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{{Short description|Solution of a confluent hypergeometric equation}}
In [[mathematics]], a '''confluent [[hypergeometric function]]''' is a solution of a '''confluent hypergeometric equation''', which is a degenerate form of a [[hypergeometric differential equation]] where two of the three [[regular singular point|regular singularities]] merge into an [[irregular singularity]]. (The term "[[Confluence|confluent]]" refers to the merging of singular points of families of differential equations; "confluere" is Latin for "to flow together".) There are several common standard forms of confluent hypergeometric functions:▼
[[File:Plot of the Kummer confluent hypergeometric function 1F1(a;b;z) with a=1 and b=2 and input z² with 1F1(1,2,z²) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1.svg|alt=Plot of the Kummer confluent hypergeometric function 1F1(a;b;z) with a=1 and b=2 and input z² with 1F1(1,2,z²) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1|thumb|Plot of the Kummer confluent hypergeometric function 1F1(a;b;z) with a=1 and b=2 and input z² with 1F1(1,2,z²) in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1]]
▲In [[mathematics]], a '''confluent [[hypergeometric function]]''' is a solution of a '''confluent hypergeometric equation''', which is a degenerate form of a [[hypergeometric differential equation]] where two of the three [[regular singular point|regular singularities]] merge into an [[irregular singularity]].
* '''Kummer's (confluent hypergeometric) function''' {{math|''M''(''a'', ''b'', ''z'')}}, introduced by {{harvs|txt|authorlink=Ernst Kummer| last=Kummer |year=1837}}, is a solution to '''Kummer's differential equation'''. This is also known as the confluent hypergeometric function of the first kind. There is a different and unrelated [[Kummer's function]] bearing the same name.
* '''Tricomi's (confluent hypergeometric) function''' {{math|''U''(''a'', ''b'', ''z'')}} introduced by {{harvs|txt|authorlink=Francesco Tricomi|first=Francesco|last=Tricomi|year=1947}}, sometimes denoted by {{math|Ψ(''a''; ''b''; ''z'')}}, is another solution to Kummer's equation. This is also known as the confluent hypergeometric function of the second kind.
* '''[[Whittaker function]]s''' (for [[Edmund Taylor Whittaker]]) are solutions to '''Whittaker's equation'''.
* '''[[Coulomb wave function]]s''' are solutions to the '''Coulomb wave equation'''.
The Kummer functions, Whittaker functions, and Coulomb wave functions are essentially the same, and differ from each other only by elementary functions and change of variables. ==Kummer's equation==
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:<math>z\frac{d^2w}{dz^2} + (b-z)\frac{dw}{dz} - aw = 0,</math>
with a regular singular point at
Kummer's function
:<math>M(a,b,z)=\sum_{n=0}^\infty \frac {a^{(n)} z^n} {b^{(n)} n!}={}_1F_1(a;b;z),</math>
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: <math>a^{(n)}=a(a+1)(a+2)\cdots(a+n-1)\, ,</math>
is the [[rising factorial]].
Some values of
Just as the confluent differential equation is a limit of the [[hypergeometric differential equation]] as the singular point at 1 is moved towards the singular point at ∞, the confluent hypergeometric function
:<math>M(a,c,z) = \lim_{b\to\infty}{}_2F_1(a,b;c;z/b)</math>
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and many of the properties of the confluent hypergeometric function are limiting cases of properties of the hypergeometric function.
Since Kummer's equation is second order there must be another, independent, solution. The [[indicial equation]] of the method of Frobenius tells us that the lowest power of a [[power series]] solution to the Kummer equation is either 0 or
:<math>w(z)=z^{1-b}v(z)</math>
then the differential equation gives
:<math>z^{2-b}\frac{d^2v}{dz^2}+2(1-b)z^{1-b}\frac{dv}{dz}-b(1-b)z^{-b}v + (b-z)\left[z^{1-b}\frac{dv}{dz}+(1-b)z^{-b}v\right] - az^{1-b}v = 0</math>
which, upon dividing out
<!--:<math>z\frac{d^2v}{dz^2}+2(1-b)\frac{dv}{dz}-b(1-b)z^{-1}v + (b-z)\left[\frac{dv}{dz}+(1-b)z^{-1}v\right] - av = 0</math>-->
:<math>z\frac{d^2v}{dz^2}+(2-b-z)\frac{dv}{dz} - (a+1-b)v = 0.</math>
This means that
:<math>U(a,b,z)=\frac{\Gamma(1-b)}{\Gamma(a
Although this expression is undefined for integer {{mvar|b}}, it has the advantage that it can be extended to any integer {{mvar|b}} by continuity. Unlike Kummer's function which is an [[entire function]] of
Note that the solution {{math|''z''<sup>1−''b''</sup>''U''(''a'' + 1 − ''b'', 2 − ''b'', ''z'')}} to Kummer's equation is the same as the solution {{math|''U''(''a'', ''b'', ''z'')}}, see [[#Kummer's transformation]].
When <math>b=1</math> this is the [[exponential integral]] Ei(''z'').▼
For most combinations of real or complex {{mvar|a}} and {{mvar|b}}, the functions {{math|''M''(''a'', ''b'', ''z'')}} and {{math|''U''(''a'', ''b'', ''z'')}} are independent, and if {{mvar|b}} is a non-positive integer, so {{math|''M''(''a'', ''b'', ''z'')}} doesn't exist, then we may be able to use {{math|''z''<sup>1−''b''</sup>''M''(''a''+1−''b'', 2−''b'', ''z'')}} as a second solution. But if {{mvar|a}} is a non-positive integer and {{mvar|b}} is not a non-positive integer, then {{math|''U''(''z'')}} is a multiple of {{math|''M''(''z'')}}. In that case as well, {{math|''z''<sup>1−''b''</sup>''M''(''a''+1−''b'', 2−''b'', ''z'')}} can be used as a second solution if it exists and is different. But when {{mvar|b}} is an integer greater than 1, this solution doesn't exist, and if {{math|1=''b'' = 1}} then it exists but is a multiple of {{math|''U''(''a'', ''b'', ''z'')}} and of {{math|''M''(''a'', ''b'', ''z'')}} In those cases a second solution exists of the following form and is valid for any real or complex {{mvar|a}} and any positive integer {{mvar|b}} except when {{mvar|a}} is a positive integer less than {{mvar|b}}:
:<math>
When ''a'' = 0 we can alternatively use:
:<math>
▲When
A similar problem occurs when {{math|''a''−''b''}} is a negative integer and {{mvar|b}} is an integer less than 1. In this case {{math|''M''(''a'', ''b'', ''z'')}} doesn't exist, and {{math|''U''(''a'', ''b'', ''z'')}} is a multiple of {{math|''z''<sup>1−''b''</sup>''M''(''a''+1−''b'', 2−''b'', ''z'').}} A second solution is then of the form:
:<math>z^{1-b}M(a+1-b,2-b,z)\ln z+\sum_{k=0}^\infty C_kz^k</math>
===Other equations===
Confluent Hypergeometric Functions can be used to solve the Extended Confluent Hypergeometric Equation whose general form is given as:
:<math>z\frac{d^2w}{dz^2} +(b-z)\frac{dw}{dz} -\left(\sum_{m=0}^M a_m z^m\right)w = 0</math> <ref>{{cite journal|last1=Campos|first1=
Thus Confluent Hypergeometric Functions can be used to solve "most" second-order ordinary differential equations whose variable coefficients are all linear functions of {{mvar|z}}
:<math>(A+Bz)\frac{d^2w}{dz^2} + (C+Dz)\frac{dw}{dz} +(E+Fz)w = 0</math>
First we move the [[regular singular point]] to {{math|0}} by using the substitution of {{math|''A'' + ''Bz'' ↦ ''z''}}, which converts the equation to:
:<math>z\frac{d^2w}{dz^2} + (C+Dz)\frac{dw}{dz} +(E+Fz)w = 0</math>
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:<math> z \mapsto \frac{1}{\sqrt{D^2-4F}} z</math>
and multiply the equation by the same factor,
:<math>z\frac{d^2w}{dz^2}+\left(C+\frac{D}{\sqrt{D^2-4F}}z\right)\frac{dw}{dz}+\left(\frac{E}{\sqrt{D^2-4F}}+\frac{F}{D^2-4F}z\right)w=0</math>
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:<math>a=\left (1+ \frac{D}{\sqrt{D^2-4F}} \right)\frac{C}{2}-\frac{E}{\sqrt{D^2-4F}}, \qquad b = C.</math>
Note that the square root may give an imaginary
:<math>\exp \left(-\tfrac{1}{2} Dz \right )w(z),</math>
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:<math>zw''(z)+Cw'(z)+\left(E-\tfrac{1}{2}CD \right)w(z)=0.</math>
As noted
==Integral representations==
If {{math|Re ''b'' > Re ''a'' > 0}}, {{math|''M''(''a'', ''b'', ''z'')}} can be represented as an integral
:<math>M(a,b,z)= \frac{\Gamma(b)}{\Gamma(a)\Gamma(b-a)}\int_0^1 e^{zu}u^{a-1}(1-u)^{b-a-1}\,du.</math>
thus
:<math>U(a,b,z) = \frac{1}{\Gamma(a)}\int_0^\infty e^{-zt}t^{a-1}(1+t)^{b-a-1}\,dt, \quad (\operatorname{Re}\ a>0) </math>
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:<math>U(a,b,x)\sim x^{-a} \, _2F_0\left(a,a-b+1;\, ;-\frac 1 x\right),</math>
where <math>_2F_0(\cdot, \cdot; ;-1/x)</math> is a
The asymptotic behavior of Kummer's solution for large {{math|{{mabs|''z''
:<math>M(a,b,z)\sim\Gamma(b)\left(\frac{e^zz^{a-b}}{\Gamma(a)}+\frac{(-z)^{-a}}{\Gamma(b-a)}\right)</math>
The powers of {{mvar|z}} are taken using
There is always some solution to Kummer's equation asymptotic to
==Relations==
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===Contiguous relations===
Given {{math|''M''(''a'', ''b'', ''z'')}}, the four functions {{math|''M''(''a'' ± 1, ''b'', ''z''), ''M''(''a'', ''b'' ± 1, ''z'')}} are called contiguous to {{math|''M''(''a'', ''b'', ''z'')}}. The function {{math|''M''(''a'', ''b'', ''z'')}} can be written as a linear combination of any two of its contiguous functions, with rational coefficients in terms of {{mvar|a, b}}, and {{mvar|z}}. This gives {{math|1= ({{su|lh=0.8em|p=4|b=2}}) = 6}} relations, given by identifying any two lines on the right hand side of
:<math>\begin{align}
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\end{align}</math>
In the notation above, {{math|1=''M'' = ''M''(''a'', ''b'', ''z'')}}, {{math|1= ''M''(''a''+) = ''M''(''a'' + 1, ''b'', ''z'')}}, and so on.
Repeatedly applying these relations gives a linear relation between any three functions of the form {{math|''M''(''a'' + ''m'', ''b'' + ''n'', ''z'')}} (and their higher derivatives), where
There are similar relations for
===Kummer's transformation===
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In terms of [[Laguerre polynomials]], Kummer's functions have several expansions, for example
:<math>M\left(a,b,\frac{x y}{x-1}\right) = (1-x)^a \cdot \sum_n\frac{a^{(n)}}{b^{(n)}}L_n^{(b-1)}(y)x^n</math> {{harv|
or
:<math>M\left( a,\, b,\, z \right) = \frac{\Gamma\left( 1 - a \right) \cdot \Gamma\left( b \right)}{\Gamma\left( b - a \right)} \cdot L_{-a}^{(b - 1)}\left( z \right)</math>[https://functions.wolfram.com/HypergeometricFunctions/Hypergeometric1F1/27/01/0001/]
==Special cases==
Functions that can be expressed as special cases of the confluent hypergeometric function include:
*Some [[elementary function]]s
::<math>M(0,b,z)=1</math>
::<math>U(0,c,z)=1</math>
::<math>M(b,b,z)=e^z</math>
::<math>U(a,a,z)=e^z\int_z^\infty u^{-a}e^{-u}du</math> (a polynomial if
::<math>\frac{U(1,b,z)}{\Gamma(b-1)}+\frac{M(1,b,z)}{\Gamma(b)}=z^{1-b}e^z</math>
::<math>M(n,b,z)</math> for non-positive integer
::<math>U(n,c,z)</math> for non-positive integer {{mvar|n}} is a multiple of a generalized Laguerre polynomial, equal to <math>\tfrac{\Gamma(1-c)}{\Gamma(n+1-c)}M(n,c,z)</math> when the latter exists.
::<math>U(c-n,c,z)</math> when {{mvar|n}} is a positive integer is a closed form with powers of {{mvar|z}}, equal to <math>\tfrac{\Gamma(c-1)}{\Gamma(c-n)}z^{1-c}M(1-n,2-c,z)</math> when the latter exists.
::<math>U(a,a+1,z)= z^{-a}</math>
::<math>U(-n,-2n,z)</math> for non-negative integer
::<math>M(1,2,z)=(e^z-1)/z,\ \ M(1,3,z)=2!(e^z-1-z)/z^2</math> etc.
▲::<math>M(n,b,z)</math> for non-positive integer ''n'' is a [[generalized Laguerre polynomial]].
::Using the contiguous relation <math>aM(a+)=(a+z)M+z(a-b)M(b+)/b</math> we get, for example, <math>M(2,1,z)=(1+z)e^z.</math>
*[[Bateman's function]]
*[[Bessel function]]s and many related functions such as [[Airy function]]s, [[Kelvin function]]s, [[Hankel function]]s. For example, in the special case {{math|''b'' {{=}} 2''a''}} the function reduces to a [[Bessel function]]:
::<math>{}_1F_1(a,2a,x)= e^{
:This identity is sometimes also referred to as [[Ernst Kummer|Kummer's]] second transformation. Similarly
::<math>U(a,2a,x)= \frac{e^
:When {{mvar|a}} is a non-positive integer, this equals
* The [[error function]] can be expressed as
::<math>\mathrm{erf}(x)= \frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2} dt= \frac{2x}{\sqrt{\pi}}\ {}_1F_1\left(\tfrac{1}{2},\tfrac{3}{2},-x^2\right).</math>
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*[[Poisson–Charlier function]]
*[[Toronto function]]s
*[[Whittaker function]]s {{math|''M<sub>κ,μ</sub>''(''z''), ''W<sub>κ,μ</sub>''(''z'')}} are solutions of [[Whittaker's equation]] that can be expressed in terms of Kummer functions
::<math>M_{\kappa,\mu}(z) = e^{-\tfrac{z}{2}} z^{\mu+\tfrac{1}{2}}M\left(\mu-\kappa+\tfrac{1}{2}, 1+2\mu; z\right)</math>
::<math>W_{\kappa,\mu}(z) = e^{-\tfrac{z}{2}} z^{\mu+\tfrac{1}{2}}U\left(\mu-\kappa+\tfrac{1}{2}, 1+2\mu; z\right)</math>
* The general {{mvar|p}}-th raw moment ({{mvar|p}} not necessarily an integer) can be expressed as<ref>{{Cite web|title=Aspects of Multivariate Statistical Theory {{!}} Wiley|url=https://www.wiley.com/en-us/Aspects+of+Multivariate+Statistical+Theory-p-9780471769859|access-date=2021-01-23|website=Wiley.com|language=en-us}}</ref>
:: <math>\begin{align}
\operatorname{E} \left[\left|N\left(\mu, \sigma^2 \right)\right|^p \right] &= \frac{\left(2 \sigma^2\right)^
\operatorname{E} \left[N \left(\mu, \sigma^2 \right)^p \right] &= \left (-2 \sigma^2\right)^
\end{align}</math>
:In the second formula the function's second [[branch cut]] can be chosen by multiplying with
==Application to continued fractions==
By applying a limiting argument to [[Gauss's continued fraction]] it can be shown that<ref>{{cite journal|first1=Evelyn|last1=Frank | year=1956|title=A new class of continued fraction expansions for the ratios of hypergeometric functions| journal=Trans. Am. Math. Soc.|volume=81|number=2|pages=453–476|mr= 0076937|jstor=1992927|doi=10.1090/S0002-9947-1956-0076937-0}}</ref>
:<math>\frac{M(a+1,b+1,z)}{M(a,b,z)} = \cfrac{1}{1 - \cfrac{{\displaystyle\frac{b-a}{b(b+1)}z}}
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</math>
and that this continued fraction converges uniformly to a [[meromorphic function]] of {{mvar|z}} in every bounded ___domain that does not include a pole.
==See also==
* [[Composite Bézier curve]]
==Notes==
{{Reflist}}
==References==
* {{AS ref |13|504}}
* {{
* {{dlmf|first=Adri B. Olde|last= Daalhuis|id=13}}
* {{cite book | last1= Erdélyi | first1= Arthur | author1-link= Arthur Erdélyi | last2= Magnus | first2= Wilhelm | author2-link= Wilhelm Magnus | last3= Oberhettinger | first3= Fritz |
* {{cite journal | last= Kummer | first= Ernst Eduard |
* {{cite book | last= Slater | first= Lucy Joan |
* {{cite journal | last= Tricomi | first= Francesco G. |
* {{cite book | last= Tricomi | first= Francesco G. | title= Funzioni ipergeometriche confluenti | language=
* {{cite book | last1=Oldham | first1=K.B. | last2=Myland | first2=J. | last3=Spanier | first3=J. | title=An Atlas of Functions: with Equator, the Atlas Function Calculator | publisher=Springer New York | year=2010 | isbn=978-0-387-48807-3 | url=https://books.google.com/books?id=UrSnNeJW10YC&pg=PA75 | access-date=2017-08-23}}
==External links==
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* [http://functions.wolfram.com/HypergeometricFunctions/Hypergeometric1F1/ Kummer hypergeometric function] on the Wolfram Functions site
* [http://functions.wolfram.com/HypergeometricFunctions/HypergeometricU/ Tricomi hypergeometric function] on the Wolfram Functions site
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[[Category:Hypergeometric functions]]
[[Category:Special hypergeometric functions]]
[[Category:Special functions]]
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