Parabolic cylinder function

In mathematics, the parabolic cylinder functions are special functions defined as solutions to the differential equation

${\displaystyle {\frac {d^{2}f}{dz^{2}}}+\left({\tilde {a}}z^{2}+{\tilde {b}}z+{\tilde {c}}\right)f=0.}$

(1)

Coordinate surfaces of parabolic cylindrical coordinates. Parabolic cylinder functions occur when separation of variables is used on Laplace's equation in these coordinates

This equation is found when the technique of separation of variables is used on Laplace's equation when expressed in parabolic cylindrical coordinates.

The above equation may be brought into two distinct forms (A) and (B) by completing the square and rescaling z, called H. F. Weber's equations (Weber 1869) harv error: no target: CITEREFWeber1869 (help):

${\displaystyle {\frac {d^{2}f}{dz^{2}}}-\left({\tfrac {1}{4}}z^{2}+a\right)f=0}$    (A)

and

${\displaystyle {\frac {d^{2}f}{dz^{2}}}+\left({\tfrac {1}{4}}z^{2}-a\right)f=0.}$     (B)

If

${\displaystyle f(a,z)\,}$

is a solution, then so are

${\displaystyle f(a,-z),f(-a,iz){\text{ and }}f(-a,-iz).\,}$

If

${\displaystyle f(a,z)\,}$

is a solution of equation (A), then

${\displaystyle f(-ia,ze^{(1/4)\pi i})\,}$

is a solution of (B), and, by symmetry,

${\displaystyle f(-ia,-ze^{(1/4)\pi i}),f(ia,-ze^{-(1/4)\pi i}){\text{ and }}f(ia,ze^{-(1/4)\pi i})\,}$

are also solutions of (B).

Solutions

There are independent even and odd solutions of the form (A). These are given by (following the notation of Abramowitz and Stegun (1965)):

${\displaystyle y_{1}(a;z)=\exp(-z^{2}/4)\;_{1}F_{1}\left({\tfrac {1}{2}}a+{\tfrac {1}{4}};\;{\tfrac {1}{2}}\;;\;{\frac {z^{2}}{2}}\right)\,\,\,\,\,\,(\mathrm {even} )}$

and

${\displaystyle y_{2}(a;z)=z\exp(-z^{2}/4)\;_{1}F_{1}\left({\tfrac {1}{2}}a+{\tfrac {3}{4}};\;{\tfrac {3}{2}}\;;\;{\frac {z^{2}}{2}}\right)\,\,\,\,\,\,(\mathrm {odd} )}$

where ${\displaystyle \;_{1}F_{1}(a;b;z)=M(a;b;z)}$ is the confluent hypergeometric function.

Other pairs of independent solutions may be formed from linear combinations of the above solutions (see Abramowitz and Stegun). One such pair is based upon their behavior at infinity:

${\displaystyle U(a,z)={\frac {1}{2^{\xi }{\sqrt {\pi }}}}\left[\cos(\xi \pi )\Gamma (1/2-\xi )\,y_{1}(a,z)-{\sqrt {2}}\sin(\xi \pi )\Gamma (1-\xi )\,y_{2}(a,z)\right]}$

${\displaystyle V(a,z)={\frac {1}{2^{\xi }{\sqrt {\pi }}\Gamma [1/2-a]}}\left[\sin(\xi \pi )\Gamma (1/2-\xi )\,y_{1}(a,z)+{\sqrt {2}}\cos(\xi \pi )\Gamma (1-\xi )\,y_{2}(a,z)\right]}$

where

${\displaystyle \xi ={\frac {1}{2}}a+{\frac {1}{4}}.}$

The function U(a, z) approaches zero for large values of z  and |arg(z)| < π/2, while V(a, z) diverges for large values of positive real z .

${\displaystyle \lim _{z\rightarrow \infty }U(a,z)/e^{-z^{2}/4}z^{-a-1/2}=1\,\,\,\,({\text{for}}\,|\arg(z)|<\pi /2)}$

and

${\displaystyle \lim _{z\rightarrow \infty }V(a,z)/{\sqrt {\frac {2}{\pi }}}e^{z^{2}/4}z^{a-1/2}=1\,\,\,\,({\text{for}}\,\arg(z)=0).}$

For half-integer values of a, these (that is, U and V) can be re-expressed in terms of Hermite polynomials; alternatively, they can also be expressed in terms of Bessel functions.

The functions U and V can also be related to the functions D_p(x) (a notation dating back to Whittaker (1902)) that are themselves sometimes called parabolic cylinder functions (see Abramowitz and Stegun (1965)):

${\displaystyle U(a,x)=D_{-a-{\tfrac {1}{2}}}(x),}$

${\displaystyle V(a,x)={\frac {\Gamma ({\tfrac {1}{2}}+a)}{\pi }}[\sin(\pi a)D_{-a-{\tfrac {1}{2}}}(x)+D_{-a-{\tfrac {1}{2}}}(-x)].}$

Function D_a(z) was introduced by Whittaker and Watson as a solution of eq.~(1) with ${\displaystyle {\tilde {a}}=-{\frac {1}{4}},{\tilde {b}}=0,{\tilde {c}}=a+{\frac {1}{2}}}$ bounded at ${\displaystyle +\infty }$. It can be expressed in terms of confluent hypergeometric functions as

${\displaystyle D_{a}(z)={\frac {1}{\sqrt {\pi }}}{2^{a/2}e^{-{\frac {z^{2}}{4}}}\left(\cos \left({\frac {\pi a}{2}}\right)\Gamma \left({\frac {a+1}{2}}\right)\,_{1}F_{1}\left(-{\frac {a}{2}};{\frac {1}{2}};{\frac {z^{2}}{2}}\right)+{\sqrt {2}}z\sin \left({\frac {\pi a}{2}}\right)\Gamma \left({\frac {a}{2}}+1\right)\,_{1}F_{1}\left({\frac {1}{2}}-{\frac {a}{2}};{\frac {3}{2}};{\frac {z^{2}}{2}}\right)\right)}.}$

References

• Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 19". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 686. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.
• Rozov, N.Kh. (2001) [1994], "Weber equation", Encyclopedia of Mathematics, EMS Press
• Temme, N. M. (2010), "Parabolic cylinder function", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248
• Weber, H.F. (1869) "Ueber die Integration der partiellen Differentialgleichung ${\displaystyle \partial ^{2}u/\partial x^{2}+\partial ^{2}u/\partial y^{2}+k^{2}u=0}$". Math. Ann., 1, 1–36
• Whittaker, E.T. (1902) "On the functions associated with the parabolic cylinder in harmonic analysis" Proc. London Math. Soc.35, 417–427.
• Whittaker, E. T. and Watson, G. N. "The Parabolic Cylinder Function." §16.5 in A Course in Modern Analysis, 4th ed. Cambridge, England: Cambridge University Press, pp. 347-348, 1990.