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The argument k is called the elliptic modulus k2... Incomplete Elliptic Integrals Elliptic Integrals 18.13.2-1... The quantity k is called the elliptic modulus k2... Elliptic Functions A

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18.13 Elliptic Integrals

18.13.1 Complete Elliptic Integrals

18.13.1-1 Definitions Properties Conversion formulas

Complete elliptic integral of the first kind:

K(k) =

 π/2 0

1– k2sin2α =

 1 0

dx

(1– x2)(1– k2x2).

Complete elliptic integral of the second kind:

E(k) =

 π/2 0

1– k2sin2α dα=

 1 0

1– k2x2

1– x2 dx.

The argument k is called the elliptic modulus (k2<1)

Notation:

k  =

1– k2, K (k) =K(k ), E (k) =E(k ),

where k  is the complementary modulus.

Properties:

K(–k) =K(k), E(–k) =E(k);

K(k) =K (k ), E(k) =E (k );

E(k)K (k) +E (k)K(k) –K(k)K (k) = π

2.

Conversion formulas for complete elliptic integrals:

K

1

– k 

1+ k 



= 1+ k 

2 K(k), E

1

– k 

1+ k 



1+ k 



E(k) + k K(k)

, K

2√ k

1+ k



= (1+ k)K(k),

E

2√ k

1+ k



1+ k



2E(k) – (k )2K(k)

18.13.1-2 Representation of complete elliptic integrals in series form

Representation of complete elliptic integrals in the form of series in powers of the modulus k:

K(k) = π

2



1+

1

2

2

k2+1 × 3

2 × 4

2

k4+· · · +

 (2n–1)!!

(2n)!!

2

k2n+· · ·

 ,

E(k) = π

2



1–

1

2

2

k2

1 –

1 × 3

2 × 4

2

k4

3 –· · · –

 (2n–1)!!

(2n)!!

2

k2n

2n–1 –· · ·



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970 SPECIALFUNCTIONS ANDTHEIRPROPERTIES

Representation of complete elliptic integrals in the form of series in powers of the

comple-mentary modulus k  =

1– k2:

K(k) = π

1+ k 



1 +

1

2

21

– k 

1+ k 

2

+

1 × 3

2 × 4

21

– k 

1+ k 

4

+· · · +



( 2n– 1 )!!

( 2n)!!

21

– k 

1+ k 

2n

+· · ·



,

K(k) = ln 4

k +



1 2

2

ln 4

k – 2

1 × 2



(k )2+



1 × 3

2 × 4

2

ln 4

k  – 2

1 × 2–

2

3 × 4



(k )4 +

1 × 3 × 5

2 × 4 × 6

2

ln 4

k  – 2

1 × 2–

2

3 × 4–

2

5 × 6



(k )6+· · · ;

E(k) = π(1+ k )

4



1 + 1

2 2 –

1

– k 

1+ k 

2

+ 1 2

( 2 × 4 )2

1

– k 

1+ k 

4

+· · · +



( 2n– 3 )!!

( 2n)!!

21

– k 

1+ k 

2n

+· · ·



,

E(k) =1 + 1

2



ln 4

k  – 1

1 × 2



(k )2+ 1 2 × 3

2 2 × 4



ln 4

k  – 2

1 × 2–

1

3 × 4



(k )4 + 1 2 × 3 2 × 5

2 2 × 4 2 × 6



ln 4

k  – 2

1 × 2–

2

3 × 4–

1

5 × 6



(k )6+· · ·

18.13.1-3 Differentiation formulas Differential equations

Differentiation formulas:

dK(k)

dk = E(k)

k(k )2 –

K(k)

k , dE(k)

dk = E(k) –K(k)

The functionsK(k) andK (k) satisfy the second-order linear ordinary differential

equa-tion

d dk



k(1– k2)dK

dk



– kK=0

The functionsE(k) andE (k) –K (k) satisfy the second-order linear ordinary differential

equation

(1– k2) d

dk



k dE dk



+ kE=0

18.13.2 Incomplete Elliptic Integrals (Elliptic Integrals)

18.13.2-1 Definitions Properties

Elliptic integral of the first kind:

F(ϕ, k) =

 ϕ 0

1– k2sin2α =

 sinϕ 0

dx

(1– x2)(1– k2x2).

Elliptic integral of the second kind:

E(ϕ, k) =

 ϕ 0

1– k2sin2α dα=

 sinϕ 0

1– k2x2

1– x2 dx.

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Elliptic integral of the third kind:

Π(ϕ, n, k) =

 ϕ

0

(1– n sin2α) √

1– k2sin2α =

 sinϕ 0

dx

(1– nx2)

(1– x2)(1– k2x2).

The quantity k is called the elliptic modulus (k2<1), k =

1– k2is the complementary

modulus, and n is the characteristic parameter.

Complete elliptic integrals:

K(k) = F

π

2, k

 , E(k) = E

π

2, k

 ,

K (k) = Fπ

2, k 

 , E (k) = Eπ

2, k 

 Properties of elliptic integrals:

F(–ϕ, k) = –F (ϕ, k), F (nπ ϕ, k) =2nK(k) F (ϕ, k);

E(–ϕ, k) = –E(ϕ, k), E(nπ ϕ, k) =2nE(k) E(ϕ, k).

18.13.2-2 Conversion formulas

Conversion formulas for elliptic integrals (first set):

F



ψ, 1

k



= kF (ϕ, k), E



ψ, 1

k



= 1

k



E(ϕ, k) – (k )2F (ϕ, k)

,

where the angles ϕ and ψ are related by sin ψ = k sin ϕ, cos ψ =

1– k2sin2ϕ.

Conversion formulas for elliptic integrals (second set):

F



ψ, 1– k 

1+ k 



= (1+ k  )F (ϕ, k), E



ψ, 1– k 

1+ k 



1+ k 



E(ϕ, k) + k  F (ϕ, k)

– 1– k 

1+ k  sin ψ, where the angles ϕ and ψ are related by tan(ψ – ϕ) = k  tan ϕ.

Transformation formulas for elliptic integrals (third set):

F



ψ, 2√ k

1+ k



= (1+ k)F (ϕ, k), E



ψ, 2√ k

1+ k



1+ k



2E(ϕ, k) – (k )2F (ϕ, k) +2k sin ϕ cos ϕ

1+ k sin2ϕ

1– k2sin2ϕ

 ,

where the angles ϕ and ψ are related by sin ψ = (1+ k) sin ϕ

1+ k sin2ϕ

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972 SPECIALFUNCTIONS ANDTHEIRPROPERTIES

18.13.2-3 Trigonometric expansions

Trigonometric expansions for small k and ϕ:

F(ϕ, k) = 2

π K(k)ϕ – sin ϕ cos ϕ



a0+ 2

3a1sin2ϕ+

2 × 4

3 × 5a2sin4ϕ+· · ·

 ,

a0= 2

π K(k) –1, a n = a n–1–

 (2n–1)!!

(2n)!!

2

k2n;

E(ϕ, k) = 2

π E(k)ϕ – sin ϕ cos ϕ



b0+ 2

3b1sin2ϕ+

2 × 4

3 × 5b2sin4ϕ+· · ·

 ,

b0=1– 2

π E(k), b n = b n–1–

 (2n–1)!!

(2n)!!

2

k2n

2n–1.

Trigonometric expansions for k →1:

F (ϕ, k) = 2

π K

 (k) ln tan

ϕ

2 +

π

4

 – tan ϕ

cos ϕ



a 

0– 2

3a 1tan2ϕ+

2 × 4

3 × 5a 2tan4ϕ· · ·

 ,

a 

0 = 2

π K

 (k) –1, a 

n = a  n–1–

 (2n–1)!!

(2n)!!

2

(k )2n;

E(ϕ, k) = 2

π E

 (k) ln tan

ϕ

2 +

π

4

 + tan ϕ

cos ϕ



b 

0– 2

3b 1tan2ϕ+

2 × 4

3 × 5b 2tan4ϕ· · ·

 ,

b 

0= 2

π E

 (k) –1, b 

n = b  n–1–

 (2n–1)!!

(2n)!!

2

(k )2n

2n–1.

18.14 Elliptic Functions

An elliptic function is a function that is the inverse of an elliptic integral An elliptic function

is a doubly periodic meromorphic function of a complex variable All its periods can be written in the form 21+22 with integer m and n, where ω1 and ω2 are a pair of

(primitive) half-periods The ratio τ = ω21is a complex quantity that may be considered

to have a positive imaginary part, Im τ >0

Throughout the rest of this section, the following brief notation will be used: K=K(k)

and K =K(k  ) are complete elliptic integrals with k  =

1– k2

18.14.1 Jacobi Elliptic Functions

18.14.1-1 Definitions Simple properties Special cases

When the upper limit ϕ of the incomplete elliptic integral of the first kind

u=

 ϕ 0

1– k2sin2α = F (ϕ, k)

is treated as a function of u, the following notation is used:

u = am ϕ.

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Naming: ϕ is the amplitude and u is the argument.

Jacobi elliptic functions:

sn u = sin ϕ = sin am u (sine amplitude),

cn u = cos ϕ = cos am u (cosine amplitude),

dn u =

1– k2sin2ϕ=

du (delta amlplitude).

Along with the brief notations sn u, cn u, dn u, the respective full notations are also used: sn(u, k), cn(u, k), dn(u, k).

Simple properties:

sn(–u) = – sn u, cn(–u) = cn u, dn(–u) = dn u;

sn2u+ cn2u=1, k2sn2u+ dn2u=1, dn2u – k2cn2u=1– k2,

where i2= –1

Jacobi functions for special values of the modulus (k =0and k =1):

sn(u,0) = sin u, cn(u,0) = cos u, dn(u,0) =1;

sn(u,1) = tanh u, cn(u,1) = 1

cosh u, dn(u,1) = 1

cosh u.

Jacobi functions for special values of the argument:

sn(12K, k) = √ 1

1+ k , cn(

1

2K, k) =

k 

1+ k , dn(

1

2K, k) =

k ;

sn(K, k) =1, cn(K, k) =0, dn(K, k) = k 

18.14.1-2 Reduction formulas

sn(u K) = cn u

dn u, cn(u K) =k  sn u

k 

dn u; sn(u 2K) = – sn u, cn(u 2K) = – cn u, dn(u 2K) = dn u;

sn(u + iK) = 1

k sn u, cn(u + iK

) = –i

k

dn u

sn u, dn(u + iK

 ) = –i cn u

sn u; sn(u +2iK ) = sn u, cn(u +2iK ) = – cn u, dn(u +2iK ) = – dn u;

sn(u +K+iK) = dn u

k cn u, cn(u +K+iK

 ) = –i k 

k cn u, dn(u +K+iK

 ) = ik  sn u

cn u; sn(u +2K+2iK ) = – sn u, cn(u +2K+2iK ) = cn u, dn(u +2K+2iK ) = – dn u.

18.14.1-3 Periods, zeros, poses, and residues

TABLE 18.4 Periods, zeros, poles, and residues of the Jacobian elliptic functions

( m, n = 0 , 1 , 2, ; i2 = – 1 )

sn u 4mK + 2nK i 2mK + 2nK i 2mK +( 2n+ 1 ) K i (– 1 )m k1

cn u ( 4m+ 2n) K + 2nK i ( 2m+ 1 ) K + 2nK i 2mK +( 2n+ 1 ) K i (– 1 )m–1k

dn u 2mK + 4nK i ( 2m+ 1 ) K +( 2n+ 1 ) K i 2mK +( 2n+ 1 ) K i (– 1 )n–1i

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974 SPECIALFUNCTIONS ANDTHEIRPROPERTIES

18.14.1-4 Double-argument formulas

sn(2u) = 2sn u cn u dn u

1– k2sn4u = 2sn u cn u dn u

cn2u+ sn2udn2u, cn(2u) = cn

2u– sn2udn2u

1– k2sn4u = cn

2u– sn2udn2u

cn2u+ sn2udn2u, dn(2u) = dn

2u – k2sn2ucn2u

1– k2sn4u = dn

2u+ cn2u(dn2u–1)

dn2u– cn2u(dn2u–1).

18.14.1-5 Half-argument formulas

sn2 u

2 =

1

k2

1– dn u

1+ cn u =

1– cn u

1+ dn u,

cn2 u

2 =

cn u + dn u

1+ dn u =

1– k2

k2

1– dn u

dn u – cn u,

dn2 u

2 =

cn u + dn u

1+ cn u = (1– k2) 1– cn u

dn u – cn u.

18.14.1-6 Argument addition formulas

sn(u v) = sn u cn v dn v sn v cn u dn u

1– k2sn2usn2v ,

cn(u v) = cn u cn vsn u sn v dn u dn v

1– k2sn2usn2v ,

dn(u v) = dn u dn vk2sn u sn v cn u cn v

1– k2sn2usn2v

18.14.1-7 Conversion formulas

Table 18.5 presents conversion formulas for Jacobi elliptic functions If k > 1, then

k1 =1/k < 1 Elliptic functions with real modulus can be reduced, using the first set of conversion formulas, to elliptic functions with a modulus lying between 0 and 1

18.14.1-8 Descending Landen transformation (Gauss’s transformation)

Notation:

μ=

11– k + k  



, v = 1+ μ u Descending transformations:

sn(u, k) = (1+ μ) sn(v, μ2)

1+ μ sn2(v, μ2), cn(u, k) =

cn(v, μ2) dn(v, μ2)

1+ μ sn2(v, μ2) , dn(u, k) =

dn2(v, μ2) + μ –1

1+ μ – dn2(v, μ2).

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TABLE 18.5

Conversion formulas for Jacobi elliptic functions Full notation is used: sn(u, k), cn(u, k), dn(u, k)

cn(u, k)

1

cn(u, k)

dn(u, k) cn(u, k)

 sn(u, k) dn(u, k)

cn(u, k) dn(u, k)

1

dn(u, k)



sn(u, k) dn(u, k)

1

dn(u, k)

cn(u, k) dn(u, k)

 sn(u, k) cn(u, k)

dn(u, k) cn(u, k)

1

cn(u, k)

( 1+ k)u 2√ k

1+ k

( 1+ k) sn(u, k)

1+ k sn2(u, k)

cn(u, k) dn(u, k)

1+ k sn2(u, k)

1– k sn2(u, k)

1+ k sn2(u, k)

( 1+ k  )u 1– k 

1+ k 

( 1+ k  ) sn(u, k) cn(u, k) dn(u, k)

1 – ( 1+ k ) sn2(u, k) dn(u, k)

1 – ( 1– k ) sn2(u, k) dn(u, k)

18.14.1-9 Ascending Landen transformation

Notation:

μ= 4k

(1+ k)2, σ=



11– k

+ k



, v= u

1+ σ.

Ascending transformations:

sn(u, k) = (1+ σ) sn(v, μ) cn(v, μ)

dn(v, μ) , cn(u, k) =

1+ σ μ

dn2(v, μ) – σ dn(v, μ) , dn(u, k) =

1– σ μ

dn2(v, μ) + σ dn(v, μ) .

18.14.1-10 Series representation

Representation Jacobi functions in the form of power series in u:

sn u = u – 1

3!(1+ k2)u3+ 1

5!(1+14k2+ k4)u5– 1

7!(1+135k2+135k4+ k6)u7+· · · ,

cn u =1– 1

2!u

2+ 1

4!(1+4k2)u4– 1

6!(1+44k2+16k4)u6+· · · ,

dn u =1– 1

2!k

2u2+ 1

4!k

2(4+ k2)u4– 1

6!k

2(16+44k2+ k4)u6+· · · ,

am u = u – 1

3!k

2u3+ 1

5!k

2(4+ k2)u5– 1

7!k

2(16+44k2+ k4)u7+· · ·

These functions converge for|u|<|K(k )|

Representation Jacobi functions in the form of trigonometric series:

sn u = 2π

kK√ q



n=1

q n

1– q2n–1 sin

 (2n–1)πu

2K

 ,

...

18.13.1-2 Representation of complete elliptic integrals in series form

Representation of complete elliptic integrals in the form of series in powers of the modulus k:

K(k)... reduced, using the first set of conversion formulas, to elliptic functions with a modulus lying between and

18.14.1-8 Descending Landen transformation (Gauss’s transformation)

Notation:... data-page="2">

970 SPECIALFUNCTIONS ANDTHEIRPROPERTIES

Representation of complete elliptic integrals in the form of series in powers of the

comple-mentary modulus k 

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