CH 5.8: Bessel's Equation: y X y X y X

Ch 5.
8: Bessels Equation
Bessel Equation of order v:

Note that x = 0 is a regular singular point.
Friedrich Wilhelm Bessel (1784 1846) studied disturbances
in planetary motion, which led him in 1824 to make the first
systematic analysis of solutions of this equation. The
solutions became known as Bessel functions.
In this section, we study the following cases:
Bessel Equations of order zero: v = 0
Bessel Equations of order one-half: v =
Bessel Equations of order one: v = 1

( ) 0
2 2 2
= +
'
+
' '
y x y x y x v
Bessel Equation of Order Zero (1 of 12)
The Bessel Equation of order zero is

We assume solutions have the form

Taking derivatives,

Substituting these into the differential equation, we obtain
( )
( )( )
=
+
=
+ +
+ + =
' '
+ =
'
=
0
2
0 0
1
1 ) (
, ) ( , ) (
n
n r
n
n n
n r
n
n r
n
x n r n r a x y
x n r a x y x a x y
( ) 0 , 0 for , , ) (
0
0
=
+
> = = =
n
n r
n
x a x a x r x y |
0
2 2
= +
'
+
' '
y x y x y x
( )( ) ( ) 0 1
0
2
0 0
= + + + + +

=
+ +
=
+
=
+
n
n r
n
n
n r
n
n
n r
n
x a x n r a x n r n r a
Indicial Equation (2 of 12)
From the previous slide,

Rewriting,

or

The indicial equation is r
2
= 0, and hence r
1
= r
2
= 0.
( )( ) ( ) 0 1
0
2
0 0
= + + + + +

=
+ +
=
+
=
+
n
n r
n
n
n r
n
n
n r
n
x a x n r a x n r n r a
| | | |
( )( ) ( ) | | { } 0 1
) 1 ( ) 1 ( ) 1 (
2
2
1
1 0
= + + + + + +
+ + + + +
+
=

+
n r
n
n n
r r
x a n r n r n r a
x r r r a x r r r a
( ) { } 0 ) 1 (
2
2
2
1 2
1
2
0
= + + + + +
+
=

+
n r
n
n n
r r
x a n r a x r a x r a
Recurrence Relation (3 of 12)

Note that a
1
= 0; the recurrence relation is

We conclude a
1
= a
3
= a
5
= = 0, and since r = 0,

Note: Recall dependence of a
n
on r, which is indicated by
a
n
(r). Thus we may write a
2m
(0) here instead of a
2m
.
( )
, 3 , 2 ,
2
2
=
+
=

n
n r
a
a
n
n
( ) { } 0 ) 1 (
2
2
2
1 2
1
2
0
= + + + + +
+
=

+
n r
n
n n
r r
x a n r a x r a x r a
, 2 , 1 ,
) 2 (
2
2 2
2
= =

m
m
a
a
m
m
First Solution (4 of 12)

Thus

and in general,

Thus
, 2 , 1 ,
) 2 (
2
2 2
2
= =

m
m
a
a
m
m
( ) ( )
,
1 2 3 2
,
1 2 2
2 4 4
,
2
2
6
0
6
2
4
0
2 2
0
2
2
4
2
0
2

=
= = = =
a
a
a a a
a
a
a
( )
, 2 , 1 ,
! 2
) 1 (
2
2
0
2
=
= m
m
a
a
m
m
m
( )
0 ,
! 2
) 1 (
1 ) (
1
2
2
2
0 1
>
(

+ =

=
x
m
x
a x y
m
m
m m
Bessel Function of First Kind,
Order Zero (5 of 12)
Our first solution of Bessels Equation of order zero is

The series converges for all x, and is called the Bessel
function of the first kind of order zero, denoted by

The graphs of J
0
and several
partial sum approximations
are given here.
( )
0 ,
! 2
) 1 (
1 ) (
1
2
2
2
0 1
>
(

+ =

=
x
m
x
a x y
m
m
m m
( )
0 ,
! 2
) 1 (
) (
0
2
2
2
0
>
=
x
m
x
x J
m
m
m m
Second Solution: Odd Coefficients (6 of 12)
Since indicial equation has repeated roots, recall from Section
5.7 that the coefficients in second solution can be found using

Now

Thus

Also,

and hence
0 ) 0 ( 0 ) (
1 1
=
'
= a r a
( ) { } 0 ) ( ) ( ) 1 )( ( ) (
2
2
2
1 2
1
2
0
= + + + + +
+
=

+
n r
n
n n
r r
x r a n r r a x r r a x r r a
( )
, 3 , 2 ,
) (
) (
2
2
=
+
=

n
n r
r a
r a
n
n
0
) (
=
'
r
n
r a
, 2 , 1 , 0 ) 0 (
1 2
= =
'
+
m a
m
Second Solution: Even Coefficients (7 of 12)
Thus we need only compute derivatives of the even
coefficients, given by

It can be shown that

and hence
( ) ( ) ( )
1 ,
2 2
) 1 (
) (
2
) (
) (
2 2
0
2
2
2 2
2
>
+ +

=
+
=

m
m r r
a
r a
m r
r a
r a
m
m
m
m
+
+ +
+
+
+
=
'
m r r r r a
r a
m
m
2
1
4
1
2
1
2
) (
) (
2
2
) 0 (
2
1
4
1
2
1
2 ) 0 (
2 2 m m
a
m
a
(
+ + + =
'

Second Solution: Series Representation (8 of 12)
Thus

where

Taking a
0
= 1 and using results of Section 5.7,
( )
, 2 , 1 ,
! 2
) 1 (
) 0 (
2
2
0
2
=
=
'
m
m
a
H a
m
m
m m
m
H
m
2
1
4
1
2
1
+ + + =
( )
0 ,
! 2
) 1 (
ln ) ( ) (
2
1
2
2
1
0 2
>
+ =

=
+
x x
m
H
x x J x y
m
m
m
m
m
Bessel Function of Second Kind,
Instead of using y
2
, the second solution is often taken to be a
linear combination Y
0
of J
0
and y
2
, known as the Bessel
function of second kind of order zero. Here, we take

The constant is the Euler-Mascheroni constant, defined by

Substituting the expression for y
2
from previous slide into
equation for Y
0
above, we obtain
( ) | | ) ( 2 ln ) (
2
) (
0 2 0
x J x y x Y + =
t
( ) 5772 . 0 ln lim ~ =

n H
n
n
( )
0 ,
! 2
) 1 (
) (
2
ln
2
) (
2
1
2
2
1
0 0
>
(

+
|
.
|
\
|
+ =

=
+
x x
m
H
x J
x
x Y
m
m
m
m
m
t
General Solution of Bessels Equation,
The general solution of Bessels equation of order zero, x > 0,
is given by

where

Note that J
0
0 as x

0 while Y
0
has a logarithmic
singularity at x = 0. If a solution which is bounded at the
origin is desired, then Y
0
must be discarded.
( )
( )
(

+
|
.
|
\
|
+ =
=
+
=
m
m
m
m
m
m
m
m m
x
m
H
x J
x
x Y
m
x
x J
2
1
2
2
1
0 0
0
2
2
2
0
! 2
) 1 (
) (
2
ln
2
) (
,
! 2
) 1 (
) (
t
) ( ) ( ) (
0 2 0 1
x Y c x J c x y + =
Graphs of Bessel Functions,
The graphs of J
0
and Y
0
are given below.
Note that the behavior of J
0
and Y
0
appear to be similar to sin x
and cos x for large x, except that oscillations of J
0
and Y
0
decay
to zero.
Approximation of Bessel Functions,
The fact that J
0
and Y
0
appear similar to sin x and cos x for
large x may not be surprising, since ODE can be rewritten as

Thus, for large x, our equation can be approximated by

whose solns are sin x and cos x. Indeed, it can be shown that
( ) 0 1
1
0
2
2
2 2 2
=
|
|
.
|
\
|
+
'
+
' '
= +
'
+
' '
y
x
v
y
x
y y v x y x y x

|
.
|
\
|

|
|
.
|
\
|
~

|
.
|
\
|

|
|
.
|
\
|
~
x x
x
x Y
x x
x
x J
as ,
4
sin
2
) (
as ,
4
cos
2
) (
2 / 1
0
2 / 1
0
t
t
t
t
, 0 = +
' '
y y
Bessel Equation of Order One-Half (1 of 8)
The Bessel Equation of order one-half is



( ) 0 , 0 for , , ) (
0
0
=
+
> = = =
n
n r
n
x a x a x r x y |
0
4
1
2 2
=
|
.
|
\
|
+
'
+
' '
y x y x y x
( )( ) ( )
0
4
1
1
0 0
2
0 0
= +
+ + + +

=
+
=
+ +
=
+
=
+
n
n r
n
n
n r
n
n
n r
n
n
n r
n
x a x a
x n r a x n r n r a
Using results of previous slide, we obtain

or

The roots of indicial equation are r
1
= , r
2
= - , and note
that they differ by a positive integer.
The recurrence relation is
( ) 0
4
1
4
1
) 1 (
4
1
2
2
2
1
1
2
0
2
=
)
`
+
(
+ +
(
+ +
|
.
|
\
|

+
=

+
n r
n
n n
r r
x a a n r x a r x a r
( )( ) ( ) 0
4
1
1
0
2
0
= +
(
+ + + +

=
+ +
=
+
n
n r
n
n
n r
n
x a x a n r n r n r
( )
, 3 , 2 ,
4 / 1
) (
) (
2
2
=
+
=

n
n r
r a
r a
n
n
First Solution: Coefficients (3 of 8)
Consider first the case r
1
= . From the previous slide,

Since r
1
= , a
1
= 0, and hence from the recurrence relation,
a
1
= a
3
= a
5
= = 0. For the even coefficients, we have

It follows that

and
( )
( )
, 2 , 1 ,
1 2 2
4 / 1 2 2 / 1
2 2
2
2 2
2
=
+
=
+
=

m
m m
a
m
a
a
m m
m
,
! 5 4 5
,
! 3
0 2
4
0
2
a a
a
a
a =
= =
, 2 , 1 ,
! ) 1 2 (
) 1 (
0
2
=
+
= m
m
a
a
m
m
( ) ( ) 0
4
1
4
1
) 1 ( 4 / 1
2
2
2
1
1
2
0
2
=
)
`
+
(
+ +
(
+ +
+
=

+
n r
n
n n
r r
Order One-Half (4 of 8)
It follows that the first solution of our equation is, for a
0
= 1,

The Bessel function of the first kind of order one-half, J
,
is defined as
0 , sin
0 ,
! ) 1 2 (
) 1 (
0 ,
! ) 1 2 (
) 1 (
1 ) (
2 / 1
0
1 2 2 / 1
1
2 2 / 1
1
> =
>
(
=
>
(
+ =
=
+
x x x
x x
m
x
x x
m
x x y
m
m
m
m
m
m
0 , sin
2
) (
2
) (
2 / 1
1
2 / 1
2 / 1
>
|
|
.
|
\
|
=
|
.
|
\
|
= x x
x
x y x J
t t
Second Solution: Even Coefficients (5 of 8)
Now consider the case r
2
= - . We know that

Since r
2
= - , a
1
= arbitrary. For the even coefficients,

It follows that

and
( ) ( ) 0
4
1
4
1
) 1 ( 4 / 1
2
2
2
1
1
2
0
2
=
)
`
+
(
+ +
(
+ +
+
=

+
n r
n
n n
r r
( )
( )
, 2 , 1 ,
1 2 2
4 / 1 2 2 / 1
2 2
2
2 2
2
=
=
+
=

m
m m
a
m
a
a
m m
m
,
! 4 3 4
,
! 2
0 2
4
0
2
a a
a
a
a =
= =
, 2 , 1 ,
! ) 2 (
) 1 (
0
2
=
= m
m
a
a
m
m
Second Solution: Odd Coefficients (6 of 8)
For the odd coefficients,

It follows that

and
( )
( )
, 2 , 1 ,
1 2 2
4 / 1 1 2 2 / 1
1 2
2
1 2
1 2
=
+
=
+ +
=

+
m
m m
a
m
a
a
m m
m
,
! 5 4 5
,
! 3
1 3
5
1
3
a a
a
a
a =
= =
, 2 , 1 ,
! ) 1 2 (
) 1 (
1
1 2
=
+
=
+
m
m
a
a
m
m
Second Solution (7 of 8)
Therefore

The second solution is usually taken to be the function

where a
0
= (2/t)
and a
1
= 0.
The general solution of Bessels equation of order one-half is
| | 0 , sin cos
0 ,
! ) 1 2 (
) 1 (
! ) 2 (
) 1 (
) (
1 0
2 / 1
0
1 2
1
0
2
0
2 / 1
2
> + =
>
(
=
+

x x a x a x
x
m
x
a
m
x
a x x y
m
m m
m
m m
0 , cos
2
) (
2 / 1
2 / 1
>
|
|
.
|
\
|
=
x x
x
x J
t
) ( ) ( ) (
2 / 1 2 2 / 1 1
x J c x J c x y

+ =
Graphs of Bessel Functions,
Order One-Half (8 of 8)
Graphs of J

, J
-
are given below. Note behavior of J

, J
-
similar to J
0
, Y
0
for large x, with phase shift of t/4.

|
.
|
\
|

|
|
.
|
\
|
~
|
.
|
\
|

|
|
.
|
\
|
~
|
|
.
|
\
|
=
|
|
.
|
\
|
=
x x
x
x Y x
x
x J
x
x
x J x
x
x J
as ,
4
sin
2
) ( ,
4
cos
2
) (
sin
2
) ( , cos
2
) (
2 / 1
0
2 / 1
0
2 / 1
2 / 1
2 / 1
2 / 1
t
t
t
t
t t
Bessel Equation of Order One (1 of 6)
The Bessel Equation of order one is



( ) 0 , 0 for , , ) (
0
0
=
+
> = = =
n
n r
n
x a x a x r x y |
( ) 0 1
2 2
= +
'
+
' '
y x y x y x
( )( ) ( )
0
1
0 0
2
0 0
= +
+ + + +

=
+
=
+ +
=
+
=
+
n
n r
n
n
n r
n
n
n r
n
n
n r
n
x a x a
x n r a x n r n r a
Using the results of the previous slide, we obtain

or

The roots of indicial equation are r
1
= 1, r
2
= - 1, and note
that they differ by a positive integer.
The recurrence relation is
( ) | | ( ) | | { } 0 1 1 ) 1 ( 1
2
2
2
1
1
2
0
2
= + + + + +
+
=

+
n r
n
n n
r r
( )( ) ( ) | | 0 1 1
0
2
0
= + + + + +

=
+ +
=
+
n
n r
n
n
n r
n
x a x a n r n r n r
( )
, 3 , 2 ,
1
) (
) (
2
2
=
+
=

n
n r
r a
r a
n
n
First Solution: Coefficients (3 of 6)
Consider first the case r
1
= 1. From previous slide,

Since r
1
= 1, a
1
= 0, and hence from the recurrence relation,
a
1
= a
3
= a
5
= = 0. For the even coefficients, we have

It follows that

and
( )
( )
, 2 , 1 ,
1 2
1 2 1
2
2 2
2
2 2
2
=
+
=
+
=

m
m m
a
m
a
a
m m
m
,
! 2 ! 3 2 2 3 2
,
1 2 2
4
0
2
2
4
2
0
2
a a
a
a
a =

=

=
, 2 , 1 ,
! ! ) 1 ( 2
) 1 (
2
0
2
=
+
= m
m m
a
a
m
m
m
( ) | | ( ) | | { } 0 1 1 ) 1 ( 1
2
2
2
1
1
2
0
2
= + + + + +
+
=

+
n r
n
n n
r r
Order One (4 of 6)
It follows that the first solution of our differential equation is

Taking a
0
= , the Bessel function of the first kind of order
one, J
1
, is defined as

The series converges for all x and hence J
1
is analytic
everywhere.
0 ,
! ! ) 1 ( 2
) 1 (
1 ) (
1
2
2
0 1
>
(
+ =

=
x x
m m
x a x y
m
m
m
m
0 ,
! ! ) 1 ( 2
) 1 (
2
) (
0
2
2
1
>
(
=
x x
m m
x
x J
m
m
m
m
Second Solution (5 of 6)
For the case r
1
= -1, a solution of the form

is guaranteed by Theorem 5.7.1.
The coefficients c
n
are determined by substituting y
2
into the
ODE and obtaining a recurrence relation, etc. The result is:

where H
k
is as defined previously. See text for more details.
Note that J
1
0 as x

0 and is analytic at x = 0, while y
2
is
unbounded at x = 0 in the same manner as 1/x.
0 , 1 ln ) ( ) (
2
1
1
1 2
>
(
+ + =

x x c x x x J a x y
n
n
n
( )
0 ,
! ) 1 ( ! 2
) 1 (
1 ln ) ( ) (
2
1
2
1
1
1 2
>
(
+
+ =

x x
m m
H H
x x x J x y
n
m
m
m m
m
Bessel Function of Second Kind,
Order One (6 of 6)
The second solution, the Bessel function of the second kind
of order one, is usually taken to be the function

where is the Euler-Mascheroni constant.
The general solution of Bessels equation of order one is

Note that J
1
, Y
1
have same
behavior at x = 0 as observed
on previous slide for J
1
and y
2
.
( ) | | 0 , ) ( 2 ln ) (
2
) (
1 2 1
> + = x x J x y x Y
t
0 ), ( ) ( ) (
1 2 1 1
> + = x x Y c x J c x y

CH 5.8: Bessel's Equation: y X y X y X

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