Meijer G-函数

Meijer G-函数是荷兰数学家梅耶尔引入的一种特殊函数。它是广义超几何函数的推广,绝大多数的特殊函数都可以用 Meijer G-函数表示出来。

定义

广义超几何函数有下列一般的积分表达式(参见相关小节):

( k = 1 p Γ ( a k ) / k = 1 q Γ ( b k ) ) p F q [ a 1 a 2 a p b 1 b 2 b q ; z ] = 1 2 π i C ( k = 1 p Γ ( a k + s ) / k = 1 q Γ ( b k + s ) ) Γ ( s ) ( z ) s d s {\displaystyle \left(\prod _{k=1}^{p}\Gamma (a_{k})\right/\left.\prod _{k=1}^{q}\Gamma (b_{k})\right)\,{}_{p}F_{q}\left[{\begin{matrix}a_{1}&a_{2}&\ldots &a_{p}\\b_{1}&b_{2}&\ldots &b_{q}\end{matrix}};z\right]={\frac {1}{2\pi i}}\int _{C}\left(\prod _{k=1}^{p}\Gamma (a_{k}+s)\right/\left.\prod _{k=1}^{q}\Gamma (b_{k}+s)\right)\Gamma (-s)(-z)^{s}\mathrm {d} s}

其中积分路径 C 视参数 p, q 的相对大小而定。上面的积分表达式具有 Mellin 逆变换的形式。

Meijer-G 函数是上面积分表达式的一个推广,它的定义为:

G p , q m , n [ a 1 a 2 a p b 1 b 2 b q ; z ] = 1 2 π i C z s ( k = 1 n Γ ( 1 a k + s ) / k = m + 1 q Γ ( 1 b k + s ) ) / ( k = n + 1 p Γ ( a k s ) / k = 1 m Γ ( b k s ) ) d s {\displaystyle G_{p,q}^{m,n}\left[{\begin{matrix}a_{1}&a_{2}&\ldots &a_{p}\\b_{1}&b_{2}&\ldots &b_{q}\end{matrix}};z\right]={\frac {1}{2\pi i}}\int _{C}z^{s}\left.\left(\prod _{k=1}^{n}\Gamma (1-a_{k}+s)\right/\left.\prod _{k=m+1}^{q}\Gamma (1-b_{k}+s)\right)\right/\left(\prod _{k=n+1}^{p}\Gamma (a_{k}-s)\right/\left.\prod _{k=1}^{m}\Gamma (b_{k}-s)\right)\mathrm {d} s}

其中积分路径 C 视参数的相对大小而定[注 1]。但是,为了保证至少一条积分路径有定义,要求

a k b l Z + , k = 1 , 2 , , n ; l = 1 , 2 , , m {\displaystyle a_{k}-b_{l}\notin \mathbb {Z} ^{+},\quad \forall k=1,2,\dots ,n;l=1,2,\dots ,m}

在书写 Meijer-G 函数时要注意,上标中的第一个参数和下标中的第二个参数对应的是 bk,而上标中的第二个参数和下标中的第一个参数对应的是 ak

对比上述两式可以得到广义超几何函数和 Meijer-G 函数的关系:

k = 1 p Γ ( a k ) k = 1 q Γ ( b k ) p F q [ a 1 a 2 a p b 1 b 2 b q ; z ] = G p , q + 1 1 , p [ 1 a 1 1 a 2 1 a p 0 1 b 1 1 b q ; z ] = G q + 1 , p p , 1 [ 1 b 1 b q a 1 a 2 a p ; 1 z ] {\displaystyle {\begin{array}{cl}&{\frac {\prod _{k=1}^{p}\Gamma (a_{k})}{\prod _{k=1}^{q}\Gamma (b_{k})}}\,{}_{p}F_{q}\left[{\begin{matrix}a_{1}&a_{2}&\ldots &a_{p}\\b_{1}&b_{2}&\ldots &b_{q}\end{matrix}};z\right]\\=&G_{p,q+1}^{1,p}\left[{\begin{matrix}1-a_{1}&1-a_{2}&\ldots &1-a_{p}\\0&1-b_{1}&\ldots &1-b_{q}\end{matrix}};-z\right]\\=&G_{q+1,p}^{p,1}\left[{\begin{matrix}1&b_{1}&\ldots &b_{q}\\a_{1}&a_{2}&\ldots &a_{p}\end{matrix}};-{\frac {1}{z}}\right]\end{array}}}

基本性质

和广义超几何函数一样,如果上下两个向量组在合适的位置有相同的元素,则 Meijer-G 函数可以降阶,此处不再赘述。

一般关系式

Meijer-G 函数的导函数具有下列性质:

z h d h d z h G p , q m , n ( a p b q | z ) = G p + 1 , q + 1 m , n + 1 ( 0 , a p b q , h | z ) = ( 1 ) h G p + 1 , q + 1 m + 1 , n ( a p , 0 h , b q | z ) , {\displaystyle z^{h}{\frac {\mathrm {d} ^{h}}{\mathrm {d} z^{h}}}\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p+1,\,q+1}^{\,m,\,n+1}\!\left(\left.{\begin{matrix}0,\mathbf {a_{p}} \\\mathbf {b_{q}} ,h\end{matrix}}\;\right|\,z\right)=(-1)^{h}\;G_{p+1,\,q+1}^{\,m+1,\,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} ,0\\h,\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right),}

注意 h 可以取任意整数值,取负数时表示不定积分

另一方面,

z ρ G p , q m , n ( a p b q | z ) = G p , q m , n ( a p + ρ b q + ρ | z ) , {\displaystyle z^{\rho }\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} +\rho \\\mathbf {b_{q}} +\rho \end{matrix}}\;\right|\,z\right),}
G p , q m , n ( a p b q | z ) = G q , p n , m ( 1 b q 1 a p | z 1 ) , {\displaystyle G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{q,p}^{\,n,m}\!\left(\left.{\begin{matrix}1-\mathbf {b_{q}} \\1-\mathbf {a_{p}} \end{matrix}}\;\right|\,z^{-1}\right),}
( z d d z a 1 + 1 ) G p , q m , n ( a p b q | z ) = G p , q m , n ( a 1 1 , a 2 , , a p b q | z ) n 1. {\displaystyle \left(z{\frac {\mathrm {d} }{\mathrm {d} z}}-a_{1}+1\right)\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}a_{1}-1,a_{2},\dots ,a_{p}\\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)\quad n\geq 1.}
( a p z d d z 1 ) G p , q m , n ( a p b q | z ) = G p , q m , n ( a 1 , a 2 , , a p 1 b q | z ) n p 1. {\displaystyle \left(a_{p}-z{\frac {\mathrm {d} }{\mathrm {d} z}}-1\right)\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}a_{1},a_{2},\dots ,a_{p}-1\\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)\quad n\leq p-1.}
( z d d z b q ) G p , q m , n ( a p b q | z ) = G p , q m , n ( a p b 1 , b 2 , , b q + 1 | z ) m q 1. {\displaystyle \left(z{\frac {\mathrm {d} }{\mathrm {d} z}}-b_{q}\right)\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\b_{1},b_{2},\dots ,b_{q}+1\end{matrix}}\;\right|\,z\right)\quad m\leq q-1.}
( b 1 z d d z ) G p , q m , n ( a p b q | z ) = G p , q m , n ( a p b 1 + 1 , b 2 , , b q | z ) m 1. {\displaystyle \left(b_{1}-z{\frac {\mathrm {d} }{\mathrm {d} z}}\right)\;G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\b_{1}+1,b_{2},\dots ,b_{q}\end{matrix}}\;\right|\,z\right)\quad m\geq 1.}

上面的式子都可以直接由定义得到。

向量组中两个元素相差整数时的关系式

Γ ( 1 u + s ) Γ ( 1 v + s ) = ( 1 ) u v Γ ( v s ) Γ ( u s ) , u v Z {\displaystyle {\frac {\Gamma (1-u+s)}{\Gamma (1-v+s)}}=(-1)^{u-v}{\frac {\Gamma (v-s)}{\Gamma (u-s)}},\quad u-v\in \mathbb {Z} }

又有

G p + 2 , q m , n + 1 ( α , a p , α b q | z ) = ( 1 ) α α G p + 2 , q m , n + 1 ( α , a p , α b q | z ) , n p , α α Z , {\displaystyle G_{p+2,\,q}^{\,m,\,n+1}\!\left(\left.{\begin{matrix}\alpha ,\mathbf {a_{p}} ,\alpha '\\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right)=(-1)^{\alpha '-\alpha }\;G_{p+2,\,q}^{\,m,\,n+1}\!\left(\left.{\begin{matrix}\alpha ',\mathbf {a_{p}} ,\alpha \\\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right),\quad n\leq p,\;\alpha '-\alpha \in \mathbb {Z} ,}
G p , q + 2 m + 1 , n ( a p β , b q , β | z ) = ( 1 ) β β G p , q + 2 m + 1 , n ( a p β , b q , β | z ) , m q , β β Z , {\displaystyle G_{p,\,q+2}^{\,m+1,\,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\beta ,\mathbf {b_{q}} ,\beta '\end{matrix}}\;\right|\,z\right)=(-1)^{\beta '-\beta }\;G_{p,\,q+2}^{\,m+1,\,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} \\\beta ',\mathbf {b_{q}} ,\beta \end{matrix}}\;\right|\,z\right),\quad m\leq q,\;\beta '-\beta \in \mathbb {Z} ,}
G p + 1 , q + 1 m , n + 1 ( α , a p b q , β | z ) = ( 1 ) β α G p + 1 , q + 1 m + 1 , n ( a p , α β , b q | z ) , m q , β α = 0 , 1 , 2 , , {\displaystyle G_{p+1,\,q+1}^{\,m,\,n+1}\!\left(\left.{\begin{matrix}\alpha ,\mathbf {a_{p}} \\\mathbf {b_{q}} ,\beta \end{matrix}}\;\right|\,z\right)=(-1)^{\beta -\alpha }\;G_{p+1,\,q+1}^{\,m+1,\,n}\!\left(\left.{\begin{matrix}\mathbf {a_{p}} ,\alpha \\\beta ,\mathbf {b_{q}} \end{matrix}}\;\right|\,z\right),\quad m\leq q,\;\beta -\alpha =0,1,2,\dots ,}

微分方程

由上面一般关系式一节的讨论知 Meijer-G 函数满足下列微分方程,它与广义超几何函数满足的微分方程形式上很类似。

[ ( 1 ) p m n z k = 1 p ( z d d z a k + 1 ) k = 1 q ( z d d z b k ) ] w = 0 , w ( z ) = G p , q m , n [ a 1 , , a p b 1 , , b q ; z ] {\displaystyle \left[(-1)^{p-m-n}z\prod _{k=1}^{p}\left(z{\frac {\rm {d}}{{\rm {d}}z}}-a_{k}+1\right)-\prod _{k=1}^{q}\left(z{\frac {\rm {d}}{{\rm {d}}z}}-b_{k}\right)\right]w=0,\quad w(z)=G_{p,q}^{m,n}\left[{\begin{array}{c}a_{1},\dots ,a_{p}\\b_{1},\dots ,b_{q}\end{array}};z\right]} .

这是一个 max(p,q) 阶的线性微分方程,在 z=0 附近的基本解组可以选取为

{ G p , q 1 , p ( a 1 , , a p b h , b 1 , , b h 1 , b h + 1 , , b q | ( 1 ) p m n + 1 z ) , h = 1 , 2 , , q ,  if  p q G p , q q , 1 ( a h , a 1 , , a h 1 , a h + 1 , , a p b 1 , , b q | ( 1 ) q m n + 1 z ) , h = 1 , 2 , , p ,  if  p q {\displaystyle {\begin{cases}G_{p,q}^{\,1,p}\!\left(\left.{\begin{matrix}a_{1},\dots ,a_{p}\\b_{h},b_{1},\dots ,b_{h-1},b_{h+1},\dots ,b_{q}\end{matrix}}\;\right|\,(-1)^{p-m-n+1}\;z\right),\quad h=1,2,\dots ,q,&{\text{ if }}p\leqslant q\\G_{p,q}^{\,q,1}\!\left(\left.{\begin{matrix}a_{h},a_{1},\dots ,a_{h-1},a_{h+1},\dots ,a_{p}\\b_{1},\dots ,b_{q}\end{matrix}}\;\right|\,(-1)^{q-m-n+1}\;z\right),\quad h=1,2,\dots ,p,&{\text{ if }}p\geqslant q\end{cases}}}

p=q 时两种取法都可以。

m, n 的取值上就可以看到它们跟广义超几何函数有直接的联系。事实上的确如此,以第一种情况为例,

G p , q 1 , p ( a 1 , , a p b h , b 1 , , b h 1 , b h + 1 , , b q | ( 1 ) p m n + 1 z ) = z b h G p , q 1 , p ( a 1 b h , , a p b h 0 , b 1 b h , , b h 1 b h , b h + 1 b h , , b q | ( 1 ) p m n + 1 z ) {\displaystyle G_{p,q}^{\,1,p}\!\left(\left.{\begin{matrix}a_{1},\dots ,a_{p}\\b_{h},b_{1},\dots ,b_{h-1},b_{h+1},\dots ,b_{q}\end{matrix}}\;\right|\,(-1)^{p-m-n+1}\;z\right)=z^{b_{h}}G_{p,q}^{\,1,p}\!\left(\left.{\begin{matrix}a_{1}-b_{h},\dots ,a_{p}-b_{h}\\0,b_{1}-b_{h},\dots ,b_{h-1}-b_{h},b_{h+1}-b_{h},\dots ,b_{q}\end{matrix}}\;\right|\,(-1)^{p-m-n+1}\;z\right)}

等号右边的 Meijer-G 函数显然就是广义超几何函数。

特殊情形

因为广义超几何函数是 Meijer-G 函数的特殊情形,故所有可以用广义超几何函数表示的特殊函数都可以用 Meijer-G 函数表示,但是,在个别情况下,用 Meijer-G 函数有更简单的表示式,例子如诺依曼函数,它可以用超几何函数0F1表示,但表示式仅仅是将(第一类)贝塞尔函数的超几何函数表示式代入其定义式中,因此含有两个超几何函数。而用 Meijer-G 函数就可以直接表示为:

Y ν ( z ) = G 1 , 3 2 , 0 ( ν 1 2 ν 2 , ν 2 , ν 1 2 | z 2 4 ) , π 2 < arg z π 2 {\displaystyle Y_{\nu }(z)=G_{1,3}^{\,2,0}\!\left(\left.{\begin{matrix}{\frac {-\nu -1}{2}}\\{\frac {\nu }{2}},{\frac {-\nu }{2}},{\frac {-\nu -1}{2}}\end{matrix}}\;\right|\,{\frac {z^{2}}{4}}\right),\qquad {\frac {-\pi }{2}}<\arg z\leq {\frac {\pi }{2}}}

另外一个例子是不完全伽玛函数对参变量的偏导数,它无法用广义超几何函数表出,但可以用 Meijer-G 函数表出:

Γ ( a , z ) a = Γ ( a , z ) ln z + G 2 , 3 3 , 0 ( 1 , 1 a , 0 , 0 | z ) {\displaystyle {\frac {\partial \Gamma (a,z)}{\partial a}}=\Gamma (a,z)\ln z+\,G_{2,\,3}^{\,3,\,0}\!\left(\left.{\begin{matrix}1,1\\a,0,0\end{matrix}}\;\right|\,z\right)}

事实上,不完全伽玛函数对参变量的高阶偏导数也可以用 Meijer-G 函数表出,详见不完全Γ函数一文。

推广

如同广义超几何函数和Kampé de Fériet函数(双变量的广义超几何函数)的关系那样,Meijer G-函数也可以被推广到两个变量的情况: G p , q , u 1 , v 1 , u 2 , v 2 m , n , s 1 , t 1 , s 2 , t 2 [ a 1 , , a p ; c 1 , 1 , , c 1 , u 1 ; c 2 , 1 , , c 2 , u 2 ; b 1 , , b q ; d 1 , 1 , , d 1 , v 1 ; d 2 , 1 , , d 2 , v 2 ;   z , w ] = 1 4 π 2 L L k = 1 m Γ ( b k + σ + τ ) k = 1 n Γ ( 1 a k σ τ ) k = n + 1 p Γ ( a k + σ + τ ) k = m + 1 q Γ ( 1 a k σ τ ) k = 1 s 1 Γ ( d 1 , k + σ ) k = 1 t 1 Γ ( 1 c 1 , k σ ) k = t 1 + 1 u 1 Γ ( c 1 , k + σ ) k = s 1 + 1 v 1 Γ ( 1 d 1 , k σ ) k = 1 s 2 Γ ( d 2 , k + τ ) k = 1 t 2 Γ ( 1 c 2 , k τ ) k = t 2 + 1 u 2 Γ ( c 2 , k + τ ) k = s 2 + 1 v 2 Γ ( 1 d 2 , k τ ) z σ w τ d σ d τ / ; m , n , s 1 , t 1 , s 2 , t 2 , p , q , u 1 , v 1 , u 2 , v 2 N , m q , n p , s 1 v 1 , t 1 u 1 , s 2 v 2 , t 2 u 2 {\displaystyle G_{p,q,u_{1},v_{1},u_{2},v_{2}}^{m,n,s_{1},t_{1},s_{2},t_{2}}\left[{\begin{array}{lll}a_{1},\dots ,a_{p};c_{1,1},\dots ,c_{1,u_{1}};c_{2,1},\dots ,c_{2,u_{2}};\\b_{1},\dots ,b_{q};d_{1,1},\dots ,d_{1,v_{1}};d_{2,1},\dots ,d_{2,v_{2}};\end{array}}\ z,w\right]=-{\frac {1}{4\pi ^{2}}}\int _{\mathcal {L}}\int _{\mathcal {L'}}{\frac {\prod _{k=1}^{m}\Gamma (b_{k}+\sigma +\tau )\prod _{k=1}^{n}\Gamma (1-a_{k}-\sigma -\tau )}{\prod _{k=n+1}^{p}\Gamma (a_{k}+\sigma +\tau )\prod _{k=m+1}^{q}\Gamma (1-a_{k}-\sigma -\tau )}}{\frac {\prod _{k=1}^{s_{1}}\Gamma (d_{1,k}+\sigma )\prod _{k=1}^{t_{1}}\Gamma (1-c_{1,k}-\sigma )}{\prod _{k=t_{1}+1}^{u_{1}}\Gamma (c_{1,k}+\sigma )\prod _{k=s_{1}+1}^{v_{1}}\Gamma (1-d_{1,k}-\sigma )}}{\frac {\prod _{k=1}^{s_{2}}\Gamma (d_{2,k}+\tau )\prod _{k=1}^{t_{2}}\Gamma (1-c_{2,k}-\tau )}{\prod _{k=t_{2}+1}^{u_{2}}\Gamma (c_{2,k}+\tau )\prod _{k=s_{2}+1}^{v_{2}}\Gamma (1-d_{2,k}-\tau )}}z^{-\sigma }w^{-\tau }d\sigma d\tau /;m,n,s_{1},t_{1},s_{2},t_{2},p,q,u_{1},v_{1},u_{2},v_{2}\in \mathbb {N} ,m\leq q,n\leq p,s_{1}\leq v_{1},t_{1}\leq u_{1},s_{2}\leq v_{2},t_{2}\leq u_{2}}

  1. ^ 具体可参见DLMF上的图 (页面存档备份,存于互联网档案馆

参考文献

  • Askey, R. A.; Daalhuis, Adri B. Olde, Generalized Hypergeometric Functions and Meijer G-Function, Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (编), NIST Handbook of Mathematical Functions, Cambridge University Press, 2010, ISBN 978-0521192255, MR2723248 
  • Beals, Richard; Szmigielski, Jacek. Meijer G-Functions: A Gentle Introduction, (PDF). Notices of the American Mathematical Society. 2013, 60 (7) [2014-09-06]. (原始内容存档 (PDF)于2021-01-26). 
  • Luke, Yudell L. The Special Functions and Their Approximations, Vol. I. New York: Academic Press. 1969. ISBN 0-12-459901-X.  (see Chapter V, "The Generalized Hypergeometric Function and the G-Function", p. 136)
  • The Wolfram Functions Site. [2014-09-06]. (原始内容存档于2007-10-10). 

外部链接