19.1 Special Notation19.3 Graphics

§19.2 Definitions

Contents

§19.2(i) General Elliptic Integrals

Let s^{2}(t) be a cubic or quartic polynomial in t with simple zeros, and let r(s,t) be a rational function of s and t containing at least one odd power of s. Then

19.2.1\int r(s,t)dt

is called an elliptic integral. Because s^{2} is a polynomial, we have

19.2.2r(s,t)=\frac{(p_{1}+p_{2}s)(p_{3}-p_{4}s)s}{(p_{3}+p_{4}s)(p_{3}-p_{4}s)s}=\frac{\rho}{s}+\sigma,

where p_{j} is a polynomial in t while \rho and \sigma are rational functions of t. Thus the elliptic part of (19.2.1) is

19.2.3\int\frac{\rho(t)}{s(t)}dt.

§19.2(ii) Legendre’s Integrals

Assume 1-{\mathop{\sin\/}\nolimits^{{2}}}\phi\in\Complex\setminus(-\infty,0] and 1-k^{2}{\mathop{\sin\/}\nolimits^{{2}}}\phi\in\Complex\setminus(-\infty,0], except that one of them may be 0, and 1-\alpha^{2}{\mathop{\sin\/}\nolimits^{{2}}}\phi\in\Complex\setminus\{ 0\}. Then

19.2.4\mathop{F\/}\nolimits\!\left(\phi,k\right)=\int _{0}^{{\phi}}\frac{d\theta}{\sqrt{1-k^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}}=\int _{0}^{{\mathop{\sin\/}\nolimits\phi}}\frac{dt}{\sqrt{1-t^{2}}\sqrt{1-k^{2}t^{2}}},
19.2.5\mathop{E\/}\nolimits\!\left(\phi,k\right)=\int _{0}^{{\phi}}\sqrt{1-k^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}d\theta\\
=\int _{0}^{{\mathop{\sin\/}\nolimits\phi}}\frac{\sqrt{1-k^{2}t^{2}}}{\sqrt{1-t^{2}}}dt.
19.2.6\mathop{D\/}\nolimits\!\left(\phi,k\right)=\int _{0}^{{\phi}}\frac{{\mathop{\sin\/}\nolimits^{{2}}}\theta d\theta}{\sqrt{1-k^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}}=\int _{0}^{{\mathop{\sin\/}\nolimits\phi}}\frac{t^{2}dt}{\sqrt{1-t^{2}}\sqrt{1-k^{2}t^{2}}}=(\mathop{F\/}\nolimits\!\left(\phi,k\right)-\mathop{E\/}\nolimits\!\left(\phi,k\right))/k^{2}.
19.2.7\mathop{\Pi\/}\nolimits\!\left(\phi,\alpha^{2},k\right)=\int _{0}^{{\phi}}\frac{d\theta}{\sqrt{1-k^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}(1-\alpha^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta)}=\int _{0}^{{\mathop{\sin\/}\nolimits\phi}}\frac{dt}{\sqrt{1-t^{2}}\sqrt{1-k^{2}t^{2}}(1-\alpha^{2}t^{2})}.

The paths of integration are the line segments connecting the limits of integration. The integral for \mathop{E\/}\nolimits\!\left(\phi,k\right) is well defined if k^{2}={\mathop{\sin\/}\nolimits^{{2}}}\phi=1, and the Cauchy principal value (§1.4(v)) of \mathop{\Pi\/}\nolimits\!\left(\phi,\alpha^{2},k\right) is taken if 1-\alpha^{2}{\mathop{\sin\/}\nolimits^{{2}}}\phi vanishes at an interior point of the integration path. Also, if k^{2} and \alpha^{2} are real, then \mathop{\Pi\/}\nolimits\!\left(\phi,\alpha^{2},k\right) is called a circular or hyperbolic case according as \alpha^{2}(\alpha^{2}-k^{2})(\alpha^{2}-1) is negative or positive. The circular and hyperbolic cases alternate in the four intervals of the real line separated by the points \alpha^{2}=0,k^{2},1.

The cases with \phi=\pi/2 are the complete integrals:

19.2.8
\mathop{K\/}\nolimits\!\left(k\right)=\mathop{F\/}\nolimits\!\left(\pi/2,k\right),
\mathop{E\/}\nolimits\!\left(k\right)=\mathop{E\/}\nolimits\!\left(\pi/2,k\right),
\mathop{D\/}\nolimits\!\left(k\right)=\mathop{D\/}\nolimits\!\left(\pi/2,k\right)=(\mathop{K\/}\nolimits\!\left(k\right)-\mathop{E\/}\nolimits\!\left(k\right))/k^{2},
\mathop{\Pi\/}\nolimits\!\left(\alpha^{2},k\right)=\mathop{\Pi\/}\nolimits\!\left(\pi/2,\alpha^{2},k\right),
19.2.9
\mathop{{K^{{\prime}}}\/}\nolimits\!\left(k\right)=\mathop{K\/}\nolimits\!\left(k^{{\prime}}\right),
\mathop{{E^{{\prime}}}\/}\nolimits\!\left(k\right)=\mathop{E\/}\nolimits\!\left(k^{{\prime}}\right),
k^{{\prime}}=\sqrt{1-k^{2}}.

§19.2(iii) Bulirsch’s Integrals

Bulirsch’s integrals are linear combinations of Legendre’s integrals that are chosen to facilitate computational application of Bartky’s transformation (Bartky (1938)). Two are defined by

19.2.11\mathop{\mathrm{cel}\/}\nolimits\!\left(k_{c},p,a,b\right)=\int _{0}^{{\pi/2}}\frac{a{\mathop{\cos\/}\nolimits^{{2}}}\theta+b{\mathop{\sin\/}\nolimits^{{2}}}\theta}{{\mathop{\cos\/}\nolimits^{{2}}}\theta+p{\mathop{\sin\/}\nolimits^{{2}}}\theta}\frac{d\theta}{\sqrt{{\mathop{\cos\/}\nolimits^{{2}}}\theta+k_{c}^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}},
19.2.12\mathop{\mathrm{el2}\/}\nolimits\!\left(x,k_{c},a,b\right)=\int _{0}^{{\mathop{\mathrm{arctan}\/}\nolimits x}}\frac{a+b{\mathop{\tan\/}\nolimits^{{2}}}\theta}{\sqrt{(1+{\mathop{\tan\/}\nolimits^{{2}}}\theta)(1+k_{c}^{2}{\mathop{\tan\/}\nolimits^{{2}}}\theta)}}d\theta.

Here a,b,p are real parameters, and k_{c} and x are real or complex variables, with p\neq 0, k_{c}\neq 0. If -\infty<p<0, then the integral in (19.2.11) is a Cauchy principal value.

Lastly, corresponding to Legendre’s incomplete integral of the third kind we have

19.2.16\mathop{\mathrm{el3}\/}\nolimits\!\left(x,k_{c},p\right)=\int _{0}^{{\mathop{\mathrm{arctan}\/}\nolimits x}}\frac{d\theta}{({\mathop{\cos\/}\nolimits^{{2}}}\theta+p{\mathop{\sin\/}\nolimits^{{2}}}\theta)\sqrt{{\mathop{\cos\/}\nolimits^{{2}}}\theta+k_{c}^{2}{\mathop{\sin\/}\nolimits^{{2}}}\theta}}=\mathop{\Pi\/}\nolimits\!\left(\mathop{\mathrm{arctan}\/}\nolimits x,1-p,k\right),x^{2}\neq-1/p.

§19.2(iv) A Related Function: \mathop{R_{C}\/}\nolimits\!\left(x,y\right)

Let x\in\Complex\setminus(-\infty,0) and y\in\Complex\setminus\{ 0\}. We define

19.2.17\mathop{R_{C}\/}\nolimits\!\left(x,y\right)=\frac{1}{2}\int _{0}^{{\infty}}\frac{dt}{\sqrt{t+x}(t+y)},

where the Cauchy principal value is taken if y<0. Formulas involving \mathop{\Pi\/}\nolimits\!\left(\phi,\alpha^{2},k\right) that are customarily different for circular cases, ordinary hyperbolic cases, and (hyperbolic) Cauchy principal values, are united in a single formula by using \mathop{R_{C}\/}\nolimits\!\left(x,y\right).

In (19.2.18)–(19.2.22) the inverse trigonometric and hyperbolic functions assume their principal values (§§4.23(ii) and 4.37(ii)). When x and y are positive, \mathop{R_{C}\/}\nolimits\!\left(x,y\right) is an inverse circular function if x<y and an inverse hyperbolic function (or logarithm) if x>y:

19.2.18\mathop{R_{C}\/}\nolimits\!\left(x,y\right)=\frac{1}{\sqrt{y-x}}\mathop{\mathrm{arctan}\/}\nolimits\sqrt{\frac{y-x}{x}}=\frac{1}{\sqrt{y-x}}\mathop{\mathrm{arccos}\/}\nolimits\sqrt{x/y},0\leq x<y,
19.2.19\mathop{R_{C}\/}\nolimits\!\left(x,y\right)=\frac{1}{\sqrt{x-y}}\mathop{\mathrm{arctanh}\/}\nolimits\sqrt{\frac{x-y}{x}}=\frac{1}{\sqrt{x-y}}\mathop{\ln\/}\nolimits\frac{\sqrt{x}+\sqrt{x-y}}{\sqrt{y}},0<y<x.

The Cauchy principal value is hyperbolic:

19.2.20\mathop{R_{C}\/}\nolimits\!\left(x,y\right)=\sqrt{\frac{x}{x-y}}\mathop{R_{C}\/}\nolimits\!\left(x-y,-y\right)=\frac{1}{\sqrt{x-y}}\mathop{\mathrm{arctanh}\/}\nolimits\sqrt{\frac{x}{x-y}}=\frac{1}{\sqrt{x-y}}\mathop{\ln\/}\nolimits\frac{\sqrt{x}+\sqrt{x-y}}{\sqrt{-y}},y<0\leq x.