Basic properties of incomplete Macdonald function with applications

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Abstract: The incomplete version of the Macdonald function has various appellations in literature and earns a well-deserved reputation of being a computational challenge. This paper ties together the previously disjoint literature and presents the basic properties of the incomplete Macdonald function, such as recurrence and differential relations, series and asymptotic expansions. This paper also shows that the incomplete Macdonald function, as a simple closed-form expression, is a particular solution to a parabolic partial differential equation, which arises naturally in a wide variety of transient and diffusion-related phenomena.


The purpose of this paper is to derive key properties of the Shu function \(S_{\nu}\), such as recurrence and differential relations and series and asymptotic expansions. A parabolic partial differential equation for \(S_{\nu}\) with a modified Bessel operator is derived. The proofs use integration by parts, incomplete gamma function, approximation of Macdonald function. Graphs for leading term approximations are shown.











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