Indefinite integrals of Lommel functions from an inhomogeneous Euler–Lagrange method

A method given recently for deriving indefinite integrals of special functions which satisfy homogeneous second-order linear differential equations has been extended to include functions which obey inhomogeneous equations. The extended method has been applied to derive indefinite integrals for the Lommel functions, which obey an inhomogeneous Bessel equation. The method allows integrals to be derived for the inhomogeneous equation in a manner which closely parallels the homogeneous case, and a number of new Lommel integrals are derived which have well-known Bessel analogues. Results will be presented separately for other special functions which obey inhomogeneous second-order linear equations.     

Indefinite integrals of special functions from inhomogeneous differential equations

A method is presented for deriving integrals of special functions which obey inhomogeneous second-order linear differential equations. Inhomogeneous equations are readily derived for functions satisfying second-order homogeneous equations. Sample results are derived for Bessel functions, parabolic cylinder functions, Gauss hypergeometric functions and the six classical orthogonal polynomials. For the orthogonal polynomials the method gives indefinite integrals which reduce to the usual orthogonality conditions on the usual orthogonality intervals. These indefinite integrals for the orthogonal polynomials appear to be new. All results have been checked with Mathematica.     

Indefinite integrals of quotients of special functions

A new method is presented for deriving indefinite integrals involving quotients of special functions. The method combines an integration formula given previously with the recursion relations obeyed by the function. Some additional results are presented using an elementary method, here called reciprocation, which can also be used in combination with the new method to obtain additional quotient integrals. Sample results are given here for Bessel functions, Airy functions, associated Legendre functions and the three complete elliptic integrals. All results given have been numerically checked with Mathematica.     

Indefinite integrals involving the incomplete elliptic integral of the third kind

A substantial number of new indefinite integrals involving the incomplete elliptic integral of the third kind are presented, together with a few integrals for the other two kinds of incomplete elliptic integral. These have been derived using a Lagrangian method which is based on the differential equations which these functions satisfy. Techniques for obtaining new integrals are discussed, together with transformations of the governing differential equations. Integrals involving products combining elliptic integrals of different kinds are also presented.     

Generating differential equations satisfied by products of functions

Based on the coefficients of two homogeneous linear differential equations, a method is proposed to construct a third homogeneous linear differential equations which is satisfied by all products of the form uv, where u and v satisfy, respectively, the first and the second given differential equation. The method was used recently in the computation of rapidly oscillatory integrals with kernels which are products of Bessel functions and their variants.     

Indefinite integrals involving complete elliptic integrals of the third kind

A method developed recently for obtaining indefinite integrals of functions obeying inhomogeneous second-order linear differential equations has been applied to obtain integrals with respect to the modulus of the complete elliptic integral of the third kind. A formula is derived which gives an integral involving the complete integral of the third kind for every known integral for the complete elliptic integral of the second kind. The formula requires only differentiation and can therefore be applied for any such integral, and it is applied here to almost all such integrals given in the literature. Some additional integrals are derived using the recurrence relations for the complete elliptic integrals. This gives a total of 27 integrals for the complete integral of the third kind, including the single integral given in the literature. Some typographical errors in a previous related paper are corrected.     

Indefinite integrals involving the incomplete elliptic integrals of the first and second kinds

A substantial number of indefinite integrals are presented for the incomplete elliptic integrals of the first and second kinds. The number of new results presented is about three times the total number to be found in the current literature. These integrals were obtained with a Lagrangian method based on the differential equations which these functions obey. All results have been checked numerically with Mathematica. Similar results for the incomplete elliptic integral of the third kind will be presented separately.     

Computing Special Functions by Using Quadrature Rules

The usual tools for computing special functions are power series, asymptotic expansions, continued fractions, differential equations, recursions, and so on. Rather seldom are methods based on quadrature of integrals. Selecting suitable integral representations of special functions, using principles from asymptotic analysis, we develop reliable algorithms which are valid for large domains of real or complex parameters. Our present investigations include Airy functions, Bessel functions and parabolic cylinder functions. In the case of Airy functions we have improvements in both accuracy and speed for some parts of Amos's code for Bessel functions.     

New indefinite integrals of Heun functions

We present a conspicuous number of indefinite integrals involving Heun functions and their products obtained by means of the Lagrangian formulation of a general homogeneous linear ordinary differential equation. As a by-product we also derive new indefinite integrals involving the Gauss hypergeometric function and products of hypergeometric functions with elliptic functions of the first kind. All integrals we obtained cannot be computed using Maple and Mathematica.     

Indefinite integrals of special functions from hybrid equations

ABSTRACT

Elementary linear first and second order differential equations can always be constructed for twice differentiable functions by explicitly including the function's derivatives in the definition of these equations. If the function also obeys a conventional differential equation, information from this equation can be introduced into the elementary equations to give blended linear equations which are here called hybrid equations. Integration theorems are derived for these hybrid equations and several universal integrals are also derived. The paper presents integrals derived with these methods for cylinder functions, associated Legendre functions, and the Gegenbauer, Chebyshev, Hermite, Jacobi and Laguerre orthogonal polynomials. All the results presented have been checked using Mathematica.     

Asymptotic expansions of integrals of two Bessel functions via the generalized hypergeometric and Meijer functions

Asymptotic expansions of certain finite and infinite integrals involving products of two Bessel functions of the first kind are obtained by using the generalized hypergeometric and Meijer functions. The Bessel functions involved are of arbitrary (generally different) orders, but of the same argument containing a parameter which tends to infinity. These types of integrals arise in various contexts, including wave scattering and crystallography, and are of general mathematical interest being related to the Riemann—Liouville and Hankel integrals. The results complete the asymptotic expansions derived previously by two different methods — a straightforward approach and the Mellin-transform technique. These asymptotic expansions supply practical algorithms for computing the integrals. The leading terms explicitly provide valuable analytical insight into the high-frequency behavior of the solutions to the wave-scattering problems.     

On some definite integrals and infinite sums containing products of special functions

A method is proposed for evaluation of some definite integrals and infinite sums containing products of Bessel, Struve and other special functions.     

Properties of the solutions of the fourth-order Bessel-type differential equation

The structured Bessel-type functions of arbitrary even-order were introduced by Everitt and Markett in 1994; these functions satisfy linear ordinary differential equations of the same even-order. The differential equations have analytic coefficients and are defined on the whole complex plane with a regular singularity at the origin and an irregular singularity at the point of infinity. They are all natural extensions of the classical second-order Bessel differential equation. Further these differential equations have real-valued coefficients on the positive real half-line of the plane, and can be written in Lagrange symmetric (formally self-adjoint) form. In the fourth-order case, the Lagrange symmetric differential expression generates self-adjoint unbounded operators in certain Hilbert function spaces. These results are recorded in many of the papers here given as references. It is shown in the original paper of 1994 that in this fourth-order case one solution exists which can be represented in terms of the classical Bessel functions of order 0 and 1. The existence of this solution, further aided by computer programs in Maple, led to the existence of a linearly independent basis of solutions of the differential equation. In this paper a new proof of the existence of this solution base is given, on using the advanced theory of special functions in the complex plane. The methods lead to the development of analytical properties of these solutions, in particular the series expansions of all solutions at the regular singularity at the origin of the complex plane.     

Continuous ranking of zeros of special functions

We reexamine and continue the work of J. Vosmansky [J. Vosmanský, Zeros of solutions of linear differential equations as continuous functions of the parameter k, in: J. Wiener, J.K. Hale (Eds.), Partial Differential Equations, Proceedings of Conference, Edinburg, TX, 1991, in: Pitman Res. Notes Math. Ser., vol. 273, 1992, pp. 253-257] on the concept of continuous ranking of zeros of certain special functions from the point of view of the transformation theory of second-order linear differential equations. This leads to results on higher monotonicity of such zeros with respect to the rank and to the evaluation of some definite integrals. The applications are to Airy, Bessel and Hermite functions.     

A New Integral Involving the Product of Bessel Functions and Associated Laguerre Polynomials

A new result for integrals involving the product of Bessel functions and Associated Laguerre polynomials is obtained in terms of the hypergeometric function. Some special cases of the general integral lead to interesting finite and infinite series representations of hypergeometric functions.     

Indefinite integrals of incomplete elliptic integrals from Jacobi elliptic functions

Integration formulas are derived for the three canonical Legendre elliptic integrals. These formulas are obtained from the differential equations satified by these elliptic integrals when the independent variable u is the argument of Jacobian elliptic function theory. This allows a limitless number of indefinite integrals with respect to the amplitude to be derived for these three elliptic integrals. Sample results are given, including the integrals derived from powers of the 12 Glaisher elliptic functions. New recurrence relations and integrals are also given for the 12 Glaisher elliptic functions.     

Indefinite integrals involving the Jacobi Zeta and Heuman Lambda functions

Jacobian elliptic functions are used to obtain formulas for deriving indefinite integrals for the Jacobi Zeta function and Heuman's Lambda function. Only sample results are presented, mostly obtained from powers of the twelve Glaisher elliptic functions. However, this sample includes all such integrals in the literature, together with many new integrals. The method used is based on the differential equations obeyed by these functions when the independent variable is the argument u of elliptic function theory. The same method was used recently, in a companion paper, to derive similar integrals for the three canonical incomplete elliptic integrals.     

On the summation of Schlömilch's series

ABSTRACT

Schlömilch's series is named after the German mathematician Oscar Xavier Schlömilch, who derived it in 1857 as a Fourier series type expansion in terms of the Bessel function of the first kind. However, except for Bessel functions, here we consider an expansion in terms of Struve functions or Bessel and Struve integrals as well. The method for obtaining a sum of Schlömilch's series in terms of the Bessel or Struve functions is based on the summation of trigonometric series, which can be represented in terms of the Riemann zeta and related functions of reciprocal powers and in certain cases can be brought in the closed form, meaning that the infinite series are represented by finite sums. By using Krylov's method we obtain the convergence acceleration of the trigonometric series.     

Generalized Bessel functions: Theory and their applications

This paper presents 2 new classes of the Bessel functions on a compact domain [0,T] as generalized‐tempered Bessel functions of the first‐ and second‐kind which are denoted by GTBFs‐1 and GTBFs‐2. Two special cases corresponding to the GTBFs‐1 and GTBFs‐2 are considered. We first prove that these functions are as the solutions of 2 linear differential operators and then show that these operators are self‐adjoint on suitable domains. Some interesting properties of these sets of functions such as orthogonality, completeness, fractional derivatives and integrals, recursive relations, asymptotic formulas, and so on are proved in detail. Finally, these functions are performed to approximate some functions and also to solve 3 practical differential equations of fractionalorders.     

Numerical solution of the Bagley–Torvik equation by the Bessel collocation method

In this article, a numerical technique is presented for the approximate solution of the Bagley–Torvik equation, which is a class of fractional differential equations. The basic idea of this method is to obtain the approximate solution in a generalized form of the Bessel functions of the first kind. For this purpose, by using the collocation points, the matrix operations and a generalization of the Bessel functions of the first kind, this technique transforms the Bagley–Torvik equation into a system of the linear algebraic equations. Hence, by solving this system, the unknown Bessel coefficients are computed. The reliability and efficiency of the proposed scheme are demonstrated by some numerical examples. Copyright © 2012 John Wiley & Sons, Ltd.