The Appell hypergeometric functions are a formal extension of the hypergeometric function to two variables, resulting in four kinds of functions (Appell 1925;
Picard 1880ab, 1881; Goursat 1882; Whittaker and Watson 1990, Ex. 22, p. 300),
(1)
(2)
(3)
(4)
These double series are absolutely convergent for
(5)
Appell defined the functions in 1880 and they were subsequently studied by Picard in 1881. The functions , , and can be expressed in terms of double
integrals as
(6)
(7)
(8)
(Bailey 1934, pp. 76-77). There appears to be no simple integral representation of this type for the function (Bailey 1934, p. 77).
The function can also be expressed by the simple integral
For general complex parameters, the function can be written as the contour
integral
(10)
for ,
where
is a gamma function and and are complicated contours related
to those used in the definition of the Meijer G-function.
In fact, the four functions can also be expressed as double contour integrals taken
along contours of the Barnes type (Bailey 1934).
In particular, the general integral
(11)
where
(12)
has a closed form in terms of .
Integrals that result in particularly nice closed forms involving the function include
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