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28 Mathieu Functions and Hill’s EquationModified Mathieu Functions

§28.28 Integrals, Integral Representations, and Integral Equations

Contents
  1. §28.28(i) Equations with Elementary Kernels
  2. §28.28(ii) Integrals of Products with Bessel Functions
  3. §28.28(iii) Integrals of Products of Mathieu Functions of Noninteger Order
  4. §28.28(iv) Integrals of Products of Mathieu Functions of Integer Order
  5. §28.28(v) Compendia

§28.28(i) Equations with Elementary Kernels

Let

28.28.1 w=cosh⁡z⁢cos⁡t⁢cos⁡α+sinh⁡z⁢sin⁡t⁢sin⁡α.

Then

28.28.2 12⁢π⁢∫02⁢πe2⁢i⁢h⁢w⁢cen⁡(t,h2)⁢dt=in⁢cen⁡(α,h2)⁢Mcn(1)⁡(z,h),
28.28.3 12⁢π⁢∫02⁢πe2⁢i⁢h⁢w⁢sen⁡(t,h2)⁢dt=in⁢sen⁡(α,h2)⁢Msn(1)⁡(z,h),
28.28.4 i⁢hπ⁢∫02⁢π∂w∂α⁢e2⁢i⁢h⁢w⁢cen⁡(t,h2)⁢dt=in⁢cen′⁡(α,h2)⁢Mcn(1)⁡(z,h),
28.28.5 i⁢hπ⁢∫02⁢π∂w∂α⁢e2⁢i⁢h⁢w⁢sen⁡(t,h2)⁢dt=in⁢sen′⁡(α,h2)⁢Msn(1)⁡(z,h).

In (28.28.7)–(28.28.9) the paths of integration ℒj are given by

28.28.6 ℒ1⁢ : from −η1+i⁢∞⁢ to ⁢2⁢π−η1+i⁢∞,
ℒ3⁢ : from −η1+i⁢∞⁢ to ⁢η2−i⁢∞,
ℒ4⁢ : from ⁢η2−i⁢∞⁢ to ⁢2⁢π−η1+i⁢∞,

where η1 and η2 are real constants.

28.28.7 1π⁢∫ℒje2⁢i⁢h⁢w⁢meν⁡(t,h2)⁢dt=ei⁢ν⁢π/2⁢meν⁡(α,h2)⁢Mν(j)⁡(z,h),
j=3,4,
28.28.8 1π⁢∫ℒj2⁢i⁢h⁢∂w∂α⁢e2⁢i⁢h⁢w⁢meν⁡(t,h2)⁢dt=ei⁢ν⁢π/2⁢meν′⁡(α,h2)⁢Mν(j)⁡(z,h),
j=3,4,
28.28.9 12⁢π⁢∫ℒ1e2⁢i⁢h⁢w⁢meν⁡(t,h2)⁢dt=ei⁢ν⁢π/2⁢meν⁡(α,h2)⁢Mν(1)⁡(z,h).

In (28.28.11)–(28.28.14)

28.28.10 0<ph⁡(h⁢(cosh⁡z±1))<π.
28.28.11 ∫0∞e2⁢i⁢h⁢cosh⁡z⁢cosh⁡t⁢Ceν⁡(t,h2)⁢dt=12⁢π⁢i⁢ei⁢ν⁢π⁢ceν⁡(0,h2)⁢Mν(3)⁡(z,h),
28.28.12 ∫0∞e2⁢i⁢h⁢cosh⁡z⁢cosh⁡t⁢sinh⁡z⁢sinh⁡t⁢Seν⁡(t,h2)⁢dt=−π4⁢h⁢ei⁢ν⁢π/2⁢seν′⁡(0,h2)⁢Mν(3)⁡(z,h),
28.28.13 ∫0∞e2⁢i⁢h⁢cosh⁡z⁢cosh⁡t⁢sinh⁡z⁢sinh⁡t⁢Fem⁡(t,h2)⁢dt=−π4⁢h⁢im⁢fem′⁡(0,h2)⁢Mcm(3)⁡(z,h),
28.28.14 ∫0∞e2⁢i⁢h⁢cosh⁡z⁢cosh⁡t⁢Gem⁡(t,h2)⁢dt=12⁢π⁢im+1⁢gem⁡(0,h2)⁢Msm(3)⁡(z,h).

In particular, when h>0 the integrals (28.28.11), (28.28.14) converge absolutely and uniformly in the half strip ℜ⁡z≥0, 0≤ℑ⁡z≤π.

where the upper or lower sign is taken according as 0≤y≤π or π≤y≤2⁢π. For A02⁢n⁡(q) and C2⁢n⁡(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

With the notations of §28.4 for Amn⁡(q) and Bmn⁡(q), §28.14 for cnν⁡(q), and (28.23.1) for 𝒞μ(j), j=1,2,3,4,

28.28.17 1π⁢∫0π𝒞ν+2⁢s(j)⁡(2⁢h⁢R)⁢e−i⁢(ν+2⁢s)⁢ϕ⁢meν⁡(t,h2)⁢dt=(−1)s⁢c2⁢sν⁡(h2)⁢Mν(j)⁡(z,h),
s∈ℤ,

where R=R⁡(z,t) and ϕ=ϕ⁡(z,t) are analytic functions for ℜ⁡z>0 and real t with

28.28.18 R⁡(z,t) =(12⁢(cosh⁡(2⁢z)+cos⁡(2⁢t)))1/2,
R⁡(z,0) =cosh⁡z,

and

28.28.19 e2⁢i⁢ϕ =cosh⁡(z+i⁢t)cosh⁡(z−i⁢t),
ϕ⁡(z,0) =0.

In particular, for integer ν and ℓ=0,1,2,…,

28.28.20 2π⁢∫0π𝒞2⁢ℓ(j)⁡(2⁢h⁢R)⁢cos⁡(2⁢ℓ⁢ϕ)⁢ce2⁢m⁡(t,h2)⁢dt=εℓ⁢(−1)ℓ+m⁢A2⁢ℓ2⁢m⁡(h2)⁢Mc2⁢m(j)⁡(z,h),

where again ε0=2 and εℓ=1, ℓ=1,2,3,….

28.28.21 4π⁢∫0π/2𝒞2⁢ℓ+1(j)⁡(2⁢h⁢R)⁢cos⁡((2⁢ℓ+1)⁢ϕ)⁢ce2⁢m+1⁡(t,h2)⁢dt=(−1)ℓ+m⁢A2⁢ℓ+12⁢m+1⁡(h2)⁢Mc2⁢m+1(j)⁡(z,h),
28.28.22 4π⁢∫0π/2𝒞2⁢ℓ+1(j)⁡(2⁢h⁢R)⁢sin⁡((2⁢ℓ+1)⁢ϕ)⁢se2⁢m+1⁡(t,h2)⁢dt=(−1)ℓ+m⁢B2⁢ℓ+12⁢m+1⁡(h2)⁢Ms2⁢m+1(j)⁡(z,h),
28.28.23 2π⁢∫0π𝒞2⁢ℓ+2(j)⁡(2⁢h⁢R)⁢sin⁡((2⁢ℓ+2)⁢ϕ)⁢se2⁢m+2⁡(t,h2)⁢dt=(−1)ℓ+m⁢B2⁢ℓ+22⁢m+2⁡(h2)⁢Ms2⁢m+2(j)⁡(z,h).

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

With the parameter h suppressed we use the notation

28.28.24 D0⁡(ν,μ,z) =Mν(3)⁡(z)⁢Mμ(4)⁡(z)−Mν(4)⁡(z)⁢Mμ(3)⁡(z),
D1⁡(ν,μ,z) =Mν(3)′⁡(z)⁢Mμ(4)⁡(z)−Mν(4)′⁡(z)⁢Mμ(3)⁡(z),

and assume ν∉ℤ and m∈ℤ. Then

28.28.25 sinh⁡zπ2⁢∫02⁢πcos⁡t⁢meν⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m+1⁢i⁢h⁢αν,m(0)⁢D0⁡(ν,ν+2⁢m+1,z),
28.28.26 cosh⁡zπ2⁢∫02⁢πsin⁡t⁢meν⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m+1⁢i⁢h⁢αν,m(1)⁢D0⁡(ν,ν+2⁢m+1,z),

where

28.28.27 αν,m(0)=12⁢π⁢∫02⁢πcos⁡t⁢meν⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)⁢dt=(−1)m⁢2⁢iπ⁢meν⁡(0,h2)⁢me−ν−2⁢m−1⁡(0,h2)h⁢D0⁡(ν,ν+2⁢m+1,0),
28.28.28 αν,m(1)=12⁢π⁢∫02⁢πsin⁡t⁢meν⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)⁢dt=(−1)m+1⁢2⁢iπ⁢meν′⁡(0,h2)⁢me−ν−2⁢m−1⁡(0,h2)h⁢D1⁡(ν,ν+2⁢m+1,0).
28.28.29 cosh⁡zπ2⁢∫02⁢πsin⁡t⁢meν′⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m+1⁢i⁢h⁢αν,m(0)⁢D1⁡(ν,ν+2⁢m+1,z),
28.28.30 sinh⁡zπ2⁢∫02⁢πcos⁡t⁢meν′⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m⁢i⁢h⁢αν,m(1)⁢D1⁡(ν,ν+2⁢m+1,z),
28.28.31 2π2⁢∫02⁢πcos⁡t⁢sin⁡t⁢meν⁡(t,h2)⁢me−ν−2⁢m⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m⁢i⁢γν,m⁢D0⁡(ν,ν+2⁢m,z),
28.28.32 sinh⁡(2⁢z)π2⁢∫02⁢πmeν′⁡(t,h2)⁢me−ν−2⁢m⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)m+1⁢i⁢γν,m⁢D1⁡(ν,ν+2⁢m,z),

where

28.28.33 γν,m=12⁢π⁢∫02⁢πmeν′⁡(t)⁢me−ν−2⁢m⁡(t)⁢dt=(−1)m⁢4⁢iπ⁢meν′⁡(0)⁢me−ν−2⁢m⁡(0)D1⁡(ν,ν+2⁢m,0).

Also,

28.28.34 1π2⁢⨍02⁢πmeν′⁡(t,h2)⁢me−ν−2⁢m−1⁡(t,h2)sin⁡t⁢dt=(−1)m+1⁢i⁢h⁢αν,m(0)⁢D1⁡(ν,ν+2⁢m+1,0),

where the integral is a Cauchy principal value (§1.4(v)).

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

Again with the parameter h suppressed, let

28.28.35 Ds0⁡(n,m,z) =Msn(3)⁡(z)⁢Msm(4)⁡(z)−Msn(4)⁡(z)⁢Msm(3)⁡(z),
Ds1⁡(n,m,z) =Msn(3)′⁡(z)⁢Msm(4)⁡(z)−Msn(4)′⁡(z)⁢Msm(3)⁡(z),
Ds2⁡(n,m,z) =Msn(3)′⁡(z)⁢Msm(4)′⁡(z)−Msn(4)′⁡(z)⁢Msm(3)′⁡(z).

Then

28.28.36 sinh⁡zπ2⁢∫02⁢πcos⁡t⁢sen⁡(t,h2)⁢sem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢h⁢α^n,m(s)⁢Ds0⁡(n,m,z),
28.28.37 cosh⁡zπ2⁢∫02⁢πsin⁡t⁢sen′⁡(t,h2)⁢sem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢h⁢α^n,m(s)⁢Ds1⁡(n,m,z),

where m−n=2⁢p+1, p∈ℤ; m,n=1,2,3,…. Also,

28.28.38 α^n,m(s)=12⁢π⁢∫02⁢πcos⁡t⁢sen⁡(t,h2)⁢sem⁡(t,h2)⁢dt=(−1)p⁢2i⁢π⁢sen′⁡(0,h2)⁢sem′⁡(0,h2)h⁢Ds2⁡(n,m,0).

Let

28.28.39 Dc0⁡(n,m,z) =Mcn(3)⁡(z)⁢Mcm(4)⁡(z)−Mcn(4)⁡(z)⁢Mcm(3)⁡(z),
Dc1⁡(n,m,z) =Mcn(3)′⁡(z)⁢Mcm(4)⁡(z)−Mcn(4)′⁡(z)⁢Mcm(3)⁡(z),
28.28.40 Dsc0⁡(n,m,z) =Msn(3)⁡(z)⁢Mcm(4)⁡(z)−Msn(4)⁡(z)⁢Mcm(3)⁡(z),
Dsc1⁡(n,m,z) =Msn(3)′⁡(z)⁢Mcm(4)⁡(z)−Msn(4)′⁡(z)⁢Mcm(3)⁡(z).

Then

28.28.41 cosh⁡zπ2⁢∫02⁢πsin⁡t⁢sen⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢h⁢β^n,m⁢Dsc0⁡(n,m,z),
28.28.42 sinh⁡zπ2⁢∫02⁢πcos⁡t⁢sen′⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p⁢i⁢h⁢β^n,m⁢Dsc1⁡(n,m,z),

where m−n=2⁢p+1, p∈ℤ; m=0,1,2,…, n=1,2,3,…. Also,

28.28.43 β^n,m=12⁢π⁢∫02⁢πsin⁡t⁢sen⁡(t,h2)⁢cem⁡(t,h2)⁢dt=(−1)p⁢2i⁢π⁢sen′⁡(0,h2)⁢cem⁡(0,h2)h⁢Dsc1⁡(n,m,0).

Next,

28.28.44 1π2⁢∫02⁢πsin⁡(2⁢t)⁢sen⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p⁢i⁢γ^n,m⁢Dsc0⁡(n,m,z),
28.28.45 sinh⁡(2⁢z)π2⁢∫02⁢πsen′⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢γ^n,m⁢Dsc1⁡(n,m,z),

where n−m=2⁢p, p∈ℤ; m=0,1,2,…, n=1,2,3,…. Also,

28.28.46 γ^n,m=12⁢π⁢∫02⁢πsen′⁡(t,h2)⁢cem⁡(t,h2)⁢dt=(−1)p+1⁢4i⁢π⁢sen′⁡(0,h2)⁢cem⁡(0,h2)Dsc1⁡(n,m,0).

Lastly,

28.28.47 sinh⁡zπ2⁢∫02⁢πcos⁡t⁢cen⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢h⁢α^n,m(c)⁢Dc0⁡(n,m,z),
28.28.48 cosh⁡zπ2⁢∫02⁢πsin⁡t⁢cen′⁡(t,h2)⁢cem⁡(t,h2)sinh2⁡z+sin2⁡t⁢dt=(−1)p+1⁢i⁢h⁢α^n,m(c)⁢Dc1⁡(n,m,z),

where m−n=2⁢p+1, p∈ℤ; m,n=0,1,2,…. Also,

28.28.49 α^n,m(c)=12⁢π⁢∫02⁢πcos⁡t⁢cen⁡(t,h2)⁢cem⁡(t,h2)⁢dt=(−1)p+1⁢2i⁢π⁢cen⁡(0,h2)⁢cem⁡(0,h2)h⁢Dc0⁡(n,m,0).

§28.28(v) Compendia

See Prudnikov et al. (1990, pp. 359–368), Gradshteyn and Ryzhik (2015, §§6.91–6.93), Sips (1970), and Meixner et al. (1980, §2.1.1).