Bessel functions

The Bessel function J

(z) of the rst kind of order is dened by

J

(z) =
(z/2)

( + 1)
0
F
1
_

+ 1
;
z
2
4
_
=
_
z
2
_

k=0
(1)
k
( + k + 1) k!
_
z
2
_
2k
. (1)
For 0 this is a solution of the Bessel dierential equation
z
2
y

(z) + zy

(z) +
_
z
2

2
_
y(z) = 0, 0. (2)
For / {0, 1, 2, . . .} we have that J

(z) is a second solution of the dierential equation (2)

and the two solutions J

(z) and J

(z) are clearly linearly independent.

For = n {0, 1, 2, . . .} we have
J
n
(z) =
_
z
2
_
n

k=0
(1)
k
(n + k + 1) k!
_
z
2
_
2k
=
_
z
2
_
n

k=n
(1)
k
(n + k + 1) k!
_
z
2
_
2k
,
since
1
(n + k + 1)
= 0 for k = 0, 1, 2, . . . , n 1.
This implies that
J
n
(z) =
_
z
2
_
n

k=n
(1)
k
(n + k + 1) k!
_
z
2
_
2k
=
_
z
2
_
n

k=0
(1)
n+k
(k + 1) (n + k)!
_
z
2
_
2(n+k)
= (1)
n
_
z
2
_
n

k=0
(1)
k
(n + k + 1) k!
_
z
2
_
2k
= (1)
n
J
n
(z).
This implies that J
n
(z) and J
n
(z) are linearly dependent for n {0, 1, 2, . . .}.
A second linearly independent solution can be found as follows. Since (1)
n
= cos n, we see
that J

(z) cos J

(z) is a solution of the dierential equation (2) which vanishes when

= n {0, 1, 2, . . .}. Now we dene
Y

(z) :=
J

(z) cos J

(z)
sin
, (3)
where the case that = n {0, 1, 2, . . .} should be regarded as a limit case. By lHopitals
rule we have
Y
n
(z) = lim
n
Y

(z) =
1

_
J

(z)

_
=n

(1)
n

_
J

(z)

_
=n
.
This implies that Y
n
(z) = (1)
n
Y
n
(z) for n {0, 1, 2, . . .}.
The function Y

(z) is called the Bessel function of the second kind of order .

Using the denition (1) we nd that
_
J

(z)

_
=n
= J
n
(z) ln
_
z
2
_

_
z
2
_
n

k=0
(1)
k
(n + k + 1)
(n + k)! k!
_
z
2
_
2k
,
1
where
(z) =
d
dz
ln(z) =

(z)
(z)
.
For / {0, 1, 2, . . .} we have
J

(z)

= J

(z) ln
_
z
2
_
+
_
z
2
_

k=0
(1)
k
( + k + 1)
( + k + 1) k!
_
z
2
_
2k
.
Now we use
lim
zn
(z + n)(z) =
(1)
n
n!
= (z)
(1)
n
(z + n) n!
for z n
and
(z) =

(z)
(z)

(1)
n
(z+n)
2
n!
(1)
n
(z+n) n!
=
1
z + n
for z n.
This implies that
lim
zn
(z)
(z)
= (1)
n+1
n! for n = 0, 1, 2, . . . .
Hence
lim
n

k=0
(1)
k
( + k + 1)
( + k + 1) k!
_
z
2
_
2k
= (1)
n
n1

k=0
(n k 1)!
k!
_
z
2
_
2k
+

k=n
(1)
k
(n + k + 1)
(n + k + 1) k!
_
z
2
_
2k
= (1)
n
n1

k=0
(n k 1)!
k!
_
z
2
_
2k
+ (1)
n
_
z
2
_
2n

k=0
(1)
k
(k + 1)
(k + 1) (n + k)!
_
z
2
_
2k
.
This implies that
_
J

(z)

_
=n
= J
n
(z) ln
_
z
2
_
+ (1)
n
_
z
2
_
n
n1

k=0
(n k 1)!
k!
_
z
2
_
2k
+ (1)
n
_
z
2
_
n

k=0
(1)
k
(k + 1)
(n + k)! k!
_
z
2
_
2k
.
Finally we use the fact that J
n
(z) = (1)
n
J
n
(z) to conclude that
Y
n
(z) =
2

J
n
(z) ln
_
z
2
_

_
z
2
_
n
n1

k=0
(n k 1)!
k!
_
z
2
_
2k

_
z
2
_
n

k=0
(1)
k
(n + k)! k!
[(n + k + 1) + (k + 1)]
_
z
2
_
2k
for n {0, 1, 2, . . .}. Compare with the theory of Frobenius for linear second dierential
equations.
2
In the theory of second order linear dierential equations of the form
y

+ p(z)y

+ q(z)y = 0,
two solutions y
1
and y
2
are linearly independent if and only if
W(y
1
, y
2
)(z) :=

y
1
(z) y
2
(z)
y

1
(z) y

2
(z)

= y
1
(z)y

2
(z) y

1
(z)y
2
(z) = 0.
This determinant is called the Wronskian of the solutions y
1
and y
2
.
It can (easily) be shown that this determinant of Wronski satises the dierential equation
W

(z) + p(z)W(z) = 0.
This result is called Abels theorem or the theorem of Abel-Liouville. In the case of the Bessel
dierential equation we have p(z) = 1/z, which implies that
W

(z) +
1
z
W(z) = 0 = W(y
1
, y
2
)(z) =
c
z
for some constant c. Now we have
Theorem 1.
W(J

, J

)(z) =
2 sin
z
and W(J

, Y

)(z) =
2
z
. (4)
For 0 this implies that J

(z) and J

(z) are linearly independent if / {0, 1, 2, . . .} and

that J

(z) and Y

(z) are linearly independent for all 0.

Proof. Note that
W(J

, Y

)(z) = J

(z)Y

(z) J

(z)Y

(z)
= J

(z)
J

(z) cos J

(z)
sin
J

(z)
J

(z) cos J

(z)
sin
=
J

(z)J

(z) J

(z)J

(z)
sin
=
W(J

, J

)(z)
sin
.
Now we use the denition (1) to obtain
J

(z) =

k=0
(1)
k
( + k + 1) k!

z
+2k
2
+2k
= J

(z) =

k=0
(1)
k
( + 2k)
( + k + 1) k!

z
+2k1
2
+2k
and
J

(z) =

m=0
(1)
m
( + m + 1) m!

z
+2m
2
+2m
= J

(z) =

m=0
(1)
m
( + 2m)
( + m + 1) m!

z
+2m1
2
+2m
.
3
Hence we have
z W(J

, J

)(z) = z
_
J

(z)J

(z) J

(z)J

(z)

k=0

m=0
(1)
k+m
( + 2m)
( + k + 1)( + m + 1) k! m!

z
2k+2m
2
2k+2m

k=0

m=0
(1)
k+m
( + 2k)
( + k + 1)( + m + 1) k! m!

z
2k+2m
2
2k+2m
=

k=0

m=0
(1)
k+m
(2 + 2k 2m)
( + k + 1)( + m + 1) k! m!

z
2k+2m
2
2k+2m
.
This implies that
lim
z0
z W(J

, J

)(z) =
2
( + 1)( + 1)
=
2
()(1 )
=
2 sin

.
Using the denition (1) we obtain
d
dz
[z

(z)] =
d
dz

k=0
(1)
k
( + k + 1) k!

z
2+2k
2
+2k
=

k=0
(1)
k
(2 + 2k)
( + k + 1) k!

z
2+2k1
2
+2k
=

k=0
(1)
k
( + k) k!

z
2+2k1
2
+2k1
= z

J
1
(z).
Hence we have
d
dz
[z

(z)] = z

J
1
(z) zJ

(z) + J

(z) = zJ
1
(z). (5)
Similarly we have
d
dz
_
z

(z)

=
d
dz

k=0
(1)
k
( + k + 1) k!

z
2k
2
+2k
=

k=0
(1)
k
2k
( + k + 1) k!

z
2k1
2
+2k
=

k=0
(1)
k+1
( + k + 2) k!

z
2k+1
2
+2k+1
= z

J
+1
(z).
Hence we have
d
dz
_
z

(z)

= z

J
+1
(z) zJ

(z) J

(z) = zJ
+1
(z). (6)
Elimination of J

(z) from (5) and (6) gives

J
1
(z) + J
+1
(z) =
2
z
J

(z)
and elimination of J

(z) from (5) and (6) gives

J
1
(z) J
+1
(z) = 2J

(z).
4
Special cases
For = 1/2 we have from the denition (1) by using Legendres duplication formula for the
gamma function
J
1/2
(x) =
_
x
2

k=0
(1)
k
(k + 3/2) k!
_
x
2
_
2k
=
_
2x

k=0
(1)
k
(2k + 1)!
x
2k
=
_
2
x
sinx, x > 0
and for = 1/2 we have
J
1/2
(x) =
_
2
x

k=0
(1)
k
(k + 1/2) k!
_
x
2
_
2k
=
_
2
x

k=0
(1)
k
(2k)!
x
2k
=
_
2
x
cos x, x > 0.
Note that the denition (3) implies that
Y
1/2
(x) = J
1/2
(x) =
_
2
x
cos x and Y
1/2
(x) = J
1/2
(x) =
_
2
x
sinx, x > 0.
Integral representations
First we will prove
Theorem 2.
J

(z) =
1
( + 1/2)

_
z
2
_

_
1
1
e
izt
(1 t
2
)
1/2
dt, Re > 1/2. (7)
Proof. We start with
_
1
1
e
izt
(1 t
2
)
1/2
dt =

n=0
(iz)
n
n!
_
1
1
t
n
(1 t
2
)
1/2
dt.
Note that the latter integral vanishes when n is odd. For n = 2k we obtain using t
2
= u
_
1
1
t
2k
(1 t
2
)
1/2
dt = 2
_
1
0
u
k
(1 u)
1/2
du
2

u
=
_
1
0
u
k1/2
(1 u)
1/2
du
= B(k + 1/2, + 1/2) =
(k + 1/2)( + 1/2)
( + k + 1)
.
Now we use Legendres duplication formula to nd that
(k + 1/2) =

2
2k1

(2k)
(k)
=

2
2k

(2k + 1)
(k + 1)
=

2
2k

(2k)!
k!
.
Hence we have
_
1
1
e
izt
(1 t
2
)
1/2
dt =

k=0
(iz)
2k
(2k)!

(k + 1/2)( + 1/2)
( + k + 1)
= ( + 1/2)

k=0
(1)
k
( + k + 1) k!
_
z
2
_
2k
.
This proves the theorem.
5
We also have Poissons integral representations
Theorem 3.
J

(z) =
1
( + 1/2)

_
z
2
_

_

0
e
iz cos
(sin)
2
d
=
1
( + 1/2)

_
z
2
_

_

0
cos(z cos ) (sin)
2
d, Re > 1/2.
Proof. Use the substitution t = cos to obtain
_
1
1
e
izt
(1 t
2
)
1/2
dt =
_
0

e
iz cos
(1 cos
2
)
1/2
(sin) d =
_

0
e
iz cos
(sin)
2
d.
Further we have
e
iz cos
= cos(z cos ) + i sin(z cos )
and
_

0
sin(z cos )(sin)
2
d = 0.
This shows that Poissons integral representations follow from the integral representation (7).
Remarks:
1. The Fourier transform is dened by
F(z) :=
1

2
_

e
izt
f(t) dt
with inversion formula
f(t) =
1

2
_

e
izt
F(z) dz.
This implies that the Fourier transform of the function
f(t) =
_
(1 t
2
)
1/2
, |t| 1
0, |t| > 1
is
F(z) =
( + 1/2)

2
_
z
2
_

(z).
2. Instead of the substitution t = cos in (7) one can also use the substitution t = sin,
which leads to slightly dierent forms of Poissons integral representations. In fact we
have
J

(z) =
1
( + 1/2)

_
z
2
_

_
/2
/2
e
iz sin
(cos )
2
d
=
1
( + 1/2)

_
z
2
_

_
/2
/2
cos(z sin) (cos )
2
d
=
2
( + 1/2)

_
z
2
_

_
/2
0
cos(z sin) (cos )
2
d, Re > 1/2.
6
Integrals of Bessel functions
The Hankel transform of a function f is dened by
F(s) =
_

0
tf(t)J

(st) dt
for functions f for which the integral converges. The inversion formula is given by
f(t) =
_

0
sF(s)J

(st) ds.
This pair of integrals is called a Hankel pair of order .
An example of such an integral is
_

0
t
1
e

2
t
2
J

(st) dt =

_
+
2
_
2
+1
( + 1)

s

+

1
F
1
_
( + )/2
+ 1
;
s
2
4
2
_
, Re( + ) > 0.
It can be shown that the integral converges for Re( +) > 0. Now we use the denition (1)
to obtain
_

0
t
1
e

2
t
2
J

(st) dt =

k=0
(1)
k
( + k + 1) k!

s
+2k
2
+2k

_

0
t
++2k1
e

2
t
2
dt.
Using the substitution
2
t
2
= u we nd that
_

0
t
++2k1
e

2
t
2
dt =
2k+1
_

0
u
(++2k1)/2
e
u
du
2

u
=
1
2

2k
_

0
u
(++2k2)/2
e
u
du
=
1
2

2k

_
+ + 2k
2
_
.
Hence we have
_

0
t
1
e

2
t
2
J

(st) dt =
1
2

k=0
(1)
k

_
+
2
+ k
_
( + k + 1) k!

s
+2k
2
+2k

2k
=

_
+
2
_
2
+
( + 1)

s

k=0
(1)
k
(( + )/2)
k
( + 1)
k
k!

s
2k
2
2k

2k
=

_
+
2
_
2
+1
( + 1)

s

+

1
F
1
_
( + )/2
+ 1
;
s
2
4
2
_
.
The special case = +2 is of special interest: in that case we have (+)/2 = +1. This
implies that the
1
F
1
reduces to a
0
F
0
which is an exponential function. The result is
_

0
t
+1
e

2
t
2
J

(st) dt =
s

(2
2
)
+1
e
s
2
/4
2
, Re > 1.
7
Hankel functions
The functions H
(1)

(z) and H
(2)

(z) are dened by

H
(1)

(z) := J

(z) + iY

(z) and H
(2)

(z) := J

(z) iY

(z).
These functions are called Hankel functions or Bessel functions of the third kind.
Note that these denitions imply that
J

(z) =
H
(1)

(z) + H
(2)

(z)
2
and Y

(z) =
H
(1)

(z) H
(2)

(z)
2i
.
Further we have
H
(1)
1/2
(x) = J
1/2
(x) + iY
1/2
(x) =
_
2
x
(cos x + i sinx) =
_
2
x
e
ix
, x > 0
and
H
(2)
1/2
(x) = J
1/2
(x) iY
1/2
(x) =
_
2
x
(cos x i sinx) =
_
2
x
e
ix
, x > 0.
Similarly we have
H
(1)
1/2
(x) = J
1/2
(x) + iY
1/2
(x) =
_
2
x
(sinx i cos x) = i
_
2
x
e
ix
, x > 0
and
H
(2)
1/2
(x) = J
1/2
(x) iY
1/2
(x) =
_
2
x
(sinx + i cos x) = i
_
2
x
e
ix
, x > 0.
Modied Bessel functions
The modied Bessel function I

(z) of the rst kind of order is dened by

I

(z) :=
(z/2)

( + 1)
0
F
1
_

+ 1
;
z
2
4
_
=
_
z
2
_

k=0
1
( + k + 1) k!
_
z
2
_
2k
.
For 0 this is a solution of the modied Bessel dierential equation
z
2
y

(z) + zy

(z)
_
z
2
+
2
_
y(z) = 0, 0.
For / {0, 1, 2, . . .} we have that I

(z) is a second solution of this dierential equation and

the two solutions I

(z) and I

(z) are linearly independent.

For = n {0, 1, 2, . . .} we have I
n
(z) = I
n
(z).
The modied Bessel function K

(z) of the second kind of order is dened by

K

(z) :=

2 sin
[I

(z) I

(z)] for / {0, 1, 2, . . .}

and
K
n
(z) = lim
n
K

(z) for n {0, 1, 2, . . .}.

Now we have for x > 0
I
1/2
(x) =
_
2
x
sinhx, I
1/2
(x) =
_
2
x
coshx and K
1/2
(x) = K
1/2
(x) =
_

2x
e
x
.
8
A generating function
The Bessel function J
n
(z) of the rst kind of integer order n Z can also be dened by means
of the generating function
exp
_
1
2
z
_
t t
1
_
_
=

n=
J
n
(z)t
n
. (8)
In fact, the series on the right-hand side is a so-called Laurent series at t = 0 for the function
at the left-hand side. Using the Taylor series for the exponential function we obtain
exp
_
1
2
z
_
t t
1
_
_
= exp
_
zt
2
_
exp
_

z
2t
_
=

j=0
1
j!
_
zt
2
_
j

k=0
(1)
k
k!
_
z
2t
_
k
=

n=
a
n
t
n
.
For n {0, 1, 2, . . .} we have
a
n
=

k=0
1
(n + k)!
_
z
2
_
n+k

(1)
k
k!
_
z
2
_
k
=
_
z
2
_
n

k=0
(1)
k
(n + k)! k!
_
z
2
_
2k
= J
n
(z)
and
a
n
=

j=0
1
j!
_
z
2
_
j

(1)
j+n
(n + j)!
_
z
2
_
n+j
= (1)
n
J
n
(z) = J
n
(z).
This proves (8).
If t = e
i
, then we have
1
2
_
t t
1
_
=
e
i
e
i
2
= i sin
= exp
_
1
2
x
_
t t
1
_
_
= e
ixsin
= cos(xsin) + i sin(xsin).
Hence we have
cos(xsin) + i sin(xsin) = e
ixsin
=

n=
J
n
(x)e
in
=

n=
J
n
(x) [cos(n) + i sin(n)] .
Since J
n
(x) = (1)
n
J
n
(x) this implies that
cos(xsin) =

n=
J
n
(x) cos(n) = J
0
(x) + 2

k=1
J
2k
(x) cos(2k)
and
sin(xsin) =

n=
J
n
(x) sin(n) = 2

k=0
J
2k+1
(x) sin(2k + 1).
For = /2 this implies that
cos x = J
0
(x) + 2

k=1
(1)
k
J
2k
(x) and sinx = 2

k=0
(1)
k
J
2k+1
(x).
For = 0 we also have
1 = J
0
(x) + 2

k=1
J
2k
(x).
9
The generating function (8) can be used to prove that
J
n
(x + y) =

k=
J
k
(x)J
nk
(y).
The proof is as follows:

n=
J
n
(x + y)t
n
= exp
_
1
2
(x + y)
_
t t
1
_
_
= exp
_
1
2
x
_
t t
1
_
_
exp
_
1
2
y
_
t t
1
_
_
=

k=
J
k
(x)t
k

m=
J
m
(y)t
m
=

n=
_

k=
J
k
(x)J
nk
(y)
_
t
n
.
We can also nd an integral representation for the Bessel function J
n
(x) of the rst kind of
integral order n starting from the generating function
e
ixsin
=

n=
J
n
(x)e
in
.
We use the orthogonality property of the exponential function, id est
_

e
ik
d =
_
0, k Z, k = 0
2, k = 0.
Hence we have
_

e
ixsin
e
in
d =

k=
J
k
(x)
_

e
ik
e
in
d = 2 J
n
(x).
This implies that
J
n
(x) =
1
2
_

e
i(xsin n)
d =
1

_

0
cos (xsin n) d.
The special case n = 0 reads
J
0
(x) =
1

_

0
cos (xsin) d =
2

_
1
0
cos(xt)

1 t
2
dt.
10