# Appell series

In mathematics, Appell series are a set of four hypergeometric series F1, F2, F3, F4 of two variables that were introduced by Paul Appell (1880) and that generalize Gauss's hypergeometric series 2F1 of one variable. Appell established the set of partial differential equations of which these functions are solutions, and found various reduction formulas and expressions of these series in terms of hypergeometric series of one variable.

## Definitions

The Appell series F1 is defined for |x| < 1, |y| < 1 by the double series

${\displaystyle F_{1}(a,b_{1},b_{2};c;x,y)=\sum _{m,n=0}^{\infty }{\frac {(a)_{m+n}(b_{1})_{m}(b_{2})_{n}}{(c)_{m+n}\,m!\,n!}}\,x^{m}y^{n}~,}$

where ${\displaystyle (q)_{n}}$ is the Pochhammer symbol. For other values of x and y the function F1 can be defined by analytic continuation. It can be shown[1] that

${\displaystyle F_{1}(a,b_{1},b_{2};c;x,y)=\sum _{r=0}^{\infty }{\frac {(a)_{r}(b_{1})_{r}(b_{2})_{r}(c-a)_{r}}{(c+r-1)_{r}(c)_{2r}r!}}\,x^{r}y^{r}{}_{2}F_{1}\left(a+r,b_{1}+r;c+2r;x\right){}_{2}F_{1}\left(a+r,b_{2}+r;c+2r;y\right)~.}$

Similarly, the function F2 is defined for |x| + |y| < 1 by the series

${\displaystyle F_{2}(a,b_{1},b_{2};c_{1},c_{2};x,y)=\sum _{m,n=0}^{\infty }{\frac {(a)_{m+n}(b_{1})_{m}(b_{2})_{n}}{(c_{1})_{m}(c_{2})_{n}\,m!\,n!}}\,x^{m}y^{n}}$

and it can be shown[2] that

${\displaystyle F_{2}(a,b_{1},b_{2};c_{1},c_{2};x,y)=\sum _{r=0}^{\infty }{\frac {(a)_{r}(b_{1})_{r}(b_{2})_{r}}{(c_{1})_{r}(c_{2})_{r}r!}}\,x^{r}y^{r}{}_{2}F_{1}\left(a+r,b_{1}+r;c_{1}+r;x\right){}_{2}F_{1}\left(a+r,b_{2}+r;c_{2}+r;y\right)~.}$

Also the function F3 for |x| < 1, |y| < 1 can be defined by the series

${\displaystyle F_{3}(a_{1},a_{2},b_{1},b_{2};c;x,y)=\sum _{m,n=0}^{\infty }{\frac {(a_{1})_{m}(a_{2})_{n}(b_{1})_{m}(b_{2})_{n}}{(c)_{m+n}\,m!\,n!}}\,x^{m}y^{n}~,}$

and the function F4 for |x|½ + |y|½ < 1 by the series

${\displaystyle F_{4}(a,b;c_{1},c_{2};x,y)=\sum _{m,n=0}^{\infty }{\frac {(a)_{m+n}(b)_{m+n}}{(c_{1})_{m}(c_{2})_{n}\,m!\,n!}}\,x^{m}y^{n}~.}$

## Recurrence relations

Like the Gauss hypergeometric series 2F1, the Appell double series entail recurrence relations among contiguous functions. For example, a basic set of such relations for Appell's F1 is given by:

${\displaystyle (a-b_{1}-b_{2})F_{1}(a,b_{1},b_{2},c;x,y)-a\,F_{1}(a+1,b_{1},b_{2},c;x,y)+b_{1}F_{1}(a,b_{1}+1,b_{2},c;x,y)+b_{2}F_{1}(a,b_{1},b_{2}+1,c;x,y)=0~,}$
${\displaystyle c\,F_{1}(a,b_{1},b_{2},c;x,y)-(c-a)F_{1}(a,b_{1},b_{2},c+1;x,y)-a\,F_{1}(a+1,b_{1},b_{2},c+1;x,y)=0~,}$
${\displaystyle c\,F_{1}(a,b_{1},b_{2},c;x,y)+c(x-1)F_{1}(a,b_{1}+1,b_{2},c;x,y)-(c-a)x\,F_{1}(a,b_{1}+1,b_{2},c+1;x,y)=0~,}$
${\displaystyle c\,F_{1}(a,b_{1},b_{2},c;x,y)+c(y-1)F_{1}(a,b_{1},b_{2}+1,c;x,y)-(c-a)y\,F_{1}(a,b_{1},b_{2}+1,c+1;x,y)=0~.}$

Any other relation[3] valid for F1 can be derived from these four.

Similarly, all recurrence relations for Appell's F3 follow from this set of five:

${\displaystyle c\,F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)+(a_{1}+a_{2}-c)F_{3}(a_{1},a_{2},b_{1},b_{2},c+1;x,y)-a_{1}F_{3}(a_{1}+1,a_{2},b_{1},b_{2},c+1;x,y)-a_{2}F_{3}(a_{1},a_{2}+1,b_{1},b_{2},c+1;x,y)=0~,}$
${\displaystyle c\,F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)-c\,F_{3}(a_{1}+1,a_{2},b_{1},b_{2},c;x,y)+b_{1}x\,F_{3}(a_{1}+1,a_{2},b_{1}+1,b_{2},c+1;x,y)=0~,}$
${\displaystyle c\,F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)-c\,F_{3}(a_{1},a_{2}+1,b_{1},b_{2},c;x,y)+b_{2}y\,F_{3}(a_{1},a_{2}+1,b_{1},b_{2}+1,c+1;x,y)=0~,}$
${\displaystyle c\,F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)-c\,F_{3}(a_{1},a_{2},b_{1}+1,b_{2},c;x,y)+a_{1}x\,F_{3}(a_{1}+1,a_{2},b_{1}+1,b_{2},c+1;x,y)=0~,}$
${\displaystyle c\,F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)-c\,F_{3}(a_{1},a_{2},b_{1},b_{2}+1,c;x,y)+a_{2}y\,F_{3}(a_{1},a_{2}+1,b_{1},b_{2}+1,c+1;x,y)=0~.}$

## Derivatives and differential equations

For Appell's F1, the following derivatives result from the definition by a double series:

${\displaystyle {\frac {\partial ^{n}}{\partial x^{n}}}F_{1}(a,b_{1},b_{2},c;x,y)={\frac {\left(a\right)_{n}\left(b_{1}\right)_{n}}{\left(c\right)_{n}}}F_{1}(a+n,b_{1}+n,b_{2},c+n;x,y)}$
${\displaystyle {\frac {\partial ^{n}}{\partial y^{n}}}F_{1}(a,b_{1},b_{2},c;x,y)={\frac {\left(a\right)_{n}\left(b_{2}\right)_{n}}{\left(c\right)_{n}}}F_{1}(a+n,b_{1},b_{2}+n,c+n;x,y)}$

From its definition, Appell's F1 is further found to satisfy the following system of second-order differential equations:

${\displaystyle x(1-x){\frac {\partial ^{2}F_{1}(x,y)}{\partial x^{2}}}+y(1-x){\frac {\partial ^{2}F_{1}(x,y)}{\partial x\partial y}}+[c-(a+b_{1}+1)x]{\frac {\partial F_{1}(x,y)}{\partial x}}-b_{1}y{\frac {\partial F_{1}(x,y)}{\partial y}}-ab_{1}F_{1}(x,y)=0}$
${\displaystyle y(1-y){\frac {\partial ^{2}F_{1}(x,y)}{\partial y^{2}}}+x(1-y){\frac {\partial ^{2}F_{1}(x,y)}{\partial x\partial y}}+[c-(a+b_{2}+1)y]{\frac {\partial F_{1}(x,y)}{\partial y}}-b_{2}x{\frac {\partial F_{1}(x,y)}{\partial x}}-ab_{2}F_{1}(x,y)=0}$

A system partial differential equations for F2 is

${\displaystyle x(1-x){\frac {\partial ^{2}F_{2}(x,y)}{\partial x^{2}}}-xy{\frac {\partial ^{2}F_{2}(x,y)}{\partial x\partial y}}+[c_{1}-(a+b_{1}+1)x]{\frac {\partial F_{2}(x,y)}{\partial x}}-b_{1}y{\frac {\partial F_{2}(x,y)}{\partial y}}-ab_{1}F_{2}(x,y)=0}$
${\displaystyle y(1-y){\frac {\partial ^{2}F_{2}(x,y)}{\partial y^{2}}}-xy{\frac {\partial ^{2}F_{2}(x,y)}{\partial x\partial y}}+[c_{2}-(a+b_{2}+1)x]{\frac {\partial F_{2}(x,y)}{\partial y}}-b_{2}x{\frac {\partial F_{2}(x,y)}{\partial x}}-ab_{2}F_{2}(x,y)=0}$

The system have solution

${\displaystyle F_{2}(x,y)=C_{1}F_{2}(a,b_{1},b_{2},c_{1},c_{2};x,y)+C_{2}x^{1-c_{1}}F_{2}(a-c_{1}+1,b_{1}-c_{1}+1,b_{2},2-c_{1},c_{2};x,y)+C_{3}y^{1-c_{2}}F_{2}(a-c_{2}+1,b_{1},b_{2}-c_{2}+1,c_{1},2-c_{2};x,y)+C_{4}x^{1-c_{1}}y^{1-c_{2}}F_{2}(a-c_{1}-c_{2}+2,b_{1}-c_{1}+1,b_{2}-c_{2}+1,2-c_{1},2-c_{2};x,y)}$

Similarly, for F3 the following derivatives result from the definition:

${\displaystyle {\frac {\partial }{\partial x}}F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)={\frac {a_{1}b_{1}}{c}}F_{3}(a_{1}+1,a_{2},b_{1}+1,b_{2},c+1;x,y)}$
${\displaystyle {\frac {\partial }{\partial y}}F_{3}(a_{1},a_{2},b_{1},b_{2},c;x,y)={\frac {a_{2}b_{2}}{c}}F_{3}(a_{1},a_{2}+1,b_{1},b_{2}+1,c+1;x,y)}$

And for F3 the following system of differential equations is obtained:

${\displaystyle x(1-x){\frac {\partial ^{2}F_{3}(x,y)}{\partial x^{2}}}+y{\frac {\partial ^{2}F_{3}(x,y)}{\partial x\partial y}}+[c-(a_{1}+b_{1}+1)x]{\frac {\partial F_{3}(x,y)}{\partial x}}-a_{1}b_{1}F_{3}(x,y)=0}$
${\displaystyle y(1-y){\frac {\partial ^{2}F_{3}(x,y)}{\partial y^{2}}}+x{\frac {\partial ^{2}F_{3}(x,y)}{\partial x\partial y}}+[c-(a_{2}+b_{2}+1)y]{\frac {\partial F_{3}(x,y)}{\partial y}}-a_{2}b_{2}F_{3}(x,y)=0}$

A system partial differential equations for F4 is

${\displaystyle x(1-x){\frac {\partial ^{2}F_{4}(x,y)}{\partial x^{2}}}-y^{2}{\frac {\partial ^{2}F_{4}(x,y)}{\partial y^{2}}}-2xy{\frac {\partial ^{2}F_{4}(x,y)}{\partial x\partial y}}+[c_{1}-(a+b+1)x]{\frac {\partial F_{4}(x,y)}{\partial x}}-(a+b+1)y{\frac {\partial F_{4}(x,y)}{\partial y}}-abF_{4}(x,y)=0}$
${\displaystyle y(1-y){\frac {\partial ^{2}F_{4}(x,y)}{\partial y^{2}}}-x^{2}{\frac {\partial ^{2}F_{4}(x,y)}{\partial x^{2}}}-2xy{\frac {\partial ^{2}F_{4}(x,y)}{\partial x\partial y}}+[c_{2}-(a+b+1)y]{\frac {\partial F_{4}(x,y)}{\partial y}}-(a+b+1)x{\frac {\partial F_{4}(x,y)}{\partial x}}-abF_{4}(x,y)=0}$

The system have solution

${\displaystyle F_{4}(x,y)=C_{1}F_{4}(a,b,c_{1},c_{2};x,y)+C_{2}x^{1-c_{1}}F_{4}(a-c_{1}+1,b-c_{1}+1,2-c_{1},c_{2};x,y)+C_{3}y^{1-c_{2}}F_{4}(a-c_{2}+1,b-c_{2}+1,c_{1},2-c_{2};x,y)+C_{4}x^{1-c_{1}}y^{1-c_{2}}F_{4}(2+a-c_{1}-c_{2},2+b-c_{1}-c_{2},2-c_{1},2-c_{2};x,y)}$

## Integral representations

The four functions defined by Appell's double series can be represented in terms of double integrals involving elementary functions only (Gradshteyn & Ryzhik 2015, §9.184). However, Émile Picard (1881) discovered that Appell's F1 can also be written as a one-dimensional Euler-type integral:

${\displaystyle F_{1}(a,b_{1},b_{2},c;x,y)={\frac {\Gamma (c)}{\Gamma (a)\Gamma (c-a)}}\int _{0}^{1}t^{a-1}(1-t)^{c-a-1}(1-xt)^{-b_{1}}(1-yt)^{-b_{2}}\,\mathrm {d} t,\quad \Re \,c>\Re \,a>0~.}$

This representation can be verified by means of Taylor expansion of the integrand, followed by termwise integration.

## Special cases

Picard's integral representation implies that the incomplete elliptic integrals F and E as well as the complete elliptic integral Π are special cases of Appell's F1:

${\displaystyle F(\phi ,k)=\int _{0}^{\phi }{\frac {\mathrm {d} \theta }{\sqrt {1-k^{2}\sin ^{2}\theta }}}=\sin(\phi )\,F_{1}({\tfrac {1}{2}},{\tfrac {1}{2}},{\tfrac {1}{2}},{\tfrac {3}{2}};\sin ^{2}\phi ,k^{2}\sin ^{2}\phi ),\quad |\Re \,\phi |<{\frac {\pi }{2}}~,}$
${\displaystyle E(\phi ,k)=\int _{0}^{\phi }{\sqrt {1-k^{2}\sin ^{2}\theta }}\,\mathrm {d} \theta =\sin(\phi )\,F_{1}({\tfrac {1}{2}},{\tfrac {1}{2}},-{\tfrac {1}{2}},{\tfrac {3}{2}};\sin ^{2}\phi ,k^{2}\sin ^{2}\phi ),\quad |\Re \,\phi |<{\frac {\pi }{2}}~,}$
${\displaystyle \Pi (n,k)=\int _{0}^{\pi /2}{\frac {\mathrm {d} \theta }{(1-n\sin ^{2}\theta ){\sqrt {1-k^{2}\sin ^{2}\theta }}}}={\frac {\pi }{2}}\,F_{1}({\tfrac {1}{2}},1,{\tfrac {1}{2}},1;n,k^{2})~.}$

## References

1. ^ See Burchnall & Chaundy (1940), formula (30).
2. ^ See Burchnall & Chaundy (1940), formula (26) or Erdélyi (1953), formula 5.12(9).
3. ^ For example, ${\displaystyle (y-x)F_{1}(a,b_{1}+1,b_{2}+1,c,x,y)=y\,F_{1}(a,b_{1},b_{2}+1,c,x,y)-x\,F_{1}(a,b_{1}+1,b_{2},c,x,y)}$