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Lecture Notes Of: Special Functions Prepared by
Lecture Notes Of: Special Functions Prepared by
SPECIAL FUNCTIONS
Prepared by
Dr. M. SANKAR
Professor and Head
Department of Mathematics
Sapthagiri College of Engineering
Bangalore 560 057
Introduction
Many Differential equations arising from physical problems are linear but have variable
coefficients and do not permit a general analytical solution in terms of known functions.
Such equations can be solved by numerical methods (Unit I), but in many cases it is
easier to find a solution in the form of an infinite convergent series. The series solution of
certain differential equations give rise to special functions such as Bessels function,
Legendres polynomial. These special functions have many applications in engineering.
d2y
dy
x
x ( x2 n2 ) y 0
2
dx
dx
where n is a non negative real constant or parameter.
2
(i)
y a r x k r where a0 0
r 0
(ii)
dy
a r (k r ) x k r 1
dx r 0
Hence,
d2y
a r (k r )(k r 1) x k r 2
2
dx
r 0
Substituting these in (i) we get,
x 2 a r (k r )(k r 1) x k r 2 x a r (k r ) x k r 1 x 2 n 2
r 0
r 0
a x
r 0
k r
r 0
r 0
r 0
r 0
i.e., a r (k r )(k r 1) x k r a r (k r ) x k r a r x k r 2 n 2 a r x k r 0
Grouping the like powers, we get
a r (k r )(k r 1) (k r ) n 2 x k r a r x k r 2 0
r 0
r 0
a r (k r ) 2 n 2 x k r a r x k r 2 0
r 0
(iii)
r 0
a 0 k 2 n 2 0. Since a 0 0, we get k 2 n 2 0, k n
Coefficient of xk+1 is got by putting r = 1 in the first term and equating it to zero, we get
ar 2
(k r ) 2 n 2
If k = +n, (iv) becomes
ar 2
a
ar
2 r 2
2
2
(n r ) n
r 2nr
ar
(iv)
a3
a1
0 , a1 0
6n 9
;
a4
;
4n 4 4(n 1)
8n 16 32(n 1)(n 2)
Similarly we can obtain a6, a8,
We shall substitute the values of a1 , a 2 , a3 , a 4 , in the assumed series solution, we get
y a r x k r x k ( a 0 a 1 x a 2 x 2 a 3 x 3 a 4 x 4 )
r 0
a0
a0
y1 x n a 0
x2
x 4
4(n 1)
32(n 1)(n 2)
2
4
x
x
i.e., y1 a 0 x n 1 2
5
2 (n 1) 2 (n 1)(n 2)
(v)
x2
x4
y 2 a 0 x n 1 2
5
(vi)
2 ( n 1) 2 ( n 1)( n 2)
The complete or general solution of the Bessels differential equation is y = c 1y1 + c2y2,
where c1, c2 are arbitrary constants.
Now we will proceed to find the solution in terms of Bessels function by choosing
1
a0 n
and let us denote it as Y1.
2 (n 1)
4
x 2 1
1
x
i.e., Y1 n
1
2 (n 1) 2 (n 1) 2 (n 1)(n 2) 2
xn
2
4
1
x
1
x
1
(n 1) 2 (n 1) (n 1) 2 (n 1)(n 2) (n 1) 2
x
2
Hence, (n + 2) = (n + 1) (n + 1) and
(n + 3) = (n + 2) (n + 2) = (n + 2) (n + 1) (n + 1)
Using the above results in Y1, we get
2
4
1
1
1
x
x
(n 1) 2 (n 2) 2 (n 3) 2
(1)1 x
(1) 2 x
x (1)
x
Y1
(n 2) 1! 2
(n 3) 2! 2
2 (n 1) 0! 2
x
Y1
2
x
2
r 0
(1) r
x
(n r 1) r! 2
x
(1)
2
r 0
r
n2r
2r
(n r 1) r!
This function is called the Bessel function of the first kind of order n and is denoted by
Jn(x).
x
Thus J n ( x) (1) r
2
r 0
n2r
(n r 1) r!
x
J n ( x) (1)
2
r 0
n2r
x
Hence, J n ( x ) ( 1 ) r
r 0
n2r
1
(n r 1) r!
1
( n r 1 ) r!
.(1)
.(2)
But gamma function is defined only for a positive real number. Thus we write (2) in the
following from
x
J n ( x ) ( 1 ) r
r n
2
n2r
..(3)
( n r 1 ) r!
x
J n ( x ) ( 1 ) s n
s 0
2
( s 1 ) ( s n )!
x
( 1 ) s n
s 0
2
x
( 1 ) n ( 1 ) s
s 0
2
( s n 1 ) s!
n2s
1
( s n 1 ) s!
Comparing the above summation with (1), we note that the RHS is Jn(x).
Thus, J n (x) ( 1) n J n (x)
2. J n ( x ) ( 1 ) n J n ( x ) J n ( x ) , where n is a positive integer
x
Proof : By definition, J n ( x) (1)
2
r 0
n2r
x
J n ( x ) ( 1 ) r
r 0
2
i.e.,
n2r
Thus,
(n r 1) r!
( n r 1 ) r!
x
( 1 ) r 1n 2 r
r 0
2
x
1n ( 1 ) r
r 0
2
n2r
1
( n r 1 ) r!
n2r
1
( n r 1 ) r!
J n (-x) ( 1) n J n (x)
d n
x J n ( x ) x n J n 1 ( x )
dx
From definition,
x
x n J n ( x ) x n ( 1 ) r
r 0
2
n2r
x
( 1 ) r
r 0
2
( n r 1 ) r!
2( n r )
1
( n r 1 ) r!
2( n r )x 2( n r )1
d n
x J n ( x ) ( 1 ) r
dx
r 0
2 n 2 r ( n r 1 ) r!
x ( 1 )
n
( n r ) x n 2 r 1
r 0
x n ( 1 ) r
r 0
2 n 2 r 1 ( n r ) ( n r ) r !
( x / 2 ) n 1 2 r
( n 1 r 1 ) r!
x n J n 1 ( x )
d n
x J n ( x ) x n J n 1 ( x )
dx
d n
Recurrence Relations 2:
x J n ( x ) x n J n 1 ( x )
dx
Thus,
--------(1)
From definition,
x
x n J n ( x ) x n ( 1 ) r
r 0
2
x
( 1 ) r
r 0
2
n2r
2r
1
( n r 1 ) r!
1
( n r 1 ) r!
2 r x 2 r 1
d n
x J n ( x ) ( 1 ) r
dx
r 0
2 n 2 r ( n r 1 ) r!
x n 1 2 ( r 1 )
r 1
2 n 1 2( r 1 ) ( n r 1 ) ( r 1 )!
x n ( 1 ) r 1
Let k = r 1
x n 1 2 k
k 0
2 n 1 2 k ( n 1 k 1 ) k !
x n ( 1 ) k
d n
x J n ( x ) x n J n 1 ( x )
dx
x
Recurrence Relations 3: J n ( x ) J n 1 ( x ) J n 1 ( x )
2n
d n
We know that
x J n ( x ) x n J n 1 ( x )
dx
Thus,
x n J n 1 ( x )
--------(2)
d n
x J n ( x ) x n J n 1 ( x ) , we
dx
get
x n J n/ ( x ) nx n 1 J n ( x ) x n J n 1 ( x )
i.e.,
Jn( x )
J n/ ( x )
1
J n 1 ( x ) J n 1 ( x )
2
n
x
Recurrence Relations 5: J n/ ( x ) J n ( x ) J n 1 ( x )
This recurrence relation is another way of writing the Recurrence relation 2.
n
x
Recurrence Relations 6: J n/ ( x ) J n 1 ( x ) J n ( x )
This recurrence relation is another way of writing the Recurrence relation 1.
Recurrence Relations 7: J n 1 ( x )
2n
J n ( x ) J n 1 ( x )
x
Prove that ( a ) J 1 / 2 ( x )
J 1 / 2 ( x )
2
cos x
x
By definition,
x
J n ( x ) ( 1 ) r
r 0
2
n2r
1
( n r 1 ) r!
Putting n = , we get
x
J 1 / 2 ( x ) ( 1 ) r
r 0
2
J1/ 2( x )
1 / 22r
1
( r 3 / 2 ) r!
2
4
x
1
1
1
x
x
2 ( 3 / 2 ) 2 ( 5 / 2 )1! 2 ( 7 / 2 )2!
--------(1)
3
15
and so on.
, ( 5 / 2 )
, (7 / 2 )
2
4
8
J1/ 2( x )
x 2
x2 4
x 4
8
2 4 3 16 15 .2
x 2
x3
x 5
x
2 x 6
120
2
x3 x5
x
x
3!
5!
2
sin x
x
x
J 1 / 2 ( x ) ( 1 ) r
r 0
2
J 1 / 2 ( x )
1 / 2 2 r
1
( r 1 / 2 ) r!
2
4
x
1
1
1
x
x
2 ( 1 / 2 ) 2 ( 3 / 2 )1! 2 ( 5 / 2 )2!
--------(2)
J 1 / 2 ( x )
2 1
x2 2
x 4
4
x 4
16 3 .2
2
x
J 1 / 2 ( x )
x2 x4
1
4!
2!
2
cos x
x
2 3 x2
3
2 sin x cos x and
x x
x
( a ) J5/ 2( x )
2 3 x2
3
2 cos x sin x
x x
x
( b ) J 5 / 2 ( x )
Solution :
We prove this result using the recurrence relation J n ( x )
x
J n 1 ( x ) J n 1 ( x )
2n
3
x
3
J3 / 2( x ) J1/ 2( x )
x
i .e., J 5 / 2 ( x )
J5/ 2( x )
3 2 sin x x cos x
2
x sin x
x x
x
sin x cos x
2
2
x
x x
x
x
J 5 / 2 ( x ) J 1 / 2 ( x )
3
J 3 / 2 ( x )
x
3
2 x sin x cos x
2
3
J 3 / 2 ( x ) J 1 / 2 ( x )
cos x
x
x
x
x
x
sin
x
cos x
2
2
x
x x
x
x
d 2
2
J n ( x ) J n21 ( x ) nJ n2 ( x ) ( n 1 )J n21 ( x )
3. Show that
dx
x
i .e., J 5 / 2 ( x )
Solution:
L.H.S =
d 2
J n ( x ) J n21 ( x ) 2 J n ( x )J n/ ( x ) 2 J n 1 ( x )J n/ 1 ( x ) ------dx
(1)
x ) xJ n ( x ) ( n 1 )J n 1 ( x )
------- (2)
------- (3)
------ (1).
d 2
n1
n
J n ( x ) J n21 ( x ) 2 J n ( x ) J n ( x ) J n 1 ( x ) 2 J n 1 ( x ) J n ( x )
J n 1 ( x )
dx
x
x
L.H.S =
2n 2
n1 2
J n ( x ) 2 J n ( x ) J n 1 ( x ) 2 J n 1 ( x ) J n ( x ) 2
J n 1 ( x )
x
x
d 2
2
Hence,
J n ( x ) J n21 ( x ) nJ n2 ( x ) ( n 1 )J n21 ( x )
dx
x
1
4. Prove that J 0// ( x ) J 2 ( x ) J 0 ( x )
2
Solution :
We have the recurrence relation J n/ ( x ) J n 1 ( x ) J n 1 ( x ) -------(1)
1
2
1
2
2
x
Solution :
(a) We know that
d n
x J n ( x ) x n J n 1 ( x )
dx
2
2
c J 2 ( x ) J 2 ( x )dx c J 2 ( x ) J 1 ( x ) ( from (1) when n = 1)
x
x
2
Hence, J 3 ( x )dx c J 2 ( x ) J 1 ( x )
x
1
1
(b) xJ 02 ( x )dx J 02 ( x ) x 2 2 J 0 ( x ) J 0/ ( x ). x 2 dx (Integrate by parts)
2
2
1 2 2
2
x J 0 ( x ) x J 0 ( x ) J 1 ( x )dx
(From (1) for n = 0)
2
d
1
d
1 2 2
1
1
x J 0 ( x ) xJ 1 ( x )2 x 2 J 02 ( x ) J 12 ( x )
2
2
2
To prove that e 2
( t 1 / t )
tnJn( x )
n
or
x
( t 1 / t )
Proof:
x
We have e 2
( t 1 / t )
e xt / 2 e x / 2t
( xt / 2 ) ( xt / 2 ) 2 ( xt / 2 ) 3
( xt / 2 ) ( xt / 2 ) 2 ( xt / 2 ) 3
1!
2!
3!
1!
2!
3!
( 1 ) n x n
( 1 ) n 1 x n 1
xt
x 2t 2
x nt n
x n 1 t n 1
x
x2
1
2 n n 1
1
2 2 n n
n 1 n 1
2 n! 2 ( n 1 )!
2 t n!
2 t ( n 1 )!
2 1! 2 2!
2t 1! 2 t 2!
xn
n
2 n!
xn2
2
n2
( n 1 )! 1!
1 x
1
x
n! 2 ( n 1 )!1! 2
xn4
2
n4
( n 2 )! 2!
n2
1
x
( n 2 )! 2! 2
n4
x
( 1 )r
r 0
2
n 2r
1
J n( x )
( n r 1 )r!
x
( t 1 / t )
2
e
Result:
tnJn( x )
n
x
( t 1 / t )
2
e
J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1
Proof :
x
e2
( t 1 / t )
n 0
n1
n1
n1
Thus,
x
( t 1 / t )
e2
J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1
(a) J n ( x )
(c) J 02 2 J 12 2 J 22 J 32 1
Solution :
We know that
x
( t 1 / t )
2
e
J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1
J 0 ( x ) tJ 1 ( x ) t 2 J 2 ( x ) t 3 J 3 ( x ) t 1 J 1 ( x ) t 2 J 2 ( x ) t 3 J 3 ( x )
Since J n ( x ) ( 1 )n J n ( x ) , we have
x
( t 1 / t )
2
e
J 0 ( x ) J 1 ( x )t 1 / t J 2 ( x ) t 2 1 / t 2 J 3 ( x ) t 3 1 / t 3
p
----- (1)
Let t = cos + i sin so that t = cosp + i sinp and 1/t = cosp - i sinp.
From this we get, tp + 1/tp = 2cosp and tp 1/tp = 2i sinp
Using these results in (1), we get
x
e2
( 2 i sin )
-----(2)
Since e
= cos(xsin) + i sin(xsin), equating real and imaginary parts in (2) we get,
cos( x sin ) J 0 ( x ) 2J 2 ( x ) cos 2 J 4 ( x ) cos 4 ----- (3)
----- (4)
sin( x sin ) 2J 1 ( x ) sin J 3 ( x ) sin 3
These series are known as Jacobi Series.
ixsin
Now multiplying both sides of (3) by cos n and both sides of (4) by sin n and
integrating each of the resulting expression between 0 and , we obtain
and
J n ( x ), n is even or zero
1
cos( x sin ) cos nd
0 , n is odd
0
n is even
0,
1
sin( x sin ) sin nd
0
J n ( x ), n is odd
0 , if p q
1
1
cos( x sin ) cos n sin( x sin ) sin n d cos( n x sin )d
0
0
cos( x cos )d J 0 ( x ) 2 J 2 ( x )
Thus, J 0 ( x )
sin 2
sin 4
2J 4 ( x )
J 0 ( x )
2
4
0
1
cos( x cos )d
0
(c) Squaring (3) and (4) and integrating w.r.t. from 0 to and noting that m and n being
integers
4J 4 ( x )2
2
2
4J 3 ( x )2
2
2
2
2
2
cos ( x sin )d J 0 ( x ) 4J 2 ( x )
2
2
sin ( x sin )d 4J 1 ( x )
Adding, d J 02 ( x ) 2 J 12 ( x ) 2 J 22 ( x ) J 32 ( x )
Hence, J 02 2 J 12 2 J 22 J 32 1
xJ n ( x )J n ( x )dx 1 J / ( ) 2 1 J ( )2 , if
n 1
0
2 n
2
Proof:
We know that the solution of the equation
x2u// + xu/ + (2x2 n2)u = 0 -------- (1)
x2v// + xv/ + (2x2 n2)v = 0 -------- (2)
are u = Jn(x) and v = Jn(x) respectively.
Multiplying (1) by v/x and (2) by u/x and subtracting, we get
x(u// v - u v//)+ (u/ v uv/)+ (2 2)xuv = 0
or
d
x u / v uv / 2 2 xuv
dx
2 xuvdx x u / v uv /
u
1
0
v uv /
x 1
------- (3)
Since u = Jn(x), u /
d
J n ( x ) d J n ( x ) d ( x ) J n/ ( x )
dx
d ( x )
dx
d
J n ( x ) J n/ ( x ) .
dx
get
1
J n/ ( )J n ( ) J n ( )J n/ ( )
2 2
xJ n ( x )J n ( x )dx
------- (4)
If and are the two distinct roots of Jn(x) = 0, then Jn() = 0 and Jn() = 0, and hence
Lt xJ n ( x )J n ( x )dx Lt
J n/ ( )J n ( )
2 2
2
J n/ ( )J n/ ( ) 1 /
J n ( ) --------(5)
0
2
2
n
We have the recurrence relation J n/ ( x ) J n ( x ) J n 1 ( x ) .
x
n
J n/ ( ) J n ( ) J n 1 ( ). Since J n ( ) 0 , we have J n/ ( ) J n 1 ( )
1
2
1
1
Thus, (5) becomes Lt xJ n ( x )J n ( x )dx J n/ ( ) J n 1 ( )2
0
2
2
1
Lt xJ n ( x )J n ( x )dx Lt