Questions on special functions, useful functions that frequently appear in pure and applied mathematics (usually not including "elementary" functions).

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4
votes
0answers
84 views

A conjectured asymptotic expansion of a function related to the sine and cosine integrals

Recall the definitions of the sine and cosine integrals:$$\operatorname{Si}(x)=\int_0^x\frac{\sin t}t dt,\quad\operatorname{si}(x)=-\int_x^\infty\frac{\sin t}t ...
0
votes
0answers
33 views

Calculate number of trials reaching $p_k$ probability for $k$ successes given the $p_t$ probability of each trial success

Basically, I'd like to be able to answer questions in the form of "What is the number of trials needed to have at least $p_k$ probability of at least $k$ successes, given that on each trial the ...
1
vote
0answers
111 views

How to Solve Equation Involving Digamma Function? (EM Algorithm)

I am trying to derive the EM-algorithm of mixtures of negative binomial distribution $Neg\;Bin(r,p)$. I have the updating equations for updating the E-step as well as $p$ and the mixing coefficients ...
1
vote
3answers
71 views

What is the Domain of Gamma Function?

The gamma function is defined as $\Gamma(s)=\int_0^\infty t^{s-1}e^{-t}dt$ for s>0. But then it says that "The gamma function is defined for all complex numbers except the negative integers ...
1
vote
1answer
280 views

Two Questions about Gamma Function Terminology

Gamma function is also known as generalized factorial function . 1. Why does the term "generalized" have been used? 2. Why is the Gamma function called Euler's second integral?
2
votes
0answers
55 views

Is $\sqrt{\left(\operatorname{Si}(x)-\frac\pi2\right)^2+\operatorname{Ci}(x)^2}$ monotonic?

Recall the definitions of the sine and cosine integrals: $$\operatorname{Si}(x)=\int_0^x\frac{\sin t}t dt,\quad\operatorname{Ci}(x)=-\int_x^\infty\frac{\cos t}t dt.$$ Both functions are oscillating, ...
4
votes
1answer
32 views

Mixed partials of the Beta function B$(a,b)$ at $(1,0^+)$

In this post M.N.C.E gave the equality below $$\frac{\partial ^{5}}{\partial a^{3}\partial b^{2}}\mathrm{B}\left ( 1,0^{+} \right )=\left [ \frac{1}{b}+O\left ( 1 \right ) \right ]\left [ \left ( ...
4
votes
1answer
81 views

How to evaluate $\int_{0}^{\infty }\frac{e^{-x^{2}}}{\sqrt{t^{2}+x}}\mathrm{d}x$

How to evaluate the integral below $$\int_{0}^{\infty }\frac{e^{-x^{2}}}{\sqrt{t^{2}+x}}\mathrm{d}x~~~~~~(t>0)$$ The WolframAlpha gave me a horrible answer $$\frac{t}{2}e^{-\frac{t^{4}}{2}}\left \{ ...
0
votes
1answer
39 views

The Cauchy product $\sum_{n=1}^\infty \frac{\log n}{e^n}= \left( 1-\frac{1}{e} \right)\sum_{n=1}^\infty\frac{\log n!}{e^n} $

I know that the Cauchy product is defined $$\left(\sum_{n=1}^\infty\frac{\log n}{e^n}\right)\left( \sum_{n=1}^\infty\frac{1}{e^n} \right)= \sum_{n=1}^\infty\sum_{k=1}^n\frac{\log k}{e^{k+n-k+1}},$$ ...
3
votes
1answer
65 views

How can the Bessel function of the second kind be in the radial eigenfunction?

Let $0<a<b<\infty$. Consider the heat equations or wave equations on the annulus or the spherical layers $$\Omega:=\{x\in\mathbb{R}^d\mid a<\|x\|_2<b\},$$ ...
2
votes
1answer
1k views

What is the sigmoid *squashing* function?

I've just read the following The basic unit ("neuron" i) performs the following computation to update its state $y_i$: it computes a weighted sum $v_i$ of its inputs $x:j$ which is passed ...
0
votes
0answers
22 views

Definite integral involving algebraic, exponential, and product of two Meijer's G function

I am having trouble with calculating the following integral: \begin{equation} I = \int_{0}^{\infty}x\exp({-\beta x})\large{G}_{2,2}^{1,2}\left( x \left| \begin{array}{cc} 1,1 \\ 1,0 \end{array} ...
2
votes
1answer
145 views

Sigmoid Function in Neural Network

I am studying a doctoral thesis on control-theory and have trouble understanding the notions and the notation introduced there. I am doing this out of interest on the subject, so I haven't had a ...
1
vote
0answers
37 views

Integrals with erf^N

Can anyone help with integral of type. In general, what to do if erf is in power higher than 1? $$g(S|S<L)=\frac{1}{\sqrt{2 \pi \sigma^2}} \int_{-\infty}^{+\infty} \left [ \frac{1}{\sqrt{2 \pi ...
4
votes
3answers
120 views

Prove that $2\int_0^\infty \frac{e^x-x-1}{x(e^{2x}-1)}dx =\ln(\pi)-\gamma $

I have to prove that given $\gamma=0.577216\ldots$, the Euler-Mascheroni constant, and $\pi=3.14159\ldots$, we have: $$2\int_0^\infty \frac{e^x-x-1}{x(e^{2x}-1)}dx =\ln(\pi)-\gamma $$
17
votes
1answer
388 views

Convexity of $\theta(q)$

Define Jacobi's (fourth) theta function with argument zero and nome $q$: $$\theta(q) = 1+2\sum_{n=1}^\infty (-1)^n q^{n^2}$$ plot of the function via Wolfram|Alpha plot of the function via Sage I ...
6
votes
1answer
133 views

Simplifying a certain polylogarithmic sum in two variables

This question is related to my previous question here. While tinkering around for a solution I found that the integral there can be reduced to the problem of solving the following basic logarithmic ...
1
vote
1answer
16 views

sum of integral parts of real number and fraction

For any real x and positive integer n ,show that [x] + [x +1/n] + [x + 2/n] + .... + [x + n-1/n] = [nx] I have used the fact that x-1 < [x] <= x,for all terms and added,but not able to get ...
0
votes
1answer
32 views

Infinite sum of Hermite polynomials with same order, but different argument

I am looking for any possible simplification of the following sum for positive reals $\alpha,\beta$ and positive integer $n$: $$ \sum_{t=-\infty}^{\infty}e^{-\beta(t+\alpha)^{2}}H_{n}(t+\alpha) $$ ...
1
vote
1answer
31 views

How to proof a basis ${\psi_a}$ is complete?

Why $$\int\text{d}a\psi^*_a(y)\psi_a(x)=\delta(y-x)$$ shows the basis is complete? Even, how is $\delta$ defined? I mean, the most consistent definition. I really dislike the definition by 0 and ...
4
votes
1answer
204 views

An infinite series of a product of three logarithms

I was told this interesting question today, but I haven't managed to get very far: Evaluate $$\sum_{n=1}^\infty \log \left(1+\frac{1}{n}\right)\log \left(1+\frac{1}{2n}\right)\log ...
2
votes
1answer
76 views

Solution to a particular Wave Equation

Consider the partial differential equation \begin{align} \frac{1}{c^{2}} \, \frac{ \partial^{2} U}{\partial t^{2}} &= \frac{\partial^{2} U}{\partial x^{2}} + x \, \frac{\partial U}{\partial x} + ...
115
votes
1answer
4k views

Identification of a curious function

During computation of some Shapley values (details below), I encountered the following function: $$ f\left(\sum_{k \geq 0} 2^{-p_k}\right) = \sum_{k \geq 0} \frac{1}{(p_k+1)\binom{p_k}{k}}, $$ where ...
9
votes
1answer
1k views

Connection between Hermite & Legendre polynomials

Prove that $$H_n(x)= 2^{n+1}e^{x^2}\int_x^\infty e^{-t^2}t^{n+1}P_n\left(\frac{x}t\right)dt,$$ where $H_n$ is Hermite polynomial & $P_n$ is Legendre polynomial
1
vote
1answer
21 views

Bessel Function Integral with sin argument

I would like to find if possible a solution (closed form) or approximation for the following integral: $$\int_{\pi/2}^{\pi}\int_{\pi/2}^{\pi}J_{0}\left(\alpha \sin\theta_{k}\right)J_{0}\left(\alpha ...
1
vote
4answers
2k views

efficient and accurate approximation of error function

I am looking for the numerical approximation of error function, which must be efficient and accurate. Thanks in advance $$\mathrm{erf}(z)=\frac2{\sqrt\pi}\int_0^z e^{-t^2} \,\mathrm dt$$
6
votes
1answer
184 views

Another beta integral due to Cauchy.

I have the following identity which I want to prove: $$C(x,y):= \int_{-\infty}^{\infty} \frac{dt}{(1+it)^x(1-it)^y} = \frac{\pi \cdot 2^{2-x-y}\Gamma(x+y-1)}{\Gamma(x)\Gamma(y)}$$ where ...
4
votes
2answers
1k views

Domain of the Gamma function

I need to find the domain of the Gamma function, that is to say all $z \in \mathbb{C}$, for which the integral: $$\Gamma(z) = \int_0^\infty t^{z-1} e^{-t} \mathrm dt$$ converges. I started by ...
0
votes
2answers
28 views

Laplace transform of the square wave to solve PDE

Solve $$y'' + 3y' +2y = r(t)$$ given $y(0)=0$ and $y'(0) = 0$ where $r(t)$ is the square wave, $$r(t) = u(t-1) - u(t-2)$$ I'm just going to type out the answer as I read it and tell you which ...
0
votes
0answers
15 views

An expository reference on spherical harmonics on $S^n$.

I am looking for a thorough reference which explains how to compute the spherical harmonics on $S^n$ and how to upper and lower-bound their values. About the first part of my query, I am not so much ...
0
votes
0answers
20 views

Fourier transform of Si[$x^2 + y^2$]; Energy integrals involving sin integral functions

Problem Statement I'm trying to prove( or disprove ) the following identity \begin{equation} \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} \frac{\Big[\text{Si}[x_1^2 + y^2]- \text{Si}[x_2^2 + ...
0
votes
1answer
21 views

Understanding a text in a book about the estimation

Now $$e_n-e_0=\sum_{k=0}^{n-1}\left [ -\frac{1}{12(k+x)^2}+\mathcal{O}\left ( \frac{1}{(k+x)^3} \right ) \right ]; \tag{*}$$ therefore, $\lim_{n\to\infty}e_n-e_0=K_1(x)$ exists. Set ...
4
votes
0answers
85 views

Double integral of symmetric polylogarithmic function over rectangular region

This question was inspired by M.N.C.E.'s wonderful response here. While exploring the possibility of generalizing his result, I found that a significant part of the problem reduced to evaluating the ...
3
votes
0answers
205 views

A generalization of additive function over $\mathbb R$

Let $f:\mathbb R\to\mathbb R$ be a continuous function and $r\ge0$ a fixed value such that for all $x,y\in\mathbb R$ $$|f(x)+f(y)-f(x+y)|\le r$$ Show there exist $a\in\mathbb R$ and a function ...
4
votes
1answer
49 views

$n$-th derivative of Beta function

We pretty much know nothing about the high order derivatives of the Beta function. Well, we known for the example some recursive formulae for $\Gamma^{(n)}(1)$ as well as ...
1
vote
0answers
22 views

Implementation of Jacobi theta functions in Matlab

I need Jacobi theta functions for my Matlab program. The functions are not included in the predefined Matlab functions. Doing a simple Google search, I found a package developed by Moiseev I. in 2008. ...
2
votes
2answers
258 views

A theta function around its natural boundary

Let $q = e^{2\pi i\tau}$, if $$\psi(q^2)=\sum_{n=0}^{\infty} q^{n(n+1)}$$ is one of ramanujan theta functions,is it possible to evaluate the limit $$\lim_{q\rightarrow 1} (1-q){\psi^2(q^2)}$$ In fact ...
1
vote
1answer
38 views

Maximum/minimum of a special function

I was given a function $f(x)=\mbox{Li}_{-n}(x)$, where Li is the polylogarithm of order $-n$ ($n>0\in\mathbb{N}$) and $x\in(-\infty,0)$. The function in this domain is bounded and has some ...
1
vote
0answers
77 views

What does subcopula mean?

In copula concept, what does "subcopula" exactly mean? Does it mean a subset of copula? Would you please explain a little bit in details? Thanks in advance!
1
vote
0answers
27 views

Fourier series in spherical coordinates?

I'm reading an article and he just state: let $f\left(\theta,\varphi\right)$ be of this form $$f\left(\theta,\varphi\right)={\sum}g_{m}\left(\theta\right)e^{im\varphi},$$ I'm on the unitary ...
1
vote
1answer
31 views

How does one simplify this series expression?

I am trying to prove the Rodrigues formula for the Legendre polynomials from the power series recursion relation (obtained through the Frobenius method). On page 3 of this article, I can follow the ...
3
votes
1answer
100 views

Find monotonic functions going from $0$ to $+\infty$ for $x \in (-\infty,+\infty)$ (similar to $e^x$)

How can we find functions on $\mathbb{R}$ with exponential-like properties, namely: $f(x)$ is infinitely differentiable; $f(x)$ and all its derivatives are monotonic; $f(x)$ and all its derivatives ...
0
votes
0answers
15 views

Exist a quasi periodic function whose derivative is not almost periodic?

I learned from "A Note On Almost Periodic Variational Equations" by P. Giesl and M. Rasmussen that there exist almost periodic functions (in fact limit periodic) such that their (strong) derivative is ...
0
votes
1answer
40 views

Almost periodic function vs quasi periodic function

I am doing some work regarding quasi periodic function but I am not able to figure out the difference between almost periodic and quasi periodic functions.Can anyone let me know about it? Thanks ...
1
vote
0answers
34 views

Definite integral with exponential and algebraic functions

I came across definte integral: $I(a, b) = \int_{a-b}^{a+b} \frac{1}{e^x -1} \frac{1}{\sqrt{1-(x-a)^2/b^2}} ~\mathrm{d}x $ Mathematica was not able to guide a closed form solution, but I am hoping ...
15
votes
0answers
466 views

a conjectured continued fraction for $\displaystyle\tan\left(\frac{z\pi}{4z+2n}\right)$

Given a complex number $\begin{aligned}\frac{z}{n}=x+iy\end{aligned}$ and a gamma function $\Gamma(z)$ with $x\gt0$, it is conjectured that the following continued fraction for ...
5
votes
1answer
168 views

Why does the asymptotic expansion of the real-valued Kummer function contain complex terms?

Working on a problem in spectral theory, I need to study the asymptotics of a confluent hypergeometric function (here $(a)_0=1$ and $(a)_s=a(a+1)\cdots(a+s-1)$ denote the Pochhammer symbol) $$ ...
1
vote
0answers
28 views

Can anybody recognise this equation?

I just wonder if the following equation is a known special function? $$\left(u(1-u^2)\frac{d^2}{du^2}-(u^2+1)\frac{d}{du}-\frac{au}{(1-u^2)}-\frac{bu^3}{(1-u^2)}+c\right)G(u,u')=0,$$ where $a$, $b$, ...
19
votes
0answers
532 views

Divergence of the Derivative of the Prime Counting Function

On the one hand, the Prime Counting Function $\pi_0(x)$ maybe be written $$ \pi_0(x) = \operatorname{R}(x^1) - \sum_{\rho}\operatorname{R}(x^{\rho}) \tag{1} $$ with $ \operatorname{R}(z) = ...