HANDBOOK OF

IIYPERGEOMET RIC INTEGRALS

.- THEORY, .A,FPLICATIONS,

TABLES,COMPUTERPROGRAMS'

Series: Mathematics and its Applications

\L^.u,r* 4k^ *
MATHEMATICS & ITS APPLICATIONS
Series

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HYPERGE.OMETRIG
INTEGR.ALS
THEORY, APPLICATIONS,
TABLES, COMPUTER PROGRA

HAROLD EXTON, B.Sc., I\{.sc-, Ph'D'

Tire PolYtecirnic, Preston

ELLIS HORWOOD LIMITED

fublishen

Chichester

Halsted Press: a division of

JOHN WILEY & SONS
Chichester 'New York' Brisbane 'Toronto

Cl^,*

'l'ltt ptrblisher's colophon is reproduced from

James Gillison's drawing

of

the

arr<:icttl IVarke I Cross; Chichester.

Irirst published in 1978 by

ELLIS HORWOOD LIMTTED

Market Cross House, I Cooper Street, Chichester, Sussex, England

Table of Contents

Distributors:

Australia,

New Zealand, South-east

Asia:

Press,

Jacaranda-Wiley Ltd., Jacaranda

JOI]N WILEY & SONS INC.,
C.P.O. Box 859, Brisbane, Queensland 4001, Australia.
.

Preface
Forervord. by Dr. L. J. Slater

Conacla;

Part One: Theory and Applications

JOTIN WILEY & SONS CANADA LIMITED

22 Worcester Road, Rexdale, Ontario, Canada-

Chapter

Europe, Africa:
JOHN WILEY & SONS I-IMITED
Baffins [-ane, Chichester, Sussex, England.

North and South Ameica and the rest of the world:

IIAISTED

PRESS, a division

of

Hypergeometric Functions of One or More Variables

lntroduction.
TheGaussHypergeometricFunciion.
..
TheceneralisedHypergeometricFunction.

1.1
1.2

.....,..13
..-.14
......19

l.3HypergeometricFunctionsufTwoVariables

1.4

flfr

il-.

JOI{N WILEY & SONS

605 Third Avenue, New York, N.Y. 10016, U.S-A.

Chapter

Irxton, Harold,
Handbook of hypergeometric integrals.

2.2
2.3

O 1978 Harold Extorr/Ellb Horwood Ltd.

-:-Brltlsh Librar:r Cataloguing in Publication Data

.....21

MultipleHypergeometricFunctions

-t<,11

Chapter

Integrals of Euler Type

Euler Integra.ls Associated with the Confluent Hypergeometric Function
Euler lntegrals Associated with the Gauss Function
..

. . . . .41
. . . . .48

Definite Integrals and Repeated Integrals

Definite lntegralslnvolvingone Hypergeometric Function
.. . . . . . .56
Definite lntegralsAssociatedwiththeKummerandBesselFunctions.. . . . . . .62
Definite .Integrals Associated with the Gauss Function
- . . . .64

Contour'Integrals

3,1
3.2
3 .3

(Mathematics and its applications).

1. Functions - Hypergeornetric - Tables

l.

Titte

r5'.5s

lI.

Series

QA353.H9

'.l8-40.t2o

ISillN 0-85312-122-2 (Elns Horwood Ltd., Publishers)

lSllN 0-470-2 6342-3 (Halsted)

Atl

rlghts reserved. No part of this publication may be reproduced, stored. in a retrieval

sy{tem or trdnsmitted, in any form or by any.means, electronic, methonical photocopying,

l'rintcd in Great Britain by Biddles of Guildford

___JL|.

Chapter

4.1
4.2
Chapter

5.1
5.2
5.3
5.4

Poch-hammerlntegrals
Barneslntegrals.
:.....
5 Infinite

.....:

........74
.....80

Integrals

Introduction. A Theorem on the Integration of Series over an Infinite Range . , 88

IntegralsoflaplaceType..

....89

Infinite Integrals Associated with the Confluent HypergeometriC Functions . .

tnfinitelntegraisaslnversesofBarneslntegrals.

....]...tlt

102

( lrn1r(rr

(,.1
(r..1
(r.l

( lragrlcr

Multiplc tzplacelntegralsandHankel

Lntegrals.

......120
. - - -. - -.I24

......L26

MultipleBarneslntegrals. .
Applications

. . .128
Distributions
...129
CeneralisedMultivariateDistributions...:..
. : . . . . 131
The Study ofthe Angular Displacement ofa Shaft.
. . . 133
The Vibration ofa Thin Elastic Plate.
.. '.. '..135
lleatProductioninaCylinder
......136
MotionofaViscousFluidunderaSurfaceLoad..,.....
........139
TheTime-domainSynthesisof Sigrrals.
. . . 140
A Dirichlet Problem for the Interior ol a Unit Sphere. .
. . . . . . . 141
Dual Integral Equationswith kgendre Function Kernels .
Cieneralised Univariate Statistical

7.2
.3

1_4

1.5

J.6
1.1

?a
'1.9

1.to

I
1 I)
7 l3
l l -1
1 Ii
7

.r...

MultipleEulerlntegrals

1.1
"l

Multiple Integrals

The Linear Flow of Heat in an Anisotropic Solid moving in a Conducting

Medium
An Application in the Study of Nonlinear Oscillations.
The laplace Transform of the Product of Several ltlolecular lntegrals . . .

AProbleninCommunicaticinsEngineering. ....
An application of Repeated Integrais of Bessel Functions
An Application in Combinatorial Analysis

142

r44

. . . 146
t4'7
148
149

Part Two: Tables and Computer Programs

A
A.l
A.2
A.l
A-4
4.5
A6
L1
A.tt
()
.^.
li
Ir.

u.2
lr.3
lJ.4

Tables of Hypergeometric Integrals

..-..152
.-..192

IntegralscfEulerType..
Definitelntegrals.
Repeated Integrals.
Pochhammerlntegrals
Integrals with respect to Parameters
......
I-aplaceintergrals....
Hankeil-ooplntegrals
Mellinlntegrals
Multiple tntegrals
Computer Prognms
Programs for the Evaiuation
Programs for the Evaluation
Programs for the Evaluation
Programs for the Evaluation

. . .200

.......205
. . . .216

.'....223
..'....225
......229
. . . .231

. . .239
Integrals
. . . . . . . 248
of Definite Integrals.
. . . . . .256
ofRepeated Integrals.
of Bames lntegrals and Related lntegrals . . . . . .259
ofEuler

l|.(r
t).1

ProgramsfortheEvaluationofkplacelntegrals ......'.264
. . . 269
Progams for the Evaluation of Mellin lntegrals
ProgramsfortheEvaluationofMultiplelntegrals'......273

It li

Programs for the Evaluation of lntegrds lnvolving the Modified Bessel

ll.5

FunctionoftheSecondKind...
ll 9

Programs for the Evaluation

Sclcc(e<Illibliography.
lrrrtcxof Syrnbols....
Srrbjcctlrtdex..

ofConvolution

lntegrals.

Author's Preface

....278
- - - .281

....285
...312
........314

This book has been designed with the object of providhg tables of integrais of
h-vpergeometric functions of many different types. It is believed that, as a result
of a re-ordering of the material, a number of the integrals included here have not
previousl)/ appeared explicitly in the iiterature. At the same time, a number of
computer programs to evaluate numericall) some of the hypergeometric integrals
ioncerned are given. Tliese programs have been set up in such a way that they
may be extended tc cover wider results with a minimum of essential modifica-

tion; and the international cornputer language FORTRAN IV has been used so
ttrat the programs have the widest possible applicability. It is believed that this
is the first time that programs of this type have been included in a book of tables
of integrals.
Handbooks of mathematical formulae very often include little or no theoretical
background to the results listed. In an attempt to hll this gap, the first part of
this book consists of seven chapters on the general theory of hypergeornetric
integrals. Additionally, an important aspect of this work is the concluding
bibliography. The breadtir of these aims, combined with the necessitv for keeping

it necessary to be as concise as is
It may be observed that an important part of the
fascination of working with integrals of hypergeometric functions is that the

the size of the book within bounds, has made

compatible with intelligibility.

results themselves are of hypergeometric form.

The wide variety of applications of hypergeometric integrals is exemplified in

Chapter 7 where a number of instances of the appearance of such expressions

ir

statistics and mathematical physics are cited. One reason why such integrals
are of importance is that the majority of the classical special functions, such as
those of Laguerre, Legendre, Hermite and Bessel, are particular cases of lrypcr'
geometric functions.

Irr thc ensc of an analytical work such as this, it is almost certain that some
or otherwise, have remained undetected. The number of such

Irrlntukcs, clcrical

srron* llas been considerably diminished by the great carb taken by Dr. Lucy J.
Sluter of the Department of Applied Economics, University of Cambridge, in
lror raading of the manuscript. For this and constant advice and encouragement
so freely given, I offer my most sincere thanks. Grateful acknowledgement is
also due to the DirectorandStaff of PrestonPolytechnicfortheuseof computer
facilities.
Harold Exton
The Polytechnic
Preston, January 1978

Foreword

A hypergeometric integral is any integral which has a hypergeometric function

in its integrand. Such hypergeometric integrals have frightened mathematicians
for a long time, because they, look complicated. This is mainly the fault of the
notation which is necessary to exhibit the underlying structure of the integrals.
The functions in these integrands range from simple Bessel and Whitiaker
functions up to generalised hypergeometric functions of several variables with
many parameters.

This handbook supplies an ordered list of the main analytical formulae of these
integrals, together with some simple computer progtams, in FORTRAN, which
will evaluate these integrals numerically provided that we keep aw-ay from values
of thd parameters which are near any poles of thd integrands.

The book is in two parts. The first part consists of seven chapters which give
the general theory of tJrese integrals, and examples of their uses, particularly in
the study of statistical distributions, and in various branches of physics. The
second part consists of about 100 pages of tables of the formulae and about 50
pages of compuier progrzuns to evaluate the integrals. There is also an extensive
bibliography.

There are mally types of hypergeometric functions. The simpie Gauss series
,Ft(a,b;c;x) wrth one variable and three parameters contains as special cases
most of the ordinary functions of mathemaiical physics, such as exponeutai,

tsessel and Whittaker functions. The fint step in generalisation is the ordinary
generalised hypergeometric function eFa((a);(c);x), which has one variable, A
numerator parameters and C denominator parameters.
The next step in generalisation is to introduce another variable to produce the
hypergeometric function of two variables:

et3;3; rltlilll ;[!;i;., yr

"!

'l'hlr ruly be further extended to give rise to the multiple hypergeometric functlerrn ofl many variables. Certain special cases of these are the Lauricella functions
and tlre generalised Kamp6 de F6riet functions. the theory of all these functions
forrns thc subject matter of Chapter l.

In

Chapter 2, we meet the various types of.Eulei integrals which have these
functions in their integrands. Chapter 3 coven the theory of definite integrals and
repcated integrals which involve all these functions. In Chapter 4, there is a discussion of the contour integrals which occur irt this.tireory, thatis the Pochhammer
an<l Barnes type integrals. Chapter 5 covers the infinite irrtegrals and their connections with these contour integrals and Chapter 6 discussed the multiple Euler,
Laplace and Barnes type integrals of hypergeometric functions.
J'tre seventh chapter contains several example; of some very important applications of this theory to various branches of statistics and mathematical physics.
In statistics, probability distributions such as the well-known Beta and Gamma
distributions, density functions and cumulative distributions can all be expressed
in terms of hypergeometric'integrals, and so their theory can be extended and
unified. Also, once they have been expressed in terms of such integrals, the
numerical evaluation of these functions becomes a comparatively simple matter.
In physics, hypergeometric integrals ociur in the theories of vibration of thin
elastic plates, heat conduction in a cylinder, the motion of a viscous fluid, and
some types of electrical netwirks. They also have applications in the theory
of the flow of heat in solids moving in conducting med.ia and in the theory of
celtain types of non-linear oscillations. In quantum chemistry, they occur in some
molecular integrals, and in communications engineering where Gaussian noise is

well-known phenomenon. Other applications which are discussed are in the

theory of electrical impedences and in combinatorial analysis.
Once again, I am happy to recommend Dr. Exton's work to all those mathematicians, statisticians, engineers, physicists, chemists and computer systems analysts, who study the problem of the evaluation of hypergeometric integrals.
L. J. Slater Sc.D.
Cambridge, January 1978

Part One: Theory and Applications

Chapter I

Hypergeometric Functions
of One or MoreVariables
INTRODUCTION

The termthypergeornetricrwas first used by ltallis in his work

Arithnetiea Infinitorum published in the year 1655 when he was a
professor at the lJniversity of Oxford. This expression was employed to denqte any series which may be regarded as a generalisation
of the ordinary geometric series

l+z+12*,
where each
rat io

pair of adjacent terms has a

conmon

multiplicative

It wi1] be seen that the term thypergeometric series' 1itera11y

the geometric seriest. Exactll- why a geometri'c
be
so named remains rather obscure.
series should

means tbeyond

of the term thypergeornetrici in conncction

with hypergeonetric functions leads to sone considerable confusion among many readers. At a first glance, it nigllt seen that some
connection with, and, in fact, extension of some branch of highel'
geonetry in many dimensions is implied. Nothing could be further
from the tTuth. It would, perhaps, be desirable to refer to hypergeometric series by some such term as tgamma-product seriesrwhich
would be more in keeping with their actual structure. Since the
currently used term has heen in use for such a long time, howevcr,
it seems to'the author to be undesirable even to attempt such a
change of thj,s nature
The present-da,v use

notation of hypergeometric functions frequentl/ presents a

complicated appearance. rnitially this may seern to bc
rather alarming, but this type of notation is necessary on accounl
of the number of paraneters and variables involve<i in a hypcr'geonetric function of higher order. This scheme of nomcnclaturo
is simple in essence, however, and readily displays the riclt
inherent structure of a given hypergeonetric function once the
reader has familarised himself with it.
The

somewhat

special functions of mathematic4l physics and chernistry,

statistics and number theory are.of hypergeometric form, s0 tlllll
any general results rnay be used as master formulae from whic:h

Irlany.

(,xll;r':,'; i()rts

lch.

[unctions of One or More Variables

t,l

;rpplicable to such functions as those of Legendre

and

It, ,',, 1 rrt;ry casi 1y bc deduced.

considering the numerical evatruation of hypergeometric intto note that any integral of a hlper, i t is interesting
jtself
a hypergeometric functlon. This may,
is
11r,ou,ctric function
ir[' cour:se, take the form of an elementary fi,,rction such as an
t:xPoncntial or a binomlal function. Within their regions of definltion, hypergeometric integrals m4y be evaiuated numericqltyby
I'ast preseni-dry .o*puters provided that we avoid those values of
t.lrc parameters coinciding with the poles of the integrand' A
rrtunbcr of comPuter prograns is given in Part II.

wlrt'rr
t,11

l.l

rrr I s

The Gauss Hypergeometric Function

1812

il

r"liich is of great importance to mathemati:ians. This serles 1s

lrrro!!r) a5 the ordinary hgpergeometric series and may be regardecl
ils a generalisation of the geometric series

I*n
L-

[i

.n
of the Poclthanmer slTnbol (a,r) defined by the relat

.1

.2)

qr . r .5)

l.l.l

positive, negative or zero, the series

sl-l (a,n) (b,n) -.n

(r. I .6)
L- (c-n)
n=U' ' ni
'l'lris series may be regarded as a representation of the Gauss
lnlpr:rgeornetrt-c function which we denote by the symbol
(a,b;c;x)

15

The Convergence of tlte series

From

2F1

the series representation (1.1.6), the general term of the

series is given by
(a,n) (b.n) n
(r.1. r.1)
', =
'

Gaussian

G;;J--;-x

t-he

ratio of succesive terms is

(a+lr) (h+rr

'n*r/u,,=fri;6;;* '
)

(l'l'1'2)

from which it follows frour d'Alcnrber-trs rutio tost (llr,onrn, iclr[lg3l

59).lhat the series convcrgcs for ull x, rcal or cornplcx,
such that l*l "t and divcrgcs if l*i ,t. lllrc1 x.= l, (1.1.6)
converges absolutely if !.e(c-a-l)) , O ant.l cl ivclr-g,cs if ttc(c."lr-l;)
is less than or equal to zero. At otitcr points on thc cj.rcle
of convergence i *l = 1, more delicate test-s are necessary to
discuss the convergence of the series in questiorr. See Slater
(196b) page 5.
page

1.1-2 Confluent Forms of the Gauss Function

If we replace x by x/b in Gauss's hlpergeome-rriic series, a power

series in x wirose radius of convergence is lUl is obtaineci; and
if rve let b + -, taking into account that
,.- (b,n) = ,
(1.1.2.1)
we

,F,

Function

ions

(1.1.4)
l rltl

Gauss Hypergeometric

series representation (1.1.6) is not defined if c, the denominator parameter , is a non-positive integer, as then the numerical value of.the series beiomes infinite, unless one of the
numerator parameters a or b is also a negative integer, such that
-c < -8, say. In general, if either of the numerator parameters
is a negative integer, tlre series terminates.

systerBtically
(1.1.

wlrcrcr r is an integer,
( I .1 .1) may be written

.1

and so,

ln his thesis presented at Gdttingen in

rliscussed the series
(iar.rss

Ir) 1erms

Sec. I

(1.1.7)

lrr tlrc hypergeometric series, tlle three elcmettts a,b arrd c are
rtCscr-ibed as the pararneters and the element x.is called the vari;rlrlr: of the series. A11 four oi these quantities may be any numbr,tr;, rcal or complex. There is one exception, namely that the

;;'-

obtain the scries

bn

r /^....\
(a;c,*l

tFr

i 1a,nlxn
_!^
'
n=U G;Fi

(r.t.2.2)

which possesses only one numerator parameter. This is known as

the confluent hypergeometric.function. This is because the process
of taking the limit b + - results in the coalescence of the singularities at x=1 and x= - of the function 2F1 (a,b;c;x); see Section

I.1.3.

function defined by (1.1.2.2) was first discussed in detail

by Kummer (1836), and it is often narned after him. If we repeat
the same iimiting process, we obtain the result
The

F[nctions of One or More Variables

l6

i^
onr{-';c;x) =n=u
Kummer

himself

ga're r

1;$-

lch. I

Sec.1.1.31

functi.on B(c.+n,c-a) providtrrl tlrrrt I lrt' t'cal parts of a and c-a

are positive. It foliows imntt'rl irrtt'ly llr;tt

(1'1'2'3)

the.interesting realtion

(I'1'2'4)
.^oFl (;a+l/2;x'/4),
tFI(";2a;2x) =
which is someti.mes referred to as Kummer:'s second theorem.
The functions 2F1, .F, and gF1 and many other.functions of hypergeometric f,or*'p6ss6si r"ry"*ipy applications in mathematics and
tathemat1cal physlcs, and the reader is referred to such texts as
Erd6lyi et a1. (1955) and the autholrs.wo1.k (1976), forexample.
l. 1.3 The Hypergeometric Differential Equation

The formula

(c,p)

(a+p,$+p;c+p;x)

(r.1.3.1)

"F1

established froin (1.I.6) by direct differentiation, which

is readily justified when ]*l 'r' By direct substitution' or
otherwise, it toflows that the tunction 2F1(a,b;c;x) is a part-.
icuiar iniegral of the hypergeometric differential equation.
(1'1'3'2)
x(l-x)y" + [c-(a+b+1)x]y - aby = g'
This equation possesses three singularities, all regular' at the
points'x=0,1 artd -, relative to whlch we have the followlng exptn".,tr: (O,f-c), (O,c-a-b) and (a,b), respectively' This differential equation may be integrated completely by using themethod
of Fr0benius as is well-known; see Whittaker and Watson (1952)'

may be

Chapter

1O.

A much more meaningful approach to the dlscussion of the complete

solution of (1.1.3'2), for non-exceptional values of the pararneters, is through lhe medium of the Euler integral forrnula for
the function 2F1. Consider. the integral
-"L dt . (I.i . 3. 3)
a-]t ., = Irl t'-'(I-t)"-o-'(I-xt1

o
_h
factor (1-xt) " in.the integrand ot
the
<1,
may'expand
rve
If ixl
(1.i.i.3) and integrate term-by-term, when we find that

ru.nl n ,1 .a+n-lit_r;c-a-i dt.

-t = X
t - "r x Jo '
n=O

Theinnerintegralof(I.1.3.4)maybeexpressedasthebeta

(1

,I)

(a, p) (b,pJ

t1

I{ypergcontctrlc l)lll'crerttitl Equation

This integral suggests that a triul soltttion of the hypergeometric

differentiai equation is of thc fornr
b-c- --c-a-I.-b" du.
(1.1.3.6)
z /;?h,"--(u-t)'-"-'(u-x)
Diiect substitution into (i.1.3.2) shows that (1.1.3.6) is indeed
a solution, pr:ovided that the path of intcgration 1s either a
simple contour joini.ng any two of the singularities of the integrand, or a contour closed on the Riemann surface .of the j-ntegran{
see Erd6lyi (195O) for example.

In the first case, we see that g and h must be any two of the
quantitles. O, 1, x or - , and this gives the following sir
possibilities:
t@ "
/x-. z. = ? . ,4 = ,Y
'l
,) - /ivau,
z, = /lvau,
Jvdrr,
Jrtar, z, = Jovdrr
I (r-*) -b.
and ,.6 = ,x
fl.vdrr, where v = ,b-ttu-];c-a
Each of the integrals z1 to 26 may be reduced to the form {1 . 1. 3.5)
by mearrs of the transfoimatiois of the variable of integiation:
rt=l/v, u=xv,u=1-1/v, u=tr-v(1-x), u=v and u=x/v respectively, so
that we may write
h
I
z, = x "rFr(b,b+1-c;b+i.a;l/x), ,2 = *' -.'2t1(b+1-c'a+I-c;2-c;x),

-c-a-b - l-x) , zo= ,Fr(a,b;a+b-c;1-x),

z, = (l-*)"-o-'2F1(c-a,c-b;c+1-a-b;
,s = 2F r(a,b;c;x) and ,6 = *-^ 2Fl (a,a+1 -c;a+1-b;1/x)
Furthermore, the integral (I.1.5.6) is unchanged in form by means
of the substitutions u=1-v, u=v,/(1-x-xv) and ,=1r-v)/(1-xv), and
we have the Euler transformations
,F

(1.r.3.4)

'L3.s)

provided that Re(c), Re(c-a) r 0, 'l'lrr tllrtrve exprsssion is knorn

as tj"re Euler: integral for tlte ltypt,r'llrttlttr't ric function and was
first given by Euler in hi s wolli' lrtl,tvrlrt,ttio. in Analysis rnfi-rLitorum publi-shed in Lausanne in tltc yunr 1748

[x-1])
r(a,b;c;x) = (r-x)-arrr(a,c-b;c;x/
-"rF,
(c-a,b;c;x/
= if -x)
[x-1])
(I-x) t-u-orrr.

(c -a, c-b ; c ;x),

(1.r.3.7)

Function-" of One or More

18

Variables

[Ch' I

from which we may obtain the twenty-four well-known s-olutions of

the hypergeometric differential equation first given by Kummer (1836).
I .1.4 Special Cases

A iarge nunber of che functions of .mathematical physics may be

written in terms of the Gauss hypergeometric function and its
confluent forms. A few examples of such casbs are gj-ven in the
list which follows; for further information, the reader should
consu.lt such works as Erd6)'yi et a1. (1955), for instance'

Sec.

t.2l

Generalised Hypergeometric Function

the associated Laguerre polynomial

1Fr(-n;m+t;><)
the Toront6 function
,F,

the incomplete

gamma

parge

roo,

,Fr(-n,a+n;c;x)

't(*),

zFi

The exponential function

(n+1/2

see Abramowitz

(r;2 ;2x)

.*p(*2 /a) e Io) (*r

x-l'e"x slnh x;

et aL (I965) page 509

b1'

{rt*) = (x/z)ponr(-;p*1 ;-*2 /q/r(p*1),,i3i1rir"i.ll Iln",

izl+l;2x) = nlexlzTxlnt (x) , l''lacRobert (1962) page

A natural generalisation of the Gauss hypergeometric function js

to increase the number of numerator and denominator per:lrrets:s.
The generalised hypergeometric function is then obtained and its
serjes representation is given bY

The generalised function 6F5

is a special solution of the diff-

erential equation

Sneddon (1966) page 46,

1*

the Bessel function

,F,

' = -2-L/2
r(-V/2;t/2;x'/2)

="ioffiffi

SPeciaI Cases of the Function ., F,

= ex,
,F,(a;a;x)
t-r

tF

(r.2. r)
(c) ;x]
,
oF.[(a) ;
where the syrnbol (a) Cenotes the sequence of parameters a1,.,3A.,
etc., a notation first adopted bv SIater, see Slater (1966) page
41, for example

lacRobert (1962)
tGL/2,t/2;1;k2) = E(k),
page 774.
f

zF

.T/_
_ ..r
T(m,n,x.1,

I.2 TI{E GENERALISED HYPERGEOMETRIC FUNCTION

Appell and Kamp6 de F6riet

{1926) page 11

and the cornplete elli-ptical integrals

(1 /2,r/2; r;k2) = K(k)

and

'l

function

Ire also note ihat the Bessel function is giuen

-U

F:

?n

2
/ (n,.\*n/
(-n; t+p-n;x) =C.p;,n1 ontp,xJ,
,F,
the parabol ic cylinder function

1F,

Sneddon (1966) Page 101,

the Jacobi polynomial

n!x"'-"
/2;7+n;x-) _ '[iJZ.Tl,

and the hyperbolic function

.m/2.

-n '
nf ix),
= l(l-m) 2-n'7*t-t1'l'
Slater (f966) Page IB,

the rchebcheff poi":l::i-X.

r-, , Sneddon (1966)
- (x)
(-n,n; r/2;+) _
= T,.,
zFt
the Gegenbauer. PolYnomia I
rlf(2p) .p.*.
=
n-t^.r.n+lp
zFt(n+2p,-n;p+) 1rt|)

the Charlier polynomial

page 312,

lF1(-m-n,l-m+n;

(m/2+i

sneddon (1e66) page 166,

-a*](a,x),
lFr(a;a+I;-x) = a x

The binomial funciion

(a,b;b;x) = (1-x) -n , Slater (1966) page 17,
2F,
the Legendre PolYnomial
_P
r (xl, whittaker and watson (i952)
(n*I,_n;r;_Z_)
. -n' f ,i:?!) =
n\^)
2Fl

I-*;*)I -r

- Hi:) I llfx),
.

Snecial Cases of the Function .F,

thc associated Legendrc polynomial

19

547 ,

fur*

Near

d
-d
3i.,-,,.. r*j;*.. -t)-x(xl;* at).. (*;i*

ao)Jy = o. (1.2.2)

the origin, equation (L.?.2) possesses C convergent series

lch.

Functions of One or More Variables

t()
so I rrt i

(cont inued)

ons of thc form

1

I-r*,
AFc[i."i_.;:l.l;_i;:

*1-.p

,*,"1..;_.;,,_.,1.] o

, f3)

for p=1 ,2,.,C. It will be seen that the expression l+cp-cp is

omitted from the sequence of denomiantor parameters of'(1'.2.3).
The order of the function gF6 i.s the order of the corresponding
clifferential equation (1.2.2i, and it is the greater of the two
numbers A and C+1.

As in the case of the series 2F1, the convergence of AFC(x) may

be investigated by means of the drAlembert ratio test, and we
have the following general results:
(1) If A 1 C, the series convdrges for all finite values of
its argument, real or comPlex
(ii) 1; 6 = C+1, the series converges for lx! . t fo, all values
of its parameters, and also if x = 1 artd x = -1 Provided

where jaig xl < r, whgn p 2- q+1, and the ar and c= are such that
the integrals are convergent

aIso showed that the above definition is equivalent to

(i)
r(a,)..r(a^)
.,up;"r,.,cqi -l/x), (1 .2.2.2)
E(p;ar:q;cs;-l = *ffi;
pFq(ur

L{acRobert

when p 5 q+1; x I O if p . q and lxl > 1 if

and

E(piar
p
f

r=1

CA

J-T

.l J_L
.I.

f c.J -:-rI r.) ,

:-r

(iii)

J-L

)-t

IT'L [a -a )f(a )xar

TS I-

q*l

II -fc -a

(_1)p-q

-1,

(1.2.2.3)

L-l

respect ivel

)-

Zero and negative integer values of cr, ,"q o, *I,.,rp u."

tacitly excluded in (1 . 2 .2.2) and (1 .2.2.3) respectively.

If A > C+l, the series only converges in the trivial case

. when x = O and is only a formal representation of the
generalised hypergeometric function ccncerneJ. ff one or
more of the numerator parameters i-s a negative integer,
then the series terminates and the question of convergence does not arise

l.2.2The E, G and H Functicns

An interpretation of the symbol .rFo when p > q+1 has also been
given by I'leijer (1946) which accbrds completely with the one
given br- lr{acRobdrt I s E-function. This is given by
uI , . ,.r'n rx
p,q'
b....b'J
L' q

2n iGm

mn.
il I(b;-s) II r( 1-a.+s)
)
'i- i=1 '
,=t

S,
xds-

In an attempt to give. *"unirg to the symbol rFo when p > Qtl,

!,'lacRobert (1962) page 352 defined the E-functibn'by means of the
multiple integral
r (c1 -a ) t (.2
I

-udj_I k,-

--------,q;l=

r-

,,c*-a*-t 11+y
,n=l'o'*"'
no

.1-cm

E(piar:q;cr;x)

dy .o-fi-'i]
ni-2'o

s-yq*n v1l]"-1
'Q+n

(continued)

(r .2 .2 .4)

-io

(l-b.+s) r l(:r-s)
j =no i
=m*1

See Section

"q)

I
*_]

J-

CA

Re(

P=Q+.1 ,

(ii)
p

Rei-.".I c. - I a.) > o

and

(t.2.2.t)
"-Y.,

rq

1.2.1 Convergence

tha

2l

E,CandHFunctions

Sec. 1.2.21

5.2.1 for

a more

detailed description of this function.

of functjon is the H-function of Fox (1961)

This is defined in a manner similar to the G-function, that is
A more gene;'al class

ay
-Q+n

LLp,qt"l(b.Br),-.,(oq,uo),J =
2riiHm,"[_ll:,,1,],.,::r,:r]l
LttL

(1

.2.2.I)

(1

.2.2.s)

(continued)

'22
(

lch.

Functions of One or More Variables

cont i nrrcd )
n

nt

.,(
-)

I :-l

l'(b.-B.s')
-l

l(I-a.+A.s)
' I l'
j=1
II

p
C:
.. ;t f(1_6.+B.s)11
t-(a._A.s)
j=nr+l' , , j=n*, 'J J

whcrc an cmpty product is interpreted as unity, O a m 1 p,

0 5 n < g,
'))the A. and B- are all real and positive and the poles
o{: the iltegrand of (1.2.2.5) are simple. The path of integration
(l is a suitable contour of Barnes type which runs from -i* to i-,
indented if necessary such that all the poles of f(b.-Uj.),
j=1,..,m are to the right, and those of f(1-a *or=r, j=1,..,n
to the left of the contour C. The integral (1.2.2.5) converges if
TT.
Iarg xl'1..; D, where

np

mq
A.+ I B.- I B- .> O.
j=1 .l j=n+t I j=t J 1=p+t J

= L A.-

Hypergeornetric Functions .of Two

Sec. I

.3

the

Lommel

Variables

23

.polynomial

2'
2,-ff'/2;n,-m,l-n-m;-x-)
I^F-(l/2-n/
3'
Drdelyi et
and the Struvb functiolt
2,.(1 :3/2+p,3/2t-x-/4) = /"/2
rF2
Erd6lyi et

(x/2)m
(x),
= j:*
(,i,rn] Rfl,D'"

al. (195J) \'ol. II

page 35,

r:n

(2/x) ''P tt-.1x; ,

-p
al. (1953) VoI. II page 38.

I.3 HYPERGEOMETRIC FLINCTIONS OF T\t'O VARIABLES

In addition to increasing the number of pararieters, hypergeometric. functions may be generalised along the lines of increasing
the number of variables. Appe11 (i8BO) was the first author to
treat hypergeometric functions of two variables on a systematic
basis, and he defined'the four f,unctions which fo1]orv:

),

(1.3.1)

1.2.3 Special Cases

(a,m-ll(b,rn)(b',n) -m..n
-G;EJGr,;tm'.nl
" )
m, n=0
r

A short I ist of special cases of the general ised hypergeometric

function of one variable is

L-

now given

(q,.1 {a',nJ (b,m

'l'hc Bateman polynomials

(c,m+n) mln!

m,n=O

.Fr(-n,n+1 ,l/2+x/2;1,1;1) = Fr.,(x),

and

,Fr(-n,n+1;1,1;x) = Z,r(x)
2;22) =
,F^(-n;u+1 ,v+t+uf

Bateman (1933),
Fo

+t##ilrf#@ ,-uJ'''(r),
Bateman (1936),

the Rice polynomials

(a, b;c

c' ; x,

y)

(a

1'6 .

p+n)

The new functions are all.generalisations

Appe11 derived them by consldering, first

uct of two

-^y

mn
m+nl
I
^Cff:fi;;fr-a'y'
m,n=u.

.m..,,

" t '

(t
? )r
rr'J'-'
I I

\t

(1.3.4)

of the Gauss function.

of all the simple prod-

Gauss functions

Rice (1939),

1,p;vJ = Hr",(k,p,v),
aFr(-n,n+1,k;
the Fasenmeyer polyncmials
p*2Fq*2(-n,n+,,a',',ap; 7/2,1,b1,',bo;x)

;ri:i_:;llt,lrorr,

r(t

/ 2+n/ 2+m/ 2,L+n/ 2+m/

;l+n,1+m,

1+n+m ;

=f (n+1) I (m+t)

(z /

-x2)

*)n*^

Jr, (x)

J,r(x),

Erd6lyi et al. (1953) Vo1. II page 11,

-tr

(i.3.s)

and replacing, in turn, each pair of products (4,m) (a' ,n), tor
example, by the composite procuct (a,m+n), whbre both indices
of summation m and n are involr"ed.

In addition to r:he functions F.5., FZ, F, and FO 8lven above, it

would appear that we may also have the double series

the product of two Bessel functions

,F

,Fr(a,b;c;x)rFr(a',F'ic';y) = m, In=O^

iL ir,rn-n) (b,m+n) -m..n

rc.m*nl mlnl^ /
m,n=u--

(i.5.6)

Functioris of One or More Variables

24

[ch.

Convergence

A straigl-rtforward application of the binomial theorem, however,

reduces (1.3.6) to the function 2F
I(^,b;c;x+y); see Exton (I976)

page 24.

ano

I' ^_(a,m)
m,n=u

(ar,n) (b,n-m) ib',m-n)nm..n

(r.3.1.1)
mlnl

mn
rZ (a,2m+n) (b,n) xy
r^ -n 7;'-;;
k
(d,n)m!nl
_
_t_^(.,nr)
lllr lt-u

(1.3.r.2)

of all these functjons is given in Erd6lyi et al. (19Sj)

Vol. I pagc )24.

.i;A;J,[:] ;:;!' i*,*)

de F6riet (1926) Chapter 9.

li{a.
-,

t-

,
]

m+nJ Ii (0.
,m)
'l
j=1
l
D

Ii (c .

j=L

,m+n)

j=1

1I

(bl,n)xmyn
-l

(dj,*) l (dl ,n)mlnl

j I

The notation used on the left of (L.3.2.1) due

Chaundy (1941), is mo:re compact than that used

de Fdriet

(1.3.2.1)
to Burichanll end
orj-ginally by

(r.3.2.s)

at greater length in Appel1 et

Kanip6

As described in AppelI et Kamp6 de F6riet (1926) page 396, Horn

gave for the first time the general definition of hypergeometric
functions of twc variables in which he stated that the double
power ser i cs

E(x,v)
where the

=*,1=6A*".,**rt,

(1-3.3.1)

coefficients satisfy the conditions

Am+l,n

It is possible to genelalise the AppeII frrnctions F, to FO so as

to obtain the double hl.pergeometric function of higher order by
increasing the. number of paianeters in a manner similar to the
generalisation of the single hypergeometric function .in Section
1.2. This function was first defined and studied by Xamp6 de
Friet (1921) and is iramed after him; it has the following series
representatron:
D
AB

fi,t

P
_

or,n*,

(m, n)

Q[m'n]

,
and
ff=S*,,,
ffi,D
,

RG;'

(r.3.3.2)

is of hypergeometric type; P,Q,R and S denote polynomials in the

indices of -summation m and n of degree p,q,r and s.respectively.
Apart from the compatibility reiation
P(m,n+l)Q(m,n) _ Q(n+1,1)P(m,n)
R(m,n+l)S(m,n) S(n+l,niR(rn,n)
P,Q,R and. S may be chosen arbitrarily.

(1.3,3.5)

In order to investigate the region of convergence of (1.3.3.1),

Horn puts

Pfem.en)

0[m.n) = Lim
e.* R(em,en)

anrl

Y(m.n) =

tls $f:ft:+, (r.s.s.4)

it is clear that O(m,n) is inflnite if p > r, identically

zero if p < r, and is a rdtional function of m and n if p = 1.
Let g = lxl ana n= lyl , and denote by D the rectangle in the
positive quadrant of the plane O{n bounded by the coordinate axes
and the straight lines parallel to the coordinate axes
when

The AppelI functions

funct i on as fo]

Q.3.2-4)

1.J.3 Convergence

3.2 The Kampe de F6riet Function

Kampd

r[!l]:rr,

..,(a),b-Lr;.,
A*I'-ct (c)
;^)'

These functions are di-scussed

A list
l

(t.3.2.3)

[l] ;,.,rt ,

and

0ther hypergeomctric functions of two r,eriablcs wcre investigated

by Horn in a long series of papers ex,t-ending over the fifty year
period 1BB9 to 1939. Here all the double h)'pergeonretric functions
of the second .order and of two independent variables were systematically studied. In this workr as well as products of the type
(a,m+n), we also encounter the types (a,m-m) , (a,2m+n) and (a,2nln) .
Typical examples of the functions listed are

Ho(a,b;c,d;x,y)

-O:B;B',-:(b);(b');
(_
';;;;;, ; i;j i ii, j i.,rr = uor([3]ix)s,rrp,

1.3.1 The Horn Fuuctions

Grla,a ' ,b,b';x,y)

RFc

25

I ows

are special cases of the

Karnp6

de F6riet

e = !/
Also certain Kamp6 de F6ri-et- func-tions are immediately reducible
to generalised hypergeometric functions of one variabJ.e, such as

We

lo1t,oll

and

n = rl lv6o,t;

(r .3.3. s)

also take C to be the curve whose parametric equations are

Ilunctions of One or More Variables

26

6 = 1/o(m,n)

arid n = 1/Y(m,n)

[ch.

(1.3.3.6)

In so far as the convergencc of (1.3.3.1).is concerned, it now

remains to consider the follornring five possibilities:
(i) If p > r and q > s, the region of convergence consists
only of the origin.
(ii) If p < r and q I s, the region of convcrgence consists
of the tvhole positive quadrant.
(iii) If p < r and q = s, the region of convergence consists
of, the strip between the axis Ox and the straight line
n = t/l'Yfo,tl l.
(iv) If P = r and q < s, the region of convergence consists of
the strip between tlle axis Oy and thc straight line
= 1/ lo1r,o1 l.
(v) If P = r atrd q = s, (1 3.3'1) converges ln that regionof
the plane 06n common to D and C and which contains the
origin 0. This last case is the most interesting in that
,
it deals with the complete (non-confluerit) double hypergeometric functions.

outlined above is now applied to the Kamp6 de

Fdriet function. For this, with reference to the deflnition
(1.3.2.1), suppose, foi: convenience, that B'=B and D'=D. It is
evident that if A+B < C+D+l, then p < r and q < s, and so the
series converges for all finite tralues of the variables x and y'
If A+B. > C+D+l, then p > r and q > s and the region of convergence reduces to the origin only in the Oxy p1ane.

The general theory

The

or

greatest interest attaches to those functlons where

p=q=r=s,

A+B=C+D+1, and then

A_CmB .D_ I and Y(m,l'i =

. A_C B-Do(m,n) = [m+n)
lm+n] n

Three different possibilities now arise:

(i) A=C, giving 0(m,n) = Y(m;n).=.1, and the region of
convergence is lxl < 1 and lyl . t.
(ii) A-C= -k. O, when Q(m,n) = *k7 1**n;k and v(m,n)=r,k/(*n)k,
and the Cartesian equation of C is E-L/k+t)-l/k = 1.Thus C
iies entirely outside of D, so that the series again
converges for lxl ' I and IYI ' t
(ii-i) FinailY, A-C = k > 0, when o(n,n) = (m+n)k *-k ,nd
Y(m,n) = 1m+n)k n -k, ,rrd the region of convergence is now

l-

that l*'/ul * lyllkl . r.

1.3.4 Special Cases

Although hypergeometric functions of two variables occur in a

number of applicatlons, the situations where they have been presented in terms of functions with indjvjdual notation occur comnaratively rarely. We now girre a few cases
The Appeli polynomials,

a-c-c I F- (a,c,c t
;x,y)
F^(c+c'
-a-m-n,c+m,c r +n; c,c' ;x,y) = (t -x-y)
flrfl'- '
2'
and

Fr(a.+r+n,-fl,-Dic,ct ix,y) = E*,n(a,c,c' ;x,Y),

Appei

I et

Kamp6

de Friet (1926)
Chapt-er 6,

integral of the second kind,

the lncomplete elliptical

= Cosec0 F(OIk)
Carlson (1961) ,
and the random flight prcbability function in two dimenslorrs,
F

2, | / 2,1
LO /

o(

| -o /

4,1

/2;3/

2;

-3p/ a ;p/

r (p / 2) t (3 /

=ir2O,k2rin20

2,p/
2-p

rlt

Dr

12,ult

12 :

Gp / a -1) 2.(t

'(arar) ' v''t(2-p/:)

r"n-2_

-^l
riarson (r944) page 4zr.

I.4 MULTIPLE HYPERGEOMETRIC FI.JNCTIONS

of generalising the Gauss function and its confluent

forms by both increasi-ng the number of parameters and also increasing the number of variables may be car:ried on to any desired
extent. To this end, Srivastava and Daoust (1969) have given the
multiple series -t2(t,'t,arin)'
o(n)
Br
n
A
'J

The process

from which, as before; D i"s the unit square with one corner
coinciding with the origin and with two sides lying along the
positive coordinate axes.

such

21

Special Cases

Sec. L3.41

n r.tofn)*r-of')1xlt..xmn
i ,1".* *.u!t)t i rlb(1)*r,or(i)r
'I
nl
r'l ' .j=t
.-,-'-j .,-r-"i-t ' j=r' j

Dt

i ,r..* , *.q,!i)r i

j=*r''-ji]r"'i'j'j=,

..
rtd!1)**,0!l)f
-1-j

n(n)

!..m.n !
n r[d(n)**-o.(')]m.
nl't
j=r'J

(1 .4. 1)
Here and in what follows, it is taken that all indices of summation run from zero to infinity unless otherwise indicated. This
extremely general nultiple hypergeornetric series is denoted by
either of the two symbols which follow:

Functiorts of One or More Vari ables

28

,S

A:Br;.

'

C:D';..

A:Bl;..'B(n) ll1ul
-c

C:Di;..;O(n)

[I
The

r.l

,,r,' ,

1.4.t The lauricella Functions

,r(')i*

far the most important hypergeometric functions of several

variables are the Lauricella functions:

l'^l

D'

I
I rfa.l
)' j-r
_ t-r

D'

i=f

i=t

ffbl]..
J

II r(c.) r r(dl).
r

-l
I

"1,

.otn.) 1:

tjn) rr,b1, . ,bnic1,. ,c" :xr,.,x,..,)

_,
- t

(n)

{armr)

. . (arr,mr1)

the 0 ts,0ts,r.!rs and 6's arc l.ositive constants OT ZETO.

It is clear that, if these positive constsnts are all taken to
equal unity , then, for exampre, rl.+:
u:1;';l:1 corresponds to the
-{nl see (1.4.1.1) below.
Lauri,cel la function F^'"',
A

l) is certainly a useful generalisation, it seems that

for .some pu rposes, multiple hypergeometric functions which are of
a less gene ral nature are of more immediate value. To this end,
we conslder the generalised Kamp6 de F6riet function first given
and defined as
by Karlsson f19731
'
Wh1le (1 .4.

.^,sku):(br);';(bn);*
' C:D l_(c) : (d,) ;. ; (dr,) ;"I'' "'i:

(br) ,mr) . . ( (b,-,) ,m,.,)xT1 . . xln

(1 .4 .2)
((c),mt*.*mrr) ((dr),mr) . . ((dr,) ,mn)mr l .. ml
n
A more ge ne ral form of this function is somctimes emplo ycd
+m,.,) (

I-A:Br;.
C:D';.

-L

nr!..m

i)

(1.4.1.2)

,*,,. . ,,."
,,, : (b'); .
l'][
(')[r.l:
',t::]]
"J
(d("');
(d');..;
;D

((b'),*t) .. ((u(")),mn)xft.'x mn n

(a,rnl+.+mr.,)

(c,m,

(br,rl)

**tt
I
m-1..m
ln

. . (br.,,mr.,)*lr.

+ . +mr.r)

((c),m1*.*mr.,) ((d'),mr) . . ((a(n)),m,,)m1 1,,m,,!

(r .4 .1 .4)

four functions were first defined and studied by Lauricella

[i893).If n, the number of variables, is made equal to two, these
four functions reduce to the Appelt functions F2,Fj,FO and F,
respectively: and jf n=1, all four functions become the Causs
function ,F,.
By means of approPriate Iimiting processes, a large number of
possible confLuent forrns of the Lauricella functions arise. The
most important of these are
(b'mr) . . (b,.,,mn) xTr. .xln
, (1 .4. 1 .5)
oj") rur, .,br.,;c;xr, .,xn) =l (c,mr+.tmrr)
!
m-!..m
-tn
m-m n
x.l..x
(b,nr+. +mr.r)
ln
(1 .4. 1 .6)
vj") ruic1, .,cn;xl,.,xn) =I (cr,mr) . ..(crr,mn)m1 ! . .mn I

These

and o[") t.,u 1,.,bn_I,-;c;xl,.,*r,)

(r.4,3)

(i.4.1.3)

rfn) tu,br, .,bn;c;xr, .,xn)

and

=i

rn-!..m
IN

;B

( (a ),{..+mr.,)

(1.4.1,

(br,ryr) . . (brr,mr){1' .*ln

=I (.,,*.,1 . . . (c,.,,mr,)

where

(a) ,mr+.

-*ll

!..m,

A,B';.;B(') iir"l,0','.,e (n) I : i1u' ) : e' I ; . ; [ (b(n),' *(n) 1'

*r' ' '*nlI
'.
'r(n)
C:D'
[(c) :,1,,,.,U(')]' [(d') ::'] ;. ; [(d(n)),0.(n)r'

m,

(c,mr+.+mr_r)

ri Ird!nl)
'

j=l

:j,(u,r::,.,]*T1.

(c.mr).. (cn,mn)

(nl (ar,
-ri"'
.,a,.,,b1, .,bn1c;xr,,,xrr.)

i r ru!') l

(u,"r...*,,)jurTr)

(n)

i-l
t-\

and their Confluent Forms

By

,t(")1, [(d'):6r] ;.; l.(a("))

alternative notat ion is

:-r
)-!

29

[,auricella Functions

Sec. I .4.1 I

;B(n)l-*,.l

,r',. ,s(n)1, [(b'):$'] ;.;[(u(")) 'q("),.

xr"'x

vE

lch.

See Exton (1976) Chapter 2.

m_

(a,ml+.+mr.,) (b,,mr) . . (br_r,mn_r)xil. .xnn

(c,mr+

+mrr)

m,!..m
_tn

[1.4.1.7)

Functions of One or More Variables

30

[(]lr.

1.4.31

Partial Differential

of a straightforward generalisation of Hornrs general

theory of convergence as outli.ned in Section 1.3'3, the series
representations of the Lauricella tunctions are found to be convergent with.n the following regi-ons:
By means

l*rl*.*lxr.,l .

rl")

1,

,.B(n)

'l*1l,.,lxrl . t,

r[")

l/*rl*.*l/x,,1 . I
[*rl,.,lx,.,l . r.

n [c,-(a+b.+r)*.]{.- o,,a=,
irkk
'J '
J ' l'd*j

^o^,

1,.,1*n_rl< i,

fcr the rr,.,.'-to.

r[;),

(I.4.3.1)

(r.4.3.2)

(I-x )+
'
'ax.I

'fhese four systems are particularly ifirportant in that thel enable these four functions to be defined for a1I possible values
of the independent variables x1,..,xn, real or complex. The need
for a means of carrying cut such a complete definition of the four
functi-ons in question is the prime motivation of the investigation
into the general integration of the four systems. This also has
an important bearing upon the application of the Lauricella functions. In fact, the above remarks may be applied to all hlpergeometric fuactions of one or more varlables, but we confine
ourselves to the Lauricella functions hcre.

of partial differential equations are:

.iil{h
k=l

kt)
(cont inued)

(1.4.3.1)

i "r
r=i

x.

, lc i-(a+b+I).,1:= - (a+b*l
' -.'j
'

have seen in Section 1.1.3 that the Gauss h1'pergeometric.function of one variable satisfies a certain differential equation.
Lauricella functions of several varIn a similar way, the four:.l.4.1
arc particular solutjons oi ceriables defined in Section
tain systems of partial differential equations. There are four of
these systems, one associated witn each of.the four functions
r(n), .(n), .[") and FSn) respectiyery.

o,

v rrt-xi)
. .,3F2 *. iI.*la*
Fi ' , *i(
for the function -(rr)
" a2ra,
K=I
K
dX.
klj

and

We

*:(,-.j)#

ab.F =

ktj

1.4.3 Systems of Partial Differential Equations

for the function ,1"),

+ .[c-(a.+b.+I]*.fS- - a.b.F = 0.
J,a*j
) )
I :

case of o["), *" have convergence r+lrerr l*1

xn may assune any finite va1ue.

t,

3I

The series representations of the functions 6j") u,',6 n1")

converge for a1l finite values of their var:iables, and in the

These systems

Systems

(cont inued)

1.4.2 Convergence

and .S")

Sec.

anJ for the functio, aS'),

I ^r )- 1.:1) x,lKdxi,
N_

kti

n
r

^2dF

"s3x
s=L r 3x s
sl-i when r=j
YIY

abF

L.

-0

(1.4.3.3)

n d^2-r
2r- *
\ f -.
x.[1-x'1d
I )
6t-*.
-rL
Koxr.oX.
1
1^z
I
r ^,:-----^
dx.
)

n^_
its
b.)x.i:-ab.F=0.
kax)
K
. k=l

N-a

klj
(t

.4

.3.4)

ktj

In the above four systems, j = 1,.,n.

It has been shown by Lauricella (1893), that the general integrals
of the systems satisfied by the functions FIn), F(") ana r[n)
depend linearly upon 2n arbitrary constants, whi-1e that satisfied
by p(n) depends Iinearly upon only (n+1) arbitrary constants.For
discilssions of these part ial differential systems in more detail,
the reader is referred to Lauricella (1893), Appe1l et Kamp de
F6riet (1926) page 117,Erd61yi (195O) and Exton (1976) Chapter 5.
rest of this book is devoted to a study of various types of integrals
of hypergeometric functions. These integrals are of importance because
of the fact that a.1arge number of special functions of applied mathematics are of hypergeometric form, and integrals which involve special
functions are of frequent occurrence in such fields as mathenatical
physics and statistics. A few examples are given in Chapter 7.

The

Gauss Function and its Confluent Forms

Sec.2.1.ll

33

Chapter 2

I
Hence, /*u -' (, -*) b- 2F1 ("id: r*k) d*

Integrals of Euler Typ"

. [t'd'afk'(a+1)/k''''(a+k-1)/k
= I'(a)r(b)
iG;E - z*k'i*kL f , (a+b)/k, (a+b+1)/1 ,.. , (a+b *t-r)/k;sl
where

2.I GENERAL EULER INTEGRAIS

Euler integrals constitute an jmportant class of finite i-ntegrals

and the general integral of this type may be rvritten in the form
1
c-]
* - (1-u) h-" f (.r) dx.
(2.1 . 1)
I

lx
0

If the function f(x) in the integrand i s capable of expansion in

a power series such as
f

(xl = I'^ . n- '

n-{i "'

(2.r.2)

then, provided that .the radius of conver-gence of (2.1.2) is not

greater than unity, we have
161
-1
, = F c^ jx
? arn-I,, .b-l dx. (2.1.3)
^,, dx
jx a.I-,rl-x).b-I l(xJ
rl-x)
l.
n0"0
o
The inner integral on the right of (2.1.3) ma1, be evaluated as a
beta function [Erd1yi et a1. (1953) Vo1. I page sl
B(a+n,b),

(.2 .

t .4)

provided that Re(a) and Re(b) are both positive.

The Beta

function (2;l.A) may be written

I(a+n)r(b) -_ r(a)l(b)
I

as

(a,n)

fG;D-'G;6,,I'

rG;b+,)

so that

;l

.-

/a
r r\
(-'1'J'

* (a

nlc
='l?]i*i,,lofffi.

e.1.6)
This general result may easily be extended to cover nultiple
series representations of f(x), and has very many spbcial cases
involving special functions,

i*'-',,-*1b-rr1*1

2.1.1 The Gauss Function and

ib ConIluent Foms

If f(x) is of the form of a

r(x) = rF,(c,d;r;s*kl

Gauss

k is a positive integer and Re{a) and

=,i.ft*#P(=*k)n.

(2.1.r.i)

r)

| .2)

This result may be expressed in closed form when the hypergeometric

function on the right is summable. If r^,e put c=f, the Gauss function takes the form of a binomial function giving the result
1

/*'-' (t-*)b-1 1t-sxk;-d d*

Re(a), Re(b) > O.

{2.r.r.3)
If,furthbr, rr'e put k=1,.we obtain the xe11-known Euler in tegra I
formula for th'e Gauss function, .see (1 . I . 3 . 5) ,
1r..r-f
f(a)f(b) c,d,3t.l
, = -ff;+bJ'-2Fi[s15.sJ,
-,b-1,.(i-sx.).-d dx
{2.t.1.4)
lx ,(a-x)
oR"
6r; , Re (b) > o.
A numbei of -special cases of the Z*kFr_k function on the right of
(2.1.L.2) mav be expressed in closed form using the varlous surmation theorems for the generalised single hypergeometric f,unction.
See Slater (1966) Appendix III. We now give 3 few examples:

1.,,

,-r

(2.I.r.s)
l*^-' (I-*)o-'"F,
'0
zt r.,d;r;sx)dx = +fl+P
The Clausen function of the previous expression may be reduced in
a number of cases, some of which are (i) a=f, b=d-f, (ii) a=f,
s=1 and (iii) a=-n,b=d-f+l-n, s=1. In case (i), the right-hand
member of (2.1.1,5) reduces to a binomial function, and we have
l, f -r .- -d-f-l
rf)rrd-f) (1-s)
. -f- (2.1.1.6)
'tr-x)"' 'rFr(c,d;f;sx) dx = ri6i---r
l*'
o R"1f;,Re(d-f) > o,
. r.

.rrri'j;fi:'l

lsl

In case (ii), the integral concerned may be evaluated by applying

Gaussts summation theorem fSlater (1966) Appendix III], and we

n""

= Ilfi*l:i+?#tr-#,
;*r-,1r_x)b-1rn,r.;di,rd,.
.1
r;
l[r+DJl(r-cjttr-uj
0

function rF' then

Re( b)'0.

i.r.7)

Re(f),Re(b), Re(f-c-d) > 0.

Saalschtjtzts theorem is now applied to the hypergeometric function
on the right of (2.I.1.5), when case (iii) yieldS the result
.1
c-1
A-rl-n
" "2F,(c,d;f;x) dx =
J; -"'(t-x')"
(cont.) (2.1.r.8)

lch.

Integrals of Euler TYPe

34

(cont inued )

=,I

(al I' (d-f+ I -n) I (f -d+n) I (f-a+n) r (f) r (f -d-a)

Re(a), Re(d-f+1-n) ,
By applying

same

the formulae

we have

the

(2.1

.1

.8)

O.

a+k-l

.l

f^a
;,1
,"..= +AHP
/*'-'r,-*)b-1rF1(?;,*k;d*
r*^L.,uib,.,*T*,
r*r.Fr*rlt'I::'-T,
r(a+b) ,**
f;"..
o
1
(2.1.1.s)
1-

una j*"-'

1t-*1b-10r1 (-; f;

r*k;d*

ix
0

2. 1.2

+t

a+k-l . -l
'kl
a*b*k-1. sl

=H#Pr.'r.,l.li;
r' k ' ''-- k-' l
before, Re(a) and Re(b) , O. If we Put
() I. I.9) reduces to
,r-_r
,_ _= r(f)I(f-a) e,
^tFt(d;f;sx)ox
^s
Ir -x)"'
ffi
Re(f),Re(d-f') > 0.

where ,3S

b=d-f

Firstly, we have
r
[-. ,*b a+b+k-l.
i a-L..b-t
l'' k 'r'
k ' ,,.!o- _ r(a)I(b) (1-s)
(t-x)
Jx
t*fFll
a
a+k_t
I (a+b)
o

LI'''

k= l" ,

I+ a b,

' t i*ld*
1*a-c;

_J

'

(2.1.1.r0)
a=f and
(2.1.1.11)

I (1+a) r (1+a-b-c) f (i+a-b-d) f (1+a-c-d)

provided that Re(d),Re(a-2d) > -1 and Re(b+c+d-a) > -1. Tf either
b or c 1s a negative j-nteger, the third condition of convergence
of (2.1.2.5) may be relaxed because the hypergeometric functions
involved arc terminating.
2.

1.3 Double Hypergeometric Function

l{e now consider integrals of the form

l-r-.l,, ..,b-1 .C:D;D'
r(c) : (<j) ; (d' 'rx
tP,c;c'(rri,
rei ;ig'

l- [r-\)

(c) : (d) ; (d'

l*u-r,l-xlb-1
e!,?;D' ,.
(r-^r,F:C;C,\(f),(g);(g,
ln^

-*)b-lanr[ (c) ; td) ; r^k1d*.

(2.1.2.1)

anc

th" C*kFD*k
function on the right of {2.1.2'2). Two examples are now given
uslng the binornial theorem and the summat-ion theorem for a welIpoised
series of unit argument [see Slater (1966) App. III]:
sum

sx .) d\,

;., r*k; d*

1.
l- r c:D;D'r(c):(d);(d');rrk,slt_rlk;.tx.
-,
Jx' 'Ir-x)" ' F;,;;;,(t;j; t;j; i;,j,
0

This integral may be evaluated using the same technique as was

employed in the previous section, and it becomes
(a+k-I)/ki.r
r(a)r(b)
()1?)\
.
,(c),a/k,...,
-T(a*U) C*k'.D*kt(d),
(a+b)/k,., (a+b+k-1)/k;""
provided that p 1 q+1, k is a positive integer and that Re(a)
and Re[b) > O, in o.rder to ensure convergence.
to

If the Kamp6 de F6riet function

is expanded as a double series,
essed in the form
( (c),m*n) ( (d),m) (4' l,!)Imin
1
!
L

Re(b+c+d-a-1) ,

0.

(t+a-c-d)'
(2.r.2.3)

(2.r.3.1)
(2

2)

(2.t.I.3)

inside the integrand of (2.1.3'I)

then this integral ma1'be expr-

ri*r*k
(**n) -, (
r-*)b-Id*. (2. r.3.4)
J*
For the process of interchanging .ihc operations of double sunnation and integrati-on in the previous expression to be justified'
the Kamp6 de F6riet function concerned *rrrt .orrr"rge for l*lSt'
The inner integral of (2.L.3.4) may be written in the form of a
beta function, so that (2 . i . 3. 1) becomes
(2 .1 .3 .5)

aFO

-(1+a) r (1+a-b-c)l(1+a-b-d) f

| .2.4)

O and

A straightforward generalisatiorr of (2.1.L.4) may be written

l'{any sumrnation theorenrs may be employed

_ r(d)f (1+a-2d)I(1+a-Ultft.a-cltCt-a'

Generalised Hypergeometric Function

i*'-'t,

ls| . :..
Secondly, if the parameters of (2.1.2.2) are suitably specialised,
(2.1.2.3) can be applied, and we have

where Re(a), Re(b)

nethod as was employed in deducing (2'1'L'2)

Double I{ypergeomctric Function

Sec. 2. I .3l

where Re(a), Re(b) > 0, k is a positive integer and

concerned are elther convergent or terminating.

at1 the serles

[Ct.2

lntegrals of Euler TYPe

36

If we treat the integrals (2,1 .3. 2) and (2.L.3.3) similarly,they

may be written, respectively, as
a+k-l.
a
C:D;D '+k[-(c) : (d) ; (d') , kr"r.r-T-,
r(a)r(b),
(2.r.3.6)
-T1"-6I-'
a+b+k-1. ','-]
a+b
--7-,
(s')
.
(f)
(s)
:
F:G;G
t--1:-,

'+kl

KA

a+b+k-

I,SI .

Anumberof simpler forms of (2.I.3.1) to (2.1.3.3)

Suppose that we tet C=F=k, cr=(a+b)/k,.,cO=(a+b+k-1)/k and
fr--a/k,.,fO=(a+k-1)/k in the first of these expressions. The
becomes

.3.8)

splits up i.nto the product of a pair of hypergeometric

functions of one variable givir.g the result

whj-ch

rl:B;8,[f..

,'.li

u.

1;k+1
)*u-r 1r-*1b-t ,F; 0;k
0

[r"t
I
., a+klr

[,,,

r(a )r(b

r( a*b) c*tFG((c),d+d'

(2.r.3.e)
obtain the formula

; (g) ;s)

I(a)f(b)

ffi

L,r, 'k'

o*

'

cFc*k((c);(rl' k

'''

I:l:l]

;',,.u

(2.1.3.11)

o*, (2.t.4.1)

r,-.tlo.

r1-*rk,,snX

(2

(c): (d' ) ;' ; (df:]]'=1,

.sn-,,,n*t
]*u-t (r-*)b-1 .c:Dl
'o'Gf{r),

{r' l;.;(g'

al tu

[')

r (a) r (u)
o*x
'r:G+kl_1r1
I (a+b) "c,

);

.1 .4 .2)

dx.

(d'),h,. ,h;.; (d("-1)),h,.,h;

, (n-1)
'
: (g'),h,. ,n;.;
[g'
),h,.,h;
-l
:

-1',

,=:l

(2.t.4.s)

In the expression (2.1.4.5), the dummy parameters have been

introduced in order to preserve thc compact notation of the
generalised Kamp6 de F6riet function.
integral (2.1.4.2) is slightly different from (2.1.4.1) and
(2.t.4.2), and will be discussed in a li-ttle more detail' As in
the previous section, it is assumed that the multiple series are

The

a+h a+b+k-L;r+s).

J
(2.1 .4.3)
ious sections of this chapter, k is a positive
As in the p
integer and th e real parts of a and b are both taken to be positive. The in teg rals (2. 1 .4. 1) and (2. 1 .4.3) are straightforward
general isat icn s of (2. 1 . 3.5) and (2. 1 . 3 .6) respectively, anci so
we may stat ei rnmediately that (2.1.4.1) and (?.1.4.3) are equal
to, respect ive 7Y--- a
-l
a+b-l
r(a)r(b) . C+k ,nl(.J,[,.'.., U-' :(d');-;(a(n))'
' - s'
r(a.E F+k :Cl -^. a*b a-b+k-' (e');',(e{n))'"''''t
K
I
"
(2.r.4.4)

(2.1.3.10)

*,,r,_,.lt

of(c)

-,,,,*u-l

'

,, =.! u.

Compare Exton ().976 ) pag e 15

The expression (2.1 .3./) giv

i*'-'rt-*)b-ttF,?i

' !'::]]'.,*u,
(g')] .;(c'');
'L(r) lt

'-|(r),;,'

= rfiHP r'.,[i]1,)r,,.' r[!l]:'r

D=1,G=O,D =k+1,Dt=k and

F:;:[!:]'

i,
D[c) : (d')
jx r-i- (I-xl-b-] "C:
' t't
0
[{r) , {s, )
una

(2.

In (2,1.3.6), put r=s,

Results of the type (2. 1 .3.9) to (2.1 .3. i1) may often be expressed
in closed form if the parameters and variables are suitably specialised; the various summation theorems of the generalised hypergeometric functions of one variable are employed' See Slztter
(i966) Appendix ll I.

)*u-' 1,-*;b-1

(2.1 .3 .7 )
may be deduced.

i.'-',r-*)b

in this.section, Euler integr a1s of the generalised Kamp6 de

F6rlet function IKarlsson (19 73)l are considered. The following
integrals wilL be evaluated:

(e)

(g')

function (2.1.3.5)

-1

2.1.4 Multiple Hypergeometric Function

(c)

r(al I (b) - f,;p+k;Ir+k [

-...^.-:r
I (a+b)
F+k: G ; Gr
Ltt''u*'

Multiple Hypergeome tric Func tion

Sec. 2.1 .41

lntegrals of Euler TYPe

3rl

lch.

either convergent over the appropriate ranges of their variables

or tlrat they are terminating, The multipLe hypergeometric function
of thc intcgrand is expanded jn. series of its arguments and
(2.1 .4. 2) rnay then be written
tmr,) ((d'),mr).. ((a(n)),mn)sft..smn
,,((c),m,+.
.
L,

"((f
)

, nr

* . *rnn ) ( ( g ' ) , nr ) . . ( ( g

(")

, mr.,) m1

I . . mn

(2.1 .4.6)

o*.

beta integral involved in the expres s ion

cons iderat ion. This integral may be written in the forn

0rrcc again, we have

rrrrtlo::

l'(0)

I'(b)

(a,kmr+.

l'(rr+hl)

n)

(b, kmt * . +knr.,)

e+h

-a+b+l
(f,tn,*.*km,r)- (f,kmr*.+kmn)

4-krl-.

-kmn

(2.1.4.7)

provided that Re(a) and Re(b) are both positive. The required
rrv rr I uat ion then fo I l ows :
-1
a+k-l ..rr,.
r-..
a
,,(nl.')i..
(c),
:(d');.;(d
,
r,(a)r,tbl_c+2k:ol
f,
k
=
- (ir-G)--+F+2k:Gl
/-r
r \u v/
"
'
. r.,.
'1,(f),
,...., a*b,. ,a+h+k-l ..o
J i. ; (gt"'l;ot"'otJ
k
k
I

(2.1.4.8)
Cases

A Iarge number of EuIer integrals involving special functions may

lrc deduced from the expressio;rs given in Sections 2.1,1 to 2.1.4.
(lcrtain representative examples are now obtained.
Ileplace the Gauss function of the integrand of (2.1.!.5) by the
corresponding Jacobi potynomlal 8nd the following result is obtained:

i*'-t
6-n

Re(a), Re(b) > O.

. i.6) , we obtain
polynomiai I
n+l
^ Pn(I
J (1-x)"
From (2.1

|${fif;ffiP

.s.2)

2 x v) d x

Formula (2. I .1.1O) may be e x pr e S SC

t he
Bessel function, when it t a k
I

. o-l
h-l
' J (sx) dx
Ix" -(1-x)"
.C

"

Re(a+c),Re(b) ,

O.

tr

I a +c

I ( c+ 1 , r(
(

6 -c'-'

(2 .1 .s .4)

ffiJs1c*t1

k=1,
I

t a-I (r
x -- -x.). b-I Fr(c,d,d';f ;rx,sx) dx

I ot

l,l,l.l . t,

r(a)r(b).2:I;Ir^., l,d;d' !r.s), Re(a),Re(b)ro. (2.t.s,s)

- -f(j=
2:O;Otf.a*b:-;- ;"
If we let a=f and b=c-f, the above result reduces to
I .-,
n-r-l
r, (c,d,d' ;r;rx,=*l ={*#P(t-r)-d(t-r)-d',
{*t-t,I-*)t-t-'
"
(2.I.5.b)
Re(f), Re(c-f) > O.
in (2.1.3.5), so that, if k=I, we have
r, -.b-1- F5,c;c"-,(g)l(g');^"'-\)
rO:D;D' r-: (d) :(d');-. .
dx
Re(a), Re(b) > o.
1*-'fI-x)"
0
r(a)r(h)r-l:D;D', a : (d); (d"'
(2'l's'7)
-= lft+5J_
1:G;c'(a-b:(g);(c'1;t't)'
that

C=F=O

The Karnpe de Fdriet function on the left of (2-1.5.7) may be

wri-tten as the product of a pair of hypergeometric functions of
one variable. Many snecial forms may be deduced from this, for
exampie, we may write
-l
t, a-r
(b) -1 : z;zl a
. b-1
z'2'I'.i;r,'1,
K(rx) K(sx) aIx- 'n-x)-

--

' ...

=i-f-fr
-,rs.v/

' -'Y -)
- ,-n.n+c+d+l.a:
c+l ,a+6
31 2l
(2.1.s.1)
re 5 u 1t involving a Legendre

tr-*)b-I R''d61-2*y;u. =

If b=l and a=c+2, we have the simpler result

1r.."-r
lx
Jr r-..\
tsx) dx =- z(t*1)/2r([s"*sl/zl /zG)'
provided that Re(c) , 0.

Now, suppose
Lt-u-l

2.I.5 Special

39

SPeciaI Cases

+km

A few examples of special cases of integrals of Kamp6 de F6riet

functions are now considered. From {2.1.3.1), we have, on putting

, ]*r*k*l*.*k*.,, g1-*1b*k*I+.tkmn-I

Sec. 2. I .5

J,;l
.-r,--l

Re(a), Re(b) > O,

and K(rn) is the complete elliptical

1
'l,l']
i,1,iI
,.|"-rb; t ; t;

I
(2.1.5.8)

integral.

This section is concluded by mentioning a few special cases of

Eule: integrals of the generalised Kamp6 de F6riet function
(2.1.4. 1) tg Q.l .4.3) . The Lauricella function rj") i= of frequent occurrence in a number of applicatlons, see Extcn (1976)
Chapters 7 and 8, so that rve give three different types of intfor*ulae which involr'e this function. If we put C=D=F=k=1
"gril
and G=O in (2.1.4.4), we have
t
][*u- 1t -*1b
0

-' j"l (c
o

d, , . , d,", ; f;srx,.,snx) dx

= (2.1.5.9)

(cont i nued)

lClr. 2

Integrals of Euler TYpe

40

(continued)

(2.r.s.e)
=
HHPrf:Iri;,iuid1;';dn;s,,.,sn),
Itc(a), Re(b) > o, lrrl,:,lrnl . r.
'l'wo special cases of this r:esult now fo11ow.Firstly, suppose that
f=c, when the FSn) function on the left of (2.1.5.9) -splits up
into the product of n binomial factors and we obtain the Picard
integral for the Lauricella functj-on njn) itsetf. See Lauricella
(rBe3).

I (t-sn xJ-d,
7*"-'(r-*)b-l (1-s,x.1-d...

61

dx

' ,o n;a+b;s1,,,sr",), (2.1.5. 10)

of (2.1.5.9) also reduces to

ftrnction if a=f and b=c-f, and so
) r-r - . c-f-I F;"'(.,dr
,.,dn;f;stx,. ,s n-x) dx
i*^ -(l -x)" - -(nl

The right-hand member

ur', njn)

r .-.^

'dl'''d,ic;st'

"s,,)

(2.].s.11)

'

(2. 1. s. 12)

case

.J.*"-l (t-*1b-Ia(tt)

(c,dr,.,d.,_],a+b;f;rl, .,rr_r,sr.,x)

dx

(2.r.s.13)

+e#?+i") {''or,''d,,*r'a;r;sr"'s,,),

l{c(a), Re(b) > 0 and ls1l,.,l.rl

'l rr rrr i ng to (2.I .4 . 8) , we have

. r.

(2'1's'rs)

integrals of Erler type which are of lnterest involve the

function 1F1 or the Bessel function, which may be written
as a gF1 series. We begin by considering two general integr.als
cf the type
I
I '-' (, -*) o-' t, (c ; f; sxk) f (x) dx
(2.2.1)
rx
,
Kummer

'

.-,.,, c
,+

k..
a-i ., -b-l [* "'(1-x)
oFr(-;l;sx'')f(x)dx,

where Re(a), Re(b)

>

0 and k is a positlve integer:.

It, is now assumed that f(x) can be expanded as a power series of

the type (2.).,2) whose radius of convergence is not less than tr.
The integraT (2.2.1) may thus be r'"ritten
ol

(2.2.3)
;.I,n/*u*n' (, -*)L-irn, [.; f;r*k;dr:,
n=o "o
uhere the process of interchanging the summation and int egrat ion
is val id on account o.f the assumed convergence of th e series expansion of f(x), The integral of (2.2.3; nay bc eval uated by
means of (2. 1 . 1 .9) . The integral (2.2.1) may then be written as
-l
i: a+n a+n+k- I
* (a'n)hn
l''
k
r(a)r(b)
'
(2.2.4)
t*ktsz+kl ^ a+h+n a+b*n*k-1 sl'
TTilE)*,,l6G;
I

L'' * "'

;-l

the simpler result

n)(c.nlh
r-r"/"m-sn
I(a) I(b) .(a'm+"u
-r(a+b) r[3i6,m+n) (f,n)nl'
Similarly, using (2.1. f.10) , the integral (2.2.2)
ed in the form
,"{L', '-l
r(a)r(b) - (a,n)h,-, - [ 'fl,
a+b+n
sr[*n+k-1.51
tTa-Ff-l^1a*E,nI
k''k-,zl
'
"
n=u
we have

'

dx

(2.2.2)

If k=1,

/*"' ' (t -*)b-' ol"' (c,d1, . ,d,,,;f ;srx[1-x], ., rr* [1-x])

0r(a)I!b)+s:t[-c, a, b :d,;.;dn;s, rJ
a+b a+b+I^
Lr' ;-,-1
'
LL

'

2.2 EULER INTEGRAIS ASSOCIATED WITH THE CONFLUENT

HYPERGEOMETRIC F I,'N TION

nt

r;le*u)-s:ol.

' 'sn)

nl"l (.,d1,.,dr;f;sr,.,sn_l,s,,x) dx
/*t'-11r-*;b-'
i)u
- r(a)l'(b)rl,rit'di'h;';dn-1'h'dn''irIt.b)---+'t:t[f: h ;.; l ;a+b;=r'''td.l

its special

and

Sinrilarly, (2.1.4.5) gives the expression

and

-- r(a)f(b)
rG;El- ,'1;ita+ot
i..'l'o'.'.'i'o';sr'
rI ;.i rn t
Re(a),Re(b) >.0 and lrrl,.,lrrrl . t.

dx

r(a+bi

]*^-r 1r-*;o-tro, (.r,dl ifr;srx) . .2Fr(.n,dnifr;sr.,x)

lt{any

+A#?+j') {',0,,

l_(a)l(b)-(n')..,
r; '' (f

4l

Integrals Associated with Confluent Function

Src.2.2l

(2.1.s.14)

_l

l(r'(rr), l{r.(lrJ > O and lrtl,.,lrnl . a.

llnirlly, llrr. l'<>rrnula (2.1,4.4) is specialised so that an integral
nl I lrr' yrr.oilrrcI o{' seve::aI Gauss functions is obtained: -

Lt,--k-,.,

(2.2.s)
may

be evaluat(2 .2 .6)

;_l

(2.2.5) and (2.2.6) are important because they

include many integrals involving special functions.

The expressions

42
2.2.

lch.

ntergrals of Euler TYPe

Ceneralised Hypergeometric FuncCon

Double Hypergeometric Function

$ec.2.2.21

2.2.2 Dovble Hypergeometric Function

If f(x) of the previous section is of the form of a generalised

hyJrcrgeometric function of one variable, we have the two results
wlr i clr fo 1l ow :

Consider the intcgral

).'^rL
o-'1Fl (. f
(d) ; (g) ;rx u) o*
; ;sxo;
./*"-' ( r-*)
DFG(
o
Ta a+k-i
:c;(d)

t(.r)r(b).k:I;Dl :,.,+
K ^
fft+b.)-k:l:Gl
" ' ^ '-1 a+b a+b+k-1
.

==

LP

luttl

rr

1,,,-t-- -b-1
k
/*"' (t-x)"'oF,(-;f;sx")rF.((d)
0
r'(a)r(b).k:o;n[ 3, .,+l

; (g)

:-;(d)

l1a-t I_k:1;Glroo ,*l*r_t ^ Lr.,., u :ti(8J

wlrcle

Re

(2.2.1 .7)

1
k-.
rx

Jdx
(2 .2 .1 -2)

S,

(a) and Re (b) > 0.

Sirrrpicr forms of the two previous results occuf iF r takes

c:crrtai.n particular values. For example, if we put k and r both
crclruil to rinity'1n (2.2,7.1), we obtai,n the result

l, r-f
-' (--I -*)-b-I
"-' rF,
.[*u

{c ; f ; sx) DFG ( (d) ; (e)

(.rTl=i - . F^ . [a+m, (d);a+b+m, (e];tl

(f ,m)m! D+l'C+IrmlOG-U,m)
i

(",t,)

(2.2.r.3)
artd further specialisaLion of the OFa function may result in a
form of the inner D*1FG*1 serles of (2,2.1.3) which can te expressed in closed form. Let D=2,G=1,dr=-* and 8=dr-N-brl, where
N is a positive integer. Saatschtltz's theorem may now be used to
sum the inner series in the form
(a+b-d.N) (a+b-dr+N,m) (a+b,m)
(a+b,N) (a+b-d.m) (a+b+N,m)

(2.2.r.4)

llence,
I
0

(, -*)

D- I

(c

rF, ; f ; sx) rF,

I (a) r (b) (a+b-d.N)

/*'-'

(d

r,

-N ;d

r-b-N+

i*,-r 1r_*;b-i,r,

{. ; f ; sx) r3

;l;i I, [i] ; [;] ; [ ] ;,., tx)dx.

:

I ; x)dx

=iG;51-Ie;6;Ni3Fa(a'c'a+b-dl*N;f'a+b-d.a+b+N;s)'(2'2't'5)

I(a)l(b).(3),
-r(-a-)trrte also have
l,

a : :-:(d):-:c;(e);(e');c
\a*b::-: (C):-:f ; (h); (h');r'r r ' rl"

1)

(2.2 .2 .3)

.b-] ^ (.i1;sxjl-G:H;H't(8i
^ --D:E:E',(dJ (e) ; (e' 'rx,t)dx ^-l-[l-xJ
(hJ ; (h'
IF]
1*
(d):-:c;(e);(e' ;s,r,t1
r(a)r(b).(3).,'
(g):-:f;(h);(ht
| (a-,IE and

(ei ; (e'
(h) ; (h'

-::a:(d):-:c;(e);(e');<
()
_ r(a)r(b).(3)r *a+b::-:(g):-:f;(h);(h'j;s'r't')
r rr '
l2'2'2'5)
f(a+b)
Other results of this type may be deduced' Special cases where,
for example, Appe11 functicns are invoL"'ed will be disctr.ssed in
Sect'i

on 2 .2 .4 .

2.2.3 Multiple llypergeometric Function

vast majority ofthe special functions ofmathernatical physics

*ry be expiessed in hypergeometric form. The most
convenient generalisation of the hypergeometric function of several variables js the generalised Kamp6 de F6riet function of
Karlsson (1973). We recall that this function possesses the fo11owing multiple series repreientation:(n),.
-A:Br(a):(b');.;(b' 'l;,
vl
'5'D'1c)
'''"n/
: (d');.; (d(n))
"'I
( (a),rnr+.*mr) ( (u'),mr) . . ({u.(n)),rn,.,)x?r. .xln
(2.2.i.).)

The

and chemistiy

_T

((c),mt+.+m,.,) ((d'),Tn1).. ((d(n)),*,,,)*1 I ..n

!}

(2.2.?.

result similar to (2.2.5) where f(x) i-s expanded as a-double

series holds, so that (2.2.2.1) takes the form
l(a) l(b) 1(a,m*n*p) ((d),n*p) (g,In) ((e),n) ((e'l,p)smrntP
,n)((h'),P)mln!P!'
fTa;51- r
(2 -2.2.2)
This result may be expressed in terms of Srivastavars triple
hypergeometric function ISrivastavb (1967b)] as follows:-

t,
u-r-(1-x).b-I 1F1 (.; r, =.t o!:fi :fi i r[!]
Jx
0

;.x) dx

r,(P)
= 1.1?)
-i(a+b)

t-

S,

r. r.r
'r'\6r

+3

l_

Integrals of Euler Type

44

[Ch.

If A=C=O, this function reduces to the product of n generaliscd

hypergeometric functions of one variable BFD. On the other hand,
if B=D=O, we have a single.function AFg whose argument consists
of the sum of the arguments of the generalised Kamp6 de F6riet
function frorl which it is obtairred. Furthermore, if B=1 and D=O,
a reducible forn of (2,2.3.1) occurs when all its a:^g:.lnents are
made equal to each other. It then takes the form
. -F-t(a),b'*.*b(n) ; (c) ;xl
A+l'C
"
general
Three
types of Euler integral involving the generalised
Kampd de Fdriet function and a confluent hypergeometric function
a.e considered. These are

i.'-',t

-*)b-I, r, {. ; r;sx) t3;i,i:]

E,.

(d)

(e
:
:

(e')

'a,n.,*r,,r.,,,
"D:
.D: E[(dj

'.,nItrt : (h')
r,.,[1-x],.,
h?

(n)

trr*, . ,r,.,x)dx,
);
e.2.3.2)

(n) ]
(h

, (n)
[e'
tn

(n),

'.,

, l*,r

2, . , rn) dx

(2.2.3.3)
tn)-(e'-J
'rlx,.,r.kxJ
Ih

(n)

.,.,Ir-*f

a*.

{2 .2 .3 .4)

integrals can be evaluated by us ing the multi-dimensional

extension ot (2.2.6). Hence, (2.2.3.2) may bc written as
(a,m+mr+. +mr.,) ( (d) ,m,+. +mn) (c,mJ ( (e'Lmr) . . ( (e @ ,mr.,)

t inued

( con

(e')

,mr)

( (e

[h')

,m1)

(n)

m-m

n,.,) sm rll..rnn

smm,
rll,.rnnm
" mln\l..mj
The

( (h

(n)

results (2.2.5.5) to (2.2.3.7) require that Re(a) and Re(b)

are both positive .for convergence of the integrals concerned. It
is also understood that all the multiple serres concerned ate
either convergent cver the range of integration or that they are
terminating. some of the special cases of the various Euler integrals inv6tving the confluent hypergeometric function and othel
types of hlAergeometric functions wj'11 be discussed in the next

The

sect i on.
2.2.4 Special Cases

A large number of Euler integrals involving special functions may

be obiained by appropriate specialisation of previous formulae
i-n Section 2.2 and it-s subsections. The generalised Laguerre
polynomial and the Bessel function of the first kind may be expressed as hypergeomet::ic functions by means of the the foiiowing
formulae respectivety Isee Erd6lyl et a1. (1953) \'o1. II pages
l89 and 4l:(a+t,n)-F- ( n;6+1;x)
(2.2.4.1)
rarxl
-n\^' =

nl

{2 .2

'

(c,m) (a,m) (b,mr)

.3.s)

((e') ,*1)..11e(n)),*r)

(f ,m) ((hr),mt).. ((h(n)),mn)

m
rr l ' 'rnn
smm.
' mlmr !-mj

12.2.3.6)

and

-rG;61-r

;-Uo t

If these expressions are substituted into (2.2.1.1),

I

/x "-

11

-*)

b-1Ld

{sx1 -,.

[,/(rx)

fr.2.4.2)

we have

] dx

,mr+.+mrr) (a+b,m+mr)

r(a)r(b)q ( (d),mr+.

l'i

-r.(x) = (x/4c /rG*l)oFt(-;c+i

and

tnn)

integrals {2.2.3.3) and {2.2.3.4) become, respectively

r(a)I(b)s\((d),*t*.*mn)
zl
lCa.ul
r(a+b) t,,r,

(2.2.3.7)

(h("') ),m,,)mlm, I . .mr!

These

I(a)r(b)r
rTa.5)-l (a+b,m+mr+.*mn) ( (g),*t*.+mn) (f,m) ( (h),mr)

45

Special Cases

$ec.2.2.41

(d+

,fi

Q/13c/2r1a*c/21

n! I(c+1) l(a+b+c/2)

{2.2.4.3)
replace the Legendre polynomial by the corresponding hypergeometric function[Erd6lyi et aI- (1953) Vo1. II page 180], again
uslng (2.2.1. 1) i-n a sli-ghtly different form' We then have
Now

I
tt*) P*(1-2r +2rx) dx
/*t- 1r -*;
0
(d+I,!)r(_a)r(b).?,?;1f -.,1,-nib,-n,n+1 l=,.).
-- nl f(a+b)
'l:l;1'a+b:d+I;
I

lt.t.r.i)
(cont inued)

(2.2 .4 .4)

s (2.2.2.3) to (2.2.2.5) may be special ised so that

integrals involving the confluent h)?ergeometric function and the
Appe1l are evaluated. This gives the formulae

The result

*mn) (a,m*ml+ : +mk) (b,m1i*1* . +mn) (c,m)

b-11$

4(r
1

-'

b-1,,

-f(a)r(b).
r(a+b)

(3)

a,-(, -*)
/*tt

[ch.2

Integrals ofEuler TYPe

i*u-1(r-*)b
'0,.I

F,,

(c ; f ; sx) F, (d, e, e' ; g,

1r-*;o-1 r.lt,^) rll rrr*l . . rlkr,u*)a*

)*"-'
0lK

g' ;rx, tx) dx

. r
r a : :-:d:-;c;e;e' i.ls'r't)
'a+b,;-;:; ;;;;;;'

(2.2.4.s)

'

I,p. (c; f; sx)F3(d,d r,e,e I ;g;rx,t)dx

o-'

b-1

v(.,s*2)

(r Ir -x],t)dx.

(2 .2 .4 .7)

(2 .2 .4 .8)

133 and

Carlson

(1961)

If ue make a quadraLi,: cirarrge ui Li,e valiaLle of integration,

z=xt, (2.2.4.8) assumes a standard form and it may be evaluated
AS

rCei#llrCul
,,,f
' z

.I,..^a+c+l.1.].
I
,'.-,Z,bi-:c,
2 ;2i7;_r,r,rtl

rti)l

2ctfa*!*l
''t
-er\ 2 *b)

lr*.*r
L-;a+b::-:; = :-:c+1

'

(2.2.4.13)

r(x,b,m) = *rjsl +,i,+,t;|;*2,^2* ',-o*').

the two0special functions of the i-ntegrand may be expressed

in hyoergeometric fo:m by means of the forrnulae
y(a,x)= ..a
(2.2.4.9)
x* a-l- 1F,[a;a*1;-x)
) ))
and
F(x,k) = xFr(l/2,1/2,I/2;3/2;x',k-x-), (2.2.4.1O)
Erd6l)'i et al. (1953) \/ol. lI p:;e
r cspectively.

t.,r,,.,r.1 ,

consider a finite Laplace transform of the incomplete

integral of the thj-rd kind.This last functi.on may be
expressed as a Lauricella function of thiee variables by means of
the formula ICarlson(1961) ]

We

"'^'-"1
;-;-;
'12.2.a.t1

t2.2.4.t4)

then have

l_
r ?-l--b-1" e-SX-.2
,.[/x,c,ni
1-x.)
Jx
{,

ox

/ 2 1 *; b- I - sx,
='y *^-1
1 -

Now

Sec

r (a) I (b)

elliptical

evaluate an integral lnvolving the incomplete gamma function and the incomplete elliptical integral of the second. This is
1_

,mU)

Now we

We now

i*u-' (t-*)

) . . (dt*1

Re(a), Re(b) > O.

rt, (c ; f ; sx) Fo (d, e ; g, g' ; rx, t [1 -x] ) dx

0
- ::a:d,e:-;c;-ii. - tr I
- f(a)f(b).(3)r ta*b::-:
- :-;t;g;rr.srr'L'i
-r{rrTf
l{e(a), Re(b) > 0.
i r -*;

+1 ,m,

a :-n ;-mt ;"i-mk

-1:1r
^ "l:11-a*b:c+l;dr+l!..idk*l;

(2.2.4 .6)

and

/*o-

(c+l,n) (d,
=

r(a)r(b)-(3).-t: : : a :-:-;c;d,e;d',e';s,r,t,
- ll-;uf::a+b:gi-;f; -;
- ,
I

47

Special Cases

Sr,c.2.2.41

"

3)

ri,i,+, t,tr, *,.

2x,

-. * ;

This is .a special case of (2.2.3.2) whlch yields , .",\?ri;l;"'

hypergeometric. function of four variables of hlgher order
+mo) (r/ 2,nr+nr+nl (1/2,nr) (l/ 2,nr)
t ( a+l /2)r rb)

Ti".bitrf'L"(u*1/2,mr+.

x (-r)'t

,,2*s 1-"1'4,

(2.2.4.16)

Re(a) > -l/2, Re(b) > o,

function (2.2.4.16) is related to the hypergeometric functicns

studied by the author. See Exton (1972b) and (1973a) '

The

Finally, we give an integral of Euler type which includes a

Lauricella function rj") l" its integrand. Thi.s is obtaineJ by
specialising Q.2.3.4). Take D=2, E=G=O and H=I, when we have
b- i
(d'd2 ;hr, .,hn ; 11x, ., rkx,
(c
/*u-' (, -*)
lFr ; r; rxlr[n)
1

Re(a+c) > -1, Re(b) ,

O.

This section is concluded by giving certain cases of the integrals

under consideration where products of several hypergeometric functions of one variable and the Lauricella functions are involved.
Srrch results as (2 .2 .3 .5) , (2 .2. 3 . 6) and (2 .2 .3 .7) may be used.
For example, we have

r (a)
a)l(b)r
I (b)

7*k\ t
ll*5)-4

Re(a),Re(b)>0. x(c,m) 1fr'mr).. (hn,mn) t"lr...rln.

(2.2.4.17)

Integrals of Euler Type

48

lch.2

2.3 EULER INTEGRAI,S ASSOCIATED WITH THE GAUSS FT]NCTION

In this section Euler integrals involving a Gauss function as

well as another hypergeometric function are discussed. Such integrals ma1' be written. in the form
I
o - t,
(2.s.r)
o, (c, d; f; .*k; f 1*; d*,
|*'- i, -*1

@1

(2.3.2)
I^nn
n=0"01*'*n-'(,-*)o-'rFr(c,d;f;r*k;d*.
Suppose that k=l when the preceding integral is of the same form
as (2.1. I.5) and, on evaluation, this integral becomes
f(a+n)f(b) r rc,d,a+n;.\
(2.3.3)
T(aaS*l 3' 2\f ,r*b*n ;' i'
flence, (2.3.1) takes the forn
f(a)r(b) " (a,n)h, -,c,d,a+r); \
(2 .3 .4)
|("*II;!. (u.b,n) s'2tf ,r,lr*n;'r'
provided that Re(a) and Re(b) are both positive. If the
rF, and
series
not
terminating,
are
it
is
sufficient
that
l.i . l.
,F,
If s=l, then we nust have the condition Re(f-c-d) > 0 as xel1, If
either c or d is a negative integer, then we need only retain the
condition upon a and t'for the convergerrce of (2.3.4).

I-et us nor. suppose that c = -N, a negative integer, and that

b = d-f-N+1. Saalschlitz's theorem [Slater (1966) appendix III]
may now be used to sum the Clausen function of (2.3.4) if s=I
a1so. This sum is

(f-d, N) (f-a, N) (1+a.-f ,n) (1+a+d-f -N,n)

(2.3. s)
(f ,N) (f-a-d,N) (1+a-f-N,n) (1+a+d-f ,n)
The expression (2.3.4) now takes on a more elegent form, that is
(',') (1+a-f,n)hn
I (a) r (d-f-N+1) (f-d,N) (f-a,N) ;
(2' 3'6)

ffi

"lo

G*..-*,,) G.ra-r,"r'

If we 1et k=2, then (2.3.I) becomes

fc,d'a/2+n'a/2+r/2+n:-l
t(a)t(b) T (r,r,)

+ffi.io6ffixFslr,+*n,S*n ''-]

Q'37)

tric Function

49

If b=1, then the previous 4Fj serles reduces to

3Fr(c,d,af 2+r,;f ,a/2+I+n;s)

(2.S.g)

and on letting a = -N and f = d-N, SaalschUtz's theorem may be

applied once again if s=1. The function (2.3.8) may then be
writ ren

where R.e(a) and Re(b) > O, and

k is a positive integer..ds in the

previous section, it is assumed that f(x) can be expanded as a
power serles of the form (2.1.2) whose radius of convergence is
not less than unity..The integtal (2.3.1) may thus be integrated
term-by-term and may thus be written

Generalised Hypergeome

Sec. 2.3. I I

(a,i

2+l-d,iJ) (L,N) (al2+]-d+N,n) (a/2+t ,n)

(a/ 2+1, N) (1 -d, N) (a/ 2+r-d,n) (a/2+

[2. 3. e)

n)

1+111,

Hence, (2.3,\) is now equal to

*
(a/2+1-d,N) (i,N) ! (a,n) (a/2+1-d+N,n) (a/2+I,nJh n
a(a/ 2+),, N) ( 1 -d, N) !6G* t,n) (a / 2+7-d, n) (a,/ 2+ 1 +N, n)
n

(2.3. 10)

(2.3.4), (2.3.7), (2.3.6) and (2.3.1O), perticularly the two latter, readily lend themselves to the evaluatlon of
integrals invoiving the Gauss function.
The expressions

2.f

.l

Generalised Hypergeometri.c Function

The integrals rrhose generaJ form is

1

. c-l

h I

1, r

t.

J^*''fr-..i)"'rFr(c.d;f;sx")aF11((e);(hy;rx^)dr
0.and

I - ,

r.

Jx-'(l-.r)"',Fr(c,d;f;sx")cFHf(C);(h);rIt-x]")dx

(2.3.1.I)
(2.3.t.2)

otr-

k is a positive integer, are noi\i inrrestigated. It j,s assumed that, for convergence. Re(a) and Re(b) are both positive.Also,
unless the generalised hypergeonetric function is terminating,we
take it that G < H+1.
where

If the inner generalised hypergeometric func.tion of (2.3.1.i)

a series in its argunent, this integral becomes
i f fel , n; rn i. a*kn- 11r-*1b-1rnt(c'd;f ;s^k)d* '
(2'3'1

expanded as

,!oITD;;l"r;"
The

inner integral of the previous expression

r(a+kn)r(b) ,
rJ
rTa;hh)- z*t"t*klf.,d,eiE,
a*blkn*k_i
.

k "'- k
L"^*uln
.

3)

be written

(2.3.r.4)

;.,:l

(2.3.1.s)

;J

so that (2. 3.1 .3) becomes

r(a)r(b)-k: z;cfa/r. ,
, Ia+k-11/k :c,d; (g)

-r (a*U)-tr: r ;H [a*b] /k,

|

may

IS

Ia+b+k-t]/k: f;(h)

Integrals of Euler

5o

Sinrilarly, the integtal (2.3.1,2)

Type

[Ch'

may be shown

to be equal to

k is a positive integer, It is understood that Re(a) and

Re(b) are both positive and that al1 the series are eithel'convergent over the range of integration or terminating. Other similar
integrals also exist which may be dealt with in the same way as
will be used in evaluating (2.3.2.1j to (2.3.2.3).

A,trmber of simprer forms of tlese two Iast resul't, *tr!';]'l;l]t'

cd, and we givc the following example: L(:1 ir = -N, b=c-d-N+1 and k=s=1. The inner integral of (2,3.1.5)
rl:ry then be expressed as a Saalcchutzian Clausen series of unit
il rgument, which when surnmed takes the form

0n expanding the Kamp6 de Feriet function and interchanging the

operations of integratj-on and summation, (2.3,2.1) becomes

a
, I+a-d,(8);",
E (
*2'H*2\l *a*c-d, l+a-d-N, (h) ;' I'
(2 .3. 1 .8)
'l'hc generalised hypergeometric function assoiiated with (2.3 ' i . B)
rilay be summed in many cases for special values of its parameters
and variable. Suppose that G=2, H=1, g.,=i+a-d-N,gr=1+a+q-d "r1
h=a. The binomial theorem may be appli6d to expreis the resulting
form, and we obtain the expression
,Irn series in closed
l(a)r(c-d-N+I)(d-c,N)(d-a,N)

+a r

c-d;a;rx)

(,-*)o-rrr, (.id;.*k;d*.
(2.3.2.4)

The inncr irrtegral may be uritte,r

llcnce, (2.3.I.2) nay now be written

I
,
^;\r
- "2Fi (-N, c;d; x),F, ( I+a-d-N,I
.l^t'-'( I -x)'

*a+km+kn-,

(2.s.1.7)

51

Double l{ypergeometric Function

2.3.2]

where

I I
I.(;r-)-1.{!l-o:t<*z;k*c[- :c,d,f,.,+-f,fel,[, ,!{ -;''1
r (i,{bf k. r ; H
; (h)
ltL-t!:El,''"'o;

r-ia)r(c-d-\+.I) (d-c,N) (d-a,N) (a,!) (1+1-4,n)

l+a-d-N,n) (1+a+c-d,n)'
f(a*m(

Sec.

dx

I(a+km+kn)f(b) r
rIa*km+kn]/k,.,Ia+km+kn+k-]l/k,c,d i".r
I G;b+Irrr+t<;f 2+k' I +k \ [a+b+km+kn1/y,, - ,la+b+km+kn+k- I l/k ,f ;' ' '
'3'2'5)
see (2 .3.4), for exampie. Hence , (2.3.2.1) takes the forn\

(2.3.2.6)
Using the same type of process, it may- be shown that (2.3.2.2)
and (2.3.2.3) becone, respectively,

r(aJi(b)-(3),- ..:a/k,

Ia+k-l]/k :(C):-;c,d;(h);(h');r
:: [a+b]/k,., [a+b+k-1]/t, (p):-; f ; (q); (q');

I ta+DJ
-=--

(2.3.1 .9)

i(a)r(b). (3) [
r (a.b)

-1 andlri 't. If 1+a-d is also a

negative integer, then the condition on r is not necessarv, si-nce
all the series involved are then terminating.

[a+b] /k,
L
|

where Re(a) > O, Re(c-d-N) >

2.3.2 Double Hypergeometric Function

'l'itree Eulcr integrals, eaCh of which involves a combination of

Gauss function and a Kamp6 de F6riet function are

)*o-'1r-*;b-1rr, {.,d; r;rxk) rF;t;il: , [i] ; [],[:];,*k,.*k1d*,

(2.3.2.1)

[, '- ' (, -*)

0

"'
t,
0

1l

rF,

(c, d;

f; rx

-*)b-1rF, (c,d;f ;rx

.v
'sx",t)dx (2.3.2.2)
:r

-*1k,.*k;4*,
(2 .3 .2 .3)

i.

+r

(2.3.2.7)

and

/k: : - : (p)
c,d;b/k,., [b+k- 1l /k
r;
tqj

:a/k,., Ia+k-1]/k;

, Ia+b+k-1]

that k=r=l, c =-N and b = d-f-N+l, then, by Saalschtltzts

theorem, we may express (2.3.2.5) in closed form:Suppose

r(a)r(d-f-N+1) (f-d,N) (f-a.N)

f (a+d-f

-N+1

(f

N)

(f -d-a,

(a,m+n)

(1+a--f,m+n)

N) ( 1+a-f -N,m+n) ( 1+a+d-f ,rn+n)

(? \ 2

q)

A special case of (2.3.2.1) may now Lre evaluated as the more compact expression which follorvs:
r (a) I (d-f-N+1) (f-d,N) (f-a,N)
I (a+d-f-N+l ) (f ,N) (f-d-a,N)
: (h); (h') i" ,.,,
." "G+2:B;B'.(g),a,1+a-f
'P+2:Q;Q''(p),1+a-f-N, l+a+d-f: (q); (qi) 'J' r/ '

Similar results follow from

(2

.3.2.7) and

(2 .3 .2 . 1O)
(2

.3.2.8)

52

Integrals of Euler Type

2.3.3

lCh.2

giv e ab rief
I

gi ven

abov e may be generalj,sed

of the i nt egra I

d i scu ssio n

- b-1
'(r- xJ2

.A
Jx

F, (c ,i;f

k. -G: H
;1x lhP.Q

further and we

stiIl

[e) (t,') ;. ; (h!"], rr.

:

I-(( ),*1 +.+m

t,r');.;
lrnl'
L

(q('J);'

The gen eral i sed Kamp6

----- -

n-

.t-.t..((q1 ),nr ).. ((q(nl ;"n'In

1

"l

a+k mr+.

the i-nner int e gral

I (a+kmr+

is

! (b)
+-+km )
i'{a+b+km
s 2'Ln'
.

+kmr_,- 1

1r-*1b-1rr,

{";di.*k)a*, e.s.3.2)

equal to

, +kmr_r,

c, d; a+b+kml+ . +km', , f

r)

(2 .3 .3 .3)

Hence, (2.3.3. 1) becones

(a,km+kmr+-*kmrr) ( (c),m1*.*mr.,) ((h'),mI) . . ( (h(n)),mn)

r (a) r (b)
r'
(")
r (a+bJ (a*b,km*kmr*. +kmr.,) ( (p),mr* *mr.,)
( (q, ),*t) . . ( (q
.
),*,.,)
m

m!m-I..rn
ln

r(d-f-N+1) (f-d,N) (f-a,N) (a,m, +. +mn) (I+a-f ,mr, .,mn)

I (a+d-f-N+1) (f ,N) (f-d-a,N) (1+a-f--N,nr+ *m_) (l+a+d-f,n,,+.+m )
n'
L
n'
and so,
12.3.s.6)

1f-

/*'-l
na

1r-*;b-1rr, t-N;d;.r

(2.s.s.4)

It wj-I1 be seen 16at-, in its gener'al form, the integral (2.3.3.I)

cannot be evaluated in terms of the generalised Kamp6 de F6riet
functi-on in its compact form. Two results may be deduced from
(2.3.3.4) which are more elegent, however. If G=P=O and H=Q+l, we
have the formula

rF

:(h');.;(h(n));.

;I ii;] : (q') ;. ; (q(")r,t'*'''t"

--

, , )+a-f
:(h,);.; (h(n));,c+2:lt
[-lg;,
'
|
(nlr't,','nl "l
+a-f-N,I
+a+d- F: (q') ; . ; (q'", r, 'rr.S.
P+2:Q l_(p) ,l
Sf. Z1

Here, the integral is evaluated in terms of a generalised Kamp6

de F6riet function with the same number of variables as that in
the integ rand, but with its order augumented by. tro. A number of
special c ases of Euler integrals associated with the Gauss function are discussed in tlre next section.
2.3.4 Spccial

Cases

Let us consider the Lulcr integral ol- a 1;roduct cf Legendre poly-

nomia I s

h-l
r a-1
(2.3.4.'t)
lx" '(I x)" ^P (I-2rx)P It-2sx)dx.
0-n
which may be written in the form
I
r a-l-- -b-l
ix* ^(t-x)"'rF, (-n,n+I;rx)2Fl(-m,m+1 ; I :sxJdx, (2.3.4.2)
0
where, for convergence Re(a) and Re(b) must both be positive. The
integral (2.3.4.2) is clearly a special case of t2,3.1.3), and so
it may be evaluated as

;l

r(a)I(b)-k:Q+11-a7k , [a+k-1]/k :c,d,u,.,u; (h') ;.; (t (n));

--TG;Efk'
Q
[tr*u]/k,., [a+b+k -rl/k: f u,.,u; (q');.; (q(n));
r,s1,.,sJ,
Q.3.3.s)
_l

where

lrl, 1111,.., lr,-,1 < 1 and Re(a) and Re(b) > o.

o,.

I (a+d-f-N+1) (f , N) (f-d-a,N)

;(h("));
]*u-'1r-*1b-Irnr[.,.i;r;rxk)r::a;t[-:(h');'
'u:qL,,o,l;:;i;(,);;','"=,,*ldx

.:l

_ r(a)r(d-f-N.+i) (f-d,N) (f-a,N)

+kmr.,)

r mm_
s,I-.s
x---- 1n
--F^(a+km.+

that k=l and c = -N, when the Clausen functibn of

(2.3.3.3) may be summed by SaalschUtzis theorem if we also put
r=1 and b = d.f-N+l. Hence, (2.3.3.S) may be written

----;--i-

and

53

r (a)

*k,.,. *il o*

(2.3.3.1)
de F6riet function in the
int e gran dise xpan ded as a mult iple series, and if this series j-s
con erge nt ove rth era nge of ln tegration, the integral (2.3.3.1)
tak e 5th e form
(( o ) ,mt +,+mn') ( (h' ),mt ) " ( (n(n) ..n.m
J,mn)s11..snn
as a nex ample.

Special Cases

Now, suppose

Irlultiple Hypergeometric Function

The resu lts

Sec. 2.3.41

(2.s.4.s)
Other convergence conditions are unnecessary becarlse al1 +-he hypergeometric functions involved are terminating. If, in addition,
r=b=1, a special case of (2.3.1.8) arises, so that (2.3.4.1) now
becomes

(-l)n(l-a,n)

;]la-nilJ'2[

-,?-D,m+1,-m;-.

a*n*t, I

;=J

(2.3.4 .4)

[Ch. 2

Integrals of Euler TvPe

54

55

Sec.2.3.41
1

Now

lct a=n+l ani

1=|

when we have

using Caussts theorem

n ! (2n-lrl+

G;ilEn-l
rl'wc

now

take a=n+l and

m=2n+1

4t(a+o) 1..a-1
-..b-l
x ,,
[I-x.)
;-j

the further simplification

I,m)

(2.3 .4. s)

'
,m) (2n+2,m)

in (2.3-4.4), this takes the form

nl (l-r)2n*1
(n+l) (-2n-1,n)

(2.s.4.6)

investigate an Euler integral of a Legendre pol'ynomlal and

a Ccgenbauer PolYnomial. This is
l, ,-lh-l
-^c
(2 .3 .4 .7)
J x"' (I -*) "-' Pr., (1 -2rx)c|(1 -2sx)dx.
'0
Wo replace the Legendre and Gegenbauer polynomials by their.corr"=pondi.tg hypergeometric representations. The formula {2.s.L.3)
nay then be applied- It j-s clear that (2-3.4'7) is now equal to

Wc now

nr!f (a)l(b) -l ;2;2, a :-n,n+l;-m,m+2c;

"',,
r ; c+l/2 'L'J)'
(7c,m)TT;t)'1:I;1\a*b:

(2.3.4.8)

special cases of this result are now consi<iered. Flrstly,

r=b=1, when we may apply (2.3.L.8) and (2-3'4 '7) becomes

.i'wo

1et

-m'm+2c; s) .
-a-,n)
(2 .3.4 .g)
4!:!{)
Q
\" ,o-n '
I ','''
3"21i*a*n,
(2a,*Ifi,r)d-r-rJl)
If we now put c=n+l and s=I, thenthe Clausen function of (2'3'4'9)
may be summed by saalschutzts theorem giving a yet simpler special
case of (2.3.A .7) :

(t-a,m+n) (:3n-1,m)m

ffi(2n+2,rn)
provided.

(-1f

,'" I' ial r (b)

(rx)

I1

(cx

,k

/x) dx

( 2 '. 1-:1/2:-;l/2 ,t/2;t/2i1ir,k2,..)

- F(3)
'
I '.-;
.ta+b::-:
In [2.3.4.11), Re(a)
Re(a), Re(b) > O.
Finally,

we mention

2t,(':.b,:!/=1).
rsl(a+l/2) f(b)',

>

1/2

and

(2.3.4.12)

Re(b) > 0, and in (2- 3.4.12),

a special case of {2.3,3,4):'

[*'-l (r-*)b-i x(r*)

]r(/x,s,k)dx
,

,,2n2
X TmS2m.,
T(SKj

e.5.4.)S)
\L

This gives an Euler integr:1 of a complete el.ljptical integral of

the flrst kind and an in-omplete ellipti-cal integr.al of the third
kind.

this chapter b)' gi-';ing an integral which

of Lauricella function. Thls result may
kind
fourth
involr,es the
be written down directll'as a special casc of (2'3'J'7)'
Fina111., we conclude

r a-l -_ -b-c-N .[*o-' ( I -x)'-'-''rF,

-N;b

;c

;-r)

-(n)..(d, f^ ., fn ; g ] Stx, ., snx)dx

Fl"/
t,

('2. 5.4 . 10)

that Re(a) > O.

of interesting results are obtainable by specialisi-ng

(2.3.2.6). As examples, we investigate two integrals involving
ihe complete elliptical integral of the first kind and the incomplete integral of the second kind and the complete elliptical
intlgral of the third kind respectively. Elliptical integrals,
and ilso hyperelliptical integrals may be conveniently be expressed in hypergeometric forn. See Carlson (1961), for example' We
m:ly thus write

f (a) r tb-c-N+1) (c-b,N) (c-a 'N)

P 13+5-s-i'J+i) (c,N) (c-b-a,N)

A number

- 2t (a+b+l /2),1r*r-f 1r
-*)b-1 K(rx)
tr-^'
,sI(a-iTZnGfi^

F(s/x,t</x)dx

: - :I/2: -;r/2,t/2;7 /2;L/2;.r,t2,t2k21

,, 1,(3) (\a+S+l/2:t-:3f2:-:
^:1 12,-:
1
-,

; - ;

t+

'l

(2.3.4.11)

-3:1,d,a,I+a-c: rr
"3,otg,I+a-c-N:

where Re(a) r'O and Re(b-c-N)

>

tlrn 'tI

-r.

,.,r.,) ,

(2-3.4.14)

Generalised Hypergeometric Function

Sec.3.l.ll
Chtptcr

as a ieries invoiving the Gauss function tcgether with gamma

products expressed as Pochhammer symbols . See Sncddon (1961)
page 19. Hence, the integral (3.1.1) ma1' be written as a double

Definite Integrals

series,

(5. r .8)
nl
Similarly, it will be observed that the integral on the right of
(3.1.5) is an incomplete gamma function
a+n
" (a,n),.
,
- a+n (a+n
(3.i.9)
Et Y
,z/b) = 2"

llyllc'.geometricintegralsilithvariablelimitsofintegrationand
wirir:h are of frequent occurrence, may be reduced to the following

|.,u-1{r-r)b-1 f 1,r; d,.,

1,

,-bua-L^-.,
ie-"" u" ' f(u) du,

rtti

(3. 1.2)

> o.

, Re (b)
It is evident that
l lrc EuIer integral
Ilxton (1976) Pages

whore

Re

Suppose

(a)

that f(u)

the first of these two integraii is srmr lar to

and the second to the Laplace integral ' See
16 and 17 resPectivelY.
may

,l.lrc interchanging

r iu;

d, = i n"i"-o'

,u*n-

1d,.

(3.

1.

s)

n=0 "o

two

an
ll wiIl be seen that the integral on the right of (3.1.4) ispage
(1953)
I
Vo1'
a1'
et
Erd6lyi
See
function.
beta
irrt'omplete
u7. Tiris may be expressed as a Gauss function as follows:-

a+n

(3'1'6)

Br(a+n,b) = ?" ,F,(a+n,1-b;a+1+n;z) '

(3'l'l)
a+n = a(a+l,n)/(a,n),
N()w, l)c(:;rusc
ir i.; lrossible to evaluate the integral on the right of (3'1'4)

1.a, rn-d

hm (a,m+n)z
. m,
,,-n
l-z/o)

(3.1.10)
^L
(a+1,m+n)nl
This last result is a limiting form of (5.1.8) The formulae
(3.i.8) and (3.1.10) form the basis of much of the rr,ork on definite hypergeometric integrals.
3.

l l Generalised

Hypergeometric Function

no.l take l'(u) to be of the form

= cFo((c); (d);ru),
where ^F^ js the gereral ised hypergeometric function
iabIe." ' Th" expression (3.1.8) now becomes

f(r)

za r((c),mJ (a.m+n) (l-b,n) [:r)mzn

t[(!)

(a*t,r*n)
m]n.
following
whlch may be expressed as the
a :(c);I-b;--- -.
a, -1:C;I,
bt:o;o(a*t,iaii
z-ia
:zr,z)'
;

,rn)

Kamp6

On

integration in these

of the
rr:srrlts is juitified on account of the convergence conditions
inrlrosed upon the series (5 ' I .3) .
summation and

We

be expanded in the form

(3.1.3)
f(ul = I i,n ,.,',
.rlo
wlrcre the radius of convergence does not exceed the absolute value
ol- z. From (3.1.i), we have
z- --t
:
1n*a-I..
h-r
" -(]-u)"-b-1^dtr' (3' l'4)
,[r^-'(t-r)o-'f 1u)du ' [-l,riu"
0n=00
irrrcl fr:orn [-1 . ]- .2) , t,'e et'ta-rn the corresponding formula

|"-0, ,,r-,

t-

ffirFr(a+n;a+1+n;-z/b).
This takes the place of the Gauss function when considering
(3.1.4). Hence , (3. 1 . 2) becomes

(3' 1.1)

it

. r,+n
- hn (a,m+n)(t-D,njl

.t

3'lI)I]FINITEINTEGRALSINVoL\,INGoNEHYPERGE0METRICFUNCTIoN

w() types: -

nameIY
Z

and Repeated Integrals

51

(5.1. r.1)

of

one var-

(3.1.i.2)
de Feriet functlon:
(3.1.1.3)

the other hand, (3.1.10) gives

,u /

u rt,3;3r,i, ; [:] ; _ ; zr, - t)

(3.1.1.4)

which is a lirniting form of (3-1.1.5).

3.1.2 Double Hypergeometric Function

The results (3.1.8) and (3.I'10) n:ay be extended in a straightforward fashion to double ahd multiple series. Hence, we are 1ed
to consider the integrals which follow.

sit

lch.3

Definite Integrals and Repeated Integrals

z, d-l .. . b- 1
. (c) : (d) ; (d') ; -,.
-C: D; D' (i;j
/,,,'-, 1r_u)"-' F;;;;;,
; i;j ; t;, j,'u,su)du,

(3. I .2. 1)

7,,-,(,-,,)b-1 '::B;B: ,[;] : [t] ;[1,] :,,.s)

0

(3.1.2

du

2)

irr'ttl

." .b-t
'i ,-7 (r-u)
j,,
0

(d');-.
-c:D;D',(c):(d);
(i;j;i;j;t;,
j,,,,sIr-ul).

(3.1.2.3)

'r,c,l,

the integrand of (3.1.2.1) as a double power serles in u,

wlrcn this integral may be written
nz a+n+n-11r-r;b-1
e ( (c) ,m+n) ( (d) ,m) ((d'),n)r*!
du. (3.1.2.4)
Z7-rri
*---77;
( (f),m+n) ((g),rn) ((gr),n)mln I lu
fi
.l.hc inner integral is an incomplete beta function whj,ch may be
lixpand

cxpressed as
(3.

1.

2. s)

llcnce, after a litt1e re-arrangement, we find that (3'I'2'l)

bec ome s

(3.1.2.6)

o, lzl t r' and the function lt(s) i'

srivastavars general triple hypergeometric function. see Exton

where Re(a), Re(b) >

(1976) page lO8.

(3

.l -2.2)

anci (5 .i.2

'3) respectively

(3

,),n)

(c),m*Jr) (a,m+p) (I -b,P-nl !9,r,rJ-( (9),m) ( (d'

L2 .7)

),n) (rz)m(-s)n21.

m,

0
Z

If jntegrals involving hYPer geome tric functions of several variables are considered, the n umbe r of possibilities increases very
rapidly with the number of i ndep e ndent vari.ables of the functions
concerned. We now discuss the fo 1 iowing two integrals which lend
themselves most readilY to c onve n ient treatment: _i
( n)..
(d
(d')
.;
(3'l'3'I)
7,,r-, rr_rrb-r
' e!:n[tc):
Y'ul-(r)'(e') .;G ( ,r],'," '''rJ du
i
and

1 a-t.[c) : (d')
Ju (l-uj-b-1 -C:D
''F,G
0
l(tt , rr')

:::i:ll ''.,

r.

l(

.ji,,,,

,rku,

,,,,,-,1_l du.

(3.

]. 3.2)

a.n
functio" al,I is the generalised Kamp6 de Fdriet function of
Karlsson (1973), and it is assumed that Re(a) and Re[b) are both
positive and that lzl is sufficlently sma11 to ensure that the
hypergeometric functions in the integrands are convergent over
each range of integration. If C+D > F+G+1, then these functions
must terminate, and if C+D 1 F+G, the integrand in question xi11
al.rvays converge. l^Jhen C+D = F+G+1, each case must be conside::ed
The

separately.

If the inner generalised Kampd de Fdriet function of (3.1.3.i) is

expanded as a multj-ple series, term-by-tern integration is allowable if the above .inr".g".,." conditions aremet andthis integral
((c),ml*.*m,.,) ((d'),mr) . . ((d(")),mn)r'[t. .rmn

(r-u)b,,:;B;B:,[;] ; [i] ; [g:] ;,",su)du

(a+m-+.+rn .b-'l
'

n'
zI
lm- l. -m
((f),mr+.+m ) ((g'),*1) .((e(")),* n'ln
(3. I . 3.3)
As before, the incomplete beta function is expressed as a Gauss
function and (3.1.3.1) may be written as
(a,m*T1*.*mrr) ((c),mI*.+mr) (1-b,m) ((d'),11) . . ((d(n)),mn)

,llrBl'

the following example of a definite integral of

Laplace type which involves a K-amp6 de F6riet function:-

we also have

7u,-,

Multiple Hypergeometric Function

and
1

3. 1.3

59

becomes

Similarly, the integrals

take the form
a .-Z- F (5J ('a

,za /

Multiple Hypergeome tric Fuuction

Sec.3.1.31

(."-,-l5*.

*mn)

((f),m1*.*mr) ((8'),mr)..((g(n)),mrr)m!m,

! - -mrr!

(5.1.3.4)
(rrz)ml. . (rrz)mn.
If we investigate (3.1.3.2), we finC that it is equal to
(a,m+mr+. *mr.,) ( 1 -b,m-m1+l - . . -*r) (b,m1* I + . +mn) ( (c) ,mr+ ' +ntrr)
1

(3.t .2.e)

A few special cases will be discussed in Sectj'on 3'1'4

*(

(d'

),*r)

. . ( (a

(n)

),m,.,)

zm(rrzlnr

..

1ruzlmo,-'u.rr:1..

i l;

l;ir'"

(r()

Ich.

Definite Integrals and Repeated Integrals

Nr:xt, tltcr two similar definite integ.rals of Laplace type which

I'ol low are cvaluated:-

,r.u,.,r-J o,
""
te(n)),''"" """J

|..,r-r ^-u .c:Dl1c): ( d');. , (d:'])

''Ftt[rtl:(g');.,

'nt' "
a

7,f

(a+m+mr+.*m ) ( (c),ml*.*mr)

(1d'),mr)

..

r;.-r-,P
i,u-t,,-,)b-1Ll(ru)du =

the integral

(g(') ),*

lt

-=

_l

-C:D
tF,

l-t.l,ta,);.;(a(n));
I'''k'''k*l""lo"
l-irr,1r');.;(e(n)1r

(a,m+mr+. + mU) ((c),mr*.*m,.,)

m.m, . (rt.)'-'k
, .m,
(r.z)"'1.
mlmr!.....rr!

z"'

(3-1.4.4)

Aiso, using (3.1 .2.8) , we have

1 .-t
h-r
Ju*'(t-r)"'Fa(c,d;f,f'

;ru,sIl-ul)du

nl,

11+l k+I' . .rnn

(5. 1 .4. s)

(3. I .3.6)

3. I .4 Special Cases

certain represenl_ative exailples of special cases of some of the

integrals tf Sections I.1.1.to 3.1.5 will now be discussed. If we
the Gegenbauer po11'nomial in the integrand of
"*pr"..
(3.1 .4. 1)
Jo'-1 1t-,r;b-1 cl it-z.r)a,,
0
as a Gauss function, a special case of (3.1.1,2) is obtairred, and
so we may apply (3.1.1.5). Hence, the integral (3'1'4'1) may be

l{hen turnlng to special cases of definite integrals of nultiple

hypergeometric functions, apart from the product of several single
hypergeometric functions, very few classical speci.al functions
falI directly into the'mu1tip1e hypergeometric category; even
though such functlons appear in divers applicatl"ons, '-he1' have
only recently been presented in hypergeometric form. See Exton
(1976) Chapters 7 and 8, for example. B.C. Carlson (1961) has
fairly recently expressed the incomplete elliptical integral of
the third kind as a Lauricella function of the fourth kind in

three variables. It thrrs follows that the integral

zo-' n
1rlr, s,k)du
/,.,'-l 1t-u;

(2c,n)zarL:2;I, a:-n,rr+2c;l-b;

=i_l.i_+i'iio('I' '

- -\ ta
(s'r'4'2)
..iit'"''- -"'z't'z)'

we have the following integral invoi.ving a generalised

Lngucrre poll,nomiaI : -

(3. t .4 .6)

be expressed as a special case of (5.1.3.4) so that it is

equal to
'I
2 (a+1/2,m+mr+mrtmr) ( 1/2,m-r+mr+ma) ( I -b,m) (i, m, ) (i,mr) ( 1, mr)
a+I/
TZT
^,1t1 2 L {a+3/2,m+ml+m2+m.) (5/2,mr+mr+ma}
a+l/

may

^w

.. r^ 1r2 11^ 7 1r2 12 11* 21-kr2

-)

evaluated t,o give

!t

rzz ,(3)l.
a ::1/,2:.-:.-;.1 /2;.1 ;.1-b;.u2r,-rz,z)
(a*I::
I :-:-; - ;-; - ;o
2a t

((d'),rn1)'' ((d(n)),mn)

In both (3.1.3.51 and (3.1.3.6), it is taken that Re(a) > O and

that ]zl is sufficiently smal1 to ensure the convergence of the
multiple hypergeometric functions of the integrand over the range
of integration, unless these functions terminate'

Sirnilarly,

du

by means of (3. I.2.6)

n.l

1 a-l -u
Ju
"
0

z/ru-' (, -,r)b-1 r(ru,k/u)

0

z*[rrr1ml. . (rrz)mn
mlm, 1...rn.,

elliptical integral of the third kind rnay be written

as an Appe11 function of the first kind. Hence, we may evaluate

((d(n)),mn)

*rnn) ( (f) ,m1*. *mr) ( (g') ,m1) . . (

"rl i ;i(^:, ;.;l',t -b'.,,,,)(3.1.4.3)

The complete

7"

;"1'(a+I,m+mr+.

6l

Special Cases

Sec. 3.1 .41

If

z)

m3

(3. i .4.7)

take C=D=F=l and G=0, C=D=G=l and F=0 and C=D=O respectivein (3.1.3.5), for example, we have
Z
ir[') q.,dr, .,dn;f ;r,u, .,rku,rk*r Ir -u], .,rn [] -ul )du =
fu '-' (, -r)o
we

1y

(3. 1.4.
(cont inued)

B)

Definite Integrals and Repeated

62

(cont i nucd)
a (a+m+mr+. +mU)

Zt

(drmr)

i,,'-'

lntegrals

(l -b, m-m11] - . -*n) (b,*k* l*.

[Ch.3

(d,,,*-) zm6rrzl*1. . (r*zlmk(-r**r)*k*1.

mlm, !.. .mr., I

,,-,,0-tnl",[c,d,,

. ,dn

;gI,.,8r,itl''.'Iku,
.k*l I I-ul, .,rn

3.2.1]

As

beforc, it will be

assumed

tr -,r!

(.rr)mn

i3. I .4.8)

(a,m+n+p) (c,n)
,a_
Lt_

a,-t

aL

(a+1,m+n+p)

(1

-b,p) h*zm 6rz1n1-

(a,m*m1 +. +mk) 6I -b,m-m1*1 -

(b'

),rr

) . . ( (u(nl ),m,.,) zm(rrz;mt . . fruz;mli

m!m, I

(-ru*r)mk*l

. . (-.,.,)*n

.:.mn!

3.2 DEFINITE INTEGRAI.S ASSOCIATED WITH TIIE KUMMER AND BESSEL

FIJNCTIONS

investi-gate integrals of the following types:z,

a-I-b-l-l.t (c;d;ru)f(u)du,
Ju- (1-u)-

(3.2.r)

:r 2,-L *rFr(c;d;ru)f(u)du,
Jr- ^ " -l.l -

(3.2.2)

'!u"-'(r-r)b-l J. (ru) f(u)du

(3.2.3)

z/ua-r e-u J.(ru)f(u)du.

0

(3.2.6)

n)

n Ip

t3.2.7)

1 -b, p) hr r^ (- 12 12 /
(--1\L
(a+c)f (c+i)L(a+c+1,m+2n+p)(1+c,n)
n!pl

and

,r-*, (r/ 2)c .

(a+i)Tlff) t

4)'( - r) P

(ar c,m+2n+p)hrr'( - -212 / d)n(-r)P

(3.2.8)

(3.2.e)

specialisation of f(u) in the forrn of a single

series in its argument is the generalised hypergeonetri.c function
,Fa, see (3.1.1.1). We are thus led to consider the integral
1a-t-,
.h-l
(3.2. 1 . 1)
/"'-'(r-u)"'
rFr(c;d;ru)FFct(f) ; (s) ;su)du,
0
which is a special case of t3.2.6). Hence, (3.2.1.1) may be written as

The most obvious

(f) ;c;I-b; -za -(3), d ; i-:-:-;

(3.2.t.2)
(a+I:
: -;-t-t(g);d;
- ;t''t:z'z)'
;*"
Let f(u) take the form of a Kanp6 de F6riet function, so that, if
applied to (3.2.2), for example, we have

f,u-1 "-',F, (c;d;ru).!::::l rff]: If]: i9i] i,u,.,10,,

0

and

3.2.1 Generalised Hypergeometric Functions of One, Two and Several Variables

(3. 1 .4. 10)

We now

-*r,) (b,m**r+ ., mn)

((g'),mr)..((g(n)),rn)
(

z1

(a+c. m+2n+p) (
a+c"
(r/2)"
r/ t) t
z*

(3. r .4. e)

and

,a.
aL

(3.2.s)

a (a,m+ n+p) (c,n)h zn(rz)'(-r)P

(a+ 1 , rn+n+p) (d,

'luo-' rL-u)b-1DFG((d, ) ; (gi) ;rrrr) ..nFc( ra(k)), (e(kl) ;rru)

o,ora( (k*I), .,r(k*1)
(n)',
(d
; (g(t] ) ; rn { I -ul )du
) ;11*1 [1-ul ) . . nFc( {a

expansion

(d,n) nlpl

Z a'

!...mn!

that the series

63

has a radius of converg.ence which is not less tharr I z | . With thi

assumption, each of the above integrais may l-e evaluated using
term-by-term integration, so that (3.2.1) to (3.2.4) become,
respect i vely

^1.

m!m,

Functions

f(u)=I
' .r!ot-rn
n

*mn) (c,mr+. +mr)

(a, m+m, +. +mU) (1 -b,m-mU
*1-, -mn) (b,m1*1*.

Generalised Hypergeometric

tmn) (c,ml+, +mn)

--'ffi,* --J-

Sec.

_
-alz\

(a,m+n+p+q) ( (f),m+n) ( (g),m) ( (g'

),1) (c, p) (sz)m (tz)n(rl:)Pza

(3.2.4)
Similar:1y, integrals i.nvolving generalised

Kamp

(3.2.i.31
de F6riet

Definite Integrals and Repeat Integrals

64

l trnct

resul

ions of
t

severa I

vAriables may be evaluated;

lch.
rse have the

z-2
F:Gl (r):(s,);.;(e(n));, .,2 r
/ua-r e-u J.(ru)F
1*'''" ,.,l o'

I (a-b+1 ,N)

za*

. a(1-b,N) (I+a,N)

''*Lrr) :(k');.;(t(n));

C,+2r

rd,a-b+1+N, (c);.^^.
D+?\a-b*I, a+l -)J, (d) ;" )

(3.3.1.2)

3.3.2 Double Hypergeometric Function

(r/2)c r(a+c)/4, ( [a+c] / 2,p+m+nr+. *m,,,,) ( (f),mr+. **ar)

- - (a+clilc+ll-z
([a+c+2fl2,p+m+mr+. +mr) (c+1,m) ((jJ,mI+.+mn)

consider the two integrals given below, eacl'r oi- which involves a Gauss function and a Kamp6 de F6riet function.
We now

,.mn
(s'),ml) . . ((e("),*; {-r)p/ 2 (-r2/r/ q^ (trlz)nt ..lt--n {z)
1ik'),mr)..((t(")1,mr.,) plm!mrl...m
(3.2.t.s)

(
X

65

Double Hypergeometric Function

Sec.3.3.21

(3.3.2.r)

ru, su) du

It appears that no general reducible forms of the integrals

discussed in this section exist.
3.3 DEFINITE INTEGRALS ASSOCIATED WITH THE GAUSS FUNCTION

A number of fairly compact results mav be obtained if integrals

of the general type
Z

a- I
7
j r"

ZF

( -N , o -N

;b;u/

z)

f t u) du

(3. 3. 1 )

On expanding the Kamp6 de F6::iet function of the integrand of

(3.3.2.1), the conditions of convergence imposed upon (3.3,2)
enable us to integrate term-by-term- A double series of 3F2(1)
functlons results which may b,e reduced by Saalschiitzrs theorem.
Hence, (3.3.2'1) may' be written as

:(d);(d'
,'N.1^-b'1,N)
F*2:G;G' \(f),a-b*l,a*[+N: [g) ; (g'
;O-E,Nfia-l,N)' "C+2:D;D'ric),a,a-b+i+N

'

t1

\r

are considered, As above, it is_taken that

r(u) =

,,ionnrn

Simrlarly', G.3.2.2) takes t-he form

(3. r. 2l

convergent for lul :1.1, and N is a non-negative rnteger. Hence,

(3.5.1) may be written as a sum of Clausen functions. The appli-cation of Saalchutzt's theorem then enables us to Put the integral
(3.3. I) in the form
(a'n) (a-b+1+N'n) hnzn
(1,N) (a-b+1,N) zaI
(3'3'3)

(l-b,N)(a*l,Nfi-Iffi'

This last result may be employed to i.nvestigate a number of integrals involving the Gauss function together with other hypergeometric functjons.
3.3.

Generalised Hypergeometric Function

If Re(a) is positive, a
Z-

number

of integrals of the form

(3.3.1.1)
Ju" zFt(-N,b;b-N;u/z)aFr((c);(d) ;ru)du
0
are of frequent occurrence. Here, we have specialised (3.3,1) by
taking f(u) to be a generalised hypergeometric function of one
variable. The formula (3.3.3J may be applied, so that the integral (3.3.1.1) may be evaluated in the form
.

A-l

z a 7\

. J . L . J )

,uN:ir-brl,N)
rC:D+2;D'r(c):a,a-b+l+N, (,r) :(d'
;(t-b,NlG-l,Nt' F :G+2;c''(f) :a-b+1,a+I+N' (g) ; (e'

(3.3.2.4)

3.3.3 Multiple Hypergeometric Function

results may be generalised to a further degree by

lntroducing a generalised Kamp6 de F6riet function of several
variables into the integrand of the integral under consideration.
We give the foltowing two results as examples which may he obtained in exactly the same fashion as the expressions discussed in the
previous section.
; rb(n)'t'
u'
,r)rF,GL,ar
7,u-' rr r(-N,b;b-N;u/z)r::P
l(.^]',,r,),.,
!o:]'' (e,rrr,.,",
The previous

''"']

,'Nl 1u-b*1,N;
oc+z:o
a(1-b,N) (a+1,N) n*2:c

[(c)
[_(f)

,a,a-b+1+N

;(d');.; {a(n),.
(g');'; (g(n) ) ,

,a-b+1,a+1+ N;

-1

11z''''rn

.t
"l

(3.3.3.1)

66

Definite Integrals and Repeated

Integrals

[Ch.3

(3,3.4.4)

and

z,
(b');.; (b(n));- .. - -l o"
-.
-rF,
.lr*^-tt (-N,b;b-N;t t/z\eg,?[(.):
'/z)FF"eLi.,, i*';;., i*(,),,"''12" 'r1uu

,.

b
=

,uNI

6u-b*1,N) .c:l*zf-1c;:a,a-b+1+N , (d');P,q, (d") i.-;

;fi5,Nl-(a+l;l0'n:c*2fir)

P'q' (d(n)''

(n) 'r'r'

'"' ' ''C ' (r i - ; ' 2)

p and q are dummy parameters i-ntroduced to retain tflo ilotation of the generalised Kamp6 de F6riet function on the ri.ght cf

the

tou- 1 -N'

zN(1+N)

TN;I;ITN;f
(

-2u/

(3.3.4.6)

'

z)erf (ru) du

15.5.4./)

form

(3.3.4'B)
l*)i"',F,
'rjov\ 1\r
'c a , [-N,b;b-N;u/z) rflQ/2;3/2;-r212;dr.

In this case, it is most convenient to refer directly to (3.3.3),

(3.5.4.8) may be written as

The s.pecial Gauss function

2(a-b+2,

2Fl

(-N,b;b-N;x),

(3.3.4;1)

wlrich occurs in the various integrals in Sections 3.3 to 3.3.3'

may be expressed in terms of a Jacobi polynomial

,,. pP-1-N'oit-z*;,
'N
(b-\,N)
*,j,
,,

(3.3.4.2)

Erd6lyi et aI. (1953) VoI. I page Bl, and its special

case

the Legendre polynomial

P*(1-2x),

(3. 5 .4. 3)

\)

(b-N.

lilluru1a*z,lr)

Thls, in turn,

N)
1

,'*l i

a.

may

1a*t ,2n) (a-b+l+\,.2n)l 1/ 2,n)

;, !o@- il7

; y a;7.N,
n

(-1)N(a+N,t'l)za
'lu^-, ,rN\r-;-;rrr,-lru.)ou
L),
- -G;i;l}a-a"3ta_N,a+]+N,
,F-f ,3t-n:n:1 t;L
,r-?..,p rr-.-,,\r,, =
,i.rr),
,0"
G.3.4.4)
where Re(a) , O.

that a=r=1,

when

the integral

'
,u.,
/r*tr-2"/r)P,.,(1-2u)d

I t sZ,

(-r:)2

"I,

(5' 3.4 . e)

be expressed as

(b-N,i't)24*1,
--fr:ElU ia.:Tf(a*tI s'a l+,+,OgY,5gry
| ,iu*z'9_!11'e.r.3 1
'-2'l'22

using Legendre's duplication fcrmula for the

Erd6lyi et al. (1955) Vo1, I page 4.

gamma

^^

/r,'-'

R*1t -2u/ z)n

(ru, /[su] )du

I
I

I,
.l

(3. 3.4.10)
funct io n. See

Examples of special cases of integrals invplving double

metrlc functions may be fu::r,ished by the follovring:
Z.

have

zn

2(a-b+2,.\-)

b = 1rJ+}.

The generalised hypergeometric function associated with (3.3.i.i)

may be expressed as a vari-ety of special functions. l{e consider,
as examples, an integral involving a product of Legendre polynomials and an integral involvi-ng the proCuct of a Jacobi polynoniial and an error functj-on' From (3.3.I.1) and (3.3.I.2), we

may

_
-

Suppose now

-2u)du

is now investigated. Replace the special functions of the integrand by their hypergeometric representations, when (3.3.4. 7) takes

when

when

function of unit argument to which

3.3.4 Special Cases

see

z) Pn (i

f,.,^-

where

(3.3.3.2)

Clausen

/e*{t -zrl
The integral

-l

,'

becomes

SaalschUtzts theorem may be applied. Hence,

:a_b+1,a+1+N, (e, ) ;p,q, (f,,) ; . _ .

p, q, (g

67

Special Cases

Sep.3.3.41

hypergeo(3. 3.4. 1i)

', a-l - - ..
/z)F oG,d; f, f' :ru, su)du,
Iu" ' zF
' t(-N,b;b-N;u
(3.3.4.12)
o
where II(x,y) is a complete elliptical integral of the third kind
and F4 rs an Appeltr functj-on of the fourth kind. The integral
(3.3.4.11) may be expressed as a >pecial case of the standard .
form [5.3.2.1), and so may be evaluated to give
and

(3.3.4.13)
l{e may also use (3.3.2.3) to show that (3."\.4.12) is ctlttrtl to

(3.3.4.s)

be expressed in closed form. The right-hand nember of

zaNI(ir-l>"1,N),-4:0;O,rr,:t-ltrl,N,c,tl:"
l'
,-Nl ;,t;l',, l1rl,;1 rlrt.,l

.fifi ,ljfr;l

'r'ir';r'7'\7)'

(,i.3.,1 .14)

t
tch.3

Dclinite Integrals and Repeated lntegrals

66

If wo put s's-!+I and d=a+N+I in (3'3'4'14)'

to glvlt tho cxpresslon

#ffiffi*$

lrr(a,a-b+I+N;f ,f ' ;rz,sz)

this simplifies

then

(3.3.4.16)

'

discussion of three integrals

Thll roctlotr ls cotrcluded t'ythea brief
g"tter"lised Kamp6 de F6riet functiiiuifri"C ipocial cases ofconsider
the integral

iiin-ii-iirii'al variables'

d,, 11,', r ,rir1,, . ,rrru)du,

Iu*-' rn, ( -N, b ; b-N ;|) rfn) t", ar, ., i
(3.3.4.L7)
0
case of
special
a
is
whon it will be seen that this expression
(5.3.4.16)
integral
the
Thus
(3'3'3'1)
'
tho riSht-ltanJ member of

may

be evaluated

as

. (s. 3.4.17)
,oNl1u-b*I,N; .3:1i-c,a,a-b+I+N:d1; ' idni ,-r...r)
;(T-bTI-(a.1,Nf 2,11_u-u*r,a+r+N:f
'J
,;. ifn, '
which are
(3'3'5'1)
of
Also, we have two further special cases
worth) of note:-

io"-'r.,

(-N,b;b-N;5ri') [.,dr,

rrru) du

. ,d

(3.3.4.18)
''rt"' ''t"1

a, a-b+1+
,'N I 6u-b*1,N1
= ;G:E$G+T,NI F1'1F,
t
''l t, a-b+ 1 , a+
and

u^-' ro,( -N, b ; b.-N r\) rr r(.

'o')t
'!

1,

;f

rru)''
,;

2F1

(tn, d,

;' icn'dn t'

i:T {"r-,f;1iT)niF2:2fa'a-b+1+N''r'-0,
d\r-u,.r.,
\ui 4 'tt) ''L
fl ;.;
l_a_b+I,a+L+N:

tn i

f,

rnu) du

I
r',' '"11

This last result leads to the following integral of

several Legendre PolYnomials : ]u'-'o* {, - rrr r, Pml (l - 2rru) . . . Prr, ( I - 2r-u) du
,'(r-N,N)

i-t1N .2:2 'f .,

-f-1a*t,Nl-

'z:t

:-ml,mr*l!.;-mn,mn+I

l_a-r.r,a*l*rv:

i.i

In discussing repeated integrals of hypergeonetric functions,

first of all consider general integrals of the t)?es
zz

r^-'(1-r)b-If1r11ar)n
i.r"l.i
00

zz
I.b).| ,u-t "-" f 1r1(dr)t.
00
We expand the function f(z) in the form

product of

we

(3.4.1)
(3.4.2)

and

(3.4.3)
t(z) = I tl-r* ,
m=U
where the radius of convergence of (3.4.3) is sufficierrtly large
for the intcgrals (3.4.1) and (3.4.2) to be treated using term-byterm integration. lre may thus write (3.4.1) and (3.4.2) in the
forms

@zz-

I n^i. 6).iru*^-

m=(l 0

.M=UUU

^^i

(,-.)o-'(ar)n

(3.4 .4)

b) .1,u*^-1

u-'

td,1n

respectively. The Lnner lntegral of (3.4.4)

'
; (1-b,r)ru***'*'-1
r=O rl (a+rn+r,nJ
which may be expressed in the forrn
a+m+n-

'

(3.5 .4 . ls)

3.4,REPEATED INTEGRAI,S

and

-t

69

Repeated Integrals

Sec. 3.41

may be

written

(a+m

'

I -b; a+m+n ; z) '

Hence, the integral (3.4.1) becomes

a+n-1
hm'(a.m+r] (l -b,r) zm*r
z
m,

as

(3 .4

.6)

fo.r;l-rt,

_G;I

(3.4. s)

r=O .

(a+n,m+r) rl

(s .4 .7)

(3.4 .8)

A similar i-nvestigation of (3.4.2) enables us to write

rrrr,.,rr;l

t,:

,.r.;J,

zz
i . r"l .i .a-t "-z r(z) (dz)n
00
a+n-l
- m+r
@ h (a.m+rlz
z
'
m'
1
(a.n) ' ^(u*n,m+r)r!
'
m,r=u

(3.4.e)

lch.3

Definite Integrals and Repeated Integrals

70

3.4.1 Generalised Hypergeometric Function

za+n- I - Fl,l;lr u '!:]il-bi.rz,z).

G,"I- 'l:c;o\a*n: (d) ; -

(3.4.1.1)

ChD

i .t:l ;-;.r,,,1
','",(a,n) Fl'l;9(
1:C;O'a+n:(dJ;-i

(3.4.1.2)

In the formulae (3.4.I.1) and (3.4.1.2), Re(a) > O,and in (3.4'1.1)

Re(b) > 0 a1so. If b=l, a simpler form of (3.4.1.1) occurs. This
is
7

i.,",.i,^-'cFD((c)

; (d)

;rz) (dz)n =

c*rFD*r,til ;,nrn'.,,).

(3.4.2.3)

3.4.3 Multiple Hypergeometric Function

further generalisations of tire previous results may be obtained by the same methcds as thcse used in the pre'rious sections
to evaluated repeated integrals involving multiple hypergeometric
functions, in particular the generalised Kamp6 de F6riet function
The following t].o examples are given without proof:l'lany

z
b

I
\-I hp.cl
"(s)'
t:";..,'.trrr,.,.rrl
-c'nkc):(d');.
'
(I-=)t
-) {ur)n
' '"Lf tl: (s');.; (s'-'); '

(a,m*rnr*.*mr) ( (c),mr*.+m.l (_(d'),mr) . . ( (d(s)),mr)

Zla+rt - 1
(a,n) " (a+n,rn+mr+.*rns) ((f),rn1+.+ms) ((g'),mt) . . ((s(t)),*r)
(1-b.m) (rrz;m1. . (r.z)ms
Y

a+n-1

"6:il

:: (c):

F(J] r- -..(rl.
- rc\

.r"l,l .u-l,
f'o

(c);(d);rz)(dz)n

a+n- I

--

-- z-ta,nJ

From (3.4 .9) , we have

zz^1 r il-t
t
e
J'(nJ'i z
00

cont rnued.)
a+rr -

In this section, integrals of the types (3'4,1) and (3.4.2) which

involve the generalised hypergeometric function of one variable
are discuss"a. ff the formula (3.4-8) is used, ic follows ihat
1 a-L .- . b-rI.rr[(c); (d);rz) (dz)n
i. trl. J z - (i-z)
00

'tl

Multiple Hypergeometric Function

Sec.3.4.31

and

zm

(3.4.3.1)

*l,nt:-mJ

;' ;(a('))'.,-, .,r,2,r,..

rS:?[('):(d')
i,,r.1,"',r-,)b-'
'r'c[rr):(s');.;(g(=));l-''''k"''k+
,'
o
o

3.4.2 Double I{ypergeometric Function

The expressions (3.4 . B) arrd (3.4 .9) may readi I y be extended to

double and multiple series. If we take f(z) to be a Kamp6 de
F6riet frrnction, we irave the following results which rnaybe given

I (a,m+mr*.trn*) ((c),m1*.*m") ((d'),mr) . . ((d(s)),ms)

(a,n)" (a+rr,m+int*.*rk) ( (l'),mt*.+ms) ((g'),mt).. ((g(t)),*r)

a+n-

in terms of Srivastavats triple hypergeornetric function:

rAu:u;D'rtc]: (o); (o'),_.L L .-r r,t?r
'{,^-'
(dz)n
(r-,)o-1 eg
?ill r!:l : f:l : till i,,,sz) \!L)
).ln).12
F:G;Gt'(f)

'tl

__ -n
xldz)

,(g)

; (g')

(I -b,m) (r, z)mt. . lrozlmk

mlmr!..m*l

'J')

'l

. _l-,.
'.' ' '-rz , sz , z) (3.4.2 .I)

If b=1, the right-hand

the more compact form

member

.*li'

,rt
f7
i
fJ.i.J.",

of (3.4.3.1), for exantple,

1\

assumes

,r ' r"=1
3.4.4 Special

Cases

A number of special cases of repeated integrals each involving a

single hypergeometric function are now mentioned. The Bessel function of the f irst ki-nd may be represented as a nF., function.
Hence, from (3.4.I.3), we have the result

ir!

,it

[ch.

Definite tntegrals and Repeated Integrals

72

(\c za+c+n-l [a*c a*c*l

) )

-l

i.t"r.iru-' t.(rz)(dz;n = #;fir*lil2F31 2'-T' -"2'/nl'

Le:;-n,..-*,c*r;

If

we

/. c"t
0

and,

In conclusion, repeated integrals of the Lauricella functions

tl'; ;"; r5*)'r."'cvaluatcd uv ,p".ialising thc formul a (3'4 '3'3):

13.4.4.r)
we
have
function,
BesseI
modifjed
the
consider
norr

.i*-' r.(r/z) (dz)n

on putting a = c/2
be obtained.

(3.4.4.

1O)

f (c+1) @+|,n)

may

73

Special Cascs

Sec,3.4.41

(3.4.4.2)
given
below
case
special
I, the simPler

Z,

(3.4.4.11)

(3.4.4 .3)

f.rnt.I

00
conflIf we replace the Laguerre polynomial by the corresponding
(3'4'1'3)
as to
so
use
again
we
may
uent hypergeometric iunction,
obtain the formul a
- a+n- I
a -\ir^.
,-.fl -= (c+l,mJz
E r
rilrr)(cz)"
'a+n,' c+1 ;
z'z
!2"-'
/.tnl.
ffi
00
(3 .4.4.4)
cases
special
There are also the further
z ^ ^
z
.n =
,a*n ,c+n
(3,4.4.5)
r'1r21(dz)"
fnl.
Ir'
/.
5;i.-rrtl;'"(rz)
UU

nz) '

',

(3.4.4.t2)

- -. -n

z) ldz)

(3.4.4.131

and

and

z,.,roz) (dz)n
.'l ,u-' r[*) 1r*.,,d1,.,d,,,;a;r!
i.r.r,
'
1. rr
6 '' 6

The repeated irrtegral

zz

i. ttl 'l 'u-'

00'

P,n(l-2rz) (dz)n

(3 .4 .4 .7)

is now investigated. The Legendre polynomial is written,in hyperin

!"o*.ati. forml so that (3.4-4.7) may be evaluated immediately
the form
a+n- I

and if a = l, we have

rt,('i.},'i' ,"' '

(5.4.4.

8)

n, ,-2
(s .4 .4 .e)
r['-"rr -2tz),
=
v^tr-2,,)(dz)n
i.c"l.i
ft#*lT
OU
where the repdated i-ntegral of a Legendre polyncmial is expressed
in .terms of. a special Jacobi polynomial '
z

_a+n-I

fr-;Uf

)
_A
-rrz) -o1 . . . (I-r*z) -'*

..

(3.4.4 -14)

Generalised Hypergeometric Function

Sec. 4.1.1

Suppose

that f(u)

may be expanded
f

Chapter 4

(u) =

as a double series

h'"'

*l,.'=o

then (4.1.I) now takes the form

Contour Integrals

(-1)'*t'

4.I POCHHAMMER INTEGRATs

of Euler type, such as are discusseci in chapter 2,

by contour integrals, where the path of integrareplaced
may be
tion is a Pochhammer double-1oop. see,lAJhittaker and itratson (1952)
page 255. Such a loop begins from a- point P, sa{, bettveen0and 1,
Lniircl.s O then 1 in the positive direction and then encircles
direction, returning to
the same two points
-such again in the negative
a contour wilI be denotcd by c unless otherwise
the point P.
statld. The advantagi of such contour illtegration is that the restrictions on the parameters of EL:ler illtcSr'a1s may be lifted.
[)oub1e-loop i.ntegials are also a very porvclful tool in thc investi-gation of hyp"rg"onretric Jif ferential sj'stenrs. See E'rd61yi (f 950)
The integra,Is

for

erampl c.

lre begin by considering the gcncral typc of intcgral

Ja

r'-t(t-,r)t'-1 f1t,1 du,

t(ul = r/

where

h*u

III

(4.1'1)
(4 .1 .2)

If the contour. c can be deformed, rr,ithout crossing or enci,rcling

any of the singularities of the irltegrand of (4.1'1), so that thc
series representation (4.1.2) converges uniformly upcn it, then
the integral (4.1.1) may be replaced by
r+m-I.. .rt-l ' du'
(4'1'3)
LIrrrr-1(l-u)'
I^r.,r/6

m=u

The above inner integral mdy be evaluated by means of tlre useful

formula Isee Exton (1976) Page ]7]
)
ltrt )
(4 .1 .4)
d,
{-r)'-t(.,-t)''-1
la
li1-11 1 11 -r' ) I (r+r-')

on the understanding that rt i-t int"rpreted as exp(r log rr),

where u is rea1, positive and continuous on the contour. llence,

r+r, .^ ._2 o l, (r.nr)'.

Grr)-,, I "T ,
f (1-r)i'(I-r')f (r+r') *!O (r'r',trr)
-

Xi.,
m,n
I

m, fl=O

"(l-')n

(4.1.6)

'

(r,m) (r',n)
(r+rr ,m+n)

(4.1.7)

Both of the results (4.1 .5) and (4. 1.7) may easil;, be extended to
multiple series and will be the basis of the following study of
Pochhammer integrals.
4.1.I Generalised Hypergeometric Function

If we let f(u) in the integraJ. (:.I.l) take the form of a generalised hypergeornetric function of one variable, we have

.^ .,2
Yr))
-if(;F
r[1-r) r(1-r
- --r+rt
(-il

r rr(r' (a i;r+r' (bl;x), (4.1.1.1)

A,IL:-r
which holds provlded that the ccntour of integration, C, can be
deformed so that the hypergeomet::ic function of the integrand is
con\rergent upor. it. Any values oi the parameters, either here, or
later in the text, which make anr- of the associated ganma functions inlinite are tacjtly excludeil
.

m=o

(4.i.1) becomes

12ni12

l(1-r)l(1-r')r(r+rr)

75

(4.1.s)

If we let r=bl, then the hypergecmetric function on the right of

(4.1.1.1J assumes a simpler form:
nFB(ut,.,aA;bt+r',b2,.,bu;x),
and if r'=al-bi' also. a further simplification results
R-tFg- t.@z''

''A;bl' .,bu;x).

(4.1-1.2)
:

(4.I.1.3)

For special values of x, a number of integrals of the type

(4.1.1.1) may be evaluated in closed form. For example, if x is
made equal to unity, and A=1 atrd B=0, the hlpergeonetric function
on the right of (4.1.1.1) may be summed using Gauss's summation
theorem, see Slater (1966) Appendix llL This gives the result

, b-I.

Jc'

It is understood that tle(b+r-a-<iJ ,0, or that at least one of

the parameters a or d is a non-positive integer

-.i

1(r

Ich.4

Contour Integrals

A frrrt ltcr r.rseful resul t is

o-1-Nrrt
{'' -N;b ;u) du
/a,'-' (1-')
(-11r+a-b+I Qni)2 (b-t,x, (b-',ll')

/a ,'-

whicli has been obtained in a similar fashion to (4'1 1.4) and

wherc Saalschfjtzts theoren has been used in place of Gaussts
thcorem

An integral slmilar to (4.1.1.1) is

(4.1.1.61

/. ,'-'(1-,.,)t'-'o.u( (a) ; (h) ;flr-)a"

If the hypergeometric function of the integrand is expanded in

series, *L nrr", after interchanging the operations of integrati

on and

.m
!!:1,-l-',1^
((b) 'nr )m l'L

-rr)

u.**-,(r_r)r'-m-tou,
llltt)

@,
so that (4.1.i.6)

ut-' (i-u) -trt, (',]o l#rlo,

A*tFB*t

; -.
t-r' : -*)' (4.i

.e)

r
f+flx J(-/u I

integral

may

provided thet Re(b-a-d) ' o. other results expressible in closed

lorm similar to (4.1.1.4) and (4.1'1.10) may be obtained'
4.1.2 Double and Multiple Hypergeometric Functions

results of the previous section inay be generalised to covel

the cases where double and multiple hypergeopetric functions
occur. I^Je employ the gener.alised Kamp6 de F6riet function of
Karlsson as the most convenient generalj.sed hypergeometric function of several variables. The integrals (4.1'2'i) and (4 '1'2'2)
given below will be evaluated. These are

(n)-

(b ' 'l:trx
_ -"-'t

,ux

ux
-'n

0,, ,0. , .2 .r)

-l
I

(r)l .r _r,.,,-l du. (4 .1.2.2)

'(o

rm -l

(i-u)'

rr-l

^du.

be evaluated by means of

(4.1.2.s)
(4

1.4)

- --r+rt (r,mr+.*mrr)
(2ri)2 (-I)'
I(1-r)I(1-r')f (r+rr) (r+r!,mr+.+mr.,)
. u-r-1^ (l-u')^rt-l ^ F'A:B l-(,) , (t t\.
/'F:G
\' "/
JC
"
rl.
I r.r,r*
I(I-r)l(1-rr)r(r+rl)
Simi

1'a

.A+1:B

'F*l

:G

[,,, , r :(b')

[r'r

r+r' : (g' )

.4)

-]..

(')

) ;,,.
'i'
;(e(n));
; (b

as

(i

it follows that

1
+rrl
(2ri)' (-1)' '

_(2ri)2r(b)r(b-a-d)(b-d) ,(4.1.1.10)
I (1-r) r (r) r (b-a) r

our of integiation, C, so that tl-ris multiple series is uniformlY

convergent upon it, we may integrate term-by-term. The integral
{4.1r2,1) may then be written in the form
(n)
-m_m
)x l..x n
( (a) ,m1*. *nrr) ( (b ' ) ,mi) . . ( (b
) m n 'tn
((f),mr+.*mr) ((g'),*r) . . ((g(n)),mn)*1 ! . .rn,.,!

(4.1.1.8)

,(a),-r
(ioj,

(b(n))
. fn). .,*];(c")

B [-(a) : (b' )
"A:
^t'G
[{r) ' {e')

The multiple hypergeometric function of the integrand of (4. 1.2.L)

is expanded in series, and if it is possible to deform the cont-

Hence,

(-1)'*'' (rar)'
r(1-r)l(1-r')r(r+rt)
1f x = -l and rt=1-r, we have

' =I

l(f):

The inner

becomes

-t ,A:B [-[a): (b')

/a t'-t (1-ulrl
'n:c
(e,)

(4.1.1.r)

^io
and the jnner integral is equal to

The

summat ion ,

/.

and

(4.1.1.s)

- i( i 1;l r r-t,-a-;)TG;a

Double and Multiple Functions

Sec.4.1.21

,UX n_l

-- (n)tb'-):

. r"l1'*t'''*n

to'

- l'

J!

(4.1.2.s)

r1y,

/. ,t-t (1-,r)t'-' tl;E

(2ni)2 (-t)r*r'
- f(I-r)I(l-r')t(r+rr1'

(b')
: (g')
:

[:t

,A+I:B
F+l

:G

;1b(')1;rx,

;(e(nl);r-u

, r :(b')
[;; ,1-r': (g')

,r*nl.I

I-"-J o"

tu(nI,, I
(g(")),-*r,.,-*d
(4

If r=f, and r' = ,1-fl,

(4.1'2.5) reduces to

.r .2 .6)

.:.T
Contour lnteiPls

7t

h'l 6.u) f1'r1'I

rr

il '

tch.

(e

2,.,a

fr
may be

A:fi'l

; . ; (b(n))

t'l);
2,.,f F: (f '); '; (f

;*

(b('));r*, ,,,-l

: (b-l)

: (gr)

; (e(n)1 ; r_[,.

rh(')):

,ffi1
ll

/. oitr-o)"':l

,.,X

written

,l

a"

and /a r"-'(t-r)-1

x)du
norr,

rt-l

;ux)du.

in the standard form (4.1.1.1), and so becomes

-rl'-"' fr"rl'-.- .F-(r,-1,n11;*).

3' 2'r+r', I'^)'
I(1-r)l(1-r')I(r+xt)

The expression

be

summed

.3. r)

by Gauss's
J

t4.1.5.3J

integral

Ic,r'-I11-,-,1

t'-l ul{r*)a,

be expressed in the forrn

*.-l
I
(c+r,n) (-1)'-' (2ri)'
zF z{r*7r,l.-l:,.1
n ! I(.1-r) I(l-r' ) l(r+rr)

J.(x/u)du = a(-i)ni

c +l
.'

nsin[n{*-9r)].l.tx).

(4.1.3.8) is'a speciai case of the

; (b) ;ux)du

whi.ch

[4.

1.

3.4)

may

(4.r 3.s)

by replacing the Laguerre polynonial by'its hypergeometric

much more.gen-

= a(-I;r*1 nsin(rr)RFg([;]

dlso follows from (4.1.r.1) by:letting r'=0.

:l<)

(4'1"5'9)

In considering speciat .cases of integrals involving hypergeometric functions of several variables,. xe have, for.example
1

.(1-r,n)-2
/a u'-'(1-r)n*1-t Prr(1-2u)du = 4(-1)n*lrsin(nr) I-T;;;)

The

r-1

fa r'-'(I-u)'

(4.t.3.2)

rr,ay

dt.'

the integral

-'rr,,-n'n+1
/a rt-' (t-u)"'

0n letting r+rr=n+l and x=I, (4.1.3.2)

theorem, and we then have

-'l
,[. r'-'11-u)-'oFu((a)

cases of the

(4.

This is

{*/t,,)

(4. I .5. 8)
Thi.s last result is obtained from (4.1.3.7) by putti.ng rt=O.

--l

(l -") t"

"-'
".
(x/ z)c t-t)r+r| +c/ 2 eni,)2
;_ -2.
F ( r+c/Z
I (c+1) T (l-r-c/ 2)f (l-r I ) I (r+r | +c/ 2) fl I \1a1r +c/2,c+li 4 r
(4.1.3.7)

eral result

f,*''-l{*),

/a

.1. 2.7)

'-.rJ

gi- v.i ng a. feu special

SCUSS ed abov6. Consider

ti(,rx)du =

provided that c+rt > O. Sirnilarly, it follows that

(b') ;
I
u 'l'2'B)
(g') ; i-,rrr,-*r"
bed ed uced from (4.1.2.5) and {4.1.2.5),
crmul
of a general natirre exist,
to

79

representation and again making rrse of (4.1.1.1). If, in addition,

r = c+l, .we have the interesting special .case

'
(4

Special Cases

Sec. 4.1.31

we take

:I;:;iXi:l)"'*, ."*l du

(b

)'

-' II(cu,k/u)du.

rl -1

(4. 1.3.. 10)

This is an integral of a complete elliptical integral of thc

third kind, whi-ch, in turn, may be written as an Appetl function
Fl. This integral may then be expressed as a special case qf
(4.1.2.5) which may then be used to evaluate it. in the form

+=
l= !?::'t'2III-rtrGlr')TIr-r)

t;7,r,r/?

:.r/Z;Li12,

(4.1.3. rl)
-.)
"z:o;o(r+.r',1. -,-,
We now give an example pf a double-loop integral involving an
Appell function of.the second kind:
-1 F
Ia r'-'(1-r)r'
2(a,b,b''d,d' ;ux, [1-u]y)du
r+rl
)
(-f )' '' (2ri)" .\:2;2 , a
(4 .t . s.t2)
,2:

ffi'l:l;t\r+i'

}!

t{0

Contodr

Integrals

{Ch' 4

'l'lrcsc arc

-(n),
['A'(a,bi,',b

.ri

r+r'

_-l

(4.1.3.13)

t'

(z I

ux-

L
.^.
-(nJ,
l'd'la,Dl,.,D
n'u'1-u''

D1_ l:1)

'1

[] -r) I' (l-r' ) f (rtrr

^2'. r

where Re(a+b) >

' c+1l(a+f) l(a+g) r(b+f) l(b+g)

1
_-_'
",.*'# I i(a+u)r(b+u)r(f-u)r(g-u)<iu =- r(a+b+ftg)

erred to as Barnests first

A1so, by considering the

'r[fl]ro'ur[f,],.,

II r' :b,;'ibni*r,.,xn
''
.

| ,,0.,.J.

r4)

and thcy fo1low'frorn (4.)..2.5) and (4 .l .2.6) rgspectively. The

right-hand members of (4.1.3.1 3) and (4 . I . 3. 14) reduce respectivcly to

(nl

4nsin(nr' )F\'^/ (a,br, .,br.,;d;xl, .,xn),

, in the f ci;: .'

r=l-rr.

whcre

: :l t cgra I

, ';e put ::'- O,

(4.1 .5. 16)

and

i-

fl

(4 .2 .3)

G-2.3) is often ref-

lvlei

jer G-functiorr, see Secti-on

5'

2,

we

so that a number of other types of Barnes j.nte.grals erpressible in

closed form may be obtained by utilising the niln)-sunmation theorems for the special cases of the generalised hyp:rgeometric function of one variable.
two integrals of Barnes type which involve a general function F(u,z) which may be expanded as a series of the

We now di-scuss
t )'pe

F(u,z)

= i^*.(u)En(z),
n=t,

(4.2.s)

where En(z) is an arbitrary coefficient independent ofufirst of all, that On (u) is of the form
on(u) = (a+u,n) (b-u,n),

1aff6r

where Re(a+b) > O. Consider

Suppose,

(4.2.6)

the integral

4.2 BARNES INTEGRAIS

An jmportant class of contour integrals is that where the contour

of integration is the straight 1j-ne, often indented, lying para11el to the imaginary axis, in the positive hal,f-p1ane. Integrals
with this type of contour, dencted by
c+16

/c-i-

rg"y au ,

'

lemma.

*J-,: ffi'-*".';o,,,

4(-1)'*1 rsin(irr)r[") tr,tr, .,b,.,id1] . ,d,i*1 ...x

-n- ) t4.1.3.151
and

O,

and

ux

,=lla"
-U-

')-.o lld t-r'.

L", ,

(4.2.2)

'

hav e

nrl

r t,-r'-1.-(l-uj .rt-l
j1.

i#t'

whele Re(a+b+f+g) < I.

(1948)
page 194. The formuLa
See Titchmarsh

'
(2nj)'(-1)'
-2:) I a,r :nr;.ibni*,,.,*- lli:1-)r1r-r'1r6r-r';'t
: t_t
"_!
lr+r':dr;.;dn;'
a

c-1@

d1, .,dr-,;uxr, .,uxr.,) du

of this type are

1l.a:*rrrt

*].'i1,*,1r(b-u)du
C- 1@

'l'his scction on exarnples of special double-1oop integrals is qonclu<lcd by a brief discus.sion of two i-ntegrals, involving respectivc:ly thc Lauricella functions of the first and fourth kinds.

8l

Barnes Integrals

Im?ortant cases of

lry tlrc usc of (4.1.6) and (4.I.7). If a=r+r', then the function
orr 1hcr right of the preceding expression splits. up into the
prorluct of a pair of Gauss functions.

r r-1.-(I-u)-.rt-l
Jc t-

Sec.4.2l

(4.2.1)

were first introduced by Pincherle and then systematically studied by Barnes and !{e11in. See Erddlyi et al. (1953) Vo1. I page 49.
It is assumed that c is real and positi-ve.

/ (2ni.)

]*t-,
c-i-

1u*,r1r (b-u)

(u, z)du

r(a+n+u)r(b+n-u)du. (4.2.7)
= i,'- n'(z)' /(2ni) ;.tc-1@
n=(J
The inner integral on the right of (4.2.7) is of the same type as
t4.2.2). The reversal of the operations of integration and sumrnaiion :.s justifi.ed.because the series in question is absolutely
and uniformly convergent upon tne contour of integration'

lch.4

Contour Intcgrals

ti2
lt'rtccr

,n).

Sinrilarly, if on(u) = (a+u,n),

(4. 2. 8l

we have

.i.ii1r,u)r(b-u)F(u,z)6,
tr_i;t* "'' \- -/

f (ar+d)

='

(^r*ur),

(b)

'^'*a2'A"BL'
Re(ar+zrr) > 0.

ZF

(ar+ar)

;.'iu''

o.

A two-dimensional vcrsion of the formula (4.2.7) enables us to

cxpress this integral in the form

!r

(c); (g')

(f)

(ar+d )

: (e) ;

(e')

,l

-,rl

o,

(4 .2 .2 .3)

r0

f
i(a) :b, +u'b2' '
'bu;bi-u'b)'''bi'
-u)Fl.::::
r(b.*u)r(bj
I
t
r'u'u
=fI
1
lT7 '
(g')
(g)
;
;
c-l-o
|tfl,

+hl
ttb -t

_A+I : B- l

F :

u-l o,

;bz','.fu' .rr,r,',1,
l';;'
[,']:l,.oi'orl
:ou
u
t(g)
:
'
; (s')
1f)
;

(4.2.2.4)

4.2.3 Multiple Hypergeometric Function

of similar Processes a number of integrals involving

the Kamp6 de F6riet function ma y be evaluated. ConsiCer the
integral
c+i+V raZ-u
,aO: (b.) ; (br)
'a 3,
r (ar-u) ti; :;3:
: (e) ; (e')
(f)
i_r:,,r+u)
(4 .2.2.r)
R.e

Re (b, +b
i) ,0.

By means

where

(b) ; (b')

c+

1.1)

4.2.2 Double Hypergeometric Function

tr)

o:

and

r (b, +bl)

^:{
' (4.2

Re(a,+d) > o. (4.2.1,.2)

, ,az, -,aA;r/tr,
o,Fr.o
^,.,
n.Bf
J
iu)

Re

(4

t("-o)

"

.. .

.2.9) maY be written

_l
lc+it/ (2trt) j_11,^r.,, r(a-u)orulj,."'?i;''^;'_l o'

Aiso,

ar'

;-l

*ar)/2,1^t*u2*)l/2,a-,''a
l-tu,

'

*''

(b') ; *12,:./
-A: B: Br I ur-0, a2,.,aA: (b) ;
'F:G;G'

Wc

(b)

we may'.(t'1te

,..A:B;B' Fr
JrI f (a-+u)l(d-u
'"F,G;5t L
r
lar
'
c-10

4.2.1 Generalised Hypergeometric Function

c-r@

;-,rl

:(e);(e');
(4.2.2.2)

,ar+d

nol suppose that the functi-on F(u,z) as given by^(4'2'5) is of

t,Ilcformofageneralisedhypergeometricfunctionofonevariable
.F-. The formuia (4.2.8) is now ccnsidered in the fcrm
Ats
c+iL -,,
un;'l1 a"
(ar-rr)otol''+u'a2-u'a3'
)/t2ti) [ _l(a,+rr)f
-1
R D[z

(f)

l-

,^f%

Similarly.

(4.2.e)
(a*b,n)2-n'
= I-G:P)- i o,t,l
n2a+b n:o
'l'lresc two general results may be extended to cover double and
mrr)tipIe serjes.

..r
lri

83

l(ar+ar) .A:B;B,
/2,la)+ar+tl/2,as,.,ao: (b) ; (b')
[-trr.ur]
'F'G;G'

, t.+i*
r(a+b) i u ,r, f1!,r; (t+f
L
IL
I t(l+u)r(b-u)F(u,z)du - 7.1
",i,
,.,, . (.-i2o-'n]O

Multiple Hypergeometric Function

Sec.4.2.31

As in many other instances, when considerir,g inIegrais of Darnes

type where hypergeometric functions of several variables are invoived, the nlmber of possibilities which arises increases rapidly with the number cf variables of the functions concerned. The
followlng example only wilI be given which is a generalisation of
(4 .2.2.1) : c+i^r(ar+u)

*i

r(a2-u)Ff :3 [-ur*r,.r-,-,,

L(r):

c-16

as,

(b')

.;(r("));

^; (g')

.;(e("));

.,a

xr' ' 'x

r

rt *u2) _A, B

?ar+a2

'Fl'G

[-trr.rr] /2,

lar+a r+1) /

(r)

2,ar, .,a o : (b') ;.;(b('));

. .ro(n)r.
: (g') ,.,
\6
)
x1

Re(ar+ar) >

O.

lo"

r.rX nJI

'

(4.2.3.1)

lch.4

Contour lntegrals

r{4

-r
/.1;3

4.2.4 llelated Integrals

.l.lris section i s devoted to an investigat'ion of anumber of integrals

f,unction. of each
wi th respect to Parameters of the h ypergeometr-ic
those discussed
i;a;g;rra and wi,ich are of a different type from
involve
speaking'
strictly
not,
do
allovi. While these results
display a
they
because
here
included
are
they
integrals,
contour
j.ntegrals
with in
dealt
the
rvlth
number of points of si-milarity
sectjon.
previous
thc
Wc

-6

=
- fGl6-tl
":o-?'

(a)

(b')

t)
L.t +u,c2;. , ca : (d

du

rrc1+"tr]T:O

i
. tF- )
(a)
zwl-L-L .A:B ;
'C:D,
rrc-;T:t)
- -' "'- : L,+f-l;c^,.,c-:
'''l

IL

P.e(cr+f) >

first of al I note the formula given by Titchmarsh (1948) page 187:

?
j =--f+---rta;Or@-uf

85

Sec.4.2.51

(b');.;
(d');.;

-. fnl(b'"')
ir,
,,(n). -,'1
(d'-');

,.,r.r]
(4

1.

.2.4.6)

results expr'es5 integrals of generalised Karnp6 de F6riet

functions with respect to their parameters in terms of other
generallsed Kamp6 de F6riet functions.

These two

(4'2'4'1)
('

>1, and which corresponds to (4'2'2) in the previous

will be the basis of the discussj,on. If the hyperrti,
scctions.
gcometric function in the integrand of
( (a) ;b,
"u,br-u,ba,',bu;x)du
I) oF*
{4.2.4.2)
I(b,+u) l(br-u)

whcre Re(a+b)

i.s expanded in series, then term=b)'-term integration is valid'

and (4.2.4.2) maY be written as

*lo

(, i ,m) . . (ao'm)

to;,,,l -Gu

*-

du

inner integral is evaluated by

(4.2.4.2) takes the form

'i'he

,b r+b

r-2

r(E-lr%rt

b,

oFr(

(a)

means

+b^-1 b, +b^

result
c+ i/ cosec
c- i-

.,b*;x), (4'2'4'4)

r+,#,br,

provided that Re(b, *br) , 1. SimilarlY, we have a number of

integrals involving hypergeometrj-c functions of several variables,

for

example:

-lr-A: B I

ta.)

-i'-c,D Lr*r,c2-u,c
=

,c r+cr-Z
rGr..%rll

-A: B

[-

".,, L1;L,

Re(cr+cr) >

(a)

,*,.r,

In

(ar+u)

OFU

(ar*u, 1 -a, -u, a3, ., a ki (b) ; z) du

I(.1*r)r(cr-u)

:(b');.;(b(n)) ;*r,

',* ,]

c+i-

{4.2.4 .s)

c-1@

cosec

Ir(b, .,)

r.|:3;:'

:br+u,br, .,bBi1-br-u,bi,

[t] :

(g)

du =

rrnd

\"

(4.2.s.2)

= i oFr(t/2,1 ,a3,.,ao;(b);2.)
Similarly, from {4.2.1. 2) , we have
c+ iI cosec In{a- +u) ]OFr(ar+ttaZ,.,aO; (b) ; z)du
)-'l

(4.2.s .3)
= i oFr(1 ,aZ,.,aA:'b);zi2).
These two formulae may be generalised to give lesults where hypergeometric functi-ons of more than one variable are involved' We
note the following examPle:-

l_.....-=.-.-.----

,ca: (d');.; (a(t))

(4'2.5.1)

c-16

ldu

'^n_l

very many integrals of Barnes type and related integrals involving

special functicns may be obtained frorq the formulae of Sections
4-.2.1 to 4.2.4. A few examples are discussed here. Integrals which
are of interest may be deduced by using the well-kno*-n result
see Erd6lyi et al. (1953) Vo1. I page 3' If we make use of this
formula, we observe that (4.2.2.1) mal' be specialised to give the

so that

of (4.2'4'l),

Cases

f(a)f(1-a) = ?rcosec(ra),

i4.2.4 .3)

ll--l rOP;";tn;;:O

4.2.5 Special

(e')

(continued)

.,bi;* ,tr
U.zi.s .4)

-i-ii!|iii4@

86

lch.4

Contotrr htegrals

:B-I;B'-r [-ful,r:br,.,bu;b),.,b|r*/zttzf
G;c' Lrrl: (s): (g,);
-l
(con1. )
.

=1F- -A+l
.F

(4

.2.s;4)

c+

(4.2. s.6)

l@

I'r(l+c+u)r (-c-u)P.*,r(r)du

A number of .j-ntegrals involving simpler hype'rgeometric .functions

are nol.r evaluated.. The integral
c+i@
(4.2.s.s)
t/ (2rl I I(a+u)I(d-u) rF, (a+u;b;x)du
c-iis of the form (4.2.L.2'), and, provided that Re(a+d) > O, this
integral becomes

c-1@

c+jm

/ .c.;sec[n(1+c+u)lrFr(-c-u,1+c+u;1;
c-16

r/2

zFt r.t/2;t;[1-z] /2) =

The integrals
--

2a

Further, if d=b-a and Re(b) > O,

L/

we have

g+io
^r1a*r1r(b-a-u)

(2ni) i
c- j-

rFr(a+u;b;x)du

the simpler
=

I-(:)

form

(4.2.s.7)

ex/2

two integrals involving.the Gau:s functiorl ,F, ar:e investigated. The first is obtained from (4'2'I'I), so that we have
a+b+ I
IqP2',

Now,

i-ri,,*u)r(b-u),F,

which leads to the

c-16

'

c+io

andso,

'(4.2. s.8)

I (a+b) (1-x) (a+b+l) /2

.2'*b

(4.2.s.e)

l(a+d) -ra*a Z't

i-.;(a+u) r (d-u) rF,

1@
c-

equation-s

Re(a+d) > 0.

r'iflbi*la"

c+u.

H-1

'"'

(zi-r/z

(4'

Re(b+bt) 'o
i1/(2tr ) I l(a+u)r(b-u)FO(a+u,b-u;d,d';x,y)du,
c-iRe(arb) > o
and

1/

'

L2)

i/ .r(b+u)r(b'-u)Fr(a,b+u,b'-u;d;x,y)du, (4.2.5.13)
c-1@
c+

(4.2'5' I4)

c+1@

(2ri) J .t (a+u)r(a'-u)rFr(a+u,b;d ;*)ZFt(a'-u,b';dr ;y)du,

c-1@

(4.2.s.rsj

Re(a+a') , O,
are special cases'of formulae givert in Section 4-2.2 where Kamp6
de F6riet functions are involved. ltrhen evaluated, the integral s
(4.2.5.12) to (4.2.5.14) become, respectively
f (b+b'l (4.2.s.t6)
--:rfil:
ta, D+D ' ; c ; lx+Yl / 2) ,
L
"t'IL
2r-u

and

F, ( [a+b1

/2,1a+b+tl/2;d,d' ;x,v)

f (a+al ) a^(a+ar,b,b,
;d,d, ;x/ 2,y / 2)
z-

(4

.2.s.t7)

(4.2. s. r8l

Za+a'
If d=b+b', then (4.2.5.16) takes the simpler forrn
=

r (a+d) (L-x/ 2) -b.

(4.2.s.11)

2^*d

'(4-2-5.8) to (4-2'5'11), it is taken that

consider an integral involving a Legendre function. P.*r(z),

where the integration is carried out with respect to the parameter

We rrow

[1-z] /2)Cu

c+

t(:H)
2.,"

c+i-

In tlre

t/(zri)

it follows that

tr+u)r (d-u) rrr {"*}'b:*)a'.,

# i-',
c-1@

r_---rurA,,

exPression

?..;(a+u) r (b-u) rF, r?ll;irli.lu,

From (4 .2.1.2)

(*

('*u;o-u;*)du =

Special Casec

Sec.4.2,51

r(_P.Pl)

^b+bl
Z

1r_{r1-a.
2
-

(4.2.s.}8)

these results may easily be extended .to cover .i-ntegrals of Barnes

tlpe where hypergeometric functions of several variables occur
in the integrands.

lntegrals bf l,aplace Type

Seo. 5.21

89

5.2 INTEGRAI,S OF LAPLACE TYPE

Clrnp(cr

These

of

integrals are, in many cases, readily evaluated by the

I of the previous section. Suppose that

Ir- (*)

Infinite lntegrals
5.I INTI(ODUCTION. A THEOREM ON THE INTEGRATION OF SERIES OVER AN

ilrfinjte integrals involving hypergeometric functions, or

frrnct:ions reducible to hypergeometric form, such as, for example,
Ilosscl functions, were evaluated by the classical authors by means
o1' .;rrcli techniques as contour integration or inte::changing the
ordcr of integrations. An example of this type of approach is inclicated in the discussion of l{eberts second exponential integlal
i n Watson ( 1944) Section 13. 13 . While it may be necessary in certain
cascs to employ such methods, the desired results can often be
aclticved by the much more easily applicable technique of term-bytcrm integration, provided that this process can be shown to be
justified. This neihod has been exploited in previous chaptels of,
lhis book where infinlte ranges of integration do not arise. Ih
vicw of the theoretical and practical importance of infinite integrals in general and infinj-te hype.rgeometric integrals ln particular, it has been felt desirable that this chapter should be
a good deal longer than its fellows
Irirst of all, it seems worthwhile to quote a theorem given by
Rromwich (193I) page 5OO, to which the reader ls referred for
further details.
,4lL"oyCr_1 . 1f the series Ifn(x) converges unifolmly in any fixed
interval a: x: b, where b is arbitrary, and if g(x) is continr.rous for aIl finite ranges of x, then
jg1*1 1;r,rrx) ldx =
aa

Iier.l r,",(x)dx,

provided that either the intesral i lg(*l

a

(s.1.1)

tIl fn(x) lla* or

lax is convergent. A large number of the

integrals under consideration in this chapter may conveniently
be evaluated by the application of this generai result'
series

17l
a

*f.; l .

r,.,(x)

i n,.,*",

(s.2. l)
con-

6@

dt,
r = 'o
/e-Pt tr-I I h-tn
.t!o n
where,

for

convenience, Re(p), Re(a) >

(s.2.2)

O.

It is well-known that i-f a power series such as (5.2.1) converges,

it converges uniformly, so that Theorem 7 may be applied and we
ha

ve

r = i [r,,,7"-pt t'*n-i dr1.

n=U

(s.2.3)

Ct

The

inner integral above nay be evaluated in the

form

f (a+n)
p

(s. 2.4)

a+n

of the Euler integral for the

ErC6lyi et aI. (1953) Vo1. I page 1.

making use
Hence;

r=

(u) p-'

gamma

n,., ru , n) p-n

function.

See

(s.2. s)

n=U

This result may easiiy be extended to multiple series, and ifthe

coefficient hn is suitably specialised, a large number of results
i-nvolving hypergeometric series may be obtained. It is clear that
integrals of the type (5.2.2) are closely related to the Laplace
transform, and, in fact, the integral I is the Laplace transform
of the function
t

the

n]o t
rvhere it is assurred that this series either terrninates or is
vergent for all finite values of the variable x. The tlpe of
integral to be considered is of the forrn

INI;INITE RANGE

l,lirny

use

Theorem

a-1". n
)h t

(s.2.6)

and so these integrals are of j-mportance in applications.

Chapter 7.

See

Another general type of Laplace integral is also of importance.

This occurs when the function to be i-ntegrated does not possess
a series representation with a sufficiently large radius of convergence. Instead, it may happen that the function in question is
capable of being represented as an integral such that the order
of integration may be interchanged.

lch.

Infinite lntegrals

90

mn
II r(l-a.-s)
fl r(b,+s)
'J ' j=t
j=t
I
,-t---' z'
I(,
lzl"t=:-l- 21tL'L
^R,nr-l'j.
q
p,q'l.
P
n l(l-b -s) II f (aI nsJ
'"j
J i=n*t
j-m*l'

Vallde Poussin's Theorem,

that the equation
states
whicl'r
page
(1931)
5O4,
sce Bromwich

This last process is the subject of

de 1a

{x,y)dy = I dy I f tx,y)dx
abba
holcis, provided that both of the integrals
!dxl f

/f(x,

y)

dx

and

Ji(x,yldy

ts.2.7)
(s.2.

B)

are convergent, and that either of the repeated i.ntegrals convelges. This,result a,1so holds when applied to contour integrals.
5.2.1 Generalised Hypergeometric Function

qp

.n.r(l*b1-bj),
I.f (a.-br)
. J=n*l
)=l
n

I-(l+b--u.)
, I l' rbl
j=1

L,

of authors, notably !.{acRobert and t'teijer have devised

integral fromulae for the generalised hypergeometric function
which can thus be given a definite meaning whatever the values
of c and D. For further information on this topic, see Erdelyi et
al. (1953) VoI. I pages 2O3 and 2o6.The Neijer G-function is defined by the contour integral (5.2.1.2) below. The contour of intcgration L runs from -i- to +i- so that all poles of f(bj-s),
of f(1-a1+s), k=1,',n,
.i.1,.,il, are on the right, and all poles
of
integration see Erdelyi
paths
other
For
of
L.
i,.,,'uu thc 1eft,
(r1 irl. (1953) Vo1. I page 2O7.

A number

ai'nrrla;',
p,q'

lb'

ti

be taken to be a generalised hypergeometric funcThe series

tion CFD(xtn;, *h"re k is a positi'"'e integer' When C : D-k, the
seriei iepresentation of CFD converges uniformly for all finite
values of x, anC if (5. Z. .1) is appl ied, we 1rave the expression

The integral (5.2.1.1) also converges if k > 0 is not an integer,

but the result obtained is not so conveniently expressed' If
C=D-k+1, the hypergeometric series of the integrand of (5'2'l 'l)
IIrs a :'adius of conve::gence of unity, so that (5.2.1.1) does not,
in general, hold. In fact, if C > D-k+l, the series in question
.loei not converge at al1 apart from the trivial case when x=0.
r r \ L^11h^'-,ava*
i n-a n.F the nrtnprrf
6r
rrvt!
Lollllula
lllc
lJ, z, t. rJ rrvrur,
parameters c; is a negative integer which causes the series under
iiscussion td terminate. Otherwise, we have a result vihich, at the
best, may be regarded as an asymptotic representation of the integral on the rlght of (5.2.1 . 1) .

(s.2.I.2)

ds.

It seems pertinent to consider separately the cases when m=I and

n=1, since the G-function then takes simple forms in tcrms of the
generalised hypergeometric function of one variable:

may

a a+k-t.xil,
T -sr a-l
,. .k.,- = f(a)
J"","'.Fn((c);(d);xr')dt
C,rnn{(c},k'
k ;ul'S
""
S
O
t5'2'l'1)
Rc(s),Re(a) > 0.
.l.his result Follows fronr the appl ication of thc gamma integral
and the multiplication formula for the gamma function. See Erd6lyi
et aI. (I953) \'ol . I Page 4.

9l

Generalised llypergeornetnc Function

Sec. 5.2,1l

=El'

[-t *u. -1 '

P'9-i L-*

L',',"r

-b

2,

q, or p=q and lzl <l

l, I ' t, we have
p
II f (1+a r.-a-il' n f, (a.-b.)
- L l'

when

<

,1+b,-a--i
.^ -. ,
r ir g_11p_r_r
,I+b,-b_i
rq

,] ,

(s.2.r.3)

0n ttre ot}-rer hand, when p > g, or

p=q and

c:

l-.

'
m^1

^m.1.lzl
Lr

l=m*t

1l l(b -a, -I) z'1-'

) r
j=]

p,q'l

r a-

i -t.

'b.)
1+bq-a.

r,;

l.-

1+aD-al;
We now

r]

,r o---

. (s.2.r.4)

"

consider the integral

to..

.'-1 cI'l
Gttlro.r)at.
.["-"
P,q'
;

(s.2.

1.

s)

Replace tl.re G-function of the integrand by its cont ourr integral

representation (5.2.1.2). We may also reverse the o rder of the
j-ntegrations by appealing to de la VaI16e Poussin's theorem, see
(5.2.7). ltle may then write, d eformj-ng the contour L if necessary,

mn
I r(b.+u) II l(1-a -u)
)
I t -i =l '
i=l
z,-, l|e
p
Zri)L q
ilI(a.+u)
II ffl_b._ul
j j=r"1*
1' J
1

[.-r.

=m+

L'l

t,..,-,-,

n.l du. (5 .2.t.6)

c

lch.

Infinite Integrals

92

IfthbintegralintisevaluatedaSagammafunction,comparj.son
vrith (5 :2 .1,-.2) enables us to write the integral (5 ' 2 ' 1 ' 5) in the
form

','""''aP
.-. cr*r,l(rrl
P,9+I,0,,.,0*,.,b**1,.,b,l

).

1s.2.1.7)

An elementary change of the variable of integration in the

defining integral of the G-functi'on gives the formula

]"-rt..-1
i'

t.tl^i),r
u,
-j

.m,n
"p,q'--l

Sec,

5.2.31

j"-" .'-ro:;:;Bl,[;]

.l = J"-st ta-'
0

m,n=o^,r*,nt*tn

,lt,

(5

'2'2'l)

the single seri-es of the integrand of (5'2'2) has been replacedbyadoubleseries.Ifthisdoubleseriesisuniformlycon_ t,

irergent for al1 finite values of the'rariable of integration
thei term-by-term .integration is possible by a straightforrn'ardthe
extension of the r"utotting which led to (S'2'3), and we have
fol lowi,ng result which is anaiogous t-o (5 ' 2 ' 5) :
o |
(a,m+n)
f (aJ r
,
l2lr -------"aL^m+n
s
s m,n=u

{s.2.2.2)

The generalised double hypergeometric function of K6mpe de F6riet

may be treated in this context. This function is given by the
expre s s ion

=I

( (9 )
( (C )

((t,'),!j**y'
,mrn) ( (d) ,m) 11d1,n)mtnl
(s .2.2 .3)

function converges

rlc I;6riet
its varjables x and y if A+B+B' S

\'

Re

(s)

> 0.

wish to consider integrals of functions of Kamp6 de F6riet

iype ,here (5.2.2.4) does not ho1d, due the convergence propertiLs of these latter functions, 1t is necessary to employ double
contour integral representations of such functions similar to the
lleiier funcl ion

If

we

for all finite values of

C+D+DI'

multiple hypergeometric function of general

type is Karlsson's generalised Kamp6 de F6riet function' As indiiated in Karlsson (L973), this function is reasonably compact
in notation and is an adequate generalisation which includes most
ofthewell-knownhypergeometricfunctionsandproductsofsevera1 of them. We now discuss the i-ntegral

The mos:t conrrenient

where

'l'hcr K;rmpd

(a)

(s.2.2.4)

5.2.3 Multiple Hypergeometric Function

We may' take the Laplace integral to be of th'e form

.t,fi,31,[:].[:];[::];x,vr

[i] ; [i:] ;,..,v,)d,

_ r(a)rc+1:D;Dr
' F :G;G"r(c),a:,.,
(f) :(8) ; [::);.x/s,y/ s\,
,,
P.e

5.2.2 Double Hypergeometric Function

93

expressi on

u,,.,u^
(t
I

These.results involving the l,{eijer G-function are of particular

i*po.tun." rvhen evaluaii-ng Laplace integrals of the generalised
hyp".g"ometric function of one variabie- Plt wlen P.9*1', since'in
a'ni, Irr", thc series refresentat iotr of this function diverges
when the modulus of its variable exceedi unity'

Function

If at least one of the parameters al,',aO is a non-positive integer or at least one of the parameters br, ' ,bB together with at
least one of the parameters bi,.,bir are non-positivc integers'
thentheKdmp6deF6rietfunctiontelminates.l{enowspecialisethe
fi".i.iA ;;i.s (5.2 2.3) as the double series' This vields

,r,rl 'aI','',ap). (s.2 r.8)

= s-c ci:?.1
P+r,q
I

Multiple Hypergeometric

I
-FE,n
(s'2'3'I)
..
l-rt-a-l-c:Dl-(c):(d')r';(d(n))
-'t*
* = l"
p(f):(e,);.;(e,.rr,-1tk'''*ntk-la''
0

wherc

k is a Positivc integer.
A+$+[ -1

If

f,+D,

'2 '3 '2)

the inner multiple series converges for al1 finite values of t

and the xi, so that term-by-term integration may be carried out,
and we have

(f) ,nt*

+mrr) (

(S')

(a(") ),mr.,)xl1

,*1)

..(

,rr)

. . ( (e(") ),mrr)rn,

+km -1'
a+km. +."""n
-.t t'"""1
dt
, TJ"-"
0

- . xmn

.m!
n
(s.2.3.3)

(),1

Infinite Integrals

[ch.5

'l'lrt.prccotling inrtor integral can be evaluated by usi.ng the integrrr I o1' l,irlrlacc typc {:or the gamma function and the multipl ication
I'olmrrla I'clr thc gantnta function. [lence, we may thus write
-l
.k
(a(n));kk*t
(d');
KX I
';
n
,N r'(rr),.c+k:D [tt''+' '{}-L
r< 1 z /\
'r\J.L.r.*)
,
(f)
.,,"'' F ,G |
:(g,);.,(e(n)l;
.k ' SIk )
Re(a), I?c(s) > O.
If' the condition (5.2.3;2) is not met, and if the multiple series
conccrncd dces not terminate, then we must employ a multiple contour integral representation of (5.2.3.1) similar to that of, the
(i-liunction mentioned in Sectlon 5.2. I . This 'contou r lntegral fornnrla may be uritLen
,..,, I C.l: (d');.; (d(n));

Special Cases

Sec.5.2.41

l--

i-

95

io

L/e-st ta- I | /. rnl . jv(tr,.,.n)f (-tr). .f(-tn)

o
. kxr.)
L-t- -1ox 1-r
-t, 1..(_r k xn) r-1
"n dt

dtn_l dt

(s.2. 3.8)

r.,. ro,.\.
"i',11'\'./'\ts
r,''(t r.(n).,.*r,',*n
),
_l
.

Re(a), Re(s) >

If the order of integrations is interchanged, wemaythenevaluate

the inner gamma integral in the usual way., andwehave theresult
io

X = Ls-a

rllr"r ii,.,,.,.n)r(-tr)..r(-rn)
-1

(-x
- n-)tn dt-..dt
I
n'
(s.2.3. s)

[-xr)tr

-1@

FG

, r(f;) n [f(c])

. rer(n) I I

l=1 ' t=1

CD
, r(..1 n tr(dl)..rta!n))l(:ni)n
)'
J ''
j=I i.j=i'
CD

(s.1.3.6)

(.j*, l*.*tn) .n, Ir(dj+tt) .r(a!n)*t

ll
ji-j=I
.

and

V(tr,.,tr,)

=lf
l=I
h(,

n,

.ll(tr+tr*.*tn) )=t
l=r
.

(nl

io

/. frl./v(tt,.,tn)r(a+kt,r.*htn)r(-tt)..r(-tn)

-jo

-i6
-Y"t.t.

. -X..n-t n dtl..dtn.
* (,
l..t
(5.2.5.9)
kJ
kJ
SS
This last integral is a specjal case of an n-fold generalisation
of the lleijer G-function.
5.2.4 Special

O.

Cases

vast majority of the special functions of appiied mathematics

be expressed in one way or another as hypergeometric functions
and only a few representative examples of Laplace integrals cf
functions of this type will be disctissed here.
The

may

inregral (5. 2 . l. 1) in which the integrand is taken to

involve a confluent hypergeometric function. l{e thus have
. -st
a-l
-A
J. -' t* ',F, (c;d;xt)dt = f(a)r ' 2F1 (a,c;d;x/s) (5.2.4.1)
0,.,
by the use of (5. 2. I . 2) ; Re (a) , Re (s) - O.
Consider ths

of further special cases of this result may be deduced.

that x=s, then the Gauss furrction onthe rightof (5.2.4.I)
may be summed by Gauss's summation theorem glving the formula
? -=t t a-I - (c;d;st)dt - r-(a)r(<i)r(d-a-c)
(5 .2.4.2)
Je
,
,F,
o
''
s'r1d-c;r(d.a)
provided that, in addition to the preceding conditions, Re(d)
exceeds Re(a+c), or that c is.a non-positive integer.
A number

-Ir(cj+tt) 't'(gj'*tnJl
.

Suppose

(s .2 .3 .7)

of integration are indented if necessary in the

usual manner, so as to separate the poles of the integrand at
t.=0,1,2,.. from the poles at t. = -.I-N,.,-cC-N, t.=-di-N,.,
The contours

-d,\-u; ., -of") -N, ., -dln) -N (N=0,1,2,. .) of-the integrand. It is

always possible to find such contours if the fts and the g's are
not 26-1e or negative integers.
Hence, if (5.2.3.2) does not hold and if the series representation of the generalised Kamp6 de F6riet function concerned does
not terminate, we must write the integrel K in the fbrm (5.2.3.8)
on the next page.

let x = -s and d=l+c-a. Kummer's theorem [Slater (1966)

III] enables us to obtain the expression
.a-1,F,I {c;}+c-a;-st)dt - f-(a)r(r+c-a)r(l+a/2). (s.2.4.3)
/e-st
'o
'
,'r(1+c)t(I+c/2-a)
If x=s/2, Gauss's second theorem and Baileyts theorem give,
respectively, the following: Now

Appendix

lch.

lnfinite Integrals

()0

i*-"
o

.u-1rl'r{.

;Yil;*Sa.
-

rrrtd

tt t'-lrr,r(r-a;b;$lat
,"
^
0

(s.2.4.4)

t;=*:#ft

(s. 2.4. s)

after appropriate speciaiisation of the parametglt: 0t taking

the hypergeometric function on theri-ght of (5.2.4 rI) reduces
to ,fO function, and this may be summed by the binomial theorem
"

<1=a,

provided

that l*l o lsl. Hence

i.-" .u-'rF1 (c;a;xt)dt

fflrr-*u=l-'

(s.2.4 .6)

0\
Numerous special functions may be expressed as confluent hypergeometri-c iunctions, and we note the following two examples of
integrals involving them: rt4''l1s!-e-'ll (s.2.4.7)
r -St t a-1 r-l
je
1sr )6. =

arrd

r'J1.nl,n)]'

r^(xt)dr = Jxlz)lllsc.r)

i"-"."
o

next suppose that the hypergeometric frrnction of the integrand

of (5.2.4.1 is of the fo:m
L

(s. 2 .4. e)

oFr(-;b;xt"),
gives
the expressions
where k=i or 2. This

f(a)

'F

r (a)

or

,,

If

U'

F, (a :b;
I l.-

;n;xtk)dt
1

t.rrt/).h..
[a+1] /2;b;4x/s')

x/s)

1 -.t
.-- t^-'otr(-;a;xt)dt = s-a-,-,
l (aJ e^x/s
J"

{*

which is valid lf at least one of the quantities cI or c, is a

negative integer. Otherwise, replace the Gauss function bY its
Barnes integral representation, when the left-hand member of
t5.2.4.13) may be written as

rfd)

fqtfGr'

-a u3
^I.5, x
rt-;

l';,';1;"'",

(s 2 414)

re-arl'allgnlent.

after. a little

of the G-function
.ia.
l]-b.
l)
:,
cl'itxl
G*,n(*-rl
=
-P,q'

lu'
'l

t,P'lr-a.

(s . 2.4. 1s)

ma1'be obtained by an elementary change of the variable of integration in the integral defining the G-function, see (5'2.1.3).If
this is applied to (5.2.4.14) we have the formuia
rdl
t r- sl i, d l .
q-a
l -st .'-'rFr
- .s,
-a-1 . .^
ci',s(-il.;',r,u)
(.r,cr;d;xr)at =

6ffi

{"--'

if

k=2,

if

k=1.

(s.2.4.10)

integer. If thls last condition does not ho1d, then logarithmic

forms of the G-function occur due to thd appearance of poles of
higher order than unity in the integrand of (5.2.1.3). See
t",lathai and Saxena ( 1973) page I .
1f the

Gauss

function of (5.2.4.I5) isreplacedbythe co;responding

Legendre polynomial, we have

(s.2.4.11)

/e-st .a-1 Pr(1-2xt)6.

= Il3lrrr(-n,n+1

OS

Re

\,'

(s.2.4.L6)

b=a ancl k=1, we have

0

J"(xt)0.

The G-function may be expressed as a finite sum of hypergeometric

functions where no two of the quantities ct ,c2 or a differ by an

'(a/2'

r(a+c)(rl?)c
,0, [#',9*'$,
LtL
c+I ;si]
f1c*I)s'*t
(5.2.4.12)
Re(s), Re(c+a) > 0.
Now 1et C=2 and D=k=l in the integral (5.2. I .1) . This leads to
the formal result
T -rt
a-I-rF,
(5'2'4'13)
J" "' t" - (c, ,cr;d;xt)dt =
rt, (tr't2'a;d;x/s) ;

i"-".'-t
o

The important identity

We

.a-1.,F., (-

putting k=2 and replacing the hypergeometric function of the

integrand of (5.2.4.i0) by its equivalent Bessel function, we
have the well-known result [Erd61yj- et al. (1953) Vot.II page 49]

r_-2x/s)

(s+x)-'''l(c+l)
'
(s. 2.4. B)
'l'hc first integral involves a Laguerre polynomial and the second
a modified Bessel function of the first kind.

/e-st
O
"-,-,.

97

Special Cases

Seo. 5.2.4J

On

J1i?'ti1
srt+'r.f)

s-f(-2 itl

(a)

R.e

(s) > 0.

,a;r;x/s),

(s.2.4.17)

()

hfinite

ll

Integrals

[Ch'

'l'hc complete elliptical integral of the first kind may b-e

the formula
expressed as a hypergeometric function by means fo
xtil = ,rr(L/2,r/2;r;k2).

llcncc, from (5.2.4.16) we have

r -st
ta-1 r1/;rtl)dt = 1z'"1-Lcl'It-'zu
Je

1, 1 I
L/2,1/2,/'

(s.2.4.r8)
results of this t)?e

l''lariy other

may be deduced

Vcrymanyinterestingformulaemaybeohtainedfromthegeneral
Lapiac" integral of itre Kamp6 de F6riet function (S'2'2'3)'
Suppose that we consi.der this equation with the hypergeometric
fuir"tion on the left replaced by the Humbert functions Q, and Y,
Wc then obtai-n the results
q-l

-<f
.["--' t"or{b,b'
0-

;c

;xt,yt)dt = r-ur(a)Fr(a,b,b'

;.;:,f,) o.2.4.rs)

f"-=' a"-' J^(xt)J,(yt)dt

/^
c' 'd
ur

;d,d'
-i"-tt,u-lYr[b;d,d' ;xt,vt)dt = =-uf
o'
rcspectively. A sPecial case of (5.2.4.19) is readilY
lctting c=azgiving
.u-' o2(b,bl;a;xt,yt)dt

l"-tt

= s-a r(a)

deduced bY

-br
rr-lr-brr-li
' s-

(s .2 .4 .21)

'l'lris formula generalises

(5

.2.4 .6)

-a+c+d a+c+d+ i
!ila:J1a)- -. -a" Fo(-il,f;c,d;
r(c.1)r(d;D-

(x/2)c

-2x '
s

2)',

(s.2.4.2s)
If the hypergeometri-c function of the integrand of (5.2.2.3) ts
such that it doea not converge for all fj-nite values of its variables, then we must employ a double contoui integral of Barnes
type inStead of the series representation of the function under
consideration. In this context, we make use of the double Barnes
integral for the Appell function F1 given b;'AppelI and Kamp6 de
F6riet (1926) page 40. This is
Re(a+c+d), Re(s) > 0.

Fr(a,b,b';c;x,y) =#
(2ri)'r
i6

;:,_I.), (5.2' 4.20)

of a product of two

interpret (5.2.4. 23) as an integral

Bessel functions, we have

Whcn we

itnd

(a) Fo (a,b

99

Special Cases

Sec.5.2.41

io

xti

(a) r (b) r (b'

f (a+u+v) f (b+u) I

(b r +v)

I (-ul I

f (c+u+rr)

-i* -i-

(s.2.4.26)
Some indication is now given as to the .evaluation of the Laplace
integral of the function F1. \!ak l ng use of {5.2.4.26), we see
that, af .t-er interchanglng the order of j-ntegration,

- t2"ri')2r(.)r(d)r(d')?
t,=8tr

-=t t a-1 Fr(c,d,d';f

;xt,yt)dt

10

of Laplace rntegrals of products of hypergeometric

functions *uy.ilto be evaluated by medns of (5'2'2'4) ' Thus,

A number

16

!_Lc+u1v)_r (c!-*11) r

(a'* v)r(-u) r(-v) (-x)u (-y)'

l It+u+vJ

-i- -i-

cf

.-1

/e-5' .o-'rFr (bt ;d,;xt)

rFr

(bz

r -St
-.
x .I je
o\'.
t a+u+v-I. dt]au

;d2;yt)dt

=
and

/" -'t*
-

.f

r-t

(a)Fr(a,brbz;dt,dz

x/ s,y / s)

(s.2.4 .22)

, (-;dZ;Yt ,)o,
^oFr(- ;dr;xt-)OF,

s,4v/ s). (5.2 .4.23)

o@/2, [a+]l /2;d|dr;4x/
Irrom (5.2.4. ?2) , we may obtain the following integral formula for
thc product of two incomPlete gamna functions:r -s1 t a-I ytD
,xt) y(c,yt)d. = -r(^):::atrr(a,b,c;b+l,c+1,-:,
{),
Jc
bc s-- -- 0
(5'2'4'24)
Re(a-b-c), Re(s) > o.
F

inner i-ntegral

rnay

be evaluated as a

gamma

function, and so

we have

=s -"(r)

\-l

The
Y--l

fal

1-

16

I
a'.
S -1@ -1o

r (c+u+v) r

(et"ryll(s1lI{! '+'.')r(-u)I(-v)
I ( f+u+v

, i-x/s)u (-yl=)v du

dv

{s.2.4.28)

In order to obtaln a representation of this last result in terms

of convergent series, the above integral uay be written as an
integral of Barnes type of a G-function of one variable. Some
rather lengthy manipulation eventually leads to the sum of six
double hypergeometric ser.ies of higher order with arguments s/x
and s/y.

lnfinite Integrals

100

lch.

If tlic function Ft under consideration terminates, then the siturtion is much mor6 straightforward, and only one terminating
Kanrpd de F6riet functj-on results;
/c-st ra-' Fr[-N,d,d' ;f;xt,yt)dt
0

(drm) (di,n)Imyn
."***n-1 dt
= y(-Nr+1n)
L
m:nl i"-tt
(t,m+n.)

(5.2.4.2g)

'0

r(a)

(s.2.4.30)

Re(s), P.e(a) > O.

Whcn special cases of the generalised Kamp6 de Fdriet functlon.of
scveral variables are considered, we obtain the following results
which give integrals of functions which are convergent for all
finite values of their variables:-

i"-tt .'-' .jnl (bi,.,br;c;xrt,.,xnt)dt

If it is desir.ed to evaluate a Laplace integral of a non-terminating Lauricella function, the si-tuation is muchmore complicated
and vre must tackle the problem in a way similar to that.outined
in deallng with the function F. in the expression (5.2.4.27).
Of considerable practical importance are the Laplace j-ntegrals of
certain cases of the generalised Kamp6 de F6riet function whilh
consist of products of several single hypergeometric functions.
For examole.
r_ :br; ';brr;
T -st t a- I ho,rlx,t,.,x Jo.
-O:1

Je
0L

a-1 - (hr
-.
;d, ;xrt)
rFt

=j. -st
0

II*1"

(5.2.4.3r)

r -sL a-l
J" -- t' 'oFr (-idti*r.-)..cF,

(s.2.4.32)

(s.2.4.33)

Re(a), Re(s) > O.

As in the case of the Appell functions, when the Laplace integrals of terminating Lauricella functions are discussed, we have
such formulae as

I{c(n), Ilc(s) > 0; see (5.2.3.1).

-- f*

3s)

(-;dn;x't ,21d,

hypergeometric functj-ons, such

(s.2.1.36)

'

as

= ze
._t1

'.

F.

(i;2:22)

{s.2.4.37)

r -' t-a-l' sinh(x,t)..sinh(x tl dt

[e-st
n'
0
2n x-r ..x nl(a+n)'-[nJ
i2'2'''2i
;---i-n-Fi"' {'*n'I'I'''l
ts+x1+ ' +xn]
+. +xn],
+xrrJ , ..,2xr/
2xr/ [s+xr+.
,2: [s+xr+.*xr-rl ),.
where

Re

(s+xr+ . *xn)

, Re

rIe -' t- ' Jc-'I(x,tl..J c (xnt)dt

n
0.1

(s.2.4.34)

(s.2.4.38)

(a+n) > 0.

Siml 1ar1y,
.

au-t aln' (-N,b;cr,. "cn;xrt,.,xnt)dt

:c1;.;cr.,; I' ' 'n'

(s.2.4.

we have

i"-tt .u-t o {") rur, . ,b,r-1, -;c;xlt,.,xnt)

a 'O:I'

;xnt)dt

In the expressions (5.2.4.35) and (5.2.4.36), Re(a), Re(sJ > 0.

Since the hyperbolic functions may be expressed as confluent
sinh

i"-tt
'0"

(br.,;d.

@/2,la+r)/2;dr. dn;4xrls,.,Jrn/s)

tP[.)

and

= L? rji) r",rr,.,bn-1,- ;c;xr/ t, . ,xrr/s) ,

rF,

/"-st .a-' *in' (b;dr,.,dn;.x,t,.,x n rldt

o'
.,d,,,;xrls, . ,xn/s)

..

"J

(a,b1,. ,bnid1, . ,dn;xrls, . ,x,,ls)

= ,19 r[n) cu,b;dr,

:dt ; . ;dn;

and

r(a) -(nl
.
Fi"/ (arbr,.,bn;c;xrls,.,x
= r?
n

l0l

Special Cases

Sec.5.2.41

-.f

.t[n)

(xr/2)ci

. . {xn/2)

cnf (a*cr*

f (cr+1) . . f

(cr.,+1) sa+c1+'

+cr.,)

+cn

)a))

f Ia*cr+ .+cn1 /2, [a+cr+.+c,.,+1]

,.,-x-/s
),
/2;7+cr,.,I+c ;-x,/s
I
It

Re(a+cr+.*.r), Re(s) > O.

(s .2 .4 .3e)

Intcgralc
[Ch. 5
polynomial of the first kind may be expressed
Inltnltc

102

Now, tho ChobYshev

qs s Gsuss function by moans of, the formula

1-+

rr(z) = rFr(-n,m;l/2;-)

Thus,

(5

(5.2'4.4o)

,2.3,4) gives the formula

Jfe'tit ta-l T*, (l-2xrt) . .Tmn(1-2xr.,t)dt

rOl- nl,? i;:-mrml;'i-mn'*r;*,rr,

'O,rL_:
L

r/2 ;.;\/z i

,,

rra) (d-a,N)
r -St t a-1
(5.3.3)
je
=
,Fr(-N;d;st)dt
:
(d
t't)
su
,
0
Bessel function of
a
modified
involving
An interesting integral
the second kind
1.' r.i.) dt = 2a-L r(1-i5r(=1), Re(a1c) > -1, (s.3,4)
0

,.rrJ

(s.2.4.4r)

Ite(s), Re(a) > O.

3.3 INFINITE INTEGRATS ASSOCIATED }VITH CONFLUENT HYPERGEOMETRIC
FUNCTIONS AND BESSEL FUNCTIONS

has been given by Luke. See Abramowitz and Stegun (1965) page 486'
This may be obtained by replacing the function Kc(!) byits Barnes
in1egrai j-n the form of a G-function, and reversing the order of.
intelration. The resuits (5.3.1) to (5.3.4) will be used in what
fo1 lows
5.3.

Generalised Hypergeometric Functlon

The integrals to be consldorod now aro mo$tly of tha form

class of infinite integrals includes those whose

integiands involve a ionfluent hypergeornetric function along with
anotter hypcrgeometric functior. Sin." the exponential function
and the Bessel .functj-on are particular cases of the confluent
hypergeometric furlction, Laplace transforms, Hankel transforms
ani Fourier transforms may be included under this heading. Certain
devices for the evaluation of suih integr:ats are. givetr by Watson

iu-t' ,'-',F,

the hypergeometric functi-on(s) of the integrand

of their argurirents and integrating term-by-term.
the hypergeometric function(s) by their Barnes
integral representations and reversing the order of lntegrat i on .
Watson (1944) Chapter 13 is a frequently-used source of information on irrfinite integrals involving Bessel functions, and such
integrals arc of inpor*-allcc in nany branches of applied mathematics as well as being of interest to pure mathematicians,

in the

Art inrportant

(1944) page 381,

(i) Lxpanding
in powers
(ii) Replacing

r03

Generallsed Hypergeornetric Function

Scc.5'.3.1

and these include

(c;d;xt),,1.,((f) r (g) ;vtk)dt, tts(n),Ro(n)

r 0, ($,3,1,l)

If l: g (i+k, wherc k ls c noritlv$ lntol|$t', tht gonerul llertl lrypttr"

gcome[ric funct ion of the integrantl convsrgsn un,l f?ormly I'or u I I
ln
iinito vElucs of thc variable. If this functLon is oxpuRdcd of
series, wQ nay then integrete term-by-term. The application
(5.3.1) cnables Lls to evaluate the inner integral which occurs
.

form

f(a+Ltn)

(5;3.1.2)

rFr(c,a*km;d;x/s)
provided that lxi . l.T. Hence, (5.5'I.1) may be t+ritten as
(s.3.I.3)
(xs')^^.
l1ely' -,,.--a,'(yr-o)"'
"
,u " ( (g) ,m.J mlnl
If k=l and F < G+1, a Karnpd de Fdriet function results:

The formula

r -St a-1
(s.3.r)
Je t ,Fr(c;C;xt)dt = I{P 2Ft(u,c;d;x/s),
0
Re (a) , Re(s) > O,
has already been gi.vcn, see (5.2,4.1),. and its special case
(s.3.2)
(c;d;st)dt
t a-l ,F,
= L(3)l'(d)r(d-c-a) ,
r'
r
se r1a-.)r(d-a)
0
Re(a), Re(s) > O, Re(d) > Re(c+a), see (5.2.4.2)
If c = -N, where N is a non-negalive integer, then the third
ccndition of convergence'of (5.3.2) may be dispensed with since
the series involved terminate, arrd we ha.ve
r -St

Je

(s. 3. r .4)

If c = -Nf the condition F s G+l rnay be relaxed. Suppose; further,

that x=s, when the .inner iniegral'mentioned above may be given in
closed form by means of (5.3.3) . The integral (5 ' 3 ' I ' 1) then
--l
becomes
a+ft-1 1+a-d l+a-d+k-1. ,.
l-- ^.
't"yl
rfa)fd-a.N)
l(rj'k' ^
J'
I

F 1aj-

F+2khG*k

Lrrl,riiu,,. .,]:e+Y=! ; .k

(5'3'I's)

104

Infinite

Integrnls

[Ch.

interesting special cases of (5.3,1.5)

Section 5.3.4 for a few examPles.

Man)r

may be deduced, see

A formula similar to (5.3.1.3) may be deducec for the evaluation

of the

i nte8,ra

(s. 3. 1 .6)

..r.[*t)FFG((f); ig;;ytk;at,
"-tt .^-l
0

by employing the formula (5.2.4.12) ' The expression (5.5.1.6)

bc written in the form

lGiQ-G4):
-aTE(c*1;

tTizll (.(Il, l,) ({/ sl) * ( ; x2l tas

; ra*c, ((g),m)(c+1,n)
m! n!
'

I)

may

, (5.3.r.7)

F-k-l : G, un) ess the function pF5 i-s terminating. In

addition, Re(s), Re(a+c) > O. Furthermore, if we let k=2, the
result (5.3.f.7) nay be written in the form of the Kamp6 de
F6riet funct ion
r(a+c) (x/2)c

f(c*l) sa*c

Fi,l;g
u:u;l

rl

l+,o?';
:[gj;e+r'
[;] ;.;,,,r, il
ttL

"'xt,yt)dt
(c) ; (c') ;x Il
(d-a,N)r(a).B+2:C;C'.(b),a,I+a-d:
\
J F+1 : G;c' (f ) , l ta-d-N: (e) ; (e') ; s's' ''

Re(a), Re(s) > o and B+C < F+G and B+C' j- F+G', unless the
de Friet function on the left of (5.3.2.3) terminates.

.4.I2) and (5 .3.4) nay be used respectively to

obtain the tir'o results now given.
(d')i.yt2,rt21dt
T -rt t a-t
-B:D;D'r(b):
FF,c;c't(rl (d);
The formulae (5.2

=:

i.'

where Re(a+c) > -I and k is a positive integer. If F+k 1 G, termby-term integration using the formula (5'3.4) gives the following
expression after a 1itt1e reduction:-

A=

2a-ttfg#llrCgjal

f-,., a+c+) a+c+k a-c+l

f[a+c)(x/2\'
/-

1.(.-,) f-.c

a-c+k.
;

'

-'

2a-trr,*!*1rrre:*llFB:2::::l
r 'u'u [(o),"*'"*:

'

(s.3.1.r0)
\

;+*,+y

:(g);(g');

dt, (5.3.2.1)
I
m,n=u^nr.nt'*'

of the previous section may be generalised fairly

to apply to integrals involving hypergeometric
so
as
easily
functions of several variables. We thus obtain the formula

r (a) (d-a, r") -B+2 : C

=---_r.'F+l:G
,u (d,N)

Re(s), Re(a) > O,

[:?],i":]; :::;:l],.,.,,,.,,.]

o,

,a,I+a-d: (c');., (.(n)),*t ,.;l

[::t ,t+a-d-N:(g,);. ;(g(n));s "f '
(5'5'3'1)
B+C

-l

(S.j.2.S)

5.3.3 Multiple Hypergeometric Function

form

whcrc thc doubte series of the integrand is either terminating or

rrrri fornrly convergent for all finite values of the variable of integrrr1 ion t, the term-by*term integration is justi.fiedand we have

\-l

(d) ; (d' )

i"-=t .'-t,F,(-N;d;st)rf':

o-1
u = Je -t tu-l,rr{-x;d;rt)

[rrl

Re(atc) > -1.

5.3.3 Multiple Hypergeometric Function

--

R'n'nr .(b): (d); (C');

"t2.rt21dt
{.- *.(t) F;;;;;,(t;j; i;j I ir,j'xt-,rt

The methods

@@
r -Sl -

T,

If the pF5 function of the preceding integrand is terminating,

then the iestriction F+k < G rnay be lifted.
If the integral under consideration takes the

::(f):-:-:

2 t=
. 2 x-.2,
- ;4v'
, ---=,-!'a
(c);(g');c'I; ,2' ,l' .2-l
(5-3.2.4)
. .

and

'zk ''' 2k _ou*1.

- lut'-zv "'2x (e)
* n*zttc
^ ^J '
l_

, (ej ;(g'),
[-"-. r*e+i
l],]r::(b):-:-:(d);(d');
-(3)
F'
I I'
I
)--

'.(xtJ

Re(s), Re(a+c) > C

K.(.)nFc((f);(e);*t2k1d., (s.3.i.e)

(s.s.2.3)

?Jr)

where

This section is concluded by considering the integral

o=

.3.2.2)

(s

A;;u-l"''n

j"-,. .,-t. F, (-N;d; st; rf ,E;E i, [?] ; [;] ; [;: ]

'0

1"

(s.3. 1 .8)

(I+a-b'm+n)
_ (d-a,N)l(a)Ih- _ E4;l)
-lT*a-E-N'm*n;'

by the application of (5.3.3). It is now assumed that the dout le

series is a Kamp6 de Fdriet function.This nowgives the expres s ion

Kamp6

wl'rere

105

Double tlypergeometric Function

Sec.5.3.21

s F+G.

[(lh,

Infinite Inte$als

r06

of (5.3,2.4) to multiple series does not yield an

elegcnt exPres sion, but before proceeding to the discussion of
special cases of integrals associated wi!h Bessel functions or
confluent hype rgeometric functions, we note the following result
which is an ex tension of (5. 3.2.5) ;-

The extensirrn

{.o

*"

(t)

FF:3

ftu1,1a,);.;(d!'1r,,. t2...x.,
' n

L(r),(e');.;(s(nl),'

I o,

(n). .
. :. ,,
'' tu . )'4x- . ',0*J ,
*
2 .' 2
:(g');-;(g(n));'"1'
[tt]; )
";',3
g+[+l
(s.s.3.2)
Re(atc) > -1,
5 F+C.

A number of special cases of (5.3.i.4) which are of some lnterest

First of aL 1 , if r're let F=G=k= I , an integral t-rf
a pair of confluent hypergeometric functions may be evaluated:

may be deduced.
6-

j"-tt .u-', F, (c;d;xr) rF, (f;g;vt)6; = tGJ-e rG,c,r;a,g;l,rJ,

oras

(5-3.4.1)
e(a), Re(s), O.
When the parameters and variables are further specialised, as
appropriate, we have several more results. A few examples are
now given

rFr

(f;a;yt)dt

(-f-)t ,,l-(.,a-f ,f ;d ix/s,y/ [s-y]).

- r(a)
a 'y-s-

(s.3.4.2)

next consider an integral involving the product of a pair of

Laguerre polynomials. This is

We
6-

/"-tt r^-t

lfitst)r$tst)at
,\
rr

I (a) (c+1,N) (d+I,M)

lft#*i*q rFr(a*m,-N{;d+1;1)' (s'3'4'3)

It!
,' N!
The inner Gauss function may be summed by Vandermonders theoren
ISlater (1966) Appendix III], so.that the right-hand member of
(5.3.4.3) becomes
=

F
Il0-(ctL-Ul,Gr,Le-,Iil
- 3'-2
*fl
Nl Ml

(d*l

",M)

be summed by

If F=0, G=l and k=2, then the oFa function in the integrand of
(5.r.1.1) may be replaced by a Bessel function. Thus

?-.. .-'rFr(c;d;xt)Jr(rt)dt
a-I-.
i"--'
0-

ts. 3.4.4)

UUtltrA-

(s. 3.4.6)
H,q'(a+B,c;s+l,d ,-{,r., ,
4s' t
,u*8r(g*I)
Re(s), Re(a+g) > O.
H, is a Horn Tunction, and jts scries representation js given by
Erd6lyi et a1 . (1953) VoI. I page 22'> as
mn
(a,2m.nJ (b,Ir.)- x J_
(s .3.4 .7)
Hq (a,b;c,d;x,y) = )
(c,n) (d,n) nln!

5.3,4 Special cases

,0

="(c-M) ( -M,N) (c-l-2M,N)

107

Re(s) > O, Re(c) : Il-N.

a+c+1 a-c+l .;[u'J

., ,.

? -.t 1'-'
a-l - - ;d;xt)
/c-"
rFr(c

Ce*r

If a=c+N-M, the preceding Clausen function may

Saalsehtltzts theorem and so we have
T -.t-' t"c+N-M-l -c.
L[ (st)--d.
L[(st) dt
I"

-l

.2a-L r(g2r5r(e+!-)

$poclul

S0c.5.3.41

of an integral involving a l;aguerre polynomial and a

js now given.
@
T
.lt,
.'-r r-l(st)r*(r -2yt)dt - r(a) (c+1:a'n)rt,
f"-tt
L*'*'u I .
--lla-c-n.'I
nl
sO
L7' ?.-' r
(s.3.4.8)
tt we consirier (5.3.i.5) with F=2 and G=k=i such that the Gauss
function in the integrand is tdrminating, an integral involving
a Bessel function and a Gegenbauer function (for example) may be
An example

Chebyshev polynomial

investigated.

i"-tt .u-iJc'(xt)cl1r-zyt;dt
- rr
6
I
(rd,") t(rf.) (l</4
x .P
_/. (aic,m+2p) (-n, rn) (n+2d,m) ym I\-/,
_
=
4s (s. i.4.9)
?E r,_1.*ry (d+1/2,m) (c+1,p) mlp!
.

Re.(s) , Re (a+c) > O.

A function related t9 H4, but of higher order, appears. If

d=-lt2-n, this result simplifies as foliows:Fe-st ta-lJ. t*t) cr.,r/2-nti -2yt)dt

(s.3.4.101
(cont inued)

[Ch.5

Infinite lntegrals

I0H

(corrtinucd)

4tr.

(s.i.4. ro)
-t -2n.n'1 l(a+c) (x/ 2)' lf ".:,ulz;D!::l-udr(c+I,PJ m:P:
1
Asz
,o*. n ! f(c+1)
'l'lrc series on the ri ght of (5,3.4.10) terminates in y and conv(

for

crges

l*

I'

z l=

l.

A further example may be furnished by the integral of a Bessel

Ii-rnction and a Legendre po1ynom.ial,
.u-

i"-tt

1.1.

(s.3.4.1i)

(xt) v nlt -zy2 t2) dt.

'l'his nay be evaluated in the form

- i,.- xl21
+,u;L,-n,l+n;
, i,r..rr.-rl '0,I ;o l,' -' -. I ;1*.;' ' sRe(a+c), Re(s) > O.

r(a+c)

(x/2)c

F2-,2.;91

109

Special Cases

Sec. s.3.41

Integral s involving confluent hypergeometric functions and the

confluent Appell functions may be evaluated as speclal cases of
(s. 3. 2. 3) . For example,
r -st t a-l
I
(-N;b ;st)v
Je
2(c ;d,d ;xt,yt)dt
,F,
0

(b-a,N)I(a) -3:O;O,c,a,1+a-b:-;- ;..

..

ffi,*i,;;i(;;;:u-l.r".a,a',*'y),Re(s)'Re(a),?,.,.4.|7)
If c=l+a-b-N, then this expression simplifies so that the rightfunction of the fourth kind.
This is
hand member now involr'es an Appe11

(s.3.4.18)

15.5'4.Lt)

F6riet f,,rr-r.tion above con\rerges lf lxl t itl'

llcforc procccding to rhe discussjon of special cases of integrals
of BessLl functions and double hypergeometric functions, wc investigate integr.als invoLr,lng a modified Bessel function of the
,o"oid tind and firsrly, a Eessel function of tl.re first kind, and
sccondly, a Jacobi PolYnonial

'l'he Kamp6 de

i.'

*.(t)Jo(xt)..

fi#+{.u*o

*"(t)oFr(-;d+1

,.#dt'

(s'3'4'13)
(b-d,N)r(d)

.fhe integral on the right of (5.3.1.13) may be evaluated by

of (5.:.f.lO) and we obtain tlre well-known result

[t.,, K rt)J.(x-)dt
' o' '

0-

means

i\- 2 )r'1.ra+d-c+1.
='L,^-lr1a+d+c+.l..,
z )

2F

L,-

,q-!,uagfaf;d*

r;

-x2)

(s.3.4.i4)

ro
(t)P'"(l-2xt)dt,
n

(s. 3.4. 1s)

ing that the associated Gauss function is terminating' It thus

l'ollows that the above integral nay be written as
1.,,
-c+ I
.,ir
, I ,.r(,.lr+c+
2 )',,...a Z ,
x4 I; ( -n, f+1+g+n, Ia+c+1 ) / 2, la-c+1) / 2 ;f*7; x), Re (atc) >
I

rrot

il.

r.

(s .3 .4 .20)

RelsJ, Re(d) > O.

Furthermore, the Kamp6 de Fdriet function on the left of (5,3'2.3)

be so special i-sed as to give i;lcgral s invoJ.ving pr:oducts of
three confluent hypergeometric functions such as

/e-st ta-1 r Fr (-N;b ; st) 1F1 (c;d;xt),

'l'hc ,lacobi polynomial. below may be written in hypergeometric form

irncl so, (5.3.i.16) may be used to evaluate the integral
ct'

=d

F, (1+d-b,c,C I i 1+d-b-N;x,y),

rnal'

Sec Watson (1944) Page 410.

:"
/It'K

(b,N)

a. O. rUl

a,-

F,

(c' ;d' ;yt)dt

_ (b-a,N)l(a)
(b,N) ,'
The integral (5.3.2.3) nay also be specialised. ln several other
ways, most of whlch yield rather cumbersome forms of the general
triple hypergeometric function of Srivastava. However, if we consider the integral of three Bessel functions of the first kind,an
elegent result fol1ows. This expression has already been given,
see (5.2.5.39) when n=3.

lch.

lnfinite lntegrals

I t0

*fy9 2u-l

ttgr,r.gr
-,a-f+g-c+1.
-.a+f+R+c+1,

r(f+1)r(g+1)
)

Z
;-v.*, -y-),
Re(a+f+gtc) > -1.

...s+f+p+g+la+f+q-c+l
*,'o
(
,Ttf+l,g+I ^,

','',

(s .3 .4 .22)

SirniIarIy, we may evaluate the following integral involving the

I)roduct of a pair of Hermite polynomials:-

ft'

x.{t)Her',(xt)Her^(yt)dt

= qP'l?#(-2)-'-*

,^,\
rra*c*Ir.ra-c+I.r12: I ;I l-9:S:l,"
2-),t 2),0:1;tL._.

2^-r

g.i :-n;-m;

,lr]r, 2x,2y l

a-1
/c-'" t"tFt

l--=t
l.

-u-l
.

,'

where

(t)J,q-

(b,N)

(s.3.4.2s1

we have an

t) . .J d.

-l

*.

+dr.,+c+1. a+d,

(s .3 .4 .26)

cr, .,cn; 1+a-b-N;xrls, .,x,.,/s), (s. 3 . 4.27)

see Lauricella (1893).

rl
Ll
-.i I
n

(s .3.4 .2s)
5.4 II..IFINITE INTEGRALS AS INVERSES OF BARNES INTEGRATS

A convenient and practical wa1' cf deduci-ng certain types of infinite integrals involving hypergeometric functions is to make use
of the l'le11in transform thebrem, see Siater (1966) page 148:

S-'l

Jx"^f(x)dx,

(s.4.1)

(s.4.

2)

0,-

(b, N)

'-

+.+d -c+1
n

then g(s)=

integrat involvjng the function 6.:-

I (e) (b-a'N) n{n)

'
l) 1t*r-u,

-t. c+l.-/ x - g(s)ds,

rf f(x) - lTl'
^
.
C:1-

*"t first defj-ned by Lauricella (i893).

the Function f[')

(x,

n I^a-I
x_I..x
1n
(x t)rrt - lfd-+I)..1[d
+I]
.' n '
'-t"n

(s.3.4.24)

f"-tt .'-1, r, [-n;b; st) ojn) t.r, .,.nia;xl t, .,xnt)dt

,'

L i..rru1r . run
f, ...
+
- . ,,-L.^.\,,,(n),,.^
ur 5tJ Y2 ( 1id-u-.\
rA1u r . :^ n
1, 1\-.\;

SimiJarly,

x-

O.

f (a) (b-a,N) .(n),

r^L 1a,1+a-b;dr,.,dnixr/s,.,xr",/s),
=- . '

.3.^.28)

Re(a),Re(s) >
It thus follows that

lne
'-f.u

" .ln) L---- z

;.
"'a,,.,d,ix,/s'
Fi;;(i;;:;-*
"3:0rc,a,)+a-b:
"x,,/s) '

(s

This section is concluded by giving an integral involving several

Bessel functions of the fi.rst kind and a modified Bessel function
of the second kind. This integral may be evaluated by specialisthe formula (s.5.3.3).
dd

(s. 5.4. 23)

which may be tackled by using (5.3.3.1), when it will be seen to

bc equal to

Fffi

or

l-"*o,

fnr
(c;dI,.,dnixtt,.,xnt)dt,
(-Nrb;st)v)"'j

l(a) (b-a,N)

:x t)dt
/e-st .a-lrFr{=tt;b;st)rFr(.r ;dtixtt) . . rFr(c n':d n -n'
(b-a,N).2:r I a'l+a-b:cI;' ;cn;x,/s, "x ,/'] .
= r(a)
f G") 'I:l l-1*a-b-N:dr;';dni

0ln

Re(atc) > -l:

Wc now consider the integral
. -sf

lll

as Inverses

In addition, we have an integral involvi.ng the product of

several confluent hypergeometric functions:-

irrtersting inregral involving the product of two Bessel funclions of thc first kind and a modified Bessel function of the
sct:oncl kind may be evaluated as a special case of (5.5.2.5):-

Arr

It" r (t).1.(xt)JE-'(yt)dt
6 c'' t'

Infinite Integals

Sec. 5.41

provided that g(s) exists in the Lebesque sense ove-r the range
iero to infinity, By a simple exponentlal change of the variable
x in both integrals, the Laplace and Fouri.er transforms may be
deduced.

is a Barnes contour integral, and many cases

in the literature. Probably the most important general class of integrals of this type is the I'leijer
G-fuiction. This function has been discussed in Section 5..2.1,
and its defini.tion in terms of an integral of Barnes type is
given as equation (5.2.1.2) .

The integral (5.4.I)

have been discussed

lch.

Infinite Integrals

l12
ltJe now

quote an important theorem

Slater ' s

t(z)

l-?L:red

#-,

Integral

T!teo:911

fo Slater (1966) Page

due

143.

(cont inued)

(a) *tr

v,

(b) -hv, 1g) +hr, (h)

"l,t L('i.n v,(d)-hv,(j)+hv,(k)

r[:]::: [:] -:: [3]l:; [] -:,

(s.4.3)

113

lnfinite Integrals as Iriverses

Sec.5.4l

V\

'

-h,l

-hl
VJ

((a)+hr,n+n) ((b)-hr,m-n) ((g)"hr,n) ((e),mJ

+hr,m+n) ( (d) -hr,m-n) ( (f),m)
^fi+Iv -TfrflnI((c)
' mrn=U'
(H-x)
(1*hv- (k),r1**rhr*' (-i)"

"
where

the series A+B*EF.+D+r(x) is absolutely and uniformly

TI

+(A+G+B+H-G-D-J-K)

*I

(111U_ (.1
(b)*ar,2m*n) ( (h)*.r,*.nl f(")
:l)
:i)
( (d)*au,2m+n)
(
(f),*)
G.X-G)rill'*u- (s) ,m"n)

m, n=O

+)I r

u=I

rl -rr,'(b) *su, (e) '-e,

l-f

(i)

l_f

either (a)
(b)
or

m!n!
, (h)

, larg

con-

z]

we have

t1+a
-u -(i)

((k)*ar,*',,)

(5'J'5)

and (ii)

-c,

I(z)'= I(r)'
A,*

rvhen A+G+D+K
when A-+G+D+K

> B+H+C+J
= B+H+C+J

L(z)= Il,)'
Ro

.l -er, (d) *su , ( j ) -er, (t ) *er,l

either (a)
(b)
or

when A+G+D+K
when A+G+D+K

(s.1.6)

If.l

B,-

an<l

lrl , t,

Itrl

(5 .4 .7)

A o

< B+H+C+J
= B+H+CIJ and

1rl

. t.

A1so, provided that z=l and

Re

((e),m) *' r-8u-' (-1;n(G-'11

mln!
((f) ,m)
and
B

[-(^t *o

(iii)
(s.4.4)
when

(b) '-bv, (g) +br, (h) -b

=v=l[ r [,.,.o v,v, (d)

Ir,t
B,-

-b-, (j)*br, (k)-b :]

( (a) *bv,2m*n) ( (g) +br,m+n) (l+br- (d) ,n) (1+br- (k)',m+n)

I
L
"
(I+br-(k),m+n) ((c*bu,2m+n) ((j)*bv,m*n)
^ (I-b-(b)',n)
' v m,n=u
, ((e),r1**rbr***n,-1;n{B*H-'-x)/[((f),m)mlnl ]+ (5.4.5)

(cont.

[[ (c+d+j +k-a-b-g-h) ] , o,

r(1)= Itrl= Ittl

B'A'-

(s.4.8)

A+G-C-J=B+H-D-K>O.

This theorem has been established in detail by Slater (19661

page 143 by the use of contour integration. A11 the results of
ihis section may be extended to multiple integrals and multiple
series by appealing to de la Va116e Poussinrs theorem; see
(s.2.7) and (5.2.8).

$.4.

lch.

lnfinite Integrals

n4
I

i*s-t.m,"r*l'j.,0*
p'q ' ,0,
'0

mn
l(bi+s) .ll, I(i -a. -s)
.-j=r
j=\

'

qp

where
SO

-5
Jx- ^ oF.((a) ; (c);kx)dx =k
0

_r-I

_l-r

AC
nr(ai) TTI(b.-s)
j=I ' j=) )

and

where

(s.4.1.1)
5.4.2 Double rlypergeometric Function

Within its region of convergence, the Kamp6 de F6riet function of

trqo variables ma)- be expanded as a series of generalised hypergeometric functions of one variabl e:

(s.4.\.2)

(s.4.1.3)

r
m=0

G=B=U=J=D=K=C=0

' [i]

e-<

fc'\ .

-q
r-'

when we have

ds = z-a

Re(a-s) >

(s.4.

s)

, larg zl

1
Similarly, if we 1et G=1 and A=B=C=D=E=F=x-0 and G=l and
Ii-C=K=F=0, it follows respectively that

1.

r,;ri, r [:] :: : [: ] ::, -'

:

(s .4 .2 .2)

(a)*s, (b)
r's*sF6*p ( (c) *s, (d) ix)ds

-io

.(a) : (b) ; (b') ;-.

-A:B:B' (i;j
j,*',),

t,;;;,

(s.4.2.3)

t;j ; i;,

1 C+D+Dr+1 and |ln-n'+l-C-t)tl , larg fl

On inversion, we have

:*,rrar = .t[:]-i:
I,'-'ot;B;3:,[l] [:]; [:l]

(c) , (d')

A=H=J=0

(s.4.2.t)

:rt

where A+B+B,

result

= r(a-s)E.rFF(u-ii,t"' i,.,,
'rI

O,

: [fl : ]

x.*n()r'r([;]; - -)
z'

-io

i,'-'-1",p()rrr([;] ;-).,

(s.4.1.4)

wl'rich on inversicn gives the

_ i@

consider more general types or MeIlin integrals which are

consequences of Slater's l{ixed Integral Theorem. Take A=1 and

Wc now

Z.;fJ r(a-s)r*tFF,- i;f "'l*r

(ar,,,fiG[ffir

If the inner hypergeometric function is replaced b1'' its Barnes

integral, the processes of integl'ation and sumnati.on may be interchanged, so that the right-hand rnember of (5.4.2.1 ) may be
written
-m
+s,-slrt dr,
( (a) ,m) ( (b) ,m)X
, (c) *m, (d ') ., i 'f :,. (a) 'm*s , (b' )
((c),rn) ((d),m)m! "' t[")*,n, (b') I 2njJ', (c)+m*s, (d') +S
Hence,

i--

-m

[ (a] ,m.) ( (b) ,ml x

*!6

in this theorem

zl

r s-A-i

where O < Re(s) < nax Re(ar).

> H+J-1, Re(g-s), Re((h)+sl > o ana

|(I*H-J-K),larg

1al an
l. j'*
llo note that the sPecial case of the G-function, (5.2.1.3) , after
a strai-ghtfonrard change of variable, enables us to write

i.-r

(s.4. 1 .6)

JL

whcre, for convergence,

CA
[r(ar-s)
r(s) ITr(c;)
J ;-r
)
r

115

Double Hypergeometric Function

*at
(h) +s, (i ) -e,
!k) r'.
- .rL,B-s,
(j)-s,(k)+s,(h)+g

I f (I-b -s) Ilf(a +s)

j=n*l
j=m+l
'

Re(s) < 1-nax Re(a.)

5.4.21

(t
Irs-s- r..
-' -r) r-t)d,
-r...r1.s-!ii:!l')*eir-rl
(k)*s
Il+J
K'
;'
L-

Gcneralised rlypergeometric Function

Iu ordcr to clcduce l\'lel I in integrals of the type (5 ' 4 ' 2) from

Slatcrts lrlixe<l Integrai Theorem, the number of parameters and
trlonoral conditions mi=t b. so adjusted that either [6'1 ot -[1'1
B,A,involves only one generalised hypergeometric function of one
variable. It is also possible to apply the lt{el1in inversiotr
t.hcorem to the definition of the ]t{eijer G-function,(5'2'L'3) '
that, by a trivial change of variabl'e, we have

Sec.

A*BF.*D([:]_::

(s.4.2.4)

[]ll-:"' (a) , (b')

[l] ;.,,

,
J

(s.4.2.s)

116

lch.

Infinitelntegrals

rrith the additional restriction

r Irtl

Barnes jntegrals leading to Kampd dc F6riet funct-ions may also be

deduced from Slaterts Mixed Integ::al Thcorem (5.4.3) and (5 -4.4).
If we invert by the li'lellin transform theoi'em, we obtain the expressions (5.4.2.6) and (5.4.2.7) by taking A=1, G=B=D=O and G=1,

respectively.

j,s-a-t
to'

(h)+a,1+a- (j ) : (e) ; I +a- (c)

rH+J: E;C,.
: f-, I
' K:F;o\
(k)+a
:(f);

(t -c-J)

x/

z,t/ z)dz

(h)*s, (") .3.,(j)-a, (k)*al

= rra-s,
-'
t (el-s,(j)-s,(k)+s,(h)+a

g.4.2.6)

r.lrcnc l+K>H+C+J, Re(a-s),Re((h)+s)>0 and I lr*H-c-.1-xl,larg zJ .

j,.-t-,

(e) ; (h)+g,1+g-(j)
oB:E;H+Jr(b)+g:
\(d)*g:(f);
(k)*g

'n:F; K

a-

;*, Gt)l-J /r)a,

tti_i;

l-ru)

**,* .*rr,- l*.,

where D+K+l>B+H+F, Re((b)+s),Re(g-s) ,Re((h)+s)

larg zl.

A.D
Fh''

'C:D

(t) *.,
;

(a(n))*u

'**., l*''

/x
,n

ied

5_1

and

B
-A:
t'c,D

A +B

.w e

[,,,
(u

c)

-s, (a

B
,A:
'C:D

--^..;.r^,
Pr vv rusu

(n)
(n)

-< C+D+1 una

>

I a''

*tdr.

ln

(s.4.3.4)

_]

l^rs x

^t

maY nOr.' be

]ra ve

:(h,)r.,iu(n)), I
:

(d' ) ; . ; (a(n))''"''

-s, s, f.l , to t')Jl

"'n-l

o*n

)-s, (a), (o(')!

(b');.;

(btn-il,

I,
t')
1,., -s:(d');. ; (a(n- , ''''*n-r-i
l-r

.'l

for-rn

:'xt'-l
(d,') ;. ; (a("-r),'x1'
L. c)+s:

Lr.t

(s.4.3.3)

ilA+B+t-C-Dl
The l.Ie 11 in tr an sform theorem, see (5.4.1) and (s.4.2) ,

5.4.3 li{ultiple Hypergeometric Function

First of all, we give a single Barnes integral for the generaliseo Kamp6 de F6riet function of several variables. The function
A:![(a),(b');.'!o:"]);*.
(s.4.3. r )
%;;L;.;,i. , iar,r, ,. ,xl
rl
may be expanded, within its region of convergence, into the
(n-1) - fold series of generalised hypergeometric functions of
one variable which follows:-

1b

, i- [r,t*=,1b(n),.., =l .,

provided that

r
t(
='1,

>O

(5.4. 5. r) in the

thus rtite

' 1,, ,rr,r,.rl -il,:L(.)*,, (a(n))*,

lr a)+s: (b') ;. ; (b(n-1))

(s .4 .2 .7)

;;

,_,, ro!,l

li.r, ra(")r-l

appl

(b) +s , g- s , (h) * s , (d) * C , t j J - g , (k ) +g ,

. ,t(d)*r,
tr r ( b ) * s , ( e ) ;
'
(j)-s, (k)*s, (b)*g, (h)*g'B+E'DrF'(d)*s, (f); x),

,
and |lt*e*u-o-.t-xl
l'

+mr+ ' +m

We rnay

111

Multiple HYPergeometric Function

I (,)**,*.*' n_r, (bt"rf'1i_ [-1.1*n,,

Re((a)-s),Re((b')-s),Re(s) > 0.

A=C=0,

Sec. 5.4.3

-s:

-1-^ +L.ai Re((a)-s),Re((U(n)) -s),Re(s)

(s.4. 3. s)
, 0.

other lr'le11in integral relations involving hypergeometric

functions of several variables exist. These results have not,
far, been worked out.

Many

so

5.4.4 Special Cases

(c),m1*.**.,_l) ( (dr),ml)

"

(d(n-1) ) ,m,.,_r)m,

[-r,l * *r*'

r*rFc*o

| 6s1 * tl*'
'l'hc hypcrgcometric functio nof
in1'cgra1'repr:esentation: -

\:

function of (5.4'1.5) may be so

a large number of Me11in
deduce
to
us
to
enable
specialised as
integrals of the special functions. Hence, we have

The generalised hypergeometric

.mn- -l
_t

(s .4 .3 .2)

(5.4.3.2) has the following

;p2x/ 4)dx
7*'-t ,.(p/x)dx = f;f* i*'*'/z-toFr(-;c+1
u
0

Barnes

)c
",
l(s+c/2)
P
-

zct 1c12*t-s1

Re[s+c/2) >

o.

(5.4.4.1)

ItJ

'l'lii

Infinite

Integrals

lCh.

s gives a Me11in integral of a modif ied Bessel function.

Sec.

5.4.4]

ll9

Special Cases

Arrtrtirer example is

{.i-' .1"(a,br,.,bnid1,.,d ;*r,.,xn)dx,

. s-l y(a,pxJdx = -p -s-a sl(s+a), R6(s+a),Re(s) > O,

{5.4.4.2)
Jx
:
whereby an integral of an incomplete gamma function is evaluated
'l'lrc integral

- (a-s'Dl
.,t
h
ta-s,bn-sis,dnlp(n-l),.
= f'Idn-r,"a,
'''"n-I'"1
bn "Jtso
Re (a-s) , Re(br.,-s) , Re(s) > O,

(s.4.4.3)
l r'-' exp(l/z) \"(p/z)dz,
involving a Struve function, may be evaluated as a specj.al case
of (5.4.1.7) by expressing the integrand in terms of a ,F, series.
Ilence, {5.4.4.3) takes the form
pt/2*1r (l-s-c/2) , ,r-s-c/2,1t _^2,n,
(5.4.4.4)
y t,),
ffy'n2-t(c+3/2)
rlr,./)
z/)tn/2', l"u'rZ'i'1, o"t, _s_c/2.1 > o,
and this, in turn, yields the two
;i;"t.t
/Z p"'
=
/r=-l "*p (t/zt Il
t
r2(ptTldz
f=Illll-s)
,'rru!1)' ,-p2/q,
--)/t'
0
-i2 , larg zl, Re(5/4-s) > o
(s.4 .4. s)

'0

and

s-i --[n)
j., - r;'' (ar,.,an,b,,.,br;c;x,

J" i-'

a["'

(ar.,-s)

Re

(bn-s)

(s.4.4.

e)

,.,x
'n-nldx

= f rl_:,u";,;;,.r.["-t,,,r, .,an_1,b1,
Re

,dn_1ix1,.,xn:i),

Re

(s.,1

>

, bn _

;c

- s ; x1

, . , xn

o,

_1

(s .4 .4 . 10)

(a, b; d, , . ,dnix1 , . , xn) dx',

,dr,_li*1, . ,*.,_1) ,

(5.4.4.11)

t--s/4 exp(1/z) A_17:e/z)dz = lz p3/4

(s .4.4.6)
"*p(-p2 /q,
rl2 > larg zl
We now give..two integrals each involving an Appe11 function, by
special islng (5 .4.2.5) .
)L

/rt'r
0

p,
'

(a,b,b,;c;x,y)dy =

rr'.];l';],i;tlrrrt';l;b:*l
-5r dr

g.4.4.7)

and

i "-r
lrt''
0

r(a,b,b' ;c,c' ;x,y)dy = rt';:l::;]'i;o']rn,

{'-t;b;*).
(s.4 .4.8)

functions F, atd F, have recently arisen in a number of

applications. See Exton (1976) Chapters 7 and 8 for example.

The

Equation (5.4.3.5) yields !i,tet1in integrals of the four Lauricella

functions r["), atn), t[") ,na rjn), see Lauricella (189J). These
results are now given.

l;c-s;xl,

,*.,_l) ,

(5.

4.4.12)

Re(a-s), Re(brr-s), Re(s) > O.

In the expressions (5.4.4.9) to (5.4.4.I2), we have the additional
restriction that n > larg *nl.
This concluded the discussion of infinj-te integrals.

t2L

Generalised Hypergeometric Function

Sec.6.l.1l

Hence, the integral (6. I. f) becomes

r 1ar) r

Cltapter 6

(br-ar)

f (an) f fbn-an)

--lCJ-

r(b1)

Multiple Integrals

provided that

6.1 MULTIPLE EULER INTEGRALS

Intcgrals of this type are generalisations of the single EuIer

intcgrals discussed in Chapter 1. We consider the two general
l"orms which follow:I
I
,
n' tiul"'unro
,bn-'r-lf(u,,.,u-)dur..dur.,
'
i.,,,,.i"ir-'1t-u,)bi-ul-''.rin-'11-,.'n)
0
o
(6.1.1)

Re (a-.

, Re

(b. -a.

.(rr,r, )
/{nl--,rJ

. . (an,mn)

-(u; \
.-\,

) >

tr m,, ., m n'
(6. r .6)

O.

If (6.1.2) is .treated in a -similarw-ay, it takes the fornt

r(ar). .r(an)l(c-a,-.-rn) .(rt,*11.. (ar,mn).

ff)rcoffi,r,,,n'(6'I'7)

provided that Ite(a.), Re(c-ar-.-u.,) , O. The forrnulae (6.1.6) anC

(6.1.7) are used as a basis for deducing a number of results involving various types of hypergeonetlic functions. See hthittaker
and l{atson (1952) page 258

and

rul

./ri,-'..rln-' (I rr-.-un)t-'l-'-an-1ftu,,',u,,)d'l

6.1.1 Generalised Hypergeometric Fuqction

.du n'

(6.1.2)

where R is the region g A ul,.,0 1ur.,, I : ul+.+un. It is supposed that the function f(ur,. ,rr,) takes the forrn

f(ur, ,rr,)

-m-m
)
A
*r,.lrn=o'l''''n

u.I l..u n n,

(6.

.3)

Amr'''m, being an arbitrary coefficient independcnt of the u.t .

!',tany other types of rnultiple Euler integral exist, but they are
not considerei "xplicitly here as their theory may be <ieveloped
in a similar manner to that of (6.1.1) and (6.1'2) '
If we substitute (6.1.3) into (6.1.1), assuming that this series
converges uniformly over the range of i-ntegration in question,
term-by term integration is permissable and (6.1.1) becomes
Il
b'-"'- I d'n'
I
-"1 - 1d,r, . .
-1
{r -rr)bt
irfin"*n- 1t -un)
;Amr, .,*,., irlt**t
(6.

Each cf the integrals of (6.I.4) is of beta type

written

B(a +m.,r.-a,) =

I 1 i 1n.

"'liiill

.4)

and may be

""Id,ril

(6. I .5)

that f(u1,.,un) is a generalised hypergeonetric function

of one variable.-The expression [6.1.6) gives the formula
II
-'
i. trl . Iu' r-'1t -ur)bI-'t . .rln-I {l-.,n)b.,-tn-I
00
^ CFD[(c) ; (d) ;x]ul. .**nrn)du, . .dun
Suppose

(5.1.1.1)

and (6.1.7) enables us to write down the result

a -l (l-u,-.-r:-)"-b-a--.-a
*1
-1
-l-..u:n'
/. 1"; . /"fr
n'ln
R^
+xn u )du -..du
narr((c) ; (d) ;xrur+.
r
r(ar) . .r(an) r(b-ar-. -ur) C :1
I
r"t '*1
,.d
f+1:O (a), b:
_,tr.*r,
!
'
_t

',

(u

6. 1.2

:l.l

-2)

Hypergeometric Functions of Several Vadables

of multiple Euler integrals jnvolving multiple hypergeometric functions wiIl now be evaluated by letting f(ur,.,ur.,)
of Section 6.1 be a generalised Kamp6 de F6riet function. From
(6. I.6) and (6.1.7) we have, respectively,

Two examples

^_"::E
Muttiple Integrals

t22

It

/. tnl . /,?r

o^

Ich.6

Sec.6.1.31

and

a -l (r-u
.b n-an -l
-1 (r-uI)
--. -b-r -a-r -1 ..r.,n
--

11

7. rnl

. ,:;t

[].:::]; ;ill:ll;,,.,

t23

Special Cases

/u?r-'
o'

1t -u,t )bt

ut-1.

* lfi {xr,rr+. *xrrun)duI

,,,^..] du-IN..du

(r -u,r)bn-an- I

.rin-'
. . drn

r(an)r1b,,-an)
_,(ur)r(br-ar)
-

'

--I-G;)-"-T(5J-*
.rT_l
"

,i;i

L.;,;;i; ;,:;^,,

(c+t,m)
mr

,.,_l

(6 1 3

integral involving a Gegenbauer polynomial is

of (6. I . i .2) :
-'
b-"1 -' -'r- l
/. t.,l . {ri, . . uin-' ( I -ur -. -ur)
00
" c*fr-2xru, -. -2xnur)du1. .dr,

An

means

-l

(d,);.; (d('));,., *
-' tF'G
"c', [r.l:

o,- . o, n
I irr,,*');.;(e(')),"*'''''n' n_] r
I(ar) ..f (an)r(b-a, -. -an)

2)

now evaluated by

(2d,m) r(ar). . rian)l(b-ar-. -a,,)

- m! '

--TTII---

--

* ,tr,11.1;);:::a1; ;an;.,, ,*J

(6. r - 3.3)

Similarly, we may write down the following two integrals involving Laurj-cel1a func.tions using the results (6.1 .2.1) and (5.L.2.2),
.
respectively: 11
br
1
i. t'l . i"?r-' 1r -u, ) -ar - . .,ir-' -*rn) b,,-'r- r
:

A number of particular cases ot the results of Sections tr.1.1

and 6.1,2 are now given, These are intended merely to be examples
of how these cases ari"se. Using the formula (6.1.1.1), it is
possible to write down multiple Euler integrals of the Bessel
functi.on and the Laguerre .polynonial which are, respectively,

11

i. c"l . i"?, -'

00

"

-ur)

bi -at

I(ar)I(br-ar)

r(a,.,)r(b,r-a,r)

r-(lbJ . "-rIbJ

,?;l

2-c
' rla;lt

[.,,;l; ;:;

-*1

4 "'

-_

p(n) (c,dt,

--Tqr-:
t
*

.dun

plrz^o:z

.,drrfr,.,fr;urxr,.,urrxrr)dul..d*r,

r(an)I(brr-arr)

l-",ar,rr;.;drr,.nr*,,.,*,
[_-,r'ui;.;ri,un,^1" JI

(6.r.s.41

and

/.

-1

,.

*
=

{r

or

r(at)r[Ur-ar)

-' . . rir,-t Il -rn) bn-'r- 1

x (ulx1*.*rrr*rr)l/2 J.(/[urxr*.+unxnJ)dur.

*n I
4)
I

(6. 1 .3. 1)

filn'rr.i"ir -' . .rlr-'

i -ur.- . -un)

b-'1-

' -1,,

-'

.. a;")(b,dl,.,drr;f;urxr,.,unxrr)du1-.drn_=

(6-1.s..5)

(continued)

-!

Multiple Integrals

124

(corrt i nucd)
r6ar) . . t(r,,)

r(b-ar-. -rn)_(nt

lch.6

Sec.6.2.21

Special Cases

L2s

(continued)
_

,an;f;xr,.,xn).

r(al)..r(an)r:l%'

(6.1.3.s)

[::l:

(d,),ar,.,fo(l)],rn,*
'."1'''"
(g')

i.; (g(n))

(6.2. r.1)

Re(ar),.,R e(a
'n' ) >o

6.2 MULTIPLE LAPLACE AT\D HANKEL INTEGRAI.S

n-.1 '

'l'ho rcpeated

appiicaticn of the integral formula of Laplace type

l'ur the gamma function leads to the derrelopment of multiple intcgrals of Laplace type. The funct.lon f (u1 , . ,ur.,) as given by
(6.1.3) above is substituted into the multiple Laplace integral

-l

"

(6.2.1)

lf the series representation of f(ur,.,u-), that is (6.1.3),

converges for al I finite values of its variables ,I, .,rn, then
the multiple integration and multiple summation may be interchangcd, and the use of the gamma integral enables us to write (6.2.I')
irr the

form

r(ar)..r[an)iorr,.,r,.,,rr,*t)..(an,nr,),

(6.2.2)

= t/

f.r

,c'o
.n:c l-{.) , (d')
f tr): (g')

(br)

O.

{.,",

9.2.3)

of variants of (6.2.2) and (6.2.3) are obtainable by the

Multiple Hypergeometric Functioh

integrals (6.2.1) and (6.2.3) nay be specialised in a number

that multiple Laplace and Hankel integrals of hypergeometric functions of one or more variables may be evaluated. We
give two examples.

Tlre

of

ways ,so

/.(rl./e-u1-'-u,,
00
" ,oc:D
F:G

,\:

r(bn) IrF,.?,

rr-ray

j-r.l, (c') ;.; {a(n),

;. "l
Ltrr, rr'),bri., (e(")),b-;*I'''*nJ'
' n'

rc.2.r.2)
rcadily bu obtalned by combining (6.2.1.1)

Cases

.{"-",-'-"n rft-'. .rir-'

ro,

rllui*r*.*rr*n)du,

. .ciun

r(an)Fjx)(b,a1,.,an;c;xI,.,xn), Reia.) > o

(6.2.2.1)

and

(o*)

same methods.
6.2.

*,,

':'::l]'*,..
I a,,-.a,n
; (g'"');ur'''ur",J

results of the previous two sections may be further special

ised, and of the veri- many possibili.ties which may arise, we
gi-ve the expressions be1ow.

= r (ar)

A number

The

Similarly, if we ernploy Hankelts formula for the gamma function,

wc have the result
r(or)
,(o+')
)'- ' . (n).J'- '"uI*-*r, ,rol..r.,-bn f (r; ,.,r-lldrl..drn

= r/[l(b1)..r(bn)r;Amr .,rrr[(br,*r1..(bn,m,.,)1.

An integral formula
and (6 .2.1 .2)
6.2.2 Special

Re(ar),.,Re(a ) >

trl_jto " t*'*'n rr;bi..r;b., rFo(-N,d;-,fi..*\ar,..a,-,n

In

t/[r(br)..r{urr)]rI")(-N,d;b,,,,bnixl,.,xn).

(6.2.2.2)

The first cf these two formulae may be expressed in terms of the

Laguerre polynomial, and the second in terms of the Hermite polynomial. If we consj-der examples of integrals of multiple hypergeometrjc functions, thcn we have
-' -ur, rfr -'. .rlrr- Ivjn) c,, .,.n *rur, .,x,.,un)du, . .dun
/. t"l . /e-u1
1u i
i

oo'

= r(ar)..r(ar.,)nf") tu,ur,.,aric1,.,cn;xl,.,*r,), Re(ar) > o

(6.2.2.3)

-,m
Multiple Integrals

t26

lch.6

Multiple Barnbs Integrals

Sec.6.3l

If, Re(a.+b.) > O, I.S i S n, then each of the integrals of (6.5.5)

rnay be evaluated by' means of Titchmarsh's formula (4 .2.2) , so that
the integral (6.3.I) may be written. as

and'

' *1 *rr.
1(o*)"'I*'*'., u-ul. .r-"n ojn) r,, '''ni"'\:''rr.r'
/(o+). (n) . 'ln
.'
x d', ' 'd'r,

d;

I B. ( [.,*b., ]/2,n) ( [^t*bt +lf /2,n)

m=o"tII

[r("t).

1/

.r1arr)i6F1 (-;c;xr+.+x

'

(6.2.2.4)

127

If

we now

6.3 MULTIPLE BAR}.{ES INTEGRAIS

1ar,+brrl

/2,n) ([arr+brr+1 | /2,n)

zn.

(6. 3.6)

take Arr(ur,.,rr,) to be of the form

The integrals under consideration here are of the two types

(nl

cr+i-

c'

'+1@

.rrt ./ f.,l
(2ni)n'c'-ic''-16

r(ar+ur)r(br-ur)..r(an+u,.,; l(b
'n -un'l
.

(6. 5. 1)

and

cr+i-

(2ri) "
-*t

c'-i-

.(")-/

:r((b(n);*u.,;

-i* r((f) +ur+.*un) r ( (g')*ur) .

"(n)

r 11g(n) 1*u,.,;

x r(-Lll)..tf -"rl(-xr.)ur. [-Ir.,)un f (rt, ,ur.,)du,

..drn, {6-3-2)
where the.quantities ct,.,c(n) ,r" real and non-negative. The
function f(ur,.,lr,) tu. expanded as the series
f (ur,.,u,.,)

llour!"r, lrn),

(6 3

3)

where the coefficient A*(u1l'.]rrrr) is to be specified, depenrling

upon the type of integril inder"consideration.

is given by
A*(ur, .,lrrr) = (al*rl ,m) (br-u.m).. (a +u ,m) (bn-un,n)
*,,B -m'
(6.3.4)

Suppose t.hat An{uI , . ,rn)

and make use of the multiple Barnes integral representation of

the generalised Kanp de Fdriet function (5-2.3.6); we may show
that the integral (6.3.2) is equ?l to the e-xpression

f-(a): (b');.; (u('));. ,l

i , ((u),*) ((u'),tn).. ((u(n)),*)rTnr:n
t'a|
(f): (g,);.; (c(")),^I"'^ti
*10"*
)'
L
(6.3. 8) .

-]

of results of jnterest where multiple Barnes type integrals of numerous types of hypergeometric functions maybe deduced
form the eipressions {6.5.6) and:(6.3.8) if the function f(u-) is
suitably specialised. It must be stressed.that other multiple
Barnes integral formulae similar to the aboue expressions may be
obtained bi sinilar means, for examp1.e, if (6.3.5) is presented
as a multiple series. Finally, we poinl out that cert'ain multiple
integrals related.to those discussed above may be deduced using
the formula (4.,2.4.1) in place of (4.2.2) above.
A number

is an arbit.rary coefficient independent of u1,.,u, andz.

m
integral (6-3.1) then takes the form

where B*

The
6

I^

m=u

Brr*

#l

Ct+i-

r(ar+m+ur) r(bt+m-ul)dul. . .

c'-1@

.(n)*1-

x-, Ir
2ni) c' tn)
-

f (an+m+urr) r (br.,+m-un) dun

(6.3.s)

-1@

*.t-P

-\

Generalised In{inite Distribution

Sec. 7.1 .21

-1

+(r)
Clraplcr

in the

Applications

rlistributions of onc variate may be expressed as combinations

o{' hypergeometric functions, and the density functions, characteristic functions and cumulative distribution functions of mathematical. statistics then involve integrals of hypergeometric funCtions.
In this section, we examine a few of the properties of two distr.ibutions which generalise, respectively, the well-known beta and
gamrna distributions associated with many classical problems in
stat i stics.
7.I.1 A Generalised Finite Distribution
We consider the farnily of distributions which have the probability
density function
[-- rnt- iIa') ;n,*1...
1(x.1 - ,.
6*d-I R,Fn,
_F..1(a"l;h
l_iU,) ; 1-.J AtnJ Btn)[1utnJ);
(7.1. r. 1)
{'(x) = O el sewhere .
A'+l a u',..,A(n)*t l- B(n) ' a is real and positive and the modul i
of the quantities h.,,.,h. are ali less than or equal to unity.
'l'lrc constant K is to be'determined so that

'.1'o:=i:x'

r1x1

ax

=ir(*)dx=l

(7

.1.r.2)

It will be seen that if A!=1 ,Br=O and n=l, then the density
function under consideration is that of the beta distribution.
Hence,

*-' - i: *u-'o,rr,[8:];rrI
.;r(n)l- o ,1u,,
= 4-1 ,1:A' ;
1:Br; .;s(n)fo*r,io,1

r,r

F,

i"r[

. . [:"]l

;;1"1 ]

, ,j

.
;", ,'i

o,.

f 1*1 d*

(n).

ir,r[r.,,_:[ ]; ;[,,;]

L:O;B';

distribution F(x) is given

r(x) = /f1t) at

(7 .7 .1 .4)

/r1t;

,,,n,,

.(7.1.1.s)

,n,1

by

at

I (7
,I:A';.;q(') | a ,gu,);.;(r(')).
i r 6)
,n"1
i';,;,;
,,,",[;,,i; ;; ;;;,",],n,*,

K *d
=o

If we put x equal to unity, then F(x) = l, as would be expected

from statistical considerations. The largest order statistic and
the varlous moments of the distribution characterised by (7.1.1.1)
may readily be deduced.from the above results.
Infinite Distribution

7.1.2 A Generalsed

Similar expressions ma ybe obtained for :he generalised

distribution whose den si.ty 1S
-D-\ x-.'O,FO,
d-1
[(r') ;r.,-J..
t(x1 = ..
11" '
l,'(n')

gam:ra

.r l,O(n),
l(u') ; I .l "o(n)'utn)

A' 1 B',.,n(n) .= B(n) ,rd d and p are real and posltivc.

give the followlng results without proof:

where
We

(4).i:A';
*-1 _ r

po o:Bt;

;:::lt',

[:]:

(7

.r.2.2)

::::l l;n,,v,n.,0],
h,
o(t) = {' -U!)+r :A';' ;Af"]l o'(a');.'(,:']1,
...5
(p- it)o o,B',.,u('l[ -, io'; ; ; it('); ;p-lr"'-r']'(7't'2'3)

'if-,

See Karlsson

The

=riO-, * 11:o;A';';A(n)la '-;(a');.;(a(n));--.

(p*)d

(7.1 . 1.3)

characteristic function, denoted by 0(t), may be represented

itx
as <e^'^>
, where the angle brackets denote a mathematical expcctation. We may thus write

-60

(t) = a o1 :O;Ar ; ;A(n)[-d,-;(r,);.;.

xx

M:rrrv

luit* r1*; a* = ,["i t*

case presen t1y under consideration and we have

The cumulative

7.I GtrNERALISED UNIVARIATE STATISTICAL DISTRIBUTION

129

I:o;B,'.'u(n)[o*r,-;(b,);.;(t(n).1,-o*'o

(i973) for the generalised

7.2 GENERALISED

Kamp6

hi. LI
"p
]

de F6rietti;i;i;l]

MULTIVARIATE STATISTICAL DISTRIBUTION

families of distributions in several variates are noh, consiciered. They may be regarded as generalising the beta and ghmma
Two

l3O

lch.

APPlications

distributions in a manner different from that i-n the preceCing

scc t ion

(7

.2.r .1)

for o s x, s 1,.,o s xn a 1, and f(xr,',*r) = o otherwise'

It is assumed that dl,h1,.,dn,h^ are real and positive and that
A+l a B. As in the previous cases, the constant K is so determined
that
11
= /. fnl./f(*r,.,xr.,)dxr-.dxn = 1.
/. f"l./r(*r,.,xr)dxr..d*n
0
-@
0
(7 .2.t .2)
Ilcnce,
rr-\.,1 dt l'l d.
A ;
II
-r = (dr..dn)-'
-l F;;il.ii[tu;,a,*r;.;an*r,hr,.,h.J
-.A:r;.;rf(a):
- (7.2.1.s)
*-'

r(dr) r(dn).A:,,.,,
Kf

'

orur

[i]

nr*
I

r*.

+h,.,x,,)

'2'2'2)

'e,F{

(7

.2.2.3)

and

d_ d
F(x.,,.,xn) = *l1..rnn

..

.. (xnhn imn
rx.h.)m1
' I l'
m, 1.....mr.,

(a)

,ni-.
( (b) ,nt*.
(

*m,r)

(dr,*r)

*mr.,)

(dr+1,*t)

I G,-'r1;
I
,t, [,,-i,"i' -n,"-]''

. . [dn,*n)
. . (dr+1 ,m,r)

-l
t dnttnn.
-","d

rFrfan.,n.j',

(a),mr+.

f (xI, . ,^r)

d
n
,.ttI xn
n
"t-K
a; n

.A
IB

Ir a)
I

(7.2.t.4)

11

r
d

l{ b) :d
L'
1

I
;. ;ddd;n t
.i'
x
*r'
' ' n nll.
+I ;, ;d--+1;
t:hl
n
1

( 7.2.1-.s)

.2.2 A Generalised Infinite Distribudon of Several Variates

The

density function to be studied here is given

r(xr,,*n)

.2.2.4)

In this section, we shali corrsider the problem of deterrnining the

angular displacement or twist T(x,t) in a shaft of cilcular crosssection with its axis along the x-axis. If the ends x=0 and x=L
are free, the displacement T(x,t) dueto initial twist must satisfy
the boundar/-r/alue problem

+mr.,)

7.3 THE STUDY OF THE ANGULAR DISPLACEMENT OF A SHAFT

dxi . . dx,

(dr,^t) . . (a,.r,mr)nfr ' .nf,n

Kr
- .+m-) G, *1,r, ) . . (d-+1,m-)m.,
d +1 m
.. ml
d,-..d
n
n 1" "in
n
n-' t
ln. --'IG)-,m,I
F. (d + m d +m 11;it
m_++I ii
i tlll
1
ti ,ri n ,-,*
" tFt (dl **lI ;d,+m
f
I
tt n
tl on m a v be wrrri tten
The cumulativ edd Ii strilibuut io
(

11
(7

(7

O(tr, .,.r,) = K/. (n) ./exp(itrxr+,+it,.,xr.,)*i,-'. .*ln-'

ln

(dl)..r(d,.,)

hlnl

by

As

multivariate characteristic function is given

131

bl
[u):dr;';dn;h,"'{]
'n

iofrul
-a;-"
L-a:+ti,oi.
Pt'
Pnn

s(tt,.,ar,)

The

Shaft

real and positive, and A : B.

Sect ion 7.1.2, we write down the fol Iowing re.sults directly:

The Ji.str:ibution not* discussed has density Siven by

r(xr, ,*n) = r *!i-1. .*dn-toFu{[;];nr-r-.+h,.,xn)

The numbers p1,d1,.,pn,dr., are

o-r* ^=

7.2.1 A Generalised Finite Distribution in Several Variates

Angular Dispkement of

Sec. 7.31

by

= K exp(-pr*r-.-pnxn)*f,-'".1"-lou,[f,] ;.,n,+.+xnhn)
(7.2.2'l)
for o -l x., S -,.,0 I *r-, 1- and zero otherwise.

))
aT(x,o) = o
aT(-,t) _
3ir =l.z a-T- aT(0,t)
and r(x.o)=f(x),
v4'Irur\^'v
--at
-_ at
3x
^-2-"

dt
-'dx
where k is a constant. See Bajpai (1971)
We

(7'3' I)

write f(x) ln the form

r(x) = (sinff)2r-b-r 1"o.ff)b-1 $,l,.ttan;l"l [3],,

where

(7.3.2)

d is a positive integer. I'e require to evaluate the integral

I

.l,lizitanf)'o
r = 'o
rL .o,(9)
. L ..rsinlf)2r-b-Iq.o,f)b-'
- iLp,q - zL l[:],0*
tL.
,,,r.r.a,
The G-function

is expressed in the form of an integral of

Barnes

Applications

132

[Ct'' 7

trpe, and the order of the integrations is interchanged. We may

then write
mn
Iif (c=-s) III(1-a.+s) z
)
! 'i =r
(sinSl 2-r-b+2sd- i
' i=t
I=
I1".,,g.,
lC
III (I -c . +s) IIr (a . - s)
j=n*1'
j=m+I '
" i.orlf.tb-2sd-1 qggu Q.3.4)
The reversal of the order of the two integrations is justified
because both the integrals concerned are absolutely convergent.
Now, the
formtrla

inner integral of (7,3.4)

(sinf2
/r.or 1$1
LL
L

2r-b-1

'0

may

be evaluated using the

t.o=ff)b-]ao "r2r-brr4ftrttt
/nr(:QL1rpr1

[7.3, 5)

r > b > O.
If tte now employ the multipliiation

fornula fcr the

gamma

t=--

function,

L(2il2r-1 ,l-d
,or1z-r1 12ni1

*'j=i'
irrr-u,*r;ont,
,r-b/-2+i
lirr..-'t
J -j=q _
'
," 1 j=i'-j
Jt*flrlr*
j=m.tl '

.rr

r;'or'r,*j=o

Xr1u,-rlon'r(/2*b/-2-r+
j=n*f
i=O

"

s)zs

as. (7.3.6)

- r,

interpreting the i-ntegral on the right of (7'3'6) asa

(i-function, we have the expression

r*d.-l L(d,1-r+b/2)' (a),A(d, r/2-r+b/2),),

^m+2d,
bP*2d'q+2d\"

I
whcre A(d,a) represents the set of

A(2d'b)

'

(c)

(7

.3.7)

parameters

a/d, (a+l) /d,'',(a+d-1)/d'

I'he solution of the problem under consideration can be written as
the l;ouricr series
n
.STat.
-SITX(7.3-8)
l:(x,t) = aO/2 * ). a" cos( ? .) cost L i'
s=I '
@

whr.

**

rrr u, it,

* ._"*" \D

Vibration of a Thin Dlastlc l'late

133

for f(x) in the interval (O,L). If t=0, then by virtue of

(7 .s.2)

we have

- rx- 2r-b-1 r"o,2f)b-r

- r)
.l:l,, rtan#l " l [:])=,e/2*,!s,
(sin7r)

S.tTX
cos---;-

SL

.3.s)
and integrating
{7

Mrrltiplying both sides of (7.3.9) by cos(8, )

with respect to x from O to L, we obtain the express ion
.
?Trx- rx-2r-b-I
{L
- nx.b-I ail',"
^m.n,{r[tanff) 2dll:(a)"-'1"orf)'-'
11.lx
I cos-j-:(sin;+)-'
(c)'
L
tL'
I
Jo

rrx,
= 'o
2lIt cosl- dx
,0

-rL
rrx
si'x cos-1+ r/. r. II
L
"o=
s=-t 'o

the result
..2r-1
4i,- "

(7.3.10)

ox.

'Ar

=-b

12r)dr

(2r)

^m+

2d

P+2d

, n*|(,.1o f a,r.-I.P12\ ,(a)rc),t(d"I/2-r+b/2),

,q.2dt'I Ar2d,b),

(7.3.11)
follows from the o rthcgonality property o f the cosine function,
and we obtain the solution of the problem in the form
h
/t(zd)2t-l ^m*2d, n.d [- I ^ (d,r.-s +l),(a ),
T(x.ti = _- -o; ) -TT2sI- 'p*2d, q*2d
f
A(2d,b),
l2r) s=1
(d,1/2-s+b/4f
I

rc)
\ "/

On

Lr2d)2r-l rl-d
I = -F;(rr)--

7.4]

Hence,

we have

Sec.

are the coefficients in the Fourier cosine seri-es

.-

jl.(7.5.t1)
The G-function of Meijer may be specialised so as to be of the
f,'orm of very many of the special functions of mathematlcal physics
and chemistry, for example Bessel or Legendre functions,
T.

THEVIBRATION OF A THIN ELASTIC PLATE

of smaII transverse vibrations oi a thin

elastic ptate bounded by the two paralLel planes z = th, but
otherwise of unlimited extent may be written

The governing equation

(7

.4.r)

vibrations are symnetrical about the z-axis, dnd b is

a real constant. ltle consider the solution of the problem of free
symmetrical vibrations o'f a very large plate, when the forcing
function Z(r,t) is then identically zero. It ls supposed that the
vibrations result from the initial conditions

where the

[Ch;7

APPlications

- f(r), S = o

at time

(7.4.2)

t.=O.

(/.4.1) is nultiplied throughout by rJO(Er) and we

and.write
then integrate with respect to r fron zeto to infinity
(7,4.3)
Il" *t.,t)Jo(Er) dr = w(E,t)'

The equation

If F is
"nd

anY

1'=o,

function of r

to zero at

,*,r.i

krt,',Jo(Er)dr = -e2

trG)

t7,4,4)

'

(7 .4. s)

ra
F(rl = e-".
^2 ilr)',
dr

t7'4'6)

Jo(Er)dr =

f 'r*.11,,'

Eo

;1E't;

Thus, (7.4 'l) now becomes

-2-I dw*ra[=O
-2
bot : 2
and we maY +-hqn write

'

(7 '4'7)

(7.4,8)

The

initial

-.-2 ,(t,t) = A(E) cos(bEzt) .r B(E) sin(bt't) ' (7'4'9)

condit.ions are now employed to give the results
A(q) = fuf (u).lo(u) du and B(t) = o,

and

so, ,(E,t) = cos(uE2t)fuf(u)Jo(Eu)du

The H4nkel inversion

fomula

w(r,t) = fi;otetl.os

= /Ir

now enables

(7'4'10)

(7'4'11)

w(r,

22

t) = 2|./"tc");o(|fu) sintffila".

(7.4. 1s)

See Sneddon (1951) Page 134'

The

differential

equation

# = *(#.

i#' + r(r't)

{7

.4.t2)

(7. s. 1)

occurs when the problem of dj-ffusion of heat in a c;"linder of

radius a rvhen any sourcls of heat within it lead to an axially
symmetrical temperature distribution. It is also assumed that the
,rt" of generation of heat is i.ndependent of the temperature and
that the"cylinder is of infinite length so that the problem is
independent of the longitudinal coordinate. suppo,se that the
surface r-a is maintained at zero tenpbrature. We choose {. to
be a zero of the Bessel function of order zero JO({ra),when-

{ ",# . } p.l.,ore ,r)dr = -elq,

(7

.s.2)

or(Ei) is the finite Hankel transform of order zero of

the function 0(rJ.
If we mu1tiply equation (7,5.1) throughout by rJO(Err) and
integrate with respect to r from O to a, we have
d e(7.s'3)
_;a:- +rEio, = TJ(Ei,t)

where

Hence,

(bE2t1d6J-uf(u)Jo(ue)du

Nowr'by Weberts second exponential integral

1y

together with the initial condition erte'O) =

us to write

1r1a,r/i.ro re ,).ro (Eu) cos (b62t) dt '

giving final

7.5 HEAT PRODUCTION IN A CYLINDER

F(qi /irr(r)Jo(er)dr.

Nowput

(7.4.13)
lE.rorer).ro(Erlu-n2 ar = fugxn 1-1u2:*r211aplro(#)
where Io(z) = Jo(iz), so that, substituting p = -ibt and
e{uating real Parts, we obtain
'6')122
Ij;ote"lro(6r)cos(bc2t)d = zo?or!#lsinrffi), o'4'r4)

r=O

have

q
ii,here

such that rAF/ar tends

135

Heat Production in e CYlinder

Scc. 7.51

O'

_2

0J =

(7.s.4)

tJ t(e't1"-*Ei(t-')d.,

and if we apply the inversion theorem for the Hankel transform of

order zero, we have

-z r
0=2a")J^(rE.
) [Jr (a.i)
i=1 "

,-'t:

L(E, ,'1t-*E?'(t-r)d'r

'

(7 ' s ' s)

APPlications

136

[Ch' 7

An importarit special case arises if the source function T(r,t) is

.epa"lbl", that is, if it can be written in the form

T(r,t) = r/k f (r) g(t),

(7.5:6)

so that, finally, ue have the express,on

)
(t-rJ-OT.
')
,
r.)[t s(t)e -KE:1o = 2</ (ka') ^I Jo(r'Ei)[Jr(aqi)] -)- -f s(-r.,0
i=l "
(1 .s,7)
See Sneddon (1951) page 2O2.
@

7.6 MOTION OF A VISCOUS FLUID UNDER A SURFACE LOAD

as

(O,0,

pg)

(7.6.

av

11,/

dz

;r,r.fr -+.
Ld.

and

av

-r -tr--l
dr- dr

where

p=p-

Since the
al so have

Z,

,)

=-i#
1ap

z.-

vbz ,

tsv_

(7

'av

O=-p+2rtz-dz
Ev

-z

used

o(r,t) on z=O (7.6.7)

(7 .6.9)
,r) ,=o = o.
We now take the Hankel transform of order unity with respect to
r of equation (7.6.2) and so we have
,,2

(t

throughout.

we

The

are

and P = jrprn {e.) a..

= fi-v-J, (!r)dr
0'
0
the form
Similarly, equation (7.6.3)
rtakes
1dP
.d_2- I
JL
?
dz'
I
'
dz
R

_i
Z=

Q.6.6)

lrurJo(r)dr.

(7.6.

(7

i)

.6.).2)

(7.6.13)

The equation of continui.ty becomes

6R
'oz+

4Z = o.

(7.6.14)

lf P and R are eliminated from the three equations (7.6.1O),

(7.6.I2) and (7.6.14), we find that Z satisfies the fourth order
differential equation
,2

E-)-z = o
Irtl , - .t;zn
dz-

whose

3v

(7.6.10)

wlrere

.6.4)

At a free surface, the shear stress is zero and the normal

component of stress iS equal to the applied pressure. It i-s

't,.

nori have

(7.6.s)

b(rr-I- #).

av

,"#

(7.6.8)
5at = f"-l..
\'/ z=O'
Also, the shear'stress on the free surface is zero, 50 that we

where

velocity v must satisfy the equation of continuity,

cylindrical polar coordinates are

components of stress in the z-direction

* goe(r,t)

o7.

(7.6.3)

dz
dr' rr'*-(rr)*;a=0,

ancl,,=

p-

gpz-

where

write

(+-q2)n=-!p,
,Z

Q.6.2)

d-v

Hence, we may

1)

irrovicied that the positive z axis is taken as pointing CownwardsIf cylindrical synnretry is assumed, we may write

1a

that the stress and components of velocity vanish at infinity and that t is sma11 compared with other distances which
enter into the problem,where the equation of the free surface.ls
z = e(r,t), z=O being the equation of the undisturbed freesurface,
If we replace all quantities by their values at z=O except g'lz =
gpe(r,t), then oz = -o(r,tl when z=1(r,t), where o(r,t) is the
applied pressure
assumed

and

Consider a semi-infinite,. incompressi-b1e, viscous fluid under the

action of a radially s;mmetrical pressure applied to the free
surface, If we are deaiing with smal1 accelerations and high
viscosity, the initial terms in the equations of motion may be
neglected. With these restrictions, the equations of motion of a
fluid in a gravitational field may be written in vector notation

)
uV'v = grad p

r37

Motion of a Viscous Fluid

Sec. 7.61

(7.6.1s)

solution which tends to zero as z + - is

r = tA(6) * B() Erf.-"

(7.6.

16)

l.ltt

lch.

APPlications

Ilt.nc:c, from (7.6.I3), we have

R

B(E)

E'f"-E''

(7.6.17)

ll'wc nultjpty equation (7.6.6) throughout by_rJ1{Er) and integrate ovel: r, we have, as a result of integrating by parts, that
dR

J. [Er).rr -= dz - rz = -28(A -B *BEzje-Ez. (7.6.i8)

f"rz"Ite''/ur
If we put z=O, the boundary condition (7.6.8) gives A=B=cr(E)/E,
say, and so we flnd that
and R = za111e-Ez.
z = la()iil(t+Ez)e-Ez
Ily the Hankel inversion theorem, we have

(7.6.19)

Q.6.20)

vz = "[(t*[r]oIE)e-EzJ^(ir)de
U'-

(7

.6.27)

*-

"
p = 2v la(E)"-r'-Jo(Er)dE.

and

(7.6.22)

substltute these equations into (7.6.7) and (7.6.8),

aftcr differentiating with respect to t, we have
Wc rrow

,,

Tr#ro(6r)d

. co*

Ja*
u
dr =t"(ElJ^[6r)dE,

ard

rt
(2uE)dt
=
i?g
at "eott

*tp)ro(Er)dc=#

and

(7

.6.23)

(7

.6.24)

Q.6.zI)

Inverting this equation by means of the Hankel transform

and we have

(7.6.26)

first order differential equation (7.6-26) has the solution

a([) = K(E1s-Bot/(2uE)*
- Zlo'
f-] "ro i..-t)/

(zuE)?

whcrc K(C) is determined from the initial

r'l

(2uE)

_o, yzvL'o
-i

"Bot/(2vE)or,

(7.6.28)

- sP
)-

}.7rr.rof url6r

to

(zvE)i

-.-sot/ (zv)jrooJo(6rtsr

(2'E);o{er)rdr dt

(7 .6.2s)
00
E
which, together with (7.6.20), (7.6.21) and (7.6.22) gives the
final solution of the problem, The above analysis was originally
motivated by a discussion of the plastic recoil of the earth after
the disappearancc of the Pleistocene ice sheets.

Y
^-sat/

J!

4v-

vY
^^cot/

7.7 THE TINIE.DON{AIN SYNTHESIS OF SIGNATS

classical problem known as the 'time-domain synthesis problem'

occurs ln electrical network theory and one version of this prob1em may be stated as follows: Given.an electrical signal described
by a real-valued conventional function f(t) on C < t < -,construct
an electrical network consisting of orrly a finite number uf compon.ents R, C and I which are all fixed, linear and.positive, such
that its output fN(t), resulting from a delta-function i-nput6(t),
approximates f(t) on O < t < - in some sense.
The

In order to tackle this problem, we expand the function f(t) into

a convergent series

f(t) =

(7.7.t)

I-e,.,it)

n=0

of real-valued functions gr.,(t) such that every partial

fN

(t)

nlot,

,., ,

N=0, r

,2, . .

sum

(7 .7 .2)

the two properties:

(il fN(t) = O for --<t < O.
(ii) The Laplace transforrn F6(s) of fN(t) is a rational function
having a zero at s=@r and all its poles in the left-half
s-plane (Re s < O) except possibly for a simple pole at the
origin

possesses

,r#. ? = j'%:rlJo(r)dr.

Il'o(r,0)

139

finally

cr(E) = K(E1s-8at/(2uE)+

theorem,

wc have

'l'he

aepet/

'o

;
fronr which we have the equation

JE(zu#

Signals

See Sneddon (1951) page 307.

y =z ,^IEo(e)"-E'J.(6r)ci5,
-"
l't
0

Time-Domain Synthesis of

formu I a

= tA(6) - B(l) *

:,TIr.
u

Sec.l.'ll

'o

-Eo(r,t),
' ,. "o (gr)drdr,

conditions.

0'6'27)

is denoted by oo, integration by parts gives the

After choosing N in (7.7.2) sufficiently large to satisfy whatever approximation criterion is being used, an orthonormal series
expansion may norv be employed. The Laguerre transformation yields
an immediate solution in the form

lch.

ApPlications

140

fN(t) = 1*(t) I (f,,ln){ n(t),

"
n=U
1+(t)=1fort>o
= l/2 fo-r t
=Ofori<0,

whe::c

rnd
t/',,, (

t)

=.

.(7.7.3)

,LLy .

o>-l'

I.NIT

v(r,e)

Let us impose the boundary condition

,, 1r, cos-11.,; + f(u) as r +

n) =

/(n+1

/4

_{zF t(-n,n+1
See Sne<idon (1966b) Page 215.

(7.8.I)
we

,rfr

we

Iloiillo

obtain .n"

.8.7)

(7

;f)

r rul au.

(7.8.8)

7.9 DUAL f\ITEGRAL EQUATIONS WITH LEGENDRE FLINCTION KIRNEt.-S

ln various pltysica)
frequent o..rrrr".,.".
consist of virtually
brrefly the pair of

problems, dual integral equat ions are of

The kernels of such pairs of equations may
ar.y specl-a1 function, and here we consider
equations

Itlt)P 41t*ir(.o.h

crJd'r

= g(cr), 0So 1o1(7'9'1)

/ttanh(nt) f(t) P _112*ir(cosh o)d'r = h(o) ,oro1. Q.9.2)

0

MuIiipl)-equation (7.9.1) by sinho,(cosh x 'cosh o1-l/2 und

integrate with respect to o frorn O to x and then differentiate
with respect to x, so that, if 0 a x 1 c1, we have
sinho
-I/2 j t-.
-. d ';
t trldr
,ffi*"
dxr
a,.
I,.t.";F
0

(x)
'
-1/2*ir(coshcr)do =F,
(7.9.3)
where F, (x) is defined in terms of the prescribed function g(0)
by means of the equation
0

1-

(7

.8.2)

aPpl)' the Legendre transformati-on- uith respect to p to tlrc

differential equation (7.8.1), so that the transform v satisfies
We now

= o.

7(r,n1 = A(n)rn + B(n),-'-1,

Fl

d 1Jg(o)sinh a(cosh x (x) = n-r/2

" - i;-

(7.8.3)

dr'l'lrc solution of (7. 8.3) is

wlrt'r'c

= i^,.,*nl' n,irn (cos0)

l

where (f

(7'1 '7)

3rwhere v = v(r, co=-1p1, O t r < 1 and -1 < u < 1' Furthermore'

rcquire that v(r,0) remai-ns bounded near r=O'

inverted, and

n=u

SPHERE

fotr-u'lerl = o,

,o't;nl - n(n+r);

1,?,

solution

consider the following Dirichlet problem for the interior of a

that
unit sphere: In spherical polar coordinates (r,0-,Q) suchpotential
0 S-r . 1, O 1 O -1 rand O 1 4 :21t, we assume that the
v ioes:not dependlpon the azimuthal coordinate S, that is,
v = v(r,0). Upon putting u = cos 0, we ma)- write Laplacers
equation as
^2.

/(n+t/Z)nn(u) = /{n+l/2)rFr(-n,n+1;

The equation (7.8. 5) may be

,l'his case is an exanple of the use of a h11;ergeometrlc integral

in an orthonormal ."ri"t expansion' See Zemanian (1968) page 275'
7.8 A DIRICHLET PROBLEM FOR THE INTERIOR OF THE

0,.,(u)

match-

(7.S.5)

(7 .7 .4)

r-i(r.)- = (o+l,n)/n!,F,(-n;a*l;-r),

l4l

Equations

v(r,n) = [f (u),tr.,(u)Jrn,

where

(7 .7 .6)

-0.,

Dual Integral

Hence,

*,.,(t)

rurcl

7.91

near r=o, we choose B(n)=o, and the A(n) are determined by

ing the transform of the boundary condition t7.8.2).

(7.7.s)
(f ,,1,n) = 1tf .l{,.,(t)dt '
0"
is the generalised orthonormal Laguerre function given by
- /)- la
= /1rin*l)/l(o+n+1) l**" t ^' L*(x),
n=0, 1,2, .

Sec.

If we now multiply (7.9-2) by sinh o(cosh

integrate with respect to c, from x to -,
(7'8'4)

A(n) and B(n) are arbitrary functions of n' Since v(r,0)

l)
cosh a) -1'' "

x) -''
find that

o- cosh
w

(7
1 /')

dcr.

.s.4)
and

/(2/r) Jtltlcos(-rx)d-r = F2(x) , x]0,

(7.9.5)

"F
lcr.7

Applications

ra2

uhrro

F2(x)

n't/2 inqolrrr,,

(cosh
x

ttr

functlon F(x)

is

l)
q- cosh x) -1^'-do,
> c, .
(7.9.6)
l'

now defined by the equations

r(x)

fFt(x)
=

frrrx)

os15ol
x > cl,

(7 .s

?.IO THE LINEAR FLOW OF HEAT IN AN ANISOTROPIC SOLID MOVING IN A

CONDUCf,ING MEDIUM

The problem of conduction of heat in anisotropic materials has

galned nuch interest recently. Problems of this type occur mainly
ln wood technology, soil ruechanics and the mechanics of solids of

flbrous structure

In this section, we shalt.consider the linear heat flow in a finItc rolld with conductivity K=Ko(l-x2), and moving in a conducting
nodlun with constant velocity. Saxena and Nagara (f974) have recantly discussed this problem with the help of integrals involving
Jecobi polynoniats. Suppose that the solid rod -1 : x -1 1 is novln3 elong the direction of its length. The flux vector is given
by

(/.ru.1J
I = -K grad u'
function
position
and
is
a
of
and time,
whoro u ls the temperature
For onc-dimensio:ral flow, the single component of the flux vector
rlonS any plane at a distance x from the origin is given by
f=-K!g*p"rn
{7 .ro.2)
HtrG, wo have assumed that'the solid is moving with a constant
valoclty v along the direction of the x-axis. Also, p and c are
thr donalty and the specific heat of the solid resPcctively.Both
thata qurntlties are assumed to be constant in this study. Hence,
by rn rppoal to the law of continuity and the fundamental laws of
htft trrnlfer, we arrive at the following differential equation
conduction:
of hcrt
-iotii-;;**r

pcv/r

fi

Q(x)/r = rclr S,

tr?_ffir7t]T-l.f

-Tr)-r-

(7 . 10. 3)

7r'rffirw

143

with the law of conductivity K = r(1-x21. Q(x) is the intensityof

a continuous source of heat situated inside the solid.
Let the initial temperature of the rod be given by
(7.10.4)
u(x,o) = C(x)
Equation (7.10.5) is easily conparable with the Jacobi equation

(I-*Z)y" +

.7)

Hhtnc0 F(x) ts the Fourier cosine transforrn of f(t) and so f(r)

lf thc Fourler cosine transforrn of F(x). This gives the solution
of thc problom in questj.on together with (7.9.7), {7.9.4) and
(7.9.5), Integral eQuations of this type occur when problens leadin3 to-the separation of Laplace's equiti.on in toroidal coordinrtlr rro considered. See Sneddon (1972) page 4o7.

Flow of Heat in a AniSotropic Solid

Sec. 7.101

[(B-oJ -@+B+Z)xlyr + n(n+s+g+l)y =

6,

(7.10.:5),

which has the Jacobi polynomials

o(*,8) (*) = {g**2F, (-n,'+l+B+n;a+1;13')

as.

its solution. If

g:q,

Q(x) =

(7. 10.6)

we take

-(o+B)ix*,

q = P,

then the solution of (7.10.3) can be written in the form

.u = J^-{ne-Bnt o(o,B) 1x;.

n=u
Substituting this into equation (7.10.3), we have

(7.1O-7)

Bnq= + (n+c+g+t)
In order to find the value of .{r.,, we make use of the initial condition (7.t0.4). This gives
_

(7.10.8)
r(o'B)1x;.
e(x) =
"lo\ by (1-x)aii+xlQt(o'0) (x), and
Multiplying both sides of (7.10.8)
integrating with respect to x from -1 to 1, we obtain the re:ultl

Ann'n'
= G 76(c'B)

where

_irr-*)o(t*x1u

o,l"

B)

(7 10. e)
"

(*) e(x) dx.

(7.10.r0)

This is because the Jacobi polynonials possess the orthogonality

property ,
I
i(r-*;"(1*x)B pjo'B) (*)0,1"'6) 1*1 d* = o, mln,
-1

= ol",B), *=r,
(7.10.11)
where

(o,

B) = z"lB*l-.rIn*glI)r(.,*q*l)
n ! (o+$+2n+1) I (n+o+$+1)

t7.LO.12)

-'!

l44

lch.7

APPlications

Ilcncc, the solution of the problem

may

be expressed

(7.10.13)

n=(]

iIIustration, suppose that g(x) = 1+x and v = l.Further,

- l/2,8 = -l/2. Substituting these values into (7. 10.1C)
irrrrl rrs ing the result

Ily wuv of
wc 1:rltc c\

/(r-*)"(t**)B*k pl"'u)(*) = o for o 1 k s, fl,

-r
ror k = n,
=

':'u

wll('t'(!

w0

a,B

,)'+cr+B+n, (1+cr+n) I (1+B+n)

u=
n

r/2

forn=O

1t/4

fol n =

for n ?

2.

(o.B) - PI"'B) (x) =

Now,P)-'-'(x)-iand
U
(7.1O. I3) gives
u(x,t) =

[(o+B+2)

(7. 10. 14)

may be

(7 . 10. 16)

2
d2a* oosln
8= u'

(7.10.17)

are orthogonal over thc interval I -1,1r-l with

l/2, and they nay also be
respect tothe weight function (r-*2)dobtained from the Rodrigues formula

r*l = ol") (l-*2) -d'+1/2 r$;l'cr

,"h"." A(o) i s a

normal

-*2rn+a-r/2

isat ion Factor given

, 0.tI.4)

by

(o) (-I)nf (ct+l/2)r(n+2c)

A
^
n = 2n nlr(2o) r(n+0+1/2)

(7.11.5)

AS

(o)
^
','n

(-1)n 2n n:
(

2n)

(7.11.6)

This is consistent with

cjo)f*l = Tn(x) = cos(n co=-1x),

{7 . rr .7)

Tis the Tchebycheff polynomial of the first kind. Other

n
sets of ultraspherical (Gegenbauer) polrlomials are the Legendre
polynomials, for which c, =7/2, and the Tcheby,cheff polynornials of
the second, for which s =1. The Taylor series expansion of an
analytic function about the origin corresponds to its expansion
in uiclasphericai polynomials for which c + o.

(7.11.1)

ultraspherical polynomials on the interval [-A,A] ar:e defined

as the sets of polynomiais orthogonal on this interval wlth respect
to the weight function (t-*2/x2)a-I/2, where a > -l/2. The normalisation is chosen to give rise to the polynom;ats C{o) (x/A).
Approximating sin 0 on the interval [-A,A] with the ultraspherical
polynonial Iinearly, one obtains
The

so that one obtains the approximate solution

(7 . tt .2)

the approximate freouency, is to be determined. Aquite

gcneral approach to this problem may be made by carrying out a
I inearisation of the term sin 0 using ultraspherical poll'nomials,

t-

.3)

where

dr7

whc::e or*,

11

These polynomials

x+(a-B)l/2, so that

written

0* = A sin(o1t +6),

(7.

r^ I
rn)
Then, Cf *'(x) = 2ox and C'"'(x)
= 0 fo:' n : I. Ho,rrever, in the
case oF the Tchebycheff polynomlals of the first kind from
(7.11.,1) with o = 0, the normallsing factor must be re-defined

ln the investigation of certain types of non-Iinear osciliations,

a linear approximation which girres the greatest accuracy, in some
scnse, is made to tire non-linear ternrs of the governing di-ffercntial equation. This dpproximation is made over some interval
[-A,A] , say, of the dependent vari.able. This process, exemplified
here by considering the free oscillations of the simple pendulum,
enables us to compare the solution of the approximate differentj"al equation with the exact solution of the original nonlinear differential equation,
of motion

t45

(2o,n) . .
.(o)...,
.-.1-1-x.),rr-2. I
Ln-txJ -= -nl-Zht[-n,n+10;0+2;
2

cj")

7.I I AN APPLICATION IN THE STUDY OF NON.LINEAR OSCILLATIONS

The equation

Study of Non-Linear Oscillations

(7 . 10. 1s)

I (2+c1+$'t)11)

gct the result

given by

AS

rr(x,r:) = i^a,,,0,1"'u')-1"*p[-f(n*o*o*t)]P,\t'u) (*).

Sec. 7.1 I

where o

'in*o = tl")c(")

(o/A)

'

,f")
,-n ='j6-02/n21"-r/2 r(a)(0/A) sine ds x

(7.r1.8)
(7. 11.9)
(continued')

l,ltr
(

Applications

lch.

t'orrI i ntrerl)

fn

"ll

L_A

ttlr

1r;fo)ro,ral 12 t1-02,,A,2)'-t/z

ri ',

(7.11.e)

Sec.

7.13]

so

that

ai'

= l(cr+2)Jo*, (A)/ lcrin/2)ol ,

s() that the required linear: approximation

(7

of sin

.tL ro)

0 becomes

sin*6 = t(o+2)Jro+1(A)o/ (A/2)o*l = Ac*t(A)0,

A^(A)
(A)/(A/4o
0-- = r(o+l)J^o.'-

(7

INTEGRALS

A molecular

integral of frequent occurrence in quantum chemistry

is the function Fn(z) given by
n=O,t,2,..

(7.12.t)

See Abramowitz and Stegun (1965) page 228.

It is of interest to develop the Laplace transform of the product

of several such functions, that is

j"-ot - '
- (at ,. , u-)
. = o ,' ' urr,'rtr"Bnr(a.s)ds,
",r,nr,.,nrtot
where
p
Il 'P-

p and are both positive. By an eLementar:y change'l;'?t;3'

variable of integration of the right-hand member of (2.12.1), it
may be shown that (Abramowitz and Stegun [1965] page 23O)
Brr(z) = r-n-l[r(n+1,-z)
Now,

- f(n+1,21].

(7 '12'5)

-r

(nj +t ;n'+2;-ajs) -tFt ('j +7 ;n'+2:a's)lds

{"-ot
and this integral may be evaluated b1- using the formula(7'12'6)
o1
l^" " r"'tFl(bt;c, ;xrs)..lFt (b.;cr;x.s)ds

= r(a)rjt)fu,bt,.,b.;cr,.,cr;x,,.,xr)

.t .t2)

7.I2THE LAPLACE TRANSFORTI OF THE PRODUCT OF SEVERAL MOLECULAR

dt,

(n*l)-lIrrrIn*t ;n+2;-r)-tFt b+ttn*2;z)f.

It was found by comparison with the exact solution of (7.11. 1) in

tcrms of elliptical integrals, that a good approximation to the
solution for A in the closed interval [O,r] is obtained when
u = -0.21. This method gives an amplitude;dependent solution to
the problem under consideration which accords very well with
rcality. For more details see Denman and Howard (1964). An
obvious extension is to a stu<iy on the above lines of, for exanple,
the equation of the simple pendulum when a forcirrg function is
present, and where an exact analytical solutiotr is not known.

I
B^(z) = /t'
-i "-'t

147

t'-'rlrttFt

(7 .1 .11)

whcre

Bn(z) =

Engineering

r
Hence, II (n.+l) Iu,P
j=t' J' -nl',n2,,,nr(ar"'a.)

ich, efte:: sornc reduct i on, becomcs

(cr)

problem in Communications

(7.12.3)

I(a,x) = r(a) - y(a,x) = r(a) - xa/a

tFl(.;a+1;-x),
(7 .12 . 4)

We

{7

.!2.7)

thus have, finally

pu[;-(u)t-'i rn.*])- r!'l'

(a
.,ra)
nl'nr'''nr'"!'
j=1'J

i,t-"1,^'1"
h1. .,h.=-1,10

(u.n,+I,.,n.+r

where

;nr+ -,',n.*tt

K= in.*.
j=t l

h,a.
hrr.
a
t I
,
'
O
O l,
(7 . t2

.8)

This is the result sought.

7,13 A PROBLEM IN COMMUNICATIONS ENGINEERING

the p,oblen of the input to a Iirniter consisting of a desired

sinusoidal signal, Gaussian noise and several
oids leads to integrals of the general type interfering sinus* 2 2,^
x
{e-o /t ^xk-r J'r, (a.:
talx)' 'Jr.('r.*) d*'
(7' 13.1)
o
This integral can be written
/2
[2vlt(vr+t)..2vrf(vr+i-, 1 -l i*k*"1*. *'r- r
'0
"-o2*2
x
..
(-;vr+ t;-u2r*2 /.+)..or
1 +1. .oF, (-;vr+ J ;_a;
oF,1\-,v1rr'_a1x
o,
Il_;vr+j ; -^2*2 141 d*, (7.L3.2)
and if , = o2*2/2, it becomes
-vr-2)/2
2(k-v,L-_-vr-2)/2
z'
r
ok*yl*.*, 'r
O--il

*/
0

I(vr+1)...r(v +l)
,(k*'r*.+vr-2)/2.-fin, {_;v, *t- ; -o-??
aiz/z) . . OFt (- ;rr*t ; _o.))az z/ 2)
x dz.
0 .t3.5)

I,lti

Applications

lch.

'Ierm-by term integration of the integrand

yields the result

2(k-v, .-,r-2) /2 Lk+vr*.*r, r[(k*rt*.+v.) /2]lf(v, +I)..r(r.'1)l-'

.. ,,,(r).k*'1*'*'. 'v,+1,.,v
" t;LLlI (---.-

+1; -o

provided that k+v1+.*r, , 0.

6aa

:L

7?

11

at/2,.,-a a /2),

(7.13.4)

specia) case of frequent occurrence

L rn

/' Jo[=r*)..J0(srx)Jr(ax)x -t
dx,
(7. I J. 5)
S(a) = {"-" ^
which may readily be evaluated by means of (7 .13. I and (7 . t3.4)
)
i n the form

ff

v;".t) e/2:r,.,1,2;

Sec.7.l5l

Combinatorial Ana.lysis

and L(V',) = EL/{s2+a2)-rl2n-1 ,1-2,

(7. 14 . s)
1r2*r2)-1/2.
For convenience, we now define the ,high_pass
fi lter function'
0"(t) by the relation

,u[on(t)] =
[/(s2*r )-1ln r-n (s2*1-.,-l/2, 0.14.6)
where n is a positive integer. If n^is
even, equal to 2r, say,
then we may expand the numerator of the
right-hand member of
(7 .14 .6) in the form

. )

[/(s-+1) -1]

r
.-' = I

r!/2, .,-o2 rf;l2, -o2u2 121 .

(7. 13. 6)

'I'his confluent Lauricella function may be represented

a seTles
which converges for all finite values of its variables,asand
provided that o is not too large, it can be computed direcity. See
It'lathai and Saxena (197J) page 255

L(in) = L(y) lzz, o*z-4)l-1 /2 lu.{r)r1z - lLa)1/2r2n (7. 14. 1)

\ow, observing that

(7.14.2)

proceed to determine In and V, for the high_pass filter with

-scries elements of capacitance c and shunt elements of ina".i.r,."
Hcrc

z, = I/Cs;

z= Lr; z,/(42) = r2/r2,

where_-rt (!fC).--For constant applied voltage,
;rrrd (7. ?'.
14 . I ) and (7 .14.2) become
r,(rrj) = E/(c/L)y/1s2*u21

r
I

(7.14.3)
V=E,L(V)=Ez,s

- ,12, ,-2n .2*r2r-r/2

.

Lltn/nl) - s-n-1,

n=O,

1,2,..

Jin,r(t) is the rth repeated integral of the

of ordcr n, Jn(t ) given by
Ji n,r'-,
rrt -_ L
Jdt..tr)..1 ,lnft) dr.
r'here

(7. 14. 8)
(7

.14.s)

Besser function

From (7. 14.6),

42r{t)

{7

.Oo

.t4.11)

(7.14.7), (7.t4.8) and (7.14.10), it is evident

r r(r+6-1;

r22m,
I -(F-ollzil-rJ i v'1trrtr
m=O

{ (r*r-11tz2^-l
m=-I (r-m)!

a2m-I

[(2m-t]tl2

(7 .t4.L2)
Sirnilar results, also- lnvolving repeated integrals
of Bessel
functions, arise in the solutiJn oi oth", related problems.
See

Jaeger (1946).

7.15 AN APPLICATION IN COMBINATORIAL ANALYSrc

that we har re n events A1, . ,An and 1et O(Oj .

,OjU) be the
probabiliry that thre events ojr,.,A.u occur jointly.r,
Th; probab_
ilitl PO that none of Ar,.,A.,-occurl is gjven by.theprobabilistic
version of the principle of inclusion and exclusion
due to poincare:
Srrppose

(7.r4.4)

.14.7)

(7

a,'rd LUi,,,,r(t)l = [,/(s2*t)-=], ,-. (.2*t) -7/2, ,

n -r, (7.I4.1o)

Wc

L.

2r_2n

m=l

that

0.?)-t/2 l}.#)t/2-(t)r/Zr2n-r.

(2m)

LUn(t)l = [,/(s2*]1-s1n is2*i )-1/2, n > -l

we consider a semi-infinite iadder network of impedences

mid-series termination, which is initially passive and towith
a voltage V(t) is .applied at t=0. Let zt .ni , ,"rpectivelywhich
be
thc_ generalised impedences of the serles and shunt elements,
1et
16 be the input current, In the current in the nth r""i", element
voltage drop across the nth shunt erem..,t r, th".,,
1;,,?19
rt L(tJ Yl
rs Ll"
the Laplace transform of the function f,

L(vr) = L(v)

rr2m ,2r-2m
I

r
^
,,.2m_l
-/1s2.*,1,I,ffi

7.I4 AN APPLICATION OF REPEATED INTEGRAI.S OF BESSEL FUNCTIONS

rincr

(r-m)

m=O

-o2

t49

lch.

APPlications

150

(7.1s.r)
P(Ai) *. [.n{n,nu)-..
jrk
j
'
.
depends only upon k;
Whcn these events are symmetric, P (A.
1, ,Aj 1)
say it is $*. It nray be shown that Pr, the probability that
cxactly r events occur, has integral representation
Po

r-I

r-i)r T1 t"1d'7dt'f(t)l
l
p (n) = +
do(t), (7.rs.z)
r'rl
0

f(t) is the associated fundamental polynomial, and the

wcight function o(t) is of bounded variation on (0,-).
where

In connection with the general derangement probtem, where we have

kl*.*k, cards of which k, are marked rrr, r=1,2,..,n, the cards
marked trt, or r-cards, are not to appear in any of P, specified
places with rio places forbidden simultaneously to both r-cards and
card: not so marked. Kaplansky pr'oved that +k = kl [see Askeyand
Ismail (1976)], and that the number of these arrangements, say
c

'lrl,
tlr''
P1,.rPr.,

s given by the integral

rs.3)

iutr.r,n,,*)u (k2,pz,x) . .H(kr,p,.,,x) "-* d*,

(7.

H(k,p,x) = *k/kt 2Fo(-k, -p;-;-r/x).

follows that

(7..1s.4)

where

Ifo<k.it

H(k,p,x) = xk-P(-r)P

i+ rf-er*t

(7. 1s. s)

andifp>k.
H(k,p,x) = (-1)k r.[-kf*1.
So

that, if pf : k1,..,p, 1

.tXi,

(-r)Pr*'.n,,
:X"f =
,

(7. 15.6)

krr,

i.-*

*kl-Pr*'*k,,-P,,

Lkt-Pl (xl

Pl

Lkn-Pnfxl dx.

(7

.ls.7)

Pn

Rcca1l that the generalised Lagueme polynomi-al may be expressed

in hypergeometric form by means of the relation

L:(x) =

,F,

(-n;cr+l;x),

(7. 1s.8)

Combinatorial Analysis

Sec.7.15l

whence the

right-hand

mernber

of (7.15.8)

151

may be

sritten

(-1;P1+'+P,, (kr-pr+1 ,pI) . .(kn-pn+I,pn)

Pr!"'Pn!
k--tr-+.+k
-* x^]
1'r ' ' "'n-P,
, T.[ "-^
(tr_f
rFr

Hence, by

. .rF, (*-_11., ;x) dx.

,
n.n
t.r i.r;*)
e.1S.9)

the application of (5.2.5.44), we have

cllt'''lrf
'Pl,',Pn = (-l)pI*'*Pn (kr pl*t,Rr)

. . (krr-Rn+l,pn)

, (k1-p1*.+kr-pr.,) I F(t) (kt-pt*.+kn-pn;-p1,.,-pn;

k, pr+1,.,kn-pn+l;1,. .,1),

(7. 1s. 10)

is a terminating form of the Lauricella function of the

first kind. Integrals involving the product of several Laguerre
polynomlals occur in a number of other problems in combinatorial
inatysis. See Askey ind Ismail (1976).
rqhich

A.l.l

Single Hyprgeometric Functions

153

Part Two: Thbles and Computer Programs

f (")

-- - b-I
ua-l [I-uJ

Tables

of Hypergeometric

Integrals

Iutroduction. In the following tables of hypergeometric integt'itlr;, it is incvitable that many cases of potential interestmust
lrc orlittcd on account of the restrictions imposed by lack ofspace.
It lrir<i originally been hoped to include integrals involr,,ing those
s1r'rcial functions which may be expressed in hypergeometric form.
'l'lris aspect of the work has been postponed until a later date for
llrr. sitme reason
'I'lrc inLcgrals are
listed in each of the fol Iorving sections in
.r'dcr of complexity of the integrand: the product of several hypergconrctric functions eacir of one variable is treated as amultiple
hypcrgeometric functi-on for the purposes of classification.Unless
othcrwise indicated, it will be assumed th.at a1l quantities are
rca I in what fo I I ows.
A.I INTEGRALS

A.1 .1.5

A. 1.

.6

4.1.1.7

A.l . I Euler Integrals involving Singte Hypergeometric Functions

.I

f[u;
J
o

f (u)

4.1.1.I

-- - b-1
ua-l (1-uJ
,oFt(-;b;ux)

r (a) r (b)

A.1.1.10

au

A.1.1.11

(-; a+b; x)

I (a+h)

1t -,r1

b.-

A.1.1.12

+ffi,Fr(a;a+b,c
a,b>o

4.1.1.3

A.l.l.4

,t-'0., G; |;u2*)
,t-111-r1b-t
*oFr(-;|;r2*)

I
a oFr

x)

r(a) r(b)

a,b>o

I'

4.1.1.13

(-

-T(a*U;

2',

r(a)r(b) - Irfi*tl-- r''z

- -la+b

,OFt(-;b;u[1-u]x)
[ 1-u.)

h-]

"oFt(-;c;u[1-u]x)

ua-l

.-

ilrr;n

',

a+b a+b+1

or-I

2 '''

I x.
(-; a*7;4)

a>O

a,b > O

It- 2 '

a+brl 'al
4l

'i

r(a)r(b) - J-, u
;l
2''3la*b a*tr*l

lG-bl

l-;-

a,b'O

.b-I

1_-

^.1I

'?

'L,e

xrF, (a+b;a;ux)

+A+P

"*

-- . b-1
ua-l [I-u.)
xrFr(c;a;ux)

iffi

t(a)rIb)

rFr(c;a*b;x) a'b > o

.- .b-1
ua-l tr-uj

r Ia) I (b)

tr- tl

[1-uJ

I (a+bJ

x,F, (c;d;ux)

a,b > o

la , c:x
"[_a*b,d;

I
I

a,b>o

_l

a-1

*OFt(-;c;ux)

Z'

-- -b-I
ua-L (r-u]

a,b>o
uu-

rya+U]
a,b>0

c;u-x)

f(alf(al

u
A.1.1.

du

a a+l
2' 2

r (a) r (b)

,'-I(1-r.,)'-I
*oFt (-;a;u[1-u]x)

c-l

A.1.1.9

OF EULTR TYPE

')
,OFt (-

f(u)

['o

1"

[- -T
a*t

a>O

I
;*l

Ia*O a+b+I

lr'
I

z ;)
I

--a+l-a2
x,F,(
. iI+^;u
IlZZ
u "-'Ir-,r;
x

2
- -a a+b+l ;ux)

1r1(7; 2

ua-l
A.1.1.14

o-

x_l

-- -uJ-b-l
(r
t)

xrF, (c;|;u-x)

ex,/a
I (a) I (b)

a >0

,a+I _ a+t

ffiii'rr/f;|;n

a'b > o

. [+,. ,lx
*t
a,b>o l-', ^*t 'l

r(a)r(b)

J-(a*D-2' 2l u1a

lntegrals of Euler Type

154

lA.l

A.r.ll

Single Hypergeometric Functions

155

f (u)

1l

-- - b-I
ua-I (r-u)
A.

i,l

.15

')

x,F; (c;d;u-xJ
i. t-

,-ro1l-rrlu-t
A.1.1. t6

4.1.1.17

A.1.1.19

ua--(r.-uJ-a-l
xrF, (b;a;u[1-u]x)

xrF, (c;d;u[1*u]x)

ua-l

a>o
A.1.1.25

r(a)l(b) . f-c, a, b ;;l

r 1r. U1-S"3 j , a*b ,, trt I .*l
J-"' : ' 2 ''l
a,b'o

c+d+l
xrF,(c;d;-f;u)

,|

.- - a-c
uc-1 (I-uJ
ux
a; c ;r)
,l; ,la ,

-,r-r:
u (r-u]
xr!,(tr,1-b;c;u)

_I_c_d
r(:j:)^,, r('-jj
,

+a

a+b^. (
2t 1
'
a*b > -1

-- ,-b-1
ua--l (I-uJ
_ ,l+a/2,
I 1'
a/2

>

21-2a

a-c >

A. 1.1 .29

-1,-2,.

E (q h'c'rr/?l

2' 1 '*',

C>o,ulb-.r-t

*.,

{o,-r,-2,..

^1
-4-!
( I-uJ
uL-1.-rF ,(a,I ; c; -u)

r(Trr(!+1+a)r(l:f.)
!.1^

(c- 1)

(a-1) (b-1)
2b(a+b+l)N! (b-a+I,N)
(b-a- l) (2b,N) (a+b+2, N)

h(h/2-1) (h+k)
h,h+2k > 2

@f(a+b+N) (l-b,N)
a,b > O, N=0,1,2,..

r (c) I

(+

-c.+t)2/n

(a-b)

*[{r(5r(tE) }-1
-{r1!er.fL,

-1t

-.1

r(a)r(a-c*t)r(c)

xllr(l *a- f)

(a-1) (b-1)

a,b > O, N = O,1,2,..

,-rt-1(]-r) a/2+b/2-c

f (c) f (a-c+1) -a- I _

---T-G.Tt-

(c-2,2) r (c-2) r (c-a-p+4

(a-2 ,2) (b-2 ,2) I (c-a) r (c-b)

(c- 1)
(c-2,2)

r (b+N) r (a) r (a+b-c+N) I (b-c)

I (a+b+N) f (a-b-c) I (b-c+N)

A.1.1.28

2a-c-d > -l

"t,r,ffl -,t'(?)l

>-1

2-2

xrF, (c;b;u[1-u]x)

du

(c-1) r (c-1 ) I (c-a-b+1)

(a-1) (b-1) I (c-a) r (c-b)

lt-uJ-h/
- , .I-k,h/2+l; ,,.
l'1\ h+k ; "'
A. t.L.27

-2a tfr)

a,b I \, c-a-b

f(u)

{a-2,2) (b-2,2)

,F,(a,b;c;u)

a>0

ifi'-,F,(h;^.!;|t

"ii

4.1.1,,,,,

c-a-D > -l

A.1.7.24

a > 0,

A.1.1.21

x/4

all,2.;bll,2;

A.L.1.23

'',

-- -ir-l
(-t-uJ

ua-l.-( 1-uJ- a-l

4.1.1.20

lfa+b) " "l a+b a*b+ I

;.
i-2'
a,b>O
2'"'i

Ifa+1)f(a)

(l-u)rFr(a,b;c;u)

. ;l
xl

,|i,*,
3'3l' .'

r(a)r(b)

'r1., (a+|;a;u[1-u]x)

,'-11t-r;b-1
A:1,1.18

'r';

Io

o'

a > o,a-c

-- - a-b-c
uc-1 (r-u]

>

A.

1.1.3r

.rFr(a,b;c;-u)

l(l)$.t!,rrE,

t-{,(cr}

c>0ra-c>-1

i(c)r(1+a-b-c)

I [ 1+a) r (l+a/ 2-b)

c>O,a-b-c>l,b>1

"I
t56

Integrals of Euler Type

[A.l

I:

f (u)

-- . a-b-c+I
uc-i (r-uJ
x^F, fa,b:c:-u)
I L'
c > 0, a-b-c > -1,

b <0or
a[b] = s,
.. - d-1
uc-I (I-u.)

r (c)

f(u)

I,0 f(u)

du

"{tf(}) r1l:' -0,1-t

t

r(+)

11r.]

_ul

xrFr(a,b;c;u)

4.1.1.34

(t-qa/2+b/ 2-I/2-c
-. c- I - ,a,b: u_
^u

c+d-a-b > O, c.,d >

)t.,l ;'.r)

t-'{r-r;o-'
ZF

LG ,f -a;

-r

4.1.1.40

I (c) I (d) r (c+d-a-b)

f (c+d-a) f (c+d-b)

A,l.].33

A.1.1.35

b-I
ua-L.tr-u]a+b+l
, ,'rl, l-g1b"l ,(_1 ' 1

r(a-b-c+2) /n
za (;o-t)

r (c) r

(L;q

,e*)

c;|)

r (c+t) r

c>O
a+b-2c > I

1Li!:e,

4.1 .1 .42

A.1.1.43

r (a) I (3+a-2N)

A.1.1.44

f (3+2a-2N)
I

A.I.1.36

4.1 .I .37

G1- 3,Nl

., -2b-2a-1
ua-1 lr.-u]
"rr rrb;i!rl;lz"21
,;0,2b-2a>l
b-2a > -1

A.I.1.38

lz'

l,-u
---:I

lt
drb

*--' - w-

>o

-N;
+1-N;

1
;+)
(i,*l
t- ?,tl (-a-i,N)
r {{r (2b-2at r(1.L, r (r+b-9r-;
r (2b-a) r (1+tr) r(1.?) r(|u-rl

rrlu- ?trr*
.

-,r

rf,Nl r| .i1
r(a+b) rSla,r.rl (?,*t

.1.-fr r 1.-9i|*t

.(:)._Su-.1
1(.bl

. r,

(r_x)-, l*l
c,b-c>O

I(e)l(d)
, ..a,b e;..,,
f(e+d) 3'2\c,d+e;"'
d,e > o l*l . t

- Ld-L

II-u]
.
1/)t..
x_F. [-'^'- -'ux)
Z T'
C
;

f(c)I(1+2a-c)

1^

I -"

^2a,,
3'-[1+/(1-x)

c,Za-c>o
=i.iliil lxl .t

uc-1--t 1-u.)- 2a-c-l

-.F, (-'-'^- "lu-r)
LLL,

I (c) r (2a-c)

-r]_)c

:-

il+,/r.l

-xl l' '-

(t-x)l/.2 Lz)
c > O, Za-c > 0 lxl

r {2a)

- d-1
uc-1-[ 1-u.)
x_F. (a,b;c;ux)
ZL

-- - -1/2-c
uc-1 [t-u)
A.1.1.46

r(a)r(b)

(c-a-b-rl2)

+t+P

,F,

c,d > O

(a,b;c+d;x)

l*l . t

A.1.1.45

-,1+b-attz-l

(i-u) b-1
[-a*b

(*,Nt (- Lri,r)

du

a > O,b > O, c-a-b > -l/2

,(a,b; c; ux)

t-4.-

b,c > o
ua-I.-(I-uJ- 2+a-2N

rF

r?t r rlitt
r

r'(a+b)

.b-c-I
uc-1,tr-u_)
xrF, (a,b;c;ux)

-.t | (h

r9]-}E;

r (a) I fb) r (c) r

-- - d-1
ue-I (t-u.)

f(Ez l

r (c) I (b) r

t5't

Single Hypergeometric Functions

A.1.11

N.t.I.47

,cxrF

1,

-r, 1/2-c

r{a,a+L/' ,u*',

(1-u)
A.1.1;48

r(a,-a;c; -ux-)
O < c < t/Z,lxl <l
xrF

2',t\

#Wqa1

1 2a- 21
*x1 ( i - *)1

o<c<3/2, lxl .t
(f-1)z(n+f)
f(z-n)

f > I

158

Integrals of Euler Type

lA.t

f(u)

I,O

A.i.1.49

-- - -c-l/2
uc-1 tl-u,

r(c)rtU2-c)

*2F1(' 'a*l/2i.u*21

ud-1--(r-u]- e-l
x

,(a,

rF

l-

-- - e-I
ud-1 (r-u]

A"1.1.s2

ua-l (r-- -u]- b-l

l-a+b a+b+ I
x El

2'rlI

A.1.I.53

) ,

l*l .
I

*rl

.- -b-1
ua-I (l.-uj
[-a+b a+b+1.
I
'> , '>l
xpl
t,
2'1l '
xrr'l
I a+1
i

L2

d+e+ I

f(a)l(b) r. -,-a/2
\r-^l
f(a+b)

A. 1. 1 .59

4.1.1.54

[-a+b a+b+

u"A.1.1-55

61-rr1

"l siz ,
1/

11-,r;

','
I
' 'Lt".
;
,F,

-a*

u.)

4u(1

,l

l*l .

[(t+x)'-t- {t-*;'-",
a,b > O l*l . r

A-1.1.62

2t (I /2+l) (t **2)

rJ

"11,/1r*x21

+x)-r/2

*1,/1t*x21_4-l/2,

C+m

A.

1.

1.63

FD**

[,'r,*,",3]F,
J
a*b a+b+m-I
L,.

L(ol,r, ,-,,

r/2

r(|

+3a)

r(l

+a)

,-

I W2^7r*/1t-*)l'2'
-u)l
-l
l*l '

a > l/2

rG)_
| (d+e)

lrdl

'.1F=

1r,b,d,c;
I d+e d+e+ ,

f'r' ,'

x/ al

d-l (--l-ul . e-l

r (d) r (e)
u
I (d+e)
(- a,b, c;u [1-u]x)
"OF: ;

""'lo.l'01".,

'.'*-l
L-z-'---r'a'D'c; J

.- - e-l
ud-1 tr-uj
(a,b;d;u[1-u]x)
,F,

d,e > o

r (b) /n
1

__l

d,e > o lxl .

r(a+b) 2x(I-a)

;1

ll*2b s*zt
"rr rl-r. ',---t-t *r
b>O

b-

u-l/2+3a (r-6,r^. f,

r (a) r (b)

t*u*t.
x^F-l 2' 2'i"u-l,

(a+b)

't

d,e > o

b-

[-91q

,A.1.1.56

I-

A.1.1.60

A.1.r.61

"srfri,rT',ru)

du

r(tr -"lr(a+ ,|
- 2,<(-/i(L-2a) r
[",
)
X F-I
1-2"]
4u(1-u) .l x (1+x) t-zt2 rl.rc11-*)
[
.
L:,
-r/2.a<3/2
l*l ,r

.e-1
( r-ul
ud-I--

ua-1-.
(r-u]-b-l

f(u)

t/2-a g -u_,,a-l/2

xrFr(a,b;c;uIt-u]x)
t

r59

r (a) r (b)

,aFr( (c) ; (rl) ; xum;

a,b > 0 l*l . t
u

A.1.1.58

l(a)f(b) - ,a/2,a/ 2+1/2; ,

r1aobl 2'1t
.
;*J
a,b , O i*l < l

a,b > O l*l .

A.1.1.57

Lc,-;d,e > O l*i . r

2l

c.

I,

(r-uJ-b-I
ua-l--

-2r*1r_*;

(e) " fu,9,q+

f fa*el S"Zl L t

't

'

ta

tric Functions

f (u)

r (d) r

(b,f,.,*,,2)

xrF,

| (1+x)

l''

dre >

A.1.1.sI

Single Hypergeome

du

O<c<1/2, l*i .t
. dd+e
(d l f( e)
la'o,r,
)
+e
r( d
4
I d+6 die+1
)

b; c; xu-)

A.1.ll

l*l .

I (d ) I I e )_
r ( d+ e

t,

l].. 1.".r';l

V'--z-')

-- . e-l
I(d)r(e) .
ud-1 tl-u]
I- d*";u(r-u)xlI r(d*e) Z'i
z
"rr rla' d;
d,e>O l*l

_l

t*,tt
.
+

,l
|

I (,{)

Integrals of Euler Type

lA.l

Single Hypergeometric Functions

A.1.11

/l tr,1 o,

f (u)

.- - b-l
ua-L Ir-u]

{ffir,-,/D-b
A.

a,b > o
-ua-I [Iu.)

4.1.1.65

].1.70

-1

r (a)

.T

A.1.1.71

t
-,1

4u( r-"1
.

A 1.1.66

-1

LA

-t
4u(1 _ul

f(a+51'

A.I.1.67

i
1r -r1b-

I-a+3b-l

"2Frl 2 '
La

au(t-u!

,'-11t-r1b-1
A.1.1.68

au[1-u])
3a-5/2

4,1.1.69

e_qa-r/2
la,2a-l / 2;
trl
t ;
L5a-5/

au(r -u)

r(r-a-3b)

r(a+b)r(a+t)r(@a

A.1.1.73
2

"(+)

-2b

xrFr(a,l-a;1/2+b;

r(l

r {a) r (a* t / q r (a*

+2fi.(+.flrrf

xy/t(g/2-a/2+S/B)

[1-u] )

,rt-1(I -ql/2-c
"rF, (a, I-a;c;
.2
u s1n

s /,

q)

.Irt

b>

r(c) I' (3/2-c) sin [(2a-1) x]

2/r(2a-Ij ain a
xJ

'..,t-

a > 0, b >

r (a+b) t

a,b>O

A.1.r.74

rrtlal rrTat
ftla

-cl

1tE!;

0 r c < 3/2

A.1.1.75

l*l .

11-,r1

-l / 2-c

r (c) r

.2 x)
u srn

,2
u srn

i.

1.76

cos (2ax)

O<c<l/2
pos

[(2a-1)x]

O<c<l/2
xJ

rcIr#?:S}(cos

xrFr(a,l/2+a;g'

-u

tan2x)

. -a
ua,[1-uJ

(1/2-c)

rr(c)- r(1/2-c)

x^F, (a,l-a;1/2;
ZT

tr'r la- 1J s1n Ilx)

O < c < 3/2

xrFr(a,-a;c;

-t

x Ir+/(r -*) ] I -2u

7/2

u sin-x)

uc-1 (-- -u.)- -1 /2-c

A.

a>

)-a'a'

'

I (c) I (3/J-c.)s in [(2a-2) x]

. -l/2-c
uc-1 (.t---uJ

a-b-2c>-L

f (3a-3 / z) t (a+ t / z) 22a-

_qI/z-c

x F (e
zL')

L.r.7.77

o<c<1/2

x)

2acos

(2a-l) sin

xrFr (a,1;1+3;

.2

-l < a < I

12ax1

ltanxl.1

I (1+a) r (I-a) sin [ (2a-1) x]

u[1-u] sin'x)

*tr

rilAt

.rl+a-5b. )
'\ 4

nzl

u.-1(1

r(a) r(b)

xrFr(c,a+b;a;

r4ffLtr (+)

I ta) t(b) r(u*q*1) r'n

a+b

A.1.1.72

3. -.a-b+3. , -t
. rtrt*
,,
^ -.3b+a
a irt _, tl
rq3:|.I 1
- I r1a*lb-t,
q4

arb >
,..,'-

-1

,rb-1/2 (t_,'r)b-1

au

I (a) I (b) .(3-3b-a) / 2

a+b.

fa*3b-3 ,2,

F.l
1l

auIl-u])

(?,*t (tI1,*t

r(b)

xrFr(b, [a+lb-L)/2;a;

a,b > 0 a-Sb >

1
*.F.f N*, _;

'-t(t-r)o

r (a) r (b)

J
Integrals of Euler TYPe

t62

r (u)

lA.1

1,,

f(u)

/f tr'1 o'

du

,.,t-111-r1

,r/21r_r)b-1
f3+2b 5+2b.

*r'rl o ,',,0

A. t .1 .78

L.

-tl2

'.

A.1.1.85

_ 2r(3/2)r{b)sin(x/2)
t (3/ 2+b) sin(2x)

b>o

fl+2b

A.1.1.86

2/nr(b)sin(x/2)
T (t/ 2+b) sln (2x)

A.1. 1.87

3+2b.

,l--4 '-4-'
'^L

*.F

A.1.1.79

3/2

-- -b-1
ua-l [I-uJ
x, F, (a+b; c, a; u\)

-- - d-1
uc-1 [I-uJ

A.1.1.81
x

aF,

(a;

c , b;

ux)

,rd-r1l-rr1"-1
A. 1.1 .82

x,F, (a; b, c; ux)

,-,b

A.1. I .83

1t -r1

A.1.1.

+A#P
a,b>O

HI#

-- - c-I
t -uj
r.

xrF, (a;b, c; u I I -u] x)

88

xrFr(a;b,c;ul1-u]

x)

.- -b-1
ua-1 tI-uJ
2--a+baa+l
"lrz\
z iZ2 iu x)

A.1.1.89
L.2@tc+d'b;x)
c.d > O

litr*j'

r (a*1,i,.
r d,a
*)

zFs

d,e > O
A.1.1.91
b

b,c > O

A.1.1.92

a,b>o

,c

-r
tr (q, r 13*?-zur,

- rr(+)re+4)1
Zlnf (d) r (c -d) r (.0-*21
;u.

2(1a*b*2l/2,d;r)

d,c-d > O

^....
- ,a+l.a+b+l
,Frl
, i-2-'cix)

(a*e) Z'

c-d- I

*3f^,a,b,c

(- ; {a+b+t) / 2 ;x)

I(c) (b-l)2a

d,c-d>O;b<3

r (d) I (c-d) r (a-b+2) /n

2(:'-l'.;,ol-'l

,d- i, -r,

l-a, e, u ;J
la*" d+e+r A
l--;,---;-,D 'c',
L'-J

r(dlI(e) -rTa*e)1'a
d,e > o'

*rFr(a;b,.;rr2*1

arb>O

f[a)l(b)

un

+.B#p rr rta;\,etfl; ^r a)

oF1

ffibf

d,e >

less
a(b)=6, -L,-2,

+A#P

,nr(f;b,c;u-x)

" 3F

"Ia*r
)-l 'Oi

d,e >

ud-1 [1-- -uJ- c-d-1

. '*/al

r (d) r ie)
)

ud-1(t-..r)"
A.1. 1;90

l(d)l(e)

u* '(I:u)
2-.a+ba
x1F2l
2;7,c;u xJ

A-^

I (c+d) 2r 3lc,+d.
t_
crd > O
L'
I (d) I (e)
r (d+el sFa

. e-1
ud-1-tl-u.)

oF,(-;c;x)

xrFr(a;b+I,b;u[1-u]x

ub-1
A.1.1.84

b-

xrFr(a;b,d;u[1-u]x)

7;

r (c) r (d)

o.,l

u2sIn2--l
xl
A.1.1;80

d-1

,d-11r-r1t-1

xJ
u2s1n21

i1_,r1b-r

163

Single Hypergeometric Functions

A.l.rI

[ fla/

z) r {a/

2+L

/ 2) 1-

-[r(b/2)71a/2+r/2))

ln.t

Itttcgrnls of I')trlor'I'vPc

(r,l

.I
I
'0

f (u)

A.1.1.93

uc- I (L -uJ- c-c-l

*.r, talb;.:r)

,",

f(rr)

Single Hypergeometric Functions

,t-111-r1
A.1.1.101

I (c)".-e,
r (d-a) I (d-b)

e,c-e > O; d-a-b > O

=O,-l,-Z,,
-- - a+b-c-d-N
ud-1 (I-uJ
A.1.1.94

,.r,

{r;b;-N

i,.,)

ub-1 I--I-u)-a-2b
A.1.i.95

I ia+b-c-d-N+1) (c-a,N) (c-b,N

,N)
t (a+b-c-N+1) (c,N) (c-a-b,N)
a+b-c-d-N>-1
d>O

la,r*],-x;
,-F^l
ul
5 lla ,-r* .'.
I

'l

u--'l -(I-u)* -) -'

- ,a,1+ a/ 2 ,b
n

*rn/r;j;o-t
-N
;..,

3'ztb/2,b/2.r/2;"1

t (c)t (r+a-Zc)t (r/2+a/2)T (t+T_bb)

I ( 1 + a) t (l / 2+ a/ 2 -b) r (L / 2+ a / 2- c)
..t (r/2+a/2-b-c)

'ffi

_- - b-dud-1 (1-u)
,

-F ^
5l'c,

(a ' i - 1 ' b

uz

z't

1(b-a,N)

r(t-l"' +5 rb.N)24lr

r (d) r

(c:d)l-("tl

".!,)

r'(.lr il/:l

r (c) f ( i +a/ 2-b) l'( I t rr )

O rtnloss

d(l))=O,--l,-2,..

and d,c-d > o

A.

l.

ud-1,r-rrc-d-1
1.107

r' r(?'.3.^',/ j' i'*)

b-c-l
uc-1.[l-uj"

A.

a > -l

d,b-d >

a>

4.t.1.106

c'a-2c+l > o

._.-:---

c,a-2c+1 > O, and a-2'

unless b=0, -1 ,-2, . .
.

f(1+a-b+N) (-2b,N)
b,a-2b+1 > O

rlIe-

A )a_A >
/ v6
u'-L-u

r (cJ i (1+a-2c) r (i+a-b)

I (1+a) r (1+a-b-c)

3t'21 a/2, 1*a-b;-uJ

r (b) r (1+a-2F) (a-2b,N) (-b,N)

{,q)i.,1li;-N;"r

d-l
c-d-1
u I--r-ui-

a-2b-2c > -1 unless b=0,-1,.

A,1.1.1

and a+b+2c < 1/2 unless

;u.

-- - a-2b
ub-1 (I-u.)

b-l -)a .i)t"

51 | ()

3' 2\7 / 2* a/ 2nb / 2 ,d;u

b > o,a_2b >_i

A.1.1.105

"; rrii.,?13;3;"r

- ,a/ 2, b +N ,

r (d) r (2c-d) r (c+

l(l/2-a/2-b/2+c)

xl/i(b/2+d/2)
e>O;
2c-d-e > -I and c > O unless
c=O,-1,-2,..

[a*b*l )/2,d;T)
uc-1 [r-- -uJ-a-2c

A.1.1.99

b,

c ?b-c-N+I > O

.
'*r(1TI'b/T.a--'

.rd-I.1t-,.r;t-d-1

A.1.1-98

. - , a,

z1-2trr (") r (d) r (r*2.-d-.)

l.
d- -a+d-^ I *t -=r)|(
r(;*;
2 )r(d-c- 7)

, _F^ (a ' 1-a ' c;.'.,-.}

-,a,b,c
^3r2 (

\-t- -'')
x l'1+a/2-b.Nl
/- /a r- rr\

(a/ 2+l /2-b ,N)

^ -C2b-r,N)-

e-1,(I-u.)- 2c-d-e
u

A.1.1.97

i"l

-- .2c-d-1
ud-1 (r-uJ

2-l/2-b,N)

[_1

J l'd,e

.rn, ri;l1oN.

r(c) i:(r+2b-c-N) (a-2b,N) (-b,N)

| (1+2b-N) (1+a-b,N) (-2b,N)
ld/ z'u ,tr

(b) r (1+a-2b) (a-2b-1 ,N) (:b-1,N)

4.i.1.96

A.1.1.102

(d)

t (1+a-b+N) (a/

c,b-c > 0

-- - 2b-c-N
uc-1 ll-u]

tr,1 o,

r (c) I (b-c) (a-b,N) (b-af (b+N) (1+a-b,N)

"r',r";))1";-*;".,

unless a(b)

165

/l

f (u)

du

t,a*,

*,

A.l.1l

t. L to8

,,

,(

1)^/.r*

l,o i".r

ulr L{s--O l:

r(c) [1+,/(l-x)]24

q.-{-3_o_ lxl .

r (c) r (b-c) z2u-r

:-----Tf6l-diij 1t*/1t-*)
c,b-c > O lxl .

1-2'

lntogrnlr of Eulor Typo

t66

lA.t

,c- I 11-,r1b-c-

t.l

t09
"

iiff#hgE

rr r(Z)l/,'*u;b i,n2)

,c-I 61-,r;b-"-I
4.1.I.110 " r, rri|liao i-u*',

-r ( 1+x)

A.1.1.113

A.1.1.114

*;

,rrr{a;b;c:rx)

1 1,/1 r +x21

1t

-r;

xoF, ( -; a, b, c; ux)

A.1.1.117

"oFs(-;a,b,c;ux)
-- - c-1
ub-1 (I-uJ
*oFs (- ; a,b, c;u [1 -u]x)

,..,t-1gt-r1 d-1

4.1.1.118

*oF3(- ; a,b, c;uI i-u]x)

1-

*7b

"

r(c)r(b-c) sin[(2a-1)x]
r(b) (2a-1) sin x

A.1.1.121

c,b-c > 0
f(e)r(c-el
-=tfr

l*l.t
A.1.1.123

f (e+

-r; 8-

A.1 .1 .724

A.1. i.125

rtb)r(c)

b+c b+c+1 x-

brc >

r0 (d,

+,si#1,,,

c,d > o

s@'a;c'd'e+f ;x)
e,f > 0

l'zl

ffifiunt r(-;c;x/4)
u

[Lul

a,b>o

d1

-d+e

I'b;c'd'e;

lrrF=(a,b;c,d,e;
uIt-u]x)
e-1-- f-1
u

xrFr(a,b;c,d,f;

l1ffirnrtu;*|1,
;
d,e >

r (d) r (e)
I (d+e) ,F

c;x/4)

d+e d+e+I

r(a 'b; -7'

d,e > o

x-

'ci 4)

l(e)l(f) - , e, a, b
;x.
\e+f e*f*l
-i (-ed) s'4
,.6J
^
, ,-1-'c,di

e,f

>o

_1
c_1
u- ^11-u1s '

4.1.1.126

2Fj(.,b;c,d,e;
[1-u] x)
-c-e-1
u

-fzF

>o

xrFr(a,b;c,d,e;ux)

u[1-u]x)

d,e > o

e,f

r(

[I-uJ

(d;d+e, a,b, c;x)

,Fr(a;c,d;x)

+o

ud-1 [1-- -uJ- e-1

TTfi.t- ot'3(-;a' 2 '--Z-;4)

{ffi,

I
,rf - 1t

l- c,a,b
-- . e-l
ud-1 (I-u.)

oF.(-;a'b'c+d;x)
. c,d > o
rFo

rFa

(f)

(a, b; c, d, e; ux)

[-a+b a+b+1
x -F t)' JI7t 1 '
)
L

rFr(a'b;d;x)

e,f > 0 l*l .

+ft*P

rl'!.j;"*l

-- . b-1
ua-l tl-u]

e,c-e>O

+?#P

e) r

I (e+f)

ue-1-tl-u]- f-1

4.1.1.120

<r

r(fU(e) p \d,e
rr,b,9,f;*.r
I (f+g) 4' 3
,f*g;"'
f,s , o l*l . t

,d-111-rr1 "-1

A.1.1.116

lxl

,f-1 1t-r18-1
*3F2 (a;b,:: ux)
...,t-

A.1.1.115

*x12a * 1/ 1t * *2

r(e)l(f)
, .a,b.c;_,
f (e+f) 3' 2'd, e*f; "'

d-

A.1.1.1i9 ,.rr,

,"-r 1r-r; f-1

*.r, {u;b;. i r*)

. f-I
Je-1.[r-u.)

1-2a

2 r(b)

,e-1 q1-,; c-e-1

4.1.r.112

-2a-,' -*,

r (c) r (b-c)

,r"-111,r1b-"-1

" rr, rZ))-,",.b,.,r, i.,

t6'7

t" f(uJ du

l*l .

c,b-c > o

c,b-c > O
4.1.1.111

Single Hypergeometric Functions

I: f (u) du

f (u)

A.

A.1.1I

ue-I--[1-uJ

;})

^.t.t.t27

ot. ri, l;,f;!o-n, . i')

f,g ,

I (e) I (c*e) (d-1,N) (d-b,N)

f (c) (d,N) (d-a-b,N)

erc-e > o

_l

lA.l

Integrals of Euler Type

I (rt]

['fr'.r)
'o
A.1.1.128

-- - c-d-I
ud-1 [I-uJ
*orr(X,r*|'-N,c;,,,

1'b'
A.r.1.129

.ors (X,

?,1,-t",,

fe*l

>

r.. jt

*.F-[u'blt,dlux')
4 J'e,r,g I
1

*or. {a;b;c;d:,*)
h_r
i_i
u" '(I-u)J *on, {r;b;.;d:r*)

ct#t
A. I .1.138

c-d-1
ud-1..t1-uJ.
x F ro,l+a/ 2,b,
5'4'a/2,1+a-b,
-N,c ; ul,

-1

2*2b-N, d;

,d-l,t-rrc-d'1

A.1.1.133

, E rd+ rl+-Tr,
4' 3'1*a*9,tiz*Ztz,

r(b) (l-x)'
c,b-c > O

zF

r(i'*

A.

l.I.

139

-N,c
; .
I+2b-N,d;ui

^7'.7

'")

d,c-d >

A.1.r.140

'roo

('ifiiilj

";

".,

,j-11t_,.,)k-I

<1
A.1.1.141

ux)

"r'o

r(d) r (c-d) (a-2b-1,N) (-b-1,N)

r (cJ (1+a-b,N) (-2b-1,N)
. (a/2*1/2-b,N)
"Gf 2-r72-b ll
d,c-d > 0

('iliiilj '; ",.,

d,c-d >

,.p, (u;b:tid:tir*)
,)

r(j)r(e-j) -,a,b,c,d;.,
rGj--4'3t f,g,h;^i
j,e-j,0
l*l.t
I'(j)r(k)
f(j+k)

p ra,b,c,d,e;_.,
5'4'f,8,h,j*k;"'

j,k , o

,k-11t-,.,1 P-1
A.1.1.142

\r

r(:l) I{c-d) (a-2b,N) (:b,N)

r(c) (1+a-b,N) (-2b,N)

.. - ,d,l+a/ 2 ,b ,
"5'4ta/2,1+a-b,

,j-161_r;e-j-1
r (c) r (b-c)

r(g)r(h) r ra,b,c,dt_i
r (e*h) 4' 3 (e, f, g+h; ^'j
s,h , o l*l . t

r(d)I(c-d) (b-a,N)
I(c) (b,N)

5'4\b/2,b/2+1/2
b+N.-N.c:-Lrl-

"c-1,r-rrb-c-1
-a+ee

f(g)f(d-g) . .a,b,c;,..
--TTO
s'2\ e,l ;nt
lxl.t
s,d-g,o

. r ra/2,a/2+I/2,

unless a(b,c)=O, -1,

-- - a-c
uc-I (I-u)
I (c) I (l+a-c) (b-a ,N)
I(1+a) (b,N)
.. -,a/2,1/2+a/2,b+N,
c,a-c > o
^q'srb/z,b/z+r/2,

du

r+a,d;,"

*.
11I -a-b +cl

2
"|e*l

f(u)

r(h) r(j ) . ,a,b,c,d,h; .

-ff
5'4te,f,g,h+j;xJ
,
h,j o
lxl . t

ud-I".[l-uj.c-d

-u,Nl

-u,Nl

r (e) f (d-e) r 1l1r

i.1.131

4.1.1.132

4.1.1.136

(2+2b-N) (1+a-b,N) (-2b-1,N)

A.1.1.137

-otr(ii,?i l'o',,l
c-a/2-b/2

r (c) r(2+2b-c-N) (a-2b-1,N)

rtl

ue-111-r1d-e-1

and

A.1.1.134

f(1+a)f(1+a-5-s)
d,1+a-c-d > O; a-2h-2c > -2
unless a(b,c)=0,-1, -2, :..

(-b-r,N)

1.
1t I+a-D t ci

. c,2b-c-N+2 > A

A.

u8-111-r1d'8-1

A. r.I.135

I'

Io

i
h,rs- 1l _,r)

r (d) I (.1+a-c--d) r (t+a-b)

-ut
^ oF r(x' 1.7'.0'l
7, !+a-b,dl

f(u)

-- - a-c-d
ud-l (r-uJ
- a-

t69

Single Hypergeometric Functions

du

r(d) r(c-d) (a-b,N) (b-a-1,N

f(cJ (b,N) (1+a*b,N)
d,c-d > 0

-- - 1+2b-c-N
uc-l (I-uJ
A.1.1.I30

A.1:ll

,P

lxl .

Integr-als of Euler Type

l"to

lA.1

/f .c,; o,

1,,

-a-ze
( r-u]
uc-1.-

u"e

.'6'5\a/2,
c rz,l+a/2,b,
l+a-b,I+a-c

A.1.I

1t -rr1

G'''

P,Q'

149

1+2a-b-c-e+N, -N;
b+c+e-a-N,1+a+N;

rrx

l
I

r (d)

8t,

".,T,

;iii[.1,1, ,,::,

ur.r'''''P
or*r' " 'oJ

c,d > 0

(f) r (e-f) r ( 1+a-b) r (1+a-c)

I (e) I (1+a) I (1+a-b-c) I (l+a-b-d)
- ,a,7+a/2,b, c
' 6r Sl a'/ 2, I +a-b, I+a-c. ..f (l+a-d) f f I+a-b-c-d)

A.1.1.144

"

-- . d-1
uc-1 (r-u.)

f1t-a-cn)

'c|'I

f,e-f > O; a-b-c-d+l > 0

unless a(b,c,d)=O,-1,-2,..

*
A. I . 1 . r4s

5\a/2, J +a-b. a+b,

d, 1 -d ;.,.
l*a-d,e;uJ

. Lr.,)

a+l/2=d/2,1+a+N tl

.147

-I d-1

Fr( (a);

(b)

If

p=q+1,

I (c+d)
X

I
I

!:.

-,an-.I-c r l-u:
1l

' ' -.bm'.1-c / 2-d/

1/2-c/2-d/2,b rilr

blql

Integrals involving Double Hypergeometric Functions

,1
J

.b-l
ua-I-Ir-uJ

/6-d+N-1, d-a-t'r- >

r (c) r (d),

restriction on
xifplq.Norestriction on x,P,q
if an rat parameterl
is a non-positive
integer.

No

A.I.2 Euler

I+:-d,N)
x(i+2a-2d,N)

A* I

rB*

^h!

'2F1(ii6-1q*11")

,c,(a)

tc*d, (b)

r-(al,m,
c .

,'B+m+nlI -. A+n+n
tthl
I l u,

i*1.t.

l"r'

-n+lr""r
o

A.1.2.1

;--.
;

"J

"rnur[!]:".t

c,d > 0

,l
.1.148

Al.

r (c+d)

,RFe(8];"'II-u]nx)

A. I

r (112a-d) r (d-a-N) I (1+a+NJ

I (c) r (d)

,t-1(t-u)d-1
c,d > O.

-u] xl (b)

l_
c., d

a>O
a-d+},a+d-e>O;
unless a(b.d)=0, -I,-2,..
l

A.t.1

^ .n*zl-*l't'"
*up*2',q*21

..f ( I +a -d1r Q/ 2) t (a/ 2)

"T ( 1. a / 2 4 / 2 -dn) r(il 2.b/1- d / 4

6''

c-1-I I -!r

(a).

I (a) I ( I+a) i (a+b-d) I (2+a-b-d)

N-1
(1-u.)-d-au2a-d+N-- ,a,l+a/2,d/2, a-d,
61 5ta/ 2 ,l+a-d/ 2 , l+d,
r/2+l/2.-Y
;.1

A.1.1.146

t"

I n-J
/n2- " "

1.150

I(e) rIa+b-e) l(i+a-b) r(a+c)

- ,a,l *a/2,b,1-b,

t7t

Double Hypergeometric Functions

A.1.21

,-c+m-l
x,

_c+d
t
'm+n'

Ld C+n-II m n I
-.''.--_
n'
n mn x
c+ct+m+n-1.(m+n)

m.n ' --nr*nI_l

A.L.2.2

f-1 (1-ul"
-- - s-1

,r, rl:rl*., l"t

c|'Ir",.] [!]r
f,g ,

f(u1

au

r (b+N) r (a) (a+b-c, N)

f (a+b+N) (b-c,N)
- , (d),a,atb-c+.r-

"o'u(ilj

;;i;-; l'l-"1*)

a,b > O, OFU conrrergenl over

the range of integration
r ( f) r (g+N) r (g- a)
r (f+g1 f (g-a+N )

*cp**^'n*?
[*l
r
rl_l

dr

,q.

"1

+a-

f- g-N ,d n+l

l+a-f-9,

2,

t't

lA.l

tntegrals of Euler TYPe

/: f(u)
u'-l(t- u )- -1
(:- b N +1 lu)
'2F1
f) :(g
,,F:G;G
'H:K;K k h) :(k
I

A.1.2.3

L(

the

-- -b-1
ua-I Ii.-u]
,.rnrr!:olr.ri,)
(k)

"'

F+2 :G ;
H+2 :K ;

(e )

-1

r'orl'

ii'i;"*'"i

>

range

ua-L.II-u]-b-1
,.Fo( (c); (d)

A.1.2.5

._---_

'uF,.

(e)

K
;

ux)

A.1.2.10

uy)

>

4.1.2.6

,u

11-r'r1

r (a+b)

lq

(I-uJ- c-1
ua-1-"02(b,b';a;ux,uY)

A.1.2.11

/^\ -

A.1.2.12

range

A.1.2.14

:(d);

m+t]

-^- -ri-]

-m+n' (m+nj
-m+nl
(m+nj
_l

Sa*l,b;

,.ru-Iit-r1

series cgt. over the

of integrat ion

b+n-l

a+b+rn+n-

'.x,Y)

ard >

l',!'.x/a,v/al
( r.,l r
_l
0;

'

^l C^(b,b';a+c;x,y)
:++l-:-!+u
t' a,c > o
I ta+cj

^^l

a>

m 'n'

Ii]:
\r/'-

,.,111-,.r1o-'

(f);yu[1-u]l
uFr((e);

a+m-1 b

l_m*n'

D;

d- 1
1t -r)
* 02 (b , b ' ; c ; ux , uY)

,ru-

integrat ion

lm
I a*b

'

'-

,aFr((c); (d);xu[1-u
L.7.2.7

r(a)r(b )-m+n:C;E
rm*n

O;

-- - b-1
r(a)r(b
ua-l (r-u)
r (a+b)
x^F- f (c) : (d) :uxl
L U'
ur.((e); (f); [1-u]y)
3,b > O; serles cgt. over

a+b+m_1.

(c); (e); ,l
(d); (f);^'Y
)
over the range of i-ntegraticn

a,b > 0;series cgt

over the range of
int egrat ion

-b-l
ua-1-i1-uJ
xaFr((c);(d);xu* [r-"] ")
xuFa((e); (f);yu '[r-.'.,]')

seri es cg t. over
range of int egrat 10n.
3,b

'l(h) ,a*b- c, a+b+N:

(g') ; -. .-

Lt*u

m:U:l-l
...."'.la+b

m"m

a,b > O; series cgt

'l-(f),a,an b-c+N:

r(a*uft:o;P

(b)-m:c:r,f3.. ,a+m-1
_-_lm
m

rl'a)f
#
l'ta+b)
' \u.v)

*)
"aFr( (c); (d);xu ,)
xEFF( (e); (f);yu

l(a)l(b)"1:C;E r^
ld
;

(d);

l1)., *ro,rtl
(t)
;'-' "'
a,b > O; series cgt ' ov-6r the
the range of integration

.- -b-l
ua-L [I-u.)
A.r.2.9

(l ') ; ^''"_1
o; s eries cgt. over the
of i ntegrat ion
(k )

a,b

b :(c);
a+b+1.

YU

du

Lz, z'

".Fo( (e) ; (f) ;yuIt-"])

of integratio n

range

t Ib+ N) r( a). (a+b-c,N)

t (a+b+ N) b -c,N)

..-F:G;c'[-(f):(g);
"
L(h)

a,b > o; the series of the

integrand must converge over

A. 1 .2.

Ir-u]

f(u)

r(a)r(b).22C;El a,
T{-aT-,r z:D;Fl a+b

- (1-u)

xaFo( (c) ; (d) ;xu

(g' ) ;u x, 1
vl
(k' )

"n, *, K'

u*

t't,..
.l
(t') ^'!

A. t

Io

du

r(b+N)r(a) (a+b-c,N)
l(a+b+N) ( b-c,N)
.--F: G+2; G'[(f) : (g) ,a+b -C+nra ;
^tH:K*2; x'l(t):(k),a+b -cra+b+n;

173

Double Hypetgeome tric Functions

A.l.2l

c ; xu

[1-u], y)

d-l

xa2(_a+o
'bici
' xuIi-u],y)
.a,d>O

f(a+l)I(a)* o, ,^..^.
(a,b ;c;x/
a>O

iffi'

r (a) r (d)
r (a+d)

- : a,d
-,O'.2;11
"'l:l:olc:a+d+1

'l_

,y)

Integrals of Euler TYPe

lA.l

L 2.15

- 'i'')

+frHP

xqr(a+L/2,b;a;
xu[1-u],yu[1-u]

a > O;

"@,

"*/a1v-v/4)-b

lyl .

(a,b;c;

unless b=0, -1 ,-2 , . ,

> 0i lyl.+
unless a(b)=O,-i,
c -- - c-1
(1-uJ

A. I .2. t8

A.1.2.19

u
xo.(b,bi;c;xu[1-r]
yu [-"]
u.-1--(l-u]. d-1

- ;4'

A.t.2.21

f[2c+il

,ortu,t';-j;|,fl

b;b';-., 4 .v / 4lI

'l

A. I . Z. ZO

xY.(f+g;c,ct ;ux,uy)

rrlft*#r

rG

;r

*!,. ; i, v)
o

r(f)r(g).I:2;0la: f, E
tG;g-fo:3;ll _.^ f*s, i+s+I.
;

2(a;c,c ' ; xu [ 1-u] ,y)

:.t'

- .t,*/4,y1
c'; l

trB > U

-1

f,g > 0

-r; 8- 1
*Yr(f+g;f,g;ux,

r (f) I (gl -x+y

-TIT.el-'

1r

,81r-ir;8-1
xVr(g+l/2ic,C'i
xu[1-u] ,r'uli-ul

,,g

>

'

k.),.2.29

r(f)r(e).2:1;If f, s
f+g+i.
rlfrgJ-s:o;oilrr-=-r
^ f+g
ZI

.,f
A. 1 .2.30

A.1.2.31

f ;-;,

r(f)r(g)

f,grO
'

' \!'51

f,g > o

r(f)r(g)-2:0;o[-f,g :-;-;x yl
f

xu

,(a;

c1t -,.,;

c , c ' ; xu [

1-u]

4.i.2.32

I lf+g*l . ^. ^,4'4

L--f-''''

r(c) r(2+a-b-b' -c) r(2-b

I (2+b-b'1

2a

2 ' 2
x/4.y/41

f,g , o

xF,(a,b,br;c;u,-u)

fo>C)
,6

I :1;

r(f)r(g).3:0;ofa,f,g :-;-;
r1:rlJ-z:l;lr t f+g f*g*I..\.,\.
^.^,.

. s-l
uf-t.-(r.-uJ"
xFt(a,b,1-a;f;u,u/2)

(J*C)-

f,srO

1b'-

)r

(I/2)

11

x{ [ f(a/2) r(.s/2+a/2-b,)]-1

0<c<2+a-b-b'

"l:l;ol-a:
r(f+g)'O:2;11
-:f+g,.;C;""1

(f)r(e) ,,,
iI f Fra,^\
rc.^ ^
r)lr'Lr.t;Xr)')

yuII-u])
-l+a-b-b'-c
uc-1.[I-u.)

Yr(a;r+E,c;x,v)

f,g,

xyr(f/2+g/2 ic,c'i
xu[1-u],yuIt -u])

-.

l;l''*to'trI
+HPl

f(g*1)I(g) ,r ,_.^ ^
rf t* n
)\ts,u ,c' ;x/4 ,Y/4)
g>0

u' - -(1-u)F- -

o-l

u'^(1-u)'-

xY

_l

x'lr(a;c,ct;ux,1')

A. 1 .2 .2s

A. t .2 .27

c>o

2'

u- -(l-u)6 xYr(a;f,c;ux,Y)

o- I

r(f)r(g)-2:0;0[,f,-r -, *,11:l
-rffi+;
; ;;[ri;,.i.'

; ux, uY)

uf (.. -uj_ f-I

xYr(a;f,c;x[1-u]u,Y)

c+d c+d+1.

,o,(b,b';c;xu[1-u],
'
yu[t-u])
f,g , o

,I

4),

c:

,.,f-1(r-,r)g-1
^1)))

c,ct

v[1-u])

xo.(b,b';d;xuII-u],
yu[l-"])
'
crd > 0

f-'l

2(a;

..,f

r (c+1) r (c)

,-,f-1(1-rl 8-1

A.t.2.20

4.1 .2.26

b;x yl

f,B

Y'Y

*--

uf-1--t1-uj- "s-1

xu[]-ul,yu[1-u])

;trT(,ir
_r

A.1.2.2s

r(f)r(e)-3:O;lf u, f, g :l(E.g1-::o;ol Lt, f+g f+g+1._

^ 2' 2_t-

,rf-I1t-,r;8-i
A,t,2.17

A.1.2..24

175

.I
I f(u)
'0

f (u)

r(a)i(d)-o:3;11--: a, b, d
..r'-1(1-r)d-1
rla.aJ_ t:2;OlI L.__
^.a+d a+d+I
*02 (b,b' ;c;xu[1-u],Y)
z' 2
b,;"
I
a.d > O
(I-uJ-a-1
ua-I--

A.r.2.16

Double Hypergeometric Functions

/l tr'; o'

f (u)

A.

A.l.2I

-[f{a/2+1/2) r(I+a/t-l')
r

-1

(f) r (g) r (f+g-a-b) 6rt- f -8-b

; L;f_^

r ( f+g - a) l (?)

.i_b*f*g_a. )
l (j----,,:---e--

lntegrals of Euler Type

176

lA.l
1

f(u)

Io
a+b I +1

-- ..uC-1. tl-uJ
^.1

I (c) I

+b-

+b-c) |

{r-)*b'

,.,f-11r-,r1 e-1

) /n

A. t .2 .43

xFt

91r -,-,1

"F,* (a,b+c,b' ;b,a;

xu,y)

r!Ifi-(g)

,f-1(t-r)g-l
A.I .2 .36

xF

,(a

1[t+g;

f + g , b ; f , c ; xt, y

r(f)l(f+l) - l'' ,o i c i 4y.

-fT:T;tl-2tI
I -xJ

u' '(1-u)"'
xFr(a,b,b';f ,c;ux,y)

-r

1r -r1

iffHf\,

e- t

b'ri1r,.;i,v)
f,s'o; l*/al * li'l . t

A.I.2.45

(a,

r,

,f-11r-,r;s-r

r1_*) -d , ,a,b;_y

t+o
Ytr r'- :--q
",,\o,

2'1t c ;1-xl

l*l - lv] <

x/4'Y)

f,o;lx/+l*lyl .r

,.,f

I (c) r (b) (1-x)"l. l-a *(1-x-y) -Ial"

I (c +b)
<1
b,c >

I ( f+g)

A.|.2-44

ub-I.-I r-uj. c-1

A.1.2.35

(a,b,b' ;c ;."tir"r,

II-uJ

xFr(a,b,b';c;xu,Y

A.1.2.34

r(f)r(g

f,g , 0
uf __ - f-l

O < c < l/2+bt/2+a/2+b

uf

177

ll tr'l o'

du

I.(LII .o)r(+)rr51l

xFr(a,b,b';c;u,u/2)

.2 .33

(t:-j!

Double Hypergeometric Functions

A.1.21

k.^

,v,v,r

f,g ,

^t

xuIl-ul.y)
'

x/ 4 ,y)

<l

0;

]6]

4.t.2.37

{ffit,

f,g , o; lxl

f- I

4.I.2.38,

4.1.2.39

o- l
u- ^(I-uJo ;c,c' ;ux,y)
"F,(a,b,b'
Z

ux,

Tft#*.(a,

,il

1,1

(,r,lr

,,1 l{l,,1ll

A I .r

.1.,

2;

c, f+g ;c

a', r,b

;c;

.'rf1r-,r1

4.t.2-48

x,v)

f,s, o; lxl,lyl .

A.l

"Fr(a,b;f,c;
*

.2 .49

rrrll rrl,i

1t -,r;

s-

"Fr(a,b;g,c;
'
xu[1-u],y)

<1

+il#+

(e)-2:2:l.a.b:

I(f)f
f ; -:
-TfT-efo:r;o\
- :f*s,c ;sr'-x'Y)
r,s > o; l/*l.l /yl.t
I
';,f
I

)l

,|

.2.50

"Fr(a,b;c,c';
'

xu[1-u],y)

f,8tO

(a,b ;r+
7,

4, r r

;|,v)
i

r(f)r(g)"2:i;o[-a,b: f
;
raFd- o:2;l | .' f+g f+g+1.
'2, 2 '

,f-16,-.r1 8-t
A.

Fo

-:f,g,a,b ;
f+g f+g+I.
''^. 2 ' 2 '
ar,br;x .

f , o; ilx/zl' lyi .

f,gro

'

-r,1,r,",11,,,,,,

f-1

xufl-ul,y)

.
YJ

;r:,c' ;ux,y)

*rIi-u],y)
f,g,o

'

,f

,,t'-.1 11_u)g-1

Al

xF.(a,at,b,b';c;

f,s , 0; l*l . Iyl .

ux, y)

A,l..t.40

,rf-1(r-r)g-1

r(f)r(g).I:2;I ,a:b,f
;b';
(r)
r'x' ...

-r (J-g) -O:

.,f-1(t-u1 8-t
xFa(a,at,f+g,b;c;
uf-1(t-r.,)g-1
*|a (a, a' ,b,bt ; c;

(a,b,Lr' ; f*s, c; x,v)

llt*rr1 .

Integrals of Eluer Typg

lA.l

l'o

,f-tgt-u18-l
f+ bo

+||H\,

f+o+
I
_
6 _

'7\ 2 '*' 2
c;uxIl-u

xll

t'_

u' '(1-u)"of -'l

A.1.2.s2

^F"(+,a,b,b';c;
r z

xu[1-u],y)

f,g , o; l*l '

>]il(a,b,- a-h+1
, iti

b;c;

x/

4,v)

l*i . a, lyl .

f-aGsfl:1;o\^.f+g+1.
'' 2 '

"'-

^ tuLt
d

(f) I (l +b-a- f)

A.I.2.55

r -uJ

1/)_

"F, (a,l/2+a,1-a;f

ux, uy.)

o<f<3/2
uf-1 (--I-u).2a-f
(r,Z11+ a,Z + a',t;
"n t

ux, uy)

A. t .2 .57

-- - -f-t/2
uf-t (l-ul
xhr (a,t1^+ a,-ait,'
ux , uy)

,f-I(t-u)g-l
*l', (f*g,b,b';f;
ux, uy)

'r-y-

,f'1
A.1.2.61

r -r1 8-

A.l .2.62

r ( t/Z) za-b

4.1.2.63

4.1.2.64

r+g ; x, v)
r

r(f)r(e)-2:L;1 , f , c:b;b';

ryT;Ef2,o;oir*g,c,-;

f,s, o; l*l,lyl .

-,*'rl

4.1.2.65

+f,+Pr(a, a',b,b' ; r+g; x,v)

f,s, o; lxl,lyl . r

uyj

. s-I
uf-1--[1-uJ"
,Fa(a,at,b,br;c;

r(f)f(g) -I;2;2,, f :a,bia',b'i

r(-Trr.el--z:o;otf+g,c: -; -

ux, uyJ

O<f<l+2a
4.1.2.66
y)

,Fa(a,ar,b,bt;c;-

1r.,zqr_fi|-2,

-2a

/(p_ I
i-!it1i%{
2r(r/2)(1-y)'
o<r<)./z .tt-l(ffi)l

r(f] t(g) -2:I;1.f ,g:b;b';..x'YJ

...
.

Tf-' r{_ t : t i t (r*g; c;. r

f,s , o; lxl*iyl .

ux, uy.)

ux

I (f) I ( t*2a-f)22a ,.

,rf-1(t-r)g-1
xFO(f+g,b;c;c,;.
ux,uy]

-- - s-1
uf-l (.t-u)"
4.t.2.67

1r-xl-b1t-v;

f,B > oi l*l,lyl . t

bI;

r,s, o; l*l,lyl .

u- - ^(I-u)o - ^
*Fr(a,b,bt;c,cr;

(a'b,

lr-yl

"Fi(f*g,b,b';c,c'
ux, uy)

1
,rf - 1t -,.,; 8-

rr

+Hr$,

xFr(a,b,br;c;ux,uy-)

(-2x)a

r ( I+2a) (1 -y)'

,s, oi lx-yl .

f-l
o-l
u^ -(I-u)o ^

tr-l(Py) ,t-2a,

+A#*

a"

{ffirt-r)-uzFrri;l;ff)

-- . s-I
uf-I (r-u)"
xF, (a,b,br;f ;ux,uy')

'x/4'Y)

r(f)r(3/2-f) (1-y)1-a
2r(3/2) (x-y) (1-2a)
r.x-v - - l-2a
xtJl+/(:--r-)
'

- s-I
uf-1--(I-uJ"
xF.(a,f,g;f;ux,uy'J

f,b-a-f+1 > O

uf_t

A.1.2.60

(a+b+1112

r(+)r(r-a-h

.2 .54

"A.1.2.59

179

/o r{";

f (u)

f) r(g) .O: 3;2, - : f ,g,b;

O<f<

Double Hypergeome tric Functions

du

r(f)r(t#! -rf(t/2)
r(+)r(+) (-2*)^

uf-1.-{l-u).b-aA.l

a, g,

lvl . t

ab1
- + -2 - -2 ut- I (I-u)J
A.1.2.53

(r,

f,B > 0i

I
^

f(u)

A,l.2l

A. 1.2.68

'

Fo ( a , b ; c , c

' ; ux , u1'J

- s-l
uf-l--(i-uJ"
*F, (f+g,b,b';c;
,*, II-uly)
'

,s , o; lxl,lyl .

x, y)

T&#F*(r,b;c,c';x,v)
i,s > o; l/xl.l /yi . r
l(f) r(g)

-' - *'
I
r)

(;i;' "'. i"'

t{-i+i'F;-3:O;O,f,a,h'
; ;
'
f,8 , o; l/xl*l
lyl . t
;

+ft+f)*. (b,b', r, g
f,s, o; l*l,lyl .

x,v)

Integrals of Euler TYpe

I l{0

lA.1

--TJ;
A.1.2.69

'

,f-t
A. L .2 .70

-.s-1 --

(a,b,b';c;
,*, Ii-u]Y)

*F.

6r-r1e-'

xPr(f+g,b,b';c,c';
'
,*, [1-u]y)

,rf-1(t.,r)t-'
A.I .2.71

, F,

'

(a,b ,

b' ;c,g

'

[1-"]yl
u' '(I -u) t '
ux,

- I

A. | .2.72

A.t .2.73

A.t .2.74

o- I

,g;
"F"(f*g,b,br;f
'
u*, Ii-u]y)
,rf

s1t -,.,;

"F,(f+g,b;f,g;
*
,*,

[r

A.r .2.75

L.1 .2.76

-u]y)

"tl\

,s ,
r(f)l(e).1 :2;2, a :b,f;b',8;-. ..
c; cr :^'/
-(J-el-l:l;1tf+g;
f,B > o; lxl,lyl . t
f

i{i|rr-*)-b(r-y)-b'
I (t+9.1
f,s , o; l*1, lyl .

A.t.2.19

"F1(f,b,1-f ;g;
au [ 1 -u] , 2u [ 1 -u]
f,g ,

A.1.2:80

b' ; rt

+,.rry#b,
f ,g , o; lxl,lyl

g;

.2. BI

u'-'(I-u;ts-'
* (a,b;f,*,,g;
Ii-u]y)

+t++*

,f- t 1t -rr; 8- r
xP,(f+g,b;c,ct;
*
,*, [l-"]y)

+ft+*,

rF,

^t"tl-f

f,B > Oi lx+yl . f

*21/2-3f/2-g/2

.- ,f*g g-3f-1 1,,.

xrTt
z ' 2 'TL'
g;4uIl-u],

(b, r,

g;c,c' ; x'v)

f,g. > o; lxl+lyl <

+{+#*i

A.

1.2.

83

f) r te) I- (f)

4u [ 1-u] , yu [ ]

+o

r(

I*f),2f

t(f+g;t(i+2f)l(Sz
.
_)+
xIt+/(1-y)] --

- , o; Iyl .
f,g

,.
-.\-2f L"2f
t--'YJ

, Ji*,2{r_f,r) 1-2f

f+o
*F,(t',b,b';g;

, o; l-.1
lYi

=7Tlr

,r$,!r,!r;

rf,g
- - ^.

f (t) r(S)

, s-1
uf-l--II-uJ"

i,?;l; I;:, ;,.,,,

f,s, o;l/xl*llyl .

*r

f,g ,
I

1+2f;4xu[1-u],
4yu[1-u])

o-1

u^ -(I-u)o ^
xF, (a,b;c,c';
* ,*, tl-u]y)

L.1.2.82

- b) | (+

'

- s-1
uf-l--(I-uJ"

(a'b ; r+g;x+v)

r(&#t, (+t1

r(r) r (g) t tlt trfisl (-*) -r

,f-16t-,r;8-1
,, ,f *g,1-1
, . .,r-:-7;1. g r.,r.r1r,r-#:e,rtLff3t

ayu[1-u])

13#P,1-*-y)-b
f,g > 0; lx*yl . f

-f

^rr/2-f/z-g/z*b

,t-'rt-r1 *-'
1

r 6|1 1- z*;

(r) r (g)

4xu[1-u],

A.

4[2x-1]ult-"1)

x' v)

(l1P)

(r.s)rry

,6,

du

f-^

a, b,

2,6'

4x[1-u],4[2x-1]
"u[1-u]
,rf-1(t-r)g-I

{ffirtr(b,f,;c;x)

xrFr(b',9;c';y)
o; l*l,lyl . i

r (f ) r (g) r

,f-1(i-r)g-1
_, ,.f*g _ f-g*1.,."

x, y)

f(u)

1,,

^t

xF,

f-I

A. | .2 :77

f,s, o; l"l,lyl . t

'Fr(a,b,b';
"
ux, [1-ulv)
--E1. a-l
u (1-uJ"

r (u)

au

r(f)r(g) -l:2;2, a :b,f ;b',g;

-iIT;s)--2:o;o(c,f+g:
-; - ;

f ,g;

fl

r(uj

I
'0

f (u)

l8l

Dotrble Hypergeome tric Functions

A.l.2l

-ul)
^

-' o;
f,s,
l*-yl.lr-yl
{-1-s-f-. 1 *
r (r) r (s) rt!#l ri8:f1 -61

x.F, ( [f+g] / 2,b ; lf+g+\l

/ 2 ;V / a)

lA.l

Integrals of Euler Type

ll{?

,1
/o f(u)

f (u)

rffir,

uf- I i1-u1 8-1

A.1.2.84

+o o+i
wE
"'1tr'_ b 16 ^,-.

2 '2', 2',b'

4x I I

-u]

, ay I i -u] )

,f-1(t-rr)g-I
A.1.2.85

xFt(-s,b,b';s;
xu [ 1-u] , yu [1

-u])

_l
c_r
u' -(1-11s'

A.i.2.86

*F

+o

(t''b'

b' ;c ;
xu[1-u],yu[1-u])
,

Double Hypergeome tric Functions

A.1.2.92

*2,|\
F rf+g f.f+g+1.x1.,,
2 '2, 2 ,1-y,
f,s,0; l*-yl .1l-yl

f,g , o;

l*1,

lyl .

A. I . 2.93

r(f)l(g)-2:t;1,f, s :b;b';x y.
rf f-gl-Z:0;O\^ f+g+1. .4'41
2"

f,s,0; lxl,lyl .

A.1.2.94

A..r.2.88

*F

,(t+i,b,

b' ; c, c ' ;

xu[1-u] ,yu[1-u])

..f-1.,...g-1
u
tr-uj
A.1.2.89

f+o

xFr(jj,b,br;c,cr;
xu [ 1-u] , yu [ 1-u])

A.L .2.90

4.1.2.91

\.-

A.1.2.q5

e t.

f,g ,

+ft+fr*,(r,b,b :.,.,
f , o; lxj*lyl . a
,

;;,L4)

g :b;b';x y.
f(f)l(g).2:1;1,f,
f(f-g)' 1:1 ;l'f+g+1 . ^. ^, .4' 4'

-f-''''
f ,E > oi lxl*lyl . a

'

A.1.2.95

A.l

-(a,a',b,b' ; f;
JuxII-u],uy[1-u])

+fiHfft

3(a,

f ,0; l*l,lyl .

*l;f, ,Lo)

.2 .97

3:O;Ot^ f+g f+g+1.

-' z ' 2

'

tFr'5'L'''
^.- ^,.lIr
4'4)

4\

(l)r(e)"4:0;0,f ,g,a,b :-;-;

:tf;gf 2: I :I(f+g f+g+l .^.rL^t
'(
-2*'
2
x/ a'Y/4)

'

^,t ; e.);i,Ya)

f,g , o; series must be cgt.

;,.,-ff;(b');

f,g ,

,rf-i
A.1.2.98

y.

(a) : (b),
r(f) r(g)
"A:B+m;Br,
(d) ,
:rf*ot 'C:D*m;Dt((c):
f f+n- 1

tC
m ,',

o-l ^

a', b,b'

(f)r(e).
:(TiCf'

*f|[*',
)

.4'4t

,/xl*t,,/vi , 2

0;

u8-1(t-r)g-1
xH, (a,b;g;
*8 ; t -"1 ,1'u Ii -u]

2'2'a',b';x

f,s,0; l^l-llyl .2
.

at.

xi1[t-,,1 ,r,u[1-u])

u- ^(l-u)o
xF" (a,b,br ; c, ct

xF

rFI
/c
l-,.a
r \a,u

:a,b;

a,b;a',b';x y,
- ; - :4'4)
.

,f-1(t-.,J9-i

r(f)r(g)-3:1;l ,^'f ' s :b;b';

-rfT-gf z : I ; I tf+g
f+g1-I_. c;c' ;
;
2' 2 "'
' xuIl-u],yuIl-u])
x/4'Y/4)
f,B>Oi
lxl*lyl <a
(I-uJ- f-r
uf._
f-l

- (a ,a ' ,b ,b ' ; c ;

G*sf

xil[I-u],yu[1-u])
f ,B > o; l*l,lyl

xrIi-,r],yutr-ul)

r xuIl-u],yuIL-u])
f,g, o;
I

.,,lyl .4
r(f)r(g). ).?.)
I

-- . p-l
uf-i (r-u)"

xF, (a,b,b';c;

f-I
uf (_1-u)-

' xuII-u],yu[1-u]
f,g , 0

f+o
_ b f+o+l
_ b ^.e
xF'y'\ f
) '

-1FgT-'l :C;o\f+g f*g+1.

xF.(a,a',b,bt;g;

.F

du

:(f)r(c).7:2;2,

_r
n-r
u' -(1-u)u ^

,f-]1t-,r;8-1
A. I .2 .87

f-l
o-l
u- '(t-tr)'-

-rr-t/2-g/2

183

lo f(u)

F(u)

du

+{}++,(r,b,b,'L*,i,I>

+o

A.l.2l

ii-,-,1

f*g*m_
m

O;

series must be cgt.

8-l

I (f) I (g)

B; B' . (a) : (b) ;

_rA:
"'C:D;D'\(c):(d);

*". t, -u) n, v)
[! i ] :
f,8 ,0; series cgt.

rr , lr
rl.u
.

B+m+n; B' . (a) :

..,

*, r)

(b)

C: D+mr n; D' I (c; : 1d; ,

-ff-cl- "A:
f+m- I ._B g+n- 1. 16, r .
I
m,., m 'n,., n ,(u /'
f+g+m+n_I rdrl
f*g
'\e "
m+n""
m+n
mn
-m+n"
m"n"x/ [tn+nl" ,y)

Integrals of Euler Type

I84

i'r(r)

f (u)

'0

(t-u1s-r
B;

Br

D;

o'

[(aJ : (b) ;

fic)

lA.!

: (d)

*A'FB,

[[i:

;,.'

A.t .3.2
'

''o[r)

Fu

[r)

be

tu'

,.rtf-r]

r)r.

Lro( ')),

,rf-1il-,r1 s-1

B; B'[-(a) :
C: D; D' l_(c) :

(b)
(d)

(b') : m

fi]

xrF

A.1.J.J

r{a" -N;a-g-N+1;u

* F1(f*g'a,b,b';f+g
ux, uy]

ia'i,*u 'Y"J
I

,f-'

f,gro;

cgt

1,

-r;

8-

(a , -N; a-g+N- 1;u

,F ,

, Fr(c^,f+g-a,b;
t+g ,d;ux,yJ
A.1.3 Euler Integrals involving Multiple Hypergeometric Functions

,rf'1(1-r)g-t
x

A.1.3.5
,l
'0
I

t-,

( 1-u)

,Fo,

l-(,'
L(n'

A.1.3.r

f[u)

du

A.1.3.6

]:,.,"]
);

o(r)' u (r) lrr(')t,

x

f,g,

.il
,-]

o; all seri e.s must be convergent over the

range of in tegration.

rF

r(a,

-N ; a - g+].{- I ;v

x P, (f+g-a,f+g+|,,1;
* dr6t;ux,uy)

,rf-11t-r1 s-r
xrF, (a, -N; a-g-N+1;u)

g-1

[(r(')

xF

o'

u(1- ,)]

uf-l [--1-u]. :s-1

,rA:
'

185

,f-1 (t-rr)g-l

r(f'lr(g). A :B+m;B'*ml-(a)
I -fTfT[lc+nr; D ; D' Lf.l,
i

> o;

r ies nust

/l rr'l

f(u)

]:r,',rrr-rtt

Multiple Hypergeometric Functions

a..,

I
I

A.1.31

(g,N) (f+g-a,N)
(g-a,N) (f+g,N)

.F, (f+B-a+N,b, b' ; f*grN; x,y)

f ,9, O; lx!,ly . )
(g,N) (f+g-a,N;.

(s;ffiT.s;Fi,

,*1

'*2'.'*r.)

N' b

f+g-N,d;x,y)

f,s, o; lxl*lyl .1
[e,N) (f*g_erD
(S-a,N) (f+g,N)
,F4 (f*g-a*N, f+g; d,d' ;x,r')
f,s > o;l/xl.llyl . t
(g,N) (f+g-a,N)

[g*a,N) (f+g,N)
(

' tft) lb,f +g-a,cr, . ,

f18 ,dr, . ,dr:
", i

,^
t c' f+e-ar

r'l

"Fi^' (b, f+g-a+n,c2, .,cr;

frg+N,d
.
2, . ,dr; xr, . ,xr)

f,g, o; l*rl*..*lx.l .1

Integrals of Euler Type

I U(r

f (u)

Io

,f-1(i-,.,)g-1
x

f(u)

a-g-N+ I ;u)
rF r(.a,-N ;

(g-a

JXf*s,Nl'

b2, . ,br ,f *Elc2, . ,C-id;xr, . ,x.,

r'1.1

,*1'*2,.,*r)

A.r.3.8

I
I

(g,N) (f+g-a,N).(r),

rF, (a', -N; a - g-N+ 1 ; u)

"

rF

,(a,

-N; a-g-N+

..ru-111-,'.,1

ZFi

1;

u)

H:K';.;K'-'L(r1.)

(k');.;(t('));

',*{

,f-i11-u18-l
(r*e,u

' ' ;c(.)l-1r;,

H:Kr;- ; x(.)L(r.,) ,

ffiFi-'(r+e-a*N,

2, -,brl

c;uxl,12,. '*r)

;(k('));

r
u (1-uJ

f,s

cgt.

r(f+1)r(f)

i(2f+1)
-2 r" h
"^(r)

*1
h

r'"'4

I(f+1)r(f)

Ir)
r {2f+l)
*0.\-'(bt,.,b.;f
f r)
,c)''
(t1,.,br, 1*I/ -,, . "
x,uII-u],.,x-.uIi-u])
4
j--r;

A.1.3.14

r(a) (a+b*c,N)
Y (a+f+ N) (b.c,N)

I(b+N)

A.1.3.15

f) : (g') ,
YF-F:G'+2 ;c",.,c(t)[{
H: K!+2 ;K",.,Ktr)L( h);(ki),
- [r]a+b-c +N,a ; (g,,); .;tc.-l;
a+b-c , a+b+N; (k") ' . ; (k(') );

f ,E

r(f)r(g)^(r),. ,bz,.,br;c;
,,
jffi")''(f
xI'''xr)
f,g ,

,.,f

A.i.3.16

.vj')

1r

I
-,r; 8-

(*; r,d2,.,d
T;

uxl'x2"'x r)

*r , . ,*il
series must be cgt.

>

_1
a_r
u' -(1-u)" ,oj') {ur, . ,b.; r;

uxr '
' 'uxr)

u-(1-u)

4.I.3.17

A. 1 .3. 18

fr\
"Y)' ' (a;{+L,d), . ,d"i
xru [1-u] ,x2, . ,xr)

,f-l1l-,r1 8-i
^n5')

G*g;cI,.,cr;
uxr, . ,ux.)

't

f>0

f+g;dl, . ,dr;x1,.,x.)

f,s, o;l/Iri...*l/xrl .

(g(')

I
ux,,.
I
'u*rl

f_r
u | 1-u]
'a\') (f+I/2,b2,. ,br;
c ; x1u[1-"],xr, .,x.,^)

r' l.t

o;

f>0

oF:Gt;.,c(')[f O '

,oj')

r,at.

F' ''

(k')

r+8- a+N'

b-t

(g');.;(g('));

A.l.3.n

A. 1.3. 12

(g,N) (f +g-a,N),-(r)

(., -N;c-b-N+l;u)

"*r*r,

(1- u)- b-1

c],.,c-' f+g+N;xr,.,xr)

f,g ,

* p(r) (f+g-a,f+g+N;
c1r,.,d.;uxl,.,uxr)

A.i.3.10

{-;;.rj11..sjiFi''

a,

"^Fr(c'-N ;c-b:i'l+1;u)

oS') (f+g-a,cr , . ,cr;

. f+g;uxr, . ,ux.)
.,f-1(t-,r)g-1
A.1.3.9

(o I l

uf-1 (t-r)8-l
x

u*

187

f(ul

I]
'0

f (u)

du

f,g ,

f+g+N, c2,.,cr;d;

Multiple Hypergeome tric Functions

A.1.31

(e,N) t f+g_a,N)-(r) gf*g_r*N,

* p(r) (f+g a,br,.br,

A.l .3 .7

lA.l

TPr.rr *i')

1u;r*g ,d2,

',d

xl,.,x2)

f,g>O

++t#{f\ [') {u;*1,a,,,a

xr/4, xr, . ,x.)

f>o
r (f r (g)

(r)

)
... ^
-rf?;[f+z'tr;ci'''c
,,,

f,g ,

l
A.l.3l

Integrals of Euler TYPe

.I
jo
f(u)

(t-,r) f -r
"y)" (f* L/2;dr,. ,d,.i
,-,f

f(f+I)l(f),(.)
'2
l(2f+l)

rl

.*r'-*)

f,g ,

[1-u1xU*r,., Ii-ulx.)

h.7 .3.22

h.1

.3

.23

A. r .3 .24

*r[t) tr*e ,a2,. ,a-;

bl,. ,br;c; ux'xr,.,xr)
,f-t6t-rr;e-'
,n[') (u,u; f ,d2, . ,dr;
,.,f

A.1.3.26

\:

1r -r.,1

8- I

*r[') {,, f+g,br, ' ,b

c;uxl,x2,.,*r)

A.1.3.28

b1 , .

f,g

,b.;

o;

(',0

3.29

L.

,b2,. ,br;

u2,.

lr .r.

'r[r) {r*e,u1,.,br;

dr,.,d.;uxr,.,uxr)

A.t.3.32

A.1.3.53

o;l*11

. a,!*rl,.,lxrl.t

(,,r

,r,, ,o,,Yf

.,dri x r/ 4,xr, .,*r)

f,s, o;)xr/+l*.[xrl*.*lxrl .
r (e) .

g,b

,s

z,

(r) ,.

.,br; c;xrl-1, xr, .,xr)

o; l*r

|.

+fi*fi!-[')

a, l*r

l,.,l*rl't

r',0 ;*1,a,, ',a

xr/4,xr,.,*r)
f , 0; llxr/zl+l'ixrl*.*l/x-

+ft+*l')

(r,br, ',b,;d, ,' ,d,i

xr'''xr)
,
f,g 0; l*rl*.*lxrl .

,.,f-11r-r1 8-t

n[') r.r,.,ar,br,.,b
f;ux1 i.,uxr)
-- - s-l
uf-L (i-ul"

f,s,

d2,

,^,

-- - s-l
uf-1 (I-uJ"

'u

xr' ' 'xr)

+HS\l')

::-f)

'"2
xru[1-u] ,xr,.,x..)
ut-- -f-I

A.1.5.31

lxr/al*l*rl*.*lx-l .

0;

'xr)
g-

^n[t)t,,b;r+1,dr,',
dri*1rIf-u],xr, . ,*r)

f ,

[1-uJ

-e,o2,,d.i
xr,.,x.)

f,g, o;l*11,.,1*rl .

-r)

,rl') ,*,
f*g+I

;'1

+i++*'S') {u'r'b,'

r,,f

t (,

,t-

l/xrl*.*l/x.l .

"rf')

o-

xr '
'

xl , . , xr)

, o;lrrl,.,l*.1 .

+i++P'[')
f,g ,

c;

g,d2,.,dri*lrIi-"],

r(f) r(g).(r)' tr'a2''

.. ^ 'ar'
r Cn eI1 B

,r[')

{u, r*!,br,, ,br;

c;ux, [1-u],xr,.,xr)

LGUIg) r-*r) -ur['-r) (^,b2, .,b.i

I (f+g)

-11t-,r;8-1

"1 '*2' ' '*r)

A.1.3.25

,r.ft) ir, f+g,br,. ,b r'

d2,. ,dr;xr/ [l-*t] , . ,x./[1-xr1)
f,g,0;l*, 1*.*lxrl . 1
f,d2,.,dr;ux,,x,, '*tJ
. s-1
r(f)r(g),,(.),^ . *
uf-1--(r-uJ"
frl' (a t,
ffi',r''ta,t,b:,',b,
,
E,b Z, . , h.i
dl,',dr;x,,.'xr)
^Fidl,,,d.tr*f2,.,*.)
f,s, o;lxrl*.*lxrl . 1
,..,f

u-- -(I-u)o

r/ 4)

,p(t-l; (a,b2,. ,b.rd2, . ,dri

axr/ la-*rl, .,4x, / [4-x1 l)

t,dZ,.,dr;xru[1-u],
*2' . '*")

(Bi,p*1, . ,drix1*1, . ,x.)

(.1-x

f(2f+1)

'r[') ir, t*l,ar,.,t r;

,,,

iJXl'..,uxk,

A.1.3.21

.3 .27

I (f) r (e) (r) ,..

tffirl
*)'' (f idl, , . ,do;xr, . ,*r)

*v!t) {r*s;dr,.,dr;

1] I
o-l
u' '(I-u)" -

A.l

f>o

i(f+1)r(f)

u^(1-u)

xr/4,. ,xr/4)

*ri1r-u1,. ,Xru[1-"])
u'-'11-u1

/l tr,1 o,

du

r..
A
\"el'''v

t89

Multiple Hypergeometric Functions

*r[t) {r*e,b;dr,.,dr;
ux.,.,uxr) f,g , O

f+g;xl,.,*r)
f

,s,

<1

'd
+A#*[") (''o;d,''
xr
''

i/xrl*.*l/xrl.1

'xr)

Integrals of Euler Type

190

[A.l
.1

J f(u)

f (u)

,rt-'
A.1.3.34

t -rr) 8-

l(f) r(g) ,.,

t^ _,.

/--\j

"F,\' (f*g,b,, ',br;f

uxr r. ,uxr)
f

o- -l

A.1.3.35

I l(f+g)'D

A.1.3.41

.,b .i"i
r)

f,g ,

uxr, , ,uxa)

uf.,t 1-uJ.f-r
A.1.3.36

,f-11r-,.,18-l

.,,

ir(r)r(e)r(r)rr.h
\!'ul'

(r*e,b1,.,b

"r[')

/l rr'; a'

f,B, Qil*il,.,lxrl .

u' - -(1-u)o

A.1 .3 .42

riij- ,i''(r'br'''b

.,x.u[1-u])

111+l) f(f).[r)
,..
r'I
-iTZTI-I-B

,f-1(t-r)g-1

+fl#\lk)

f;xr/4,.,\r/

A.1.3.37

d.i*1r[1-"],
x u[]-ul)
+

u- (1-u)

o;

A.1.3.38

*F|,, (b, f
xru [ 1-u I

uf-1 --

it

- s-1

,dr;xruIl-u]

f,

0; | /x, l*

.*l/xrl ,

1r,g;d,,.,a
+3#\[')
xr/4,.,xr/4\

f,s, o;l/xrl*.*l/x.l

..r*.r[l-u])

A. I . 3.40

,rf-1(r-,r)g-1
A.1.3.43

uf.-tr-ul- f-l
*r5') (r.i,ur,.,br,r;

r(f)rIf+1),, *1.-b
)

rEmft'-

4
x

xru[1-u],.,xru[l-u])
I

(r_f)

f , o;l*1l,.,lxrl .

-Fl', (f*g,b;dr, . ,dr;

uxl'..:uxk,
J1*u1x1*1, . , Ii-u]xr)

r(f)r(g) (k)"(r).,
'(b,f ,g;tt,,.,d.;

ffii'

(ijta

Xrr.rXr)

f,g > O; both series must be

cgt. over the range of i-ntegration.
r

4)

II-uJ"
f+g+1.
'c rf+g
".(r)
2 '
'2'
d1,

r
ul'''ur;

"d
r.i +fi*#rll"
xr/ 4, .'o'r;d,
,xr/

r. rurr
x.u [1-u]

lxrl*.*1*.1 .
l,"k+1rl* *lt "rl

o;lxrl..rlx.l.+

(r,b,, . ,bo;d

d1,.,dr;uxr,.,uxL, -.
.., (r-k)
A

.
L

,r,;]l!,

xr/4,.,xri4)

f,g, o;l*rl,.,l*rl

u-(t-u)

g;xru[1-u] ,.,
xru[1-u])

f,s ,

f , o;lxrl*.*1,,.1

++-'l,-,\[') (r,br,

[1-rr]x**r, ., [1-u] x.)

xr/ 4, . ,xr/ 4)

dr,.,dr;xr.rIt-ul

.sj') 1f,01, ,b,i

,r[') {r*s,br, . ,br;

<1

r(f,1)r(f).(r).-.
-n

*
L
-r(t)r.-1
'-r. t- 2'"1'''vT'

l9l

Multiple Hypergeometric Func tions

du

^1/

l(f+g)

A.1.3I

(f) r (e)
(f+g;

[]]'S" (r,g,br,.,b,;
cixlr.rxr)

4.1 .3 .44

f,g>o; both series must be

cgt. over the range of integr-

ation.

Defrnite Integrals

t92

IA.2

A.2.tl

Single Hypergeometric Functions

A.2 DEFIT\'ITE INTEGRALS

/f rr"l

f (u)
_1

'oFr

,'

f 2, f-r^Of1(-i7lxu

t.z /f

c'a

A.2.7.6

tFt

A.2.1.8

(a;f;ux)

f2_
xu

t'r (a !7;

xz

A.2. 1. ls

>0

A.2.1

:*;xu
m

/t f

4.2. 1. 18

A.;t.l.lt

,t-trr, riil.*"zt

z'

"-'r0,.
\:r

/f

ruj i- -o'x=,2)
A S B+1
terminates.

f,B > O; lrl

on

unless AFB

--. t;

termrnates.

ff,j i,,.)

,
"r .;,[r.l [iir

f :(a):-;.x2,_z)
_f
tr:B;o(f+I:(b),-,
L /t,..1:A;O,
fr0;A.BunlessOF,

terminates.

' 'an'i-r'
,t .oTr:llir,.ia,'
r ''a -

ibr,.,bm, -f,

urr*1'''uO

b-*1'.'bq)

/f ,F ,(a,f;b;xz)
f> 0 lzl 5 1; I*l
z'

,onu

,F

f
2r(a,b;i + I;xz")

f , o; lrl : t; lxl .

t
I

f
z'/f
,rr(a,b;f+I;xz)

f > o; lrl : t; l*l .

?,I.ri.,^,

S BorifoF,

f>o

,t-'rrr(u':*r;-r.,)

'ahs(i5j.uxJ

l*l.lifA=B+1.

f :(a)'t-"'
z-f,r/t Fr7:A;1,
r,e;o(r-r,

,f-1 "-u
A.2.I.17

o*ro u*, , [i]

terminates

re.'striction
xifA<Borif

t@;f /z*r;xz2)

/r

l*l
onxifA

terninates.

f-l
n'l
u' '(1 -u) " '
- .(a):

AFB

.r

r ? o; Irl : t
. t if A=B+1. No restrict

B+1 unless

Nb

-m- J
exptxz

A"2.1.I0

i';b:"*)

. 16

/f ,rr(f;b;ux)
f>o
t

-t

A :
AFB

2-t
rFr(i* 1;b;rr )i z-/f f LG/2;b;xr21
f>o

+I

,t / r,r rr7,,l,.f',tr;"r' I

,f

f>0

f-I _ -F. l-f

ll-m

,t''ro, i";l;*,r2)
,,r-,o.r{lf,];.J,

A.2.L9

A.2.1 .14

,f/f ,rr(a;f+l;121
f>0

,Fr(f+1;b;ux)
,

,r

f , o; lrl -. t; lxl .

zf /f. _ explxz2.)
f>o

f-l _ .f
tFrtT*
_l

,t-'ro, {";b:,r*)

a,

,f /i ,r r(-;f/2+r;xz2)
f>o

'-'rtr(f+1;f;ux)

A.2.1.5

/r ,Fzrl:?;ii.,l
flro;lrl:t;l*1.1

4.2.t.t3

,f/f orr(-;ft1;zx)
f>o

(-;f;ux)
J

A.2.r.2

/i rt"1 a,

f (u)

A.2.1 Definite Integrals involving Single Hypergecm3tric Functions

193

(r,l

Definite Integals

lA.2

Double Hypergeome tric Functions

A.2.21

/i rr"; a,

4,2.2 Definite lntegrals involving Double Hypergeometric Functions

_'r

L.2.2.1

,t-t*r(f

,r/r

* 1,b;c;
xum,yJ

u- -Y2(i*1;.,"';
+-_l

4.2 .2 .3

xumm.
,yu

fl

4.2.2.5

A.2.2.6

(r,* * l,b;.

xum.,YJ

fIrS-,;r,b,
mm.
c;xu ,yu

A.2.2.8

A.2.2.9

,'-

'

A.2.2.tO

F1(a,b,b';:;
xumm,yu J

,t-t t, (a,l + 1 ,b;

fm
-,c;xu ,yJ
.-l

rr(a,fr+ 1,bi

-m
c,c';xu

,y_)

r(f;.,.,

A.2.2.14

/f ^tr;i*
f>o

f_t
f
(:+
u- - F-l-m
1.b.b':
fmm-.yu
-:xu
m-

+_

A.2.2.),3

ff

,'

a,

r(b,b' ;f * 1 ;*r',yrm)
;xrm,1,zm;

(* * 1,b,b'
-mm-,yu
c,c';xu
Fz

1,c;xzm,y)

,f /f ,r(r,*,u; c;xzm,y)

f >o

-r*r) -o'

l*=*l,lyr*l .

ff

z'/f

l*r*l,lyr'l
r(a,b,b' ;i*l;*r',yr,)

f, o;

lyl*lxzml

f r{},u,u, ; c,c, ;*rt",yr^1

f>o
l*r*l*lyr*l . i
.'

=f

f>o
ue-l

u x,u

yJ

-u

l*r'l,lyr*l

:(a)

> o;
lyl*lxzml
++mz' / f F
;xz"',y)
r(r,r,b;c,c'

f'o;

lyl*lxzml

:-: f ;(b);(b')

=f-(s),-:
t -....r^r.
7r
rLl.-.r-r..,1 i (d); (d');

f , O; series must be cgt.

A.2.2.18
ux, y)

f-1
ue
4..2.2.t9

B; B'

-u
(a) : (b)

(b');

z^-(3), f ::(a):-:- ; (b) ; (b') ;

F- tf*t: : (c) : -: - ; (d) ; (d') ;

^.A:
' C: D; D' r'(cJ : (d) ; (d');
-LLrlLr-L)

;.

,rf-l(t-r)g-l

-'rr, ('io
U -xzm;
-1;-r_l
L-xz

]'/1xzm; l*1,/1yzn;

L.2.2.t7

.
.

,t / r

>

u'-' tr(|. t,u;c,c'; : ='/f o(|-,u;.,c';xzm,y:m)

m m.

ux,y)

f >o

Fz(a,b,b';t *f,c;xzm,y)

/f Fr{^,^',b,b',f .r,*r*,y{1
f> o
i*r'l,lyr*l.i
,f-i Fr(a,u;I,.; | -f tf rrtr,o,f,. r,c;xzm,y)
*r',y)
i/1x:)l*1,/yl .r
if ,o
uf-1 Fu{r,ar;b,bt;
fmm-;xu ,yu

,
.)

/f

A.2.2.L6

lr'*l,lyl .

f >o
,f 1 f 1r - r^*1-o

.f

f>o

f
u^
tm
xY2(a;;,c;xu,YJ

.'-'

,f / f

..1

4.2.2.4

A.2.2.t2

,r / f

,lr(u,u';i;*r*,vr*)

u- ^ F2(a,b,br;
fm
-rc;xu ryJ
-1

or($,u;c;xzm,y1

f>o

f -t

A.2.2.2

A.2 .2 . 11

/f rr"l a"

f (u]

195

-\

ux, uy)

f>o

series must be cgt.

Definite Integrals

196

lA.2

,t-'1t-r184.2.2.20

...A'

^'c

'

B; B' ,
D; D' t

(a) : (b) ; rt-.');

(c) : (d) ; (d');

f : :(a) :-:-;(b)
?-(3),
\f+l::(c):-:-;(d);(d');;(b')
f '
I'

uf-

A.2.3.6

-o'
"'.*zryzrz)
t

ux, uy)

f,g,

/f

/f rr"1 a"

f (u)

lr l -. t; series

..
..,A(r) (r,** 1,br,.,b;
dl'

'

,dr;umx,

,xr,. ,x)

must be cgt.

,ri') r,,* * , ,0r,. ,u;

A.2.3 Defi nite Integrals involving Multiple Hypergeometric Functions

A.2.3.7

/o'r{r)
4.2.3.1

,.

jl, ,f *

,b2, .

,br;

um,
xI'x2'.'*.J

*oj') (b1' . 'o.rft

x-...u
umm
xrI'

'*j') ,* + l;cr, . ,cri

umm
x1'.'u

ufA.,t.tl,5

xrJ

*r[") {r,ur, . ,or,*,

rlr,.,dr;umxl2,.,xr)

#1"

A.2.3.8

?*t', (br, . ,b,;! * 1;

mm .
' z"'.xt,
,2"'x_)
f>o

A..2.3.9

*1,*2,. ,xr)

f>o

A.2.3.10

{f; ., , . ,.,;
mm
, *lr.,Z
Xr)

lrl

,Fi''(;+i,h,,.,b.;
mm
c,,.,c
-;u x,,.,u"'rj
r' - T'
t'
r

-(rl 't;-f * l
't-;
'a2, ' ,ar,
ol,.,br;c;u m xl,x?,
....x
-r- )

itl"

.r[t) {"r,.,a.,br, -,b.i

fmm,i' *I, . ,u 'aJ
,-,f

"rl"

f>o
t
L--

(a,br,.,br;!*
dr, .,dr;

au

,",*,br, -,b ;dr ,' ,d,',

z"'xl,x2'.'*.)

f, o;lr'*rl*l*r1..*lxrl '
.rlt-')

(u,b2, . ,br;dr, . ,d

xr/ il-znxrl

t./

,.,

lz**rl *l*rl*.nlx-1

m
,IIl..
Z X-,...r/'^-,)
*
f ' O; l,' rt"x ,t

'

'

1t-znx17

r'*r,*r, .,*r)

f > o;lr'*rl*lxrl*.*lxrl .

c* + 1,br. . .b

m
:"'x.

l .

.1

m.
, *\,*2'.,xr.J

f , oilz'xrl,1""I,.,l*
+1"

(a, ,.

,a,,':,,.

,u,;{'

r;

,^*r, ., z'*.)

f, o;lr**,1,.,Iz*xrl .

c;umm
xl , . ,u x.J

1,

rl*

,f -1r1 ,f ^
T-s tm,'-2'.'"r

.m-.

*5"

rt,1

xy

x2r.. rxr)

.vj') t.;f,. z,.,cr;

n'*1'*2'''*rJ

A.2 .3 .4

L.2.3.3

\I,
f>o

f>o

N.2 .3.2

f*:

t,m
i,d2,',dr;u
x2'''xt)

a,

z' -(r)'(r,bz'.,br;c;z
,f

t9'l

Multiple Hypergeometric Functions

A.2.3\

*5"(*,0',
mI

,b-;c;

, *l,.,.

tr

rlTlrln
> O;lz"'.r,

rrJ

,.,1r"'x.l

lA.2

Definite Integrds

198

If tt"l

f(v)

ri f{u} du

f(u)

o-

f I
u

,. r,!', {",* * 1,t 2, . ,b;i

A.2.3.12
m--\
C;U Xl r)(2t . r^r)
u

(",*,b2,.,b,;c;

*,5"

,r**r,*r,.,*r)
, o;lrmxrl,l*r1,.,1*rl . t

*r[') t",u;f ,c2,. ,cr;

(a,u

+1"

iro

;f * !,cz; ' ,cr;

z"'xL,x2'.

, m.
*1,*2,.,xrJ

L.2.3.t3

A.2.4.3

' c-1

L.2 .4.5

"r[t) {r,ur, ,0.,},

umm
41' . 'u xrj
f>o

l*;"(a,br,.,br;|*

r;

zmm,
xl, - ,z xr)

N.2 .4 .7

lr**, l,.,lr**rl .

uf-

xOFr(-;f;av)

A.2.4.1

'oFt(-;g;b[t-v])
g- I
vf- I (t_vj

A,2.4,2

"

11 1

f*B

;c

; [x-Y] v+Yt)

f,8>O

o -1
o

r(f)I(s)
TfT;sl-

:f

*f+g-1

xrF, (f ;d;xt) rF, (s ;d I ;Yt)

vl t

xlFt(f+g;c+d; [a+b]t)
f ,g > O
.

'2 ( f + g; d,d ;xv

(t -v) J
vz ( f + g; f,g XV,
_1

i(f)r(g)

_L

ylt vl

-f+g-1 ^(x+Y)t

r I r+9.1

f ,g

.nrr(

\t ) ,7,

[;] : ""2)

(e)

[]l;u [.-,]2)

2l

f,g , 0; series cgt.

,t-I 1t-r)d-1

_l

r(c)I(d) *c+d-I
f Ic+d.]

.rr.r[[]:,,r

/f rt'l
B- I
1. _v1

[t -vl )

r(;d)-'

(e;d;b

(t -v)

I (c) I (d) -c+d-

FFc(

A.2.4 Definite lntegrals of Convolution Type

f,g

,t-1 1"-r)d-1

f
.

A.2.3.ls

A.2 .4 .6

r (f+g)

11_v)d-

ty

XrJ

,rf-1

,Fn

a"

r(f)r(g) t f+g-1.(a+b)t

,Fr(f;c;av)
f

xr[r)t.,f+1;cr,.,c.i
, mln
*1, . ,u
f>o

'*r)

l*llxrl*.*l/x | < t

l,/(zmxl)

A.2.4.4

,rf-1

A.2.3.L4

(t -v) g;f,;av)
"tF1(
*rFl( f;g:b[t -vl

f-1

199

Convolution Intcgrals

A.2.41

A.2.4.8

a'

f,.g > o

r(f) r(e) *f+g-1

-Tr*EJ-'
f,8>0

-f+g-1

r(f

'g;

series cgt.
r-(T;E

A.2.4.9

xo

at,bt)

r(f) r(g)

"oF1(-;f*g; [a+b]t)

r(f)I(c)
-rIT-sI-

.rtr([]l 1u1t-u11

-O:F+I;H+1. - :c,(f);d,(h);
(g); (j)

"l,G;J\c+d:

-e

- *c+d-1

- A :B+t;Br+1, (a) :(b),f;

"tc*l, D ; D' \(c),f+g: (d) ;
(b'),9;-.\ulfliiixt'rt)

'

xt Yt)
'

series cgt.

F-epeated Inlcgrals

200

/f
lIt

-d-I

!rl
(cJ;",r
:

Ii]

;o

rr"1 a,

,t-'rr(b,b,;

- : :-:d:-;(f),c;(j);
.
\^.
.c+o::_:_:_;
r. .
""(5),
(g) ;(k);

'..,,,

fl]:,.,bt,qt)
(pJ ;

r
[f ] :o r.-,r

,d , O; series cgt.

- - e-i.
vd-I [t-v.)

A.3.1.4
A.3.1.-s

2.4.

xz oyz)

t-a-T*,

(b, b'

z +r- 1

,-

ft-v]

A.3. 1 .7

,-

(f+r,b,b';c;
. xz ryz)

f+r-

,e

=-

>

A.3.1.10

A.3.1.11

r
{? .ft . . l'r7) (dz)
f+r- I'
z-'

ITJI-

A+IFB*r

r
(.(a),
iuj ,r-r,*')

ffi'-=
I

fu.r*,

(a,b,br; f+r;

,-

"

xz,y)

lxzl.lyl .

,c;

f_t
,- -Fr(a,f+1,6.
- c, c' ;xz ,y)

12

,'-'rr(f+r,b,b,;
- c , ct ;xz ,yz)

+r-1

r(a,b,b, ; f+r, c;xz,y)

lxzl*lyl . i
f+rI
Z^
G,rI+z (a' f ' b ;c'c' ;xz,Y)

'fr;;f* r(r,b,

A.3. I.13

_t

z'-F.(a,at,b,br;
" f ;xz ,yz)

f+r-

?CO*a

;xz,Y)

b' ; c, c ' ;xz ,vz)

jxzl*fyzl
f

(';o; ,{..)

lxzl*lyl .

A.3.1.

xz,yz'1

-arF,

(a,a',b,b' ; f+r; xz,yz)

l*rl,Ir'zl .

f+r-I

k,-;f*r(r,b;c

f+r- I

ffiCr-x:)

xz,y)

F-t'Fr(l,b,h,;f

A.3.1 Repeated Integrals involving Single and Double Hypergeometric Functions

series cgt.

,Y)

ot

l*rl,lyzl .

A.3 REPEATED INTEGRAIS

,r-Iorr{ti] i.,,

z)

(r,b,b,;c;xz,yz)

f_1 -Fr(a,f+1,5.9,..

(i),e; (i'); at,bt,c)

(p) ; (p') ;
serie: cgt.

xz ryz)

r (d) I (e)
1
-f G-e) -d+e-:(1r):- (f),d;
,F(3)r-::
'
\_::d+e: (k)._ ;; (c);

.r.FG([;]:"")
;

l*,1,1].zl < l
,' 'Ft (a,b,b';f

bIt-v],c)

H,

*rH:J;J'.(h) : (j) ; (j')

"'
K: P; P' : (k) : (p) (p')

r ; xz,

'f-a--;f*, (a,f ,b;c;xz

xz,y)

i*,i,lvl

vd-I tt- -vJ- e-

!1

;f+

ailD+z(f ;c,ct;xz,Yz)

fI

4.2 .4 . t2

+r- I

-lFr{r,f+r,b;c;

_1-FI

It-r'l

(dz)r

r(alf ,c;xz ,y)

4.3.1.6

_rH:J;J' r(h) : (j) ; U') ;

"'K:P;P"
(k) : (p); (p')
b

f ;xz,yz)

f _'l
,- -Y/ f+r;c,cr;

'o'.r [f] ;""r

A-

li .trl . .l'r(r)

t (z)

rIc]r(d).c+d-1
-T-6ar

-vJ
;

4.2.4.10

Single and Double Hypcrgeometric Functions

lA.3

r (z)

A.3.i.14

A.3. i. i5

11

,f-Ir.If*r,a,b,b'
" c;xz ,)')

l.

,'-',

f+r-I

fo;rf

f(

1611'

t,a,b,b' ;c"xz
af

'Y)

L.3.2.3

o(a,

b;

f , c',xz,v)

f+r- I

?t;il*o

* 1f*r,b;.,.
xz ,yz)

f-1
(a) : (b) (b')

;
*,A: B; B' r
"'
C: D; D' ' (c) : (d) ; (d')

xz,y)

t+r- I

k.3.2.4

t -1
,vls) (u;f,c?,.,cs;

c'

,vjt) (r*r;
Y

ct

z)

;xz'Y
tr-,r:*o ' ;
l/1xz)l*l/1yz;l . r
zt+T-l -A:B+I;B'.(a): (b), f
If,-Tc : D+I ; D' \ 1c) : (d), f+r
!!
(d ll
;' , rr
') '*,

B; B'

A.3.1.18

"_ .A:
' C: D; D'

(a) : (b) ; (b')

'(c) : (d) ; (d')
,.

\
: D;D'

(r-j-c*t

: (bl
f+g : (d)

(c),

A.3.2.s

z,x-,.,x

iala

4.3.2.7

f-1

f s'l
xF'-'fo
415
c^
L tw2t.

both series cgt.

A.3.2.t

A.3.2.2

f-r
*o5u) (bi,.,br;f;
xrz, . ,xrz)

tT;f*)-'

IT,.)-(

1-x.z

*a(s-i ) (",b2, . ,br! c2,. ,cs;

xr/ ll-xrzl,.,xr/ [1-x, z])

A.3.2.8

tLrt

'PIt) (r*r,u1,.,br;
,XSz)

*r[t) {r*r,, 2,. ,ar,

Lu1

(r ,bz' '
'b=;c;

L .^.
r ' r u= r L r

*r''*2' ' ' *r)

*lr,*2,.,*=)
z

4.3.2.9

(a,br,' ,b.; r+n,

c
2, ' ,c ri*1',*2, ' ,*=)

,f -l

*ol-'(f+r,b^,.,b^;c;
l'z>
xlz'x2' . '*r)

ft;,+ttl

xIz 'x2' .
'xs)
f-1

A.3.2 Repeated Integrals involving Multiple Hypergeometric Functions

,.".,,

' 'c ,i
,x s)

zr+r- I ,,\s) rc.^

IErl-z'iricI'''tri
*Lrr. rxsz)

f+r-

CI,',tri*1','

.f+r-1

lsl' (a
;1+r 'c2'
x
lz ,x2,

lx.zl*lx^l*.*ly.
I <I
s,
' r ' t"

.Z

If,rl+z

?\

IIS

[! j :,.,,,.r

Ii.t,t..!'r1.1 9,1'

zt+r-l

f+r-

x,

xz,yz)

c1 , . , c, i

203

.ol . .l' r14 6,1'

. , x_.)

"r'lt) (u, yat:,b2, .,b. i

f ,e2' .
'c s;

,f+r-l-A+I:B;B',(a),

,*2,

_l

both series cgt.

fr1
z

l?

f -t

(a'b ; f+r' c ; xz'Y)

(f

z)

. *1,

l/1'xz)l*l/yl < I

16

A.3.1.17

.trl . . {'. r1r1

Multiple Hypergeometric Functions

A.3.21

l*rl,lvl '1

f-1Fr
Z
A. 3.

IAJ

Repeated Integrals

202

f-1

"Pi-' (ar,.,as,b1, .,bri

f;xrz,:,xsz)

lxrzltl*rl*.*l*rl .

zf+r-1 _{s)-^
?T,')-+A '(r,or, ' 'b=
CI,',CS;xrZ,',XaZ)

. I

lx-zl*-*lx.l
'r's'
.f+r-1

fo;il*;"
bI, .,b,

(r

'a

r' ' 'a,'

;c;xlz,xr,.,xr)

l*trl.i*2l,.,lxrl .

f+r-l

(ar
"
fo;;il;"
f+r; x, z, .

l*rrl,.,lxrzl .

a=

'b, ' ' 'b=

, xrz)

Repeated Integrals

Jr r4

A.4.ll
{1

.t,l

.l'

Single and Double Hypergeometric Functions

(dz)

20s

A.4 POCHHAMMER INTEGRATS

The contour

of integration of the integrals of this section will

be denoted by 'Ct and this consists of the Pochhammerdouble-toop

slung about the origin and the point 1.

z
-(r,D;c1,
-(s).^
.1,--a

' 'c
x, z, . xrz)
l/1xrz)l+.+l/(xrz) | . I
-.

f+r-I -

A.4.1 Pochhammer Integrals involving Single and Double Hypergeometric Functions

-

'rr;;lt;" (a'b;r+r'c2'
x

A.3.2.11

-z'x2'

' 'c

' ' *t)

l/grz)l*l/xrl*.*l /x.l .

I(1-a)r(I-b)r(a+b) I fru'r
,C2ni)2

A.4.

*r,br, ' ,b
c;xIz'x,, . ,xr)

^F,\-'' (a ,f

(q)

*t2,.,r.:)

4.4.1.2

i', ,r-t
i,
z- A.3.z.rs i ^F;-'(f+r,b,..,u=;f;l
|

1.

L
-f+r'-l
t_x rr-bs
:_'(J_x.zJ-0,..,:
(f'r) ', ^t-'

l*rrl,.,lxrzl '

4.4.1.J

f-1
A.:i.2.15

i\.3.2.16

[]rS" (r+r.-b,..,b
c,ct;xiz,.,rsz)

'f-l (a,*
[]rl',f;r.rz,a, .b, , . ,b
,*sr)

i
,

iI

f+r_1.^.

f(t'r,
ir;t+o''
.

[i]'["

h 'l+r'
r+r;
' ' 'b= ;

x,z,.,xrz)

[]'1"(r,b1,

both series cgt.

(r,r)

(k]"(sl

(t)tc

(o ct c.
ta'd

L,l'.,,S,L^I,.tL
L

both series cgt.

'r'

-x

[1-"]y)

S.

r(a ,b; d; x, y)

(t'3"0;uv* [t-u]y)

p rc, d ix_ y r
2'1\1-a-b;u i-ul

4.4-1.5

.rrr[!]:".r

c+ r

A.4.1.6

.or([i] lu[1-u]x)

b
p
,(c), a,
Q+)'l+2 \, .. a+b a+b+I
-t
la),.t,

4.4 -t.7

- ,(c);ux.
c'ot(d) ; t-ui

,'
,(.), a i_-.r
C+l'D+1'(d) , I-b; ^'

(a,a' ,br,.,b=i
fotl- [)]rl"
f+r;xlz,.,xsz)
I+ r- I

,n,

(a+b; d;ux+

,bs;

c,ct;zx,,.,zxr)
both series cgt. '
f+r- I

(a,a"r+r;

h
{u 'u,

,F,

A.4.t.4

iI zf_l
,i .n\-r
-i,r (.. b,, _,b-; f ;
A.3.1.14 i"'n t''"I'-"s'-'
xrz' ' ;x z)

x +11;-j
v1F1(.i r-a-o;;

(1-a;e;x/u)

4.4.1.8

,F,
xrF, (1-b ie, iy/ [1-"]

A.4.1.9

,Fr(c;a;ux)
(c' ;b; [1-u]y)
,F,

FD+

[!] ; .io ;,.t

du

[^.4

Pochhammer Integrals

206

r(l-a.)-r(1-b)r(a+b) | r(u)
'C

*f(u)
zF

A.4.1.10

.t

('

(2tri)2

I -a i
xlu)

F, ( I - a -b , c , c ' i , e t ; x , Y)

- ,c',1-b; Y.
,2tIt
e,

A.4.lI

r(1-a)r(1-b)r(a+b)

1-r.r1r-'1,r-r11-b

au

xf(u)

A.4.r.26
4.4.1.27

;1--ul

Single and Double Hypergeometric Functions

F.,

(2ni)2

(c, 1-b, d; e;

F,

^ ux/ [I-ul,y)

(c,I-a,l.-b; l-a-b;
' x/u,y/ [1-u] )
F, (c,1-a,1-b;d;
' x/u,y/ t1-ul)
F,

207

/tr{")

a"

(c,a,d;e; -x,y)

(I-x-v)

"

A.4.1.11

Fa(c,c t,d,dt ;a+b;x,Y)

{';d:'*)

,n,

A.4.1.28

'rFr(c';d'i Ir-r]x)

F,
Lt1)O

A.4.t.t2

ar(a,d;e;x,yl

o, (a+b, d; e; ux, y)

O.(1-a,l-b;l-a-b:
'x/u,y/[l-u])

A.4.1.13

4.4.r.30

xfy

(f,c,c'

A.4.1.31

uII-u]x,u[1-u]y)
F, (a+b,c,cr;d;

Fr(c,a+b,d;e,e';

Fr(c,1-b,d;a,e;
- ux/ [t-u] ,y)
F,

A.4.

1.ls

'

A.4.1.35

[l-ulY)

l\"4.1.20

x+y

Yr(a+b;a,b;ux,
i

Yr(c;a,b;ux, [1-"]Y)

,F,

(c;a+b;x*y)

(u;f ;x) rF, (b; f ' ;y)

A.4.1.22

Yr(a+b;f,f';ux,
'
[l-u]v)
_ux
yl
Y2 (c a,e;

vr(c; I-b,e;-x,y)

A.4.1.23

Yr(a+b;e,e';ux,u1'J

Yr(a;e,e';x,)')

A.4.1.21

A 4.1.,14
A,1l.'!

I _u,

rb*l;d,d'

uIl-rr]x,u[1-u]Y)

rF1

d
,(a: ,d' ;x/

A.4 .7 .37

A.4.1.38

,y / 4)

Fr(c,1-a-b,d;e;x,Y)

4.4.1.40

I -a-b ; d; x+y)

(b , c,

.' ;!YL;*/

4 ,y

/ 4)

(i-x) -crr, @,d;e;y/ [1-x])

(c

(l+x) -crF, (c,d;e; y/ lt+x))

,1-b,d;e,e' ;

Fr(c,a,d;e,er;-x,y)

ux/li-ul,yJ

Yr(c;a+b,e;x,Y)

Yr(c;a,e;ux,y)

A.4.1.18

Fr(c,a,d;e,e';x,y)

ux, yJ

A.4.t.s2
A.4.1.53

(.

FU(a,c,b,c';d;x,y)

,*, [1-uly)

e'

'

;a;

2F1

Fr(c,d,dr;a,e;
' ux/ [1-u],y)

F, (c, d, d' ; 1 -b, e; -x, y)

rrlc', a+b 'e;a,r;

F,

u[1-u]x,y)
1^
l2lc,a+T,e;a,t;

(c,b,"
Y

tYll,f

(1--:4)-.'2Ft

u[1-u]x,y)

;x/ 4,y)
4v

(c,e;f ;o_*)

F,(c,1-a,1-b;d,d';
' x/u ,y/ [1-u] )

FO(c,1-a-b;d,dr;x,y)

Fr(a+b,d,dr;a,b;
ux, [1-u]yJ

.A
(I-x) '(1-y) -AI"

a+b , d , d ' ; f , f '

"' ux,

fl-uly)

,b;
- ,d,a;
- ('.c'rl"lr)
(..i*,*). :Ir

zFr

A.4.1l

Pochhammer Integrals

1-r;

r-t1,.,-r11-b

1-"1

-a1u-r;

i-

Fr(c,d,dr;a,b;
' ,*, [1-u]y)

F,(c,d,dt;a+b;x,Y)

F=(c,ct,a+b,d;e;
ux, yj

Fu(c,c',d,die;x,y)

A.4.1.56

209

l-(l-a)r(1-b)r(a+b)

xf(u)

xf (u)

L.4 - t .42

Single and Double Hypergeometric Functions

F,(c,d;a,b;
'r ' '
;;;ii -"lvi

zFr

r'

2t,

i)2

a,
/^r(u)
(l

'd :a+b: x+Y)

A.4.1,57
F

A.4.1.43
A.4.L.44
A.4

.1

.45

A.4 . t .46

3(+,c,qP,d;r;
uxII-u],y)

Fs (d,d-

t, e, t ;a;ux,uY)l

Fr(c,ct,l-a,1-b;
1-a-b; x/u,y/ [t-u]

Fa(c,ct,d,d';
1-a-b ; x,/u, Y/ [t -u]

F.(a,c ,b,d;f;x/4,Y)

F3(d,d',e,' ;a+b;x,Y)
A.4.1.58

(1-x) "(1-y)

4..J.1.5C

Fr(c,c' ,1-a, I-b;

d ;x/u,y/ [1-u])
F"(c,c',1-b,d;e;
' ux/ [1-u],y)

F,(t-a-b,c,c';d;x,Y)

A.4.1.49

Fa(c,c',d,d';a;
ux/ [r-u] ,uyl [1-u] )

F-(c,c',d,d'
5

A.4.1.50

Fo(c,d;a,e;ux,y)

Fr(c,d;a+b,e;x,Y)

L.4 . | .47

A.4.1.48

,-- ^-uX

r,L(jru';lrct:--rY)
a-u
4

A.4.1.52
A.4.1.53

A.4.

1 . 54

A.4 . 1 .55

\:

..\

Fr(a+b,c;d,d';
ux,uy.l

_ -a+b a+b+I
rol

, '-;;r'E;

ux[1-u] ,uy[1-u])

Fa(c,c'"a,dle;-x,Y)
;

A.4.1.60

[e'J;
6f ' j'x'lt

-b;-x,-Y)

-C:
tD,

A.4. I .61

E; E' ,

(c) : (e) ;

F; F' t 1a; : 1r1

l7',1,*,",r, Ir-u])

Fo(c,d:1-b,e;-x,y)

Fo(a,c;d,d';x,y)

4.4 .1 .62

(e);
.C:E;E'.(c):
' D: F; f ' \ (d) : (f) ;
ux, [1-u]y)

Fo(a,b;f ,e;x/4,y/4)

F4(1-b,c;d,d';
ux/ [1-u],uyl [1-u])
F,(a+b,d;f
,f r;
* ,*, [1-u]y)

a :(e);
.C+l:E;E',(c),
' D+l :F'F" (dJ,a*b; (t)
;

A.4. 1 .63

t7',1,*,

Fr(d,a,b;f,f';x,Y)

,r,

o,

lA.4

Pochharrmer Integrals

210

1-,-,;1-a1u-r;

1-r1

A.4 .2.1

A.4 .2.2

A.4 .2.3

-,dr;f;

A.4 .2

A.+.2.J

^.4.2.6
A.4 .2.7

.l1

r.r,. ,cr;a+b;xr,. ,xr)

A.4.2.12

4.4 .2 . t3

-, \.*r*t

ux.xr,.,xr)
vjt) f.; r-b,e-,.,eui

vjt) tr*u;e1, -,es;

vlt) t";"r,.,sixl, .,xr)

-xLrx.r. ,xa)

rf=) r. ,r-b,c2, . ,d
arerr. ,Ui
,*1
t_,r,*2,.,*ri

a.re2r. reri

'*r'*2' ' '*r)

rft) t.,^,d2,.,d.;er, .,e

xr '
'

'xr)

-(s).' (c ,D,e
f.A

a+b+i

2,. , ", i-

xr/4,xr,.,*=)
rc_11
(1+x,) -- Fi- "(c,d2,..C.,

x^x
ls

"1,.,.r;i*1,

,Fr,

nft) i.,ar, . ,a

r[t) t.,dl,.,ds; r-b,er,

are.rr. ,e

-Xl,X2,.,*r)

'-f'xr,
A.4.2.t5

vlt) {*;ar, .,dri-x1, .,-xs)

rft) tr,ar,.

el,.,eS;
uxr, . ;uxr)

nft)

tr-r,.r,.,.

n[t)

,d=;er, . ,"s i
xl '
' 'xS)

tr,"r, .,cr;dr, .,dri

_Xr, . , _Xr)

A.4 .2. L6
ux.l uxs,

l -u' ' '1 -u/

1r-xr)-c r(s-1) (c,dr, -,dr;

*2x

"2,.,"r

tT+,.,*-.;

. ,e

',xr)

Fl-/ (a+b,or,.,o

-l

,.""r"r-

,d

a,f ,, . ,f ,;
u[1-u]x'xr,. ,xr)

ux1, . ,uxs)

;1',

xr' ' 'xr)

r-l

,Xr_

,d, ;a+b ,er, . ,., i

UX,

l-u'''1-u'
A.4.2.9

nft) {.,r*u, d.,.

e1,.,eu!

A.4.2.14

nft) t. ;a, r, . ,e
uxr/ [1-u1,xr,.

,.

res'.

nf') r. ,*,.r,. ,"

uXr UX"
1-u"'l-u'

,*1

rft) r.,dl

au

'*1,*2,.,*r)

uxr, . ,uxr)

vjt) tr-o;ar,.,dri
A.4 .2.8

arear.

-o[') @,ar, .,d=;f; -xr,xr, .,xr)

oj=)

ojt) t., ,. ,cr;a;

/.r{,r1

(hr)2

'*1 ,*2, ' ,*r)

olt) {^,ar, .,drif ;xr, .,xr)

,*1,*2,.,*r)
ojt) {r-u,ar,.,dr;f;
uxr/ [1-u1,xr,.;xr)

A.4.2.10

(s) .^
^
n2
(L1r.,uSrq,
A.4.2.4

r(1-a)r(1-b)r(a+b)

r[')r",d1,.,ds;
1-aJf(1-bJI(a+bJ I
;^f(u)tlu
-C
(2rl\z

xf(u)

ojs) ta*u,ar,

xf(u)

Hypergeometric Functions
A,4.2 Pochhammer Intgrals involving Multiple

1-u1r-r1 1-b

2tl

Multiple Hypergeometric Functions

A.4.21

-t

A.4.2.17

rIs) {a*t,ar,.,dr,
er' ' 'er;f;

ux'xr'''*r)

rft) {",ar, .,d.,e1,.,e

xr'''xr)

Pochhammer Inicg;als

2t2

lA.4

LG-I{*@/.rru1

(-u)1'a(r-r)1 -b
xf(u)

'Yl'or'

r[t) {r-'o,.;dr,.
A.4.2.26

'd.i
(s)

-rl-'ra,dr, . ,d=,er,.

rr-u ,dz,. ,d,"

,er; f;

L.4.2.21

'*1
Y -I
1_u',.2'.,.'5,

ux_
I ux s' '1 -u/
1 -u'

4.4.2.28

'

rft]f.,a+b,dr,.,d*; rft) t. ,a,dr, . ,d

.

-x1'x2','*r)

er'''ea;f;
A.4 .2 . t9

r[')tr,.;dr,.,d

-\

f ;ux, [1-:uf ,x2,.,*u)

r[')

a+h

xf(uJ

lllt1)

'

213

1-r.,;1-u1,r-t11-b

a,

r[')r*,c2,.,cr,
A.4 .2.18

Multiple I{ypergeometric Functions

A.4.21

rj')

e;uxl,x2, i ,xr)
c.,1-b,d2,.,ds; oj') r. ,a,dr,.

,*l

,d

-xl

e;1_u,xr'.'x*)

-Y

A.4.2.20

r[t) t.r,.,c=,dr,.,d=;
a;ux1 . ,ux.)

'

Fi-/
A.4.2.21

(c

,d;^ ,ez, . , e,

) " ' (' c , d ; I -b , e - , . ,' e s'

-;
(.
l'
_x7'x2,.,*r)

4.4.2.30

-y

A.4.t.tz

L.4.2.23

o[t) rr,c;d1,. ,driTr, . ,*=)

a;u[1*u]xr,.
^nn

.2 .24

rjt) {.,ar,

. ,a

uxI

s-

A.4 .2 .25

,a+b atb+1
- (s) \2,--Z

r[t) c",uic1,.,cri

Clr.,Cs;

ux, [1-uJ,.,uxs[1-"])

ux
_l

1-u'''1-u/

r[t) t.,a ;a+b,er, .,erix1, .,x,

-u]x=)

xr/4,.,xr/4)

,jt) ru:c1,. ,cu tYp-,

,cs;

a;u[1-u]xr, -,u[1-u]x s)

4.4.2 -32

r[t) [.,a;r, e2,.,eri

'*1'*2'''*r)
'

xr/

4,,,xr/4)

nft) t.,, .,cr,dr, .,dui

ux-t ux s-

"C

z ,ct,.

-t
4

,u

fsl'(-a+b

4.4.2.31

r[')tu,.,,.,.r,f'

. (s) ,a+b+1
tD
l' 2 ,cr,. rc-;

"r1_U,'rl_U,
L.

rr,c1, . ,c

d;uxl,.;uxr)

r[t) ia*t,c;dr,.,rlr;
ux...,ux
)
Is-

rj')

rjt) {r*u,c1,.,cri

r<)

ux-

tY
1_rt,"2' ' '"sr

r[t) t.r,.,cr,dr,.,dr;a+b;
xr,.,x.)

Er
^C:
F
D:

4.4.2.33

xr/4,.,xr/4)

F'

(e')
(f ')

rft) t.,ar,.

,a

(-r) l-o(u-t) i-b

xf(u)
,'c:

Er

D: Fl

h.4.2.34

(e')
(f ')

;.;e

I(1-a)r(l-b)r(a+b)

(')l-(.),

;.;r'(')f1a)

'

;.;("t-');

;.;(r(t));

k.4 .2 .36

(e')
(f ')

;e(')

+1
+1

[t.l

("(t) ) ;

(r(t));

,c:Et;.,E(t)f-t.l
D:Ft;.;r(tJ[-{a)

(e');.;("(t));
(f');.;(f(t));

'

ux,

a+

;(e");.;("(u));
)

II-u],.,
,*, tI_rtr

E,,;.;E(=) [1c1: (e,),

F,';.;Frt)fral: (f '),

'

-C+1:E
r

;(f");.;1r(s)r'

[+1:F

;e(')

[,.,,

A.4.2.39

A.4.2.40

.;p(') Lcor,u.

f');.;tr(t)r'

4.4.2.41

(e');.;(e(s)

c), a
I d),1-b:

L
)

(f');.;(r(s) )

l
r(i-a) r(-a) r(2a+1)
(2ri)2

I rr")

ux, [1-u],x2,.,r.)

,(r)r^...
'2

r!s
'''
'

*jt)

r. ;a*r,r 2, .,r.;xr/ 4,x2,.,X.)

ux, [1-uJ,xr,.,x.)
s)'

- I
lc,a+r,e2,. ,e
^ctd
t L

2t

. t L

-xrl4) -c
,p(s-l) (.,.r,. ,".i fz,. ,f
1

,t

4x^
I

4x

Sr

''-1 '''l-, "r )

a., b

f sl
(a,cr, . ,cr;dr,
Fi-'
xr/4,.,xr/4)

rf') tu*|,.r, . ,cri

A.4.2.42

4.4.2.43

A.4 .2 .44

du

l-.

,C+Z:E ,.,Uft [c"l , a+b a+b+l.

D+2:Fr;.;Fts ) [cor , 2'
2

xr/4,. ,x, /s)

p+I:F'...t(s)

ux, Ir-u1,xr,. ,xr]

*f r.,*r-l

(s).
(e');.;( e' ');
(f ') ;.; ( o(s).,, .

,C+I:E' ; . ;e(=)

,\') a.!,er,.,eu;d; .j') ru, "2, -,",

FA

e');.;("('));

;e(') [r.t
-C:E';.
r
(')
D:Ft;. , o [iat
(e') ; . ;("(t));
(f');. ; (r(u) ) ;
ux -i
,*l
!I
l-u'' 'I -r_l
r-a1u-t1 -a
xf(uJ

;(e'i);.;("(t));

/- r1u; au

(2ni)2

1-u;

*r'''*{

;FtsJ L(d):

UXr, , ,UXf,

A,.4.2.3',l

k.4.2.38

215

a+b

xf(u)

*r'*r'''*J

(ei);' , ("(t)) t
- ^(s) (f');. ;(t'
);
,*1,*2,.,-:l
aC:
D: F'

1=,r11-t1r-r11-b

du

,g(s) [(") r ("') ,

.,p(t) l-101, 1t' 1,

t- b ; (f,") ; . ; (r(t)

.
,C:E';. uf') [ic)
D:F';. .r(')l 1al

E'

af(u)

s,, ' .

aC:Er+1
D: Fr+1 p,,.

,*1
1-"

A-4.2.35

-,^;t

Multiple Hypergeometric Functions

A.4.21

lA.4

Pochhunmer Integrals

2t{

d1 ,

' 'ds;
ux, [1-uJ , . ,uXs [1-"]l

rft) i.,a; u,r,,-,r,l;

Fi-/

(c

. ,d

,d';a+7/2,fr, . ,f,l

xr/4,xr,. ,*r)

ux, [1-u1,xr,.,x.)

rf'r t. ,u*|,.r,. ," s ; rs' (c,a,er,.,ea;d;

d;ux, [1-u1 ,x2,-,x s )
I

xr/4,xr,.,*r)

216

Integals with respect to Parameters

lA.s

A.s.1l

Integrals of tsames Type

f (u)

I
I

I
I

A.4.2.4s

xr/4,. ,xr/4)

A.5. I

I (b+u) r (b' -u)

xrF,(a,b+u;c;x)

..1

ux, [1-uJ,xr,.,x=)

r (b+u) r (b' -u)

A.5. i .5

vj') to.|;ar,.,d=i

du

b*bt ,

;c;[x+y)/2)
ffirr1(b+b,
b+b' >

xor(b+u,b'-u;c;x,y)

ux, [1-u1,. ,uXs It-"J)

r'[t) r.r, .,cr,d1,.,dr;a+r/z;

A. 4 .2 .48

A.4.2.49

f(u)

v-i-

ilH+F,(b+b' ,zrz't).,.';t,L)

xrFr(ar,br-u;cr;y)
A.4.2.46

r*i-

Iir
i)

2t7

r (b+u) I

A.5.1.6

xr/4,.,xr/4)

a;ux, II-uJ , . ;ux, [1-ul)

- I
-[s]
F;'la+Z,c1,.,cs;a;

A.5.

A.5 INTEGRATS WITH RESPECT TO PARAMETERS

.8

A.5.1 Integrals with respect to Parameters of Barnes Type

A.5. 1 .9
Y+

1r1u1

(b*u

,b

'

+*!",(b+f
2" ^

c ; x , y)

,b , ;c;x/2,y)

b+f > o

r(a+u)r(f-u)
xY^(a+u;c,c';x,y)

.7

ux, [1-u1,.,rXs It-"])

A.5.

@2

(f-u)

j?:t'r',

2"'

l(a+u)r(f-u)
l---eI
,Fr(a+u,b,b';c;x,y) )a+t

(a+r; c,ct

;x/z,v/2)

a+f>o
(a+f ,b,b':c;x/2,y/2)
I, -

a+f>C

l(b+u)r(f-u)
I-(b+f)/c
(a, krr
b+t, ,b' ;c ; x,Y)
r
xFr(a,b+u,b';c;x,y) F;F-+
r

b+f>O

au

Y-i(a. +cl
f''-I
''

F rat+c,6r_,.,ap',*12)
2'r*c R'nt ' 1u)
;

,, r (b+u) f (b' -u)

.\.5.1.10' rF,(.r,b+u,b,-u;c;
^Ir'
x,y)

*-rc$Jrr,
"

(a,b+b '

;c;fx+vl/2)
bib, > o

al*c'o

A.5. 1.2

I (ar+u) I (ar-u)
,oF, (a1+u, a2-u,

as'''aA;x)

(b)

I (b+u) I (b' -u)

xrFr(b+u;c;x)
,rF, (b'-u; c' ;y)

ar+a, ar+ar+l
(--;-*'
F
2
2al*a2 A'B\
a3,',46i*1
(b) ;
ar+a, > o

t(a, +a^)

{fr$)*rro+bt
2

b+br >

;c,c ' ;x/2 ,Y/2)

(f-u)
(a*f ,b,b, ; c,c, ;x/2,y/
i IfP*,
xFr(a+u,b,bt;c,ct; i2
a+f>O
I (a+u) I

A.5.1.

12

2)

x,y)

r (b+u) f (br

A.5.1.13

-u)

A.5.1.14

(f-u)
'Fr(a*u,at ,l:1-, ,.t
I (a+u) I

'I

fb+b'l F,
-

(a , b+b' ; c, c' ;x/ 2 ,y / 2)

- b*b'ro

2"'"

fIa+f)'2a*t

_-j--;-1.-

(a+f ,at ,b,bt ;c;x/2,y)

a+f>O

{s.lI

lntegrals with respect to Paramcters

218

Y+

1-

/ i-

f (u)

Inte*als of Barnes

TYPe

Y+

Y-

I (a+u'| I (b'uJ

A.5. i .15

xFa(a+u,at,btu,bJ;c

r (br+u) r

ffi.,*'";=r,#'icix'Y)

x, yJ.

A-5.1-22

:i,

I (b+u) I (b t -u)

A.5.1.16

A.5.1..17

H#+

xF-(a,at ,b+u,br-u;c
*rY)
'
I (a+u).I (f u)
xio (a+u , b crct;xrY)

LG*D+,f

(b-u)
xF, (a+u,b-u;c,cl
'+
x,y)

l'(a+bl x, y.)
j;lr----t4(
2 ,--T-; ;.c , ci ;

t (a+u) I

A.5.1.18

A.5.1.19

I (ar+u) r

(f-u)

xFA:B; B'

Iar+u,ar,

.,rAt

C:D;D'L (c)

^+f>O
.a+b a+b* I

2^'r*f c:D;D'f

(c)

x FA

A.5.1.21

lfit.,fk++---qt-

r (ar+u)
.c,.5. r.25

jji-

f: r*^,
-A : B ; B,

B; B ' ( a) : b, +u ,
l-

c:o;D'l_(c):
br, . ,bu; (b') , *,J

B;B'f(a) r+r,br,., bsi

Ilan: c:o;o'l(c):
(d)

,br;

A-5.1.26

${!*1'l

(a,

b,+r,br. .,b,

.1,.,"gr*,*r,.,*,

r(ar]br)a{s)

I(b,-u)

(ur*,, ,a2,. oar,

241*Dr 'D

grr*br,d.,.,a_,
L >

br-u,br,.,bs;c;.

. *1'''xr)

,or[l) 1a*u,b; cr,

ncs i

I (a+u) I (b-u)

"rlt)

("*,r,u-u;cr, - ,c

'xr)
(f-u)
I (br+u) I

*r[t) (",ur*u,br,.,b.
c;xl,.,*r)

r.

f(a+f
,a+f
a+t

{..!
2a+b

a+b

xr '
'

A.5. 1 .28

.,.,i

b,*f'O

.*t':'f s)
A.5 ; | .2?

(a+r;cr,

xr/2,.,xr/2)

' ' 'xr)

I (a+u) r (f-u)

2br*t

(b') ;
I
( 4'1rx/2'v)
br+f > O

>

a+f>O

1,.o

o'
tb

'

u+ar+L

,,D;D'L-7-r";7al*az'

(f-u)

(d) ; (d');

x1

rj"

cl ,. ,cs;

*rIt)

*ry]
r (br+u) r

(c)

br+f

'

' xr'''xr)

,rft) {",ur*u,br,

ffi:'),o,
ff?ifl
to,.

*njt) {.*r,c1,.,cri

,a Z! .,a Al

aa,.,ao: (b) ; (bt) ;*,yl

: (d); (d'); l

e-3,.,agi (b);(Ui)
! (d) ; (d')

*olt) (ur*r,br, . ,b.;

. c;xl,.,xs)

r(br+u)r(f-u)
A- 5. 1.24

I (aI*f).A: B;B'
l-ar+f

r (a, +ar)

,'[i, +17,dz=l ,
D'L

A.5 .1 .23

,b;c,c, ;x/2,y/2)

i (ar+u) I (ar-u)
xt-A:

u+f

(f-u)

I (a+u) r (f-u)

a+b>O

lll;8:l;,.'l
A.5.1.20

(b+bt,a, a' icix/2,v/2)

b+br > O

1-

/. r1"i au
Y-16

f (u)

r1u1 au

r tb-

-tr
2-L

>.

+f)

.?-+;s (a, br+f , br,

x,/2,x-,.,X^)
LZ5

>0
b-+f
L

., bs ; c ;

Integrals with respect to Parameters

220

lA.s

Infinite Integrals along the Real Axis

A.5.21

A.5.2 Infinite Integrals along the Real Axis

,"_

Ir(br+u ) r(f-u)
T
EI
A' BI.

lor*

_1-

(aJ

;*l

u'b2''

'or'J

(a)
b

2-u'

bs'''bs

lr(c+u)r(f-u)l-1
*Q2(b,bt;c+u;x,1')

A.5.2.s

I(f-u) ]'1
II
"Ft(a,b,br;c''u;x,Y)
(c+u)

Il(c*u) r(f-u) ]-l

I
I
'F, (a,b,b ;c+u,c ;x,Y

II (c+u) I (c'-uJ ]
,Fr(a,b,br;c+u,cl
x

A.5.2.8

A.5.2.

II (c+u) r (f-u) ]
*Fr(a,b;c*u,c';x,y)

10

lr(cr +u)r(f-u)l:1
,b r+b

r-2

ilL
'1 -b--il
I'
...[
^A'Bl

.t

(a)

-A: B
*"crD

B'[- (a)
Dtl-c, +u, cr, . ,

tc

8l;[::];,.,{

'xl

br*b: bt*b2*I

'ur'

l),)

A.5.2-11

' 'uu;-.1

-1
Ir (c+u) f (c' -u) ]

-1
Ir(c+u) r(f-u) ]
xY, (a; c+u, c t ; x, y)

L<)7

A.s.2.9

Ir (c+u) r (c' -u) ]

xFo(a,b;c+u,cl-u; x,y)

-I

. br+f >1

t_

4.s.2.4

A.s .2.6

-i

tiu

(a)
AtBtb,+f-1,br,.,bei

frEl.T:lI

l.-t

f(u)

,b r+f'-2

-1

(bz-") l
A.5.2.2

I f(u) du

f (u)

f( u)

-2

"c+f
(b' b' ; c+ f - 1 ; 2x' 2Y)
i(r+*+T:Tt',
c+f > 1
.rc+f-2

f -2

x,y )

,c+ct -2

ffi,

14

4.5.2.15

(a,b,br;c+cr-I;

ffis(a,a'
c+f>1

,b

'o

r,_.)!rJr,

Ir(cr+u)r(f-u) ]-1
,,rft) {u,ur,.,b.i
al* ,

'C2r,'Cri

ffi

-2

4.5.

2 . 16

-1

' ' 'xs)

xI, . ,xs)

2x'2Y)

"FSt) (b1, . ,br,

c,'''cr;d+u;
x', , ' ,xr)

,c+f -2

ftatT-lT

Fo

(a,b;c+f-1,c' ; 2x,Y
c+f>1

-2
-A:B;B,l- (a)
rGif-DrC: D;D' lc, +f-I,c.,
.,
z
, (b) ; (b') ; '".. ..ll
'
^cr+f

cg: (d) ; (d') ; "^'")

cl*f ,

,c+ct -2

if .-. -=i; I l'I (' ; c*c ' ; 2x'2Y)

c+cr >

[s) (bl,
-.

.,b, ; c+f- I ;
Zxr, . ,2x.)

rc;Trilo)-'
c+f>1

,vjt) {.; .t*u,.2,: ,c

x1

c+c, > ,
)c+t

4.5 .2.

c+f-I ;2x,Y)
c+f>I

(a,b,b

ffiz

, )'_)

Ir(c+u; r(f-u) ]-i

*Fa(i,,at,b,br;c+u;

(a,b,b' ;c+f-r ;2x,2y)

,
c+f>1

I(f-u)

,c+ct -2
b
f (c+c t -I) Z' 1 \c+c' -t,,;.2x*2y1
c+cr > 1

atl-)
2''- '

-1

xl '
' 'xs)
Ir (cr+u)

-2

,ojt) tur, . ,br;c+u;

r(a;c+f-1,c';2x,Y)
c+f>1

ffi

.rc+

xvr(a;c+u,ct-u;x,Y)
II (c+u) I (f-u)

A.5.2.15

ffif
"c+

A.5.2.12

221

,cr+f-Z

rc=If+
,
,a
^
rri'

(sr

)"'

(z

;cr'r- l' cr''

2xl,x2,.,xs)

/r l
1

{"'o,'''b=i
#.-Tlt'l"
r
^cl*t-"c2'
' 'cs;
2*1,x2,.,x.)

cl*f r l

n.T-2 . .
forrrtt;sr (br, .,b,,c,, .,c
d+f

d+f>1

-l;2xr,. ,2xr)

S,

Integrals wifh resnect to Palameters

1r,

lA.s

))1

Single and Double Hypergeometric Functions

A.6.11

A.6 LAPLACE INTEGRATS

f (u)
-1
Ir (cr+u) t (f-u) ]

i.5

.2 . 17

fi#tl"[')
^
.c+f-2

c+f-?
2- - |(-*J

,r[t) tr,rr,.,bu;c+u
xr,.,xr)
-l
(c+u) r (f-u) ]
.c+u,Ct;xr,.,xr)
(c+c'|-r,br,
br;c':u,cr-u;
x1,. rxS)

'[l]u5"

',

(a'b,' ' 'b 5.;

A.5.2.22 '[l]4"
c+u,ct-u;xl,.,x s-)
A.5 .2.23

Ir(c+u)r(f-u)]-1
.
[]].5" (a,a',Lrr,',b,
c+uixl,.,xs)

Ir(cr*u)r(f-u) ]-1
A .'..r ,2 .24

.[].1"

(s)r- x
It' ta'DI'''b,Ic+f-I;
2*,, . ,2xr)

rr

(a,a',bic1+u,
c^...c :x,,.,x )

A.6.I.1

e-st

tP-

I r(t) dt;

r(c*t-D (t)'O Ld'-I'' '"s'

c+f-l,c';2xr,.,2*k
xk-]"'xs')
c+f > I

iG.cJ)(1-2x,)'1"
c+cr >

A.6.1.2

or

A.6.1.5

or,

2^c+ct -2

..(1-2x^)-bs
s'

_lsl ('a'b
.

p,

s>o

r'''

fotfit Iijtl"
c+f>1
2'r'' '

Grr-D

c;xl s)

oFr(-;r;xt)

A.6.1.6

,Fr(a;c;rt)

A.6.1.7

,F, [a;p;xt)

A.6. 1 .8

oFl(-;c;xt+Y)

or(p;c;x/s,y)

A.6.1.9

lFI(a;c;xt+y)

o1(a,p;c;y,x/s)

AFB

[;] ;..*)

(r-+x1s2;P/2

A.6.1.5

A.6.

1.

1i

ci'Ir..

c+cl > I
c,+f -2

(P+1) /

(
c; xt)
oF, -;

1 . 10

s2)

1F1

(p;

exp(x/s)
zF

t(p,u;c;x/s)

(L-xlsJ *

. - D P+rn-l
(al
';, ' '' m

. F^ (
A+m ts'

(b)

;mmx/sm)
;

b= i

c+ct-I;Zxr,. ,2xr)

c',

{-;$;xt2)

iGI-Il+;''

+f>l '

G-ax/ sz)-

rG;v/2;xtz)

A.6.1.4

A.6.

,rrtl,\;.;qx/

oFl(-;c;xt2)

?-,..-h

Ir (c+u) r (c' -u) ]

Ir (c+u) I (c'-u)

,1

c+f

.[]].5"(a,b,,,b,;

A.5,Z.Zl

_,.
-b
-2x,) -bt' ' (I-2xs)

c+f>1

Ir(c+u)r(f-u)]-1

L.5 .2.20

sPf(t) /r(p)

(1

ffi

*njs) {c*r-t,b1,. ,b,

Ir

A.6.1 L.aplace Integrals involving Single and Double Hypergeorhetric Functions

C+u;X1, . ,*a)

A.5.2.19

t',0;c,+r-I ,cz'' '

c=i2*l,xr,.,xr)

c1*f , I

x, ' ' 'xr)

-1
Ir (c+u) r (f-u) ]

A.s.2.18

du

-F_')

,r[t) {",uic1+u,.2, .,.,

f(r.r)

(a'a';b,' ' 'b,

+f-I ,c2,' ,c.i2xf2,''x,

[f,]r

1/r (p)

n ,n+1,xlP,(a)'
^'r*r,
q til (b) /

(- ; c; xt)

A.6.t.t2

*OF1(-;c';yt)

A.6.1.r3

oFt(-; c;xtz),

c+f-1;2xr,.,2xr)

(k)-(s),
t;jua"'(a 'ar'b;

oF,

"oFt(-;c';yt-)

otl,f;.,c'

;4x/

s2

,qy/ 12)

tA.6

[.aplace Integrals

.t.14

!e -st aP-' a(.) dt;

sPf(t) /r (p)

Miltiple Hypergeometric Functions

A.6.21

sPf(t) /r(p)

p,s > o

,F,

(a;c;xt)
F

,Fr(a';c';yt)

A.6.2.4

r(p,a,a' ;c,c' ;x/ s,Y / s)

(fi,b,b'

F,

A,(r.I.15

x/s,r"/s)

(1-xls)-b(r-rl=)-o'

or(b,b';p;xt,yt)

(I

A.6.1.17

-xls)."

rF, Ia ;c;ys/ [s-x]

A.6. 2 .6
)

L 19

A.6.1.20

j') rrr, . ,br;p;

Y.{a; c, c' ; xt , Yt)

.---*.-=_-=-

.
Y;[r)'(a;cl,.,cr;
x- t...x tl
l"T'

.*r'

bq':c
xq t)

,F,

r 1]l

x FG*I
"F.r2'

)'l 'xt)
-F^
r L,'[gJ
;
(

o(p,a;c,c' ;x/ s,t' / s)

4.6 .2 .7

- (r) ,,
"= z lt1

d1' :f

(b-p,N)

(-N;b; st)

dt; p,s > o

,'P,l+9-b'(f)i*,=1
\t-p-b-N,
is) ;"' "'

A.6 .2 .8

njt) tn,ur, 1,br;c;xr,/s, . ,xrls)

"1...(1-x./s).-b"r
(1-x,/s)_h

xrtr. rx"t)

ojq) ru,

A.6.1.18
Ir..6.

oj') rrr,..br;c;
*rt" 'xrt)
.
*

A.6.2 .5
A.6. I . i6

i" -st .P-1 f(t)

0

A.6.1.14

225

rrt

v'ia' tl

(c bt

.,oo

*1t'

xo t')

'

j') rt,o,
YLt''

n[t) ru,pi.1,.,cri*l / s,.,xr/

[?]u50."

(p,br, .,bq,dr,

s)

.,d.i

c,f;xr/ s, . ,xO/s,
Yr/s'''Yr/s)

f]r[t.'l

(p,c, r;b,, .,00,0,, .,0,

.,d

xrls,.,rO/r,
Y'/s'''Y'/s)

r)

Y
'I

A.6.2 taplace Integrals involving Multiple Hypergeometric Functions

A.7 HANKEL LOOP INTECRALS

sPf(t)/r(p)
A.7.1 Hankel Loop Integrals involving Single and Double Hypergeometric Functiors

*jt)

oFl(-;c1;xlt)...

xOFr(-;cr;xrt)

,oFt(-,..,*ra')
(rt ; ct; xlt)

,IF1(uricr;xrt)

.,cri

pjl.^
.(r).p
,rl,''!
'C t2'

oF1(-;cr;xrt2;

tFt

rn,c1,

..

xr/

s,.,xrls)

,1-Pr (p)

r(.)

A.7.1.1

oFr(-;c;xt)

A.7 .1.2

oFl(-;1-p;xt)

t/2nil(o+)"st t-P r(t) dt;

A.7

.1.3

or,(-;c;xt2)

A.7

.t.4

or,

t-;f;*t2)

exp(-xls)
z,

{*,tl:c;-qx/s2)

(t*4x1 t2yP/2-t

s >o

Hankel Loop lntegrals

226
'I

s^-nrr(p)
oF,

A.7.1.6

,Fr(a;b;xt)

4.7

.t

.7

A,7.I.B
A.7.1 .9

,F,

(a,1-p;b; -xls)

4.7 .L.22

F,
(

,r, r-i,fi

,arbix/t)

i sx)

a;-;x/t)
2Fo(-n,

(-n,a;p; sx)
,F,

4.7.I.11

2Fo(-n,p; -;x/t)

A.7.r.13
A.7.1.14

A.7.1.Is

A.7.1.16

,ro(-",f

2F0(-n ,ai-;x/t

oF1(-;c;xt2)

4.7 .t.17

*oFt(-;c';yt-)

A.7. i.18

,Fr(a;c;.rt)
"1F1(rt;ct;_v-.t)

A.7"1.19

h ,7 .1

!t

.20

-;x/t)
,b;-;y/t)

,Fo(-m,a;

xrFo(-n

or(a,b;c;xt,y)

o, (b;

A.7 .L.24

02(b,br;c;xt,yt)

F, (1 -p,b,b I ;c;

4.7 .1.25

0.(b,bi;1-p;xt,yt)

r(-n;p/2;s?

A**FB

-x/s,y)

y, xs)

-xls,

-y / s)

_h
_hr
(1+x/s) " (l+y/ s) "

1-n m-D - -n
t" 'E'
';t;LgJ--il

4(+,t-!:c,c'

,{l

ir**,
#J

;4x/ sz ,qy/ t2)

t)

A.7 . t .27

Y. (p ; c ,c'

4.7.1.28

Fl(a,p,b;c;x/t,y)

o,

L71?.

F, (n,

or(b,bt;c;sx,ys)

;x/t

4.7

y/t)

.t.34

-n,b,b';1-p;

,F, (a;b;xs) rF, (a';b';ys)

yt)

,Fo(-m,b;-;-xls)
I, ^F^f-n.b':-:-yls)

Fo(p,b;c,.tti,p

V.(b;c,cr;xs,ys)
Z

xt,

2/Dorr{-

oFr(-

A.7.1.35

-p ,a,a t ; c, c t ;x/ s ,y / s)

A.7.1.36

v*(a,b;1-p,c;y,xt)

A.?.I.3?

F4(p,p;p,p;x/t,y/t)

F. ( -rn, -n, a, b; p; xs , ys )

(a,1-p,b;c; -xls,y)

(a,b;c;xs;y)

Yi(a,b;c,c';y,xsJ

r(a,p,b; c, c' ;i,y)

F3 ( -m,

-y/s)

oF1(-;c;xs)oFr(-

Fr(p,a,a';b,b';
x/t,y/t)

.t.32

4.7.I.33
4.7

,y /

,b' ;c;x/.t

x/ 4)

AFB*r(
Df,u (b),#,.,L#a;
_. - otu'o**_r
n

F1

Fo(a,1-p;c,cr;

A.7.1.51

oru(if;]i*2.*)

dt;s

F, (a; c; xs+y)

o, (p, b; c;x/ t ,y)

orur[f;]:*t't

f(t)

Fr(a, t-p,b;c,c

4.7 .1;26

P+1 2 ,.thl(-ni , is xl+)

,F

r,c;Y,xt)

-n
t1-sx.)

;-;*it2)

,2.

01(a,p; c;y ,x/t)

.-P

(-n;b;sx)

4.7.1.10

,p/2;-;*/t2)

fi1to.l.st

227

-t -23

A.7

1+x,/s) -

,F,

,Fo(-n

r1-Pr6p1 r1.1
4,7 .1.21

,Fr(-n,p;b;x/t)

4.7 .1.t2

Sin$e and Double Hypergeometric Functions

il;7l* flr-

(a;1-p;xt)
lF1
(-n

A.7.lI

/tzni1(or).st , -P r(t) dt; s > o

f(t)

.)
(-;l-p/2;xt-)

A.7.1.5

lA.7

(I

rx/ s) -'rr, {r, U ;. ;}-*)

xs+/s
OF,

(_

2-

;p;xys

.)

Hankel Loop Integrals

2;lt

I^.7

A.8.1l

Single and Double Hypergeometric Functions

229

A.8 MELLIN INTEGRATS

A.2,7 Hankel l.oop Integrals involving Multiple Hypergeometric Functions

A.8.1 Mellin Integrals involving single and Double Hypergeometric Functions

L1)1

4.7 .2.2

L.7.2.4

,1-Pr1p1 11.;

I ;(O+) c-st t-p

f(t)
n-il

ojt) rrr, . ,br; r-p;

xrtr. rxrt)

_h
1t+xrls) "1. . .(l

o)'J tu,,.,br;c;

xrt, . ,x t)

vj') rn;c1,.,cr;
xr/t,.,xr/t)
vj')tu;c1,.,crr
x1t,.,xrt)

SrO
r
jx

f (x)

*xrls)._b"r
A.B.t.1

AFB(

rj') {1-n,rr,.,u

-*1
s

[;] : -k")
(

t_

Il

nl'lt-"r,.,-nr,
4.7 .2.6

bl' ' 'br;1-P;

xrt, ',xrt)

';'; r* j [fi]r

arg , | .[tzn*2n-r-l)
A.8.1.2
x

_*l

-(r)
r;'(P,b;c1,.,cr;
xr/t,. ,xr/t)

-xr /s')

,FO(-n.;br;

4.7 .2.8

4.7 .2.9

4.7 .2.tO

rf'l tr,ur,.

,br;c;

xr/t, . ,xr/t)
nFr(-;cr;xrt)
"oFt(-;cr;xrt)

iTf (l -b. -s)'i=n*1J

If (a.*s)
i=m.l J

A.8.1.4

tF1(ul;cr;xrt)...

,1F, (ar.;cr;x.t)

r(a;c,c';-hx,k)
C<s<a

02 (b , b

A.8.1.5

'

c ; -hx , -kx)

O<s<b

ojt) tur, .,bric;x. s, .,xrs)

r[')

r.

S,

ir-n ,ar,. ,a r;cr'''cr

r /s)

Y,

A.8.1;6

(a;c,c' ; -hx, -kx)

O<s<a
O<s<b
oFt

A.8.1.8

(-;.t

^
>zz

.)

rr s+n s-n.
_2.
F r.ir.7 '-;-';-i
F+2'G'
' 4z Y )

(el

n-= .ti:i,i:'l1Fi (a-s;c' ;k)

h>0

h-.t

[u,

1.2 ,2 rh I t -b+s, I,
ui ,c-sj"2,2tk-l br ,sj

h,k>o
h-sr rc,.', rll, tu2,z(kls,l-c'-sJ
ct JEI-r,.-l
h,k > o

02 (b, b ' ; c ; -hx, k)

4.8.I.7

c, +c^ -s

-s+n- _s-n.
-t (-;-ll'(--

)'

A.8.1.3

*jt) tuic,,.,.ri*I=,.,x's)

v2(1-p;c1,.,c r'._*1
s

-:'',

[]l : 8l

< Irlin (a)

qp

<r<m: 1<k<n

r,

A.7.2.7

Il(b.*s) nf (l -a.-s)
"r-tj=]
r j=r

min(b.).s<1-max(ak)

s+n>O
-x, /s)

S,

(b
."
1F1

,Foi-nrbr;-

-S

I
(br;cr;xrs)
tFt

4.7 .2.5

dx

(-;.1 i*ru) . .oFt (oF1

r[') rr,1-p;c,,.,c

f(x)

-S-1

rr-tr

tt;lr]i=l,r,

[u' ;c-s;k)

h>o
;

-hr*2)

,oFt (- ;.r;-1'rrx21
1; s,h,,h. > o

(h2/4)

-r" rSrC-,
--,.r1

,*r.
'.
z

/ 2, I -c ^+ 5 /
2E r{s

-,

zrl

''z-

l)

); c, ; h,/hr)

-1

Mellin Integrals

230

lA.8

lx

f (x)
A.tt.2 Mellin Integrals involving Multiple Hypergeome tric Functions

f (x)

-2_

*'-1

(a;cr,.,cr;

ry\

'2

A.B.2.i

-hrx,hr, . ,hr)
O<s<a;hl,

-hrx,hr, . ,hr)
O < s < br; h, >
,F,

A.8.2.3

s,hr;.,n, ,

4.8.2.4

vj") {u;c1,.,cr.i
-h1*' ' '-h'x)

O<s<a
hl'''hr > o
0;

A.tl.2.(r

(br,.,b.;c;
-h1*, . , -hr.*)

O<s<b

ti"r-i:il
B

f(s) .2:I.s,I+cr-s :aa;..;

: 1 rl*ct-'t-N'..i;'' ;
rc, ,ntrF-'
f,r;,-nr/nr,
cr+N+ar+.+ar+5 <

.,

-hrr'hr)

'd,

j=r

A.9.1.1

-^L

(+)r(=)

rs*a s-a."
.C.2,2,-1,.,*r,
""(r)
hr/ l$'2f ,. ,hr/ l,ay2l)

)-t

xf (u.,.,u
- l- 'T-

.oo r [!]

-,'I*b,' ' 'ar*b.,

'[a'b., ,.,a.,b.]

a.,D. >
)'

')

.i

./1.r",, . ,u,)dur. .du,

l. r.l

;xu, . . u,)

A.9.1.2

.tn([!] i'r*,*'+u.x,)

..rr[!]
A.9.1.3

1u,

[1-urtx,

.+u.II-urJx

-c:2 l-(c)

..: 'r

..;

-l

bt

a,

"o:z[ta) Jrr*i,
'

r f.C-S.
h-"'t, "a--.T D ' T

*b1 -11 / )

]/z,rat
i

[ar+b.J/2, Ia

A.9.1.4

ojt){rr*br,.,, r +b
'1*1'' '', *.)

o)

r
r

+b +11 / 2;

xr/4,.,*r/o)

,F;"' (s,br, .,br_, ;1-b.

h1/h.' . ,hr_1/hr)

r-s ,s-2

cr-s'r

-(r-1) "na 'Is, i+s-cr;cI,.,c

h1lhr'''hr-r/hr)

,l

7
I
n--l--r
I -Iu.'r {1-u.l r

tr,cr-a1 ,c2-az,a3, -,a

f Is ' cr'a-s lh-s

A.9.1 Multiple Integrals of Euler Type

hrl lhr*hrJ ,hr/ lhr+hr1,

-hul [hr+hr l , . ,-hr/ [hr+hr]

..

.2-x
:l)

A.9 MULTIPLE INTEGRATS

r(s)(hr+hr)-s

,r[')

h1,/hr,.,hr_1/hr)

u L't-:c r' r )
x L l'vxl
s+a>U
x^F-

A.8.2.

')

;hrx-)

'p(t-t1 (s/2,1-cr+s/2;cr, .,c

r,_r \

lir,.rh. > 0

!t

(a, ; cr; -hrx) . .

,F,
*rFt (ar;cr; -h x)
T'

srh, > o

(
cr
oFt -;

*o)' ''(b2,. ,br;c-s;hr, ',hr)

c1+a1+. +ar +s<O

4.8.2.5

**{r-t; (a-s;cr,.,c

1r- l \

(cr+N;cr; -hrx)

tFt(uz;cr;-hrx)
(ar;cr; -hrx)
,F,

h_s Il-a-s,.I,tl
'.c1-s' a'
I

r,;'r

oj') or, ',br;c;

o^1\ '"r' -hr'*2')

s'hr" 'h. >o
C. + . +C -S . ri2
1r

A.8.2.7

dx

-s/
$ r/ q
t"''71!1
r,
c,s / 27
'

x E f-'r

r1*1 dx

f(x)

oF1(-;c1; -h1* )"'

231

Multiple Hypergeometric Functions

A.8 2l

Multiple Integrals

232

IA.e

a..b.

)'

xf (ur, . ,ur)

>

4.9.r.6

rf") r",dr; . ,dr;

al,',ar;ulx1,',urxr)

rft) t.,ur*br, .,ar+br;

A.9.1.7

b, a, >o

(c;ar+br, . ,ar+b

'2

-'.'

,.1'.,,.r/

rf'l r.,br, . ,b.,=,

A.9.1.10

A.9.1.11

(c,d;ar,.,a
,1*1, . ,*r*r)

-(rl
Fi '(c,al*b1,.,r.*b
d;urxr,.,ur.x.)

A.9^1.12

' d;urx,..lukx,
'k*1*k*1 ' ' 'urxr)

4.9.2 . I

{",,r..,,

nj')

,Fr(c,b+ar+.+ar;d;
*1'l*'**.'r)

(c),
[
,. f+2-r +. +3 r
l(dj,

.rrr[!];xu,..u,)

C+r ' D+rl ,

a+b
r r.

2',

Lr4,,.

4.9 .2 .2

1-

-b+ar+.

Ilx.l.a

...a-

.)

+dr+r-

*r,J

(c)
C :i,.
,r1, ,a
o
'D+l :Ot (dJ ,b*a. +.+a :
lr

L.9 .2.3

xl' ' '*.)

.(r).^
^ .).
t
B [41,. ,ar,c1'. 'cr;o;
xr,. ,x.)

4.9.2.4

r.^ ,L
li'
"(r).^(c,JirI,:r,.,ar+b.;

A.9.

rlxrl.l

xi,.,xr) rllx.l.t
rft) {.,rr,.,u I.id!*1,.,*r)
rl*.
.], I.t
F;'

F;

J:

'1*1' ' ''r*t)

F\
.C

Xu.<1

xr/4,.,xr/4)

urr [l-u T'lx T'I

("1*bI,.,ar+br.,
cr'''cr;d;

'

xII-u.-.-,
- I
r')1-b
. x f(ur,.,ur)

_r
It<1Ltx,

a- +b

arI+b
2
'"t'''4r'
ur [1-u,]*r,.,

F\

r,,1i-lr-1
l"

tA

+1

A.9.1.8

J:

.)

(r) .
-rA-tc,--.2

il

. -'
r-l

u. >0

n[t) r.,dr,. ,dr;rI*b1,. ,ar+br;

xl,.,x- ) rlxrl.l

f.,, ., fr;rr*1, .,urxr)

ar+br+1

233

)du-..du
i'Lr
A.9.1.5

Dirichlet Integrals

A.9.2 Multiple Integrals of Dirichlet Type

t"lr-'tr-,r)bj-11

*jt) t. iar,. ,arl

A.9.21

(c,ar+b.,+.+a*+bO,

2.

-s

A.9.2.6
L.9 .2.7

l*l,l*i

A.9.2.8

1.1, k*1=ig
A.9.2.9

Irl

o)'' (dr, .,dr;b+ar+.+a.;

xr,.,xr)

(c^F.
z t L-.d.I':a.t':u-xr I')
"2F

ok*I*bk*1' '
'a.+b,;d;

*,*k*1,',*r)

iFr (dt;ar;u,xr)
*rF, (dr;a.;urxr)

l(.r,dr;ar;u,'x,.)

,F,
Y)

n[t) {.r, .,cr,di,.,dr;

b+a1*-+ar;x1,.,*r) lx, l.t

o[') {ur, . ,a";d;xr, . ,*.J

(b+ar+. +ar;d;

' *1r1*. +xru.)

rl'(b+ar+.+ar;el,..e
--

'1*1' ' ''.*.)

Yi ') [b*.r* .+ay:;ar,.
,' ,1.*r)
'1*1

vj') t. ',a1,. ,ari

u,x,
x
11 ,. ,urr-

rFt

..

i *.)
",
exp(xr+-+xr)

,a

I
)

(rr;e., ;xr)

x, F, .(ar;

FI

(. ; b*r

* .+ar;

xI+. +xr)

3-**_
Multiple Integrals

234

r - a.-1.-1
n t'jl
j=1
xII-u--.-u
't]r'

b'a,>o
J*'

xf

Xu.<l

(ur,.,u.)

zFl("1,d1i"I;xr)..,
*2F1 (u.,dr;e.;xr)
lx, l.l

,.,dri

nj')r.,dr,.,dr;b*a, +. +a
xr '
lx.l.t
' 'xr)
' 1,

F\ r)
.C

1c,d;ar,.

r'
r x r)

'1*tr''

,F,

(c , d; b+a,

A.9.2.14: u, [1-xr-:

'

-*.]

a1,.,ariu1x1,',u1xr)
{u*ur*. +ar,dr,.,d

"ir1*1, -,urx")

(-;ar;urxr)

,Fr(c;d;t1*1*.+trx")

rl'(c,aI,.,ar;dI,.,oi;

1-*t

11"'ar

@@

.1 f1t,,. ,t T.)
"/.(r)
oor

dt-IT..dt

F;

(c,al, .,ar;d;*/p 1,.,*r/pr)

xf

.(,
'2 (br,.,br;c;
*1tr'' '*.tr)
*jt) rr,c1.,.,cr.i
a1*1, . ,trx.)

r[') r"r,.,a.,br,.,b

;c;

*\/pt,. ,xr/pr) I x,/1, l.i

rjt) tu,.r,.,arlc1, .,c.r

*t/p1,.,*r/pr) :lxr/nrl.r
1l.xrlt1-.-*./pr)

-x)
A9.4 Multiple Definite lntegrals

n[') tar, ,drral '. ratie;

,*r) lxrl<r
.

oF,

>o

;P1 ' ' 'err

x1,.,xr) rlx-l.r
(

P1,',P",

rqr_rGJ

,l *I

A.9.3.4

A.9. 3.6
FA

a_a
Ptr"
" 'Prr

d1,.,dr;ulx1,.,urxr)

oF,

4.9 .3.2

Ilx,l't

'2*2' "uaxr)

r[')

235

,5" (ar, .,ar;d;x1/pl, .,*r/pr)

A.9.3.5

r[') t.,b+ar+.+a.;.

A.9.2.17

A.9.3.

.+a, ! xl+ . *xr)

r[t) t" ,d;ar,..,?

(prtr+. +prtr)

xt.1-a-L.t l-a r
ir
xf(tr, . , tr)

,u.)dur . .du

*1...(1-x ) -d :r
-.1
(t-x
' l')
' r-

A.9.2.L6

r[t] it*rr*. *.r, d1,.,drl!

a1'.'ar;u1xI'.'urxr)

A.9.2.13r

exp

, /. i.) . / f("r,

A.9.2.t2

tl
' 'ar,

fl..b,a1'
'

n[') {t*"r*. +a.,dr, .,d

A.9.2.10
91,' ,eriurx1,' ,urx.)

Fi 'J(.,d1

laplace Integrals

+ . +a

b+a,
- 1-b

J*

A.9.2.11

A.e.3I
A.9.3 Multiple laplace Integrals

u. >0

lA.e

ar'''aa,>

.trr[5] i,r*r*.+u"x.)

(-; b+ar+. +ar;xr+ . +xr)

,oFI (-; ar;urxr)

L.9.4.2

(b;ct,.,cr;E
.I*1' . 'rr*r)

".rzL. tr).rzr f(u. )dur.

du

Multiple lntegrals

236

lA.e

A.e.6I

Integrals witlrrespect to Parameters

237

A.9.5 Multiple Mellin Integrals

1-sx_
I..x l-s r
IT
xf(xr,. ,xr)

AOq?

(a; c;

.-.1-.-s,

Pr*r)
p1's1'.'Pr's, >

)..,

r 1cr) . . r(cr)

'CI;

,r(sr)

r(a-sr-.

(rl

-.sr)

rlsr); a-st .-r, ,

(ar-sr;

w
r (c) f

-.-prxr)

..r

A.9.6.3

x1

(ar-sr)

A.9.6.4

A.9.6 Multiple Integrals with respect to Parameten

,.n[') [u,ur*ur, .,br+u

c;xI,, ,xr)

r(br+fr)..r(br+f.,,)

;5i.Er-.-bJ{-

i "rI," (a,br+rr,. ,b, +fT-:c:

*1./2,. ,xr/2)
bt*f . ,br+f_ > 0 , l*,l.r
-,,

A.9.6.5

" 'xr)

r(br+ur)r(fr-ur)..
xl[b
+u )r(f -u ]
'r]:,.rr'
,FI') (.,br*rr,. ,
br*r.i.1,. l"ri
^l ' ' ' ^r/
v

r .(r).['r Y +i- Y,+i(21ti\-rI

. - /Y
/w
_1@
_t@
'I 'r xf(ur, . ,u")dur. .du,

A.9.6.i

'Fi-'(at ,.,ar,
bl*r1,. rbr+ur;c;

*r(s,,) ..r(s.) t r1,rl,.,ar,sr>o

-sr, . ,a.-s, > o

r(br+ur)r(fr-ur)..
xl(b
+u )I(f -u )
'rr--rr:

>o

r(ar+fr)..r(a.+fr)
lI

,ol") (.r*rr, . ,..*f

xr/2, . ,xr/2)

r(b1+u1)r(fr-ur).. r(br+fr)..r(br+f")
xf(b
+u ll(f -u )
.b, +f,L+. +br +f r
'rr"rr'
tI

r(r),- Ldlr',d,rLr
o2
-P1*1

*f(uI,. ,u.)dur. .du,

t(ar+ur)r(fr-ur)..
xl(a
+u lfff -u )
'rr,.rr'
,ojr) [ar*u1, . ,ar+uri
b;x,,. ,xr)

al*fl,.,ar+f.

P1*I,';-Prxr)
P1't1 ,. ,Pr, ta ' 0

A.9.5.4

4.9 .6.2

> -1/2

-ptxI

*5",i ;C1'.
A.9.5.3

fF{:-rrf-

Pr*r)
P1,s1,.,Pr,sr > O
,F,

'dx1 " 'dxr

r(c)f(s1)..r1sr)

oF1(-;c;-plx1-.
A.9.5.1

f(ur, . ,ur)

oi,.
rroo.oi,i. 1,; .ir1*,, . ,*")
-

rr,t,-"/l'_,].,., /;,_r:

-\

r(br+ur)r(fr-ur)..
xf(b
+u lr(f -u )
-rr"rt'
,Ff') {.,br*rr,.,
br+ur,;br+f1

'''
b.*fri*1,.,xr)

l'rl
,Fi''
(a1,.,ar,b1*f,,.,br*f,
xr/2,.,xr/2)
b1*f1,.,br*f., o, lx. I..1

I(b1+f1)..r(b.+fr)
zbrlft *.*br*f,

'rf')

{",br*f1, .,b.*rr;

cl,.,cr;xl/2,.,xr/2)
b1*f,,.,b.*fr, O,xlxrl.r

r(br+fr)..r(trr+fr)
lLE_;iltE=trI
r r
x (l-xr/2- . -xr/2)-a
bl*f,,. ,br+f. > O

Multiple Integrals

.) {H

lA.e

- ],+i-

{zrD-r lrtr_i_.(r)

f(ur, . ,ur)

-ul , . ,br-ur; c;
xI, . ,xr)
u1*b1,. ,ar+b, > O

b1

r[') t.,u;cr-u1,.

'''*.)

a1*r1, . , cr*r,
)

vj') {.;"r*rr,

lntroductionThe list of fifty computer programs which follows

consists of representative examples appropriate to the evaluation
of the hypergeonetric integrals tabulated above. It is taken that
all quantities are real unless otherwise indicated. For obvious
reasons, the number of parameters and summations has been limited, but the form of the programs is such that they may easily be
extended to cover even the most complicated cases cf the integrals
under consideration. The internationar computer language F0R.TRAN
lV is employed.

a+b

rI
*Fi
a-+b-+1
arr'+b +l
-t1
2 "',
2

x1,.,x.) l*al.r

2.1*f1* .*cr*fr-2r

" /.(r) ./f("r,. ,r.)dur.

Fi

(a,b; cr+f,

.du,

rr+f

It is suggested that these programs are run for a 1ow value of lrl,
say ltl=S, an.C then re-run for lrl=6. By this means, a practical indic_
ation of the speed of convergence of the summations will be obtained and ]tl rnay be i-ncreased untiI. the desired degree of accuracy is
achej,ved. It must always be ascertained that the series, single
or multiple, being investigateC is either convergent o.- a suit_
able asymptotic series.
Note. The symbols rm'and'n'in
the READ and WRITE orders should
be replaced by the appropriate numbers for the input and output
channels on the equipment being used.

,2xr)
. ,u

B.

cr+fr-1,.,cr+f.-1;
2xr,.,2x,) rlxrl.l/2

c.+fr- 1 ; cl+ul,
tr**ri*l ' ' '*r)

".*t.i*1,.

t1 *b1
"1
(r),*1

rf') tu,rr,

r[r) {",cr*rr-r,

A.9.6.10

Computer Programs

r(a,+b,)..I(a
r- I
r +br')
2uI*bl*.*".*b.

2x1 , ,

rf') t.,u,, . ,u
x,,-,x
1T'

>

al*f',.,c.+f.

tt*'ri*I

f (c, +f, -1) . . f (c_+f_-1)

llrr

xl(cr+ur) f(f1-u1)
xf(c
+u )f ff -u I
'rr"rr'

A.9.6.8

xlfa
+u lf(b -u )
'rr"rr'
*n[') {rr*,.,1 , .rar+ur,

f (ur, . ,ur)

A.9.6.7

,_

xf(ur,.,ur)dur..du.

r(ar+ur) r(b1-ul)

A.9.6.6

Y +i-

./r,

Programs for the Evaluation

n.r.r
.

,*r)

(1-2xr- ..-2xr)-a

vjt) tr;cI*fl-1,. ,c.+fr.-l

2xr",2xr)

ffiS

of Euler Integrals

j, "" ' (t-u)b-l zFzGt,.2)dt,dr;ux) du, a,b > o.

(m,6) A ,B ,CI ,C2, Dl , D2 , X

I F (A) 8,8,9
6 FoRi.rAT(7F 1.2)
I READ(rn,7)1.{
READ

FoRlrAT(r2)
CALL F(A, B,C1,C2, D1,D2, X,l,1,S)
WRITE

(n, 5)A,B,CL,C2,DL,D2,

FpRI'1AT(13H PARMETERS
GOTO

=,

X,t\1,S

7F5,2/3H I,l=,I2,SH F=,1PEt4-6J

STOP
END

SUBRoUTINE F(A,B,C1,C2,Dt,D2,Xit,t,S)
S=O.

T=1.O
D@

N=1,1.1

AN"FLOAT(N)

B.lI

Programs

,I

n.r.sfrffiJo,"-'

-I.o

S=S+T

T=T* ( (A+AN)/ (A+B+AN) )

lB.l

Programs for Euler Integrals

240

*( (Cr+AN)/(D1+AN)

*( (C2+AN)/(D2+AN)

CONTINUE
RETURN
END

READ(m, 6) A,

rF(A)8,8,9
(r-...,)b-1
,1
t u2

i)l',_,:,, ig2,h2; ux, (1-u)y

du,

B,C, D1 , D2

, G1

,G2,Hl ,H2 ,X,Y

(m,7)

Irl

I2)

c0'i'0 |

=,

13F5

.2/3H M=,12,ZH F=, 1pEt4.6)

STOP
END

F(A,B,C,DI,D2, D3,G,H1

D0 1 N1=1,M
a,^i 1= FLOAT (N

I)

A1=A+AN1-I.O

BI=A+B+ANI-I.O
5,! =Q+ANl

STOP

-1.0

Gl=G+ANI-LO

ENb

T2=Tl

SUBROUTINE F (A, B,C, DI, D2, G1, G2,H1,H2, X,Y,II, S)

O

G2=G1+AN2-l.O
T3=T2
D0 3 N3=1,M

-t.O

T2=TI

ANS=FLOAT(N3)

D0 2 N2=l,ltl

A3=A2+AN5-l.O

AN2=FL0AT (N2 )

B3=B2+AN3-

C2=Ct+AN2-1.0

G5=G2+AN3-1

S=S+T2
T.2=T2* (C2/ A2) * ( (D2+AN2 - 1 .0)

T2=T2*( (B+AN2.1.o)

/ (G2+AN2- 1 .o) )
/ (H2IAN2-1.o) ) * (Y/AN2)

CONTINUE

Tl =T1* (C1lAi j * ( (Dl+ANl

T1=Tl * ( (A+ANI-

l.

C3=C2+AN3-L.O

A2=Al+AN2-l.O

RTJTIJRN

FL0AT (N2 )

C2=Cl +AN2-1.O

Cl=C+AN1-1.0

CONTINUE

B2=Bl +AN2-1.0

1 NI=],M
4rr1=p1@nr (Nl)
D@

41=4+B+ANt

D0 2 N2=I,I{
/tl{2

A2=AI+AN2-l;O

T1=1.0

I]ND

S=0.0
T1=1.0

CALL F (A, B, C, D1, D2,Gl,G2,HI,H2, X,Y,IvI,S)

I{RITE(n, 5)A, B, C, Dtr,D2,Gl, G2,H1,H2, X,Y,S
F@RI,{AT ( 131'{ PARAI\IETERS =, 1 1f5 . 2 / 3H t'l=, T2, 3H F=, I PE I 4 . 6)

S=0.

FoRI'{AT(13H PARA}{ETERS

SUBROUTINE

6 F@RI\I,{T(11F4.2)
7 F@Rl'lAT (

du, a,b > O.

7 F@RI\AT ( I2)
CALL F(A, B, C, Dl, D2, D3, G,HI ;H2,H3,X, Y, Z, [{, S)
WRITE (n, 5 ) A, B, C, D1, D2, D3, G, Hl,H2,H3,X, Y, Z, I',I, S

c0r0

a;b > O.
READ (m,6) A,
r F (A) 8,8,9

B,C, DI,D2,D3,G,HL,H2,H3, X,Y,

6 F@RI\,AT(13F4.2)
9 READ (m, 7) 11

8.1.2 ,tfffir [ ,"-1

ro
" ,l;

241

(l -r) b- I

idji
,r
"Fl :1 [''dr;dz
lg:h-.;h, ;h.; ,*,,,r,,,

T=T*(X/ (l.O+AN))

9 READ

for Euler Integrals

.O)

(Gl+AN1 - 1 . 0) )
(Hl+AN1- I .O) ) * (x/ANl)
- 1 . o)

.O

5=5+T3

T3=T3* (A3l83) * (C3lG3) * ( (D3+AN3-

1 ;

0) / (H3+AN3-1 . O) ) * (z/AN3)

C@NTINUE

T2=T2*'(A2/ Bz)* (C2/ c2) * ( (D2

+AN2 -

I . o) /

(H2 +AN2 -

I . o) ) * (Y/AN2 )

CONTINUE

TI=Tl * (A1lB1) * (Cllcl ) * ( (D1+ANl - I .0) /

CONTINUE
RETURN
END

(H1+AN1 - 1

o) ) * (x/ANl)

hojnrnr

242

r].r.4
I

for Euler Intcgralr

lB.l

READ(m,6)A,B,C, D,GI,G2,Hl,H2,X,Y
F

(A)

8,8,9

T1=1

=,

1OF5

.2/sH

M=

D@

,I2

,3H F=,1PE14.6)

I,l,

s)

(A, B, C, D,G:,

G2, H1,

H2, p, QI, Q2, x, y, z, u, s)

.0
Nl=1,1,,1

P1=P+ANI-1.O

F(A,B,C,

D, G1,

T2=Tl

G2,H1,H2, X,Y,M,S)

D@

S=0.0

N2=l ,M

A2=A1+AN2-i.O
B2=B1+AtrI2-I.O

(Nl )

AN2=FLOAT (N2)

T1=1.0
D0 I N1=1,1'l

P2=PI+AN2-1.0

T3=T2

81=A'B+ANl-1.0

D0

T2=T1

D0 2 N2=1,lvl

A3=A2+AN5-1.O

83=82+AN3-1

A2=At+AN2-I.O

.O

S=S+T3

B2=B1+AN2-I.O

T3=T3* (A3/83) *( (C+AN3-1

S=S+T2

T2=T2* A2* (A2/B?)*( (C+AN2-1.

o)/

CONTINUE

T1=T1*Al* (A1/B1)

T1=T1 * ( (Gz+aNr

3 N3=l,I,l

AN3=FLOAT (N3)

AN2=FLOAT (N2)

-t

(D+AN2-1. o) ) * (y/AN2)

(Gl *6q1 -, . O) / (rII+ANt - I .O)

.0) / (H2+ANr -1 .0) ) * (x/AN1)

n(

.0)/ (D+AN3-t.o)

CONTINUE

T2=T2* (A2/BZ) *( (G2+Rtqz-r

T2=T2* (Y/A.\2)

* (z/ANs)

.q /p2)* ( (H2+AN2-1.0) / (Q2+AN2-1.o)

CONTINUE

TI =Tl * (AI /B1 ) * ( (CI

CONTINUE

T1=TI* (x/ANI)

RETURN
END

- 1 . o)

/pt)

* ( (H1 +AN I -

(Ql +ANt _ r . o) I

. .l;i [*'n;'i"nt',*.,,y,,,-l

du, a,b > O.

+tr1r,11

o)

CONTINUE
RETURN
END
r7

s r[i+h ,ol" a-l

x

(r-r)b-1

,F,

(c;d;uz)

-o:2;21--t*r'hrlEr;hr;
'1'l;I

lo, o, i 9z ,'*'"_l

RIIAD(m,6)A, B,C,D,Gl ,c2,HL,H2,p,Q1

I p (A) 8,8, e
FoRMAT(14F4.2)

6
9 RBAD(m,7)M
? NORMAT(I2)

y, z,

A1=A+ANI- 1 . O
B1=A+B+AN1-1.0

SUBR@UTINE

X,

nNI=FL0AT(N1)

END

B.,

Ql, Q2,

suBRoU"riNE

STOP

ANI =FLOAT

p,

S=0. o

(n, 5)A, B,C,D,G1,G2,HI,H2, X,y,M,S

AI=A+ANI -

Gl,G2,Hl,H2,

END

FORMAT(I3H PARAI,{ETERS
GOTO

B, C, D,

243

(n , 5 ) A , B , C , D , G I , G2 ,l{ I , H 2 , p , I ,
y
Q
Q2 , X , , Z , l"t, S
FORMAT(f3H PARAMETERS -, t4F S.Z/ia'tt=,Iz,3H-p=,tprr+.o)
GOTA

CALL F(A, B,C,D,G1,G2,HI,H2, X,Y,T,I,S)

(A,

Intcgrals

8 STOP

6 I.:oRMAT(10F4.2)
9 READ (m,7) lit
7 FoRMAT(r2)
WRITE

WRI TE

* zFz(8i,8r;h'hr;ux) du, a,b > o,

Progrtmr for Eulcr

CALL

(r-u)o-' rrr(c;d;uy)

u,r##1,, "-'

B.1l

8.1.6
du, arb >o.

','-' (l-,,):-1

r!99: 'o
f

,F, (c;d;uw)

Lprqr;qz;qs;

,e2,X,\ ,Z
READ (m,

6) A,

(A) 8, 8,9

B;

6 F@RI'{AT ( 16F4 .

9 READ (m, 7J

C, D, G,Hl, H2,HS, p, Ql, Q2, QS,

2)

X,y,Z,W

244

Programs for Euler Integrals

B rl

lB.1

Programs for Euler Integrals

FoRMAT(r2)
B, C, D, G, Hl,H2,H3,P, QI, Q2, Q3, X, Y, Z, W, l.{, S)
. 5 ) A, E, C, D, G,Hl,H2,H3, P, Q1, Q2, Q3, X, Y, Z, W,!{,S
F@RIIrAT( I 3ll PARAT''IETEp5
BF 5. 2 / 2X, 8F 5 - 2 /3H y=,I2,3H F=,

CALL F (A,
WRITE (n

=,

GoTO

uu-l (r-r)b-l ,r, i.r,cr;d;ul,)

* :F2(B' Zz,Es;h.hz; It-u]x) du, a,b
i READ(m,6)A, B,U.,C2,D,Gl,G2,G3,Hl,H2,X,y -1 < x'y <

IPEI4 . 6)

STOP
END

STTBROUTINE

S=0. o

.Q

B1=A+B+AN1

-1.0

N2=1 ,M

D0 1 N]=1,I{
.r'\i=FLoAT(Nl)
Bi-A+B+ANI-l.O

si:Filtil,-i:s
T3=T2

T2=T1

N3=1.r1
AN3= F LOAT (N3)

D@

82=Bl+AN2-l.O
S=

T4=T3

N4=1,1,{

A4=A3+AN4-1.0
B4=B3+AN4-i.O

T4=T4* (A4 /84)* ( (C+AN4-1.0)/ (D+AN4-1 .o) ) * (W/AN4)

CONTINUE

CONTINUE

T2=T2* (A2/82)* (G2/p2)* ( (H2*41s2-1.o)

(Q3+ANS- 1 . o) ) *

(z/ANj)

(Q2+AN2-1. O) ) * (y/AN2)

-'l'l * (A1 /B I ) * (G1lPl) * ( (u1+61s1 - 1 . o) /

l(:sNI'rNrri

(Ql+AN1 - 1 . o) ) * (x/ANr )

1'l

\2=T2*((C1+[II2-1 -o) / B2)* ( (C2+,{\'2-1. o) / [D+AN2-1.9; I

T2=T2* ( (A*RwZ-t - O) IANZ) *Y
CONTINUE

((Gr*451-, . o) /Bl)

=T1 * ( (G3 +ANI

CONTINUE

Tl

6
9

*- -"*-**- \r

/ (H}+ANl_i . o) )

nll*/r.erANrr
, \\u,

I vJlru\t]"i
/^rr1\&\,
^\

,I

^ r [a+b)
D'r'o
il;jl{itr

Hli'rrI{N
llNl)

* ( (G2+AN1 -1 . o)

- I nl /fH"+AN'l-l

RETURN
END

S=S+T4

CONTINUE

S+T2

T1=T1*

ANa=FL0AT (Na )

T3=T3* (A3lB3) * (G3lP3) * ( (H3+AN3-1 . o)

2 N2=I,Il

A\2=FL0AT (N2J

A3=A2+AN3-I .0
83=B2+AN3-1.0
G3=G2+AN3-i.O
P3=P2+AN3-I .0

STOP

Tl-l.O

B2=B1+AN2-L .0

F=,1pEi4.6)

S=O.0

A2=Al+AN2-I.0

D0

cora

suBRoUTINE F(A,B,C1,C2,D,G1,G2,G3,Ht,t12,x,y,Nf,s)

AN2=FL@AT(N2)

D0

1.

E.\D

T2=Tl

>o

FoRrlAT( r2)

e r,q, B, cr, c2,D, GL,C2, G3, H1, H2, X, y, [r, s)

9t!l
IITRITE(n,5)A, B,C.1,C2,D,G1,G2,G3,Hl,H2,X,y,l,,l,S
s F0RMAT(1sH PAR-{TTETERS =, 12F5.2/34 M=, 12,sH

GI=G+A\rI-I.0
Pt=P+AN1-i.0
D@

Jo

rF(AJ8,8,9

TI=1.O
tr]=tr+{tr}l=l

6 FaRMAT(12F4.2)
9 READ(m,7)1",t

(A, B,C, D, C,H],H2,H3, P,QI,Q2,Q3, X, Y, Z,W,M,S)

D@ 1 N1=t,lr{
ANI - FL0AT (N1 )

.I

r (a+f)
I (a) r (b)

8.1.7

245

READ (m, 6)

'0
I

trf "'8r'ht; EThr;

I du, a,b vO,
^. .1:2
ux,uy,l
''0:2;21
qI:Pz,q2i
J., .
L-'Pr
**, ,, <1

A, B, Cl, C2, D, E, G1, G 2,Hl,H2,p

tF(A)8,8,s

F0RI{AT (17F4 .
READ (m, 7) lrl

2)

I,p2, Ql, Q2, X, y,

Programs

246

for Euler Integrals

lB.l

B.l l

I2)
CALL F(A,B,C1,C2,D,E,Gr,G2,Hl,H2,P|,P2,Ql,Q2,X,Y,Z,!r,S)
WRITE (n, 5)A, B,CI tC2,D,E,GI,G2,Hl,H2,?l,P2,Qi,Q2, X,Y, Z,M,S
F@RMAT ( i 3H PARAI'IETERS =, 9F 5. 2 / 2 X, 8F 5 . 2 / 3It M=, 12, 3H F=, 1PE14 . 6)
G0r0 |

6 F@RI\!AT(18F4.2)
9 REAII (m, 7) M

sT0P

F@Rl,LAT (

ENN

B;

S=o.0

C1,C?,D,E, Gl,G2,Hl,H2,Pl,P2, Ql,Q2,

X, Y, Z,

8
11,

S)

FORTIAT ( 12 )

F0R.N{AT (

ANl=FLOAT(Nl)

/ 2x,gF

s.

/ 3H'r'r-, 12,

3H' F=.,

pE14 . 6)

STOP

D0

El=E+AN1-1.0

N1=1,1'l

Al -A+ANl

-l

.O

B.l=A+B+ANl-1.O
E1-E+AN1-1.O
Pl=P+AN1-1.O

2 N2=I ,I{

AN2=FLOAT(N2)

A2=AI+AN2-l.O

Ql=Q+[\]1-i.6
Tl-T I
D0 2 N2=1,Nl

B2=BI+AN2-1.0

E2-E1+AN2-I.0
T3=T2

AN2=F10.\T(r-2)

D0 3 N3=1,M

E2=Ei+AN2-l.O
PZ-Plt AN2-1.O
Q2=Qi+AN2-i.o

AN3=FLOAT (N3)

A3=A2+AN3- 1 . O

B3=B2+ANS-I.O

'13=T2

S=S+T3

T3=T3* (A3 /83) * ( (Ct*453-

1 . O)

D@

(D+ANS- 1 . O) ) * ( (Cz*AII3- 1 . O) /AN3) *Z

. O)

/AN2) *Y

1 . o)

) " ( (G2+ANz-1 . O)

CONTINUE
Tl =Tl * (A1lBI

*
) (E1l (P1 +4111 -1 . o) ) * ( (G1+41111 * ( (Hl+ANl -1 . O) /AN1) *x

1.

o)

/
/

3 N3=1,tr{

AN3=FL0AT (N3)

CONTINUE

T2=T2* (A2 / B2)* (82l (P2+AN2-

E3=E2+AN3-1.O
(Q2+AN2

(Q1 +AN1

=1.

-l

O) )

P3=P2+AN3- 1 . O
Q3=Q2+trlrl3T4=T3

O) )

D0

I .a

4 N4=I,M

ANa=FLOAT (Na )

CONTINUE

A4=A1+AN4-1.O

RETURN
END

84=Bl+AIri4-1.O
S=S+T4
T4=T 4* (A4

'r];3[

"

Lp,q

,Bt ,hl ;g2,h2ig3,h3;

:-;

/ B4) *

( (C I *41t14 - 1 . O)

CONT] NUE

a-l (r-u]- b-1

zFr(.t,c2;d;uw)

'.e dsiBJ, u

(D+AN4 - 1 . O) ) * ( (CZ+nlt+ -

T3=T3* (E3 / P s) * ( ( G3+AN3- I . O) /Q3) * ( (HJ+AN3CONTINUE

I{liAI) (m, 6) A, B, C1, C2, D, E, G1,C2,G3,H1,H2, H3, P, Q, X, Y, Z',

* (A1lBl * (E1
)

CONTINUE
RETURN
EN I)

. O)

/AN4 ) *l\I

*Z

CONTINUE
T1 =T1

1.

i . O) /AN3)

T2=T2* (82/ P2)" ( (G2*4N2-1 .O) /Q2)* ( (H2+41r12-1 . O) /AN2) *y

,.,r,1 du,

a,b > O, -1 < x+y+z,w <

**""--**-* t#

=, 9r-

ANI=FLOAT(Nl)

T2=T1

llr(A)8,8,9

PARAMETERS

TI=1.0

B1=A+B+ANl-1.O

T1 =T1

3}l

SUBROUTINE F IA, B, C1,C2,D,E,GI,G2, G3,H1,H2,.H3,P,Q, X, Y, Z,W,M, S)

s=0. 0

A1=A+ANI-1.0

T2=T2* ( (H2+ANZ-r

END

T1=l.o
D0 I Nl=i,M

D0

241

CALL F(A,B,CI,C2,D,E,GI,G2,G3,[II,H2,H3,P,Q,X,Y,Z,W,TI,S)
WRITE (n, 5) A,B,CI,C2, E, Gl, G2, G3, H1,H2,H3, p,
Q, X, y, Z, ltl, Ivl, S
GOTO

SUBR@UTINE F (A,

Programs for Euler Integrals

/Pl ) * [ (Gl+41s1 - 1 . 0) /Ql) * ( (Hr +RN1 - r . 0) /AN1 ) *X

.I\!

2{ll
!.1

Programs

Prograrns

for Definite Integrals

lB.2

B.2l

for the Evaluation of Definite Integrals

lfl,l,iiiitil,,

,-" | ,^-' ,rr("1,.2idl,d2;uz) dz,

^
)l

B.?.1
I
6
9
7

5
8

AI=A+AN1-1.0

B > o.

B1=A+AN1

GI=G+ANI-1.O
T2=Tl
D@

READ (m,6)A,Cl ,C2,D1 ,D2,U,Z

I F (A) 8,8,9
FOrir,rAT(7F4,2)
READ(m,7)l't
FORMAT(I2)

=,

7F

82=B1+AN2-1.O

G2=GI+AN2-1.0
S=S+T2

T2=T2*

5.2/3H

M=

,I2,3H

F=, 1PE14 .6)

STOP
END

T2=T2*

2
1

/ (Di +tr51 ) * ( (C2+AN) /

^t
,"-'tl:1:1
8.2.2 ^ r-'|
Jo

u =-^ ,^-, ,];J I'o

,H2

[,r],-,',on',rr',*,,{

,Pl ,P2,Ql ,Q2,U,V,Z

S F0RMAT(13H PAMI'IETEp5

=,

11F5.2/3H M=,I2,3H F=,1PE14.6)

'nr;hr;hr, u=,u,,*f, dz, a > O.

[n,o: -

lrrRITE (n, 5) A, G,H1, H2, H3, P, Q, U, \r, W, 2, t4, S

F0RI\,!AT(f 3H PAMMETEp5
11F 5.2/SH 11=,I2,3H
GOTO L

STOP

=,

END

CALL F(A,G,HL,H2,PI,P2,Ql,Q2,U,V, Z,M,S)

WRITE (n,5) A, G,l{i , H2 , PI , P2 , Ql , Q2 , U, V, Z, M, S

SUBR0LTTINE F (A,
S=0. O
T1=1 . O

D0 I N1=1,M
ANi=FLoAT (N1 )
A1=A+ANI-l.O
B

I =A+ANl

END

Gl=G+ANI-l.O

suBRpuTINE F(A,G,H1,H2,Pl,P2,Ql,Q2,U,V,Z,l,l,S)

Ql=Q+filtl|-1.6

P1=P+ANI

Tlrl.0

CALL F(A,G,Hr,H2,H5,P,Q,U,V,W,Z,NI,S)

0,, a > o-

6 FoRMAT(11F4.2)
9 READ (m, 7) t'l
7 F0RMAT(I2)

S.0.0

I . o) ) * ( (Hr*a,,xr - i . o) / (Ql +AN1 - 1 . o)

6 F0RTUAT(17F4.2)
9 READ(m,7)M
7 F@RJ'IAT(12)

,L

GOTA
STpP

+,q11 -

1 READ(m,6)A,G,Hl,l12,H3,P,Q,U,V,W,Z
rF(A)8,8,9

RETURN
END

CONTINUE

(D2+AN) )

CONTINUE

1 READ(m,6)A,G,H1
IF (A) 8,8,9

AN2)*

CONTTNdE

8.2.3

T=T* ( (A+AN) / (A+AN+ I . o.) ) * ( (C I +45.)

T=Tn (U/ (1 . o+ANJ ) *z

*
*
fJ=Tl (AllBl ) (G1 / (pt
T1=T1*(U/ANl)*Z

N=I,M

ex=elonrtN) - L o
S=S+T

(_V

END

S=0.0
T=1.0

(A2/82)* (G2l (P2+Arj2-i .0) ) * ( (H2+Ari2- I .o) / (Q2+AN2-1 .o)

RETUPN

SUBROUTINE F(A,C1,C2.,D1,D2,IJ,Z,M,S)

DP

2 N2=t,II

il:;iY*;riil

CALL F(A,CI,C2,Dt,D2,U,Z,I{,S)
WRITE (n, 5) A,CL,C2, Dl, D2, U, Z,l,l,
F@RMAT(13H PAMI,{ETEp5
GOTO I

Programs for Definite Integrals

-1.

T2=Tl
D0 2 N2=1,1r{

G,Ht,H2,H3, p, Q, U, V, W, Z, M, S)

F=,1pE14.6)

Progrnmc

250

for Definite Integrals

lB.2

B.2l

A2=A1+AN2-1.0

AN2.FL0AT (N2)

82=BI+AN2-1.0

A2.Al+AN2-1.0
It2"Bl+AN2-l.O
C2'Gl+ANZ-l.O
P2-P1+AN2-l.O
Q2=Ql+AN2-1.0
T3=T2

D0

2
1

3 N3=t,H

Programs for Definite Integrals

s=s+T2
T2=T2* (A2/B2)* ( (Gl+Arrl2- I . O) / (Hl +AN2- 1 . O) )
T2=T2* ((Gz+452-1.o) / (H2+AN2-1 .o) ) * (.UAN2) *Z
CONTINUE

T1=T1 *

(A1l81)

n(

(C*ANl - I . O) / (D+At'tt - t . O) ) * (U/ANI ) *Z

CONTINUE

AN3=FL0AT(N3)

RETURN

A3=A2+AN3-I.O
B3=B2+AN3-l -O
G3=G2+AN3-l.O
P3=P2+AN3-l -O
Q3=Q2+AN3-r - o

END

8.2.5

az"l

S=S+T3

t
Jo

,^-'

,F,

(c;d;uzlnl: r;rll't

,r,

T3=T3* (A3lB3) * (G3lP3) * ( (1"13+AN3- 1 .0) /Q3) * (h'lAN3) * Z

T2=T2* (A2/P.2)* (c2/P2) * ( (H2+AN2-1 .0) /Q2) * (V,/AN2) *z

2 CONTINUE
T1 =T1

* (A1/B!) * (G1 /P1 * ( (tl I +AN1 - I . 0) /Ql ) " (U/Ali1) *z

)

CONTINUE
RETURN
END

r-^ | ,'-' ,rr(c;d;uz) zFz(Et,gz;ht,h;vz) dz, a > o.

^ , ,0

8.2.4

{A, C, D, E, G, H, p1, p2, Q1, Q2, U, V,

WRITE

(n, 5) A, C, D, E, G,H, P1, P2,

Q.1,

W,

Z,

},1,

s)

Q2, U, V, W, Z.

I\1, S

5 F@RMAT(i3H PARMETERS =, 14F5.2/3H tt=,12,3t1 F=,1PEi4.6)

coro I
B

STOP
END

READ(m,6)A,C,D,G1,G2,Hl,H2,U,v,Z

6
9

F@RI"IAT(IOF4.2)

S=0.

READ(m,7)Nl

T1=1 . o

IF(A)8,8,9

/ rPrulL'\r ta4l
CALL F (A,C,D,Gl,G2,Hl,H2,U,V,Z,M,S)
WRITE (n, 5) A, C, D, G1, G2, H1,'r12,U,V,Z,Iul,S
5 F0RMAT(l3H PARAMETERS =,lOFs .2/ 3H M=,I2,3H F=,1PEI4.6)
GOTO

O.

1 READ(m,6)A,C,D,E,G,H,P1,P2,Q1,e2,tJ,V,W,Z
rF(A)8,8,9
6 FoRr.{AT () 4F4 .2)
9 READ(m,7)l.l
7 FORIIAT(I2)
CALL

D@

NI=I,l'1

ANl=FLOAT (Nl )

Al=A+ANI-1.0
B1 =A+AN I
T2=T1

D0 2 N2=l ,t'4
AN2= FLOAT (N2)

STOP
END

SUBPOUTINE

SLIBROUTINE F (A, C, D, E, G, H, P1, P2, Q1, Q2, LI, V, I^i, Z, M, S)

O

F(A,C,D,G1,G2,HI,H2,U,V, Z,M,S)

S=0. o

A2=A1+AN2-I.0
B2=BI+AN2-1.0
E2=E +AN2-1.0

Tt=1.O
D0 I N1=1,tt

T3=T2

,\NI =FL0Ar(N1)

rrl.lg=FLoAT (N3)

AI=A+ANl-I-O

A3=A2+ANS-1.O

D0

N3=1,M

Bl =A+ANl

B5=B2+Ai.l3-

.O

T2 =T1

E3=E2+AN3-1

.O

D0

S=S+T3

2 N2=1,M

AN2= FLOAT (N2 )

-I

l^:p1,e1 ;?2,q2'rrr,rr)or,

a >

CONTINUE

;h

,-"I

Prograrns

fDa
TD.L

for Definite lntegrals

B.2I

T3=T3*(A3l83) * (E3/ {P2+AN3-1.o) ) * ((H+AN3-1.o) /(Q2+AN5-1.0) )

T3=T3*Z* (W/AN3)

3 CONTINUE

T2=T2* (AZ / B2) * (E2

T2=T2*Z* (V/AN2)

(P | + AN2 -

I . o) ) * ( (G+AN2- 1 o) / fQl

for Definite Integrals

253

P3=P2+AN3-1.0
T4=T3

D0

I . o) )

N4=1,M

AN4 =FLOAT (Na

P4=P3+AN4-l.O

CONTINUE

+AN2-

Programs

TI =Tr * (Ar/Bt ) * ( (C+ANr

-r

.O)

(D+Arrir -

S=S+T4

r. o) ) * (u,/ANI ) *Z

CONTINUE

RETURN
END

T4=T4 * ( (E3+AN4 - r . o) / P 4) * ( (c3+AN4 - I . o)

(Q3+ANa - 1 . o) ) * ( x/Ar,i4)

CONTINUE

T3=T3* (As / B3)* ( (Ez+ANs- I . o) / P 3) * ( (G2+AN3T3=T3* (W/AN3) *Z

i . o) )

1 . o)

(Q2+AN3-

1 . o)

(Q1 +AN2 - 1 .

3 CONTINUE

az -^ [I
''0

8.2.6

2* (A2 / 82) * ( (E 1 +AN2 - 1 . o) / P2) * ( (G1 +AN2 T2=72* (V/AN2) *Z

T

a-l
z

,Fr(c;d;uz)

gl;e2,gztes,g3; I
^o:2
ttrl l-'"r,
v:'wz'xl
I

L!'0, ;ez;e3r
a >

I
6
9
7
5

READ(m,6)A,C,D,EI,E2 , E3, Cl
I F (A) 8,

8,9

2--T

2 CONTINUE

T1=T1 *

dz,

(A1lBl) * ( (C+AI.I1 -1 . o) /

(D+ANI - I . O)

)'t (U/ANi ) *Z

CONTINUE
RETURN

END

O.

, G2 , G5 , P , QI , Q2 , Q3, U,

\',1{, X, Z

az

8.2 .7

-al

FoRII/\T(r2)
CALL F (A, C,, D, E1,E2,,E3,G1, G2, G3, P,Ql, Q2, Q3,U,V, W, X, Z,M,S)
l\'trITE (n, 5)A, C, D, E1, E2, E3 ;G1,G2,G3,P, Q], Q2,Q3, U, \" tt, X, Z,M,S
FORIvIAT ( 1 5H PAMMETERS =, 9F g : 2 / 2X,9F 5 . 2 / 3H l'l=, I2, 3H F=, 1PE14 . 6)

8 STOP
END

a-I

FoRMAT(18F4.2)
READ(m,7)lt{

GOTO

"

2F

r(.1,.2

;d;uz) sFz (.r

a > O, -l < uz,vz <

,e2,e3;g,g2ivz) dz,

1 READ(m,6)A,C1,C2 ,D,El ,E2,ES,G1 ,G2,tJ,V ,Z

IF(A)8,8,9

6
9
7

FoRMAT(i2F4.2)
READ(m;7)M
F@RMAT(I2)

CALL F(A,C1,C2,D,E1,E2,E3,G1,G2,lJ,V,Z,l{,S)
SUBROUTINE F (A, C, D,E7,82, E3, G1,G2,G3, P, Q1, Q2, Q3, U, V, W, X, Z,I{, S)
S=O.

D0

Nl=1,M

(n,5)A ,CL ,C2 ,D ,EL ,EZ ,E3,Gl ,G2,lJ ,V ,Z ,ll,S

F@RMAT(13H PAMMETEpS =,12F 5.2RH M= ,I2,3H F=,
COTO I
WRITE

T1= 1 .0

AN1=FLOAr(N1)

1pEi4.6)

STOP
END

A1-A+ANI-1.0
B

SUBROUTINE F (A, C1, C2, D, E1,E2,83, G1, C2, U, V, Z,IU, S)

S=0. o

I =A+ANI

t'2=TI

D0 2 N2=I

,M

T1=I

.O

Ni=l,M

AN2=FL0AT (N2)

D0

A2=A1+AN2-1.O

ANI =FLOAT (N I )

82=Bl rAN2-1.0
P2=P+AN2-1
T3=T2

D0

.O

3 N3=l,M

A1=A+AN1=1.O
B1

=A+ANI

'12=Tt
DO 2 N2=T,M

(N3)

AN2=FL0AT (N2)

A3*A2+AN3-1.0
B3=82+AN3-1.0

A2=A1+AN2-1.O

AN3= rLOAT

o) )

82=BI+AN2-1.O
S=S+T2

--4

254

Programs

T2.T2* (A2

for Delinite

[B'2

B.2l

(G1

CONTINUE

for Definite Integrals

Programs

255

S=S+T3

+AN2: I' O) )
*V*Z
(G2+AN2 - 1' O) ) * ( (E3+AN2 - 1 . O) /AN2)

B2)* r 1[ | +AN2 - I' O)

T2.T2* i (rZ*nirz- r . 0) /

Integrals

T3=T3*(A3lB3) * (E3l (P2+AN3'1.o) ) *( (G2+ANS-I.o) / (Q2+AN3-1.o)

T3=T3* ( (HZ*4113- 1 . O) /AN5) *lr'tZ

3 CONTINUE

. 0) / (D+ANI-1.o) )
TI =T1 * ( (C2+ANI - I . O)7AN I ) *U*Z

Tl=Tl* (Al/Bl) * ((C1+AN1-1

(AZ / 82) * (82l (P2+AN2 - i . o) ) * ( (G1 +AN2 - r o)

"
T2=T2* ( (Hl+612-1 .O) /AN2) *V*Z

T2=it2*

CONTINUE

RETURN
END

.
I

(Qi +AN2 - 1 . O) )

CONTINUE

T1=T1* (A1/Bl) " ( (Ct+41t11-1 . 0)

T1 =Ti *U*Z

(D+AN1 -

O) ) * ( (C2+ANr

:r

O)

/AN1l

C@NTTNUE

RETURN
END

8.2.8
dz,

u ,-^

8.2.9

[ ,^-1 ,Fr{r, ,cr:'d;uz)

r ,q,r:
I
ES:O lP
vz,wz ,xzl dz ,
''o:2
'gt,hr;E,hr;E=,hr;
L
J

a > O, -I < uz, (v+w)z < l'

I READ(m,6)A,C1,C2,D,E,GI,G2,Hl,H2,Pl,P2,Ql,Q2,tJ,V,W,Z

IF(A)8,8,9

a > 0,

6 FoRr.rAT(17F4.2)
9 READ (rn, 7) IrI
7

(A,C1, C2, D, E, G1, G2,H1,H2,P\, P2,Q1,Q2,U, V, l',l, Z,l"l,s)

WRITE (TT, 5) A, Ci, C2, D, E, GI,G2,HI,H2,P 7, P2, Q], Q2, U, V ; W, Z, M,S
FpRMAT(i3H PARAMETERS =, 9F5 .2/2X,9Fs.2l3H M=,I2'3H F=,1PE14'6)
7

8 STOP
END

SUBROUTINE F (A,C1,C2,D,E,GL,G2,HI,H2,PI,P2,QI,Q2,
S=O. O

T1=1.0

D0

Igtii;:)i;'

"

7 nOnu,nr i r 2l

(A, C1, C2, D, G1,G2, G3,Hl,H2,H3,p, Q, R, U,\r, W, X, Z,I.{,S)

D, G1, G2, G5, H1, H2, H3, p, Q. R, tJ, V, W, X, Z, l,{, S
5 FpRMAT(I3H PAMMETERS =, 9F 5. 212X,9F5.2/3H l,l=,L2,3H F=,lpEt4.6)

CALL

WRITE

(n, 5) A,Cl,C2,

G0r0 |

5 STOP
END

Al=A+ANI-1.O
B

U, V,W, Z, M, S)

6
9

I =A+AN

T2=T\

D0 2 N2=1,M

At{2=FLoAT (N2)

SUBROUTINE
S=0. 0

(A,Cl,C2, D,Gl,G2,G3,Hl,H2,H5, P,Q,

T1=I.O

D0

N1=1,M

AN1=FLOAT (N1 )

4!=[]+ANi-1.O

ti=ttffil '

B2=BI+All2-1.C

T2=Tl

E2=E+AN2-I.O

D0 2 N2=1,M
AN2=FL0AT(N2)

T3=T2

D0 3

N3=1,NI

ANS=FLOAT (N3)

A5=A2+AN3-1.0
B3=82+AN3-1.0
E3.ll2+ANS- I .0

"_***-!t*

Nl=I,M

Alr r =FLoAT (Nt )

h*

6) A, CL,C2,D, G1, G2, G3,H1,H2,H3, P, Q, R, U, \:, l.{, X,

rF (A) 8,8, e

GOTO

-1,<

READ (m,

FORMAT(I2)

CALL

A2=A1+AN2-1.0
B2=B1+AN2-I.O
P2=P+AN2- I . O
Q2=Q+Nrtl- 1 . g

R2=R+AN2-1.O

R, U,V.,W, X,

Z,M,S)

'13

u1.3

Progrmr for Repeated Intcgrdr

256

B.3l

"'l'2

D@

t)/ 3 N3=1,M

L NI=l,lr.l

BN=FL0AT(N)

A3-A2+ANS-l.0

S=S+T

113=82+AN3-1.0

T=T* ( (A*AN)

I)3=P2+AIri3-1.0

7='1* (U/ (AN+

.0

R3=R2+AN3-l .0

(A+BN+AN) ) * ( (Cr *All)

/
1

.0) ) *Z

I (or *AN) ) * ( (CZ*41.11 7 (D2*aN; I

CONTINUE
RETURN
END

T4=T3

D0

a<1

AN=FL0AT(NI) _t .0

AN3'FLOAT(N3)

Q5=Q2+AN3- I

Programr for Repeated Integrals

4 N4=t,l'l

AN4 = F L0AT (N4 )

A4=A3+AN4-1.0
84=83+AN4-1.0
P4=P3+AN4-t.O

B.s.z

ga,nl z1-a-"

Q4=Q3+AN4-l.O
R4=R3+AN4-1.O

(A4/84)* (P4/ (G3+61s4-i . 0) ) * (Q4l

(H3+41,14 - 1

CONTINUE

T3=T3* (A3l83) * (P3l (G2+Au\5-1

O) )

- (Q3/

(H2+41.,13-

3 CONTINUE

.0) ) * (R4lAN 4) *yx7

. O)

* (RslANS) *1,{*Z

'12=T2* (A2/82) * (P2l (G1+ANz-1 . o)

) i (Q2l (H1+41tJ2-1 . 0) ) * (R2lAN2)
2

*y*7

CONTINUE

T1=T1* (A1lBI I * ( (Ct*41111 -

1.

I CONTINUE

O,

zF

z(9t,.2id,driuz)

dz

14=

,12,3H F=,1PE14.6)

STOP
END

6 FoRMAT(7F4.2,r2)
9 READ(m,7)M
7 FoRrlAT(12)

=,

T2=Tl
D0 2 N2=l ,\l

(A,C1,C2,DI, D2, U,Z,N,M,S)

WRITE (n, 5)A,C1,C2,Dl, D2,U, Z,N,M,S
F

7F5.2/3H N=J2 r 3H

T1=t.O
D0 1 N]=1,lrl

Al=A+Alil-1.0
Bl=BN+ANI-I.0
Gl=G+ANl-I.O
P1=P+ANl-I.0

A,Cl ,C2,D1,D2,U,Z,N

AN2=FLOAT (N2)
\1=

,I2 ,3h

F= ,

1PE14.6)

A2=A1+AN2-1.0

82=Bl+AN2-1.0
G2=GI+AN2-1.O

8 STOP
END

SUBROUTINE

'

BN=FLOAT(N)

IF(A)8,8,9

S=0.0
T'1 .0

(n,5)A, G,H1 ,H2, p, Ql , Q2, U, V, Z,N, t{, S

FORI'AT(13H PARAMETEP.S =,1OF5 .2/3II N= ,I2 ,3H

ANl=FL0AT (N1

a>O.

GATO

dz

SUBROITTINE F (A, G, i{ 1, H2, P, Q1, Q2, U, V, Z, N,I\,I, S)

z1-a-n f1.. (n).. f' ,^-'

,0
'0

5 F@RMAT(I3H PARAMETERS

'"j

8,8, s

(A)

S=0.

READ(m,6)

lJ'qt

u,

cALL F(A,G,HI,H2, P,Q1,Q2,u,v,z,N,t\i,s)

CALL

G@TO

8.3 Programs for the Evaluation of Repeated Integmls

.1, iq2;

WRITE

END

tnr,

READ(m,6)A,C,H1,H2, p,QI,Q2,U,V,Z,N
r

(a,n)

,r;;l;f

6 FoRr,rAT ( roF4 .2 ,12)

9 READ(m,7)!t'!
7 F@R1q1612;

/ (D+ANi-1.O) ) * ( (C2+A.N1-1.O),/LNl)*U*Z

RETURN

ts.3.i

I'o

r^

u,0

S=S+1'4

T4=T4*

. ,r,
f

P2=P1+.{\2-I

.O

S=S+T2

F(A,Cl ,c2,DL,D2,U,Z,NrM,S)

T2=T2* (A2 / 82) * (G2 / P2) " ( (H2*n62 - 1 . o) / (Q2+AN2

2 CONTINUE

T1=T1* (A1lBi) * (G1 /p1) * ( (Ht*Rrvt - 1 . o)

(Q1 +ANl -

I .o))*(\,/AN2)*
1

.o))*(u/AN1)*Z

Programs for Repedted tntegrals

258

lB.3

Programs for Barnes and Related Integrals

T2=T2*

CONTINUE

RETURN
END

B.s.3

B.4l

1.,n;r1-u-n[11.,1 I
)o

Jo

z-'
FO,
"-1-1:11-g:
ZI

ht ; hz ;h3 ;

(V

259

/ Nr2)*Z

CoNTTNUE

T1=T1 * (A1/BI) * (G1l (Pl+ANl

Tl =Tl * (U/ANI ) *Z

- 1 . 0)

* ( (HI+ANt -

1 . o)

/ (Qt+ANl

- 1 . O) )

CONTINUE
RETURN
END

uz Yz ,wzld.z,

[_tPt,9t |P2'q2;PS,q3; I
a >

O.

8.4 Prograrns for the Evaluation of Barnes Integrals and Related Integrals

1 READ(m,6)A, G,H1,H2,H3,PL,P2,P3,Ql,Q2,Q3,U,V,W,
IF(A)8,8,9

Z,N

^c- +c^t - 1

(A,

GOTO

SUBROUTINE

(A,G,H1,H2,H3, P1, P2, P3,Ql, Q2,Q3, U,V,W, Z,N,M,

S)

S=0. o
DO

a(.,+u)I(cr-u) sFr(cr+u,c, -u,ca;dI,dr;x)

cr+cr>0,

-l<x<1,

FoRMT(6F4.2)
READ(m,7)lvt

FORHAT(I2)
C.ALL F (Cr,C2,C3,Dl ,D2,X,l{,S)

WRiTE (n, 5)C1,C2,C3,DI, D2, X,tU,S

F@R!I{AT(13H PARAI\{ETERS =, 6F5 ,2/3ll

t'1=

GOTO I

.O

I NI=l,M

du,

1 READ(m,6)CI,C2,C3, D1,D2,X
I F (CI+C2) 8,8,9

6
9
7

STOP
END

Tt=l

G,

5
l3ll F=,1P814.6)
B

I
-io

H1,T12,H3,P 1, P2, P5, Q1, Q2, Q3, U, V, W, Z, N, IvI, S)

WRITE (n,5) A, G,Hl ,H2,H3, Pl , P2 , P3, Ql , Q2 , Q3, U,V, W, Z, N, M, S
FORMAT(I3H PARAMETFRS =, 8F5.2/2X,7F5.2/3tt N=,I2,r11 1'1=,I2,

CALL

16

8.4.1 r1l(=l(c1+c2J

6 FpRMAT(1sF4.2,r2)
9 READ(m,7)M
7 F@RI',IAT(r2)

ANI=FLOAT (NI )

,I2 ,3H F=. ip814.6)

STOP
END

BN=FLOAT (N)

SUBROUTINE F(C1,C2,C3,
S=O. O

A1=A+Ai,l1-1 .0

Bl=BN+ANI-1.0

'f=I.O

S|=g+ANl-1.0

D0

T2=Tl

D0

2 N2=1,lrl

A2=A1+AN2-l.0

D0

N3=1,I{

B3=B2+AN3-1.0
G5=G2+AN3-1.0
S=S+T3

T5=T3* (A3l83)* (G3l (P3+AN3-I.o) ) * ( (H3+AN3-r.o) / (Q3+AN3-1.o))

,1,3",1'3* (w/AN3) *Z
(CIN'IINIIE
* ( (H2+AN2 - t . O) / (Q2+AN2 - 1 . 0) )
'l' ).'l'2* (A2 / BZ) * (G2l (P2+AN2 - 1 . O) )

S=S+T

B2=B1+AN2-I.0
G2=GI+AN2-1.0
/tll3= FLOAT (N3)
A3=A2+ANS-1.0

i Ni=i,i',i

FL0AT (Nl )
Et= (cr+C2i / 2'.o
E2=E1+.5
AN

AN2=FL0AT(N2)

T3=T2

Dl,02, X,M,S)

T=T* ( (E1+41111 - 1 . O) / (Dl +Al.lI - 1 . O) ) * ( (E2+AN 1 - I

T=T1( (C3+41.11-1 .O) /ANl) *X

O)

(D2+AN2 - 1 . O) )

CONTINUE
RETURN

END

"cr+gr-l
8.4.2
D'+'L ;ITq;41!-l_ ' .

f'*t(tr*')r(gr-u)

.| .

1@

2Fr(cr*u'cr;d,dr:'x)

xrFr(Er-u,E2ih*h2;y) du, cl+gr > o.

1 READ(m,6)C1,C2,Dl,D2,GL,C2,HI,H2,x,Y
IF(Cl+C2)$,3,9

'h-

Programs

260

for Barnes and Related Integrals

lB.4

B.4I

D@

1 N1=l ,lr1

ANl=FIOAT (NI )

WRITE (n,5) CL ,C2,DI ,D2 ,GL ,G2 ,HL,H2, X, Y,M, S

F@RMAT(f 3H PARAI{ETERS =, 10F5. 2/ 3H U=,I2,3$

rt=

(CL+C2) /

2.o

E2=E1+.5

F=, 1PE14.6)

A1=E1+ANl-1.0

B1=E2+AN1=l.O

STOP
END

T2 =T1

Dfi 2 N2=l

S=O.

TI=1

.O

,M

(N2)
A2=A1+AN2-1.0
82=81+AN2-1.O

F(C1,C2,Dl,D2,G1,G2,HI,H2;X,Y,M,S)

SUBROUTINE

AN2=FL@AT

D0 1 N1=I,M

T3=T2

AN1=FLOAT(N1)

D0 3 N3=1.M

A1=CI+Gl+ANl-I.O

AN3=FL0AT (N3)

T2=TI

A3=A2+AN3-1

.O

D0 2 N2=t,lt

B3=B2+AN3-1

(N2)
A2=AI+AN2-1 . O

S=S+T3

AN2=FLOAT

S=S+T2

T2=T2* (A2
CONTINUE

/2

O) * ( (G2+AN2 - 1 . O),r (H1 +AN2- 1

=T1* (A1/2 . O) * ( (C2+ANI

-r

O)

0) ) * (Y/ (H2+AN2 - I .o) )/Purz

(D1 +ANt - 1 . o) ) *

(x/

(P2+!N2-l .o))* (82/

CO;'ITINUE

Ti =T1* (A1/ ( P1+AN1 - i. . o) ) * (Bl

(D2+AN1 - I . o) )/AN1

(Q1+ANI -

1.

o) ) * (x/AN1)

RETIJRN

,c, +cr-1

?ll i'(cr +c.t)

,"

i"q

", , I r(c.,+u) f (cr-u)

-'*

*orro
'O:2

1 READ(m,6)C1 ,C2,P1,P2,P3,QI

8.4.4

[41*''"'-''
.rrr,l
,Pt,9I ;p2,q2;p3,q3;
|
.1*.2 , O.

OO

(d.,

+dr-1)

,'
-.',dr+dr-r

du

zF

,Q2,Q3 ,X,Y,Z

IF (C1+C2) 8,8 ,9

CALL F(Cl,C2,P1, P2, P3,Q1,Q2,Q3, X,Y, Z,Nl,S)

WRITE (n,5) CL ,C2,Pl, P2, P3,Q1 ,Q2,Q3, X, Y, Z,l'1, S
F@RMAT(13H PARAI.{ETEp5 =,11F5 .2/3H M=,12,3H F=,1PE14.6)
GOTA

dfd2 , t.
1

READ

(m,6) Cl ,C2 ,D\ ,D2

,X

6 F0Rr{AT (sF4 . 2)
9 READ(m,7)fl
7 FoRMAT(r2)
5
8

CALL F (C1,C2, D1, D2,X,It,S)

I{RITE (n,5) C I ,C2 ,Dl, D2, X,M. S
FoRI{AT(13H PARAI'IETERS- =, 5F5

Gora I

.2/sH M=',I2,3H F=,lpE14.6)

STOP
END

STOP
END

SUBRoUTINE

Lb

z("r ,cr;cir+u,dr-u;x) iIa;;nrdG;ut

6 FoRMAT(11F4.2)
9 READ(m,7)M
7 FoRMAT(12)

@*_.**

(Q2nANz- I .o) ) * (Y/AN2)

END

IF(D1+D2-1.0)8,8,9

.o) ) " (83/ (Q3+AN3-i . 0) ) * (Z/AN3)

1. CONTINUE

,L

CONTINUE

T2=T2* (A2/

END

.3

T3=T3* (A5l ( P3+AN3-

figHlil"
8..1

26t

T1=1.0

cAtL F(c1,c2,Dr,D2,G1,G2,H1,H2, X,Y,l,I,S)

T1

for Barnes and Related Integrals

S=0. o

6 F0tu"tAT ( 10F4 . 2)
ni:nn (m, z) rq
7 ToRMAT ( I 2)

GOTO

Programs

SUBRoUTINE F(C1,C2,

s=0, o
F

(C1, C2,Pt,P 2, P3,Ql,Q2, Q3, X,Y, Z,M, S)

T=1.0
D0 i Nl=1,M

Dl,D2, X;irl,S)

Programs fcir Barnes and Related lntegrals

262
AN1

lB.4

E2=El+.5
g-5+T
T*T* ( (C1+AN1 -1 . o) / (Er+ANl - 1 . o) ) * ( (C2+AN1 - I . o) I (E2+ANl -1 .o) )

8.4.6

,,4s

*t+l-,1;l;l[
h1

*h2

bt. , c, ;b

Z,.ZtXr)l I
:hr+u ;trr-,,
:

r1
2

du

r(hr+u) r(hr-u)

"':]

!,

1 READ(m,6)81,82,C1,C2,G,Hl,H2,X,Y
lF(Hl+H2-1)8,8,9

CALL F{A,Bt,B2,B3,GL,G2,G3,Hl,H2,I13,X,y,

STOP

SUBROUTINE
S=o. O

=,

9F 5 .2/3Lt M=

,I2,3H

F=,1PE14.6)

ANI=FLOAT(Nt)
A1=A+AN1-I.O
T2=TI

F(Bl, B2,Cl,C2,G,H1,H2,X,Y,t*{,S)

A2=A1+AN2-1.O
T3=T 2
D@ 3 N3=l ,lr{
AN3= FLOAT (N3 )

Tt=l.O

D0 I N1=1,M
ANl=FL0AT(ll!)

A3=A2+AN3-1.0

E1=HI+H2-2.O+ANl

S=S+T3

(l=g+trNt-I.O

T3=T3" (A3l (G3+AN3-

T2=Tt

D0 2 N2=1,M
AN2=FLOAT(N2)
G2=G1+AN2-1
S=S+T2

.O

2=T2* ( (82+61.12 - 1 . O) / E2) * ( (Cz*4p2 -

C(,NI'INUE

l * ( (BI+AN1 - I

l{l:'t'Ut{N

liNll

'l

2 N2=1,M

AN2=FL0AT (N2)

.O

F(A,B1,B2,B5,Gl,C2,G3,HI,H2,H3,X,Y,Z,T{,S)

Tl=1.0
D0 I NI=1,lrl

D@

E2=E1+AN2-I

Z,ll,s)

(:oN'l tNUn

,rr,l

(n, 5) A, 81,82,83, GI, G2,G3, H 1,H2,H3, X, y, Z,l\,1,S

FpRI{AT(13H PARAMETERS =,13F 5.2/Ss M=,r2,3H F=,1P8I4.6)
GOro 1

END

'l' l -.'f

g,h2;E,hr;

WRITE

8 STOP

+urhr -u;

END

F@RMAT(I3H PARAMETERS

S=0.

[ 'r,

b,I,LJ ; b, ; b"

6 FoRMAT(13F4.2)
9 READ(m,7j1,,1
7 FoRMAT(r2)

CALL F(B1,B2,Cl,C2,G,HI,H2, X,Y,ht,S)

WRITE (n, 5)B1,B2,C1,C2,G,H1,H2, X,Y,l\{,S

suBR@uTINE

,a:jr'

263

du
-._o'81*hl'
|(g'*u)r(h'-

6 FoRrrAT(9F4.2)
9 READ(m,7)
7 F0RI\,AT(12)

GOTO

for Barnes and Related Integrals

1 READ(m,6)A,B1,82,B3,Gl,G2,GS,H1,H2,H3,X,\,2
IF (G1+H1 - 1 .0) 8,8,9

-1

-+281+h,-t

CONTINUE
RETURN

r(g,+h.,-1) |

T=T* (X/ANl)

END

Programs

=FL0AT (Nl )

[].([1+D2-1.O)/2.O

B.4I

O)

1 . O)

/Et ) * ( (C t+aNl - I

. O)

/ G2) * {Y / AN2) * 2

/GL) * (X/AN1) *2

1 . Ol

* ( (B3+Al.t3- t . O) / (H3+AN3-

1 . O)

*
) (Z/ANJ)

C@NTINUE

T2=T2* (A2/ (G2+tN2-1.0))*( (B2+AN2-1.o) / (H2+AN2-t.o) ) *(Y/AN2)

CONTINUE

Dl=(G1+H1-t.o)/2.O
s1=(Gl +trr)/2.o
T1 =T1 * (A1l (D1 +AN1 - 1 . O) ) " ( (Bt*4111
CONTINUE
RETURN
END

- 1 . 0l

/ (Er+ANi - I . O) ) * (x/ANl)

i\
264

Programs for Laplace lntegrals

lB.s

8.5]

8.5 Projrams for the Evaluation of lsplace Integrals

Prdgrams

SUBR@UTINE

S=0.

*,,u, Jo
I e-Pt ta-I 2Fr(.t,.zidt,dr;xt) dt,
d,P>O,

1 READ(m,6) A,Cl,C2,D1,
IF(A)8,8,9
6 FoRMAT(7F4.2)
9 READ(m,7)I'1
7 FflRl'tAT ( 12 )

A1=A+A.ril-1.0
Dl=D+AN1-1.0

T2=Ti
D0 2 N2=1

A2=A1+AN2-1.0
D2=Di+AN2-I.O
S=S+T2

T2=T2* {AZ / P) * ( (82+AI,lz - | . o) / D2) * ( (C2+AN2 - 1 . o)

T2=T2* (Y/AN2)

(n,5)A,C1,C2,Dl,D2,P,X,M,S)
FORMAT(13H PAMMETERS =, 7F 5 .2/StI

WRITE

GOTL

U=

,I2,3H F=,IPE14.6)

8 STOP
END

S=S+T
T=T* ( (A+AN)

at

/P) * ( (C1 +411 / (Dl +AN) ) * ( (C2+AN) /

(D2+AN) )

t (x/

"-Pt

'

a-l

T_

O:2:21

o1

a,P>0,

'r

,br,.1ib2,c2:.

irl, ,

81 i

-P< x,I <

1 READ(m,6)A, B1, B2,Cl,C2,D,G1,G2,

rF(A)8,8,9

EZ;

,.'''l

dt'

P.

P, X,Y

ronru,rtrrr+.2)
READ(m,7)I'l
FoRlrAT ( I2 )

(n, 5) A, Bl, 82,Cl,C2,D,CI,.G2,P,X, Y, M, S

5 lr0ltMAT(131{ PARAI'IETERS =, 11F5

60T0 |
S1'@1'

,'-' ,rr(cl,dr;s'ht;xt)

(AN+1 .

*2F

o) )

6
9

z{.2,dr;E*hr;yt)

zGs,ds;Es,h-;
>
<
a,P O, -P x+Y+7 < P.
zF

zt)

dt

'

IF(A)8,8,9

FoRMAT(1
READ

N4

:ffH[f]r,ar,au,Dr,D2,D3,cr,G2,G3,Hl,H2,Hs,p,\,y,

z,r,{,s)
CI, C2, C3, Dl,D2,D3, Gl,G2, G3,H1,H2,H3, P, X,Y, Z, Ivl,S
F@rya1 1 1 3H PARAMETEB5 =, 9F 5. 2 / 2X,8F 5 . 2 /3H l,l=, 12, 3H F=, IPE14. 6)

$IRITE

7F4.2)

(m,7)

,3ffi9

(n,

5) A,

END

SUBROUTINE

CALL F(A, 81,82,Cl,C2,D,G1,q2,P,X,Y,M,S)

WRITE

IINI)

(G1+AN I - 1 . o)

I READ(m,6)a,Cl,C2,C),Di,Dl,Dr,CI,G2,G3 ;t11,H2,H3,P,X,Y,2
@

8.s.2 =EIta) j|

e-Pt

CONTINUE

At

CONTINUE

T1=T1 * (A1/P) * ( (Bi +ANI - 1 . 0) /D1 ) * ( (C t +41q1 - 1 . o)

T1=T1 " (X/AN1)

B.s.s tbf l,

RETURN
END

6
9

(G2+AN2 -

.0

lfl=l,i;+iil, , .
1

I . 0) )

RETURN
END

siJBRoUTtNE F(A,C1,C2,D|,D2.,P,X,i'J,S)
S=0. O
T=1

,M

AN2=FLOAT(N2)

CALL F(A,C1,C2,Dl,D2,P,X,T{,S)

F(A,B1,B2,Cl,C2,D,Gl,G2,P,X,Y,lu{,S)

ANI =FL0Ar(NI )

-P<x<P.

D2, P,

265

Tl=1.0
D0 1 N1=1,M

at

B.s.l

for L:place Integrals

.2/3H M=,I2,3H F=, 1PE14.6)

S=0.0

TI=l.o
D0

N1=1,t'l

ANl=FL0AT(Nr)

At=A+ANt*1.0
T2=TI

Dfi 2 N3=l,M

(A, C1, C2, C3, DT,D2,D3, GI, G2, G3,H1,HZ OH3' P' X' Y'Z'

T,I'

S)

Programs

266

for laPlace Integrals

lB.s

AN2.FLoAT (N2)

RETURN

D0 3 N3=1,1'l

EI.ID

A5=A2+AN3-I.O

S=S+T3

B.s.s

is=rs*(A3lp)*((cs+ANs-1.o)/ (G3+Al!3* -1'0) )

(z/AN3)
T3=T3* i lOS*,tr.rS-r.O) / (H3+AN3-i.o) )

* -1:
tr t i:l P't,'

/ p)* ( (c2+AN2- 1 . o) / (G2+AN2* - 1 . o) )

(
T2=T2* 1nZ*iu.ri - r . 0) / (H2+AN2- 1 . O) ) (Y/AN2)

CONTINUE

CONTINUE

ar'P > 0,

T1=T1* (Ar /P) * 1 1Cl+AN1-1 . O) / (Gl+ANl-l' O) )

*
Tl=TI * i lOi*nr.rr -r . o) / (H1+ANl - 1 . O) ) (X/ANI)

ta-1rFr(c;d;xt) zFz(ct,sz;h.,h2;vt)
a,p>O, -P<x+Y<P'

dt'

(A)

READ

-P<x+Y+2<P.
Z

(A, C, D, E, G,H1,H2, P, Q1, Q2, X; Y, Z, I\,I, S).

P, Ql, Q2, X, Y, Z, !!,

WRITE

(n, 5) A, C,'D, E,G,HL,H2,

FORMAT(15H PAMMETEB5

=,13F5.2/sa 14=,r2,3H F=,1P814'6)

ENIJ

8,8,9

SUBROUTINE F (A, C, D, E, G,HI,H2, P,Q1,Q2, X,Y, Z,M,S)

S=O.

T1=I.O

DO 1 Nl=I,I.
ANl=FLOAT(N1)

CALL F(ArC,D,G1 .G2,H1,H2,P,X,Y,M,S)

WRITE (n,5)A, C, D, Gl , G2 ,Hl ,H2, P, X,Y,lu, S
ionuniCisH imnr'lrtrgS' =,10F5 -2/3H M=,r2,3H F=,1PE14'6)

T2=T1

G0r0 t
STOP

AN2:FLOAT(N2)

A1=A+AN1-1.0

D0

END

2 N2=r,lrt

A2=A1+AN2-1.0

SUBROUTINE

F (A, C, D, G1, G2,Hl,H2,

!/=[+AN2-1.O

P, X,Y,T1,S)

G2=G+AN2-1
T3=T2

S=0.0

TI=I.o

Al=A+ANl-1.0

E3=E2+ANS-1

T2'Tl
D0 2 N2=I,M
S.S+T2

1' o) )
1'2.T2* (AZ / P)* ( (G 1+AN2 - I . O) / (H1+AN2* (Y/AN2)
(H2+AN2-1.o)
.0)
)
(cz*iuz-r
/
i2.Tz, i
CONTINUts

.O

G3=G2+AN3-l.O
5=g+T3
T5=T3* (A3lP) * (G3l83) * ( (H2 +ANS-

AN2=FLoAT (N2)

A2.AI+AN2-1.0

.O

D@ 3 N3=1,M
ruvs=rl0lT(Nj)
Ii3=A2+AN3-1 .0

NI=l,M

ANI=FLOAT (N1)

'll'at;q';rr.,JI 0.,

CALL

G,OTO

6 FoRMAT(iOF4.2)
9 READ (m, 7) l'l
7 FoRMAT(12)

D0

* (x/AN1)

n"

(m,6)A,C,D,E,G,H1,H2,P,QI,Q2, X,Y,

8 STOP

READ(m,6)A,C,D,Gl,G2,H1,H2,P,X,Y
F

6 F0RI.{AT(13F4.2)
9 READ(m,7)\t
7 FoRMAT(I2)

8.s.4 Ct ir.'t
I

1 . o)

IF(A)8,8,9

RETURN
END

/ (D+ANI-

.$i"r' a"-'r.t, (c;d;xt)

CONTINUE
Ttz=T z* (Az

- 1 . O)

CONTINUE

T3=T2
AN3=FL0AT (N3)

(AIIP) * ( (C+ANI

T1=T1*

A2'A1+ANZ-I.O

Programs for laplace Integrds

B.sI

CONTINUE
T2='t2* (A2

CONTINUE

/ P) * (G2 / E2)* ( (Ht

1 . o)

+AN2 - 1

/ (Q2+AN3- 1 . o) ) * (z/AN3)

o) / (Ql+ANz - 1 . o) ) * (Y/AN2)

h.
Programs

26E

Tl =Tl * (A1/P) * ( (C+ANI - I

O)

lB.s

for laplace Integrals

/ (D+ANI - l. 0) ) * (X/ANI)

Q4=Q3+AN4-l.O
S=S+T4

CoNTINUE

T4=T4* {A4 / P) " ( (c3+AN4 - I . o) / E4) * ( (H5+AN4 - 1 . o) /Q4) * (U/AN4)

RETUIiN

4 CONTINUE

END

T3=T3* (A3lP) * ( (G2+AN3-1. O) /E5) * ( (H2+AN3-1 .O) /Q3) * (z/ANs)

3 CONTINUE
TZ='t 2* {Az
2 CONTINUE

'-'ror(c;d;xt)

T1

i '"'":l

o[,o,
,p > O, .-p s

READ (m, 6) A, C, D, E, G1, G2,

dt,

x+y+z+u 5 P.

G3,f|1,H2,H3,

P, Q, U, X, Y, Z

=T1*

/ P) " ( (G t +11,12 - 1 . o) / E2) * ( (H!

(AllP)

CONTiNUE
RETURN
END

I-Pr (") r (bi) r (c1 -p) r (dt-p)

r (p) r (c,) r (d1) r (a-p) r(b,.p)

8.6.1

(A,C, D,E, G1,G2, C3,H],H2,H3, P, Q,U,

X, Y,

(Y/AN2)

* ( (C+ANI - r . O) / (D+AN1 - 1 .O) ) * ( x/ANl )

Ir'l

CALL

+AN2 - 1 . o) /Q2 ) *

8.6 Programs for the Evaluation of Mellin Integrals

iF(A)8,8,e

6 F0RMAT(16F4.2)
9 READ (m, 7)
7 FoRMAT(r2)
5

269

Progrmr for Mellin Integrals

B.6l

-rP-l

t'
Jo

,' [

Z,M,S)

WRITE(;,i)A,c'o,e,ct.,G2.,G3.,H|,gz,Hs,p,Q,U,x,Y,z,l'{,S
r6np6i ( i str itgvrf Ens =, 8Fs . 2 I 2x, 8F 5 . 2 / 3H t\l--, 12,3H F=,IPE 14' 6)
corg t

O<P

b, ; b,
' -'o,zizl,.r,o, ic2-,d2,-*t,:l

ot

:1;

1]-a:

. a, .'O . x.

:.1

See Note on

dt,
P age

284.

8 STOP
END

SUBROUTINE F (A,C, D,

S=0.0
TI=1 .0

D0

N1=1,NI
1=FLoAT (N1 )
4l=fi+trN1 - I .0

E;

G1,G2,G3,H1,H2,H3, P,Q,U, X,Y, Z,M,S)

1 READ(m,6).A,it2,C2,D2,P,Y
rF(A)8,8,9
6 FoRMAT(6F4.2)
9 READ (m, 7 ) II
7 FoRMAT(12)
CALL
WRITE

AN

D0 2 N2=1,M

.9

T=1.O

T3.T2

D0 1 N=l,M

DP 3 N3=1,11

AN=FLoAT(N) -1
g=g+T

AN5.FLOAT(N3)

Al.A2+ANs-1.0

TlrTl
D0

a N4.l,M

6F5.2/3H M=,I2,3H F=,lPE14.6)

SUBROUTINE F (A, B2 ,C2 ,D2, P,Y,M, S)

S=0. O

E2=E+AN2-1.0

BlrE2+ANS- I .0
Q$rQ2+AN3- L o

=,

END

4!=[!+AN2-1.0
1

8 STOP

AN2=FL0AT (N2)

Q2=Q+fi'{!-

FORMAT(13H PARAMETERS
GOTO

T2=TI

(A,82,C2,D2,P ,'1,l.t,S.,1
(n, 5) A,82,C2,D2,P,Y,M,S

.O

T=T*( (A-P+AN)/ (C2+AN) ) *((82+AN)/ (D2+AN) ) * (Y/(AN+i'o) )

CONTINUE
RETURN
END

ANa.FLoAT (N4 )

AlrAl+N4-1.0
!drEt+ANl-l.O

-4

h""

hograms for Mellin Integrals

x70

x
8,6 .2

Hr(a) r(b)

fo*."-'r3::
O<

_r

..,r,1

f-t,.r,0,

p < Min(a,b),

B.6l

9
7

r(ct-p) I (dt-p)

F(b)r(c1)r(d1)r(a-p)r(b-p)
*

lB.6

dt,

icr',,dr!"3,d5,
O<

5
8

F0RN{AT(I

GOTO

3H

PARAMETERS

7F.5.2/3H U=,I2,SH F=,1pE14.6)

ST@P

D0 1 N1=1;M
AN1 =FL0AT (N1

Pl=P+ANI-1.O

CALL F(A, B,C2,C3,D2,D5,P,Y,Z,M,S)

Q1

=P-B3+AN

T2=Tt

(n,5) A, B ,C2 ,C3,D2,D3,P, Y, Z,M, S

F0RI.{,AT(13H PARA}{ETER5 =, 9F5.2/3H M=,12,3H F=,lPE14.6)

WRITE

D0 2 N2=I,M
AN2=FLOAT (N2 )

P2=Pl+A\2- I . O

8 STOP

Q2=Q1+AN2-1.0

END

F[A,B,C2,C3,D2,D3,P,Y,Z,I\,{,S)

SUBROUTINE

S=0.0
T1-1 .0

"q

S=S+T2
T2=T 2x (P 2 / z) * ( ( 82

Ni=1,1'l

T2=TL

Q2)

* (Y/AN2
)

CONTINUE

(xo/.^-,
2)v

All2=FLoAT (N2)

r(cO-p)

r(p+1)/2)

{ilTGrlfriT-

A2=Ar+AN2-1.0

) )
? )
x [I t'.-1 oFr(-;cl;-xit-)...oFr(-ic4;-x;t-)
dt,
Jo

gl=t,|+AN2-I.0

s_s+T2
*
T2=T2* (A2l (C3+AN2- r .o) ) * (82l (D3+AN2- I .0) ) (z/ Nt2)

Tl =Tl * (AI /

T1=T1* (PL /Z) * ( (st *aNr - r, . o) /Q1 ) * (x/AN1 )

8.6..r

N2=1,1t{

2 CONTINUE

- 1 . o)

RETURN
END

A1=A-P+AN1-1.O
B1=B-P+AN1-1.0

D0 2

+41'12

2 CONTINUE

ANl=FLOAr(Ni)

=,

S=0.0
T1=1.0

IF(A)8,8,9

D0

CALL F(B1,82,B3,P, X,Y,Z,M,S)

IttRITE (n,S) 81, 82, 83,P, X,Y, Z,M,S

suBRouTINE F(B1,B2,83,P,X,Y, Z,l,r,S)

READ(m,6) A.,B,C2,C3,D2,D3,P,Y,Z

COTfi

READ(m,7)li'l

TpRMAT(r2)

x. See Note on p age 284.

6 F0RI.{AT(9F4. 2)
9 READ(m,7)l''l
7 FoRMAT(I2)
5

Programs for Mellin Integrals

(C2+trNi - I . O) ) * (81

(D2+AN1 - 1 . o) ) * (Y/.{Nl)

CONTINUE

P,x1,x2,XS,X4 >

1 READ(m,6) CL,C2,C3,C4,P,X1,X2,X3,

0,

cr+cr+ca+c4-P < 4'

X4

(P) 8,8, s
FoRMAT(9F4.2)
READ(n,7) l'{
rF

6
9

RETURN
END

zPr(u,)r(c-p) r- , rz\
8.6.3 mTtOTiE;:tf .} - o)"r (b1,b,br;c;-xt,-vt,-zt) dt'
5 " '0-tn-'
Ocp<b'

RIIAI)(nr,6)

I'0Rl-u\I'(7F4,2)

Bl,B2,B3,P,x,Y,z

lr(P)8,8,9

O<x,y,z.

F@RI\!AT(I2)

(n,5) Cl ,CZ ,C3 ,C4 , P, X1 , X2 , X3, X4,I'1, S

FORMAT(13H PARAI'IETEp5
9F5 .2/3H M=,I2,3H F=,1PE14.6)

hTRITE

5
q

c0r0 t

=,

STOP
END

SUBROLIINE F(C1,C2,C3,C4,P,X1.,X2,X3,X4,M,S)

271

-I

f,!

Programs

212

for Mellin Integrals

[8.6

AN1=FI0AT(N1)

S.0.0

P1=P+ANI-l.0

T1=1.0

D0

T2=Tl

Nl=l,M

AN2=FL0AT (N2)

Pt-=(P/2.O1+ANl-t.O

P2=P1+AN2-1.0

(P-1,o) /2 .o)-C4+AN1

T3=T2

T2=11

D0 3 N3=1,M

D0 2 N2=1,M

AN3=FL0Ar (N3)

AN2=FLOAT(N2)
P2=P1+AN2-1.O

P3=P2+AN3-1.O
T4=T3

Q2=Ql+AN2-l.O

D@

T3=T2

S=S+T4

Zr=Xt/ (Xl+X2)

s.s+T3

Z2=X2/ (x1+X2)

(x2/x4)* {x2/x4)
z3= (x3/ x4) * (x3/x4)

Z4=x4 /
T4=T4x

Z3=X3/(Xl+x2)

z1=(xIlx4)*(xI/x4)
Z2=

T3=T3* (P3l (C3+AN3=

i .o))*(Q3/A,\3)*23

3 CONTINL}E

T2=T2* (P2/ (C2+AN2-1 .o))*(QZIAN2)*22

N4=I,M

P4=P3+AN4-1.0

(N3)

P3=P2+AN3- I . O
Q3=Q2+AN3-1 . o

ANa=FL0AT (Na )

D0 3 N3=I,1.1
AN3= FL@AT

2 N2=l'M

D@

ANt = FLOAT (N 1 )
Q1= (

CONTINUE

T1=T1" (PLl (Cr+ANi-1

T3=T3* (P3l (C3+AN3CONTINUE

tp2/

(Pll

RETURN
END

CONTTNUE
RETURN
END

(*.,

*xr)p

P,Xl,X2 >
(m,

6)AL, A2,A3, A4,Cl ,c2 ,c3,c4,

.. tFt

(a{c4;-xrt) dt,

9 READ

0.

P, X1, X2, X3, X4

.2)

) " ( (A1 +AN1 - I . 0)

/ANl) *21

(C1+ANi-

000

,Cl

-2:O

T1=1.0
D@

N1=1,I't

-'

ur^r-t rr'r-t qr-ur)br-1 1r-rr)bz-11r-rra)bs-I

;ul x, u2y,u3z

[f,a'

'no,2 I

L-,r'hril,hr;g3,hj;

I
I

durdurclu'

a1ra2,a3,b1,b2,bS > O'

STOP
END

suBRouTINE F(A1,A2,A3,A4,Cl,C2,C3,C4,P,Xl,X2,X3,X4,lU,S)
S=0.0

1 . O)

i-(41) r (b1) r(a2) r (br) r (ar) | (b.)

" IIJ ",,,

2)

(A1 ,A2,A3,A4

/ AN2)*22

111

,C2 ,C3,C4 ,P' ,Xl ,X2, X5, X4,M, S)

WRITE (n,5)Al ,A2 ,N3,A4 ,Cl ,C2 ,C3,C4, P, Xl , X2 ,X3, X'4,1''[, S
r FpRMAT(13H PARAMETERS =,13F5 .2/3H \1=,r2,3H F=, 1PE14. 6)
J
COTO L

cALL

(C2+diri2-.1 .0) ) * ( (A2+[52-1 .O)

r (a1+bi) r (ar+br) r (aa+ba)

8.7.1

(m,7)nl

7 FoRMAT ( r

.O) ) * ( (A5+AN3- 1 . O) /AN3) *23

B.7 Piograms for the Evaluation of Multipie Integrals

IF(P)8,8,9
6 FoRMAT( 13F4

CONTINUE

T1=T1*

.
B.6.s
-TiEl-- l, .'-'rtr(u1;.1;-xtt)

.O) ) * (A4+AN4-1 .O) /AN4) "24

CONTINUE

T2=T2*

.o))*(Qi/AN1)*21

(Xl+x2)
(F4l (C4+,A,ri4-I

CONTINUE

READ

2't3

Programs for lVlultiple Integrais

1',I

READ

(m,6) A1, A2,A3,

IF(A1)8,8,9

6 FoRMAT(17F4.2)
9 READ(m,7)tI
7 FoRMAT(i2)

1, 82, BJ, C, D, G1, G2,

G3,H1,H2,H3,X,y,Z

Programs for Multiple Integrals

lB.7

(A1,A2,A3, B1, 82, 83, C, D, G1, G2, G3,Hl,H2,H3, X,Y, Z,14,S)

WRITE (n, 5)A1,A2,A3, B1,82,83,C, D, G1,G2, G3,H1,H2,H3, X,Y, Z,M,S
ToRMAT( i 3l-t PARAMETERS =, 9F 5. 2 / 2X,8F 5. 2 /3H I{=, I2, 3H F=, lPEl4. 6)
CALL

SUBROUTINE
S=O.

T1=I

;O

5
8

STOP
END
F

(AI, A2,A3, B 1,P,2,83,C,D,,

STOP
ENI)

S=O.

A\1=FLOAT(Nl)
B1=A1+A2+A3+AN1+B- 1 . O

T2=Tl

D0

2 N2=I ,I1

T3--T2

C2=C1+AN2-I.O
D2=D]+AN2-1.0

D0

N3=I,ltl

B3=Bl+.{N3-i.O

3 N3=1,lrl
i

tu\s=FLoAT (N3)

T3--T2

C3=C2+AN3-

2 f(2=l,l'l

A,\2=FL0AT (N2)

AN2=FL0AT (N2)

AN3= FLOAT (N

1 \1=1,M

D@

Nl=1,Nl

T2=Tl

S=S+T5
)

T3=T3* ( (A3+AN3- I . O) /B3) * ( (C3+AN3-

.O

3 CO\TINUE

D3=D2+AN3-1.0
5=5+T3
T3=T3* ( (C3l {A3+83+AN3- 1 . o) ) * (D3l (G3+AN3- 1 .0) )
T3=T3* ( (A3+AN3- 1 .0) / (H3+AN3 -1 .0) * (Z/AN3)

r2=r2* ( (RznRliz- I . O) /82

2 CONTINUE

CONTINUE

(A1+B1 +ANl - r - O) ) * (D1l (Gl+ANl - 1 . O) )

*
T1=T1 ( (Ar+RNr - r . o) / (H1+ANI - 1 . o) ) * ( x/ANr)

8.7.3

JiJ,,.'-'
F
1

G Z, z;
d

uru 2- r

uzy)

r^

3-

(t -

rt -rr13)

b-1

(c. ; d, ; urz) durdu2Cua,

1F1

r(ar)r(ar)r(a.)f(b) IJI",',

READ(m,6)A1,A2,A5,B,Cl ,c2,c3,Dr,

IF(A1)8,8,9

(r I0RI',IAT(15F4.2)

1",

-1ur^2-1u,a--1.-i

tr-\-urusl. b-l

D2, D3, X,Y, Z

READ(m,6)Al,A2,A3;B,C,D,X,Y,

rF (A1) 8,8 ,9
FoRUAT(9F4.2)
READ(n,7)M

6
9
7 FORMAT(T2)

CALL F(A1,A2,A3,B,C,D,X,Y,Z,tu,S)

> O, u,+u^+u- < I.

a1'a2'a3'b > O, u,,u^,ut z JL z 5-

FoRMAT(r2)

) " (X/AN1)

I'1 (c; d; xu, +yu ,+znr) du, durdua,

, O, ul ,u2,u3 Z 0, ur+u.+u<
I
Z J^L,u2,^3,b

r(at)r(ar)r(aa)r(b)

RUAD(m,7)t',t

1 . O)

xF

* lFI("tid1 i r1*)

(C2*452-1 . O) / (D2+AN2- I . o) ) * (y/AN2)

| (ar+ar+a=+b)

COI{TINUE

I (a, +ar+a"+$)

(D3+AN3- 1 . 0) ) * ( z/AN3)

C@l'rTifiUE

RETURN
END

*(

T1=T1* ( (Ar+4y1 - 1 . 0) / Br) * ( (C1+ANI - I . o) / (D1+451-

CONTiNUE

TI=TI* (Cll

D1)LLJ

L . O)

RETUR.Ii
END

T2=T2* {C2i (A2+82+AN2- I . O) )* (D2/ (G2+AN2- 1 . O) )

T2=T2* ( (A2+AN2-r .o) / (H2+AN2-1.0) ) * (Y/AN2)

F(A1,A2,A3,B,C1,C2,C3,D1,D2,D3,X,Y,2,M,S)

T1=1.O

Cl=C+AN1-1.0
D1=D+ANI-1.O

D0

l{RITE(n,5)A1,A2,A.3,8,CI,C2,C3,D1,D2,D3, X,Y,Z,14,S
FoRMAT(r3ll PARAIIETERS =,13F5.2/ 3H lrl=,12,3H F=,1PEI4.6)
GQTo I

SUBROLTTINE

G1, G2, G3,H1,H2,H3, X, Y, Z, M, S)

ANI=rLOAT(NI)

D@

Programs for Multiple Integrals

CALL F(A1,A2,A3,B,Cl,C2,C3,D1,D2,D3,X,Y,Z,l\l,S)

corT t

D0

B.'tl

(n,5) A1 ,A2, A3, B, C, D, X, Y, Z,l'{, S

FoRllA'I'(13H PARAMETER5 =,9F5 .2/3H U=,I2,3H P=,1PE14.6)

WRITF
GOTO

STOP
END

SUBR6UTiNE

(A1,A2,A3, B,C,

D,

X,Y, Z,M, S)

1.

trr

216

grsms

for Multiptc

Intcgrals

[8,7

B.7l

Programs

for Multiple Integrals

S.0.0

suBR@uTINE F(A1,A2.,A3,C,D,.P1,P2,P3,X,Y,2,l't,S)

AlIl,FLoAT(N1 )

T1=1.0
DO I N1=1,}t

S=0.0

Tl.l.0
DP I N1-1,M

(l:1)
CI=C+ANi-I.O
A)'ll -FLOAT

BlrAl{A2+A3+AN1-1.0
Cl=C+ANI-1.0
Dl*D+AN1-1.0

D1=D+AN1-1.0
T2=Tl

T2=TI

Dfi

Do 2 N2=1,rU
AIr2=FLoAT (N2)

N2=L,M

AN2=FL0AT (N2 )

C2=CI+AN2-1.0

C2=Cl+AN2-1.O
D2=D1+AN2-l.O

D2=D1+AN2-1

T3=T2

82=BI+AN2-l.O
.O

D0

T3=T2

N3=1,lrl

AN3=FLoAT (N3)

D0 3 N3=I,lu
nirs= rr,onr tr'rs)
B3=82+AN3- I . O

C3=C2+AN3-1.0

C3=C2+AN3-I.O
D3=D2+AN3-I.O

S=S+T.i

D3=D2+AN3-1.0
T3=T3* (C3lP3) * ( (A3+AN3-

S=S+T3

T3=T3* (C3l83) * ( (A3+AN3-

.0) /D3) * (Z/AN3)

T2=T2* (C2/82)* ( (A2+AN2- I .o) /D2) * (Y/AN2)

T1=Tlt (CL/Pt) *( (A1+AN1-1 .o)/D1)n(x/ANt)

CONTINUE

, RETURN

END

CONTINUE
RETURN
END

Pr

Pi
-,a-lpa
-,a^ln-.1a-

t.r

A r(ar)r(ar)r(ar)
l1^", JJJ
[{l "-nr.r-pzt2-pst3.lt-Lt)z-rtls-r
- - -r- -2"
'a
000

rF,

(c; d;xt1+)'t2+ zt

3) dt :_dt2dt

.a1,aZ,a3,P1 ,P2tP3

1 READ(m,6)A1,A2,A3,C,D,P1,P2,P3,X,Y,
I F (A1) 8,

|
L_,grhr;82'hz;gi,h3;
>

ay,d2,a3,P1 ,P2;P3

9 REAtr (m, 7) M
7 FCIRMAT(12)
CALL
1S)
WRITE

=,llF s.2/3H N{=,I2,3H

F=,1P814.6)

_l

(A1,A2,A3,C, Dl,

D2

;D3, Gl,G2,G3,Hl,H2,H3, Pl,P2,P3,X,Y,Z,Nl,

(n, 5) Al,A2, A5, C, D1, D2, D3, C1,G2,G3,H7,H2,H3,

I,P2,P3,X,y,Z,

11.1, S

FoRMAT (

G@TA

STOP
NND

0'

1 READ(m,6)A1 ,A2,A3,C,DL,D2,D3,G1,G2,G3,H1,112,H3,Pl,P2,P3,X,Y,2
IF(A1)8:,8,9
6 FoRMAT(19F4 .2)

CALL F(A1,A2,A3,C,D,P1,P2,P3,X,Y,Z,M,S)
WRITE (n, 5) A1,A2, A3, C, D,Pl,P2, P3, X,Y, Z,M,

R7q f(al)f' ar)t(a1

' :;lll"-nrtr-Pztz-Psts
|t
000
dr
; dz ; ds ;
l dtrdt2dt.'
-r,rF'
t;,;
.*tt'Yt2'zt3l

8,9

F@RMAT(t3H PARAI{ETEp5
GOTO L

a- a^ a- @@
LP', zP '\ ttt

3,

6 FoRMAT(11F4.2)
9 READ(m,7)lvl
7 F0RMAT(I2)
5

/D3) * (Z/ANS)

T2=I2* (C2/P2)* ( (A2+6s2-1 .o) /D2)* (Y/AN2)

T1=Tl* (C1/81) * ( (A1+AN1-1 .0) /Dl) " (x/ANl)

p.
t
D' 1

1 . O)

CONTINUE

2 CONTINUE

CONTINUE

2 CONTINUE
1

277

STOP
END

13H PARAMETEp5 =, IOFS

/ 2X,gFs. 2 / 3H ll=,I2, 3H F=,1PE14 . 6)

!\

278

Piograms

suBRoUTiNE

for Bessgl Integrals

[B'8

B.8l

AN=FLOATiN)

-r.O

S=S+T

Q=(A-B+1 -o)/z.o
Z=4 .O* (Y/X) * (Y/Xl

N2=r,M

AN2=FLoAT (N2)

C2=Cl+AN2-1.0

T=T*( (C+AN)/ (Dl+AN) ; * ( (P+A.N)/ (D2+AN) ) * ( (Q*/rll) / (AN+1.0) ) *z

CONTINUE
RETURN
ENI)

T3=T2

279

Bessel Integrals

F(A,B,C,DI,D2, X,Y,II,S)

T=1.0
D0 I N=1,1!

AN1=FLoAT(Nl)
Cl=C+AN1-1.0
T2=T]

DO

for

S=0.0

S=o.0
T1=1.0
D0 I' N1=l,M

Programs

SUBROUTINE

(A1, A2, A5, C, D1,D2,D3, G1, G2, G3,HI,H2,H3,Pl, P2, P3, X,

lY,z,M,S)

DO

N3=1,M

AN3=FLOAT (N3)

C3=C2+AN3S=S+T3

a+1

.O

*
T3=T3* (C3l (G3+A*\3-I.C) ) ((A3+AN3-I.O)/ (H3+ANI3-1.0) )
(D3+AN31
.
o)
(
/AN3) tz
T3=T3*

3
- CONTINUE
iZ=iz. fczl

(G2+a"r*2 -

I .O) ) " ( (A2+AN2 - 1 . 0) / (H2+AN2- 1 .o)

*Y
T2=T2* ( (D2+AN2 - 1 . O) /AN2)
CONTINUE

T1=T1*(C1l (Gi+AFI1-1.O))*r(A1+AN1-1.o)/ (HI+AN1

T1=T1* ( (01+AN1-1 .O) /ANl)

*x

B.8.2

a+b+rl /2')T Ua-b+t1/2)

,i '^ Ko(xt),i:?;?[ ,

'.,',',,',1
;
"
j
l-s:hr;h,

I.O))

READ(m, 6) A, B, C,

CONTINUE

G,HL,H2,X,Y,Z

6 F0RI\{AT(9F4.2)
9 READ (m, 7)

8.8 Programs for the Eraluntion of Integrals involving the Modified Bessel Function of
the Second

CALL F(A,B,C,G,Hl,H2,X,Y,Z,M,S)
I{RITE (n,5)A, B, C, G;H1 ,H2 , X,Y, Z,M, S
FoRMAT(15H pAMMETERS =,9r5. 2/ 3H [t=,12,3H F=,1PE14.6)

Kind

a+

z^-rr(

[a+b+1]

GOTO

/2)t (la-b+tl/2)

ll

FoRMAT(r2)

ii

i9P

END

.' \(xt)rFz(.id, dr;y2t2) dt,

a+b > -1.

READ(rn,6)A, B,C,D1,.D2,X,Y

IF(A)8,8,9

6 F0RIvIAT(7F4.2)
9 READ(m,7)M
7 FoRMAT(I2)
5

(A, B,C,Dl,D2,X,Y,l,'!,s)
WRITE (n,5 ) A, B, C, Dl , D2, x, Y, M, S
F0RMAi(13H PARAMETEp5 =,7F5 -2/3H M=,12,3H F=,tPE14'6)

CALL

GOTQ

STOP
BND

dt, a+b > -1

rF(A)B,B,s

RETURN
END

Darx
8.8.1

z^-trU

SUBROUTINE F (A, B,C,

S=0. O

Tl=1.0
D0 1 NI=l,M
Iti'I1=FL@AT(NI )

C1=C+ANI-1.O

p=(A+B+t)/2.O
6=(A-B+1)/2.0
Dl=D+ANI-I.O
El=E+AN1-1.O
Gl=G+AN1-l.O

T2=TL

DP 2 N2=1,M
AN2=FLoAT (N2)

G,HI,H2, X;Y, Z,M,S)

!\*
lB.8

Programs for Bessel lntegrals

280

B.Sl

C2=Cl +AN2-1 .0
D2=D1+AN2-1 .0

D3=D2+ANS-l

G2=GI+AN2-1.0

Bessel lntegrals

281

S=S+T2

T2=T2* (C2/G2)* (D2/ (H2+AN2-1.0)

2 CONTINUE

Tt =T1 * (C\lGl ) * (Dll (HI+ANl - I

. O)

)* (E2/ANZ)*22
) * (E1lANl) *21

CONTINUE

S=S+T3

T3=T3* (D3l (C3+AN3- I

a+I

* (E3lAN3) *Zg

O) )

* (E2 / lltz) * Z2

. O)

CONTINUE

T2=T2* (D2

RETURN
END

.O

E3=E2+ANS-t.O
zr=a .ox (Y/x) *(Y/X)
Z2=4.O* (Z/x)"{Z/x)
Z3=4 .Ox (Lt/X) * (Uy'x)

Zl=4 .O* (Y/X) * (Y/X)

Z2=4.A* Uix)* (Z/x)

8.8,3

for

D@ 3 N3=1,1,t
AN3=FLOAT iN3)

E2=E1+AN2-1.O

Programs

qiqiit

(G2+ !n:rz-

CONTINLIE

Tl=TI* (Dll (Gl+Al1-I

.O) ) *

(EllANl) *21

CONTINUE
R.ETURN

z"-1r ( [a+b+f ] 1 / 2)r $a-b+Il / 21

f^
^ J r' Ko(xt)oF, (- ;s, ;y2t2) oF t(- ;er;r212) or r{-;E,r,r2t2;d.,

END

8.9 Programs for the Evaluation of Corrvolution Integrals

a+b > -1.

READ(m,

(A)

B.9.1

b)A, B,G1,G2,G3,lJ,X,Y,Z

8,8,9

6 F0RI\IAT (9F4 .
9 READ(m,7)lrl
7

(n,5) A, B, G1 , G2 , G3,

FORMAT(13H PARAMETERS
GOTO L

U, X, Y, Z,M, S

=, 9F5.2/3H M=,I2,3H

8 STOP

a-l (p-v)'-',or.
. -b-t
vo-'

F=,1PE14.6)

(g

;a

;vx)

xrFr(h;b; [p-v]y)dv, a,b >

o.

READ(m,6)A, B,G,H; p, X,y

IF(A)8,8,9

6 FflRMAT ( 7F4 . 2)
9 READ(m,7)lvl
7 FoRrrAT(12)
CALL F(A,B,G,H,P, X,Y,lU,S)

END

suBRot-[INE F(A,B,G1,G2,G3,1),X,Y,Z,M,S)
O

5
8

T1=1.0

D0

I
J

2)

FORMAT(I2)

S=0.

CALL F(A, B,G1,G2,G3,U,X,Y,Z,N!,S)

WRITE

l-a-b Ifa+bl
rta)r(b)
"
n!/l

NI=1,NI

/rl.lI =FL0AT (N1)

P= (A+B+1 .O) /2.O
E= (A-B+1

STOP
END

D0

T2=Tt

T3.T2

M=,I2,3H F=,1pE14.6)

(A, B, G,H, P, X,Y,M,S)

T=1.0

EI=E+ANI-I.0

D2=D1+AN2-1.0
E2=El+AN2- I . O

G0r0

SUBROUTINE

Dl=D+ANI-1.0

D0 2 N2=1,M

, 5 J A, B, G, H, P , X, Y, M, S
FORMAT(13H PARAMETERS =, 7FS.Z/SU

S=O. o

.o) / z.o

AN2=FLOAT (N2)

I{RITE (n

'
I

I tl=r.u

AN=FLOAT(N)
S=S+T

-1.o

T=T* ( (G+H+IN)

(A+B+AN) ) * (P/ (AN+r . O) ) * ( X+y)

CONTINUE

ffi;'*
--a

h-

Programs for Convolution Integrals

L82

lB.e

283

Programs for Convolution Integrals

B.el
6 FoRMAT(r1F4.2J
9 READ (m, 7) M
7

va-L.(p-v.)-b-I

8.s.2 nr-a-bilffihT
0

xrFr(a+b;c; [x-)iv+yp)dv, a,b > o.

F0RI\IAT(Ii)
CALL F(A,B,C,D,G1,G2,Hl,H2,P,-X,Y,1.1,S)
WRITE (m,5)A, B,C, D,G7,G2,H1,H2rP, X,Y,I:,S
F@RMAT(13H PARAMETERS =, 11F5 .2/3H tt=,12,3H F=, lPE14.6)

GLro t
STOP
END

READ (m, 6) A, B,C , P, X, Y

SUBROUTINE

I F (A) B, 8,9
FORMAT(6F4.2)

S=0.

6
9 READ(m,7)11
7 FoR-[lAT(I2)

Ti=1.0
D0 I N1=1,M
AN1=FLOAT(N1)

CALL F[A, B,C, P, X,Y,I'{,S)

WR

5
8

ITE ( n

,5)

, X, Y , I\{,
PARAMETERS

A,

F0RMAi(13H

B,C,P

Al=A+B+AN1-1.0

=, 6F5'2/sH v=,12,3H

F=,1PE14'6)

CI=C+ANI-1.0
Dl=D+ANI-1.0

GATO I

T2=T1

STOP
END

D0 2

A2=AI+AN2-I.O
C2=C1+AN2-l.O

S=o.0

D2=D1+AN2-I

T1=1.O

T2=T2* (C2/ A2)* {D2/ (G2+AN2-1.0) ) * ( (B+AN2-1. 0)

T2=T2* (Y/AN2) *P

Ct=C+AN1-1.0

CONTINUE

T2--T1

Tt=T1 * (C1 /A1) * (DI

D0 2 N2-1,M

lrll2=FL0AT(N2)

Tl=Ti*(X/ANl)*P

C2=CI+AN2-I.0

CONI'INUE

s=s+T2

T2=T2* ( (B+AN2- I .O)

.O

S=S+T2

Nl=,l,I4

ANl=FLOAT(N1)

N2=1 ,M

AN2=FL0AT (N2)

SUBROUTINE F (A, B,C, P, X,Y,I'I,S)

D0

F(A,B,C, D,CI,G2,HI,H2,P,X,Y,T,I,S)

CONTINUE
Ti=Tr* ( (A+AN1-1

*P

o1-a-bi#h

8.s.4

CONTINUE
RETURN
END

READ

I . 0) )

.Jr'-t

(r-r)o-1rr,

(e1

;h, ;xv)

t*r,
rp-rtvf
u,o',|r|,l"_".
.
:91'ht;Ez,hz;93,h3;
"
L
l
a,b >

O.

tlliAlt(m, 6)A, B,C, D, G1,G2,Hl,H2,P, X,Y

,8,9

(rn,6)A, B, G1, G2, G3,Hl,H2,H3,?,X,Y,Z

IF(A)8,8,9

oi--T

_Lf

[H I+AN1 -

" rFr(82;hr;rh-vJ)rFr(sa;ha;z[p-v])dv, a,b > o.

B.s.s o1-a-b ri#B J,'-'(n-,)o-t

I t, (A) 8

(GI +ANi - 1 . o) ) * ( (A+AN I - I . o)

RETURN
END

C2) * (Y/AN2) *P

.o)/c1) * (x/ANl)

I (H2+AN2-Lo)

ar,

6 FoRMAT(12F4.2)
9 READ (m, z) l"l
'7

FORTIAT (

I2)

(A, B, GI, G2, G.3,H1,H2,H3, P, X,Y, Z,N{, S)WRITE (n, 5) A, B, G1, G2, G3,H1,H2,H3,P,X, Y, Z,Nt,S
F@RMAT(13H PARAMETERS = ,12F 5.2/3H l'l= ,12,3H F=, lPE14.6)
COTA T

CALL

lB.e

Prograrhs for Convolution lntegrals

284

8 STOP
END
I

SUBROffiINI F(A,ll,G1,G2,G3,HI,H2,H3'

t:

S'0.

Selected Bibliography

P' X'Y' Z'M's)

'l'I"l.O
D0 I Nl=l

Abbott, l{.R. (1949)- Evaluation of an integral of a Bessel

Function. J. l.\aLh. Physics 28 192-194.
Abralrmanov, l!.A. and Abdikerimov, I.A. (1974). A certain Rienannliellin integral . Jsu. Akad. Ncuk. Razah S.S.fr. Ser. Fiz.-llat.
89 1-5
Abramorvitz, l{. et a}. (1965) . Handb,ook oi ltathematical Functions.

'lil
ANI 'FLoAT (Nl )

Al'A+B+ANl-1,0

T2.Tl
D0 2 N2=l,l'l
AN2=rLoAT (N2)

A2'Al+AN2-1.0

Dover, llew York.

B2=B+AN2- I .0

Afshar, R. and l{ueller; F.14. (1975}. Hilbert tr:ansformation of

densities of states using Hermite functions. J.Cornputational
Phys. ll 190-209.
Agahanov, S.A. and Natanson, G.I. (f968). The Lebesque function
of Fourier-Jacobi sums. Vestnik Leningrad Uniu. 23 17-23.
Agarwal , R.P. ( 196-<) Generalised Hgpergeometric Seies. Asia

T3=T2

D0

3 N3=1,M

AN3=FLOAT(N3)

A3=A2+AN3-I.O

83;82+ANS-l.O
S=S+T3

T3=T3* (83/A3) * ( (C3+All3-

I . o) / (rr5+AN5- r .o) ) " (z/AN3)

3 CONTINUE

T2=TZ* (82/ A2) * ( (G2+}tr\i2- I .0) / (H2+AN2-

CONTINUE

Tl=Tl* (B1/A1) * ( (Gl +Ari 1 - .0) / (Hr+AN1

1

"P

l.O) ) * (Y/AN2) *P

*P
- 1 .01 ) * (x/AN1)

CONTINUE
RETURN
END

NOTE. The integra.t-s 8.6.1 aild 8.6.2 ate such that when the intgrations are carried out, a number of the quantiti-es involVed are
accounted for i,n the gamma-multi.pliers ofthe integrals i-n question.
For this reason, it is unneccs-sary to include tirese quantities
cxplicitly in the two programs concerned.

Publ isl-ring House, Bombay, Nelv York.

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.lr4..^^t,.
u
-\r.5!

T r

^-l

v^11^

c I

f loTz'\
\LJ'J)

a^-a

-^-,,I+-

+L,a+ -;-,,^t,,^

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de Anguino, l'l.E.F. (1975). On an integral transform involving a
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Integrals that i-nvolve the H-function of two variables. Acta
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lH6

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lirilcy, W-\. (1929b). Some definite integrals allied to an
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.)lpj

llrrrruan, .). (1968) . 0n some integrals containing the product of

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lyr, A.

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,l(

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| l.t

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l,inrltstrom, F T. and Oberhettinger, F. (1975). A note on a
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Lr>rcl'r, L. and Szego,

P. (1962). A singular integral whose kernel

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t3 203-217.
l,or(l, R.D. (1949). Some integrals involving Hermite polynomlals.
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L(rr'(l. p.D. (1960). Integrals of products of Laguerrc polynomials.
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l,ovc, E.R. (1967a). Some integral equations involving hypergeometric functions- Pt,oc. Edin. Math. Soc. 15 169-i98.
Love, E.R. (1967b). Two more hypergeometric integral equations.
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l,owndes, J,S. (1964a). Integrals-involving Bessel and Legendre
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Lowndes, J.S. (1964b). Note on the generalised l.lehler transform.
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Lowndes, J.S. (1973) . Simuttaneous duai integral equat ions.
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Lowdon, T.A. (I970). Integral representations of the Hankel
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l.l. and Sncddon, I.N. (1963). The solution of a pair

of dual integral equations. Proc, Glasgou l,!ath. Assoc.
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Lrrkc, Y.L. (1950). Some integrals involving Bessel functions.
,t. Math. Phys'tcs. ?.9 27-3O.
Lrrkc, Y.L. (i952). An associated Bessei function. J. Math.
l'/tttsics . 31 151- I38 .
l,rrkr', Y.L. (1962). IrLtegrals of BesseL Functions- l.,lcGraw-Hi1l,
Lowcngrub,

N,'w York.

!,rrkt,, Y.1,. (1969) . The Special Functions and

.l volumes. Academic Press, New York.

their Approrimation.s

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R. F. (I972) . The asyrnptoti c cxpans i on of Hankel

transforms and related integrals. Math. Conry:. 26 S)5-527.
MacRobert, T.ln{. (1939). Some formulae for thc associated Legendre
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MacRobert, T.M. (19/O). Some integrals in.,olving Legendre and
Bessel functions. Quayt. J. Math. Orford Ser. 1l 9S-1OO.
It'lacRobert, T.M. (1941). Some formulae fcr rhe E-furrction,
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MacRobert, T.M. (7942). Some integrals involving E-functions and
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MacRobert, T.l-{. (1943). Proofs of some formulae for the hyper,
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l'lacRobert, T.M. (1952) . On Neumannrs formula for the Legencire
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MacRobert, T.l'1. (1953a). An integral involving an E-function and
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It'lacRcbert, T.l'1 . (1956) . Sone Bessel function integral s.
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IrlacRobert, 1'.M. (1962) Functions of a Compler Variable.
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Magnus, W. (1946). Ueber eine Bezeihung zwlschen I{hittakerschen
Funktionen. Nachr. Akad. Wiss. GAttingen tlath-Phys. KL.
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triple integral equations . Vycizl. Prikl. Mat. (Kieu).
25 72-79.
l.{aklovic, S.T. (1965). Investigation of integrals containing
Bessel and elementary functions. Kisineu Gos. Uniu. Ucen. Zap.
82 75-81.
Ir{arkusevic, G.A. (1969). Determination of the essential upper
boundary of a region of finitness of a function with Tespect
to its Fock-lvlehler transform. Sibirsk. Mat. Z. iO 386-397.
l'fartic, B. (1973a). The connection between the Riernann-Liou\ri11e
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Akad. Nauka i {Jmjet. Bosne -t Hercegou. Rai. Kn. 45 i45-148.
Irldrtic, B. (1973b). The Eulerian integrals of the first and
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Akad. Nauka i Ltmjet. Bosne i Hercegou. Rad. Kn. 45 i49-154.

ItlacKinnon,

l(X)

Selected BibliograPhy

Sclcclc<l

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kincl associated with multiple hypergeometric series'
Mtt. Vestnik. lO I23-L26.
I,trrllrai,' A,Nl. and saxena, R,K. (1973) . General'lsed Hypergeometric
Funltions uith Applications in statistics and Phgsical sct'.ences.
Sllringer, Berlin, Heidelberg, New York'
I,lrrxinron, L.C. (1956). On the representation of indefinite
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Irlrrrt.i

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lrlt'llridc, A.C. Oglq. Solution of hypergeometric integ,ral
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\lt.i-i t.r, c.s. (1939b). ueber Produkte Legendreschen Funktionen.
N,:derl. il<ad. Wetensch. Pt'oc A. 42 930-937 and 938-947Irlcijcr, c.s. (1940). ueber Besselschen, struveschen und Lommelschen Funktionen. Nederl. Akad. Wetensch. Proc. A.
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tleijer, c.S. (1941). Neue Integraldarstellungen fi1r whittakerschen Finktionen. Nederl. Akctd. Wetensch. Proc. A. 44 81-92,
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186-194, 298-307, 442-451 and 590-598j er, C. S. ( 1946) . On the G-function. I -VI
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lI .

Nederl

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l,trrl lt.r', ti.l\l. (tlSS). On certain infinite
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Irlcijer, c.S. (1950),

ttrllIr., l{. (lt)55). sPczielle lntegrale mit Zylinder

'i',. Atrrlr'ts. Mtl..lt" Mech. 35 62-64.

Funkti.onen.

llibliogrtrphy

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Mii1ler, R. (1967). Intcgr{rls rtttrl scrir,,, irrvolvirrll llr.,,,,r. l lrrrrr I irrr

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,t!

3oZ

Obcrhcttingcr, F . (1g74). Tables of MeLLin Transforms'

Springer. New York, I{eidelberg'
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ltrrklrovcts, A.N. and Ufliand, I-S. (1966) ' On a class of dual
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l{(1., I

t'r'

'/,.

, Il .

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Art91t:tt.

376-379 and 48'4-489 '

I(y'ko, V.S. (1974) ' The use

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for
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li.i.krl,V.S,(1975)-.Certaintheoremsonintcgraltransforms.
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li;rrrty, T.L. (1958). A note on the Fourier transform of Bcsscl
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Shail lt. (1973c). On generaliseo functions involving classical
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Selected

BibliograPhY

Shah. Ir{. (19739). Some multiplication theorems

H-functions of tlo variables . tinitt. Nae.

305

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Tucuman Reu. A.

23 143- 151 .
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Shah, l'{. (Lg73j). Several properties of generalised Fox's
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Shah.lrl. (1973k). A solution of the boundary value problem of heat
conduction. llath. Vestnik. lo Ll7-122.
Shah, l.l. (19731.). On some resulTs i.nvoJ'ving Kamp6 de F6riet
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Shah , l.{. (197 4a'). On general ised funct ions of two variab l es
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Shah, II. (1974b). A notc on thc llc1Iin inversion formlua.
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Shah, Irl. (1974c). 0n a unified rcsult involving gcncraliscd
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Shah, . (197-5). An extclrsjon ol' Ilicc's rcsult ort ltt jntegral
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Shah, Irl . (1976). An expansi.on theorcm for the ll-function.
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Simary, lr{.A. (lg72a). Definite integrals in'rolving generalised

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Simary, !.{.A. (1972b). Integrals involving generalised hypergeometric functions. Reo. Roumaine l4ath. Put'es AppL. 17 281-286.
Singh Chandel, R.C. (1971). Fractional integration and i-rrte$rai
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Singlr Chandel, R.C. (I973). On some multrple hypergeometrlc

functions related to Lauricella functions- Jrtdnabha Sect. A.

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SIater, L.J. (1953). Two double hypergeonetric intu'grals.
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SIater, L.J. (1955b). Integrals for asynrptotic e-xpartsions of
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Slatei, i. -l . ( I955c) . Hypergeometric I'le11in transforils .
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Slater, L.J. (1960) . Confluent Hgpergeometric Functions.
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lotr

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(ltrrrrlrlrrllic llrt i vr.r'., r I y, I'r't':;:;.
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Srivastava, H.I'r. ltsz+1 . Anarytical continuation of Appe11's
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Wimp,

\-l

nn/

Index of Symbols

Index of Symbols
t-

l'I
j

l,
t

Page.
22

Page

(r, r)

14

trtr'I)

56

cltxl

18

B(k)
B1p;e"r q; cr; x)

18

E,n(x'Y)
<ft

27

f,, (a, ; b, ; x)

a1
LL

128
22

Ft

23

Fz

23

Fs

23

Fa

23

F(3)

58

(n)

"'A

29

u|;ir,.r

2t

{x)
Jc (x)

18

Ju'v
n'- (xl.

1)

rr,

19

K(k)

18

(t)

103

L'r*)

I9

Kc

Pz

(l;.t r,
,

27

n)

Fn"(xl
P'(*l
n' '
R[rC txl
- -

18

18
23

29

"
'c

29

(n)

".D

29

rf :f if ir,.,rr

24

rt;3r.r,.,xn)
(* )')
r,
'

28
27

Ffxl
n' '

22

Fa'c

l8

F (O

23

(n)
.B
"
(n)

F,n,

(x)

Hp

19

lFc

Hr.,(k,P,v)

lk)

24

Gz

Gm'n

27

rx)

P,9- -

Hq

"t\

28

"A:Br;.;g(')
"crr,
r

-;o(n)

[;:

rr, (x)

18

T(m, n, x)

19

v (a,

1.9

x)

*rn)

29

rr[fi]r

Lt2

A(d,a)
II(n,k)

L32
61

lI(x,b,n)

or,
0

47

l9

(v x)

(t)

'

L29

21

.j")

29

24

,(n)
.D

29

3t3

Indices of multiple summation are only included

NOTE l.
explicitly in association with the corresPonding sign of
summation.if this is necessary to avoid ambiSuity. otherwise,
the), are omi.tted for convenience.
NOTE2. In some instances, contrary to the usually accepted
convention, it may be neces'sary to place square brac(ets, [ ],
within ordinary braikets, ( ); in the notation. This is on
account.of the fact that the definition of a Particular function
may demand a particular kind of bracket in a iixed location.

Subject

Subject Index
rrrr;ltrlar displacement of shaft 131
AlrlrclI functions 23
definition of 23
special cases of 27
llrrncs integrals B0
oi generalised hypergeometric function 82
of double hypergeometric function 82
of multiple hlpergeometric function 83
rclated integrals 84
Ilcsscl function, first kind 19
modified, first kind 1B
modified, second kind l03
combinatorial analy.sis, use of generalised
Laguerre polynornials 15O
contour integrai s 74
of single hypergeometric function 75, 82
of double hypergeometric function 76, 82
of multiple hypergeomet.ric function 76, 83
(:onvergence of Appe11 function 25
of Gauss function 15
general theory of 25
of generalised hlpergeometrlc function 20
of Lauricella function 3O
dc('inite integrals 56
of iingle hypergeometric function 57, 63
of double hypergeonetric functiorr 57 , 63
of multiple hypergeometric function 59, 63
Dirichlet distribution 130
Dirichlet integral L2O
distribution, Dirichlet 130
generalised beta 128, 130
generalised ganmd tr29, 130
dcruble-loop integral 74
of singte hypergeometric function 75
of double hypergeometric function 76
of mutrlip1e hypergeometric function 76
rlorrble hypergeombtric function 23
Barnes integrai of 82
contour integral of 76. 82
definite integral of 57, 63
double-loop integral of 76
EuIer integral 36
Laplace integral of 92
t'|e11in integral of 115
Pochhammer integral of 76
repeated integral of 7O
\:

Index

315

dual integral equations, with Legendre function kernels I41

EuIer integrals 16, 32
of single hypergeometric function 54
of double hypergeometric function 35
of multiple hypergeometric function 37
.
Euler transformation 17
flow of heat, in anisotropic solid L42
Fox's H-function 2I
Gauss hypergeometric functlon 14
confluent forms of 15
convergence of l5
Euler integral for 17
Gegenbauer polynomial, applied to the study of non-linear
oscillations 144
generatised beta distribution 128
generalised gamma distribution 129
generalised hypergeometr'ic function 19
Barnes integral of 83
cont,ergence of 20
special cases of 22
generalised Kamp6 de F6ri-et function ?7
generalised statistical distributions L28
univariate t28, L29
niultivariate 130
hard limiting of sinusoidal si.gnals with Gaussian noise 14i
heat flow T33, ).42
Horn functions 24
hypergeometric differential equatj,on 16
Kummerts 24 solutions of, 17
hypergeometric function of higher order 19, 24, 27
integrals, Barnes 80
contour 74
definite 56
Dirichlet r20
double-looP 74
Euler 32
infinite 88
Laplace 89
Itellin 1I1
molecular L46
multiple l2O
Pochhammer 74
Kamp6

repeated 69
de F6riet function

24

of 25
generalised 27
Laguerre polynomials, application to combinatorial analysis
Laplace integrals 89
of single hypergeometric function 9O
of doubie hypergeometric function 92
of multiple hypergeornetrj-c function 93
convergence

150

\__
316

Subject Index

Larrricella functions 29
confluent forms of Zg
convergence of 30
definition. of 29
partial differential systems.of 30
Logendre function t8
MacRobertrs E-function' 21
Moijer's G-function 21
Mollin integrals 111
of single hypergeometric function fl+
of double hypergeometric functicin 115
of multiple hypergeometric function ll6
molecular integrals L45
multiple hypergecnetric funct.ion
Barnes integral of 83

definite lntegral of 59, 63

Dirichiet integral of 12O
Euler integral of 37
Laplace integral of 95
Mel I in integral of tI6
'
multiple integral of LZI
Pochhammer integral of' 83
repeated integral of 7L
multiple integrals 12O
of EuJ er type l2O
of single hypergeometric function I2l
of double hypergeometric function 121
of multiple hyp"rg"o*"tric function 12L, L24
.
non-l.inear oscillations, use of Gegenbauer polynomials 144
Pochhammer double-1oop conioui tT4Pochhammer integrals 75
of single hypergeonetric function 76
of double hypergeometric function 76
of multiple hypergeometric. function 76
rcpeated integrals of BesseI functions, application to
ladder networks 148
ipocial cases, of Appell functions 27
.of generalised hloergeonetric functions 22
Tchobycheff polynomial, applied to non-linear oscillations i45
tlns-domain synthesis of signals 159
vlbrrtlon of thin elastic plate 133
Vlfnour fluid, motion under a surface load i36

) ; 1""r-"'7'!' i:'I---r
:

,T