Bessel functions

The Bessel function J (z) of the first kind of order is defined by

(z/2)
J (z) =
0 F1
( + 1)

z2
;
+1
4


=

 z  X

k=0

 z 2k
(1)k
.
( + k + 1) k! 2

For 0 this is a solution of the Bessel differential equation

z 2 y 00 (z) + zy 0 (z) + z 2 2 y(z) = 0, 0.

(1)

(2)

For
/ {0, 1, 2, . . .} we have that J (z) is a second solution of the differential equation (2)
and the two solutions J (z) and J (z) are clearly linearly independent.
For = n {0, 1, 2, . . .} we have
Jn (z) =

 z n X

k=0

since

 z 2k  z n X
 z 2k
(1)k
(1)k
=
,
(n + k + 1) k! 2
2
(n + k + 1) k! 2
k=n

1
=0
(n + k + 1)

for k = 0, 1, 2, . . . , n 1.

This implies that

 z n X

Jn (z) =

= (1)n

k=n

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

 z n X

k=0

(1)k

 z 2k

(n + k + 1) k! 2

= (1)n Jn (z).

This implies that Jn (z) and Jn (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 differential equation (2) which vanishes when
= n {0, 1, 2, . . .}. Now we define
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




(1)n J (z)
1 J (z)
Yn (z) = lim Y (z) =

.
n

=n
=n
This implies that Yn (z) = (1)n Yn (z) for n {0, 1, 2, . . .}.
The function Y (z) is called the Bessel function of the second kind of order .
Using the definition (1) we find that


J (z)


= Jn (z) ln
=n

z 
2

 z n X
(1)k (n + k + 1)  z 2k

2
1

k=0

(n + k)! k!

where
(z) =

d
0 (z)
ln (z) =
.
dz
(z)

For
/ {0, 1, 2, . . .} we have

 z   z  X (1)k ( + k + 1)  z 2k
J (z)
.
= J (z) ln
+

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

Now we use
lim (z + n)(z) =

zn

and

(1)n
n!

(z)

(1)n
(z + n) n!

for z n

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

for z n.

(z+n) n!

This implies that

lim

zn

(z)
= (1)n+1 n!
(z)

for

n = 0, 1, 2, . . . .

Hence
lim

X
(1)k ( + k + 1)  z 2k
k=0

( + k + 1) k!
n

= (1)

= (1)n

n1
X
k=0
n1
X

(n k 1)!  z 2k X (1)k (n + k + 1)  z 2k

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

(n k 1)!  z 2k
k!

k=0

+ (1)n

 z 2n X
(1)k (k + 1)  z 2k
.
2
(k + 1) (n + k)! 2
k=0

This implies that



J (z)


= Jn (z) ln
=n

z 
2

+ (1)n

+ (1)n

 z n n1
X (n k 1)!  z 2k
2

k=0

k!

 z n X
(1)k (k + 1)  z 2k

k=0

(n + k)! k!

2
.

Finally we use the fact that Jn (z) = (1)n Jn (z) to conclude that
Yn (z) =

 z  1  z n n1
X (n k 1)!  z 2k
2
Jn (z) ln

2
2
k!
2
k=0

 z 2k
1  z n X (1)k

[(n + k + 1) + (k + 1)]
2
(n + k)! k!
2
k=0

for n {0, 1, 2, . . .}. Compare with the theory of Frobenius for linear second differential
equations.
2

In the theory of second order linear differential equations of the form

y 00 + p(z)y 0 + q(z)y = 0,
two solutions y1 and y2 are linearly independent if and only if


 y1 (z) y2 (z) 


W (y1 , y2 )(z) := 
 = y1 (z)y20 (z) y10 (z)y2 (z) 6= 0.
 y10 (z) y20 (z) 
This determinant is called the Wronskian of the solutions y1 and y2 .
It can (easily) be shown that this determinant of Wronski satisfies the differential equation
W 0 (z) + p(z)W (z) = 0.
This result is called Abels theorem or the theorem of Abel-Liouville. In the case of the Bessel
differential equation we have p(z) = 1/z, which implies that
1
W 0 (z) + W (z) = 0
z

W (y1 , y2 )(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)Y0 (z) J0 (z)Y (z)
0 (z)
J 0 (z) cos J
J (z) cos J (z)
= J (z)
J0 (z)
sin
sin
0 (z) J 0 (z)J (z)
J (z)J
W (J , J )(z)

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

X
k=0

(1)k
z +2k
+2k
( + k + 1) k! 2

J0 (z) =

X
(1)k ( + 2k) z +2k1

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

and
J (z) =

X
m=0

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

0
J
(z)

X
(1)m ( + 2m) z +2m1
=

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

Hence we have


0
z W (J , J )(z) = z J (z)J
(z) J0 (z)J (z)
X

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

k=0 m=0

XX
k=0 m=0

(1)k+m ( + 2k)
z 2k+2m
2k+2m
( + k + 1)( + m + 1) k! m! 2

(1)k+m (2 + 2k 2m)
z 2k+2m
2k+2m .
( + k + 1)( + m + 1) k! m! 2

This implies that

lim z W (J , J )(z) =

z0

2
2
2 sin
=
=
.
( + 1)( + 1)
()(1 )

Using the definition (1) we obtain

d
[z J (z)] =
dz
=

X
d X
(1)k
z 2+2k
(1)k (2 + 2k) z 2+2k1
+2k =

dz
( + k + 1) k! 2
( + k + 1) k!
2+2k

k=0

k=0

(1)k

k=0

( + k) k!

z 2+2k1
2+2k1

= z J1 (z).

Hence we have
d
[z J (z)] = z J1 (z)
dz

zJ0 (z) + J (z) = zJ1 (z).

(5)

Similarly we have

d 
z J (z) =
dz
=

X
d X
(1)k
z 2k
(1)k 2k
z 2k1
+2k =
+2k
dz
( + k + 1) k! 2
( + k + 1) k! 2

k=0

X
k=0

k=0

(1)k+1

z 2k+1

= z J+1 (z).
( + k + 2) k! 2+2k+1

Hence we have

d 
z J (z) = z J+1 (z)
dz

zJ0 (z) J (z) = zJ+1 (z).

Elimination of J0 (z) from (5) and (6) gives

J1 (z) + J+1 (z) =

2
J (z)
z

and elimination of J (z) from (5) and (6) gives

J1 (z) J+1 (z) = 2J0 (z).

(6)

Special cases
For = 1/2 we have from the definition (1) by using Legendres duplication formula for the
gamma function
r
r

 x 2k r 2x X
x X
2
(1)k
(1)k
2k
J1/2 (x) =
=
x =
sin x, x > 0
2
(k + 3/2) k! 2

(2k + 1)!
x
k=0

k=0

and for = 1/2 we have

r
r

 x 2k r 2 X
2 X
2
(1)k
(1)k 2k
=
x =
cos x,
J1/2 (x) =
x
(k + 1/2) k! 2
x
(2k)!
x
k=0

x > 0.

k=0

Note that the definition (3) implies that

r
r
2
2
Y1/2 (x) = J1/2 (x) =
cos x and Y1/2 (x) = J1/2 (x) =
sin x,
x
x

x > 0.

Integral representations
First we will prove
Theorem 2.
 z  Z 1
1

eizt (1 t2 )1/2 dt,

J (z) =
( + 1/2) 2
1
Proof. We start with
Z 1

izt

2 1/2

e (1 t )

dt =

X
(iz)n
n=0

n!

Re > 1/2.

tn (1 t2 )1/2 dt.

Note that the latter integral vanishes when n is odd. For n = 2k we obtain using t2 = u
Z 1
Z 1
Z 1
du
t2k (1 t2 )1/2 dt = 2
uk (1 u)1/2 =
uk1/2 (1 u)1/2 du
2
u
0
1
0
(k + 1/2)( + 1/2)
.
= B(k + 1/2, + 1/2) =
( + k + 1)
Now we use Legendres duplication formula to find that

(2k)
(2k + 1)
(2k)!
(k + 1/2) = 2k1
= 2k
= 2k
.
(k)
(k + 1)
k!
2
2
2
Hence we have
Z 1

eizt (1 t2 )1/2 dt =

X
(iz)2k
k=0

(2k)!

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

X
= ( + 1/2)
k=0

This proves the theorem.

5

 z 2k
(1)k
.
( + k + 1) k! 2

(7)

We also have Poissons integral representations

Theorem 3.
J (z) =
=

 z  Z
1

eiz cos (sin )2 d

( + 1/2) 2
0
 z  Z
1

cos(z cos ) (sin )2 d,

( + 1/2) 2
0

Re > 1/2.

Proof. Use the substitution t = cos to obtain

Z
Z 0
Z 1
iz cos
2
1/2
izt
2 1/2
e
(1 cos )
( sin ) d =
e (1 t )
dt =
1

eiz cos (sin )2 d.

Further we have
eiz cos = cos(z cos ) + i sin(z cos )
and

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 defined by
1
F (z) :=
2

eizt f (t) dt

with inversion formula

Z
1

f (t) =
eizt F (z) dz.
2
This implies that the Fourier transform of the function
(
(1 t2 )1/2 , |t| 1
f (t) =
0,
|t| > 1
is
F (z) =

( + 1/2)  z 

J (z).
2
2

2. Instead of the substitution t = cos in (7) one can also use the substitution t = sin ,
which leads to slightly different forms of Poissons integral representations. In fact we
have
 z  Z /2
1

J (z) =
eiz sin (cos )2 d
( + 1/2) 2
/2
 z  Z /2
1

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



2
z

=
cos(z sin ) (cos )2 d, Re > 1/2.
( + 1/2) 2
0

Integrals of Bessel functions

The Hankel transform of a function f is defined by
Z
tf (t)J (st) dt
F (s) =
0

for functions f for which the integral converges. The inversion formula is given by
Z
sF (s)J (st) ds.
f (t) =
0

This pair of integrals is called a Hankel pair of order .

An example of such an integral is




Z
+
( + )/2
s2
s
1 2 t2
2
t
e
J (st) dt = +1
; 2 ,
+ 1 F1
+1
2 ( + 1)
4
0

Re( + ) > 0.

It can be shown that the integral converges for Re( + ) > 0. Now we use the definition (1)
to obtain
Z
Z

X
(1)k
s+2k
2 2
1 2 t2
t
e
J (st) dt =
+2k
t++2k1 e t dt.
( + k + 1) k! 2
0
0
k=0

Using the substitution 2 t2 = u we find that

Z
Z
du
2 2
u(++2k1)/2 eu
t++2k1 e t dt = 2k+1
2
u
0
Z 0
1 2k
=

u(++2k2)/2 eu du
2
0


1 2k
+ + 2k
=

.
2
2
Hence we have
Z
2 2
t1 e t J (st) dt =
0

=
=

+
1 X (1)k 2 + k
s+2k

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

k=0

+
s X (1)k (( + )/2)k
s2k
2

2k 2k
+

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




+
s
( + )/2
s2
2

F
;

.
1 1
2+1 ( + 1) +
+1
42

The special case = + 2 is of special interest: in that case we have ( + )/2 = + 1. This
implies that the 1 F1 reduces to a 0 F0 which is an exponential function. The result is
Z
s
2 2
2
2
t+1 e t J (st) dt =
es /4 , Re > 1.
2 )+1
(2
0

Hankel functions
(1)

(2)

The functions H (z) and H (z) are defined 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 definitions imply that
(1)

J (z) =

(2)

(1)

H (z) + H (z)
2

and Y (z) =

(2)

H (z) H (z)
.
2i

Further we have
(1)
H1/2 (x)

r
= J1/2 (x) + iY1/2 (x) =

2
(cos x + i sin x) =
x

2 ix
e ,
x

x>0

and
(2)
H1/2 (x)

r
= J1/2 (x) iY1/2 (x) =

2
(cos x i sin x) =
x

2 ix
e ,
x

x > 0.

Similarly we have
(1)
H1/2 (x)

r
= J1/2 (x) + iY1/2 (x) =

and
(2)
H1/2 (x)

r
= J1/2 (x) iY1/2 (x) =

r
2
2 ix
(sin x i cos x) = i
e ,
x
x

x>0

r
2
2 ix
(sin x + i cos x) = i
e ,
x
x

x > 0.

Modified Bessel functions

The modified Bessel function I (z) of the first kind of order is defined by

   X

 z 2k
(z/2)

z2
z
1
I (z) :=
;
=
.
0 F1
( + 1)
+1 4
2
( + k + 1) k! 2
k=0

For 0 this is a solution of the modified Bessel differential equation

z 2 y 00 (z) + zy 0 (z) z 2 + 2 y(z) = 0, 0.
For
/ {0, 1, 2, . . .} we have that I (z) is a second solution of this differential equation and
the two solutions I (z) and I (z) are linearly independent.
For = n {0, 1, 2, . . .} we have In (z) = In (z).
The modified Bessel function K (z) of the second kind of order is defined by

K (z) :=
[I (z) I (z)] for
/ {0, 1, 2, . . .}
2 sin
and
Kn (z) = lim K (z) for n {0, 1, 2, . . .}.
n

Now we have for x > 0

r
2
sinh x,
I1/2 (x) =
x

r
I1/2 (x) =

2
cosh x and K1/2 (x) = K1/2 (x) =
x

x
e .
2x

A generating function
The Bessel function Jn (z) of the first kind of integer order n Z can also be defined by means
of the generating function



X


1
1
=
Jn (z)tn .
(8)
exp
z tt
2
n=
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

 
 


 z X
X


zt
1
1 zt j X (1)k  z k
1
= exp
exp
=
exp
z tt
=

an tn .
2
2
2t
j! 2
k!
2t
n=
j=0

k=0

For n {0, 1, 2, . . .} we have

 z n+k (1)k  z k  z n X
X
(1)k  z 2k
1

=
= Jn (z)
an =
(n + k)! 2
k!
2
2
(n + k)! k! 2
k=0

k=0

and
an =

X
1  z j (1)j+n  z n+j

= (1)n Jn (z) = Jn (z).

j! 2
(n + j)! 2
j=0

This proves (8).

If t = ei , then we have

ei ei
1
t t1 =
= i sin
2
2




1
1
= exp
x tt
= eix sin = cos(x sin ) + i sin(x sin ).
2
Hence we have
cos(x sin ) + i sin(x sin ) = eix sin =

Jn (x)ein =

n=

Jn (x) [cos(n) + i sin(n)] .

n=

Since Jn (x) = (1)n Jn (x) this implies that

cos(x sin ) =

Jn (x) cos(n) = J0 (x) + 2

n=

and

J2k (x) cos(2k)

k=1

sin(x sin ) =

Jn (x) sin(n) = 2

n=

J2k+1 (x) sin(2k + 1).

k=0

For = /2 this implies that

cos x = J0 (x) + 2

(1) J2k (x)

and

sin x = 2

k=1

X
k=0

For = 0 we also have

1 = J0 (x) + 2

X
k=1

J2k (x).

(1)k J2k+1 (x).

The generating function (8) can be used to prove that

Jn (x + y) =

Jk (x)Jnk (y).

k=

The proof is as follows:




1
(x + y) t t1
2








1
1
1
1
= exp
x tt
exp
y tt
2
2
!

X
X
X
X
k
m
=
Jk (x)t
Jm (y)t =
Jk (x)Jnk (y) tn .

Jn (x + y)tn = exp

n=

m=

k=

n=

k=

We can also find an integral representation for the Bessel function Jn (x) of the first kind of
integral order n starting from the generating function

eix sin =

Jn (x)ein .

n=

We use the orthogonality property of the exponential function, id est

(
Z
0,
k Z, k 6= 0
eik d =
2, k = 0.

Hence we have
Z

ix sin

in

d =

eik ein d = 2 Jn (x).

Jk (x)

k=

This implies that

1
Jn (x) =
2

i(x sin n)

1
d =

cos (x sin n) d.
0

The special case n = 0 reads

1
J0 (x) =

Z
0

2
cos (x sin ) d =

10

Z
0

cos(xt)

dt.
1 t2