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Volume 5, Issue 2, Article 45, 2004

SOME PROBLEMS AND SOLUTIONS INVOLVING MATHIEU’S SERIES AND ITS GENERALIZATIONS

H.M. SRIVASTAVA AND ŽIVORAD TOMOVSKI

DEPARTMENT OFMATHEMATICS ANDSTATISTICS

UNIVERSITY OFVICTORIA

VICTORIA, BRITISHCOLUMBIAV8W 3P4 CANADA

harimsri@math.uvic.ca

INSTITUTE OFMATHEMATICS

ST. CYRIL ANDMETHODIUSUNIVERSITY

MK-1000 SKOPJE

MACEDONIA

tomovski@iunona.pmf.ukim.edu.mk

Received 14 October, 2003; accepted 1 May, 2004 Communicated by P. Cerone

Dedicated to Professor Blagoj Sazdo Popov on the Occasion of his Eightieth Birthday

ABSTRACT. The authors investigate several recently posed problems involving the familiar Mathieu series and its various generalizations. For certain families of generalized Mathieu series, they derive a number of integral representations and investigate several one-sided inequalities which are obtainable from some of these general integral representations or from sundry other considerations. Relevant connections of the results and open problems (which are presented or considered in this paper) with those in earlier works are also indicated. Finally, a conjectured generalization of one of the Mathieu series inequalities proven here is posed as an open problem.

Key words and phrases: Mathieu’s series, Integral representations, Bessel functions, Hypergeometric functions, One-sided inequalities, Fourier transforms, Riemann and Hurwitz Zeta functions, Eulerian integral, Polygamma functions, Laplace integral representation, Euler-Maclaurin summation formula, Riemann-Liouville fractional integral, Lommel function of the first kind.

2000 Mathematics Subject Classification. Primary 26D15, 33C10, 33C20, 33C60; Secondary 33E20, 40A30.

ISSN (electronic): 1443-5756 c

2004 Victoria University. All rights reserved.

The present investigation was supported, in part, by the Natural Sciences and Engineering Research Council of Canada under Grant OGP0007353.

146-03

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1. INTRODUCTION, DEFINITIONS, ANDPRELIMINARIES

The following familiar infinite series:

(1.1) S(r) :=

X

n=1

2n

(n2+r2)2 r∈R+

is named after Émile Leonard Mathieu (1835-1890), who investigated it in his 1890 work [13]

on elasticity of solid bodies.

For the Mathieu seriesS(r)defined by (1.1), Alzer et al. [2] showed that the best constants κ1 andκ2 in the following two-sided inequality:

(1.2) 1

κ1+r2 < S(r)< 1

κ2+r2 (r 6= 0) are given by

κ1 = 1

2ζ(3) and κ2 = 1 6,

whereζ(s)denotes the Riemann Zeta function defined by (see, for details, [20, Chapter 2])

(1.3) ζ(s) :=













X

n=1

1

ns = 1 1−2−s

X

n=1

1

(2n−1)s (R(s)>1)

(1−21−s)−1

X

n=1

(−1)n−1

ns (R(s)>0; s6= 1). A remarkably useful integral representation forS(r)in the elegant form:

(1.4) S(r) = 1

r Z

0

xsin (rx) ex−1 dx

was given by Emersleben [6]. In fact, by applying (1.4) in conjunction with the generating function:

(1.5) z

ez−1 =

X

n=0

Bnzn

n! (|z|<2π) for the Bernoulli numbers

Bn (n ∈N0 :={0,1,2, . . .}), Elbert [5] derived the following asymptotic expansion forS(r):

(1.6) S(r)∼

X

k=0

(−1)k B2k r2k+2 = 1

r2 − 1

6r4 − 1

30r6 − · · · (r → ∞).

More recently, Guo [10] made use of the integral representation (1.4) in order to obtain a num- ber of interesting results including (for example) bounds for S(r). For various subsequent developments using (1.4), the interested reader may be referred to the works by (among others) Qi et al. ([16] to [19]). (See also an independent derivation of the asymptotic expansion (1.6) by Wang and Wang [24]).

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Several interesting problems and solutions dealing with integral representations and bounds for the following mild generalization of the Mathieu series (1.1):

(1.7) Sµ(r) :=

X

n=1

2n

(n2+r2)µ r∈R+; µ >1

can be found in the recent works by Diananda [4], Guo [10], Tomovski and Trenˇcevski [23], and Cerone and Lenard [3]. Motivated essentially by the works of Cerone and Lenard [3] (and Qi [17]), we propose to investigate the corresponding problems involving a family of generalized Mathieu series, which is defined here by

(1.8) Sµ(α,β)(r;a) =Sµ(α,β)(r;{ak}k=1) :=

X

n=1

2aβn (aαn+r2)µ r, α, β, µ∈R+

,

where (and throughout this paper) it is tacitly assumed that the positive sequence a:={ak}k=1 ={a1, a2, a3, . . . , ak, . . .}

k→∞lim ak =∞

is so chosen (and then the positive parametersα, β, andµare so constrained) that the infinite series in the definition (1.8) converges, that is, that the following auxiliary series:

X

n=1

1 aµα−βn

is convergent. We remark in passing that, in a very recent research report (which appeared after the submission of this paper to JIPAM), Pogány [14] considered a substantially more general form of the definition (1.8). As a matter of fact, Pogány’s investigation [14] was based largely upon such main mathematical tools as the Laplace integral representation of general Dirichlet series and the familiar Euler-Maclaurin summation formula (cf., e.g., [20, p. 36 et seq.]).

Clearly, by comparing the definitions (1.1), (1.7), and (1.8), we obtain (1.9) S2(r) = S(r) and Sµ(r) =Sµ(2,1)(r;{k}k=1). Furthermore, the special cases

S2(2,1)(r;{ak}k=1), Sµ(2,1)(r;{kγ}k=1), and Sµ(α,α/2)(r;{k}k=1) were investigated by Qi [17], Tomovski [22], and Cerone and Lenard [3].

2. A CLASS OFINTEGRAL REPRESENTATIONS

First of all, we find from the definition (1.8) that Sµ(α,β)(r;{ak}k=1) = 2

X

m=0

µ+m−1 m

−r2m

X

n=1

1 a(µ+m)α−βn

,

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so that

Sµ(α,β)(r;{kγ}k=1) = 2

X

m=0

µ+m−1 m

−r2m

ζ(γ[(µ+m)α−β]) (2.1)

r, α, β, γ ∈R+; γ(µα−β)>1 in terms of the Riemann Zeta function defined by (1.3).

Now, by making use of the familiar integral representation (cf., e.g., [20, p. 96, Equation 2.3 (4)]):

(2.2) ζ(s) = 1

Γ (s) Z

0

xs−1

ex−1 dx (R(s)>1) in (2.1), we obtain

(2.3) Sµ(α,β)(r;{kγ}k=1) = 2 Γ (µ)

Z 0

xγ(µα−β)−1 ex−1

· 1Ψ1

(µ,1) ; (γ(µα−β), γα) ;−r2 xγα dx, r, α, β, γ ∈R+; γ(µα−β)>1

,

where pΨq denotes the Fox-Wright generalization of the hypergeometric pFq function with p numerator andqdenominator parameters, defined by [21, p. 50, Equation 1.5 (21)]

(2.4) pΨq[(α1, A1), . . . ,(αp, Ap) ; (β1, B1), . . . ,(βq, Bq) ;z]

:=

X

m=0

Qp

j=1Γ (αj +Ajm) Qq

j=1Γ (βj +Bjm) · zm m!,

Aj ∈R+ (j = 1, . . . , p) ; Bj ∈R+ (j = 1, . . . , q) ; 1 +

q

X

j=1

Bj

p

X

j=1

Aj >0

! , so that, obviously,

(2.5) pΨq[(α1,1), . . . ,(αp,1) ; (β1,1), . . . ,(βq,1) ;z]

= Γ (α1)· · ·Γ (αp)

Γ (β1)· · ·Γ (βq) pFq1, . . . , αp1, . . . , βq;z). In its special case when

γα=q (q ∈N:={1,2,3, . . .}),

we can apply the Gauss-Legendre multiplication formula [21, p. 23, Equation 1.1 (27)]:

Γ (mz) = (2π)12(1−m) mmz−12

m

Y

j=1

Γ

z+ j−1 m

(2.6)

z ∈C\

0,−1 m,−2

m, . . .

; m∈N

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on the right-hand side of our integral representation (2.3). We thus find that (2.7) Sµ(α,β)

r;

kq/α k=1

= 2

Γ q

µ−αβ Z

0

xq[µ−αβ]−1 ex−1

· 1Fq

µ; ∆

q;q

µ−β α

;−r2 x

q q

dx

r, α, β ∈R+; µ− β

α > q−1; q∈N

, where, for convenience,∆ (q;λ)abbreviates the array ofqparameters

λ

q,λ+ 1

q , . . . ,λ+q−1

q (q ∈N).

Forq= 2,(2.7) can easily be simplified to the form:

(2.8) Sµ(α,β) r;

k2/α k=1

= 2

Γ (2 [µ−(β/α)]) Z

0

x2[µ−(β/α)]−1

ex−1

· 1F2

µ;µ− β

α, µ− β α + 1

2;−r2x2 4

dx

r, α, β ∈R+; µ− β α > 1

2

.

A further special case of (2.8) can be deduced in terms of the Bessel functionJν(z)of order ν:

Jν(z) : =

X

m=0

(−1)m 12zν+2m

m! Γ (ν+m+ 1) (2.9)

=

1 2zν

Γ (ν+ 1)0F1

;ν+ 1;−z2 4

.

Thus, by settingβ = 12αandµ7→µ+ 1in (2.8), and applying (2.9) as well as (2.6) withm= 2, we obtain the following known result [3, p. 3, Theorem 2.1]:

Sµ+1(α,α/2) r;

k2/α

k=1

=Sµ+1(2,1)(r;{k}k=1) = Sµ+1(r) (2.10)

=

√π

(2r)µ−12 Γ (µ+ 1) Z

0

xµ+12 ex−1 Jµ−1

2 (rx)dx r, µ∈R+

.

In a similar manner, a limit case of (2.8) whenβ →0would formally yield the formula:

Sµ(α,0) r;

k2/α k=1

=

X

n=1

2 (n2+r2)µ (2.11)

= 2√

π (2r)µ−12 Γ (µ)

Z 0

xµ−12 ex−1 Jµ−1

2 (rx)dx

r∈R+; µ > 1 2

,

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which is, in fact, equivalent to the following 1906 result of Willem Kapteyn (1849-1927) [25, p. 386, Equation 13.2 (9)]:

(2.12)

Z 0

xν

eπx−1 Jν(λx)dt = (2λ)ν

√π Γ

ν+1 2

X

n=1

1

(n2π22)ν+12

(R(ν)>0; |J (λ)|< π).

Furthermore, a rather simple consequence of (2.11) or (2.12) in the form:

X

n=−∞

1

(n2+c2)s =c−2s+ 2√ π (2c)s−12 Γ (s)

Z 0

xs−12 ex−1 Js−1

2 (cx)dx (2.13)

R(s)> 1

2; |c|<1

.

appears erroneously in the works by (for example) Hansen [11, p. 122, Entry (6.3.59)] and Prudnikov et al. [15, p. 685, Entry 5.1.25.1]. And, by making use of the Trigamma function ψ0(z)defined, in general, by [20, p. 22, Equation 1.2 (52)]

ψ(m)(z) := dm+1

dzm+1 {log Γ (z)}= dm

dzm {ψ(z)}

(2.14)

m∈N0 :=N∪ {0}; z ∈C\Z0; Z0 :={0,−1,−2, . . .}

or, equivalently, by

ψ(m)(z) := (−1)m+1 m!

X

k=0

1

(k+z)m+1 =: (−1)m+1 m!ζ(m+ 1, z) (2.15)

m∈N; z ∈C\Z0

in terms of the Hurwitz (or generalized) Zeta function ζ(s, a) [20, p. 88, Equation 2.2 (1) et seq.], both Hansen [11, p. 111, Entry (6.1.137)] and Prudnikov et al. [15, p. 687, Entry 5.1.25.28] have recorded the following explicit evaluation of the classical Mathieu series:

(2.16) S(r) :=

X

k=1

2k

(k2+r2)2 = ψ0(−ir)−ψ0(ir)

2ir i:=√

−1 .

We remark in passing that, in light of one of the familiar relationships:

(2.17) J1

2 (z) = r 2

πz ·

 cosz sinz

,

a special case of (2.10) whenµ= 1would immediately yield the well-exploited integral repre- sentation (1.4).

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Next, in the theory of Bessel functions, it is fairly well known that (cf., e.g., [7, p. 49, Equation 7.7.3 (16)])

(2.18)

Z 0

e−sttλ−1Jν(ρt)dt

= ρ 2s

ν

s−λ Γ (ν+λ) Γ (ν+ 1) 2F1

1

2(ν+λ),12(ν+λ+ 1) ; ν+ 1;

− ρ2 s2

(R(s)>|J (ρ)|; R(ν+λ)>0). Since

(2.19) 1F0(λ; ;z) = (1−z)−λ (|z|<1; λ∈C),

the integral formula (2.18) would simplify considerably whenλ =ν+ 1and whenλ =ν+ 2, giving us [see also Equations (2.10) and (2.11) above]

Z 0

e−st tν Jν(ρt)dt= (2ρ)ν

√π · Γ ν+ 12 (s22)ν+12 (2.20)

R(s)>|J (ρ)|; R(ν)>−1 2

and

Z 0

e−st tν+1Jν(ρt)dt= 2s(2ρ)ν

√π · Γ ν+ 32 (s22)ν+32 (2.21)

(R(s)>|J (ρ)|; R(ν)>−1),

respectively. While each of the special cases (2.20) and (2.21), too, together with the parent formula (2.18), are readily accessible in many different places in various mathematical books and tables (cf., e.g., [26, p. 72]), (2.20) appears slightly erroneously in [7, p. 49, Equation 7.7.3 (17)]. The integral formula (2.21) would follow also when we differentiate both sides of (2.20) partially with respect to the parameters.

Now we turn once again to our definition (1.8) which, forα = 2,yields (2.22) Sµ(2,β)(r;{ak}k=1) =

X

n=1

2aβn

(a2n+r2)µ r, β, µ∈R+ . Making use of the integral formulas (2.20) and (2.21), we find from (2.16) that

Sµ(2,β)(r;{ak}k=1) = 2√ π (2r)µ−12 Γ (µ)

Z 0

X

n=1

aβne−anx

!

xµ−12 Jµ−1

2 (rx)dx (2.23)

r, β, µ∈R+ and

Sµ(2,β)(r;{ak}k=1) =

√π (2r)µ−32 Γ (µ)

Z 0

X

n=1

aβ−1n e−anx

!

xµ−12 Jµ−3

2 (rx)dx (2.24)

r, β, µ∈R+ ,

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respectively.

A special case of the integral representation (2.24) when β = 1 and µ7−→µ+ 1 was given by Cerone and Lenard [3, p. 9, Equation (4.5)].

Finally, in view of the Eulerian integral formula:

(2.25)

Z 0

e−st tλ−1 dt= Γ (λ)

sλ (R(s)>0; R(λ)>0), we find from the definition (1.8) that

Sµ(α,β)(r;{ak}k=1) = 2 Γ (µ)

Z 0

xµ−1 e−r2xϕ(x)dx (2.26)

r, α, β, µ∈R+ , where, for convenience,

(2.27) ϕ(x) :=

X

n=1

aβnexp (−aαn x).

In terms of the generalized Mathieu seriesSµ(r)defined by (1.7), a special case of the inte- gral representation (2.26) when

α = 2, β = 1, and ak =k (k∈N), was given by Tomovski and Trenˇcevski [23, p. 6, Equation (2.3)].

3. BOUNDSDERIVABLE FROM THE INTEGRAL REPRESENTATION(2.8)

For the generalized hypergeometric pFqfunction ofpnumerator andqdenominator parame- ters, which is defiend by (2.4) and (2.5), we first recall here the following equivalent form of a familiar Riemann-Liouville fractional integral formula (cf., e.g., [8, p. 200, Entry 13.1 (95)]:

(3.1) p+1Fq+1(ρ, α1, . . . , αp;ρ+σ, β1, . . . , βq;z)

= Γ (ρ+σ) Γ (ρ) Γ (σ)

Z 1 0

tρ−1(1−t)σ−1 pFq1, . . . , αp1, . . . , βq;zt)dt

(p5q+ 1; min{R(ρ),R(σ)}>0; |z|<1 when p=q+ 1), which, for

p=q−1 = 0

β1 =µ− β α

, ρ=µ, σ= 1 2− β

α, and z =−r2x2 4 ,

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immediately yields (3.2) 1F2

µ;µ− β

α, µ− β α +1

2;−r2x2 4

= Γ µ− βα

Γ µ− βα + 12 Γ (µ) Γ 12αβ

2 rx

µ−(β/α)−1

· Z 1

0

√tµ+(β/α)−1

(1−t)−(β/α)−12 Jµ−(β/α)−1 rx√

t dt

r, x, µ∈R+; β α < 1

2

.

In terms of the Lommel functionsµ,ν(z)of the first kind, defined by [7, p. 40, Equation 7.5.5 (69)]

(3.3) sµ,ν(z) = zµ+1

(µ−ν+ 1) (µ+ν+ 1)1F2

1;1 2µ−1

2ν+3 2;1

2µ+ 1 2ν+ 3

2;−z2 4

, the special caseµ= 1of (3.2) can be found recorded as a Riemann-Liouville fractional integral formula by Erdélyi et al. [8, p. 194, Entry 13.1 (64)] (see also [8, p. 195, Entry 13.1 (65)]).

Now we turn to a recent investigation by Landau [12] in which several best possible uniform bounds for the Bessel functions were obtained by using monotonicity arguments. Following also the work of Cerone and Lenard [3, Section 3], we choose to recall here two of Landau’s inequalities given below. The first inequality:

(3.4) |Jν(x)|5 bL

ν1/3

holds true uniformly in the argument x and is the best possible in the exponent 13, with the constantbLgiven by

(3.5) bL= 21/3sup

x

{Ai (x)} ∼= 0.674885. . . ,

whereAi (z)denotes the Airy function satisfying the differential equation:

(3.6) d2w

dz2 −zw= 0 w= Ai (z) . The second inequality:

(3.7) |Jν(x)|5 cL

x1/3

holds true uniformly in the order ν ∈ R+ and is the best possible in the exponent 13,with the constantcLgiven by

(3.8) cL= sup

x

x1/3 J0(x) ∼= 0.78574687. . . .

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By appealing appropriately to the bounds in (3.4) and (3.7), we find from (3.2) that (3.9)

1

F2

µ;µ− β

α, µ− β α +1

2;−r2x2 4

5bL

2 rx

µ−(β/α)−1 µ− β

α −1 13

· Γ µ−αβ

Γ µ− βα +12

Γ µ2 +β +12 Γ (µ) Γ µ2β + 1

r, x∈R+; µ− β

α >1; µ+ β

α >−1; β α < 1

2

and (3.10)

1F2

µ;µ− β

α, µ− β α +1

2;−r2x2 4

5 cL

(rx)1/3 2

rx

µ−(β/α)−1

· Γ µ−αβ

Γ µ− βα +12

Γ µ2 +β +13 Γ (µ) Γ µ2β + 56

r, x∈R+;µ− β

α >1; µ+ β

α >−2 3; β

α < 1 2

, wherebLandcLare given by (3.5) and (3.8), respectively.

Finally, we apply the inequalities (3.9) and (3.10) in our integral representation (2.8). We thus obtain the following bounds for the generalized Mathieu series occurring in (2.8):

(3.11) Sµ(α,β) r;

k2/α k=1

5 bL

√π (2r)µ−(β/α)−1

µ− β

α −1 13

· Γ µ−αβ + 1

Γ µ2 + β + 12 Γ (µ) Γ µ2β + 1 ζ

µ− β

α + 1

r, x, α, β ∈R+; β α < 1

2; µ− β α >1

and

(3.12) Sµ(α,β) r;

k2/α k=1

5 cL√ π

2µ−(β/α)−1 rµ−(β/α)−23

· Γ µ− βα +23

Γ µ2 +β +12 Γ (µ) Γ µ2β + 1 ζ

µ− β

α + 2 3

r, x, α, β ∈R+; β α < 1

2; µ− β α >1

,

where we have employed the integral representation (2.2) for the Riemann Zeta functionζ(s), bLandcLbeing given (as before) by (3.5) and (3.8), respectively.

In their special case when

β −→ 1

2α and µ7−→µ+ 1,

the bounds in (3.11) and (3.12) would correspond naturally to those given earlier by Cerone and Lenard [3, p. 7, Theorem 3.1]. The second bound asserted by Cerone and Lenard [3, p.

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7, Equation (3.12)] should, in fact, be corrected to includeΓ (µ+ 1)in the denominator on the right-hand side.

4. INEQUALITIESASSOCIATED WITH GENERALIZED MATHIEUSERIES

We first prove the following inequality which was recently posed as an open problem by Qi [17, p. 7, Open Problem 2]:

Z 0

xsin (rx) ex−1 dx

2

>2r2 Z

0

x2e−r2xf(x)dx (4.1)

r∈R+; f(x) :=

X

n=1

ne−n2x

! ,

which, in view of the integral representation (1.4), is equivalent to the inequality:

(4.2) [S(r)]2 >2

Z 0

x2e−r2xf(x)dx, wheref(x)is defined as in (4.1).

Proof. Since the infinite series:

X

n=1

ne(n2+r2)x

is uniformly convergent whenx∈R+, for the right-hand side of the inequality (4.2), we have 2

Z 0

x2e−r2xf(x)dx= 2 Z

0

x2

X

n=1

ne(n2+r2)x

! dx

= 2

X

n=1

n Z

0

x2 e(n2+r2)xdx

= 4

X

n=1

n

(n2+r2)3 =: 2S3(r),

where we have used the Eulerian integral formula (2.25). Hence it is sufficient to prove the following inequality:

(4.3) [S(r)]2 >2S3(r),

which was, in fact, conjectured by Alzer and Brenner [2] and proven by Wilkins [27] by re- markably applying series and integral representations for the Trigamma functionψ0(z)defined

by (2.14) form= 1.

We conclude our present investigation by remarking that it seems to be very likely that the inequality (4.1) can be generalized to the following form:

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Open Problem. Prove or disprove that Z

0

xsin (rx) ex−1 dx

µ

> rµΓ (µ+ 1) Z

0

xµe−r2x f(x)dx (4.4)

r, µ∈R+; f(x) :=

X

n=1

ne−n2x

!

or, equivalently, that

[S(r)]µ> {Γ (µ+ 1)}2

2 Sµ+1(r) (4.5)

r, µ∈R+ , since

(4.6)

Z 0

xµe−r2xf(x)dx= Γ (µ+ 1)

X

n=1

n

(n2 +r2)µ+1 =: Γ (µ+ 1)

2 Sµ+1(r), by virtue of the Eulerian integral formula (2.25) once again.

The open problem (4.1), which we have completely solved here, corresponds to the special caseµ= 2of the Open Problem (4.4) posed in this paper.

REFERENCES

[1] H. ALZERAND J. BRENNER, An inequality (Problem 97-1), SIAM Rev., 39 (1997), 123.

[2] H. ALZER, J.L. BRENNER, AND O.G. RUEHR, On Mathieu’s inequality, J. Math. Anal. Appl., 218 (1998), 607–610.

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