nov. Comm. Petrop. xvi. (1772); Legendre, Exercices,
i.
p. 221.
254
With these
(1 x)
have, on writing
B (p, q)
easily seen that
is
example
integral ( 4"5
improper)
We
stipulations, it
[CHAP. XII
exists, as
a (possibly
2).
for x,
B(p,q) = B(q,p).
by
Also, integrating
parts,
- g >g *
- x)i dx = a f( 1
+ 1 [\v (l _ 0)9-1 da,,
Jo Wo
P
i
I
["
fa:*- 1 (1
Jo
so that
Example
1.
fi( i >,g'
+ l) = -iJ(i'+l,
?).
Shew that
B(p,q)=B(p + l,q)+B{p,q + l).

Example
2.
Deduce from example
that-
B(p,q + l)=^r B{p,q).

q
Example
3.
Prove that
if
a positive integer,
is
1.2...M
5 ^+ 1 )=-
p(p+ l)...(^ +w )-
Example
Example
4.
5.
Prove that
TOO
the
Prove that
1241.
-j
(2)
lim n z B
(z,
n).
Expression of the Eulerian Integral of the First Kind in terms of
Gamma-function.
We
shall
now
establish the important
First let the real parts of
r(m + ri)
'
'
theorem that
and n exceed |
r (m) r (n) =
e~ x
x1"-1 dx x
writing
a;
for x,
and y2
r(m)r(n) = 4
for
tr* y"- 1
this gives
?/,
[R
rR
lim
e~
xt
x- dx
1
R^-nJo
=4
rR fR
lim
R-z-ooJO Jo
Now,
for
the values of
cfy.
Jo
jo
On
then
e~
yi
y' dy
1
Jo
e-W+v*)
xm^1 ysn~1 da!dy.
and n under consideration, the integrand
continuous over the range of integration, and so the integral

sidered as a double integral taken over a square
Sr
may
is
be con-
Calling the integrand
THE GAMMA FUNCTION
12'41]
and calling Q R the quadrant with centre at the origin and radius R,
TR be the part of S B outside Q B
f(oo, y),
we
255
have, if
/0>
JJ
y)
dxdy -
Sr
f(x,y) dxdy
J J Qr
f(x,y)dxdy
I
\JJTr
^jj
\f(x>y)\dxdy
<
!/(*> y)
J J Sr
-*
since
J J Sr
)/(#, y)
dxdy -
R -*- oo
as
dxdy converges
to a limit,
namely
.00
^m-i
e -&
S^r
/oo
I/O. y) docdy\
JJ
/o
|^ X
e-
Jo
"- 1
cfy.
Therefore
lim
f(x,y)dxdy = lim
II
Changing
to polar* coordinates (x
f(x >y)dxdy= Jo
Or
= r cos 6,y = r sin 6), we
e"^ (r cos 0)*"
JJ
f(x,y)dxdy.
//
r-*.,JJQr
B-*-<*>JJSr
-1
(r sin 0) 2
have
"- 1 r
dr d0.
Jo
Hence
'
(m)
r 0) = 4
e -*V(m+)-i
cos 2
dr
-1 8 sin2"- 0dd
1
Jo
Jo
= 2r (m + n)
ri""
cos 2
- 8 sin2"- 6d8.
1
Jo
'o
Writing cos2
= u we
at once get
T (m) T (w) = T (m + n)
Z?
(m,
n).
This has only been proved when the real parts of

it
can obviously be deduced when these are
less
and n exceed \ but

than \ by 12 4 example 2.
;
This result, discovered by Euler, connects the Eulerian Integral of the

First
Kind with the Gamma-function.
Example
1.
Shew
that
1
(l-t-a-)"(1
J
V
J -i
-#)g-i<fa;=2i> + g-'
)r
Jf
r(jo + ^
?)
* It is easily proved by the methods of 4-11 that the areas A

mi M of 4-3 need not be rectangles 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
Example
Shew
2,
[CHAP. XII
that, if
TK^y>- x
y x + i^
#+ 2
2!
3!
+3
tf
-1
"'"'
then
/(*,y)-/(y+i.*-i).
where * and y have such values that the
Example
series are convergent.
(Jesus, 1901.)
Prove that
3.
(Math. Trip. 1894)
Evaluation of trigonometrical integrals in terms of the
12 42.
Gamma-
function.
We
now
can
cos m_1
evaluate the integral
x sin71-1 xdx, where
m and n
Jo
are not restricted to be integers, but have their real parts positive.
2
For, writing cos
we
t,
ri*
cos- 1 a; sin"-'* dx
12 41,
-
have, as in
IT (Am)
T (in)
v
=^
Jo
,
The well-known elementary formulae
/
;.
r(m+w)
for
the cases in which
m and n.are
integers can be at once derived from this result.

Prove that, when
Example.
f i cos'"
Jo
dd
6 sin"
<
1,
T {\m + \)Y(\n + \)
(l-sin 2 <9)T~ T(im + in+i)Jn
[i*
J
(l
oos m + n
6dd
-sin 2
0)
J" +
*'
(Trinity, 1898.)
12 43.
Pochhammer's* extension of
the Eulerian Integral of the First
Kind.
We
have seen in
integral for
T (z) by
similar process has
12-22 that
it is
possible to replace the second Eulerian
a contour integral which converges for
been carried out by Pochhammer
for
all
values of
z.
Eulerian integrals
of the first kind.
Let
be any point on the real axis between
and
consider the
integral
r
e-^+V
(i+, o+, 1-, o-)
t*- 1 (1
J
- ty-'dt = e (a,
0).
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
Math. Ann. xxxv.
to P,
and so
(1890), p. 495.
on.
THE GAMMA FUNCTION
12-42, 12-43]
257
At the starting-point the arguments of t and \t are both zero; after

the circuit (1 +) they are
and 2tt after the circuit (0 +) they are 2tt and
2tt ; after the circuit (1 -) they are 2ir and
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.
If 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, b,
d are
'
V1 1 (1
c,
- tf- t"- (1 - tf- e '^-'),

(a Q _ \0lg2iri(e-l)
a g27ri(a Q _ AS-1
a-l
g
the arguments of t and 1 t now being zero in each
2iri
respectively,
l)
Hence we may write
as the
e (a, ft)
l)
sum
case.
of four (possibly improper)
integrals, thus
(,)
_ *-((H-0)
=
*-'
t*- 1 (1
(1
- tf^dt +
- tf'
2
e "("+3) dt
Jo
(1
- if- ?"* dt
( t"-1 (1
- tf-
J i
Hence
e (a, /3)
= e-(+
(1
- e ) (1 - e "")
2
= 4 sin (ktt) sin {pir)
t*- 1 (1
- tf-
dt
Ir(/3)
r(a + /9)
-47TZ
r(i-a)r(i-/tf)r(a +
Now
/S)-
and this last expression are analytic functions of a and of ft

and ft. So, by the theory of analytic continuation, this
equality, proved when the real parts of a and ft are positive, holds for all
values of a and ft. Hence for all values of a and ft we have proved that
e (a, /3)
for all values of a
-47T 2
r(L-a)V{l-p)L\a+ft)'
"
W. M. A.
The reader ought
to
hav no
difficulty in
proving this.
17
258.
Dirichlet's integral*.
12"5.
We
now shew how the repeated
shall
I=\\
Jf(t
+t +
...
integral
+tn )t *i-H2">-
and the integration
+t +
t1
...
To
extended over
is
continuous,
cl,.
>
(r
= 1,
2,
. . .
n)
positive values of the variables such
(where we have written

v)jv
+ T+\)t^T^dtdT
f(t
Jo
Jo
put
all
tn^dl^dtz... dt n
...
+tn ^l.
simplify
t = T{\
may be reduced to a simple integral, where/is

that
[CHAP. XII
t,
T,
for
a, /3
the integral becomes
a2
c^,
t lt t 2 ,
(if
and X
for
ts
+ ti +
...
+tn),
0)
=f=
1_X
JO
/O + T v
(1
l )
J TI0.-K)
Changing the order of integration
- ^)""
~"~1 T'-**- 1 dvdT.
( 4'51),
f{\ + Tlv)(\-vy-H-*- T+?- dTdv.

l
J o
Putting
Jo
T = vt
f(\ + t2)
j j
(1
- v)-
vP- 1 t2 +3- dr, dv

fi->
r()r(ff)
"
I> +
/3)
Jo
-/^ + T )T>
dT-
Hence
/= T^^jj---jf( T + + - +)t., + --%"'
t*
the integration being extended over

that r 2
ts
...+**
Za rwr
T(a1 +
is
--l dT.d,
<&,,
positive values of the variables such
1.
Continually reducing in this
which
all
way we get
W+ ...rwp
a2
...
+i;
.'o
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
SHINS'^
it
being assumed that
a, b,
c. a, /3,
y, p, q,
* Werke,
r are positive.
i.
pp. 375, 391.
(Dirichlet.)
THE GAMMA FUNCTION
12 5]
Example
m and n
Evaluate
2.
xvyi dxdy,
being positive and
Example
3.
Shew
moment
that the
density, taken about the axis of
Example
(Pembroke, 1907.)
homogeneous
of inertia of a
ellipsoid of unit
z, is
2
^g (a +
a, b, c
xm +y n ^l.
yÔ,
xÔ,
where
259
6 2 ) nabc,
are the semi-axes.

4.
Shew that
the area of the epicycloid
+y*
x~*
=l~* is
tt
2
.
REFERENCES.
N. Nielsen, Handbuch der Theorie
0.
tier
Gamma-funktion*.
Schlomilch, Compendium der hoheren Analysis,
E. L. Lindelof, Le Calcul des Re'sidus, Ch.
(Leipzig, 1906.)
(Brunswick, 1874.)
II.
(Paris, 1905.)
iv.
A. Pringsheim, Math. Ann. xxxi. (1888), pp. 455-481.
1.
Shew that
2.
Shew that
(Trinity, 1897.)
ii iTF,-r^^
J, rii
3.
Prove that
r'
CD
r'
ra)
4.
log
(Trinity 1885
-
>
Jesus 1903 ->

'
Shew that
/Wl)} 4
w~
5.
M =2
r(f)
r(a;+1)
52 1
32
9 2 -l
72
-p- jin
3*ti
ll 2
"*"
'
nî -
Trinit
1891 -)
Shew that
s
=o
- > <+ *y
f(+P)(
+
y)
(i
V
)i
w + l/j
jt
"
(ar)
i, VM
*
(A' y)
(Trinity, 1905.)
8
6.
Shew
that
7.
Shew
that, if z
n
= if where
'
8.
When #
is positive,
(-J
is real,
640 /
= g-
7t
"\
(Peterhouse, 1906.)
then
(Trinity, 1904.)
l-yfesfe)-
shew thatt
rfar)r(A)
/r\
"
2n
,,.,..
This work contains a complete bibliography.
t This and some other examples are most easily proved by the result of 14-11.
172
260
9.
If
is
positive,
[CHAP. XII
shew that
r(z)r(g+l)
= | (-)"a(-i)(g-2)...(a-w) 1
T(z+a)
n\
~z+n'
n=0
10.
If#>0and
shew that
i
W_ i
_i_
r _j_
+
+3 "
__i
_j_ + i
2!
1 !.a;-fl
a-
+2
'
and
11.
12.
Shew that
if
Prove that,
X> 0, x>0,
x-1
if
<\ir, then
e-Mcosa COS (\t&ma)dt=\- x r(x:) cos ax,
x- 1
e-M<x>9<>-sm(\tsma)dt=\- x r(x)smax.
> 0,
,.
,-,,,,,
-^-oV=j7r6->008ec(^r)/r(2),
< ? < 1,
when
6*
/" cos
-^ -oa-=i n-6',
13.
(Euler.)
< z < 2,
when
then,
/"" sin 6a-
and,
<a
-tt
< < 1,
If
sec(^)/r(2).
(Euler.)
prove that
(l+^)- 1 cosii;^=r(M)|cosf^'-l"\
...I
(Peterhouse, 1895.)
14.
By taking as contour
of integration a parabola with its vertex at the origin, derive
from the formula
r(a)=
no +
(-)- *-*
1
-2în-^j
the result
r(a) =
e^*"" (1+*2 )*" [3 sin

1
2sinan-
{tf
+ aarccot
-*)}
+sin {#+(- 2) arc cot ( - #)}] dx,

the arc cot denoting an obtuse angle.
(Bourguet, Acta Math.
15.
Shew
that, if the real part of
an
is
positive
and 2 1/aJ
is
i.
p. 367.)
convergent, then
,78
is
convergent
16.
when i>
2,
where ip>(z) = -j-8 log r(z).
(Math. Trip. 1907.)
Prove that
~
/-e-*
r
aa
!-- -aa
rflogr(2)
'
dz
"*
= y"{(l + a)-l-(l + a)-*}^- 7

/'
=
J
^-
1 _
j
"^--j-^-y.
(Legendre.)
THE GAMMA FUNCTION

17.
Prove that, when
18.
Prove that,
log
R (2) > 0,
for all values of z except negative real values,
r (2) = (2 - ) log 2 - 2 + 1 log (2tt)
+
19.
fl
* I2T3
l"'2
co
(2+7)2
,.?!
+ 374
r l t (z +7)3
31
o^, (^y* +
R (2) > 0,
Prove that, when
s logr
20.
261
Prove that, when
2)=lo g 2-j
/J (2)
o (1
_ g)l08g {i-*+lg*}-
> 0,
-..
^logr(2)=y
o
21.
If
\ogT(t)dt=u,
shew that
and deduce from
12-33 that, for all values of 2 except negative real values,
M = zlog2-2 + ilog(27r).
(Raabe, Journal fur Math, xxv.)
22.
Prove that, for
values of 2 except negative real values,
all
logr(2) = (2-l)log2-2 + log(2,r)+
dx
I [^n=lj
sin 2nn-x
+2
(Bourguet*.)
23.
Prove that
B( P ,p)B(p+i,p+i)=^L_.
Prove
24.
,.,
/"
.
,
Prove that, when >
25.
(Binet.)
when -t<r<t,
that,
cosh (2n<)
cfa*
1,
B(p,q) + B(p + l,q) + B(p + 2,q) + ...=B(p,q-l).

Prove that, when
26.
>
- a > 0,
B(p-a,
q)
B{p,q)
27.
Prove that
28.
Shew
aq
=1
p+ q
'
a(a + l) q(q + \)
+
+ q){p + q+l) --
\.'2,.{p
B(p, q)B(p + q,
r)
= B(q,
r)B(q+r,p).
C^-in
Jo
jV >-.
'
<**
(.r+p)" + &
_r()r(6)
L_ 6
r(o+6) (l+p)"2
p
ifa>0,b>0,p>0.
*
(Euler.)
that
This result
is
'
(Trinity, 1908.
attributed to Bourguet by Stieltjes, Journal de Math.
(4), v. p.
432.
'
262
29.
'
Shew
that, if m.
> 0, n > 0, then
n (1+^)^-1(1-^-1
and deduce
that,
[CHAP. XII
J_i
when a
is
-i>r
,.
+ _,
r(n )
(to)
T(m+n)
'
and not an integer multiple of \rr,
real
fi"
[i*
(l+x'i ) m + n
/cos0
/co
+ sin0\ CO82
\eos 6
\00
sin
..
2 sin (n cos 2 a)
6/
(St John's, 1904.)

30.
Shew
that, if a
> 0, > 0,
(3
and
t^
;(l + )log*
31.
Shew
that, if
/i^-i (1
Deduce
32.
0,
= log
B
>
Kummer.
i To,-
+ b > 0,
-^
tr(a)r()_r(a + ft)rw|
a + c>0, a + b + c>0,
^-i(l-^)(lr(a)r(a + 6 + e)
P
^)
S r(a 6)r(a+c)'
(l-aO(-logtf)
+
Jo
Shew
By
that, if a, 6, c be such that the integral converges,
r(6+e+i)r(c+g+i)r(a+6+l)
(i-^")(i-^)(i-.^)
(1
/o
g r(a + l)r(6 + l)r(c + l)r(a + 6 + c + l)'
-.*;)(- log *)
5=1-2 tan ^0,
the substitution cos
d6
f'
J
34.
7-
r(|a)r(|+i^)
that, if in addition
/i
33.
a>
<&
shew that
M!.
4
(St John's, 1896.)
v ,r
-cos 5)4
(3
Evaluate in terms of Gamma-functions the integral
dx,
when p
is
%
}a
fraction greater than unity whose numerator and denominator are both odd integers.
[Shew that the integral
is
sin*
-I-
\x
Jo
- )n
V^ + ren-
=i
\ dx.~\
-k-tott/J
(Clare, 1898.)
35.
Shew that
36.
Prove that
log
37.
Prove
that, if p
2J (p. />
38.
J (p,
\f)
g)
2/
= log
!b
to) +
\pq
(1
f
J
- ^.?
(Euler.)
dv.
> 0, ^ + s > 0, then
+ .;-
+ 2(2p+1) + 2
The curve rm =2 m_ i a m cos m8
is
[fa
m~ aj
1
(2i0
composed of
the length of the arc of half of one of the loops
is
--1
{^cosx) m
Jo
and hence \hat the
(l-t)log
total perimeter of the curve is
^r (i)}7 r G.
dx,
+ i)(2?3+ 3)
-r
equal closed loops.
(iimet
'
;
_
Shew
that
THE GAMMA FUNCTION

Draw
39.
263
the straight line joining the points i, and the semicircle of z = 1 which
line.
Let C be the contour formed by indenting this figure at
|
on the right of this
lies
~i, 0,
i.
By
considering
zP-i-i (z +
coaf + 1~ 2 6 cos
!:
z-^ + i-^dz, shew
(p-q) 6
is
true for
p + q>l, q <l,
(~
+ q-l)2 + -iB(p,q)-
(p
Prove that the result
that, if
values of p and q such that p + q
all
> 1.
(Cauchy.)
40.
and - \n
If s is positive (not necessarily integral),
co
^=^
{H^
J
{
and draw graphs of the
series
cos 2 , +
< x sg \n,
^|=^
shew that
cos4. + ...}
and of the function cos 8 .r.
41.
cos
"]
cos Zax
cos'#=-^-rfa T
+ l'>r
;
2-1
Lr(^+|a+i)r(^-ia+i) + r(^+3a + i)r(^-fa+l) + -J'
<"-'
'
and
find the values of
Prove that,
42.
r^ )=
which
for
it is
applicable.
if
p>
WF [J^{i +
(Cauchy.)
\,
-^
+ 24
^ +5) + ,,jJ,
(Binet.)
43.
Shew
that, if
r ( -*)
r()
and deduce
that,
then
<
1*
+ )
2(1+2)
when x + z >
dz
log
< 0, x+z> 0,
iz,+ x -)(!-*),+ ,'(-*)(l-*)(2-s) +

*
*
f(l+*)(8
^
44.
0,
r (z+x)
T(2)
_ x _ x{x-l) + x(x-l)(x-2)
~2 * 2(2+1) * 2(2+l)(2+2) ~""
Using the result of example
r (z + a) = log r
a
(z)
43,
prove that
+ a log z
<
-"J
(1-0 (2-0
Jo
...
(n-t)dt- [" t(l-t)(2-t) ...(n-t)dt
Jo
(71+1)2(2+1) (2+2)
=1
...
(2
+ W)
investigating the region of convergence of the series.

(Binet,
45.
Prove that,
if
p > 0,
q>
B (p,
0,
q)
Journal de V Ecole polytechnique, xvi. (1839),

then
(/>
P " g'
+ ?) p+ *~ i
(ar)
<*> >
,
p. 256.)
'
264
where
M(p
^f
arc tan
i^*
[CHAP. XII
i
i
i?=p + q +-pq.
and
and
if
er-s*/r(i-|*),
if
46.
the function
F (x) be defined
F=2^/r(j-j*),
by the equation
dU_ u dV\
F(x)=J v dx
dx j
shew
(1)
that F(x) satisfies the equation
F(.v+\)=xF(x)+
(2) that, for all positive integral
~-^y
values of x,
F(x) = r(x),
(3)
that F(x)
is
analytic for all finite values of x,
f^^^^JlI.
v'(4)that
47.
Expand
{r (a)}-*
as a series of ascending powers of a.
(Various evaluations of the coefficients in this expansion have been given by Bourguet,
Acta Math. II. (1883), p. 261 Schlomilch,
Bull, des Sci. Math. v. (1881), p. 43; Bourguet,

Zeitschrift fur
48.
Math, und Phys. xxv. (1880), pp. 35, 351.)
Prove that the (r-funetion, defined by the equation
+i)=(2^ e -^( 2 + 1 '-^ n

s
(?( 2
is
an integral function which
satisfies
{(i+-*) V-~+*w>}
the relations
G(z + l) = T(z)G(z),
(n n /G (n+l) = l
22
0(1) = 1,
\)
33
...
nn
(Alexeiewsky.)
(The most important properties of the -function are discussed in Barnes' memoir,
,
Quarterly Journal, xxxi.)

49.
Shew that
and deduce that
l0g
#7T+~z)
50.
Shew
wZ cot
ff2
dz - z lo
2,r )-
that
log
/:
r (t+ i)dt=fa log (2n-)-|z(s+l)+logr (2+1) -log G(z+l).
CHAPTEE
XIII
THE ZETA FUNCTION OF KIEMANN

13*1.
Let
Definition of the Zeta-function.
= a + it
where a and
are real*; then, if 8
>
0,
n=\
a uniformly convergent series of analytic functions
is
domain in which a-p
+ 8; and
was known
consequently the series
The function
of s in such a domain.
the series
2 33, 3 34) in any

-
is
the Zeta-function
is called
although
most remarkable properties were not discovered

before RiemannJ 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
it
to
Eulerf
its
allied functions.
13
11.
The generalised Zeta-fwnction\.
Many of the
properties possessed by the Zeta-function are particular cases
of properties possessed
by a more general function
defined,
+ 8,
1,
and
when a >
by the equation
1
00
f (s, a)
where a is a constant. For

then we take arg (a + n) = 0.
131 2.
The expression of
Since {a
+ n)-'T(s)=\
=S
=o (a
simplicity,
+ nf
we
'
shall suppose
It is evident that f(, 1)

f(s, a)
that
<a
-S
as an infinite integral.
:n+a)x dx,
||
= f ().
sc?- e-<
when arg# =
and a >
(and
Jo
a fortiori when a >
1 4- 8),
we
2V
T(s)(s,
a)=
,
lim
.ff-.o!>
have,
when
The
letters a,
will be
^1 +
8,
a^- 1 e-' n+ i a!
da;
=o.'o
y*xlio l-e-*
*
o-
[<*>
Jo
l-e~ x
used in this sense throughout the chapter,
't 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 filr
Math, und
Phys. xxvn. (1882), pp. 86-101.

When a has this range of values, the properties of the function 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, 13-2 are
true
when
B (a) >0.
266
ex
Now, when x > 0,
>1 +
x,
and
[CHAP. XIII
modulus of the second of these
so the
integrals does not exceed
x"- 2 e-^ +a)x dx
= (N + af-T (<r-l),
J o
which (when a ^
Hence, when
+ 8)
cr
>
tends to
S ' a)
this formula corresponds in
N
=
and arg x
as
oo
--
0,
Xs
-1
\e~
r(7)l
ax
,
ax:
some respects
Gamma-
to Euler's integral for the
function.
The expression* of
1313.
When o-^l +
a contour
{s, a) as
integral.
consider
8,
( 12'22) and not containing

which are poles of the integrand; it is
the contour of integration being of Hankel's type
the points + 2mri (n
supposed (as in
12 22) that
arg ( z) ^
It is legitimate to
<r^l
1, 2, 3, ...)
|
tt.
modify the contour, precisely as in
12"22,
whenf
and we get
f(0+)
/_
{
p~
dz
- e --v)
{-"-
-^-~
r
1-e
'Joo
C T 6-i(,-a%
~\tie(a
da;.
Therefore
^s
Now
of
of
'
(1
s),
i.e.
(i
-a)
as
this last integral is a
Hence the only
s.
a)
+) (-
J.
*>->
e-
i-^-^
one-valued analytic function of s for
possible singularities of f
at the points 1,
2, 3, ...,
(s,
all values
a) are at the singularities
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 f(s, a)
is
2m
which
is
the residue at z
Hence
when a ^
Writing
1.
lim J; .y
(1
of the integrand, and this residue
s^ll
+ 8, and
=
1 in the
s
analytic
so the only singularity of f (s, a) is at the point s

integral, we get
-az
1
e
f(+)
dz,
1
e~
J
00
\=-
is 1.
1.
-S)
Given by Riemann for the ordinary Zeta-function.
+ If
<r
1,
the integral taken along any straight line up to the origin does not converge.
THE ZETA FUNCTION OF EIEMANN
13-13, 13*14]
267
Since T (1 - s) has a single pole at s = 1 with residue 1, it follows that

the only singularity of (s, a) is a simple pole with
f
residue + 1 at s = 1.
Example
Shew
1.
R (s) > 0,
when
that,
(l-2 -U(s) =
1
Example
Shew
2.
that,
# (s) >
when
(2
i-i + -L_I +
1,
-l)fW = f(,J)
?nr"
~r();
Example
iSi
Shew that
3.
g-T(l-)
fM _
f<
>(-)-i_,
where the contour does not include any of the points + jri, 37ri,
In the special case when

a one-valued function of
I
so that
....
Values of (s, a) for special values of s.
13"14.
is
57tj,
r(0+)
We may consequently apply Cauchy's
z.
'
theorem,
/_ z \s~\ e -az
dz
i- e -*
00
an integer (positive or negative),
s is
is
the residue of the integrand at z
= 0,
that
C_\s lg-az
is
to say,
J
it is
To obtain
~
l-e~
the coefficient of z~ s in
we
this coefficient
e~
az
z
term-by-term with regard to
differentiate the expansion ( 7'2)
- 1 _ S (-), (a) *
-l =i
n!
a,
where
<f>
n (a) denotes the Bernoullian poly-
nomial.
2
(This
into a
is
power
obviously legitimate, by 47,

series in z
*Le z
is zero
< 2n,
-l
since
a)
m the expansion of
= l,
az
- can be
expanded
a.)
n!
= - <'m+2 ()/{( +
In the special case when a
2 g
-
<:*>*.
n=x
or a negative integer (=
?(- m,
of ^1_s
uniformly convergent with respect to
Then
Therefore if s
when
if s
= m,
m), we
1)
O+
have
2)}.
then (s)
is
the coefficient
268
Hence, by
1%
f (_ 2m)
r(o>
?(1
0,
=-
- 2m) = (-)5m /(2m)
The formula* of Hurwitz for
Consider
^X
z \s e -az
dz
zero at
(s, a)
when <r<
(N
1313
0.
consisting of
an integer), starting at the point
C and
the contour {2Nir +ir;
the limiting form, ( z) s
is
zero.
arg(
z) being
it.
In the region between
1, 2, 3, ...),
a negative integer or
and encircling the origin in the positive direction,
z = - (2N + 1)
contour of
is
taken round a contour
a (large) circle of radius (2N+l)ir,
(2N+l)ir
(m =
TAese equations give the value of f (s) when s
1315.
[CHAP. XIII
one-valued except at the simple poles +
~l
2iri,
e~ az (1
+), of
e~z )~
4nri, ...,
is
which the
analytic and
2Niri.
Hence
1-e
2iri] c
where
Rn R n
'
At the point
l-e
2-7n] i2N+ i) w
n=1
2mri
are the residues of the integrand at 2mri,
at
which
z=
2mre
(2mry- 1 e-l" {s
R n + RH = (2mr) ~
and hence
respectively.
~ ***, the residue is
'
1)
2 sin
e- 2anTi
^ sir
-f
2iran )
Hence
1
(-zYê-
f(+)
l-e
27riJ( 2 jy+i)7r
_J!
_2sin^S7r
"
(27T)
-8
Now,
< a^
since
1,
it
N such that
is
|
H1
_!
27ti J c
independent of
cos (27raw)
^"
e
2cos^S7r
"(27T) -'
1
sin (27rcm)
^^
=1
easy to see that we can find a
e~ az (1
e-2 )" <

1
K when z
is
on
C.
Hence
ij
(-*
<^.if^
<
-*-
* Zeitschri/t filr
.ST
{(2iV
1(ur + 1) .,
+ 1) -7r}-e"-l s
as JV - oo if
a<
Math, und Phys. xxvu. (1882),
0.
p. 95.
number
13 15-1 3 "2]
THE ZETA FUNCTION OF RIEMANN
Making
JV
-*- oo
we obtain the
2r(l-s)f.
each
of"
/i
Hurwitz
result of
that, if
cos(27ran)
/l
269
a<
0,
sin
(2ttcmi))
these series being convergent.
Riemann's relation between f (s) and f(l
13151.
If
s).
we write a = 1 in the formula of Hurwitz given in 1315, and employ

we get the remarkable result, due to Riemann, that
12"14,
21
-8
r (s) (s) cos ( sttJ =
tt
f (1
- s).
Since both sides of this equation are analytic functions of

values of
s at
which they have
save for isolated
s,
when
equation, proved
poles, this
cr
< 0,
persists (by 5'5) for all values of s save those isolated values.
Example
If
1.
m be a
C(2m) =
Example
Shew
2.
shew that
positive integer,
that r
(*)
tt
**
2 2m 1
(*) is
n 2m BJ(2m)
unaltered by replacing
by
s.
(Riemann.)
Example
Deduce from Riemann's
3.
are zeros of the
132.
<f>
relation that the zeros of f
at
(*)
2,
- 6,
4,
...
first order.
tier mite's*
formula for
(s, a).
Let us apply Plana's theorem (example 7, p. 145)

-8
where arg (a + z) has its principal value.
{2) = (a + .z)
to the
function
Define the function q
0>
y)
2i
Since f
arc tan
(x,
i(
{(a
by the equation
y)
+ a! + wy -( + - *"*}
+ x) + y
sin \s arc tan
-V
does not exceed the smaller
x+a
of
in and
we
ltf
'
#+ a
have
g(, y)
Using the
*
{x,
first
y)
<
+ ) +
2
{(a
[(a
result
4_i<r
2/
2T
+ a) + f) " * *
2
1
!
sinh |Jtt
|
jsinh
when y > a and

|
||
|^
the second
when \y\<a
Annali di Matematica,
If
>0, arc tan |=
ft
I
(3),|v. (1901),
-p<
dt
/""
I
pp. 57-72.
<Jt
and arc tanf, -=

,
j;
/"*,,
/
dt.
it
is
270
evident that,
as
tends to
a>
if
0,
oo
-*
2wv
q (x, y) (e
(a
also
1)
+ x)~ dx
s
_1
dy
[CHAP. XIII
convergent
is
converges
if
a >
when x 3s
and
1.
Jo
Hence,
if <r
>
= \a- +
s
f(s, a)
So
? ( S ,a)
This
(a
x)- s dx
2/J(^
(a*
2J
+y )~
2
lain (a arc tan |)l
^ y/a
y<
+ ^)-^{sin(S arctan|)}
e
Hermite's formula*; using the results that,
is
arc tan y/a
we
in the result contained in
and we have
= |a- +
make x2 ^~ oo
legitimate to
1, it is
the example cited
2 cnr
<
arc tan y/a
if
^_
yÔ,
g 7r
y >
% a7r
see that the integral involved in the formula converges for all values of
Further, the integral defines an analytic function of s for all values of
To prove
j"
converges uniformly with respect to
where A
is
- ^*
"
(a a + 2 ')
Jo L
(* arc
tan
-=
ajje^v-l
s.
Now when
+y2
_is arc tan
s
|
^ A,
cos fs arc tan
< (a +#
&A
)*
^ cosh ($ttA)
-f^+#f^
^_l
since
a Jo
'
converges, the second integral converges uniformly
By
the path of integration of the

and using the results
dividing
00
sin
arc tan
in the respective parts,
we can
< sinh
similarly
by
4-431 (I).
first
arc
shew that the
integral into
tan-)
a)
first
two parts
(0,
legitimate
to
differentiate
differentiated integral
*
is
\ira),
<sinhi7rA
integral converges uniformly.
Consequently Hermite's formula

is
any positive number, we have

(a 2
{\na,
cos
arc tan
-0^
any domain of values of
in
s.
[-ilog( + y) (a*+f)-ls S m (sarctan )]
s.
shew that the integral obtained by differentiating

that is to say we have to prove that
this, it is sufficient ( 5'31) to
under the sign of integration converges uniformly
it
is valid ( 5"5) for all values of s, and

under the sign of integration, and the
s.
The corresponding formula when a = l had been previously given by Jensen.
13*21, 13'3]
271
Deductions from Hermite's form ula.
13*21.
Writing
we
in Hermite's formula,
see that
= ^~a.
(0, a)
Making s-^l, from the uniformity

we see that
of convergence of the integral involved
in Hermite's formula
Hence, by the example of 1232, we have
Further, differentiating* the formula for f(s, a) and then making s -^
0,
we get
\ds^
S ' a)
'
s=0
Imi
--0
+2
__,
s
log
B
s-1
2
+ (a + 3y ') ~ *
2
1-s
a log a
- 5 log (a +
(s-1) 2
2/
(a 2
+ y ) - is
2
- cos is arc tan

arc tan V
sin (s arc tan $\
^ _^_
I
a)) e 2 "y
arC * an (Via)
\
= /(o--3 Jloga-a
+ a2jf ^Mi-Ldy.
o
X
Hence, by
1232,
{i
?(s a)
'
L=
log
(a)
~ * log (2,r)
These results had previously been obtained in a different manner by

Lerch-f-.
Corollary.
- -L_J = 7
a-
"3-
+8
and
let 2, 3, 5,
for 2 _s
Then, subtracting the series
S(s).(l-2-*)
*
f (0) = - i log (2^).
Euler's product for %(s).
133.
Let
lim |f (*)
This was justified in
...
p,
"()
... be the prime numbers in order.

from the series for (s), we get
= + + + +
...,
13-2.
t The formula for f (s, a) from which Lerch derived these results is given in a, memoir
published by the Academy of Sciences of Prague. A summary of his memoir is contained in
the Jahrbuch iiber die Fortschritte der Math. 1893-1894, p. 484.
;.
THE TKANSCENDENTAL FUNCTIONS
272
the terms of Sn~ s for which n
all
[CHAP. XIII
a multiple of 2 being omitted
is
then in
manner
like
(,).(l_2-')<l-3-)=I + I+I+...,
the terms for which n
all
is
a multiple of 2 or 3 being omitted
so that
(*)
the
'
(1
2- s (1
)
- 3~
) ...
(1
-p~s ) =
+ 1'rr
and
so on
s
,
denoting that only those values of n (greater than p) which are prime
... p occur in the summation.
to 2, 3,
Now*
t'rr s ^ l'n~ l
-s
n~l~*
as
n=p+l
Therefore if
the
a^
prime values
number p assumes
the
But the product
II (1
v
p~
the product (s) II (1

p
S,
p~s )
-* oo
converges to
1,
where
only.
2, 3, 5, ...
when a >
converges
+ h,
for it consists of
OO
some of the
it
factors of the absolutely convergent product II (1
Consequently we infer that (s) has no zeros at which a- ^

had any such zeros, II (1 p~") would not converge at them.
n~ s ).
1
8; for if
p
Therefore, if
This
is
a>
Euler's result.
Riemann's hypothesis concerning
1331.
It has just
From
is
the formula
the
is)
_1
sec
(f
S7r
)
i-
2'- 1 {r (s)}- 1 sec ( sir
ê
(1
) f
1.
points
s= 2, 4,
was conjectured by Riemann, but
the zeros of (s) in this strip
lie
a<
zeros of (s) for which
on the
it
line
are the zeros
....
Hence all the zeros of f (s) except those at 2, 4,

domain of the complex variable s which is defined by
It
>
<r
13151)
now apparent that the only
of {r(s)j
the zeros of (s).
been proved that (s) has no zeros at which
%
it
+ S,
...
lie
cr
in that strip of
1.
has not yet been proved, that
t, ;
while
it
has quite recently
been proved by Hardy f that an infinity of zeros of (s) actually

It is highly probable that
it
Riemann's conjecture
would have far-reaching consequences in

term of 2'
The
Comptes Rendus,
first
starts with the
clviii. (1914), p.
all
lie
on
cr
=^
and the proof

the theory of Prime Numbers.
is
correct,
prime next greater than p.
1012
see p. 280.
of
13-31, 13'4]
Riemanris integral for
13'4.
It is easy to see that, if
Hence, when
o-
>
o-
f(s).
> 0,
0,
I e- n n xi
^ n=l
r-* s
?(s)r(|s
CO
2ra-
57
w(x) = 2
if
= x~%
(x)
(a;)a^
s *
cfe
{1
a>
- n ' TX
,
Now,
{
Jo
^ + i)^^
l=jv+i
dx.
by example 17 of Chapter vi
we have
when a >
lim
afc vr
(x)
(p. 12.4),
and hence
1.
1
r (a;) ajl*"
da;-
modulus of the
-i da;=
ff
e""
^^
Jo n = N+\
JV^-ooLÔ
2,
as in 1312, the
since,
2ct (1/*)},
?(s)rf|s)7r-l s =lim
V
iV-*.QoJo
converges
Consequently, if
'
=lim
Now,
273
Jo
last integral
-1
^!
does not exceed
lJ
<**
iv^v
+ l)^
l_ e -(^
< (tt^+I)}- f"e-(w, + 2 ^)a4'- a da!

1
Jo
= {Tr(N+l)}-i{(W+2N)Tr} 1 -i<r r(l<r-l'\

-*
Hence, when
<j
as iV
* oo
C(*)r (i*)ir~*'=
since
<r
>
2.
w(*) i,_1 b
= ri-f + i*" 4 +-**r(lAe)}^

= --+-?- +
> 2,
**ar( a; ) a; -i s + 1
(
j,,
cfo+
r(as)a l'- 1 <fo
(-- )^+f
\
.'
X2 J
w(w)a^'- 1
dx.
Consequently
Now
values of
the integral on the right represents an analytic function of s for

s,
by
5'32, since
or (x)
<
on the path of integration

e-" x
S e-^^ê-^Cl -e-') -1
n=
Consequently, by
all
values of
w. m. a.
5 5,
the above equation, proved
when
a> 2, persists
s.
18
for
274
If
[CHAP. XIII
now we put
we have
^(t)=l-(t* +
x~^(x)
Since
satisfies
the test of
x ~ 2 r
^\J
log *i
j^
a;
we have
for all
by considering the
This result
13'5.
We
values* of
now
When a >
any number of times

Hence, by Taylor's
= 0.
obviously
is
real.
fundamental in Riemann's researches.
is
Inequalities satisfied by f
shall
am
last integral
+ ^ mr\ dx
differentiate
under the sign of integration, and then put

theorem,
t\ogx\ dx.
cos
cos \^t log
we may
4 44 corollary,
(at)
(*,
when <r>
a)
0.
investigate the behaviour of (s, a) as t--
1, it is
easy to see that,
C(t,a)= 2
(a
JV be any
if
oo
for given values of a.
integer,
,',,_! -
+ n)~>-
/(*),
where
n= i_ s
'*W
1
_1
|(,J
+ i +(I ).-i
(ra+aj) 8
"
_J.
1
1
(m + 1
+ )'
+1
-J"'
/'+!
;
+i
^+i^M
da
Jn
=
Therefore the series 2 / (s)
r
||(m + a)-'
a uniformly convergent
is
series of analytic functions
=A
oo
when o->0
so that 2 /
an analytic function when <r> 0; and consequently, by
(s) is
tt=iV
-
5 5,
the function f
(s,
a)
let []
be defined when o->
by the
series
^M-'- p.,)^.. -}/.^
(is,
Now
may
be the greatest integer in
and take
|C(,i)l 2 |(a+m)-|
N=
+ |{(l-*)-i([*] + a)i-}|+
71=0
(a + n)-
(ji
|
+ a)-'-1
<[i\
= \ + it;
+ af- + \s\
(n
+ a)~'~
1
.
7I=[(]
In this particular piece of analysis

s
oo
+\t\- 1
B=0
2
)j=[t]
[*]
< 2
Then
\t\.
and then
it
is
convenient to regard
(() is
as a
of
t.
complex
variable,
13*5, 13-51]
Using the Maclaurin-Cauchy sum formula

{a
+ x)-'r dx+
1
1
we
( 4-43),
get
+ a) -*+\
(x+a)-*- 1
1" 1 ([{]
275
dx.
J ro-i
Now when 8 < o- $ 1 - 8
where 8 >
0,
we have
\t(s,a)\< a -' + (i_ r )-i{(a+[]) --o 1 < } + |<|-([<]+a) 1 -*+|i|o-- 1 ([<]-l+a)-*.

,
= 0{\t
Hence (s,
a)
But, when
l-8^c-$l + 8, we
"),
the constant implied in the
symbol
being independent of
s.
have
fit]
|f(,a)|
= 0(|| -)+/
(a+*)- r fc
/m (a+x)^dx,
since
a-
-^ 1,
(a
+ a-)~ <a1_<r (a+.r)<r
and
when <r>l, and
(as+a;)
_r
'
^(as+[<])
1- r
'
(a!
+ a;)-
when
so
1
f(,a)=0{|<[
-r
log||}.
"When <r>l+8,
a)[<a_<r + i (a+n)-
|f(,
H=
0(l).
74=1
13*51.
We
when
Inequalities satisfied by (s, a)
a-
^.0.
next obtain inequalities of a similar nature when

we use Biemann's relation
tr
$ 8.
In the case of the
function (s)
(5)
Now, when
<r
<1
8,
= 27r
-1
we have, by
r(l-s)(l-s)sin(ls7r).
-
12 33,
r(i-s)=0{e (J
" s)log(1_s) - (1_s)

}
and so
f (*) = 0[exp{-|-r|
Since arc tan
2/(1
*| + (J-o i01og|l-*|+tarotan</(l-o-)}]f(l-).
<r) = Jtt +
_1
(<
),
the results already obtained for (s,
according as
a),
t is
positive or negative,
we
see,
from
that
( S ) = 0{|*|i-"K(l-s).
In the case of the function
(s, a),
we have to use the formula

we have, when <r < 0,
to obtain the generalisation of this result
of Hurwitz ( 13 15)
-
-^ i C_ a (l- S)],
i
a*,a)= -i^)'- l V{\-s)[e^ Ca {l~s)- e
oo
(!-*)=
where
Jbrnria
2 731
m
=1
(l-e 2 " a ) a (l -*) = e 2ri+ 2
Hence
e 27-ia[y-i_
w _l)-i]
71=2
+ (*-l)
,27jirfa / "
<?""("
_2
,, 8
on the right is a uniformly convergent series of analytic functions

whenever o-<l-8, this equation gives the continuation of Ca (\-s) over the range
0ô-<l-8; so that, whenever o- $ 1 - 8, we have
since the series
af(l-)|<l+ 2
n=2
K^ + Oi-ir^ + l'-ll
2
7i=ff'+l
Pn
./
"
276
Taking N=[i], we obtain, as in
13 5,
f.(l-)=0(|*|
(r<l-8)
=o(i<rio g
And
[CHAP. XIII
(-<o-<).
|<i)
obviously
f.(l-*) = 0(l)
Consequently, whether a
(r<-).
we have the
unity or not,
is
C(s, a)
results
= 0{\t\l-)
(<t^S)
= 0(1*1*)
(Sô-^1-8)
= 0(|*|*log|*|) (-8^<r<S).
We may
combine these results and those of
13 5, into the single

-
formula
C(s,a)=0(\tr^log\t\),
where*
t{<t)
= 1-<t,
and the log
(o-<0);
1
= J,
T(<r)
(0 =$
o-
:$
r(cr)
may be suppressed except when -
= l-cr,
8
13
From
^ o- ^ 8
The asymptotic expansion of log T
6.
121 example
(JtS<rl); r(<r)=0, (<7>1);
{z
or
when
8$
$ 1 + 8.
<r
a).
follows that
3, it
r* r
si/,,
1+ nJ^.l_ T(^ a)'
1+ \
a
->.5,{(
+
+
/ =i (V
.-f-"
'
Now,
log(l
slues of the logarithms

loj
being taken,
the principal values
^)ar*}
+ f) + log5{(l +
Y>
C
(
}
00
= 2
71
If
\z\<
a,
m (a
=1
w)/
the double series
is
a\z\
n (a + n)
2
=i
+ 2
(a+n)
m =2
m=1
am
absolutely convergent since

\z
Is \
1-Jfl
a+n) + a+n
/,
log (
,
converges.
Consequently
e-^F(a)
%
2
H = az
(z + a)
Now consider If
,
log ^-7
77".2
similar to that of
points
1,
0,
and
...;
,,,=2
can be proved that t
<
(it)
my/
zm
tym, a).
.
= 2,
3, 4, ...
the residue of the integrand at
since, as
* It
c ssmws
12'22 enclosing the points
integral converges if z
zahlen, 237.
S (-)+ z ^^
the contour of integration being

(s, a)ds,
'
1,-2,
z m (m, a);
--
2m
az
-;
=i n (a
-*-
00
(where
a)
+ it),
(s,
but not the
= m(m^2)
a)=
(1),
is
the
1.
may
be taken to be \
(1
when
^ a $ 1.
See Landau, Prim-
THE ZETA FUNCTION OP RIEMANN
13"6]
277
Consequently
e-v*r(a)
lOg-FTT
L (z
^
+ a)
"
az
n (a
+ n)
=i
r'(o)
-^n~k
= If
,,
ssmTrs
a)
Q (S,
2tti ] c
CIS.
Hence
T(a)
=
T(z + a)
log
5
Now
let Z)
r (a)
f
7T^
1
c
27rt J c s sin tts *
-r
be a semicircle of (large) radius
(s,
v
a)' as.
N with
centre at s
=f
the
On this semicircle
on the right of the line <7 = f.
_ r| ' - itarss
3
and so the integrand is*
f(s, a) =0(1), |^| = l^l'e-**^
}.
{|^| e'
Hence if z < 1 and rr + 8 ^ arg 2 ^ 7r - 8, where 8 is positive, the integrand
is 0(\z\'e~ sw ), and hence
semicircle
lying
<r
'
J j) s sin 7rs
as iV
-*-
oo
It follows at once that, if arg z
r(a)
l0g
But
I> + a) -
r +
r
is
arg z\ ^
7r
it
?(S
<
a)
'
1,
for all values oi\z\ if
when
<
1,
persists for all
/-n-jiflissmm?
infinity.
By
and hence
1 (s, a) ds, where n

13-51,
if
a fixed integer and
is
the integrand
{z"
is
the upper signs be taken, or
RtM
e~ SB
if
},
the lower
R -* oo
by Cauchy's theorem,
Therefore,
r(o)
where
^
s sin
8.
signs be taken, the integral tends to zero as
8.
vz
consider
-|<o-<|;
loff
and
going to tend to
where
,-
the above equation, proved
5*5,
when arg z ^
r*=Ri
Now
2m j f _
(a)
Hence, by
ft + -
an analytic function of z
this integral defines
values of z
^ 7r
I> + a)
T'(a)
Z ^ri-4
r(a)
/--l + '
+ S27riJ__
T
Now, on the new path

I
ssm7rs
_ ooi
J? m is the residue of the integrand at s
ttz*
(.
bV
'
Ct) CfS
'
+ 2
m =-i
jK m
= m.
of integration
_?*-(,,
a)
< Ef-'-i
J
fl
l''-t-"-|<|
>
s sin its
I
where
iif
is
independent of z and
i,
and
t(<t) is the function defined in
13-51.
*
The constants implied
in the symbol
are independent of
and
throughout.
278
J
J
when
e~
Consequently, since
\\t\
T \- n ~i)
dt
[CHAP. XIII
converges,
we have
00
is large.
Now, when
^T^fr^l
m(i + l)(m +
Rm
513-14,
by
J
a positive integer,
is
Rm =
where
<b
and
so
m'(a) denotes the derivate
of
2)
Bernoulli's polynomial.
Also
the residue at
is
lf
of
l+~ +...)(! + slog *+...) 6" a + f(0,
and so
_R
=
by
(I
-a
- a
)
lg ^
' (0,
log *
log
a)
+.
a)
r (a) - \ log (2tt),
13-21.
And, using
1321,
S=
i?_j is the residue* at
of
-^ l-S + S>-...)(l + ^+...)z(l + S]ogz + ...)(-^ +

i
tt
Hence
r,
it-!
r'(a)
= z log z + z
i
+ 2.
1 (a)
Consequently,
log
a)
finally, if
(*
arg z ^
tt
log *
|J
is large,
(-r"<//TO+2 (a)
=i
and
- z + 1 log (2tt)
|
previously in
a=l,
0f .-- t v;
m(m + l)(m + 2)^ + UV
this
"
reduces to the formula found
12 33 for a more restricted range of values of arg

-
The asymptotic expansion
just obtained
is
valid
when a
is
,2.
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 t(s, 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) ^ ir S, we have
|
logr(* + o +
l)
= ^ + a+^log( + o)-*-o + glog(27r) + o(l);

*
Writing
= S + l.
13"6]
subtracting log (z
+
|
we have
from each
re)
arg
we
side,
+ re) < 7r - S
(0
easily see that
and
when both
arg z ^ it
279
8,
the asymptotic formula

log
r (z +
a)
= (z + a - i) log z - z + \ log (2tt) +
where the expression which
(1) tends to zero as
is
z |>x
(1),
REFERENCES.
G. F. B.
Riemann,
E. G. H.
Landau, Handbuch der Primzahlen.
E. L. Lindelop,
E.
Ges. Werke, pp. 145-155.
Le Calcul des Risidus, Ch.
W. Barnes, Messenger of Mathematics,
G. H.
Hardy and
(Leipzig, 1909.)
(Paris, 1905.)
iv.
xxix. (1899), pp. 64-128.
E. Littlewood, Acta Mathematica, xli. (1917), pp. 119-196.
J.
1.
Shew
that
(2-l) C
W= 7ZT + 2 / " a+3/ r*

2
%)^^
sin (sarctan
(Jensen, L'Intermediaire des Math. (1895),"p. 346.)

2.
Shew
that
(s)
2 8-i
s
- 2s
JO
+y2
- is sin
(s
arc tan y)
e^ + 1
(Jensen.)
3.
Discuss the asymptotic expansion of log
<? (2
+ a),
(Chapter
xn example
aid of the generalised Zeta-function.

4.
Shew
that, if
<r
>
the summation extending over the prime numbers p = 2,

(Dirichlet,
Shew
that, if
<r>
1,
_rw =
where A ()=0 when n
prime p.
6.
is
by
logf (s) = 2 2
5.
48)
(Barnes.)
3, 5, ....
Journal de Math.
iv. (1839), p. 407.)
aw
not a power of a prime, and A
(ri)
= \ogp
when n
a power of a
is
Prove that
e
- *2
dx
ni
()'
g-^-TO^-1^
r (*.);,
(Lerch,
See the Jahrbuch
iiber die Fortschritte
Krak6w Rozprawy*,
der Math. 1893-1894,
p.
482.
11.)
280
[CHAP. XIII
If
7.
00
(s,x)
where x
|
<
1,
and the
ntll
2
71
=1
real part of s is positive,
/fc
shew that
xz"- l dz
'
(?-X
and,
if
s< 1,
lim (l-xf-'îs, x) = T(l-s).

(Appell, Gomptes Rendus, lxxxvii.)
If x, a,
8.
and
be
real,
< a < 1,
and
and
s>
oo
d> (x, a, s)
and
1,
if
2nirix
r-,
shew that
,
tp (x, a,
1
e- Jdz
-.
[
1
r-. I
s)=
and
(Lerch, Acta Math, xi.)
By
9.
evaluating the residues at the poles on the left of the straight line taken as
shew
contour,
> 0, and
that, if k
arg
y
1
and deduce
that,
\ik>
Ju-,
[k+cci
that, if a is
<
[k+mi
\,
g^j
and thence
_r().(ir*)f(a)d = or(*)
/
>
an acute angle,
+1
(Hardy.)
10.
By differentiating 2ra times under
and then making a -*
Jtt,
r,*$g
By
when
the integral sign in the last result of example
deduce from example 17 on
p.
9,
124 that
w- s#i.
taking n large, deduce that there is no number ta such that

| (<)
t , and thence that
f (s) has an infinity of zeros on the line o- = J.
of fixed sign
is
>
(Hardy.)
[Hardy and Littlewood, Proo. London Math.

number of zeros on the line <r = \ for wlich < t
Eiemann hypothesis
Landau, Primzahlen,
is
i.
true, the
p. 370.]
number
is
^-
have shewn that the

(T) as T -^ oo if the
Soc. xix. (1920),
< T is
at least
T log T
~
S
""
T+0 (log T)
see
CHAPTEE XIV
THE HYPERGEOMETRIC FUNCTION
The hypergeometric
14*1.
We
i
have already
+"- 6
l.c
series.
2-38) considered the hypergeometric series*
a(a + l)b(b + l)
1.2.c(c + l)
a(a + l)(a+2)b(b+l)(b +
1.2.3.c(c + l)(c + 2)
2)
Z+ '"
from the point of view of its convergence. It follows from 2'38 and
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
and that
if
the real
axis,
plane.
a cutf
The
Many
(i.e.
an impassable barrier)
the function
analytic
is
+ oo
Shew
Example.
z).
+ z) = zF(l,l;2;-z),
The value of F(a,
The reader
= F(a + l, 6 + 1; c + 1;
z)
will easily verify,
The name was given by Wallis
1)
when R(c
Euler used the term hypergeometric in

due to Eummer, Journal fiir Math. xv.
{a + 2b}
...
{a
z).
a b)>0.
by considering the
in 1655 to the series
a{a + b]
t The plane
;*/).
that
-T F(a, b; c;
coefficients of
whose nth term
xn in the
is
+ (n-l)b}.
this sense, the
modern use
of the term being apparently
(1836).
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
the cut may be regarded as an impassable barrier.
It will
Thus|
functions.
e*=lim.F(l,/8;l
along
important functions employed in Analysis can be expressed by
log(l
1 to
and one-valued throughout the cut
function will be denoted by F(a, b
means of hypergeometric
14*11.
made from +
is
5*3
so that
be a good exercise for the reader to construct a rigorous proof of the third of these
results.
This analysis
is
due to Gauss.
example 2.
to justify is given in 14-6
A method more
easy to remember but more
difficult
282
various series, that
if
< 1, then
$ x
_ i _ (2c - a - b -
[CHAP. XIV
F (a,
1) x)
x)
+ (c -
a) (c
- b) xF(a,
= c (c- 1) (I - x) F (a,
= c(c-l)jl+ 2
where un
n
the coefficient of x in F(a, b
is
Now make x>1.
By
3'7l, the
+1
x)
x)
-un _ )xn i,
(un
x).
right-hand side tends to zero
if
QO
1+2
w_i)
converges to zero,
i.e.
un *0, which
if
the case
is
when
B(o-a-b)>0.
Also,
by
2-38
c(a
and
371, the left-hand side tends to
+ b-c)F(a,b;c;
under the same condition
+ (c-a)(c-b) F(a, b;c+l;
1)
1)
and therefore
(C
F(a,b;c;l)^
-a
^-^ F(a,b;c +
l;l).
Repeating this process, we see that

F(a, 6; c; Y)
r-~-^
i i\F(a,
+ w)(c-a-6 + m)j
II
U=o
(c
fl
lira
U*> =o (c
if
b:c
+ m;
1)
(^
+ )w(c - a - 6 + n)J
m^.,
lim J" (a, 6
+m
1),
these two limits exist.
But
integer
m > \c
(6
v
">
;
|,
1213)' the former limit
and, if u n {a,
b,
is
^-^ V-ftt
r (c - a) T (c -
rr> if c
b)
be the coefficient of x n in
c)
is
not a negative
F (a,
b; c
x),
and
we have
00
.F (a, b
+ i
1)
1 ^ 2
1
un
(a, b, c
+ m)
n=l
00
\c\)
$ 2 un (\a\, \b\,m
=i
\ab
2 (|o| +
m-\c\ n=0 n
Now the
last series converges,
decreasing function of
when m>|c| +
therefore, since
lim
F (a,
{m
+m
1)
l,|6|
|aj
m--oo
and
therefore, finally,
Win h-r-K
l-|c|).
+ |6| 1, and is
>0, we have
_1
|}
+ l,m +
r(c)r(o-a-6)
a positive
14-2, 14-3]
The
14-2.
F(a,b;c;
differential equation satisfied by
The reader
will verify
the hypergeometric series

equation*
283
z).
without
difficulty, by the methods of 10-3, that

an integral valid near z = of the hypergeometric
is
z(l-z)~+{c-(a + b + l) Z }^-abu = 0;
from
10-3, it is
apparent that every point
equation, with the exception of
Shew
Example.
0, 1, oo
is an
ordinary point of this
and that these are regular points.'
'
'
'
that an integral of the equation
T*V
)(
S +6) w -('5- a)(*5-
zF(a + a, b+a; o-/S + l;
10-72
<Pu
it
was observed that Riemann's
-a- a!
dz 2
a' (a
z).
ft
- ft'
zb
-b)(a- c)
z a
ft/3'
(b
-7z c
y' \
du
dz
y/ (0 - a) (c -
- c) (b - a)
zb
(z
by a
)"=
Solutions of Riemann's P-equation by hypergeometric functions.
14'3.
In
fl
a)(z
b)
b) (z
0,
c)
suitable change of variables, could be reduced to a hypergeometric
equation
equation
and, carrying out the change,
we
see that a solution of Riemann's
is
fz-a\ a fz-c\
provided that a
a'
is
(z-a)(c-b)}
not a negative integer
for
simplicity,
we
shall,
throughout this section, suppose that no one of the exponent differences

a a', ft ft 7 7' is zero or an integer, as ( 10'32) in this exceptional
7
case the general solution of the differential equation
terms
which the reader
Lindelof, to
Now
still
involve logarithmic
is referred.
be interchanged with a', or 7 with y, in this expression, it must

Riemann's equation, since the latter is unaffected by this change.
if a
satisfy
* This- equation
may
the formulae in the exceptional case will be found in a memoir % by
The constants
was given by Gauss.

are subject to the condition a + a'
X Acta Soc. Seient. Fennicae, xix. (1893).

hypergeometrische Funktion (Leipzig, 1894).
+ fi + fi' + y + y' = l.
See also Klein's lithographed Lectures, Ueber die
284
We
(z
[CHAP. XIV
thus obtain altogether four expressions, namely,

t
- ay
^)
-6//
which are
all
lz
c\i
(c
i+-;
t^j ^ {+/*+% +^+t;

/-/
U-6/
;c
"*'
- 6) (z - a))
ffi
)(
,_ 6 ; |-
(c-o)(-6)j'
solutions of the differential equation.
Moreover, the differential equation

(/3, /?', b),
are interchanged in
(y, y', c)
is
unaltered
any manner.
such changes in the above solutions, they will
if
the triads
If therefore
still
(a,
a,
a),
we make
be solutions of the
differential equation.
There are
five
such changes possible, for
{b, c, a\,
in turn in place of
We
make
{c,
{a, b, c},
thus obtain 4 x 5
a, b},
we may
{a, c, b), \c, b, a],
write
{b, a, c)
with corresponding changes of
= 20 new
a, a', /3, /3', y,
y.
expressions, which with the original four
altogether twenty-four particular solutions of Riemann's equation, in
terms of hypergeometric
The twenty new
series.
solutions
may
be written down as follows
-(^T'(S)" '{*+*+*
+ y + .;
+ *-ft
g^
14 4]
-
/z-ay /z-by (
/M-aY(^)' F\* + y + p,
\z - cl \z cj
(z
- ay
,'z
a\ a
/.z
- by' _
^ U U
=
'
by'
o)
- a ," _
[z- c\y'fz-a\ a
/^
A?
-,
J-^^L
(b-a)(z-c))
'
'
-.
-,
Q>
(b
^,+ 7+/3.+ 7+ /3;l + a'-;
c)
- ey
(b-c)(z-a)\
->
!+'-;
+7 + /3;
^'
'
'
285
_,
"
;6
(a
_
_,
F
+ e +a 1+ v-i>
""-U^-J
J p +fi+
z-cy fz- ay' ,.,,,,.,,
-T
f^T
*"
J* + + %
>
/3
+ ' + 7;
,.
..
+ ft - ft;
Z-by' (Z-C\y { a
a>
a'
n
FW'+ct + y,p'+a'+y;
1+/3-/3;
zaj\z aj
,
War
'
^/ *-'/ i i|
r
Az
By
by'fz- c\v'
a/ \z a)
writing
^y
r-
0,
The
A, B,
0,
O-A-B,
we obtain 24
F(A, B; G;
for
b) (s
c j },
- c))
(a-b)(z-c)
S^#^}
>
(c-Cl)(z-b))
)
(c
r~ a))(L
b)(z
/j,
c) (z - a))
^_
(a-&)(s-c))
\a-J>(,-b) \>
(c
(c
a,
a',
a)(z b)}
b)(z a))
/3,
/3',
y,
y',
solutions of the hypergeometric
x).
existence of these 24 solutions was
144.
,,
- ))
(-)(*-6y
9'
/
respectively,
equation satisfied by
+ a+(/iiS + ^ + y ;1+ /9 _
r, f ,
- C,
/8
~ c)
first
shewn by Kummer*.
Relations between particular solutions of the hypergeometric equation.
It has just
been shewn that 24 expressions involving hypergeometric

hypergeometric equation; and, from the general
series are solutions of the
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
* Journal filr
Mi, "2,
Math. xv.
u 3 w4
,
u, u iS
w21 22
(1836), pp. 39-83, 127-172.
in the
manner indicated at
They are obtained
in Forsyth's Treatise on Differential Equations, Chap. vi.
in a different
manner
286
the end of
14'3,
we obtain the
equation with elements A, B,
[CHAP. XIV
following solutions of the hypergeometric
x:
C,
= F{A,B;C;x),
=(- x y-F(A -G+l, B-G + l; 2-C;x),
c - A ~ B F(C - B, C - A; C; x),
y = (l- x)
c
- xf-A - B F{\-B, l-A;2-C;x),
y = (-xf- (l
y = F(A,B; A + B-C+l;l-x),
= (l-x)-A - B F(G-B,C-A; G-A-B + l; l-x),
y
B
yn = (- x)~ F(A, A -G+l; A-B + l; or*),
A
y22 = (-x)- F(B, B-C+1;B-A + 1; aT>).
If |arg(l x)\< tv, it is easy to see from 2-53 that, when \x\< 1,
by considering
relations connecting y-,, y 2 y y must be y = y y = y
of the series involved.
form of the expansions near x =
y,
17
ls
s,
t,
the
the
manner we can group the functions wl7 ... a into six sets of four*,
Ms Mia, Wis! u2> ui> W14. "lsJ Us, U<7, 21> U w M 6 M8 M22 Mj,; M 9 U n M 17 ,Mi9
u u m 12 m 18 u w such that members of the same set are constant, multiples of
one another throughout a suitably chosen domain.
In
this
Viz. Mj,
In particular, we observe that u lt u3 uis m 15 are constant multiples of a

5-4, 2-53) can be expanded in the form
,
function which (by
{z
- aY \l+ I
(z- a)4
en
when arg (z a) is so restricted that

\z a\ is sufficiently small
ay is one-valued, this solution of Kiemann's equation is usually written
And P
P&\ P"*' PW, P'*'' are defined in a similar manner when
P<">.
\z a\, \z b\, \z c\ respectively are sufficiently small.
when
(z
(,x
'>;
To obtain the
of solutions
relations
much more
is
which connect three members of separate

difficult.
The
elaborate transformations of the double circuit

later in
14 61
-
but a more simple and singularly elegant method has recently
been discovered by Barnes

14'5.
where arg { z)\<
'
(a
shall give a brief account.
the hypergeometric function^
+ s } T(b + s)T (-
s)
f*
ir,
ensure that the poles of r(a + s)T(b + s),

The
we
of his investigation
Barnes contour integrals for
Consider
sets
been obtained by
integrals which will be obtained
relations have
is
curved
(if
necessary) to
viz. s = a n, b n(n = 0,
1, 2, ...),
special formula
which is derivable from the relation connecting i with m 13 was discovered in 1730 by
Methodus Differentialis, prop. vn.
,
t Proc. London Math. Soe.

topics by Pincherle, Mellin
(2), vi. (1908),
pp. 141-177.
and Barnes are there given.
Stirling,
References to previous work on similar
W-5]
lie on the left of the path and

the poles of T(-s),
the right of the path*
From
13-6 it follows
that the integrand
4" 6-0 " 1
[ s
viz. s
= 0,
..., lie
1, 2,
on
is
exp {- arg (-*)./
I"
287
- tt / (s)
()
}]
as s-oo on the contour,
and hence it is easily seen ( 5'32) that the integrand

is an analytic function of*
throughout the domain defined by the inequality
arg z *S if S, where & is any positive number.
I
Now, taking note
r (- s) T (1 +
of the relation
J_
r(a+s)r(b+ s ) Trj-zy
r{c + s)r(l+s) sinsTr
2-n-i)
= - tt cosec sir,
s)
consider
'
where
is
the semicircle of radius JV
with centre at the
Now, by
origin,
and
on the right of the imaginary axis
an integer.
is
we have
13-6,
T (a + s)V(b+s) Tri-^y
T(c+s)r(l+s) sinsTr
as
iV-> oo
when
s is
(_ z y
^sln^r"
the constant implied in the symbol
on the semicircle
( z)8 cosec
sir
and,
exp |(iV
if
4-
being independent of arg
s = (n +
^
lj cos
iB
and
<
0log\z\-(N + ) sin
UN + g) cos
exp
"
exp
(JV +
J2
6>
log *
j
Hence z/
log ^
j
negative
is
(i.e.
as
\z\<
it
- (V + 5)
arg (- *)
sin
8 sin
11
11
O<|0|< IT,
^ log
exp|-2-*s(jV +
sufficiently rapidly (for all values of
we have
1,
- (N + J)
J)
T J
# ^
|
g 7T.
the integrand tends to zero
1),
under consideration) to ensure that
Noo
/,
/coi
/-(JV+^)i
Now
/-oo
+
r
(j\ +i)
is
equal to minus
of the integrand at the points s =

* It is
assumed that
a,
and
2-n-i
0, 1, 2, ...
sum of the residues

Make iV>oo, and the last
times the
N.
6 are such that the contour can be drawn,
are not negative integers (in which case the hypergeometric series
is
i.e. that a and

merely a polynomial).
288
three integrals tend to zero
when
^-
arg (- z) ^
\
8,
[CHAP. XIV
and z <
|
1,
and
so,
in
these circumstances,
r(. + ,)r(i + ,)r ( -,)

T(c +
jr
r(c
-o
summation being the residue
the general term in this

s
r^+^r^ + n)
3
;
s)
+ ).n!
'
of the integrand at
= n.
Thus, an analytic function (namely the integral under consideration) exists

throughout the domain defined by the inequality arg 2 < 77-, and, when \z\< 1,
|
fMiction may
this analytic
be represented by the series
r(q + tt)r(& + rc)

r (c + n) n
M =o
.
The symbol F(a,b;c;z)

divided by
V (a) T
(b)/T
be used to denote this function
will, in future,
(c).
The continuation of the hypergeometric
1451.
To obtain a representation
when
>
of the function
we
series.
F (a,
b; c
the form of
z) in
employ the integral obtained in

If D be the semicircle of radius p on the left of the imaginary axis
14 5.
with centre at the origin, it may be shewn* by the methods of 14 5 that
series
convergent
1,
shall
if rc + rtrff +.)!(-.)
1m J D
as poo
number
Hence
arg (- z)
+ s)
(not zero).
can be proved (as in the corresponding work of
it
j
(c
arg ( z) < tt, z > 1 and p>ao in such a way

bound of the distance of D from poles of the integrand is
provided that
that the lower

a positive
<
7r
and z >
|
14'5) that,
when
1,
irr(a + s)r(b + s)T ( -s)

T(c + s)
2m J
=o
'
r (a + n) T (1 c + a + n)
r (1 + n) T (1 b + a + n)
a n) ir
,_ a _ n
mr sin (b - a n) tt
r (b + n) T (1 - c + b + w)
sin (c - 6 - ?i) tt
I
m =o T(l + n) 1^(1 a + 6 + w) cosri7rsin(a b n)-7r
sin (c
cos
6 _ tc
'
the expressions in these summations being the residues of the integrand at
the points
s= a n,
=bn
It then follows at once

* In considering the asymptotic
or
on
Z), it is
simplest to transform
respectively.
on simplifying these
expansion of the integrand when
(a
+ s), F
(b
+ s), T(c + s) by
that the analytic
series
is
large
the relation of
on the contour
12-14.
14 '51, 14*52]
THE HYPERGEOMETKIC FUNCTION
289
continuation of the series, by which the hypergeometric function was originally

denned, is given by the equation
T(
a)
(h
r^
(o c)
where arg ( z) <

|
It
is
b
(- z y
~\
(b>
>
~^
- a+b
z
>
ir.
readily seen that each of the three terms in this equation
of the hypergeometric equation (see
14
a solution
is
4).
This result has to be modified when a b is an integer or zero, as some of the poles of
T (a + s)T(b'+s) are double poles, and the right-hand side then may involve logarithmic
terms, in accordance with 1 3.
-
Putting b = c, we see that,
Corollary.
if
arg
s)
|
<
-,
r(a)(i-*)-^jj'*^r(a+<)r(-) (-)&,
_a --l as z-s-O, and so the value of arg (1 z) which is less than jr always
(1 - z)
has to be taken in this equation, in virtue of the cut (see 14'1) from
to +oo caused
by the inequality arg ( - z)
n.
where
Barnes'
14*52.
(y s)
(8
s)
lie
lemma
on
<
that, if the
path of integration
of the path
the right
and
the poles
is
curved so that the poles of
of Y (a + s) T
(/3
+ s)
lie
on
the left*,
then
Write / for the expression on the

If
C be
left.
defined to be the semicircle of radius p on the right of the imaginary axis with
if p-*-<x> in such a way that the lower bound of the distance of
centre at the origin, and
C from
the poles of r (y - s) r
(8
s) is
T(a + s)r(ff+s)r(y-s)T(8-s) =
positive (not zero), it is readily seen that
^^^p^^-
= 9[y*+e+v+s-2 exp
as
s |-*-oo
on the imaginary axis or on
Hence the
Thus, as in
original integral converges

14'5,
s)
(8
- r(a + y+)r(/3 + 7 + )
and
-s)
* It is
supposed that
/3,
/(g)
|jj ;
-s-Oasp-s-oo,
when^(a + /3 + y + 8-l)<0.
- 2ni times the sum
tt
of the residues of the
we gett
r(q + 8 + )r(|3 + 8 + )
(ra + 1) T (1 + S-y+ra) sin(y-g) n
'
K=0 r
such that no pole of the
first set
coincides with any pole
set.
t These two series converge
W. M. A.
is
y, d are
27r
evaluating these residues
it
B=0 r(rc + l)r(l+y-8 + ) sin(S-y)
of the second
_
{
C.
the integral involved in 1
integrand at the poles of r (y-
^coaec(,y~s)nooaec(o~s) v
7)
2-38).
19
290
And
using the result of 12-14 freely, by 14-11
so,
_
,
I=
^Ti
*\
sm(y-o)7r
fr(a + 8 )rQ3 + 8)
Wn y +
X~xV~
"(1
o)
>
r(a + y)rQ3 + y)
r(i-8+
(1-8+7)
7
_ n-r(l-a-)3-y-8)
..
1)
^(+y,/3+v; 1-8+yj
+ 8) T Q3 + 8)
(a
r.(l
r(a + y)r(/3 + y)r(a + 8)r(/3 + 8)
- sin
But
2 sin
n-
+ 8) 7T sin (/3 + 8) tt}.
(a
2 sin (a + S) w sin (/3 + 8)

(a+y) sin (/3 + y)
= cos (a - /3) - cos (a + j3 + 2y) - cos (a - /3) + cos (a + + 28)
= 2 sin (y- 8) tt sin (a+/3 + y + 8)
rja+y1 r(/^y jr(a + 8)^(0 + 8)
/=
r(a + /3 + y + 8)
tt
1)
r (a + y) T (/3 + y)
-a-8) T (1 - /3-
tr(l-a-y)r(l-/3-y)
Sin(y-8)*r
,,
,,,,
P + l-y+8;
a+b
[CHAP. XIV
tt
7t
n-
rr
/3
tt
tr.
Therefore
which
is
the required result
it
has, however, only
been proved when
fi(o+/3 + y + 8-l)<0;
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, /3, y, 8 for which none of the poles of r (o + s) r (/3 + s), qua function of s,
coincide with any of the poles of r (y s) r (8 - s).
tiut,
Corollary.
the result
Writing
is still
true
ft-k, y + k, 8 + k in place of
+ k, a-k,
when the
limits of integration are
s, a,
-k<x>
/3,
y, 8,
we
where k
i,
see that
is
any
real
constant.
The connexion between hypergeometric functions of z and oflz.
14 53.
-
We
have seen that,
if
arg
j _
- z)
< n,
Wi j _
fr
r {a+t) r{b+t) T (s_<) r
-a- b~ t
dt
r(c-)r'(c- 6)
by Barnes' lemma.
If be so chosen that the lower
t
contour
may
is
positive (not zero),
it
bound
may
of the distance between the s contour and the
be shewn that the order of the integrations*
be interchanged.
Carrying out the interchange, we see that
%n\
'
= s~7
*
Methods similar
(1
-z) be given
T(c-a)T (c-b)T (a)T (b)F(a,
b; c; s)/r (c)
if
arg
T ( a + t )^(b + t)T(c-a-b-t)\^-.
may be
used, or
it
principal value,
f*\ r(s-*)r (-*)(-)"<*]-
T{a + t)T(b + t)T(c-a-b-t)T{-t){\-z)

to those of 4-51
its
may be
eft
dt.
proved without
that conditions established by Bromwich, Infinite Series, 177, are satisfied.
much
difficulty
14*53, 14 6]
Now, when
arg
(1
z)
\
methods of Barnes' lemma
< 2jr and
T(c-a)r(c-b)V(a)r(b)F(a,
<
-z
and
( 14-5S?);
this last integral
1,
a + b-c + l; l-z)
c- a
>F(c-a,c~b; c-a-b + 1;
a result which shews the nature of the singularity of
(a
1)
Taking
<
1,
<
an integer or
+ 1) r
(c
-a-b-
such that
may
1)
at
z)
then
zero, as
1)
With
appear.
l-z),
z = 1.
this exception, the result is
< n.
tend to a real value, and we see that the result
<z<
still
1.
Solution of Riemann's equation by a contour integral.
14"6.
We
we may make
holds for real values of
is
has double poles, and logarithmic terms

valid when arg ( - z)
arg (1 - z)
n,
j
F (a,
ab
(6
evaluated by the
c; z)
+ r(c)T(c-a)r(c-b)T(a+b-c)(l-z)
if c
may be
we deduce that
so
= T(c)r(a)r(b)T(c-a-b)F(a,b;
This result has to be modified
291
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

variable /, defined by the relation
10'T) be replaced
by a new dependent
u=
The
(z
differential equation satisfied
d*I
dz-
1+/3 -/3'
l_+oj-o'
\ z a
f
(a
- b'f (z -
a) a (z
by
1
z b
+ 7)
c)y I.
easily found to be
+ 7 - y'\dl
z c
dz
)
+ 13 + 7 +
{(
i" is
1) *
+ a ( + fi' + y - 1)}
(z-a){z-b){z-c)
which can be written in the form
<2wg-[(^-2)0'W+KW}f
+
where
{* (\
- 2) (X -
1)
Q"
(z)
(X-l- 1)
(z)}
= 0,
= 1 a /3 7 = a' + yS' + 7',
\Q(z).= (z-a)(z-b)(z-e),
(z)
= 2 (' + 13 + 7) (* -
0) (z
- c).
It must be observed that the function 1 is not analytic at qo and consequently the
above differential equation in 1 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
1=1
(t- ay'+p+y- 1
(t
- by+e'+y-
(t
- C y^+y'-
- ty-t-y
dt,
J c
provided that
G, the contour
of integration,
is suitably chosen.
192
[CHAP. XIV
292
For,
if
substitute this value of
we
in the differential equation, the con-
dition* that the equation should be satisfied becomes
(t- ay+^y-'
(
J c
(t
by+e'+y- 1
(t
- cy+p+y'-
(z
- t)---t-y- Kdt =
2
o,
where
K = {X-i)\Q(z) + {t-z)Q'(z) + \(t-zYQ"(z)\

+ (t-z){R(z) + (t-z)R'(z)}
= (X - 2) {Q (t) -{t- zj] +(t-z) {R (t) -(t- zf 2 (a' +
= - (1 + a + + j) (t - a) (t - b) (t - c)
+ 2(a' + l3 + v)(t-b)(t- c) (t - z).
r
It follows that the condition to
The
is
satisfied reduces to
gy
-,-
dt=Q, where
v = (t - ay+f+y (t - by+e'+y (t - cY+p+r (t - s)-&++e+?>.
be
+ y)}
integral /
such that
therefore a solution of the differential equation,
is
V resumes
its initial
value after
has described
when
Now
V = (t - ay+f+y-
(t
- by+v+y-
(t
cy+e+y'- (z
1
U = (< - a){t-b){t- c) (* - t)~\
where
Now U is
a one-valued function of
hence,
must be such that the integrand in the integral

after
finally
I
J
resumes
that
C be a closed contour, it
resumes its original value
any integral of the type
- af(z - by (z - c)y
where
if
i~
has described the contour.
Hence
(z
- 1)-*-?-*' u,
either
is
its initial
(t-ay+y+o'-'it-by+^'-'it-cy+^y'-'iz-ty-ii-y dt,
a closed contour
value after
V has the same value
the t-plane such that the integrand
in
it, or else is a simple curve such

a solution of the differential equation
has described
at its termini, is
of the general hypergeometric function.

is referred to the memoirs of Pochhammer, Math. Ann. xxxv. (1890),
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.
The reader
pp. 495-526,
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
not depend on z and does not pass through the points a,
passes through the points a,
b, c
or
z,
b, u,
z;
if
( 4-2) if
the path
does
be an infinite contour or
further conditions are necessary.
if
14-61]
The hypergeonietric series F(a, b

equation denned by the scheme
z) is,
as already shewn, a solution of the differential
oo
-I
J,
1.1-c
293
zi.
c-a-b
If in the integral
(z-ay(\-
y
z
(t- a )^r+'-iA_^
(z-c)l
+s+? '- 1
(
,_
+ p + /-i
((
. 2)-a^- yA]
which is a constant multiple of that just obtained, we make 6-a-oo (without paying
attention to the validity of this process), we are led to consider
Io
Now
a-
V in
the limiting form of
{t-l) c
question
fl-c + a
and this tends to zero at t= 1 and
oo
-h- l
{t-z)- a c
is
(t-iy-* (*-3)-l-
,
provided
R(c)> R (b) > 0.
/oc
t
greater than
a'
(t
l)
~b'1
(t-z)- a dt, where
z is
not* positive and
1.
In this integral, write
t=u~
n
l
;
n*- (l-uy- b - 1 (l-w)-"du.

1
/:
We
are therefore led
to
for the hypergeometric
The reader
branch of
found is
expect that this integral
may
be
will easily see that if
-iiz is specified
This can be proved by expanding +

using 12'41.
14*61.
We
Deduce the
2.
the differential equation
if arga = arg (1 u)=0, while the

-uz)-*-*-! as w--0, the integral just
R(c)> R(b)>0, and
by the
fact
that
(1
r(6)r(c-6)
.
,
V
L F{^b;
r( g }
Example
a solution of
series.
(1
uz)--
e;
z).
<1
and
which represents the particular solution
P^"'
result of 14-11
when
from the preceding example.
Determination of an integral which represents P^ a \
now shew how an
shall
( 14-3) of the
integral
hypergeometric differential equation can be found.
"We have seen
( 14-6)
that the integral
I=(z-a) a (z-bf(z-c) y ( (t-a)P+y +a

J c
'- l
(t-b)y+-+fi
'- 1
(t-c) + fi +y'- 1 (t-z)-"-i3 -ydt
the differential equation of the hypergeometric function, provided C is a closed

contour such that the integrand resumes its initial value after t has described G. Now the
singularities of this integrand, in the i-plane are the points a, b, c, z; and after describing
the double circuit contour ( 12'43) symbolised by (b + ,c + ,b-,c-) the integrand returns
satisfies
to its original value.

*
This ensures that the point t=X\z is not on the path of integration.
justification of this process by 4-7 isleft to the reader.
The
294
[CHAP. XIV
Now, if z lie in a circle whose centre is a, the circle not containing either of the points
and c, we can choose the path of integration so that t is outside this circle, and so
z a < 1 - a for all points t on the path.
Now choose arg (z- a) to be numerically less than n- and arg (z b), arg (z-c) so that
they reduce to* arg (a -b), arg(a-c) when z^-a; fix arg (J -a), arg (<-&), arg(<-e) at
also choose arg (t z) to
at which the path of integration starts and ends
the point
reduce to arg
a) when
(t
?-*-.
Then
,_
6)
a _6)*{a +/S
gzf) + .
(-)M->* {i+r ()+'

and since we can expand (i-z)
_v into an absolutely and uniformly convergent series
,_a)--0-{l-(+/3 + y ) ?+...},
we may expand'the
_II ~^
which converges absolutely.
integral into a series
Multiplying up the absolutely convergent

z
multiplied by
- a).
(z
I=(a-bf(a-cyP
b ~~'
'
'
'
Pw P^, P^\ PW) by
(<1 )
we get a
"^ (t-af+y+"'
Jf
'
"We can define
+ e+
( l'
la)
series,
series of integer
powers of
Consequently we must have

1
(t-bp+a+l3 '- 1 (t-cy+P+y'-idt.
double circuit integrals in a similar
manner.
Relations between contiguous hypergeometric functions.
14'7.
Let P(z) be a solution of Riemann's equation with argument

a,
b,
c,
and exponents
a,
a',
multiple of one of the six functions
P; +ljm _!
and m, in
(z) are said to
functions, since
It
its
was
first
and
P (z)
by
may
is
let
P,
P (z)
P'>,
z,
singularities
be a constant
PW,
P<r'>.
Let
obtained by replacing two of the
m1
and
be contiguous to
to
P,
P<*>,
Pi+i,m-i(z) denote the function which
exponents,
Further
7, 7'.
/3',
/3,
P (2).
Such functions
respectively.
There are 6 x 5
= 30
contiguous
be any two of the six exponents.
shewn by Riemannj- that
the function
P(z) and any two of
contiguous functions are connected by a linear relation, the coefficients in
which are polynomials in
There
will'
z.
clearly be % x
to obtain them,
we
30 x 29
shall take
P 0) = (z- a) a (z - bf
(z
P (z)
c)y
(t
where
*
is
435 of these
relations.
k.
of arg (a -b), arg (a
To shew how
in the form
- ay+y+o-'-
(t
(t
- c)*+P+v'-i (z - i)P-r dt,
6)v++0'-i
a double circuit contour of the type considered in
The values
t Abh. der
- c) being
fixed.
Ges. der Wiss. zu Gottingen, 1857
between contiguous hypergeometric functions.
14-61.
Gauss had previously obtained 15 relations
THE HYPERGEOMETEIC FUNCTION
147]
round
First, since the integral
resumes
j
On
value after
its initial
{{t
ay'+P+y
of the differential of any function which
has described
- by+t'+y-
(t
295
(t
is zero,
c y+e+y'-
we have
(t
- z)-*-e-y]
dt.
performing the differentiation by differentiating each factor in turn,
we get
+ y) P + (a + & + y -
(a'
P^,,^ + (a + /8 + y' - 1) P'+1 ,y->
1)
_(a+J3 + y)
Considerations
of
symmetry shew that the right-hand
of
side
this
equation can be replaced by

(a
/3
+ y)
These, together with the analogous formulae obtained by cyclical inter-
change* of
(a,
a) with
a,
connecting the
(b,
/3')
/3,
and
(c,
hypergeometric function
y, y'),
are six linear relations
with the twelve contiguous
functions
"
l*+1,P'1>
a'+l,v'-l>
-*
Next, writing
of writing a
/3+3,v' 1>
^'+l,P'-b
-*
7+1, *'1
0'+],7'-l>
-1
Pa '_
"-y-j-1,
'~i
0'-l
>
y'+l,/5'-l
denote the result
we have
P = P.._
P = P_
Similarly
"p+l,a'-l>
P y'+l,a'-l,
using f P a
to
0'-fl,a'-l!
a = (t 6) 4- (b a), and
for a' in P,
Eliminating
Pi+1,/-1>
'
lf/
1;
,.
+1
y+1
+ (&-a)Pa ._
+
(c
a)
a ._i
from these equations, we have
(c-b)P + (a-c) Pa'-l,/J'+l + (6 - a) Pa'-J.y'+l = 0.

This and the analogous formulae are three more linear relations connecting
P with
the last six of the twelve contiguous functions written above.
Next, writing
(t
P=
iW-i k
z) = (t a) (z a), we
(*
readily find the relation
- ) a+1 (* - Vs (* - <0 r
(t-ay+y + -'- 1 (z-a)y+-+P- 1 (z-by+i +y'- (t-z)-"-i

5
[
J
-y- 1
dt,
which gives the equations

(z
- or {P - ( - Z-)-
Pe+i.y-}
= (* - ^)" p - - c )_1 ^W-J

%
= (z - c)-> {P-(z- a)- P+i,e<-i}1
The interchange
is
to be
made only
in the integrands
the contour
is
to
remain
unaltered.
t Pa'-l
unity.
is
not a function of Eiemann's type since the
sum
of its exponents at a,
b, c is
not
296
These are two more linear equations between
[CHAP. XIV
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
Hence each of these functions can be expressed linearly in
functions of z.
terms of
P and
some selected one
the above functions there exists
when the
relation
is
that
is,
between
The
a linear relation.
relation will be rational functions of
in z
them
of
z,
and therefore
will
and any two of
coefficients in this
become polynomials
multiplied throughout by the least
common multiple
of their denominators.
The theorem
is
therefore proved, so far as the above twelve contiguous

It can, without difficulty, be extended so as to be
functions are concerned.
established for the rest of the thirty contiguous functions.
a'
be derived from
If functions
Corollary.
by a+p,
+ g,
/3
P by replacing the
ft+s, y + t, y'+ii, where p,
+ r,
q, r,
s,
t,
exponents
u are
a,
a, ft
ft, y,
integers satisfying the
relation
p + q+r+s + t + u=0,
then between
in
P and
any two such functions there
which are polynomials in
This result can be obtained by connecting
with the two functions by a chain of
down the
linear relations which connect them

and the two functions, and from these relations eliminating the intermediate
intermediate contiguous functions, writing
with
exists a linear relation, the coefficients
z.
contiguous functions.
Many theorems which
will
Legendre functions
for the
be established subsequently,
e.g.
the recurrence-formulae
15 21), are really cases of the theorem of this article.

-
REFERENCES.
C. F. Gauss, Ges.
E. E.
Werke, in. pp. 123-163, 207-229.
Kummer, Journal fur Math.
G. F. B.
Riemann,
Ges.
xv. (1836), pp. 39-83, 127-172.
Math. Werke, pp. 67-84.
E. Pappeeitz, Math. Ann. xxv. (1885), pp. 212-221.

S.
Pincherle, Rend. Accad. Lincei
(4), iv.
E.
W. Barnes,
Soc. (2), vi. (1908), pp. 141-177.
Proc.
London Math.
(1888), pp. 694-700, 792-799.
Hj. Mellin, Acta Soc. Fennicae, xx. (1895), No.
12.
JMlSCELLANEOUS EXAMPLES.
1.
Shew that
F(a,b+\;
2.
F(a,
Shew
/3;
a + /3
that
+l
if
c;
z)-F(a,b;
c;
z)
= - F(a + 1, b + l; c + 1;
/3 and y are not integers, then the

independent of a;, and find its value.
a is a negative integer while
-y;
-x) + F(a,
(3;
y; x)
is
z).
ratio
297
dP
If P(z) be a hypergeometric function, express its derivates -%-
3.
P and
terms of
and -T34.
equal to F(\, |
If
b; c;
l,
coefficients
h
Shew
is satisfied
is
-z).
Fa + Fa _, F F _, Fc+
,
and in the right-hand half of the lemniscate, the former function
Fa+ =F(a +
with polynomial
6.
-j-
Shew that F{%, 1 Az (1 -2)} satisfies the hypergeometric equation satisfied by

z).
Shew that, in the left-hand half of the lemniscate z(\ -2) = -, these two
1
functions are equal
5.
dP
P satisfies the hypergeometric differential equation.

;
P(i,
linearly in
contiguous functions, and hence find the linear relation between P,
verify that
i.e.
d 2P
and -tj
x),Fa _=F(a-\,
b; c; #), determine the 15 linear relations
which connect F(a, b;
c; x),
with pairs of the six functions
iV-
(Gauss.)
that the hypergeometric equation
by the two
integrals (supposed convergent)

-1
f Z"
and
7.
Shew
that, for values of
(1
and
x between
S+
* (1 -* )
a
a
-Z) -T{l -(1 - x) z}-
1,
dz.
the solution of the equation
(a+ ^ +1)(1 - 2r)
Sr a/3y=0
AF{\a,\$; i; (l-2xy} + B(l-2x) F$(a + l), 103 + 1);
is
where A,
B are
arbitrary constants and F(a,
$;y,x)
I; (1-2*)*},
represents the hypergeometric series.
(Math. Trip. 1896.)

8.
Shew
rp,
,.
that
-
fl
iJj(a,p-, y -,x)-*J-Y
r(o+/3-y-)r( v -a+)r(y-3+)r(y).
(1
lr(7 -a)r( -/3)r(a)r03)
y
-a-<3)r(Y
_ r( Y
pi
, +
x)
'
r(y-a)T(y-/3)
where k
is
the integer such that
(This specifies the
^^1_0
9.
manner
in
provided that a + /3-y
Shew
that,
when
k^R(a + p y)<k + l.
which the hypergeometric function becomes
not an integer.)
infinite
R (y - a - /3) < 0,
when
(Hardy.)
is
then
a+/3-y
r(y)
"(a+/3-y)r(a)r(/3)
S..-7-
as h-- x
where
Sn
denotes the
sum
of the first
(M.
J.
n terms
M.
of the series for F(a,
Hill, Proc.
London Math.
1).
Soc. (2), v.)
298
Shew
10.
that, if
[CHAP. XIV
y% be independent solutions of
yu
then the general solution of
2^+{2pi+ s +4 } +
is z
= Ay^ + Byiy% + Cy
where A, B,
2
2
C are
4Pe+
{
4V-
constants.
(Appell, Comptes Rendus, xci.)
Deduce from example 10
11.
h- o- v \w-
m< {in
1
'
'
>>
'
that,
if
a + + }2 = c,
b
_r(p) r < 2tr - 1 )_

S r(2 a +)r(a+6+ m )r(26+ ra )
m! r(c + m)r (2c-l+w)
f (2a) r (26) r (a + 6)
(Clausen, Journal fur Math.

12.
Shew
that, if
|ff |<-?t
P{2a,
13.
III.)
j?(1 a;) |<|,
a+/3 + -i; ^} = i^{a,
2/3;
/3
+ /3 + J;
(Kummer.)
4^(1 -x)}.
Deduce from example 12 that
Shew
that, if
= e^ "
7
<a
^ (a) < 1,
and
F(fl,3a-1; 2a; -
ffl
r(a+ff+i)r(^)
j.flj.i-11
9 fl.
ffi.9
14.
and
2)
= 3* a ~ * exp {^n(3a- 1)}
M^
*>,
/-(a,
3a
-1
2a
- a,)
= 3* a " * exp
{fri (1
- 3a)}
^g-^ |
(
(Watson, Quarterly Journal, xli.)

15.
Shew that
^(-|,-x^ ;m+f;
r (A)r(n + &)
_ 4)=(f) Li|l_L|l.
(Heymann,
16.
If
(l-x)- +fi -t F(2a, 2/3; 2y;
A-)
Zeitschrift fur
Math, und Phys. xliv.)
= 1+ Ac + Or + Zte3 +
2
shew that
F(a,l3;
y+i;
x)
F(y-a, y-/3; y+J-;
.v)
(y+i)(y+l)(y+l)
(y+*)(y+i>)
7+ J
i%e. (4), xvi. (1858), pp. 356-357. See also Orr, Camb.
Trans, xvn. (1899), pp. 1-15.)
(Cayley,
17.
PM.
If the function
F(a,
/3,
(3',
F{a,P,p,y;x,y)=-r^f>
.,
y) be defined
'
^ f
F(al),
by the equation
u- (l-)
then shew that between i^ and any three of
F(fil),
its
Phil.
(1
-*)"*
(1
-v^)-" du,
eight contiguous functions
F(fil),
F(yl),
there exists a homogeneous linear equation, whose coefficients are polynomials in
x and
(Le Vavasseur.)
y.

If
18.
and
299
y a-/3<0, shew that, as x^-l -0,
that, if
y- a (3=0,
the corresponding approximate formula
is
(Math. Trip. 1893.)
Shew
19.
/-(x
that,
when #
|
<
+ ,0 + ,a;-,0-)
x 1 ->'( v -^)
1,
'- a - 1
<l
-1
(l- v )-^d
J/
= - 4^ sin a,r sin (y - a) ^-^rf . - ^ (a,

}
where
of v
a point on the straight line joining the points
c denotes
x and
of v are the
20.
when
same
and arg (l-v)--0as
as that of x,
0, x,
the
/3
initial
*),
arguments
v--0.
(Poohhammer.)
If,
arg
- x) < 2tt,
(1
K {X) = 2^/"l
and,
{r
~ S) r
"
+ S)}2 {1 ~ XY ds
'
when arg a; <2ir,

|
K' ( X ) = J-J"
by changing the
variable
K(l-x) = K'(x),
if
|arga;|<7r.
I(i) = (l-)-U'^j,
if
R(1-x) = x-%k(*^\,
if
(1
= _ Âr '(l/^),
- #) = (1 - x) ~ I
< 1,
arg x
<n
A
when arg ( - x)
|
in the integral or otherwise, obtain the following relations
With the notation
- s) T (J + )} 2 # <fe,
if
A"
when x
K(x)=K'(\-x),
JT'()
21.
[r
<
it,
(.*)
arg (1-^)| <tt.
arg
(1
-*)!<.
!arg.r|<7r.
if|arg^|<7r.
K L-)
1
arg
if
(1
- x)
< w.
(Barnes.)
of the preceding example, obtain the following results
and
= +1
- tf) - *
(1/tf)
+ - tf) - * A' (1/a;),

(
the ambiguous sign being the same as the sign of / (x).

(Barnes.)
300
22.
Hypergeometric
two variables are defined by the equations
series in
Fl( a;
ft ft;
y;
(a; ft ft; y,
y;
[CHAP. XIV
(, ', ft ft
.v,
*, y)
*,
^t" ^'
y) = 2
^^W,
^-^
y)- 2
*y,
oo
oo
2
where a m = a(a + l)...(a + m-l), and 2 means 2
m=0 n=0
m, n
Obtain the differential equations
-(i-)5 + y(i-) 3^|+{r-( a +î)-}S-^ 3f-^=o,
,(i_,)
+y
+{y - (a+ + i )4
^_ ^3=O)
a
and four similar equations, derived from these by interchanging x with y and
y when a', ft, y occur in the corresponding series.
a, ft
y with
a', ft,
(Appell, Comptes Rendus, xc.)

23.
If
is
negative,
and
if
a = v+a,
where
v is
an integer and a
is positive,
-.^W^^^r
r(*+a)
^ J-)(q-l)(-2)
where
(j
24.
shew that
(a;)
When a< 1, shew
= >-i
'
g( _ w)>
(Hermite, Journal fur Math, xcn.)
'
=i^ a
m =i + to
(a)
'
Jjâ^+Âfl+j^-V)
where
a,
(-)
that
25.
...
When
a>
1,
and
and a are respectively the integral and fractional parts
shew that
r()
7t=i
# + ?*
=i
#-a re
g(^r-gg-+
^-r+-+
x-a-\
\JX a
p -*
a:
i,
a- v + lj
of

where
-*)
<?(*)= (l
\
and
- (-)"
^,)...(l
(l
a + lj
a) \
301
a + u-1
+ l)-(g+-l)
(g
(Hermite, Journal fur Math, xcn.)

If
26.
where
?i
a positive integer and Ci, K C2
is
Jn\,n,
...
are binomial coefficients, shew that
T(y)r(y-x+n)r(x + v)T(v + n )
Y(y-x)T(y + n)T('D)T(x+v + ny
xxxv.
Edinburgh Math.
(Saalschiitz, Zeitschrift fur Math.
by Dougall,
^t^fty,
'
shew
that,
Proc.
o,e, *;
R (8 + e - a 1 > 0,
when
^(,-8 + l,a-< + l;S,
+ Sfl ^+
a number of similar results are given
Soc. xxv.)
then
,l) = 2
(8
_^ )r(f _ |a)r(H|a) r
(A. C. Dixon, Proc.

28.
Shew
R (a) <
that, if
29.
+ -"'
8(8+l) c (*+l)1.2
+g_B_f
London Math.
Soc. xxxv.)
then
q(a+l)...(a + n-l) l
r(l-fa)
- oos { * na)
1
(Mcrley, Proc. London Math. Soc. xxxiv.)
.f, i
wo^&r
If
j^-^l-ajy-^'-^l-y)*-
(l-jBy) m -J-*cfa!% = 5(i,/,
shew, by integrating with respect to x, and also with respect to y, that

symmetric function of i+j,j + k, k+l, l + m, m + i.
I,
m),
B (i, j,
k,
I,
m)
is
Deduce that
Ffafry;
is
a symmetric function of
8, e,
(A. C. Dixon, Proc.
8,
.; l)-5-r(8)r(f)r(8
+ a /3,
c
London Math.
+ c-a-j8-y)
+ /3 y, 8+e y a.
e
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
*w<-> -+" * ^= y(yCi) .^;l?-i)

(
shew
that,
when n
is
a large positive integer, and
^=-y_i
^-(in^" v (cos giy- a
I
Jn
c^M-r-'j.
0< x < 1,
cos{(27l +
a)^-i7r(2 7 -l)} + 0(-^Tr ),
where & = sin 2 0.

(This result
is
contained in the great memoir by Darboux, "Sur l'approxitres grands nombres," Journal de Math. (3), iv.
mation des fonctions de

(1878),
pp.
5-56,
377-416.
For a systematic development of hyper-
geometric functions in which one (or more) of the constants
Camb.
Phil. Trans,
xxn.
(1918), pp. 277-308.)
is large,
see
CHAPTER XV
LEGENDRE FUNCTIONS
Definition of Legendre polynomials.
151.
2
Consider the expression (1 2zh +A. )" 4 when \2zh-h?\<l, it can be
2
If, in addition,
expanded in a series of ascending powers of 2zh - h
;
2zh
<
1,
these powers can be multiplied out and the resulting series
rearranged in any manner

in powers of \2zh\
+ \h\
2zh
+A
2'52) since the expansion of [1
we get
~*
= P (z) + hP
(z)
2zh
In particular,
then converges absolutely.
h,
rearrange in powers of
(1
)]
if
we
+ h*P2 (z) + h 3P3 (z)+...,
where
(z)
= l, P
0)
= I (35^ - 30*" + 3),
(z)
= z,
(*)=|(3**-1),
(*)
(z)
= l(5z-nz),
= g (63^ - 70z +
s
5z),
and generally
P nW -
2".(w!)
- g
rf
where
m=
If a, b
of (1
L _ "("-
2n V-
and
2zh + h 2 ) ~
V
;
f
V
or 2
1)
2(2n-l)
2
(
+ (-l)(-2)(-3)
2 4. (2w - l)(2?i-3)
w~
whichever
1)>
be positive constants, 6 being so small that 2a6 + 6 2 ^l-8, the expansion

2
converges uniformly with respect to
polynomial of degree
appear later
1.
By
and h when
2
|
^ o,
h
|
^ b.
are clearly all polynomials in

(z)
z,
being called the Legendre
n.
extensive class of functions
Example
an integer.
is
It will
_4
(2 -2r)!
2>\r!(m-r)!(-2r)!
The expressions P (z), P (z), ..., which

known as Legendre 'polynomials* P n
are
15"2) that these
known
polynomials are particular cases of a more
as Legendre functions.
giving 2 special values in the expression
P(l) = l,
i>M
iWi(0) = 0,
^(0)-(-) n - a .4".
Other names are Legendre
- 2zA +
~
)
4,
shew that
(-l) = (-l),
3
.y
and Zonal Harmonics.

par divers savans, x. (1785).
coefficients
analysis in 1784 by Legendre, Memoires
(1
)
-
They
-were
introduced into
LEGENDRE FUNCTIONS
15'1 15-12]
Example
From
2.
303
the expansion
shew that
PM (cos g )=
-^
1)
{2cos^ +
Agg
iy
2cos( W -2)^
1.3.(2w)(2i-2)
+ 2.4.(2;-l)(2 W -3) 2cOS ^- 4

Deduce
(cos 0)
Example
2+
2re
2+
27(2"-l)-
2. 4.
(2n-l)(2-3)-
+ -}-
+ -|
(Legendre.)
that,
when z= - J-,
Pn = P<i P2n-PlP2n-l + P2P-il ,-^--..+P nPo-
(Clare, 1905.)
i!
Rodrigues'* formula for the Legendre polynomials.
15*11.
It is evident that,
dn
when w
is
dn
(z*
d*^
-1V -
1
an integer,
!
<-Y
(
~^"|,.=o
,.=o
where
m=
From
the general formula for
this result
n or
is
(n
known
Shew
Example.
15*12.
^ 1.
Shew
3.
be a real angle,
that, if
in(cos0)|^
so that
1),
-_
in-Br'.
r!(-r)!*
to!
(2n-2r)!
r!(w-r)! (n-2r)l
'
the coefficients of negative powers of z vanishing.
Pn (z)
it
follows at once that
as Rodrigues' formula.
that
Pn (z) =
has n real roots,
Schlafli'sf integral for
From the
result of 15*11
all
lying between
+ 1.
Pn (z)-
combined with
5*22, it follows at once,
(p-iy
l
r
^B ( * } "
2^ J c 2" # -*)* M
that
,.
where
is
result
is
called Schlafli's integral formula for the
'
a contour which encircles the point z once counter-clockwise
Legendre polynomials.
* Corresp. sur VEcole poly technique, in. (1814-1816), pp. 361-385.

t Schlafli, Ueber die zwei Heine'schen Kugelfunctionen (Bern, 1881).
this
304
XV
Legendre's differential equation.
15 13.
We
[CHAP.
shall
now prove
that the function u
= Pn (z)
is
a solution of the
d*u
du
(l_^)--2^
+ w( n + l) w =
,,
which
is
called Legendre's differential equation
integral
substituting Schlafli's
For,
by
for functions of degree
we
the left-hand side,
in
n.
have,
5-22,
29Ti
and
2 Jo
ift
1(<
this integral is zero, since
after describing
satisfies
C when n
- *)"+]
~
(f l) n+l (t z)~ n
'
resumes
its original
The Legendre polynomial
an integer.
is
value
therefore
the differential equation.
The'result just obtained can be written in the form
i{a-o^}+.(.+p.w-*
It will be observed that Legendre's equation
a particular case of Riemann's equation,
is
denned by the scheme
J-l
Pi
re
1.
2.
If 2 2 =i),
that this
Example
3.
is
by
satisfied
.i
Pir
n+r+ 1
-n+r
shew that Legendre's
c^ +
Shew
z\.
,-i
Example
+1
-re
Example
}2,
dr P
-f^r
(z)
is
z\.
j
differential equation takes the
l-,J<ft,
4,(l-,)'
form
'
a hypergeometric equation.
Deduce
Schlafli's integral for
the Legendre functions, as a limiting case of
the general hypergeometric integral of 14-6.

[Since Legendre's equation
is
given by the scheme
1
P{
oo
+l
.0
-re
-j
z\,
j
LEGENDRE FUNCTIONS
1513, 15*14]
the integral suggested
305
is
=
C such
taken round a contour

it
and
that the integrand resumes
<&,
value after describing
its initial
this gives Schlafli's integral.]
The integral properties of

now shew that*
15'14.
We
the
stall
(*)?(*)
(m + n),
<fe
Let
and
-l)"(*-z)-" -1
(f2
{u} r
so, if r
Now,
d u
denote -j-^; then,
< n,
{(z
V)n
if
vanishes
numbers m,
of the two
2n+l
r^n, {(z2 - l)n
when
n, let
(m =
and when z
by (f -
divisible
is
}r
n).
be that one which
\)
n~r
\
1.
is
equal to or
greater than the other.
Then, integrating by parts continually,

1
{(z2
-l)\ m
{(z 2
O 2
-!)} dz
-!)}^^ -!)}
= (-)m
since {(z 2
{(z 2
1)
K*
{(s 2
- !)}_,
{(*
1)} B+1
- 1)"U+ dz,
- l)m }m-2, vanish at both limits.

{(z l)"} m += 0, since differential coefficients of {f - 1)"
l)" 1 },^, {{z 2
Now, when
m > n,
of order higher than 2n vanish
and
so,
when
is
greater than
n, it
from Rodrigues' formula that

l
When
m = n, we
{(z 2
- 1)}
have,
{(z
^Pm (z)Pn (z)dz = 0.
by the transformation just obtained,
- l)% dz = (-)
=
^ (* - 1)"
2
(2n)l[
= 2.(2n)!
(*
(l-^ )"cfe
2
(l-2 )"cfe
2
Jo
smm+1 6de
2.(2n)!
Jo
,
W. M. A.
dz
2.4... (2n)
These two results were given by Legendre in 1784 and 1789.
1)
(2*
follows
306
where cos 6 has been written
for z in the integral
XV
[CHAP.
hence, by Rodrigues'
formula,
2-(2")l
r( Wia :^-(2.n!)
J^HnWt
1
(2".n!)
We
(2w
language of Chapter
It follows that, in the
orthogonal functions for the interval
Shew
1.
that, if
(cosh
1,
2+
+ l)!
have therefore obtained both the required
Example
<
'
results.
the functions ( + 4)'
xi,
Pn (z)
are normal
1).
x> 0,
2^ - z) - *
PM (z) dz = 2* (
\)
~1
e~
2b +
) .
(Clare, 1908.)
Example
7=
Pm (z) P (z)
efc,
then
/=l/(2+l)
(i)
(m=n),
(m ii
1=0
(ii)
'
_v+"
/= -,_..'
m+n -
(iii)
v
If
2.
gl
^-r-/:
(n-m)(n + m +ri\
l)
.
i\'g/
even),
(w=2w + l,
n?
(i/!) 2 (/*!) 2
= 2ii).
r/
(Clare, 1902.)
Legendre functions.
15"2.
Pn (z)
is
a positive
when n
is
a positive
Hitherto we have supposed that the degree n of

integer
integer.
in fact,
We
Pn (z)
now
shall
has not been defined except
how Pn
see
(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
denned (viz. as z{z 1) (2 2) ... 2 1) has a meaning only for positive

but when the Gamma-function has been introduced, z can be denned
integral values of z
to be r (2 + 1), and so a function 2 will exist for values of z which are not integers.
z! as ordinarily
Referring to 15"13,
we
see that the differential equation
<Pu
du
+ i^-o
(i-O^-S's+^
,,
is satisfied
by the expression
U
even
when n
(P
l)n+1 (t
is
The function
the
_j_r
resumes
(t
is
its
multiplied
by
Jt
at
'
l)n+1 (t z)~ n~' has three

t = z; and it is clear that after
i
counter-clockwise, the
is
a contour such that
no longer taken to be a positive integer.
2,ri,re+1)
original value after describing C.
= l, t = l,
point t = 1 counter-clockwise,
t
(t'-iy
-2Tri] c 2(t-zy+i
not a positive integer, provided that
z)~n ~
Suppose then that n
points
..
singularities,
namely the
describing a circuit round
the function resumes
its original
while after describing a circuit round the point

function
resumes
its
value
t
original value multiplied by
15
LEGENDRE FUNCTIONS
15*21]
2,
ei<-n-2)_
C be
if therefore
resume
a contour enclosing the points
=-l, then
not enclosing the point
original value
its
307
after
d2 u
(l-**)^-2z
is satisfied
=1
(t
t = z, but
- z)- n~ will
and
Hence,
has described the contour C.
Legendre's differential equation for functions of degree

,.,
the function (t*- l) n+1
du
+
rz
n,
ri(n
+ l)u = 0,
by the expression
(1+,*+)
2wiJ_A
'
(t
'2
-l)n
(t-z)n+1
ctt,
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
|arg( z)\ < 7r
be
and by taking
real),
arg(tf
l) = arg(+
1)
and
at A.
This expression will be denoted by
P (z), and
will be termed the Legendre
function of degree n of the first kind.
We
n
is
Pn (z), the
have thus defined a function

an integer or not.
The
function
Pn (2)
two contours as shewn
thus defined
in the figure,
is
definition being valid
z
for we might take
them would not be the same
not a one-valued function of
and the
integrals along
whether
the contour integral unique, make a cut in the t plane from - 1 to - 00 along the
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
to
make
real axis ; this involves
not vary continuously.

It follows,
by
5-31, that
Pn (2) is analytic
throughout the cut plane.
The Recurrence Formulae.
1521.
We
proceed to establish a group of formulae (which are really particular

cases of the relations between contiguous Riemann P-fuuctions which were
shewn to exist in 147) connecting Legendre functions of different degrees.
If
C be
Fn
the contour of
W = ^n
15"2,
(t
we have*
z) n+1
We
write
{) ~
'
PB
'
(2) for
Pn
2" +1 ^'i
c{t- *y*
(z).
202
308
(t*
so,
1)" +1
_
~
(t-z)n+1
It
and
+ l)t(t*-l)n _
2 (n
(n
[CHAP.
XV
+ l){t*-l)n+1
(t-z)n+1
(t-z) n +*
integrating,
tjp-vr
- gyi M
-!)+'
M
tc( z )n^
o(t
(f
Therefore
i
(f-i)"
2 +1 7ri
(<
,,,.
2+Vi
*)
(f-i)"+1
^_
- z)K+2
(*
(<-!)
2 +1 7ri J a
(t
,.
- z)n+l
Consequently
|^*
^-^.(*)-s^s/
Differentiating*,
we
- Pn (z) = nPn (z),

P'n+1 (z)-zP'n (z) = (n+l)Pn (z)
so
This
the
is
first
A>
get
P' +1
and
(*)
*P'
(z)
(I).
of the required formulae.
Next, expanding the equation
we
c dt
(t
*)
find that
Writing
Using
is
1)
1 for
we have
(A),
That
(<
+z
and (t-z)
for
in this equation,
we get
at once
1) {P n+ i
(z)
- zPn
0)1
+ nPn ^ 0) - nsPn (*)
=. 0.
to say
(n
1)
P+1
(z)
(2rc
1)
zPn
(z)
+ nPn ^ (z) =
(II),
a relationf connecting three Legendre functions of consecutive degrees.

is
This
the second of the required formulae.
We
can deduce the remaining formulae from (I) and (II) thus
Differentiating (II),
(n
1) {P' +1
Using
we have
0) - *P'
(I) to
(*)}
eliminate P' m+I
{sP'n (*)
(z),
The process
of differentiating
P'n-i
(*)}
(2
and then dividing by j
zP' n (z)-P'n_1
*
(z)
= nPn (z)
under the sign of integration
is
n,
1)
we
(*)
0.
get
(III).
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.
X If ra=0, we have P (z) = l, P_ x () = 1, and the result (III) is true but trivial.
LEGENDRE FUNCTIONS
15 "21]
Adding
309
and (III) we get
(I)
w (*)-i M (*)=(2n + l)P

,'
P'
Lastly, writing n
for
equation so obtained and
(I)
and eliminating P'_i
in (I)
(z)
between the
we have
(III),
(z^-l)P'n
The formulae
(IV).
B (*)
(z)
= nzPn (z)-nPn _
(V).
(z)
(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
:
r=(l-2A2 + A
Write
)-*-
Then, equating coefficients* of powers of h in the expansions on each side of the

equation
(l-2Az + A 2 )|^=(z-A)
mPn (z)-(2m- l)zPn _
we have
which
is
the formula
(z)
V,
+ (n-l) P_ 2 (z) = 0,
(II).
Similarly, equating coefficients* of powers of k in the expansions on each side of the
equation
is
{-
- h)
Tz'
z^ _%lW = ^
we have
which
Vk
az
az
The others can be deduced from
the formula (III).
Example
Shew
1.
(l)i
these.
that, for all values of n,
{(P' + i^ + i)-2P,Pn + 1 } = (2 + 3)i*. + 1 -(2 + l)iV.

ds
(Hargreaves.)
Example
$%{%)
If
dM
shew that
Example
Prove that
3.
\^r\
\dzj
= nMn _
if
{x)
(ze**
cosech z)
'J 3=0
and
Mn (x)dx =
and n are integers such that
(Trinity, 1900.)
0.
m^n,
both being even
or both odd,
f
Example
1
f
I
_i
4.
Prove
dP^z)dPJz)
that, if
m, n are integers and
Pm 3^-dz=^
d?
(z) <2
P(z)
i^-i
az'
az'
^ m{m +
48
(Clare, 1898.)
1)
m^n,
(-l)ra(
J ,.
fil
+ I)(m + 2).
l)+6}
{.lm(m +
l)-n(n + n
.
'-
x{l
+ (-) n+m
}.
(Math. Trip. 1897.)

*
The reader
is
recommended
to justify these processes.
310
The expression of any polynomial as a
15'211.
XV
[CHAP.
of Legendre
series
polynomials.
Let /
Then
be a polynomial of degree n in
(z)
it is
always possible to choose a
(z)
z.
alt
+ a P (z)+
(z)
...
an so that
...+ a n
Pn (z),
~
on equating coefficients of zn zn 1 ... on each side, we obtain equations
which determine an an^. ... uniquely in turn, in terms of the coefficients of
for,
powers of z in fn
(z).
a lt ... a n in the most simple manner, multiply the

and integrate. Then, by 1514,
To determine a
when
Pr (z),
by
identity
= 0,
Example
when
1, 2, ... ?i;
zn
Given
1.
= aa P
> n,
(z)
+a P
1
the integral on the

1
(z)
+ ...+ an Pn (z),
left vanishes.
to determine
a,i, ...
(Legendre, Exercices de Cole. Int.
[Equate coefficients of z n on both sides
_
a"~
Let
TCl , re
^Pm
z)
so that,
<fe,
it.
p.
an
352
this gives
2".(ro!) 2
(2m)!
by the
result just given,
m+1 (ml) 2
_2
m m ~ (2m+l)!
Now when n m
vanishes
and In<m
is
odd, ln
is
also vanishes
the integral of an odd function with limits +1, and so
when n
To evaluate In> m when n m
is
m is
negative and even.
a positive even integer,
we have from
Legendre's
equation
= -^(l- z^)Pm'(z
)J+nf ^-l(l-z*)Pm'(z)dZ
=
]"-->
on integrating by parts twice
(1-^)P,(*)J
-P
{(-l)2"- 2 -(M + l) 2 }Pm (0-)rf2
and so
m{m + l) l^ m = n{n-\rl) In,m-n{n-\) In _ %m
Therefore
T
ln
'
n{n-\)
m ~ (n-m)(n m
+ l)
"(n-m)(-2-m)
Xn ~
'
n(n-l)...(m + l)
2 (n + m + l) (n + m-
...
by carrying on the process of reduction.
1)
...
(2m + 3) '"""
LEGENDRE FUNCTIONS
15*211, 15-22]
when n m
a m =0,
is
odd or negative,
(2m + l)2 m ra! ($ + *)!

r
q
when
TT7
m= 7;
-,\
Example
311
/____JJ_ii^
Consequently
and so
?i
-m
even and positive.
is
2.
Express cos m# as a series of Legendre polynomials of cos 8 when n
3.
Evaluate the integrals
is
an
integer.
Example
f^zPn (z)Pn +
j\*Pn (z)Pn +
(z)dz,
(z)dz.
(St John's, 1899.)
Example
Shew that
4.
J^
Example
- 2 3)
(1
{P' (,)}
efe=?|g^
(Trinity, 1894.)
Shew that
5.
nPn (cos 8)=
2 cos r8Pn _ r (cos 8).
(St John's, 1898.)
)-=i
Example
If
6.
un =
(1
- 22) n P2 m (2) <&, where
m< n, shew that
(m-m)(2ji + 2i+l)Mn =2>i 2 MM -i-
Murphy's expression* of
1522.
Since
Pn (z)
15 13) Legendre's equation

-
(Trinity, 1895.)
as a hypergeometric function.
is
a particular case of Riemann's
it is to be expected that a formula can be obtained giving Pn (z) in

To determine this formula, take the
terms of hypergeometric functions.
integral of 152 for the Legendre function and suppose that 1 z < 2 to.
< 8 < 1, and suppose that
fix the contour G, let S be any constant such that
z is such that 1 z % 2 (1 - 8) and then take C to be the circle f
equation,
- * = 2 - 8.
I
Since
-1
1-t
9?
^ <
1,
we may expand
convergent series {
(
,_.^_
(t
) --1
into the uniformly
((
-i r {, + <. + i)^ +
&^ ()+..
'Substituting this result in Schlafli's integral, and integrating term-by-
term
47),
P"
t>
/ x
( *}
we
get
= v
(*
1 ) r (
V^l
(5-l)-.(n
* Electricity (1833).
circle
2)
+ l)(n +
Murphy's
result
2)...(
X The series terminates
if
re
was obtained only

t
'
f'
JA
2.(r!) 2
contains the points t=l,
1+ z+)
-( + r)
7V\
r=0
t This
+ !)(+
= z.
be a negative integer.
r)
K
L^
for the
/,
,,
Q -l) M
(t - 1)+^
2
n
.
312
[CHAP.
XV
by
Since arg
5-22.
(t
^ +1
and
so,
when
PD/
" * =
r?
(n
-z ^2
2n
~r
- S) <
(1
+ l)(n +
2)...(m
this result,
When
a polynomial in 1
is
it
supplies a reason ( 14 53)
15
that, if
m be a positive
tf +
Shew
'
/> + .())
dz + *
/,_!
r(2m + W +2)
2 + i(7 + l)!r()-
\6F{-n, - n
cos, n
Pn { z
Laplace s integrals* for

next shew that,
shall
().
that the Legendre polynomial
and to
We
values of n,
integer,
(-)F(n + l, -n;
15 23.
all
a positive integer, the result gives the Legendre polynomial as
t
2.
the cut
2.
obvious that, for
it is
why
with simple coefficients.
Shew
1.
iV
J-if).
1;
Example
- r + 1),
- 2 Z)
i
Example
(n
..
+ r).(-n)(l-n)...(r-l-w)/i
P.() = P_ ,_ 1
Note.
1)
we have
2,
could not be avoided in
From
Corollary.
n (n-
get
(H)i
oo
1 to
we
1,
the required expression
is
1=1
This
when
>"
= F(n + l,-n;
from
1)
the Legendre function
PM (cos 0)
1; cos 2
1
equal to
-|0),
tan 2 \6).
(Murphy.)
)-
for all values of
Pn (z)
is
iau/.)
(Trin
it y 1907)
Urimty,
n and
for certain values of
z,
can be represented by the integral (called
Laplace's first integral)

W
\
T Jo
(A)
\z
Proof applicable only
When
is
to the
a positive integer,
1)* cos
n
cf>}
dcj).
we have, by
(<
15 12,
-
- 1)"
eft,
where
Take G
t
any contour which encircles the point z counter-clockwise.
is
to
be the
= z + (z 1 p
a
e**,
circle
where
with centre z and radius

<f>
may be
z2
i
|
taken to increase from
so that,
tt
to
on
G,
ir.
* Mecanique C4leste, Livre xi. Ch. 2.

For the contour employed in this section, and
some others introduced later in the chapter, we are indebted to Mr J. Hodgkinson,
for
LBGENDRE FUNCTIONS
15-23]
Making the
p.
W-*, f
= 2^1
1
=-
we
substitution,
z,
f(L=l+(^-i)* *1 {y_il^l)l^ly ,
{z
have, for all values of
+ (22 -l)*cos0}"^
{^
f*
313
(z-
- 1)^
cos <} d<,
since the integrand
an even function of
is
the two- valued function (z 2
(B)
Proof applicable
Make
Pn (z)
The
<f>.
1)* is obviously a
choice of the branch of
matter of indifference.
Legendre functions, where n
to the
is unrestricted.
the same substitution as in (A) in Schlafli's integral defining
t = 1 is inside the
=
contour and t
1 outside it, and it is also necessary that we should specify
n which is now a many- valued function of
the branch of \z + (z 1)* cos
The conditions that t = 1, t = l should be inside and outside G re;
however, necessary in addition to verify that
it is,
</>}
cj>.
spectively are that the distances of z from these points should be less and
greater than z 2 1
which gives R (z) >
arg ^
<
0,
These conditions are both satisfied ii\z 1 < s + 1

and so (giving arg z its principal value) we must have
1
7T.
Pn (z) = ~
Therefore
("
\z
(z
+ (z l) 2 cos
1) arg (t z)] is
where the value of arg
[z
<f>]
1)* cos
is
<b}
n
d<f>,
specified
by the
fact that it
numerically less than

on the real axis and on the right of z (see 15 '2).
[being equal to arg
Now
(i
from w
ir
when
t is
+ (z2 -l)2 cos describes a straight line in the

Argand diagram going from z - (z - 1 )' to z + (z 2 - 1 )' and back again and since this line
does not pass through the origin*, arg {z + (z 2 1)* cos<} does not change by so much as
as
<j>
increases
to
-,
7t
on the range of integration.
it
the branch of {z + (z 2 - 1)* cos (f>} n which has to be taken

2k,n
n
(where k is an integer) when <f>=îr.
reduces to z e""
Now suppose that
2nkn
Pn (z)=^
Then
Now make
a-*- 1
such that
,.
{z+(z 2 -l)* cos
where now that branch of the many- valued function
is
4>}"- d(j>,
taken which
is
equal to
by a path which avoids the zeros of Pn (z) since

when arg z < \k, k does not change as
;
integral are analytic functions of z

And so we get e 2nk" 1
path.
is
Pn (z)
z
z*
and the
describes the
* It only does so
if z is
when
a pure imaginary; and suph values of z have been excluded.
314
Therefore,
when arg z <

|
Pn (*) =
where arg
{z
+ {f -
Pn (z),
unrestricted,
1 > 4 C0S
1)* cos
as Laplace's first integral for
Pn (z).
From
#" <**
n
d<f>,
<f>}
15-22 corollary, it is evident that,
pm- n-!'
J
when argz <|tt,

|
*
{z
+ (z2 -l)4cos$} +1
a result, due to Jaoobi, Journal fur Math. xxvi. (1843), pp. 81-87,
Example
Pn
first
"
2 A"
n=0
and using
6-21
Example
known
example
integral
{z
by considering
+ (z2 - 1)^ cos
n
<j>}
d<f>,
1.
Shew, by direct differentiation, that Laplace's integral
2.
as Laplace's
(z).
Obtain Laplace's
1.
îr.
second integral for
be taken equal to arg z when
Corollary.
XV
which may, again, obviously be written
[" \z
T
known
is
+ <* "
/',, {*
1)^ cos 0} is to
This expression for
is
and n
= ir
[CHAP.
is
a solution of
Legendre's equation,
Example
If s
3.
< 1,
<1
and
oo
(l-2/icos0 + A 2 )- s = s bn oosn8,
,
.,
shew that
Example
&
When z>l,
4.
_ ^
= 2sinsjr
f1
/Px"*'dr
_^__^
1
, D
(Bmet.)
.
(T
deduce Laplace's second integral from his
first integral
by
the substitution
{z-(z 2 -l)*cos0}{z + (z 2 -l)icos<} = l.
Example
values of
By expanding
5.
powers of cos<, shew that for a certain range of
in
z,
Example
6.
" {z+(z*- l)i cos
4>}'"d<l>
= zn F(-%n, h-\n;
Shew that Legendre's equation
is
!0-\n
h + %n
where

1
oo
1; 1- z- 2 ).
A,
i+in
-\n
= |(^+|~*).
15 -231.
The Mehler-Dirichlet integral* for
Another expression
the following way:
* Diriehlet,
for the
Pn
().
Legendre function as a definite integral
Journal fllr Math. xvn. (1837),
p.
35; Mehler, Math. Ann.
may be
obtained in
v. (1872), p. 141.
LEGENDRE FUNCTIONS
15*231]
For
we
values of n,
all
have,
by the preceding theorem,
Pn (z) = -
{z
\
f Jo
In this integral, replace the variable
+ cos<j>(z2 -l)h n dd>.

by a new variable
(f>
h = z + (z i - 1)2
Pn {z) = -
and we get
77
the path of integration

(j)
= in,
Now
z=cos#
let
h,
cos</>,
hn (l-2hz+h i )~idh;
J z-(z*-i)h
is
a straight
4= -i(j2-
and (l-2Az + A 2 )
315
arg h
line,
is
determined by the fact that
h=z when
l)4 s in</).
then
P(cosd) = ^(l-2kz + h 2)~idh.

n J e- ie
Now (8 being restricted so that - ^v < 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
j
through
h 1, and joins the points h = e~ l9
the region between this arc and
h=e^ we
Writing
its
h=e
lB
(+i)l>
re
2
as =
Pn (cosd)
r
A so
and
T>
known
is
d<\>,
-(2cos#-2cos<9)*
cos (n + i)<j>
y
{2 (cos
0- cos 0)}*
easy to see that the positive value of the square root
This
analytic throughout
get
"-'
all
is
chord t.
Pn (cos 6)=-\
it is
since the integrand
d<f>
is to
be taken.
as Mehler's simplified form of DiricMet's integral.
The
result is valid for
values of n.
Example
Prove that, when n
1.
is
a positive integer,
n Jo {2(cos<9-cos0)}4
(Write
n6
Example
2.
and
for
ir

in the result just obtained.)
Prove that
hn
Pn (cos 5) = 2nl
;r-.
(A 2
r dh,
-2Acos0 + l)*
the integral being taken along a closed path which encircles the two points
a suitable meaning being assigned to the radical.
* If d be
complex and
The reader
difficulties.
t The integrand
them
but
if
tend to zero,
is
R (cos 8) >
will easily
the deformation of the contour presents

modify the analysis given to cover this case.
slightly greater
49 )~*
near
not analytic at the ends of the arc but behaves like (*i-e
the region be indented
we
A=e t8 and
( 6-23)
at e
iiB
and the
see that the deformation is legitimate.
radii of the indentations be
made
to.
316
Hence
prove that,
(or otherwise)
6 lie between Jn-
if
2m
e\-t
Pn ttcosp;.r
n
n 3.5... /o
(2n+l)
2 4
-
cos( m g + <j>)
._
~T
and
+ ~:
2(2m + 3)
12
XV
$?r,
1^
(2sin<9)*
[CHAP.
.3 2
cosM + 30)
ts
:
(2sin^
cos(m<9 + 5#)
2.4.(2n + 3)(2a + 5)
(2sin0)s
+
where
<j>
denotes \6 tt.
Shew
how
this
few terms of the series give an approximate value of Pn (eos 6)

and n- which are not nearly equal to either or n. And explain
be used to approximate to the roots of the equation P (cos 8) = 0.
also that the first
between
for all values of 8
theorem
may
(See Heine, Eugelfunktionen,
178
p.
1.
Darboux, Comptes Rendus, lxxxii. (1876),
pp. 365, 404.)
We
namely
We
the second kind.
Legendre functions of
15"3.
have hitherto considered only one solution of Legendre's equation,
Pn (z). We proceed
to find a second solution.
15 2) that Legendre's equation

-
have seen
(P
l) n (t
- z)-"-
is satisfied
dt,
taken round any contour such that the integrand returns to

after describing
way
Let
outside.
of
Let
arg z
I
Then a
ellipse -in the i-plane
start
from
and describe the
circuits (1
12 43), and lying wholly inside the
^ ir and
1)
let
=z
is
arg (z
,'
1 +),
ellipse.
t) > arg âsi->0on

j
the contour.
Let
at A.
solution of Legendre's equation valid in the plane (cut along the
from
1 to
00 ) is
Wn
is
draw an
(cf.
+ 1) = arg (t -
real axis
be the end of the major axis of the ellipse on the right
Let the contour
if
the ellipse being so small that the point
foci,
value
following
1.
returning to
arg (t
number between +
z be not a real
let
with the points + 1 as
its initial
D be a figure-of-eight contour formed in the
Let
it.
by
W_
(:)
4t sin
n-rr
*- 1)n
[
} D 2" (*
*)+'
M
dt
'
not an integer.
When R (n + 1) >
0,
we may deform
the path of integration as in 12 43,

-
and get
Qn o) = -L-
(where arg (1
Qn(z) when
(=
ft
t) = arg (1 +
is
t)
a - tr ( - o ^
1
\\ i
0)
this will
a positive integer or zero.
1) Legendre's differential
n (z) is called the
is
a negative integer
equation for functions of degree n
identical with that for functions of degree m,
the two fundamental solutions to be
be taken as the definition of
When
and accordingly we
is
shall take
Pm (z), Qm (z).
Legendre function of degree n of the second kind.
15
3,
LEGENDRE FUNCTIONS
15-31]
Expansion of Q n (z) as a power-series.
15 31.
We now
proceed to express the Legendre function of the second kind as
a power-series in z~ l
We
317
have,
when the
real part of
1 is positive,
Suppose that z > 1. Then the integrand can be expanded in a series

uniformly convergent with regard to t, so that
|
dt
iXlUn-l-9'i
In 4- f\)
dt
where r =
the integrals arising from odd values of r vanishing.
2s,
Writing
= u, we
(z)
Vn V^
=
-
,r *
get without difficulty, from 12"41,
2 +i
>-ALJ-W
n+
n+l
\2
1
r (n +
The proof given above

(see
5)
applies only
in+1,l+i
2
i
2
when the
(1
dt
+ e nwi
j'
1) is positive
to the integral
l) n
(1
dt in the form
=u
P) n
dt
Jo
<0
Jo
and then, writing
/(-!+)
f(i-)
7lTTl<
(i
3
+ 2''2
real part of (n
but a similar process can be applied
the coefficients being evaluated by writing
'
'
and using
12 43, the same result

-
is
reached, so
that the formula
7T*
r( +
l)
/l
11
^^) = 2^r>Tf)^r 1^+2'

is
-.
i\
+ i;n + s ? J
;
true for unrestricted values of n (negative integer values excepted) and for
all
values* of
Example
1.
z,
such that z
>
1,
arg z\<
tt.
Shew
When is
that,
when m
is
a positive integer
a positive integer,
it is
unnecessary to
restrict the value of arg z.
318
[It is easily verified that Legendre's

(i
-*2)
.
by
differentiating
Two
XV
equation can be derived from the equation
+2(n - i)z
dn
S +2ww=o
'
n times and writing m = -x^

.
[CHAP.
independent solutions of this equation are found to be

(2
and
-l)
It follows that
|(
(2
-l)f
(v 2
-l)---<fo.
l)--i
cfel
As this expression, when expanded in ascending

is a solution of Legendre's equation.
- -1
it must be a constant multiple* of
powers of 2 _1 commences with a term in z "
Qn (2)
~
and on comparing the coefficient of z~ n l in this expression with the coefficient of 2 _n-1 in
the expansion of Q n (2), as found above, we obtain the required result.]
,
Example
2.
Shew
that,
when
is
a positive integer, the Legendre function of the
second kind can be expressed by the formula
J a J
Example
3.
Shew
that,
when n
is
J v
J v
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 (2).

(2) have been defined by means of integrals of precisely the
The functions P (2) and $

same form, namely
/V-l)(*-2)-- l
tf<,
taken round different contours.

It follows that the general proof of the recurrence-formulae for JPn
is
equally applicable to the function
second kind
satisfies the
Qn (2)
and hence that
the
(js),
recurrence-formulae
e, + i()-tf(*)=o+i)
(n
+ l)Qni
(.z)-(2n
.(*),
+ l)zQn (z) + nQn_
(z)
= 0,
C + i (*)- e-i W = (2+l) ?.(*),

2
-l) C, () = *(*)- *?,_! (2).
(2
Example
1.
Shew that
and deduce that
2(2)= | -?2
(2)
log
2+1
-r
2,
%(*) = lft()log^-S^ + |.
*
Pn (2)
contains positive powers of 2
when n
is
given in 15*21,
Legendre function of
an integer.
the
LEGENDRE FUNCTIONS
15*32, 15 "33]
Example
Shew by the recurrence-formulae
2.
'
that,
319
when
is
to
a positive integer*,
iP. () log P^ - Qn (,) =/_! (2),

where
/n _j
\Pn (2) log
of the
consists
(2)
positive (and
in descending powers of
powers of
zero)
in the expansion of
z.
[This example shews the nature of the singularities of Qn (2) at + 1, when n is an integer,
which make the cut from 1 to +1 necessary. For the connexion of the result with
the theory- of continued fractions, see Gauss,
Journal fur Math, lxxiii. (1871),
1533.
It will
Werke, in. pp. 165-206, and Frobenius,
p. 16.]
The Laplacian integral^ for Leg endre functions of the second kind.
now be proved
when
that,
Qn (*)=('
{.a
R (n + 1) > 0,
->*-!)* cosh
fl}-"- 1
^,
'0
Jo
where arg {z
an integer.
+ (z
2
1)* cosh 6} has its principal value
First suppose that z
>
Qn (')
In the integral of
1.
= gii
+
e" (s +
e (z
t=
write
so that the range (
of real values of
fj 1 ~
1)4
l)*
+ (z-
1)4
(z
1)4
dt,
corresponds to the range (
It then follows (as in 15 23

-
6.
n be not
15"3, viz.
T (* ~ 0-"-
0, if
-.
of real values of
1, 1)
t2
when 6 =
00
00 )
A) by straightforward
substitution that
Qn (*)
=\f
/-00
=
{0
[z
+ (z* -
+ (z* -
l) h cosh 0}-"->
1)* cosh 6}- n
dd
dd,
Jo
since the integrand
is
an even function of
6.
To prove the result for values of 2 not comprised in the range of real values greater
1, we observe that the branch points of the integrand, qua function of 2, are at the
than
1 and
points
which
z=
at points where 2+( 2
coth
Hence Qn (2) and

plane
when
1)4 cosh 8 vanishes; the latter are the points at
6.
f
{2
+ (z2 - 1
Jo
T cosh 6}~ n ~ 1 d8 are both analytic \ at
cut along the line joining the points
< 2 < 1,
all
points of the
2= 1.
-Q
- iriP (2).
Q n (z + Oi)
n {z - Oi)
The
for such values of 2 to be lQ n {z + 0i) + iQ n {z-0i).
reader will observe that this function satisfies Legendre's equation for real values of 2.
* If
It is
it is
is
Qn (z)
first given by Heine ; see his Kugelfunktionen, p. 147.

easy to shew that the integral has a unique derivate in the cut plane.
t This formula was
J It
apparent from these formulae that
convenient to define
320
By
XV
[CHAP.
the theory of analytic continuation the equation proved for positive values of 2
persists for all values of z in the cut plane, provided that arg {z+(z 2 - 1)* cosh 6} is given
a suitable value, namely that one which reduces to zero
The integrand
when 2
one-valued in the cut plane [and so
is
integer; but arg{2 + (2
- l)icosh#} increases by
as arg
2n-
These cuts give the necessary limitations on the value of
Example
(2
-l)^} = 2arg {(z-fl)^ + (z-
when n
so,
to
is
a positive
and therefore
if
n be
2= 00
and the cut when n
1)'}
Obtain this result for complex values of
1.
1 is positive.
(z)~\
does
made from 2= 1
not a positive integer, a further cut has to be
an integer ensures that arg{2 +
Qn
is
has
is
not
principal value.
its
by taking the path of
making the substitution
integration to be a certain circular arc before
= /(g + l)*-(s-l)*
e*(2 + l)4 + 2 -l)*'
(
where 8
is real.
Example
Shew
2.
that, if
z>\
and coth a=z,

a
Qn z )=\
{z-
where arg
{2
- 1 )*
cosh uY du,
- (z2 - 1)4 cosh u) = 0.
(Trinity, 1893.)
Neumann' s* formula for Qn (z), when n
15'34.
an
is
integer.
Qn (2)
a positive integer, and 2 is not a real number between 1 and 1, the

is expressed in terms of the Legendre function of the first kind by the
shall
now
When
function
(2
is
relation
which we
When
2
I
>1
establish.
we can expand the integrand
in the uniformly convergent series

njTH
CO
*JL.
A(.y)
Consequently
pn(s)^=\
z
A
which
m n is
The
integrals for
if
* J -1
2 s-- 1 (' y m Pn (y)dy.

m=0
J -1
odd or negative vanish ( 15 '211)
\
* J _l
=\
Pn {y)^L
2
z
y
i 2--2-l
m=0
I ._- am .
=1
f
J -1
2't
mi
II 2
3_n " ljP'
+ l)!
-ew,
by
15-31.
The theorem
(2 W
(?t
2 m=0
2" (m
y^P
(i 'l
and so
(y)dy
+ 2m)!( W + TO )!
(2 + 2m+l)
+ ^* + 1;7l+|;2 " 2)
re
thus established for the case in which |z|>l.
is
Since each
side of the equation
represents an analytic function, even
not a real number between

-
true ( 5 5) for
all
values of
*
F.
and
when
+ 1, it
is
not greater than unity, provided that
2 is
follows that, with this exception, the result is
2.
Neumann, Journal fur Math, xxxvu.
(1848), p. 24.
LEGENDRE FUNCTIONS
15-34, 15'4]
The reader should
321
Neumann's formula apparently expresses Qn{z) as a

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 out plane.
Example 1. Shew that, when - 1 ^ R (z) ^ 1, Q n (z) < I(z) |- ] and that for other
one- valued function of
notice that
whereas
z,
it is
Qn (z)
z,
\
Example
does not exceed the larger of
Shew
2.
the expansion of
[For,
(1
when h
|
BI
when n
that,
- 2hz + /t " arc

2)
is sufficiently
Ay"W-!
is
z- 1
|->,
a positive integer,
values of
+1
Qn (z)
is
small,
2J_ -737--2J_
1
2
)
- arc cosh
(T^T~
h
-
~\
This result has been investigated by Heine, Kugelfunlctionen,

Journal de Math. (3), I. p. 373.]
154.
Heine's* development of
nomials in z.
shall
now
the coefficient of k" in
cosh
= (1 - 2Az +
We
|-.
(t
z)~*
as
I.
series
a.
obtain an expansion which will
134,
p.
and Laurent,
of Legendre poly-
serve as the basis of
a general class of expansions involving Legendre polynomials.
The reader
prove by induction from the recurrence-formulae
will readily
(2m +
(2m +
- (m +
1)
1) zP m (z) - (m +
1)
1) tQ m (t)
that
i (2m + 1) Pm (z) Qm (t) +

r -Z = m=0
3
Using Laplace's
integrals,
Qm+1 (t) - mQ m _, (*) = 0,

Pm+1 (*) - mPm_, (z) = 0,
{Pn+1
(z)
Q n (t) - Pn (*) Qn+1 (*)}.
we have
Pn^)Qn(t)-Pn {z)Q n+i (t)

+ (^2 - 1)* cos n
n+1
{t + (t - 1)% cosh u}
x[z + (z - 1)* cos $ {*
(f>\
Now
consider
{t
+ (f-
1)* cosh w}- 1 ]
d$dw,
Z+(Z2 - 1)&COS0
r
<
I
+ (< 2 -l)*cosh
Let cosh a, cosh a be the semi-major axes of the ellipses with

through z and t respectively. Let 8 be the eccentric angle of z then
;
foci
+1 which
(a + i8),
=
|cosh(a + i'#)sinh(a + i'#)cos$
cos$
= {cosh 2 a - sin2 6 + (cosh 2 a cos2 6) cos2 4 sinh o cosh
z-cosh
2(z -l)
2
(f>
This
is
maximum
a
|
for real values of
z (z2 - 1)* cos #
Similarly
sj
2 cosh 2
a-
cos <f>=
+2 cosh a
(cosh 2
a cos
#p
and hence
a- l)*=exp
(2a).
W. M. A.
<f>
when
(t
- 1)* cosh u ^ exp a.
Journal fUr Math.
xlii. (1851), p. 72.
-1
pass
322
[CHAP.
XV
Therefore
I
Pn+1 0) Qn (t) ~ Pn (*)
where
(<)
^ exp {n (a - a)}
+ (*-l)*COB0
+
* + (t* - lp cosh M
1^1
Q+i
{<
"
("
f
Jo Jo
+ ((| _ 1}i cogh
Pitycfa,
u}
Therefore P+i
And
Qn (t) - Pn (?)
(s)
further, if
varies,
the upper bound of
* 0,
(t)
\
as
n >
remaining constant,
a.
Vd(j>du
Qn+i
is
independent of
t,
it
oo
is
provided a
<
a.
easy to see that
and so
Jo Jo
Pn +1 (z)Qn(t)~Pn(z)Qn+ i(t)
tends to zero uniformly with regard to
Hence
the point
and has
the points
and
if the
a fixed point inside

15*41.
for
~L=
is valid
t.
if the point z is in the interior of the ellipse which passes through
its foci,
(2n
then the expansion
+ l)Pn (z)Qn (t)
=o
"
a variable point on an
ellipse
with foci 1 such that z
the expansion converges uniformly with
it,
regard
Neumann's* expansion of an arbitrary function
in
to
is
t.
series of
We
now
proceed
to discuss the expansion of a function in a series of
The expansion
is
of special interest, as
among expansions
in simplicity to Taylor's series,
it
stands next
in series of polynomials.
Let f(z) be any function which is analytic inside and on an

whose foci are the points z=l. We shall shew that
f(z)
where a
a lt a2
...
a2
are independent of
z,
(z)
a,
{z)
(z)
+aP
3
(z)
. .
ellipse 0,
this expansion being valid for all
points z in the interior of the ellipse G.
Let
be any point on the circumference of the
ellipse.
oo
Then, since
(2n+ l)P n (z) Qn (t)
t,
m=0
> - *!s //t---? - ss .!. L (2n + 1} p
{z)
Qn(t)f(t) dt
oo
= 2
a n Pn
(z),
=o
where
* K.
an
Neumann, Ueber
"
.
ZTTl
f(t)
Qn (t) dt.
die Entwickelung einer Funktion nach den Kugelfunktionen (Halle,
See also Thome^ Journal fiir Math. lxvi. (1866), pp. 337-343. Neumann also gives an expansion, in Legendre functions of both kinds, valid in the annulus bounded by two ellipses.
1862).
LEGENDRE FUNCTIONS
15'4L, 15"5]
00
This
the required expansion
is
323
since
+ 1) Pn (z) Qn (t) may be proved *
(2n
to converge uniformly with regard to z when z lies in any domain

wholly inside C, the expansion converges uniformly throughout C.
Another form
15211, so that
Pn (x) dx.
(n
gj
form of this equation which
is
frequently useful
which
is
lying
a n can therefore be obtained by integrating, as in
for
an
"
fix)
= W^t^\\f
{n)
obtained by substituting for
(~ 1
Pn (x)
is
- x*) ndx
>
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 ll is as follows
-
Let f(t) be defined when

absolutely convergent ; also
1 <?<
1,
and
let the
integral of
{lt 2 )~^f(t)
exist
and
be
let
an = (n+i) C_J{t)Pn (t)dt.
Then 2a n Pn (x)
which
For a
convergent
1,
if
and has
any condition of
the
sum ^{f(x+0) +f(x-
the type stated at the
proof, the reader is referred to
Example
Sc n
is
1< x <
at
0)}
end of
any
-point x,
for
9'43 is satisfied.
memoirs by Hobson t and Burkhardt J.
Shew
that, if p (^ 1) be the radius of convergence of the series Scm z, then

_1
p~ 1 ).
n (z) converges inside an ellipse whose semi-axes are i(p-fp
), \(p
1.
Example
F
2.
If
= (^L^)
\y + lj
A 2 = *f ~\ \^
(* +
+
]\
l)(y-l)'
where u
y
= {(x+ 1) (y - 1)}1
2 P,
(*)
=o
{(l-z 2 )(l-V)}4
>x> 1
Qn (y).
[Substitute Laplace's integrals on the right and integrate with regard to
Exam/pie
3.
Shew
(p.]
that
(Frobenius, Journal fur Math, lxxiii. (1871), p.
1.)
155. Ferrers associated Legendre functions Pnm (z) and Qnm (z).
We shall now introduce a more extended class of Legendre functions.
If
be a positive integer and
functions
P.- (.) =
*
The proof is
(1
- z^
*^
<
<
n being unrestricted , the
Q.- (,) = (1 - *)*
similar to the proof in 15-4 that that convergence
t Proc. London Math. Soc.
(2), vi.
is
z)
uniform with regard
(1908), pp. 388-395; (2), vn. (1909), pp. 24-39.
J Munchener Sitzungsberichte, xxxix. (1909), No. 10.

See p. 317, footnote. Ferrers writes Tnm (z) for Pm
1,
(z).
212
to
t.
324
[CHAP.
XV
be called Ferrers' associated Legendre functions of degree n and order

of the first and second kinds respectively.
will
It
that these functions satisfy a differential
may be shewn
equation
analogous to Legendre's equation.

For, differentiate Legendre's equation
d'y
(I-* )
2
ni
times and write v for
(1
Write
^-
- z2 )
2z
w = (1 - zrf m v,
We
(m +
obtain the equation
^ + (n - m) (n + m + 1) v =
1)
d?w
diu
the differential equation satisfied by
is
0.
and we get
=0
-^^- ^^ + r (w+1) -i^r
,
(i
This
dmy
-j-j[
oJy
2zf +n(n+l)y =
dz 2
Pnm (z)
rv
and Qnm (z).
the definitions given above, several expressions for the associated Legendre
From
functions
may
be obtained.
Thus, from Schlafli's formula
we have
, C^)(^-(^) v-*r\
rr
/(i+,*+)
^r
(1
where the contour does not enclose the point t= -
when n
Further,
Shew that Legendre's
Example.
PJ
have,
1.
by Rodrigues' formula,
ira
+l
ÔT
by the scheme
"I
|m i~i*>
(Olbrieht.)
-Jrl
'l%e integral 'properties of the associated Legendre functions.
15"51.
generalisation of the theorem of 15'14
When
-l)'l (<-2)-- nl 1 *,
associated equation is defined

a>
The
we
a positive integer,
is
(Z i
n, r,
are positive integers
and
is
the following
n>m, r>m,
=
P nm (z) Prm (z) dz
then
(r
(n
+ m)!
2w+ 1
(w
m)\
-=j=
n).
To obtain the first result, multiply the differential equations

Prm (z) by Prm (z), Pnm (z) respectively and subtract this gives
for
Pnm
d
(
dz
P m {z)
dP-p?} _
<"V <*>
Pb (,)
+ (n -r)(n + r + 1) Prm (2) Pnm (z) = 0.
(z),.
LEGENDRE FUNCTIONS
15*51, 15 6]
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
m (')
iJ9
Pn'+i (*) = (1 - *)! dPn
+ mt(l- z>) " * PB (*)
squaring and integrating,
1
we
get
{Pn m+1 {z)Y dz=j
(1
dPnm (z)
- if)
\
^\ + 2m^P
(i
+ 1^5^--(*)l
on integrating the
If
first
now we use the
two terms in the
we
integral in the second line,
By
{Pnm+1 <J 2 dz
line
first
equation for
differential
on the right by parts.
Pnm {z)
to
simplify the
first
at once get
= (n- m) (n + m + 1) P
{P nm (*)}
dz.
repeated applications of this result we get
{Pnm (z)} 2 dz
= (n-m + I)(n-m + 2)...n

x
(n.
+ to) (n + m -
1)
(n
+ 1)
[Pn (z)}*
dz,
{/>.-;*- .-
and so
2m
f
J_i
156.
-^j.
1 (w
j?i)
Hobsoris definition of the associated Legendre functions.
has been taken for granted that the function (1 z i)^ m which
occurs in Ferrers' definition of the associated functions is purely real and
So
far it
more elementary physical applications of Legendre functions, it

But as we wish
usually happens that 1 < z < 1, no complications arise.
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)
since, in the
its principal value.
Accordingly, in future, when z
we
shall follow
Hobson in defining
pn (z) = (*
is not
dm
1)-
where m is a positive integer, n

have their principal values.
^P
is
a real number such that
1<z<
1,
the associated functions by the equations
Q (*) = (* - D**
^|#
unrestricted and arg z, arg (z
+ 1),
arg (z
1)
326
When m
Qnm (a) from which
2" +
sinnr
FQn+lm+1, bn+frn+%; +
If
this
work we
shall take
to
*-)
be a positive integer.
we make
the necessary modification in the Schlafli integral of 15*5,
we have
in accordance with the definition of 15"6,
W = (n+D(n+2y..(n + m
Write
= z + (z* -
(n
1)*
e**,
as in
1523
the value of
is
$ when
Now,
Pnm
Since
t is
arg (z
<j)
w_
{2
fr
l)*
is
The ranges
is
or
is
of validity of this formula,
Shew
that, if
arg z
dr
'
<
7T.
a one-valued periodic function of the
+ (f . _
1)t cos
0)
ir,
{,
which
and
<j>,
-mi*
get,
on dividing
(0, it),
+ (1 _ 1)4
.
is
we
cos *} cos
m* #.
due to Heine, (according
as
15'23.
< \n,
where the many- valued functions are
Let
not an integer) are precisely those of the formula of
Example.
15 "7.
+ ^-l)ôs^
{(V-l)^**}
an even function of
is
M>2)^ OLt!?)
(<
J"
<*
^ _ ^__ &
at .4 so that
the range of integration into the parts (-
P.- (s) =
{z
Ja
+ ")
+ (z? 1)* cos $]"
and so
2tt,
+ iM + a)
(?
f^
im
as in 15'23, the integrand
with period
then
real variable
a-K-f
2tt
where a
) (ji
+ l)(n + 2)...(n + m)
'
Expression of Pn m (z) as an integral of Laplace's type.
15*61.
the formula
be obtained.
Throughout
be
2 + +i
r(n+f)
may
to
XV
&>(+ ) * r(n + m + l)r( j) (j-l)*
"
o
Vn m
(
Hobson
defined by
is
definition of
and Barnes has given a

'
Pnm (z)
unrestricted,
is
[CHAP.
specified as in 15 '23.
The addition theorem for the Legendre polynomials*.
= xs! (x2 - 1
(a:'
2 -'
1 )'
cos
o>,
where
An
* Legendre, Gale. Int. n. pp. 262-269.
reasoning will be given subsequently
18
4).
x,
x\
a>
are unrestricted complex numbers.
investigation of the theorem based
on physical
LEGENDRE FUNCTIONS
157]
15-61,
Then we
shew that
shall
/> (t )
First let A'
= Pn
(..)
> 0,
(.->/)
+2
(.(.'')
< < 2tt.
If
<f>
2/"
be
x + (afl -
so that
x
range
327
1 )
cos
(o>
11
-1)* cos
a bounded function of
and so
<j>,
in. the
<ji
(j>
if
< Jf-
+ (.v"- - 1)* cos <t>}"+
{a/
- <)
is
{xT*
upper bound and
its
P (*) P> (*) cos m*.
- )' J" I- \\
then
1
,
(g 4'7)
*/"' v'- + (a?a - 1 )^ cos ('"-^ )} n rf0 _ f* ; A"{.r + (^-l)^cos( m -<j>)}"

-"
="
J -n- ,1=0
- l)* COS <}" +
+
+ (y-'-l)i C 0S<^}B +
/
d$_
_
J ~" x' + (.v"--\)* cos.
+ (.r-- 1)4 cos (<>- $)}
2
{.!'
.'
(.I'"
<!>
Now, by a
example
slight modification of
{.|-'
/>.
\.v
of 6 "21,
follows that
it
2tt
oty
/:.
where that value of the radical
takeu which makes
is
\A-(A*-B*-C-fi\<\(Bi + C-) h-l.
'
~"
.<'
(.' 3
-1)4 COS
[(>'
<f>
/(
[.V
- Lrf -
(.(-'
-1)4,
(.i-"
1 )4
-A
(#*
1 )4
eos
(.')
by
o>)
(.r
J/i
l)* sin u} 2 ]4
2tt
(l-2/,.-
/<
2 )'2
'
and when A-*-0, this expression has to tend

of h and equating coefficients, we get
2n
Now
{ar'
a polynomial of degree
(:) is
to
2n
(a-'
-l)4
in cos u,
15-23.
Expanding
in
powers
C os^>} + 1
and can consequently be expressed
in
the form
kA+ 2 J,cosmo>, where
the coefficients
m=i
to determine them, we use Fourier's rule
/"
1
A i =
7T
Pn (-) cos mo
A 1%
SH2\ and we
J"- rf' {.rj^f-j^ cos (. - *)) cos

- LJ -it
{y + ^.r"2 -l)4cos^)}" + 1
,,,
_/
2jt 2 /
"
|~
/'
"
- LJ -f
/i -
on changing the order

from + 7r to + ir.
T/-"
Li
-ir
{ '
A are independent
of
o>
get
= i_
2tt-
...
d>
>
-n
(J
+ (' - 1) 4
'
).r'
{.r+(.
COS (a>-
<j>)}"
c os ma,
(y-'-l)4cos^)} n +
-l)4oos^!"eosH</
[,r'
2
(.i-"
-l
of integration, writing
)4cos^} +I
<o
= ( +
i/<-
"I
-j
+ ^^"] rf
^
J
and changing the limits
for
328
Now
and
so,
{x +
by
(afi
I)*cosi|r}"sinm^rfi/A = 0,
since the integrand
15 61,
!
m = n(n
+ m)
z
cos nuj>.Pnm (x)
f"
am
- ry + (^2_!)i
oos ^} + i
Pn (z) = Pn (x)Pn (x') + 2
(-r)-3 (^"(^-(aOcosm*.
But this is a mere algebraical identity in x, x' and cos co

and so is true independently of the sign of R (x').
(since
is
a positive integer)
result stated has therefore been proved.
The corresponding theorem with
Pn {xx' + (l - ^)* (1 - y)4 cos
x, x'
and
co}
Ferrers' definition is
=Pn (x) Pn {x') + 22
?%e addition theorem for
15 "71.
Let
an odd function;
when arg ^ \<^tt,
Therefore,
\tt;
is
XV
-A.
The
[CHAP.
Legendre functions.
be two constants, real or complex, whose arguments are numerically less than
(x+l'f
let
the
Pn"> (*) Pm (*') cos mo.
+ l)*
(a/
be given their principal values
let
z=xx -(#2 -l)2 (#' 2 - 1)4 cos

if arg z\<^w for all values of
be real and let
a>
a>.
7%em we sAaW shew
that,
the real variable
not a positive integer,
Let cosh
a,
cosh
m=l
P-m
- Y ll^ZZXW
(ra + ro + l)
Now
as
co
be
WP mW
COS m<B
a' be the semi-major axes of the ellipses with foci + 1 passing through
Let /3, /3' be the eccentric angles of x, x' on these ellipses so that
-l7T</3'<i7r.
-fff</3<-W,
Let a +i/3=,
and n
Pn (,) = Pn (x) Pn {x') + 2

x, x' respectively.
a>,
a',+ i/3'
= ',
so that .=cosh|, #' = cosh
'.
R (z) oscillates between

2
2 R {xx') R(x -l)$ (x' 1 )* = cosh (a a!) cos '),
passes through
all real
values,
(/3
so that
iV is
Now
necessary that
/3
/3'
6e acate angles positive or negative.
take Schlafli's integral
and write
e
{e
*"
sinh cosh Jg' cosh g sinh
+ cosh | cosh J|' e
|-'}
of
i,
as
increases from -ir to
\%
sinh '
cosh J'+
The path
w sinh | sinh
it,
may be shewn
to be
a,
circle
and the
reader will verify that
2 {/
(* -)
C()sh
|| + sinh n|J | sinh 1|
00gll 1,
cosh
\% +
sinh ,}
0OSQ J|
s
^
e * sinh
|f
2 {(j*'*-" ) s i n h i + cosh i} {cosh * cosh
cosh
t-Z =
_ g0
\g + e
1 '*
sinh
{e* cosh ^' +sinh \%} {e sinh g sinh 2

cosh
ig'
||'
iu
e
sinh *| sinh U'}
\%
\% + e" '" sinh g cosh 2 |g' - cosh g sinh g'}
+ e*'* sinh Jg'
LEGENDRE FUNCTIONS
1571, 15'8]
Since*
increases
cosh i'
by
>
sinh
ig
329
the argument of the denominators does not change
,
|
when
arguments of the first and third numerators

<f>
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.
2ir
for similar reasons, the
Making these substitutions
readily found that
it is
r*
oobc-w
{*+(*-!)
Pn{2)
and the
work
rest of the
follows the course of 15-7 except that the general form of
Fourier's theorem has to be employed.
Shew
Example.
that, if n be a positive integer,
QH {xx' + (^ -1)4 (^ 2 - 1)4 cos M = Qn (x) Pn (x') + 2 2

)
771
when a
is real,
R (a/) ~ 0,
and
(x'
1)
(x+
1)
<
(x-
(Heine, Kugelfunktionen
Q (x) Pn ~ m (x) cos ma,,
(^ + 1)
|.
K. Neumann, Leipziger Abh. 1886.)
C/ (*).
2%e function t
15-8.
1)
=1
function connected with the associated Legendre function
which for integral values of n is defined to be the

of (1 2/iz + A 2 )~" in ascending powers of h.
t"" (2),
Pm
n (2) is the function

coefficient of h n in the expansion
It is easily seen that 0,," (2) satisfies the differential equation
cfe*"*"
For
all
values of n and
this equation,
by a contour
C is
since
will easily
M -n
is
When
r is
The
+ l)-( y + n-l _
+ 2*-2) ... (n + iv)
y (y
+ 2-l)
(2k
Rodrigues' formula
an
dt
is
(1
K
_,* i-ydS?_<Un _ lp,+*-h.

;
>'
l
'
<fc
a particular case of this result.
integer,
from the
(2)=,,
n-r^
last equation gives the
* This follows
this corresponds to Schlafli's integral.
r r+ *M
whence
-J
ir
prove the following results
(-2)"
(2
P(z)=Cn -(z),
(II)
-l
an integer
{Z)
<fe
be shewn that we can define a function, satisfying
- zz\i- v
When n
(I)
may
v, it
the contour of 15 2
The reader
-l"

(1
where
22
(2r
st
,a
- ,.
l)(2>--3)
5
...
r z
rPn
( )1
connexion between the functions
fact that cos
/3'
(z)
Cn " (2)
and
Pnr
(z).
> 0.
434t This function has been studied by Gegenbauer, Wiener SitzungsbericMe, lxx. (1874), pp.
443; lxxv. (1877), pp. 891-896; xcvn. (1888), pp. 259-316; cn. (1893), p. 942.
330
Modifications of the recurrence-formulae for
(III)
dz*-Q =
2 v C"
Pn (z)
[CHAP.
are the following
XV
nCnv (z) = {n-\ + Zv)zC {z)-2v{\-z*) C"" 1
re-2
(z),
(z).
REFERENCES.
A. M. Lbgendre, Calcid Integral, n.
(Paris, 1817).
H. E. Heine*, Handbuch der Kugelfunktionen (Berlin, 1878).

N. M. Ferrers, Spherical Harmonics (1877).
I.
L.
Todhdnter, Functions of Laplace, Lame and
Bessel (1875).
Schlafli, Ueber die zwei Heine'schen Kugelfunktionen (Bern, 1881).
E. "W. Hobson, Phil. Trans, of the Royal Society, 187

E.
W.
(1896), pp. 443-531.
Barnes, Quarterly Journal, xxxix. (1908), pp. 97-204.
R. Olbrioht, Studien ueber die Kugel-
Acta Acad. Leop.

N. Nielsen,
lii. (1888),
und
Cylinder-funktionen (Halle, 1887).
The'orie desfonctions metaspheriques (Paris, 1911).
Miscellaneous Examples
1.
[Nova
pp. 1-48.]
Prove that when n
is
]-.
a positive integer,
(Math. Trip. 1898.)

2.
is
tJP
J _i
z(l-z*) =f?
dz
dz
dz
Prove that
zero unless
m n= +1,
^
dP
f*
and determine
its
value in these cases.
(Math. Trip. 1896.)

3.
(,2n
Shew (by induction
or otherwise) that
when n
is
a positive integer,
+ l)j^P^(z)dz=l-zPJ-2Z (P^ + P2^ + ... + P^_ ) + 2(P P2 + P2 Ps + ... + Pn _ 1 PH

1
).
(Math. Trip. 1899.)

4.
Shew that
zPn
'
(z)
= nPn (z) + (2n - 3)
P_ 2
(z)
+ (2n -. 7) Pn _ 4 (z) +
. .
(Clare, 1906.)
5.
Shew that
z*Pn"(z) = n(n-l)Pn (z) + I (2n-4r+l) {r{2n-2r + l)-2}
where p = \n or
\ {n
1).
* Before studying the Legendre function

Hobson's memoir, as some of Heine's work is
Pn _ 2r (z),
(Math. Trip. 1904.)
Pn (z)
in this treatise, the reader should consult
incorrect;.
t The functions involved in examples 1-30 are Legendre polynomials.
LEGENDRE FUNCTIONS
Shew that the Legendre polynomial
6.
(z i
P
2 -~
d?
-l)
satisfies
331
the relation
C
= n{n-\){n+l)(n + 2)
t z
dz
Pn (z)dz.
(Trin. Coll. Dublin.)
Shew that
7.
*p
/!
(2)
{z)
&
=^--i)^)W+
3)
(Peterhouse, 1905.)
Shew
8.
- z2 ) 2 Pm'"
'
that the values of
(1
J
8re (ra
(i)
positive
for other values of
Shew
and
are as follows
m = n,
-2(ra -l)(?i-2)/(2n + l) when
(iii)
(z) rf2
and even,
(ii)
9.
+ 1 when m n is
P'
()
(Peterhouse, 1907.)
re.
that
a
sin n
n
cos r 6Pr (cos
,.
r\(n r)\
I
0Pn (sin0)= 2 (-) r
'
r=
6).
(Math. Trip. 1907.)
Shew, by evaluating
10.
parts, that
when
re
11.
is
Pn
(/*)
P(cos
arc sin n dfi
is
6)
zero
d8
( 15-1
when n
is
example
even and
2),
and then integrating by
equal to
is
odd.
If
'
n- \
m and n
be positive integers, and
m^n,
4m =
shew by induction that
U + 2m-2,+
-^^TT"
where
lJ
P + "- 2r (Z)
'
1.3.5...(2w-l)
(Adams, Ptoc. Royal
By expanding
is
^ = hjdz-^M^
to be replaced by (1
Shew that
-z2 )
Soc.
xxvn.)
u shew that
\ s7n
P
where u 2
,-t\ [
(Clare, 1903.)
Pm () Pn -
12.
'"
h
>
after the differentiation has been performed.
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
13.
containing n rows, and
its
elements being
11
'
3'
z
o
3
->
'
11'>;
~ 5'
k
>
1
'
5 '"'2re-l
(Heun,
14.
Shew
that, if the
path of integration passes above
*<^/;
<,(1
-i?:y-*
By writing cot 8'= cot 8 h cosec 8 and expanding

15.
theorem, shew that
Gbtt.
Nach. 1881.)
\,
lv
sin
ff
Pn (cos 6)J-= ooeeef+i 0%-g^
<Sil
in
r"
powers of h by Taylor's
(Math. Trip. 1893.)
332
considering 2 hn P
By
16.
(z),
[CHAP.
XV
shew that
11=0
'ww. /:.-""(-!)"-"*
(Glaisher, Proc.
The equation
17.
small
is
Soc. vi.)
of a nearly spherical surface of revolution is
r= 1 + a {Pi (cos 6)+ Ps (cos 6) + ... + P2n _

where a
London Math.
shew that
if
(cos 6)},
a be neglected the radius of curvature of the meridian
is
m-l
^
1+a 2 {ra(4m + 3)-(m + l)(8m + 3)}PSm + 1
(cos0).
(Math. Trip. 1894)
The equation
18.
of a nearly spherical surface of revolution is
r=a{l + fPn
where
e is
Shew that
if e 3
be neglected,
its
area
is
4,* jl
19.
(eoaff)},
small.
Shew
that, if
is
?,
+ i e2 ^~j--}
(Trinity, 1894.)
an integer and
(l-2fa + AT**= 2 a n Pn
(z),
ti=0
then
hn
a M-
(l-A
8*
2 )*-2
*- 8)
(S8n+l)
3.\*<*- 8)
/,,!
1.3.5. ..(-2) V
3^
+ j- s - +i t-
9y/
where ^ and y are to be replaced by unity after the differentiations have been performed.
(Routh, Proc. London Math. Soc. xxvi.)
20.
Shew that
f
J,
21.
^rx {Pn (*) Pn-l - P,-i (*) Pn
S+T S [ P
Let # 2 +y 2 +z2 =r2
(z)
= fir,
(i
<& =
(*>}
p-' (Z)+ ^T p-
-|
(2)
)]
the numbers involved being
= "L
real, so
(Cafcalan
that
1 </x < 1.
Shew that
^Wwhere r
is
3z^'
to be treated as a function of the independent variables %, y, z in performing
the differentiations.
22.
With the notation
of the preceding example
"
23.
Shew
that, if
W = Hn
A and
|
3T"
{*
(cf. p.
l0g
319, footnote *),
\rTl}\
are sufficiently small,
1-A2
(l-2Az + A 2 )^
2 (2m + 1) A"P m
=<>
(z).
'
shew that
LEGENDBE FUNCTIONS
24.
333
Prove that
M (+l)
(Math. Trip. 1894.)
25.
If the arbitrary function
/ (x)
can be expanded in the series
f(x)= 2 aPn (x),

converging uniformly in a domain which includes the point x=l, shew that the expansion
of the integral of this function is
/>>* .-i ^\l

26.
Determine the
coefficients in
(\ - ft) *<>
Neumann's expansion of
polynomials.
e"*
(Bauer.)
in a series of
Legendre
(Bauer, Journal fur Math, lvi.)
27.
28.
Shew
(Catalan.)
that
ft, (.)
= i log g)
W _ ^ Pn _
{z)
(2)
+ ^Pn _3( 2 )P2
+ 1 /> _ 2 {Z
2)
Pl
(,)
+ ...+ip(^) PB _
J
1 (
2 )l.
(Schla8i; Hermite.)
29.
Shew
that
Prove also that
where*
/_,
+
,
30.
= i Pn (,) log
W -^/.._ lW +
//,
-i
where &=1
(,)
1
.
^.
J| _/-i
(*),
.l\w (w-l)(w-2)(w
+ l)( + 2)(w+3 )
~
"
1 2 223 2
3/
+- + - + ... + -.
Shew that the complete
W+
P._ >W + ^|j/.._.
...
A-iy,
\2~)+(Math. Trip. 1898.)
solution of Legendre's differential equation
is
dt
the path of integration being the straight line which
when produced backwards
passes
through the point t=0.

*
The
(1858).
first
of these expressions for
/n-1 (z) was
given by Christoffel, Journal filr Math, lv
334
Shew
31.
that
2 , &&_- 1(*),
(m-a $)
=- a(a-2m+|) r(m-|)r
r(TO-a + l)
to
where
XV
CO
+ (z - 1)*} =
{z
[chap.
(Schlafli.)
Shew
32.
that,
when
R (n + 1) > 0,
dh,
/"z-(z'--l)-
and
A
"
,<
(1-2/iz+A 2 )*
()=/
/
Shew
33.
that
IBM-,"
/""
71+1)
''
'"
'
COsh TOM
'
afot,
r(m-TO
-TO+T)
+ l)j
Jo
where the real part of (n +
1) is greater
Obtain the expansion of

not an integer, namely
34.
is
Pn (z)
than
{2 + 2 2(
1)4 cosh m} +
(Hobson.)
to.
when arg
[
<n
as a series of powers of
1/z,
when
*=*- {e.w-eiW}
gr(n + j)
/!
r(+i)r(j)
V 2
....
+
[This
35.
is
is
most
~
~2' ? W
'
i-.-ir(-,- i )
r( _ m)r(
^-
by the method
easily obtained
Shew that the differential equation

by the schemes*
2~5
'
w+i
/.
z
jp
v2
'
i\
ra+2
<*;
'
of 14'51.J
for the associated
Legendre function
Pnm (z)
defined
qo
to
-in
.*
z
-
+i^2li,
-(*-
im
\n
l-z
1)4
>|
+i
-i
V'
I
(Olbricht.)
36.
Shew
r-i
P-U-i'
7l
37.
that the differential equation for
Prove that,
denned by the scheme
"
n (z) is
+ 2v
-w
i-v
zV.
j
if
(8n+l)(2 + 3)...(an + 2-l)

s>
,,
then
y2
2(2ra+l) d
2m + 3
= PDn+2 -^__^P
B+
__P_
3(2w.+ 3)
and
n_2
<frP
re(m 2 -l)(n2 -4)...{7i 2 -(-l)2}(ra + s)^
rfz
'
3(2 + 5)
(2n + 3)(8n + 5)
find the general formula.
(Math. Trip. 1896.)

* See also 15 5
-
example.
LEGENDRE FUNCTIONS
Shew
38.
335
that
r(n+m + l) cos{(n + ^)e-in + ^ mn} l 2 -4m2 cos{(+f)5-|7r+^mw}

(2sm<9)*
2(2 + 3)
(2 sin (9)*
Vt r(w + |) L
(l 2 -4m 2 )(3 2 -4m 2
cob{(m+|) fl-frr+frwr}
"1
+ 2."4.(2
+ 3)(2 + 5)
""-I'
(2sin0)*
2
Pm/ na /iN
\-
'
obtaining the ranges of values of m, n and 6 for which
it is valid.
(Math. Trip. 1901.)
Shew that the values of n, for which Pn ~ m (cos 6) vanishes, decrease as 6 increases
to n- when m is positive
and that the number of real zeros of Pm _m (cos ff) for
of 6 between -ir and n is the greatest integer less than n m+1.
39.
from
values
(Macdonald, Proc. London Math. Soc. xxxi, xxxrv.)
Obtain the formula
40.
ft
[1 - 2A {cos a> cos

Mr ) -I
<+ sin
<a
# cos (#'-#)} +
sin
2 hnPn
*d8=
2
]
(cos
a>)
Pn (cos
<f>).
ra=0
(Legendre.)
41.
If /(#)
(#^0) and /(#) = ~ x2 x <0), shew
ff
f(x) can be expanded
that, \f
into a uniformly convergent series of Legendre polynomials in the range (-1,
expansion
1),
the
is
w -j
/( ,>.,p,
|(
yy^sg^.w.
-,
(Trinity, 1893.)
42
-
If
(
i-2/Ây -J
"^^
shew that
Cnv
{xx x
- (#2 -
1)*
_ r(2i>-l)
{i}
(V - 1) 4 cos 0}
x ?o
(_)
A"
T(ra-X + l){r( /+X)} 2 (2i/ + 2\-l)

1
r(rc+2* + X)
(Oegenbauer,
!l
43.
If
where
ej is
W l +-\
(^-1)^(^-1)^ Ca
o-B
the least root of

(2ra
+ l)
<
(s)=/''
JFierae? 1
-3fe+i)
3te + l=0, shew
(*>)
C^
cos ^)-
Sitzungsberichte, on. (1893), p. 942.)
_
**''tf*,
that
r + 1 -3(2m-l)2o- n _ 1 + 2(TO-l)<T_ 2 = 0,
<
and
4(403 -l) rn'" + 1442Vre"-s(12?i 2 -24ji-291)o- n '-(-3)(2m-7)(2ra + 5)<r n Ô,
(
where
o-
'
etc.
(Pincherle, Rendiconti Lincei

44.
(h 3 -3hz
If
+ l)-i=
(4),
vn. (1891),
p. 74.)
2 R(z)h\
7=0
2 ( + l)
shew that
^ +
3(2n + l)^TC + (2-
rc Jffn +,S'K
l)-ff_ s
= 0,
_ 2 -z.ft' = 0,
and
4 (4s 3 _
where
1)
'"
Jffi
+ 96z2iJu" -2 (12rc2 + 24w- 91) iJ' -n (2m + 3)
(2 + 9) iJ=0,
Rn"'--^,etc.
dz 3
(Pincherle,
Mem.
1st.
Bologna
(5), I.
(1889), p. 337.)
336
^^=2^T7^T)
If
45.
{(
"2 -
1),,(
"- 1)}
[CHAP.
XV
'
obtain the recurrence-formula
+ l)(2n-l)A n (x)-{(4n^-l)x+l} A n _
(n
(x)
+ (n-l)(2n + l) A n - 2 (x) = 0.
(Schendel, Journal fitr Math, lxxx.)

If
46.
not negative and
is
^ _1)
m is a positive integer,
+(2%+2)
shew that the equation
î =wl(w+2 l+1)y
''
has the two solutions

1
*. (*)-(*-!)- a^-ir*". Lm {x)=^-\)-^

when x
47.
not a real
is
number such that -
$x^
fi
m {t)dt,
1.
Prove that
A" +m
K =m
(n
7n +m
+ m /#
/ r 2 -l\
1\
d
+ m)
ofo"
(Clare, 1901.)
48.
^,M =
If
Fa n {x) = |^ (-'+^)^_ = e*P (a,
shew that
where P
(m + a)
a),
(a',
a)
a polynomial of degree n
is
Pn+i
(x,
a)
mx
and deduce that
= (x + a)Pn (x, a)+x-^Pn (x,
a).
(Trinity, 1905.)
49.
If
Fn (x) be the coefficient of zn in the expansion
of
2hz
ghz
z,
so that
Jô
()=!.
g hz
3x2 A 2
îW=*, ^2 (*)= -g
etc.,
shew that
(1)
Fn (x) is a homogeneous polynomial of degree n in x and A,
(2)
'=f-iW
dx
(1),
Fn (x)dx =
(3)
(^1),
(4)
If
y=a
-ô (#)
then the mean value of

50.
If
Fn (x)
+a
-~
-î (*)
in the interval
x= h
to
a x a2
,
x= +h
is
are real constants,
...
ar
(Leaute\)
h<x<h,
2^^cos x -^-cos-A-+^cos^ + ...j,
A 2m + 1 /
-
Xmo
= (-r2^
^.+iW
ST
x
from
where a
be denned as in the preceding example, shew that, when
^m W = (-)'
,
+ a2 ^2 (#) + ...
^sin
T -^sm -j- + S^T
7T*
2tt*
sin
37ra,-
-- + ...
,
(Appell.)
CHAPTER XVI
THE CONFLUENT HYPERGEOMETRIC FUNCTION
The confluence of two
16*1.
We
have seen
singularities of
Riemann's equation.
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
-
Chapter xiv. As the next type

form of the differential
singularities is substantially the topic of
in order of complexity,
equation which
two of the
is
we
shall consider a modified
obtained from Riemann's equation by the confluence of
This confluence gives an equation with an irregular
singularities.
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
oo
in the equation

oo
U,+m
2-m
The equation
in question
d'u
dz1
We
is
readily found to be
du
+ dz
m-
modify this equation by writing u =
)..
^
.(A).
Wk!m
(z)
and obtain as the
equation* for Wk, m (z)
d*W
dz*
The reader
and
is
oo
will verify
k, i-1+-+
W=0
(B).
that the singularities of this equation are at
the former being regular and the latter irregular and when 2m
two integrals of equation (B) which are regular near and
;
not an integer,
valid for all finite values of z are given
-a/*,m(*)=*
+, "" 4 *{i
by the
\ + m-k
z
+ l!(2m
+ l)
"i
series
{\ + m-k)($ + m-k)
_2
t
/m. jt\ *
2 (2m + 1) (2m +2)
i
/-,-,
* This equation was given by Whittaker, Bulletin American Math. Soc. a. (1904), pp. 125-134.
W. M.
A.
22
338
\-m-h
^-V'-fll
M>
(z\
^*.-W-
*
These
series obviously
form a fundamental system of solutions.
Series of the type in
[Note.
(^-m-ft)(j-m-ft)
"
2!(l-2m)(2-2m) * +
H(l-2m)
[CHAP. XVI
have been considered by Kummer* and more recently

which k=Q had been investigated by
{ }
by Jacobsthalt and Barnes \; the

Lagrange in 1762-1765 (Oeuwes,
special series in
In the notation of
p. 480).
I.
Barnes, they would be written
{\m-k;
2m-(-l;
z)\
Kummer,
modified by
the reason for discussing
solutions of equation (B) rather than those of the equation z
- (* p) ~r-ay=0,
of
(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-
which ji^
matics (see 16 2) in terms of solutions of equation (B).]

-
Kummer s formulae.
1611.
We
(I)
now shew
shall
*-i~
that
is
that, if
2m
is
not a negative integer, then
= (- z) ~ * - m M_Km (- z),
(*)
to say,
Â,
+ ^-fc
",
"l!(2m +
l)
(J
"*"
j +m+
+
l!(2w+l)
A;
For, replacing e
-0
by
its
+ M-feKt+M-fc) ;.,
(2m + 1) (2m + 2)
!
+ m + ft) (f + m + ft)
(2m +1) (2m +2)
expansion in powers of
the product of absolutely convergent series on the
tT F (\,+ m _ k
b
by
14"11,
and
_. <4m+lj
2m+1
"'
")
^
^
z,
the coefficient of zn in
left is
(-y. r(2m+l)r(m + i + ft + n)
nl r(m + J + ft)r(2m + l+n)*
this is the coefficient of z n
on the right; we have thus
obtained the required result.
This will be called
The equation
(II)
lW
v<m
valid
Kummer's first formula.
when 2m
*
is
,1]
2.p!(B+l)(m + 2)...(m+j)J
not a negative integer, will be called
'
Kummer s
second
formula.
To prove
it
we observe that the
coefficient of
z++i
in the product
z m +e-texFx{m+\; 2m + l;
Journal fUr Math. xv. (1836),
2),
p. 139.
t iWotft. -4nn. lvi. (1903), pp. 129-154.

+ Trans. Camb. Phil. Soc. xx. (1908), pp. 253-279.
The
result is still true
analysis of 14-11.
when
m+ i + k
is
a negative integer, by a slight modification of the
16-11, 16"12]
339
of which the second and third factors possess absolutely convergent expansions,
n !(2m+l)(2m + 2)
}l
by Kvimmer's
...
'2)2/
(2m + m)
!(2m+l)(2m+2)...(2i + m)-
P(
**'
j'
'
ix(l-x)},
0^#<|; and so the coefficient of z"++i (by 14-11)

(n-m+j
T (-n+^-m) r (&
(j + m) % +m)
n\ (2m+l)(2m'-|-2)... (2m + ) r (-ra--ire)r(-ji)
when
...
=
and when
W+ *
**'
relation*
F(2a,2f3; a+/3+J; #) = />, 0; a + fl + l

valid
373)
is (
?i is
odd
r(j-m)r(i)
m! (2m + l)(2m+2)... (2m +n)
this vanishes
is
for even values of
r(^-m-|m) r (-)'
n ( = 2p)
it is
r(*-)(-i)(-t)-a-p)
2p! 2 2P(?ji+$)(m + f)...(m+^-)(m + l)(ra + 2)...(m+p)r(-m-p)

1.3... (2p-l)
2p! 2 3"(m + l)(m+2)...(i+^)
16*12.
The
solutions
(m-Hp)'
of equation (B) of 16"1 are not, however, the
(-sr )
m.
to
take as the standard solutions, on account of the
integral obtained
by a constant multiple
k
...
il/jt,
disappearance of one of them
+ 1) (m + 2)
Definition^; of the function W]c im (z).
piost' convenient
The
1_
*
2 4 ) .p! (wi
when 2m
is
an integer.
by confluence from that

z
of e*
of 14 6,
-
when
multiplied
is*
m (z)
=-^r(* + H<-^><>-'-^(i +
It
is
supposed that arg z has
its principal
r i+v ^
value and that the contour
t = z
is so
The integrand
is rendered oneis outside it.

chosen that the point
valued by taking arg ( t) < it and taking that value of arg (1 + t/z) which
tends to zero as t - by a path lying inside the contour.
|
Under
these circumstances
analytic function of
z.
i0+
v=
it
To shew
follows from
that
it satisfies
532
that the integral
is
an
equation (B), write
\-t)- k -i +m (l + t/z) k -i +m e-
dt;
J oo
* See Chapter xiv, examples 12 and 13, p. 298.

an integral in this manner by Whittaker,
+ The function
ktm (z) was defined by means of
loc. cit. p. 125.
suitable contour has been chosen
and the variable
of 14-6 replaoed
by -
1.
222
340
and we have without
difficulty*
,\dv \-m? + k{k-l)

+
z>
)dz
(Ik
7*2
dz
[CHAP. XVI
[z
= 0,
since the expression in
tends to zero as
-*
<x>
and
this is the condition
that e~^ z v should satisfy (B).
Accordingly the function
m (z)
defined by the integral
a solution of the differential equation (B).
is
The formula
for
Wk>m (z) becomes nugatory when k -
To overcome
integer.
this difficulty,
- m is
a negative
we observe that whenever
R (k - I - m\ <
and k
an
^m,
is
not an integer,
infinite integral, after the
we may transform the contour
manner
of
1222
and
integral into
when
so,
R(k-\-m\^0,
fi-izJ1
(""
t\ k ~b + m
''TifTOll, r,+, ( lt 3
This formula suffices to define
m + y-k
k and
and
in
all
W^miz)
a positive integer, and so
is
Example.
'
*
when
the critical cases
in
{z) is
defined for
all
values of
Values of z except negative real values f.
Solve the equation
terms of functions of the type
Wk<m
(2),
where
a, b, c
are any constants.
16'2.
Expression of various functions by functions of the type Wk, m ( z )-
It has
been shewn \ that various functions employed in Applied Mathe-
matics are expressible by means of the function
W ,m (2)
k
the following are a
few examples
k,
The
When
differentiations under the sign of integration are legitimate by i-ii corollary.
m (2 - Oi),
is
real
whichever
and negative,
ktm {z) may be defined
is more convenient.
J Whittaker, Bulletin American Math. Soc. x.

is given here.
than
this
to
be either
Wkim
(z
+ 0i)
or
paper contains a more complete account
341
16"2]
The Error function* which occurs
(I)
in connexion with the theories of
and Conduction of Heat
Probability, Errors of Observation, Refraction
is

e~ t2
Erfc(<B)=f
where x
is real.
Writing
we
dt,
= a?{vf 1)
and then w=s/x
in the integral for
W_^^(x
2
),
get
Tf_
(^)= ***-*-]" (l+j^-'dt
i(i
= 2Mx2
and
so the error function is given
Erfc (x)
e~ s2 ds,
by the formula
= I x ~ * e ~ *** W _ h j (
2
).
Other integrals which occur in connexion with the theory of Conduction

fb
of Heat,
e.g.
e~ f ~ x
'*
dt,
can be expressed in terms of error functions, and
J a
so in terms of TPj jm functions.
Shew that the formula for
JExample.
is
the error function
is
true for complex values of x.
(II)
The Incomplete Gamma function, studied by Legendre and others f,
<y(n,x)=l
("-i-e-'dt.
Jo
By
writing
=sx
in the integral for
W^
^
n _ jy
n (x), the reader will
verify that
(n,
7
(III)
x)=V () - xi ( " 1)
"
** TT
_
4 (n
1}
te).
2%e Logarithmic-integral function, which has been discussed by
Euler and others^
is
defined,
when arg { log z) <

|
tr,
by the equation
dt
'<*>-log t'
i
* This
name
is also
applied to the function
Erf (x) =
"
I
e~? dt = tt* - Erfc
(x)
i. p. 339
Hocevar, Zeitschrift filr Math, und Phys, xxi. (1876), p. 449
f Legendre, Exercices,
Schlomilch, Zeitschrift filr Math, und Phys. xvi. (1871), p. 261; Prym, Journal filr Math, lxxxii.
;
(1877), p. 165.
X Euler, Inst. Gale. Int. i. Soldner, Monatliche Correspondent, von Zach (1811), p. 182;
Briefwechsel zwischen Gauss undBessel (1880), pp. 114-120; Bessel, Konigsberger Archiv, i. (1812),
pp. 369-405; Laguerre, Bulletin de la Soc.Math.de France, vn. (1879), p. 72; Stieltjes, Ann. de
;
'
V&cole norm. sup.
(3),
in. (1886).
The
logarithmic-integral function
in the higher parts of the Theory of Prime Numbers.
is
of considerable importance
See Landau, Primzahlen, p. 11.
342
On
writing
log z = u and then u = log t
[CHAP. XVI
in the integral for
^-i,o<-lg*),
may
it
be verified that
li
= -(- log *)-MTP_ 4f0 (-
(*)
log*).
Weber's Parabolic Cylinder functions ( 16'5) and

Bessel's Circular Cylinder functions (Chapter xvn) are particular cases of the
W^m function. Other functions of like nature are given in the Miscellaneous
It will appear later that
Examples at the end

The
[Note.
pp. 248-304,
of this chapter.
error function has been tab\ilated
and Burgess, Trans. Boy.
by Encke, Berliner
tabulated by Bessel and by Soldner.
integral function has been
ast.
Jahrbuch, 1834,
The
Soc. Edin. xxxix. (1900), p. 257.
logarithmic-
Jahnke und Emde,
Funktionentafeln (Leipzig, 1909), and Glaisher, Factor Tables (London, 1883), should also
be consulted.]
From
the contour integral by
W^ m (z), when \z\ is large.

which W^ m (z) was defined, it
to obtain
an asymptotic expansion
for
The asymptotic expansion of
16"3.
we employ the
this purpose,
For
Wk<m (z) valid when
arg ^
. xcx-i);;
.(x-)
Substituting this in the formula of

it
(l
16"12,
. (1
<
possible
it.
example
result given in Chap, v,
where
B. ft
is
|
+ u}
6,
that
.^
and integrating term-by-term,
follows from the result of 12*22 that
^. w ,,-^{i +
!^^
arg z ^
-jt
a and
1
j
(1
-(*-*yi y-(*-*y} +
>
1,
.,,
(fc
-f
n
provided that n be taken so large that

if
{m2 -(k- $f} {m? -
Now,
t"
In
{m2 - (k
a
}
- n + 1)
2
}
zn
+ m) > 0.
then
(1 + t/z) \^l+t
+ t/z) > sin a
|
R(z)^0\
R (z) < 0)
'
and so*
r Wz)
I
Mn {t,
Z)
* It is
supposed that X
(1
is real
*)' A|
(coseca)!*!
un (l +u)^du.
Jo
the inequality has to be slightly modified for complex values of X.
16 "3-1 6 "4]
343
Therefore
\Rn{t,z)\
X(X ~
<
~ ?t)
" X
<
'
|(l
|A|
+ <) |A| (n +
since
when
Therefore,
(t/z) n +> (1
(cosec o)l*i
l)" 1
>
<
t.
1,
= o\rt- k + l + m+n (l + tf\ x \\z\- n - 1 e=
The constant implied
independent of arg 2, but depends on

is to say, the
Wk>m (z)~e-i z
z
a,
{m?
fife
2
-i-) ]
for large valves of\z\ when arg z ^ tt

|
The second
16 31.
The
and tends
asymptotic expansion of
\l+ %
dtl
(z-*- 1 ),
since the integral converges.
That
fm
a<
Wkim
(z) is given
- (k - -I)
2
]
...
\m
is
a>0.
by the formula
(k
-n + |)
])
it.
Wk>m
satisfied by Wk>m
solution of the equation for
differential equation (B) of 16"1
in the symbol
to infinity as
(z).
(z) is
unaltered
if
the signs of z and k are changed throughout.
Hence,
Since,
if
arg ( z)
<
it,
is
a solution of the equation.
when arg z\<ir,

|
WKm
whereas,
W-k>m ( z)
when arg (- z) <

|
(z)
= e-*z k {l + 0{z- 1 )},
ir,
W-k m (-z) =
z
e*-
(-z)- k
{\
the ratio
W-k m (
+ 0{z- 1 )),
Wk<m (z)/W-kim (- z)
form
s)
cannot be a constant, and so

kim (z) and
fundamental system of solutions of the differential
equation.
164.
Contour integrals of Barnes' type for
r(s)r(-s-fc-m+)r(-s-fc + m + |)
p
*-\W.
T{-k-m + $)T(-k + m + \)
~^d)î
g-frg* p<
where arg <

|
(z).
now
Consider
T _
1=
Wk<m
7r,
and neither of the numbers &
m + ^ is a positive integer
344
[CHAP. XVI
or zero*; the contour has loops if necessary so that the poles of T(s)
those
m + ~)
ofT s-& m+jjjri s k +

f
It is easily verified,
r (s) r (- s -
by
136, that, as
are on opposite sides of
soo on
- m \) r (- s - k +
+
domain arg z\^^v|
Now
choose
a<
m + i) = o e -^
s
\
is
- 2&
-*),
\
analytic at all points f
^tt.
N so that the poles of V (s k m + ^J rl s k+m + ^\

B (s) = N =
are on the right of the line
round the rectangle whose corners are +
and
it.
the contour,
and so the integral represents a function of z which

in the
and
and consider the integral taken
N ^
%i,
%i,
where
f;
is
positive \
large.
The reader
will verify that,
î
-\z k
z
+
where
-#
oo
and
so,
Y(s)r(-s-k-m + ^)T(-s- k + m + ^)
f-
iV
+ it, and
integrand at s
rx>
e- a l*l
N -tO{e- a ^\t\ N - 2k
N ~ 2k dt
1
1
= w.
the modulus of the last integrand
where the constant implied in the symbol

I
N - i + CDi r(s)T(-s-k-m i)T(-s-k + m +

+
^)
Since
integrals
'fi
-R is the residue of the
Write
>
tend to zero as
when arg z ^ ^ it a, the
converges,
we
is
},
independent of z.
is
find that
T=e~i z z k \ 2 R n + 0(\z\- N -l)\.

*
In these cases the series of
16-3 terminates and
(z) is
a combination of elementary
functions.
t
The
integral is rendered one-valued
% The line joining |i
may have
when
B (z) <0
by specifying arg
z.
loops to avoid poles of the integrand as explained above.
16-4]
345
R n we get
En _ T (n -k-+i)r(n-k+m + h) ~ ^
n\r(-k-m + %)T(-k + m + &
{^-(k-n+tf}
_ {m?-{h-\f\ m -(&-!)}
But, on calculating the residue
...
n\zn
and
so
Wk<m
has the same asymptotic expansion as
Further
substituting
the
satisfies
"^ r (s) r (- s - h - m +
the expression (given in
(z).
equation
differential
\)
Wh>m (z);
for
T (- s - k + m + 1) z'ds
on
for,
for v in
1612)
we get
r(s +
-/:
l)r(-s-k-m + l^T(-s-k + m + l)z<'+
(IZrlTJ
ds
r(s)r (- s - k - m+ f) v {- s - k+m+ i)
z8ds
Since there are no poles of the last integrand between the contours, and
s > oo s being between the contours,
the expression under consideration vanishes, by Cauchy's theorem and so
I satisfies the equation for Wk, m {z).
since the integrand tends to zero as
1 = A Wk m (z) + BW_k m {- z),
Therefore
where
and
B are
Making
constants.
^r
|
the asymptotic expansions obtained for / and
oo
when
R (z) >
W^ k>m {z\
we
see,
from
that
A = \, B = 0.
Accordingly, by the theory of analytic continuation, the equality
I=W
k,
persists for all values of z such that

o
such that
7r
Example
1.
<
arg z
<
ir,
kl m,
(z)
n (z)
jarg^|<7r; and,
may
for
values* of arg 2
be defined to be the expression
I.
Shew that
taken along a suitable contour.

* It
would have been
possible,
that that integral could be
reader will see that

of the function.
it is
made
by modifying the path of integration in 16-3, to have shewn

to define an analytic function when
arg z < $ir.
But the
unnecessary to do
so, as
Barnes' integral affords a simpler definition
'
346
Example
Obtain Barnes' integral for
2.
SirtJ
for (1
+ t/z) k ~^ +m
we
by writing
(z)
as
r(-*-m+i)
in the integral of 16'12
and changing the order of integration.
Mktm
Relations between Wk, m (z) and
1641.
If
Whm
r(.)r(--t- w +j)
/-!
j_
[CHAP. XVI
(z).
take the expression
F(s)
^T(~s-k + m + f\
= T(s)r(~s-k-m +
which occurs in Barnes' integral
for Wic im (z),
an d write
in the form
it
7rT(s)
+ k+m + %)r(s + k m + |) cos (s + k + m) ir cos (s + k m) ir

by 13"6, that, when R (s) ^ 0, we have, as s > oo
T(s
we
see,
F{s)'=0
J(-s-|-2aA
exp
Hence,
if
arg z
<
= tt,
logs
sec (s
sf
+ m)
ir
sec (s
m)
ir.
JF(s)zs ds, 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 semicircle
from the poles of the integrand
Wk<m
Therefore
is
positive (not zero).
=-f
( _ft_ m +4)r( -fr +
(z)
+ |)
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
and
2m
7T,
not an integer*,
is
or
Example
T( 2m)
Shew
1.
w
iy -^
/
(
that,
when arg ( - z)
[
- g)= r(-2m)
rft- B+
\
T(2m)
< n
,.
-''-
and
' 8)+
,
,_
2tn is not
an
r(2m)
1- -
rl|li-TI)
integer,
-')
,
'
Example
if,
When - ^rr < arg z < ir and
2.
(-1
When 2m
is
r(2w + l)
- f n-
< arg
- z) < |tt, shew
r( 2m+l)
(jr+m+il
an integer some of the poles are generally double
involve logarithms of
z.
The
result has not been proved
when k-
that
)lri
poles,
Jm
Barnes t.)
is
and their residues
a positive integer or
may be obtained for such values of k and m by comparing the terminating series
with the series for Aft , m (z).
f Barnes' results are given in the notation explained in 16-1.
zero, but
Wktm
(2)
for
16'41-16"51] THE CONFLUENT HYPERGEOMETRIC FUNCTION

Example
Obtain Rummer's
3.
zn e -z
formula
first
T{n-s)z s
Zvri J
16
5.
Consider
the differential
(Barnes.)
ds.
_,,'
The parabolic cylinder functions.
from the result
( 16-11)
/""'
347
equation
Weber's equation.
by
satisfied
w = z~$Wj
Ci
_i (s^ 2 )
',
it is
this reduces to
2& \zA
-^ +
dz"
w = 0.
Therefore the function
satisfies
Accordingly _D
(2) 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
that
16-41, it follows
rtt)2*+*s-*
when arg 2 <
|
But
/i
r(-j)2*+*-
/a
7r.
*-*JriB+J> _ (5--)-2-*.-*
-P1
{-}; -J;
^},
and these are one-valued analytic functions of z throughout the z-plane.

Accordingly Dn (z) is a one-valued function of z throughout the z-plane and,
;
by 164,
its
f
e
1651.
asymptotic expansion when
-frVfl1
*
("-!
2^
n1
and +
by
D-n-i { iz) are solutions
*
Weber, Math. Ann.
pp. 417-427.
arg z
<
- ir is
n(n-l)(n-2)( H -3)
"]
2.4s4
The second solution of Weber's equation.
Since Weber's equation
and
"
i.
iz
is
unaltered
respectively,
if
it
we simultaneously
follows
of Weber's equation, as
(1869), pp. 1-36; Whittaker, Proc.
is also
replace n
that D__i
(iz)
and
Dn (- z).
London Math.
Soc. xxxv. (1903),
348
Dn (z)
from the asymptotic expansions of
It is obvious
j ir < arg z < g ir,
valid in the range
[CHAP. XVI
and D__! (ze^),
that the ratio of these two solutions
is
not a constant.
The relation between
16511.
From
the theory of linear differential equations, a relation of the form
Dn (z) = aD_n _
must hold when the
To obtain
^\\
+ft
Comparing the
a
is
not a constant.
the functions involved be
if
r(-w
'
r(i+i)
iz)
on the right
that
r(-j)2*"-*
r-
.
,
(-
the expansions are
z,
rft-W
a
+ bD-n^
(iz)
we observe
rq)2*
and
ratio of the functions
this relation,
expanded in ascending powers of
and
D (z), D-n-\ ( iz).
the functions
//,
iz
W+
r <*+*)
"T
two terms we get
first
= (2b-) - * T ( + 1) e* n,ri
= (2tt) " * T (n + 1) -*""*,
so
-Dn (*)
in*i
V(2tt)
+-+< !__! (- )
B_ n ^(iz)
TAe general asymptotic expansion of
16 52.
So
r(n+l)
far the
been given
Dn (z)
( ] 6"5)
in the sector
arg z
of arg s not comprised in this range
<
we
Dn (z).
for large values of z has only
To obtain
tt.
write
iz
for z
its
and
form
for values
n 1
for
n in
the formula of the preceding section, and get
Dn (z) = en " Dn (- ,) +
Now,
+
j tt
if j ir
>
arg 2
and arg ( .s)
>
tt,
we can
= arg z ir,
the asymptotic expansion of

if
^>
<
arg ({)
re+ !)
iz
= arg z = 7r
Bn ( z)
16 5 to
!)__, (- w>
- z and
assign to
e*
arguments between
and then, applying
and D__! ( i^), we see
Tr>arg^> 3 7r,
(w
- 1)
^
(\
-*%
li
D n (z)~e
z jl,^
T)
VQ)
~r7=^)
w (n
1) (n
2) (n
3)
271^
n ^^.-n-if-.
1+
e
(n
-J
l)(n + 2)
2?
(n
l)(n
+ 2)(ra + 3)(w +
2.4^
4)
that,
16-511 16'6] THE CONFLUENT HYPEBGEOMETRIC FUNCTION

This formula
validity, viz.
not inconsistent with that of
is
ir<argz<|7r,
To obtain a formula
formula
'*
z~
2n ~ l
o(z~ m ) for
is
common
values of
'
range of
nil.
use the
differs
from that which has just
obtained only in containing e ~ nn in place of e nn
Dn (z)
Since
is
all positive
- ir > arg z > j ir, we
valid in the range
and we get an asymptotic expansion which

been
16 5 since in their
349
one-valued and one or other of the expansions obtained
is
ir
valid for all values of arg z in the range
Dn (z)
16 - 6.
Consider
contour integral for
zt
Dn
4.
arg z
4. ir,
the complete
has been obtained.

(z).
~ i' 2 ( - t)~ n ~ i
dt,
where arg ( - <)
^ ""
i*
represents a one-valued
00
analytic function of z throughout the 2-plane ( 5 32) and further

-
the 'differentiations under the sign of integration being easily justified
by
integral satisfies the differential equation satisfied

e
_j 2 2
(0+
|"
-zt-lt* (-<)--!
~ iz
Dn (z)
accordingly the
and therefore
dt=aBn {z) + bD_ n _
(iz),
where a and b are constants.
Now,
if
^(0)=
r
J
To
En
the expression on the right be called

+)
(z),
we have
{0+)
e- 2 (-t)--'dt, En'(0)=
e-l t2 (-t)-dt.
00
evaluate these integrals, which are analytic functions of n,

then, deforming the paths of integration, we get
we suppose
first
that
R(n)<0;
/oo
r oo
=2 -
i sin nir
e~ n u~i u
du
Jo
= 2~in i sin (rur) r
K' (0) =
Similarly
Both
all
- 2* ~ i n
sin (tt )
J).
T
$ - %n).
sides of these equations being analytic functions of n, the equations are true for
values of
and therefore
6=0,
a=
î^- 2-^
)
isin( n-)r(-^)
r(i)2i
= 2i'r n) sin mat.

(
2W
iJL
I^.-^/^.-^-^C-O A
350
From
Dn (z).
Recurrence formulae for
16 61.
the equation
after using 16'6,
we
see that
Am
- zDn 0) + Ji^ (s) = 0.
(*)
Further, by differentiating the integral of 16
Dn
Example.
167.
'
(z)
6, it follows
that
+ \ zDn (z) - nD^ (z) = 0.
Obtain these results from the ascending power series of 16
Properties of
When n
Bn (z)
when n
is
an
5.
integer.
an integer, we may write the integral of 166 in the form
is
n\e-^
If
[CHAP. XVI
now we
write
= v z,
-V
[<f>+H- zt
we get
n
=(-)^
z2
-i^
v2
e ~i
f(z+)
|>-n
a result due to Hermite*.
and n be unequal
Also, if to
integers,
we
see from
the differential
equations that
Dn {z) Bm" (z) - Dm (z) Dn" (z) + (m-n) Dm (z) Dn (z) = 0,

and
so
K
(to
- n)
\
J
Dm (z) Dn (z) dz = \Dn (z) Dm
'
CO
(z)
- Dm (z) Dn
'
(z)]
[_
CO
= 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 to
and n are unequal positive integers
f Dm (z)Dn (z)dz =
0.
CO
Comptes Eendus,
lviii. (1864), pp.
266-273.
167] THE CONFLUENT HYPERGEOMETRIC FUNCTION
16-61,
On
when
the other hand,
+l)f
m = n,
351
we have
{Dn (z)Ydz
J CO
= \Dn (z) Dn+1 (z)

=
{Dn+1
_^
j_ x jg
zDn (z) Dn+1 (z) - Dn+1 (z) Dn
'
(z)\
dz
(z)}* dz,
J CO
on using the recurrence formula, integrating by parts and then using the
recurrence formula again.
It follows
by induction that
[
J -00
{Dn (z)Ydz = n\f {D (z)dz

J CO
/.CO
J CO
= (27r)*w!,
by
12-14 corollary 1 and
It follows at once that
12'2.
f{z)
=a D
oo
for a function f(z),
(z)
and if it is legitimate
and oo then
exists,
if,
+ oÂO) +
to integrate
...
an expansion of the form
+ an Dn (z) +
...
term-by-term between the limits
*-<a^D ->>w*>
REFERENCES.
W. Jacobsthal,
E.
W. Barnes,
E. T.
Math. Ann. lvi. (1903), pp. 129-154.
Trans. Camb. Phil. Soc. xx. (1908), pp. 253-279.
Whittaker, Bulletin American Math.
H. Weber, Math. Ann.
I.
Soc. x. (1904), pp. 125-134.
(1869), pp. 1-36.
A. Adamofp, Ann. de I'Institut Polytechnique de St Petersbourg,

E. T.
G. N.
Whittaker, Proc. London Math.
Watson,
Proc.
London Math.
Soc.
Soc.
v. (1906), pp.
127-143.
xxxv. (1903), pp. 417-427.
(2),
vm.
(1910), pp. 393-421
xvn. (1919),
pp. 116-148.
H. E.
J.
Curzon, Proc. London Math.
Soc. (2),
xn. (1913), pp. 236-259.
A. Milne, Proc. Edinburgh Math. Soc. xxxn. (1914), pp. 2-14 xxxin. (1915), pp. 48-64.
;
N. Nielsen, Meddelelser K. Danske Videnskabernes SeUkab,
I.
(1918), no.
6.
the transcendental functions
352
[chap. xvi
that, if the integral is convergent, then
Shew
1.
^ j^+iiîii "
2
Mkm{
+ v,)-i+*-*(i-)-i++*.i*
2.
Shew that J^, m (2)=i + m e-4Mimi?'(i + m-A,H'-*+P; 2m + l;s/p).
3.
Obtain the recurrence formulae
m(*) =
k,
fc
Wk-i, m-^ + d-t + m) Wk-1, m(')>
*4
Prove that TFlim (2) is the integral of an elementary function when either of the
h-\ + m is a negative integer.
4.
numbers
Shew
5.
that,
by a suitable change of
*
variables, the equation
+ hz x )^ +{ a + h^dx +{ a + h<>^y = Q
-
<>
can be brought to the form
derive this equation from the equation for F(a, b; c; x)
by writing #=/& and making
b-*- oc
Shew that the cosine

by the equation
6.
vi.),
integral of Schlomilch
Ci
is
equal to
Shew
$,-***+** Tf_
Si
Shew that
Tmn {z)=-
+ t)-"e-*dt=zv -
(\
~"
*"
Express in terms of
-equal
'*-* lri
W_^
{n),
fur Math, und Phytik,
by the equations
equal to
8.
=j" c-fdt,
(-)+i-*-*
4>
S(y,z)=[
7.
{z)
also that Schlomilch's function, defined (Zeitschrift
(1859), p. 390)
is
and Besso {Qiornale di Matematiche,
defined
]t<m
()
e^
W_ ^ ^ _ ^
^du,
(z).
functions the two functions
~ nt dt,
f
Jot
Ei
()
r -^
e
J z
dt.
Sonine's polynomial, defined {Math. Ann. xvi. p. 41)
n\{m + n)\Q\
_
to
f
_1
r +
(n-
1)
(m + w-1)
-i( + D,i
by the equation
(n-2) (m + -2) 2
!
TTn
+ iM + 4>lm
(.).
'"'
!
rv.
<

Shew that the
9.
(1
-A)"
>n,
e-*/(i-*) is
10*.
Shew that
m (*)> denned as
function
m (z) denned by Lagrange
1762-1765 (Oeuvres,
the Pearson-Cunningham function (Proc. Royal Soc. lxxxi.
I.
p. 310),
"
arg z
Dn {z)=
î
and arg (1 + <)'!<
Jtt,
~ i{m+1)e ~ izw
r{;-Z+i)
that, if
"'|
2! 2
ise<iuaito
Shew
in
equal to
e~ z (-z)
T(n- i?re + l) 1
11.
<j>
(Oeuvres, 1881, p. 284) as the coefficient of h m in the expansion of
and by Abel
p. 520)
353
>
\\
" 1+>
(z) -
t,
^(i+o-* B
(i-O i(,,
1)
d.
(Whittaker.)
Shew
12.
that, if
be not a positive integer and
ra
.<=i'-
if
arg z
< tt,
then
^5ti>w! '-'"''
"7::-
no-)
and that
this result holds for all values of arg0 if the integral be
enclosing the poles of r
Shew
13.
that, if
- *) but
arg a
not those of T
(\t
the contours
\n):
< \ir,
oo
r(-i)r(^m-^+l)a4( m+1
14.
that, if the integral is convergent,
/"%-i* 2 * m Dm+1 (z) & = (v/2)-i- r
(ot
then
+ 1) sin (- Jro) n.
Jo
(Watson.)
Shew
15.
n be a
that, if
then
positive integer,
and
if
{x)= ie? n*ij(z) r (w+l)

L
1i
e'^-D-n-i ( + **),
the upper or lower signs being taken according as the imaginary part of x is positive
(Watson.)
or negative.
Shew
16.
that, if
n be a
positive integer,
Dn (*) = ( - T
where
/i
is
or \(n-
1),
2" + 2
(2tt )
e^
r un ei
whichever
is
2tp C0S
sln
(2**)
an integer, and the cosine or sine
The
w. M. A
is
taken as n
(Adamoff.)
even or odd.
*
<fo,
results of
examples
8, 9,
10 were communicated to us by
Mr Bateman.
23
is
354
Shew
17.
that, if
n be a
positive integer,
l
2>.(*)-(-y (ir)-*(V)"
J,=
where
-(*>-
"
1)
sin
e-M-
/"
'
With the notation
'
'
cos
3
1)
sin
J -co
'
(W
)<fe,
o-^He^^V'-e""^- 1
18.
(JiW,-JJ,
cos
fW sin (xv Jn) dv,
Jo
,7,=
6
+1 4 *'- 1 "
2
f
J _oo
Ji=
and
[CHAP. XVI
of the preceding examples,
^ -t-l-i*
(Adamoff.)
)
.
shew
that,
when
. is
real,
,c B
?
(* s /n);
|/3
|<g)
while J3 satisfies both the inequalities
IJiKfe-Vd*!^},
Shew
at
By employing
<r
(1+A2
satisfies
20.
is
real
Shew
and n
to a
minimum
< An~$,
\/()
<h< \/()
H
e
'
where 4=0"0742....
(Adamoff.)
necessary,
" * n Tcos (xnl -*)

+
shew that
^- 1
}
is
that, if
WI<
^^'
ah integer greater than
l-(o)Kg"*.
(Adamoff.)
2.
n be positive but otherwise unrestricted, and
if
be a positive
integer (or zero), then the equation in a

Z>n(*)
has
to positive roots
at
00, <r{v) increases
both the inequalities

|B "
when #
'
mean value theorem when
the second
i TC (j?)
Dn (x) = ^2 Wn)
where
to
v=l
\/ <k< \/{ln)
a,nd\<r(l-h 1 )\< An~%,

19.
1, <r(v) decreases from

and as v increases from 1 to
decreases, its limit being zero where
from
also that as v increases
v=l k 1 and then increases to

to a maximum at 1 + A 2 arid then
"".
when 2m -
< n < 2m + 1.
=
(Milne.)
CHAPTER XVII
BESSEL FUNCTIONS
The Bessel
171.
coefficients.
In this chapter we shall consider a
known as Bessel
many analogies with the Legendre
class of functions
functions or cylindrical functions which have
Just as the Legendre functions proved to be parti-
functions of Chapter xv.
cular forms of the hypergeometric function with three regular singularities, so
the Bessel functions are particular forms of the confluent hypergeometric
As
function with one regular and one irregular singularity.
the Legendre functions,
we
first
in the case of
introduce* a certain set of the Bessel functions
as coefficients in an expansion.
For
all
values of z and
t (t
excepted), the function
can be expanded by Laurent's theorem

If the coefficient of
powers of t.
.negative, be denoted by
Jn (z),
t'\
follows, from- 5
it
r(o+)
Jn (z)
as a
power
since the contour
we may take
is
any one which
that
du
write u
z,
(0+)
f
= 2t/z
z
then
encircles the origin once counter-clockwise,
to be the circle
it
6,
series in
\n
any integer positive or
is
-
4m--j
r.W-aisJ
To express
in a series of positive and negative
where n
1
\
=1
as the integrand can be
from
4-7 that
co
(\r
/,
\n+zr
'<'>-is,?.Tr(i')
Now
n
+r
a positive integer or zero
residue
,-(o+)
it
follows
**"**
= Q is
when n + r
the residue of the integrand at
is
expanded
in a series of powers of z uniformly convergent on this contour,
{(n
is
+ r)\}~ by
1
6'1,
when
a negative integer the
is zero.
Therefore, if n
a positive integer or zero,
is
+2r
(-) (**)"
r
r f,\Z) ~
Jn(
-
I
rto
r\(n
2ra!f
* This
procedure
is
+ r)l
z*
2\l(n + l)
24 1
.
2(n+
1.
l)(w
+ 2)
due to Schlbmilch, ZeitsckriftfUr Math, und Phys. n.
'"]'
(1857), pp. 137-165.
232
356
when n
whereas,
so
J (z)
The
(-)r^ Z fr-m _
r!(r-m)!
.r
. (_)m+.ft < ,)m+M
(m + s)\s\
s =
'
= (-) m Jm (z).
Jn (z),
function
of n, positive
which has now been denned
and negative,
series defining it
We
m,
a negative integer equal to
,,W ~
*'
and
is
[CHAP. XVII
converges for
for all integral values
called the Bessel coefficient of order n; the
is
all
values of
z.
shall see later ( 17"2) that Bessel coefficients are a particular case of a class of
known
functions
as Bessel functions.
by which Jn (2) is defined occurs in a memoir by Euler, on the vibrations

of a stretched circular membrane, Novi Comm. Acad. Petrop. x. (1764) [Published 1766],
it also occurs in a memoir
pp. 243-260, an investigation dealt with below in 18 51
by Lagrange on elliptic motion, Hist, de I' Acad. R. des Sci. de Berlin, xxv. (1769) [Published
The
series
1771], p. 223.
The
study of the functions was made in 1824 by Bessel in his

Bewegung der Sonne
earliest systematic
TJntersuckung des Theils der planetarischen Storungen welcher aus der

entsteM {Berliner Abh. 1824)
special cases of Bessel coefficients had, however, appeared in
researches published before 1769
Jakob Bernoulli to Leibniz*,
in
the earliest of these
which occurs a
in a letter, dated Oct. 3, 1703, from
is
series
which
is
now
described as a Bessel
function of order J; 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,
Jn (2)
notation has changed, what was formerly written
Example
1.
Prove that
26(1
+ *)
...
e az
should be remembered that the
now written Jn (2z).
if
(\^2aJ^W+^6~ ~
then
it
being
smbz=A J
1
(z)
'[
'
A 3 p.
'
+ A2J2 (z) + A 3 Js (z) + ....

(Math. Trip. 1896.)
[For, if the contour
enough
in the a-plane be a circle with centre
to include the zeros of the denominator,
U 2J
replacing the integrals by Bessel coefficients,
TTl
iJu-l)
zo
\u^vi
A_??_iVj._
and radius
large
V?
the series on the right converging uniformly on the contour
u=
we have
and
so,
using 4 7 and
-
we have
iz(u-l) /Ai
2irl J
= A^J
\U2
V?
W4
(z)+A i J2 (2) + A 3 J3 (2) +
. . .
* Published in Leibnizens Ges. Werke, Dritte Folge, in. (Halle, 1855),

p. 75.
17 11]
BESSEL FUNCTIONS
357
In the integral on the "left write %(u-u- 1 )-a = t, so that as u describes a circle of
efi, t describes an ellipse with semiaxes
cosh/3 and sinh/3 with foci at -ai; then
we have
radius
nli^W-î J
fi
+W
the contour being the ellipse just specified, which contains the zeros of fi+b 2
the integral by 6-1, we have the required result.]
Example
Shew
2.
that,
when m
an
is
Evaluating
integer,
f(y+s)=
Jm (y)Jn - m {z).
Neumann and
(K.
Schlafli.)
[Consider the expansion of each side of the equation
exp
^-i)J=exp {& (<-!)}
(y+.)
J*
Example
3.
4.
exp {fe
(*-y)}.]
Shew that
e4* 6 *
Example
= ^ (2) + 2i cos J
Shew that
<^.
(j>
if
r^^+y
(2)
2i'
cos 2<f>J2
()
=J1 (*) ^ W-î W ^! W+2;4 (j;)/4 (j/)- ....

Neumann and Lommel.)
(K.
17'11.
We
is
+ ....
Bessel's differential equation.
have seen that, when w
is
an
integer, the Bessel coefficient of order n
given by the formula
From
this formula
we
shall
now shew
that
Jn (z)
'\
is
a solution of the
linear differential equation
d2y
which
is called Bessel's
For we
find
dy
(.
n2
equation for functions of order
on performing the differentiations
n.
4 2) that
-
-^c.-)*r^{i -^ + ^^('-s) <&

=0,
since i~
_1
exp
z /4<t)
2
(i
is
d*Jn (z)
The reader
will
irregular point, all
one-valued.
,
27ms we /wwe proved
that
dJ^z)
observe that
is
a regular point and
2=00 an
other points being ordinary points of this equation.
'
358
Example
By
1.
[CHAP. XVir
differentiating the expansion
n--
with regard to
and with regard to
t,
shew that the Bessel
coefficients satisfy
equation.
BessePs
(St John's, 1899.)
Example
The function
2.
Pnm
4m 2
satisfies
the equation defined by the scheme
oo
i
P\
m+ 1
\m
I \m
shew that
Jm (z)
\in
satisfies the confluent form of this equation. obtained
The
172.
ii
z2 l;
Jm
of Bessel's equation when n
solution
is
by making n-*~ oo
not necessarily an
integer.
We
Jn (2)
now
proceed, after the
to the case
methods similar
when n
is
of
15"2,
any number,
to extend the definition of
real or complex.
It appears
by
to those of 17 '11 that, for all values of n, the equation
d*y
is satisfied
manner
dy
/_
n\
by an integral of the form

n
y = z j r*- exp
1
ft
- |*)
dt
"i
exp (t z2/4<t) resumes its initial value after describing

and that differentiations under the sign of integration are justified.
provided that t~ n
Accordingly,
we
define
Jn (z)
by the equation
the expression being rendered precise by giving arg z
taking arg t ^
j
its
principal value and
on the contour.
tt
power series, we observe that it is an

and we may obtain the coefficients in the Taylor's
series in powers of z by differentiating under the sign of integration ( 532
and 4 '44). Hence we deduce that
T express
this integral as a
analytic function of z;
zn
(_y z2r
r(0+)
^îwj..^
=
r=
by
12'22.
This
is
2" +2r
HT (n + r+ 1)
the expansion in question.
~ ldt
BESSEL FUNCTIONS
17"2, 17*21]
Accordingly for general values of

,
n,
359
we define
Bessel function
the.
Jn {z)
by the equations
1
/i
n f(+)
z*
Ll
dt
(_\r zn-\-sr
00
= 2
=0
2 n+2r rir(n
+r+
l)'
This function reduces to a Bessel coefficient when
an integer;
n is
it is
sometimes called a Bessel function of the first kind.
The reader
n
observe that since Bessel's equation
will
is
unaltered by
fundamental solutions are Jn (z), J_ n (z), except when

an integer, in which case the solutions are not independent. With this
writing
is
for n,
exception the general solution of Bessel's equation
is
aJn (z) + ^J_n (z),

where a and
ft
are arbitrary constants.
second solution of Bessel's equation when n
is
an integer
will
be given
later ( 17"6).
17"21.
The recurrence formulae for
As the
Bessel function satisfies a confluent form of the hypergeometric
equation,
it is
the Bessel functions.
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
have recourse to the result of
at length,
17
On
2.
n,
real or complex,
we
writing the equation
we have
+ \ zH-"- - nt-* '
(t- n
= 2m fo*and
)"- 1 ./_,(*)
exp
+ \z* (2z-
)'
it
|J
+i J
n+1
dt
0) - n {2z^fJn
(z)
J_i (z)
so
Next we have, by
2n
+ Jn+1 (z) =
(A).
(z)
4 44,
-
r(0+)
z i\
dz
(0+)
r-exp (t-
= - z~ n Jn+1 (z),
T )dt
.
360
and consequently,
[CHAP. XYII
primes denote differentiations with regard to
if
z,
Jn'(z)=^Jn (z)-Jn+1 (z)
(B).
From (A) and
(B)
it is
easy to derive the other recurrence formulae
= l{Jn-x(z)-Jn+1 (z)}
Jn'(z)
(C),
71
Jn '(z) = Jn (z)--Jn (z)
and
-.1
Example
1.
Obtain these results from the power series for
Example
2.
Shew that
Example
3.
Shew
that
Example
4.
Shew
that
-j-
Jq' (2)
ll
Example
5.
Shew that
Example
6.
Shew
_2
= -J
x (2).
(2)+6^(2)-4Jn+2
Mz)-J
(z)
(2)
+ /M + 4
2 ).
= 2J "(z).
that
/2 (2) = Jo" (2) - 2 "

17 211.
Jn (z).
{VB ()} =sPJn -i ()
16/B"(2)=7_ 4 (2)-4/
an
(D).
Relation between
^,' (2).
two Bessel functions whose orders differ by
integer.
From
the last article can be deduced an equation connecting any two
Bessel functions whose orders differ by an integer, namely
z^jn+r
where n
is
unrestricted and r
{z)
(-y^ {z-*j
any positive
is
once by induction from formula (B),
when
(z%
This result follows at
integer.
written in the form
it is
z-^Jw {z) = -- {z-Jn (z)}.

z
17212.
The connexion
The reader
write y
= z~^v
will verify
betvaeen
is
and
without difficulty that,
if
in Bessel's equation
\-n*\
the equation satisfied by ~W%n (x)\
Jn (z) = Az-$M
Comparing the
Wk>m functions.
and then write z = oc/2i, we get

d2 v
which
Jn (z)
coefficients of z n
n (2iz)
it
follows that
+ Bz-iM
0t
on each side we see that

z
_n (2iz).
^ U ^T
+
+ l)
iz) '
we
17 211-17 22]
,
BESSEL FUNCTIONS
361
except in the critical cases when 2?i is a negative integer when n is half of
a negative odd integer, the result follows from Kummer's second formula
;
16-H).
The zeros of Bessel functions whose order n
1722.
The
'
relations of 17-21 enable us to
deduce the interesting theorem that
between any two consecutive real zeros of z~ n Jn

zero* of z~n Jn+x (z).
For, from relation (B)
when
it
follows from Rolle's
there lies one
and only one
-^\z-*Jn (z)},
theorem f that between each consecutive pair of zeros
at least one zero of z~ n
is
(z),
written in the form
z- n Jn+l {z) =
of z~n n (z) there
is real.
Similarly, from relation (D)
Jn+1 (z).
when written
in the form
z^Jn (z) = ^{z^Jn+1 {z%

it
follows that
between each consecutive pair of zeros of zn+1 Jn+1
at least one zero of zn+1
satisfies
it is
easily verified
both y and
and y
is
-^-
zero
-j-
{z~n Jn (z)}
have no common zeros
for
the
gf + (2 + i,g + ,y = o,
by induction on
vanish for any value of
by
is
the equation
z
and
there
Jn (z).
Further z~n Jn (z) and

former function
(z)
differentiating this equation that if
z, all
differential coefficients of
y vanish,
4.
The theorem required is now obvious except for the numerically smallest
f of z~n Jn (z), since (except for z = 0), z~n Jn (z) and zn+1 Jn (z) have the
same zeros. But z=0 is a zero of z~ n Jn+1 (z), and if there were any other
zeros
say 1; which was less than , then z n+1 Jn (z)

would have a zero between
and X) which contradicts the hypothesis that
positive zero of z~ n
Jn+1 (z),
there were no zeros of z n+l Jn (z) between
The theorem
is
f.
therefore proved.
[See also- 17'3 examples 3 and

*
and
4,
and example 19
at the
end of the chapter.]
Proofs of this theorem have been given by B6cher, Bull. American Math. Soc.
p. 206;
Gegenbauer, Monatshefte fur Math. vm. (1897),
Math. Soc.
t This
iv. (1898), p.
p.
iv. (1897),
383; and Porter, Bull. American
274.
proved in Burnside and Panton's Theory of Equations (i. p. 157) for polynomials.
be deduced for any functions with continuous differential coefficients by using the First
is
It may
Mean Value Theorem
( 4-14).
362
Bessel's integral for the Bessel coefficients.
1723.
We
[CHAP. XVII
shall
next obtain an integral
first
which n
case of the Bessel functions for
is
given by Bessel in the particular
a positive integer; in some respects
the result resembles Laplace's integrals given in
1523 and
1533
for
the
Legendre functions.
In the integral of
17'1, viz.
4(m--)
/(<)+)
J"0)
-"
=
2^.J
take the contour to be the circle

J-K
and write u =
(A = i-
u) du,
-me+izsme
de
e*
9
,
so that
l-K J -
Bisect the range of integration and in the former part write
we
6 for
get
J-(V)
= -L
re
llT J
and
Jn (z) =
so
is
dg
P e -niB+izAn d Q
+ _L
^7T J
- f cos (0 z sin #) d#,
7T
which
nie-iz<Ane
Jo
the formula in question.
Example
Shew
1.
that,
when
z is real
and n
is
an
integer,
\Jn{z)\^\.
Example
Shew
2.
that, for all values of

/""
y=-
(real or complex), the integral
co%{w.8
zs\n6)dd
""Jo
satisfies
d 2y
dz*
n 2\
dy
+ i"dz + (y-~)y
which reduces to Bessel's equation when n

[It is
on the
is
V~
n\
_sin?i7r/l
an
X?~#)>
integer.
easy to shew, by differentiating under the integral sign, that the expression
left is
equal to
17231.
The modification of Bessel's integral when n
We
now shew
shall
Jn ( 2 ) =
when R{z) >
0.
that*, for general values of
T cos
7T J
sin 6)
d6 -
is
not an integer.
n,
-^-^ f " e-" 8 -" toM d0

T JO
This obviously reduces to the result of
This result
is
17
due
2, viz.
to Schlafli,
Math. Ann. in.
.(A),
1723 when
an integer.
Taking the integral of
(1871), p. 148.
is
17"23, 17'231]
BESSEL FUNCTIONS
and supposing that
Jn{z)
But,
if
axis from
we
z is positive,
have, on writing
M""_1 exp
is J .00
363
t
r r ~ wi
dM>
when |argz|<
i.e.
\ uz,
the contour be taken to be that of the figure consisting of the real

- 1 to oo taken twice and the circle u = 1, this integral re-
presents an analytic function of z

path,
when
and
^tt;
so,
R (zu) is
negative as
> oo
on the
by the theory of analytic continuation,
the formula (which has been proved by a direct transformation for positive
is true whenever
(z) > 0.
values of z)
Hence
J (z)
C
where
{iyi
= ik-
tt_n_1
ATI
exp
~ 3} dw
= l, and argw = -7r on the

on the third path.
denotes the circle \u\
integration while arg u
=+
ir
'
path of
first
oo
Writing u
each case arg
g-m+Dirt)
fg(M+l)iri
fir
Jn 0)
= te^ " in the first and third integrals respectively

m in the second, we have
t = 0), and u = e
= sM
e-^ Bto9 old +
-_-^-
Modifying the former of these integrals as in

in the latter,
Jn
(*)
we have
=7T
which
When
arg
("cos (nd
- z sin 6) dd + sm n+1
(
when arg z\ <2 7r
between \k and
Jn {z)= -\\
e
When m
is
-t+ -)
t)
17 23 and writing
dt
for
) 7r
-ne-z*ir*e
dd>
Jo
jt,
since
Jn {z) = e nirl Jn
cos (n6 + z Bin 8)
the upper or lower sign being taken as arg
make
TT
Jo
lies
t- n-> e
at once
the required result,
is
\z(
r<*>
- ~r-^
(so that in
d0- sin nir
> \ir
or
<-
- z\ we have
-+*sinh
(B),
in-.
an integer (A) reduces at once to BessePs integral, and (B) does so when we
Jn (z)=( )n J- n (z), which is true for integer values of n.
use of the equation
'
364
Equation (A), as already stated,
due to
is
Schlafli,
Math. Ann.
equation (B) was given by Sonine, Math. Ann. xvi. (1880),
[CHAP. XVII
ill.
(1871), p. 148,
and
p. 14.
These trigonometric integrals for the Bessel functions may be regarded as corresponding
Legendre functions. For ( 17 11 example 2) Jm {z) satisfies
the confluent form (obtained by making -=-oo ) of the equation for P nm (lz 2/2n 2 ).
-
to Laplace's integrals for the
But Laplace's
integral for this function is a multiple of
b - & + K S> - 4
cos
!o
-U
The
limit of the integrand as n-*-cc
Pnm (z)
of Laplace's integral for
Example
From
1.
is e
i~
cos
d4>
+ coa + 0(n- 2 )Y
<f>
coa<''
cos
and
m<f>,
(x)
shew
when n
that,
is
(Callandreau,
Shew
2.
when
?i
and
r(w _ OT + 1)
are positive integers
We
is
of Pnm (cos
J"
<T* C 9 Jm (*
P/-oc.
( 17'2)
xv. (1891),
p. 121.)
8),
sin 0) *"<**
London Math.
Bessel functions whose order is half
have seen
(2),
and cos 8 > 0.
(Hobson,
1724.
of order of
> 0,
JteA.
.BmZZ. rfes &>.
that, with Ferrers' definition
P'"(cosg) =
by a change
OJCOS0
'^-roW.
Example
Jm (z).
g-'zcos*
I
J
a positive integer and cos 8
2jt
integration,
this exhibits the similarity,
to the Bessel-Schlafli integral for
the formula
coam4>d<j>.
an odd
when the order n
that
Soc. xxv. (1894), p. 49.)
integer.
of a Bessel function / (z)
half an odd integer, the difference of the roots of the indicial equation at
is
2n,
which
is
an
We now
integer.
shew
that, in such cases,
Jn (z)
is
expressible in terms of elementary functions.
and therefore
2M L
17 211)
if
Jk + i(z)
On
z*
z*
A;
is
8\i
that J'- j (2)=
on the
-P* sin Z
where P&, Qk are polynomials in ^~^.

Shew
dk
(_)*(2s)* + i
Jh + i( e ) =
1.
a positive integer
differentiating out the expression
Example
/2\*
/smz\
-
right,
Qk cos
we
2,
obtain the result that
BESSEL FUNCTIONS
17'24, 17*3]
Example
2.
Prove by induction that
365
k be an integer and n = k + J, then
if
'-* [<-w-w +A â^-^ f Tg^'
fa, -' 4
-"
,i
{,
+ .i.(,- t -t.),
'- ) -' <

!i
4-, - (4
--gi -;rg_v;i
3>
'
1
.
the summations being continued as far as the terms with the vanishing factors in
the numerators.
Example
4+i(
Shew
3.
that z*+*
is
2, t
a solution of
Bessel's equation for
2)-
Example
where
4.
Shew that the
... C2
solution of
are arbitrary and a
au
2m+ f
+y =0
is
a^ are the roots
...
of
(Lommel.)
173.
Hankel's contour integral* for
Jn (z)-
Consider the integral

n
V=z
where
J. is
(t*
a point on the right of the point t=l, and

arg
at
the contour
- l) n-i cos (zt)dt,
]A
may
1) = arg {t + 1) =
(t
conveniently be regarded as being in the shape of
a figure of eight.
We
shall
shew that
Jn (z).
this integral is a constant multiple of
easily seen that the integrand returns to its initial value after
the path of integration; for
(t
\)
n~ %
is
It is
has described
multiplied by the factor
e im
1]
" after
n ~%
is multiplied by the
the circuit (1+) has been described, and (t + l)
e-(2-i)
circuit
(
1
has
after
the
)
been
described.
factor
sta <*
w'
converges uniformly on the contour,

co
To evaluate these
functions of n for
may deform
all
>
integrals,
1)
we have
/(!+
"
( 4'7)
_i-)
we observe
firstly
values of n, and secondly that,
the contour into the circles \tl\
axis joining the points

8
/_V ?n+2r
<i'-
t =
(1
that they are analytic
when
n +
%J
> 0, we
= 8,\t+l\ = 8
8) taken twice,
and the real

and then we may make
the integrals round the circles tend to zero and, assigning to

* Math. Ann.
i.
(1869), pp. 467-501.
-1
366
and
we
[CHAP. XVII
arguments on the modified path of integration,

and P = u,
1 their appropriate
get, if
- P) =
arg (1
P(f-l) n -idt
..
r-i
..
dt
[V (1 -
= - 4t sin ( - 1)
tt
=-
ir I*
(n -I)
2i sin
= 2i sin
< )
ur ~i(l
n_i
dt
>du
u) n ~^(
Since the initial and final expressions are analytic functions of n for
values of n,
is
true for
follows from 5 5 that this equation, proved

-
it
all
values of
all
when
n.
Accordingly
"
(-Y
~
r_
2+!
z n+ * r 1% sin (n
(ir)
sin
(n
(n + |)
+ \) ttY (r+h)T
"
T ( + r + 1)
+ |j wr (n + 5) T
Q J
(*),
on reduction.
Accordingly, when
When
Corollary.
jWg nU ^ 0, we Acroe
2J(i
+ $)>0, we may
deform the path of integration, and obtain
the result
u^+lmi)
Example
1.
Shew
Example
2.
Obtain the result
that,
Jn
when
R () > 0,
{z)
when
i? (w
sm * cos
cos
r^r+j5r~(l) /o*
in
cos *>
d<t> -
+ J) > 0,
by expanding
(2
powers of
(2
cos 0) sin2n ***"'
and integrating
( 4-7)
term-by-term.
BESSEL FUNCTIONS
17 4]
Example
[Let
Shew
3.
when - 1 < n < J,
that
= (m+) n- where m is
/,(*+^r)^
367
has an infinite number of real
/ (a)
zero or a positive integer
2 ,. lr(
j"
+^ r
^ {K-% +
zeros.
then by the corollary above
ii2
-,..
+ (-)'B
},
2r+l
2 " !+1
where
,.=
(
2t
-*!)""* cos {(m+l)iri!}
(1
eft
2m+l
fl/(m + i)
so, since
?t
< 0,
2r-l\ 2 l"~i
um >u m _ l >u m _ 2 >
This method of proof for
n=0
is
due to
...,
and hence
Jn (m7r+fcr)
has the sign of (-)"*.
Bessel.]
Example
Shew that if n be real, J,, (2) has an infinite number of real zeros
4.
an upper limit to the numerically smallest of them.
find
[Use example 3 combined with

17
17 "22.]
Connexion between Bessel
4.
and
coefficients
and Legendre functions.
We shall now establish a result due
1711 example
to Heine* which renders precise the statement of

concerning the expression of Bessel coefficients as limiting forms of
2,
hypergeometric functions.
When arg(l+a)
I
<
7r,
is
and
unrestricted
is
a positive integer,
differentiating the formula of 15-22 that, with Ferrers' definition of
P*mit) =
and
so, if
^.mlrfa-m + l)
arg 2
< Jn-,
arg
Jz
(1
Am (l-o-j / = omm .m! Z

i)
2m'
Now make
-=-
+ co
(:l
r(ra
im *'(-"+**>
-' )im
a
)
Q + ')
< we
71- ,
T^Ti
m+1)
V
follows by
it
Pn(a),
rc+l+m;
m + 1;
W4
have
1_ -r-2
4 /
E(-n + m,n + \+m; m + 1;
2
2
Ja ?- ).
(m being positive, but not necessarily integral), so that, if 8
= n~
1
,
S-i-0 continuously through positive values.

(* + + 1 >-^l, by
13-6, and (l -)**!.
J 8
m
T(n-m + l)n
4w /
\
Further, the (p + l)th term of the hypergeometric series is
(-Y (l-m8) (l + 8+md + r8) {1 -(m + iy& {l-(m+2) 8*}
(m + l)(m+2)...(m + r).r\
Then
'
this is a continuous function of 8
and the
series of
...
{1
which this
-(m + r)n*}
is
easily seen to converge uniformly in a range of values of 8 including the point 8
by
3-32,
lim[.-Pn(l-2^ ="2 m
.m! r=0
= Jm (*),
is
1.
(m + l)(m + 2)
...
{m + r)r\
Shew thatt
lim \n- m Pn m (cos
The apparently
-J
A-Jm
(2).
different result given in Heine's Kugelfunhtionen is
due to the difference
between Heine's associated Legendre function and Ferrers' function.

t The special case of this when m = was given by Mehler, Journal fUr Math,
p.
is
so,
the relation required.
Example
= 0;
we have
B
which
'
the (r+l)th term
140; see also Math. Ann.
v. (1872), pp.
141-144.
lxviii. (1868),
368
Example 2. Shew that

by the schemes
Bessel's equation
[CHAP. XVII
the confluent form of the equations
is
defined
ao
10n
fOoo
-n -ie\-ic
e<*p\ n
J, PUji
\-n |-2mj
2tc-
the confluence being obtained by making c-*-co
Asymptotic series for
175.
We
have seen
^+
|
for this
when \z\is
large.
i)
**" (2 ")j
3
<gX
|1 ir < arg (2iz)
ir,
range of values of z
Mn (2) =
jê
by 16 41 example
-
Jn(z)
zA,
l-n -l(e+n) m+1
m^-i> +
supposed that arg z <
it is
But
Jn (z)
i(e-)
17-212) that
J <*> =
where
oo
t
|
i + icA,
ic
2, if
(n+i) * i
< arg (
ir
{e^n+
Wo,nWz) +
V"W
2iz)
n (2iz)
T^W
Q,
<
% ir ;
and
so,
n (-
.)
when arg z\<ir,

|
+ e-l( n+ W on (-2iz)}.
(2ttzp
But, for the values of z under consideration, the asymptotic expansion of

TP0> (2^)is
(
-l
4,2
8iz
(4ra 2
-l
)(4ra 2
-3 )
2
2\(Hizy
(+ iy {4n 2
l 2 } {4n 2
- "
32}
r (8^)
{4n2
- (2r - 1)
and therefore, combining the series, the asymptotic expansion of

z is large and arg z < ir, is
|
COS^-
2W7T-
-i^-^
2
(-)
{4rc
2
}
{4w2 - 3 2
(2r)!2
r .i
when
j 7T
Jn (z),
J(~(
+ sin
'
I (-X
{4n 2 - l 2 } {4n2
(2r
y r =!
-3
- 1)
2t
2
}
{4w 2 - (4r
. .
. .
- l)
2
})
{4n 2
- (4r - 3)
1
}
2 6 '- 3 ^-i
;
2_\i
-
\TTZj
where
j^cos
(*
- g mr - j tt) Un 0) - sin [z-\mr -\ v\ Vn
Un (z), - Vn (z) have
been written in place of the
(*)1
series.
The reader will observe that if n is half an odd integer these series
terminate and give the result of 17 '2 4 example 2.
369
BESSEL FUNCTIONS
17 "5, 17'6]
Even when
z is
not very large, the value of
Thus, for
from this formula.
Jn (z)
positive values of
all
of the asymptotic expansion give the value of
</ (z)
can be computed with great accuracy

greater than 8, the first three terms
and
n = 0) and by Jacobit (for

Complex values of z were considered by
The method of obtaining the expansion here
general integral values of n) for real values of
HankelJ and several subsequent

is due to Barnes .
to six places of decimals.
(z)
This asymptotic expansion was given by Poisson*

writers.
(for
z.
given
Asymptotic expansions
for
Jn (z) when
the order n
is
large have been given
by Debye
(Math. Ann. lxvii. (1909), pp. 535-558, Munckener Sitzungsberichte, XL. (1910), no. 5) and
Nicholson (Phil. Mag. 1907).
An
approximate formula for J (nx) when n
xn
{s^l- x )}
-#2 )i{l + v'(l - ^2)} n
namely
1,
exp
(2 ff ?i)* (1
<x<
and
large
is
'
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 Me'canique
Celeste v. supplement [Oeuvres, v. (1882)] on the hypothesis that x is purely imaginary.
A more extended
Proc.
London Math.
Example
|
account of researches on Bessel functions of large order
By suitably modifying
1.
given in
is
Soc. (2), xvi. (1917), pp. 150-174.
Hankel's contour integral (
17'3),
shew
that,
when
R (n + \)>0,
argz <^7r and

|
j(*)=
/%* (i+^y*
[>-* *->
Jo
r(+i)(2)*L
Jn (z) when
of
***
22 y
r /-jA_w\"
+e -i(_i,r-i)
and deduce the asymptotic expansion
is
large
and
arg z
|
du
~\.
< \n.
[Take the contour to be the rectangle whose corners are +1, l+iN, the rectangle
~i m
i n
e .]
being indented at 1, and make #-*-a> ; the integrand being (1 - t )
Example
Shew
2.
M=
(p
Shew
3.
arg z\<\rr and
~ 2z cot *
cos""*
<f>
R (n + ) > 0,
2 +
cosec " *
sin {z - (n
- 1) 0} df.
./o
in the preceding example.]

that, if
Aeiz zn [" v"-*

is
*"
r(m + )ni
[Write w=2zcot
Example
that, when"
2n+lzn
(1
arg z
+ it>) K_i e~
< \n and R (n + ) > 0,

2vz
iz
dv + Be~
then
n [
z
v"-*
(I
-iv) n
~i
2vz
e~
dv
a solution of Bessel's equation.

Further, determine
A and B
so that this
may
represent
Jn (z).
(Schafheitlin, Journal fiir Math, cxiv.)
17
The second solution of Bessel's equation when
6.
We
have seen in 17"2 that,
equation
is
when
the order
the order is
where a and
an
integer.
of Bessel's differential
not an integer, the general solution of the equation
aJn (z) +
is
QJ^niz),
/3
*
Journal de VEcole Polytechnique
t Astr. Nach.
xxvm.
(1),
cah. 19 (1823), p. 350.
p. 94.
% Math. Ann. I. (1869), pp. 467-501.

Trans. Camb. Phil. Soc. xx. (1908),
W. M. A.
re
p. 274.
2^
370
When, however, n
is
[CHAP. XVII
an integer, we have seen that
M*) = (-)"^- CO,

Jn (z)
and consequently the two solutions
We
and J_ n (z) are not
really "distinct.
therefore require in this case to find another particular solution of the
equation,
differential
Jn (z),
from
distinct
order to have the general
in
solution.
We
shall
now
consider the function
-*-(')
2mr
= 2ne^ 4. ()?^
Y" (,)
v '
sin
which
when 2n
a solution of Bessel's equation
is
introduction of this function
When n
equation,
is an
namely
lim
= Um
-.0
e
To express
due
is
not an integer.
is
The
Hankel *.
to
defined by the limiting form of this
(z) is
+ e-,)-J^(z)
2mW * Jn+Aôos(n^
sin2(n +
e)7r
hr
sin ZeTT
= lim 6"
result of l7
integer,
Y n (z) =
Yn (z)
J-
+e (5)
Y(,s) in terms of
(*>
H" - J-- to)
- (-) J__
TFfc,
()}.
functions,
we have
recourse to the
which gives
5,
Y (f) = lim
l^("
<r^-0 (277-2)*
+ + i)Tr
,
n+e
(2^)
-J("+ e +4)Fo> +e (-2^)}
_(_){ e i(--^ + i)Tf
0i
+e
+ e-i(-- E +i)TiF
(2^)
Wktm = W^-m(2iz) = W
Hence, since f lim W
e-0
, +e
(-2^)}
remembering that
0in (2iz),
0iU+t
Y " to =
{e(i " + f)
()
"F
(2 to
This function (w being an integer)

equation;
it is
+e
is
we have
" ( *" +
S)
" ^0, (- 2)}.
obviously a solution of Bessel's
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, Ann. di Mat. (2), VI.
it is defined by the equation
(1875), p. 17
;
-rr
* itfatA.
^nn.
1.
s_ Jn (z) COS K7T ~ J-n (g)

sin mr
Y (z) COS 717T
7re
,Mrl
(1869), p. 472.
t This is most easily seen from the uniformity of the convergence with regard to
Barnes' contour integral ( 16'4) for
{2u).
n+e
of
BESSEL FUNCTIONS
17 6l]
371
when n is an integer. This function

n is taken as the canonical function of the
Handbuch der Cylinderfunktionen (Leipzig, 1904),
or by the limits of these expressions
which exists
for all values of
second kind by Nielsen,
and formulae involving
are generally (but not always) simpler than the
it
corresponding formulae involving Hankel's function.
The asymptotic expansion for Yn (z), corresponding

Jn (z), is that, when argz < ir and n is an integer,
to that of 17 '5 for
Yn (z )
Un (z)
where
- ^n-rr - i-tt) .Un (z) +cos(z - ^mr -jtt) .Vn (z)
sin (z
( J
and
Vn (z
are the asymptotic expansions denned in 17'5, their

l)/8z respectively.
leading terms being 1 and (4w 2
Example
Prove that
1.
Yn{Z) ~
-where n
made an
is
Example
dJn (z)
~> n
,
dn
dJ- n {z)
~dn~'
integer after differentiation.
Shew that
Yn
(Hankel.)
be denned by the equation of example

solution of Bessel's equation when n is an integer.
The
if
The ascending
1761.
To
2.
(2)
series of 17'6 is convenient for calculating
functions* of
iseries
e,
i/( B+e) (z)
arranged in powers of
Y n (z), we
Accordingly, to obtain
^power of
if s
in powers of e
e (
that, since
and
this double
53, 54).
'
r=0 r
T(- n-e + r + 1)
be a positive integer or zero and
r(s+ 6 + i)
first
+ i)f
sin
(t
e) 7T
'
a negative integer, the
are valid
fl_re r( * +1) +
r(
r(*+6+l)
is
\z\ is large.
we observe
have to sum the coefficients of the
r\r(n + e + r+l)
following expansions in powers of
where 7
Ym (^) when
\z\,
in the terms of the series
r=0
Now,
are uniformly convergent series of analytic
may be expanded
each term
may then be
it is
Yn (z).
series for
obtain a convenient series for small values of
the ascending series for
1,
r(s
+ i)
"-j
T(-t-) = (-) t+1 eT(-t) +

.
7T
Euler's constant ( 12
*
The proof
1).
of this
is left
to the reader.
242
THE TKANSCENDENTAL FUNCTIONS
372
Accordingly, picking out the coefficient of
nW
l0g
VV
Lr=or
r (n +
+ 1)
we
e,
[CHAP. XVII
see that
,f>! r(-n + r+l)J
2
+ (_)
v
'
r=-
<
_( - 2 m-M
r!r(-n+r + l)V'7 -i
/
+ (-) 2
and
K%
r ( n - r),
(-y-n+i
so
w=
When
= 0,
is
an integer, fundamental solutions* of Bessel's equations, regular

Jn (z) and F 0) or Y n 0).
are
Neumannf
Karl
r=
near z
T- -Sm-4
=i
+
i ^r/^^TT 1 2 lQ g
ft
r (w + r)
V ^)1 7 - m =i
_ "- 1 (|^)-"+2r (w-r-l)!
r =o
took as the second solution the function
in)
(z)
denned
by the equation
FN () = \ Yn (z) + Jn (z)
but F (2) and
Example
1.
Ym (.s)
Shew
are
more useful
(log 2
satisfies
the recurrence formulae
F()=i*{7. +1 ()+F ,_ 1
1
(f)},
n'(Z )=i{F_ (2 )-r +1 2 )}.

Y (z) and Neumann's
1
Shew
- 7)
for physical applications.
Yn (z)
that the function
also that Hankel's function
function
FM (2)
satisfy the
same recurrence formulae.

[These are the same as the recurrence formulae satisfied by
Example
2.
Shew
that,
when arg z
|
7tTn (z)= ("sin (zsin
Jn ().]
< \tt,
6- nd)dd-
-zsinlifl
e
J
â + (_) e - e }d6.
(Schlafli,
Example
3.
Shew
no) (*)= j
177.
Math. Ann. in.)
that
(z)
log
2+2^2 w- K* (2) +y6 w- ...}
Bessel functions with purely imaginary argument.
The function}
/<*)
= -,/() = r =e
'"
'
r\(n
+ r)\
Euler gave a second solution (involving a logarithm) of the equation in the special cases
n = 0, n=l,
Znsi. Ca!c. Int. n. (Petersburg, 1769), pp. 187, 233.
t Theorie der Bessel'schen Fanktionen (Leipzig, 1867), p. 41.
X This notation was introduced by Basset, Hydrodynamics 11. (1888), p. 17; in 1886 he had
(z) as i*J (iz)
see Proc. Comb. Phil. Soc. vi. (1889), p. 11.
n
defined In
177, 1771]
is
BESSEL FUNCTIONS
373
of frequent occurrence in various branches of applied mathematics;
these applications z
is
The reader should have no
difficulty in obtaining the following
/_! (z)
(ii)
^{z/(z)} =*!_>
(iii)
^Jr-/(5)}
v)
= *-/, +1 (*).
ldln (z)
dz2
In
{z)
1+ z
dz
When
(v)
(n +
^j
>
=a
Jn(s)
0,
* cos *> sinM
nlT>Ti)lo COsh
***"
expansion of / (2)
Wheni 2slir<a,rgz<
< 22 ir,
w, the asymptotic expar
tt < arg ^
7T
{4w - (2r - 1)
{4n - l {4n - 3
(vi)
(*).
_^ + r^^_
d*In (z)
formulae
- In+1 (z) = -^ In (z).
(i)
in
usually positive.
is
(2irz)i
e
-(n + i)*i
-z r
J4 W
i^ 1+ 2=
(27TZ)*
L
the second series being negligible
2_
1 2|(4 W 2_ 3 2|
arg z
is
for e
-(n + i)m
)
t ne
-(2?--l)2
when arg z <

|
The
7r -
^tt<
arg z
<
result is easily
3
it if
we
write
upper or lower sign being taken according as
positive or negative.
17'71.
Modified Bessel functions of the second kind.
When n
is
a positive integer or zero, J_ () =/ (s)
solution of the modified Bessel equation (iv) of 177,
Kn (z) for
all
to obtain a second
we define* the function
values of n by the equation
Kn
Kn
so that
*
(4n 8
seen to be valid over the extended range

g=t (" + 4)'"
The notation
Kn
(z)
(z)
(z)
= (|j
= g 7r {/_
was used by Basset
cos n7r Wo, (2^),

(.s)
/ (z)} cot mr.
in 1886, Proc.
denote a function which differed from the function
now
Camb. Phil.
Soc. vi. (1889), p. 11, to
defined by the omission of the factor
and Basset's notation has since been used by various writers, notably Macdonald. The
make In {z) and Kn (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 () 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 deficos ht,
object of the insertion of the factor is to
nition for non-integral values has the serious disadvantage that the function vanishes identically
when
2re is
pp. 130-139
an odd integer. The function was considered by Biemann, Ann. der Phys.
and Hankel, Math. Ann. i. (1869), p. 498.
xcv. (1855),
374
Whether n be an integer or
when arg z <
Bessel equation, and
/*\*
^ /N
(*) ~
(^ j
When
Kn (z) = lim
which gives
{!_*_. (z)
o 7T
by the equation
defined
is
- In+n (z)}
cot
ire,
17 61)
(cf.
/l^Nn+ar
W
an ascending
")
2
'
+r
2
m=l
-1/ 1 \-n+itr(_' K-r( n

1
2 9*
)
series.
En
(z)
the same recurrence formulae as / (2).
satisfies
Neumann's expansion* of an analytic function
17"8.
m=l
_ r _l)!
9.
Shew that
Example.
"!(
r =o
+
as
l)*'
|.
an integer, iT (s)
is
the asymptotic expansion
{4n'-l}{4n'-3'}...{4m'-(2*
r!2 sr^
a solution of the modified
is
% ir it possesses
_ cos (w Jix + 2g
5) [
for large values of
function
not, this
[CHAP. XVII
in a series of Bessel
coefficients.
We
now
shall
analytic in a
expansion of an arbitrary function f(z),

origin, in a series of Bessel coefficients, in
consider the
domain including the
the form
=a J
f(z)
where a
alt a 2
Assuming the
...
(z)
ax
are independent of
+ a2 J2 (z)+
(z)
...,
z.
possibility of expansions of this type, let
us
first
consider the expansion
of l/(-a); let it be
^- =
where the functions
We shall now
is
<)
{t)J
(z)
+ 20
(t)J1
are independent of
(t)
(z)
+ 20,(t)J2 (z) + ...,
z.
determine conditions which
n (t)
must
satisfy if the series
to be a uniformly convergent series of analytic functions
will be determined,
series
and
will
it
then be shewn that,
on the right actually converges to the sum
+
Ui
\ot
Since
\j(t
a-);t-z
dzj
if
(t)
on the right
by these conditions
z) when
if)
so determined, then the
is
<
=.
'
we have
O '(t)Jo (z) + 2 2 On'(t)Jn (z)+Oo (t)J
'(z)
+2
71=1
so that,
on replacing
W
*
K.
2./n' (z)
(0 + Ox
()}
(3), x. (1893), p.
J"m _i (z)
W+
fiir
106.
Jn +
S {20 n
71
Neumann, Journal
norm. sup.
by
J
2 On (t)Jn '(z) = 0,
71=1
=1
'
(t)
(z),
we
+ On +
Math, lxvii. (1867),
find
(0 - 0_!
it)}
p. 310; see also
Jn (z) m 0.
Kapteyn, Ann. de
Vlilcole
t
BESSEL FUNCTIONS
17'8, 17'81]
Accordingly the successive functions
(t),
375
3 (t), ...
2 {t),
are determined by the recurrence
formulae
Oi(t)=-O
and, putting
'(t),
0,, + 1
(O4.-i(O-80.'<*),
the original expansion, we see that
in
be defined by -the
to
is
(t)
equation
o,w=i/t
These formulae shew without
We
shall next prove
i? (t)
> 0.
-*
(it
+ ^(3**+ l)}-i <*--=-
e- lu {utJiut + l)}*- 1
whence the induction

Writing M=sinh
we
6,
^n{n-l)
)
2 (2n
,
2)
(<)
we have on
gn-l n\
On
is
even or odd*,
m(-l)(-2)(ra-3)
"
, - ,
jr smh n i 6 + ...\
ow
2) (2m - 4)
integration,
t2
1
1
'
" now, whether R (t) be positive or not,

t?
and so the expansion obtained for n (<) is the
n or
t.
that, for all values of
t,
W= 2^1 J" e- [{*+ VO
and verify that the expression on the right
1781.
^X~ | 1 + 2(2-2) + 2.4(2?i-2)(2ra-4) + '"J
for all values of
Shew
Example.
equal to
is
sinh"- 2 <9+ a , /Q
2.4 (2m -
the series terminating with the term in

n it) is denned as a polynomial in l/t
re
when n
+ 2u2 2u s !(u2 + \)}du
{l
see that, according as
R {t) > 0,
n{t) =
0-y (t)
obvious.
is
f
= 2-Msinh"5
+
value of
or
e- tu {uJ(u 2 +l)} n + 1 du,
and hence, when
(t)
efe
e- "{tt x/0 2 + l)} n *<
o' y
obviously equal to
"jo
=i
equal to
1
is
ljt.
=J
is
e-'[> + x/( 2 + l)r + {w-v/(M 2 +l)}' ]
For the expression

and
or 1 respectively
a polynomial of degree n in
(t) is
by induction that O n (t), so denned,
if
when
On
difficulty that
+ *2)}"+ {* - V(*2 + 0} n] <&,
satisfies
the recurrence formulae for
if).
Proof of Neumanns expansion.
The method
of
178 merely determined
the coefficients in Neumann's
z),
on the hypothesis that the expansion existed and that

the rearrangements were legitimate.
expansion of
l/(t
To obtain a proof of the
* Cf.
validity of the expansion,
Hobson, Plane Trigonometry
we observe
(1918), 79, 264.
that
I
376
where 9n -
>
0, oo
when
z and
[CHAP. XVII
Hence the
are fixed.
series
(0/o(*)+2 I O n (t)Jn (z) = F(z,t)
<9
n=\
n n+1
is comparable with the geometrical progression whose general term is z lt
and this progression is absolutely convergent when z < 1 and so the
expansion for F(z,
is
t)
234) in the same circum-
stances.
Again
if
z
|
r,
R, where
r< R,
the series
is
r n /R n+1
comparable with the
and so the expansion

for F(z, t) converges uniformly throughout the domains \z\ $r and \t\ > R
by 334. Hence, by 5'3, term-by-term differentiations are permissible,
and so
geometrical progression whose general term
+ l)F{z,t)= 0: (t) J (z) +

(1
\ot
ozl
+O
On
(*)
J (z)
=i
On (t)Jn'(z)
(t)J '(z)+2
= {o;(t)+o
'
is
{20 n
(t)}jt (s)+
(t)
+ on+l (t)-o n.1 (t)}jn (z)
n=l
= 0,
by the recurrence formulae.
it
follows that ^(2,
it is
is
F (z,
clear that
It is therefore
expressible as a function of
Hence,
if f{z)
<
7,
o (o j (*),
when
^.r,
\
Jo ()
f/(0 {0 (0
(*)/(o>
+ I
we
have,
when
+ 2 j^ O(0 J
(o (0/(0
the paths of integration being the circle
the validity of
\z\<r.
(o j. co
be analytic
=j
since
proved that
= ^.
by
z; and
= l/(t - z).
t)
^- = o
provided that
1
1
Neumann's expansion when
z
|
<
<
r,
dt
(*)J
<a,
= r and this establishes

and/ (2) is analytic when
j
17*82]
BBSSEL FUNCTIONS
Example
Shew that
1.
cos
sin z
Example
Shew
2.
=J
Shew
3.
2J2 (z) + 2Ji (z) -...
(z)-
= %T
- 2/3 (s) + 27"6 (z)-
{)
(K.
....
that
;
{W= r=0
Example
377
when
that,
(n
<
2
|
^^
+ ar).(^ + r-l L
"
n= 00
71=1
Neumann.)
JO
S
n=-oo
'
Jn {z){x+J{x*+P)Ydx
(Kapteyn.)
17 "82. Schlomilch's expansion of an arbitrary function in a

of order zero.
series
of Bessel
coefficients
Schlomilch* has given an expansion of quite a different character from that of

His result may be stated thus
Neumann.
Any
function f{x), which has a continuous differential coefficient with limited total
fluctuation for all values of x in the closed range (0, n), may be expanded in the series
f (x) = a + a J
(x)
+ a2 J
(2x)
+ a3 J
(3x)
. .
valid in this range; where

1
ct
o=/() + "
is
fh"
/' (m sin 6) d8 du,
Jo
/"t
an = Schlomilch's proof
f"
I
/-Jit
ucosnu
f'(usm6)d0du
substantially as follows
(n>0).
Let F(x) be the continuous solution of the integral equation
/0) = |
Then
(^ F(x sin (j))d(f>.
( 11-81)
F(x) =/ (0) + x j
*V (* n 0) d&
In order to obtain Schlomilch's expansion, it is merely necessary to apply Fourier's

theorem to the function F(x sin <). We thus have
2
[i*
/(#) = /
=n-
fl
d<ji -j-
f*
/
F(u)du-\
] Q
F(u)du + - 2
it
2
,
cos
T
I
71-
cosmwcos(.a;sin<)i' (tt)c#MV
nu F (u) J
(nx) du,
J= i 7
the interchange of summation and integration being permissible by 4 7 and 9'44.

-
* Zeitschrift fttr
xliii. (1912), pp.
Math, und Phys. n.
34-37.
(1857), pp. 137-165.
See Chapman, Quarterly Journal,
378
In this equation, replace F(u) by
f{x)=- ["
j/(0)
value in terms of/ (u).
its
[CHAP. XVII
Thus we have
+ w (^ f (u sine) dd\ du
fir
(nx)
cosnu \f(0) + u
(far
I
f (u sin 6)d6\ du,
which gives Schlomilch's expansion.
Shew
Example.
< x $ ir,
that, if
the expression
^-2 |ji (x) + lj

is
equal to x
but that,
ii
(3*)+^
Jo (S)
^ x ^ 2jr, its value is

-1 2 /(x'2 - 2
.? + 2n- arc cos (jtajt
s
)
where arc cos (irx* 1 )
is
...j.
),
and -
taken between
Find the value of the expression when x
lies
between 2n and
3jr.
(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 iiber die BesseVschen Funktionen.

Meissel tabulated J (x) and Jt {x) to 12 places of decimals from
der Ahad. zu Berlin, 1888), while the British Assoc. Report (1909),
which
Jn (x)
and
Tables of
J-,
Tn (x) may be
(x),
Phys. xviii. (1911),
J*
(x),
calculated
,
(x),
J_
when x >
(x) are
x=0
p.
to
x= 15-5
(Abk.
33 gives tables by
10.
given by Dinnik, Archiv der Math, und
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.
The functions
(1900), p. 32; Airey, Phil.
Mag.
(6),
xxn. (1911),
p. 658.
/ {x) have been tabulated in the British 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 imaginiiren Argumentes (Leipzig, 1911).
Jn {x\li), 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
Tables of
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.
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.
E. Lipschitz, Journal fur Math. lvi. (1859), pp. 189-196.
H. Hankel, Math. Ann.
I.
(1869), pp. 467-501.
K. Neumann, Theorie der BesseVschen Funktionen.
(Leipzig, 1867.)
379
BESSEL FUNCTIONS
17*9]
E. Lommel, Studien
III.
iiber die Bessel'schen
Funktionen.
(Leipzig, 1868.)
Math. Ann.
IV.
H. E. Heine, Handbuch der Kugelfunktionen.

R. Olbeicht, Studien
'
(Berlin, 1878.)
Kugel- und Cylinder -funktionen.
iiber die
(Halle, 1887.)
A. Sommerfeld, Math. Ann. xlvu. (1896), pp. 317-374.

N. Nielsen, Handbuch der Theorie der Cylinderfunktionen.
A.
J.
Gray and
Mathews, A
G. B.
W. Nicholson,
(Leipzig, 1904.)
(London, 1895.)
Treatise on Bessel Functions.
Quarterly Journal, xlii. (1911), pp. 216-224.
1.
Shew that
cos
(z
sin 6)
sin
(z
sin 8)
= (a) + 2 Jt (z) cos 20 + 2t/4 (z) cos 46 + ...,

= 2/j (2) sin 8 + 2J3 (z) sin 30 + 2J6 (z) sin 56 +
. .
(K.
2.
By expanding each
Neumann.)
side of the equations of example 1 in powers of sin 8, express z"
as a series of Bessel coefficients.
3.
By
multiplying the expansions for exp \-z
considering the terms independent of

{Jo(z)} 2
Deduce
+2
(z)}
4.
+ 2 {J2 (z)f + i {J
--r z It -
and
{z)f +
...
= \.
that, for the Bessel coefficients,
(n^l)
|J.(.)|<2-*,
|Ji()|<l,
when
exp
shew that
t,
- H and
( t
z is real.
Jmk (z) =
If
t Jo
a Bessel coefficient when k
(this function reduces to
- 2 sin
2 k cos* u cos (wra
JJ(z)= I
is
and
zero
du
u)
m an integer), shew that
^(î^fc.p,
p=o P
where iV_ m ,j;,j,
is
the
'
Cauchy's number' defined by the equation
Jf_ m]cp =
'
Shew
'
e~ miu
2jt J
(e iu
+ e~ iu
lc
{e iu
-e~ iu )i
>
du.
further that
k
Jmk (z)=Jm
'\(z)+Jl-'(z),
wi+1
x
'
k +1
zJ(z) = 2mJm
and
'
()-S(*+l)
''
{^..W-Cf.W}^
(Bourget, Journal de Math.
5.
.,
e sm E,
M=E-n
'
shew that
= M+ 2(1- e 2 )^
2
=1
Jmk (z)
is
defined as in example
cosEe
e cos E
cos v =1
where
(2), vi.)
If and Jf are connected by the equations
4.
2
*=o
where
(e)* J"m * (me)
,1,
\e <
1,
'
'
- sin mM,
TO
(Bourget.)
380
Prove that,
6.
if
and n are
integers,
P,(co S
where
= ro.os,8, x +y = r am
2
8,
[CHAP. XVII
8)
= jm j(^ +y2) 4|j
and
c nm
independent of
is
z.
(Math. Trip. 1893.)

7.
dz 2
where
8.
Shew that the

<\,dz
and
solution of the differential equation
\\\$)
i/r
4\f)
2dz\<t>)
are arbitrary functions of
8<feifj
A*/F
'
z, is
Shew that
Jx(x)+J3 (x) + Ji
{x)
+ ...J^[ja {x)+{\ja {t)+J
{t)}dt-\\.
(Trinity, 1908.)
9.
Shew that
JM(z)J
for all values of
(Schlafli,
10.
Shew
p and
M=
(-)T( M + y +2n + l)tt,y + ' + '
n=o!r(^+w+i)r(v+m+i)r(/x+i/+TO+i)
v.
JfeA. Ann. in. (1871),
that, if
142
p.
and Schonholzer, Bern
a positive integer and
is
m + 2n + l
dissertation, 1877.)
is positive,
(ni-l)J*xm Jn+1 (x)Jn _ 1 (x)dx=x"> + i{Jn+1 (x)Jn _ 1 (x)-JJ(x)} + (m +
l) I*
xJn2 {x)dx,
(Math. Trip. 1899.)

11.
Shew that
J3(8) + 3
12.
Shew that
13.
Shew that
^+4Û.
</()
M + 2-W + 3
2 sin raw
./_
(2)
/_i (2)+</_ +
(e)
*/"
(Lommel.)
(z):
7T2
14.
If
-Jk
fj4
be denoted by
Qn
dQn (z)
15.
Shew
that, if
R2 =
- 2
-f
2
x
(z),
shew that
2( + l) n
2rr x cos
Ja (R) = J (r) J
(r x )
+2
ro (/J)W(r) Fo^ + S
16.
Shew
that, if
and r x > r > 0,

2
/ (r)
7"
n (r s ) cos 0,
n=l
Jn {r) Tn {r
)oosn8.
n=l
(K.
Neumann.)
(K.
Neumann,)
R (n -f J) > 0,
J^ (22 COS <9) cM = Jw {^(z)} 2
BESSEL FUNCTIONS
17.
^Shewhow
nomials in z
Jin (z)
to express z in
381
AJ
in the form
2 (z)
+ BJ
where A,
(z),
B are
poly-
and prove that
Jt (6*) +3./o (6*) = 0,
&/6 (30*) + 5 J2 (30*) = 0.

(Math. Trip. 1896.)
Shew
18.
that, if a
2
)
*J
2a 2
Hence prove
and w > -
(flX)
Jn (fix) dx=x
1,
(ax)
\jn
j* x {Jn (ax)} 2 dx= (aW - n?)
Prove that,
19.
/3
=f=
if
n> - 1,
J(a^)J n
and
(/Sr)cte
{J (ax)} 2
and
>
/"
when n>-l, the
ar {,/
n (fix)
^J
n {ax)\
L ~J
JH (a) = Jn (0) = O while

7
that,
~ J (0* - J
n (ax)\
a=t=j3,
(a*)} 2
ote= J{7n + ]
(a)}
2
.
roots of J(x) =0, other than zero, are all real
and
unequal.
[If a could
be complex, take
to be the conjugate complex.]
(Lommel, Studien
iiber die Bessel'scken
Funktionen,
p. 69.)
Let x%f(x) have an absolutely convergent integral in the range

^x < 1 let
be a real eonstant'and let n > 0. Then, if i\ t2 ... denote the positive roots of the equation
20.
k-{kJn'(k) + MJn (i:)} = 0,

shew
that, at
any point x
for
which
<x<
and f(x)
satisfies
one of the conditions of
9 43, f(x) can be expanded in the form

-
f(x) = 2
A r Jn (krx),
r=l
A. r =\
where
x {Jn (,-)} 2 dx
mining
k-i,
k2
...
being J + 1
xf(x)Jn
(krx)dx.
H=n, ki is to be taken to be zero, the equation deter= 0, and the first term of the expansion is A axn where
()
A =(2n + 2)
Discuss, in particular, the case
when
A r = 2{Jn+1
# n+1 / (x) dx.
is infinite, so
(k r )}~ 2
xf(x)
that
Jn (k) = 0,
shewing that
Jn (hr x) dx.
is due to Hobson, Proc. London Math. Soc. (2), vn. (1909), p. 349
see
W. H. Young, Proc. London Math. Soc. (2), svni. (1920), pp. 163-200. The formal
infinite (when n = 0) by Fourier and (for general values of n)
expansion was given with
by Lommel proofs were given by Hankel and Schlafii. The formula when M= n was
given incorrectly by Dini, Serie di Fourier (Pisa, 1880), the term A(,xn being printed as A
and this error was not corrected by Nielsen. See Bridgeman, Phil. Mag. (6), xvi. (1908),
The expansion is usually called the
p. 947 and Chree, Phil. Mag. (6), xvn. (1 909), p. 330.
[This result
also
Fourier-Bessel expansion.]
21.
Prove that,
if
the expansion
a?-x2 = A 1 J
(\ 1 x)
exists as a uniformly convergent series when

roots of / (Xa) = 0, then
+ A2J
(K 2 x)
+ ...
a^.xâ, where
A n = 8{a\ 3 J
(\ n a)}-K
Aj,
A 2 are the positive

,
(Clare, 1900.)
382
If k u
22.
k2
...
are the positive roots of
Jn (te) = 0,
and
[CHAP. XVII
if
00
xn +
2 A r Jn (kr x),
^ x ^ a,
when
this series converging uniformly
then
(Math. Trip. 1906.)
Shew that
23.
Jn (x) = when n > m > 24.
Shew
25.
If
-,
/m (sin^)oos 2"- 2"'-
-.
flsin'+ 1
5^
(Sonine, J/a*A. 4?i. xvi.)
1.
that, if
o->0,
(Nicholson, Phil. Mag.
m be a positive integer and u > 0,

I
(6),
xvin. (1909),
p. 6.)
deduce from Bessel's integral formula that
- XBiahu J (x)dx = e- mu sechu.

m
(Math. Trip. 1904.)
Prove that, when
26.
=-
x>0,
cos (x cosh <) <&.

""jo
[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.)
7"
(a;)
sin
(ar
cosh
i)
dt,
(x)
7T_/ o
Shew that
27.
x -1
(xt) sin
0<<<1
xdx=$7r
t> 1
=arccoseci
and that
X' 1
l
Ji (xt) sin #<= t~
{1
< <1
- (1 - J2 )*}
<
/,o
=<
_1
>1
(Weber, Journal fur Math, lxxv.)

28.
Shew that
,
is
" gnrco B
ia
+ b log (r sin 2 6)} d6
the solution of
dH +-1
-j-s
l
dr
(Poisson,
Jownal
du
-j--n 2 u = 0.
r dr
del'Ecole Polytechnique, xn. (1823), p. 476
see also Stokes,
Camib. Phil. Trans, ix. (1856), p. [38].)

29.
Prove that no relation of the form

k
V+,(*)=0
s=0
Bessel functions are replaced
n and x except relations which are satisfied when the

B
by arbitrary solutions of the recurrence formula of 17-21 (A).
can exist for rational values of
(Math. Trip. 1901.)

[Express the left-hand side in terms of
that
Jn +i(&)IJn(x)
is irrational
Jn (x)
when n and x
and
Jn +
are rational.]
(x),
and shew by example 12
BESSEL FUNCTIONS
Prove
30.
R (n) > ,
when
that,
2"
A.
+ ^)r(i)(
3"
_ r WL(
1+
means
^J
(Hargreave,
Shew
31
Shew
that, if
-*/sin2'
(Py-*
/C0SZ\
W"
- = ^ ** dt.
Write
....
j
J
Macdonald, Proc. London Math. Soo. xxix.)
R (m + ) > 0,
2a + 1
m
m (zsm8)ain + 0dd=z-hJm+ i(z).
l
"
>m> -
(Hobson.)
1,
f &f
+^>
.
r(ra-ro + )
(Weber, Journal fur Math. lxix. ; Math. Trip. 1898.)
that
-
22+1
{Jp+i{z)f
(Lommel.)
In the equation
34.
d 2y
n
<feV
ar^" J, (a) cfa = 2- + m a"-" -
Shew
_ + i_SIi_^ _ +
Jo
33.
Trans. 1848
PAi'Z.
(-)
32.
rf
2 -ir(+i)r(J)V
+ T]1
when
that,
383
is real
shew that a solution

cos
(?i
log
z)
is
w 2\
/,
1 rfy
given by
(
- m z im cos (ztm - n log z)

)
m=i 2 2m m!(l+i2 )i(4 + M 2 )4
(m 2 + m 2 )*'
m
where wm denotes 2 arc tan
(Math. Trip. 1894.)
(n/r).
r=l
35.
Shew
that,
when n
large
is
/K (w)
and
positive,
= 2-3-*7r- r(|)m-i + o(m1
1
).
(Cauchy, Comptes Rendus, xxxvin. (1854), p. 993

(6),
36.
Shew
Nicholson, Phil. Mag.
xvi. (1908), p. 276.)
that
'.<>-/."'$?*
(Mehler, Journal fiir Math, lxviii.)
37.
Shew
that
e xcos0
= 2-ir(ji)
(M + /fc)a"(cos0)X-/ + *(\).
(Math. Trip. lSOO.)

38.
Shew
that, if
"-/." Jm (ax) Jm (bx) Jm (ex) x ~ m dx,

l
a, b, c
being positive, and
W=0
m is a positive integer or zero,
7n
m
^
W=
i
2 3m-l
T (m
ft tn
W=0
then
(a-b)*>c*,
It
f.
{22W - 2a4 m "*
+ $)
2
(a+b) >c 2
.
(a
+ 6) 2 > c2 > (a - b)\
(Sonine, Math, Ann. xvi.)
384
Shew
39.
that,
[CHAP. XVII
m>- and
if>-l,
W=
Jn (ax) Jn (bx) Jm {ex)
~m
dx,
being positive, then
a, b, c
W=0
(a-bf>c\
>f=(2 ff
a-i6 m - 1 <;-(l-
W={\n)~* b->
i(2m - 1)
2
)
(a+b)*>c*>(a-b)\
P*I(M)
""(*->" (- 2_ i (2-l)
c~
W 1}
<2*-_
W
c2
^ = (a 2 + 6 2 -c 2 )/2a6,
where
>(a + 6) 2
(Maedonald, iVoc. London Math. Soc.
Shew
40.
that, if i? (i
and,
if
(2),
vu.)
+ ) > 0,
7 W
g"r(m+i)r(i)
arg
/xi=-/i.
cosh (?cos
J
*>
sin2m
***
< 4^,
Prove also that
Km
= Tt~ l 1m zm T(m + $)cosmw
(z)
(M 2
+ s2 )" m_ * cos udu.
J o
(Math. Trip. 1898.
[The
first
by-term.
may
integral
To obtain the
Cf. Basset, Proc.
/+, -i+)
initially
Phil. Soc. vi.)
second, consider
where
Camb.
be obtained by expanding in powers of z and integrating term-
m - l-dt,
.
e-*(fi-\)
arg(-l) = arg(+l) = 0. Take \t\>\ on the contour, expand

The result is
t, and integrate term-by-term.
2m " sin (2m,r) (2m) 2 "" r
2i'e
T
(1 - m) I_ m (z).
-l) m ~* in
descending powers of
Also, deforming the contour
2m"2m sin2m7r
2ie
e-* 1
by
flattening
it,
-l) m ~*cfc + 2ie 2 ""z m cosmjr
m
-*(l -P) ~* dt
J
and consequently
Shew
41.
that
(z)
ZdOn (z)
g n =z~
where
satisfies
d*On (z)
n*-\\
gn =nz~
(n even),
(K. Neumann.)
(n odd).
be analytic throughout the ring-shaped region bounded by the

42.
whose centres are at the origin, establish the expansion
If /(z)
/(*)
=W(*) + a J
1
+-^ 3
/
where
un
(z)+/3 1
(z)
Shew
that, if
a;
+ a2 J2 (*)+..
=.(f(t)O
n (t)dt,
p n =.[f(t)Jn (t)dt.
7Tl
Tl
and
i/
are positive,
-P*
f< e
-Q-J(ky)kdk=
where
= +V( +y
2
2
)
and /3=
(K.Neumann.)
J c'
J
,
c,
O (z)+feO2 (z) + .. li
J C
43.
circles
e -ir
,
+ ,/( 1)
2
or i,/(l-&
2
)
according as
>1
or
k<l.
(Math. Trip. 1905.)
BKSSEL FUNCTIONS
Shew
44.
on n and on the form of the function
that, with suitable restrictions
Jn (tx)t\
/(#)=/
[A proof with an
385
f(x),
f(x )Jn (tx')x'dx'\dt.

l
important theorem
historical account of this
is
given by Nielsen'
Cylinderfunktionen, pp. 360-363.

It is due to Hankel, but (in view of the result of 9'7)
it is often called the Fourier-Bessel integral.]
If
45.
[jm (z)Jn (z)dz=J

unless
m and n are integers,
be any closed contour, and
C contains
but the third
the origin and
equal to
is
m (z)0n (z)dz=[ Jm (z)0n(,z)dz = 0,
m=n
(or
iri
shew that
2ni
in which case the first
m=0)
if
if
two integrals are
clockwise.
if
n be a
zero,
Neumann.)
that, if
(-)'
p\ q\~
and
(K.
Shew
46.
still
origin once counter-
encircles the
""'
positive integer, then

n
"= 2
m=l
a n -m, n + m-l^2m-l\ z )j
n-\
3 1_2n =an-l, K -10o(z)
while
+2
2 a_ m _ I>n + m _i
2m
m=l
{z).
(K. Neumann.)
47.
__
a.^,.^
it
shew that
(y*-)- 1 =Oo(y>M>(*)P+8 * n n (y){Jn
when the
series
Shew
48.
on the right converges.
that, if
Jn (a)
(K.
c> 0, E(n)>-1
Jn (b) = J-.
C+
R (a 6) 2 > 0,
and
*"i exp {(& -a
Neumann, Math. Ann.
ill.)
then
- &2)/(2*)}
{x)}*
/ (&/*)
eft.
(Macdonald, Proc. London Math. Soc. xxxn.)
Deduce from example
49.
(a2
48, or otherwise prove, that
_
+ 2 - 2ab cos 6) hn Jn {(a2 + 6 2 - 2a6 cos 0)*}
Z>
=2r() 1 (m+m)a- B 6-"7m + (a)Jm + (6)Cmn (cos^).

rl
OT=0
(Gegenbauer, Wiener Sitzungsberichte, lxix. lxxiv.)

50.
Shew
that
y=jc Jm (t)Jn (tzi)t

satisfies
dt-
the equation
d*
&* </m (0
if
resumes
k-l
its initial
Deduce
that,
{z
+ z-l)
(te*)
- <* +
dz
'
*-+
\
./ (to*)
,J4,(,-1)
+ 2*
<* +
4
(0 A' (^ )
value after describing the contour.
when 0<z<l,
(Schafhcitlin, Math.
W. M. A.
Ann. xxx.
Math. Trip. 1903.)
25
CHAPTER
XVIII
THE EQUATIONS OF MATHEMATICAL PHYSICS

18
The
1.
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
to construct solutions of certain partial differential equations, of
following are
among
is
possible
which the
the most important
Laplace's equation
(I)
d2
dx
d^V
df
d2
V_
dz 2
'
which was originally introduced in a memoir* on Saturn's

If {x, y,
be the rectangular coordinates of any point in space, this equation is

in various branches of mathematical
by the following functions which occur
satisfied
physics
z)
rings.
(i)
The
gravitational potential in regions not occupied
(ii)
The
electrostatic potential in a
uniform
by attracting matter.
dielectric, in the
theory of electro-
statics.
(iii)
The magnetic
(iv)
The
potential in free aether, in the theory of magnetostatics.
electric potential, in the
theory of the steady flow of electric currents in
solid conductors.
(v)
The temperature,
(vi)
The
in the theory of
thermal equilibrium in
velocity potential at points of a
solids.
homogeneous liquid moving irrotationally,
in hydrodynamical problems.
Notwithstanding tbe physical differences of these theories, the mathematical investimuch the same for all of them thus, the problem of thermal equilibrium in a
gations are
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
(II)
points of
its
boundary are maintained at given potentials.
The equation of wave motions

d2
dx^
d V _1
2+ 'dzJ ~c
dy
d2
d
2
W'
This equation is of general occurrence in investigations of undulatory disturbances

propagated with velocity o 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
and in the theory

the equation satisfied by each component of the displacement
of sound, it is the equation satisfied by the velocity potential in a perfect gas.
is
Mem.
de VAcad. del Sciences, 1787 (published 1789), p. 252.
18*1, 18 "2]
The equation of conduction of heat
(III)
d2
V &V &v idv

+
dx2
This
body
387
dy 2
~k
dz 2
'
dt
the equation satisfied by the temperature at a point of a homogeneous isotropic
is
the constant k
proportional to the heat conductivity of the body and inversely
is
proportional to its specific heat and density.
A particular case
(IV)
is
absent,
is
of the preceding equation (II),
dx 2
This
of a
when the
variable
dy 2
dt
the equation satisfied by the displacement in the theory of transverse vibrations
is
membrane the equation

;
also occurs in the theory of
wave motion
in
two dimensions.
The equation of telegraphy
(V)
9F = d V
Trr d*V KR
LK
-W +
Tt w2
This
the equation satisfied by the potential in a telegraph cable when the inductance
R per unit length are taken into account.
is
L, the capacity E, and the resistance
It
would not be
possible, within the limits of this chapter, to
attempt
an exhaustive account of the theories of these and

but, by considering selected typical
cases, we shall expound some of the principal methods employed, with
the other differential
equations of mathematical physics
special reference to the uses of the transcendental functions.
Boundary
182.
conditions.
A problem which arises very frequently is the determination, for one of the
equations of
ditions
thus
18'1,
of a solution which
we may
is
subject to certain boundary con-
desire to find the temperature at
any point inside a
when the
homogeneous
isotropic conducting solid in thermal equilibrium
points of
outer surface are maintained at given temperatures.
amounts
surface,
its
This
to finding a solution of Laplace's equation at points inside a given
when the
value of the solution at points on the surface
more complicated problem
is
given.
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
The nature
is
in contact with the- basin.
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

dx2
dy 2
252
388
[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
.HZ-plane by a knowledge of the value of V at points on the curve; but
in the case of the equation
~
dx 2
df
(which effectively only differs 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
both
(where
and
dV
--
are given for
all
x from the end of the
at distance
string, it is physically evident that a solution is
determined uniquely only
values of x such that
^x^
I,
if
when t =
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.
general solution of Laplace's equation^.
It is possible to construct a general solution of Laplace's equation in the
This solution can be employed to solve various
form of a definite integral.
problems involving boundary conditions.
Let V(x,
into a
power
y, z)
be a solution of Laplace's equation which can be expanded
series in three variables valid for points of (x, y, z) sufficiently
near a given point
(#,
z<).
Accordingly we write
= x + X,
y=y
+ Y,
= z + Z;
and we assume the expansion
V=a + a,X + hY+dZ + azX* + 6 F + c

2
Z*
+ 2d2 YZ + 2e,ZX + 2fs XY+

it
being supposed that this series
is
...,
absolutely convergent whenever
\X\*+\Y\* + \Z\*â,
where a is some positive constant]:. If this expansion exists, V is said to
be analytic at (x y z ). It can be proved by the methods of 3 7, 4'7
-
* See e.g. Forsyth,
problem
is
Theory of Functions (1918),
216-220, where an apparently simple
discussed.
t Whittaker, Math. Ann. lvii. (1902), p. 333.
The
functions of applied mathematics satisfy this condition.
18*3]
389
that the series converges uniformly throughout the domain indicated and
may be
differentiated term-by-term with regard to
Y or Z any
X,
number
of
times at points inside the domain.

If
we
substitute the expansion in Laplace's equation, which
may be
written
dX*
dY*
dz>
'
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
a2 + b 2 + c2 =
-
may
be taken as
typical.
There are n(n

coefficients of the
are
only s (n
1)
of these relations* between the ^(n
+ 2)(n+l)
terms of degree n in the expansion of V, so that there
2)(n
+ 1) ji(b-1) = 2n + 1
independent coefficients in
Hence the terms
the terms of degree n in V.
of degree
in
a linear combination of 2w +
Laplace's equation, these solutions being each of degree n in X,
must be
1 linearly independent particular solutions of
To
find a set of such solutions, consider
a solution of Laplace's equation which

and cosines of multiples of u, thus
may
(Z + iX
cos
Y and Z.
u + iY sin u)n
it is
be expanded in a series of sines
2 gm (X,
Y, Z) cos
mu + 2
h m (X, Y, Z) sin mu,
the functions g m (X, Y, Z) and h m (X, Y, Z) being independent of u. The

n ~ m and the former
highest power of Z in gm (X, Y, Z) and hm (X, Y, Z) is Z
function is an even function of Y, the latter an odd function; hence
the functions are linearly independent.
2n + l functions of the type sought.
Now
by
Fourier's rulef
rrg m
(X, Y,
Z)=
They
therefore
form a set of
(912)
I
(Z + iX cos u + iY sin u)n cos
mu du,
J IT
irhm
(X, Y,
Z)=\
(Z + iX cos-u
+ i Fsin u)n sin mu du,
J IT
* If a
r
n_2
in
r+s+
M (where
t=n) be the
coefficient of
Xr Y Z'
s
in V,
the coefficient a r
if
the terms of degree.
=^> be arranged primarily in powers of X and secondarily

aZ*
1
does not occur in any term after X^'^Y'Z (or XTY^Z if
-2 + 2 +
oY'
9.X
-,
and
hence the relations are all linearly independent.

t 2t must be written for w in the coefficient of g Q (X, Y, Z).
in powers of Y,
r=
or
1),
and
390
and so any linear combination of the

form
Now
assumed
it is
for
a rational function of
is
4 7)
we may
in the expression
if
X + |F|
2
\Z\ 2 be sufficiently small, and so
2 (Z + iX cos u + iY sin u)n fn (u) du.
But any expression
K=0
of this form
V=j
is
write
J rr
u) n n (u) du,
written in this form, the series of terms under the integral
V=
where
can be written in the
iu
1 solutions
readily verified that, if the terms of degree
V be
sign converges uniformly

-
(Z + iX cos u + iY sin
/:
where / (u)
2?i
[CHAP. XVIII
may be
written
F(Z+iX cos u + iYsinu, u)du,
a function such that differentiations with regard to X,
And, conversely,
under the sign of integration are permissible.

function of this type,
This result
Fis a
may be
Y or Z
F be
if
any
solution of Laplace's equation.
written
V=
f{z + ix cos u + iy sin
u,
u) du,
J TT
on absorbing the terms
z ico
cos
u iy 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
which is analytic throughout the interior of some

expressible by an integral of the form given.
of Laplace's equation
sphere
is
This result
the three-dimensional analogue of the theorem that
is
V=f{x + iy) +g {x-iy)

is
the general solution of
dx 2
[Note.
distinction has to be
dy 2
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
by means of suitable relations between the constants
thus in the case of
-r3+y = 0, we
can obtain the primitive Csin (x + e) from A cos # + 2? sin # by defining C and e by the
equations Csin e=A, Ccos e=B. On the other hand, every solution of Laplace's equation
is expressible in each of the forms
I
f(xcoat+y smt + iz,
t)dt,
(y cos
tt-Msin u + ix, u) du
For a discussion of general integrals of such equations, see Forsyth, Theory of Differential
Equations,
vi. (1906),
Ch. hi.
THE EQUATIONS OP MATHEMATICAL PHYSICS
18 31]
but
if
these are
known
relation, connecting
to be the
same
the functions
solution, there appears to be
/ aud
which
g,
will directly
391
no general analytical
transform one form of
the solution into the other.]
Example
Shew
1.
that the potential of a particle of unit mass at

1
f*
2n
j -77
at all points for which
Example
Shew
2.
>
(a, b, c) is
'
du
(z-c) + i{x-a) cos u + i (y -
b) sin
c.
that a general solution of Laplace's equation of zero degree in
x, y, z is
fit
Express the solutions

Exam/pie.
Shew
3.
fir
log (x cos
t+y sin t+iz)ff
and log
(t)dt, if
</(t)dt
where
in this form,
r2
= 0.
=x2 + y' +zi

i
pi + qi = x+y
(dz
dz\
where p=~-, 1 = ^r
),
integrals of Charpit's subsidiary equations (see Forsyth, inferential
Equations, Chap, ix.) are

(i)
p$-x=y-ql = a,
(ii)
p = q + a2
Deduce that the corresponding general
z = i(x + aY+i(s-aY+F(a)\
0=(x + a)*-(y-ay+F'(a) j
(i)
(ii)
integrals are derived from
'
= i(x+y) 3 + 2ai (x-y)-ai (x+y)- l + 0(a)\

j'
0=4a(x-y)-4:a3 {x+y)- 1 + G' (a)
iz
and thence obtain a differential equation determining the function

function F(a) when the two general integrals are the same.
1831.
#o
we have seen
(z
where n and
If
that
we can
express
shall
m are integers such

now examine
we take
V as
that
3, exists
= r sin 6 cos
4>,
when
a series of expressions of the type

(z
+ ix cos u + iy sin u)n sin mudu,
< m < n.
these expressions more closely.
polar coordinates, denned

cc
= 2/o'= ô = 0,
+ ix cos u + iy sin u)n cos mudu,
We
terms of the
Solutions of Laplace's equation involving Legendre functions.
If an expansion for V. of the form assumed in 18
(a) in
by the equations
= r sin
6 sin
(j>,
z=r cos 6,
392
[CHAP. XVIII
we have
(z
i'a;
cos u
+iy sin u)n cos mudu
J IT
rn
+ i sin 6 cos (u
{cos 6
cj>)}
n cos
mudu
J IT
= rn
+ i sin
{cos
J -7T
= r"
ijr}
n cos
(</>
+ i sin # cos ty} n cos m (0 +
{cos
+ ijr) d>fr
o"^
-<|r)
J -ir
= rn cos
cos
(/)
m<
+ i sin
{cos
cos
-ty }
n cos
mtydty,
J -IT
since the integrand
is
a periodic function of ty and
+ i sin
(cos
is
an odd function of
Therefore
i/r.
cos
y{r)
n sin
( 15-61),
m-\/r
with Ferrers' definition of the
associated Legendre function,

f"
J -
(z
K
2Trim
+ ix cos u + iy sin u)' n cos mudu =
-.
(n
n n m
r P n (cos 0) cos md>.
+ m)l
.
'
'-^.
Similarly
m n
/""
Therefore r n
in x,
18
y,
3,
2'?ri
+ ias cos u + iy sin u)n sin mwow =
Pnm (cos 0) cos m<
and are particular
-;
and r nP nm
'
'^ rnPnm (cos 0) sin m<.
(cos 0) sin m^> are polynomials
Further, by
solutions of Laplace's equation.
every solution of Laplace's equation, which is analytic near the origin,
can be expressed in the form
V= 2
Any
rn
\A n Pn (cos 0)+
2,
( J.
(m cos
'
m$ + Bn sin m$)
m (cos
0)1
expression of the form

n
A n Pn (cos 8) + 2
(A n
cos
m$ + Bn w sin m0) Pmm (cos 0),
m=\
where n
is
a positive integer,
is
called a surface
a surface harmonic of degree n multiplied by r n
is
harmonic of degree n
called a solid harmonic
(or a spherical harmonic) of degree .
are
The curves on a unit sphere (with centre at the origin) on which Pn (cos 8) vanishes
n parallels of latitude which divide the surface of the sphere into zones, and so Pn (cos 6)
is called (see S 15'1)

a
are
n m
into
a zonal harmonic ; and the curves on which
sin
md>
r
Pnm v(cos 6) vanishes

'
and 2m meridians, which divide the surface of the sphere

quadrangles whose angles are right angles, and so these functions are called tesseral
harmonics.
parallels of latitude
18 "4]
A solid
x, y, z
harmonic of degree n
and
evidently a homogeneous polynomial of degree
in
Laplace's equation.
it satisfies
It is evident that, if a
about the
is
393
change of rectangular coordinates*
is
made by
rotating the axes
a solid harmonic (or a surface harmonic) of degree n transforms into
origin,
a solid harmonic (or a surface harmonic) of degree n in the new coordinates.

Spherical harmonics were investigated with the aid of Cartesian coordinates by
W. Thomson
(1863), pp. 573-582,
Phil. Trans.
in 1862, see
and Thomson and
Tait,
they were also investigated

on Natural Philosophy I. (1879), pp. 171-218
independently in the same manner at about the same time by Clebsch, Journal fiir Math.
Treatise
lxi. (1863), pp. 195-262.
Example.
If coordinates
<j>
by the equations
are defined
y = (r \)^s\ndooscf),
x=rcosd,
shew that
r, 6,
z=(rs l)^sin
Pnm (r) Pnm (cos 8) cos m<f>
The solution of Laplace's equation which
18"4.
<9sin</>,
satisfies Laplace's equation.
satisfies
assigned boundary
conditions at the surface of a sphere.
We
is
have seen
of Laplace's equation which
1831) that any solution
analytic near the origin can be expanded in the form
ir\A n Pn (cos 0)
V(r,0,<f>)=
=o
(4<m cos
+ 2
>
m</>
m=\
and, from
say
a, for all
7,
it is
and
absolutely and uniformly
To determine the
which V must satisfy.
evident that
values of
+ <'"> sin m<)Pmm (cos 0)1;
<f>
when
if
converges for a given value of
it
such that
r
<
<g it,
<;
tt^.^^.tt,
it
a.
we must know the boundary
constants,
r,
converges
conditions
boundary condition of frequent occurrence is

and <, say f(6, $), on
the surface of a given sphere, which we take to have radius a, and V is
that
V is
a given bounded integrable function of
analytic at points inside this sphere.
We
then have to determine the
coefficients
A n A n m Bn m
,
from the
equation
f(0, <f>)=
an
n=0
\A n Pn (cos
0)
+ 2 (A n cos m<f> + Bn
Assuming that
sin
mf) Pnm (cos
m=l
uniformly! throughout the domain
this series converges
; IT,
- 7T ^
^ 7T,
multiplying by
..
cos
Pnm (cos0) sin m<f>,

r
,
'
32
* Laplace's operator = t
t This
is
32
=-5
32
+ ~-2
8)\
is
invariant for changes of rectangular axes,
usually the case in physical problems.
394
integrating term-by-term
47) and using the
f(ff,
^
f) P (cos &) cos mf sin ffdffdf =
J^ J'/W f
Pnm (cos
f
J
\ f(ff,
<f>')
ir J
("
tto'
+ "0
-a-m
(m)
>
mf sin ffdffity = a __2_
^J
(w
+ m) R
(n
()
Pn (cos 8') sin 8'd8'd<f>' = 27ra" ^r

^
An
+
fr\ n ['
*
(0)" I
47T
m =0
2n
0,4,)=
find that
i.
when r<a,
Therefore,
7 (r,
sin
(?')
1551 on
results of 15"14,
we
the integral properties of Legendre functions,
[CHAP. XVIII
j|
m= i(ra + m)!
l/^'
P (cos
Pn (cos
Pnm (cos
0)
6)
Pn (cos
6')
cos
m(d>- d>')\ sin 0W#'.

j
The series which is here integrated term-by-term converges uniformly

when r < a, since the expression under the integral sign is a bounded
function of
47rF(r,
0,
8, 8', <, $',
</>)={'
Now
(0/, </)
W
i
m =i (n
(2n
~m
m
^| P (cos
+ m)l
0)
+ 1) (-)" Jp(cos 0) Pn (cos

P (cos ff) cos m (0 - f )t
0-)
Wdf.
sin
suppose that we take the line
8, </>)=
(0, <) as
-w Jo
f'
J -it
in this formula,
332),
P n (cos 6)
to replace
['/(fl'. 0')
f"
new
polar axis and let
(2rc
=o
f'/(^-
*')
=0
we make use
by
and
P nm (cos 8) by
(0',
zero
$');
P n (cos0 ')sin0 'd0 'd</>

+ l)(-V
a
1
\.
(2 + 1)
and
'
f-V Pn (cos 0/) sin
0'cZ0'cty'.
\<V
of the result of
example 23 of Chapter xv
we get
a
-xr,
f"
J
and
<')
be the new coordinates of the line whose old coordinates were
47r7(r,
If,
so ( 4 7)
('/(#,
we consequently have
so we get
(p.
and
-v
w
!
s, a ,
i,,
(a?
2
(r
-r*) sin
ffdffdti'
2ar cos 0/
a2)*
so
471-7(7-, 0, <)
"
= a (a - r )
2
["
J
/(0',
_ J
[r
- 2ar {cos 6 cos
0'
<')
sin d'dffdj,'
+ sin 8 sin 0' cos (< - <')} + a ]*
In this compact formula the Legendre functions have ceased

explicitly.
to
appear
18*5]
The
395
formula can be obtained by the theory of Qreeiis functions.
last
of such functions the reader is referred
Thomson and
to
Tait,
For properties
Natural Philosophy,
499-519.
From
[Note.
of cos
cos
8,
ff
the integrals for V(r,
respectively,
8,
cj>)
involving Legendre functions of cos 6{ and
we can obtain a new proof
theorem
of the addition
for the
Legendre polynomial.
For
let
Xn
(ff,
<*>')
= Pn (cos <V) -ipn (cos 6) Pn (cos ff)

+2
and we
get,
on comparing the two formulae
0=
(*
f'f{ff,
we take/ (ff,
<')
to be a surface
V (r,
8,
K=0
one which occurs in the integrated
we
for
2 (2n + l) ()"*,
<')
J -it J
If
^x^ iVMcos
PB (cos 0') cos m(0 -</>';
0)
<f>),
(ff,
0') sin ffdffcty.
harmonic of degree n, the term involving r" is the only

and in particular, if we take f(ff, <j>) = \n (ff, <')>
series
get
j"-Jl
Since the integrand
Xn(ff,
<f>')
= 0;
that
continuous and
is
to say
is
2
{xn{6 '> *')} sinfl'^'^' = 0.
Pn (cos 6i) = Pn (cos 8) Pn (cos ff) + 2

wherein
it is
is
not negative
it
must be
zero
and so
we have proved the formula
iV (cos 8) Pnm (cos ff)
)
l=l (W--T771)
cos
(<j>
- <'),
obvious that
cos 6{ = cos 8 cos
5'
+ sin 6 sin 5' cos ($> $'),
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= 1
which has the value sin 38 cos <f> at the surface of the sphere.
[Aîy (cos 6) cos - JrPj
<j)
Example
in #, y,
Let
2.
/ra(r,
0,
<)
be equal to a homogeneous polynomial of degree n
Shew that
z.
/n ( a
0i
<W Pn {cos 5 cos
=
[Take the direction
18"5.
(cos 8) cos 0.]
(d',
0') as
5'
+ sin 6 sin 0' cos
2^T / (a ^'^>)
(')} a2 sin 8d8d<f>
a new polar axis.]
Solutions of Laplace's equation which involve Bessel
particular case of the result of 18"3

gtUr+fcHsosu+fyBinu)
is
coefficients.
that
cog
mu0 u
]
/:
is
a solution of Laplace's equation, k being any constant and
being any
integer.
The absence of the factor ( - ) m which occurs in

are Ferrers' associated functions.
employed
now
*
15-7 is
due to the
fact that the functions
396
Taking cylindrical-polar coordinates
=p
cos
(p,
y = p sin
<p,
by the equations
z) defined
<j>,
[CHAP. XVIII
<p,
the above solution becomes

e
mu du = e kz
pco S (-*) cos

e
kz
j
p 8 cos
m (v +
<f>)
dv
J 77
J It
2e kz
ik P 0OSV
cos
mv
cos m<j>dv
Jo
2e kz cos (m<)
e*^ 00 " cos
m&,
Jo
and
using
so,
17*1
example
3,
we
of Laplace's equation analytic near
solution
Im ekz cos (m<p) Jm (kp)
see that
is
the origin.
Similarly, from the expression

e
where
is
klz+ixcosu+iy!>mu)
an integer, we deduce that
2-rri
a[n
mu du,
m ekz sin (m<)
Jm (kp)
is
a solution
of Laplace's equation.
The periods of vibration of a uniform membrane*.
18 '51.
The equation satisfied by the displacement V

membrane vibrating harmonically is
at time
of a point (x, y) of a uniform
plane
&V
dx
where
V=
d2
dy'
1 32
c 2 dt 2
It follows,
The
a constant depending on the tension and density of the membrane.
c is
equation can be reduced to Laplace's equation by the change of variable given by
from
18"5, that expressions of the

t n
(kp)
Jm
r
\
satisfy the equation of
sm
= cti.
form
ji
m<b
cos
.
it
ckt
sin
motion of the membrane.
Take as a particular case

boundary of radius R.
Then one
cos
u,
drum, that
possible type of vibration
is
say a membrane with a fixed circular
is to
given by the equation
V=Jm (kp) cos m<p cos ckt,

provided that
V=0 when p = R;
so that
we have
to choose k to satisfy the equation
Jm (kR)=Q.
This equation to determine k has an infinite number of real roots
ku
k%,
k3
...
say.
possible type of vibration
is
V=Jm (krp) cos mtp cos ckr

This
is
a periodic motion with period 2ir/(ckr )
17 3 example
-
3),
then given by
and
(?*=li 2, 3,
...).
so the calculation of the periods
depends essentially on calculating the zeros of Bessel coefficients (see 17 "9).

* Euler,
Novi Comm. Acad. Petrop.
de VAcademie,
vm.
x. (1764)
[published 1766], pp. 243-260
Poisson,
Mem.
Ann. de VEcole norm. sup. in. (1866), pp. 55-95.

For a detailed discussion of vibrations of membranes, see also Eayleigh, Theory of Sound,
Chapter ix.
(1829), pp. 357-570; Bourget,
18-51 18-61] THE EQUATIONS OP MATHEMATICAL PHYSICS
397
Example.
The equation of motion of air in a circular cylinder vibrating perpendicularly to the axis OZ of the cylinder is
d^V
dx*
V denoting the velocity potential.

is
that
dV
g~=0 when p=R.
finding the zeros of
186.
It
/,'
327.
df~7
If the cylinder have radius R, the boundary condition
Shew that the determination
of the free periods depends on
= 0.
(f)
general solution of the equation of wave motions.
may be shewn* by
the equation of
the methods of
that a general solution of
18/3
wave motions
d2
da?
yr=
is
d*V_
J IT J IT
d2
dy 2
d2
V_ 1
~dz
~c
d2
dt 2
f (oosinu cos v + y sin u smv + z cos u + ct,
where /is a function
u,
v)dudv,
(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
(00
sin
cos v
+ y sin u sin v + z cos u + ct,
u, v)
BuBv
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.
Solutions of the equation of wave motions ivhich involve Bessel
1861.
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,
means of a
we should
desirable to have the time occurring
it is
factor sin ckt or cos ckt,
where k
is
by
This suggests that
constant.
consider solutions of the type

~y
fir
fir
gifc(xsinucos+3/6inusinv+zcosw+c<)
f(u
v)
dudv
J -IT J
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, 0, 0) and let (w, yjr) be the
polar coordinates of the direction (u, v) referred to new axes such that
the polar axis
OZ;
is
the direction
<f>),
and the plane
yjr
passes through
so that
cos
co
= cos
cos
sin u sin
*
(0,
+ sin sin u cos (<

v) = sin <o sin
(<f>
v),
yjr.
See the paper previously cited, Math. Ann. lvii. (1902), pp. 342-345, or Messenger of Mathe-
matics, xxxvi. (1907), pp. 98-106.
398
Sn (u, v)sinu, where Sn

we may write
Also, take the arbitrary function f(u, v) to be
denotes a surface harmonic in
u,
Sv (u,
where
We
Sn
18'31)
v of
degree n
=Sn (0,
v)
so that
co, yfr),
<j>;
a surface harmonic in
is
[CHAP. XVIII
ty of degree n.
co,
thus get
y =e
ikct
gikrcos*
gn (@ ^
Wi ^r) s in codcodyfr.
Now we may write ( 18'31)

co,f) = A n (0,<f>). P n (cos )
Sn (0,
<f>;
+ 2 [A n
(0,
<f>)
cos myjr
+ Bn
(0,
m=l
where
A n (0,
<f>),
A^m)
(0, <p)
and < m|
(0,
<f>)
ikct
A n (0,
(" e ikrC03
<)
sin
m|} Pnm (cos co),
are independent of
Performing the integration with respect to
V = 2-rre
<f>)
yjr,
we
i/r
and
co.
get
Pn (cos to) sin a da
Jo
4 n (0,
**" P
2irt**
W* 4 B (5, *) ** ^j |^ (/* - 1)
by Rodrigues' formula
Hankel's integral
1511)
lut
4 (0,
so
F is
a constant multiple of
(2/*,
we obtain the equation
<)
e*>
(iir) [
= (27r)8iea(fe-)-ij"n +
and
(At) dj*
on integrating by parts n times and using
17 3 corollary),
2tt
V = 2"
4>)
ifee
(1
(*r)^(0,
r~*J n+
(kr)
- /a ) dfi
2
0),
A n (0,
<f>).
Now
the equation of wave motions is unaffected if we multiply x, y, z

by the same constant factor, i.e. if we multiply r and t by the same
constant factor leaving
and ) may be taken
to be independent of the arbitrary constant k which multiplies r and t.
and
Hence lim
ikct
r~^k~ n ~^Jn + ^ (kr) A n (0,
<j>)
is
a solution of the equation
wave motions; and therefore r n A n (0, <j>) 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 A n (0, <j>) to be any surface
harmonic of degree n and so we obtain the result that
of
r-lJn+i
n+i
is
(kr)
'
v
P (cos 0) sin md>r sins ckt

'
a particular solution of the equation of wave motions.
18 611]
-
Application of 18"61
18*611.
The
a physical problem.
to
wave motions may be used
solution just obtained for the equation of
following
manner
399
in the
to determine the periods of free vibration of air contained in a rigid
sphere.
The
velocity potential
condition
is
that
dV
-=-
=0 when
_i
V=r
gives a possible motion if k
equation of wave motions and the boundary
satisfies the
is
= ,
where a
,,
,
(kr)
cos
P,
Hence
the radius of the sphere.
is
(cos 6)
md>
cos
.
ckt
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 / (ka) is a rational function of ka.

In particular the radial vibrations, in which
=0
taking
V is independent of 6 and
then the equation to determine k becomes simply
ta,n
and the pitches of the fundamental
(f>,
are given
by
ka=ka
radial vibrations correspond to the roots of this
equation.
REFERENCES.
J.
Fourier,
La
the'orie
W. Thomson and P. G.
Lord Rayleigh, Theory
F.
(Translated by A. Freeman.)
analytique de la Chaleur.
Tait, Natural Philosophy.
of Sound.
(1879.)
(London, 1894-1896.)
Pockels, Uber die partielle Differentialgleichung Au + k i u = 0.
H. Burkhardt, Entwickelungen nach oscillirenden Funktionen.

H. Bateman, Electrical and Optical Wave-motion.
.
E. T.
Whittaker,
History of the Theories of Aether
(Leipzig, 1891.)
(Leipzig, 1908.)
(1915.)
and
Electricity.
(Dublin, 1910.)
A. E. H. Love, Proc. London Math. Soc. xxx. (1899), pp. 308-321.
H. Bateman, Proc. London Math.

L.
Soc. (2),
N. G. Filon, Philosophical Magazine
H. Bateman, Proc. London Math.
(1904), pp. 451-458.
I.
(6),
vi.
(1903), pp. 193-213.
Soc. (2), vn. (1909), pp. 70-89.
If V be a solution of Laplace's equation which is symmetrical with respect to OZ,
V=f{z} on 0Z, shew that if /{} be a function which is analytic in a domain of
values (which contains the origin) of the complex variable f, then
1.
and
if
F= at
W
(
f {z + i (x* +y2 )* cos $} d$
any point of a certain three-dimensional
Deduce that the potential of a uniform

the plane
X0 T with its centre at

"jo
t^he
region.
circular ring of radius c
origin is
and of mass
M lying in
400
If
2.
(p,
<j>,
z)
be a solution of Laplace's equation, which
are
m e mi */(z) near the
and
coordinates,
cylindrical
axis of
where /()
z,
F(p, z), where

approximately equal to
of the form
is
this solution is
if
[CHAP. XVIII
tf"
1**
example
of the character described in
is
1,
shew that
oê""*
f*
F= r(i-t-)r
-,7 ..--.. r
m
/(2 + i/>
H cos t)sm*
()./</
If
3.
u be determined as a function of x, y and z by means

Ax + By + Oz=l,
where A, B,
C are
(Dougall.)
5
tdt.
'
of the equation
functions of u such that
A 2 + B* + C2 =0,
shew that (subject to certain general conditions) any function of u
a solution of
is
Laplace's equation.
(Forsyth, Messenger, xxvn. (1898), pp. 99-118.)
A,
4.
are two points outside a sphere whose centre
matter on the surface of the sphere

the formula
<r
Shew that the
its
is
C.
layer of attracting
P is
surface density <r at
given by
p x(AP.BP)-K
matter
total quantity of
CA CB and ACB
such that
is
by varying
unaffected
is
A and B
so long as
and prove that this result is equivalent to the theorem

that the surface integral of two harmonics of different degrees taken over the sphere
are unaltered
is zero.
Mag.
(Sylvester, Phil.
(5),
n. (1876), pp. 291-307.)
V (x, y, z) be the potential function defined analytically as due to particles

of masses X + i/i, X ip, at the points (a+ia b + ib', c + ic') and (a id, b-ib', c ic')
respectively.
Shew that V (x, y, z) is infinite at all points of a certain real circle, and
5.
Let
if
the point
and
z)
(x, y,
describes a circuit intertwined once with this circle the initial
V(x,y,
final values of
are numerically equal, but opposite in sign.
z)
(Appell, Math.
6.
it
Ann. xxx.
(1887), pp. 155-156.)
Find the solution of Laplace's equation analytic in the region for which
r=a and r = A the solution reduces to
a<r<A,
being given that on the spheres
2 cPK (cosi9),
Cn Pn (cos 6),
respectively.
7.
Let 0' have coordinates
and
(0, 0, c),
POZ=6,
let
P0 = r,
PO'Z=ff,
P0' = r'.
Shew that
Pn (cos6') _Pn (cos6)

/n + i
r n+i
-(
_(
or
ur
V
>
>
according as
r>c
or
T\n-ri;
1
f
+
I
Icn+i
fa
l."^ i1
I
At a point
whose density
î?- 08 * +
+
c
)
(rc
fa
+ 2) c*Pn+i (cos
+ l)(rc + 2)r2P2 (cos0)
^T+3
g,
^T?3
2]
(9)
"...,
r...J,
r'
Pn
'
(cos d).
(Trinity, 1893.)
outside a uniform oblate spheroid whose semi-axes are a, b and

shew that the potential is
(r, 6,
is p,
(n+1)
-t-
rn+2
r<c.
Obtain a similar expansion for

8.
cPn+1 (oos6)
<j>)
vap a t h f
|_3r
where m? = a i -b 2 and r>w.
m2
3.5
2 ( cos
r3
6)
mi
+ 5.7
.
i>4 (cos 6)
r6
"I
"J'
Obtain the potential at points for which r<m.

(St John's, 1899.)
401
Shew that
9.
e u-
= Q)i
cos 9
I
11
(2 +
1) r -i
P (cos (9) / + i (>).

3
(Bauer, Journal fur Math, lvi.)
Shew that if x iy = k cosh (f + 177),
10*.
in the coordinates
and
32
ap-
32
3^-
327
^2
= -32( cosh2 ^- c082 '?)-p--
x=(c + r cos 5) cos$,
Let
11.
the equation of two-dimensional wave motions
^ is
?/
= (c + ?-cos#) sin<p,
(Lame.)
2
= rsin0;
shew that the surfaces for which r, 8,

respectively are constant form an orthogonal
system ; and shew that Laplace's equation in the coordinates r, 8, <p is
?r
W)
'dr)^ro8\C
+ r cos 5
3c 2
(W. D. Niven, Messenger,

Let P have Cartesian coordinates {x,y, z) and polar coordinates
the plane POZ meet the circle #2 +y2 = 2 2=0 in the points a, 7; and let
A
aPy = a, log (Pa/Py) = a.
12.
x.)*
Let
(r, 8, <p).
Shew that
3
Laplace's equation in the coordinates
sinho-
(cosh o- cos
3o-
371
3o- J
So)
and shew that a solution
,
o-,
371
sinho-
(cosh er cos
32
sinh a- (cosh
3a> J
<a
<r
- cos <o)
3cp 2
'
is
7=.(cosh
o-
- cos of cos na>
m<pP
cos
(cosh
0-).
(Hicks, Phil. Trans, clxxii. p. 617 et seq.)

13.
Shew that
(iJ 2
+ p 2 -2fipcos<^, + c2)-4=
and deduce an expression

14.
Shew
that
7 -"
e- c "Jm (kp)e'
for the potential of a particle in
if a, b, c
the roots of the equation in
are constants and
x2
may
terms of Bessel functions.
are confocal coordinates, defined as
z2
y
+ +l
+ J+e =
'
be written
A A = v/{(a2 + X)
where
X, p, v
mcm "cosmudu,
a 2~+l
then Laplace's equation
dh\
m=o
(6
+X)
(c 2
+ X)}.
(Lame\)
Examples
VEcole Polyt.
10, 11, 12
and 14 are most
which the line-element
is
if
given by the formula (dxf +
Laplace's equation in these coordinates
B\ V Hi
easily proved
xiv. cahier 23 (1834), pp. 191-288) that
simple method (due to
3X )
by using Lamp's result (Journal de
(X, n, v) be
(dy) 2
{Sz) 2
orthogonal coordinates for
= {H- d\f + (H2 dp) 2 + (H3 di') 2
is
dp \
W. Thomson, Camb.
3M J
3c \
#3
Math. Journal,
3* J
iv. (1845),
pp. 33-42) of proving
by means of arguments of a physical character, js reproduced by Lamb, HydroAnalytical proofs, based on Lame's proof, are given by Bertrand,
dynamics (1916), 111.
Traite de Galcul Differentielle (1864), pp. 181-187, and Goursat, Cours d' Analyse, 1. (1910),
Another proof is given by Heine,
pp. 155-159, the last proof being appreciably the simplest.
this result,
Theorie der Kugelfunctionen,
W. M. A.
1.
(1878), pp. 303-306.
26
402
Shew that a
15.
[CHAP. XVIII
general solution of the equation of wave motions
F(xcoad+ysm6 + iz, y + iz sin + ct cos 0,
V-
(Bateman, Proo. London Math. Soc,

If U=f(.r, y,
16.
dt
<j>,
cos
J
<j>,
ct
0,
p,
dy 2
'
dz 2
IV
x2 + y2 + z2 \
general solution of the equation of
+
where
wave motions, when the motion
+ p sin 8
If
["
arc sinh
fa + z + ctcos0\ (a,
:
J -it
are cylindrical coordinates
V=f(x,
y, z) is
and
sm
a, b
-=
a
ddda,
as
6)

(2)
I.
(1904), p. 458.)
a solution of Laplace's equation, shew that
_
~
,/ r 2
\2
(x-iyfi
is
is
d6
(Bateman, Proo. London Math. Soc.

18.
(1904), p. 457.)
is
/ (z + ip
I.
(2)
is
-a.fxyz
..
Shew that a
ox*
prove that another solution of the equation
17.
6)d8.
be a solution of
2, t)
a2
independent of
is
-a2
+a2
r2
az
2i{x-iyY x-iy)
(-y)'
another solution.
(Bateman, Proc. London Math. Soc.

19.
If
U=f(x,
another solution
y,
z,
t)
is
(2)
(1909), p. 77.)
a solution of the equation of wave motions, shew that
is
.1
r2 - \
z-cv\z-cV z-cV
r2
+l
2c(z-ct))'
2(z-c*)'

20.
vn,
If
= x-iy, m = z + iw, n=x +y +z + w

p.=z iw, V 1,
J\ + mp + nv = 0,
2
(2)
vn. (1909),
p. 77.)
2
,
\ = x+iy,
so that
shew that any homogeneous
solution, of degree zero, of
oW_
$>
dHJ
dx2
dy 2
oz 2
satisfies
dld\
and obtain a solution
+ -^ +
dmdp.
of this equation in the
o2
U=
dw 2
- =
dndv
[a,
= (b-c)
(-a),
b,
ft
y,
/3',
a,
U,
l\
'
form
r"x-"' ro-%- ? 'r^-v>j

where
mp. = (c-a) (f-6),
nv = (a -
fl,
)
b) (f
- c).
(2) VII. (1909), pp.
78-82.)

21*.
If
(r, 8,
(j>)
are spheroidal coordinates, defined
x = 0(^ + 1)^ sin 6 cos

where
x, y, z
by the equations
y=c(r2 + l)*sind sirup,
(j>,
are rectangular coordinates and
c is
403
a constant,
z=crcos8,
shew
that,
when n and
m are
integers,
[*
-w
cos
,,,008
(n m)

Pnn fxcost + yc sint+iz\/sin
mtdt = 2ir) {1 Pnm {ir)Pnm (cos6)
m<p.
sin
(n+m)l
(
,,
With the
[*
J
-*
notation of example 21, shew that,
/xcoat + ysint+iz\oos
\
/ sin
if z
(n
The functions introduced
Edinburgh Math.
=(=
(w+ro)
in examples 21 and 22 are
Soc. xxxiii.)
0,
m)l~,..
(Jeffery, Proc.
(Blades, Proc.
22.
,.
T,
m/
cos
sin
Edinburgh Math.
known
,,,
'
Soc. xxxiii.)
as internal
and external
spheroidal harmonics respectively.
262
CHAPTER XIX
MATHIEU FUNCTIONS
The
19'1.
of Mathieu.
The preceding
have been occupied with the discussion of
five chapters
what may be generally described
functions which belong to
many
as the hyper-
now
well
In the present chapter we enter upon a region of Analysis which

this, and which is, as yet, only very imperfectly explored.
lies
geometric type, and
simple properties of these functions are
known.
beyond
The
Mathematical Physics and which come
functions which occur in
next in order of complication to functions of hypergeometric type are

called
Mathieu functions
these functions are also
They
associated with the elliptic cylinder.
arise
known
as the functions
from the equation of two-
dimensional wave motion, namely
d-V
dx
V_l
dy
~c
dt
'
This partial differential equation occurs in the theory of the propagation of electromagnetic waves if the electric vector in the wave-front is parallel to OZ and if E denotes
;
(Hx
the electric force, while
0) are the
components of magnetic
force,
Maxwell's
fundamental equations are
dE
dt
dff
dffx
dx
by
'
oBx
~eT~
dRv
dE
dy
'
TJT
dE
dx
'
denoting the velocity of light ; and these equations give at once

1
VE = d*E WE
c 2 it 2
'ox
Oy 2
'
In the case of the scattering of waves, propagated parallel to OX, incident on an

elliptic
cylinder for which
condition
is
that
OX
OY
and
are axes of a principal section, the boundary
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
The
is
the
same as
in the electromagnetic problem just discussed.
was discussed by Mathieu* in 1868 in connexion
with the problem of vibrations of an
elliptic
membrane
manner
* Journal de
Math.
(2),
xm.
(1868), p. 137.
in the following
19'1]
MA.THIEU FUNCTIONS
405
XOT
Suppose that the membrane, which is in the plane

in equilibrium, is vibrating with frequency p.
Then, if we write
V=u(cc, y) cos (pt
when
it
is
+ e),
the equation becomes
dy*
dot?
Let the
membrane be (h,
the elliptic
foci of
real variables*
0, 0),
and introduce new
defined by the complex equation
rj
+ iy = h cosh ( + irj),
= h cosh cos
y = h sinh sin
oo
so that
oo
The
t],
77.
on which or 77 is constant, are evidently ellipses or hyperbolas confocal with the boundary if we take >
and - it < rj ; ir, to each
curves,
point
0) of the plane corresponds one
(x, y,
The
If
we assume a
where the
9f
jjî
and only onef value of
u transforms
differential equation for
? ~ cos2 *?) M
+ -^r ( cosh
(,
rj).
into|
= 0.
solution of this equation of the form
factors are functions of f only
and of
r\
only respectively, we see
that
f
d*F()
{F(f)-dF~
h*p
,_J
C0Sh
cPGfo)
Ap
^r-W)^--l'
C0Sr?
Since the left-hand side contains f but not 17, while the right-hand side
77 but not , ^(^) and O (77) must be such that each side is a constant,
contains
A,
say, since
We
f and
77
are independent variables.
thus arrive at the equations
^) + ( cosh
By
-^
(f)
.0,
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
-r-j
+ {a +
6q cos 2z) u
= 0,
* The introduction of these variables is due to Lam6, who called the thermometric parameter.
They are more usually known as confocal coordinates. See Lam6, Sur leg fonctions inverses des
transcendantes, l iro Lecon.
t This
may
positive values.
be seen most easily by considering the ellipses obtained by giving various

If-
the ellipse be
drawn through a
definite point,
(f,
yj)
of the plane,
rj
is
the
eccentric angle of that point on the ellipse.
A proof of this
result,
due
to
Lame,
is
given in numerous text-books
see p. 401, footnote.
406
where a and q are constants*.

cepted)
is
This
is
It
is
[CHAP. XIX
obvious that every point (infinity ex-
a regular point of this equation.
the equation which
circumstances
known
is
as Mathieu's equation and, in certain
( 19*2), particular solutions of it are called
Mathieu functions.
The form of the solution of Mathieu' s equation.
19*11.
In the physical problems which suggested Mathieu's equation, the constant

a
not given a priori, and we have to consider
is
It is obvious from physical considerations in the
that u
(x,
j?
27r
when a has not one
no longer
When
that
consequently unaltered
of these values, the equation

2tt)
=G
V)
true.
F (%) =
is
()
thus determined, q (and thence p) is determined by the fact

on the boundary and so the periods of the free vibrations of
membrane
the
is
G (v +
is
be determined.
and the condition! &(v + ^ 7r) & (v) is sufficient to

of values of a in terms of q. And it will appear later ( 19*4,
by
determine a set
19*41) that,
it is to
problem of the irtembrane
a one-valued function of position, and
is
y)
by increasing
how
are obtained.
Other problems of Mathematical Physics which involve Mathieu functions in their

(i) Tidal waves in a cylindrical vessel with an elliptic boundary, (ii) Certain
solution are
forms of steady vortex motion in an

in a metal cylinder J.
is of general interest .
19*12.
The equation
(iii) The decay of magnetic force

problem of Rigid Dynamics which
elliptic cylinder,
also occurs in a
Hill's equation.
Mathieu's but of a more general nature,

method of determining the motion of the Lunar
Adams'lT determination of the motion of the Lunar Node.
differential equation, similar to
arises in G.
Perigee,
W.
and in
Hill's
||
Hill's equation is
-^ + (0 + 2 I
o
The theory
of Hill's equation
of the increase in generality
two equations
*
will, to
due
0 cos 2rc*A
w = 0.
very similar to that of Mathieu's (in spite
is
to the presence of the infinite series), so the
some extent, be considered together.
Their actual values are a=;t-/iV/( 2
<*
2=ft 2 i' 2 /(32c' ); the factor 16

!
)>
is
inserted to avoid
powers of 2 in the solution.

t
An
and only
elementary analogue of this result
cPu
is
that a solution of -r-g
+a=0
has period
2rr
if,
a is the square of an integer.

X E. C. Maclaurin, Trans. Gamb. Phil. Soc. xvn. p. 41.
A. W. Xoung, Proc* Edinburgh Math. Soc. xxxn. p. 81.
Acta Math. viii. (1886). Hill's memoir was originally published in 1877 at Cambridge,
U.S.A.
if,
||
IT
Monthly Notices R.A.S. xxxvm.
p. 43.
19'1]-19 21]
MATHIEU FUNCTIONS
407
la the astronomical applications 6 8ly ... are known constants, so the

problem of choosing them in such a way that the solution may be periodic
,
The
does not arise.
solution of Hill's equation in the
Lunar Theory
is,
in
not periodic.
fact,
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.
G (z)
Let this solution be

integral function of
in addition to being periodic,
(z),
possibilities arise as to the
G (2) may
(i)
(iii)
(z)
G (z) may
be an even function of z, (ii)

may be neither even nor odd.
In case
is
then
Three
z.
\ {G
(iii),
(z)
nature of
is
an
G (z)
be an odd function of
z,
+ G(- z))
an even periodic solution and
${G(z)-G(-z)}
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.

solutions,
and
these only, will
These
be called Mathieu functions.
be observed that, since the roots of the indicial equation at 2=0 are
and 1,
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 q, should not have one even and one odd periodic solution for comparatively 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 j = 0; but for larger
values of q there may be pairs of periodic solutions, though no such pairs have, as
yet, been discovered.
It will
two even
(or
19 21.
An
It will
now be shewn
G (7?)
integral equation satisfied by even Mathieu functions*
satisfies the
that, if
G( v ) =
\r
J
where k
This result
*J(32q).
equation given in
G (n)
is
any even Mathieu function, then
homogeneous integral equation
is
kc s *i QO3e
G(0)dd,
7T
suggested by the solution of Laplace's
183.
This integral equation- and the expansions of 19-3 were published by Whittaker, Proc.
Math. 1912. The integral equation was known to him as early as 1904 see
Int. Congress of
Trans. Camb. Phil. Soc. xxi. (1912),
p. 193.
408
For,
if
+ iy = h cosh (Z + iv) and
if
[CHAP. XIX
F(%) and G(v) are solutions of the
^^ - +
^^ + A +
(A
then, by 191,
F (%) G (n) emiz
If this solution
is
F (f = 0,
m?h* cosh 2 f)
m*h cos 2
(v )
7?)
= 0,
a particular solution of Laplace's equation.
is
a special case of the general solution
f(h cosh f cos 97
cos
h sinh f sin
+ iz,
sin
77
6) d0,
given in
18'3, it is
natural to expect that*
f(v,0)
where
<j)
(0) is a function of
fir
F (0)
F{%)G{<rj)e miz
= F(O)e4,(0),
be determined.
to
Thus
exp{mh cosh cos v cos 6
(d)
<j>
+ mh sinh f sin sin + ?rm} d0.

independent, we may put =
and we are thus led to
t)
Since and
are
17
consider the possibility of Mathieu's equation possessing a solution of the
form
G(v)
19
It
and
is
if
Proof that
22.
the even
readily verified
G (??)
j
J
mhcos v cose
(0) ^0_
7T
Mathieu functions satisfy
5'31) that, if
$ (0) be
the integral equation.
analytic in the range (
tt, if)
be defined by the equation

(v )
e mhcos * mse
<j>
(0) d0,
J IT
then
d*
(1?) is
an even periodic integral function of
^ + (4 + m A
cos 2
7?)
{m 2 A 2 (sin2 7;cos 2
{to/*,
["
sin
{<"
+ (A+
and
(v)
+ cos
cosr)<f>(0)
(0)
77
(j>'
lli'h?
77)-m/icos7;cos0+^l}e,n icos,
'
(0)} e
COS 2 0)
mAco S1 ,co8fl
cf>
(6)}
eftcosicos
d0,
on integrating by parts.
*
The constant
J (0)
is
inserted to simplify the algebra.
'
oosS
(/)(0)^
MATHIEU FUNCTIONS
19 22, 19"3]
-
But
if </>(#) be a periodic function (with period 2tt) such that

4>" (8)
both the integral
by the
and
+ (A+ m
the integrated
h 2 cos2 8)
</>
(8)
= 0,
part vanish ; that
is
to say,
G (??),
defined
integral, is a periodic solution of Mathieu's equation.
Consequently
<f>
409
G (rj)
an even periodic solution of Mathieu's equation if

formed with the same con-
is
(8) is a periodic solution of Mathieu's equation
stants
and therefore
[In the ease
we have
(j>(d)
<f>
(8) is a constant multiple of
when the Mathieu equation has two
= \G(d) + G
where
(6)
J*
vanishes, so the subsequent
If
we take a and
and mh,
We
it is
work
(6) is
G (8)
let it
\G (8).
periodic solutions, if this case exist,
an odd periodic function
mhm ^ mse G
be
but
(6)d8
unaffected.]
is
q as the parameters of the Mathieu equation instead of
mh = V(32^) = k.
obvious that
have thus proved
that, if
(?(??)
be an even periodic solution of
Mathieu's equation, then

['
Q(V ) = \
q (0) d8,
e*C0.,O08'
J IT
which
is
the result stated in
From
for
known
11"23, it is
when \ has one of the
19'21.
that this integral equation has a solution only
'characteristic values.'
shewn in 19 3 that
a simple means of con-
It will be
such values of X, the integral equation affords
structing the even Mathieu functions.
Example
1.
Shew
that the odd Mathieu functions satisfy the integral equation
G
Example
Shew
2.
(>,)
=A
sin {k sin v sin 8)
J'
G {6)
d6.
that both the even and the odd Mathieu functions satisfy the
integral equation
W
G(rj)
Example
3.
Shew
that
= \( _
when the
e'*
8in " sin
G<(0)
eccentricity of the fundamental ellipse tends to zero,
the confluent form of the integral equation for the even Mathieu functions
Jt x = -L-n
)
2l7l
19'3.
We
[
J
ix s<>
is
cos n8dd.
The construction of Mathieu functions.

shall
now make
Mathieu functions
use
of.
the integral equation of
19 21 to construct
-
the canonical form of Mathieu's equation will be taken as
d u
2
-r-j
+ (a +
16q cos 2z) u =
0.
410
In the special case when q

taking a n2 where n
,
1,
The Mathieu
To make the
the solutions are then
cos
.z,
cos 2^,
sin
z,
sin 2z,
which reduce
functions,
ce
the periodic solutions are obtained by
is zero,
any integer
is
0,
q),
ce 2 (z, q), ...,

se 2 (z, q), ....
we take
Let us now construct

Since ce
suppose that,
and
q)
The
be unity.
se n (z, q) to
n.
Accordingly we
as q -^ 0.
the characteristic value of
X which
gives
= 1 + a q + a q* + ...,
= 1 + qfa (z) + q /3 (z) +
(27TX)- 1
and that
ce (z, q)
,
the coefficients of cos nz and sin nz
X -* (27r) _I
see that
for general values of q,
rise to ce (z, q)
where alt a2
be called
ce (z, q).
= 1, we
0)
(z,
(z,
will
be called Mathieu functions of order
q) will
(z, q), se n (z,
when 5^0,
to these
se x {z, q),
in the respective Fourier series for ce n
functions ce n
...,
ce l (z, q),
functions precise,
[CHAP. XIX
are numerical constants
...
...
and
/32 (z), ...
/3i (2),
are periodic
functions of z which are independent of q and which contain no constant
term.
On
substituting in the integral equation,

(1
1
jr
f
{1
a1 q
a 2 q2
+ V(32a)
...){1
find that
+q
x{l+q/3
Equating
j32 (z)
(6)
...}
...}
+ q &(6) + ...}dd.
2
powers of q in this result and making

contain no constant term, we find in
coefficients of successive
use of the fact that ^(z),
16o cos2 z cos 2 6+
cos z cos d
we
q/3 1 (z)
/3 2 (^), ...
succession
= 4,
= 14,
ax
a2
= 4 cos 2z,
=
2 cos 4<z,
/3 2 (z)
/3j
(z)
and we thus obtain the following expansion

/
ce (z, q)
29
2
= 1 + Uq -28 2 + -^- q>-
+
+
?3
q5 '
'
0S QZ
'
(2q
160
-g- q'+
')
cos 4s
...J
"
(l8 2
~~
"
C S
8z
')
(^ --)-OBl0z+...,
S
the terms not written
The value
"3
cos 2z
...J
of a
is
down being
-32g +2242
2
(q
4
as q -*
0.
2 10 29
^-q +0(q );
that the coefficient of cos 2z in the series for ce
(z,
q)
is
it will
a/(8q).
be observed
MATHIEU FUNCTIONS
19-31]
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
The consideration of the convergence of the series thus
1922 example 1.
obtained
is
Example
postponed to
19'61.
Obtain the following expansions*
1.
MZ
(i)
(ii)
I f^- %l^X. + ^
-i +
ce,(z,
? ) = cos
cgl (,,
5
r
|^ ^- FJ
T
+i)
X_
r)T
y!
+ (r _ 1 T r+ 2)
)
(iii)
Sei (z, q)
= sin s+^2
(z,
q)
Q( g r+3) cos(2r+i)g
'
2 r + l,. r+l
.
!
?
+ (r+l)!(r
+ l)!
'
)7,r
ce 2
-!
| (r+1 !?
)
+
(iv)
'
= | - 2q + y ?3 +
(? )}
+2
(,-l)C + 2)!
+ ()(gr+3)
Sin(2r + 1)g
'
+ cos 2z
+ r I V!(r + 2)! +
+ (?
3.(r+2)!(r + 3)l
where, in each case, the constant implied in the symbol
depends on
>}
cos ( 2r + 2 > 2
but not on
>
z.
(Whittaker.)
Example
se 1
(iii)
{z,
2.
Shew that the
q), (iv) ce 2 ( z , ?)
values of a associated with

O10
(i)
Example
19*31.
Since
3.
Shew
-32^+224^
ce
(z,
q),
(ii)
ce l
{z,
q),
OQ
+ 0(qS),
(ii)
l-8 ? -8 ? s + 8 ?3 -^2 4 + 0( 25
(iii)
+ Bq-8?-8f-l<f + 0tf),
(iv)
+^-^V +
that, if
n be an
),
(Mathieu.)
0(<? ).
integer,
TAe integral formulae for

all
(i)
are respectively
the
Mathieu functions.
the Mathieu functions satisfy a homogeneous integral equation

( 19*22 example 3), it follows ( 11-61) that
with a symmetrical nucleus
The leading terms
ce m (z, q) ce n (z,
q)dz =
(m n),
sem (z, q) sen (z,
q)dz =
(mj= n)
ce m (z, q) se n (z,q)
dz =
of these series, as given in
were obtained by Mathieu.
0.
example 4 at the end of the chapter
(p. 427),
412
Example
Obtain expansions of the form
1.
(i)
[CHAP. XIX
* =2A n
n0
e
ce n (z,q)cen (6,
q ),
00
(ii)
cos (k sin z sin 6)
(iii)
sin (k sin z sin
Bn cen (z,
q) ce n (0, q),
Cn sen (z,
q) sen (0,
00
B)= 2
q\
where k=s/(S2q).
Example
2.
fe 8 in*
=
71
as a confluent form of expansions
(ii)
and
2 Jn (z)eni(}>
= 00
(iii)
of
example
1.
The nature of the solution of Mathieu's general equation ; Floquet's
194.
theory.
We
when
now
shall
discuss the nature of the solution of Mathieu's equation
the parameter a
solutions; this
is
is
no longer restricted so as to give
the case which
rise to periodic
of importance in astronomical problems, as
is
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 perceived by astronomers,
by inference from the circumstances in which the

These inferences have been confirmed by the following
analytical investigation which was published in 1883 by Floquet*.
equations
Let g
(or,
arise.
(z) be a fundamental system of solutions of Mathieu's equation

any linear equation in which the coefficients have period 27r);
F(z) be any other integral of such an equation, we must have
(z),
indeed, of
then, if
F(z)
= Ag(z)+Bh(z),
and
are definite constants.
Since g (z
2tt),
where
h(z+
2tt) are
obviously solutions of the equation f, they
can be expressed in terms of the continuations of g

of the type
g
where a1; a2
2tt)
= al5
(z)
+ a2 h (z), h{z +
ft, /32 are definite constants;
F(z +
*
2tt)
Ann. de I'Ecole norm. sup.
{Aol,
(2), sir.
5ft) g
and h
(z)
by equations
= frg (z) + $Ji (z),
and then
(z)
+ (Aa + ft) h ().

2
Floquet's analysis
is
a natural sequel
with doubly-periodie coefficients
20-1),
(1883), p. 47.
to Picard's theory of differential equations
2tt)
(z)
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, ti = e*sin z
is
a solution of
-=
(1
+ cot z) u = 0.
MATH1EU FUNCTIONS
]9'4, 19'41]
Consequently
F(z
2tt)= kF(z), where k
4-
is
413
a constant*, if A and
are
chosen so that
A a, + B@ = kA, Aa + Bfi = JcB.

These equations
only
have a solution, other than
will
A = B = 0,
and
if,
if,
ai
-k,
a2
and
if
=0;
ft
/3 2
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+2-rr)=kF(z).
Defining
fj.
by the equation
k= e ^
2
and writing
<f>(z) for
e~ llZ F{z),
we
see
that
<f,(z
e*
Hence the
(z), where
<f>
We
+ 2tt) = e-^+
differential
<j>
(z) is
2 *>
F(z+2Tr)=<f>
(z).
equation has a particular solution
a periodic function with period
of the form
Itt.
have seen that in physical problems, the parameters involved in the
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=fc 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 e*z <f>(z), e~^{ z), since the
equation is unaltered by writing z for z so that the complete solution of
Mathieu's general equation is then
;
u
where
c,, c2
Example.
= c^'ti (z) + c2 e-z $ (- z),
are arbitrary constants, and
Shew that the
fi is
Hill's
q.
roots of the equation

o-i-k,
ft
<H
/%-
g (z) and h (2), chosen.
are independent of the particular pair of solutions,
19 41.
a definite function of a and
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
;
= e*z $(z),
It must not be confused

* The symbol k is used in this particular sense only in this section.
with the constant k of 19-21, which was associated with the parameter q of Mathieu's equation,
still less is it a constant.
periodic
t The ratio of these solutions is not even
;
where
<j>
(z) is periodic
crux of the problem

<f>
414
of
and
presents comparatively
(z)
The
no more
fi
when
The
q.
this is done, the determination
little difficulty.
method of attacking the problem was published by

1912; since the method for Hill's equation is
than for the special case of Mathieu's general equation, we
successful
first
memoir
Hill in the
a function of the parameters a and
fi is
to determine
is
[CHAP. XIX
difficult
cited in
shall discuss the case of Hill's equation, viz.
g + J>)0,
/ (z)
where
is
an even function of z with period
Two
tr.
cases are of interest,
the analysis being the same in each
The astronomical
(I)
when
case
and, for real values of
is real
z,
J(z)
J(z)
+ 2#! cos
+ 20
2z
cos
4<z
+ 20
cos Qz
. .
00
known
n are
the coefficients
constants and
2
rc
The
(II)
case
when
n converges absolutely.
a complex variable and J(z)
is
strip of the plane (containing the real axis),
is
whose sides are
analytic in a
parallel to the
00
The expansion
real axis.
is
then valid
9'11)
of J(z) in the Fourier series
throughout the interior of the
^+2 2
n cos2nz
strip, and, as before,
00
n converges absolutely.
Defining 0_ to be equal to Q n we assume

,
= e^ %
b n e 2niz
n=-oa
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
(see the note at the end of 19'42) that the values of bn
;
have to be shewn ultimately
00
which
will
be determined are such as to
2
7t= QO
which we shall now carry
out.]
substitution in the equation,
we
find
(/*+ 2niyb n e i+ 2ni
justify the processes
On
make
2
n = oo
i*
>
\n=-oo
n2 b n
absolutely convergent, in order to
6 n e m ") (
/
\n= oo
b^+Â =
0.
Multiplying out the absolutely convergent series and equating coefficients

of powers of
(f*
e^
to zero ( 9-6-9'632),
+ 2niyb n +
m bn-m = O
we obtain the system
of equations
(=..., -2, -l,-0,
1, 2, ...).
MATHIEU FUNCTIONS
19-42]
If
we
415
eliminate the coefficients b n determinantally (after dividing the

by o -4n2 to secure convergence) we obtain* Hill's deter-
typical equation
minantal equation
(if,+4y-6
416
an
definition of
From the
AM-AjM
and
AM = -A
so
Now,
(i)
is
(i/x) is
hm
sin ^tt
{ifi
the determinant
if
that Aj
determinant
infinite
follows that
( 2"8) it
[,
- Vô) sin tt (i> +

sin"(W*.)
be written out in
A-, (iji)
[CHAP. XIX
an even periodic function of
/a
v/#)
'
easy to see
full, it is
with period
2i, (ii)
that
(i/*)
2"81, 3 34, 5'3) of/* (except at its obvious simple
an analytic function (cf.

which tends to unity as the
poles),
If
constant
now we choose the
real part of
ft,
tends to +
<x>
so that the function
{ft,},
defined by
the equation
B {ft) = A, (if.) - K {cot \tt {ifi + *J6 - cot J it {i/x - \/#o)},

a)
has no pole at the point fi-=iJ0 o then, since D{fi) is an even periodic
{/i) has no pole at any of the points
function of fi, it follows that
,
2ni
where n
The
~ i
V#o~>
any integer.
is
function
B (f)
therefore a periodic function of
is
which has no poles, and which
obviously bounded as
is
conditions postulated in Liouville's theorem

is
a constant
making
fi
-*
+ 00 we
,
ft
(with period 2i)
R {ft)
see that this constant
is
oo
and so
--
( 5"63) are satisfied,
The
B {ft)
unity.
Therefore
A
and
{ifi)
= \ +K {cot ^Tr{ifi+
\J6 V )
cot %ir (if, *Jda )},
so
{ift)
--
To determine
Si
isT,
*' <*
put
/a
; ff^^
<* +
+ 2g cot (K ^.)-
then
A (0) = 1 + 2K cot (\ir V0<>)Hence, on subtraction,

V/^
which
is
"
sin^Wô.)'
"
the result stated.
The roots of Hill's determinantal equation are therefore
the roots of the
equation
sin 2 Qirip)
When
/a
in terms of
equation
is
= A (0)
sin 2 (tt a/0,).
has thus been determined, the coefficients 6 W can be determined

&
and cofactors of
complete.
A (if);
and the solution of
Hill's differential
19
MATHIEU FUNCTIONS
5,
19 51]
417
[In case (I) of 19-41, the convergence of 2 b n follows from the rearrangement theorem
|
OO
of 2-82
for
2w 2
bn
is
equal to b
|
C^
-H
m=-oo
A x (i/i)
,
,
where
Cm> n is the cofactor of 5m
and 2 Cô is the determinant obtained by replacing the elements

through the origin by numbers whose moduli are bounded.]
in
of the
row
It was shewn by Hill that, for the purposes of his astronomical problem, a remarkably
good approximation to the value of fi could be obtained by considering only the three
central rows and columns of his determinant.
The Lindemann-Stieltjes' theory of Mathieu's general equation.
19'5.
Up
to the present, Mathieu's equation
has been treated as a linear
Some extremely
differential equation with periodic coefficients.
properties of the equation have been obtained by
interesting
Lindemann* by the sub-
2
= cos z, which transforms the equation into an equation with
stitution
rational coefficients,
namely
4?(W>
J + 2(l-2)|| +
(a-16(? + 32? r)u
= 0.
This equation, though it somewhat resembles the hypergeometric equation,

type than the equations dealt with in Chapters xiv and xvi, inasmuch as
regular singularities at
and
and an irregular singularity at
oo
is
of higher
has two
whereas the three
it
singularities of the hypergeometric equation are all regular, while the equation for
Wk<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 Stieltjest.
Lindemann's form of Floquet's theorem.
19'51.
Since Mathieu's equation (in Lindemann's form) has singularities at
= 1,
and
the exponents at each being
ym =
yi0
I onr,
= i
a,' (i
n=0
the
first
two
When
oo
to
series converge
and
= r* 2
2/n
i w (i - rr
= (i - r> 4 =0
<
1,
6r
the last two
when
< 1.
+ co and from
so relations of the form

2/io
will exist
when
3/oi
the f-plane is cut along the real axis from 1 to

the four functions defined by these series are one-valued in the
cut plane
- ky,
0,
?=0
\, there exist solutions of the form
ccym
+ Py
01
ya =
72/00
%oi
throughout the cut plane.
Now suppose
that f describes a closed circuit round the origin, so that the

the analytic continuation of y w is
circuit crosses the cut from - 00 to
;
Math. Ann. xxn. (1883),
p. 117.
is very similar to that

t Astr. Nacli. cix. (1884), cols. 145-152, 261-266. The analysis
employed by Hermite in his lectures at the Ecole Polytechnique in 1872-1873 [Oeuvres, in.
See 23-7.
(Paris, 1912), pp. 118-122] in connexion with Lamp's equation.
W. M. A.
27
418
/S^/oi
[CHAP. XIX
by the description of the circuit, but y01

2
oiy
continuation
the
and
changes sign)
n is yy m - By0l and so Ay w + By u* will
2/oo
(since y m is unaffected
be unaffected by the description of the circuit if
(</
le.if
Also
+ /3ym y + B {yym + Sy01 )2 s A (a.yM - /3</

Aa/3+By8 = 0.
Ayw + Byu
2
Aafi + ByB = 0,
2
01 )
+ B (yym - 8y
01
)\
obviously has not a branch-point at "=1, and
this function has
no branch-points at
or
1,
and, as
other possible singularities in the finite part of the plane,
it
so, if
has no
it
must
be
an
is
an
integral function oft,.
The two
expressions
A*yw + i&ya
A i yw -iB^yn
are consequently two solutions of Mathieu's equation whose product

integral function of
[This amounts
e-*
to the fact ( 19'4)
that the product of e^((z) and
aperiodic integral function of
${z)
is
1952.
The determination of the integral function associated with Mathieu's
z.\
general equation.
The integral function

mined without difficulty
;
F (z) = Ay + Byu
2
10
for, if
just introduced, can be deter-
yw and yu are any solutions of
their squares (and consequently

satisfy the
any linear combination of their squares)
equation*
g + 3P(0^ + [P'(0 + 4Q(0 + 2{P(0) ]|

2
in the case
under consideration, this result reduces
to
f(i-t)^ + ia-o^P
+ (o - 1 - 16 3 + 32??)
Let the Maclaurin
series for
F() be 2
^p + 16qF
(?)
c"; on substitution,
obtain the recurrence formula for the coefficients
cn ,
= 0.
we
namely
where
Un
* Appell,
(n
1) {(n
-a+
+ 1)
I) 2
16? (2n
Comptes Rendus,
IQq]
xoi. (1880),
~"
Vn
pp. 211-214
n
~_
;
cf.
(n
1) (In
4-
32g(2n-l)
example
1)
"
10, p. 298 supra.
easily
MATHIEU FUNCTIONS
19-52, 19-53]
At
'
419
appears from the recurrence formula that
first sight, it
be chosen arbitrarily, and the remaining coefficients
terms of them
c 2 , c3 ,
...
and
but the third order equation has a singularity at
verge
for all
values of
The recurrence
so that the series
Ci/c
and
1,
the series thus obtained would have only unit radius of convergence.
necessary to choose the value of the ratio
can
calculated in
may
It
is
con-
f.
when
formula,
written in the form
(Cn/Cn+i)
un +
suggests the consideration of the infinite continued fraction

v n+i
*n +
"71+2
The continued
fraction
7l
+ m)JK (n +
(n,
K(n,n + m) =
where
lim
Vn+m{
-
on the right can be written*
un
Vn+i/ u nt
n+l
>
1,
+ m),
,
U-n+2
~ un+m>
The
limit of this, as
type (by the example of
it is easily
seen that
-> oo
2'82)
(n, oo
is
-*-
1 as
c n +i
oo
K(n +
oo )
l, oo )
the recurrence formula and, since cn+l /c n -*Oasj--oo, the

() is an integral function. From the recurrence formula
c n satisfies
resulting series for

it is
n -*
w K(n,
then
a convergent determinant of von Koch's
and since
Therefore, if
obvious that
all
the coefficients c n are
The
is sufficiently large.
finite, since
when n
has
F()
function
they are
construction of the integral
finite
therefore been effected.

19-53.
If Wj
The solution of Mathieu's equation in terms of F(%).
and
be two particular solutions of
thenf
* Sylvester, Phil.
w w{ t
Mag.
(4), v.
w-,
'
= C exp j -
(1853), p.
P () d|
J
446 [Math. Papers, i. p. 609].

Primes denote differentiations with regard to
t Abel, Journal fur Math. n. (1827), p. 22.
272
f.
[CHAP. XIX
420
Taking w1 and w2 to be those two solutions of

Mathieu's general equation whose product is F{), we have
C
W_ vh = F'<X)
w2
Wl
where C
is
a definite constant.
'
the latter following at once from the equation
these equations for iv.'/w,
Solving
and
w w = F(t).
i
w '/w
2
and then integrating, we
at
once get
^^TO)l*exp{-
<
G/;-
gt(1
_ g tj (0},
,
where 71; y2 are constants of integration; obviously no

by taking c = 71 = y2 = 1.
From
the former result
Wx
we
have, for small values of %

|
we have a /a = â+
1
Hence
C =
This equation determines
if(l,
Example
I65
-a-
cx
in terms of a, q
oo)-{w
8q.
and
c I(
the value of
Cj
being
iT(0, 00)}.
If the solutions of Mathieu's equation
1.
|,
=l+C^ + i(c + C*K+0(f*),
while, in the notation of 19-51,
periodic,
real generality is lost
be
,iz
e
(j)(z),
where
<(z) is
shew that
Example
Shew
2.
that the zeros of F() are
all
simple, unless
O=0.
(Stieltjes.)
[If
F( ) could have a repeated
19"6.
So
.4
far, it
zero, W]
has been assumed that
then have an essential singularity.]
and
the various series of 19 "3 involved

It will now be
{z, q) are convergent.
all
se N
are integral functions of z and that the

expansions as Fourier series are power series in q which
ce N {z, q)
coefficients in their
and
se N {z, q)
converge absolutely whsn \q\
To
w2 would
second method of constructing the Mathieu function.
in the expressions for ce N (z, q)
shewn that
and
is sufficiently
small*.
obtain this result for the functions ceN {z,
q),
we
shall
shew how
to
determine a particular integral of the equation

d"u
-3-5-
The
essential part of this
in the coefficients
integral
+ (a +
it is
functions of
expansion follows from
already
a,
and
9 ll.
I6q cos 2z) u
theorem
known
is
= ^ (a,
q) cos
Nz
the proof of the convergence of the series which occur

Mathieu's equation are
( 10-2, 10-21) that solutions of
(in the case of periodic solutions)
the existence of the Fourier
MATHIEU FUNCTIONS
19 6]
421
in the form of a Fourier series converging over the whole ^-plane, where
yjr
a function of the parameters a and
(a, q) is
The equation
ty (a, q)
gives rise to a Mathieu
q.
then determines a relation between a and q which

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
= N' +
2
where
8p,
is
zero or a positive or negative integer.
Mathieu's equation becomes
+ N u = -8(p+2q cos 2z) u.

2
-t-^
Ifp and q
are neglected, a solution of this equation
is
= cos Nz = U
(z),
say.
To obtain a
of cosines,
i.e.
8{p + 2q cos 2z) U
closer approximation, write
(z) as
sum
in the form
{q cos
(JV-
+p cos Nz + q cos (N + 2) z\ = V (z),
2) z
Then, instead of solving
which involve cos Nz;
=V
suppress the termsf in
(z),
consider the function
i.e.
= V, (z) +
(z)
A particular integral
+N
-z--
say.
W^
(z)
(z)
where %
Hp cos Nz.
of
^ + N u=W
2
(z)
is
M=2
oos(N + 2)z^=U
C0S (N-2)z +
1(1- N)
1{1 \. N)
Now express 8 (p + 2q cos 2z) J7 (z) as a sum of cosines
(z),srj.
sum
(z),
to be such a function of
choose a 2
contains no term in cos
Nz
and
and continue the
(z)
a2
cos Nz =
and
calling this
(z)
+ a2 cos Nz
(z).
(z),
sets of functions
Um (z)
Wm (z)
Um (z), Vm (z), Wm (z)
contain no term in cos
Nz
m ^= 0, and
Wm 0) = Vm
(z)
Vm f = - 8 (p + 2q cos 2z) Um _, (z),
+ am cos Nz,
L^} + N Um
where am
*
Three
process.
are thus obtained, such that
when
N u= W
-rj +
Solve the equation
let
d?u
p and q that
is
(z)
= Wm (z),
a function of p and q but not of
z.
Journal fUr Math, lxxvi. (1873), pp. 214-224.
t The reason
for
this
suppression
contains non-periodic terms.

+ Unless
= l, in which case
(z)
that the particular integral of
is
=V
(z)
+ 8(p + q)
cosz.
j^ +N u = cos Nz
2
422
[CHAP. XIX
It follows that
= i Fm (*) + ( I
=-
m )cosiVs
\m=l
m=l
8 (p
'
2q cos 1z)
f7
m_ (0)+
1
a m ) cos
iVTs-.
00
Therefore, if U(z)
functions
Um (z)
I,
be a uniformly convergent series of analytic
throughout a two-dimensional region in the z-plane, we have
( 5-3)
^Ji^ + (a + 16g cos 2s)
U" (z)
= f (a,
g) cos Nz,
QO
^r(a, q)
where
It is obvious that, if a
= 2
am
be so chosen that
-f (a, 3)
= 0,
then U(z) reduces
to ce N {z).
similar process can obviously be carried out for the functions seN
by making use of
1961.
sines of multiples of
The convergence of the
We shall
(z,
q)
z.
series defining
Mathieu Junctions.
examine the expansion of 19 6 more closely, with a view to investigating
now
the convergence of the series involved.
When n > 1, we may
obviously write
Un {z) =
2 * ft,, r cos (M-2r)z +
2 a^ , cos
the asterisk denoting that the
it
summation ceases
first
|^ +]?A Un+1
Since
(N+ 2r) z,
r=l
r=l
(z)
= an + cosJVz-8(p + 2q
1
follows on equating coefficients of cos

n + l
r(r+lf')a n + 1
at the greatest value of r for which
{N
2r) z
cos2z)
Un {z),
on each side of the equation! that
= 8?(<I,,,a+/3n,l))
=2{pan r +q(an,r-i + an,r + i)}
(r=l,
J-(r-iV)/SU,, r = 2 {/>/3n,r+?(A,.r-l + /3 B r+1 )}

,
These formulae hold universally with the following conventions J
Vo=^,0 =
iA +l = ^
(")
(
Sii
When i\T=0
>
or
'
% The conventions
( = M,...);
iJV-1
,J(JV+i)='3 ,i(JV-i)
wnen
when
-,^-^r-O
-^
is
ffi
is
2, ...),
(rîV).
(r>n),
even and " i-^>
odd and
r=i(A
-l).
these equations must be modified by the suppression of all the coefficients
(ii)
and
(iii)
are due to the fact that cos 2
= cos (-z),
cos2z=cos (-2z).
MATHIEU FUNCTIONS
19-61]
The reader
will easily obtain the following special
a1
(I)
= 8p,
formulae
a, = 8(p + 2
(N^l);
423
(#=1),
),
(2g) v
.
(II)
n,n=
a^r and
(III)
(j^0);
homogeneous polynomials
are
,,.
I <>n,r=A r
If
we have
(^=0).
,=-
^ (a,
j)
2 Pn
of degree n in
= Br
p and
j.
= 8p + 8y (4 + 5j)
(2Vy
1 ),
r(r + JV)^ r =2{ P il r +y(J r _ 1 + ^ r + i)}
Br =2{pBr +q
r(r-JIT)
where
Now
The
=1 and
=.B
j4
A r _ u A rA u ... from
A r A = (-) r w w2 ...wr A r
result of eliminating A, A-2
...
is
the set of equations (A)
where A?
(B),
+ ,)}
subject to conventions due to (ii) and (iii) above.

{r (r + N) 2p} -1 ,
wr'= q {r{r -N) 2p}~ 1
is
2?,.
wr = -q
write
(5;., +
(A),
is
the infinite determinant of von Koch's type ( 2 82)

-
Ar =
wr+1
"r+2i
Wr +3>
The determinant converges

and A r --l as r--oo (cf.
2prfcr(r + N), where r=l,
Wr +2,
1
Wr + 3,
absolutely ( 2 82 example) if no denominator vanishes

If p and q be given such values that A ^=0,
-
19-52).
2,
3,
the series
...,
2 (-) Wiio i ...wr A r A ~ 1 ooi(]^+2r)z

r
r=l
represents an integral function of
In like
manner
z.
Br D =( T w{w{ ...w? Dr
)
0, 0,
...
0,
2w'
The
series
Un (z)
is
iN
or
Br is the finite
where
...
WV+S,
...
*>V + i>
w' r + 2 ,
the last row being

i& even or odd.
0, 0,
0,
...
WHN- iy
determinant
l+^jv-i)
according as
therefore
n=o
cosiVz + Ao
-1
2 (-) r w 1 w 2 ...wr A r CQ8(]Y+2r)z

r=\
+Z> -1
r<hN
2
(-) r w 1 'v> i '...w .'D r coa(N-2r)z,

1
these series converging uniformly in any bounded domain of values of

term differentiations are permissible.
Further, the condition
ty (a,
q)=0
pA D
i.e.
If
(l
is
-q(v>1 A 1 Do+iBi'Di&
we multiply by
equivalent to
2jd
|r<.2Vj
()
= 0.
2p
z,
so that term-by-
[CHAP. XIX
424
left becomes an integral function of both p and q, * (a, q), say

which are of lowest degrees in p and q, are respectively p and
the expression on the
(a,
terms of
Now
q),
_ ilj
expand
in ascending powers of q
(cf.
centre at the origin, and
Then
contour.
* (N + 8p,
2
has only one zero inside the
q)
Z>
substituting for
series involved in ce N
(z,
and A
in
terms of q throughout the series
may
q)
for
and
if
|
the
q is sufficiently small.
obviously be investigated in a similar manner.
q) are absolutely
N (z,
convergent when
when q=0.
V (z), we see that
both are equal to
will not vanish, since
series involved in se
in q 2
commencing* with a term
as a power series in q
be sufficiently small
The
the contour being a small circle in the p-plane, with
follows, just as in 7'31, that, for sufficiently small values of \q\,
it
we may expand p
On
7-31),
dp
being so small that
the
197 The method of change of parameter-^.

The methods of Hill and of Lindemann-Stieltjes
are effective in determining
p,
but
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 qo to + oo then fi alternates between real and complex values, the changes taking
place when, with the Hill-Mathieu notation, A (0) sin 2 (Jir s/a) passes through the values
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.
only after elaborate analysis.
;
It is, however, possible to express p and a in terms of q and of a new parameter <r, and
the results are very well adapted for purposes of numerical computation when q is small J.
|
The
introduction of the parameter
is
suggested by the series for ce x
(z,
q)
and
se x (z, q)
given in 19'3 example 1

a consideration of these series leads us to investigate the
z
potentialities of a solution of Mathieu's general equation in the form y=e* <$>{z), where
;
= sin(z <r) + ffl3C0S (3z-o-) + 63 sin (3z <r) + a 5 cos (5z - a) + 65 sin (5z-<r) + ...,
<(z)
the parameter
in
<f>
(z)
being rendered definite by the fact that no term in cos
a-
the special functions e x
(z,
q), ce x
(z,
(z
is
to appear
which
or \n.
is
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

of
<r)
q) are the cases of this solution in
and
real values
0-
= 4j sin 2o- - 1 2 3 sin 2(7 - 1 2j4 sin 4a- + (qb

= 1 + 8? cos 2<r + - 16 + 8 cos 4<r) q2 - 8q 3 cos 2<r + (*jp - 88 cos 4tr) qi + {q%
a 3 = 3q 2 sin 2<r + Zq sin 4a + - "^ sin 2a + 9 sin 6<r) q i + (q 5
h = q + q oos2a + -^- + 5cos4a)q + (-^coa2a + 7ooa6a)qi + 0(qi
),
),
(:
),
4
2<r+ff sin 4a +0 (q 5 ),
h=lq 2 + q s coa2a + (-lff-+f$co84a)q i +0(q ),
a 7=fffg2*sin2<r + 0( 2 5), b^&qS + ^cosZa + O
a6
=V^
sin
!i
as
= 0(q*),
60
= 1^^ +
(q
),
(J*),
the constants involved in the various functions
(q
5
)
depending on
a.
= 1 this result has to be modified, since there is an additional term q on the right and
the term q 2/(N-l) does not appear.
t Whittaker, Proc. Edinburgh Math. Soc. xxxn. (1914), pp. 75-80.
% They have been applied to Hill's problem by Ince, Monthly Notices of the R. A. S. lxxv.
* If
436^48.
The parameters
(1915), pp.
a and q as hitherto.
q and
<r
are to be regarded as fundamental in this analysis, instead of
MATHIEU FUNCTIONS
197, 19"8]
The domains
and
of values of q
for
o-
which these
425
series converge
have not yet been
determined*.
If the solution thus obtained be called A (z, cr, q), then A (z, <r, q) and A
a fundamental system of solutions of Mathieu's general equation if p =t= 0.
Example
Shew
1.
that,
if
<r
= <'x05
g=
and
also that, if cr=i
o-,
q)
form
p = i x 0-046,993,5
...
01, then
a=l-321,169,3...,
Example
and q = Q-0l, then
a = M24,841,4...,
shew
(z,
/*
= ix 0-145,027,6
....
Obtain the equations
2.
H = 4g sin 2<r 4ja3

a = 1 + 8^ cos 2cr /j 2 8qb 3
,
expressing
/i
Example
and a in
terms as functions of
finite
q, a;
a 3 and
63.
Obtain the recurrence formulae
3.
{-4:n(n+l) + 8qcoa2a--8qb 3 8qi(2n + l)(a3 -sm2a-)}z 2n + 1 + 8q{z 2n _ 1 +2 2 n + 3) = 0,

Where z in+l denotes b^n+i + ^Hn + i or
^2 +
w*a + i, according
as the upper or lower sign is
taken.
7%e asymptotic solution of Mathieu's equation.
19"8.
If in Mathieu's equation
g+(a + i*
we write k
sin z
= ,
cos2z) M =0
we get
(^-F)g + || + (f-^) M = 0,
where J/ 2 = a + & 2
This equation has an irregular singularity at

equation,
we
infinity.
From
its
resemblance to Bessel's
are led to write w = e^~*i>, and substitute
^=l + (a
in the resulting equation for v
ai
we then
=-iiQ-M2 + k*),
/|)
+ (a2 /|2 + ...

)
find that
a s =-|(i-Jf+F)(f-Jf f + **)+fcP,
the general coefficient being given by the recurrence formula

2 l'('/'+l)a r + 1 = {J-
The two
l/ 2
+ F+r(r + l)} + (2 --l)*2a r -i-('-2 -2?-+!)*2ar _ 2

)
series
<*r*(i+f+?+.). -*<-*(1 -?+?--)

are formal solutions of Mathieu's equation, reducing to the well-known asymptotic
The complete formulae which connect
solutions of Bessel's equation ( 17 5) when --0.
-
them with the
solutions
iz
'
^)(z) have not yet been published, though some steps

Proe. Edinburgh Math. Soc. xxxiv.
towards obtaining them have been made by Dougall,

(1916), pp. 176-196.
* It seems highly probable that,
values of
<r,
noticed that,
to real
and also
for
when
is
if
|
is sufficiently
small, the series converge for all real
complex values of a for which \I(a) is sufficiently small. It may be

real, real and purely imaginary values of * correspond respectively
and purely imaginary values
of n.
426
[CHAP. XIX
REFERENCES.
Mathieu, Journal de Math.
E. L.
W. Hill, Acta Mathematica,
G.
xui. (1868), pp. 137-203.
(2),
viii. (1886), pp. 1-36.
G. Floquet, Ann. de Vficole norm. sup.

C. L. F.
Lindemann, Math. Ann. xxn.
xn. (1883), pp. 47-88.
(2),
(1883), pp. 117-123.
T. J. Stieltjes, Astr. Nach. cix. (1884), cols. 145-152, 261-266.
cm.
A. Lindstedt, Astr. Nach.
145-150; cv. (1883),
cols.
H. Bruns, Astr. Nach. cvi. (1883),
Maclaurin, Trans. Camb.
R. C.
cols.
193-204
Phil. Soc.
Whittakee,
E. T.
Whittaker,
G. N.
Watson,
W. Young,
cols.
129-132.
(2), iv.
(1908), pp. 266-278.
Proc. International Congress of Mathematicians, Cambridge, 1912,
Proc. Edinburgh Math. Soc.
xxxn.
(1914), pp. 75-80.
Proc. Edinburgh Math. Soc. xxxin. (1915), pp. 25-30.

Proc.
Edinburgh Math.
Soc.
Lindsay Ince, Proc. Edinburgh Math.
E.
J.
cvn. (1884),
pp. 366-371.
I.
A.
(1883), cols.
xvn. (1899), pp. 41-108.
K. Aichi, Proc. Tokyo Math, and Phys. Soc.

E. T.
211-220, 257-268; civ.
(1882), cols.
97-112.
Dougall, Proc. Edinburgh Math.
xxxn.
(1914), pp. 81-90.
Soc. xxxin. (1915), pp. 2-15.
Soc. xxxiv. (1916), pp. 176-196.
1.
Shew
that, if
k=J(32q),
2rrc
2.
Shew
(z,
?)
= ce
{ik (cos z
+ cos
6)}
(0) d6.
a, c, a,
+c)^+2as^ + (X=W +i)M =
m are constants)
is satisfied
u=
by
v(s)ds
taken round an appropriate contour, provided that
v is) satisfies
(*+c)^ + 2as^ + (\W + m

which
d6.

(a2 2
(where
(0, q)
that the even Mathieu functions satisfy the integral equation
G (z) = A
3.
cos (k sin z sin 6) ce
(0, q)
is
the same as the equation for
v (,)_0,
u.
Derive the integral equations satisfied by the Mathieu functions as particular cases of
this result.
MATHIEU FUNCTIONS
4.
Shew
that, if
ce \
(z,
q)
427
powers of q above the fourth are neglected, then
= cosz + q cos 3 + q 2 (J cos bz - cos 32)
(tV cos 7^ - 1 cos 5z
+ J cos 3)
+q (xiv cos 9- tV cos 72 + J cos 5z+ J^- cos 32),

=
sin
si
2
n
3z
+ ^ J sin 52 + sin 32)
j)
+
+ q3 (j>g sin 72 + | sin 52 +^ sin 3)
+ ? 4 (tsT5 sm 92 + A sin 7z + ^ sin 5 - Y- sin 32),
2
cos 62
j) = cos 22 + j (cos 42 2) +
i
s! (2,
e<?
g'
2 (2,
<?
+? (A
+2
cos
82+ff
cos
42+^)
(y}o cos 102 + f cos
62).
(Mathieu.)
5.
ce3
Shew
(z,
q)
that
= coaSz + q( cos2+|cos52)
+ q2 (cos 2+ J5 cos?2)+23 (and
-J
cos 2 + 3^ cos 52 + 5>jj cos 9z) +
(j
),
that, in the case of this function
a = 9 + 4q*-8q s +0(q i ).
(Mathieu.)
6.
Shew that, if y (z) be a Mathieu
function, then a second solution of the corresponding
differential equation is
z
y(.*)\ {y{t)}-*dt.
Shew
that a second solution* of the equation for ce

zce
7.
If y
(2,
q)
4q sin
q) is
(2,
22 - Zq sin 42 2
...
be a solution of Mathieu's general equation, shew that
(z)
{y(z + 2w)+y(z-2n)}/y(z)
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
19-22.]
9.
Shew that the
confluent form of the equations for cen
eccentricity of the fundamental ellipse tends to zero,
by
is,
(2,
q)
and
sen
(2, q),
when the
in each case, the equation satisfied
Jn (ik cos 2).
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
2
according as n
*
is
be expanded in series of the form
J m cos2m 2
or 2
m cos 2m
2,
even or odd; and that these series converge when
This solution
is
called ina
(2,
q)
cos z
<
1.
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
"With the notation of example 11, shew that,
12.
ce H
then A
is
(z,
q)
= K ]_
[CHAP. XIX
if
e lc0S2C0S cen (6, q)
d6,
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
is
3(3-2re)( + 2M)?<+4z 2
where 9 denotes
(S
+ l)w=0,
z -=-
dz
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
-T^ + (A+k'i ainh i z)u=Q

m = C(cosechz)3 sin ( cosh
is
where
C and
very large and
are constants of integration

z is
not small.
it is
to be
+ e),
assumed that k
is large,
is
not
CHAPTER XX
GENERAL THEOREMS AND THE
ELLIPTIC FUNCTIONS.
WEIERSTRASSIAN FUNCTIONS
Doubly-periodic functions.
20*1.
A
is
most important property of the

any one of them,
circular functions sinz, cos
tan,
2,
...
that, if f(z) denote
/(*
and hence f(z +
2rnr) =f(z), for all integer values of
of this property that
the
circular
periodic functions with period
which
will
+ 2tt) =/(*),
functions are
To
2ir.
distinguish
n.
on account
It is
frequently described as
them from the
functions
be discussed in this and the two following chapters, they are
called singly -periodic functions.
Let
<!, t 2
real.
be any two numbers
which f(z)
for all values of z for

z,
complex) whose ratio*
is
not purely
+ 2*0 =/>), / (* + 20 =/(*),
/(*
of
(real or
function which satisfies the equations
with periods 2co lt
2a> 2
exists, is called a doubly-periodic function
doubly-periodic function which
is
analytic
(except at poles), and which has no singularities other thanjoles hi the

finite part of
the plane,
What
[Note.
is
is
called
now known
integrals in connexion with the
an
elliptic function.
as an elliptic integral^ occurs in the researches of
Jakob
Maclaurin, Fagnano, Legendre, and others considered such
Bernoulli on the Elastica.
'inverting'
an
problem of rectifying an arc of an ellipse the idea of

21-7) to obtain an elliptic function is due to Abel,
;
elliptic integral (
Jacobi and Gauss.]
The
periods
functions as
is
2w1
2o> 2
play
much
played by the
the same part in the theory of elliptic

in the case of the
single period
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
201 1-2014) concerning
elliptic functions; this procedure,
though not
properties
common
strictly logical, is
to
all
convenient
* If uj/wj is real, the parallelograms defined in 20-11 collapse, and the function reduces to
a singly-periodic function when u 2 la1 is rational ; and when uj/wj is irrational, it has been shewn
by Jacobi, Journal fur Math. xm. (1835), pp. 55-56 [Gee. Werke, 11. (1882), pp. 25-26] that the
function reduces to a constant.

t
brief discussion of elliptic integrals will be
found in 22-7-22-741.
[CHAP.
XX
elliptic functions
can
430
because a large number of the properties of particular

be obtained at once by an appeal to these theorems.
The
Example.
differential coefficient
an
of
elliptic
function
is
itself
an
elliptic
function.
2011.
Period-parallelograms.
of elliptic functions
The study
is
much
facilitated
by the geometrical
by the Argand diagram.
representation afforded
Suppose that in the plane of the variable z we mark the points 0, 2w x

points whose complex coordinates are
2 2 2m 1 + 2o> 2 and, generally, all the
of the form 2mo),
+ 2wo)
2,
where
and n are
integers.
Join in succession consecutive points of the set 0, 2to 1( 2g) 1 + 2g> 2 2t 2 0,

and we obtain a parallelogram. If there is no point w inside or on the
,
boundary of this parallelogram (the vertices excepted) such that
for all values of
grain for an
this parallelogram is called
z,
elliptic function
with periods
may be
It is clear that the .z-plane
& fundamental peri od-parallelo-
2co 1 , 2g) 2 .
covered with a network of parallelo-
grams equal to the fundamental period-parallelogram and similarly situated,

each of the points 2ma> l + 2w u ... z+ 2ma> 1 + 2nco.2 ... manifestly occupy
corresponding positions in the meshes any pair of such points are said to
;
values of
be congruent to one another. The congruence of two points

by the notation z = z (mod. 2<o 2<b 2 ).
l
From the fundamental property of

elliptic function
points
and
assumes the same
so its values in
z,
z is expressed
elliptic functions, it follows that
an
value at every one of a set of congruent
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 parallelog ram 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.
parallelogram
is
called a
cell.
Obviously the values assumed by an
Such a
elliptic
function in a cell are a mere repetition of its values in any mesh.
set of poles (or zeros) of
an irreducible_set
all
one or other of them.
an
elliptic function in
any given
cell is called
other poles (or zeros) of the function are congruent to
20'H, 20'12]
2012.
ELLIPTIC FUNCTIONS
Simple properties of
elliptic functions.
(I)
The number of poles of an
For,
if not,
analogue of
function
and
For,
cell is finite.
so,
This point
by
is
5 61) an essential singularity of the
definition, the function is not
The number of zeros of an
(II)
any
the poles would have a limit point, by the two-dimensional
221.
431
an
elliptic function.
any
cell is finite.
the reciprocal of the function would have an infinite number
if not,
cell, and would therefore have an essential singularity

and
would be an essential singularity of the original function, which
would therefore not be an elliptic function. [This argument presupposes
of poles in the
this point
that the function
not identically zero.]
The sum of
(III)
any
is
the residues of
an
elliptic function, f(z), at its poles in
cell is zero.
Let
of the
be the contour formed by the edges of the
cell
[Note.
be
t,
+ 2(o
+ 2m + 2b
+ 2<o
cell,
and
let
the corners
a.
In future, the periods of an elliptic function will not be called 2a)!, 2 2 /<i have a positive
indifferently ;
imaginary part
and then,
if
be described in the sense indicated by the order of the
corners given above, the description of
Throughout the chapter, we

the edges of a
the contour formed by
poles inside
is
of the residues of /(?) at
-.
f{z)dz
Itn J c
z,
is counter-clockwise.
denote by the symbol
cell.]
The sum
1
shall
If
= --.\\
* [J
7
its
+2a).2
rf+2ioi+2w 2
rt+iui
J
mj,
In the second and third integrals write z

and the right-hand side becomes
rt+2to,
{/(*)-/(*+ 2 *>s)}^-
2^./
ft
t+2^,+2^
+ %<!,
\f(*)d*.
J t+sut)
+ 2&>
respectively for
ff+2u 2
{/(*)-/(*+ 2*0}
d*,
J f
and each of these integrals vanishes iu virtue of the periodic properties of

f(z)
and so
f(z) dz
= 0,
and the theorem
Liouville's theorem*.
(IV)
cell is
An
is
established.
elliptic function, f(z),
with no poles in a
merely a constant.
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
when z is inside or on the
such that \f(z) <
to say, there is a number
For
if
boundary of the
cell.
From
* This modification of the

lectures
on
elliptic functions.
the periodic properties of f(z)
theorem of
5*63
is
it
follows that
the result on which Liouville based his
432
f(z) is analytic and \f{z)

a constant.
<K
and
for all values of z\
[CHAP.
so,
by
5-63,
XX
f(z)
is
be seen later that a very large number of theorems concerning

functions can be proved by the aid of this result.
It will
elliptic
2013.
The order of an
It will
now be shewn
constant, the
elliptic function.
that, if
f(z) be an
elliptic function
and
be any
number of roots of the equation
/(*)-o
which
lie
in
any
depends only on f(z), and not on c; this number is

is equal to the number of poles
cell
called the order of the elliptic function, and
of f{z) in the
By
6-31,
cell.
number
the difference between the
of poles of f(z)
- c which
lie
in the cell
2tti J c
Since /' (z
is
f(z) -
+ 2^) =/' (z + 2o> ) =/' (z), by

3
parts, precisely as in
2012 (III), we
and the number
of zeros
dividing the contour into four
find that this integral is zero.
of zeros of f(z) c is equal to the number of

pole of(z)-c is obviously a pole of f{z) and
any
but
oif(z)-c;
of zeros of f(z)- c is equal to the number
the
number
conversely; hence
of poles of f(z), which is independent of c the required result is therefore
number
Therefore the
poles
established.
[Note.
its
In determining the order of an
irreducible poles,
it is
elliptic
function by counting the number of
obvious, from 6*31, that each pole has to be reckoned according
to its multiplicity.]
The order
an
of
never less than 2
elliptic function is
function of order 1 would have a single irreducible pole
for
and
an
elliptic
if this
point
actually were a pole (and not an ordinary point) the residue there would
not be zero, which
So
is
contrary to the result of
201 2
(III).
the simplest elliptic functions are
far as singularities are concerned,
Such functions may be divided into two classes, (i) those

single
irreducible double pole, at which the residue is zero in
which have a
accordance with 2012 (III) (ii) those which have two simple poles at which,
by 2012 (III), the residues are numerically equal but opposite in sign.
those of order
2.
Functions belonging to these respective classes will be discussed in this
and in Chapter
chapter
Jacobian
elliptic
types.
elliptic
function
xxn
under
functions respectively
is
expressible
the names
;
in terms
and
it
of Weierstrassian and
will
of functions
be shewn that any

of either
of these
20 13-20 2]
-
We
433
Relation between the zeros and poles of an elliptic function.
2014.
zeros of
ELLIPTIC FUNCTIONS
now shew
shall
an
elliptic
sum of
that the
function
congruent
is
of a
the affixes
to the
sum of
set
of irreducible
the affixes of
set
of
irreducible poles.
For, with the notation previously employed,
the difference between the sums in question
o*-
*+**
rt
2î) t
zf< (2 )
(z+2 a>2 )f'(z + 2

~"
+ 2o, )
f(z
Yftz)
_1_
/*+-.
2^"
''
( 2
)}
~\ dz
zf{z)
\f(z)
_ (z + 2oo
'
)f'( z
f(z
log/(*)
2o}l ) )/
aZ
+20
log/()
t
on making use of the substitutions used in

properties of f(z) and /'
Now
that
6'31,
2wi} t
from
follows,
it
is
2012
(III)
and of the periodic
(z).
f(z) has the same values at the points
+ 2o>
1;
2a> 2 as at
t,
so
the values of log/(^) at these points can only differ from the value of f(z)
at t by integer multiples of 2-ni, say 2mri, 2nnri; then we have
Kr$
dz
r~- I
%TriJ c f(z)
and
so the
the poles
is
sum
2n<u 2
^
,
of the affixes of the zeros minus the
a period
and
which had
this is the result
The construction of an
20'2.
= 2m*), +
elliptic function.
sum
to
of the affixes of
be established.
Definition of
<@ {).
It was seen in 20"1 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
from the
of developing the theory of the circular functions
series
(z
- m7r) -2
calling this series (sin z)~'\
it
is
is
to start
possible
m - 00
to
deduce
all
the
known
properties of sin z
the method of doing so
is
briefly
indicated in 20"222.
W. M.
A.
28
'
434
The analogous method

define the function
of founding the theory of elliptic functions
XX
to
is
by the equation*
(z)
&
'
[CHAP.
\{ z
m, n
2ma> 2na) y
(2moj 1 +2ma) 2 ) 2
down
in 20
20 12(ffl); the
where &> 1; <b 2

summation extends over all integer values (positive, negative and zero) of
m and n, simultaneous zero values of m and n excepted.
satisfy the conditions laid
For brevity, we write
Xi
m ,
in place of 2mo> 1
l,
2nio 2 , so that
m, n
When
and n are such that fi TO n is large, the general term of the

~3
and so ( 3'4) the series converges
series defining $(z) is
f,
( f2 m
absolutely and uniformly (with regard to z) except near its poles, namely
|
the points
fl
Therefore
( 5'S),
at the points il m n
<@
The introduction
analytic throughout the whole z-plane except
(z) is
where
it
appear that
of this function p(z)
^>(z) is
'
has double poles.
proceed to discuss properties of

it will
an
and
(z),
fc>
due
is
its
1,
'
i*-
to Weierstrassf;
with periods
elliptic function
Elliptic functions free
convergence.
USI '-
'
we now
in the course of the investigation
For purposes of numerical computation the series for

slowness of
j.c(<}.'-*
f>
(2) is
2a)!, 2&> 2
useless on account of the
from this defect
will
be obtained
in
Chapter xxi.
Example.
Prove that
Periodicity and other properties of
20'21.
Since the series for

functions,
ip
The function
jp'
(z),
we
is
legitimate
dZ
m,
3),
and so
= ^-t?(z)=-2%
$' (z) is
(z).
a uniformly convergent series of analytic
(z) is
term-by-term differentiation
V'(z)
(p
11,
\z
an odd function of z;
^m, n)
for,
from the definition of
at once get
%>'(-z)
2Zn {z + n mtn y.
m,
Throughout the chapter 2
will
be written to denote a summation over
all
integer values
m, n
of
and
n, a
prime being inserted
(2')
when
the term for which
m=n=
has to be omitted
m, n
from the summation.
It is also
customary
to write
j0' (2)
for the derivate of jp
(2).
The
use of
the prime in two senses will not cause confusion.

t Werke,
11.
(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 Aufzeichmmge7i
Math.
x. (1845), pp.
Herrn Prof. K. Weierstrass (Berlin, IS93). See also Cayley, Journal de

385-420 [Math. Papers, 1. pp. 156-182], and Eisenstein, Journal filr Math.
des
xxiv. (1847), pp. 137-184, 185-274.
20*21]
ELLIPTIC FUNCTIONS
But the
- fi m>
set of points
is
435
the same as the set Cl m> and so the
- $' (z), but in a different

But, the series for p' (z) being absolutely convergent (3-4), the
derangement of the terms does not affect its sum, and therefore
terms of
(-
p'
the same as those of
z) are just
order.
|~fP'(-*)
= -rp'(*).
|
In
like
manner, the terms of the absolutely convergent
{(*+n m,)- 2 -n-;U
2,
{{z
series
are the terms of the series
12 mi }
12 mi n )
m, n
in a different order, and hence
p (- *) = p (*)
an even fu nction of z.
1
that is to say,
gi
(z) is
Further,
p' (*
+ 2^) = - 2 2
(*
- fl m m + 2a,!)"
3
;
m,n
fl m> 2w 1 is the same as the set
derangement of the series for $f (z).
absolutely convergent, we have
but the set of points
Q. m>
for %>'(z+2cd 1 ) is a
<p'(z+2m
that
to say,
is
Since
<$'
If
(z)
has the period 2a 1
j/ (z) is analytic
an
(z) is
%>'
except at
in like
manner
its poles, it
integrate the equation $' (z
2a,)
g)
jp
it
has the period
= g/ (z), we
(s)
g>
(z) is
an
(z) is
an
jp
has no singularities but poles,
it
follows from these
two
results
elliptic function.
elliptic functions into
The geometrical
definition in
which sin z
is
the ratio of the side opposite the angle

is
z.
This
is
from our point of view

disadvantages, some of which are stated in the Appendix.
given in elementary text-books on Trigonometry
The
get
the fact that p
the hypotenuse in a right-angled triangle of which one angle
(2)
2&> 2
(1)
being
follows from this result that
There are other methods of introducing both the circular and

analysis for the circular functions the following may be noticed
z to
series
= f(z);
|)( + 2&j )=p(2) + ^

where A is constant. Putting z = ^ and using
even function, we get A = 0, so that
p (^ + 2,) = p (*)
(z).
in like manner
( + 2e ) =
that
The
elliptic function.
now we
Since
n so the series
definition
by the power
the definition
it
has various
series
g6
sina=a-g- + r-j|
282
436
The
(3)
by the product
definition
sin f
The
(4)
definition
= , (i _ I.)
(i
(i
_ __)
[CHAP.
XX
....
by 'inversion' of an integral
/sin*
(l-< 2 )"i^.
2=
.'
The
may be
periodicity properties
obtained easily from (4) by taking suitable paths of

it is extremely difficult to
Forsyth, Theory of Functions, (1918), 104), but

prove that sin z defined in this way is an analytic function.
integration
(cf.
may be
Deduce the periodicity of
We
now
example
4) that
and fourth.
directly
from
its definition
as a double series.
derangement.]
The differential equation
shall
first
fp (0)
[It is not difficult to justify the necessary
20'22.
20-53
defined by definitions analogous to each of these, with corre-
sponding disadvantages in the cases of the
Example.
and
will see later ( 22-82, 22-1, 20-42, 20-22
The reader
elliptic functions
by
satisfied
%>
(z).
obtain an equation satisfied by @
which
(z),
will prove to
be of great importance in the theory of the function.
The function
g>
z~ which
2
(z)
equal to 2'
is
{(z
l mi )
-2
fl^},
is
m, n
analytic in a region of which the origin
even function of
z.
an internal point, and it is an

we have an expansion
is
Consequently, by Taylor's theorem,
of the form
valid for sufficiently small values of
It is easy to see that
.
\
m, n
m, n
Thus
= z-> + g zS+g
$>(z)
differentiating this result,

p' (z)
Cubing and squaring these
f(z) =
Hence
and so
That
p' 2
is
to
say,
the
z-
is
also analytic at all
it is
gt *
(z s ).
we get
(*).
= - g z~* -g,+ (s
(z) + g p (z) + g =0 O
function p' (z) - 4p (z) + g
3
(z)
),
is
).
$>
analytic at the origin,
congruent points.
and
therefore a constant
On making z>0, we
+ ^g,z-* + ^gz+ 0(z%
possible singularities of the function,
no singularities;
z +0(z);
= 4*- -*giir+-*gt+
obviously an elliptic function,

it
-r
respectively,
- 4g>
(z) - 4p
p' (z)
we have
= - 2r* + 1 g,z
p' 2 (z)
+ gs which is
and consequently
(z)
But such points
so it is
an
( 20-12, IV).
see that this constant
is zero.
elliptic
are the only
function with
'
20*22, 20-221]
elliptic functions
437
Thus, finally, the function $(z) satisfies the differential equation
= *?(*)- g,p(s)-g
tf* (e)
where g2 and g3
</,=
t,
\
(called the invariants) are given
60 S' -*,
g3
m, u
= U0
by the equations
1' Cl-%.
Conversely, given the equation
if numbers
l ,
w 2 can
be
g2
determined* such that
=m ?
n~*n
5r 3
= 140
2'
a~
u m,
then the general solution of the differential equation
tit
is
y = $>(z + a),
where a is the constant of integration. This may be seen by taking a new
dependent variable u denned by the equation^ y = jp (u), when the differential
equation reduces to
Since
%>
(z) is
fdu\ 2
(
-5-
= 1.
an even function of
z,
we have y =
<@
(z
a),
and so the
solution of the equation can be written in the form
y = p(z
a)
without loss of generality.

Deduce from the
ExartHple.
differential equation that, if
$(z)=z-*+ I
then
c2
=^/2 2 -5,
S&gs
_
C82*.5.7.11'
c4
.
=^3 /2 2 .7,
9a
10_
ce
=2
.3.5 .13
g>
9s
/2*.3
5',
+ 24 .7 2 .13'
,
2%e integral formula for
20221.
c 2n z^,
92
5
.
g3
52
11
.
(z).
Consider the equation
z=j (W-g 2 t-g
dt,
determining z in terms of f the path of integration

does not pass through a zero of 4<ts g2 t <7 3
;
may be any
curve which
On
differentiation,
we get
'-*-**-*
and
where a
*
g3
"=
so
The
is
(2
+ a),
a constant.
difficult
are given
g>
is
problem
of establishing the existence of such
solved in 21 73.
t This equation in u always has solutions, by
20-13.
numbers
Wj
and w2 when g2 and
438
Make >
oo
of the function
The
fp;
then z >
i.e.,
0,
since the integral converges,
of the form fi m> , and so f =
is
z=j
result that the equation
the equation = f(z)
is
(it 3
2t
jp
and so a
(z
is
+ flm,) =
)~^dt
XX
a pole
jp
(z).
equivalent to
is
sometimes written in the form
*=
An illustration from
The theorems obtained
(4 t
'
20 '222.
[CHAP.
Pw
-g
t-ff 3 )~
i dt.
the theory of the circular functions.
20 2-20 221 may be illustrated by the corresponding

Thus we may deduce the properties
circular functions.
1
in
results in the theory of the
oo
of the function cosec 2 z
from the
series by f(z)
except near the points
Denote the
to
z)
(z- ro7r)~ 2 in the following manner
series
the series converges absolutely and uniformly* (with regard
irnr
at which
it
converges absolutely, the
of z with period
Now
sum
Except at these
obviously has double poles.
The effect of adding any multiple of tv to z

the same as those occurring in the original series
points, /(s) is analytic.
whose terms are
m= co
of the series is unaffected,
and so f(z)
is
to give a series
since the series
a periodic function
is
tt.
^tt^R(z)^^tt.
consider the behaviour of /(z) in the strip for which
From
the periodicity of f(z), the value of f(z) at any point in the plane is equal to its value at
In the strip /(z) has one singularity, namely z=0
the corresponding point of the strip.
and/(z)
bounded as
is
z-*-oo in the strip,
because the terms of the series for /(z are

00
small compared with the corresponding terms of the comparison series
2'
to
-2
m=-oo
In a domain including the point z=0,/(z) z -2

and consequently there is a Maclaurin expansion
/(z)-z" 2
=i
is
analytic,
and
is
an even function;
a^z\
71=0
valid
when
<
tt.
It is easily seen that

00
a 2w =27r- lin (2w+l) 2
m- 2n ~ 2
771=1
oo
ao=\,
and so
Hence, for small values of
a 2 =Gir~ i 2 w&~ 4 =^.

m=l
/(z) = zDifferentiating this result twice,
and
+ ^ + J3 z2 + 0(z^).
also squaring
it,
we have
f"(z) = 6z-* + &+0{z*),
^(z) = Z-" + i2- 2 + Ji+<5(2 a ).
/"
It follows that
That
is
to
say, the
obviously periodic.
its
- 6/ 2 (z) + 4/(z) =
2
from the periodic property of the function that

*
(z 2 ).
/" (z) - 6/ (z) + 4/ (z) is analytic at the origin and it is

only possible singularities are at the points niir, it follows
function
Since
(z)
By comparison with
it is
the series
2'
m-2
20 222]
-
ELLIPTIC FUNCTIONS
Further,
and
so
it is
is*/" (z).
its periodicity it
bounded as
^.R(z)^^tt, since /(z)
Hence/" (z) - 6/ 2 (z) + 4/(z) is bounded in the strip, and

is bounded everywhere.
By Liouville's theorem ( 5-63)
By making
a constant.
z-*-oc in the strip ~-îr
439
we
z--0,
see that the
constant
is zero.
is
bounded,
therefore from
it is
therefore
Hence the function
cosec 2 z satisfies the equation
/"(z)
Multiplying by 2/'
and integrating, we get
(z)
/' 2
where
for/'
a constant, which
and/(z).
c is
(z)
= 6/ 2 (z)-4/(z).
is
'z)
= 4/ 2 (z){/(z)-l}+ C
be zero on making use of the power series
easily seen to
r 00
We thence
2z=
deduce that
when an appropriate path

Example
3y" 2
where eu
If
1.
y = <@
_1
(i
l)~*<ft,
/W
of integration is chosen.
(z)
and primes denote
differentiations with regard to
z,
shew that
v'"
e2 , e3
are the roots of the equation
4:t
-g2 t g3 = 0.
y = 4y - y = 4(y-i)(y-e )(j'-e
[We have
gr
5-3
Differentiating logarithmically and dividing
8 ).
by y, we have
2y/y' 2 = 2 (jj-e r )-K

Differentiating again,
we have
4y" 2
2w'"
Adding
this equation
by
multiplied
j^,
we
multiplied by J to the square of the preceding equation,
readily obtain the desired result.
It should be noted that the left-hand side of the equation
derivative t of
with respect* to y
and so
is
is
half the Schwarzian
the quotient of two solutions of the
equation
Example
where
plz
2.
Obtain the 'properties of homogeneity' of the function
denotes the function formed with periods
2a>i,
2a> 2
g> (z)
and
namely that
|j?(z;
g2 g3 )
,
denotes the function formed with invariants g 2 g 3

,
is a direct consequence of the definition of p (z) by a double series

then be derived from the double series defining the g invariants.]
[The former
latter
may
The
series for
/"
(z)
may
be compared with
t Cayley, Camb. Phil. Tram.
xm.
2'
wi
-4
.
(1883), p. 5 {Math. Papers, xi. p. 148].
the
440
203.
The addition-theorem for
the function p(z).
function p (z) possesses what is known as an addition-theorem that

to say, there exists a formula expressing p (z + y) as an algebraic function
The
is
XX
[chap.
of p(z)
and p(y)
values* of z and
for general
y.
Consider the equations
= Ap 0) + B, p' (y) = Ap (y) + B,

A and B in terms of z and y unless p(z) = p(y),
p' (z)
which determine
z= y (mod. 1w
Now consider
1
qua function of
unless f
i.e.
2a> 2 ).
p'
- Ap () B,
It has a triple pole at
and consequently
has
it
and only three, irreducible zeros, by 20'13 the sum of these is a

period, by 2014, and as =, =y are two zeros, the third irreducible zero
must be congruent to - z y. Hence - z y is a zero of p' () - Ap (f) - B,
and so
p' (- z - y) = Ap (- z - y) + B.
three,
Eliminating
and
and
from this equation and the equations by which
were defined, we have

p(z)
p'(z)
' (y)
(y)
=0.
Since the derived functions occurring in this result can be expressed
p (z), p (y), p (z + y)
algebraically in terms of
result really expresses
It
is
(z
+ y)
respectively
algebraically in terms of
( 20'22),
(z)
this
and p
(y).
therefore an addition-theorem.
Other methods of obtaining the addition-theorem are indicated in

1 and 2, and 20312.
20'311
examples
symmetrical form of the addition-theorem
that, if
20'31.
+v +w=
0,
be noticed, namely
p(u)
p'(u)
p(v)
p'(v)
p(w)
p'(w)
= 0.
Another form of the addition-theorem.
Retaining the notation of

p' (f)
may
then
Ap (X) B
* It is, of course,
20'3,
we
see that the values of
vanish, are congruent to one of the points
unnecessary to conaider the special cases
when
",
which make
z, y,
y, or z, or
z y.
+z
is
a period.
has double poles at points congruent to z = 0,

and no other singularities it therefore ( 20-13) has only two irreducible zeros ; and the points
congruent to z = y therefore give all the zeros of
p () - p (y).
t The function
p (z) - p (y)
;
qua function
of z,
20'3-20 311]
,
Hence
ELLIPTIC FUNCTIONS
- A$> (f) + }
-z y. And so
g>'a
points z,y,
(f )
V (D - AY
vanishes
when
g>
when f
vanishes
congruent to any of the
is
- (2AB + g ) $> (g) -
($)
(3
<? s )
p (y), @
(z
any one of $
(f) is equal to
441
For general values of s and
y,
(z),
(2), g> (?/)
g>
+ y)
and @(z
3/).
are unequal
and
so they are all the roots of the equation
A^
4Z -
- (2A5 + g2) Z - (B> +g ) = 0.

3
Consequently, by the ordinary formula for the
sum
of the roots of a cubic
equation,
andso
, {z +
y)
^^z^^ ^
{z)
on solving the equations by which

This result expresses p
(z
+ y)
and
{y)>
were defined.
explicitly in terms of functions of z
and
of y.
The duplication formula for p
20'311.
The forms
of the addition-theorem which have been obtained are both
nugatory when y=z.

given value of
result
z,
But the
lim p (z
z,
+ y) = \
\tSAzlW _(,)_ H m
see that, if 1z
lr
on applying Taylor's theorem to
a period.
is
Example
1.
is
W 0) -
|p
This result
not a period,
+ h )}
().
we have
2
/
+ h),
is
called the duplication formula.
$' (z
+ h)
(z
and
so
Prove that
MPtt-P(y)J
jmos function of
2031 is true, in the case of any

Taking the limiting form of the
we have
lim
we
this equation,
to
unless 22
result of
for general values of y.
when y approaches
From
(z).
FW
F(* +y)
'
has no singularities at points congruent with
use of Liouville's theorem, deduce the addition-theorem.
= 0, y;
and, by making
442
Example
Apply the process indicated
2.
[CHAP.
XX
in example 1 to the function
f>()
f(i)
P(y)
F(y)
and deduce the addition-theorem.
Example
Shew
3.
that
P(*+y)+P (-y)={P W-P(y)}"
[{2P
P(y)-ta} {PM+P(y-riI-
[By the addition-theorem we have
3
P(z) and >' 2 (y) by 4f3 (z)-#2 p (z)--3 and 4^
and reducing, we obtain the required result.]
Eeplacing
tively,
Example
(y)
g2 p
(y)
- #,
respec-
Shew, by Liouville's theorem, that
4.
g{p(-a)P(-6)} = p(a-6){p'(-o) + p'(*-6)}-P'(-6){P(-)-P(-6)}.

(Trinity, 1905.)
Abel's* method of proving the addition-theorem for
20-312.
The
method
following outhne of a
instructive,
(z).
of establishing the addition-theorem for
p (z)
is
though a completely rigorous proof would be long and tedious.
Let the invariants of p(z) be y 2 9z\ take rectangular axes OX,

,
OF in
a plane, and
consider the intersections of the cubic curve
f = 4x
any point
-g2x-g3
y = mx + n.
with a variable line

If
on the cubic, the equation in
(x 1 , yj) be taken
P(z)-x1 =
+ z u z\ ( 20 13) and
3
Since
(z) = 4p (z) 2 p(z) 3 we
g
y
which p' (zi)=+y u not -y
has two solutions
p' 2
Now
other solutions are congruent to these two.
have p n
'A number
all
(z)
=y-f
choose
z 1 to
be the solution for
thus chosen will be called the parameter of (# 1; y x ) on the cubic.
the abscissae x lt x 2
x 3 of the
intersections of the cubic with the variable line
are the roots of
= 4:X3 g2Xgs (mx + n) 2 =Q,

(x) = 4 (x x
(x x 2 (x x 3
(x)
<f>
and so
The
r)
).
variation 8xr 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
Bn = 0,
T (xr ) dxr + cm Sm + -$on
<'
and so
<'
whence
(xr ) bxr = 2
=2
Sxr
r=1 !#,.+
provided that 1(
* Journal filr
a?2
>
(mxr + n)
2
0'
, =1
(1827), pp. 101-181
(xr 8m + 8n),
#r 8m + 8%
^3 are unequal, so that
Math. n.
1839), pp. 141-252].
tf>'
(.rr )
'
(xr )=0.
in. (1828), pp.
160-190 [Oeuvres,
i.
(Christiauia,
20-312, 20-32]
Now,
elliptic functions
we put x(x8m + 8n)/cf>(x), qua
if
443
function of x, into partial fractions, the result
is
A rj(x-xr
),
r=\
where
x(x8m + 8n)
A,.= lim
= xr {xr 8m + 8n)
lim (x xr )l<t>
(x)
x-*>.v r
xr (xr 8m+8n)lcp' (xr
),
by Taylor's theorem.
3
Putting x=0, we get
2 hx r ly r =0,
i.e.
bz r
= Q.
That is to say, the sum of the parameters of the points of intersection

independent of the position of the line.
Vary the
line so that all the points of intersection
coinciding during this process), and
parameters when the line
parameter
therefore z 1 + z 2 + Z3
is
equal to the
a period of
is
two points
off to infinity (no
the line at infinity; but when the line
is
p (z) and
a period of
is
Hence the sum
move
evident that z x + z2 -\-z3
it is
a constant
is
is
sum
of the
at infinity, each
(2).
of the parameters of three collinear points on the cubic is congruent to
This result having been obtained, the determinantal form of the addition-theorem
zero.
follows as in 20-3.
all
20 32.
The constants
It will
now be shewn
unequal
equation
4>t
and,
that
e3
(wj),
jp
p (o> 2 ), p (a> 3 ), (where

,
Since p' (z)
(taj).
is
an odd periodic function, we have

)
(>,),
= 0.
= p' (o> ) = 0.
p' (wj)
p' (< 2 )
(z) is
an
whose only
elliptic function
singularities are triple poles
at points congruent to the origin, p' (z) has three,
irreducible zeros.
Therefore the only zeros of
and only three
p' (z) are
20-13),
points congruent to
<3-
Next consider p (z) e

a double zero at
manner, the only zeros of

gruent to
o) 2 , 1
if e 2
=e
2,
then p (z)
-e
has a zero at
&> 2 ,
which
is
= 4p (z) - g2 p (z) - g and since p' (z) vanishes at

4p (z) - g p (z) g vanishes when p (z) = ,e2 or e
3
Also, since p' 2 (z)
is
respectively.
a point not congruent to
That
This vanishes at
Since p(z) has only two irreducible poles,
o^.
from 20-13 that the only zeros of p{z)
it
are
O0 = - p' (- a,) = - p' (2a)! - Wl = - p'
so
Since p'
a> 2 ),
Similarly
a> 3
= &>!
g tg = 0.
p'
1, 2,
o> 3
values be e lt e2 e S) then e 1; e 2 e3 are the roots of the
if their
First consider p'
and
e lt e2
a> 1; &> 2
e-L
to say, e x e 2 , e 3 are the roots of the equation

,
U -g t-g = 0.
s
'
444
From
[CHAP.
XX
the well-known formulae connecting roots of equations with their
coefficients, it follows that
<?!
e2 es
+ 3 = 0,
e2
6i6 2 e s
Example
that
!, e 2 , 3
1.
When g2
are all real
and
(B 3
<! is
real
and
2.
Shew
0)3
real
From
is positive,
shew
on the
peri-
(4(
-gnt-g 3 )-idt,
<h
3
=-i/
+g 2 t-4:t3 )~idt,
(g 3
a pure imaginary.
that, in the circumstances of
meter of the rectangle whose corners are

20 33.
_i
iffs-
Example
and the discriminant g2 3 %1g 3 *

choosing them so that e x > e 2 > e3 shew that
an d g 3 are
>i
so that
1
= - ^g
2
e s e x -+ eê2
0,
The addition of a half-period
a> 3
to the
a 1 + o> 3
example
,
1,
(2) is
real
a>i.
argument of
p (z).
the form of the addition-theorem given in 20-31,
we have
(l)J
and
so, since
()
=4 n
{P
(2)
- er},
r=l
p (g + ^ = lWzL^lZ^_p W _ ei
we have
on using the
result
er
r=l
this formula expresses g>
Example
1.
Shew
2.
From
(2
+ taj)
in terms of
p (2).
that
P(K)=i{(
Example
shew that
-2)(i-e3)} i
the formula for g>(z + o> 2 ) combined with the result of example
P (i' (2
o> 2 j' (2
)
+ a>3
the discriminant of the equation 4t 3 - 2 t g

g3 = 0.
[Differentiating the result of 20-33,
p' (2 +
from this and analogous

P'
(2) &>' (*
results,
+ Ml
we have
,)-- (, - ,)
>' (2
(,
- e3
' (2)
{#> (2)
-,}-*;
we have
ffljj)
= (i - %) 2
>' (2
(fit
+ 0,3)
~ e3 7 (e3 - ,) p* (2) A
r=l
= 16 (*-,)(,-,) (*-,)
which
is
the discriminant g 2
-27g32
in question.]
{> (2)
- r} - 2
is
equal to
Example
Shew
4.
445
ELLIPTIC FUNCTIONS
20-33, 20'4]
P'
that, with appropriate interpretations of the radicals,
(K) = ~ 2 {(i - ,) (, - e3 )}* {(e! - *)* + (* - ,)*}

(Math. Trip. 1913.)
Example
{p
(20)
Shew
5.
- e 2}* {>
that, with appropriate interpretations of the radicals,
(22)
- e3}* + {p
- e3}* {>
(2)
We
shall
{>
- x}*
(a.)-*}*
{>
The function*
Quasi-periodic functions.
20'4.
(8.)
(2*)-*}*=p
()-
(it).
(z).
next introduce the function %(z) defined by the equation
coupled with the condition lim { (2)
^_1 = 0.
}
Z-*0
Since the series for
(z)
z~
converges uniformly throughout any
domain from which the neighbourhoods of the pointsf

may integrate term-by-term ( 4 7) and get
l'
m,n
are excluded,
we
rw- j-
-(*{*>()-*-}<**
Jo
m.nio
and
so
(*)
= -+ S
*
The reader
ii m,m
1
ffl,l"
+^"ro,n +7^-fii mjM

J
will easily see that the general
0(|n mi |-
as
I
nmj
term of
j
oo
this series is
an analytic function of z over the whole s-plane

except at simple poles (the residue at each pole being + 1) at all the points
and hence
of the set fi m>n

It
is
20'2), (z) is
(cf.
evident that
m,n
^ T I'm,)!
1L m,n
\L mt ni
and, since this series consists of the terms of the series for (z), deranged in
the same way as in the corresponding series of 20'21, we have, by 2-52,
<-,) = -(,),
that
*
is to say,
%(z)
is
an odd function of z.
This function should not, of course, be confused with the Zeta-function of Riemann,
discussed in Chapter xni.
(cf.
f The symbol
20-2).
Q'
mn
is
used to denote
all
the points
fi
n with the exception of the origin
446
may compare
Following up the analogy of 20-222, we
denned by the
series z
corresponding to
-=-
The heading
2'
{(z
- mrr)
is
of increasing z
+ (win-) "
'},
XX
f (z) with the function cots
the equation
-r-
cotz= -cosec 2 z
= p (z).
of 20 4
proved, that (z)
27ie quasi-periodicity
20*41.
% (z)
(z)
-1
[CHAP.
of the function %(z).
was an anticipation of the
result,
which
will
now he
not a doubly-periodic function of z; and the effect on

It is evident from
or by 2<a 2 will be considered.
by 2a x
20-12 (III) that (z) cannot be an elliptic function, in view of the fact that
the residue of
If
now we
t,(z) at
every pole
2to 1 )
(z+2a
we get
ll
2rj 1
is
)=l;(z)
is
Vi
like
manner,
K( z
2&> s )
Example
1.
(y\
Example
1
f {z)
u.
z=
a> 1
and
+ 2??
2,
if
^+y-|-z = 0, then
Stickelberger, Journal fur Math, lxxxviii.)
are not algebraic functions of f
It is not a true addition-theorem since

(x),
(y), f
(z).]
Prove by Liouville's theorem that
P()
? (a^)-
a pseudo-addition theorem.
is
f ( 2)
2.
= Oi)-
Prove by Liouville's theorem that,
(Frobenius
[This result
+ 2r)
an odd function, we have
%=
where
(' (*), '
= p(z),
the constant introduced by integration; putting
taking account of the fact that f (z)
In
1.
p(z
where
is
=f(*+y+)-{(*)-f(y)-f()-
20 41-20"421]
,
ELLIPTIC FUNCTIONS
447
Modifying the contour integral in the manner of
<
= - 2%
and
27n
so
which
+ 2^
eft
is
&
eft,
= ^î +
^Vito s
The function a (z).
20-42.
We
we get
{(*)-?(* + 2*0}
{f(5)-?(* + 2,)}d5-J
2irt=J
20"12,
shall
next introduce the function a
^ logocoupled with the condition lim
()
{a-(z)/z}
(z),
defined
by the equation
(*)
= 1.
On account of the uniformity of convergence of the series for (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
,(.)
{(l-êxp^^-)!;
= * IT
the constant of integration has been adj usted in accordance with the condition
stated.
By
the methods employed in
20
20 21, 20
-
2,
4,
the reader will easily
obtain the following results
The product
(I)
bounded domain
(II)
The function a (z)
at all the points il m>n
The
for
function
converges absolutely and uniformly in any
(z)
of values of
z.
is
an odd integral function of z with simple zeros
(z)
may
be compared with the function sin z defined by
the product
U'
\(l
m =-i
corresponding to t- log a
(z)
f (z).
The quasi-periodicity of the function a (z).
^(z
we get
where
then
rmrj
a
c is
(z
+ 2w ) = ^(z) + 2 Vl
+ 2(0!) = ceâ (z),
1
the constant of integration; to determine

a(co 1 )
= -ce-^ w 'a(co
1 ).
c,
we put
= -w
lt
and
448
XX
[CHAP.
= - e^'"'
a(z + 2a> ) = - e2 <*+">> a (z).
= - e ^ z+ ^ (z).
cr (z + 2w
Consequently
and
"'
In
manner
like
<-
o-
2)
These results exhibit the behaviour of

period of @
If,
when
<r(z)
is
increased by a
(z).
as in 20'32,
we
w 3 = o>i
write
then three other Sigma-functions
a> 2 ,
are defined by the equations

o> (z)
= <r**<7 (0 + a> r )/a ((o r )
Example
(z
Shew
1.
that, if
+ 2mt + 2o) =
2)
and deduce that ijia>2 -
Example
2.
Shew
m and n are
)m + " o-
>; 2 2 /a>

sin
+ 2ij 2
1 ),
+ Zhi 2^^ + imnrna>2 + 2ra
Deduce from example
3.
so that
|
2,
2a>i, 2a> 2
by using
^M-êxD^sinf^
4.
j/ 2 c 2}
\ni.
< 1,
an integral function with the same zeros as
is
Example
integers,
and
if
)* {i-ôo.^},
doubly-periodic function of z with periods
Example
any
an integer multiple of
'w-^KsS
then
1, 2, 3).
four Sigma-functions are analogous to the four Theta-functions dis-
The
cussed in Chapter xxi (see
cr
(r
and
(z)
also
F (z)\a
(z) is
Liouville's theorem, that
l-2g*
f
o-
coB(W i)+g te
]
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

fraction as (I) a quotient of
of partial fractions
two
rational
sets of products of linear factors, (II) a
of the first type there are
sum
two formulae involving Sigma-
functions and Weierstrassian elliptic functions respectively; of the second
type there
will
is
now be
20'51.
a formula involving derivates of Zeta- functions.
obtained.
The expression of any
elliptic
function in terms of @(z) and p
Let f(z) be any elliptic function, and let g>

formed with the same periods 2u
elliptic function
We
first
These formulae
write
(z)
,
(z).
be the Weierstrassian
2&> 2
'
20 5-20 52]
,
ELLIPTIC FUNCTIONS
449
The functions
are both even functions, and they are obviously elliptic functions
an
when
f(z)
is
elliptic function.
The
solution of the problem before us
express any even elliptic function
is
therefore effected if
say, in terms of
(z),
we can
(z).
f
Let a be a zero of 
<f>
arranged in two
d2
In
bx
an
like
...
b.2 ,
...
bn
sets,
say a lt a 2
manner, the irreducible poles may be arranged in two

and certain points congruent to b lt b2 ... bn
an
a^,
sets,
say
now the function*

1
is
a and certain points congruent to
Consider
It
...
elliptic function of
A
n
foj
z,
and
(*)
- P
(r)
no poles
clearly it has
for the zeros of
are zeros f of the numerator of the product, and the zeros of the
denominator of the product are polesf of <$> (z). Consequently by Liouville's

(z)
lt
say.
(z)
= A,
II
fp(*)-jKa r )l
-,
.
has been expressed as a rational function of @
(z).
Carrying out this process with each of the functions
/(*) +f(-z),
we
obtain the theorem that any
{f(z)
elliptic
-f(-z)} W(z)}-\
function f (z) can be expressed in terms
functions @ (z) and p' (z) with the same periods,

the expression being rational in $ (z) and linear in ' (z).
of the Weierstrassian
elliptic
20'52.
Zeta-functions and their derivates.
Let f(z) be any
elliptic function
irreducible poles of f(z) be Oj, as
function as a linear combination of
elliptic
with periods 2^, 2a> 2

Let a set of
an and let the principal part (5 61)
.
...
oif(z) near the pole ak be
z-ak
(z
- ak f
"
'
(z- ak ) r"
any one of the points a r or b r is congruent to the origin, we omit the corresponding
p (z) - (a r) or f (z) - p (b r). The zero (or pole) of the product and the zero (or pole)
In this product, and in that of
of <p (z) at the origin are then of the same order of multiplicity.
repeated the appropriate
20-53, factors corresponding to multiple zeros and poles have to be
* If
factor
number
<gi
of times.
f Of the same order of multiplicity.

W. M. A.
29
450
XX
[CHAP.
Then we can shew that
=A + 2
f(z)
\c kil
(z-ak )-c ki2 '(z-ak ) +
...
^f^-Hâ
+(
where
is
a constant, and f
(si
(z)
)},
denotes -r-s
(#).
Denoting the summation on the right by F(z), we see that

n
F(z + 2w )-F(z) = 2
2 Vl c Kl
k=l
by
20'41,
since all the derivates of the Zeta- functions are periodic.
But 2
and
ck
is
consequently
is
sum
the
of the residues of f(z) at
is
an
of
its
poles in a
cell,
20'12) zero.
Therefore F(z) has period 2w 1
f(z) F(z)
all
and similarly
it
has period 2m 2
and
so
elliptic function.
Moreover F(z) has been so constructed that f(z) F(z) has no poles at
and hence jt has no poles in a certain cell. It is
... an
the points a lt a 2
consequently a constant,
Thus
the function
(z)
2,
by
Liouville's theorem.

n
rk
A +2 2
2
/_y-i
This result
of importance in the
is
when the principal

we obviously have
function f(z)
known
for
f(z) dz
=A
i)i
k =is=i{s
+ 2
part of
Cifc.Jog o- (z
k=l
M <- (* - a).
problem of integrating an
its
expansion at each of
elliptic
its
poles
is
- ak)
_V-i
2 jM^,
+ =a(*-l)
where
C is
Example.
<*,.(;<-*
(*-*)
+ C,
a constant of integration.
Shew by the method
of this article that
and deduce that
j'fto&^WM + bgf + C,
where
C is
20
53.
a constant of integration.
elliptic
function as a quotient of Sigma-
functions.
Let f() be any
elliptic function,
of irreducible zeros of f(z) be
alt a2
with periods
...
a.
2u> x
and
Then (20
2a> 2
14)
and
let a set
we can choose
ELLIPTIC FUNCTIONS
20'53]
set of poles b x ,b 2 ,
other of
such that
bn
...
451
poles of '/(?) are congruent to one or
all
them andf
+o +
a1
Consider
now
...
+ an =b + b +
...
+b n
the function
n g(g-0r)
-
r=l <?{z
_
'
br)
This product obviously has the same poles and zeros as f(z)
by 2co is to multiply the function by
effect of increasing z
exp [2^
r= i exp {2^!
The
an
- q r )}
=1
- & r )}
(and in like manner
2o>i
so the quotient
By
JK
when
Example
must
in the form
\ = KT{Z-br
'
periods and a set of irreducible zeros and poles are known.
its
Shew
1.
Liouville's theorem, it
consequently determinate (save for a multiplicative
elliptic function is
constant)
has period
say.
Thus the function/ (2) can be expressed
An
it
'"^
with no zeros or poles.
elliptic function
be a constant,
ff(
f(z)
is
(s
function therefore has period
and
also the
2<b 2 ),
that
o-(z+y)o-(z-y)
P(*)-P(y)-Example
Deduce by
2.
and by further
P()-P(y)
(z)" 2 (y)
from example
_f(
CW
y)
ar = 2
If 2
3.
br ,
o-
(,-&!)
<r(a r
(ay
o-
- 62)
-o )o-K-a
1
!1
...o-
...*...
customary to
o-(z+a)
define
(a -a)
<r
(6+c)
{p (z) er }*
by example
Establish,
5.
o-
(,-&)
cr
is
(ffl
-aM
^Q
'
to be omitted.
Shew that
4.
P(*)- er = ov
Example
p (z).
shew that
the * denoting that the vanishing factor a (a r ar )
[It is
fWl
r =i
Example
that
1,
differentiation obtain the addition-theorem for
Example
differentiation,
<r
o-
(z)/<r 2 (z)
to
1,
(r=l,8,
mean
the
'
(6-c)+o-(z+6)
crr (z)/<r (z),
3).
not
oy (z)/<r ().]
three-term equation,' namely,

o-
(z-
o-
6)
(z
a-
+ c)
{c+a)
<r
o-
(z-c)
(c-a)
tr
(a
+ b)<r
(a-b) = 0.
their degree of multit Multiple zeros or poles are, of course, to be reckoned according to
we choose 6 l 6 2
to determine b u b 2
&-i 6 ' to be the set of poles in the cell in
which i, a 2 ,
he, and then choose 6, congruent to bn ', in such a way that the required
plicity
>
equation
is satisfied.
292
452
[This result
is
due to Weierstrass
[CHAP. XX'
by Schwarz.]
see p. 47 of the edition of his lectures
has been proved by Halphen,

The
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.
equation is characteristic of the Sigma- function
20
The connexion between any two
54.
it
elliptic
functions with the same
periods.
We
now prove the important
shall
result that
between any two elliptic functions, f (z) and
by
For,
we can
20 51,
-
Weierstrassian functions
/(*)
where
and
Eliminating
fp
<f>
express f(z) and

(z)
and
g>'
(z)
= B, {p (z), # (*)},
</>
an algebraic
(z) as rational functions of the
with the same periods, so that

</
(*)
= B2 {$> (z),
is
f' (z)},
denote rational functions of two variables.
2
g>
(z)
and
from these two equations and
$' (z) algebraically
p'*(z)=ty*(z)-g z {p(z)-g s
obtain an algebraic relation connecting f(z) and
we
relation exists
with the same periods.
(z),
<f>
(z)
and the theorem
proved.
particular case of the proposition
nected with
If
is
that every elliptic function
is
con-
derivate by an algebraic relation.
its
now we take
the orders of the elliptic functions f(z) and 
relation
and n
The
g>'
and consequently there are
and, similarly, to each value of
between f(z) and
may
<j>
<f>
correspond n values of f
(z) is therefore (in
be of lower degree.
of order
(z),
As an
(z)
<fc
z,
So, corresponding to each value of/, there
general) of degree
in f.
relation

<f>
(z).
4,
the relation is/ 2
Thus,
illustration of the general result take
of order
(z),
degree 3 in/; this
is,
3.
The
if f(z)
= p (z),
of order
2,
and
2,
and
</>.
f(z)
= @(z),
of order
and of
relation should be of degree 2 in
in fact, the case, for the relation
is 4>
= 4f g fg
3
Example. If u, v, w 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 u, v, w, namely
A uvw + Bvw+Cim + Duv + E u + F v + Gw+ R = 0,

A'uvw + B'vw + C'wu + D'wv+E'u + F'v+ G'w + H' = 0,
where A, B,
On
206.
It will
insoluble
...
H'
are constants.
the integration of {a
now be shewn
by means
xi +
4<a1 x 3
+ 6a x + 4a
2
+a
~
4}
*.
that certain problems of integration, which are
of elementary functions only, can be solved
duction of the function @ (z).
by the
intro-
20'54, 20'6]
ELLIPTIC FUNCTIONS
453
Let aâs + kaâ? + 6a2 2 + 4a3 # + a4 =f(x) be any quartic polynomial

which has no repeated factors and let its invariants* be
4,
g2
g3 =
Let
.s
if
the function
to
express
jp
ciodâ^
{/()}
a4 4a1 a,
=a
(ft,
3<z 2
2a 1 a 2 a 3
where
is
2
,
a a 3 * a, 2 ^.
-a 3
2
any root of the equation f(x) =
be constructed^ with the invariants g2 and g 3
(z)
it is
then,
possible
x as a rational function of @(z g2 gs ).

;
The reason for assuming that/(#) 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 a =a 1 = Q need not be considered.]
[Note.
()
By
we have
Taylor's theorem,
/(*)
= 4<A
(t
- x ) + 6A
(t
- x f + 44, (* -
+A
(t
cc
Y,
(since f(x ) = 0), where
Aq a
A =a
A =a
2
On
writing
(t
#)
=T
2=i
>
= (Xq^d +
+ 2a,a;o + a
+ 3a,a; + 3a
2
x ô) -1 =
(
+ 64
{4.4 3 t
a,,
2,
cc
To remove the second term

r
_1
A.i
t2
+ a3
we have
+ 44
+4
}-*^t.
in the cubic involved, write j
Ar O -
%=A^{s-\A
iA 2 ),
2 ),
and we get
CO
*=
{4t7
-(34 -44 4 )o--(24 4 2 4

2
-4 -A4
)}~W.
J s
The reader
will verify,
without
3A 2 -4,A A
i
difficulty,
and
2A A 2 A - A? - 4 4
and
are respectively equal to g2 and g 3
that
the invariants of the original quartic,
so
= & (z 92, 9s)x=

+ A \s \A )-1
x = x + \f (x ) {$> (z g g ) - Jj/" Oo)}
*
Now
cc
and hence
so that
as
2,
has been expressed as a rational function of
* Burnside
and Panton, Theory of Equations,
t See 21-73.
% This substitution is legitimate since
having x = Xq as a repeated root.
11.
^3*0;
(z
(/ 3 ).
p. 113.
for
the equation
A3 =
involves /(a;)
'
THE TRANSCKNHKNTAIi FUNCTIONS
454
This formulii for x
be roânled us tho integral equivalent of the
to
is
XX
[CHAP.
relation
V
z=[
With the notation
JSwft'inple 1.
{f{t)}-hit.
of thin article,
show that
{n)i "-ilPW-A/'WI 1
Kvumplt'
Shew
2.
"
that, if
J a
where a is an// constant, not necessarily

with no repeated factors, thon
zero of f(x), ftnd/(#)
ft
quartic polynomial
\/" ("MA /W/'"

,, {/()}* P'to+i/'H IP W z_ s
a+
r
r
{p(i)-A/"(<')l"the function
in
being
g>()
,7(")/
lv
")
(")
with the invariants of the quartic /(.r).
foriiic;<l
(Weierstrass.)
[This result was first

Biermann, who ascribed it to Woierstrass.
xuv. (1915), pp. 138-141 is that, if
published
1865, in an
in
An
alternative result, duo to Mordoll, Messenger)
( X 'H yrf.i:
where f(x, y)
is
a homogeneous
Inaugural-dissertation at Berlin "by
;vdy
wIioho IlesNian
ipiai'tie
h{x, y), then
is
we may take
v-W (A-Jf-W {)/- V,

where/and h stand for/(,
Example
Show
3.
and
'
that,
b)
and h(n,
{(x
and sullixcs denote partial
with the notation of example
2(j.'-) 2
'
b),
- f
'
"
(,-
"4(.r-)
- <J
24
\(x
2,
'
- af
+ 4(x-
a)*)
[J
>'
'
2%e uniformisation * q/ curves of germs unity.
20'7.
The theorem
of 20'6
may ho
stated Horn o what differently thus
If the variables x and y are connected, by an, equation of

2
A
3
+ 4<a.y e +
y = a a x + 4a,./; + 0V/, s
J
a;'
i/te
differentiations.]
<Aey caw 6e expressed
the
form
,,,
as one-valued functions of a variable z by the
equations
= x + f'(r,,)\f><e)hf" (*')}-'
y = -i/'K)p'^) {p(*)- Y/"'K>1xA + 4aj.'/; + 0,,' + 4a.,! + a,,, in any
<c
wAere
/(./;)
function
(z) is
formed with
the invariants
'
zero of f(x),
of the quartic
and
and
the
z is such that
*=r'{/(t)}-*dt.
J x
*
fchfi
This term employs the word uniform in the Honso one-valued. To prevont confusion with
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.'
-0*7]
It
ELLIPTIC FUNCTIONS
is
obvious that y
is
function of y ; and the

functions of the variable
a two-valued function of
fact,
r.
455
that
,r
makes
and
.r
and y can be expressed
this variable
a four-valued
is
.r
as one-valued
of considerable importance
in the theory of algebraic equations of the type considered
called the
is
.-
Hnifonnixina variable of the equation

y*
The reader who
(7 v,.r*
+ 4!ii.r* + 6a.
+ 4i/
: .r-
3 .r
+a
acquainted with the theory of algebraic plane curves will be aware

that they are classified according to their dtftcicnev or <jcnus*,a, number whose geometrical
is
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 nikw degree as the given curve.
significance
Curves whose deficiency

of a unieursal curve,
of a parameter.
it is
is
well
aero are called unt'cursal
known t
that
,c
andy
c,r,-,-is.
If
r"
.i\y N
=0 is
the equation
be expressed as rational functions
c;ui
Since rational functions are one-valued, this parameter
is
a uniformitinj
variable for the curve in question.
Next consider curves of genus unity; let ?\.r, y)=0 I* such a curve then it has
been shewn by Cleb-sehi that .r and g can be expressed as rational functions of J and q
where >i- is a polynomial in of degree three or four. Hence, by ^ i0a\ t aud >; can be
expressed as rational functions of j?
aud j> :\ these functions being formed with
:
suitable invariants',
which
is
aud so x aud g can be expressed
as one-valued elliptic functions of
When
the genus of the algebraic curve
sation can be effected by
means
of \vh
are
f=0
r(.r.
known
is
greater than unity, the uuiformi-
Ox^ttinger Xack.
ISSo
The analogue
Two
as itutomorpkic function?.
of such functions of genus greater than unity have beeu constructed, the
pp. 1-3:?.
:,
therefore a uniionnising variable for the equation under consideration.
el .sses
by Weber,
first
pp. 3oi>-370, the other by Whittaker. Phil. Trans, cs.cu. (l>i*>

of the perkd-i arallelogram
In the case of Weber" s functions
polygon
is
kuown as
the 'fundamental polygon."
multiply -connected,"
i.e.
it
consists of a
region containing islands which have to be regarded as not belonging to
it
this
is
'
the case of the second class of functions, the polygon
is
simply-connected,
whereas in
i.e. it
contains
no such islands. The latter class of functions may therefore be regarded as a more
immediate generalisation of elliptic functions. Cf. Ford, Ir,:-oductio* to tkecy of Auiomorphic F: -,ctio;$, Edinburgh Math. Tracts, Xo. 6 ^191o
REFERENCES.
K. Weiekstkass,
Wcrl-f.
I.
1S9?
(1S94'. pp. l-4i>, IL
pp. il4o--2oo. 2:7-309.
Brioi et J. C. Bou<jrET. TAeorn: .{:> fonctio (Uh-tiques. (Paris, lS7o.*

H. A. Si hwarz. Fi'rvatn tmd Leir-?<:;> stun Gebrattehc der eUiptiiefitn Funiiionoii. Such
(Berlin, ljt'o."'
Yoritsitngeit Hud A w fseicAa ugm a/s Hern Prof. K. Wtierttr-Mf
A. L. Daniels. 'Xotes on Weierstrass' nathods. Asncriesm Journal oflTath.XT. ,1S>4\
C.
;.-
pp. ITT-lSi. 2o3-5ti9; vn.
(1:A
pp. S:-;*!\
Liocville (Lectures published by C. W. Borchardt Journal fur Mat lxxxvul

ISSOV pp. 77-310.
Zweite Auflago, von F. Miiller, Halle, l^VO
A. Exxefer. Ettiptifhe Ftuiitt'oncH,
Fans. ISsW-Uve.'i
J. Taxxeky et J. Molk. Fonctior.s EHi} fijtu*.
1
J.
*
-
French genre. German 0f.<rhhrhl.

Se<? Sci'.p-on. Higher P'aitf Carres (Dublin, 1>73
,,
Ch. n.
f&r M,tth. isrv. <1mvM. pp. 210-270. A proof of the result of Clebseh Is given by
Forsyth. Theory f FmtctioK* (Ih'.s S 24*. S.-e also Csyley. Prw. L Milan ilafh. So.-, rr. ilSTSi.
pp. 347-AVJ [Math, Fajv^. viu. pp. 1*1-1*7\
JoHrm.it
the transcendental functions
456
[chap.
xx
1.
Shew
2.
Prove that
that
P(.+y)-p(-y)=-P'(*)P'(y){p(*)-P(y)}-
2
&(2)
.p (z4 v+w) - 2 l sP (*HP(y)-PW

.
where, on the right-hand side, the subject of differentiation
symmetrical in
is
z,
y,
and w.
(Math. Trip. 1897.)
Shew
3.
that
?"'(-y)
?"(*-y)
?
(*-y)
P"'(y-)
P"'^-*) = 49
P"(y-0
P" (*"-*)
z
(
p (w-0)
(y->)
'(*-y)
P"'(y-0
P'" (<-*)
-y)
P (y-0
P (>-)
i
(Trinity, 1898.)
y=PW-i,
if
4-
shew that y
y=f
one of the values of
is
d*
y'(y-4^-
(!-e
+(i-e 2 )(
3
1
)
lo
logy'
gy')
I
J-
(Math. Trip. 1897.)
Prove that
5.
2 (P
(*) -- e}
{p
(y)
where the sign of summation

roots
!, e2 , e3
- p ()} f p
(y
+ w) - e}* {p (y - w) - e}i = 0,
refers to the three
arguments
z,
y, w,
and
any one of the
e is
(Math. Trip. 1896.)

6.
Shew that
P'(*+*>i)
=_
P"W
&^-PM
PW-PM
(P
'
(Math. Trip. 1894)

7.
Prove that
p (2z) - p fa) = {p' (,)}- {p (z) - p do,,)} 2 {p (z) - p (o, 2 +ii)}2
(Math. Trip. 1894.)

8.
Shew
that
P( + .)P(.-.)-i
+ PW}
PWPWt^+^tfW
IP
()
p (v)} 2
(Trinity, 1908.)
9.
and/i
If
p() have primitive periods 2a)!, 2a> 2 and f(u) = {p (m)~P (o> 2 )}*, while p^w)
constructed with periods 2an/'i and 2a> 2 prove that
(w) are similarly
Pi () = P
O) + "s {P ( + 2m<o:W - p
m=l
(2m< 0l /n)}
rc-1
n
and
/(-t-2ma) 1 /M)
/,M=î
n
/(2mi/)
m=l
(Math. Trip. 1914
the
first
of the formulae is due to Kiepert,
Journal fiir Math, lxxvi. (1873),
p. 39.)
'
ELLIPTIC FUNCTIONS
If
10.
where a
where
is
.v
= jp(u + a),
457
y = <P(u-a),
constant, shew that the curve on which .(#, y) lies

{xy + cx+cy + ig 2 ) 2 = 4 (x +y + c) (cxy
= p(2a).
is
- g 3 ),
(Burnside, Messenger, xxi.)
Shew
11.
that
2P"
()
" SftP" 2 () + <?23 = 27
{P ()+fl-3} 2
(Trinity, 1909.]
z=j
If
12.
x=
verify that
(tf
+ eaxP + e^-ldx,
(z)
,ffi'
the elhptic function being formed with the roots
c,\
(c
+ e),
(c
e).
(Trinity, 1905.;
If
13.
m be any constant,
W)i
P()-P(y)
prove that
+P(,)
PM-P(y)
^ S
-~2
1
r /
refers to the values
1, 2,
3 of r
t fi=>(*)-fr>(y
g)'2
(
2)
dzdy
~fP()-r}{P"(y) - r}
r)J
where the summation
and the
'_
integrals are indefinite.
(Math. Trip. 1897.)
and
R(x) = Axi + Bx3 + Oxi + I)x + E,
Let
14.
let
=$(#) be
the function defined by the equation
where the lower limit of the integral
Shew
is arbitrary.
2<ft'
= (ft'( a+y) + (ft'(tt
0(as+y)-0(a)
0(a:+y)-0(o)
(a)
that
(+y) - 0' (a)

0(a+y) -<(*)
0'(a-y) + 0'(q) _
0'
+ 0(a-y)-0(a)
4>'(-y)-0'W
a -y)-<t>( x
<t>(.
[Hermite, Proa J/aiA. Congress (Chicago, 1896), p. 105. This formula is an
addition-formula which is satisfied by every elliptic function of order 2.]
)
Shew
15.
is
that,
when the change
of variables
applied to the equations
they transform into the similar equations
^-
V+V(i+pf)+? s =o,
v+f+^, =o.
Shew that the result of performing this change of variables three times in succession
be denoted as
a return to the original variables , r) ; and hence prove that, if and
functions of u by E(u) and F{u) respectively, then
is
<]
'W-Jg.
where
is
one-third of a period of the functions E{u) and E(u).
Shew that
where
'<*>-$
# () = ^ - P (a
ff2=2p+j%P
l
,
9i=
#2 ,
S's),
" p3 ~ 216 P"
(De Brun, O/versigt af K.
Vet.
Akad., Stockholm, liv.)
'
458
Shew
16.
[chap.
XX
that
gy ( z )
= 2<T
w=
+ m i) " (s+ "2) o- (z - ai - a> 2 )
O-
^(^^((Bi+Wj)
(z) (T (<l)
+ a)
6<r (
and
P"
where
P()=(iV.?#,
o-(z-a)<r(z + c)
'
cr(z c)
o-*(z)<r 2 (a)cr 2 (c)
P()--(Aa.)*(Math. Trip. 1913.)
Prove that
17.
P(-o)P(*-6) = p(a-6){p(-a) + p(*-6)-p(a)-p(B)}
+ P'(-6){f(*-)-f(*-ft) + f()-C(6)}
+ P()PW(Math. Trip. 1895.)
18.
Shew
19.
Shew that
that
(Math. Trip. 1910.)
f(l)
+ f(2)+f (3)~f (l+2 + )

P'
Shew
20.
(%) {P
(s)
-P
W - P-
- P (m)} IP
2 {P (i)
(,)}
+ P'
{P (%)
<r
{y
'
0-3 (a;) o- 3
(y)
<r
z) a
Shew by
P(o)
(*0
_1
~ ~2
P'(%)--P
- 1)
,
'
(
P'(x)
P(y)
P'(2/)
p(z)
p'(z)
from this
result.
is
1)
(^)
K)
taken for pairs of
all
X and
integral values of
/x
from
to n, such
ji.
(Frobenius
22.
(2)
p(x)
where the product
<
{P (ax) - P (,)}
(Math. Trip. 1912.)
P'W.-P'"- '^)
that X
+ P' (ug)
induction, or otherwise, that
PW P'W-P "-
(i)}
(z- x)
(z)
Obtain the addition-theorem for the function
that
o-(x+y-\m)<r(x y)
21.
~ P (i)}
(%)} {P (a)
Journal fur Math, lxxsiii. (1877),
u. Stickelberger*,
p. 179.)
Express
1
as a fraction whose numerator

* See also Kiepert,
lxxxii. (1877), p. 346.
Journal
p()
p*(*)
P(y)
p(z)
p(u)
(2/)
(z)
p'(x)
P(y)
p
p'( tt )
and denominator are products
filr
Math, lxxvi.
(1873), pp.
of Sigma-functions.
21-33
Hermite, Journal fiir Math.
ELLIPTIC FUNCTIONS
= p (x), = p y), y = p (z), 8 = > (w),

)}i
(2 - es) {(a - i) (/3 - !> (y - e
(8 - 6l
Deduce that
if
j3
459
where * +y + + = 0, then
x)
+ (3 - ei)
{(a - e 2 )
+ (i - e2
{(a
- es )
(0 - e %
(y -
- e2 )}*
e 2 ) (8
- e3 )}* = (e2 - e3 )
(0 - e 3 ) (y - e3 ) (8
(e s
- e,)
(e x
- e2
).
(Math. Trip. 1911.)
Shew
23.
that
f>"()
2f(2)-4f() =
'()
3f(3)-9f()
"
'
(Math. Trip. 1905.)
Shew that
24.
and prove that
<r
(nu)j{o- (u)} n is
a doubly-periodic function of
w.
(Math. Trip. 1912.)
Prove that
25.
-n
ii
a(z 2a + b)cr(z 2b + a)
,>
,.,
f('-")-C(-6)-f(a-6) + f(3a-26) =
\
t.\
(r(
^_ aa)<r
;<
_^ )(r(a _^
(Math. Trip. 1895.)
Shew
26.
that, if z x
+ z2 + 3 + z4 = 0, then
{2f (* r )}3 = 3 {Sf (,)}
the summations being taken for r = l,
Shew
27.
{sp (*)} + 2P' (4

(Math. Trip. 1897.)
2, 3, 4.
that every elliptic function of order n can be expressed as the quotient of
two expressions of the form

ch.&(,z
where
28.
b,
a l5 a 2
...
+ b) + a 2 p'(z+b) + ...+anp<.*-i)(z + b),
an are constants.
Taking
e1
>e >e3
ss
(Painleve\ Bulletin de la Soc. Math, xxvil.)

,
p( l0
= eu
p(a') = e s
consider the values assumed by
as
u passes along the perimeter
of the rectangle
whose corners are a>,
a,
a + a>',
eg + <a
(Math. Trip. 1914.)

29.
Obtain an integral of the equation
in the
form
where
c is defined
by the equation
Also, obtain another integral in the form
o-(z
where
+ ai)o-(z + a2
2 xy
ex P
P(ai) + g(a 2 ) = &,
and neither aj + a^ nor a x -a 2
is
- * (i) - ^ (2)}>
\
\i
F(i) + F(a) = 0,
congruent to a period.
(Math. Trip. 1912.;
460
XX
Prove that
30.
Q'( z + Z
I
~
9KZ)
\
a-
is
[CHAP.
2,
^+ +
vjz + Zyvifi + Zi)
Z 2)
{22
02
+ 23 + 24)}
such that
c/(z)+g(z + co 1 )+g{z + a 2 )+g(z+w 1 + a> 2 )
= -2(T {5O2+Z3-21-24)}
{i(23 +2!-2 2 -24 )}
O-
0-
(2i
+ 22 - 23 -24 )}.
(Math. Trip. 1893.)
be a doubly-periodic function of the third order, with poles at 2 = Ci, 2 = 021

be a doubly-periodic function of the second order with the same periods
and poles at z = a, z= /3, its value in the neighbourhood of 2= a being
If f(z)
31.
=c
and
if
<fi
(2)
<p(z)
=
z
+A
a
(z-a) + A 2 (2-a) 2 +...,
prove that
4V {/" (a) -/" (fi)} - X {/'
(a)
+/'
OS)} 24. (,)
+ {/ (a) -/(/3)} JbXX^S^ (c2
(e 3
)j
= 0.
(Math. Trip. 1894.)

If \(z) be
32.
an
elliptic
function with two poles a 1; a 2 and
if zlt z2 , ... z2n
be %n
constants subject only to the condition

21
+22 +...+22 = (l + 2),
shew that the determinant whose

1,
\{zt ), A
[where X t
A(*),
...
(2 ( ),
row
1'th
Aife),
is
X(2i )X 1
denotes the result of writing
(2,)
\*(^M*i), ...X"-2(2 )X 1
(2i),
the derivate of X
in
zt for 2
(2i )
vanishes
(Math. Trip. 1893.)
identically.
33.
(2)],
Deduce from example 21 by a limiting
process, or otherwise prove, that
FW
F'()
p"()
rw
P '^) =(-)"-M 1!
- pw w
gX") (2)
...
^(1-1)
(2)
1-1
g)P-3)
2! (-l)!} 2
<r
()/{(! ()}.
(2)
(Kiepert, Journal fur Math, lxxvi.)

34.
Shew
that, provided certain conditions of inequality are satisfied,
<r(z
+ y)
^ lZV
<r ( 2 )'(y)
7T
n
2m
i\
where the summation applies to

35.
all
n1/\
H cot jr^-
2?T
2(1)1/0)!
2toi
2m sin
2c7
*
(m2 + my),
(2)=- ii
2 satisfies
' 2^
2o.,
prove that
when
TTZ
cot s
2a)!
7T2
2n
l-2(7
COS +
2
cosec 2
-;
4 '1
<">l
sin
(i- g
^
a
,
cos
the inequalities
-2fl(-^</j(,l)<2tf(>Y
\la>l/
XlaJ
\110J
(Math. Trip. 1896.)
ELLIPTIC FUNCTIONS
Shew that
36.
if 2?<7
461
be any expression of the form 2ma>i + 2na> 2 and
if
*=P(l0+i(*0,
then
a root of the sextic
a; is
nfi
and obtain
all
- 5^ 2
a;
- 40^3^ - 5c/ 2 x2 - 8^S s - 5#32 = 0,

,
the roots of the sextio.
(Trinity, 1898.)
Shew that
37.
(,- a
(,
- 6)} -i^-iio g
where
+ iio g ^g),
(Dolbnia, Darboua? Bulletin
Prove that every analytic function f(z) which
38.
satisfies
(2),
xix.)
the three-term equation
2 f(z + a)f(z-a)f(b+c)f(b-c) = 0,
a, &, c
for general values of a,
b,
and
is
z,
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,
z=a = b = c0, and then/(0) = 0;
[Put
that/(z)
is
put
= c,
I.
p. 187.)
and then f(a b)+f(b-a) = 0,
so
an odd function.
If F(z) is the logarithmic derivate of /(), the result of differentiating the relation
with respect to
6,
and then putting
&
= c,
/( + )/(-q)/(26)/'(0)
f(^rb)f{z-b)f{a + b)f{a-br
Differentiate with respect to
b,
is
F{z + h)
,
-^
= 0;
then
and put
h)
+ F{a - b) - F{a + h)
.
{/W/()}^
If/' (0) were zero, F' (2) would be a constant and, by integration, f(z) would be of the
form A exp (Bz+ Cz 2 ), and this is an odd function only in the trivial case when it is zero.
If /' (0)
=f=
0,
and we write F'
(z)
= - * (z),
it is
found that the coefficient of a 4 in the
expansion of
12/(z+a)/(z-)/{/(z)P
- *" (z), and the coefficient of a 4 in 12

Hence *" (2) is a quadratic function
of $ (z).
function by $' (z) and integrate we find that
is
{< (z)}
{*' (z)} 2
=4
{*
O are constants. If the

* () = > (2 + a) + 4, where a is
where A, B,
20'6,
f(z)
where
(z)} 3
K and L are constants
+ 12A {*
{/(a)} 2 {$ (a)
of
(z)}
(z)
(z)} is
a linear function
and when we multiply
+ 125$ (z) + 4C,
cubic on the right has no repeated factors, then, by

constant, and on integration
= a-(z + a) exp(-%Az -Kz-L),

2
since /(z)
/(z)
is
an odd function a = K=0, and
= cr(z)exp{-^z2 -Z}.
If the cubic has a repeated factor, the Sigma-function is to be replaced
and
the sine of a multiple of
z,
replaced by a multiple of
2.]
this
if
the cubic
is
(cf.
20-222)
a perfect cube the Sigma-function
is
by
to be
CHAPTER XXI
THE THETA FUNCTIONS
211.
The definition of a Theta-function.
When
it
desired to obtain definite
is
numerical results in problems
involving Elliptic functions, the calculations are most simply performed

with the aid of certain auxiliary functions known as Theta-functions. 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

obtained their properties
systematically studied
first
by purely algebraical methods
was so complete that practically
all
by Jacobi*, who
and his analysis
the results contained in this chapter
(with the exception of the discussion of the problem of inversion in
21 7
-
In accordance with the general scheme

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.
et seq.)
are to be found in his works.
we
of this book,
[Note.
The
shall not
first
function of the Theta-function type to appear in Analysis was the

00
Partition function^
(l
xPz) -1
Euler,
of
Introductio
in
Anaiysin Infinitorum,
I.
=i
(Lausanne, 1748),
304; by means of the results given in 21/3, it is easy to express

Euler also obtained properties of products
Theta-functions in terms of Partition functions.

of the type
00
00
n
n=l
The
71
),
71
n (lx2n ~
m^l< n+V)
-
and 2
).
mni
had previously occurred
in the
ft=0
posthumous work of Jakob Bernoulli, Ars Conjectandi
i.
n=\
w=l
mPl( n+s\
associated series 2
00
n (l+*2n
(iar"),
(1713), p. 55.
Fundamenta Nova Theoriae Funetionum Etlipticarum (Konigsberg, 1829), and
Ges. Werke,
pp. 497-538.
t
The
and associated functions have been studied by Gauss, Comm. Soc.

and Werke, in. pp. 433-480 and
(1840), pp. 178-181. For a discussion of properties of various functions
Partition function
(1811), pp. 7-12 [Werke, n. pp. 16-21]
reg. sci. Gottingensis rec.
i.
Cauchy, Comptes Bendus,
x.
involving what are
known
see Jackson, Proc.
Boyal
pp. 475-486
and
(2)
i.
as Basic numbers (which are closely connected with Partition functions)

Soc. lxxiv. (1905), pp. 64-72, Proc.
xxi. (1912), pp. 281-299.
London Math.
Soc. (1) xxvni. (1897),
192-220; and Watson, Gamb. Phil. Tram.

fundamental formula in the theory of Basic numbers was given by
(1904), pp. 63-88, n. (1904), pp.
Heine, Eugelfunktionen (Berlin, 1878),
i.
p. 107.
2T11]
21*1,
THE THETA FUNCTIONS
463
Theta-functions also occur in Fourier's La Thiorie Analytique de la Chaleur (Paris,

cf. p. 265 of Freeman's translation (Cambridge,
1878).
1822),
The theory of Theta-functions was developed from the theory of

by Jacobi in his Fundamenta Nora Theoriae Functionum Ellipticarum
in his Oes.
Werke,
pp. 49-239; the notation there employed
elliptic functions
(1829), reprinted
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 Oes. Werke, I. pp. 497-538.
I.
is
The most important

cf.
results contained in them seem to have been discovered in 1835,

Kronecker, Sitzungsberichte dtr'Akad. zu Berlin (1891), pp. 653-659.]
Let t be a (constant) complex number whose imaginary part

and write q = e, so that q < 1.
is
positive
"^ (z,
q),
denned by the
(z,q)=
(-) n q n2 e 2niz
n= ao
qua function of the variable

If
series
z.
be any positive constant, then, when z ^ A, we have

|
ni
\q
e miz
\^\
gj'V^,
n being a positive integer.

00
Now
d'AIembert's ratio
2 36) for the series
n= oo
which tends
to zero as
oo
The
z,
and so
it is
e znA is
j
\+i e iA
is
therefore a series of
3'34) in any
bounded domain of
5 3, 5 64).
-*-
analytic functions, uniformly convergent
values of
series for
n2
\
(z,
q)
It is evident that
^ 0,
q)
=1 +
2 (-)n qn
cos 2nz,
M=l
^ (z + it,
and that
further
S-
(z
+ ttt, q)=
2
n=
__
q)
= ^r (z,
q) ;
(-ff'ê
00
-oo
Ql e 2iz
/_yt+i j(n+i) 2 g2(+i)2

(
n=ao
and
^ (z + ttt,
so
In consequence of these
The
q)
= q"
results,
^ (z,
e~ iiz
^ (z,
q).
q) is called a quasi doubly-periodic
by it or ttt is the same as the effect

_1
2fe
1
and accordingly 1 and q-ê"^ are
of multiplying S- (z, q) by
or
g e~
called the multipliers or periodicity factors associated with the periods ir and
function of
z.
effect of increasing z
7tt respectively.
21 11.
It is
The four types of Theta-functions.

'
customary to write
(z,
q) in place of
^ (z,
types of Theta-functions are then denned as follows
q)
the other three
,
.
,,
464
The
function
Next,
(z,
(z,
=^Jz + \tt,
=l+
%{z,
q)
q) is
denned in terms of ^4 (z,
*!(*, q )
*,
(z,
q)
q\
= - ie iz + * riT %
W=
and hence*
[CHAP. XXI
is
q)
r> 2
q)
by the equation
cos
2m.
+ Ittt, g^
(z
CO
2
(_)g( + i) sin (2n
1)
*.
n=0
Lastly,
^ 2 (z,
q) is defined
(*,
=%
q)
Writing down the

î
(z,
^ 2 (z,
^ 3 (z,
S- 4 (z,
(z
by the equation
+ I ir, q) =
series at length,
g(
re+
2 cos (2n +
we have
2q^ sin z - 2q% sin Sz + 2q^ sin 55 ...

=
2q^ cos z + 2q% cos 3z + 2<p~ cos 02 + ...
q)
q) = 1 + 2q cos 22 + 2g cos 4<z + 2q cos 6z +
q) = 1 2q cos 2^ + 2q* cos 4# 2q cos 62 +
q)
I) z.
It is obvious that
S-, (z,
is
q)
an odd function of z and that the other
Theta-functions are even functions of
z.
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 S-4 (z, q) is written where Jacobi
would have written ^ (z, q). There are, unfortunately, several notations in
use a scheme, giving the connexions between them, will be found in 2T9.
;
For brevity, the parameter q

will
be written for
(z, q), ....
of a Theta-function on the
%(0),
S- 4
Sr 3 (0),
(0) will
be
will usually not
When
it is
parameter
t,
be replaced by
it
be written S
will
^ %,
2
specified, so that
(z),
t).
%'
Also
will
Stj (z).
Shew that
1.
9,(s, q)
= h{1z,
h(z, ?) = S 3
Example
(z
respectively; and
S- 4
denote the result of making z equal to zero in the derivate of

Example
desired to exhibit the dependence
(2 2 ,
+9
(2z,
q*)-9 2
(?z,
q*).
q*)
),
Obtain the results
2.
-52 (0 + ^tt) = -iM9 3 (z + %n+Wr)=-iM9i (z + %ir T

S 2 (2)=
MS3 (z+far) = J/4 ( + ^7r+^ff7-)=
^(s+^tt),
9 s {z)=
M9 (z + in+^T)= M92 (z + frrr),
9i(z + irr) =
9 i (z)=-iM9 (z + ^wr) = iMS 2 (z + 7r + %7rT)=
9 S (z + ^tt),
M=q% e
3i(s)=
),
where
*
exp
iz
Throughout the chapter, the many-valued function q*
(\7rtT).
is
to
be interpreted to mean
THE THETA FUNCTIONS
21-12]
Example
periods
tt,
7tt
3.
Shew that the
465
multipliers of the Theta-functions associated with the
are given by the scheme
Since one zero of

^!
[CHAP. XXI
466
^ 2 (z),
(z),
(z),
^>i
^ (z)
= 0,
it
follows that the zeros of
are the points congruent respectively to 0,
(z)
The reader
s 7rH- s 7TT, s 7tt.
obviously z
is
will observe that these four points
it,
form the
corners of a parallelogram described counter-clockwise.

the squares
The relations between
21"2.
of the Theta-functions.
It is evident that, if the Theta-functions
single variable
z,
be regarded as functions of a
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 Thetafunctions
now be
these relations will
obtained.
Each of the four functions Sy (z), ^ 22

values of z and has periodicity factors
7r,
7tt
1,
(z),
2
3
(z),
(z) is analytic for all
q~ 2 e~ 4a associated with the periods
and each has a double zero (and no other zeros) in any
From
these considerations
obvious that,
it is
if a, b, a'
cell.
and
are suitably
chosen constants, each of the functions
ftV Q) + 6V Q)
is a
q'V(s)+ 6'VQ)
WW
'"
V00
'
doubly -periodic function (with periods
simple pole in each
By
cell.
and obviously we can adjust
tt,
having at most only a
ttt)
20'13, such a function
a, b, a',
so as to
is
merely a constant;
make the
constants, in each
of the cases under consideration, equal to unity.
There
exist, therefore, relations of
(z)
To determine
= aV (*) + 6V (*),
a, b, a', b',
V = -aV,
we have
the form
(*)
=a
(*)
+V
(*)
give z the special values ^ ttt and
V=&V;
since
V = -a'V, V = &'V
Consequently, we have obtained the relations

&, (0)
If
we
V=V
wrife z
(*)
+ ^ ir
as -
for z,
we get the
V V=V V-V
(0)
By means
(*)
(*)
(*)
V,
V,
V 0) V = V V - V V
(*)
()
additional relations
V V=V V-V
(*)
(*)
of these results it is possible to express
(*)
V-
any Theta-function
in
terms of any other pair of Theta-functions.

*
The analogous
relation for the functions sinz
and cos
is,
of course, (sinx)'' +(cos^) 2 =l.

!
21*2
21-22]
Corollary.
that
THE THETA FUNCTIONS
Writing
2=0
a + ,/- + ,/>' + ,/. + ../,>
The
|.
+ iy-^/f
i^
2121.
2%e addition-formulae for
^ + 22
+2j9 + ...) 4
the Theta functions.
they do not express Theta-functions of z

z
two
these formulae are not addition-theorems in the strict sense, as
functions of z and
+ y,
...v
results just obtained are particular cases of formulae containing
variables
of
we have
in the last relation,
to say
is
i<;</
467
and
y,
but
+y
algebraically in terms of Theta-
involve Theta-functions of z
all
as well as of
y.
To obtain one of these formulae, consider S-3 (z~-\- y) B-3 (z y) qua function
z.
The periodicity factors of this function associated with the periods it
and
7tt are 1
and q~ x
But the function
e-* itz+v
a%
= q~
q- e~ 2i(0 ~r'
1
>
(z)
we can obviously choose the
+ b%
ratio
e~ iiz
has the same periodicity factors, and
(z)
:
b so that the doubly-periodic function
aV Q) + 6V (z)
%(z + y)%{z-y)
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 ^- (z + y) in that cell, and consequently
3
20'13)
it is
so far fixed,
We
a constant,
we may
independent of z
i.e.
then have to determine a and
a%> (z) +
To do
and
so
We
and, as only the ratio a b

:
+ y) % (z -
and
to
= VG/)/V,
is
- it
The
+ y) %
set of formulae, of
and 2 at the end of

21 "22.
y).
+ 5 ttt, and we
get
= %*(y)/%\
- y)
v = V V 0) + V V (4
(y)
which this
is
(y)
typical, will
be found in examples
Jacobi's fundamental formulae *.
as four independent variables, w, x, y,

v/,
this chapter.
The addition-formulae just obtained are particular cases of a set of

by Jacobi, who obtained them by purely algebraical methods each
Let
z,
have therefore obtained an addition-formula, namely
many
is
unity.
from the identity in
0) = ^
put z in turn equal
this;
choose a and b so that the constant
x,
y',
z.
x, y, z by the
2w'= w + x+y + z,
be defined in terms of w,
%}/
2'
identities first given
identity involves as
set of equations
= w-x+y +
= w+x-y +
= w+x+y-z.
* Ges.
z,
z,
Werke,
i.
p. 505.
302
463
The reader
will easily verify that the
connexion between w,
x, y, z
[CHAP. XXI
and
v/, x', y',
is
reciprocal one*.
For brevity t, write

Consider
is
[r]
for
r (w) r
row
respectively.
(y)
9,. (z)
and
[]'
for
r (uf) 3 r (af) 3 r (y) S r
(z
).
qua functions of z. The effect of increasing z by it or nr

the first row of the following table into those in the second
[3], [1]', [2]', [3]', [4]'
to transform the functions in
or third
(x)
THE THBTA FUNCTIONS
21 3]
-
for
Example 2. By writing w+^n, x + îr

y', z"\ shew that
[3344] + [2211] = [4433]'
where [3344] means 9 3 (w) $ s (x) 3 4 (y) 3 4
Example
3.
Shew that
Example
4.
Shew that
x (and consequently y'+îr,
w,
for
469
z'
'
+ \ir
+ [1122]',
(z), etc.
2[1234] = [3412]'+[2143]'-[1234]' + [4321]'.
J) 1
21 "3.
We
'W+V(Z)=V(4+VW-
Jacobi's expressions for the Theta-functions as infinite products*
now
shall
establish the result
%(z)=G n
G
(where
is
independent of
- 2q M~
(1
+ qin
~2
),
oo
/(*)=
cos 2z
and three similar formulae.
z),
oo
Let
- 9 "2
(1
=i
e 2fe )
(1
=i
- g "2
e~2fe )
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
8" -1
and so
hence f(z)
it is
The
analytic throughout the finite part of the 2-plane,
is
= glm+mrw
e
+ 2mm; so that
iiz
i.e.
where 2iz
zeros;
where
zeros oif(z) are simple zeros at the points
(-2n
+1)
irir
consequently the quotient
(,= ...,-
f(z) and ^4
2,
(z)
1, 0, 1, 2,
.)
have the same
has neither zeros nor poles in
*2ti(z)/f(z)
the finite part of the plane.
Now, obviously f(z +
ir)
f{z)
/0+ttt)= n
and
(1
- qm+l e*
iz
n=\
=f(z) (1-q' e~2iz)l{\

1
=That is
example
-i
e^
(l-q^-'er^)
ft
n=l
- qe
iiz
f(z).
say f(z) and ^(V) have the same periodicity factors ( 2111
Therefore ^(z)/f(z) is a doubly-periodic function with no
3).
to
zeros or poles,
and
so ( 20'12) it is a constant G, say; consequently

Sr4
[It will
appear in
0)
=G
IT (1
21-42 that
- 2q~
G= 5
=i
Write s +
^ 7r for 2 in this result,
(z)
=G
fi (1
cos 2^
(1
+ q4).
- q m ).]
and we get
22
-1 cos 2^
+ q in~%
=i
* Cf.
Fundamenta Nova,
p. 145.
470
^ (z) = - iq* %(z + \ ttt j
Also
=-
iz
iqi e iz
G U
(1
(1
= 2Gqi sin *
- qm e
-
2n
liz
so
*,
0) = 2Gg* sin *
fi (1
2te
fl (1
- ? -* e -
2fe
)
- g-*),
=1
n=\
and
[CHAP. XXI
- 2g cos 2* + gf)
( 1
%(z)=%(z + l^
while
= 2Ggi cos z n
(1
2g
M cos 2z + g4 ").
Shew that*
Example,
[n (l-^-^+ieyjn
(i+ ? 2
= n
(H-?**- 1 )!
(Jacobi.)
2%e
21"4.
We may
and t; and
number
differential equation satisfied by the Theta-functions.
regard
it
(z
t) as a function of
two independent variables z

for S 3 (^|t) any
permissible to differentiate the series
is
of times with regard to z or
t,
on account of the uniformity of
of the resulting series ( 4-7 corollary)
convergence
V^
T)
=_
0Z
fi
m2
4 3^3
% {z
The reader
will readily
in particular
(y^ + 2^)
t)
|
3t
iri
Consequently, the function
exp
= oo
r) satisfies the partial differential equation

.3
dy
prove that the other three Theta-functions
also
satisfy this equation.
21*41.
relation between Theta-functions of zero argument.
The remarkable
result that
*!'(O)
will
now be
established f.
= vo)V0)V0)
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. Werke, i. pp. 515-517), though somewhat more difficult than the
proof given here, is well worth study.
THE THETA FUNCTIONS
21-4, 21-41]
471
Since the resulting series converge uniformly, except near the zeros of
we may
the respective Theta-functions,
differentiate the formulae for the
logarithms of Theta-functions, obtainable from
21
many
as
3,
times as
we
please.
Denoting differentiations with regard

2iq
= %(z)
%'(z)
_=i 1
"^
2iq
2n ~ 1
2 '1
'1
e-'
2n ~ 1
2iz
Making
2iq 2n
2iq m
= i (1
2 "-'
2fe 2
V(0) =
'
~x
{2i) 2 q 2n
2 "" 1
=1 (1
2,
e~ 2iz
d
e~'
e~^z
"- 1
e- 21
5
~1
+ q-
=l 1
we get
-*- 0,
|
,,
~
~ =1
1 + q m '^
~
{2i) q m
e
.= i
+ ^3 (*)
by primes, we thus get
to z
2iz
e~
-^
L.
V(0) = -8S s (0)ji(f
0,
In like manner,
(0)
0,
(0)
= &% (0) 2
=i
(,J
<?
V(o) = a,(o) -1-8 2
V(0) = o,
+ 2"?
1(1
and, if
we
write
(z)
*'(0)
If,
however,
we
sin #
(2),
= 0,
we get
ai
CO)
j^
?
= 8^ (0)2
n=i
V-
1-
differentiate the equation S^ (z)
sin z .(z) three times,
we get
V(0) = <M). V(0) = 3f (0)-^(0).

V"(0) = 24
2
Therefore
V(0)
=i (1
2n
i;
and
V(0)
V(0)
+ V(0)
* (0)
'
MO)"
"
V<>)
- 2
8
L
=i(i
=8 - 2
,=i (i
on combining the
two
line,
If
series.
we get
first
series
2
2
? ")
- 2
=i (i
:+ 2
2")
2' 1-1 2
+ 2
=i(i-2
g"
=i (i
=i (i
<tf
at once
V(Q)
{
%(0)
%(0)
2 "_I 2
'
and writing the third as the difference of

of the first two series in the last
we add corresponding terms
V(0)
..
two
X'(Q)_
%(0)
2i
=1
(l-r)
=1 + V"(Q)
(0)
472
Utilising the differential equations of 21
riV (0
_J
t)
d%(0\r)
__1
8 (0|t)
V
G is
<2t
Integrating with regard to
dr
* 3 (0,
g)
From
'
dr
<?),
lim^3 =
make 50;
G,
lim^4 =
l,
since
l,
?--0
and so
the result just obtained,
which was introduced in
by the formulae
V=
rJ2 ^j0^J4,
G,
we can
21
00
cj>
(0)
2qi
CO
Gn
(1
%=GU(1- q m-
21-41,
OO
(1
n\
% = 2qi G U
- q)\
q)\
f,
we have
- qmy = G
CO
CO
(i
n=\
00
+ qy
(i
+ g-
n (i - q^-^y.
n=l
71=1
the products converge absolutely, since
all
(1
n=l
n=\
by
at once deduce the value of the
3.
of that section,
%=GU(l + 2-
Now
*4 (0,
j--0
The value of the constant
2142.
so,
q)
To determine
q).
-*^2 =2.
rJl
and
d&-4 (0|T)
(0|t)
we get
t,
lim ?
2,
_L
^
the result stated.
is
For,
AiCOJt)
g-*-0
0=1;
see that
constant
^ 3 (0|t)
a constant (independent of
?--0
which
= C% (0,
(0, q)
limg>-*V =
we
be written
dr
V(0|t)
where
may
4, this
[CHAP. XXI
following rearrangements are permissible
<
1,
and
so the
5(1- q' ) 5(1- q)\ .{5(1 + q- 5(1 + q)\

1
n=\
i=\
[n=l
CO
=n
(1
=1
(1
n=\
the
first
n=l
n
)
- qm
(1
and
Hence the equation determining
),
2n.
is
5 (l-qy=G\
n=l
and so
g)
M=l
step following from the consideration that
comprised under the forms 2n
=+
II (1
- qm
).
CO
all
positive integers are
21*42
21-5]
THE THETA FUNCTIONS
To determine the ambiguity
in sign,
473
we observe
that
is
an analytic
function of q (and consequently one-valued) throughout the domain

q < 1
and from the product for $r 3 (, we see that G->1 as g-0. Hence the
|
plus sign must always be taken
and so we have established the result
Q=U= (l-q).
n
Example
1.
Shew
Example
2.
Shew that
that
S1
'
= 2qio s
5 4 =n{(i- ? ^-i)(i- 2 n)}.
Example
Shew that
3.
+2
I ? 2 = n{(l-? 2 ") (1+^-1)2}.
n=I
21 '43.
Connexion of
has been seen
It
the periods
1,a>
2a> 2>
the
n=l
Sigma-function with the Theta-functions.
( 20-421 example 3) that the function

is expressible in the form
o-
(z
au
a> 2 ),
formed with
where j=exp {nia^l a>i).

If
we compare
To
express
this result with the product of 21 '4 for
i^ in
St
(z
r),
we
see at once that
terms of Theta-functions, take logarithms and differentiate twice,
so that
where
\irzja
Expanding
we get
and the function
<fr
is
that defined in 21 '41.
in ascending powers of z
and equating the terms independent of
z in this
result,
__vi
i/^v ,^yf(Q)
"""
<!
and so
3 \2coJ
, lEa
Consequently o-(z|<i,
<o 2 )
\2aJ
___
'
(j>
(0)
can be expressed in terms of Theta-functions by the
formula
<"i
where
!/=-Jn-z/<i.
Example.
Prove that
,2-
21 '5.
/n- 2 o) 2 -9 1
'"
^Wî
W
irt'N
'
2%e expression of elliptic functions by means of Theta-functions.
been seen that Theta-functions are substantially equivalent

to Sigma-functions, and so, corresponding to the formulae of 20-5-2O53,
there will exist expressions for elliptic functions in terms of Theta-functions.
It has just
474
From
the theoretical point of view, the formulae of
[CHAP. XXI
20 5-20 53 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 Thetafunctions have a specially simple behaviour with respect to the real period,
which
generally the significant period in applications of elliptic functions
is
in Applied Mathematics.
Let f(z) be an
set of zeros (a lt a 2
with periods
elliptic function
...
and poles (@ lt
an)
2&>!, 2&> 2
/3 3 , ... /3)
a fundamental
let
be chosen, so that
l(a r -A-) = 0,
r=l
as in 20-53.
Then, by the methods of

ft
20"53, the reader will at once verify that
|^-f|"s\
,77-2-77-/3,.
o>i
where A,
a constant
is
and
if
VI r
^
be the principal part of f(z) at
H,\
f(z)
where
This formula
An
functions.
problem
will
Example.
by the methods
f ire
lo
of
20
52,
la^
fi r
is
important in connexion with the integration of
elliptic
example of an application of the formula to a dynamical
be found in
22'741.
Shew that
V
/.
an
then,
and deduce that
If
fi r ,
d"
2,
V()_
21 "51.
pole
a constant.
is
its
-IT
,,lMvX i-r-^r.m
Tv~T^ Sîl
= AA +
2
A r>m (z-/3 y
r
m=\
Jacobi's
(Z)
d 3/(z)
S/ 2 dz
VW^T
1 5
1
! ()
2)
+ l,2 7r
3 S S,"
^'3
'
V^"-
imaginary transformation.
elliptic function
be constructed with periods 2^,

/ (Wa/wO
>
2&> 2
such that
0,
might be convenient to regard the periods as being 2o) a 2&)! for these
numbers are periods and, if /(o> 2 /a>i) >0, then also I (- a 1 ja 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
it
only quasi-periodic, the behaviour of the function with respect to the real
period 7r 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
THE THETA FUNCTIONS
21'5l]
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

who obtained them from the theory of elliptic functions but Poissonf
Jacobi*,
had previously obtained a formula identical with one of the transformations

and the other three transformations can be obtained from this one by elementary algebra. A direct proof of the transformations is due to Landsberg,
who used the methods of contour integration J. 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 (
For brevity, we
The only
at
shall write
zeros of
S- 3 (z
/t
and
t)
= t',
S- 3
= imr + mrr + = tr + ~ ttt,
respectively,
r) are simple zeros
<
^ w.
at the points
= m, we
where m,
n, m',
n take
t'z
= rn'ir + toVt' + = it +
all
integer values; taking m'
an integral function with no

A
Also
yjr
(z
Consequently
so (
ttt
=n
1,
1>
7Tt)
-4- y}r
2012)
y\r
{z)
(2Z1TT
exp
+ 7T'V\
;
must be a
constant,
and writing z
+ 1 it,
+ ^ ttt,
+ ^ it + ~ ttt
exp O'tV/tt)
t)
exp O'tV/tt)
t)
=-i
(*
(*
(zt
r)
in turn for
A% {z\t) =
^*r2
= 1,
2lz
(independent of
A% (z\r) = exp (itV/tj-) ^
Thus
^) x q'~H~^
+q
= 1.
a doubly-periodic function with no zeros or poles
(z) is
y}r(z)
-5-^.(*|t)
zeros.
f (z - 7t) + f (*) = exp (
while
and
,=
see that the quotient
*(*)=exp(^)*,(^
is
= exp (mr).
(t'z
it)
which
z
be interpreted by the convention arg (
tV) " * is to
z,
we
easily get
t'),
(e-r'
^ (st'
exp (i'tV/tt) ^ (*t'
z).
t'),
J
).
Math. in. (1828), pp. 403-404 [ff e <r. JFer/ce, i. (1881), pp. 264-265].
de V'Acad, des Sci. vi. (1827), p. 592; the special case of the formula in which z =
* Journal fiir
Mem.
had been given
earlier
by Poisaon, Journal de VEcole poll/technique, xn. (cahier
xix), (1823),
p. 420.
+ This
Math.
method
is
cxi. (1893), pp.
indicated in example 17 of Chapter
234-253.
vi, p. 124.
See Landsberg, Journal fur
47 G
We
still-
have to prove that
equation and then put z
and
to
do
differentiate the last
so,
=
we get
^V(0|t) = -w'V(0|t').
;
%'(0
But
A = ( ir)*
[CHAP. XXI
(0
+)
=*,(0 r)%(0
t')
=^
(0 t')
J
t)
|
(0
on dividing these results and substituting, we
A=
To determine the ambiguity
VO
t') 9r4
(0
t)
r')
|
at once get
A" = ir,
2
and
so
(-ir)i.
in sign,
we observe
that
4V0|t)=V0|t),
both
the
Theta-functions being analytic functions
of r
when I
(t)
>
thus A is analytic and one-valued in the upper half T-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
A = + (-ir)i;
this gives the transformation stated.
It has thus
been shewn that

1
THE THETA FUNCTIONS
21*52, 21-6]
take
integral values
all
477
= mir +
these are the points where 2z
which are the zeros of S\, (2s
+ ^)
it
and
ir
2t,
Hence the quotient
2t).
V*1t)V z1t)
^
has no zeros or poles.
has multipliers
(2^ 2t)
|
Moreover, associated with the periods
and ((p'e-2 *2 ) (- qê-**) -^(-q-"-e~4iz ) =
a doubly-periodic function, andvalue of this constant
may be
is
consequently
it is
ttt, it
therefore
20'12) a constant.
The
and we then have
we get a corresponding
result for the other
obtained by putting z
the result stated.

If
we
write
z+^ttt
for
z,
Theta-functions, namely
%(z\t)%(z\t)
%{2z\2t)
21 '6.
The
From
VO K>> (0|t)
^
(0f2T)
differential equations satisfied by quotients
21/11 example
3, it is
of Theta-functions.
obvious that the function
%(z)+%(z)
has periodicity factors 1,-1-1 associated with the periods
and consequently
its
vt
tr,
respectively;
derivative
i%'(z)%(z)-%'(z)%(z)\+<$/(z)
has the same periodicity factors.
(-z)/^2 ( z ) has periodicity

But it is easy to verify that ^ ( z )
+ 1 and consequently, if < (z) be defined as the quotient
{%' (z) * 4 (*) (z) S (z)) - {% (z) % (z)},
2
factors
1,
then
(j>
poles of
cf>
Now
(z) are
consider
<f>
(z
+ ^ ttt)
and
ttt
iz
and the only possible
ir
and
tt
+ ^ ttt.
from the relations of 21-11, namely
X(z),
*Jz + \irr} = q-ie- U *

we
tt
simple poles at points congruent to ^
%(z+\^=iq-*e-
'
doubly-periodic with periods
(z) is
(s),
^(z + lirrîq-ie-^îz),
% (* + |ttt) = qê~
iz
%(z),
easily see that
^+|n)= !- X (*) ^ (*) + V (*) S

Hence
<
(z) is
these periods,
congruent
the
to ^ t.
doubly-periodic with periods

only possible poles of
</>(z)
(z)}
tt
and
{*3 (z)
^ irr
(z)}.
and, relative to
are simple poles at points
[CHAP. XXI
478
Therefore (2012),
the value of this constant
We
a constant; and making
is
(f>(z)
{V "Vj
is
-f-
z>0, we
see that
{^2^3} = %*
have therefore established the important result that
~,V*) V*).
j.(Vf))
writing
= ^1
(*)/^4
of the results of 21 -2,
0) and making use
(^f
we
see that
V - f V> (V - f V).
2
This differential equation possesses the solution Sj 0)/^ 4 ( It is not

difficult to see that the general solution is %(z + a)/%(z + a) where a
since this quotient changes sign when a is
is the constant of integration
;
increased by
tr,
may be
the negative sign
suppressed without affecting the
generality of the solution.
Example
1.
Shew that
d
*
Example
2.
,,!(!) &,()
fo(]_
15 4
(2)J
54 (z) 3 4 (z)"
Shew that
J 4
(z)
2%e genesis of the Jacobian Elliptic function* snu.
21*61.
The
0) S 4
jy=(v-rvxv-pv),
\dz)
which was obtained in

change of
21
of
if
6,
may be brought
to a canonical form
by a
slight
variable.
%%/% = V, z% =
2
Writef
then,
k% be written in place of
&
/S 3 the equation determining y in terms

,
is
2
|) =(i-^)(i-w
This differential equation has the particular solution
The
function of
the periods 7r^ 3
2
,
it
on the right has multipliers -
7ttS- 3 2
periods 2tt%*, 7tt& 32
it
is
In any
congruent to J7tt^ 3 2 and tt%3 2
therefore
cell,
1,
+1
2
;
and, on account of the nature of the
quasi-periodicity of y, the residues at these points are equal
sign
the zeros of the function are the points congruent to
* Jaoobi
associated with
doubly-periodic function with
has two simple poles at the points
it
+ ^ttt%
and other early writers used the notation
sin
am
and opposite
and tt'Ss2
in place of sn.
t Notice, from the formulae of 21-3, that 3- 2 *0> &3 + O when q < 1, except when q
which case the Theta-functions degenerate the substitutions are therefore legitimate.
\
in
= 0,
in
21-61, 21'62]
It
is
THE THETA FUNCTIONS
customary
to regard
y as depending on k rather than on q
exhibit y as a function of u and
k,
or simply
= sn (u,
=
y snu.
It is
now
evident that sn (u,k)
k)>sin
that sn(u,
is
Shew
1.
is
t,
when
tt'
y = -^
J2
77-rfV are
is
the same
quasi-periods 7r^
t'),
so that
K'
I.
n3l()3()
3
S 4 (z) S 4 ( 2 )'
and u = z$^, then
=(i-^ +
Shew that
l^sW^.n,^*)
Clfe
and deduce
2
3 ,
-J* (2)
2)
2.
+ k' =l,
so that k 2
has periods <&K, 2iK'.
(u, k)
54 ( 2 )
Example
The
= ^4 /%,
that
<*(')
that, if
(so that &->0), it is easy to see
2K' = tt%2 (0
see that
of
fl?S
and deduce
function of the second
elliptic
called the modulus; if k'i
we
21-51,
function of r as if
Example
an
is
the complementary modulus.
usually written 2K, 2iK', so that sn
From
to
k),
when q^>0
and
u.
The constant k
k' is called
20-13
we write
of the types described in
479
that, if
y=-^
?r7~\
>
34
an(^
(2)
S4
(2)
^2
()
54
(z)
'
u = z9- 3 2 then
,
g)
Example
=(l-^)(^-^).
Obtain the following results
3.
(^r)
"
= 52= 2 ? i
+?2 +?6 +? t2 +? 20 +-),
=54 = l-2? + 2 2 *+^ 9 -...,
K'=Kv-nog{llq).
[These results are convenient for calculating
21'62.
Jacobi's
Eta-function
earlier
notation*.
K, K' when q
k, if,
is
given.]
The Theta-function (u) and
the
H ().
The presence
of the factors
S- 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
6 (u) = ^ (V t),
() are 2K and
4
so that the periods associated with

* This
is
2iK'.
the notation employed throughout the Fundamenta Nova.
[CHAP. XXI
'480
The
(u + K)
function
have the function
(u)
H (u) = - iq ~ * e
% (z)
and
replaced by
is
The reader
will
then replaces
(z)
and
in place of
^ (z)
we

in " n2K)
<&(u
+ iK') = % {u%~*
r),
H (u + K).
have no
translating the analysis of this
difficulty in
chapter into Jacobi's earlier notation.

Example
"
If
1.
e'()=
shew that the
singularities of
at the points congruent to iK'
Example
are simple poles
iu)
ecu
(mod 2K, 2iK') and the residue

;
at each singularity is
1.
Shew that
2.
h'
4tt
(0)
k- h K
!
(0)
e (K).
The problem of Inversion.
21"7.
Up
the present, the Jacobian
to
elliptic function sn (u, k) has been

depending on the parameter q rather than on the
has been shewn that it satisfies the differential equation
implicitly regarded as
modulus
and
jfc ;
it
d
(
= (1 ~
~^rJ
= ^ 24 (0,
where
sn2
A;
lt)
(1
~ sn2 u)i
g)/*, (0, q).
But, in those problems of Applied Mathematics in which elliptic functions
we have
occur,
to deal with the solution of the differential equation
^J
in
which the modulus k
value of q
which
is
= (i-f)(i-ky)
we have no a
given, and
priori knowledge of the
and, to prove the existence of an analytic function sn
we have
satisfies this equation,
to
shew that a number t
(u,
k)
exists* such
that
F = V(0|t)/V(0|t).
When
number
this
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
(u,
k)/u
1.
u.--0
That
is
to say,
we can
invert the integral

dt
Jo (1
so as to obtain the equation
The
that
|
after the
<
existence of a
1.
An
manner
number
r,
y = sn
for
(w, k).
which I
(t)
> 0,
involves the existence of a
number
q such
alternative procedure would be to discuss the differential equation directly,

of
Chapter
x.
THE THETA FUNCTIONS
217, 21*71]
The
shewing that the equation
difficulty, of course, arises in
= V(0|t)/V(0|t),
(where
481
has been written for k 2 ). has a solution.
When*
<
<
identity given in
easy to shew that a solution exists.
it is
1,
-
21 2
From
the
corollary, it is evident that it is sufficient to prove
the existence of a solution of the equation
1-c = V(0|t)/V(0|t),
which may be written
- c= U
i
\1
+ q-
Now, as q increases from

to 1, the product on the right is continuous
and steadily decreases from 1 to
and so ( 3'63) it passes through the
value 1 c once and only once.
Consequently a solution of the equation
in t 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),g(r),h(r).
The problem
may
of inversion
may
be regarded as a problem of Integral Calculus, and
it
be proved, by somewhat lengthy algebraical investigations involving a discussion of
the behaviour of
(1
2
t )
~ i (1 - k 2 t 2 ) ~ i
when y
dt,
on a 'Riemann
lies
surface,' that the
J o
problem of inversion possesses a solution. For an exhaustive discussion of this aspect of

is referred to Hancock, Elliptic Functions, I. (New York, 1910).
the problem, the reader
It is, however, more in accordance with the spirit of this work to prove by Cauchy's
method ( 6'31) that the equation = 5 24 (0 r)/S 3 4 (0 t) has one root lying in a certain
domain of the r-plane and that (subject to certain limitations) this root is an analytic
fl
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
The general theory of these functions (which are of
are known as modular functions.
great importance in connexion with the Theories of Transformation of Elliptic Functions)
has been considered in a treatise by Klein and Fricket.
2niriT
/W
Let
^ (T) -
lfl
^^ {^-^l
W^W
fl- e (2"-D"Y
.MiK>
_^
(Q
r)
V(0|r)'
h{T)=-f{r)lg{r).
Then,
if
rr'=
- 1,
the functions just introduced possess the following properties
/(r + 2)=/(r),
by
21 -2
f(r + l) = h(r),
corollary, 21 '51 example
* This is the case
which
is
g{T + Z)=g{r),
f(r)+g(r) = l,
f(r')=g(r),
jM=/(r),
1.
of practical importance.
t F. Klein, Vorlesungen Uber die Theorie der ellijptischen Modulfunktionen (ausgearbeitet und
(Leipzig, 1890.)
vervollstandigt von E. Fricke).
W. M. A.
31
482
It is easy^to see that as I(t)-*~+co
zr
^s e~" f( T)=fi (r) and g (r)
tend to
The principal solution o//(t) c=0.
21*711.
It has
t)
the functions
R (r), when 1 $ R (V) ^ 1
and the derivates of these two

tend uniformly to zero* in the same circumstances.
unity, uniformly with respect to
functions (with regard to
[CHAP. XXI
been seen in
and on any contour,
6*31 that, if /(t) is analytic inside
the number of roots of the equation /(*) c =
inside the contour
is
2iri
times
equal to
*/(t)
dr,
b
taken]round the contour in question.
Take the contour ABGDEFE'D'C'B'A
shewn
in
the figure,
it
being supposed
temporarily t that f(r) c has no zero actually on the contour.
-1
The contour
is
manner
constructed in the following
FE is drawn parallel to the real axis, at a large distance from

AB is the inverse of FE with respect to the circle r =
BC is the inverse of ED with respect to r = 1, D being chosen so that 1)1= AO.
By elementary geometry, it follows that, since C and D are inverse points and 1
it.
own
inverse, the circle
AB
in the line
half of the figure
is
and so the arc
The
is its
of this
R (t) = .
as I (r) -- + oo
g -*
values of /(r) at points on the contour are discussed in 21*712.
|
CD
the reflexion of the right-hand half in the
This follows from the expressions for the Theta-functions as power series in
observed that
t
1.
on Dl as diameter passes through C
circle is the reflexion of the arc
The left-hand
R(t)=0.
q, it
line
being
2 17 1
1]
THE THETA FUNCTIONS
483
It will now be shewn that, unless* c^l or eÔ, the equation /(t)-c = has one, and
only one, root inside the contour, provided that
is sufficiently distant from the real
axis.
This root will be called the principal root of the equation.
FE
To
establish the existence of this root, consider
/ -ri.
dr taken along
B the
f(r)-c
dr
various portions of the contour.
Since/(r + 2)=/(r), we have
Ith-^*^
if
j ED) T(t)-C
[J DE +f
BC
Also, as t describes
EC,
and
dr
r'(=-l/r) describes
E'E
and
ED
respectively;
and so
ifBC +
(J
ffl^Jf
dr
JC'B')f(r)-C
(J
BC
E'D'
I
(
J CB' ) ff(r)-c
DE) g[r)-c
dr
dr
= 0,
because g (t'4-2) = <7(t'), and consequently corresponding elements of the integrals cancel.
Since / (r + 1) = h
(r),
i\
UD'C
but, as
t'
describes
we have
f
JCD)J{t)-c
B'AB,
r describes
4U_f
jti-^*;
dr
dr
)BABh{T)-c
and so the integral round the complete contour
.?',
reduces to
/ S.E' 1/ T )
JJBB'I/M-
Now
h(r')
<^r
dr
/(i"')
rfr
A(r){l-c.A(i-)}
rfr
(V)-c
dr
dr
"
as 2" moves off to infinityt, /(r) c-- c=t=0, ^(r) c--l c=|=0, and so the
limit of the integral is
~ lim
EE'
"i
hJT7-\
(t) dr
ii
h 0)} dr
lo S
E'E
But 1-
o.
-C A
.
(r)
L /'ÂW _ rfiogyW ^
\
dr
g^r^l, îlÔ, ^^-*0,
k (r)+-l, f^r^l,
dr
and so the limit of the
integral is
/
Tridr
'2,iri.
E'E
from the real axis that / (r) c, 1 c h (r),

then the contour will pass over no zeros
EE',
above
g
of/(r) -c as EE' moves off to infinity and the radii of the arcs GD, EC, B'AB diminish
to zero; and then the integral will not change as the contour is modified, and so the
Now,
(r)
if we choose EE' to be
have no zeros when t
initially so far
is
original contour integral will be Viri,
and the number of zeros of /(t) - c inside the
original
contour will be precisely one.

* It ia
shewn
in 21-712 that,
if c
^1
or c
t It has been supposed temporarily that
^0, then/ (r) - c has a zero on the contour.

and c=t=l.
c=f=0
312
484
The values of
21-712.
We
the
modular function f (t) on
now have to discuss the point mentioned

f(r)-c on the lines* joining +1
[CHAP. XXI
the contour considered.
at the beginning of 21-711, concerning

to l + oot and on the semicircles of
the zeros of
OBCl, (-l)C''0.
As
ltol + oot
r goes from
or from
So, if c is negative,
real negative values.
sponding indentation in D'E'
and the
- 1 + oo i, /(r)
to
goes from
we make an indentation
in
oo
through
to
DE and
a corre-
integrals along the indentations cancel in virtue of
the relation /(r + 2) +/(r).
As t describes the semicircle OBCl, t goes from - 1 + oo i to 1, and/(-r) = g (t) = 1 f(f),

and goes from 1 to + oo through real values it would be possible to make indentations in
BG 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
;
0<R
<
(c)
1 and I (c) be small, this merely makes r cross OF by a
Now, if
E' (or vice versa) and the value of q alters
to
R(c) <0, r goes from
goes
from
BG
to
B' C, and so q is not a one-valued function
only slightly but if R (c)
1, t
real part of
short path
r.
>
of c so far as circuits round c
we
DE
if
+1
cut the c-plane from
= +1
to
are concerned
+oo
and then
determined as a one- valued analytic function of
make
to
q a one-valued function of
for values of c in the cut plane, q
c,
say q
(c),
by the formula q
= e'"- T
(c)
c,
is
'c'
where
2tti J
as
may
be seen from
by using the method of
6'3,
dr
f(r)-c
5-22.
If c describes a circuit not surrounding the point c = l, q\c) is one- valued, but t(c)
one- valued only if, in addition, the circuit does not surround the point c = 0.
The periods, regarded as functions of the modulus.
21 '72.
Since
K=\n^
c(=h2 when
)
K'
that
it will
is
It will
we
see from 21-712 that

to
+oo
is
made
not a one-valued function of
appear later
21-73.
is
( 22-32)
is a.
one-valued analytic function of
in the c-plane;
but since
unless an additional cut
that the cut from
not necessary as regards
to
that,
when
K'=
vrK, we
made from
we
shall
o>i, a>i)
shew that
it is
The problem
is
solved
if
see
oo
so far as
'.
invariants
elliptic functions.
2
s
g % and g 3 are given, such that g 2 =2,7g^
;
it
that
is
possible to construct t periods 2a)!, 2a> 2 such that the function
and g 3
we can obtain a
has invariants g 2
to
+oo which was necessary
The inversion-problem associated with Weierstrassian
now be shewn
is
possible to construct the Weierstrassian elliptic function with these invariants
to say,
(0, q)
a cut from
K is concerned
is
is
solution of the differential equation
form
y = @ (z
u 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.
of the
We
have seen that
EE
'
a>
can be so chosen that
a> ).
/ (t) -
has no zeros either on
EE
'
or on
the small circular arcs.

t
On
the actual calculation of the periods, see E. T. A. Innes, Proc. Edinburgh Royal Soc.
357-368.
xxvii. (1907), pp.
21712-21-8]
By
THE THETA FUNCTIONS
the methods of 21-6,
easily seen that
it is
s;w5 w-ii '()5

1
and hence, using the
vw
dz
Now
that
Ww
~
J
(v)=-3s w54 wv,
we have
results of 21-2,
WW
e2 )/(ei
WW
be the roots of the equation ty gtiyg 3 =Q, chosen in such an order

e3 ) is not* a real number greater than unity or negative.
3
let e 1 , e , e 3
2
(ei
485
In these circumstances the equation
-e2 _ ii (0\ T )
-e3 ~93i (0\r)
e1
e1
possesses a solution (21-712) such that

t of the Theta-functions,
Choosing t in
this,
which has, up
manner,
let
I(t)>0;
till
this equation determines the
parameter
now, been at our disposal.
be next chosen so thatt
Then the function

2/=42
l7(7K)
532(0|r)V(0|T)+ei
the equation
satisfies
"">,
-4(y _e
dz)
The periods
of y,
y-e2)(y-8
1 )(i
qua function of z, are nA,
irr/A
).
calling these 2<a,, 2&i 2
we have
l(a> 2 /at 1 )>0.
The function p(z
f(z)-A
seen that
a>
2
9 2V
(v
the origin J
If
6*2,
may be
&> )
2
t)
constructed with these periods, and
V( K)V(0| r)-i
is
an
elliptic function
it is easily
with no pole at
therefore a constant, C, say.
it is
be the invariants of
fp(z
a lt
a> ),
2
we have
4<p3(z)-G$(z)-Gs = p'Z(z) = 4{%>(z)-C-e 1 }{g>(z)-C-e2 }W(z)-C-e 3 },

and
so,
comparing
coefficients of
0=0,
jj3(z'| <o
<a 2 )
we have
G3 =g3 -g2 C+4C\
Hence
and so the function
(p (z),
G =g2 -l2C*,
0=120,
=g,
Gs =g3
with the required invariants has been constructed.
The numerical computation of elliptic functions.
218.
The
powers of
proceeding in ascending powers of q are convenient for

But
calculating Theta-functions generally, even when q is as large as 09.
series
it
usually happens in practice that the modulus k

* If
iZll > i
i-ek
The
values
t The
0, 1, oo
thenO<^*<l;
<-i7
of fa
- e^jfa -
sign attached to
functions of
and
is
e3)
and
if
is
given and the calculation
e
f
e
-i
-i-<0, then 1- -iî->
e ( -e k
e t -e k
are excluded since
g 4= 27(/32
we
1,
and
a matter of indifference, since
deal exclusively with even
z.
-2 cancel, and there

% The terms in z
is
no term
in z
_1
because the function
is
even.
486
[CHAP. XXI
K, 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
of
but these series converge slowly except when k and k' respectively are
quite small so that the series are never simultaneously suitable for numerical
|
calculations.
To obtain more convenient

as a root of the equation
formula
K= ^tt^s
(0, q)
series for
= S-
2
2
q)/%
(0,
{\jq).
The equation
equivalent to*
==
Writing 2e
have seen
solution which
(0, q)f
(0,
Jk'
-^v,
We
k=
*/
1
is
and K' from the formula
K'=^K\og
is
numerical work, we first calculate q

from the
(0, q), and then obtain
(so that
_s
q)/%
<
(0, ?)
l
when
g)
_ V0,
%(0,q) + %(0,q)
we
1),
get
%(0, tfY
21-71-21-712) that this equation in q 4 possesses a
when
expansible in a Maclaurin series in powers of

It
<&<
<
g)-*(Q,
(Q,
(0, q)
<
-=
and so q
will
be
in this domainf.
remains to determine the coefficients in this expansion from the
equation
+ q + q + ...
~l + 2q +2q + ...'
q
which
may
2S
16
be written
q
=e+
2q*e
-g +
9
2g
16
-q +
25
...;
the reader will easily verify by continually substituting

for q
wherever q occurs on the right that the

q
The
first
15e 9
+ 150e
2q
g +
...
two terms j are given by
13
-I-
(e
').
this series converges
when
two terms of this expansion usually
suffice
been seen that
It has just
[Note.
= e + 2e +
first
<
thus, even if h be as
= 0-933..., = , 2c 5 = 0-0000609, 15e 9 = 0-0000002.]

Given ^=^ = 1/^/2, calculate q, E, E' by means of
also by observing that r=i, so that q = e~".
E=E' = 1-854075.]
[q = 0-0432139,
large as ^(0-8704)
Example.
obtained, and
numerical work
< k < 1, and so q is positive and <^Jk' < 1.
The Theta-functions do not vanish when g < 1 except at g = 0,
the expansion just
* In
possible branch point.
t This expansion was given by Weierstrass, Werke, n. (1895), p. 276.
so this gives the only
THE THETA FUNCTIONS
21-9]
The notations employed for
21-9.
The
the Theta-functions.
following scheme indicates the
employed by various writers

function.
SxOrt)
487
principal systems of notation which have been
the symbols in any one column
all
denote the same
488
[CHAP. XXI
Obtain the addition-formulae
2.
h<3+z)hLy-z)W=h^y)$2Hz)+W\y)W{z)=W(T/)W{z)+W(y)^(z),
and,
by increasing y by half periods, obtain the corresponding formulae

3 r (y + z) 5 r {y - 2) S 2 2 and r (y + 0) 5 r (y - z) S 3 2
for
where
3.
= I,
(Jacobi.)
2, 3.
Obtain the formulae
3i(y*)^(y+)^V=^(y)WV*)V*)W**(y)3i(*)M*).
i (y
2) * (y + *) 5 2 54 = S, (y) h (y) 52 (*) S4 (2) 3 2 (y) S4 (y) 3, () 53 (2),
$1 (yz)S i (y+z) 3 a 9=9 l (y) 3 4 (y) S 2 (*) ^ (2) 5 2 (y) S 3 (y) ^ (2) 5 4 (2),
5 2 (y 2) 5 3 (y + 2) 5 2 S 3 - 5 2 (y) 53 (2/) -9 2 (2) 3 3 (2) + ^ (y) 5 4 (y) 5i (2) 5 4 (2),
42 (y 2) *4 (y + 2) 5 2 5 4 = 5 S (y) -94 (y) S 2 (2) S 4 (2) + ^ (y) 3 3 (,y) ^ (2) S 3 (2),
S3(y2)S 4 (y + 2)S 3 5 4 = S 3 (y)S 4 (y)S 3 (2)54 (2j + S I (y)S 2 (y)S 1
(2)S 2
(2).
(Jacobi.)
4.
Obtain the duplication-formulae
52
(2y)
5 3 (2y)
5 4 (2y)
V=5 V -V
S V=S
V -V V
V =5/(y)-S/(y)=V(y)-V(y).
2
S2
(y)
(y)
2
(y) S3 (y),
(y)
(y)
(y)
(y),
(Jacobi.)
5.
Obtain the duplication-formula
S x (2y)
^3^ = 2^ (y) S
(y) S3 (y)
S4
(y).
(Jacobi.)
6.
Obtain duplication-formulae from the results indicated in example
7.
Shew
8.
2.
that, with the notation of 21/22,
[l]-[2] = [4]'-[3j,
[l]-[3] = [l]'-[3]',
[l]-[4] = [2]'-[3]',
[2]-[3] = [l]'-[4]',
[2]-[4] = [2]'-[4]',
[3]
- [4] = [2]' - [1]'.
Shew that
2
[1 122]
= [1 1 22]' + [2211]' - [4433]' + [3344]',
2[1133] = [1133]' + [3311]'-[4422]' + [2244]',

2[1144] = [1144]'+[4411]'-[3322]'-t-[2233j,
= [2233]' + [3322]' - [441 1]' + [1 144]',

= [2244]' + [4422]' - [331 1]' + [1 133]',
=
2 [3344] [3344]' + [4433]' - [221 1 J + [1 122]'.
2 [2233]
2 [2244]
(Jacobi.)
9.
Obtain the formulae
2n~ 1 Kk^='iqi
{(1
-j ") 2 (l-?2n_1
{(l
+ ? 2n 2 (l-2 2"-
=1
k^k"i = 2qi n
10.
Deduce the following
n (l-q^-
results
from example 9
71
(l-g>)
=27T~ 3
(l-2) 6
=4n- s q-i$k' 2 K
3
,
},
)- 2 }.
n (l+j 2"-
y=2qiifJk-i,
q-h^K
71=1
-2
=1
(\+qtof
(1+5")
)^ 2 2 i
(kit!)
=iq~ikt-i,
71=1
>,
-iq-ikiv-
71=1
(
Jacobi.)
THE THETA FUNCTIONS

11.
By considering
~
$
whose corners are -in, $n,
and deduce
that,
when
"-
t {:
a 3"" d:
taken along the contour formed by the parallelogram
-îr + m-, shew that
&ir +7rr,
/(;)
<Î(nr),
^(-)
12.
489
I-? 2 "
..=1
Obtain the following expansions
'
Si' (-)
* q-" sin ins
$'(:)
" (-)"<72 sin2;
" (-)"j"sin2.-
-V(--^
each expansion being valid in the strip of the

which the
-plane in
series involved is
(Jacobi.)
13.
Shew
1 (y)
that, if
1
~^
7o
'*_(_/>'*-
< 1 (nr)
and / (.
= cot y+cot + 4
</
then
2 y*""sin
m=l =
I.
l7n-),
(2i?/
+ 2--\
(Math. Trip. 1908.)

1 4.
Shew
that, if
(.-)
< U (nr\
then
^7T=H,+
2 acos2/i:,
a = 2 2 ? 0+i)e++.
where
(=0
(Math. Trip. 1903.)
[Obtain a reduction formula for a by considering
_1
(.-)}
J{.9 4
e2" te c_z
taken round the
contour of example 11.]

15.
Shew that
3 ^-
is
g -"sin2:
l~w-.i_.iS
"I
with no singularities, and deduce that
it is
zero.
Prove similarly that
^" siu "
*_W H _ tan .-4.

32
,,=i
(,.1
'1
cos 2.
+ j*
4-- sin2_1
_V(-0_
_
1+ iq2
4
S7^ " =i 1 +2q^ri~^2^+^"
__!___}
S4
16.
=4
__i 1
(_)
Obtain the values of
*,
I-',
'
2
g "-'sinS.-
-2}-"- cos2_-t-<^"--'
1
K, K' correct to six places of decimals when
[=0-895769,
'=0-444518,
A"= 2-262700,
A" = 1-65841 4.]
q=&.
490
Shew
17.
that, if
w+x+y+z=0,
[CHAP. XXI
then, with the notation of 21-22,
[3]+[l] = [2] + [4],

[1234]-t-[3412] + [2143] + [4321]
4'(y)
'()
S 4 (y)
3'(y+)_o
5 4 (y + )
S 4 (*)
By putting x=y=z, w = 3x
19.
results
= 0.
Shew that
18.
in Jacobi's
3i( yW)3i(y+)
'^(y)^ M*4 (? + )"
fundamental formulae, obtain the following
+3 43 (#) S4 (3a;) = (2a;) 54

3 3 (a;) S 3 (3a;) - A, 3 (a;) S 4 (3a;) = 2 3 (2a;) S 2
^{x)9 {Zx)+S i (x) 34 (3a-) = 33 (2a;) 3 3
(a;)
Si (3*)
.9
20.
{V

(a;)
5j (3a;)
S 4 2 + 3 4 3 (*-) 5 4 (3a;) S 4 2 }*
+ {53 3 (#)
= {S 2
^
3
(3a;)
(x)
S2 2 - S 4 3
5 2 (3a;) 5 3
(a-)
+5
54
3
(3a;)
(a;)
S4
V} 1
(3a;)
S 3 2 }*-
(Trinity, 1882.)
CHAPTER XXII
THE JACOBIAN ELLIPTIC FUNCTIONS
221.
Elliptic functions with two simple poles.
In the course of proving general theorems concerning

at the
beginning of Chapter xx,
it
was shewn that two
elliptic functions
classes of elliptic
functions were simpler than any others so far as their singularities were
concerned, namely the elliptic functions of order
The
2.
first class consists
of those with a single double pole (with zero residue) in each

consists of those with
two simple poles
in each cell, the
sum
cell,
the second
of the residues
at these poles being zero.
An example of the first class, namely $>(/), 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
Gudermann and
notation (invented by Jacobi and modified by
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).
(5$
But
as
many
of their
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
fundamental
properties
do so for the sake of brevity or simplicity.
2211.
It
The Jacobian
was shewn in
elliptic functions, sn u,
21 (il
that
en
'- -^
(1
t)/& 3 (0
t).
u.
V/V)
the Theta-functions being formed with parameter
$ = % (0
dn
if
_^,
where
it,
(1
Conversely,
modulus^) be given, then, unless kr^l or
if
t,
then
'
the constant k (called the
/>$ 0, a value of
t can be found
These functions wore introduced by Jacobi, but many of their properties were obtained
See the note on p. 51'2.
independently by Abel, who used a different notation.
the modular angle.
is the acute angle such that sin 8 = k, 8 is called
and
0<ft<l,
If
t
*
492
(
21-7-21-712) for which
(0
t)/V(0
= k\
r)
j
so
[CHAP. XXII
that
the
solution
subject to the condition [-/-)
1 is
the Theta-functions being formed with the parameter r which has been
determined.
The
may be
written
[\l-t yl(l-k>P)-idt,
,=
u--
by the methods of 2173, it may be shewn that, if y and u are connected by this integral formula, y may be expressed in terms of u as the
quotient of two Theta-functions, in the form already given.
and,
Thus,
if
m= ("(l-fyiil-kH^-idt,
Jo
may be
regarded as the function of u defined by the quotient of the Theta-
functions, so that y
which are
all
is
an analytic function of u except at its singularities,

to denote this functional dependence, we write
simple poles
y
or simply
y= sn u, when
The function sn u
is
sn
unnecessary to emphasize the modulus*.
it is
known
as a Jacobian elliptic function of
[Unless the theory of the Theta-functions

that the integral formula defines
poles.
Cf.
Now
is
cn( ,
(New York,
I.
t)
1910).]
,||Mg
21"6,
t- snti
*
The modulus
and
assumed, it is exceedingly difficult to shew

u which is analytic except at simple
(B ),
"m-sIS
Then, from the relation of
u,
as a function of
Hancock, Elliptic Functions,
writ,
(u, k),
will
<C)
'
we have
= cnw dn u
always be inserted when
(I),
it is
not
k.
22-12, 22 12l]
-
and from the relations of
=1
(II),
k 2 sn2 u+dn 2 u=l
(Ill),
en 2
cnO = dnO =
and, obviously,
cow
when
poles
make
sn
necessary, that sn
;
it will
made
are
(IV).
discuss the properties of the functions sn u, en u, dn
equations (A), (B), (C) by using the four relations

are sufficient to
493
we have
2 12,
sn 2 u
"We shall
u,
u,
en
en
u,
(I), (II), (III),
u as defined by the
(IV); these four relations
dn u determinate functions of u. It will be assumed,

dn u are one- valued functions of u, analytic except at their
u,
assumed that they are one-valued analytic functions

complex variable k 2 from 1 to + ao and from
also be
in the plane of the
2212.
From
Simple properties of sn
the integral u
(1
u,
t )
en
u,
~*
(1
dn
of k 2
to
when
cuts
co
u.
2 ~~
t )
% dt, it is evident,
on writing
Jo
for
t,
that, if the sign of
Hence sn u
is
y be changed, the sign of u
an odd function of
= Sn u,
Since sn (%)
follows that either the
also changed.
u.
= + en u on
by the theory of analytic continuation
or else the lower sign, must always be
follows from (II) that en ( u)
it
account of the one-valuedness of en

it
is
upper
u,
sign,
In the special case u= 0, the upper sign has to be taken, and so it

has to be taken always; hence cn(-2t) = cnw, and enw is an even function
of u. In like manner, dn u is an even function of u.
taken.
These results are
also obvious
from the definitions
(A.),
(B) and (C) of
22-11.
Next,
let
2
us differentiate the equation sn u
we get
(I),
+ en u =
d en u
= sn u dn u
du
on using equation
in like manner, from equations (III)
and
(I)
d dn u
= k sn
du
, 2
22*121.
we have
u en
u.
The complementary modulus.
+ k' = 1 and M -* + 1 as h ^ 0, k' is known as the complementary

On account of the cut in the -plane from 1 to + x k' is a onemodulus.
2
If h?
valued function of
[With
k.
one-valued, by defining
the aid of the Theta-functions, we can make k'%
a 4 (0|r)/5,(0|r).]
Example.
Shew
that, if
J v
then
# = cn(w,
k).
it
to
be
494
Also,
shew
P(l -fi) "i (fi-k'^'i dt,
u=
that, if
[CHAP. XXII
J v
then
i/
= dn
(u, k).
[These results are sometimes written in the form

1
(l-fi)-i(k' 2 +k 2 fi)-^dt=r
(\-P)-^(fi-k'Z)-%dt.'\
Glaisher's notation* for quotients.
22122.
A short and
convenient notation has been invented by Glaisher to express
and quotients of the Jacobian elliptic functions the reciprocals

are denoted by reversing the order of the letters which express the function,
reciprocals
thus
nsw =
ndu = l/dnw;
ncw = l/cnw,
l/sni(,
while quotients are denoted by writing in order the
first
letters of the
numerator and denominator functions, thus

sc u
cs
[Note.
iams,
= sn w/cn
w en w/sn w,
Jaeobi's
ds
as an abbreviation for
now
tanam u,
w = dn w/sn
u,
was that he regarded the inverse of the
and wrotef
<f>
integral
= a.mu;
he also wrote
A0 = (l-2
sin 2 <)2 for -r-
.]
Obtain the following results
JSxample.
=/
(l+firîl+k'H^-^dt
=/
JO
(i-*' 2 2 )" i (i+* 2 < 2 )" i rf<=
JO
-/
+ l)-5(P+fcZ)-idt
(f-^r^+^r^*
y do m
(*
-l) 4(*2-F)-*rf*
= I" (?-!)-% (k'H2+k*)-i dt

J
(<
-l)-3(l-/E:'
2 2
i
)~ i *.
TAe addition-theorem for

shall
(fi
cs
7 dSM
y cd m
We
cd u
w, dn w was sinam m, cosam a,

due to Guderniaimt, who also wrote tn,
in place of what is now written sc u.
22'2.
= en u/dn u,
dc u = dn w/cn w.
w/dn u,
in use being
for Jaeobi's notation
as fundamental,
= sn
notation for the functions sn u, en
the abbreviations
The reason
sd u
u,
now shew how
elliptic functions of
u and
the function sn
to express $n.(u
;
+ v)
it.
in terms of the Jacobian
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 v, sn (w + v).
* Messenger of Mathematics,
t Journal fur Math.
xvm.
J Fundamenta Nova, p. 30.
xi.
(1882), p. 86.
(1838), pp. 12, 20.
As
/c--0,
am-*-a.
'
-'J-l'2'J. -2-2"2]
[Thoiv
;\iv
THE J.VOOIUAN ELLIPTIC KIXOTION'S
495
numerous methods of establishing tho result tho one given

who was tho tu-st to obtain in IToti, 17o7) tho integral of
;
iiuo to Eiiler*,
is
ossentiallv
i/.r
in tho
of
,r
o'.v
form of an algebraic rotation between
and
)"
is
tho
same quartie funetion
of
and
.r
Throe + other methods are given as examples,
Suppose that m and
saw
when
at the
vary while u
v.
end of this section.]
remains constant and equal to
1-
a.
so that
Now
introduce, as new variables,
= sn
.-',
so that
>,-
and
.<;-
and
.*,
m,
,-\,
denned by the equations
,-\.
sn
t\
t - iwi
=o v
= - .v'H - *~> 'A *"uv
.-/
">
t,l
'-
Differentiating with regard to u and dividing by
we
denotes a quartie function
A*
v.
find that, for general values!? of h and

St
=-{ +
5
A- )
.<;
2.-.
and
respectively,
2.v
<\
=-
v^y\
1.
l -r k*)o,
+ UtrtJ.
Hence, by some easy algebra.
V-v
.-y-';
and
iA" '^] Jt ; ^,\y
.-';.-'.
v^-."
\>v
^
;
>V)il-*~.V'<;' )
so
\_i "
vi-
tf*l
on integrating
where
is
this equation
.....,, d
ju
wo have
the constant of integration.
Replacing the expressions on the
we
&,
left
by
their values in terms of h
en
dn
r sn
and
t'
get
en
t*
sn +
f sn
dn
<
1"
m sn-
-=(7.
'
vr ^-"C F.nler had obtained some sy-ecia

a few years earlier.
t Another method is gixiMi by Lesendre, >'. wcfioies K.'.tiptiqmes, i. (Paris. lS2o>,
inter* sir.u- geometrical proof was vaven by Jsoobi, J^rai filr .V.U*. m. IS-'S
p.
* -4rf<i iVfrojmJit.mrt, vi. (17ili,
1
.
o ;<e#
of this
?0.
and sr
result
J For brevity, we shall denote
s.
I.e.
those values for which
;
,
ov.
.i:
n-ntial eoeiVoionis with regard to
dn n and eu
dn
do not vanish.
:<
by
y>.
3T'. ; .
dots. shu-s
496
That
(i)
is
+ v=
to say,
a and
we have two
integrals of the equation
[CHAP. XXII
du+
dv
= 0, namely
(ii)
sn u en v dn v
dn u
sn v en u
k 2 sn 2 u sn 2 v
=C,
By
each integral involving an arbitrary constant.
the general theory of
differential equations of the first order, these integrals
cannot be functionally
independent, and so
sn u en v dn v
1
is
u+
expressible as a function of
On
putting v
= 0, we
sn v en u dn u
k 2 sn 2 u sn2
v; call this function
see that
/(m)=siim; and
f(u +
v).
so the function
/ is
the
sn function.
We
have thus demonstrated the result that
+v) =
.
sn (u
which
is
+
kr sn
sn u en v dn v
2
sn v en
u dn
,
;
2
u sn2 v
the addition-theorem.
Using an obvious notation*, we may write
^^
m ( + ,)= ^02^2
\
Example
Obtain the addition-theorem for sin by using the results
1.
/<isin\ 2
-= 1
Example
r S2C1CI1
Prove from
2.
first
= 1 - sin',
1).
principles that
/_9
d_\ s 1 c 2 d2
+s
c1
l-k\%*
du)
\dv
and deduce the addition-theorem
/dsinv\ 2 _
sin2 m,
'
for sau.
(Abel, Journal fur Math.
Example
11.
(1827), p. 105.)
Shew that
3.
fr
s1 c2
s22
_ 81^^ + 8202^ _ s d c2 +s2 d2 c

e c2 +
d s 2 d2 did2 A% s 2 ciC2
1
d2 -S2 ciî
-\-
s-
'
(Cayley, Elliptic Functions (1876), p. 63.)
Example
4.
(2/
Obtain the addition-theorem for sn m from the results
+ 2) -4 {y - ) 52 5 3 = , (y) 54 (y) 52 (2) S 3 (.) + 5 2 (y) 53 (y) 5

+ 2) s4 (y - > = (y
M - h* (y) (4
v V W
a* (y
given in Chapter xxi, Miscellaneous Examples
Example
5.
y
can be expressed in the form (sn
Abel's
method
*
Assuming that the coordinates

2
u,
and 3
of
3 4 (2),
u),
(pp. 487, 488).
obtain the addition-theorem for sn u by
( 20-312).
This notation
is
due
(Jacobi.)
any point on the curve
= (l-a'2 )(l-Px2
en u dn
X ()
to Glaisher, Messenger, x. (1881), pp. 92, 124.
22'21]
497
[Consider the intersections of the given curve with the variable curve y = \ + mx + n.v i
is (0, 1)
let the others have parameters u lt it 2 u 3 of which j, u 2 may be chosen
;
one
arbitrarily
method
by suitable choice of m and n. Shew that u + u 2 + u 3

and deduce that this constant is zero by taking
1
is
constant, by the
(x1
+ X2+x3
of 20'312,
m = 0, n=
-$(l + k-).
Observe also that, by reason of the relations
(P-Ti2 ) x 1 x2 x3 =2m,
(k 2
-n2
+ x2 +
(x 1
= 2,mn,
.r 3 )
we have
Xi(l
hi x{ x2t = x3 1+ n
2
2mx1 X2x3 -2mx x2 ~nx x 2
-A
= {xl +x2 + x3 nx x2 x3 (xi + x2 2km.'! #2 nx

= -x y2 -x2 y^
)
x 2 (xi+x2 )
The addition-theorems for cum and dn
22'21.
We
shall
now
establish the results
en (u
en u en v
+ v)
dn (u +
v)
sn u sn v dn u dn
& sn u sn v
2
= dn w dn v
sn w sn v en
A? sn2 u sn y
fcs^s^y en2 (u
it
en v
the most simple method of obtaining them
Using the notation introduced
Jc*
(1
u.
from the formula
is
end of
at the
22'2,
we have
+ v) = (1 - &Vs {1 - sn (u + v)}
= (1 - s 5 ) - {sÂ + SzC^Y
- s, (1 - si) (1 - & s )
= 1 - 2& s s +
s (1 s ) (1 - ^Sj 2s s c c d d
= (1 - Sl ) (1 - s 2) + Sl s (1 - k*s*) (1 - & s )
2s s c c d d
= {c c s s d d^f
2 2
2 )
A;
&W
2
2
2
2
cn(M
and so
t>)
But both
+ v).
sn (u
for
fe
<iV
of these expressions are one-valued functions of u, analytic
and
except at isolated poles
and
zeros,
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
w = 0, we see that the plus sign has to be taken. The first formula is
;
consequently proved.
+ v) follows in like manner

(1 - kWs T - & {siC d + SjCjd,)
= (1 - ^V) (1 - kW) + ktsfsi (1 - sf) (1 - s
The formula
for
dn (u
from the identity
2 )
the proof of which

w.
11.
a.
is left
2&2 s
s 2 c 1 c 2 d I tf2
to the reader.
32
498
Example
Shew that
1.
d n(, + ,)dn( M
[CHAP. XXII
-,)=^W
(Jacobi.)
[A
in the
u+v
set of 33 formulae of this nature connecting functions of
Fundamenta Nova,
Example
is
given
pp. 32-34.]
cnw + cnv
_
an dnfl + snudntt
+ en v)j(so. u dn w + sn
+ en (u + v)}/sn (u + v).
so that (en a
{1
u-v
Shew that
2.
cu
equal to
and of
dn u)
is
cnu+eno
anudnu + sn udn u
dv
a function oi
Obtain a corresponding result for the function
(s 1 C2
u + v only
'
and deduce that
+ S20i)/(d + d2
1
it is
).
(Cayley, Messenger, XIV. (1885), pp. 56-61.)
Example
Shew that
3.
1 k2 sn 2 (u + v) sn 2 (u v) = (l k2 sni u) (1 - Psn4 v) (1 2 sn 2 Msn2 y)~ 2

&' 2 + Pen 2 (u + v) en 2 (-) = (i' 2 + i! cii4 B) (A^+^cn 4
^ (1 2 sn%sn 2 i>)~ 2
,
(Jaeobi and Glaisher.)
Example
22 '2
Example
Obtain the addition-theorems for en (u + v), du(u + v) by the method of
4.
example
5.
4.
Using Glaisher's abridged notation (Messenger,

s, c,
d=sn u,
en
dn u,
u,
and
S, C,
D = sn 2u,
x. (1881), p. 105),
namely
en 2m, dn 2,
prove that
=;
2sed
;ni
l-2s2 + k2 si
o=
2
l-rs~.
s*
+ 2 s4
1-2 S4
1 -2/i; 2 s 2
JJ-
,
'
(1+5)4- (1-5)*
'
Example
6.
With the notation
(1
+ &S)* + (1-&S) 4
of
example
shew that
5,
1-Z>
D-k 2 C-k'
1-C
s' =
l+D k (l + C)
I? (D-C)
- 2 ^ 2 (l- i))
J
/)
PC
g
+
+
_
_
_
c=
1+Z>
2 (l + 0)
IP (D-C)
D-C
+ C)
+ D-k2 C
k' (l+D
{:'
k' 2
+D
2
(
+ D-k2 C
' 2 (1
_ +D+k C = D+C JJ
l2
k'^
l-C)
D-C'~k' +D-k
2
C
(Glaisher.)
22-3.
We
The constant K.
have seen that,
if
u=>
T (I - P)-l (I - k*P)~i dt,

Jo'
y = sn
then
If
we take
(u, k).
the upper limit to be unity (the path of integration being
customary
symbol K, so that sn (K, k) = 1.
a straight
[It will
line), it is
to
denote the value of the integral by the
be seen in 22'302 that this definition of
2
JttSs in 21-61.]
is
equivalent to the definition as
;;
22-3-22 '302]
499
en K = and dn
k' to fix the ambiguity in sign,
and
trace the change in (1 - k'trf as t increases from
1,
to 1
expression is initially unity and as neither of its branch points (at
K=
It is obvious that
<h<
suppose
since this
= Ar ) is encountered, the final value of the expression is positive, and so

and therefore, since dn K is a continuous function of k, its value is
it is + k'
always + k'.
1
The
elliptic functions of
K are thus given by the formulae
snZ = l, cnK = 0, daK =

The expression of
22*301.
K in terms of
In the integral defining K, write
= sin
K= Jor* (1 kHm
When \k\<
1,
k.
and we have at once
<j>,
fj))-id(f).
may be expanded
the integrand
the series converging uniformly with regard to

integrating term-by-term
( 4*7),
we
in a series of powers of k,
(by
j>
= &2
By
2n
3*34, since sin
<f>
1)
at once get
Z = \*F{llil;)-\*F(l
where
k'.
};1;),
the theory of analytic continuation, this result holds for
when
a cut is made from 1 to + oo in the c-plane, since

both the integrand and the hypergeometric function are one-valued and
all
values of c
analytic in the cut plane.
Shew
Example.
that
(Legendre, Fonctions Elliptiques,
The equivalence of the
22302.
Taking
u=%w$32
in 21-61,
definitions of
we
I.
(1825), p. 62.)
K-
see at once that an (ti-3 3 2 )
=1
and so cn(|7r5 3 2 ) = 0.
Consequently, 1-snii has a double zero at |tt3 3 2

Therefore, since the number of poles
of snu in the cell with corners 0, 27i-3 3 2 w (r + 1) 5 3 2 n (r- l)-9 3 2 is two, it follows from
.
2013 that the only
m and n are integers.
zeros of
1 snw
are at the points M=|-7r(4i+l+2tti-)3 3 2 where

,
Therefore, with the definition of 22 -3,
Z=|7r(4m + l + 2w7-)532
Now
n=0,
take r to be a pure imaginary, so that
and
is
real
and we have
so that
^7r(4m + l)5 3 2 =
m is a positive integer or zero

If m is a positive integer, since
where
so passes through all
a value of a
less
than
it is
(1
Jo
values between
\tt,
[^(l-*8 sin 2 0)--* cty>,

obviously not a negative integer.
- k 2 sin 2 <)
and
K &s
'
d(f> is
and so
sn (^7r5 3
is
untrue, since
a continuous function of a and
a increases from
to n-,
we can
such that
^/(4m + l) = i^3 2 = ("(l-^sin 2
which
0<<1,
^ *^
= sin a < 1,
sn (n-3 2 ) =
1.
322
find
500
Therefore
m must be zero,
that
to say
is
[CHAP. XXII
we have
and ^7r5 3 2 are analytic functions of h when the o-plane is cut from 1 to
But both
+ oo, and so, by the theory of analytic continuation, this result, proved when 0<&<1,
persists throughout the cut plane.
The equivalence
Example
By
1.
K has therefore been established.
of the definitions of
considering the integral

+
'
\l-P)-i(l-kH2)-bdt,
/,
%K= 0.
shew that sn
Example
Prove that
2.
en $K=jft(l + K)~\
snP"=(l +#)""*,
dn $=#*.
[Notice that when u = %K, cn2w = 0. The simplest way of determining the signs to
be attached to the various radicals is to make A-s>-0, t-*-l, and then snw, cnu, dn u
degenerate into sin
Example
u, cos u, 1.]
Prove, by means of the theory of Theta-functions, that
3.
cs^Z=dn|ff=/t' i
The periodic properties (associated with
22 31.
K)
of the Jacobian
elliptic functions.
The intimate connexion

snw, enw, dnw, which
of
may be
with periodic properties of the functions
anticipated from the periodic properties of
Theta-functions associated with -
it,
will
now be demonstrated
directly from
the addition-theorem.
,
By
we have
22-2,
n(u +
T,
K)=
N
In like manner, from

en (u
TT
ttan .g
22 2],
+ K) = k' sd u,
dn
(a
+ K) =
k'
nd u.
en (u + K)
k' sdu
,,.
-' =
r = snw,
+ zK =
T
dn.(u+K)
kndu
en (u + 2K) = en u, dn (u + 2K) = dn u.
sn(w
Finally,
Thus 4<K
is
1.
-,
+ 4<K) =
sn
=-.
(u+ 2K) = snw,
en (u
4isT)
en u.
2K.
Obtain the results
sn(w + 2r) = cdtt,
cn(u + E)= -'sdw,
from the definitions of sn

2.
-.
a period of each of the functions sn u, en u, while dn u has
the smaller period
Example
i_fr Bn
sn (u
and, similarly,
directly
K dn K + sn K en u dn u = cdM
Hence
Example
u en
sn
Shew that
u,
dn
(u + K)=Kndu,
en u, dn u as quotients of Theta-functions.
cs u cs
(K
u)
= If.
'
the jacobian elliptic functions
22-31, 22 32]
-
The constant K'.
22-32.
We
501
shall
denote the integral

l
(l-P)-*(l -#*)-!&
Jo
by the symbol K',

k2 (= c) and so
K'
so that
the same function of k' 2 (=
is
c')
as
is
of
when the
to
oo
To shew that
that
if tt
c'-plane is cut from 1 to
oo
when
i.e.
the c-plane
is
cut from
this definition of
K'
equivalent to the definition of 21 61, we observe

2
in the cut plane, defined by the equations
-
is
= 1, K is the one-valued function of k

K-frSf (0
2 =
r),
(0
(0
r)-=- S,*
(0
r),
i
while, with the definition of 21-51,
K' = ^S*
so that
(0
*' 2
r'),
K' must be the same function of
integral definition of
as
.ST
r')-334
is
of t?
(0
r),
and this
is
consistent with the
K' as
Jo
It will
1 to
oo
now be shewn
that, if the c-plane
K' may be
then, in the cut plane,
be cut from
to
oo
and from
K'^f
First suppose that
concerned are
real.
<
(s
-l)-*(l-Ps
< 1,
<
so that
k'
)~ 4 &.
<
1,
and then the integrals
In the integral
[\l-P)-i(l-H')-idt
Jo
make the
substitution
s
(l-k'H*)-$,
which gives
<v _ i)i
= k't (i - pr> - 1
ds
-&
s )4
2
= k' (i - *)* (i - a/
* )
- *,
_J<fH_
(T^-k^ff
It
it
(i
being understood that the positive value of each radical is to be taken.

substitution, we at once get the result stated, namely that
On
K'=
provided that
oik.
0<k<l;
-l)-*(l-&V)-*ds,
the result has next to be extended to complex values
502
P'*
Consider
(1
[CHAP. XXII
-kH^dt,
-< 2 )"*(1
the path of integration passing above the point 1, and not crossing the imaginary axis*.
l
The path may be taken to be the straight lines joining to 1 - 8 and 1 + 8 to k~ together
with a semicircle of (small) radius 8 above the real

reduce to
+1
each radical
at
is
the value of the former at
positive
S-*-0,
Vk
(
is
n-fi)-^(l-kH^'idt=
like 8^
and so
PV-iHa-wr*^.
(F-m2 )"2(1- 2)-^k,
E is analytic throughout the cut plane.
analytic throughout the cut plane, while
P'* (<*-ir*(l -#**)" *<fc
Hence
is
e'^ $ (2 + 8)*= -i(fi-l)K where

t=\ is + k' when k is real, and
always +k'.
it is
(l-fiyiii-kHtyi dt=K+i
JO
which t
is
and the integral round the semicircle tends to zero
llk
Now
+8
while the value of the latter at
hence by the theory of analytic continuation
Make
(l-< 2 )* and (l-k 2 t 2 )^
If
axis.
analytic throughout the cut plane,
and as
equal to the analytic function K'
it is
< k < 1, the equality persists throughout the cut plane

K'=[
when the
c-plane
is
cut from
to
that
is
when
to say
if-\Y^{\-k^Y^dt,
- oo and from
K + iK' =
Since
Vk
f 1lk
to
+ co
i
(1
-ff)~ 4(1 -*)- *d,
Jo
we have
sn
(J5T
while the value of en
+ iK') =
(K + iK')
1/ife,
is
dn (K + iK') =
Example
1.
- t )^ when t has followed

value is ik'/lc, not + ilc'/k.
the value of (1
the prescribed path to the point 1/k, and so its
Shew that
\j\t[l-t){l-kH?r h dt=\^{t{t-l){kn-\)}-ldt==K,
\j[j-to-t){\-kh)y*dt=\^{t{t-i){\-kH)}-ldt=K'.
Example
2.
Shew
that E! satisfies the
same
linear differential equation as
E ( 22-301
example).
2233.
The periodic properties\ {associated with
K + iK') of the Jacobian
elliptic functions.
If
we make use
sn
(K +
iK')
of the three equations
= k~\
en (K +iK')
-ik'/k,
dn (K+iK') =
Q,
* B(k)>0 because arg c\<ir.

t The path of integration passes above the point u = k.
X The double periodicity of snw may be inferred from dynamical considerations.
Whittaker, Analytical Dynamics (1917), 44.
|
See
22 33-22-341]
we get
503
at once, from the addition-theorems for sn
u,,
en
u,
dn
the following
results
sn
r^/s _ sn
+ Arr + tA
,
(<i
K+
+ iK) dn (K + iK') + sn
(
ttftt
y1
sn w sn- (A + Â
en ( A'
it
A;
= &-1 dc
and similarly
By repeated
'sn (
J
en
< it
|dn(
Hence
f/if
K + iK') = ikfkr
dn
A'
(n
iK')
-|-
= ik'
2i'A")
=-
+ 2 AN
IK +
+ 2j
nc
u,
we have
sn
it,,
sn (m
en
u,
en (u
= - dn u,
2iK')
sc u.
applications of these formulae

2 A'
iK') en u dn u
ii,
the functions sn u
+ 4>K + UK') = sn u,
+ 4>K + 4iiK') = en u,
dn (it + 4A~ + UK') = dn
and dn u have period 4sK
+ 4/AT',
u.
enw
while
/tas
2i'A".
TAe periodic properties (associated with iK') of
2234.
By
en (u
smaller period '2K +
ell iptic fit
Jacobian
the
n ctio ns.
the addition-theorem
sn
(it
we have
+ iK') = sn (ii K + K+
= A:- dc(- K)
= & -1 ns
iK')
it.
Similarly
we
By repeated
'
find the equations
en
(it
dn
(it
= ik*
= ics
iK')
+
ds
sn
(if
2iK')
sn
if,
+ 2iK') = en
.dn (it + 2i'A"') = - dn u,
(it
it,
the functions en
it
and dn
it
ii,
if.
we have
applications of these formulae
en
Hence
iK')
+ UK') = sn u,
en (u + 4<iK') = en u,
sn (u
.dn
(it
+ 4i'a") = dn u.
have period
4<iK',
while sn
it
has the
smaller period 2iK'

Example.
Obtain the formulae

sn ( + 2iA'+2KiX') = (
) m sn
it,
en (u + 2mK+2?iiK') = (-) m+n en
dn (u+'2>i>K+2niK')= ( -
22341. The behaviour of

and near iK'.
We
d
sn
du
)"
dn
u,
u.
the Jacobian elliptic functions near the origin
have
= en u dn
it,
^-snu =
dir'
-ik-
sn 2 u en u dn u
en u dn u (dn 2
+ fc en
u,
it).
504
Hence, by Maclaurin's theorem, we have,
= u - \ (1 + k ) u +
an odd function.
fact that sn
on using the
for small values of
sn u
is
[CHAP. XXII
|,
(u),
In like manner
cnw=l-iw
dnM =
+0(M*),
l-|&V+0(w
4
)-
It follows that
sn (w
4-
= k"
iK')
ns u
(l+kl)u2+0(ui)
=L{ -l
1
n
= fe + "6F- M + 0(M);
i 2k 1
en (u + iK') = -pH
wr~ iu +
.
and similarly
dn (u
+ iK') =
(u*),
7T- iu
(uz ).
It follows that at the point iK' the functions sn
poles with residues k~ 1
ik~\ i
Obtain the residues of
Example.
v,
en v, dn v have simple
respectively.
snit,
enw, dni* at iK' by the theory of Theta-
funotioiis.
General description of the functions snw, enw, dnw.
22 35.
The foregoing
and dn u may be
investigations of the functions sn u, en u
summarised in the following terms
The function snw
(I)
is
a doubly-periodic function of u with periods
It is analytic except at the points
4fK, 2iK'.
(mod. 4iK, 2iK')
being k~^ and the residues at the second set

has a simple zero at
It
if
(j>
congruent to iK' or to
these points are simple poles, the residues at the
all
all
points congruent to
being
& _1 and
;
2K + iK'
first set all
the function
(mod. 2K, 2iK').
may
(u)
be observed that sn u is the only function of u satisfying this description for

were another such function, sn u cj> (u) would have no singularities and would be
;
( 2012) it would be a constant, and this constant

be seen by putting u =
so that <f> (w) = sn u.
a doubly-periodic function; hence

vanishes, as
may
When
<
real values of
<
1, it is
u and
is
obvious that
2K
2K+ iK'
-t
2iK'.
(mod. 4<K,
K and K' are
a pure imaginary
The function enw
(II)
4<K and
k2
is
when
is
real,
and sn u
is real for
a pure imaginary.
a doubly-periodic function of u with periods
It is analytic except at points congruent to
2K + 2iK');
iK' or
to
these points are simple poles, the residues
22 35-22'4]
-
ik~
505
and the residues at the second set being ik~

and the function has a simple zero at all points congruent to
(mod. 2K, 2iK').
at the first set being
The function dn u is a doubly-periodic function of u with periods

and 4<iK'. It is analytic except at points congruent to iK' or to SiK'
(mod. 2K, AiK') these points are simple poles, the residues at the first set
(Ill)
2K
being
i,
and the residues
a simple zero at
at the second set being i
and the function has
K + iK' (mod. 2K,
points congruent to
all
2iK').
[To see that the functions have no zeros or poles other than those just
recourse must be had to their definitions in terms of Theta-functions.]
The connexion between Weierstrassian and Jacobian
22*351.
If e lt e 2 , eg
be any three distinct numbers whose sum
we have
\rf)
=4
~ e3) 2
ex
and so
where a
e3
is
we
write
ns 2 \u
(e x
3 ),
Making u -*- 0, we
&O
9%,
,Jj~\
= f (u + a;
cf 2
g 3 ),
see that a is a period, and so
gz) = e 3 + (i - e 3
the Jacobian elliptic function having
}.
x)
),
+ (e -e3
a constant.
if
Xw
X 2 = e!
and
e i~ ei
^ 2 ns2 ^ M cs2 ^M ds 2
if
elliptic functions.
= 4 (e - e3 2 X 2 ns2 \u (ns 2 Xw 1) (ns 2 \u-h2

= 4X 2 (e! - 3 " (y - e3 (y - e {y - F (i - e3 - es
and k 2 = (e 2 e 3 )j(e e 3 then y satisfies the equation*
x
Hence,
is zero,
specified,
ns 2 {u
(e l
e3
)%
modulus given by the equation
its
l-8
22'4.
The
Jacobi's
imaginary transformation^
which gave a transformation from Theta-functions
Theta-functions with parameter r = 1/t, naturally
result of 2151,
with parameter t
to
produces a transformation of Jacobian

is
elliptic functions
this transformation
expressed by the equations

sn
(iu, k)
= i sc (u,
en
k'),
(in,
<
Suppose, for simplicity, that

fW
Jo
f
(1
nc
<
and y >
1
= sn (iu,
k)
take the path of integration to be a straight
en
(iu,
k)
dn
(it, k'),
- ) - * (1 - kH ) ~ $dt =
iy
so that
A)
= (1 + y
)*,
dn
(iu,
k)
= dc (w,
).
let
iu,
line,
(iu, k)
and we have
= (l + *y)*.
and J<>i*V3* The values of

# 2 an d #3 are as usual ~i Sc 23
derives the
+ Fundamenta Nova, pp. 34, 35. Abel (Journal filr Math. 11. (1827), p. 104)
from Jacobi
double periodicity of elliptic functions from this result. Cf. a letter of Jan. 12, 1828.,
>
>
to Legendre [Jacobi, Ges. Werke,
1.
(1881), p. 402].
506
Now
of
from
is
put y
values of ^
ij/(l
to
Then
s
77
jt//(1
from
is
dt
to
97.
i (
r]
<
1,
and hence,
)^,
so that the
if t
<
f"(l
Jo
*i ) - * (1 a
0^/(1
(1
*!
2)
range of values
trf, the range of
"*
" *
2)
k'H^-îdt,,
= sn (w,
y = sc (m, A').
so that
A;')
77
and therefore
We
<
where
- ,") ~ * t d, (1 - )* =
- kH = (1 - k'H ) " * (1 -
and we have
[CHAP. XXII
have thus obtained the result that

sn
en
Also
(iu,
(iu, k)
dn (w,
and
Now
sn
k)
A)
(iu, k)
= i sc (u,
k').
+ y )2 = (1 ) * = nc (w,
= (1 - k y )i = (1 - &V)* (1 -
(l
4'),
77
77 )
and isc
(u, k')
= dc (a,
are one-valued functions of
Hence by the theory
cut c-plane) with isolated poles.
-*
k').
u and k
(in the
of analytic continuation
the results proved for real values of u and k hold for general complex values
of u and
k.
2241.
Proof of Jacobi's imaginary transformation by
the aid
of Theta-
functions.
The
results just
Theta-functions.
obtained
Thus, from
sn{lu k)
'
may be
-%(o\r)x(MVy
2
(0\t),
= isc(v,
where
= izr'%
so that, finally,
Example
1.
(0
sn
Prove that en
of
2161,
z = u/%
where
proved very simply by the aid
t)
(iu, k)
(iu, )
iz T
'
.
k'),
(- ir)
= i sc (u,
= nc
(11,
(0
t)
= - u,
k').
k'),
dn
(iu, )
= dc (u,
k')
by the
aid of Theta-
functions.
Example 2.
Shew that
sn (\iK', k) = i so ($JT, #) =iT*
en (JiZ', A) = (1
[There
is
+ *)**-*
dn
($*.', A)
= (l+)*.
great difficulty in determining the signs of snîYl', cnîiT', dn|i7T',
method other than Jacobi's transformation
is
used.]
if
any
22-41, 22'42]
Example
Shew that
3.
dni(g+tir>^ 1+ ^- f
Example
507
<A< 1
If
4.
sni(K+iX') =
and
-^
6 be the modular angle, shew that
if
l-ii<>
e
en J (JT+iiT) = <r i,r V(cdt0),
^(cosecfi),
dn|(Z+^')=-* V(cos^).
i
(Glaisher.)
22'42.
We
Landen's transformation*.
now
shall
'
(1
obtain the formula
- k^ sin
<9,)
Jo
where
sin
-$d0 = (l+ k')

1
& = (1 + &') sin

^ = (1 -
and
k')l(l
<f>
cos
- k* sin
[*(i
Jo
(1
-k
{(1
on writing
fr 3 (z
t)
may
+ k') u, k,\ = (1 + k') sn (u, k) cd (u,

= am u,
= am i^
T)
(z
j
be expressed by
k),
<f> 1
we make use
this result,
*d0,
k').
</>
To obtain
"
0)
sin 2 </>)"*
This formula, of which Landen was the discoverer,

means of Jacobian elliptic functions in the form
sn
of the equations of
= yg|T)y,g|T)
s, (Q
^(2*|2t)
(2*|2t)
^4
t)
21-52,
(o
namely
T)
'
(0|2t)
Writef Tj = 2t, and let ^, A, A' be the modulus and quarter-periods

formed with parameter Tj then the equation
;
%(z\t)X(z\t) _ %(2z\t )
%(z\r)%(z\r) V2*| Tl )
1
may
obviously be written
* sn (2Kz/tt, k) cd (2Kz/ir, &) = *,* sn (4 A*/tt, k
To determine &
in terms of
k,
put 2
= j 7r,
(A).
x)
and we immediately get
+ k') = k,i,
&')/(! + &')> as
k/(l
which
gives,
on squaring,
To determine A,
we get
fa
(1
divide equation (A) by
2JD;
and then make z0; and
4&1 *A,
A=(l+k')K.
so that
* Phil.
z,
stated above.
Tram,
of the Royal Soc. lxv. (1775), p. 285.
(t)
t It will be supposed that
not he between 1. This condition
|
<
\, to
if R (t{) does
pure imaginary.
avoid difficulties of sign which arise
is satisfied
when 0<ft<l,
for t is then a
THE TEANSCENDENTAL FUNCTIONS
508
[CHAP. XXII
Hence, writing u in place of 2Kzjir, we at once get from (A)
+ )
(1
cd (u, k) = sn {(1 + k') u,

=
2Au/K =(l + k')u;
Âz/tt
sn
since
been completely proved.
so that Landen's result has
Example
1.
Shew that A'/A.=2K'/K, and thence that
Example
2.
Shew that
en {(1 +k')
dn{(l
Example
Shew
3.
kx },
(u, k)
A'
= (l +fc) K'.
= {1 - (1 +) sn 2 (u, k)} nd (u, k),

+ (l-i')cn 2 (M, k)}nd(u, k).
} =
u, ,}
+ /f)M,
^1
{/fc'
that
dn(, *) = (l-*')cn{(l + yP), ^} + (l+A')dn{(l+^), ^},
where
^=2^^/(1+^).
22*421.
Transformations of
The formula
Landen
of
is
elliptic functions.
a particular case of what
is
known
a transformation consists in the expression of
as a transformation
with
parameter t in terms of those with parameter (a + &r)/(c + rfr), where a, b, c, d are integers.
We have had another transformation in which a= - 1, 6 = 0, c=0, d=l, namely Jacobi's
df elliptic functions
elliptic functions
For the general theory of transformations, which is outFundamenta Nova, to Klein,

Theorie der elliptischen Modulfunktionen (edited by Frieke), and to
imaginary transformation.
side the range of this book, the reader is referred to Jacobi,
Vorlesungen
iiber die
Cayley, Elliptic Functions (London, 1895).
considering the transformation t 2 =t+1, shew,
By
Example.
by the method of
22-42, that
sn
where k 2
ik/k', and
and obtain formulae
(k'u, kî
the upper or lower sign
for
en
and dn
(k'u, k%)
The products
products
or
R (t) >
elliptic
functions*
the Theta-functions, obtained in

;
writing u
'.
213, at once yield
2KxJtt,
we
obviously
2211, formulae (A), (B) and (C),

sn u
i,
x
=
-
2q
* k
"
sin*
B=1 (1
2q' m cos 2x
U
m=1 |l-2g
11
oi/47-*
From
R (r) <
k 2 ).
the Jacobian elliptic functions
for
have, from
for
(k'u,
k),
taken according as
is
Jacobian
Infinite products for the
22'5.
V sd (u,
- 22 "2
cos 2x
ir
+ q?
cos2a;-|-g'-"
+ 2qcos2x + q m
+ q 4n~
2
)
these results the products for the nine reciprocals and quotients can
be written down.
There are twenty-four other formulae which
From
may
be obtained in the following
the duplication-formulae ( 22-21 example 5)
1-cnw
SDK
=.
1+dna = ,1-
sn - u dc - u,
2
2
ds
snii
'
u nc -
manner
we have
u,
dnw + cna =
'
Fundamenta Nova, pp. 84-115.
sn
,1
en - u as
2
-r
u.
22'421, 22'5]
Take the
first of these,
and use the products
en u _ 1 - eos x
sn u
sin#
for sn \u, en i
509
dn \u
it,
j1
- 2 ( q)n cos x + q 2n\
n =i
(1
+ 2 q) n cosx + q 2nj
we
get
'
on combining the various products.
Write u +
K for u, x+îr
for
and we have
a;,
dnu + i/sna
+ sin.a;
cos#
(1-+ 2
Jl
"
=i
[1
(-q)"smx + q 2n
q) n ainx+q'
(
Writing u + iiE"' for u in these formulae we have

2M
fl+2i(-)'V^sintf-o
SDU+!dntt = !
4-
II
for k cd
w + 1'' nd
~1
if,
(l-2i(-)5'-ism^-92ji-iJ
=i
and the expression
z-r^
is
=Si
obtained by writing cos x for sin
in this product.
From the identities (1 -cum) (1+cn M) = sn w, {kanu+iAnn) (snw iAnu) = 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 and cn^ttds^w. The reader may obtain
2
these as an examjjle, noting specially the following

.
f(l-o 4n
=i
Example
1.
-3
)(l-o4,'- e- 2fa )l
)(l-qin - 3 e- 2lx )j
e Wa!
}(l-q in - 1 e 2ix
Shew that
5
dnh(K +I
Z)-^ ^n
dni(/r
+ iK')-k>*
(l+<g a,
_
| (i
=ll+(-)*
Example 2. Deduce from example
modular angle, then
-?*"-)
(I
)
?2B _ i)(i+
and from
, B _ S)
l+i >
iq'
22 41 example
-
that, if 6 be the
4,
=oll+(-) B ig'" +i
and thence, by taking logarithms, obtain Jacobi's
GO
\8=
'
2 (- )*arc tan j
= arctan v/y-arc tan v^ + arc tan V? 6 - >
quae inter formulas elegantissimas censeri
Example
3.
By expanding
result
{Fund. Nova,
debet.'
p. 108.)
each term in the equation
logsnM=log(2 2 i)-ilog+logsina7+ I
(l-q*"e 2**)
{log
'n=l
+ log (1 - q2n e _2ix - log (1 - 22"-
e 2ix )
in powers of e
2ix
,
and rearranging the resulting double
log sn
when
I(z)
<
w=log
series,
(2q*)
log
+ log smx+
,
m, log
- q 2"- 1 e ~ 2ix )}
shew that
m cos %mx
2<?
m{ i +qm
>
dn u.
(Jacobi,
4.
(1
^ttI(t).
Obtain similar series for log en
Example
- log
Fundamenta Nova,
p. 99.)

log an
/:
u du = - InK' - \K log k.
(Glaisher, Proa. Royal Soc. xxix.)
510
Fourier series for the Jacobian
226.
If
u = 2Kx/tt, sn w
elliptic functions*
an odd periodic function of x (with period
is
obviously satisfies Dirichlet's conditions

therefore
multiples of
9"22)
[CHAP. XXII
we may expand sn u
( 9"2)
for real values
2ir),
of *
which
;
and
as a Fourier sine-series in sines of
thus
x,
CO
sna= S
6sina;,
=i
the expansion being valid for

coefficients b n are
values of
all real
It
x.
easily seen that the
is
given by the formula
irib n
sn u exp (nix) dx.

.
J TT
To evaluate
this integral, consider
tt,
parallelogram whose corners are
From
f
and
it,
snu.exip(nix)dx taken round the
2tt + ttT.
ttt,
-li
the periodic properties of sn u and exp (nix),
_7r
since
so,
-rr
+ = in and
we
see that
cancels
^ ttt are the only poles of the integrand
J -27T + 7TT
(qua function of x) inside the contour, with residuesf
&_1
ir/K exp
k~l
and
respectively,
M7T + - JMnY
^ 7r/if J
exp
^ nirir
we have
iW
snM exP (n * a, )* B =
Jft?
-
w~J 2r+J
{I
Writing
a;
7r +
{1
7tt for
+ (-) n qn
Hence, when n
is
l"
sn u exp (nix) dx
even, 6 n
but when n
_2tt
"
is
-(-)"}
we get
in the second integral,
a;
g*
m
{1
- (-)}.
odd
^"
Kkl-q"-
Consequently
2tt (qi sin
when
a;
is
real
g* exp (nix)
hand- side
*
is
a?
o* sin Sx
o$ sin
oa;
but the right-hand side of this equation
is
analytic
when
and g* exp (- ra'a:) both tend to zero as n->oo, and the

analytic except at the poles of sn u.
These results are substantially due to Jacobi, Fundamenta Nova, p. 101.

The factor \v\K has to be inserted because we are dealing with sn (2JTx/x).
left-
22-6, 22'61]
Hence both
sides are analytic in the strip (in the plane of the
variable x) which
And
so,
by the theory
l-
1 (x) <
cnM =
u = 2Kv/tt, then
that, if
+* coa(2w+1)j
when
Example
2.
By
for
in results already obtained,
/ (x)
cd M =
A/fc
i
B=0
^CTif^-.
lg
nd=
22-61.
sd M =
'
2Kb'
+^
AF
< ttI (r
then we see that,
22"6,
write w
>I(x)>
if
'
that, if
-^
(-)"g" + în(2n + l)^
Kick n=0
+ ?2 +
~>
(~)"?"^^
l+ ?2n
n=1
+ iif'
shew
),
Fourier series for reciprocals of Jacobian
In the result of
and
2"
'
<%nl(r).
u = 2Ex/tt and
then
n{\+q^)
n=x
I(x)\
x+\ n
writing
to - g-coaSw*
*_
Jo
these results being valid
- it I (r).
Shew
the result
+i
(where u = 2Kx\-n), valid throughout the strip

1.
ttI(t).
we have
of analytic continuation,
complex
defined by the inequality \I(x)\<
is
Kk n=0
Example
511
for
elliptic functions.
u and consequently # + ^ 7tt
for
a;
irl (t),
Kk nZo
l-g+i
so ( 22-34)
ns
u = (- iV/iT) 2
M=
n + i{q n + i {m+,)
e
~n~i
e -<+D
*}/(!
_ g2+i\
QO
= (- iV/if) 2
{2iq 2n+1 sin (2?i
_2tt | q^sin(2n + l)x

That
is to
+
inv
1)
+ (1 - ? --i) e -(+i*}/(i _ ?2+i)
to
say
n3U=
nr
2K
COSecX+
2?r
Kn
o 2n+1 sin (2n
But, apart from isolated poles at the points x
equation
is
an analytic function of x in the
1)
a;
1-9
strip in
= mr,
each side of this
which
TrI(T)>I(x)>--7rI(T):
width of that in which the equation has been proved to

and so, by the theory of analytic continuation, this expansion for
valid throughout the wider strip, except at the points x = mr.
strip double the
be true
ns u
is
512
[CHAP. XXII
Obtain the following expansions, valid throughout the strip \I{x)\< nl(/f
first term on the right-hand sides of the respective expansions
Example.
except at the poles of the
_
7T
ds tt=
csu =
cosec
*-
2tt
2ir
dc= lzB eo*
2tt
aou-^^tan* +
"
S^
2tt
<
(7
2"
sm(2m + l)tf
l+fn+
q'in
sin
2nx
+ q,n
(-) K o 2n + 1
cos(2w+l)^
!- g^ +
g* + 1
(-)"
n
)
<7
>
cos(2 + l)#
sin 2ruv
f^
Elliptic integrals.
22:7.
of
+ TiiS
o
7T
An
^
-y^
cotx
jr
2w
w and
x,
and
factors), is called
an
is
IR(w, x)dx, where
_R denotes a rational function
a QUARTIG, or CUBIC function of x (without repeated
elliptic
integral*
Elliptic integrals are of considerable historical importance,
[Note.
that a very large
number
owing to the fact
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
was Gauss
mathematician to deal with elliptic fumctions as opposed to elliptic integrals

but the first results published were by Abelt and JacobiJ.
( 22'8),
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'dtonnement que de satisfaction,
que deux jeunes geometres, MM. Jacobi (C.-G.-J.) de Koenigsberg et Abel de Christiania,
avaient reussi, par leurs travaux particuliers, a perfectionner consideVablement la thôrie
des fonctions elliptiques dans ses points les plus Aleves."
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, WerJce, in. (1876), pp. 493,
494),
though the researches of Gauss
Werke, in. pp. 404-460) remained unpublished until
after his death.]
We
shall
now
elliptic integral
give a brief outline of the important theorem that every

can be evaluated by the aid of Theta-functions, combined
* Strictly speaking, it is only called
means
of the elementary functions,
an elliptic integral when it cannot be integrated by

and consequently involves one of the three kinds of elliptic
integrals introduced in 22 -72.
t Journal fur Math. II. (1827), pp. 101-196.

J 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.
THE J A COBI AN ELLIPTIC FUNCTIONS
227, 2271]
with the elementary functions of analysis
it
513
has already been seen
20'6)
that this process can be carried out in the special case of jw^dx, since
the Weierstrassian elliptic functions can easily be expressed in terms of

Theta-functions and their derivates
2173).
[The most important case practically is that in which

which are themselves real on the path of integration
;'
circumstances, the integral
R (w,
Since
x)
is
may
v>,
be shewn how, in such
be expressed in a real form.]
R (w, x) = P {w,
where
a real function of x and
is
it will
and Q denote polynomials
in
and x we may write
x)/Q (w,
and x
x),
then we have
(w, x) Q (- w, x)
R (w, x) = wP
^
~j
wQ (w, x) ( w, x)(
,
Now Q (w,
x)
Q ( w,
x)
is
unaffected by changing the sign of

rational function of
If
it
out
wP (w,
x)
Q ( w,
occurs in the expression,
it
x, since it is
therefore expressible
is
as
x.
now we multiply
of x wherever
w;
w2 and
x) and substitute for
we
ultimately reduce
nomial in x and w, the polynomial being linear in w.
We
in terms
it to
a poly-
thus have an
identity of the form
R (w,
by reason of the expression
x)
for
{Rj (x)
2
+ wR
(%)}lw,
as a quartic in x
where
Now \R
so the
(x)
problem
It will
denote
dx can be evaluated by means of elementary functions only*;
is
reduced to that of evaluating
Iw/
-1
-^
(x) dx.
To
carry out
which we
2
,
to do.
The expression of a quartic as
22'71.
this process it is necessary to obtain a canonical expression for
now proceed
and
rational functions of x.
now be shewn
the product of sums of squares.
that any quartic {or cubicf) in x {with no repeated
factors) can be expressed in the form
{A, {x
- a) + B (x- /3)
2
2
}
{A, {x
- a) + B,(w2
where, if the coefficients in the quartic are real,
/3)
A B A B
x
lt
2,
a, /3
are all
real.
*
The
integration of rational functions of one variable is discussed in text-books on Integral
Calculus.
+ In the following analysis, a cubic
may
be regarded as a quartic in which the coefficient of
i4 vanishes.
W. M. A.
33
514
To obtain
we observe
this result,
S^ where S^ S
the form
Now, X being a
a^ + 2&! + c
S2 = a2 #2 +
1;
S XS2
constant,
(oi
that any quartic can be expressed in
are quadratic in x, say*
S =
[CHAP. XXII
+ c2
be a perfect square in x
will
2b 2 x
if
- Xa ) (cj - Xc2) - (&! - X.&2) = 0.

2
Let the roots of this equation be X1; A^J then, by hypothesis, numbers
exist such that
a, /3
-\S
Si
(Oj
X^) ( a)
on solving these as equations in
Slt S we
\ 2 S2
(oj
[Note.
when X =
- Xa2
Si and S2 have real

and X 2 should be real is
(c a
- Xc2 {h X62)
a,
B)\
factors, let Si
have com-
(&'
- ft) (li - &')
when the
is satisfied
{x 2 )
zeros of
(&'
condition
iSi
- &')> 0,
and those of S2 do not
S2
new
interlace
of the quartic in such a
this
way
integrals.
be determined by the rule just obtained in
integral \w~ l Ri (x) dm, take a
(x | 2')> the
found to be
The three kinds of elliptic
72.
Let
effected.
(x |j) (x /),
was, of course, the reason for choosing the factors Si and

that their zeros do not interlace.]
22
say
factors,
easily
(& - 6)
a condition which
and negativet when X=as 1 /a2
When
that Xj
B)
then Xj and X2 are real and distinct since
(!
is positive
a2 ) (x
and has two or four complex
If the quartic is real
S = A 2 (x- a) + B2 (x-
and the required reduction of the quartic has been
plex factors
obviously get results of the form
2,
8 = A (x-ay + B, (x - /3)
1
/Sj
variable
defined
22'71, and, in the
by the equation \
t=(x- a )/(x-B);
,,
w = +
dx
we then have
B^dt
f
{(AiP + BJiA^ + B^l
(a
'-
* If the coefficients in the quartic are real, the factorisation
S x and $ 2
coefficients in
factors, these factors
are real.
a,i
should be associated in pairs
a 2 =bi
b2
in
(to give Sj
;
and S 2
in
such a way that the
the reason for this will be seen in
which case
Sjeaj
t
can be carried out so that -the
In the special case of the quartic having four real linear
roots of one pair do not interlace the roots of the other pair
the note at the end of the section.
t Unless
(a:
a)* H-Bj,
S 2 = a 2 (x-a)* + B 2
remarkable that Jacobi did not realise the existence of this homographic
in his reduction he employed a quadratic substitution, equivalent to the result of
It is rather
substitution
applying a Landen transformation to the
elliptic
functions which
we
shall introduce.
2272]
515
R
where R is rational, we
fi?! (x) doo
R (t) dt
_ [
*>
'{(A^ + BJiA^ + B^y
Now R (t) + R (- t) = 2R (t
R (t) - R (- t) = 2tR (t%
where i2 and R are rational functions of
and so
R (t) = R (t + tR (t
If
we
write
in the form + (a
(as)
ft)
(t),
get
),
But
f{(î<*
).
+ -SO (4 S * + 5 )r *<-B. (*) *

2
can be evaluated in terms of elementary functions by taking

variable*; so that,
we put
if
as a
new
into partial fractions, the problem of
t (t )
integrating \R(w, x) dx has been reduced to the integration of integrals of
the following types
ft
\{A,t 2
+ 5,) (A
+ B2)} ~ idt,
+ Nt )- {(A,t + Bj {A
2
J(l
2t
in the former of these
m is
an integer,
2
2t
+ B )} - idt
2
in the latter
is
a positive integer
andiVÔ.
By
differentiating expressions of the form
P"-1 {(Aj2
it
is
+ B,) (A 2 t +
2
)}*.
(1
MJ~ m {(A,t
+ B,) (A
2t
+ 3 )}i,
t
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)
(iii)
2
JKA.t +
It
f(l
(A 2 t2 + B2)} ~ i dt,
+ B,) (A 2 t + B2)} -idt,

2
{(A x t 2
)- 1 {{A,t 2
+ BJ (A
These integrals were called by Legendref

second and
The
2t
+ B2 )} 'idt.
elliptic integrals
of the
first,
third kinds, respectively.
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
22121, 22-122; thus, if'A x
Bu A B
2,
are all positive and
AB >
2
we write
A$t = B$ cs O,
* See, e.g.,
Hardy, Integration of Functions of a
t Exerciees de Calcul Integral,
I.
k).
[k'
single Variable
= (A^/iA.B,).]
(Camb. Math. Tracts, No.
(Paris, 1811), p. 19.
332
2).
516
Example
all
1.
[CHAP. XXII
Verify that, in the case of real integrals, the following scheme gives
and determine the appropriate
possible essentially different arrangements of sign,
substitutions necessary to evaluate the corresponding integrals.
2273]
Example
Deduce from example
6.
517
oombined with the integral formula
5,
for en u,
that, if #3 is positive,
f"(4*sJ
fl
d*=2(a2 +/32 r i ^,
where a 2 = ( v/3-f) (2^)*,
TAe
22"73.
/3
we employ the same
/3+f)(2^ 3 )
and the modulus
of the second kind.
{(A^ +
B,)
+^)-*Z',
is
a(a 2 -t-/3 2 )
- *-
The function* E(u).
(A 2 t* +
B )\ ~ idt,
2
the case of that
kind which has the same expression under the
first
are thus led to one of the twelve integrals
Istfudu,
By
elliptic function substitution as in
the
elliptic integral of
We

It*
radical.
(N
elliptic integral
To reduce an
(4 s '+^ 3 )-*rf=2(a
l"
J -i
22*72 example
functions of u and
\uD?udu,
these are
3,
fdn'udu
all
lnd*udu.
expressible in terms of u, elliptic
convenient to regard
it is
...
[u
E(u) =
dn'udu
Jo
as the fundamental elliptic integral of the second kind, in terms of which all
others can be expressed
E (u, k) in place
We
of
when the modulus has
observe that
^
du
Further, since
dn2 w
2mK+(2n + \)iK,
is
= dn> M
tf(0)
now be shewn
It will
;
we
write
= 0.
an even function with double poles at the points
the residue at each pole being zero,
that
it is
easy to see that
of u with simple poles at the poles
E(u) is an odd one- valued f function

of dn u.
functions
to be emphasized,
E (u).
E(u) may be expressed
the most convenient type to employ
is
in terms of Theta-
the function
(u).
Consider
d ( (m)[.
,
du
(<H)(w)J
a doubly-periodic function of u with double poles at the zeros of

at the poles of dn u, and so, if A be a suitably chosen constant,
it is
i.e.
(it),
dn 2 -A^rdu \{u))
This notation was introduced by Jaoobi, Journal filr Math. iv. (1829), p. 373 [Ges. Werke,
In the Fundamenta Nova, he wrote E (amu) where we write E (u).
(1881), p. 299J.
t Since the residues of dn 2 M are zero, the integral defining E (u) is independent of the path
*
I.
chosen
( 6-1).
518
is
simple pole in any
u,
[CHAP. XXII
with periods 2K, 2iK', with only a single
It is therefore a constant
cell.
this constant is usually
EjE. To determine the constant A, we observe that

part of dn u at %E' is (u iK')- 2 by 22 341 and the
written in the form
2
the principal
residue of ' (u)/ (u) at this pole
x-
SWr
is
- ( - iK')-*-
unity,
is
A = 1,
Hence
E=[
= 0,
the principal part of
E
if
= 0, we
Integrating and observing that ' (0)
so
so
d (&(u))
dM
(u)j
Since ' (iT)
get
# (u) = 0' (u)/6 () + uE/K.

we have E (K) = E hence
;
dn*iidu=j
(1-
k* sin*
<f>)ld<l>
= ttF(- I,
I
\; 1; JcA.
is usual (cf. 22-3) to call

and E the complete elliptic integrals of the
and second kinds. Tables of them qua functions of the modular angle
are given by Legendre, Fonctions Elliptiques, ii.
It
first
Example
1.
Shew
Example
2.
By
E(u + 2n) = E(u) + 2nE, where n
that
is
any
integer.
expressing 0() in terms of the function SiQiru/K), and expanding
about the point u = iK', shew that
^{2-F-v/WS/)}^
The Zeta-function Z
22731.
The
function i? (w)
with these periods,
is
it
().
not periodic in either
2K
or in 2iK', but, associated
has additive constants 2E, [2iE'E
tt%\\K
it
is
convenient to have a function of the same general type as E(u) which
is
singly-periodic,
and such a function
Z (u) =
is
0' (it)/ (u)
from this definition, we have*
Z(u) =
22732.
E () - uE/K,
() = (0) exp
2%e addition-formulae for
E (u)
"
() eftl
and Z(w).
Consider the expression
The
'(it-M)
'()
'()
(it + )
@(w)
(d)
integral in the expression for
(u) is
A;
sn
it
sn v sn
not one-valued as Z
(t)
(it
+ v)
has residue
1 at its poles
but the difference of the integrals taken along any two paths with the same end points
where n
is
valued, as
the number of poles enclosed, and the exponential of the integral

it
should be, since O(u)
is
one- valued.
is
is
Imci
therefore one-
22731-22-734] the jacobian elliptic functions

qua function of
iK' v
and to
and the residue of sn
poles congruent to iK'
iK
'
is
1,
Hence
IK and
It is doubly-periodic* (periods
u.
it
the residue of the
sn v sn (it
-1
v) is
519
2iK') with simple
first
two terms at
sn v sn (iK
A:
'
+ v) =
-3
A;
and has no poles at points

congruent to iK' or (similarly) at points congruent to iK' v.
By
Liouvillo's theorem, it is therefore a constant, and, putting u = 0, we see
the
function
that the constant
doubly-periodic
is
is zero.
Hence we have the addition-formulae
= sn u sn v sn (u + v),
E(u) + E (v) E(u + e) = k* sn sn v sn (u + v).
Since Z() and hi) are not doubly- periodic, it is possible
Z (u) + Z
- Z
(v)
(it
+v)
A-
it
[Xote.
algebraic relation can exist connecting
them with snu, cnn and dnw,
to prove that no
so these are not
addition-theorems in the strict senset.]
Jacobi's imaginary transformation\ ofZ(u).
22'733.
From
21 51
evident that there must be a transformation of
it is fairly
Jacobi's type for the function
^ 2 (i,i
t)
To obtain
(u).
it,
= (- ir) exp (- ir'a?lir) ^
we
when
into Jacobi's earlier notation,
H (iu + K,
k)
it
translate the formula
(i.VT
r')
becomes
= (- >)* exp (_ZgL) (
, f>
&<),
and hence
cn(ii. *)
=(-tr)*e X p
Taking the logarithmic
Z (m,
A;)
= i dn
^j
(0 |T) 7S^we
differential of each side,
(,
A;')
sc (,
A'")
get,
on making use of
mu/('2KK').
t'Z {it, A-')
Jacobi's imaginary transformation of E(u).
22734.
It is convenient to obtain the transformation of i? () directly
integral definition;
from the
we have
E (iu,
A')
/
'"dn 2
Jo
=i
"
dc 2
(t, A')
dt=\" dn
(iff.
k) idt'
Jo
(f ', A-')
oft',
Jo
on writing
;>'
and making use of 224.
* 2<A"' is a period sinoe the additive constants for the first two terms cancel.
t A theorem due to Wtierstrass states that an analytic funotion,/(;), possessing an additiontheorem in the strict sense must be either
an algebraio function of i,
(i)
an algebraic function of exp (irizjw),

an algebraic function of (j) (: ui w)
are suitably chosen constants. See Forsyth, Theory of Functions (1918), Ch. xm.
where u, coi,
Xoro, p. 101.
FimdamenUt
J
or
(ii)
or
(iii)
520
Hence, from
2272 example
E (iu,
and
k)
This
u
|
E (iu,
so
=i
k)
E'
we have
+ dn (u, k') sc (u, k') -
= iu + i dn (u,
= E(K',
k[),
k') sc (u, k')
iE (u,
k') dt' [
k').
E'
to denote the
same function
of
k'
as
E is of k,
so that
E(2iK',k)
= 2i(K'-E').
Legendre's relation*.
22 735.
From
dn2 (t\
the transformation stated.
is
It is convenient to write
i.e.
3,
[CHAP. XXII
the transformations of
E(u) and Z(w)
just obtained,
possible
it is
to derive a remarkable relation connecting the two kinds of complete elliptic
namely
integrals,
EK' + E'K-KK' = \ir.

For we have, by the transformations of . 22 733, 22-734,
E (iu, k)-Z (iu, k) = iu - i [E (u, k') - Z (u, k')) + -n-iuj(2KK'),

on making use of the connexion between the functions E (u, k)
and
Z (u,
and
this gives
k),
iuE/K = iu we may take u
Since
equation
it is
=j=
0,
+ nriuj(2KK').
{uE'/K'}
the result stated follows at once from this
the analogue of the relation ^toa
the Weierstrassian theory
Example
1.
Shew that
Example
2.
Shew
t] i
= -^tri
a>^
which arose in
20411).
E(u+K)-E(ti) = E-lfimucdu.
that
E(2u + 2iK')=E(2u) + 2i(K'Example
3.
E').
E (u + UC) = %E (2u + 2iK') + \W sn
(u
+ iK') sn (2m + 2iK')
= E(u)+cnudsu + i(K'- E').

Example
4.
Shew that
E(u + K+iK') = E(u) -sn % dc u + E+i (K - E').

1
Example
5.
Obtain the expansions, valid when I(x) \<%ttI

|
<7"cos2.
n
v\->
9
ttt>
n i9 Z -^
(kKy&v?u
= K 2 -KE-2n
52
l-q in
n=l
i7->
.-
(t),
K.Z{u) = 2n 2
,
n=1
ain2nx
^\-q*
qfn
T,
(Jacobi.)
* Exercices de
Messenger,
Calcul Integral,
rv. (1874),
pp. 95-96.
i.
(1811),
p.
61.
For a geometrical proof see Glaisber,
22735-22737] the jacobian elliptic functions

22736.
521
Properties of the complete elliptic integrals, regarded as function*
of the modulus.
If,
El
in the formulae
(1
1<?
sin*
<f>)$
we
dd>,
differentiate
under the
Jo
sign of integration
dE
we have
4'2),
(_
-A"
.,.
. ,.
4//^, =
^)"*^
A-sin^l-^sin
f4,
"
=-
__.__.
.
2
Jo
Treating the formula
dK =
f*T
y-
dk
A'
-'
=
by
for
K in the same manner, we

A-'-sin-^))
A-sin a <^>(l
dn
so that
dk
A*
E__I
=
~ H-' k
assume the forms
results
A'-'
dK _ E- Kc'
'
dc
cc'
Shew that
1.
tf = f'-'
c'
t/t'
Example
"
= c, = c', these
^dE E-K
dc
Example
sd 2 rf
A;
rf

have
rfA"
'
" dc
= cK
Shew, by differentiation with regard to
2.
'
cc'
that
o,
EE' + E'EEE'
is
constant.
Example
Show that
3.
A and A"' are solutions of

d_
:{">}=**
and that
E and
A' - A' are solutions of

l
22737.
From
77i values
td +h, ="-i{ )
of the complete
the integral definitions of
Q***
elliptic integrals for
E and K
it is
small values of
l\
easy to see, by expanding
in powers of A that
,
lim
K = lim E =
k--0
A--0
lim E'
In like manner,
k->-0
It
is
not
^1-A;' 2 sin 2 <)~*
possible
is
to
lim
tt,
"-
cos <f>d<f>=l.
Jo
determine lim K' in the same wav because
discontinuous at
example 21 of Chapter xiv
(K E) :k- = 7 t.
t-~0
(/>
(p. 2i>9) that,
lim
*--o
{K'~
losj
0,
A-
when
(4
A-)!
= 0;
argA-
=0.
but
,
<
77.
it
follows
from

522
This result
q
--
or
By
it
may
be proved for
A"=
22'32,
from the formulae 2iK' = nTS 3 i = 5 2 2 /5 3 2 by making

real values of k by the following elementary method
'
also deduoiblc
is
(p-W) ~i
[CHAP. XXII
(1
-t 2 )~idt; now, vrhenk<t<Jk, (1-t 1 )
lies
between
J *
1
and 1 k; and, when
Jk<t<\,
between
(t
-k
)/t
lies
between
and l-k.
Therefore /flies
and
and therefore
= (l-M)-4[2log{l+V(l-*)}-log^],
^ 5 < 1.
where
Now
lim [2
(1
- 5*) - 4 log {1+J(l- k)\ - log 4] = 0,
s-*o
lim{l-(l-^)
4}log*=0,
A--0
lim [K' - log (4/A)} = 0,
and therefore
which
is
Deduce Legendre's
Example.
TAe
2274.
22736 example
2,
by making k-0.

f(l
/<
in terms of
of the third kind*.
elliptic integral
To evaluate an
from
relation
known
+ NV)-
+ B,) (A,P + B
{(A,?
% )}
~ 4 dt
we make the substitution made

the first and second kinds ( 22 72,
functions,
sponding integrals of
in the corre-
22'73).
The
integral is thereby reduced to
where
a,
ft,
-.
1
i/
2
sn r
dw
v are constants;
au
if v
+ (0-
av)7
= 0,
1,
d,
+ v sn m
x or the
2
2
/c
integral can be
and second kinds for other values

we determine the parameter a by the equation v = k" sn2 a, and then it
expressed in terms of integrals of the

of v
is
J 1
first
evidently permissible to take as the fundamental integral of the third kind
_
n (u, a) =
.
&
sn a en a dn sn du.
!
Jo
To express
grand
s
*
may be
this in
kr sn
2
a sn2 u
terms of Theta-functions, we observe that the inte-
written in the form
& 2 sn u sn a {sn (m
a)
+ sn
(w
a)}
Legendre, Exercices de Calcul Integral,
pp. 14-18, 74, 75; Jacobi,
not Legendre's.
Fundamenta Nova
i.
{Z (u
a)
- Z (u
a)
+ 2Z (a)},
(1811), p. 17; Fonctionn Elliptiquet,
(1829), pp.
i.
(1825),
137-172; we employ Jacobi's notation,

2274, 22741]
by the addition-theorem
(i/)
= ' (m)/ (m), we
for the Zeta-function
making use
of the formula
at once get
n <') = s
g@^T^) +
lo
a result which shews that II(k, a)
(a)
'
a many- valued function of u with
is
logarithmic singularities at the zeros of
Example
523
(u
a).
Obtain the addition-formula*
1.
U(u, a) + ntv, a)-n(u + v,
a)
= ilog
)
'-
l-k2 snasnusnvsQ(ii + v a)
1 + Psn cssn usnv sn (u+v + a)'
_,.
(Legendre.)
(Take x :y:z :w = u v.
:
u + va in Jacobi's fundamental formula
[4]
Example
Shew
2.
+ [l] = [4]' + [l]'.)
that
II' (u,
a)
-n
u)
(a,
= uZ (a) - aZ (u).
(Legendre and Jacobi.)
[This
is
known
Example
i-r /
n(u,
a)
as the formula for interchange of
Shew
3.
n
n(u,
b)-n(u,
+
v
,
argument and parameter.]
that
,,
'
P sn a sn b sn u sn (a + b u)
~-^-,
l+Psnasn6snMsn(a-)-6 + M){
1
-^
<z+6)=Alog-,5
'
+ iiPsnasn 6sn(a + 6).

(Jacobi.)
[This
is
known
as the formula for addition of parameters.]
Example
4.
Shew that
Example
5.
Shew that
'
II
(m, ia + K, k) = n(u, a + K\
U{u+v, a + b) + n(u-v, a-b)-2n(u, a)-2U{v,
= -Fsnasn6.
i->
,,
b)
,.,
k2 sn 2 (u a)sn 2 (v-b)
+ ) sn (a + b) -(u-v) sn (a - 6)} + z log , 2

(
l + Fsn (w + a) sn l (v + b)
,
{(i*
..
(Jacobi.)
h').
'
and obtain special forms of this

22*741.
result
by putting
dynamical application of the
It is evident
from the expression
v or b
equal to zero.
elliptic integral
(Jacobi.)
of the third kind.
n (u, a) in terms of Theta-functions that if u, a, h

of n (u, a) as u increases is Z (a), since 6 (ua) is
for
are real, the average rate of increase
periodic with respect to the real period ZK.
This result determines the mean precession about the invariable line in the motion of
a rigid body relative to
its
is
centre of gravity.
its
centre of gravity under forces whose resultant passes through
It is evident that, for
purposes of computation, a result of this nature
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
the period which of importance in Applied Matheand that the j-series are much better adapted computation than the product
with respect to their real period

matics
for
by which the Sigma-function

*
No
is
is
most simply
defined.
fewer than 96 forms have been obtained for the expression on the right.
Messenger,
x. (1881), p. 124.
See Glaisher,
[CHAP. XXII
524
The lemniscate functions.
22'8.
The
integral
-fy'^dt
(1
occurs in the problem of rectifying the arc of
Jo
the lemniscate*;
relation
between
the integral be denoted by
if
<j>
In like manner,
and x by writing
<j>,
x = sin lemn
we
shall
express the
cf>.
if
&=
U = f(i
f\i -eytdt,
-<*)"*
dt,
JO
we
- -
write
= cos
lemnc^,
and we have the relation
lemn $ =
sin
cos
lemn
sr
<f>
These lemniscate functions, which were the first functions j defined by the
inversion of an integral, can easily be expressed in terms of elliptic functions
with modulus 1/V2; for, from the formula ( 22-122 example)
/sd
{(l-*V)(l+*Y)}-*tfy,
Jo
easy to see (on writing y
it is
similarly,
^w
Further,
is
sin
lemn
cos
lemn
s/2) that
= 2 * sd
= cn((f> \/2,
(</>
<j>
en (0 V2, 1/V2)
sr
suffix
1/V2).
the smallest positive value of
so that
the
V2, 1/V2)
= \/2K
(.for
which
= 0,
attached to the complete elliptic integral denoting that
formed with the particular modulus

This result renders
it
it is
l/\/2.
possible to express
in terms of Gamma-functions,
thus
# = 2i[
(l- *)-!&= 2"* Pu-*(l-tt)-*du
Jo
Jo
= 2-tra)r(i)/r(f) = i7r-irrQ)p,
a result
Since k
k'
The equation
obtained by Legendre.
first
-T-
\drj
at-r*
when k =
of the
1/V2,
it
follows that
lemniscate being r
from the formula
|-| =1 +
\dr)
a2
-=
\ dr J
1
cos20,
=
it
is
',
and
so g
easy to derive the equation
+ 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,
while 07 = 2-62205756....
i.
(Paris, 1811), p. 209.
The value
of
is
1-85407468...
22'8, 22 8l]
525
Example
1.
Express A" in terms of Gamma-functions by using Kunirner's formula
Chapter xiv, example 12, p. 298).
(see
Example
By
2.
writing
= (l - w2 )4
in the formula
E =J\l-frrf(l-t*)-idt,
2^ = [\i- u
shew that
~ i du
*)
JO
and deduce that
Example
22'7.'?G
example
Example
4.
- A'
Deduce Legendre's
3.
./
+ T Ma (1 - M) ~ i rfM
= 2tt* {r (J)} - 2
from example 2 combined with
relation ( 22-735)
2.
Shew that
Binlemn^^
" 008 6 ""

?
'*.
l+coslemn 2 $
K and K' for special values of k.

been seen that, when k=l/ s/2, A* can be evaluated in terms of Gamma-functions,
and A'= A"' this is a special case of a general theorem* that, whenever
The rabies of
22-81.
It has
_a + bjn
K'
K ~ tH-<Tv''
where
a,
b,
c,
d,
are integers, k
a root of an algebraic equation with integral
is
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, K, K' all
have fairly simple values, namely
;
(I)
(II)
(III)
Of these we
A" = A V'2,
/fc=sin^7r,
A' = A\'3,
/i,-
= tan
the
modulus
A*'
Jw,
shall give a brief investigation
The quarter-periods with
(I)
*= s /2-l,
= 2A".
t.
/2
1.
Landen's transformation gives a relation between elliptic functions with any modulus k
and those with modulus ^ = (1 ')/(l+'); and the quarter-periods A, A' associated with
the modulus L\ satisfy the relation
If
we choose k
A'/A=2A''/Agives
so that k l
A' 2
= 2A 2
= k',
A'/.\
= (l i)/(l+i)
(since A, A' obviously are

(II)
of k
= sin
* Abel,
= A;
and the
relation
with the modulus
A'=A S '2;
i.e.
if
k\
^ = ^2-1,
given by the
then
A'
= A S '2
both positive).
?.<n
Journal fur Hath.
the
modulus sin
^71-.
was discussed by LegendreJ; he obtained the remarkable
result that, with this value of k,
A' associated
are such that
The quarter-periods associated with
The case
A'
Therefore the quarter-periods A,

equation
= 2K'/K.
then A = A"' and k{ = k so that
m.
K' = A\>3.
p.
For some similar formulae of a
184 [Oeurres, i. (1S81), p. 377].

less simple nature, see Kroneeker, Berliner Sitzumjsbcriehte,
1857, 1862.
t Exercices de
pp. 59, 60.
Calcul Integral,
1.
(1811),
pp. 59, 210;
Fonctions Elliptiques,
1.
(1825),
526
[CHAP. XXII
This result follows from the relation between definite integrals
To obtain
2=1 by an
part of the real axis (indented at
the line joining Re^
R-*~cn
and
so,
z3 )~ *dz taken round
this relation, consider 1(1
arc of radius
and the arc of radius
to
R~
the contour formed by the

x
)
and
joining the points
R joining the
points
R and Re^
as
the integral round the arc tends to zero, as does the integral round the indentation,
I
(l-^-^dx + i
(x 3
1
on writing x and xe** respectively
for z
-l)~idx + ei'ri
(l+x3 )-idx=0,
on the two straight
lines.
Writing
(\l-xs)- i dx=I
(xZ-l)-bdx=I2
(l+x3 )-idx=r
I1 +iI2 =\(l-'rislZ)I3
we have
(l-s8)-*flfe = /3
equating real and imaginary parts,
so,
A=J/S
Ix +
and therefore
which
is
I2 =%UZ,
jsh +
2 v/3
h - a = 0,
the relation stated*.
Now, by
example
22-72
6,
/2 =4(a2 + /3 2 )-*^,
where the modulus
is
a(a 2 + /3 2 )
_
a
so that
/1 + /3 = 4(a2 +/32)-*Z',
* and
=2 N/3-3, /3 = 2 v/3 + 3,
^ = |(2- x/3)=sin 2 J3
,r.
We therefore
have
3
i.2Z=3~2.2^' = /2 = 3i/
= 3-i|V'(l-<)"^=^r(|)/r(|),
when the modulus k
is sin
^tt.
(Ill)
The quarter -periods with
in
Landen's transformation
If,
now
the -modulus
tan 2 -|7r.
we
( 22-42),
take k=l/j2,
we have A'/A=2K'/=2;
this value of k gives

1
and the corresponding quarter-periods
Example
1.
*/2
-1
A, A' are
Discuss the quarter-periods
2 1
(1
+2
~~
^) -&o
when has the
and
(1
+ 2 ~ *) iT
values (2^/2-2)^, sin
-W
and2*( v/2-l).
*
Another method of obtaining the relation
functions by writing
defined.
t*,
*, (!"'
is
to express
1)* respectively for
Ilt I2
I3
in terms of
K in the integrals by which
Gamma-
/j, Z2
I3 are
22"82]
Example
Shew
2.
527
that
8*6"**= n
(l
+ e-( 2 + 1 >-), 3ie-&*J S = n
(I
- e " in
S
).
n=l
ra=0
(Glaisher, Messenger, v.)
Example
Express the coordinates of any point on the curve y i =x% -
3.
y~
*'
1+cnw
where the modulus of the
By
&=sin
considering
f" y~ 1
dx = 3
form
(1+cum) 2
-1 f 2K
+1
du,
evaluate
'
and shew that
-=-
=3
~~
*y.
K in terms of Gamma-functions when
j^n-.
Example
Shew
4.
that,
when yi =x* 1,
and thence, by using example

connecting the
first
By
5.
last integral in
terms of
Gamma-
obtain the formula of Legendre (Calcul Integral,
and second complete
473 = *
Example
and expressing the
x=t~^,
functions by the substitution

p. 60)
'
elliptic functions is sin -fair,
in the
_ 2.3S SnwdnM
3^(1 -onat)
elliptic integrals
with modulus sin -j^n-
{*"t4
expressing the coordinates of any point on the curve
F 2 =l-A' 3
in
the form
^ ~ 1
3^
(1
en v)
1+cn-v
= 2
v dn v
(13*+sncnu)
\o
2
7^
in
which the modulus of the
in
terms of Gamma-functions, obtain Legendre's result that* when =sin ^n-,
elliptic functions is
sin^n-, and evaluating
'--<{'-<&*}
22-82.
geometrical illustration of the functions sn u, en u, dn
u.
geometrical representation of Jacobian elliptic functions with h = 1/^/2 is afforded by

of the lemniscate, as has been seen in 22'8 to represent the Jacobian functions
arc
the
h
1), we may make use of a curve described on a sphere, known
with any modulus k (0
< <
as Seifferts spherical spiral^.
Take a sphere of radius unity with centre at the

coordinates of any point on
is
it
be
(p,
<f>,
z),
origin,
and
let
the cylindrical polar
so that the arc of a curve traced on the sphere
given by the formula 1
{dsf=p*{d$?+Q--P i )-H<tp)'i
* It is
to observe that, when Legendre had proved by differentiation that

constant, he used the results of examples 4 and 5 to determine the constant,
interesting
EK' + E'K-KK'
before using the
Seiffert,
is
methods
Ueber
eine,
of 22-8
example 3 and
of 22-737.
neue geometrische Eirifilhrung in die Theorie der elliptischen Funktionen
(Charlottenburg, 1896).
X This is an obvious transformation of the formula

2
2
are connected by the relation p + 2 = l.
(ds) 2
= (dp) 2 + p2 (d<pf + (dzf when
and
528
Seiffert's spiral is defined
[CHAP. XXII
by the equation
<p
= ks,
where s is the arc measured from the pole of the sphere (i.e. the point where the axis of
meets the sphere) and k is a positive constant, less than unity*.
For this curve we have
(&)"(i-^V)=(i~p 2 )- 1
and
so, since s
The
2
,
and p vanish together,

p = sn
arc
(s, k).
any point on the curve expressed
cylindrical polar coordinates of
in terms of the
measured from the pole are therefore

(p, <p, z)
= (sn
ks,
s,
ens)
and dn s is easily seen to be the cosine of the angle at which the curve cuts the meridian.
be the arc of the curve from the pole to the equator, then
Hence it may be seen that, if
sn s and en * have period 42T, while dn s has period 22T.
REFERENCES.
A. M. Legendre, Traite des Fonctions Elliptiques (Paris, 1825-1828).
Fundamenta Nova Theoriae Functionum Ellipticarum (Konigsberg,
C. G. J. Jacobi,
1829).
J.
Tannery
Molk, Fonctions
et J.
Elliptiques (Paris, 1893-1902).
A. Catlet, Elliptic Functions (London, 1895).

P. F.
Verhdlst, Traite elementaire des fonctions
elliptiques (Brussels, 1841).
A. Enneper, Elliptische Funktionen, Zweite Aufiage von F. Mtiller (Halle, 1890).
1.
Shew that one

f
/dnit-cnity)
/dnit + cnu
\\
is
of the values of
1+cnw
1-cna
(/
\\du.
1-snit \^
u - k' sn uj
2 (1 +k'),
2.
If
+ snit
\h
\dnu + k'snu)
(Math. Trip. 1904.)
x + iy
sn 2 (u + iv) and
x iy = sn 2
(it
iv),
{{so- l)
+y }*=(.r
shew that
+2/ )*dn 2it+cn 2m.
(Math. Trip. 1911.)

3.
Shew
that
(en it + en u) 2
m {1
n en (it - v)}
m = -
= '
en (it + v)}
1 - k z sn 2 u sn 2 v
(i j_
{1
4.
Shew that
i
+ en ( + ) en (-)=,
cn 2
j,
+
it
cn 2 i;
(Jacobi.)
* If
bl,
the curve
is
imaginary.
THE JACOB [AN ELLIPTIC FUNCTIONS

+
_ _i-_^__j
+ v)dn(u-v)
1+cn
Express
5.
(w
en (u-v)
v)
as a functlon of
d i(u
m . + Bn
(Math. Trip. 1909.)
Shew that
6.
529
sn (u-v) dn
(.
ti)
= sn udnu onv-snv dn
k 2 sn 2 a sn 2
en
i>
2t
(Jacobi.)
Shew that
{I-(y+k')snusn(u+K)}{l-(l-k')snuan(u + K)} = {au(u + E)-mu} 2

Shew
8.
(Math. Trip. 1914.)

that
ro(w
+ " M d"
+^ M i+y)-i^
l-(l-)sn M
2
,
'
V+Vû + icnudnji
= - i
sn ( + MA")
2
l+sn 2
'
Shew that
9.
r
{am
;
sin
u dn

u
sn
(m
\i
{am (m+v)N -am

,
(w ->)=
sn 2 y
v - sn 2 v dn 2 u
s
5.
is
k'
sn 2 m sn 2 y
en 2
..
?<
- sn"
cos
en
+ ) + am (m -)} = -2
(Jacobi.)
10.
Shew that
,,,,,,
dn( M +j> dn (u-v
= ds
,
)
ttds 2
T\a l
t>
-an'
2
+ F'-.
k7i2
and hence express

V<f?Ju,
as a rational function of
11.
for 1
From
and
(u)
$>
f (v).
(Trinity, 1903.)
(2K-u) and dn
the formulae for en
+ cn 2m and l + dn2w, shew
+ v)-e2 p( u -v)-ej^
(2 K-u)
combined with the formulae
that
(l-cn|A')(l+dn|A') = l.
12.
With notation
similar to that of 22
ct
d 2 -c 2 d
that, if
(cj
d2 -c^di)
(Trinity, 1906.)
shew that
sn(M! + 2 )
+u3 +u 1 = 2K,
u 1 + u.i
2,
_ en (u + 11^) - dn (u + u^)
*i-*s
and deduce
(c:i
then
di - c4 ds)
A' 2 (*j
- s2 )
(s 3
-s4
).
(Trinity, 1906.)
13.
Shew
that, if
1
u+
+ w = 0,
then
- dn 2 u dn 2 v dn 2 w + 2 dn
dn
dn w = A 4 sn 2 u sn 2 sn 2 w.
i>
(Math. Trip. 1907.)

14.
By
Liouville's
dnwdn
(it
theorem or otherwise, shew that
+ w)-dn odn
(v
+ w) = k2 {sn
(o + w) en (u + w)
-sn en i'sn(M + w)cn
wen tsn
(v
+ w)}.
(Math. Trip. 1910.)

15.
Shew that
2 en u 2 en u 3 sn (^ -
J%)
dn
Wj
+ sn
(m 2
the summation applying to the suffices
W. M. A.
- u 3 ) sn
1, 2, 3.
( 3
- %) sn
(u x
- u.,) du
ti x
dn 2 dn u 3 = 0,
(Math. Trip. 1894.)
34
530
[CHAP. XXII
Obtain the formulae
16.
A ID, en 3u = B/D, dn %u = G/D,

A = 3s-4 (l+k2 s3 + 6k2 s5 -ki
B=c {1 -42 + 6F4 -4A4 s6 + A4 s8},
C=d {1 -42 s2 + 6Ps4 -4/<:V + 4 s
sn 3m =
where
s<>,
},
Z=l-6Fs4 +
and
= snif,
4/S;
(l+F)s6 -3^s8
= cnu,
a?=dnK.
Shew that
17.
- dn 3m
l+dn3M
/l+a 1 dnM + a 2 dn 2 M + a 3 du 3 M + a4 dn 4 M'

l dnj + a2 dn 2 M 3 dn3 M + a 4 dn 4 M/
- dn u\
\l+dnM/
\1
where a lt a 2 a 3 a t are constants to be determined.

,
10
I8
,.
/l
P/M)=
t*
If
>
+ dn3M\*
(,TTdn^J
Ptu) + P(tt,+2,iS')
57
57"^
a -rn
shew that
Determine the poles and zeros of
P (u)
'
(Trinity, 1912.)
"
sn2i(cna
*>
and the
term in the expansion of the
first
function about each pole and zero.
(Math. Trip. 1908.)

19.
Shew
that
sn (u1 + ui + u3 ) = A/D,
A =s
s 2 s3
{-
dn (u 1 + u 2 + u3 ) = C/D,
ca(u 1 + u 2 + u 3 ) = B/I>,
"where
- + 22 2V-(*2 + 4
2
+ 2V22 S3 2}
+ 2 {! c2 e3 d d3 (1 + 2%V - 2 2s22 s32 )},
2s 2
B= Cl c
-2 2s22 s32 + 2Vs2V}

+ 2 {câ^^c^ (- 1 +2Vs3 2 + 2V-2 2s22 s32)},
2
C = d di d3 {1 - 2s 2 + 2Fs 2 S22 32
+ 2 2 Ks2 s3 c2 c3 (- 1 +2Fs22 s32 + 2s 2 -*2 2s22 s32 )},
D=l-2P2s 2 32 + 4(/fc2 + **)s s22 * 2 -2/fc4 s 2 s22 *32 2s + A4 2s24 34
2 c3
{1
and the summations

20.
Shew
refer to the suffices
(Olaisher, Messenger, xi.)
1, 2, 3.
that
sn(M 1 +M 2 + %) = .47-
where
) '!
vn(u 1 + u 2 + u 3 ) = B'ID',
A' = 2s 1 c 2 c 3 d2 d3 5' = Cj c 2 c 3
C =d
- k*
.S!S2 s 3
2
1
(u 1 + u 2
+ u3 = C'/D',
s x 2 s22 s 32 )
s 2 s 3 2 ),
PciC 2 c3 2s2 s3 o1 (f1

D' = 1 - h'' 2s 2 2 S3 2 + (F 4- /c 4 ) i 2s 2 2 s 3 2 - A 2 i So s 3 2s x c2 c3 rf2 c?3
l
d2 d 3 {\ h
s2 2 3 2 )
dn
+ 2 -2 2s 2 +4 s
d d2 d3 2,s s3 c d
(1
(Cayley, Journal fur Math, xli.)

21.
By applying Abel's method ( 20-312) to the intersections of the
x?+y2 = l, z2 + h 2 x2 = \ with the variable plane lx + my + nz = l, shew that, if
twisted curve
u 1 + u 2 +u 3 + ui = 0,
then
Main
this result also

('2
Cj
C?j
s2
c2
<i2
53
c3
d3
54
O4
C?4
= 0.
from the equation
- i)
(c 3 <^4
- c4 d3 + (Si -s3 )(c 1 d2 -c2 d = 0,

)
which may be proved by the method of example
1)
12.
(Cayley, Messenger, xrv.)
531
Shew that
22.
W-<s*)
by expressing each
(ciW-c^M^-^)
side in terms of s u s 2
then
si c 1
s4 c-2
s3 , s t
(c 3 2
d^- Ci2 d32
),
and deduce from example 21
that, if
"l + M 2 + 3 + 4 = 0,
d2 + s 3 c2 dj + S2C 3 di + s Cid3 = Q,
d + s3 01 d2 + s* c4 d3 4- s c3 o?4 = 0.
1
(Forsyth, Messenger, xiv.)
Deduce from Jacobi's fundamental Theta-function formulae
23.
then
k'
k2 k12 s x s 2 s3 s4 + k2
c 2 C3 c 4
<jj
that,
if
di d2 d3 dt = 0.
(Gudermann, Journal fur Math,
Deduce from
24.
Jacobi's fundamental Theta-function formulae that,
xviii.)
if
M 1 + M 2 + M3 + M 4 = 0>
then
^' 2
(s t s 2 c 3 c 4
- cx c2 s3 s4 c?! d2 + ^3 c?4 = 0,
)
- *3 h) + <h d% c3 C! c2 d3 d4 = 0,
(i 2
C4,
*1 S 2 0?3 0?4
rfj C?2 *3 S4 + C 3 C 4 Cj C2 = 0.
(H.
If
25.
Smith, Proe. London Math. Soc.
J. S.
+ tt2+M3 +K4=0, shew that the cross-ratio of sn u u sn u 2

{u-^ + K), sn(u 2 +K), s,r\(u 3 + K), sn (u^ + K).
tt 1
(1), x.)
sn u 3 sn
,
? 4
is
equal
to the cross-ratio of sn
(Math. Trip. 1905.)
Shew
26.
that
an 2 (u+v)
sn(u + v)
v)
sn. 2
cn 2 (M + v)
cn(u + v)on(v, v)
cn (u-v)
dn 2 (w+v)
dn(M + i>)dn (u- v)
dn 2 (u v)
bxi(u
8fc 2 s 1 s2 3 c 1 c 2 d1
(u-v)
(l-# s i2
d2
(Math. Trip. 1913.)

27.
are real
28.
Find
and
If
all
systems of values of u and
<k <
2
#= (a'
is
(m
+ w)
when u and v
is real
(Math. Trip. 1901.)
1.
-a) 2 where
,
<a<
1,
shew that
^L
snHK
*
and that sn 2 \K
v for
which sn 2
(l+a2 )(l + 2a-a2 )'
- a -1
obtained by writing
for
a in this expression.
(Math. Trip. 1902.)
29.
If the values of en
z,
which are such that en 3z = a, are c u
...
c9 ,
shew that
2k*
c2 ,
Cr
+ k'*
or
= 0.
(Math. Trip. 1899.)
a + sn(u + v)
30-
and
if
a + sn(ii-i;)
none of anv, en u, dnu,
equation
dn(u + v)
_c + dl1 (-)'
_ b + cn(u + v) ^ c +
6+"cn7(M-)
l-k2 sn 2 uan2 v
vanishes,
shew that u
is
given by the
,,
k2
(k'
a2 + b 2 -c 2 )m 2 u = k' 2 +k 2 b 2 -c 2
(King's, 1900.)
342
'
THE TEANSCBNDENTAL FUNCTIONS
532
31.
Shew
[CHAP. XXII
that
r
= (l-sm^)
l-an(2^r/7r)
v
,,
'
'
[(l-? 2"" 1 ) 2
!
n
-I
(l-2
1
v
? "sin^ + ? )
*
/ - ;r,r
(l-2g' 2 ''- 1 cos2A- + ? te 2 )j
2
'
'
=i\(l+? 2")
(Math. Trip. 1912.)

32.
Shew
that
l-sn(2i&/7r)
{dn (2KxItt)
l-2g2"- sin^ + g4n - 2

1
=
L)li B =i
(l+2 ? "- 1 sina; + 2 to - 2 J

2
- U sn (2 Z^/tt)}*
(Math. Trip. 1904.)

33.
Shew that
if
k be so small that k*
may be
neglected, then
sn = sintt j^ 2 eostt. ( sin w cos m),

for small values of u.
34.
Shew
that, if
(Trinity, 1904.)
/ (*)
< \vl
(r),
then
/o^
(2KxM\ = log
log on
n sin 2 m^
"
4o'*sin
nx
.
2i
7^
_ g))"J
-i{l
g + ((-S
}
S iq
oob*-^
S X "~
w
(Math. Trip. 1907.)

[Integrate the Fourier series for sn (ZKx/ir) dc (2^c/7i-).]
35.
Shew that
/*
l-Fsn4 M
on 2
; o
adn 2 M
.,,,,3
rfw={(l + ^)*-l}/^.
l
(Math. Trip. 1906.)

[Express the integrand in terms of functions of 2m. ]
36.
Shew that
f
j
where
37.
anvdu
snv-snu
S,
{%x+\y-%ir)$i!i: + iy-\\w-\izt)
Si(i#- by)
Si
_ x Siiy + k nr)
^(y + ^n-r)'
(.-#-
-Ittt-)
2Kx = ttu, lKy=w.

Shew
(Math. Trip. 1912.)
that
(l+^)^j
o
+outt)dn 2
(l
=1
tt
(Math. Trip. 1903.)

38.
Shew
that
/"
A/
a+p
j = log l+snasn/3
-.
sna!K
i
J a-p
*sn asn
/3
(St John's, 1914.)

39.
By integrating je2iz dnucsu d2 round a rectangle whose
+ tt + coi (where 2Kz = ttu) and then integrating by parts, shew that,
cos
corners
if
are
\ir,
0</t 2 <1, then
(nu/K) logsnwcfoi = .fiTtanh(7riY).

(Math. Trip. 1902.)
40.
Shew that
K and K' satisfy the equation

C
(l-
du
p + (l- _-
<Pu
c) -
2c)
i?(== 0,
where c= 2 and deduce that they satisfy Legendre's equation for functions of degree
- \ with argument 1 2F.
;

41.
Express the coordinates of any point on the curve x 3 +y 3 =
en
2. 3* sn t*dn u (l
u)
_'SS
2. 3*
the modulus of the elliptic functions being sin^jn1
Shew
further that the
in the
form
cos^tt (1 cnw^l+tan^Tr ens}
wdna + (l-cntt) 2
2.3isn
533
snwdn +(l-cn') 2
and shew that
{\-x*)-dx I {l-y*)~%dy = $ .&u.
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, Proa. Camb. Phil.
uniformising variable for the general cubic in the canonical
Soc. iv. (1883), pp. 106-109.
form
X+
3
I'z
+ ZS + Gm XYZ=0
has been obtained by Bobek, Einleitung in die Theorie der
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
x3 + 1/3 - 3axy = l as fundamental, instead of the curve
elliptischen
y
42.
Express
=(l-x2 )(\-k2 x2 ).]
{(2x-x 2 ) (4x2 + 9)}~^dx
in terms of a complete elliptic integral of the
Jo
first
(Math. Trip. 1911.)
kind with a real modulus.
43.
u=
If
{(t
+ l)(t 2 +t + l)}
idt
express x in terms of Jacobian elliptic functions of u with a real modulus.

(Math. Trip. 1899.;
X
44.
u=
If
express x in terms of
u by means
(l
-2t i )-$ dt,
of either Jacobian or Weierstrassian elliptic functions.
(Math. Trip. 1914.)

45.
Shew
that
e
e
(8*-l)rft)
-*.+ep -9r..-26T.
+e
+ ...
a
x
2^7T
(Trinity, 1881.)
46.
When
> x > > y,

j3
reduce the integrals
{(a-O(*-0)(*-y)}" 4 *
by the substitutions
respectively,
Deduce
f*{<-*)('-0)(*-y)}"
J P
J X
x-y = (a-y)dn 2 u, x-y = (p-y) nd
where k 2 = (a P)/(a-y).
that, if
u + v = K, then
2
2
2
1 - sn 2 u- sn 2 v + k sn wsn v = 0.
to the above integral taken between

the substitution y = (a- 1) (-/3)/(-y) applied
transformation,
Landen's
of
the limits j3 and a, obtain the Gaussian form
By
where
a,, 6, are
2
2
(a 1 *eos 2 8 + b 1 sin
6r i dd=[
(a 2 ooa 2 6
+ b sm 2 8)-^dd,
2
the arithmetic and geometric means between a and b.

(Gauss, Werke, ill. p. 352 Math. Trip. 1895.)
;
534
47.
Shew that
sc
"
u = - k< 1
- K) - f ( - K- %iK') - C (2iK%
2o> 1 2a 2 = 2K, UK'.
(it
where the Zeta-functions are formed with periods

48.
49.
c=k2 and
,
(Math. Trip. 1903.)
E k' K satisfies the equation
Shew that
,d 2 u
where
[CHAP. XXII
(Math. Trip. 1911.)
obtain the primitive of this equation.
Shew that
V h^K'dh=(n-\)
n
(m
(* kn - 2 E'dk,
+ 2) jÊ'di: = (n + l) jÊ'dk.
(Trinity, 1906.)
X
50.
u=l^
If
[ {t(l-t)(l-ct)}~idt,
iV x
V.
shew
that
c (c
i\du 1 = 1 |J!(1-*)1'
i\^ " +(2c
,a
_i)^
_i)_
+
_| L__j
(1
(Trinity, 1896.)
51.
Shew that the
primitive of
du
dk
u2
+ ~k + T^W
A(E-K) + A'E'
AE+A'(E'-E')'
where A, A' are constants.
52.
then
is
(Math. Trip. 1906.)
Deduce from the addition-formula for E (u) that,

u 1 +u 2 + u 3 + u i =0,
(sn
ii x
sn u 2 sn k 3 sn u t ) sn
(itj
if
+ u2
unaltered by any permutation of suffices.

53.
(Math. Trip. 1910.)
Shew that
y?(3)-3i?( M )=
1
_6
^4+4(^
+A4)s6 _ 3/t458
(Math. Trip. 1913.)

54.
Shew that
rzK
ucd i udu=2E{(2 +
3 4
[Write u =
55.
By
E+
A;
)K-2(\+k2 )E}.
J o
(Math. Trip. 1904.)
v.]
considering the curves
= x (l-x)
-k2 x), y=l+mx + nx2 shew
(1
that,
if
i+2 + M8 + M4=0, then
E(u1 + E(u 2 + E(u3 ) + E(ui) = k

)
r2
i.
+ 2^020304 -2s!S2 S3S4 -2^
(Math. Trip. 1908.)

56.
By the method of example 21, obtain the following
E(ui) + E(v, 2 ) + E('u 3 ) + E(u i ) when u l + u 2 + u s + u i =0
^ + d d dZd
X+kHw^rl^l*-"
J!
SiS i Ss S i d1
di ds di
*>"MiS4 _ rf^rf,
^ Wr^r),
'S'-
,i 1
{(s 1 2 s 3 S4)-i-t-(cic2 c3 c 4 )- 1
Crld"
-^C
kH^C^-îy^
C 2 C 3 C4 dirf 2 rf3
d4
dTd^d^Wc^^
+ ClC 2 C3 C4
+ if 2SiS2 s3 si
SlS2S3S4
o 1 c 2 c3 ci
-A
seven expressions for
i
rf
,*/(<*,
f( g r c r ''
rf2
d3 d4)-i}-i s
r =i
-|-^(rf1
lfts r c r dr ).
(Forsyth, Messenger, xv.)
535
Shew that
57.
2K- V a
nsMfi
-i
when /(#) <7r/(r)

|
Shew
(v)
ns4
also that,
I{x \
*-
2
too
* "cos2m.
= 6cosec4 + 4 r( 1 +
^)(^)
'
when I(x)
|
an" (
=i
and, by differentiation, deduce that
(^r)
iKx
K(K-E)
2
i
= cosec
8
#h
2
t
:,''
fl+^ _
-l~|coseo 2
< 71-/(1-),
(2n + l) 2
/j^Vl
27r g"+^sin
(2w +
l)
(Jacobi.)
Shew
58.
that, if ft be the
the perimeter of the ellipse
semi-major axis of an
W3>/ 11
59.
-*' 2
Fcn32
ellipse
whose eccentricity
is
sin-jW,
is
r(4)}v/3jr(f)
(Ramanujan, Quarterly Journal, xlv.)
of Chapter xxi that
+ dn^dn3 M
dn 3 2 M =
l+*^sn3 sn3M
^ + f cn3 acn 3m
l+2 sn3 sn Zu
'
(Trinity, 1882.)
From
60.
the formula sd
irio i+gin+1
where
and m
o
lies inside
(iu, k)
= isd (u,
h')
deduce that
)-k\1
= exp - TriT/iT
(
),
sm
^ = exp
+ 2l2+i
- irK/K'),
(,
J'
the parallelogram whose vertices are
iKK'.
By
integrating from
64
(A
to K', from
u)+K
2
;
o(29i
to w
and again from u to
+ 1)3(1 + ?2 + 1)
cosh^
K', prove that
J.
[A formula which may be derived from this by writing u=% + ir), where and
are
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.]
17
real,
CHAPTER
XXIII
ELLIPSOIDAL HARMONICS AND LAME'S EQUATION

definition of ellipsoidal harmonics.
231.
The
It has
been seen
work
earlier in this
18 4) that solutions of Laplace's

-
equation, which are analytic near the origin and which are appropriate for
may be
the discussion of physical problems connected with a sphere,

'
con-
veniently expressed as linear combinations of functions of the type
rn
where n and
Pn (cosd\
rn
Pnm (cos 6)
COS
.
m,
m are positive integers (zero included).
When Pn (cos 6)
cos 2 6 (multiplied
resolved into a product of factors which are linear in
is
by
when n
cos 6
is
odd),
we
see that, if cos 6
is
replaced by
then the zonal harmonic r n Pn (cos 6) is expressible as a product of factors

which are linear in x2 y2 and z 2 the whole being multiplied by z when n is
z/r-,
odd.
The
linear in
tesseral
x2 y2 and
,
harmonics are similarly resoluble into factors which are

2
a'
multiplied by one of the eight products
1, x, y, z, yz, zx,
xy, xyz.
The
surfaces on which
any given zonal or tesseral harmonic vanishes are

which either 6 or
has some constant value, so that they are
coordinate
planes being included in certain cases.
cones or planes, the
surfaces on
circular
When we
<j>
deal with physical problems connected with ellipsoids, the
structure of spheres, cones and planes associated with polar coordinates
replaced by a structure of confocal quadrics.
The property
is
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
Lame*
harmonics
ellipsoidal
in the early part of the nineteenth century
coordinates.
The
they were studied by

by means of confocal
;
expressions for ellipsoidal harmonics in terms of Cartesian
coordinates were obtained
many
years later by
following account of their construction
The fundamental
ellipsoid is
W. D.
Nivenj", and the
based on his researches.
taken to be
y
b
and any confocal quadric
is
2
2
z2
C
2
'
is
x2
+
a + 6
2
* Journal de
Math.
y
7^+-^=l,
b
iv. (1839), pp.
100-125, 126-163.
+ Phil. Trans. 182 a (1892), pp. 231-278.
23
23-2]
1,
ELLIPSOIDAL HARMONICS
where d is a constant. It
and it conduces to brevity
x2
y-
The equation
The
analysis
is
of
will
z-
y2
a?
any member of the
made more
The four
be necessary to consider sets of such quadrics,
to write
zi
set is then
by taking the -axis as the longest axis

and the 2-axis as the shortest, so that a > b > c.
definite
of the fundamental ellipsoid

23'2.
537
species of ellipsoidal harmonics.
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
1,
x,
yz,
y,
zx,
z,
xy,
xyz
(-)
where one or other of the expressions in

,
If
we write
(-)
is
to multiply the product
for brevity
,,...
m = n()
any harmonic of the form II () will be called an ellipsoidal harmonic of the

A harmonic of any of the three forms* xTL (), yli. (), j?II ()
first species.
will be called an ellipsoidal harmonic of the second species.
A harmonic of
any of the three forms* yzll (), zxTl (), xyll (@) will be called an ellipsoidal
harmonic of the third species. And a harmonic of the form xyzll () will be
called an ellipsoidal harmonic of the fourth species.
The terms
of highest degree in these species of harmonics are of degrees
2m + 1, 2m + 2, 2m + 3 respectively. It will appear subsequently ( 23'26)

that 2m + 1 linearly independent harmonics of degree n can be constructed,
2m,
and hence that the terms of degree n in these harmonics form a fundamental
system ( 18'3) 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
r
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
23
[CHAP. XXIII
The construction of ellipsoidal harmonics of the first
21.
As a simple
species.
ease let us first consider the harmonics of the
species
first
Such a harmonic must be simply
which are of the second degree.
of the
form !.
Now
the effect of applying Laplace's operator, namely
dtf
df
ai
and
a harmonic if
so j is
is
e1
>+
e1
This quadratic has one root between
and
2
.
ex
'
a root of the quadratic equation

2
c )
c*
a2)
+ )(0 +
>+
0,
,-r-r-
bi
+ (0 + c ) (6> +
(0
a2 +
d?
+
c
+ a?) (0 + 6 ) = 0.
2
(0
and
and another between
b2
Its roots are therefore unequal, and, by giving
each root in turn,
we
the value of
0^
ellipsoidal harmonics of the first species
obtain two*
of the second degree.
Next consider the general product

by
. . .
this product will
() and it will be supposed that it has no repeated

tion which will be justified later ( 23 43).
II
factors
be denoted
a supposi-
If
we temporarily regard

lt
...
as a set of auxiliary variables, the
ordinary formula of partial differentiation gives
an()_ an ( ) ay _ 2 an(@)
dx
and, if
we
a
dx
3p
p= i
2^
'
a2
'
differentiate again,
n()_ an(@)
a*
pp
'a2 +0
n()
q dp d q
8^
'(a 2
p )(a*+0 q
last
...m.
expressions ,,
2 , ...
enters into TI () to a degree higher than the
It follows that the result of applying Laplace's operator to II
p =i
an (6)
dp
Z
d@^dWg
"
8a;
'p
\(a*
P ) (a
8y
q)
(6
X
?
-,z\{a?+0P )(a?+6 q )
lx
\a,b,c )
The complete
is
dm ()
Now
()
first.
+ c*
+6p + T^^
b +6 P
+
-
\a l
set of 5 ellipsoidal
+ q)

?
^ -0
q
8s 2
P ) (b*
)'
summation extends over all unequal pairs of the integers

The terms for which p = q may be omitted because none of the
where the
1, 2,
dp
pZi
+ 0J
(c
is
composed of these two
2
P ) (c
'
harmonics of the secpnd degree
together with the three harmonics yz, zx, xy, which are of the third species.
23"21]
539
dU ()/d@p consists of the product II (0) with the factor p omitted,

while S 2 n ()/dp d consists of the product II (0) with the factors
and
q
q omitted. That is to say
and
= an(8)
3 2 n(0)
d%d
If
we make
may be
5a
d q
these substitutions,
n(@)
en(@)
dp d q ~ dp
q
'
we
see that
cP_
&_
&_
dx 2
dy2
dz 2
11(0)
written in the form
2 911(0)
+6 +
6>
(a 2
,=1
If II (0)
it
to
is
will certainly
be a harmonic
has to be omitted from
annihilated by Laplace's operator
it is
be so annihilated
Zi6p -0 q
=p
the prime indicating that the term for which q

the summation.
if it is possible to
choose
<9 2
...
and
so
that each of the equations
ct?
Now
b2
+0p
where p takes the values
is satisfied,
be a variable and
let
let
+0p
1, 2, ...
- 0,
m.
A! (0) denote the polynomial of degree
in
U(0-0
q ).
?=i
If
A/ (#)
A/ (0)
is
denotes cZAj (0)/d0, then, by direct differentiation,
equal to the
a time, and A/' (0)
m2
is
sum
of all products of
twice the
sum
lt
it is
of all products of the
seen that
6m m 1
...
at
same expressions,
at a time.
Hence,
6 be given the special value
if
becomes equal
sum
to twice the
(the expression
P the quotient
of the reciprocals of P #,, 6P
A" (0p)/Ai
(0P )
...0p m
P being omitted).
Consequently the set of equations derived from the hypothesis that
m
II (0^,) is a
harmonic shews that the expression
P=1
_JL_ +
a2 +
_J_ + _L_ + 2A '"W

+0 c +0 A '(0)
b2
has any of the special values
vanishes whenever
it
...
Hence the expression

(a 2
0)(b*
0)(c 2
+ 0)A "(0) + l\ 1
1
[a, b, c
(b>
+ 6)(* + d))A
I
'(6)
is
[CHAP. XXIII
540
which vanishes when
a polynomial in
and
so
has
it
2,
...
in 6 and
known, the remaining factor must be of the form
factors are
Now this polynomial is of

of the
rn(m + ). Since
as factors.
the coefficient of m+l is
1}
m+ 1
degree
has any of the values 6 lt
m(m + %)0 + \C,

G
where
We
(
a constant which will be determined subsequently.
is
have therefore shewn that
a.
6) (6
2
6) (c
A/' (0)
6)
+ l\ 2
(Z>
=
That
degree n
any
to say,
is
+ 0) (c + 0)\ A/ (0)
2
OT
(m +
harmonic of the
ellipsoidal
|) 6
first
+ IC}A
(0).
species of (even)
expressible in the form
is
in
fr
+ 0p
must be a solution of a
this polynomial
4<fl(a+0)(b*
z*
ip-
+ dp
&+
the zeros of a polynomial Ai(0) of degree \n; and
0i n are
...,
a?
p =i
where 61>
differential equation of the type
+ 0)(c*+0)}~ ^ {(a +
i
e)(b*
+ 0){c* +
=
This equation
is
known
Lamp's
as
{n(n
0)}^P
+ l)0 + C}A
(0).
It will be in-
differential equation.
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 + 1 different
real values of
for
which the equation has a solution which
is
a polynomial
of degree \n, and (II) these polynomials have no repeated factors.
in
The
analysis of this section
the existence of In
degree
n,
may then be
1 ellipsoidal
reversed step by step to establish
harmonics of the
species of (even)'
first
and the elementary theory of the harmonics of the
first
species will
then be complete.
The corresponding results

now be indicated
species will
adhered to so
2322.
for
harmonics of the second, third and fourth
briefly, the
notation already introduced being
far as possible.
Ellipsoidal harmonics of the second species.

in
We
take x
II
as a typical harmonic of the second species of degree
(p )
v=v
2m +
"
1.
The
| an
j,=i
result of applying Laplace's operator to it
(6)
3,,
dm (9)
s
rto dp d%
|(a 2
+
8^
P ) (o
(a 2
is
&+
8tf
+
q)
(&
p ) (&>
+ 6q)
8z*
+
(c
P ) (c
+ 0$
23-22,23-23]
ellipsoidal harmonics
and
Consequently,
this has to vanish.
if
n(6-6 q
A,(0)=
541
),
3=1
we
find,
by the reasoning of
23-21,
that
(0) is a solution of the differential
equation
(a 2
{&
0)
2
6) (c
{3 (6
+ 0) A
"
2
(6>)
+ 0) (c + 0) + (c + 5) (a +
2
+ (a2 +
0)
=
C2
where
is
f)0
0)) A,' (0)
+ iC }A 9 (0),
8
a constant to be determined.
now we
If
{m(tn
0) (6
write
(0)
A (6)j\J(a- + 0), we
A (0)
find that
a solution
is
+ 0)(Z> + 0)(c + 0)}^
-tV{(a2
V((a 2
0) (6
= {(2m +
C=
where
be observed that the
It will
as the equation derived in
(2m + 1)d +
1)
last differential
equation
now under
still
6)
is
is
2m 4-
1.
reduced to
In the case of
the corresponding factors for harmonics of the

\J(b
each of the three types, so that, in
and V(c 2
0)
m+1
shewn subsequently that precisely
2m + 1
equal to the
consideration,
of harmonics of the second species
second and third types are
of degree
same type
of the
is
type the solutions are required to be polynomials in
first
multiplied by >J(a 2
A (0),
G]
the discussion of solutions of Lame's differential equation.
harmonics of the
dA(0)~
d0
0)J
2321, the constant n being
degree of the harmonic, which, in the case
Hence the discussion
2
0) (c
all,
0) respectively.
values of
dm +
be
It will
can be associated with
3 harmonics of the second species
are obtained.
Ellipsoidal harmonics of the third species.
2323.
We
take yz
II
2m +
The
2.
dll
yz
=1
dm (0)
"
"*
p+ 9
and
as a typical harmonic of the third species of degree
result of applying Laplace's operator to
()
dp
(p )
'
2>
dp d q
r.
|(a
this has to vanish.
+&
it is
(i
+ 6P
T
c
_8?1_ _ M
+
+ P ) (a" + 6 g )
Consequently,
(0)
_
(&
8y
ti
P)
(6
if
= n(0-6 q ),
4=1
JM
_ ^_
+ 0,) ^ (c + 0,) (c +
2
'
q)
542
we
by the reasoning of
find,
23"21, that
a solution of the differential
is
(0)
[CHAP. XXIII
equation
{a?
( +
0)
2
0) (c
+ i K& +
2
A " (0)
0)
0) (c
+ &) + 3 (c + 0) (a + 0) + 3 (a + 5) (6 + 0)} A,' (5)

= {m(m + f)0 + C3 }A (0),
2
where
If
we
is
now we
find that
4^{(a*
write
A (6)
= A (0)/<J{(b* + 0) (c2 + 6)),
(0)
is
+ 0)(V + 0)(c>+0)}^
V((o .
)(6
>
)(c .
^)
)}
= {(2m 2) (2m + 3) +
4a + 6 + c
C}
-I-
where
= C
(7
-f
be observed that the
It will
equation
last
is
23 21, the constant n being
of the harmonic, which, in the case
now under
of the
still
same type
consideration,
is
discussion of harmonics of the third species
harmonics of the
first
*J{(b
as the
equal to the degree
the discussion of solutions of Lame's differential equation.

multiplied by
A (0),
equation derived in
Hence the
2m +
is
2.
reduced to
In the case of
type, the solutions are required to be polynomials in 6
+ 0)(c + 0)\
2
the corresponding factors for harmonics of
+ 6)
+ 6)} and V{(<*2 + 6) (b2 + 6)}

be shewn subsequently that precisely
+ 1 values of G
with
each
of
the
three
types,
associated
so
that,
in
all,
3m
can be
+ 3 harmonics
of the third species of degree 2m + 2 are obtained.
the second and third types are V{(c 2
(a 2
It will
respectively.
Ellipsoidal harmonics of the fourth species.
2324.
The harmonic
m
form xyz II ( p ).
of the fourth species of degree
The
2m + 3
is
expressible in the
result of applying Laplace's operator to it is
=1
xyz
an(6)
3p
Lp-i
+0p + fr +
,
dp d% |(a2 +
v *q
and
\a 2
this has to vanish.
+
p
2
P ) (a
c*
+
q)
(+0p )(+0 q)
+
(c*
+ 6P )(c +
q\
Consequently,' if
in
A (0)=ll(0-0 q
i
),
9=1
we
find
(a 2
by the reasoning of
0)
{ +
0) (c
23'21 that
+ 0) A
"
4
(0)
(0) is a solution of the equation
+ l{ 2
\a b, c
(6
0) (c
=
where C4
is
0)1
A/
(0)
{ro(m
+ J)0 +
iC,}A(0),
23-24, 23-25]
If
now we
write
A
we
find that
4 V{( 2
543
A (9)
is
+ 6) (6 +
2
= A (0)/V{(a' + 6) (V +
(6)
2
6) (c
0)},
6) {<?
~ L/Ra
+ 6)}
=
C= C + 4
where
+ 0) (c + 0)}
2
{(2m + 3) (2m
(a
6) (6
+c
4-
^>
+
4)
C)
(6>),
).
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 + 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
2
required to be polynomials in
multiplied by ^[(a? + 6) (6 2 +
(c + V)).
It
6)
will
be shewn subsequently that precisely
with solutions of this type, so that

degree
2m +
2325.
m+1
m+1
values of
can be associated
harmonics of the fourth species of
3 are obtained.
Niven's expressions for ellipsoidal harmonics in terms

of homo-
geneous harmonics.
If G n (x, y, z) denotes any of the harmonics of degree n which have just
been tentatively constructed, then Gn (x, y, z) consists of a finite number of
terms of degrees n, n - 2, n - 4, ... in x, y, z. If
n (x, y, z) denotes the
aggregate f terms of degree

operator that
Hn
{x, y, z) is itself
obviously be obtained from
occur in the expression of
Gn
from the homogeneity of Laplace's

a solution of Laplace's equation, and it may
n, it follows
Gn (x,
y, z)
(x, y, z)
by replacing the factors p which

by the factors p
,
as a product,
been shewn by Niven (loc. cit., pp. 243-245) that Gn (x, y, z) may
n (x, y, z) by applying to the latter function the differential
It has
be derived from
operator
2(2n-l)
&
_Pl_
'
where D- stands
o
a Vo
i \ /o
d\
2.4.(2n-l)(2-3)
o
a.
a /o
i \ /o.
o\ /o
cT
2.4.6(2w-l)(2n-3)(2ra-5)
~r
for
92
and terms containing powers of
r)
2
r)
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.
all four species has been given by Hobson, Proc. London
proof applicable to functions of
Math. Soc. xxiv. (1893), pp. 60-64.

cations have been
made
In constructing the proof given in the
in Niven's proof.
text, several modifi-
'
544
For such harmonics the degree
Gn
where Sn
Sn_2 Sn -4>
{co,
*)
even and we write
In
%n
p=i
p=i
= n e = n (Kp -
in
Kp
Sn = Hn 0, y,z)=U
The function $n_ 2r
If Ki,
n,
n 2,
n 4,
...,
and
respectively,
taken \ n
1)
homogeneous functions of degrees
are
is.
[CHAP. XXIII
evidently the
is
sum
of the products of
K K
lt
s,
...Ki n
r at a time.
2,
Ki n be
regarded as an auxiliary system of variables, then, by
the ordinary formula of partial differentiation
dSn= ?r_ k? dSn-zrdKp

dx
dx
p= i dKp
= g
p =i
and, if
we
dS^
2x
BKp
ar
0p
differentiate again,
d'Sn-zr
8a>
= g dS^r
The terms
a*
SjBT,
JJ= i
in d-Sn - 2r /dKp
Kp does not. occur in
o' n
_2r
52
dp
^_
dKp dKq
P=M
8*2
2)
(a
6P ) (a 2
+ 0,)
can be omitted because each of the functions
to a degree higher
than the
first.
8&y<_
_^
It follows that
D2
g^l
.! 3if,
9
+,
It will
Of
SM_ 2r
3Z,3iT8
(a
2a2
2c 2
26 2
6P
6>
ft
8a23-2
((a
now be shewn
+ ft,)
(a 2
8 q)
"
(6
0,) (6
9)
that the expression on the right
is
O n_a._2.
We
first
observe that
6p p 6q
oV
^
)~
ep -e q
)(a?
8
e
+
+
, x lz\{a?
q
p
\a,
and
that,
by the
b,
c)
differential equation of 23*21,
a,~b,
cd'
+ dp
, 6, e
=3+
e v 2'
8=1 pp
4,
'
#j>
8c 2 z 2
(c
2
P ) (c
ft,)}
a constant multiple
23"25]
so that
D^, = 6
4-
I *.?S^J'
y
"pK p ~
"2r
oKpdKq
p^q
545
"q -K q
6q
Op
Now dSn^r/dKp
the sura of the products of the expressions K K
K\n (Kp being omitted) taken ^-r-lata time and K^S^dKpdKq
consists of those terms of this sum which contain K as a factor.
is
2,
Hence
^=?r
dKp
dlS
- Kq
BKpdKq
K K
sum of the products of the expressions ly 2 ,... K^n (Kp and

both
being
omitted) taken \n-r-\ at a time; and therefore, by symq
metry, we have
is
equal to the
3"n-8r
dKp
On
Sn_^ _
rr
_ Kp
dSn-sr
* dKp dKg
g
J^-sr
SO that
is
jt
dK q
9^n -2r _
9/Sn-a-
$B _2r
dKp dK q
3
'
substituting by this formula for the second differential coefficients,
it
found that
& dSnw
in
7")2 C'
_ V
JJ Un-sr
p=l
= 2
77-
3
Ori^
8flp
.8
3^
9=1 6P
W
{Kp Kq )_
Hence
Now
*_,,.
it is clear
metric function of
77-
= (4n -
2,
-ft-
&n2r 2
power of any of the expressions

first.
v&n
2)
a/7"
...K^
~t~ -L*-
p -t*- q &n 2r 4j
at a time
K K
x
2,
...
lt
K.2
...
K,
and we then see that
l) n2r2-
^= -
of degree
tt\ n
/it
P
It is therefore a multiple of Sn-zr-sw. m. a.
'
form
2 flU^-
that the expression on the right
K K
'- jr)
(ff
both being omitted) taken

O&n2r
Z'P~~TfF
'
'
jr
p=?q
I
where /S^ denotes the sum of the products of the expressions
(Kp and
ft
vKp
f,Mf'w}/
-**-^^n 2r 2 ~r
'
Q JT
''*'
2' q = l(0p 8q)
Kq.
-^y
3, MfNow we may write Sm_2r in the

^n2r
6q
2'^L
=
-( 4"- 2)
Am
z-^- - 8
S'
is
n r
Ki n
a homogeneous sym-
1,
and
it
contains no
to a degree higher than the
To determine the multiple we

35
'
[CHAP. XXIII
546
when
observe that
while the
number
Sn-zr-i is written out at length it contains ^ n Cr +i terms
of terms in
in(4n- 2)
is
The multiple
is
r|p -8 X _.._,
r
-2)
(4n
^0,-8
r_ 1
_.2
Jj!
consequently
| (4n
- 2) ^fi. - 8
.
frC.
^_ 2 q-x
<
and
this is equal to (2r
+ 2) (In - 2r 1).
It has consequently
been proved that
D'-Sf^
It follows at once
&n2r
= (2r +
2) (2n
- 2r - 1) Sn^_2
by induction that
D*r Sn
...
2r
(2ra - 1) (2 -
3)
(2ra
...
- 2r + 1)
and the formula
& (*>
2/>
*?
*)
is
. .
now obvious when Gn (x,

Example
(-)r D 2r
1) (2n - 3)
2r (2w
y, z) is
an
ellipsoidal
Prove Niven's formula when
1.
. . .
Gn (x,
(2
2r
i?m
+ 1)
harmonic of the
an
y, z) is
ellipsoidal
0,_t/, z)
first species.
harmonic of the
second, third or fourth species.
Example
Obtain the symbolic formula
2.
Gn (x, y,
2326.
The
= r (J-n)
(i/))"
+i /__ (D)
i
n (x, y,
z).
Ellipsoidal harmonics of degree n.
results obtained
even, there are

third species;
species
*)
and \
there are 2n
in
2321-2324 shew
that
when n
is
\n + 1 harmonics of the first species and \n harmonics of the

when n is odd there are |(w + l) harmonics of the second
(n
and stated
1)
harmonics of the fourth species, so that, in either
harmonics in
all.
It follows
from
18"3 that, if
case,
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 2n
+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
an intensive study of Lame's equation but before we pursue

;
we
shall
make
this investigation
study the construction of ellipsoidal harmonics in terms of confocal
coordinates.
23-26, 23-3]
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.
Gonfocal coordinates.
If (X, Y,
a, b, c
Z) denote current coordinates
are positive (a
>
X
a
represents an ellipsoid
is
The
called the
and
if
fr_
&
Yl
62
the equation of any confocal quadric
,+
+ 6^
a?
and
in three-dimensional space,
> c), the equation
parameter of
is
= 1.
+ +r c +
-
b*
this quadric.
quadric passes through a particular point (x,
y,
z) if
is
chosen
so that
a2
Whether
satisfies this
a?
and, since f(S)
is
b2
f
+0
equation or not,
1.
'
it is
convenient to write
/(&)
a cubic function of
,=
0,
it is
clear that, in general, three
quadrics of the confocal system pass through any particular point
To determine the
species of these three quadrics,
Table
6
we construct
(x, y, z).
the following
548
Now
take the identity in

u*
0,
z*
tf_
a r+6
[CHAP. XXIII
(0-\)(6-t*)(0-
v)
b*+6 c*+0~(a + 0)(b* + 0)(c' + d)'

turn, by a + 0, + 0,c-+0; and after so doing,
i
2
and multiply it, in
by - a2 - b", - c2 respectively.
,
00
_
~
(a?
From
if X,
IX,
*2
(c
n)(tf
v)
/*)(&
- b*) (6= -
"'
+)
if)
+ X)(^+ fx)(c- +
(ai -c j(&'-C)
v)
these equations it is clear that, if (x, y, z) be any point of space and

denote the parameters of the quadrics confbcal with
The parameters
(X,
relative to the
fi,
(x-,
+ V +
and
(/u.)
dx dx
^ck' +
8X
z*)
are uniquely determinate in
fr
c
shew that confocal coordinates form an orthogonal system
for consider the direction cosines of the
and since
the confocal coordinates of the point
v) are called
a?
of the surfaces
'f
fundamental ellipsoid
Z
It is easy to
Z*
which pass through the point, then

terms of (X, fi, v) and vice versa.
X)(&=
(a
'
'
X*
(x, y, z)
X)(<f
(-6)(o-c')'"
,__(& +
y
replace
thus found that
It is
dfi
(v)
these direction cosines are proportional to
/dx
dy
dz
\dX'
SX'
dx)'
dz dz
a?
-.
u ,b,c (a
d/i
dfi
dy dy
+ ^^-Î
S^
dX
3X
tangent to the curve of intersection
sr/-i
b 2 ) (a"
- c \)
2
evident that the directions
it is
are perpendicular
/dx
dy
dz\
\dX'
3X'
d\)'
/dx
\97
dy
dz\
%'
djx)
and, similarly, each of these directions

/dx
dy
is
perpendicular to
dz\
'
\dv
It has therefore
X,
fi,
dv
'"
9j>/
been shewn that the three systems of surfaces, on which
v respectively are constant, form a triply orthogonal system.
Hence the square
of the line-element,
(S*)
is
"'
(Byf
namely
+ (Szf,
'
'
23-31]
^gy
with similar expressions in
To evaluate
H^
and
/x
+ (|)' +
v for
in terras of (X,
fi,
H?
and
549
@)\
H\
s
observe that
v),
1 X'A*
i /a^-y
- J lV
^""IrHsx, + 4^H?xJ + 4?l?x7
,
=1 S
:
, 6 , c
But,
if
we
(a2
(a- + /*) (a- + )

+ X) (a - 6 ) (a - c-)
2
express
+ X) (6 + X) (c + X)
(a 2
qua function of
sum
X, as
'
we
of partial fractions,
see that
it
is
precisely
equal to
K
s
.J.
and consequently
The
.ff,
H^
values of
interchanges of
(X,
y..
Formulae equivalent
n.
and
(a- + fi) (a- + p)

+ *> ( - &2) (a 2 - c )
a
~~
+X)V^-,
(b + X) (c + X)
4 va2
'
if. 2 are
obtained from this expression
b\" cyclical
v).
to those of this section
were obtained by Lame, Journal de
MatL
1S3T\ pp. 147-1S3.
Example
1.
VTith the notation of this section, shew that

rS
Erampl*
Shew
'2.
+ y2 + = a 3 + 63 + J +X+fl +
.-2
1,
that
,c>
^2
Uniform ising variables associated with confocal
23
31.
It
has been seen in
23 3 that
when
the Cartesian coordinates
are expressed in terms of the confocal coordinates (X,
obtained are not one- valued functions of
thereby produced,
respectively
we
express (X, p, v) in
coordinates.
/*,
v),
{x, y, z)
the expressions so
To avoid the inconvenience

terms of three new variables (, v. w)
(X,
/x, v).
by writing
r
)()=X + H-' + ^ + c3 )
f{v) =fi.+
the invariants
g2 and gs
H^ + b
+d
),
of the Weierstrassian elliptic functions being defined
by the identity
4 (a2
X)
(6*
+ X) (c + X) = 4 p (w) -g3 q> (u)-g

2
The discriminant
example 3)
and so
it is
w +
1
functions
elliptic
b 2 f (b 2
c ) (c 2
2
a2 )2
20*33,
(cf.
positive; and, therefore*, of the periods 2co lt 2o> 2
&> 2
a pure imaginary
is
+ co =
3e 2
= a? + b -
=c +
in terms of
has
2&> 2
w2
its real
and
positive since /
is
2a> 3
2w^
is
part negative,
(eB a /a>i)
> 0.
we have
so
a2 - 2b 2
3e2
(x, y, z)
(ii, v,
3e3
w)
= b + c - 2a
2
2
.
we have
+ \)(a + (a + v)
(a - ) (a - )
= JP () ~ *} IfP 0) ~ l} {& ( W ) ~ frl
(ei - e) (e - e )
2
^
~
(a
as2
(u)
o- 3
(w)
o-
(j.)
o-
20 53, example
> e2 > e3 and
ex
2c 2 ,
Next we express
and
the imaginary part of
In these circumstances
Q)
er3
(t>) o-
(w)
a2
e-""=cr2
o- 3
O"
(u)
effect of increasing
o- 3
(V)
cr
(w)
(w)
'
(w)
<t
(v)
a (w)
o-j
o"i
(u)
o"!
a-
(w)
<r (fl) o-
((u 1 )
each of
(v)
<T
(w)
'
(&) 2 )
we have
a3
(w)
cr
2f= +e-i'"'o- 2
cr3
<r 2 (?./) cr 2 (ti) o-2
y = + e -wi ff * ( W2 )
and similarly
(wj)
20*421,
(w 3 )
(a)!) <r (t B )
cr 3 2
(w)
Therefore, by
4.
x=
The
[CHAP. XXIII
is
positive while 2a> 3

since
with the
associated
16 (a 2
'
550
by
'
(iw)
'
u, v,
by
(w)
2<o 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 2o>2 and 2ei and again each of
;
the three expressions
Hence,
if
changed in sign by changing the signs of u,
is
the upper signs be taken in the ambiguities, there
correspondence between,
all sets
the sets of values of (m,
given
v,
of values of
is
a unique
or complex,
w) whose three representative points
w.
lie
and
in
alL
any
cell.
The uniformisation
is
.consequently effected by taking

";i
a
2/
= e-%"2o-2 (&) 2)
^= e -1l10-2(
ft)]
(u) o\ (v)
(u)
o- 2 (,) o- 2
cr
(x, y, z), real
v,
t
g*i
(u)
<j
0)
o-i
(u)
(v)
(v)
(v)
(v)
(v)
<r 3
(w)
a (w)
o- 2
<x
(w)
(w)
a-i
'
'
(w)
(iv)
Formulae which differ from these only by the interchange ,of the suffixes
and 3 were given by Halphen, Fonctions Elliptiqiies, II. (1888), p. 459.
* Cf. 21*32,
example
1.
23-32]
23
Laplace's equation referred to cOnfocal coordinates.
32.
It has
when
been shewn by Lame and by W. Thomson* that Laplace's equation

any system of orthogonal coordinates (X,
v) assumes the
referred to
//.,
form
d_
3X.
where
(H
dV\
H,
dx
"
(HtHi
d_V{
3/t |
3^
iHJh
+ dv
dv
'
(H^f + (H Bvf
s
Although W. Thomson's proof of
to be the square of the line-element.
based on arguments of a physical character,
result,
37)
"
1T2 i7 3) are to be determined from the consideration that
(-ff1;
(H.8X)2
is
551
this
extremely simple,
is
all
the analytical proofs are extremely long and cumbrous.

It has, however,
(X,
/a,
been shewn by Lamef
that, in the special case in
form obtainable without elaborate analysis
w) of 2331 are adopted

becomes still simpler.
straightforward differentiation
independent functions
(X,
may be proved
it
that,
when any
three
taken as independent variables,
y, z) are
v) of (x,
fi,
variables
as coordinates, the form of Laplace's equation
(u, v,
By
when the uniformising
which
equation assumes a simple
v) represent confocal coordinates, Laplace's
then
32
32
32
dz2
dy 2
dx 2
transforms into
3xy
dx)
A,
dv
3/u,
ju.,
2+
dx
dy
3X 2
d/J,
dv
dz dz
dy dy
2+ dz
dfidv
dV
dn:
cfx
drx
dv
3/i
dx dx
3=7
IH
'
dX
2
_
In order to reduce this expression, we observe that X

x
so,
by
-+
+X
b2
'
'
satisfies
the equation
= 1,
+X
differentiation with x, y, z as independent variables,
2x
a2
+X
\(a
+X
(a 2
+ X)
j/
X)
((a
(6 4- X)
+
dx^
+
T
(c
+ X)
2
j
3X _
dx
3X\ 2
3X
2
z2
x2
4<x
a2
+X
a2
and
+ X)
(a
* Cf. the footnote
on
t Journal de Math.
+
(&
X)
,+
+ X)
{b
,+
+ X)
(c
+ X)
pp. 133-136.
dx)
X
3^
d
p. 401.
iv. (1839),
(c
X)
2
]
= 0.
'
'
TMU TRANSCENDENTAL FUNCTIONS
55^
2*
Hence
2
+ AX
2 -'
_
2
9X
rT
_
=4T
a7
+X
(dr
._
+ xyU,
with similar equations in
2H (a"+\y,.~^(
i
/x,
and
1/
[oiIAP. XXIII
+ \Y
ir
=4//a
*"'
^
rU~
y, z.
gay
From
1
equations of the
d*V
and the
vr-
H?
type
first
coefficient of .
_
d/J,dv
zero; and
is
with similar equations in

If,
for brevity,
9</
and
fi
with similar meanings
a, y,
for
aX
ofX
9^X
9a/
9^
so Laplace's equation
2
A,
that
is
,,
of the
found that
it is
+X
+ X)
AM
(Z>
+ X) (c + X)} s A A
2
and A, we see that
(22
A A2
=
(X
-fi)(\-
(X.
- /a)
v) ("
+X
+
A,
+X
dA A
(X
-~i>)
~d\
'
assumes the form
Ax 2
V)
/)
^
9X2
+ A Ax
j- =
9X
r/X
0,
to say
The
+ ^- x
}
)ÎKV
equivalent equation with
(SP
more
()
- f (,)} lj +
{jp(
(it,
v,
^ )A vt{ A4;}=
+(x
l
w) an independent variables
W )- v ()} JL + p (, - p ()}
{
^=
is
simply
o,
briefly,
927-
The
i/.
-._*-.
- (X -
(X
^-) A ^l|A4x:
or,
z cyclically,
9^ [ ~
__4A X
and
we add up conations
if
i'h
we write
V{(a a
9a;
j9^
that the coefficient of -=-
'
second type obtained by interchanging

4jHi "
sim
it is
32
ja
be regarded as canonical forms of Laplace's
last three equations will
equation in the subsequent analysis.
23 33
When
Ellipsoidal harmonics referred
Niven's function
Hp
denned
**
1
to con,focal
as
,
coordinates.
23*33]
is
it
expressed in terms of the confocal coordinates

assumes the form
(X,
553
/j,,
the point
v) of
(x, y, z),
_ {\-0p )(p-0p )( v -dp )

and consequently, when constant
factors of the
form
are omitted, ellipsoidal harmonics assume the form

(
*>
y=
s.r,
p=i
p=i
p=i
[n(\-ep)n (p-ep )n
\
1.
any
replace x,
ellipsoidal
*yz
xy
r.
now we
If
harmonic
(v-8p
).
y,
by
their values in terms of X,
is expressible
in the
form of a
/a, v,
we
see that
constant multiple of
where A is a function of X only, and

and N are the same functions
of fi. and v respectively as A is of X.
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 \/(a 2 + X), V(6 2 + X), V(c 2 + X).
m
AMX,
Since the polynomial involved in

sideration of 23-21-23-24 that
s '{(a*
A is
+ X) ( + X) (c + X)}
2
II (X
- 6P
it
follows from a con-
a solution of Lame's
is
^{(a*
+ X) (V + X) (c2 + X)}
=
where n
is
the degree of the harmonic in
This result
may
also
),
{n(n
+ l)X + C}A,
(x, y, z).
be attained from a consideration of solutions of
Laplace's equation which are of the type*
F= AMX,
where A, M,
X are
functions only of X,
fi,
v respectively.
For if we substitute this expression in Laplace's equation, as transformed

in 2332, on division by V, we find that
p (v) - 1^ (to)
riA
du*
The last two

1 d2 \
-j~
so
-v
p(w)-p(u)d3 M
u,
p(u)-(pQ)(Z2 N
dm*
are linear functions of p (u), and
must be a linear function of p (u)
dtf
"
terms, qua functions of
coordinates v and w,
where
since
it is
independent of the
we have
-{*(.) + *},
K and B are constants.
harmonic which is the product of three functions, each of which depends on one coordinate only, is sometimes called a normal solution of Laplace's equation. Thus normal solutions
*
with polar coordinates are
18-31)
cos
r"P
" (cos 0) sin md>.
.
'
'
554
If
we make
[CHAP. XXIII
this substitution in the differential equation,
we get a
linear
function of p (w) equated (identically) to zero, and so the coefficients in this

linear function must vanish that is to say
;
Ktt
n
<
\<a
(v)
.,
m -
up
(w)\
=-f
-T-
<p(w)cZ 2
N1
&M +
=r=
d2 N n
-7 = 0,
(v)#N
and on solving these with the observation that p (y)

we obtain the three equations
f (w)
is
not identically
zero,
^ = {Kp(u)+B}A,
^
When X
is
= {^( W ) + }N.
taken as independent variable, the
4A*- JA A ^H = {#X + B +
and
first
equation becomes
\K (a + b + c
2
this is the equation already obtained for
)}
A,
A, the degree n of the harmonic
being given by the formula
We
is
have now progressed so
(n
1)
= K.
with the study of ellipsoidal harmonics as
far
convenient without making use of properties of Lame's equation.
We now proceed
Various forms of Lame's differential equation.
23'4.
We
and
to the detailed consideration of this equation.
have already encountered two forms of Lame's equation, namely
this
may
#A +
dX
also be written
f_i_
[a 2
+X
I
b2
&+
+X
)dA =
X)
which may be termed the algebraic form
^=
which, since
it
{n(
[n(n
+ l)X + C}A
+ X) (c2 + X)
4 (a2 + X) Jb 2
dX
and
+ l)jp(u) + 5}A,
contains the Weierstrassian elliptic function jp(w),
termed the Weierstrassian form
the constants
relation
B+
(n +
2
1) (a
c )
may
be
and C are connected by the
=G
lamp's equation
23 4]
If
we take
new
(w) as a
(PA
will
\dA_
be called
0,
exponents are
^7i,
^ in each case
e 1;
and a singularity at
we obtain the
fn(+l)f + 5}A
This differential equation has singularities at
exponents are
10"6)
(cf.
which
variable,
form
slightly modified algebraic
555
e2
es
at
infinity, at
which the
which the
+ 1).
i (n
The Weierstrassian form
of the equation has been studied
by Halphen, Fonctions
Elliptiques, n. (Paris, 1888), pp. 457-531.
The
algebraic forms have been studied
by
Acta Math.
Stieltjes,
vi. (1885),
pp. 321-326,
Klein, Vorlemngen iiber lineare Differentielgleichungen (lithographed, Gottingen, 1894),
and
Bocher, Uber die Reihenentwickelungen der Potentialtheorie (Leipzig, 1894).
The more general
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
is sufficient to make the sum of the complex coordinates of the
then a change of origin
three finite singularities equal to zero.
Another important form of Lamp's equation

notation of Jacobian elliptic functions
z1
if
we
= u VOi - e
obtained by using the
is
write
3 ),
the Weierstrassian form becomes
<PA
n (n +
dz*''
and putting z
= a iK',
1)
where 2iK'
is
ns 2 ^1
B
-
A,
the imaginary period of snz u
we
obtain the simple form
^=
da?
where
is
(n
\n
l
+ 1) k
sn 2
+ A] A,
B by the relation
B + e n (n + l) = A(e - e
a constant connected with
The Jacobian form has been studied by Hermite, Sur

elliptiques,
3 ).
quelques applications des fonctions
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
though in some
problems analysis
is,
is
in
general, the second algebraic form,
simpler with the Weierstrassian form.
&
556
[CHAP. XXIII
Solutions in series of Lame's equation.
2341.
Let us now assume a solution of Lamp's equation, which
4(f-ei)(f-*)(f-)^ +
(6f
may
be written
-i^^-{n(+l)f + 5}A=0,
in the form
A=
The
br
(%-e$n
-r
.
right, if it is a solution, will converge (
on the
series
sufficiently -small values of

|
f-
e2
but our object
will
10 31)
for
be not the discussion
of the convergence but the choice of
way
in such a
may
that the series
terminate, so that considerations of convergence will be superfluous.
The
A on the left-hand side of the

and arranging the result in powers of f e2 is minus the
result of substituting this series for
series
2 (^-e.^ n
-r+1
[r(n-r + ^)br -{3e2 (^n-r + iy-in(n+l)e2 -iB}br^
+
in
which the
Hence,
coefficients b T
if
the series
is
Oi
- e) (\n -
e 2 ) (e2
2)
{\n
- r + f ) 6,._J,
with negative suffixes are to be taken to be
zero.
to be a solution, the relation connecting successive
coefficients is
r{n-r + \)b T = {Se2 ($n - r + l) - \n (n + 1) e2 - \B\ &,._,

- (ej - e ) (e - e ) (^n - r + 2) (\n-r + 1)
2
and
(m
If
we take
(i)
(ii)
^n
as
{f n e 2
- \n (n + 1) e - \B]
2
we may do without
loss of generality,
-B
the coefficients
Now
If
eu e2
&,._ 2
es
and
2r (2n
1) (2re
are real and e x
is
(2m
> e2 >
es
is
- 2r + 1)
provided that
in such a
= -
= 0,
= 0,
< \{n + 3) and
made, the recurrence formula shews that

&4n + 2
'
then, if b r _ Y
even and that we choose

& 4n + l
If this choice
3)
are opposite in sign, provided that r
suppose that n
is
(jzL
2 4
(iii)
be functions of
the actual coefficient of
of b r and
r _2
B with the following properties

b r is a polynomial in B of degree r.
The sign of the coefficient of Br in b r is that of ( ) r
b r are seen to
= 1,
-!)&!=
the values
<
way
n.
that
23-41]
lamp's equation
r=^n+2
by putting
557
in the formula in question;
and
if
both
b in
+ 1 and
^hn+2 are zero the subsequent recurrence formulae are satisfied by taking
^71 + 3
^hl +
i=
=0.
Hence the condition that Lamp's equation should have
a solution which
a polynomial in is that B should be a root of a certain algebraic equation

of degree \n + 1, when n is even.
is
When n
and
so
that
should
be^
and then
bî n + %\ also vanishes,
so that the condition,
when n
is
root of a certain algebraic equation of degree \ (n
odd,
is
+ 1).
their roots real.
of B, the expressions b
to vanish
coefficients
shew that, when e x >e 2 >e3 these algebraic equations have

For the properties (ii) and (iii) shew that, qua functions
It is easy to
all
we take &w n + ]\
odd,
is
do the subsequent
< $ (n + 3), and
has
all its
b 1} & 2
b r form a set of Sturm's functions*
when
so the equation
roots realf
and unequal.
Hence, when the constants
e,, e 2
e 3 are real
(which
is
the case of practical
importance, as was seen in 23'31), there are \n + 1 real and distinct values
of B for which Lamp's equation has a solution of the type
even; and there are ^(n+1) real and distinct values of

which Lame's equation has a solution of the type
when n
is
2 &/(-
for
4B " r
.)
r=0
when n
When
by
is
odd.
the constants
to have equal roots
discussed by
Example
Cohn
1.
in a
are not all real, it is possible for the equation satisfied

the solutions of Lamp's equation in such cases have been
e2 , e s
;
Konigsberg dissertation (1888).
Discuss solutions of Lame's equation of the types
'-*)i
"" r " 4
(i)
(-*)* I
(ii)
i
(-*)* I 6,"(*-i)
(iii)
(I -,)
&r
(-<%)* s
"" r " i
,
V"tf-*)
"~ r " 1
.
par les Savans Strangers, vi. (1835), pp. 271-318.

221.
is.due to Liouville, Journal de Math. xi. (1846), p.
procedure
This
t
* ikf<!m. pr&sentis
558
[CHAP. XXIII
obtaining the recurrence relations

(i)
(n-r + i)br
'
= {3e2 (|-r+|) 2 +
(<3 2
-e3 ) dn-r+$)-$;n(n+l)e2 -iB}
&'
r -i
-(i-ea)(ea-es)(Jt-- + f)(jM-r + l)6'r -a,

(ii)
w -r+|)6 r "
2
a-)-+|) -(ei-2 )(ii-r + f)-|(m+l)e2 -i5}6Vi
-(i-e2)(e2 -e s )(|ra-r+f)(|M-?-+l)6" r _ 2
2 2
6"'
=
r ( r +i) V" (3e 2 ($ r + )
r _,
J e 2 ( + n + 1) - B}
,-(
{3 2
(iii)
-(ei-a) (!-) (i-
Example
values of
2.
for
+ l)(i- +i)ft'"r-i.
,
With the notation of example 1 shew that the numbers of real distinct
which Lamp's equation is satisfied by terminating series of the several
species are
(i)
|(m-l)
or
TAe
i(-2);
2342.
When we
(-l) or i(n-2);
(ii)
(iii)
(fl-2) or
(-3).
of Lame functions.
definition
collect the results
which have been obtained in
23 41,
-
it is
clear that, given the equation
^=
n being a
[( + l)p()
2n +
positive integer, there are
+ S]A,
values of
for
which the equation

2321-2324.
has a solution of one or other of the four species described in

If,
when such a
solution
term
coefficient of the leading
the function so obtained
is
expanded in descending powers of f, the

is taken to be unity, as was done in 23'41,
called a
is
Lame
function of degree
kind, of the first (second, third or fourth) species.
The 2n +
of the
n,
first
1 functions so
obtained are denoted by the symbol
0=1,2,
#"();
and,
when we have
to deal
with only one such function;
it
...2n
+ l).
may be denoted by
the symbol
En
(.%).
Tables of the expressions representing Lame' functions for n = \,

compiled by Guerritore, Giornale di Mat. (2) xvi. (1909), pp. 164-172.
Example
1.
Obtain the
Lame^ functions of degree
five
2,
2,
...10 have been
namely
X+j2a2 ^V{2a4 -26V},

+ ^MX + c2 ),
v'pl
Example
2.
^(X +
eÂ + a
2
),
v/(X+a2)V(X+6 2 ).
Obtain the seven Lame' functions Of degree
3,
namely
V{(A + a 2 )(A + & 2 )(X+c 2 )},
and
six functions obtained
v/(X4-a
23 43.
It will
unequal.
by interchanges of a,
).[X+^(a +26
2
6, c
in the expressions
+ 2c )iV{a + 4&4 + 4c -762c3 -c2 a2 -a2 62}].

2
The non-repetition offactors in
Lamb functions.
now be shewn that all the rational linear factors of nm () are

This result follows most simply from the differential equation which
Enm () satisfies
for, if
-&
be any factor of
Enm (), where
f, is
not one of
23-42-23-44]
the numbers
ex
lame's equation
e 2 or e3
then
559
a regular point
is
of.
the equation
( 10"3),
and any solution of the equation which, when expanded in powers of f lf

does not begin with a term in (f fj) or ( ^y must be identically zero.
Again,
if
were one of the numbers
or"e 3
e lt e 2
the indicial equation
appropriate to f2 would have the roots

and $-, and so the expansion of
m
n (i;) in ascending powers of , would begin with a term in ( i) or
Hence, in no circumstances has
Enm (%),
qua function of
a repeated
factor.
The determination of the numbers $lt 2 ... m introduced in

may now be regarded as complete for it has been seen that
,
23'24
of Lame's equation can be constructed with non-repeated factors,
values of
62
lt
...
which
correspond to the roots of
Enm
(^) =
2321-
solutions
and the
satisfy the
equations which are requisite to ensure that Niven's products are solutions of
Laplace's equation.
It
remains to be shewn that the 2n + 1 ellipsoidal harmonics conway form a fundamental system of solutions of degree n of
still
structed in this
Laplace's equation.
The linear independence of Lame" functions.
2344.
It will
now be shewn
that the 2n
of degree n are linearly independent, that

exist
which connects them identically
In the
first place, if
different species
Lame
is
functions JEn m (!;) which are
to say that
no linear relation can
for general values of .
such a linear relation existed in which functions of
were involved,
it is
obvious that by suitable changes of signs
VC^-^), V(? ed> Vdr-Si) we could obtain other relations

which, on being combined by addition or subtraction with the original relation,
of the radicals
two (or more) linear relations each of which involved

merely to be of the same species but also of the same
not
functions restricted
would give
rise to
type.
Let one of these latter
relations, if it exists,
&am
and
let this relation involve
En (%) =
(a m
times with the operator
results of the successive operations are
ta m (Bn) EtT^Ô
where
Q)
r of the functions.
Operate on this identity r
The
be
Bnm is
the particular value of
which
is
(s
= 1, %
associated with
1),
Enm ().
560
Eliminate a x a 2
,
[CHAP. XXIII
from the r equations now obtained; and
... a,,
it is
found
that
1
>n
2
^n
wn
Now
wy-
...
urns
>
= 0.
wnn
(Bnr y-
1
,
the only factors of the determinant on the
Bnm
left
are differences of the
and these differences cannot vanish, by 23'41. Hence the

determinant cannot vanish and so the postulated relation does not exist.
numbers
The
linear independence of the
2n +
Lame
functions of degree n
is
The linear independence of ellipsoidal harmonics.
23'45.
Let O nm
m
En (), and
It is
Gnm (x,
Hnm ( x
let
y,
In the
be the ellipsoidal harmonic of degree n associated with
Hnm (x,
y, z)
be the corresponding homogeneous harmonic.
easy to shew that not only are the 2n
now
linearly independent, but also the
y, z)
>
(x, y, z)
2w
+ 1 harmonics of the type

+ 1 harmonics of the type
z ) are linearly independent.

first place, if
Gnm (x,
a linear relation existed between harmonics of the
when we expressed these harmonics in terms of confocal coordinates (X, fi, v), we should obtain a linear relation between Lam6
functions of the type Enm () where = X. + (a 2 + & 2 + c 2 ), and it has been
type
then,
y, z),
seen that no such relation exists.
Again,
Hnm
type
if
a linear relation existed between homogeneous harmonics of the
(%,
y,
by operating on the relation with Niven's operator
z),
23 25 X
'
we should obtain a
2(2n-l)
2.4(2n-l)(2w-3)
'"'
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.
It has
Stieltjes'
theorem on the zeros of Lame functions.
been seen that any
Lam6
function of degree n
is
expressible in the
form
m
(6
+ a )". {6 + )** (6 + c
2
.11(0- 6P ),
)3
p=i
where k u k2 k 3 are. equal to

or \ and the numbers 6 U Z ... B m are real and
unequal both to each other and to a2 b 2 c 2 and \n = m + kx + k2 + k3
When !, k2 k 3 are given the number of Lame" functions of this degree and
,
type
is
m + 1.
23 45, 23-46]
lamp's equation
The remarkable
result has
functions,
a?
of its zeros f between
between
of its zeros
1
62
To prove
...
c2
b'
lie
way that the rth
and
b"-
<f>
<f> 2
...
<f>
m be any
b">
<f>
= l,2,...r-l)
(p = r, r+1, ... m)
when
also
zero
is
(^ + & )
2
.
|
when
all
|"
2+
,1
(4>p
the variables
a
2
b2
2
,
+ c ) r a+ i] n
2
have their greatest values
all
both to each other and to
(p
,1
This product
<g
have their
<f>
when the
mr+1
the m + 1
real variables such that
a$p -&,
and consider the product
m
1
+
ii = n
a2) r i
[| (^ +
that, for all
function of the
and the remaining
and
and, incidentally,
between a2 and - c".
this result, let
m+1
been proved by Stieltjes* that these
functions can be arranged in order in such a

set has r
561
then
- ^)
least values
variables
II is positive
(&,
<pp
and
|.
and
are unequal
it is
obviously
a continuous bounded function of the variables.
Hence there
a set of values of the variables for which II attains
is
upper bound, which
positive
is
and not zero
(cf.
For this set of values of the variables the conditions

9 log II
9 log II
111
3$!
that
is
to say
*.
2
p +a
+4
8 U 62
(cf.
m has a
...
+ 4-
K3
:
2
</>
system of equations
are determined
is
23-21-23'24)
and
zeros
r has any of the values
and
Since there are
obtained
when r
theorem due to
*
solution for which
1 of its zeros
between
r =0,
l<j>p<f>q
by which lt #2 ... 6P
determining
equations
system
the
so
of
with r
1
-;
precisely the system
\-b <6p <-c

if
is
between
- a?
1, 2,
and
2
.
...
(p=l,
(p
m + 1,
= r,
a
...r-\)
2,
Lame
1,
...m)
function exists
b and the remaining

2
m-r+1
2
.
m+1
Lame" functions of the specified type, they are all

m + 1 and this is the
given in turn the values 1, 2,
.
Stieltjes.
Acta Mathematica,
2
t The zeros -a
,
pp. 321-326.
are to be omitted from this enumeration, 6 lt
vi. (1885),
6 2,
c2
...
only being
taken into account.
W. M. A.
give
m.
1, 2, ...
(-a 2 <8p <-b 2
Hence,
maximum
+ t+C + 2=
<t>p+b"
where p assumes in turn the values
Now this
for
d(j> 2
-7-T-1-.
<f>
its
3'62).
36
562
An
that
interesting statical interpretation of the theorem
if i
+ 3 particles which attract one another according
[CHAP. XXIII
was given by
are placed on a line, and three of these particles, whose masses are <i+-r,
fixed at points with coordinates
to
move on the
line,
then log
a2 b'\ c2
,
<2~i
K3
>
+ Z' are
the remainder being of unit mass and free
and the
which the coordinates of the moveable
which a certain one of the Lame" functions
the gravitational potential of the system
is
namely
Stieltjes,
to the law of the inverse distance
positions of equilibrium of the system are those in

particles are 6^,6%,
of degree 2 (TO
6mi
i-
e the values of 6 for

-
+ K1 + K2 + K3)
vanishes.
Discuss the positions of the zeros of polynomials which satisfy an equation
Example.
of the type
Â
1-a.rfA
f-jffl
8=1
where
< r _2
a polynomial of degree r 2 in 6 in which the coefficient of
(6) is
&r ~ 2
is
m{m + r l 2
as },
=i
m being a positive integer, and the remaining coefficients in r -2(.8) are determined from
the consideration that the equation has a polynomial solution.
<t>
(Stieltjes.)
Lame functions of the second kind.

The functions Enm (?), hitherto discussed,
23'47.
of the first hind.
It
are
known
as
Lame
functions
easy to verify that an independent solution of Lame's
is
equation
^=
is
the function
and
Fnm (?
From
Fnm (?) defined by
termed a
is
formula
this
{n(n
Lame
it is
+ l)^+B^}A
the equation*
function of the second kind.
clear that, near
u=
0,
Fnm (?) = (2 + 1) m- {1+0 ()} r um {1 +
{u)\
du = un+1
{1 .+
()},
Jo
and we obviously have

It
is
the
clear
fiist
satisfied
En(%) = u- n {l+0(u)}.
results that Fn m (?) can never be
from these
It is possible
to obtain
an expression
for
Fnm (^)
quadratures, analogous to Christoffel's formula for
example
29.
first species.
We
Qn
shall give the analysis in the case
The only
at a set of points 1; w 2
Lame
function of
which
(z),
when
is
is
free from
given on
p. 333,
Enm (?) is of the
irreducible poles of l/{Enm (?)} 2 qua function of u, are

... un which are none of them periods or half periods.
,
This definition of the function
p. 194.
B^
and so there is no value of

for which Lame's equation
by two Lami functions of the first kind of different species or types.
kind,
Fnm (f)
ia
due to Heine, Journal far Math. xxix.
(1845),
23-47, 23-5]
'
lamp's equation
Near any one
we have an expansion
of these points
Enm (?) = l\ (U - U
563
+ h_(u~
r)
U rf
+k
(ll
of the form
- U rf +...,
and, by substitution of this series in the differential equation,
it is
found that
k% is zero.
Hence the
2
principal part of l/{En m
()} near u r
is
k* (u
and the residue
is zero.
Hence we can
find constants
A r such
{Enm (Z)}-*-
that
I A r p(u-ur )
r=l
has no poles at any points congruent to any of the points u

it is therefore
r
a constant A, by Liouville's theorem, since it is a doubly periodic function
;
of u.
[^rW = A
Hence
Io
Now
Enm
A Ar
^ (u
~ Ur) + r {Ur)]
the points ur can be grouped in pairs whose
an even function of
(?) is
If
sum
is
zero, since
u.
we take un_r = ur+l we have

,
du
= Au ~
Ar ^( u - u^> + t( u + u*y\
r?
L Enm ()}*
o
OW
r=1
P=1
()
and therefore
^m
(?)
= (2n +
where Wi K _ 1 (?)
Example.
is
1) {jlu
2(u)
-A r } tfB (?)
a polynomial in of degree
Obtain formulae analogous to
^ra
p'(u)
- p (,.)
p' ()
w^.x (f),
1.
this expression for
F^n () when
Enm ()
is
of
the second, third or fourth species.
23'5.
Lamp'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
elliptic functions in
hands of Hermite
produced extremely interesting

Unfortunately
all
(cf.
23'7l), the use of Jacobian
the discussion of generalisations, of Lame's equation has
it is
results.
not possible to use Jacobian elliptic functions in which
the variables involved are
real,
without a
loss of
symmetry.
362
564
[CHAP. XXIII
The symmetrical formulae may be obtained by taking new
variables
, /3,
7 defined by the equations
= iK' + u VOi- <y,

Jj3 = iK'+a V(ei-e
{y = iK' + w \/(ei e
fa
3 ),,
3 ),
and then the formulae of 23-31 are equivalent to

k 2 V(a2
|=
y
c )
sn a sn
= - (#/&') V( - c
2
z=
(;//<;')
/3
sn
en a en
7,
/3
en 7,
V(a2 -c2).dn a dn/3dn 7,
the modulus of the elliptic functions being
\.a
The equation
stant
-c
)'
of the quadric of the confocal system on which a
is
con-
is
(a 2 -& 2 )sn 2 a
This
is
an
ellipsoid if a lies
(a2
-6
Z*
2
(a 2 -c 2 )dn a
)cn 2 a
between iK' and
K + iK';
the quadric on which
+ iK' and
constant is an hyperboloid of one sheet if /3 lies between
and the quadric on which 7 is constant is an hyperboloid of two sheets if
and with this determination of (a, ft, 7) the point
and
7 lies between
/3 is
(%, y, z) lies in
the positive octant.
It has already
been seen
assumes the form
234)
^=
da?
{ (
l
that,
with this notation, Lame's equation
+ lU2 sn
a + A) A,
m
and the solutions expressible as periodic functions of a will be called* En (a).
2
The first species of Lame function is then a polynomial in sn a, and generally
the species
may
be defined by a scheme analogous to that of

sn
a,
en a dn
a,
en
a,
dn a sn
a,
sn a en a dn a
II (sn 2 a
23*2,
sn
Op).
dn a,
236.
a,
The integral equation
second species
We
sn a en
shall
satisfied
by
Lame
/auctions of the first and
^.
now shew
that, if JEnm (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 E m ().
n
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.
lame's equation
23"6]
factor,
then
Enm (a) is a solution
Enm (a) = \\
To
is
of the integral equation
Pn (ksnasn0)Enm (0)d0;
'
-2K
where X
one of the 'characteristic numbers'
establish
this
565
1T23).
we need the lemma
result
that
P (k sn a sn d)
is
annihilated by the partial differential operator
To prove the lemma, observe

we have
when
that,
//,
written for brevity in place
is
of k sn a sn 9,
= k- (en a dn o sn 6 - en 6 dn 6 sn a} P n"
+ 2k* sn a sn (sn a - sn 0) P n (fi)
= k? (sn a - sn 0) [(,* - 1) P" M ) + 2/tPB 0*)]
= (sn a - sn 5) n (n + 1) P (/*),
s
(//,)
'
'
A;
when we use Legendre's
differential equation ( 15 13).

-
And
the
lemma
is
established.
The
result of applying the operator
- n (n + 1 ) k
J^
oa 2
sn 2 a
- A "
to the integral
r2
f2
-2K
J
is
now seen
f""
J
|^!_
-2K
Pn (ksnasn0)Enm (0)d0
to be
_n
+ 1) p sn
- A nm \ Pn (k sn a sn 0) Enm (0) d0
(.3a
2A'
=/:2A"
-- n (ra +
1)
& 2 sn2
and when we integrate twice by parts
this
- A nm P n (ksnasn0) Enm (0)d0,

\
becomes
-2K
2K
+
Hence
j
it
P n (ksnasn0)\~-n(n+l)k'stfd-A n
follows that the integral
iK
\
J
is
-2K
Pn (ksnasn0)Enm (0)d0
annihilated by the operator
(n+^Wstfa-An"
da?
Ê m (0).d0 =
n
O.
566
and
evidently a polynomial of degree n in sn 2
it is
has only one integral of this type*,

of
Enm (a) if it is not zero
Since Lame's equation
a.
follows that the integral is a multiple
it
and the result
established.
is
It does not appear to have been proved that the only values of
f(a)=\
-2K
make /(a)
has a solution, are those which
Example
Shew that the nucleus
1.
[CHAP. XXIII
Pn
which the equation
X, for
an a an 0)f (6) d6
( Jk
a solution of Lamp's equation.
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
ik
(-p
a\
en a en 8
FDn
Example
Shew that the nucleus
2.
of the first species

factor,
of an integral equation satisfied
to be
Pn\Ti
The integral equation
23*61.
fourth
by Lame" functions
being even) or of the second species (n being odd) with dn a as a
(re
may be taken
dnadn#
Lame functions
satisfied by
of the third and
species.
The theorem analogous
to that of 23'6, in the case of
the third and fourth species,
Lame
that any Lame" function of the fourth species
is
(n being odd) or of the third species (n being even) with en a

satisfies
functions of
dn a
as a factor*
the integral equation
E, ()
=X
en a dn a en
dn 0P"
(k sn a sn 6)
Enm (0) d6.
J --2K
The preliminary lemma is that the nucleus

en a dn a en dn 0P n " (k sn a sn
like the nucleus of 23'6, is annihilated
by the operator
~ w ~ n( n+ v *
.
To
fen a dn aPn
9
lemma
verify the
0),
( sn2
sna *>
observe that
9a 2
" (k sn a sn 0)}
= k* en a dn a sn 9Pn" ( - 3k sn a en a dn a sn
- en a dn a (dn a + en a - 4& sn a) Pn " (ft),
3
and
2
)a~~
9-
^f
{en a
=&
(dn 2 a +
en
a)
Pn'" (
dn a en ^ dn 0Pn "
= A en a dn a en dn
so
2
(
A;
en a dn a en
& 2 w (n
The
(sn a)-"" 1
1) en a
dn
(sn 2 a
(sn 2 a
dn a en
other solution
- sn
(k sn a sn 0))
9) {(^
- sn
dn
when expanded
0)
(sn 2 a
1)
{(/x
Pn" (ja) + 6/*P'"

-
sn2 0)
1)
Pn
Pm "
(/j-)
+ QPn " (/*)}
'
(/j,)}
(/a),
in descending powers of
sna begins with a term in
23-61, 23-62]
and the lemma

equation
now
Enm (a)
The proof that
established.
is
567
satisfies
the integral
follows precisely as in the case of the integral equation of 23
6.
1
Example
Shew
1.
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 dn a as a factor,
may
be taken to be
sn a dn a sn 8 dn 8 P"
f^cnacn^
V'(fcna(
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
8Pn"
sn a en a sn 8 en
-p
( -=-.
dn a dn
8
J
Obtain the following three integral equations satisfied by

of the fourth species (n being odd) and of the third species (n being even)
Example
3.
functions
Fâ^ W =Xcnadna|^P,(isnasn^JJ^^}*,
(i)
-A. en 2 a^- ()=X#* sn
(ii)
dn a
f2K
J _ 2K
2
f
Pdn^^(a) = X^snacna|_
(iii)
in
Lame
2X
(ih
(-p en a en
^ L^ -^-}
Pa
n dn
^
dE m
Ai
^ |^^ -^-
\d(
(
dn 5)
dEnm (8))
(8)}
,.
dfl,
,.
J d<9
the case of functions of even order, the functions of the different types each satisfy one
of these equations only.
Integral formulae fur ellipsoidal harmonics.
2362.
The
integral equations just considered
the general equation formula of

From
is
Hnm
where /(0
is
Now the
so,
(x cost
183,
+y
it is
sin
evident that
Hnm
(x, y, z)
+ iz) n f(t) dt,
a periodic function to be determined.

result of applying Niven's operator
n (,
and
(x, y, z)
possible to obtain elegant
it
harmonic Gnm (x, y, z) and of the correm

n (x, y, z) in terms of definite integrals.
representations of the ellipsoidal
sponding homogeneous harmonic
make
-1
(a 2 cos 2
by Niven's formula
+ b* sin
(
23"25)
find
to (x cost
+ y sin t +
iz) n is
+ y sin t + iz) n~\

that G nm (x, y, z) is expressible
2
c ) (x cos
we
in the form
^<**'>-n-r&^"~>-
568
where
+ y sin t +
31
33
= V{0 - c ) cos2 1 + (6 - c
cc
cos
iz,
2
[CHAP. XXIII
sin2
t],
so that
2 n .(n\Y[ ,r
Now
write sin
usual, given
*cosi
= odd, the modulus
+ 2/sin^ + ^
of the elliptic functions being, as
by the equation
k>
- b2
a* C
a2
The new limits of integration are 3K and K, but they may be replaced
by
2K and 2K on account of the periodicity of the integrand.
It is thus
found that
2K
0.where
to
<f>
(,
2/,
.)
\_ 2E
^^
Pnn {fk'xsnd +
(8) is a periodic function of 8,
+ izdn8\
ycri8
independent of x,
W
.
4>
y, z,
a
de,
which
is,
as yet,
be determined.
If
we express the
harmonic as the product of three Lame
ellipsoidal
functions, with the aid of the formulae of
235 we
E (a) En OS) En (7) = C

where
is
fi
k 2 sn a sn
find that
P n Qi)
<A
(8)
M,
known constant and

/3
sn 7 sn 8
(& /&' ) en a en /3
2
en 7 en 8
- (l//c' ) dn a dn /3 dn 7 dn 8.
2
If the ellipsoidal
and
first
type,
harmonic
we now
give
/3
is
of the
and 7 the
= K,
first
species or of the second species
special values
= K + iK',
and we see that

(2K
0\
Pn (k sn a sn 8)
<j>
(8)
dd
-2K
is
a solution of Lame's equation,
and
so,
by
23-6,
</>
equation which can be no other* than a multiple of
Hence
where
A.
it
is
(8) is a solution of
En m (8).
follows that
a constant.
* If <p(6) involved the
second solution, the integral would not converge.
Lame's
23-63]
Gnm (x,
If
569
be of the second species and of the second or third type
y, z)
we put
= K+iK',
7=K
= 0,
/3 = 0,
or
and we obtain anew the same formula.

It thus follows that if G n m (x, y, z) be any ellipsoidal harmonic of the
respectively,
first
or second species, then
Gnm (x,
Pn (fi) En (0) dd,
=\
y,z)
-2K
(2n)\
"' v) !
K
= \.-
y,z)
(x,
2"
where
fj,
23'63.
(ji !)
[' (k'x sn
(b 2
+ y en
(k'x sn
+ iz dn
+ iz dn 0Y E (0) dd,
+ y en
0)/V(&
2
).
Integral formidae for ellipsoidal harmonics of the third and fourth
species.
In order to obtain integral expressions

fourth species,
we turn
to the equation of
harmonics of the third and
for
namely
23*62,
rzx
En (a) En (/3) Enm (y) = G

J
Pn
-2K
M)
(0) dd,
<
where
fi
(k /k' ) en a en /3 en 7 en (1/&' ) dn a dn /3 dn 7 dn 0;
= &2 sn a sn /S sn 7 sn
by harmonics of any species.

Suppose now that Enm (a) is of the fourth species
the third species so that it has en a dn a as a factor.
this equation is satisfied
We
or of the first type of
next differentiate the equation with respect to
/3
and
7,
and then put
$ = K,y = K + iK'.
It is thus
Enm (a)
found that
'A.
d/3
A Enm (l)
K(/3)
.
p*=k
dy
L'
=c
f2K
J
dPnirf
Now
dy
_\
=-
-2K
(ilk')
y=K+iK'
d*Pn(rf
a/337
dn a dn
$(6)d0.
(fi
/3
= K, y=K+iK')
dn
0P n
'
(fi),
y = K+iK'
so that
"
d*Pn
= k en a dn
(/*)
a en
dn
0P n" Q> sn a sn 6).
[2K
C2K
Hence
is
en a dn a en
dn 0P" (& sn a sn
0)
</>
(0)
a solution of Lamp's equation with en a dn a as a factor

m
(0) can be none other than a constant multiple of n (a).
d0
and
so,
by
23*61,
570
We
have thus found that the equation
Gnm (x,
y,z)
= \\
J
by any
is satisfied
ellipsoidal
-IK
Pn (a*) Enm (0) d6
harmonic which has en a dn a as a factor
corresponding formula for the homogeneous harmonic
Hnm
(x,
y,z)
^Û
rt n
=\
f2K
(k'
r-
x sn
Two
satisfied
is
by the
ellipsoidal
obvious generalisations of Lame's equation at once suggest them-
In the
selves.
first,
the constant
which a solution
is
in the second, the degree
the
Generalisations of Lame's equation.
237.
jBw
is
+ y en + izdn 0) n Enm (0) dd.
Example.
Shew that the equation of this section
harmonics which have sn a dn a or sn a en a as a factor.
to
[CHAP. XXIII
for
has not one of the characteristic values
expressible as an algebraic function of

is
generalisation has been fully
(w)
and
no longer supposed to be an integer. The first

dealt with by Hermite* and Halphenj-, but the
is that in which n is
by BrioschiJ, Halphen and
only case of the second which has received any attention

half of an odd integer;, this has been discussed
Crawford
We
||
shall
now examine the
solution of the equation
^={n(n + l)p(u) + 5}A,

where
is
arbitrary
and n
is
a positive integer, by the method of Lindemann-
Stieltjes already explained in
connexion with Mathieu's equation
19 5-
19-52).
The product
-
5 r
by
19'52.
of
any pair of solutions of
this equation is a solution of
-4{n(n + l)if(M)+J^-2n(+l)p'(u)Z=0,
The
algebraic form of this equation
is
4(f-0(f-^(f-fl,)^ + 3(6p-i ?,)^

-4
{(
+ n - 3) f + B)
If a solution of this in descending powers of
X=Ic
(-e )-'",
2
e2
2n (n
+ 1) X =
be taken to be
(c=l)
* Comptes Bendus, lxxxv. (1877), pp. 689-695, 728-732, 821-826.

t Fonctions Elliptiques, n. (Paris, 1888), pp. 494-502.
t Comptes Bendus, lxxxvi. (1878), pp. 313-315.

Fonctions Elliptiques, n. (Paris, 1888), pp. 471-473.
Quarterly Journal, xxvu. (1895), pp. 93-98.
||
0.
23 '71
lame's equation
the recurrence formula for the coefficients
c,.
571
is
- r + J) (2re - r + 1)
= (n - r + 1) {12e (n - r) (n - r + 2) - 4e2 (n + n - 3) - 45} e,^
- 2 (n - r + 1 ) (n - r + 2) (e - e (e2 - e ) (2n - 2r + 3) e,^.
Write r = n + 1, and it is seen that cn+1 =
then write r = n + 2 and cM+2 =
and the- recurrence formulae with r > n + 2 are all satisfied by taking
c n+s = Cu+4 =
= 0.
4>r
(n
c,.
2)
. . .
Hence Lame's generalised equation always has two

is
solutions whose product
of the form
n
This polynomial
may be
written in the form

n
n
where
r^, o^,
...
{f
()
- f> (ar )},
a are, as yet, undetermined as to their signs
A A
solutions of Lame's equation will be called
Two
cases
when Aj/Aa
arise, (I)
1;
constant, (II)
is
and the two
when Aj/A 3
is
not
constant.
The
(I)
first
case
is
easily disposed of; for unless the polynomial

n
n {f-pK)}
r=
l
is
multiplied possibly by expressions of the type e lt

then the algebraic form of Lame's equation has an indicial
a perfect square in
2,
3,
equation, one of whose roots

this is not
the case
at one or more of the points =
is
g>
(a r ) ;
and
( 23'43).
Hence the polynomial must be a square multiplied possibly by one or

more of eu % e2 e 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
3
discussed at length in 23 l-23'47.

-
(II)
In the second case we have
=
^-A
^
du
du
Al
where
is
a constant which
d log A1 _ 2g
X
du
du
log
A2
du
dlogA,
sothat
dX
2S,
Then
not zero.
is
fd log
19"53)
d
'
duT^ZXd^'X'
log Aj
du
_ _!_ dX
du
_ _1_ dX + S
~du~ ~ 2X du X
d log A,
572
On
integration,
we
Again,
we
if
we
we may take
see that
du
= \JX exp \ S
Aj
[chap. XXIII
-y
differentiate the equation

_1_
dA*
Aj
g!m
J_ dX _ S
2X dw X'
find that
A,
q!m
dw
(A,
~ 2X
2X U?J
2
oW*
'
o!w
and hence, with the aid of Lame's equation, we obtain the interesting
formula
.
If
now f r = f
that, if
it
1X
iff
we
find
now
46
),
fix
the signs of
a,, a, ...
if
we put 2&/X,
g'lta
a n by taking
26
+fp'(a r )'
\dj i=lr
then,
/f=t,
And
from this formula (when multiplied by

be, given the special value ar then
(a r ),
/dXY
We
/i dX\ 2
function of
into partial fractions,
it is
seen
that
5=2
p'(a,)
-
= 2
>g(u
- ar ) -
f (m
a-
a,.)
+ 2 (a,)},
and therefore
i
A =
1
.r=l
1
x exp
whence
it
(log
<r
follows that (
The complete
constant B.
A =
2
m)
log
(a r
u)
2m (a r)}
2053, example 1)
Al= n 1~7\
and
(ar
r=1
r\
r
exp^-w 2
U expJtt
(ar )
r=l
0,.)
solution has therefore been obtained for arbitrary values of the
2371]
lame's EQUATION
2371.
We
The Jacobian form of the generalised Lame equation.
shall
now
construct the solution of the equation
d2A
-^ = {n (n +
for
573
+ A}
k 2 sn 2 a
1)
A,
general values of A, in a form resembling that of
The
solution which corresponds to that of 23 '6
6 (a)
n
where
p,
On
a lt a2
...
dA
Ada
r=1
= 1
H'(
JH( +
{Z (a
~y~
A da
so that
is
seen to be*
'
an are constants to be determined.
differentiating this equation it

1
23'6.
seen that
is
tt r
'(a)}
ar )
"()[
a,.
+p
+ iK') - Z (a)} + p + ^mri/K,

n
dA) 2
and therefore, since A is a solution of Lamp's equation, the constants

...an are to be determined from the consideration that the equation
p,
a lt
Oa,
n (n
+ 1)
It?
sn 2 a
A= 2
{dn 2 (a
+ ar + iK') - dn
r=l
{Z (a
r=l
+ ar + iK') - Z (a)} + p + \ mri/K
*
is
to
be an identity
that
is
to say
n2 &2 sn 2 a + n +
A+ 2
cs 2 (a
+ ar )
r=l
\ 2
{Z (a + ar
+ iK') - Z (a)} + p + \mvi\K
_r=l
Now
both sides of the proposed identity are doubly periodic functions of
a with periods 2K, 2iK', and their singularities are double poles at points
congruent to iK',
Or
au
ofe,
...
a;
the dominant terms near
iK' and
are respectively
1
n*
(a
+ t'iT)
'
(a
r)
in the case of each of the expressions under consideration.
The
p,
a1}
residues of the expression on the left are
ok, ...
all
zero
and
so, if
we choose
an so that the residues of the expression on the right are zero,
* This solution
was published in 1872
at the Ecole polytechnique.
in Hermite's lithographed notes of his lectures delivered
574
it will
follow from Liouville's theorem that the two expressions differ .by a
constant which can be
We
made
n+
thus obtain
these equations are not
(Z ( + r
2 equations connecting p, a u a 2
Z (p- Or +
I'
ar
...
a with A, but
+ \rmi\K
iK')
+ nZ(ar) + p + l(n-l) m/K + 0(a + ar
),
p =i
ctr
where the prime denotes that the term

-iK',
independent.
all
+ iK') - Z (a)} +
! +
by proper choice of A.
to vanish
It is easy to prove that, near
[CHAP. XXIII
for
which
p= r
is
omitted
and, near
+ Or + iK') - Z (a)} +p + \mri\K
{Z (a
= -.-A T? + I Z(ar ) + + 0(a + iX').

/3
Hence the residues of
{Z (a
+ ar + t'iT) - Z (a)} +p + \nm\K
r=l
will all
vanish
if p,
a u a2
...
a are chosen so that the equations
2'Z(ap -ccr + iK') + nZ
(ar )
+ p + \ (n -
1)
ni/K = 0,
P =i
n
2 Z(ar ) + p =
\r=l
are all satisfied.
The
last
equation merely gives the value of
- 1 Z
p,
namely
(ar ),
r=l
and,
when we
substitute this value in the first system,
we
find that
2' [Z (p
where r
1,
and,
2
when au
k 2 sn 2 a
By
2, ... n.
of these equations
a,, ...
- o^ + iK') + Z (ar) - Z (op) + irt/Z] = 0,
a,,,
22735, example
2,
the
sum
so they are equivalent to
of the left-hand sides
most
have any values which satisfy them, the difference
is zero,
+n+A + 2
cs 2 (a
1 equations at
+ ar )
r=l
{Z (a
a,
iK')
- Z (a) - Z
(o r )
| iri/K}
2371]
lame's equation
constant.
is
By
taking a
+A + 2
cs 2
= 0,
it is
a,.
seen that the constant
{Z (a,
r=l
We now
op,
+ iK') - Z > +
2 cna r dsa,4 _ 2
if
i.e.
575
ns 2 a r
= A.
+ Z (a r - Z (ap + 1 ,/ K
= Z{ap ~ar + iK') + Z (ar
)
zero if
îrilK]
reduce the system of n equations with the notation of

ar be denoted by the suffixes 1 and 2, it is easy to see that
Z (<h> ~ "r + i')
is
22-2, if functions of
s1
sn(ap -n r )
- Z {ap + iK') + c 1 d1 ls l
C 1 rf 1
cu,.)
+c
x rfj
/^
sx
*i(si
_g
sn (ap + iK') sn a? sn (a + i'iT

p
-S2 2 )
+^2 C2rf2
'
V-22
Consequently a solution of Lame's equation
=
da
is
a= n
provided that (!
...
n (n + l)Jc?sn 2
a+A} A
"
H(a + ar )
-()- exp{-Z(ar )}
a be chosen to satisfy the n independent equations
comprised in the system

/
^, sn dp en
ftp
dn ap + sn ar en
sn' Op
2
and
if this
solution
en o^ ds ar
ns 2 ar
solution of Lame's equation
r dn a r
=A
= 0,
not doubly periodic, a second
is
is
n
r=l
The
sn-
~H(a-,.)
exp {aZ
(a,)}
= 0.
(a)
existence of a solution of the system of n
+1
equations follows from
23-7.
REFERENCES.
G. Lame, Journal de Math. n. (1837), pp. 147-188; iv. (1839), pp. 100-125, 126-163, 351385 ; viii. (1843), pp. 397-434. Lecons sur les fonctions inverses des transcendantes et
les
surfaces isothermes (Paris, 1857).
Lecons sur
les
coordonnees curvilignes (Paris, 1859).
E. Heine, Journal fur Math. xxix. (1845), pp. 185-208.
Theorie der Kugelfunctionen, n.
(Berlin, 1880).
C.
Hermite, Comptes Rendus, lxxxv.

(2) ix. (1878), pp.
21-24.
(1877), pp. 689-695, 728-732, 821-826

Oeuvres Mathe'matiques (Paris, 1905-1917).
Ann. di Mat.
576
G. H.
F.
Halphen, Fonctions
Elliptiques, n. (Paris,
Lindemann, Math. Ann.
[CHAP. XXIII
888).
xix. (1882), pp. 323-386.
K. Heun, Math. Ann. xxxm. (1889), pp. 161-179, 180-196.

L.
Crawford, Quarterly Journal, xxvu.
W. D. Niven,
Phil. Trans, of the
Royal
(18*95), pp.
Society, 182
93-98
xxix. (1898), pp. 196-201.
(1891), pp. 231-278.
A. Catley, Phil. Trans, of the Royal Society, 165 (1875), pp. 675-774
G. H.
Darwin,
Phil. Trans, of the
Royal
Society, 197
(1901), pp.
461-557
198 a (1901),
pp. 301-331.
1.
Obtain the formula
Gn
(*, y, )
= ?^j~n*P%
(j)
e--du.Hn (x,
y,
z).
(Niven, Phil. Trans. 182 a (1891), p. 245.)

2.
Shew
that
d
1
Hn (1 1 dzjj^+yz
\
\dx' dy'
+z
z
(-)"-!
2".!
2
)
(^2
(x,y,z)
+2/
+ z2)+i-
(Hobson, Proc. London Math. Soc. xxiv.)

3.
Shew that the
Fnm () Enm
'external ellipsoidal harmonic'
(rf)
(f) is
a constant
multiple of
S*>(dx>
dy'
5\/
dzj \
J"
+ 2. 4 (2 + 3)(2w + + ___\
2
2.(2m + 3)
5)
'"J J(x*+y* + z )
(Niven and Hobson, Proc. London Math. Soc. xxiv.)
1+
'
'
4.
Discuss the confluent form of Lamp's equation
made
Weierstrassian elliptic function are
when the
to tend to zero
invariants
g 2 and g3
of the
express the solution in terms of
Bessel functions.
(Haentzschel, Zeitschrift fur Math,

5.
If v denotes
exp [{X - Z
(/*)} a],
(a)
Lame's equation has a solution which
is
und Phys.
xxxi.)
where X and p are constants, shew that
expressible as a linear combination of

dn ~ b v
dn_1 v
dn ~ 3 v
dti^'
dd^'
d!^-
'
where X 2 and sn 2 /i are algebraic functions of the constant A.

(Hermite.)
6.
Obtain solutions of
1
d2 w
^ = 12Fsn
-4(l+2) + 5V(l- 2 + *).

(Stenberg, Acta Math, x.)
7.
Discuss, the solution of the equation
z(z-l)(z-a)^2 + [(a + l3 + l)zZ-{a + l3-8 + l + (y + 8)a}z + ay]^+al3(z-q)y =

in the
form of the series

l
where
(q)
= q,
(? 2
+ a(3
? ) = a/3g
g(g) (/)"
2
n=in\y(y-tl)...(y + n)'
+ {(a + -8 + I) +
y + 8) a} q - ay,
Gn + i(q) = [n{(a + ^-d + n) + {y + 8 + n-l)a} + al3q]O n (q)

-(a + n-l)(l3 + n-l)(y + n-l)naG n _ 1
(q).
(Heun, Math. Ann. xxxm.)
'
lamp's equation
Shew that the exponents
8.
at the singularities 0,
(0,1-y),
577
(0,l- f ),
(0,1-8),
of Heun's equation are
oo
it,
1,
(a,)3),
7+S + e = a+/3+l.
where
(Heun, Math. Ann. xxxm.)
Obtain the following group of variables for Heun's equation, corresponding to the
9.
,112
group
-*>
'
for the
2-1
iT,< ^TT'
i>
T~'
hypergeometric equation
,
*>
a'
2
l-'
2- a
a(z-l)'
(a
'Z
az
a
a
z
'
2-I
a^l'
l)z
1 a
z-a'
a(z-l)
2- a
a(z 1)'
i^l'
a
a 2'
'
z-a
2-1'
2^T'
2
(a-Dz'
'
a-1
a(z-l)
'
2-1
1="*'
I'
'
'
2-1
J3'
(l-a)z'
(1 a)z
2
-a
(Heun, J/aA.
10.
If the series of
example
4 raw. xxxm.)
be called
F(a,q;
ft 7, 8;
a,
2),
obtain 192 solutions of the differential equation in the form of powers of
2,
and
-a
multiplied by functions of the type F.
[Heun gives 48
11.
may
If
of these solutions.]
u=2v, shew that Lamp's equation
be transformed into
by the substitution
A = {f()}-i.
12.
If f
= p (v),
shew that a formal solution
L=
of the equation of example 11 is
br
(C-e 2 y-r,
(a
- + J) =
r=0
provided that
(a
- 2)
and that
4(a-r-2m)(a- -n + i)6 r +[12e2 (a-' + l)(a->--2 + l)+4e 2 (2m-l)-4fi]6r _

-4( -e 2 )(e 2 -e 3 )(a-r + 2)(a-r-w-|-f)6 r _2 = 0.
1
(Brioschi, Comptes Hendus, lxxxvi. (1878), pp. 313-315

13.
Shew that, if n is half of an odd positive
example 11 expressible in finite form is
L=
and Halphen.)
integer, a solution of the equation of
br (-e 2 f"- r,
r=0
W. M. A.
37
578
[CHAP. XXIII
provided that
<kr(n-r + $)b r + [12e i (2n-r + l)(r-l)-4e 2 n(2n-l.)+4B]b
+ 4(e
and
B is
._ l
-e2 )(2 -e3 )(2M-?- + 2)(M-?-+f)6 r _ 2 =
so determined that
(Brioschi
Shew
14.
that, if
xpressible in finite
and Halphen.)
half of an odd integer, a solution of the equation of example 11
is
form
=0.
is
L'= 2
p=0
bp '(C-e 2 )
-P-K
provided that
4p (n+p + i)
V - [12e
(n-p+i) (n+p-%) - 4ea (2- 1) + 45] b'v _ x

+ 4(e -e2)(*2 -es )(-p+f)(.^-l)&' ,-2=0
1
and
,=0
6'
is
the equation which determines B.

(Crawford.)
With the notation
15.
of examples 13
W = (-) p
the equations which determine
b
bi, ...b __i
and deduce
(,ei-e 2 )"(e 2
ci,
that, if
and 14 shew
...c
that, if
-e3 )"cn _
p i
are identical with those which determine
one of the solutions of Lame's equation
half of an odd integer) is expressible as an algebraic function of
p (v),
(in
which n
is
so also is the other.
(Crawford.)
Prove that the values of
16.
are
determined in example 13 are real when
e 1} e 2
and
real.
Shew that the complete
17.
solution of
1
A={p
is
where
and
di A
(i)}-i{^p(iM)+a},
(Halphen, Mem. par divers savants,
Shew
18.
(i),
(1880), p. 105.)
A = {sn (C- a) en (C- a) dn (C- a)} -4 {4 + J3sn 2 !(<7- a)},
is
where
xxvm.
that the complete solution of
and
are arbitrary constants and
C=2K+iK'.
(Jamet, Comptes Rendus, cxi.)
e3
APPENDIX
THE ELEMENTARY TRANSCENDENTAL FUNCTIONS
A'l.
It
On
certain results
assumed in Chapters I-IV.
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.
was assumed ( 2 7) that lim (exp 2) = exp (lim 2), 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 in.
To take two
instances,
The assumption
(i)
it
of results of the first type
was
base arithmetical results on geometrical reasoning.
clearly illogical
it
was
also illogical to
For, in order to put the foundations
employ the axioms 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
of geometry
on a satisfactory
arithmetic, but
it is
basis, it is not only desirable to
also necessary to utilise a further set of
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
the earlier part of this work, were,
firstly,
illogical
and unaesthetic procedure, adopted in
that the properties of the elementary transcen-
dental functions were required gradually in the course of Chapter 11, 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 illustrations from geometrical processes, would have very greatly increased the
the reader unacquainted with the methods and the spirit of the analyst.
difficulties of
They
* It is not our object to give any account of the foundations of geometry in this work.
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
1,
xx,
xxn 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
purely analytical methods. A complete
it is to evolve the theory of the circular functions by
has been given by Whitehead and
geometry
of
and
arithmetic
both
of
account of the elements
Mathematica (1910-1913).
(London, 1903), pp. 631
+ Cf. Merz, History of European Thought in the Nineteenth Century, 11.
See also
is quoted.
(note 2) and 707 (note 1), where a letter from Weierstrass to Schwarz
Russell, Principia
Sylvester, Phil.
Mag.
(5), 11. (1876), p.
307 [Math. Papers, in. (1909),
p. 50].
372
APPENDIX
580
Summary
A" 11.
The
of the Appendix.
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
It is then easy to deduce
properties (apart from the periodic properties) of this function.
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
brief sketch of the manner in which
of these functions with the exponential function.
the formulae of elementary trigonometry may be derived is then given ( A-4-A-42).
The
and
results thus obtained render it possible to discuss the periodicity of the exponential
circular functions
by purely arithmetical methods
( A-5, A-51).
In A-52-A-522, we consider, substantially, the continuity of the inverse circular

When these functions have been investigated, the theory of logarithms of
functions.
complex numbers
A"6) presents no further difficulty.
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
A7,
Finally, in
our experience of the material world.
we do not profess to give a complete account of

the elementary transcendental functions, but we have confined ourselves to a brief sketch
The developments have been given by writers
of the logical foundations of the theory*.
It will be obvious to the reader that
Trigonometry
of various treatises, such as Hobson, Plane
Mathematics
A 12.
and Bromwich, Theory of Infinite
logical order
The reader
time in the following order

I
all
of Pure
of l 5 except the first two paragraphs).

-
Chapter
m to the end of 3-34 and 35-3-73.
end of
2-61 (omitting the
A2-A-6
course
Chapters i-iv and the Appendix a second
Chapter
The Appendix,
(omitting +
to the
Hardy,
of development of the elements of Analysis.
will find it instructive to read
Chapter
Series.
(omitting
examples in 2-31-2-61).
A32, A33).
Chapter n, the examples of 2'31-2'61.

Chapter in, 3-341-3-4.
Chapter
iv, inserting
A -32,
A'33,
A7
after 4-13.
Chapter n, 2-7-2-82.
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 Encyklopadie 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.
% E.g.
'
a point
'
for
'
an ordered number-pair,'
origin' for 'the set of ordered number-pairs (x, y)
points of a straight line

the type
'
for
Ax + By + G = 0,' and
'
'
the circle of unit radius with centre at the
which
satisfy the condition x i
the set of ordered number-pairs
so on.
(x, y)
which
+ y2 =\,'
'the
satisfy a relation of
A'll-A-21] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS

The exponential function exp
A'2.
The exponential
581
z.
function, of a complex variable
2, is
by the series*
defined
This series converges absolutely for all values of 2 (real and complex) by D'Alembert's
lim
(zjn) = 0<1 ; so the definition is valid for all values of 2.
ratio test ( 2-36) since
Further, the series converges uniformly throughout any bounded domain of values of z
the domain be such that z ^ R when z is in the domain, then
for, if
\(zn /n[)\^R/n\,
and the uniformity
of the convergence is a consequence of the test of Weierstrass ( 3'34),

oo
of the series
1+2
Moreover, since, for any fixed value of
n, z n jn
by reason of the convergence

dent of
from
(cf.
(R n /n
!),
which the terms are indepen-
in
z.
32 that the exponential function
3 '2), if 2
is
be a variable which tends to the limit

lim exp
From Cauchy's theorem on
2= exp
f,
values of
all
z, it
;
follows
and hence
we have
f.
and
the exponential function,
The addition-theorem for
A'21.
continuous for
is
consequences.
its
multiplication of absolutely convergent series ( 2-53),
it
follows thatt
(exp2 1 )(exp
2a )
= (l + A + |! + ...)(l + ^ +
=1+
2j+22
^~r +
= exp(2 +22
1
so that exp
(z 1
+ 22
exp
we
see
is
+ 2^
22
21
+2 2
2
+-
),
can be expressed in terms of exponential functions of
the formula
This result
2 12
| + ..^
known
(21
+22 = (exp 2j)

)
zt
and of
22
by
(exp z 2 ).
as the addition-theorem for the exponential function.
From
it,
by induction that
(exp
zj)
(exp
22 )
(exp zn ) = exp
. .
and, in particular,
{expz} {exp
(z x
+ 22 +
. . .
+ ),
(-2)}=exp0 = l.
apparent that there is no value of z for which exp 2=0

From
for, if there were such a value of 2, since exp (-2) would exist for this value of 2, we
the last equation, it is
should have 0=1.
when x is real, exp x>0 for, from

when x < 0, exp x= 1/exp ( - x)> 0.
It also follows that,
when x ^
* It
p. 167.
and,
was formerly customary
Cauchy
to define
is
The reader
will at
(2 1
many
+-
cf.
Cauchy, Cours
Hardy has pointed out (Math.
,[
21
1.
Gazette, in. p. 284) that
disadvantages.
once verify that the general term in the product series

- 1
C 2 -2 2 2 + ... +Z ")/n! = (2 + 2 )"/7l!
+ C
d' Analyse,
not rational
alg. Analysis (1889), pp. 29, 178, 246.
the limit definition has
^1
derived the properties of the function from the series,

See also Schlomilch, Handbuch der
is incomplete.
(ibid. pp. 168, 309) also
but his investigation when 2
exp 2 as lim
the series definition, exp x
22
is
APPENDIX
582
Further, exp x
is
an increasing function of the
exp (x + k) exp , = exp .r {exp

.
x>0
because exp
series
values of
for, if
k>0,
k 1}>0,
and exp k>l.
{expA-l}/A=l+(A/2!) + (#y3
Also, since
and the
real variable
on the right
is
+ ...,
!)
A 2)
seen (by the methods of
to be continuous for all
we have
A,
lim {expA- 1}/A=1,
and
dexpz
= hm exp(z + A)-expz
A
dz
so
exP z
-j
7,^0
Various properties of the exponential function.
A'22.
Returning to the formula (expzj) (expz 2 )
when
?i
is
(expzn )
= exp(z + z2 -l-...+z), we
1
see that,
(expz)" = exp(z),
(exp
and
In particular, taking
when
...
a positive integer,
m is an integer,
z)
- = l/(exp )"= 1/exp (raz) =exp ( - tut).
\
e>
Also,
if /i
and writing
= exp m = 1 + (m/1 + (m2 /2 +

!
= 2-71828..., we
see that,
...
be any rational number (=p/q, where p and ^ are integers, q being positive)
(exp
so that the
in place of exp
positive or negative,
qth.
power of exp/i
ft)
is e p
= exp fiq = exp p = ep
that
to say, expî is a value of ev^=e^,
is
and
it is
obviously ( A'21) the real positive value.

If x be an irrational-real number, (defined by a section in which a 1 and a2 are typical
members of the Z-class and the iJ-class respectively), the irrational power e x is most
simply defined as exp x we thus have, for all real values of x, rational and irrational,
;
x
an equation
x2
given by Newton*.
first
exp x when x is real, and it is customary to

expz when z is complex. The function e* (which, of course, must not be
regarded as being a power of e), thus defined, is subject to the ordinary laws of indices,, viz.
It
write
is,
therefore, legitimate to write e x for
e"
for
e *. e
[Note.
when x
From
is
?= e *+?
Tannery, Lecons d'Algebre

irrational, as the only
For exp#( = A)
satisfies
the inequality, and
so that, since the exponential function
and
so (ax ,
such that
it is easily
expa 2 -expa
small,
-* = l/e z
o 2 ) does not define a
et d' Analyse (1906),
number
the definition we have given
is.
ai
I.
p. 45, practically defines e x ,.
^Xêa2
if
X'
as
-e a '^|Z'-X|,
fl
for
every a 1 and a^.
seen that such a unique

(=t=A') also
number
exists*
did so, then
continuous, a 2 -a L cannot be chosen arbitrarily
section.]
* De Analysi per aequat. num. term. inf. (written before 1669, but not published
till 1711)
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 Sehlomilch, Handbuch der alg. Analysis (1889), p. 182,
it
A'22-A
32] THE
ELEMENTARY TRANSCENDENTAL FUNCTIONS
583
Logarithms of positive numbers*.
A'3.
A 21)
It has been seen ( A'2,
when x
that,
increasing function of x, and obviously exp
is real, exp.iv is
x -a- + ao as
.--
+ ao
a positive continuous
while
exp.=l/exp( x)-*~0 as x-*~-aa.

If,
then,
a be any
positive number,
it
from
follows
3 '63 that the equation in x,
expx = a,
has one real root and only one.
written t
Loge a
or simply
This root (which
Log a
it is
is,
of course, a function of a) will be
Logarithm of the positive number
called the
Since a one-one correspondence has been established between x and
an increasing function of
Logarithm
is
It will
x must be an
Deduce from
A 21
-
now be shewn
that
is
is
to say, the
that Log a + Log 6 = Log a&.
when a
that,
is positive,
ex
First suppose that
h>0,
= a,
ex + k
so that
\
Log a
is
a.
liog(a + h)=x + k,
Loga=a?,
so that'
=a + h,
+ {hja) = ek
k>0, and then
+ {hja) = l + k+\ki + ...>\ + k,

0<k<hja,
and so
is
The continuity of the Logarithm.
Let
that
increasing function of a
a.
and since a
an increasing function.
Example.
A '31.
x,
a,
to say
Hence, h being positive,
0< Log (a + A) -Log a < A/a.

Log (a + h) -Log a can be made
arbitrarily small
by taking k
sufficiently small.
h
Next, suppose that h<0, so that k<0, and then aj(a + k) = e~
Hence
(taking 0< -h<\a,
as
is
obviously permissible)
we
get
= l + (-k) + iki + ...>l-k,

-< -l + a/(a + A)= -A/(a + A)<-2/i/o.
al(a + h)
and so
Therefore, whether h be positive or negative,

if
if e
be an arbitrary positive number and
h be taken less than both \a and %ae, we have

[
and so the condition

A'32.
Log {a + h) -Log a <e,

|
for continuity ( 3 2) is satisfied.
Differentiation of the Logarithm.

if
A-^0
define the Logarithm by the integral formula given in A.-32.
The
Retaining the notation of A\31, we

(a being fixed),
then also k--0.
Therefore,
dLoga_ v
~~da
Since Log
= 0, we have,
by
fc
4-13
when a>0,
k
ex + k -e x
example
Log a=
*
Many mathematicians
reader should consult
from results there proved, that,
see,
_J__1
~ex a'
3,
fa,
I
t~ l dt.
memoir by Hurwitz (Math. Ann.
lxx. (1911), pp. 33-47) on the founda-
tions of the theory of the logarithm.

of most text-books, in which
t This is in agreement with the notation
principal value (see A-6) of the logarithm of a complex number.
Log denotes the
584
APPENDIX
A'33.
The expansion of Log
From
A'32 we have
Now,
iJn
if
+ a)
Ml + *)"
Log(l+a) =
where
(1
in poviers of a.
eft
{l-t+P-... + (-) n - 1 t
ll
=(-)
f V(l+*)
,i
_1
-1
+ (-) n tn (l + t)-
}dt
<&.
l<a<l, we have
not
l
<&
l*l*J "'>(l-[a|)-
= \a\ + i{(n+l)(l-\a\)}-i
--
Hence, when
~1<<1,
n -- oo
as
Log(l
+ ) can be expanded into the convergent series*

-1
2 (-)"
= a--|a + ^3 -...=
Log(l-t-a)
a/.
Ifa=+1,
|iJB
|=|
Shew
[We have
Jo
a= + 1
when
so the expansion is valid
Example.
+ *)-i^</ <"*=(n + l)-'^0asM-*-oo,
i(l
Jo
;
it is
lim (1
that
Jim log
not valid when
+ ) = Jim
(l
-I.
-) =e.
(l
1 + gL
= 1,
and the
result required follows
from the result vi
A-2 that lim
e2
= e^.]
-?
A'4.
?%e
definition of the sine
The functions t
sin 2
and cob
sin2 =
and
cosine.
2- +
;
22
cos,= l-^ +
these series converge absolutely for
definitions are valid for
On comparing
all
2*
-...
il
= l+
2
K
2i sin z
series,
thus
n 2 2n
i7^y,
values of z (real and complex) by 2 36, and so the

-
all
values of
new
functions by the equations
(_)n 2 2n + l
.-...= 2 Tjr
26
z.
these series with the exponential series,
cosine are not essentially
by means of power
are defined analytically
it is
apparent that the sine and
functions, but they can be expressed in terms of exponential
exp
(iz)
exp ( iz),
2 cos z
= exp {iz) + exp iz).
This method of obtaining the Logarithmic expansion
is,
in effect, due to Wallis, Phil.
Trans, n. (1668), p. 754.

t 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.
J These equations were derived by Euler [they were given in a letter to Johann Bernoulli in
1740 and published in the Hist. Acad. Berlin, r. (1749), p. 279] from the geometrical definitions
of the sine
based.
and cosine, upon which the theory of the circular functions was then universally
A-33-A-5]
THE ELEMENTARY TRANSCENDENTAL- FUNCTIONS
It is obvious that sin*
and cos? are odd and even functions of
585
z respectively.;
that
is
to say
{-)=
sin
cos (-2) = cos
-sin.',
2.
The fundamental properties of sin z and cos z.

It may be proved, just as in the case of the exponential function
( A-2), that the series
for sin g and cos z converge uniformly in any bounded domain of values
of 2, and consequently that sin and cos 2 are continuous functions of 2 for all values of 2.
A'41.
.-
Further,
may
it
be proved in a similar
manner that the

22
series
2*
i-al + sT-defines a continuous function of

is
continuous at
= 0,
and so
for all values of
follows that
lim (z_1 sinz) =
it
and, in particular, this function
2,
l.
--9-0
The addition-theorems for sin 2 and cos z.
A'42.
By
using Euler's equations

function that
and
these results are
may
It
known
( A-4), it is
sin
(z 1
cos
(2j
easy to prove from properties of the exponential
+ 2 = sin z
+ Co) = cos z
2)
cos z2 + cos
cos 2 2
as the addition-theorems for sin 2
also be proved,
sin z 2
;
and cos 2.
by using Euler's equations, that

sin 2 2 + cos 2
By means
it
sin z1 sin 22
of this result, sin(2 1 +
2=1.
can be expressed as an algebraic function of sin2]

and sin z 2 while cos (z L + z 3 ) can similarly be expressed as an algebraic function of cos z x
and cos z 2 so the additiou-formulae may be regarded as addition-theorems in the strict
sense (cf. 20-3, 22-732 note).
s2 )
By
differentiating Euler's equations,
dz =
it is
obvious that
tfsinz
j
Shew
Example.
?!
and
exp ( c 3 ),
and
known
The
by
y,
cos2z = 2cos 2 2
2,
are such that expcj = expz 2 then, multiplying both sides of the equation by
22
we
get exp
(z 1
Zn) = l
and writing y
for z 1
z2 we
,
see that, for all values of 2
it,
exp
= 2 sin 2 cos
as the duplication-formulae.
integral values of
all
sin z.
dz
The periodicity of the exponential function.
A"5.
If
2,
that
sin 2z
these results are
cos 2
a?
cos
(2
+ ny) = exp 2
(exp y) n = exp
2.
exponential function is then said to have period y, since the effect of increasing
by an
or
It will
integral multiple thereof, does not affect the value of the function.
now be shewn
the numbers
y,
that such numbers y (other than zero) actually exist, and that all
possessing the property just described, are comprised in the expression

2tti,
where ir
than 4.
is
(=1, 2
a certain positive number* which happens to be greater than
3,
...)
2V2 and
less
an irrational number, whose value is 3-14159... is irrelevant to the

For an account of attempts at determining the value of ir, concluding
with a proof of the theorem that 7r satisfies no algebraic equation with rational coefficients, see
Hobson's monograph Squaring the Circle (1913).
*
The
fact that
ir
present investigation.
is
APPENDIX
586
The solution of
A*51.
the equation
exp y = 1.
Let y = a + t'(3, where a and (3 are real; then the problem of solving the equation
exp y = 1 is identical with that of solving the equation
exp a. exp i(3=l.
Comparing the
and imaginary parts of each side of this equation, we have
real
expa.cos/3 = l,
expa.sin(3=0.
2
2
Squaring and adding these equations, and using the identity cos /3 + sin (3 = 1, we get
exp2a=l.
Now
if
would be
a were positive, exp 2a would be greater than

than 1 and so the only possible value for a
less
cos =
It follows that
sin
j3
and
1,
a were negative, exp 2a
if
is zero.
= 0.
is a necessary consequence of the equation cos (3 = 1, on

Now the equation
account of the identity cos 2 (3 + sin 2 /3 = l. It is therefore sufficient to consider solutions
siu/3 =
(if
such solutions exist) of the equation cos/3 = l.

Instead, however, of considering the equation cos (3 =
It will
now be shewn
and
between
2,
that the equation
and that
this root exceeds
of the following considerations

(I)
(II)
The function
When
so,
when
(Ill)
cos x
^ x < x/2
^ x < ^2,
The value
to
cos
root,
and only
to prove these statements,
one, lying
we make
use
>
^ x ^ 2.
certainly continuous in the range
have t
' e
cos#=0 has one

^2;
is
___>n
___>n
>o
and
more convenient
is
it
1,
cos#=0.
consider the equation*
0.
of cos 2 is
--SK'-^-Sft-.rSO---*-^
(IV)
WhenOo-^2,
sin
and
so,
when
It follows
^ x ^ 2,
from
equation cos# =
range
(II)
/,
1
a;
^2
/,
s'
-.
-.
(
sin x~^-\x.
and
(III)
combined with the results of
has at least one root in the range
J2<x< 2,
and of 363 that the

and it has no root in the
(I)
^ x ^ ,/2.
Further, there
is
not more than one root in the range
there were two, x\ and
x2 (x 2 >Xi)
sin (x2 x\)
and
.*
-^) + i2o( 1 -6 ) + ">!- e^>
this is incompatible with (IV)
then
^/2<<2;
0<xi x <2 - J2<1,

1
for,
suppose that
and
= sin x% cos x sin %i cos x2 = 0,

t
which shews that
sin (x 2
1)
~^-^{x 2 -x\).
The equation cos^=0 therefore has one and only one root lying between and 2. This
root lies between ^/2 and 2, and it is called -Jit and, as stated in the footnote to A 5, its
actual value happens to be l 51079....
-
* If cosa; = 0, it is an immediate consequence of the duplication-formulae that cos 2a; = -1

and thence that cos ix = 1, so, if a: is a solution of cos x = 0, ix is a solution of cos (3 = 1.
t The symbol ^ may be replaced by > except when x = ^/2 in the first place where it occurs,
and except when x = in the other places.
A-52] THE ELEMENTARY TRANSCENDENTAL FUNCTIONS
A. -51,
From
the addition-formulae,
C08Mn-
where n
may
it
any
is
be proved at once by induction that
= (-l)
sin?ur
= 0,
integer.
In particular, cos2n7r = l, where n

Moreover, there
no value of
is
which cos = l
for
587
for if
m so that
choose the integer
any
is
integer.
other than those values which are of the form 2>r,

there were such a value, it must be real* and so we can
j3,
IT ^2mjT P<7T.
We
then have
sin
win|
and this
-1/3
= +sin (i-^)= + sinf= 2~*(1 -cos/3)i=0,
inconsistent t with sin mn-
is
1/8
> J mn -\$
|
Consequently the numbers 2mtt, ( = 0, 1, 2,...),

equal to unity.
It follows that a positive
number n
expz has no period fundamentally
unless j3=2ur.
rawrf
exists such that
distinct
from
no
others,
have their cosines
exp? has period 2ni and that
Zni.
The formulae of elementary trigonometry concerning the periodicity of the circular

which the reader is already acquainted, can now be proved by analytical
methods without any difficulty.
functions, with
Example
I.
Shew
Example
2.
Shew that ta,n.x>x when 0<x<lir.
that sin hr
is
equal to
1,
not to
- 1.
cos#>0 and
[For
sin*-^cosa;= 2
r^-r-Uw-2--\
-rin + lj
=i(4-l) [
and every term in the
Example
*
vanishes
Shew
3.
series is positive.]
x^
that 1
-+
2
x*
24
when x = (6 2 <J3p = 1 -5924
. .
is
720
positive
when
25
x=~.
16'
and that
x^
x^
24
- + =-7
and deduce that J
3-125 <tt<3-185.
The solution of a pair of trigonometrical equations.
A'52.
Let
X,
Then,
fi
be a pair of real numbers such that X 2 + /u 2 = l.
if X=t=
1,
the equations
sinx = fi
cos#=X,
have an infinity of solutions of which one and only one
lies
between
w and
tt.
X and be not negative then (3 63) the equation cos#=X has at least one
The equation has not two
solution Xi such that O^^^^tt, since cos = 1, cosi7r=0.
solutions in this range, for if x 1 and x 2 were distinct solutions we could prove (of. A'51)
that sin(#! x^) = 0, and this would contradict A 51 (IV), since
-
First, let
yu.
0<\x% -x ]^\ir<%.
= +J(1 cos 2 î)= + v/(l X 2 = so x
x
Further, sina71
*
The equation
complex
cos/3
=l
implies that exp *j9=
1,
/*,
is
a solution of both equations.
and we have seen that
this equation
t The inequality is true by (IV) since $ mir - J/3 ^ Jtt<2.

See De Morgan, A Budget of Paradoxes (London, 1872), pp. 316
J
|
et seq., for
proving that ir>3^.

If
has no
roots.
\=
1,
tt are solutions and there are no others in the range
tt,
tt).
reasons for
APPENDIX
588
The equations have no
x or cos x
one, in the range

If
X or
n,
negative.
is
solution,
and only
we may
investigate the equations in a similar
manner;
the reader.
left to
It is obvious that, if Xi is a solution of the equations, so also is
any
and therefore the equations have an
integer,
The principal solution of
A'521.
since, in these
tt)
w).
(or both) is negative,
fi
the details are
( - tt, 0) and (|n-,

Thus the equations have one
solutions in the ranges
ranges, either sin
+ 2nn,
where n
is
infinity of real solutions.
the trigonometrical equations.
The unique solution of the equations cos# = A, sin x=ji (where X 2 + /* 2 = l) which lies
between - tt and tt is called the principal solution*, and any other solution differs from it
by an integer multiple of
2n-.
principal valued of the argument of a complex
The
number
now be denned
(4=0) can
analytically as the principal solution of the equations

j
and then,
It will
8=
+ 2nTr,
cf>
and 8
= R (z),
\z\ sin
<f>
= I(z),
a value of
is called
the
The continuity of the argument of a complex
now be shewn that
a complex variable
through the value
z,
that
it is
argument of
and
z,
is
written
variable.
possible to choose such a value of the
it is
z,
continuous at
and
does not pass
its argument
then, to prove that
shew that a number 8 X exists such that 5 1 =argz1
be any value of
let 8
it is sufficient
to
and that 8 X 8 can be made less than an arbitrary positive number

any value less than some positive number
]
argument 8 (z), of
provided that
zero.
be a given value of
<f>
1-5).
A'522.
Let
cos
if
argz(cf.
(z) is
z=\z\.(cosd + i sm8),
we must have
by giving
zx
-z
1
-q.
Let
Also
let
|
-2
zx
(I)
j
(Hi)
From
(I)
and
= x + iu
zl
=x + iy
l
be chosen to be so small that the following inequalities are
xx - x
<J
x
1
provided that
|*i-#o|<i<!|%l,
(II) it follows that
so that
|yi-yo|<i|o|-
x x and y y
1
'
are not negative, and
Wiîô
î+WiSs-iHzol
2
,
2
-
Now let that value of 6 X be taken which differs from 6 by less than
and Xi have not opposite signs and y and y x have not opposite signs ,
the solution of the equations of A-52 that 8 X and 8 differ by less than %tt.
a-
Now
tan (6 X
\= -
1,
we take + ir
-8 )=
^~ x^
2/o
then, since
follows from
as the principal solution
cf. p. 9.
;
see the Archiv der Math,
Phijs. ix. (1847), p. 408.
%
(ii)
tt
it
t The term principal value was introduced in 1845 by Bjorling
und
l,yi-yol<i!yol, provided thatô + O,
.Viîxo2
* If
satisfied J
#= 0,
(I)
or (II) respectively is
simply to be suppressed in the case when
(i)
a;
= 0,
or
when
= 0.
The geometrical
interpretation of these conditions
different quadrants of the plane.
is
merely that
.?
and
z x are not in
A-521-A7] -THE ELEMENTARY TRANSCENDENTAL FUNCTIONS

and so
A '51
example
589
2),
yo) yo (^1
(y i
-ô
-ô)
<2|0o _2 {|aol-l/i-2/o| + [2/ol-|*i-*o|}.

|
But xa
|
Further,
is
also
|
we take
if
the inequalities
three
and
numbers* i x
||
the condition that 6
therefore
>
I
than J
less
|e
(if
|
1
above are
by taking
zj
(if yo * 0) and J e
be the smallest of the
we have ^ - tf < and this
xa 4= 0) and
satisfied
so that, if
-z
<
j/,
17
should be a continuous function of the complex variable
(2)
z.
Logarithms of complex numbers.
A'6.
The number
To
-z
\z l
<
(II), (III)
(I),
|
yo
is
said to be a logarithm, of
solve this equation in
z if 2
= eK
write f = + *>;, where and
z= (cos + isin
we
side,
see that
are real
and then we have
r\).
17
Taking the modulus of each
17
=e
A 3), = Log \z\;
so that (
and
then
z=
(cos
z
I
so that
7;
must be a value
The logarithm
of a
r]
+ 1 sin
r)),
of arg z.
complex number
is
consequently a many-valued function, and
it
can be expressed in terms of more elementary functions by the equation

log z
= Log
z
I
The continuity
of log z
The
as in
(when
A 32
If a? be defined to
Corollary.
z 4= 0) follows
from
z.
A31 and
any particular branch of logz
and the expansion of
+ i arg
A'522, since
\z\
is
z.
differential coefficient of
-
A 33 may
-
e'Ao % a,
mean
( 5 7)
may be determined
+ a) when a < 1.
be established for log (1
az
is
a continuous function of z and of a
when a =1=0.
A'7.
The analytical
Let z u
Z2,
z3
definition of
an
angle.
be three complex numbers represented by the points Pi, P2 P3 in the

Then the angle between the lines ( A-12, footnote) PiP* and P X P3 is
Argand diagram.
defined to be any
value' of arg
(z3
- at ) - arg (z2 - z{).
It will now be shewn t 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 J.
* If
any of these numbers
The proof here given
is zero, it is to
be omitted.
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
bounding
OX
is
not one of the
radii.
it is shewn
itself, afford a measure, of an angle
Trigonometry (1918), Ch. 1) that an angle is
Plane
Hobson,
in treatises on Trigonometry
measured by twice the area of the sector which the angle cuts off from a unit circle whose centre
+ Euclid's definition of an angle does not, in

(cf.
is
at the vertex of the angle.
APPENDIX
590
Let (x\, y{) be any point (both of whose coordinates are positive) of the circle
x 2 +y2 = a 2 (a>0). Let 8 be the principal value of argfo + iyi), so that 0<8<\tt.
Then the area bounded by OX and the line joining (0, 0) to (x u yi) and the arc of the
fa
circle joining (xu yi) to (a, 0) is
if
f(x) dx, where*
Jo
f(x)=xta,nd
(0^.xâcos8),
f(x) = (a 2 x 2 p
(a cob 8
^xâ),
an area be defined as meaning a suitably chosen integral
(cf. p.
61).
fa
It remains to be proved that
f(x) dx
is
proportional to
8.
Jo
/a
fa cos 8
Z f (x)
dx=\
fa
x tan
dx +
Jo
'
(a 2 -
x 2 )? dx
J acos$
a
= |c8 2 sintfcos5 + jf
\a*(a?-x 2 )-i + ^-x(a?-x 2 )*\dx
J acos0
|a 2
(a,
-x2 )~idx
J acos0
1
--\a2
j"
(1
- 12 ) ~idt-
'
(1
- 12) ~ I
dt\
J""'
= la2 {^~{\n-8)}â2 8,
on writing x = at and using the example worked out on p. 64.
That
is
this extent,
to say, the area of the sector is proportional to the angle of the sector.
we have shewn that the popular conception
of
an angle
is
To
consistent with
the analytical definition.

*
The reader
figure.
will easily see the geometrical interpretation of the integral
by drawing a
LIST OF
[The numbers refer
to the
AUTHOES QUOTED
pages.
Initials which are rarely used are
given in
Abel, N. H., 16; 17, 50, 57, 58, 211, 229, 230,
353, 419, 429, 442, 491, 496, 505, 512, 525
Adamoff, A., 351, 353, 354
Adams, J. C, 125, 235, 331, 406
Aichi, K., 426
Airey, J. R., 378
Aldis,
W.
S.,
378
Biirmann, Heinrioh, 128, 129

Burnside, William, 457
Burnside, W. S., 212, 361, 453
Cajori, F., 59, 60
Callandreau, O., 364
Cantor, Georg F. L. P., 4, 161, 182, 183, 186

Carda, K., 126
Carlini, F., 369
Carse, G. A., 189
Catalan, E. C, 332, 333
Cauchy, (Barou) A. L., 12, 13, 21, 25, 27, 29,
Alexeiewsky, W. P., 264

Amigues, E. P.M., 122
Anding, E., 378
Appell, P. E., 280, 298, 300, 336, 400, 418
Argand, J. R., 9
Bachmann, P., 11
Baker, H. F., 53
Barnes, E. W., 127, 159, 236, 264, 279, 286,
289, 296, 299, 301, 326, 330, 338, 346,
351, 369, 370
Basset, A. B., 372, 373, 384
Bateman, H., 230, 353, 399, 402
Bauer, G., 333, 401
Beau, 0., 193
Berger, A., 191
Bernoulli, Daniel (1700-1782), 160, 356
Bernoulli, Jakob (1654-1705), 125, 127,
429, 462
Bernoulli, Johann (1667-1748), 584
Bertrand, J. L. F., 71. 401
Bessel, F. W., 204, 205, 341, 342, 356,
362, 367
Besso, D., 352
Biermann, W. G. A., 454
Binet, J. P. M., 248, 249, 250, 251, 253,
262, 263, 314
Bjorling, E. G., 588
Blades, E., 403
Bobek, K., 533
B6cher, M., 81, 203, 212, 221, 229, 230,
361, 555
Bolzano, B., 12, 13
Bonnet, P. Ossian, 66, 161, 176
Borchardt, C. W., 105, 455, 463
Borel, E., 53, 83, 99, 108, 140, 141, 144,
155, 159
Bouquet, J. C, 455, 462, 487
Bourget, J., 379, 396
Bourguet, L., 246, 260, 261, 264
italics]
347,
40, 42, 59, 71, 77, 83, 85, 86, 91, 93, 96,
99, 105, 119, 122, 123, 160, 243, 263, 379,
383, 462, 581
Cayley, A., 147, 198, 298, 434, 439, 455, 487,
496, 498, 508, 528, 530, 533, 576
Cellerier, C, 110
Cesaro, E., 38, 39, 58, 155, 156
Chapman,
356,
357,
S., 159, 377

Charpit, P., 391
Chartier, J., 72, 77
Chree, C, 381
Christoffel, E. B., 333, 562
Chrystal, G., 23
Clairaut, A. C, 166
Clausen, T., 298
Clebsch, P.. F. A., 393, 455
Cohn,
557
F.,
Corey, S. A., 108

Craig, T., 208
Crawford, L., 570, 576, 578
261,
Cunningham, E., 210, 353

Curzou, H. E. J., 210, 351
D'Alembert,
J. le
Rond,
22, 23, 160
231,
Daniels, A. L., 455

Dantsoher, V. von,
154,
Darboux, J. G., 43, 61, 96, 125, 301, 316

Darwin, Sir George H., 547, 576
De Brun, F. D., 457
Debye, P. 369
Dedekind, J. W. Richard, 4, 10
4,
10
De
De
la Vallee Poussin,
Ch. J., 39, 59, 72, 73,

80, 81, 108, 161, 173, 179, 181, 189
Morgan, A., 23, 587
Bridgeman, P. W., 381
Descartes, R. du P., 3
Dini, U., 179, 381
Brioschi, F., 570, 577, 578

Briot, J. A. A., 455, 462, 487
Dinnik, A., 378

Dirichlet, P. G. Lejeune, 17, 25, 50, 71, 76, 77,
Bromwich, T.
50,
59,
J.
75,
I'a., 10, 25, 26, 33, 38, 45,

80, 144, 156, 159, 242, 290,
580
Brouncker, William (Viscount), 16
Bruns, H., 426
Burgess, J., 342
Burkhardt, H. F. K. L., 189, 323, 399
80, 81, 161, 163, 164, 176, 179, 182, 247,

248, 258, 279, 314, 315
Dirksen, E.
173
Dixon, A. C, 128, 301, 533
Dolbnia, J. P. (Dolbnja, Iwan), 461
Dougall, J., 301, 400, 426
Du Bois Reymond, P. D. G., 66, 81, 110
,
LIST OF
592
AUTHORS QUOTED
Eisenstein, F. G. M., 52, 434

Emde, F., 342, 378
Hardy, G. H.,
Encke, J. F., 342

Enneper, A., 455, 528
581
Hargreave, C. J., 383
Hargreaves, R., 309
Harkness, J., 487
Harnack, A., 160
Heffter, L. W. J., 41
Heine, H. E., 53, 54, 316, 319, 321, 326, 329,
330, 367, 379, 401, 462, 562, 575
Hermite, C, 204, 231, 269, 270, 271, 300, 301,
159,
Euclid, 589
Euler, L., 16, 69, 119, 127, 151, 155, 159, 160,
163, 235, 236, 237, 241, 253, 255, 260, 261,
262, 265, 266, 271, 272, 281, 341, 356, 372,
396, 462, 487, 495, 512? 584
Faber, G., 580

(II Marchese) Giulio Carlo de Tosehi
429
Fatou, P., 163
Feaux, B., 249
Fejer, L., 161, 169
Ferrers, N. M., 323, 324, 330
Filon, L. N. G., 399
Floquet, A. M. G., 412, 413, 426
Ford, L. R., 455
Forsyth, A. II., 194, 201, 203, 204, 208, 285,
Fagnano,
di,
390,
388,
391,
400, 436, 455,
519,
531,
534
Fourier, (Baron) J. B. Joseph, 160, 163, 164,
175, 188, 211, 381, 399, 463
Frechet, M., 230
Fredholm, E. I., 212, 213, 215, 217, 221,
230
Freeman, A., 399, 463

Frend, W., 3
Frieke, K. E. B., 481, 487, 508
7, 9,
240, 246, 247, 248, 281, 283, 294, 296,

297, 319, 429, 462, 512, 524, 533
Gegenbauer, L., 329, 335, 361, 385
Glaisher, James, 342
Glaisher, J. W. L., 332, 491, 494, 496, 498,
507, 509, 516, 520, 523, 527, 530
Gmeiner, J. A., 14
Goldbaeh, C, 237
Goursat, Edouard J. B.,
53, 59, 61, 80, 85,

108, 121, 144, 208, 230, 401
Grace, J. H., 123
Gray, A. 373, 379
,
Green, George, 395

Gregory, James, 16
Guderruann, C, 491, 494, 531

Guerritore, G., 558
Guichard, C, 148
Gutzmer,
10, 17, 38, 50, 59, 69, 81, 156,
272,
279, 280, 297, 515, 580,
333, 350, 417, 457, 458, 461, 487, 555, 563,

570, 573, 575/ 576
Heun, K., 331, 555, 576, 577
Heymann, K. W., 298

Heywood, H.
Hicks,
B., 230
W. M., 401
Hilbert, D., 213, 227, 230

G. W., 36, 40, 406, 413, 414, 415, 416,
417, 424, 426
Hill,
M. J. M., 97, 297

Hobson, E. W., 3, 10, 53,
Hill,
56, 67, 75, 80, 160,

161, 189, 292, 323, 325, 326, 330, 334, 364,
375, 381, 383, 543, 576, 580, 585, 589
Hocevar, F., 341
Hodgkinson,
J., 312
Holder, O., 66, 236
Hurwitz, Adolf, 161, 180, 265, 268, 269, 583
Hurwitz, Wallie Abraham, 76
Ince, E. Lindsay, 424, 426, 427
Frobenius, F. G., 197, 201, 208, 319, 323, 421,

446, 458
Fuchs, I. L., 197, 208, 412
Fiirstenau, E., 36
Fuss, P. H., 237
Gambioli, D., 148

Gauss, Carl F. (Johann Friedrich Karl),
173,
C. F. A., 109
Innes, R. T. A., 484

Isherwood, J. G., 378
Jackson, F. H., 462

Jacobi, Earl (Carl) G.
J.,
39,
314, 369, 429, 462, 463, 464,

470, 474, 475, 478, 479, 480,
491, 494, 495, 496, 498, 505,
512, 514, 516, 517, 519, 520,
529, 535
Jacobsthal, W., 338, 351
Jahnke, P. R. E., 342, 378
Jamet, E. V., 578
Jeffery, G. B., 403
Jensen, J. L. W. V., 270, 279
Jezek, O., 147
C,
Jordan, M. E.
108,
467,
487,
508,
522,
109,
468,
488,
509,
523,
17, 115, 121, 178, 179,
124,
469,
489,
510,
528,
487
Kalahne, A., 378

Kapteyn, W., 146, 374, 377
Kelvin (Sir William Thomson), Lord, 378, 393,
395, 399, 401, 535, 551
Kiepert, L., 456, 458, 460
Klein, G. Felix, 203, 204, 208, 209, 283, 481,
.
487, 508, 555
Kluyver, J. C. 142
Kneser, J. G. O. A., 223
Koch, N. F. H. von, 36, 37, 419, 423
Kronecker, L., 123, 146, 463, 468, 525
Kummer, E. E., 250, 262, 281, 285, 296, 298,
338
,
Hadamard,
212
Haentzschel, E., 576
Halm, J. K. E., 210
Halphen, G. H., 452, 487, 550, 555, 570, 576,
577, 578
Hamburger, M., 412
Hamilton, Sir William Rowan, 8, 173
Hancock, H., 481, 487, 492
Hankel, H, 10, 244, 245, 246, 266, 365, 369,
370, 371, 373, 378, 381, 385
Hansen, P. A., 378
J., 108,
Lagrange, C, 147
Lagrange, J. L., 96, 132, 133, 149, 166, 308,
338, 353, 356
Laguerre, E. N., 341
Lalesco (Lalescu), T., 230
Lamb, H., 62, 401
LIST OF
AUTHORS QUOTED
Lame,
593
G., 204, 205, 206, 401, 405, 417, 536,

540, 546, 549, 551, 554, 575
Landau, E. G. H., 11, 276, 279, 280, 341
Landeu, J., 476, 507, 508
Landsberg, G., 124, 475
Laplace, P. S. (Le marquis de), 211, 246, 312,
314, 369, 386
Neumann, Franz Ernst, 320, 321

Neumann, Karl (Carl) Gottfried, 221,
Laurent, Paul Mathieu Hermann, 123, 321

Laurent, Pierre Alphonse, 100
Leathern, J. G. 11
Leaute, H., 336
Lebesgue, H., 53, 63, 163, 172, 173, 178, 179,
189
Legendre, A. M., 122, 159, 204, 205, 235, 240,
Nicole, F., 142

Nielsen, N., 142, 259, 330, 351, 371, 379, 381,
241, 253, 260, 302, 303, 304, 305, 310, 316,

32G, 330, 335, 341,429, 495, 499, 505,512,
515, 518, 520, 521, 522, 523, 524, 525, 527,
528
Leibniz (Leibnitz), G. W., 16, 67, 356, 582
Lerch, M., 81, 108, 110, 149, 271, 279, 280
Le Vavasseur, E., 298
Levi-Civita, T., 144
Liapounoff, A., 180
Lie, M. Sophus, 41
Lindelof, Ernst L., 108, 121, 146, 259,
279,
283
Lindemann,
C. L. P., 210, 417, 424. 426, 570,
576
385
Newman,
F. W., 236
Newton, Sir Isaac, 16, 582, 584
Nicholson, J. W., 369, 379, 382, 383
385
Niven, Sir William D.,
547, 576
Norlund, N. E., 142
401,
536,
543,
546,
Olbricht, E., 324, 330, 334, 379
Oldenburg, H., 582

Orr, W. McF., 298
Osgood, W. F., 45, 49, 59, 72, 87
459
Panton, A. W., 212, 361, 453
Papperitz, J. E., 206, 207, 296
Parseval, M. A., 182
Peano, G., vii
Pearson, Karl, 353
Peirce, B. O., 378
Picard, C. E., 412
Painleve, P.
Pierpont, J. 75
Pincherle, S., 109, 142, 149, 286, 296, 335
Plana, G. A. A., 146
Pochhammer, L., 256, 292, 299
Pockels, F. C. A., 399
Poincar<5, J. Henri, 36, 151, 159
Poisson, S. D., 124, 160, 369, 382, 396, 475
Porter, M. B., 361
,
Lindstedt, A., 426

Liouville, J., 105, 211, 221, 431, 455, 462, 557
Lipsehitz, B. O. S., 179, 378
Littlewood, J. E., 156, 159, 279, 280
Lommel, E. C. J. von, 357, 365, 378, 379, 380,
381, 383
London, F., 26
Love, A. E. H., 399
McClintock, E., 133
Macdonald, H. M., 121, 335, 373, 383, 384, 385
Maclaurin, Colin, 71, 77, 94, 127, 151, 429
Maclaurin, E. C, 406, 426
MalmsteX C. J., 249
Mangeot, S., 147
Manning, H. P., 25
Mansion, P., 43
Mascheroni, L., 235
Maseres, Francis (Baron), 3
Mathews, G. B., 373, 379, 579
Mathieu, E. L., 204, 205, 404, 406, 407, 411,
426, 427
Maxwell, J. Clerk, 404

Mehler, F. G., 314, 315, 367, 383
Meissel, D. F. E., 378
Mellin, R. Hj., 286, 296
Merz, J. T., 579
Meyer, F. G., 80
Mildner, E., 148
Milne, A., 231, 351, 354
Minding, E. F. A., 119
Mittag-Leffler, M. G., 134
Molk, C. F. J., 16, 455, 464, 487, 528, 580
Moore, E. H., 236
Mordell, L. J., 454
Morera, G., 87, 110
Morley, F., 301, 487
Miiller, H. F., 455, 528
Murphy, E., 224, 311, 312
Netto, E., 64
W. M.
322, 329,
357, 372, 374, 376, 377, 378, 379, 380, 384,
A.
Pringsheim, A., 16, 17, 26, 27, 28, 33, 38, 110,
249, 259, 580
Prym, F. E., 341
Eaabe,
261
535
J. L., 126,
Eamanujan,
S.
Eavut, L., 87
Eayleigh (J. W. Strutt), Lord, 189, 396, 399
Eeiff, E. A., 16
Eichelot, F. J. 533
Eiemann, G. F. Bernhard, 26, 38, 63, 80, 84,
,
85, 161, 172, 173, 178, 182, 183, 184, 185,

186, 187, 189, 206, 207, 208, 209, 265, 266,
269, 272, 273, 274, 279, 280, 283, 294, 296,
373
Eiesz, M., 156
153
Eodrigues, O., 303
Eoutb, E. J., 332
Eussell, Hon. Bertrand A. W.,
Eitt, J. F.,
5, 10,
579
Saalschiitz, L., 243, 244, 301
Salmon, G. 455
Savidge, H. G., 378
,
Schafheitlin, P., 369, 335

Scheibner, W., 108, 109
Schendel, L., 336

Schering, E. C. J., 512
Schlafli, L., 303, 330, 333, 334, 357, 362, 364,
370, 372, 380, 381

Schlesinger, L., 208
Schlomilch, O. X, 142, 144, 159, 229, 242,
259, 264, 341, 352, 355, 377, 378, 581, 582
Schmidt, O. J. E., 223, 227, 230
38
LIST OF
594
Schonholzer,
J. J.,
AUTHOES QUOTED
380
Schumacher, H. C, 512
Schwarz, K. H. A., 186, 434, 452, 455, 579
Seidel, P. L., 44
Seiffert, L. G. A., 527
Shearer, G., 189

Silva, J. A. Martins da, 331
Simon, H., 38
Smith, B. A., 378
Smith, H. J. S., 468, 487, 531
Soldner, J. von, 341, 342
Sommerfeld, A. J. W., 379
Sonine (Sonin, Ssdnin), N. J., 352, 364, 382,
383
Stenberg, 0. A., 576
Stickelberger, L. , 446, 458
Stieltjes, T. J., 261, 341, 417, 420, 424, 426,
555, 560, 561, 562, 570
Stirling, James, 94, 127, 142, 151, 251, 253, 286
Stokes, Sir George G., 44, 73, 77, 81, 152, 167,
173, 204, 378, 382
Stolz, 0., 10, 14, 27
Stormer, F. C. M., 122
Thome, L. W., 197, 208, 322

Thomson, Sir William (see Kelvin)
Todhunter, I.,, 204, 330
Transon, A. E. L., 147
Tweedie, C, 127, 142
Verhulst, P. F, 528
Volterra, V., 213, 218, 221, 230
Wallis, John, 11, 32, 281, 582, 584
Watson, G. N., 43, 53, 59, 77, 108, 159, 298,
351, 353, 426, 462
Weber, H., 204, 205, 231, 342, 347, 351, 370,
382, 383, 455, 487
Weierstrass, Karl (Carl) T. W., 4, 12, 34, 41,
44, 49, 99, 108, 110, 137, 235, 236, 434,
452, 454, 455, 486, 487, 519, 579
Wessel, Caspar, 9
Whitehead, A. N., 10, 579
Whittaker, E. T., 211, 231, 337, 339, 340, 347,
351, 353, 388, 399, 407, 411, 424, 426, 455,
502, 564
Willson, E. W., 378
Sylvester, J. J., 36, 400, 419, 579
Wolstenholme, J., 123

Wronski, J. Hoen6, 147
Tait, P. G., 393, 395, 399, 535

Tannery, J., 455, 464, 487, 528, 580, 582
Young, A. W., 406, 426

Tonng, W. H., 56, 381
Taylor, Brook, 93
Teixeira, F. G., 131, 132, 146
Zach, (Freiherr) P. X. von, 341
Sturm,
J. C. .,
557
;;
GENERAL INDEX
[The numbers refer to the pages, liefer ences to theorems contained in a few of
t/ie 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, (f>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-f unctions, 468, 469 for quotients and reciprocals, of
elliptic functions, 494, 498
Absolute convergence, 18, 28 Cauchy's test for, 21 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-f unction and for -E(w), 518, 534; for the
for the Weierstrassian Zeta-f unction, 446
third kind of elliptic integral, 523
;
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
;
9
Air in a sphere, vibrations
Affix,
of,
399
Amplitude, 9
of the hyperAnalytic continuation, 96, (not always possible) 98 and Borel's integral, 141
geometric function, 288. See also Asymptotic expansions
Analytic functions, 82-110 (Chapter v) defined, 83 ; derivates of, 89, (inequality satisfied by) 91
Biemann's
represented by integrals, 92
distinguished from monogenic functions, 99
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

Argand diagram, 9
Argument, 9, 588 principal value of, 9, 588 continuity of, 588
m
m
Associated function of Borel, 141 of Biemann, 183 of Legendre [P (z) and Q n (2)], 323-326
integration
of, 153
of,
differentiation
153
(Chapter
vrn)
Asymptotic expansions, 150-159
;
multiplication of, 152; of Bessel functions, 368, 369, 371, 373, 374; of confluent hypergeometric 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
Autom orphic functions, 455
Axioms of arithmetic and geometry, 579
Barnes' contour integrals for the hypergeometric function, 286, 289
geometric function, 343-345
Barnes' G-function, 264, 278
Barnes'
for the confluent hyper-
Lemma, 289
Basic numbers, 462
Bernoullian numbers, 125 polynomials, 126, 127

Bertrand's test for convergence of infinite integrals, 71
formulae for, 357; Bessel's integral for, 362;
Bessel coefficients [Jn (z)J, 101, 355; addition
expansion of, as power series, 355 expansion of
differential equation satisfied by, 357
;
382
;;
GENERAL INDEX
596
functions in series of (by Neumann), 374, 375, 384, (by Schlomilch), 377 ; expansion of
_1
in series of, 374, 375, 376 expressible as a confluent form of Legendre functions,
(t - 2)
367 expressible as confluent hypergeometric functions, 358 inequality satisfied by, 379
Neumann's function On (z) connected with, see Neumann's function; order of, 356; recurSee also
rence formulae for, 359 special case of confluent hypergeometric functions, 356'.
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 connecting Legendre functions with, 364, 401 ; integral properties
integral for, 365
of, 380, 381, 38i, 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; Schliini's form of Bessel's integral for, 362, 372; second kind of, Yn (z) (Hankel), 370;
F(")(z) (Neumann), 372; Yn (z) (Weber-Schlafli), 370; second kind of modified,
n (z), 373;
solution of the wave-motion equation by, 397
solution of Laplace's equation by, 395
tabulation of, 378 whose order is large, 368, 383; whose order is half an odd integer, 364 ;
See
with imaginary argument, In (z),
n {z), 372, 373, 384; zeros of, 361, 367, 318,381.
also Bessel coefficients and Bessel's equation
fundamental system of solutions of (when n is not an integer),
Bessel's equation, 204, 357, 373
See also Bessel functions
359, 372 ; second solution when n is an integer, 370, 373.
;
Binet's integrals for log
(z),
248-251
Binomial theorem, 95
BScher'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
integral and analytic continuation, 141
integral, 140
Borel's associated function, 141
summing series, 154 theorem (the modified Heine-Borel theorem), 53
of
Boundary, 44
Boundary conditions, 387 and Laplace's equation, 393
Bounds of continuous functions, 55
Branch of a function, 106
Branch-point, 106
Biirmann's theorem, 128 extended by Teixeira, 131
;
'
'
method
Lemma, 183
Cauchy's condition for the existence of a limit, 13 discontinuous factor, 123 formula for the
remainder in Taylor's series, 96 inequality for derivatives of an analytic function, 91
integral, 119; integral representing r (z), 243
numbers, 372 tests for convergence of series
Cantor's
and
integrals, 21, 71
Cauchy's theorem, 85
Cell, 430
extension to curves on a cone, 87
Morera's converse
of, 87,
110
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
Cesaro's
'
'
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,
Class, left (L), 4
vibra.tions of, 356,
396
right (R), 4
Closed, 44
Cluster-point, 13
Coefficients, equating, 59
of, 163,
in Fourier series, nature of, 167, 174
in trigonometrical series, values
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 relation between, 520
properties of {qua functions of the modulus), 484, 498, 499, 501, 521
;
GENERAL INDEX
597
series for, 299

tables of, 518
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 (Chapteri), defined, 6; amplitude
;
of
one on another, 41
of
(-R),
imaginary part of
(I),
of 9
argument of, 9, 588 dependence
logarithm of, 589 modulus of, 8 real part
,
representative point of, 9
Complex variable, continuous function

Computation of elliptic functions, 485;
of a, 44
Conditional convergence of series, 18

Absolute convergence
of infinite determinants, 415.
of solutions of integral equations, 211
See also Convergence and
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
equation for, 337 general
Confluent hypergeometric function \)Vki m ()], 337-354 (Chapter xv)
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
and Affcm (z), 337-339 the relations between functions
fc Jz}
of these types, 346 various functions expressed in terms of
k m (z), 340, 352, 353, 360. See
;
and Parabolic cylinder functions

Confocal coordinates, 405, 547; form a triply orthogonal system, 548;
also Bessel functions
harmonics, 552
associated with, 549
ellipsoidal
Congruence
Laplace's equation referred
to,
551
in association with
uniformising variables
Argand diagram, 430
of points in the
Constant, Euler's or Maseheroni's, [7], 235, 246, 248

Constants e x e 2 e 3 443 E, E', 518, 520 of Fourier, 164 17, t/ 2 446, (relation between rn
and V2) 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 hypergeometric function, 288. See also Asymptotic expansions
of the argument of a complex variable,
of power series, 57, (Abel's theorem) 57
Continuity, 41
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 in), defined, 41 bounds of, 55 integrability of, 63 of a
complex variable, 44 of two variables, 67
;
Contour, 85
roots of
an equation in the
interior of a, 119,
123
evaluation of definite integrals by, 112-124 the Mellin-Barnes type of,

286, 343 see also under the special function represented by the integral
of a double
Convergence, 11-40 (Chapter 11), defined, 13, 15; circle of, 30; conditional, 18;
of an infinite integral,
of an infinite product, 32
of an infinite determinant, 36
series 27
of Fourier
of a series 15, (Abel's test for) 17, (Dirichlet's test for) 17
70, (tests for) 71, 72
of the series
of the hypergeometric series, 24
of the geometric series, 19
series 174-179
of trigonometrical series, 161
Zn- 19
of the series occurring in Mathieu functions, 422
theorem on (Hardy's), 156. See also Absolute convergence,
radius of, 30
principle 'of, 13
Non-uniform convergence and Uniformity of convergence
Contour integrals, 85
Coordinates, confocal, 405, 547

Cosecant, series for, 135
orthogonal, 401, 548
Cosine, see Circular functions

Cosine-integral [Ci ()], 352 -series (Fourier series), 165
Cotangents, expansion of a function in series of, 139
;
512
Cubic function, integration problem connected with, 452,
Cunningham's function L> n m (z)], 353

Curve, simple, 43 on a cone, extension
,
of
Cauchy's theorem
spiral),
527
Cut, 281
Cylindrical functions, 355.
See Bessel functions
to,
87
on a sphere
(Seiffert s
,;;
GENERAL INDEX
598
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 Vallee 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
Caucby's inequality for, 91 integrals for, 89
Derivates of an analytic function, 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-f unctions, 436, 477,
492 (partial) satisfied by Theta-f unctions, 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, 91
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
integral for
(z), 247
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, Cauehy's, 123
Discriminant associated with Weierstrassian elliptic functions, 444, 550
Divergence of a series, 15 of infinite products, 33
Domain, 44
Double circuit integrals, 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, 51 rearrangement of, 28
Doubly periodic functions, 429-535. See also Jacoblan elliptic functions, Theta-functions and
;
\f/
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-f unction, 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 confocal 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 Lame's equation
a7td Lame functions
;
Elliptic cylinder functions, see
Mathieu functions
Elliptic functions, 429-535 (Chapters xx-xxn)

derivate of, 430; discovery of, by Abel,
means
computation
of,
485
construction
of,
433, 478;
Gauss and Jacobi, 429, 512, 524; expressed by

expressed by means of Weierstrassian functions, 448-451
of Theta-functions, 473
general addition formula, 457; number of zeros (or poles) in a cell, 431, 432; order of,
periodicity
432;
of, 429, 479, 500, 502, 503; period parallelogram of, 430; relation between 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
;
GENEEAL INDEX
599
first kind of, 515

function E (u) and, 517 ; function Z () and,
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, 533, (dynamical
application of) 523, (parameter of) 522 ; three kinds of, 514.
See also Complete elliptic
integrals
Elliptic integrals, 429, 512
518
membrane, vibrations of, 404

Equating coefficients, 59, 186
Equation of degree m has m roots, 120
Elliptic
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 names of special equations
;
Equivalence of curvilinear integrals, 83

Error-function [Erf (x) and Erfc (a)], 341
Essential singularity, 102 at infinity, 104
Eta-function [H(u)], 479, 480
Eulerian integrals, first kind of [B (m, )], 253; expressed by Gamma-functions, 254; extended
by Pochhammer, 256
Eulerian integrals, second kind of, 241 see Gamma-function
expansion (Maclaurin's), 127; method of 'summing' series,
Euler's constant [7], 235, 246, 248
155 product for the Gamma-function, 237 product for the Zeta-function of Biemann, 271
Evaluation of definite integrals and of infinite integrals, 111-124 (Chapter vi)
;
Evaluation of
determinant, 415
Hill's infinite
Mathieu [ce (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
in series of Legendre polynomials or Legendre functions,
series of inverse factorials, 142
parabolic
310, 322, 330, 331, 335; in series of Neumann functions, 374, 375, 384; in series of
cylinder functions, 351 in series of rational functions, 134. See also Asymptotic expansions,
Series, and under the names of special functions
differentiation of,
continuity of, 581
addition theorem for, 581
Exponential function, 581
Even functions, 115, 165
of
582
periodicity of, 585
Exponential-integral [Ei (2)5, 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

Fejer's theorem on the summability of Fourier series, 169, 178
m
m
Ferrers' associated Legendre functions [P (2) and Q n (2)], 323
elliptic integrals of, 515, (complete) 518, (integration
First kind, Bessel functions of, 359
integral equation
515 Eulerian integral of, 253, (expressed by Gamma-functions) 254
221 Legendre functions of, 307
of)
ot,
First
mean-value theorem,
65, 96
First species of ellipsoidal harmonic, 537, (construction of) 538

412
Floquet's solution of differential equations with periodic coefficients,
Fluctuation, 56 total, 57
Foundations of arithmetic and geometry, 579
Fourier-Bessel expansion, 381 integral, 385
;
Fourier constants, 164

convergence of, 174-179; ditterFourier series 160-193 (Chapter ix) coefficients in, 167, 174;
distinction between any trigonometrical
discontinuities of, 167, 169
entiation of 168
expansions of a function in, 163, 165, 175, 176 expansions of Jacobian
series and 160, 163
functions in, 409 411, 414, 420; Fejer's
functions in, 510 511 expansion of Mathieu
Parseval's theorem on, 182; series
theorem on 169; Hurwitz-Liapounoff theorem on, 180;
summability of, 169, 178; uniformity of convergence of,
of sneTand series of cosines, 165;
See also Trigonometrical series
168, 179.
theorem, Dirichlet's statement of, 161, 163, 176
;
Sc
Fourier's
;;
600
GENERAL INDEX
theorem on integrals, 188, 211

Fourth species of ellipsoidal harmonic, 537, (construction
Fredholm's integral equation, 213-217, 228
Fourier's
Functionality, concept
Functions, branches
of,
542
of)
41
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 names of
special functions or special types of functions, e.g. Legendre functions, Analytic functions
of,
Fundamental formulae of Jacobi 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.
under the names of special equations
;
See also
235-264 (Chapter xn)

asymptotic expansion of, 251, 276; circular
complete elliptic integrals and, 524-527, 535 contour integral (Hankel's)
for, 244 ; difference equation satisfied by, 237
differential equations and, 236
duplication
Euler's integral of the second
formula, 240 Euler's integral of the first kind and, 254
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, (Rummer's) 250, (Stirling's)
trigonometrical integrals and, 256 Weierstrassian product, 235,
251 tabulation of, 253
236.
See also Eulerian integrals and Logarithmic derivate of the Gamma-function
Gauss' discovery of elliptic functions, 429, 512, 524
integral for r' (z)jY (z), 246
lemniseate
functions, see Lemniseate functions
transformation of elliptic integrals, 533
Gamma-function
|T(z)],
functions and, 239
Gegenbauer's function [C n " (z)], 329

addition formula, 335
differential equation for, 329
recurrence formulae, 330 .relation with Legendre functions, 329 relation involving Bessel
functions and, 385 Bodrigues' formula (analogue), 329
Schlafli's integral (analogue), 329
Genus of a plane curve, 455
Geometric series, 19
Glaisher'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
Hankel's Bessel function of the second kind, Y (z), 370 contour integral for r
for J(z), 365
Hardy's convergence theorem, 156 test for uniform convergence, 50
(z),
244
integral
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-f unction 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;
from (Niven's formula), 543 linear independence of, 560
Homogeneous integral equations, 217, 219
ellipsoidal
harmonics derived
Hurwitz' definition of the generalised Zeta-function f(s,

theorem concerning Fourier constants, 180
a),
265; formula for {s,a), 268;
Hypergeometric equation, see Hypergeometrlc 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; Biemann'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 hypergeometrio functions, 298, 301.

functions, Confluent hypergeometrio functions and Legendre functions
See also Bessel
Hypergeometrio series, see Hypergeometrio 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 K (z)], 372, 373, 384
n
Imaginary part (I) of a complex number, 9
Imaginary transformation (Jacobi's) of elliptic functions, 505, 506, 535: of Theta-functions, 124,
474; of 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
Integers, positive, 3
at,
103
pole
Biemann's condition
and analytic continuation, 141
Integrabllity of continuous functions, 63

Integral, Borel's, 140
point
at,
104
zero at, 104
signless, 3
63
of,
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 Jaeobian elliptic functions, 492, 494
for the Weierstrassian elliptic function, 437
;
and Lame'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,
representing analytic functions, 92 representing areas, 61, 589 round a contour,
68, 75
85 upper, 61. See also Elliptic integrals, Infinite integrals, and Integration
Integral functions, 106
of Fourier-Bessel, 385
Integral theorem, Fourier's, 188, 211
general theorem on
general theorem on, 63
contour-, 77
complex, 77
61
complex, 78; of asymptotic expansions, 153; of integrals, 68, 74, 75; of series, 78; problem connected with eubics or quarties and elliptic functions, 452, 512. See also Infinite
integrals and Integrals
;
Integration,
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
GENERAL INDEX
602
Irreducible set of zeros or poles, 430
Irregular points (singularities) of differential equations, 197, 202

Iterated functions, 222
Jacobian elliptic functions [sn, en u, dnu], 432, 478, 491-535 (Chapter xxn) addition theorems
connexion with Weierstrassian functions, 505 definitions of am u,
for, 494, 497, 530, 535
differential equations satisfied by, 477, 492
A<f>, sau (sin am u), en u, dn u, 478, 492, 494
differentiation of, 493; duplication formulae for, 498; Fourier series for, 510, 511, 535;
general description of, 504
Glaisher's notation for
geometrical illustration of, 524, 527
infinite products for, 508, 532
integral formulae for, 492,
quotients and reciprocals of, 494
494 Jacobi's imaginary transformation of, 505, 506 Lam<5 functions expressed in terms of,
Landen's transformation of, 507 modular angle of, 492 modulus of, 479, 492,
564, 573
(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, K, iK', of,
residues of, 504
Seiffert's spherical spiral and,
479, 498, 499, 501 relations between, 492
527 triplication formulae, 530, 534, 535 values of, when u is \K, \iK' or \ (K + iK ), 500,
See also Elliptic functions, Elliptic
506, 507; values of, when the modulus is small, 532.
integrals, Lemniscate functions, Theta-funetions, and Weierstrassian elliptic functions
earlier notation for Theta-f unctions, 479
Jacobi's discovery of elliptic functions, 429, 512
fundamental Theta-f unction formulae, 467, 488 imaginary transformations, 124, 474, 505,
Zeta-function, see under Zeta-function of Jacobi
506, 519, 535
Jordan's lemma, 115
;
Kernel, 213
Klein's
theorem on linear
Kummer's formulae
equations with five singularities, 203
differential,
for confluent hypergeometric functions,
338
series for
logT
250
(z),
Lacunary function, 98
Lagrange's expansion, 132, 149; form for the remainder in Taylor's series, 96
Lame' 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 also Lamp's equation and Ellipsoidal harmonics
Lamp's equation, 204, 536-578 (Chapter xxni)
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 Lami 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's lemma, 172
Left (L-) class, 4
Legendre's equation, 204, 304 for associated functions, 324

Legendre functions and Legendre polynomials
;
second solution
of, 316.
See also
P(z), <2(z), Pnm (*), Q nm (z) defined, 306, 316, 323,

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 Q n (z) in terms of Legendre polynomials, 319, 320, 333;
Ferrers' functions associated with, 323, 324
first kind of, 307
Gegenbauer's function,
Cn " (z )< associated with, see Gegenbauer's function Heine's expansion of (t - z) -1 as a series
of, 321
Hobson's functions associated with, 325 integral connecting Bessel functions with,
364; integral properties of, 324; Laplace's integrals for, 312, 313, 319, 326, 334; MehlerDirichlet integral for, 314; order of, 326; recurrence formulae for, 307, 318; Schlafli's
integral for, 304, 306; second kind of, 316-320, 325, 326; summation of 2hn P {z) and
n
shn Qn( z )> 302, 321 zeros of, 303, 316, 335. See also Legendre polynomials and Legendre's
Legendre functions, 302-336 (Chapter xv)

325 addition formulae for, 328, 395
;
'
equation
Legendre polynomials [Pn (z)~], 95, 302; addition formula
ential equation for, 204, 304
expansion in ascending
;
387; degree of 302; differexpansion in descending

311
for, 326,
series,
:;
GENERAL INDEX
603
334; expansion of a function as a series of, 310, 322, 330, 331, 332, 335;
expressed by Murphy as a hypergeometric function, 311, 312 Heme'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; Eodrigues' formula for, 225, 303 Schlafli's integral
for, 303, 304
summation of 2/i*P (z), 302 zeros of, 303, 316. See also Legendre functions
Legendre s relation between complete elliptic integrals, 520
series, 302,
Lemniscate functions [sin lemn and cos lemn <p], 524

Llapounoff s theorem concerning Fourier constants, 180
<j>
Limit, condition for existence of, 13
Limit of a function, 42
Limiting circle, 98
Limits, greatest of
of a sequence, 11, 12
and
-point (the Bolzano-Weierstrass theorem), 12
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 hypergeometric functions, 202, 207, 283 Gegenbauer's, 329 Hermite's, 204, 209, 342, 3*7 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; Biemann'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,
singularities, 206
equations with
equations with two singularities, 208
209 equation of the third order with regular integrals, 210
Liouville's method of solving integral equations, 221
;
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 (*)], 240, 241 Binet's integrals for, 248-251
Gauss' integral for, 246
Dirichlet's integral for, 247
circular functions and, 240
Logarithmic derivate of the Biemann Zeta-function, 279
Logarithmic-integral function [Li 2], 341
Liouville's
Lower integral, 61
Lunar perigee and node, motions
of,
406
Maclaurin's (and Euler's) expansion, 127
test for
convergence of infinite integrals, 71
series,
94, (failure of) 104, 110

Many-valued functions, 106
[7], 235, 246, 248
Mathematical Physics, equations of, 203, 386-403 (Chapter xvin). See also under Linear differential equations and the names of special equations
Mathieu functions \ce n (z, q), se n (z, q), inn (z, ?)], 404-428 (Chapter xix) construction of, 409,
420 convergence of series in, 422 even and odd, 407 expansions as Fourier series, 409,
Mascheroni's constant
411, 420; integral equations satisfied by, 407, 409; integral formulae, 411; order of 410;
second kind of, 427
general form, solutions by Floquet, 412, by
Mathieu's equation, 204, 404-428 (Chapter xix)
Lindemann and Stieltjes, 417, by the method of change of parameter, 424 second solution
which are periodic, see
of, 413, 420, 427; solutions in asymptotic series, 425; solutions
Mathieu functions the integral function associated with, 418. See also Hill's equation
Mean-value theorems, 65, 66, 96
Mehler's integral for Legendre functions, 314
Mellin's (and Barnes') type of contour integral, 286, 343
,
Membranes, vibrations
Mesh, 430
Methods of
'
summing
of,
'
356, 396, 404, 405
series,
Minding-'s formula, 119
Minimum
value of
r (x), 253
154-156
GENERAL INDEX
604
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)
periods of elliptic functions regarded as functions of the, 484, 498, 499, 501, 521
479, 493
Monogenic, 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-test for uniformity of convergence, 49
Multiplication formula for r (z), 240 for the Sigma-f unction, 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; (P. E. Neumann's) integral for the Legendre
function of the second kind, 320 method of solving integral equations, 221
Neumann's function [0(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-functions, 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
Odd
real, 5
functions, 115, 166
Open, 44
Order (O and
of
Mathieu,
[_se
(z, g)],
407
o), 11
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 [D n ()], 347

contour integral for, 349 differential equation for,
expansion in a power series, 347 expansion of a function as a series of, 351
204, 209, 347
general asymptotic expansion of, 348
inequalities satisfied by, 354
integral equation
;
integral properties, 350

231
integrals involving, 353
integrals representing,
353 properties when n is an integer, 350, 353, 354 recurrence formulae, 350 relations
between different kinds of [D n (z) and B_ n _ x (i*)], 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 Thetafunctions, 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
satisfied by,
Partial differential equations, property
of,
390, 391.
See also Linear differential equations
Partition function, 462

Parts, real
and imaginary, 9
Pearson's function
[a>,
()],
353
P-equation, Riemann's, 206, 337

connexion with the hypergeometric equation, 208, 283
tions of, 283, 291, (relations between) 294
transformations of, 207
Periodic coefficients, equations with (Floquet's theory of), 412
;
solu-
Periodic functions, integrals involving, 112, 256.

functions
See also Fourier series
and Doubly periodic
;;
GENERAL INDEX
605
Periodicity factors, 463
Periodicity of circular and exponential functions, 585-587

500, 502, 503
of Theta-functions, 463
Periodic solutions of Mathieu's equation, 407
of elliptic functions, 429, 434, 479,
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
Point, at infinity, 103
of
Eulerian integrals, 256
limit-, 12
representative, 9
singular, 194, 202
Poles of a function, 102 ; at infinity, 104 ; irreducible set of, 430 number in a cell, 431
between zeros of elliptic functions and, 433 ; residues at, 432, 504 ; simple, 102
;
relations
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 expanidentically vanishing, 58
sions of functions in, see under the names of special functions
series derived from, 31
radius of convergence of, 30, 32
Maclaurin's expansion in, 94
Taylor's expansion in, 93 uniformity of convergence of, 57
solution of a certain equation, 482 value of an integral, 75,
Principal part of a function, 102
117 value of the argument of a complex number, 9, 588
;
Principle of convergence, 13
Pringsheim's theorem on summation of double series, 28

Products of Bessel functions, 379, 380, 383, 385, 428; of hypergeometric functions, 298.
also Infinite products
See
Quarter periods K, Hi', 479, 498, 499, 501. See also Elliptic integrals
integration problem connected with, 452, 512
Quartic, canonical form of, 513
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
Rational numbers, 3, 4 -real numbers, 5
Real functions of real variables, 56
Reality of characteristic numbers, 226
of,
134
Real numbers, rational and irrational, 5

Real part {R) of a complex number, 9
Rearrangement of convergent series, 25
infinite products, 33
Reciprocal functions, Volterra's, 218
of double series, 28
of infinite determinants, 37
of
Reciprocals of elliptic functions (Glaisher's notation), 494, 511

hypergeometric functions,
Recurrence formulae, for Bessel functions, 359, 373, 374; for confluent
352 for Gegenbauer's function, 330 for Legendre functions, 307, 309, 318 for Neumann's
See also Contiguous hypergeometric
function, 375; for parabolic cylinder functions, 350.
functions
;
Region, 44
linear differential equations, 201,
Regular 83 distribution of discontinuities, 212; integrals of
points (singularities) of linear differential equations, 197
(of the third order) 210
confluent hypergeometric functions
Relations between Bessel functions, 360, 371; between
hypergeometric functions, 294; be(z), 346; between contiguous
(z) and
k m
functions D (z) and D
x (iz),
tweenelliptic functions, 452 between parabolic cylinder
433 between Eiemann Zeta-f unctions
348 between poles and zeros of elliptic functions,
See also Recurrence formulae
f (s)'and f (1 s), 269.
in Taylor's series, 95
after n terms of a series, 15
;
Remainder
Removable discontinuity, 42
Repeated integrals, 68, 75
Representative point, 9
Residues, 111-124 (Chapter
vi), defined,
111
..,..
t
A nz aov
of elliptic functions, 425, 497
.
GENEBAL INDEX
606
Riemann's associated function, 183, 184, 185 condition of integrability, 63 equations satisfied
by analytic functions, 84; hypothesis concerning f(s), 272, 280 lemmas, 172, 184, 183;
;
P-equation, 206, 283, 291, 294, (transformation of) 207, (and the hypergeometric equation)
theory of trigonometrical series, 182-188 ; Zeta208, see also Hypergeometric functions
function, see Zeta-function (of Riemann)
;
Riesz'
method
Right (R-)
of
'
summing
series,
'
156
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 lt e 2 e 3J, 443
;
>
Gamma-function, 243
second kind, [YK ()], 370
Bessel functions, 362, 372 for Legendre polynomials and functions, 303,
Saalschiitz' integral for the
Schlafli's Bessel function of the

Schlafli's integral for
304, 306
modified, for Gegenbauer's function, 329
Schlbmilch's expansion in series of Bessel coefficients, 377

Schmidt's theorem, 223
Schwarz' lemma, 186
function, 352
integral equation, 229
kind, Bessel function of, (Hankel's) 370, (Neumann's) 372, (Weber-Schlafli) 370,
(modified) 373; elliptic integral of [E (u), 7i (it)], 517, (complete) 518; Eulerian integral of,
integral equation of, 213, 221
Lame functions of, 562 Legendre
241, (extended) 244
functions of, 316-320, 325, 326
Second
Second mean-value theorem, 66

Second solution of Bessel's equation, 370, 372, (modified) 373 of Legendre's equation, 316
Mathieu's equation, 413, 427 of the hypergeometric equation, 286, (confluent form) 343
Weber's equation, 347
Second species of ellipsoidal harmonics, 537, (construction of) 540
;
of
of
Section, 4
Seiffert's spherical spiral,
Sequences, 11
527
decreasing, 12
increasing, 12
Series (infinite series), 15: absolutely convergent, 18; change of order of terms in, 25; conditionally 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 analytic functions, 91
of cosines, 165 ; of cotangents, 139
of, 29, 58, 59
of inverse
of powers, see Power series
factorials, 142
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 under 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
convergence
of
;
Set, irreducible (of zeros or poles) ,
430
Sigma-functions of Weierstrass [<r(z), a x (z), vziz), <r 3 (z)], 447, 448; addition formula for, 451,
analogy with circular functions, 447
458, 460
duplication formulae, 459, 460
four
expression of elliptic functions by, 450
types of, 448
quasi-periodic properties, 447
singly infinite product for, 448 three-term equation involving, 451, 461
Theta-f unctions
connected with, 448, 473, 487 triplication formula, 459
;
Signless integers, 3
Simple curve, 43 pole, 102 zero, 94

Simply-connected region, 455
See also Circular functions
Sine, product for, 137.
Sine-integral [Si (z)], 35,3
-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's P-equation by hypergeometric functions, 283, 288
Solutions of differential equations, see Chapters x, xvra, xxni, and under the names
of special
equations
Solutions of integral equations, see Chapter xi
Sonine's polynomial [T n
352
()],
Species (various) of ellipsoidal harmonies, -537
OENEBAL INDEX
607
Spherical harmonics, see Harmonics

Spherical spiral, Seiffert's, 527
Spheroidal harmonics, 403

Squares of Bessel functions, 379, 380 of hypergeometric functions, 298 of Jacobian
functions (relations between), 492 of Theta-functions (relations between), 466
Statement of Fourier's theorem, Dirichlet's, 161, 163, 164, 176
Steadily tending to zero, 17
;
elliptic
theorem on zeros of
Stieltjes'
Lame
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
method of, 221

and Maclaurin, 127
Summability, methods of, 154-156 of Fourier
Successive substitutions,
Sum-formula
of Euler
series,
169
uniform, 156
Surface harmonic, 392

Surface, modular, 41
Surfaces, nearly spherical, 332
theorem concerning
Symmetric nucleus, 228, 228
Sylvester's
integrals of harmonics, 400
Tabulation of Bessel functions, 378 of complete elliptic integrals, 518 of Gamma-functions, 253
failure of, 100, 104, 110
Taylor's series, 93 ; remainder in, 95
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 [>! (2), 3-2 (z), & 3 (z), 3- 4 (z) or ^ (z), 8 (it)], 462-490 (Chapter xxi) abridged notation for products, 468, 469
addition formulae, 467 connexion with Sigma-f unctions, 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, 6 (u) and H (u), 479
multipliers, 463
notations, 464, 479, 487
parameters q, t, 463
partial differential equation satisfied by, 470
periodicity factors,
periods,
quotients
of,
quotients
yielding
Jacobian
elliptic functions, 478;
463;
463;
477;
relation &i' = a 2 ^3^4i 470; 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 *i'). 464 zeros of 465
Third kind of elliptic integral, II (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 names of special functions

Jacobi's imaginary, 474, 505,
Transformations of elliptic functions and Theta-functions, 508
Landen's, 476, 507 of Biemann's P-equation, 207
506, 519
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
Biemann's theory of, 182-188; which are not Fourier series, 160, 163. See also Fourier seriesTriplication formulae for Jacobian elliptic functions and E(u), 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 (AppelPs) of, 300
Types of ellipsoidal harmonics, 537
;
Unicursal, 455
Uniformisation, 454
GENERAL INDEX
608
Uniformising variables, 455 associated with confoeal 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
of infinite products, 49
infinite integrals, 70, 72, 73
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 \K, îK', %(IC+iK'), 500,
of f (s) for special values of s,
506, 507; of K, K' for special values of k, 521, 524, 525
;
267, 269
Vanishing' of power series, 58

Variable, uniformising, 455; terms (series
integral equation with, 213, 221
Vibrations of air in a sphere, 399

of strings,
of circular
of),
see
Uniformity of convergence; upper limit,
membranes, 396
of elliptic
membranes, 404, 405
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 [l' (z)], 370
Weber's equation, 204, 209, 342, 347. See also Parabolic cylinder functions
Weierstrass' factor theorem, 137 M-test for uniform convergence, 49 product for the Gammafunction, 235 theorem on limit points, 12
Weierstrasslan elliptic function [g>(z)], 429-461 (Chapter xx), defined and constructed, 432,
addition theorem for, 440, (Abel's method) 442
433
analogy with circular functions,
definition of { |(3 (z) - e r }i, 451
438
differential equation for, 436
discriminant of, 444
duplication formula, 441 expression of elliptic functions by, 448 expression of g) (z) jp (y)
by Sigma-f unctions, 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 ex c 2 e3 443.
See
also Sigma-functions and Zeta-function (of Weierstrass)
Whittaker's function
km (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, (Lame's) 557, 558, 560, 578, (Legendre's) 303,
316, 335, (parabolic cylinder) 354, (Eiemann's Zeta-) 268, 269, 272, 280, (Theta-) 465
Zeta-function, Z(w), (of Jacobi), 518; addition formula for, 518; connexion with B(u), 518;
Fourier series for, 520; Jaeobi's imaginary transformation of, 519. See also Jacobian
elliptic functions
;
Zeta-function, f (s), f (s, a), (of Kiemann) 265-280 (Chapter xin), (generalised by Hurwitz) 265
Euler's product for, 271
Hermite's integral for, 269
Hurwitz' integral for, 268 ; inequalities satisfied by, 274, 275
logarithmic derivate of, 279 ; Eiemann's hypothesis
concerning, 272, 280; Eiemann's integrals for, 266, 273; Eiemann's relation connecting f (s)
and f (1 - s), 269 values of, for special values of s, 267, 269 ; zeros of, 268, 269, 272, 280
;
Zeta-function, f(z), (of Weierstrass), 445; addition formula, 446 ; analogy with circular
functions, 446; constants ri lt tj 2 connected with, 446; duplication formulae for, 459; expression of elliptic functions by, 449
quasi-periodicity, 445 ; triplication formulae, 459.
See also Weierstrassian elliptic functions
;
Zonal harmonics, 302, 392
factorisation of, 536
Cambridge: printed by
j.
b.
peace, m.a., at the university press.
'
ifS
ÂTHEMMICS UBRARY
DEC 20
1974
LIBRARIES
CORHEIL UHWfflSlH
'......
.

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M

Cornell University Library

/QA 401.W62 1920

3 1924 001 549 660

the Cornell University Library.

There are no known copyright

the United States on the use of the

CAMBRIDGE UNIVERSITY PRESS

NEW YORK THE MACMILLAN CO.

ALL RIGHTS RESERVED

PROFESSOR OF MATHEMATICS IN THE UNIVERSITY OF BIRMINGHAM

First Edition 1902

Second Edition 1915

has been taken of the preparation of the third edition of

add a chapter on Ellipsoidal Harmonics and Lame's Equation,

to rearrange the chapter

on Trigonometrical Series so that the parts

which are used in Applied Mathematics come at the beginning of the

have been corrected

endeavoured to make the references more complete.

are due to Miss

reading the greater part of the

proofs and to the staff of the University Press for

courtesy and con-

sideration during the progress of the printing.

THE PROCESSES OF ANALYSIS

Continuous Functions and Uniform Convergence

The fundamental properties of Analytic Functions

application to the evaluation of Definite Integrals

Asymptotic Expansions and Summable Series

of functions in Infinite Series

Fourier Series and Trigonometrical Series

Linear Differential Equations

THE TRANSCENDENTAL FUNCTIONS

The Zeta Function

The Hypergeometric Function

The Confluent Hypergeometric Function

The Theta Functions

Harmonics and Lame's Equation

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

THE PROCESSES OF ANALYSIS

instance from the

consideration of the set of positive* integral numbers, or positive integers;

Positive integers have

which will be found in treatises on the Theory of Integral

operations of subtraction and division can always be performed araoDg them.

numbers among which the operation

can be performed without restraint we construct the

of negative integers (1,

and the number

have thus introduced three classes of numbers,

the signless integers,

the rational numbers.

It is not part of the

to discuss the construction of

the class of integers or the logical foundations of the theory of rational

which the use of negative numbers was disallowed,

epithet would be, not positive, but signless.

+ In the strict sense.

With the exception of division by the rational number 0.

of real numbers, will be found in Hobson's Functions of a Real Variable, 1-12.

THE PROCESSES OF ANALYSIS

number x may be represented