§19.2 Definitions ‣ Legendre’s Integrals ‣ Chapter 19 Elliptic Integrals (original) (raw)

Contents
  1. §19.2(i) General Elliptic Integrals
  2. §19.2(ii) Legendre’s Integrals
  3. §19.2(iii) Bulirsch’s Integrals
  4. §19.2(iv) A Related Function: RC⁡(x,y)

§19.2(i) General Elliptic Integrals

Let s2⁢(t) be a cubic or quartic polynomial in t with simple zeros, and let r⁡(s,t) be a rational function of s and tcontaining at least one odd power of s. Then

is called an elliptic integral. Because s2 is a polynomial, we have

where pj is a polynomial in t while ρ and σ are rational functions of t. Thus the elliptic part of (19.2.1) is

§19.2(ii) Legendre’s Integrals

Assume 1−sin2⁡ϕ∈ℂ∖(−∞,0] and1−k2⁢sin2⁡ϕ∈ℂ∖(−∞,0], except that one of them may be 0, and 1−α2⁢sin2⁡ϕ∈ℂ∖{0}. Then

19.2.4 F⁡(ϕ,k) =∫0ϕdθ1−k2⁢sin2⁡θ=∫0sin⁡ϕdt1−t2⁢1−k2⁢t2,
ⓘ Defines: F⁡(ϕ,k): Legendre’s incomplete elliptic integral of the first kind Symbols: dx: differential of x,∫: integral,sin⁡z: sine function,ϕ: real or complex argument andk: real or complex modulus Referenced by: §19.5,§19.6(ii) Permalink: http://dlmf.nist.gov/19.2.E4 Encodings: TeX, pMML, png See also: Annotations for §19.2(ii),§19.2 andCh.19
19.2.5 E⁡(ϕ,k) =∫0ϕ1−k2⁢sin2⁡θ⁢dθ=∫0sin⁡ϕ1−k2⁢t21−t2⁢dt.
ⓘ Defines: E⁡(ϕ,k): Legendre’s incomplete elliptic integral of the second kind Symbols: dx: differential of x,∫: integral,sin⁡z: sine function,ϕ: real or complex argument andk: real or complex modulus Referenced by: §19.6(iii),§22.16(ii) Permalink: http://dlmf.nist.gov/19.2.E5 Encodings: TeX, pMML, png See also: Annotations for §19.2(ii),§19.2 andCh.19
19.2.6 D⁡(ϕ,k) =∫0ϕsin2⁡θ⁢dθ1−k2⁢sin2⁡θ=∫0sin⁡ϕt2⁢dt1−t2⁢1−k2⁢t2=(F⁡(ϕ,k)−E⁡(ϕ,k))/k2.
ⓘ Defines: D⁡(ϕ,k): incomplete elliptic integral of Legendre’s type Symbols: dx: differential of x,F⁡(ϕ,k): Legendre’s incomplete elliptic integral of the first kind,E⁡(ϕ,k): Legendre’s incomplete elliptic integral of the second kind,∫: integral,sin⁡z: sine function,ϕ: real or complex argument andk: real or complex modulus Referenced by: §19.25(i),§19.36(i) Permalink: http://dlmf.nist.gov/19.2.E6 Encodings: TeX, pMML, png See also: Annotations for §19.2(ii),§19.2 andCh.19
19.2.7 Π⁡(ϕ,α2,k)=∫0ϕdθ1−k2⁢sin2⁡θ⁢(1−α2⁢sin2⁡θ)=∫0sin⁡ϕdt1−t2⁢1−k2⁢t2⁢(1−α2⁢t2).

The paths of integration are the line segments connecting the limits of integration. The integral for E⁡(ϕ,k) is well defined ifk2=sin2⁡ϕ=1, and the Cauchy principal value (§1.4(v)) of Π⁡(ϕ,α2,k) is taken if1−α2⁢sin2⁡ϕ vanishes at an interior point of the integration path. Also, if k2 and α2 are real, thenΠ⁡(ϕ,α2,k) is called a circular or_hyperbolic case_ according as α2⁢(α2−k2)⁢(α2−1) is negative or positive. The circular and hyperbolic cases alternate in the four intervals of the real line separated by the points α2=0,k2,1.

The cases with ϕ=π/2 are the complete integrals:

19.2.8 K⁡(k) =F⁡(π/2,k),
E⁡(k) =E⁡(π/2,k),
D⁡(k) =D⁡(π/2,k)=(K⁡(k)−E⁡(k))/k2,
Π⁡(α2,k) =Π⁡(π/2,α2,k).
ⓘ Defines: D⁡(k): complete elliptic integral of Legendre’s type,K⁡(k): Legendre’s complete elliptic integral of the first kind,E⁡(k): Legendre’s complete elliptic integral of the second kind andΠ⁡(α2,k): Legendre’s complete elliptic integral of the third kind Symbols: π: the ratio of the circumference of a circle to its diameter,F⁡(ϕ,k): Legendre’s incomplete elliptic integral of the first kind,E⁡(ϕ,k): Legendre’s incomplete elliptic integral of the second kind,D⁡(ϕ,k): incomplete elliptic integral of Legendre’s type,Π⁡(ϕ,α2,k): Legendre’s incomplete elliptic integral of the third kind,k: real or complex modulus andα2: real or complex parameter Referenced by: §19.2(ii),Erratum (V1.1.10) for Subsection 19.2(ii) and Equation (19.2.9) Permalink: http://dlmf.nist.gov/19.2.E8 Encodings: TeX, TeX, TeX, TeX, pMML, pMML, pMML, pMML, png, png, png, png See also: Annotations for §19.2(ii),§19.2 andCh.19

The principal branch of K⁡(k) and E⁡(k) is|ph⁡(1−k2)|≤π, that is, the branch-cuts are (−∞,−1]∪[1,+∞). The principal values of K⁡(k) and E⁡(k) are even functions.

Legendre’s complementary complete elliptic integrals are defined via

19.2.8_1 K′⁡(k) =∫01dt1−t2⁢1−(1−k2)⁢t2,
ⓘ Defines: K′⁡(k): Legendre’s complementary complete elliptic integral of the first kind Symbols: dx: differential of x,∫: integral andk: real or complex modulus Referenced by: §19.2(ii) Permalink: http://dlmf.nist.gov/19.2.E8_1 Encodings: TeX, pMML, png Addition (effective with 1.1.10): This equation was added. See also: Annotations for §19.2(ii),§19.2 andCh.19
19.2.8_2 E′⁡(k) =∫011−(1−k2)⁢t21−t2⁢dt,
ⓘ Defines: E′⁡(k): Legendre’s complementary complete elliptic integral of the second kind Symbols: dx: differential of x,∫: integral andk: real or complex modulus Referenced by: §19.2(ii) Permalink: http://dlmf.nist.gov/19.2.E8_2 Encodings: TeX, pMML, png Addition (effective with 1.1.10): This equation was added. See also: Annotations for §19.2(ii),§19.2 andCh.19

with a branch point at k=0 and principal branch|ph⁡k|≤π. Let k′=1−k2. Then

| 19.2.9 | K′⁡(k) | ={K⁡(k′),|ph⁡k|≤12⁢π,K⁡(k′)∓2⁢i⁢K⁡(−k),12⁢π<±ph⁡k<π, | | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | --------------------------------------------------------------- | ------------------------------------------------------ | | E′⁡(k) | ={E⁡(k′),|ph⁡k|≤12⁢π,E⁡(k′)∓2⁢i⁢(K⁡(−k)−E⁡(−k)),12⁢π<±ph⁡k<π. | | | ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,K′⁡(k): Legendre’s complementary complete elliptic integral of the first kind,E′⁡(k): Legendre’s complementary complete elliptic integral of the second kind,K⁡(k): Legendre’s complete elliptic integral of the first kind,E⁡(k): Legendre’s complete elliptic integral of the second kind,i: imaginary unit,ph: phase,k: real or complex modulus andk′: complementary modulus Referenced by: §19.2(ii),§22.11,Erratum (V1.1.10) for Subsection 19.2(ii) and Equation (19.2.9),Erratum (V1.1.10) for Subsection 19.2(ii) and Equation (19.2.9) Permalink: http://dlmf.nist.gov/19.2.E9 Encodings: TeX, TeX, pMML, pMML, png, png Correction (effective with 1.1.10): This equation has been updated so that it has correct analytic continuation. See also: Annotations for §19.2(ii),§19.2 andCh.19 | | |

For more details on the analytical continuation of these complete elliptic integrals see Lawden (1989, §§8.12–8.14).

If m is an integer, then

19.2.10 F⁡(m⁢π±ϕ,k) =2⁢m⁢K⁡(k)±F⁡(ϕ,k),
E⁡(m⁢π±ϕ,k) =2⁢m⁢E⁡(k)±E⁡(ϕ,k),
D⁡(m⁢π±ϕ,k) =2⁢m⁢D⁡(k)±D⁡(ϕ,k).
ⓘ Symbols: π: the ratio of the circumference of a circle to its diameter,D⁡(k): complete elliptic integral of Legendre’s type,K⁡(k): Legendre’s complete elliptic integral of the first kind,E⁡(k): Legendre’s complete elliptic integral of the second kind,F⁡(ϕ,k): Legendre’s incomplete elliptic integral of the first kind,E⁡(ϕ,k): Legendre’s incomplete elliptic integral of the second kind,D⁡(ϕ,k): incomplete elliptic integral of Legendre’s type,m: nonnegative integer,ϕ: real or complex argument andk: real or complex modulus Referenced by: §19.14(i),§19.7(ii),§19.7(ii) Permalink: http://dlmf.nist.gov/19.2.E10 Encodings: TeX, TeX, TeX, pMML, pMML, pMML, png, png, png See also: Annotations for §19.2(ii),§19.2 andCh.19

§19.2(iii) Bulirsch’s Integrals

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

19.2.11 cel⁡(kc,p,a,b)=∫0π/2a⁢cos2⁡θ+b⁢sin2⁡θcos2⁡θ+p⁢sin2⁡θ⁢dθcos2⁡θ+kc2⁢sin2⁡θ,
19.2.11_5 el1⁡(x,kc)=∫0arctan⁡x1cos2⁡θ+kc2⁢sin2⁡θ⁢dθ,
19.2.12 el2⁡(x,kc,a,b)=∫0arctan⁡xa+b⁢tan2⁡θ(1+tan2⁡θ)⁢(1+kc2⁢tan2⁡θ)⁢dθ.

Here a,b,p are real parameters, and kc and x are real or complex variables, with p≠0, kc≠0. If −∞<p<0, then the integral in (19.2.11) is a Cauchy principal value.

With

19.2.13 kc =k′,
p =1−α2,
x =tan⁡ϕ,
ⓘ Defines: kc: change of variable (locally),p: change of variable (locally) andx: change of variable (locally) Symbols: tan⁡z: tangent function,ϕ: real or complex argument,k′: complementary modulus andα2: real or complex parameter Permalink: http://dlmf.nist.gov/19.2.E13 Encodings: TeX, TeX, TeX, pMML, pMML, pMML, png, png, png See also: Annotations for §19.2(iii),§19.2 andCh.19

special cases include

19.2.14 K⁡(k) =cel⁡(kc,1,1,1),
E⁡(k) =cel⁡(kc,1,1,kc2),
D⁡(k) =cel⁡(kc,1,0,1),
(E⁡(k)−k′2⁢K⁡(k))/k2 =cel⁡(kc,1,1,0),
Π⁡(α2,k) =cel⁡(kc,p,1,1),
ⓘ Symbols: cel⁡(kc,p,a,b): Bulirsch’s complete elliptic integral,D⁡(k): complete elliptic integral of Legendre’s type,K⁡(k): Legendre’s complete elliptic integral of the first kind,E⁡(k): Legendre’s complete elliptic integral of the second kind,Π⁡(α2,k): Legendre’s complete elliptic integral of the third kind,k: real or complex modulus,k′: complementary modulus,α2: real or complex parameter,p: real parameter not equal to zero andkc: real or complex variable not equal to zero Permalink: http://dlmf.nist.gov/19.2.E14 Encodings: TeX, TeX, TeX, TeX, TeX, pMML, pMML, pMML, pMML, pMML, png, png, png, png, png See also: Annotations for §19.2(iii),§19.2 andCh.19

and

19.2.15 F⁡(ϕ,k) =el1⁡(x,kc)=el2⁡(x,kc,1,1),
E⁡(ϕ,k) =el2⁡(x,kc,1,kc2),
D⁡(ϕ,k) =el2⁡(x,kc,0,1).
ⓘ Symbols: el1⁡(x,kc): Bulirsch’s incomplete elliptic integral of the first kind,el2⁡(x,kc,a,b): Bulirsch’s incomplete elliptic integral of the second kind,F⁡(ϕ,k): Legendre’s incomplete elliptic integral of the first kind,E⁡(ϕ,k): Legendre’s incomplete elliptic integral of the second kind,D⁡(ϕ,k): incomplete elliptic integral of Legendre’s type,ϕ: real or complex argument,k: real or complex modulus,kc: real or complex variable not equal to zero andx: real or complex variable Referenced by: (19.2.11_5) Permalink: http://dlmf.nist.gov/19.2.E15 Encodings: TeX, TeX, TeX, pMML, pMML, pMML, png, png, png See also: Annotations for §19.2(iii),§19.2 andCh.19

The integrals are complete if x=∞. If 1<k≤1/sin⁡ϕ, then kc is pure imaginary.

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

19.2.16 el3⁡(x,kc,p)=∫0arctan⁡xdθ(cos2⁡θ+p⁢sin2⁡θ)⁢cos2⁡θ+kc2⁢sin2⁡θ=Π⁡(arctan⁡x,1−p,k),
x2≠−1/p.
ⓘ Defines: el3⁡(x,kc,p): Bulirsch’s incomplete elliptic integral of the third kind Symbols: cos⁡z: cosine function,dx: differential of x,Π⁡(ϕ,α2,k): Legendre’s incomplete elliptic integral of the third kind,∫: integral,arctan⁡z: arctangent function,sin⁡z: sine function,k: real or complex modulus,p: real parameter not equal to zero,kc: real or complex variable not equal to zero andx: real or complex variable Permalink: http://dlmf.nist.gov/19.2.E16 Encodings: TeX, pMML, png See also: Annotations for §19.2(iii),§19.2 andCh.19

Let x∈ℂ∖(−∞,0) and y∈ℂ∖{0}. We define

where the Cauchy principal value is taken if y<0. Formulas involvingΠ⁡(ϕ,α2,k) that are customarily different for circular cases, ordinary hyperbolic cases, and (hyperbolic) Cauchy principal values, are united in a single formula by using RC⁡(x,y).

In (19.2.18)–(19.2.22) the inverse trigonometric and hyperbolic functions assume their principal values (§§4.23(ii) and4.37(ii)). When x and y are positive, RC⁡(x,y) is an inverse circular function if x<y and an inverse hyperbolic function (or logarithm) if x>y:

19.2.18 RC⁡(x,y)=1y−x⁢arctan⁡y−xx=1y−x⁢arccos⁡x/y,
0≤x<y,
ⓘ Symbols: RC⁡(x,y): Carlson’s combination of inverse circular and inverse hyperbolic functions,arccos⁡z: arccosine function andarctan⁡z: arctangent function Referenced by: §19.2(iv) Permalink: http://dlmf.nist.gov/19.2.E18 Encodings: TeX, pMML, png See also: Annotations for §19.2(iv),§19.2 andCh.19
19.2.19 RC⁡(x,y)=1x−y⁢arctanh⁡x−yx=1x−y⁢ln⁡x+x−yy,
0<y<x.
ⓘ Symbols: RC⁡(x,y): Carlson’s combination of inverse circular and inverse hyperbolic functions,arctanh⁡z: inverse hyperbolic tangent function andln⁡z: principal branch of logarithm function Referenced by: §19.26(i),Figure 19.3.2,Figure 19.3.2,§19.36(ii) Permalink: http://dlmf.nist.gov/19.2.E19 Encodings: TeX, pMML, png See also: Annotations for §19.2(iv),§19.2 andCh.19

The Cauchy principal value is hyperbolic:

19.2.20 RC⁡(x,y)=xx−y⁢RC⁡(x−y,−y)=1x−y⁢arctanh⁡xx−y=1x−y⁢ln⁡x+x−y−y,
y<0≤x.
ⓘ Symbols: RC⁡(x,y): Carlson’s combination of inverse circular and inverse hyperbolic functions,arctanh⁡z: inverse hyperbolic tangent function andln⁡z: principal branch of logarithm function Referenced by: §19.2(iv),§19.20(iii),§19.25(i),Figure 19.3.2,Figure 19.3.2,§19.36(i) Permalink: http://dlmf.nist.gov/19.2.E20 Encodings: TeX, pMML, png See also: Annotations for §19.2(iv),§19.2 andCh.19

For the special cases of RC⁡(x,x) and RC⁡(0,y) see (19.6.15).

If the line segment with endpoints x and y lies inℂ∖(−∞,0], then

19.2.22 RC⁡(x,y)=2π⁢∫0π/2RC⁡(y,x⁢cos2⁡θ+y⁢sin2⁡θ)⁢dθ.