Appell series

Short description: Set of four hypergeometric series

In mathematics, Appell series are a set of four hypergeometric series F₁, F₂, F₃, F₄ of two variables that were introduced by Paul Appell (1880) and that generalize Gauss's hypergeometric series ₂F₁ of one variable. Appell established the set of partial differential equations of which these functions are solutions, and found various reduction formulas and expressions of these series in terms of hypergeometric series of one variable.

Definitions

The Appell series F₁ is defined for |x| < 1, |y| < 1 by the double series

[math]\displaystyle{ F_1(a,b_1,b_2;c;x,y) = \sum_{m,n=0}^\infty \frac{(a)_{m+n} (b_1)_m (b_2)_n} {(c)_{m+n} \,m! \,n!} \,x^m y^n ~, }[/math]

where [math]\displaystyle{ (q)_n }[/math] is the Pochhammer symbol. For other values of x and y the function F₁ can be defined by analytic continuation. It can be shown that

[math]\displaystyle{ F_1(a,b_1,b_2;c;x,y) = \sum_{r=0}^\infty \frac{(a)_r (b_1)_r (b_2)_r (c-a)_r} {(c+r-1)_r (c)_{2r} r!} \,x^r y^r {}_2F_{1}\left(a+r,b_1+r;c+2r;x\right){}_2F_{1}\left(a+r,b_2+r;c+2r;y\right)~. }[/math]

Similarly, the function F₂ is defined for |x| + |y| < 1 by the series

[math]\displaystyle{ F_2(a,b_1,b_2;c_1,c_2;x,y) = \sum_{m,n=0}^\infty \frac{(a)_{m+n} (b_1)_m (b_2)_n} {(c_1)_m (c_2)_n \,m! \,n!} \,x^m y^n }[/math]

and it can be shown that

[math]\displaystyle{ F_2(a,b_1,b_2;c_1,c_2;x,y) = \sum_{r=0}^\infty \frac{(a)_r (b_1)_r (b_2)_r} {(c_1)_r (c_2)_r r!} \,x^r y^r {}_2F_{1}\left(a+r,b_1+r;c_1+r;x\right){}_2F_{1}\left(a+r,b_2+r;c_2+r;y\right)~. }[/math]

Also the function F₃ for |x| < 1, |y| < 1 can be defined by the series

[math]\displaystyle{ F_3(a_1,a_2,b_1,b_2;c;x,y) = \sum_{m,n=0}^\infty \frac{(a_1)_m (a_2)_n (b_1)_m (b_2)_n} {(c)_{m+n} \,m! \,n!} \,x^m y^n ~, }[/math]

and the function F₄ for |x|^½ + |y|^½ < 1 by the series

[math]\displaystyle{ F_4(a,b;c_1,c_2;x,y) = \sum_{m,n=0}^\infty \frac{(a)_{m+n} (b)_{m+n}} {(c_1)_m (c_2)_n \,m! \,n!} \,x^m y^n ~. }[/math]

Recurrence relations

Like the Gauss hypergeometric series ₂F₁, the Appell double series entail recurrence relations among contiguous functions. For example, a basic set of such relations for Appell's F₁ is given by:

[math]\displaystyle{ (a-b_1-b_2) F_1(a,b_1,b_2,c; x,y) - a \,F_1(a+1,b_1,b_2,c; x,y) + b_1 F_1(a,b_1+1,b_2,c; x,y) + b_2 F_1(a,b_1,b_2+1,c; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_1(a,b_1,b_2,c; x,y) - (c-a) F_1(a,b_1,b_2,c+1; x,y) - a \,F_1(a+1,b_1,b_2,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_1(a,b_1,b_2,c; x,y) + c(x-1) F_1(a,b_1+1,b_2,c; x,y) - (c-a)x \,F_1(a,b_1+1,b_2,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_1(a,b_1,b_2,c; x,y) + c(y-1) F_1(a,b_1,b_2+1,c; x,y) - (c-a)y \,F_1(a,b_1,b_2+1,c+1; x,y) = 0 ~. }[/math]

Any other relation valid for F₁ can be derived from these four.

Similarly, all recurrence relations for Appell's F₃ follow from this set of five:

[math]\displaystyle{ c \,F_3(a_1,a_2,b_1,b_2,c; x,y) + (a_1+a_2-c) F_3(a_1,a_2,b_1,b_2,c+1; x,y) - a_1 F_3(a_1+1,a_2,b_1,b_2,c+1; x,y) - a_2 F_3(a_1,a_2+1,b_1,b_2,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_3(a_1,a_2,b_1,b_2,c; x,y) - c \,F_3(a_1+1,a_2,b_1,b_2,c; x,y) + b_1 x \,F_3(a_1+1,a_2,b_1+1,b_2,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_3(a_1,a_2,b_1,b_2,c; x,y) - c \,F_3(a_1,a_2+1,b_1,b_2,c; x,y) + b_2 y \,F_3(a_1,a_2+1,b_1,b_2+1,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_3(a_1,a_2,b_1,b_2,c; x,y) - c \,F_3(a_1,a_2,b_1+1,b_2,c; x,y) + a_1 x \,F_3(a_1+1,a_2,b_1+1,b_2,c+1; x,y) = 0 ~, }[/math]

[math]\displaystyle{ c \,F_3(a_1,a_2,b_1,b_2,c; x,y) - c \,F_3(a_1,a_2,b_1,b_2+1,c; x,y) + a_2 y \,F_3(a_1,a_2+1,b_1,b_2+1,c+1; x,y) = 0 ~. }[/math]

Derivatives and differential equations

For Appell's F₁, the following derivatives result from the definition by a double series:

[math]\displaystyle{ \frac {\partial^n} {\partial x^n} F_1(a,b_1,b_2,c; x,y) = \frac {\left(a\right)_n \left(b_1\right)_n} {\left(c\right)_n} F_1(a+n,b_1+n,b_2,c+n; x,y) }[/math]

[math]\displaystyle{ \frac {\partial^n} {\partial y^n} F_1(a,b_1,b_2,c; x,y) = \frac {\left(a\right)_n \left(b_2\right)_n} {\left(c\right)_n} F_1(a+n,b_1,b_2+n,c+n; x,y) }[/math]

From its definition, Appell's F₁ is further found to satisfy the following system of second-order differential equations:

[math]\displaystyle{ x(1-x) \frac {\partial^2F_1(x,y)} {\partial x^2} + y(1-x) \frac {\partial^2F_1(x,y)} {\partial x \partial y} + [c - (a+b_1+1) x] \frac {\partial F_1(x,y)} {\partial x} - b_1 y \frac {\partial F_1(x,y)} {\partial y} - a b_1 F_1(x,y) = 0 }[/math]

[math]\displaystyle{ y(1-y) \frac {\partial^2F_1(x,y)} {\partial y^2} + x(1-y) \frac {\partial^2F_1(x,y)} {\partial x \partial y} + [c - (a+b_2+1) y] \frac {\partial F_1(x,y)} {\partial y} - b_2 x \frac {\partial F_1(x,y)} {\partial x} - a b_2 F_1(x,y)= 0 }[/math]

A system partial differential equations for F₂ is

[math]\displaystyle{ x(1-x) \frac {\partial^2F_2(x,y)} {\partial x^2} - xy \frac {\partial^2F_2(x,y)} {\partial x \partial y} + [c_1 - (a+b_1+1) x] \frac {\partial F_2(x,y)} {\partial x} -b_1 y \frac {\partial F_2(x,y)} {\partial y}- a b_1 F_2(x,y) = 0 }[/math]

[math]\displaystyle{ y(1-y) \frac {\partial^2F_2(x,y)} {\partial y^2} - xy \frac {\partial^2F_2(x,y)} {\partial x \partial y} + [c_2 - (a+b_2+1) y] \frac {\partial F_2(x,y)} {\partial y} -b_2 x \frac {\partial F_2(x,y)} {\partial x}- a b_2 F_2(x,y) = 0 }[/math]

The system have solution

[math]\displaystyle{ F_2(x,y)=C_1F_2(a,b_1,b_2,c_1,c_2;x,y)+C_2x^{1-c_1}F_2(a-c_1+1,b_1-c_1+1,b_2,2-c_1,c_2;x,y)+C_3y^{1-c_2}F_2(a-c_2+1,b_1,b_2-c_2+1,c_1,2-c_2;x,y)+C_4x^{1-c_1}y^{1-c_2}F_2(a-c_1-c_2+2,b_1-c_1+1,b_2-c_2+1,2-c_1,2-c_2;x,y) }[/math]

Similarly, for F₃ the following derivatives result from the definition:

[math]\displaystyle{ \frac {\partial} {\partial x} F_3(a_1,a_2,b_1,b_2,c; x,y) = \frac {a_1 b_1} {c} F_3(a_1+1,a_2,b_1+1,b_2,c+1; x,y) }[/math]

[math]\displaystyle{ \frac {\partial} {\partial y} F_3(a_1,a_2,b_1,b_2,c; x,y) = \frac {a_2 b_2} {c} F_3(a_1,a_2+1,b_1,b_2+1,c+1; x,y) }[/math]

And for F₃ the following system of differential equations is obtained:

[math]\displaystyle{ x(1-x) \frac {\partial^2F_3(x,y)} {\partial x^2} + y \frac {\partial^2F_3(x,y)} {\partial x \partial y} + [c - (a_1+b_1+1) x] \frac {\partial F_3(x,y)} {\partial x} - a_1 b_1 F_3(x,y) = 0 }[/math]

[math]\displaystyle{ y(1-y) \frac {\partial^2F_3(x,y)} {\partial y^2} + x \frac {\partial^2F_3(x,y)} {\partial x \partial y} + [c - (a_2+b_2+1) y] \frac {\partial F_3(x,y)} {\partial y} - a_2 b_2 F_3(x,y) = 0 }[/math]

A system partial differential equations for F₄ is

[math]\displaystyle{ x(1-x) \frac {\partial^2F_4(x,y)} {\partial x^2} - y^2 \frac {\partial^2F_4(x,y)} {\partial y^2} -2xy\frac {\partial^2F_4(x,y)} {\partial x \partial y}+[c_1 - (a+b+1) x] \frac {\partial F_4(x,y)} {\partial x} - (a+b+1) y \frac {\partial F_4(x,y)} {\partial y}-a b F_4(x,y)= 0 }[/math]

[math]\displaystyle{ y(1-y) \frac {\partial^2F_4(x,y)} {\partial y^2} - x^2 \frac {\partial^2F_4(x,y)} {\partial x^2} -2xy\frac {\partial^2F_4(x,y)} {\partial x \partial y}+[c_2 - (a+b+1) y] \frac {\partial F_4(x,y)} {\partial y} - (a+b+1) x \frac {\partial F_4(x,y)} {\partial x}-a b F_4(x,y)= 0 }[/math]

The system has solution

[math]\displaystyle{ F_4(x,y)=C_1F_4(a,b,c_1,c_2;x,y)+C_2x^{1-c_1}F_4(a-c_1+1,b-c_1+1,2-c_1,c_2;x,y)+C_3y^{1-c_2}F_4(a-c_2+1,b-c_2+1,c_1,2-c_2;x,y)+C_4x^{1-c_1}y^{1-c_2}F_4(2+a-c_1-c_2,2+b-c_1-c_2,2-c_1,2-c_2;x,y) }[/math]

Integral representations

The four functions defined by Appell's double series can be represented in terms of double integrals involving elementary functions only (Gradshteyn Ryzhik). However, Émile Picard (1881) discovered that Appell's F₁ can also be written as a one-dimensional Euler-type integral:

[math]\displaystyle{ F_1(a,b_1,b_2,c; x,y) = \frac{\Gamma(c)} {\Gamma(a)\Gamma(c-a)} \int_0^1 t^{a-1} (1-t)^{c-a-1} (1-xt)^{-b_1} (1-yt)^{-b_2} \,\mathrm{d}t, \quad \real \,c \gt \real \,a \gt 0 ~. }[/math]

This representation can be verified by means of Taylor expansion of the integrand, followed by termwise integration.

Special cases

Picard's integral representation implies that the incomplete elliptic integrals F and E as well as the complete elliptic integral Π are special cases of Appell's F₁:

[math]\displaystyle{ F(\phi,k) = \int_0^\phi \frac{\mathrm{d} \theta} {\sqrt{1 - k^2 \sin^2 \theta}} = \sin (\phi) \,F_1(\tfrac 1 2, \tfrac 1 2, \tfrac 1 2, \tfrac 3 2; \sin^2 \phi, k^2 \sin^2 \phi), \quad |\real \,\phi| \lt \frac \pi 2 ~, }[/math]

[math]\displaystyle{ E(\phi, k) = \int_0^\phi \sqrt{1 - k^2 \sin^2 \theta} \,\mathrm{d} \theta = \sin (\phi) \,F_1(\tfrac 1 2, \tfrac 1 2, -\tfrac 1 2, \tfrac 3 2; \sin^2 \phi, k^2 \sin^2 \phi), \quad |\real \,\phi| \lt \frac \pi 2 ~, }[/math]

[math]\displaystyle{ \Pi(n,k) = \int_0^{\pi/2} \frac{\mathrm{d} \theta} {(1 - n \sin^2 \theta) \sqrt{1 - k^2 \sin^2 \theta}} = \frac {\pi} {2} \,F_1(\tfrac 1 2, 1, \tfrac 1 2, 1; n,k^2) ~. }[/math]

Related series

• There are seven related series of two variables, Φ₁, Φ₂, Φ₃, Ψ₁, Ψ₂, Ξ₁, and Ξ₂, which generalize Kummer's confluent hypergeometric function ₁F₁ of one variable and the confluent hypergeometric limit function ₀F₁ of one variable in a similar manner. The first of these was introduced by Pierre Humbert in Humbert|1920}}|1920.
• Giuseppe Lauricella (1893) defined four functions similar to the Appell series, but depending on many variables rather than just the two variables x and y. These series were also studied by Appell. They satisfy certain partial differential equations, and can also be given in terms of Euler-type integrals and contour integrals.

References

• Appell, Paul (1880). "Sur les séries hypergéométriques de deux variables et sur des équations différentielles linéaires aux dérivées partielles" (in French). Comptes rendus hebdomadaires des séances de l'Académie des sciences 90: 296–298 and 731–735.  (see also "Sur la série F₃(α,α',β,β',γ; x,y)" in C. R. Acad. Sci. 90, pp. 977–980)
• Appell, Paul (1882). "Sur les fonctions hypergéométriques de deux variables" (in French). Journal de Mathématiques Pures et Appliquées. (3ème série) 8: 173–216. http://portail.mathdoc.fr/JMPA/afficher_notice.php?id=JMPA_1882_3_8_A8_0. 
• Appell, Paul; Kampé de Fériet, Joseph (1926) (in French). Fonctions hypergéométriques et hypersphériques; Polynômes d'Hermite. Paris: Gauthier–Villars.  (see p. 14)
• Askey, R. A.; Olde Daalhuis, A. B. (2010), "Appell series", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F. et al., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, http://dlmf.nist.gov/16.13 
• Burchnall, J. L.; Chaundy, T. W. (1940). "Expansions of Appell's double hypergeometric functions". Q. J. Math.. First Series 11: 249–270. doi:10.1093/qmath/os-11.1.249. 
• Erdélyi, A. (1953). Higher Transcendental Functions, Vol. I. New York: McGraw–Hill. http://apps.nrbook.com/bateman/Vol1.pdf.  (see p. 224)
• "9.18." (in English). Table of Integrals, Series, and Products (8 ed.). Academic Press, Inc.. 2015. ISBN 978-0-12-384933-5. 
• Humbert, Pierre (1920). "Sur les fonctions hypercylindriques" (in French). Comptes rendus hebdomadaires des séances de l'Académie des sciences 171: 490–492. 
• Lauricella, Giuseppe (1893). "Sulle funzioni ipergeometriche a più variabili" (in Italian). Rendiconti del Circolo Matematico di Palermo 7: 111–158. doi:10.1007/BF03012437. 
• Picard, Émile (1881). "Sur une extension aux fonctions de deux variables du problème de Riemann relativ aux fonctions hypergéométriques" (in French). Annales Scientifiques de l'École Normale Supérieure. Série 2 10: 305–322. doi:10.24033/asens.203. http://www.numdam.org/item?id=ASENS_1881_2_10__305_0.  (see also C. R. Acad. Sci. 90 (1880), pp. 1119–1121 and 1267–1269)
• Slater, Lucy Joan (1966). Generalized hypergeometric functions. Cambridge, UK: Cambridge University Press. ISBN 0-521-06483-X. https://archive.org/details/generalizedhyper0000unse_g0b6.  (there is a 2008 paperback with ISBN:978-0-521-09061-2)

External links

• Aarts, Ronald M.. "Lauricella Functions". http://mathworld.wolfram.com/LauricellaFunctions.html. 
• Weisstein, Eric W.. "Appell Hypergeometric Function". http://mathworld.wolfram.com/AppellHypergeometricFunction.html.