28.27 Addition Theorems28.29 Definitions and Basic Properties

§28.28 Integrals, Integral Representations, and Integral Equations

Contents

§28.28(i) Equations with Elementary Kernels

Let

28.28.1 w=\mathop{\cosh\/}\nolimits z\mathop{\cos\/}\nolimits t\mathop{\cos\/}\nolimits\alpha+\mathop{\sinh\/}\nolimits z\mathop{\sin\/}\nolimits t\mathop{\sin\/}\nolimits\alpha.

Then

28.28.2 \dfrac{1}{2\pi}\int _{{0}}^{{2\pi}}e^{{2ihw}}\mathop{\mathrm{ce}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)dt=i^{n}\mathop{\mathrm{ce}_{{n}}\/}\nolimits\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{Mc}^{{(1)}}_{{n}}}\/}\nolimits\!\left(z,h\right),
28.28.3 \dfrac{1}{2\pi}\int _{{0}}^{{2\pi}}e^{{2ihw}}\mathop{\mathrm{se}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)dt=i^{n}\mathop{\mathrm{se}_{{n}}\/}\nolimits\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{Ms}^{{(1)}}_{{n}}}\/}\nolimits\!\left(z,h\right),
28.28.4 \dfrac{ih}{\pi}\int _{{0}}^{{2\pi}}\frac{\partial w}{\partial\alpha}e^{{2ihw}}\mathop{\mathrm{ce}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)dt=i^{n}{\mathop{\mathrm{ce}_{{n}}\/}\nolimits^{{\prime}}}\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{Mc}^{{(1)}}_{{n}}}\/}\nolimits\!\left(z,h\right),
28.28.5 \dfrac{ih}{\pi}\int _{{0}}^{{2\pi}}\frac{\partial w}{\partial\alpha}e^{{2ihw}}\mathop{\mathrm{se}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)dt=i^{n}{\mathop{\mathrm{se}_{{n}}\/}\nolimits^{{\prime}}}\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{Ms}^{{(1)}}_{{n}}}\/}\nolimits\!\left(z,h\right).

In (28.28.7)–(28.28.9) the paths of integration \mathcal{L}_{j} are given by

28.28.6
\mathcal{L}_{1}\mbox{ : from }-\eta _{1}+i\infty\mbox{ to }2\pi-\eta _{1}+i\infty,
\mathcal{L}_{3}\mbox{ : from }-\eta _{1}+i\infty\mbox{ to }\eta _{2}-i\infty,
\mathcal{L}_{4}\mbox{ : from }\eta _{2}-i\infty\mbox{ to }2\pi-\eta _{1}+i\infty,

where \eta _{1} and \eta _{2} are real constants.

28.28.7 \dfrac{1}{\pi}\int _{{\mathcal{L}_{j}}}e^{{2ihw}}\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)dt=e^{{i\nu\pi/{2}}}\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{M}^{{(j)}}_{{\nu}}}\/}\nolimits\!\left(z,h\right), j=3,4,
28.28.8 \dfrac{1}{\pi}\int _{{\mathcal{L}_{j}}}2ih\frac{\partial w}{\partial\alpha}e^{{2ihw}}\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)dt=e^{{i\nu\pi/{2}}}{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{M}^{{(j)}}_{{\nu}}}\/}\nolimits\!\left(z,h\right), j=3,4,
28.28.9 \dfrac{1}{2\pi}\int _{{\mathcal{L}_{1}}}e^{{2ihw}}\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)dt=e^{{i\nu\pi/{2}}}\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(\alpha,h^{2}\right)\mathop{{\mathrm{M}^{{(1)}}_{{\nu}}}\/}\nolimits\!\left(z,h\right).

In (28.28.11)–(28.28.14)

28.28.10 0<\mathop{\mathrm{ph}\/}\nolimits\!\left(h(\mathop{\cosh\/}\nolimits z\pm 1)\right)<\pi.
28.28.11 \int _{0}^{{\infty}}e^{{2ih\mathop{\cosh\/}\nolimits z\mathop{\cosh\/}\nolimits t}}\mathop{\mathrm{Ce}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)dt=\tfrac{1}{2}\pi ie^{{i\nu\pi}}\mathop{\mathrm{ce}_{{\nu}}\/}\nolimits\!\left(0,h^{2}\right)\mathop{{\mathrm{M}^{{(3)}}_{{\nu}}}\/}\nolimits\!\left(z,h\right),
28.28.12 \int _{0}^{{\infty}}e^{{2ih\mathop{\cosh\/}\nolimits z\mathop{\cosh\/}\nolimits t}}\mathop{\sinh\/}\nolimits z\mathop{\sinh\/}\nolimits t\mathop{\mathrm{Se}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)dt=-\dfrac{\pi}{4h}e^{{i\nu\pi/{2}}}{\mathop{\mathrm{se}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(0,h^{2}\right)\mathop{{\mathrm{M}^{{(3)}}_{{\nu}}}\/}\nolimits\!\left(z,h\right),
28.28.13 \int _{0}^{{\infty}}e^{{2ih\mathop{\cosh\/}\nolimits z\mathop{\cosh\/}\nolimits t}}\mathop{\sinh\/}\nolimits z\mathop{\sinh\/}\nolimits t\mathop{\mathrm{Fe}_{{m}}\/}\nolimits\!\left(t,h^{2}\right)dt=-\dfrac{\pi}{4h}i^{{m}}{\mathop{\mathrm{fe}_{{m}}\/}\nolimits^{{\prime}}}\!\left(0,h^{2}\right)\mathop{{\mathrm{Mc}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z,h\right),
28.28.14 \int _{0}^{{\infty}}e^{{2ih\mathop{\cosh\/}\nolimits z\mathop{\cosh\/}\nolimits t}}\mathop{\mathrm{Ge}_{{m}}\/}\nolimits\!\left(t,h^{2}\right)dt=\tfrac{1}{2}\pi i^{{m+1}}\mathop{\mathrm{ge}_{{m}}\/}\nolimits\!\left(0,h^{2}\right)\mathop{{\mathrm{Ms}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z,h\right).

In particular, when h>0 the integrals (28.28.11), (28.28.14) converge absolutely and uniformly in the half strip \realpart{z}\geq 0, 0\leq\imagpart{z}\leq\pi.

where the upper or lower sign is taken according as 0\leq y\leq\pi or \pi\leq y\leq 2\pi. For A_{0}^{{2n}}(q) and C_{{2n}}(q) see §§28.4 and 28.5(i).

For details and further equations see Meixner et al. (1980, §2.1.1) and Sips (1970).

§28.28(ii) Integrals of Products with Bessel Functions

In particular, for integer \nu and \ell=0,1,2,\dots,

28.28.20 \dfrac{2}{\pi}\int _{0}^{\pi}\mathcal{C}^{{(j)}}_{{2\ell}}(2hR)\mathop{\cos\/}\nolimits\!\left(2\ell\phi\right)\mathop{\mathrm{ce}_{{2m}}\/}\nolimits\!\left(t,h^{2}\right)dt=\varepsilon _{\ell}(-1)^{{\ell+m}}A^{{2m}}_{{2\ell}}(h^{2})\mathop{{\mathrm{Mc}^{{(j)}}_{{2m}}}\/}\nolimits\!\left(z,h\right),

where again \varepsilon _{0}=2 and \varepsilon _{\ell}=1, \ell=1,2,3,\ldots.

28.28.21 \dfrac{2}{\pi}\int _{0}^{\pi}\mathcal{C}^{{(j)}}_{{2\ell+1}}(2hR)\mathop{\cos\/}\nolimits\!\left((2\ell+1)\phi\right)\mathop{\mathrm{ce}_{{2m+1}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{{\ell+m}}A^{{2m+1}}_{{2\ell+1}}(h^{2})\mathop{{\mathrm{Mc}^{{(j)}}_{{2m+1}}}\/}\nolimits\!\left(z,h\right),
28.28.22 \dfrac{2}{\pi}\int _{0}^{\pi}\mathcal{C}^{{(j)}}_{{2\ell+1}}(2hR)\mathop{\sin\/}\nolimits\!\left((2\ell+1)\phi\right)\mathop{\mathrm{se}_{{2m+1}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{{\ell+m}}B^{{2m+1}}_{{2\ell+1}}(h^{2})\mathop{{\mathrm{Ms}^{{(j)}}_{{2m+1}}}\/}\nolimits\!\left(z,h\right),
28.28.23 \dfrac{2}{\pi}\int _{0}^{\pi}\mathcal{C}^{{(j)}}_{{2\ell+2}}(2hR)\mathop{\sin\/}\nolimits\!\left((2\ell+2)\phi\right)\mathop{\mathrm{se}_{{2m+2}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{{\ell+m}}B^{{2m+2}}_{{2\ell+2}}(h^{2})\mathop{{\mathrm{Ms}^{{(j)}}_{{2m+2}}}\/}\nolimits\!\left(z,h\right).

§28.28(iii) Integrals of Products of Mathieu Functions of Noninteger Order

With the parameter h suppressed we use the notation

28.28.24
\mathop{\mathrm{D}_{{0}}\/}\nolimits\!\left(\nu,\mu,z\right)=\mathop{{\mathrm{M}^{{(3)}}_{{\nu}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{M}^{{(4)}}_{{\mu}}}\/}\nolimits\!\left(z\right)-\mathop{{\mathrm{M}^{{(4)}}_{{\nu}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{M}^{{(3)}}_{{\mu}}}\/}\nolimits\!\left(z\right),
\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\mu,z\right)={\mathop{{\mathrm{M}^{{(3)}}_{{\nu}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{M}^{{(4)}}_{{\mu}}}\/}\nolimits\!\left(z\right)-{\mathop{{\mathrm{M}^{{(4)}}_{{\nu}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{M}^{{(3)}}_{{\mu}}}\/}\nolimits\!\left(z\right),

and assume \nu\notin\Integer and m\in\Integer. Then

28.28.25 \dfrac{\mathop{\sinh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\cos\/}\nolimits t\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{m+1}}ih\alpha^{{(0)}}_{{\nu,m}}\mathop{\mathrm{D}_{{0}}\/}\nolimits\!\left(\nu,\nu+2m+1,z\right),
28.28.26 \dfrac{\mathop{\cosh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\sin\/}\nolimits t\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{m+1}}ih\alpha^{{(1)}}_{{\nu,m}}\mathop{\mathrm{D}_{{0}}\/}\nolimits\!\left(\nu,\nu+2m+1,z\right),

where

28.28.27 \alpha^{{(0)}}_{{\nu,m}}=\dfrac{1}{2\pi}\int _{0}^{{2\pi}}\mathop{\cos\/}\nolimits t\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{m}\dfrac{2i}{\pi}\dfrac{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(0,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(0,h^{2}\right)}{h\mathop{\mathrm{D}_{{0}}\/}\nolimits\!\left(\nu,\nu+2m+1,0\right)},
28.28.28 \alpha^{{(1)}}_{{\nu,m}}=\dfrac{1}{2\pi}\int _{0}^{{2\pi}}\mathop{\sin\/}\nolimits t\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{{m+1}}\dfrac{2i}{\pi}\dfrac{{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(0,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(0,h^{2}\right)}{h\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\nu+2m+1,0\right)}.
28.28.29 \dfrac{\mathop{\cosh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\sin\/}\nolimits t{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{m+1}}ih\alpha^{{(0)}}_{{\nu,m}}\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\nu+2m+1,z\right),
28.28.30 \dfrac{\mathop{\sinh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\cos\/}\nolimits t{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m-1}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{m}ih\alpha^{{(1)}}_{{\nu,m}}\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\nu+2m+1,z\right),
28.28.31 \dfrac{2}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\cos\/}\nolimits t\mathop{\sin\/}\nolimits t\mathop{\mathrm{me}_{{\nu}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{m}i\gamma _{{\nu,m}}\mathop{\mathrm{D}_{{0}}\/}\nolimits\!\left(\nu,\nu+2m,z\right),
28.28.32 \dfrac{\mathop{\sinh\/}\nolimits\!\left(2z\right)}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(t,h^{2}\right)\mathop{\mathrm{me}_{{-\nu-2m}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{m+1}}i\gamma _{{\nu,m}}\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\nu+2m,z\right),

where

28.28.33 \gamma _{{\nu,m}}=\dfrac{1}{2\pi}\int _{0}^{{2\pi}}{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(t\right)\mathop{\mathrm{me}_{{-\nu-2m}}\/}\nolimits\!\left(t\right)dt=(-1)^{{m}}\dfrac{4i}{\pi}\frac{{\mathop{\mathrm{me}_{{\nu}}\/}\nolimits^{{\prime}}}\!\left(0\right)\mathop{\mathrm{me}_{{-\nu-2m}}\/}\nolimits\!\left(0\right)}{\mathop{\mathrm{D}_{{1}}\/}\nolimits\!\left(\nu,\nu+2m,0\right)}.

§28.28(iv) Integrals of Products of Mathieu Functions of Integer Order

Let

28.28.39
\mathop{\mathrm{Dc}_{{0}}\/}\nolimits\!\left(n,m,z\right)=\mathop{{\mathrm{Mc}^{{(3)}}_{{n}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{Mc}^{{(4)}}_{{m}}}\/}\nolimits\!\left(z\right)-\mathop{{\mathrm{Mc}^{{(4)}}_{{n}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{Mc}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z\right),
\mathop{\mathrm{Dc}_{{1}}\/}\nolimits\!\left(n,m,z\right)={\mathop{{\mathrm{Mc}^{{(3)}}_{{n}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{Mc}^{{(4)}}_{{m}}}\/}\nolimits\!\left(z\right)-{\mathop{{\mathrm{Mc}^{{(4)}}_{{n}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{Mc}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z\right),
28.28.40
\mathop{\mathrm{Dsc}_{{0}}\/}\nolimits\!\left(n,m,z\right)=\mathop{{\mathrm{Ms}^{{(3)}}_{{n}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{Mc}^{{(4)}}_{{m}}}\/}\nolimits\!\left(z\right)-\mathop{{\mathrm{Ms}^{{(4)}}_{{n}}}\/}\nolimits\!\left(z\right)\mathop{{\mathrm{Mc}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z\right),
\mathop{\mathrm{Dsc}_{{1}}\/}\nolimits\!\left(n,m,z\right)={\mathop{{\mathrm{Ms}^{{(3)}}_{{n}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{Mc}^{{(4)}}_{{m}}}\/}\nolimits\!\left(z\right)-{\mathop{{\mathrm{Ms}^{{(4)}}_{{n}}}\/}\nolimits^{{\prime}}}\!\left(z\right)\mathop{{\mathrm{Mc}^{{(3)}}_{{m}}}\/}\nolimits\!\left(z\right).

Then

28.28.41 \dfrac{\mathop{\cosh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\sin\/}\nolimits t\mathop{\mathrm{se}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{ce}_{{m}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{p+1}}ih\widehat{\beta}_{{n,m}}\mathop{\mathrm{Dsc}_{{0}}\/}\nolimits\!\left(n,m,z\right),
28.28.42 \dfrac{\mathop{\sinh\/}\nolimits z}{\pi^{2}}\int _{0}^{{2\pi}}\dfrac{\mathop{\cos\/}\nolimits t{\mathop{\mathrm{se}_{{n}}\/}\nolimits^{{\prime}}}\!\left(t,h^{2}\right)\mathop{\mathrm{ce}_{{m}}\/}\nolimits\!\left(t,h^{2}\right)}{{\mathop{\sinh\/}\nolimits^{{2}}}z+{\mathop{\sin\/}\nolimits^{{2}}}t}dt=(-1)^{{p}}ih\widehat{\beta}_{{n,m}}\mathop{\mathrm{Dsc}_{{1}}\/}\nolimits\!\left(n,m,z\right),

where m-n=2p+1, p\in\Integer; m=0,1,2,\dots, n=1,2,3,\dots. Also,

28.28.43 \widehat{\beta}_{{n,m}}=\dfrac{1}{2\pi}\int _{0}^{{2\pi}}\mathop{\sin\/}\nolimits t\mathop{\mathrm{se}_{{n}}\/}\nolimits\!\left(t,h^{2}\right)\mathop{\mathrm{ce}_{{m}}\/}\nolimits\!\left(t,h^{2}\right)dt=(-1)^{p}\dfrac{2}{i\pi}\dfrac{{\mathop{\mathrm{se}_{{n}}\/}\nolimits^{{\prime}}}\!\left(0,h^{2}\right)\mathop{\mathrm{ce}_{{m}}\/}\nolimits\!\left(0,h^{2}\right)}{h\mathop{\mathrm{Dsc}_{{1}}\/}\nolimits\!\left(n,m,0\right)}.

§28.28(v) Compendia

See Prudnikov et al. (1990, pp. 359–368), Gradshteyn and Ryzhik (2000, pp. 755–759), Sips (1970), and Meixner et al. (1980, §2.1.1).