Bessel Functions

Bessel Functions
Project for the Penn State - Gttingen Summer School on Number Theory
Martin Kreh
Content
Content
1 The Bessel differential equation
1.1
Bessel functions of first and second kind . . . . . . . . . . . . . . . . . . .
1.2
Modified Bessel functions of first and second kind . . . . . . . . . . . . . .
2 Properties of the Bessel functions
2.1
Generating function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2
Special values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3
Integral representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4
Defining Bessel functions through the generating function . . . . . . . . . 15
2.5
Asymptotics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6
Graphs of Bessel functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.7
Integral Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
References
Martin Kreh
21
The Bessel Functions

In the first chapter, we introduce the (modified) Bessel differential equation and deduce
from it the (modified) Bessel functions of first and second kind. This will be done via a
power series approach. We decided to start from a differential equation, since this seems
kind of naturally. We will point out later that we could have defined the Bessel function
in an other, equivalent, way.
1.1 Bessel functions of first and second kind

In this section we study the the so called Bessel equation
x2 y 00 + xy 0 + (x2 n2 )y = 0
for n N, which can for example be obtained by the separation of the wave equation in
cylindric or polar coordinates. Since this is a second order differential equation, we will
have two linearly independent solutions. We will now start to construct a first solution.
We take as approach for a solution y a power series. It will be convenient to write
y(x) = xn
bk xk .
k=0
Then we have
0
xy (x) = nx
bk x + x
x2 y 00 (x) = n(n 1)xn
bk xk + 2nxn
k=0
x y(x) = x
kbk xk + xn
k=0
We further have
2
kbk xk
k=0
k=0
and
k(k 1)xk .
k=0
bk2 xk
k=2
when setting b2 := b1 := 0. Plugging in the differential equation yields

0 = n(n 1)xn
bk xk + 2nxn + nxn
k=0
+ xn
X
k=0
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kbk xk + xn
X
k=2
bk xk
k=0
X
2 n
bk2 xk n x
bk xk
k=0
= xn
= xn
X
(n(n 1)bk + 2nkbk + k(k 1)bk + nbk + kbk + bk2 n2 bk )xk
k=0
(2nkbk + k 2 bk + bk2 )xk .
k=0
Comparing coefficients gives

k(k + 2n)bk + bk2 = 0.
b1
= 0 and recursively b2k1 = 0 for all k as long as
Since b1 = 0 we get b1 = 1+2n
2n is not a negative whole number. But in this case the recursion will also be fullfilled if
b2k1 = 0 for all k. So it remains to consider even k. Here we have no condition on b0 .
We can choose it freely and will do so later. Now if n
/ N we get
b2k =
b2k2
4k(n + k)
and this yields inductively

b2k = (1)k
4k k!(n
1
2n n! .
It is convenient to choose b0 =
y(x) =
b0
.
+ k)(n + k 1) (n + 1)
So together we get
x n X
k=0
(1)k x 2k
.
k!(n + k)! 2
This is convergent due to the quotient criterion, therefore we have indeed constructed a
solution for the Bessel equation.
We also want to construct a solution for complex order . Here we need to exchane
the factorial with the Gamma function. Then we get
J (x) =
x X
x 2k
(1)k
(k + 1)( + k + 1) 2
k=0
This is valid unless n N. But in this case we can just write

Jn (x) :=
=
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x n X
k=n
x n X
k=0
x 2k
(1)k
(k + 1)(n + k + 1) 2
x 2n+2k
(1)n+k
(n + k + 1)(k + 1) 2
= (1)n Jn (x)
and of course this solves the Bessel equation.
Now we want to determine a linearly independent solution. First, we describe how J
behaves if x 0. From the power series expansion, we immediately get
0,
<() > 0
lim J (x) = 1,
.
=0
x0
, <() < 0,
/Z
This means that J and J are two linearly independent solutions if
/ Z. If Z,
they are linearly dependent. Since (1)n = cos n, the function J (z) cos J (z) is
a solution of the Bessel equation, which vanishes if n N0 . Therefore, we define
Y (x) =
cos()J (x) J (x)

.
sin()
for
/ Z. Then for n Z the limit
Yn (x) := lim Y (x)
n
exists, as can be shown by LHospitals rule, and J and Y are two linearly independent
solutions of the Bessel equation for all C. This can e.g. be shown be computing the
Wronskian determinant.
1.2 Modified Bessel functions of first and second kind

The modified Bessel equation is given by
x2 y 00 + xy 0 (x2 + 2 )y = 0.
Analog to the previous section we can compute a solution of this differential equation
using the power series approach. This gives
I (x) =
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x X
k=0
x 2k
1
(k + 1)( + 1 + k) 2
As before, we search for a second, linearly independent solution. This will, for
/ Z, be
given by
K (x) =
I (x) I (x)
2
sin()
and its limit for n Z exists.
Martin Kreh

In this chapter we will prove some properties of Bessel functions. There are of course
more interesting facts, in particular, there are connections between Bessel functions and,
e.g. Legendre polynomials, hypergeometric functions, the usual trigonometric functions
and much more. These can be found in [Wat22] and [GR00]
2.1 Generating function

Many facts about Bessel functions can be proved by using its generating function. Here
we want to determine the generating function.
Theorem 2.1 We have
x
e 2 (zz
1 )
Jn (x)z n
(2.1)
n=
x
i.e. e 2 (zz
1 )
is the generating function of Jn (x).
Proof: We have
x
x 1
X
( x2 )m m X (1)k ( x2 )k k
z
z
m!
k!
m=0
k=0
x m+k
k
X
X
(1) ( 2 )
n
=
z
m!k!
mk=n
n=
e 2 z e 2 z =
m,k0
=
=
n=
k=0
(1)k x 2k x n
(n + k)!k! 2
2
!
zn
Jn (x)z n .
n=
q.e.d.
We can use this generating function to prove some standard results.
Lemma 2.2 We have
cos x = J0 (x) + 2
(1)n J2n (x),
n=1
sin(x) = 2
(1)n J2n+1 (x),
n=0
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1 = J0 (x) + 2
J2n (x).
n=1
Proof: Directly from (2.1) with z = ei , i sin = 21 (z z1 ) we get

cos(x sin )+i sin(x sin ) = e
ix sin
Jn (x)e
in
n=
so
cos(x sin ) = J0 (x) + 2
Jn (x)(cos(n)+i sin(n))
n=
J2n (x) cos(2n)
n=1
and
sin(x sin ) = 2
J2n+1 (x) sin((2n + 1)).
n=0
This gives the results with =
and = 0, respectively.
q.e.d.
Lemma 2.3 We have

Jn (x) = Jn (x) = (1)n Jn (x)
for all n Z.
Proof: To show the first equality, we make the change of variables x x, z z 1 in
the generating function. Then the function does not change and we get
Jn (x)z n =
n=
X
n=
Jn (x)z n =
Jn (x)z n
n=
and comparing coefficients gives the result. The second equality follows analog with the
change of variable z z 1 .
q.e.d.
Lemma 2.4 We have for any n Z

2Jn0 (x) = Jn1 (x) Jn+1 (x),
2n
Jn (x) = Jn+1 (x) + Jn1 (x),
x
d n
(x Jn (x)) = xn Jn1 (x).
dx
(2.2)
Proof: The first statement follows, when we differentiate equation (2.1) with respect to
x:
Martin Kreh
Jn (x)z n =
n=
1
2
1
z
1
x
1 X
1 X
e 2 (z z ) = z
Jn (x)z n
Jn (x)z n
2 n=
2z n=
X
1
=
(Jn1 (x) Jn+1 (x))z n .
2
n=
Comparing coeffivients yields the result.

The second statement follows completely analog when considering the derivative with
respect to z.
Adding the two equations and multiplying with xn /2 gives the third result.
q.e.d.
With the last two lemmata we can describe some integrals with Bessel functions via a
different Bessel function.
Lemma 2.5 For any n Z we have
Z
x
n+1
Jn (x) dx = x
n+1
Z
Jn+1 (x)
and
xn+1 Jn (x) dx = xn+1 Jn+1 (x).
Proof: The first equation follows directly from (2.2). For the second one, we use (2.2)
and lemma 2.3 to get
Z
xn+1 Jn (x) dx =
xn+1 (1)n Jn (x) dx = (1)n xn+1 Jn+1 (x) = xn+1 Jn+1 .

q.e.d.
P
2
We have already seen, that J02 (x) + 2
n=1 Jn (x) = 1. With a bit more work, we can
P
also deduce a result for
Jn+m (x)Jn (x) with m 6= 0.
Lemma 2.6 We have for any m 6= 0
J02 (x) + 2
Jn2 (x) = 1
and
Jn+m (x)Jn (x) = 0.
n=
n=1
Proof: We multiply equation (2.1) with the equation where z z 1 to get

1=
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Jk (x)z k
Jn (x)z n
n=
k=
m=
n=
!
Jn+m (x)Jn (x) z m
Jn2 (x)
n=
!
Jn+m (x)Jn (x) z n .
n=
mZ
m6=0
Comparing coefficients gives

1=
Jn2 (x)
J02 (x)
+2
n=
Jn2 (x)
n=1
and
0=
Jn+m (x)Jn (x)
n=
for all m 6= 0.
q.e.d.
Lemma 2.7 We have

X
Jn (x) = 1.
nZ
Proof: This follow by setting z = 1 in (2.1).
q.e.d.
Lemma 2.8 We have

Jn (x + y) =
Jk (x)Jnk (y)
kZ
for all n Z.
Proof: This follow through

1
1
Jn (x + y) = exp
(x + y)(t t )
2
nZ

1
1
= exp
x(t t1 ) exp
y(t t1 )
2
2
X
X
=
Jk (x)tk
Jm (y)tm
X
mZ
kZ
!
=
X X
nZ
Jk (x)Jnk (y) tn
kZ
and comparing coefficients.
q.e.d.
Most of the results hold (in a similar form) also for the other three Bessel functions.
Since the proofs are anlog, we will only state the results.
Theorem 2.9 (Results for Jn (x), Yn (x) and Kn (x))
Martin Kreh
9
x
The generating function for the In (x) is e 2 (z+z

x
e 2 (z+z
1 )
1 )
, i.e.
In (x)z n .
n=
We have for all n Z

Yn (x) = Yn (x) = (1)n Yn (x),
In (x) = (1)n In (x) = In (x),
Kn (x) = (1)n Kn (x) = Kn (x).
For all n Z we have
2n
Yn (x),
Yn1 (x) Yn+1 (x) = 2Yn0 (x),
x
2n
In1 (x) In+1 (x) =
In (x),
In1 (x) + In+1 (x) = 2In0 (x),
x
2n
Kn (x),
Kn1 (x) + Kn+1 (x) = 2Kn0 (x).
Kn+1 (x) Kn1 (x) =
x
Yn1 (x) + Yn+1 (x) =
Indeed this and the next two sets of formulae, as well as those for Jn (x), hold also
for complex orders, as can be shown through the series representation.
We have for all n Z
d n
(x Yn (x)) = xn Yn1 (x),
dx
d n
(x In (x)) = xn In1 (x),
dx
d n
(x Kn (x)) = xn Kn1 (x).
dx
For all n Z there holds
Z
xn+1 Yn (x) dx = xn+1 Yn+1 (x),
Z
xn+1 In (x) dx = xn+1 In+1 (x),
Z
xn+1 Kn (x) dx = xn+1 Kn+1 (x),
Martin Kreh
xn+1 Yn (x) = xn+1 Yn+1 (x),
xn+1 In (x) = xn+1 In+1 (x),
xn+1 Kn (x) = xn+1 Kn+1 (x).
10
We have for all m Z, m 6= 0

I02 (x) + 2
(1)n In2 (x) = 1
and
(1)n In+m (x)In (x) = 0.
n=
n=1
We have
Ik (x) = ex .
n=
It holds
In (x + y) =
Ik (x)Ink (x).
kZ
2.2 Special values

In this section we want to examine how the Bessel functions look like when we plug in
some special values.
Lemma 2.10 If
1
2
+ Z, the Bessel functions are elementary functions.
1. We have
r
2
sin(x),
x
r
2
cos(x),
J 1 (x) = Y 1 (x) =
2
2
x
I 1 (x) = 2x sinh(x),
2
r
2
I 1 (x) =
cosh(x),
2
x
r
x
e .
K 1 (x) = K 1 (x) =
2
2
2x
J 1 (x) = Y 1 (x) =
2
2. There are polynomials Pn (x), Qn (x) with

deg Pn = deg Qn = n, Pn (x) = (1)n Pn (x), Qn (x) = (1)n Qn (x)
such that for any k N0
r

1
1
Jk+ 1 (x) =
Pk
sin(x) Qk1
cos(x) ,
2
x
x
r

2
1
1
k
Jk 1 (x) = (1)
Pk
cos(x) + Qk1
sin(x) ,
2
x
x
x
Martin Kreh
2
x
11
Yk+ 1 (x) = (1)k1 Jk 1 (x)

2
Yk 1 = (1) Jk+ 1 (x),

2
2
r

2
i
i
k
k1
Ik+ 1 (x) =
i Pk
sinh(x) + i Qk1
cosh(x) ,
2
x
x
x
r

1
1
2
Ik 1 (x) =
Pk
cosh(x) Qk1
sinh(x) ,
2
x
x
x
r

1
1
k
k1
x
.
Kk+ 1 (x) = Kk 1 (x) =
i Pk
sin(x) + i Qk1
e
2
2
2x
ix
ix
Proof: The first formulae follow directly from the series representations of J and I ,
the definitions of Y and K and the properties of the -function. For example, we have
x 2k
xX
(1)k
J 1 (x) =
2
2
(k + 1)(k + 32 ) 2
k=0
r
x X (1)k x 2k
=
(2k+1)!
2
2
k=0 k! k!22k+1
r
2 X (1)k 2k+1
=
x
x
(2k + 1)!
k=0
r
2
=
sin x
x
r
and
Y 1 (x) =
cos( 2 )J 1 (x) J 1 (x)
sin( 2 )
= J 1 (x).
2
The rest follows from the recurrence formulas of the last section.
q.e.d.
Directly from the definitions, we also get

In (x) = in Jn (ix) and Kn (x) =
n1
i
(Jn (ix) + iYn (ix)).
2
2.3 Integral representations

In this section we will give an integral representation for each of the four Bessel functions
that we have introduced. There are much more representations as can be shown here, see
e.g. [Wat22] and [GR00].
Martin Kreh
12
Theorem 2.11 For all n, x C we have

1
J (x) =
sin()
cos(x sin t t) dt
Y (x) =
sin(x sin t t) dt
1
I (x) =
ex sinh(t) (et + cos()et ) dt,
0
x cos t
sin()
cos(t) dt
Z
K (x) =
ex sinh(t)t dt,
ex cosh(t)t dt,
ex cosh(t) cosh(t) dt.
Proof: We use the representation
1
(z)
1
2i
tz et dt where 0 is some contour from
, turning around 0 in positive direction and going back to . Then we get

(x/2)
J (x) =
2i
Z X
Z
(x/2)
(1)k (x/2)2k tk1 t
2
e dt =
t1 etx /(4t) dt.
k!
2i
0 k=0
Let t = x2 u. Then we get

1
J (x) =
2i
u1 e(x/2)(u u ) du
for some contour of the same kind. Now let u = ew . Then the contour , given as
rectangular with vertices i, i, i, + i without the right edge is the image of
a suitable (see figure 2.1). So we get
Figure 2.1: The contours for the integral.
Martin Kreh
J (x) =
1
2i
13
ew ex sinh(w) dw =
1
(I1 + I2 I3 )
2i
with
Z
eit ex sinh(it) i dt,
I1 =
I2 =
e(i+t) ex sinh(i+t) dt,
Z
I3 =
e(i+t) ex sinh(i+t) dt.
We have
Z
1
1
I1 =
eit ex sinh(it) i dt
2i
2i
Z
Z0
1
=
ei(x sin tt) dt + ei(x sin tt) dt
2
1
2
ei(x sin tt) + ei(x sin tt) dt
Z
cos(x sin t t) dt
0
which gives the first part. Further,

1
1
(I2 I3 ) =
2i
2i
e(i+t) ex sinh(i+t) dt
1
2i
e(i+t) ex sinh(i+t) dt
ex sinh tt (ei ei ) dt
sin()
=
ex sinh tt dt
which gives the second part. This proves the first result.
Martin Kreh
14
For Y , we note that

sin()Y (x) = cos()J (x) J (x) =
I1 sin()
I2
with
Z
Z
cos(x sin(t) (t)) dt
I1 = cos()
0
Z
I2 =
cos(x sin(t) + t) dt,

0
ex sinh(t) (cos()et + et ) dt.
Since
cos() cos(x sin(t) t) = cos(x sin(t) + ( t)) + sin() sin(x sin(t) t)
and
Z
cos(x sin(t) + ( t)) dt =
cos(x sin(t) + t) dt,

0
we have I1 = sin()
R
0
sin(x sin(t) t) dt and this proves the formula for

/ Z.
Because of the continuity, we therefore get it for all .

The formula for I is proven completely analog to that for J and that for K follows
then from the definition, similarly to those for Y .
q.e.d.
With this theorem we can again follow that Yn and Kn exist for n Z.
With the generating function, these formulae can be proven even simplier, at least for
n Z. We will show this as an example for the functions Jn .
We use
eint dt = 2n0
to get
eiz sin ein d =
1
Jn (x) =
2
Z
e
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Z
Jk (x)
kZ
So
i(x sin n)
eik ein d = 2Jn (x).
1
=
Z
cos(x sin n) d.
0
15
2.4 Defining Bessel functions through the generating function

As we mentioned before, we wanted to start with the defining differential equation. We
could have also defined the Bessel function Jn (x) (at least for integer n) through its
generating function. On this way, we also could have developed the series and integral
representation:
Theorem 2.12 Let the functions yn (x) be defined by
x
e 2 (zz
1 )
yn (x)z n
n=
Then we have
yn (x) =
x n X
k=0
1
(1)k x 2k
and yn (x) =
(n + k)!k! 2
Z
cos(x sin n) d.
0
Proof: First, the Cauchy integral formula gives us

1
yn (x) =
2i
1 )
e 2 (tt
tn+1
dt
for any simply closed contour around 0.

First we use the substitution t =
2u
x
and the series representation of ex to get
4u2 x2
e 4u
2
2 n+1 n+1 x du
(x)
u
Z
x2
1 x n
=
eu e 4u un1 du
2i 2
1
yn (x) =
2i
x n
2
XX
m=0 k=0
x n X
l=0
Z
(1)k x 2k 1
umkn1 du
m!k! 2
2i
(1)k
x 2k
(n + k)!k!
Choosing the contour t = ei we get

1
yn =
2
Z2
i )
e 2 (e e
eni
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16
Z2
1
=
2
exp(xi sin ni) d

0
Z
cos(x sin n) d.
0
q.e.d.
From this integral representation we can then easily, using partial integration, see that
this function solves the Bessel differential equation.
2.5 Asymptotics
Now we want to use the proven integral representations to get asymptotic formulae.
Theorem 2.13 For x R, x we have
r
2

cos(x
),
x
4
2
r

2
sin(x
),
Y (x)
x
4
2
r
1 x
I (x)
e ,
2x
r
x
e .
K (x)
2x
J (x)
Proof:
J and Y :
The second integrals in both of the representations go to 0 exponentially, therefore

we have
1
J (x) + iY (x) =
ei(x sin tt) dt + O(xA )
for all A. Substitution gives

J (x) + iY (x) =
2ei/2
(I1 (x) + I2 (x)) + O(xA )
with
Z/3
I1 (x) =
eix cos t cosh(t) dt,
0
Martin Kreh
Z/2
I2 (x) =
eix cos t cosh(t) dt.
/3
17
In I2 we substitute cos(t) = u to get

Z1/2
I2 (x) =
eixu (u) du
0
with (u) =
cosh( cos1 (u))
.
1u2
Integrating by parts give
1/2
Z1/2

eixu
1

(u)
eixu 0 (u) du = O(x1 ),
I2 (x) =
ix
ix
0
0
since u stays away from any singularites of and 0 at 1.
In I1 , we set u = 2x sin(t/2) to get
ix Zx/2

2e
u
du
iu2
1
q
I1 (x) =
e cosh 2 sin
x
2x
1
0
and so
I1 (x)
2xe
ix
u2
2x
eit dt.
Using
R
0
it2
dt =
i/4
2 e
we have
r
J (x) + iY (x)
2 i(xpi/4/2)
e
,
x
which gives the result.

I :
Again we have
R
0
exp(x cosh t t) dt 0 so we only have to consider the other
integral. We split this in two integrals, on from 0 to /2 and the other from /2 to
. Since cos(t) 0 in the second interval, the second integral is bounded. For the
first one we set u = 2 x sin(t/2) to get

Z 2x
2
u
du
u2
1
q
I (x) =
e
cos 2 sin
x
2 x
1
ex
If now x , the integral goes to
Martin Kreh
R
0
u2
2
+ O(1).
u2
4x
2.
18
K :
Let u = 2 x sinh(t/2). Then

ex
K (x) =
x
u2
cosh 2 sinh
2 x
Again, for x the integral goes to
R
0
u2
2

du
q
1+
.
u2
4x
2.
q.e.d.
2.6 Graphs of Bessel functions
Figure 2.2: The Bessel functions Jn (x) and Yk (x).
Figure 2.3: The Bessel functions In (x) and Kn (x).
Martin Kreh
19
2.7 Integral Transforms

In the last section, we want to compute three of the most used integral transforms. Here
we will restrict to the Bessel function J0 (x).
Theorem 2.14 (Laplace Transform) We have
L[J0 ](s) =
1
.
1 + s2
Proof: The Laplace transform of the equation x(y 00 + y) + y 0 = 0, which is equivalent to

the Bessel equation of order 0, gives
d
L[y 00 + y] + L[y 0 ]
ds
d
= (s2 L[y](s) + L[y](s) sy(0) y 0 (0)) + sL[y](s) y(0)
ds
= (1 + s2 )L[y]0 (s) sL[y](s),
0=
so L[J0 ](s) =
c
1+s2
with a constant c. We can compute c through
0 = lim L[J00 ](x) = lim (xL[J0 ](x) J0 (0)) = c 1.

x
This means we have

L[J0 ](s) =
1
.
1 + s2
q.e.d.
Theorem 2.15 (Fourier Transform) For s R we have
F[J0 ](s) =
2
,
1s2
0,
Proof: Since J0
2
x
|s| < 1
|s| 1
cos(x /4), the Fourier integral will diverge unless s is real.
For real s we can write

Z
F[J0 ](s) = lim
= lim
0
Martin Kreh
J0 (t)eist|t| dt
J0 (t)et(is) dt +
J0 (t)et(+is) dt
= lim
p
+p
1 + ( is)2
1 + ( + is)2
20
2
,
1s2
|s| < 1
|s| 1
0,
where we have used the Laplace transform.
q.e.d.
Theorem 2.16 (Mellin transform) For 0 < <(s) < 1 we have

M[J0 ](s) =
s s 2
2s1
sin
2
2
Proof: We use the integral representation for J0 . Since 0 < <(s) < 1, we can interchange
the two occuring integrals. The substitution y = x sin(t) then yields
1
M[J0 ](s) =
Z Z
0
1
=
xs1 cos(x sin(t)) dx dt
sin(t)
Z
dt
y s1 cos(y) dy.
Using
Z
s1
cos(t) dt = cos
s
2
Z
(s)
and
sin(t)s dt =
tan
s ( s )
2
2 ( s+1
2 )
and the duplication formula of the Gamma function gives

s
s s (s)
1
tan
cos
2
2
2 ( s+1
2 )

s1
2
s
s 2
sin
.
=
2
2
M[J0 ](s) =
q.e.d.
Martin Kreh
References
21
References
[Coh07] Cohen, Henri: Number Theory Volume II: Analytic and Modern Tools. Springer,
2007
[Dav01] Davies, Brian: Integral Transforms and Their Applications. Third Edition.
Springer, 2001
[GR00] Gradshteyn, I.S. ; Ryzhik, I.M.: Table of Integrals, Series and Products.
Sixth Edition. Academic Press, 2000
[Wat22] Watson, G.N.: A Treatise on the Theory of Bessel Functions. Cambridge
University Press, 1922
Martin Kreh

Bessel Functions

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Bessel Functions

1 The Bessel differential equation