8

As the title mentioned, I want to calculate \begin{equation} \int_{0}^{\infty} x^n(1+x)^n e^{-ncx^2}\text{d}x, \end{equation} where $n$ is a positive integer, $c$ is a positive real number in the maginitude of 1 (valued around 1).

This integral is difficult because of the term $(1+x)^n$, if we expand this term then the result can be written as \begin{equation} \frac12 \sum_{k=0}^{n} \binom nk (nc)^{-\frac{n+1+k}2}\Gamma(\frac{n+1+k}2), \end{equation} where the sum of Gamma function is also difficult to deal with. If the exact result is difficult, a strict upper bound is also welcomed, or an asymtotic bound w.r.t. $n\to \infty$.

Jobs Adam
  • 283
  • Maple gives a form in terms of ${}2 F_2$: $$\frac{-2 {}{2}^{}{{{F_{2}^{}}}}! \left(\frac{n}{2}+1,\frac{n}{2}+\frac{1}{2};n +1,n +\frac{3}{2};-c n \right) \Gamma ! \left(n +1\right)^{2} \Gamma ! \left(-2 n -1\right) \sin ! \left(\pi n \right)+c^{-n} n^{-n} {}{2}^{}{{{F{2}^{}}}}! \left(-\frac{n}{2}+1,-\frac{n}{2}+\frac{1}{2};\frac{3}{2},-n +1;-c n \right) \Gamma ! \left(n +1\right) \pi +c^{-n -\frac{1}{2}} n^{-n -\frac{1}{2}} {}{2}^{}{{{F{2}^{}}}}! \left(-\frac{n}{2},-\frac{n}{2}+\frac{1}{2};\frac{1}{2},\frac{1}{2}-n ;-c n \right) \Gamma ! \left(n +\frac{1}{2}\right) \pi}{2 \pi}$$ – Travis Willse Jun 12 '24 at 07:17
  • @TravisWillse. What is doing $\sin(n\pi)$ on the first line ? If you don't mind, could you let $c=1$ and evaluate for a few values of $n$ ? I have something similar but when I try, I get the pleasant Indeterminate. Thanks and cheers – Claude Leibovici Jun 12 '24 at 07:35
  • @ClaudeLeibovici I guess that's just $(-1)^{n}$? – Jobs Adam Jun 12 '24 at 07:39
  • @ClaudeLeibovici Yes, that formula applies to general and not necessarily integral values of $n$ (subject to convergence etc.). Is it possible that your expression involves terms of the form $\Gamma(-n)$, which might throw an error if evaluating at positive integer $n$? For $c = 1, n = 1$, I get $$\frac{\frac{3 \sqrt{\pi}, {}{2}{{{F{2}^{}}}}\left(1,\frac{3}{2};2,\frac{5}{2};-1\right)}{4}+\frac{9 \pi}{4}}{9 \sqrt{\pi}} .$$ – Travis Willse Jun 12 '24 at 07:46
  • @ClaudeLeibovici OK, I'm confused, that's $0$. – Jobs Adam Jun 12 '24 at 07:49
  • The $\sin \pi n$ effectively cancels out singularities that occur in at integers in the complementary factor. Strictly speaking, the expression above has removable singularities at integers $n$ (positive integers, anyway). – Travis Willse Jun 12 '24 at 07:52
  • If $n+1+k$ is even then $\Gamma[(n+1+k)/2] = [(n-1+k)/2]!$. If $n+1+k$ is odd then $\Gamma[(n+1+k)/2]=\sqrt{\pi}(n-1+k)!!/2^{(n+k)/2}$. The double factorial is defined as usual. It does not get simpler than that. – R. J. Mathar Jun 12 '24 at 07:57
  • @TravisWillse. Thank you. This is exactly the case. – Claude Leibovici Jun 12 '24 at 07:59
  • @ClaudeLeibovici I've posted in an answer an expression for positive integer $n$ (and positive $c$). It's possible it could be simplified further, but I don't see how. – Travis Willse Jun 12 '24 at 08:07
  • 1
    As ugly as the sum may look, for any particular $n$ it's still a finite sum of powers of $c^{-1/2}$ with annoying but calculable coefficients. This may or may not be helpful for bounding, but it is about as explicit of a closed-form as one can expect. – Semiclassical Jun 12 '24 at 10:20
  • @Semiclassical I agree with you, but finite sum seems to be not concluded as a ''closed-form'' result. – Jobs Adam Jun 12 '24 at 10:25
  • I personally would call it a closed form, since for any particular integer $n$ the expansion can be computed by hand. But this is a matter of taste to an extent. – Semiclassical Jun 12 '24 at 11:03
  • @JobsAdam I am giving up – Claude Leibovici Jun 12 '24 at 11:54
  • @ClaudeLeibovici Nevermind, it seems that nowadays tools like maple and mathematica (even GPT) is smart enough to guide us solving these kind of problems. – Jobs Adam Jun 12 '24 at 12:25
  • Manipulating a hypergeometric function I have: 1/4 (2 (c n)^-n Gamma[ 1 + n] HypergeometricPFQ[{1/2 - n/2, 1 - n/2}, {3/2, 1 - n}, -c n] + 2 (c n)^(-(1/2) - n) Gamma[1/2 + n] HypergeometricPFQ[{1/2 - n/2, -(n/2)}, {1/2, 1/2 - n}, -c n] + ( 4^-n Gamma[-(1/2) - n] Gamma[ 1 + n] HypergeometricPFQ[{1/2 + n/2, 1 + n/2}, {1 + n, 3/2 + n}, -c n])/Sqrt[\[Pi]]) If I put $c=1$,and $n=1$.Mathematica 14.0 gives me wrong answer, with numerics works fine. Probably a Bug in symbolics. – Mariusz Iwaniuk Jun 19 '24 at 09:53

3 Answers3

6

To approach this problem from another direction, I'll dispense with exact results and instead seek an approximation via Laplace's method (though I will not purport to do so with much rigor).

To apply Laplace's method, we write the integral as $F_n(c)=\int_0^\infty e^{-n f(x)}dx$ where $$f(x,c):=-\ln x-\ln(1+x)+cx^2$$ The critical point is defined by $$\frac{\partial f}{\partial x}=2cx-\frac{1}{x}-\frac{1}{1+x}=0$$ If we rearrange to express this in terms of $c$, we obtain

$$c=\frac{1}{2x}^2+\frac{1}{2x(x+1)}$$

Both terms are decreasing functions of $x$ for all positive $x$, so in principle we can invert this to obtain $x$ in terms of $c$. However, for the present time I'll instead take the critical point $x_0$ itself to be the "parameter" and take $c$ to depend on $x_0$ as $c=(2x_0)^{-1}+(2x_0(x_0+1))^{-1}$$

With this understanding, we expand $f(x,c)$ about $x=x_0$ and obtain

$$f(x,c)\approx c x_0^2-\ln x_0-\ln(1+x_0) +\frac{(x-x_0)^2}{2}\left(2c+x_0^{-2}+(1+x_0)^{-2}\right)+$$

Extending the integration to $x=-\infty$ and evaluating the resulting Gaussian integral, we thus obtain the approximation

$$F_n(c) \approx x_0^n (1+x_0)^n e^{-n c x_0^2}\sqrt{\frac{2\pi/n}{2c+x_0^{-2}+(1+x_0)^{-2}}}$$

which we expect to be valid for large $n$. As a test of such, we specialize to the case $x_0=1$ in which case $c=3/4$. This yields

$$F_n(3/4)\approx (2e^{-3/4})^n\sqrt{\frac{8\pi}{11 n}}$$

On the other hand, we can use Mathematica to explicitly evaluate the sum formula given by the OP for a range of integer $n$. This yields the following graph, where the blue curve is the approximation and the red dots are the actual values up to $n=20$:

enter image description here

This is remarkably good agreement, even down to $n=1$. It is, of course, only a test of one such value of $c$. However, experimenting with various values of $(x_0,c)$ suggests that it is robust for both large and small $c$. Hence this seems a reasonable approach to constraining the behavior of $F_n(c)$, at the cost of having to put up with $c$ being a function of $x_0$.

Semiclassical
  • 18,592
  • 1
    Not surprizing coming from you ! This is beautiful. – Claude Leibovici Jun 12 '24 at 12:29
  • 1
    Thank you for your answer. I have also tried Laplace's method but I didn't come this far. I think it is more natural to write $x_0$ as a function of $c$, then the final result is just a function w.r.t. $c$. – Jobs Adam Jun 12 '24 at 12:36
  • That's fine if you're okay with writing $x_0=g(c)$ for some appropriate function $g$. This is not entirely out of the question: it amounts to solving $1+2x=2x^2(1+x)c$ for the sole positive real root. But while one can whack that with the cubic formula, it's not an effort that seems liable to produce anything but a headache. (One could pursue a trigonometric form, along the lines discussed here, but I don't have the patience for it.) – Semiclassical Jun 12 '24 at 12:43
  • I changed my mind and decided to grind out the trigonometric form: $$x_0=-\frac{1}{3}+\frac{2}{3}\left(1+\frac{3}{c}\right)^{1/2}\cos\left(\frac{1}{3}\cos^{-1}\left[\left(\frac{9}{4c}-1\right)\Big(1+\frac{3}{c}\Big)^{-3/2}\right]\right)$$ That's not as bad as I expected, but still not something that lends itself to further manipulation. – Semiclassical Jun 12 '24 at 12:49
  • Two comments: 1. This answer should also serve as a strict upper bound to the integral 2. I had not figured out the trigonomtric form, but the fixed point iteration $x_{n+1} = \sqrt{\frac{1}{2c} \frac{1+2x_n}{1+x_n}}$ converges to the desired $x_0(c)$ exponentially fast – Noctis Jun 12 '24 at 12:58
  • 1
    @Noctis Good point---just because the formula is painful to write analytically doesn't mean it's painful to compute numerically. (And of course one has recourse to Newton's method if exponentially-fast just isn't fast enough.) – Semiclassical Jun 12 '24 at 13:05
  • Thank you for your further research. I think it would be fine to me to write the final result as $F_n(x_0(c),c)$ with explicit expression for both $F_n$ and $x_0$. The effort to replace $x_0(c)$ in $F_n$ with expression of $c$ is indeed meaningless if no elegent form can be found. I will check it tomorrow to see if any manipulation is possible with more scaling. – Jobs Adam Jun 12 '24 at 13:53
1

Since $n$ should is a positive integer, you should begin with

$$ (1+x)^n = \sum_{k=0}^n \binom{n}{k} x^k $$

Hence

$$ \int_0^\infty x^n(1+x)^n e^{-ncx^2} dx = \sum_{k=0}^n \binom{n}{k} \int_0^\infty x^{n+k} e^{-ncx^2} dx $$

One way of handling this is repeated integration by parts, starting with

$$ \int_0^\infty x^{n+k} e^{-ncx^2} dx = -\frac 1 {2cn} \int_0^\infty x^{n+k-1} \cdot (-2cxn) \cdot e^{-ncx^2} dx $$

You can continue from there.

shuhalo
  • 8,084
  • Thank you for your reply. The integral you mentioned has a closed form result with Gamma function, you are using the same method with me. – Jobs Adam Jun 12 '24 at 07:41
1

The representation as a sum of two terminating hypergeometric series is $$ \int_0^\infty x^n(1+x)^n e^{-ncx^2}dx = \sum_{k=0}^n \binom{n}{k} x^{n+k} e^{-ncx^2}dx $$ $$ = \frac12 \sum_{k=0}^n \binom{n}{k} \frac{\Gamma((n+k+1)/2)}{(nc)^{(n+k+1)/2}} $$ $$ = \frac12 \sum_{k=0,2,4\ldots}^n \binom{n}{k} \frac{\Gamma((n+k+1)/2)}{(nc)^{(n+k+1)/2}} +\frac12 \sum_{k=1,3,5\ldots}^n \binom{n}{k} \frac{\Gamma((n+k+1)/2)}{(nc)^{(n+k+1)/2}} $$ $$ = \frac12 \sum_{k=0}^{\lfloor n/2 \rfloor} \binom{n}{2k} \frac{\Gamma((n+2k+1)/2)}{(nc)^{(n+2k+1)/2}} +\frac12 \sum_{k=0}^{\lfloor n/2\rfloor} \binom{n}{2k+1} \frac{\Gamma((n+2k+2)/2)}{(nc)^{(n+2k+2)/2}} $$ $$ = \frac{1}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \binom{n}{2k} \frac{\Gamma((n+2k+1)/2)}{(nc)^k} +\frac{1}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \binom{n}{2k+1} \frac{\Gamma((n+2k+2)/2)}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \binom{n}{2k} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \binom{n}{2k+1} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{\Gamma(n+1)}{\Gamma(1+2k)\Gamma(n-2k+1)} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{\Gamma(n+1)}{\Gamma(2+2k)\Gamma(n-2k)} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{1}{(1)_{2k}(n+1)_{-2k}} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{n}{(2)_{2k}(n)_{-2k}} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{1}{(1/2)_k(1)_k2^{2k}(n+1)_{-2k}} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{n}{(1)_k(3/2)_k2^{2k}(n)_{-2k}} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{(-n)_{2k}}{(1/2)_k(1)_k2^{2k}} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{n(1-n)_{2k}}{(1)_k(3/2)_k2^{2k}} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{(-n/2)_k(-n/2+1/2)_k2^{2k}}{(1/2)_k(1)_k2^{2k}} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{n(1/2-n/2)_k(1-n/2)_k2^{2k}}{(1)_k(3/2)_k2^{2k}} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}} \sum_{k=0}^{\lfloor n/2 \rfloor} \frac{(-n/2)_k(-n/2+1/2)_k}{(1/2)_k(1)_k} \frac{((n+1)/2)_k}{(nc)^k} +\frac{\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} \sum_{k=0}^{\lfloor n/2\rfloor} \frac{n(1/2-n/2)_k(1-n/2)_k}{(1)_k(3/2)_k} \frac{((n+2)/2)_k}{(nc)^k} $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}}{}_3F_1(-n/2,-n/2+1/2,n/2+1/2;1/2;\frac{1}{nc}) +\frac{n\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} {}_3F_1(1/2-n/2,1-n/2,1+n/2;3/2;\frac{1}{nc}) $$ $$ = \frac{\Gamma((n+1)/2)}{2(nc)^{(n+1)/2}}{}_3F_1\left(\begin{array}{c}-\frac{n}{2},\frac{1-n}{2},\frac{1+n}{2}\\ \frac12 \end{array}\mid \frac{1}{nc}\right) +\frac{n\Gamma((n+2)/2)}{2(nc)^{(n+2)/2}} {}_3F_1\left(\begin{array}{c}\frac{1-n}{2},1-\frac{n}{2},1+\frac{n}{2}\\ \frac32\end{array}\mid\frac{1}{nc}\right) $$

Checking with maple to verify:

A := proc(n,c)
    local nc ;
    nc := n*c ;
    GAMMA((n+1)/2)/nc^((n+1)/2) * hypergeom([-n/2,-n/2+1/2,n/2+1/2],[1/2],1/nc) 
    +n*GAMMA(n/2+1)/nc^(n/2+1) * hypergeom([1/2-n/2,-n/2+1,n/2+1],[3/2],1/nc) 
    ;
    %/2 ;
    evalf(%) ;
end proc:
c :=1 ;
for n from 1 to 5 do
    A(n,c) ;
    print(n,%) ;
end do:

which agrees with the original terms:

1, 0.9431134627263790068245418708352862956993873640305967820534519474632278211477580453437376641846361662

2, 0.5241624675377656799517243280262080745476391747542120033813978911624383684727327160097839198226000135

3, 0.3301146825192308002432617178642575819185392921407806468356754186529366158769580473065306455515915153

4, 0.2193960916974432250831443072850308014468449583054484685909083570727789780535326982701614268739685012

5, 0.1502852356531458786478215699552018675321911055849259103478390039883172150130134000461991269890007667

With equation (2.2.3.2) of the book by Lucy Joan Slater "Generalized hypergeometric Functions" the two 3F1 terms can be rewritten as 2F2 terms.

R. J. Mathar
  • 4,450
  • Thank you for your answer. With a numerical check using Matlab, this answer seems to be incorrect. Could you please check if there is any mistake or typo? More importantly, if possible could you please provide more info about the derivation details? – Jobs Adam Jun 12 '24 at 12:00
  • Thank you for your additional details. I've checked my typing in Matlab for dozens of times and it still seems to be correct. I don't know where is the problem with my numerical results. Anyway, I will check it with other tools later, appreciate your help, thank you. – Jobs Adam Jun 12 '24 at 12:21
  • If I use Mathematica to evaluate these hypergeometric ${_3}F_1$ formulas at $n=c=1$, I obtain $1/2+\sqrt{\pi}/{4}$ in agreement with the summation result. So I concur with this formulation being sound. (I also tested with a few different $c,n$ to be sure.) – Semiclassical Jun 12 '24 at 12:27
  • That sounds great. I will check it more carefully later and better understand the process. Thank you. – Jobs Adam Jun 12 '24 at 12:38
  • @Semiclassical I'm checking your derivation details, what does $(n+1)_{-2k}$ in the 8th equation means? Is it falling factorial? In my understanding $\frac{\Gamma(n+1)}{\Gamma(n-2k+1)}=(n)^{(2k)}$ where $(n)^{(2k)}$ is a falling factorial. – Jobs Adam Jun 13 '24 at 02:30
  • Anyway, the final result is correct (I've checked with my understanding), the form of intermediate could change. – Jobs Adam Jun 13 '24 at 02:52
  • $(n)_k$ is Pochhammer's symbol $n(n+1)\cdots (n+k-1)=\Gamma(n+k)/\Gamma(n)$ with $(n)_0=1$. This is the standard notation in the field of Hypergeometric Functions. – R. J. Mathar Jun 13 '24 at 07:20
  • @R.J.Mathar I am tring to transform the result into $_2F_2$ using your reference to do some further scaling, but I think I can not understand the reference correctly. I have posed my question in https://math.stackexchange.com/questions/4932295/problem-with-the-transform-from-3f-1-to-2f-2, can you help me identify where's the problem? – Jobs Adam Jun 14 '24 at 07:07