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Incomplete gamma function
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== Derivatives == Using the integral representation above, the derivative of the upper incomplete gamma function <math> \Gamma (s,x) </math> with respect to {{mvar|x}} is <math display="block"> \frac{\partial \Gamma (s,x) }{\partial x} = - x^{s-1} e^{-x}</math> The derivative with respect to its first argument <math>s</math> is given by<ref>[[Keith Geddes|K.O. Geddes]], M.L. Glasser, R.A. Moore and T.C. Scott, ''Evaluation of Classes of Definite Integrals Involving Elementary Functions via Differentiation of Special Functions'', AAECC (Applicable Algebra in Engineering, Communication and Computing), vol. 1, (1990), pp. 149β165, [https://doi.org/10.1007%2FBF01810298] </ref> <math display="block">\frac{\partial \Gamma (s,x) }{\partial s} = \ln x \Gamma (s,x) + x\,T(3,s,x)</math> and the second derivative by <math display="block">\frac{\partial^2 \Gamma (s,x) }{\partial s^2} = \ln^2 x \Gamma (s,x) + 2 x \left[\ln x\,T(3,s,x) + T(4,s,x) \right]</math> where the function <math>T(m,s,x)</math> is a special case of the [[Meijer G-function]] <math display="block">T(m,s,x) = G_{m-1,\,m}^{\,m,\,0} \!\left( \left. \begin{matrix} 0, 0, \dots, 0 \\ s-1, -1, \dots, -1 \end{matrix} \; \right| \, x \right).</math> This particular special case has internal ''closure'' properties of its own because it can be used to express ''all'' successive derivatives. In general, <math display="block">\frac{\partial^m \Gamma (s,x) }{\partial s^m} = \ln^m x \Gamma (s,x) + m x\,\sum_{n=0}^{m-1} P_n^{m-1} \ln^{m-n-1} x\,T(3+n,s,x)</math> where <math> P_j^n </math> is the [[permutation]] defined by the [[Pochhammer symbol]]: <math display="block">P_j^n = \binom{n}{j} j! = \frac{n!}{(n-j)!}.</math> All such derivatives can be generated in succession from: <math display="block">\frac{\partial T (m,s,x) }{\partial s} = \ln x ~ T(m,s,x) + (m-1) T(m+1,s,x)</math> and <math display="block">\frac{\partial T (m,s,x) }{\partial x} = -\frac{T(m-1,s,x) + T(m,s,x)}{x}</math> This function <math>T(m,s,x)</math> can be computed from its series representation valid for <math> |z| < 1 </math>, <math display="block">T(m,s,z) = - \frac{\left(-1\right)^{m-1} }{(m-2)! } \left.\frac{d^{m-2} }{dt^{m-2} } \left[\Gamma (s-t) z^{t-1}\right]\right|_{t=0} + \sum_{n=0}^{\infty} \frac{\left(-1\right)^n z^{s-1+n}}{n! \left(-s-n\right)^{m-1} }</math> with the understanding that {{mvar|s}} is not a negative integer or zero. In such a case, one must use a limit. Results for <math> |z| \ge 1 </math> can be obtained by [[analytic continuation]]. Some special cases of this function can be simplified. For example, <math>T(2,s,x)=\Gamma(s,x)/x</math>, <math>x\,T(3,1,x) = \mathrm{E}_1(x)</math>, where <math>\mathrm{E}_1(x)</math> is the [[Exponential integral]]. These derivatives and the function <math>T(m,s,x)</math> provide exact solutions to a number of integrals by repeated differentiation of the integral definition of the upper incomplete gamma function.<ref>{{cite journal | first1=M. S. |last1=Milgram|title=The generalized integro-exponential function|journal=Math. Comp.| year=1985|volume=44| issue=170| pages=443β458|mr=0777276| doi=10.1090/S0025-5718-1985-0777276-4|doi-access=free}}</ref><ref>{{cite arXiv| eprint=0912.3844| author1=Mathar|title=Numerical Evaluation of the Oscillatory Integral over exp(i*pi*x)*x^(1/x) between 1 and infinity| class=math.CA|year=2009}}, App B</ref> For example, <math display="block"> \int_{x}^{\infty} \frac{t^{s-1} \ln^m t}{e^t} dt= \frac{\partial^m}{\partial s^m} \int_{x}^{\infty} \frac{t^{s-1}}{e^t} dt = \frac{\partial^m}{\partial s^m} \Gamma (s,x)</math> This formula can be further ''inflated'' or generalized to a huge class of [[Laplace transform]]s and [[Mellin transform]]s. When combined with a [[computer algebra system]], the exploitation of special functions provides a powerful method for solving definite integrals, in particular those encountered by practical engineering applications (see [[Symbolic integration]] for more details).
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