By Linas Vepstas <linas@linas.org>
Date: 24 January 2004 (corrected Dec 2004)
The following is a compendium of additions and margin notes to the Handbook of Mathematical Functions by Abramowitz & Stegun (Dover 1972 edition), culled from personal annotations I have made to that reference over the years. I have found these formulas useful and handy to have around. Some are trivial restatements of what can already be found in the book, and a few are deeper, non-trivial (possibly new) relationships. Most of these are not 'mathematically significant', but are useful if one is just searching for an integral or some such: indeed, this is what it means to be a reference. They are put down here to be of some utility to the Internet community and hopefully to be incorporated in some future edition/revision of the A&S reference.Sources & attribution: Yes, I derived all of these. I did not copy any of these from some other book/reference. (Except as noted). I've tripped over these while solving a large variety of other completely unrelated, but quite interesting problems.
These additional formulas are ordered according to the relevant chapter/paragraph of that book. Parenthetical comments justify the need for the inclusion of the formula, but are not meant to be added to the reference.
Without further ado:
(handy restatement of 3.6.8 in a non-obvious form)
(Just because arctan comes in a later chapter is no excuse to omit this very useful formula)
for real
, and small, real
.
(This follows obviously from 4.1.5 but is handy esp. for novice).
for small, real
.
(Non-intuitive statement about the limit on the imaginary axis).
A sequence of sines and cosines can be computed very rapidly (two
multiplications, one addition each) and accurately with the following
recursion relations: Let
and
. Define
and
, then
can be computed quickly, along with
,
by using
and
.
This method looses less than 3 decimals of floating point precision
after 10 thousand iterations.
(This is related to 5.1.12 and 6.5.19 but is easier to work with than either; and is numerically more stable.)
(A handy-dandy value to have around)
Add Note: See also 5.1.49
The ``hyperconvergent'' can be obtained from the formal Euler Sum
For values of negative n, see 6.5.32
The following integrals look similar but are in fact very different:
See
Riemann Zeta, section 23.2
See
Debye Function, section 27.1
For integer z, see 6.4.1
For small, real
.
(Mathematically ``trivial'', but handy if you just wanted to look up this integral).
where
is the Heaviside step function.
for
(Another handy integral deserving mention)
and for integer
we have
(Another handy dandy integral to have around).
for n integer. See also 5.1.8
(This is a special case that should be mentioned explicitly).
(Occurs in certain types of stochastic equations; numerically unpleasant to evaluate. )
See also 5.1.51
(Section 6.8 should really be broken out into its own, and fortified with various utilitarian sums, e.g. the below. Sums occur in many problems, and should get a handy reference chapter, analogous to chapter 3, on their own.).
See 4.3.92
See 6.4.10
Some formally divergent sums can be given meaningful values through
regularization. For example,
and thus we write, formally,
with the understanding that regulation took place. This is because
other regulators, besides
can be used: for example,
provides excellent numerical stability, while
in the limit
is better suited to analytical treatments.
General theories of series acceleration can be applied on formally
divergent sums to get meaningful results.
Follows from above, & etc.
(I copied these sums from some other book; they belong here.)
See also 7.4.11
, rather,
stands for integral.
(Using
to stand for 'integral' was a poor choice of notation
for this entire section).
Let
be the indefinite integral of erf, that is,
then
(This looks like 7.2.5 but is the erf=1-erfc version of that relation. The entire section 7.2 should be redone with erf and erfc versions of the repeated integral.)
(Just another handy integral)
(Sadly, there's no closed form for this beastie).
Many of the integrals in section 7.4 can be obtained by writing
and then doing the x integral first.
For
real,
,
For fixed, real x and
By use of Sterling's formula.
for
even,
positive or negative, and
for
odd,
positive or negative.
Thus, for
even,
we have
+
and, for
odd,
we have
-
Although, see 10.1.4-a above for the correct treatment of the asymptotic
phase angle.
(The phase angle is needed for quantum scattering problems).
The
limit of these integrals is non-trivial.
See 11.4.16, 11.4.17.
for
(This closed form is easier to work with than the infinite sum given,
and also reduces the order on the RHS.)
Special case of 11.3.31.
See 9.1.76
(Unlike 11.3.35,
need not be integer in this formula)
Conjecture: Integrals of the type
are solvable in closed form only for
odd. (Disproof of this
conjecture would bring an important addition to this subsection).
Integrals of the above form can be attacked using the recursion relations
and
.
(A useful set of integral recursion relations, suitable for numeric
evaluation, are presented below.)
(These occur in calculations of wave functions and are useful enough to deserve their own section).
The
are spherical Bessel functions, of chapter 10.
for
and
(follows from 11.3.33)
(Handy for generating large
numerically.)
is Euler's constant, see 6.1.3.
are called
the Stieltjes constants. The first few are
and
and
and
.
(This is a new section, not in the current A&S. Turns out these are a special case of 6.4.9)
In the below,
can be any complex value, not necessarily integer.
See also 6.1.33 for integer
.
For integer
.
Note that
and
and
and in general
, which is to be used in
23.3.2. Note
which is numerically satisfied for n>20.
For integer
. This follows from the observation
when used in 23.3.6.
The above trick can be repeated to express
as a finite sum, for any integer k.
Note this is a formal (divergent) sum that can be made meaningful through regularization. (XXX Need to do this).
Linas Vepstas 2004-12-09