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Outline

Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

Deﬁnitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Modiﬁed Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

Kelvin’s Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

Hankel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

Orthogonality of Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

Assigned Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

1

Background

Bessel functions are named for Friedrich Wilhelm Bessel (1784 - 1846), however, Daniel

Bernoulli is generally credited with being the ﬁrst to introduce the concept of Bessels func-

tions in 1732. He used the function of zero order as a solution to the problem of an oscillating

chain suspended at one end. In 1764 Leonhard Euler employed Bessel functions of both zero

and integral orders in an analysis of vibrations of a stretched membrane, an investigation

which was further developed by Lord Rayleigh in 1878, where he demonstrated that Bessels

functions are particular cases of Laplaces functions.

Bessel, while receiving named credit for these functions, did not incorporate them into his

work as an astronomer until 1817. The Bessel function was the result of Bessels study of a

problem of Kepler for determining the motion of three bodies moving under mutual gravita-

tion. In 1824, he incorporated Bessel functions in a study of planetary perturbations where

the Bessel functions appear as coeﬃcients in a series expansion of the indirect perturbation

of a planet, that is the motion of the Sun caused by the perturbing body. It was likely

Lagrange’s work on elliptical orbits that ﬁrst suggested to Bessel to work on the Bessel

functions.

The notation J

z,n

was ﬁrst used by Hansen

9

(1843) and subsequently by Schlomilch

10

(1857)

and later modiﬁed to J

n

(2z) by Watson (1922).

Subsequent studies of Bessel functions included the works of Mathews

11

in 1895, “A treatise

on Bessel functions and their applications to physics” written in collaboration with Andrew

Gray. It was the ﬁrst major treatise on Bessel functions in English and covered topics such

as applications of Bessel functions to electricity, hydrodynamics and diﬀraction. In 1922,

Watson ﬁrst published his comprehensive examination of Bessel functions “A Treatise on

the Theory of Bessel Functions”

12

.

9

Hansen, P.A. “Ermittelung der absoluten Strungen in Ellipsen von beliebiger Excentricitt und Neigung,

I.” Schriften der Sternwarte Seeberg. Gotha, 1843.

10

Schlmilch, O.X. “Ueber die Bessel’schen Function.” Z. fr Math. u. Phys. 2, 137-165, 1857.

11

George Ballard Mathews, “A Treatise on Bessel Functions and Their Applications to Physics,” 1895

12

G. N. Watson , “A Treatise on the Theory of Bessel Functions,” Cambridge University Press, 1922.

2

Deﬁnitions

1. Bessel Equation

The second order diﬀerential equation given as

x

2

d

2

y

dx

2

+ x

dy

dx

+ (x

2

−ν

2

)y = 0

is known as Bessel’s equation. Where the solution to Bessel’s equation yields Bessel functions

of the ﬁrst and second kind as follows:

y = A J

ν

(x) + B Y

ν

(x)

where A and B are arbitrary constants. While Bessel functions are often presented in text

books and tables in the form of integer order, i.e. ν = 0, 1, 2, . . . , in fact they are deﬁned

for all real values of −∞< ν < ∞.

2. Bessel Functions

a) First Kind: J

ν

(x) in the solution to Bessel’s equation is referred to as a Bessel

function of the ﬁrst kind.

b) Second Kind: Y

ν

(x) in the solution to Bessel’s equation is referred to as a

Bessel function of the second kind or sometimes the Weber function or the

Neumann function.

b) Third Kind: The Hankel function or Bessel function of the third kind can be

written as

H

(1)

ν

(x) = J

ν

(x) + iY

ν

(x) x > 0

H

(2)

ν

(x) = J

ν

(x) −iY

ν

(x) x > 0

Because of the linear independence of the Bessel function of the ﬁrst and second

kind, the Hankel functions provide an alternative pair of solutions to the Bessel

diﬀerential equation.

3

3. Modiﬁed Bessel Equation

By letting x = i x (where i =

√

−1) in the Bessel equation we can obtain the modiﬁed

Bessel equation of order ν, given as

x

2

d

2

y

dx

2

+ x

dy

dx

−(x

2

+ ν

2

)y = 0

The solution to the modiﬁed Bessel equation yields modiﬁed Bessel functions of the ﬁrst and

second kind as follows:

y = C I

ν

(x) + D K

ν

(x) x > 0

4. Modiﬁed Bessel Functions

a) First Kind: I

ν

(x) in the solution to the modiﬁed Bessel’s equation is referred

to as a modiﬁed Bessel function of the ﬁrst kind.

b) Second Kind: K

ν

(x) in the solution to the modiﬁed Bessel’s equation is re-

ferred to as a modiﬁed Bessel function of the second kind or sometimes the

Weber function or the Neumann function.

5. Kelvin’s Functions

A more general form of Bessel’s modiﬁed equation can be written as

x

2

d

2

y

dx

2

+ x

dy

dx

−(β

2

x

2

+ ν

2

)y = 0

where β is an arbitrary constant and the solutions is now

y = C I

ν

(βx) + D K

ν

(βx)

If we let

β

2

= i where i =

√

−1

4

and we note

I

ν

(x) = i

−ν

J

ν

(ix) = J

ν

(i

3/2

x)

then the solution is written as

y = C J

ν

(i

3/2

x) + DK

ν

(i

1/2

x)

The Kelvin functions are obtained from the real and imaginary portions of this solution as

follows:

ber

ν

= Re J

ν

(i

3/2

x)

bei

ν

= Im J

ν

(i

3/2

x)

J

ν

(i

3/2

x) = ber

ν

x + i bei x

ker

ν

= Re i

−ν

K

ν

(i

1/2

x)

kei

ν

= Im i

−ν

K

ν

(i

1/2

x)

i

−ν

K

ν

(i

1/2

x) = ker

ν

x + i kei x

5

Theory

Bessel Functions

Bessel’s diﬀerential equation, given as

x

2

d

2

y

dx

2

+ x

dy

dx

+ (x

2

−ν

2

)y = 0

is often encountered when solving boundary value problems, such as separable solutions

to Laplace’s equation or the Helmholtz equation, especially when working in cylindrical or

spherical coordinates. The constant ν, determines the order of the Bessel functions found in

the solution to Bessel’s diﬀerential equation and can take on any real numbered value. For

cylindrical problems the order of the Bessel function is an integer value (ν = n) while for

spherical problems the order is of half integer value (ν = n + 1/2).

Since Bessel’s diﬀerential equation is a second-order equation, there must be two linearly

independent solutions. Typically the general solution is given as:

y = AJ

ν

(x) + BY

ν

(x)

where the special functions J

ν

(x) and Y

ν

(x) are:

1. Bessel functions of the ﬁrst kind, J

ν

(x), which are ﬁnite at x = 0 for all real values

of ν

2. Bessel functions of the second kind, Y

ν

(x), (also known as Weber or Neumann func-

tions) which are singular at x = 0

The Bessel function of the ﬁrst kind of order ν can be be determined using an inﬁnite power

series expansion as follows:

J

ν

(x) =

∞

k=0

(−1)

k

(x/2)

ν+2k

k!Γ(ν + k + 1)

=

1

Γ(1 + ν)

_

x

2

_

ν

_

1 −

(x/2)

2

1(1 + ν)

_

1 −

(x/2)

2

2(2 + ν)

_

1 −

(x/2)

2

3(3 + ν)

(1 −· · ·

___

6

0 2 4 6 8 10 12 14

x

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

J

n

x

J0

J1

J2

Figure 4.1: Plot of the Bessel Functions of the First Kind, Integer Order

or by noting that Γ(ν + k + 1) = (ν + k)!, we can write

J

ν

(x) =

∞

k=0

(−1)

k

(x/2)

ν+2k

k!(ν + k)!

Bessel Functions of the ﬁrst kind of order 0, 1, 2 are shown in Fig. 4.1.

The Bessel function of the second kind, Y

ν

(x) is sometimes referred to as a Weber function

or a Neumann function (which can be denoted as N

ν

(x)). It is related to the Bessel function

of the ﬁrst kind as follows:

Y

ν

(x) =

J

ν

(x) cos(νπ) −J

−ν

(x)

sin(νπ)

where we take the limit ν →n for integer values of ν.

For integer order ν, J

ν

, J

−ν

are not linearly independent:

J

−ν

(x) = (−1)

ν

J

ν

(x)

Y

−ν

(x) = (−1)

ν

Y

ν

(x)

7

in which case Y

ν

is needed to provide the second linearly independent solution of Bessel’s

equation. In contrast, for non-integer orders, J

ν

and J

−ν

are linearly independent and Y

ν

is redundant.

The Bessel function of the second kind of order ν can be expressed in terms of the Bessel

function of the ﬁrst kind as follows:

Y

ν

(x) =

2

π

J

ν

(x)

_

ln

x

2

+ γ

_

−

1

π

ν−1

k=0

(ν −k −1)!

k!

_

x

2

_

2k−ν

+

+

1

π

∞

k=0

(−1)

k−1

__

1 +

1

2

+· · · +

1

k

_

+

_

1 +

1

2

+· · · +

1

k + ν

__

k!(k + ν)!

_

x

2

_

2k+ν

Bessel Functions of the second kind of order 0, 1, 2 are shown in Fig. 4.2.

0 2 4 6 8 10 12 14

x

-1.5

-1

-0.5

0

0.5

1

Y

n

x

Y0

Y1

Y2

Figure 4.2: Plot of the Bessel Functions of the Second Kind, Integer Order

8

Relations Satisﬁed by the Bessel Function

Recurrence Formulas

Bessel functions of higher order be expressed by Bessel functions of lower orders for all real

values of ν.

J

ν+1

(x) =

2ν

x

J

ν

(x) −J

ν−1

(x) Y

ν+1

(x) =

2ν

x

Y

ν

(x) −Y

ν−1

(x)

J

ν+1

(x) =

1

2

[J

ν−1

(x) −J

ν+1

(x)] Y

ν+1

(x) =

1

2

[Y

ν−1

(x) −Y

ν+1

(x)]

J

ν

(x) = J

ν−1

(x) −

ν

x

J

ν

(x) Y

ν

(x) = Y

ν−1

(x) −

ν

x

Y

ν

(x)

J

ν

(x) =

ν

x

J

ν

(x) −J

ν+1

(x) Y

ν

(x) =

ν

x

Y

ν

(x) −Y

ν+1

(x)

d

dx

[x

ν

J

ν

(x)] = x

ν

J

ν−1

(x)

d

dx

[x

ν

Y

ν

(x)] = x

ν

Y

ν−1

(x)

d

dx

_

x

−ν

J

ν

(x)

¸

= −x

−ν

J

ν+1

(x)

d

dx

_

x

−ν

Y

ν

(x)

¸

= −x

−ν

Y

ν+1

(x)

Integral Forms of Bessel Functions for Integer Orders n = 0, 1, 2, 3, . . .

First Kind

J

n

(x) =

1

π

_

π

0

cos(nθ −xsin θ) dθ =

1

π

_

π

0

cos(xsin θ −nθ) dθ

J

0

(x) =

1

π

_

π

0

cos(xsin θ) dθ =

1

π

_

π

0

cos(xcos θ) dθ

J

1

(x) =

1

π

_

π

0

cos(θ −xsin θ) dθ =

1

π

_

π

0

cos(xsin θ −θ) dθ

=

1

π

_

π

0

cos θ sin(xcos θ) dθ

9

from Bowman, pg. 57

J

0

(x) =

2

π

_

π/2

0

cos(xsin θ) dθ

=

2

π

_

π/2

0

cos(xcos θ) dθ

Second Kind for Integer Orders n = 0, 1, 2, 3, . . .

Y

n

(x) = −

2(x/2)

−n

√

πΓ

_

1

2

−n

_

_

∞

1

cos(xt) dt

(t

2

−1)

n+1/2

x > 0

Y

n

(x) =

1

π

_

π

0

sin(xsin θ −nθ) dθ −

1

π

_

π

0

_

e

nt

+ e

−nt

cos(nπ)

¸

exp(−xsinh t) dt

x > 0

Y

0

(x) =

4

π

2

_

π/2

0

cos(xcos θ)

_

γ + ln(2xsin

2

θ)

¸

dθ x > 0

Y

0

(x) = −

2

π

_

∞

0

cos(xcosh t) dt x > 0

Approximations

Polynomial Approximation of Bessel Functions

For x ≥ 2 one can use the following approximation based upon asymptotic expansions:

J

n

(x) =

_

2

πx

_

1/2

[P

n

(x) cos u −Q

n

(x) sin u]

where u ≡ x −(2n + 1)

π

4

and the polynomials P

n

(x) and Q

n

(x) are given by

10

P

n

(x) = 1 −

(4n

2

−1

2

)(4n

2

−3

2

)

2 · 1(8x)

2

_

1 −

(4n

2

−5

2

)(4n

2

−7

2

)

4 · 3(8x)

2

_

1 −

(4n

2

−9

2

)(4n

2

−11

2

)

6 · 5(8x)

2

(1 −· · · )

__

and

Q

n

(x) =

4n

2

−1

2

1!(8x)

_

1 −

(4n

2

−3

2

)(4n

2

−5

2

)

3 · 2(8x)

2

_

1 −

(4n

2

−7

2

)(4n

2

−9

2

)

5 · 4(8x)

2

_

(1 −· · · )

_

The general form of these terms can be written as

P

n

(x) =

(4n

2

−(4k −3)

2

) (4n

2

−(4k −1)

2

)

2k(2k −1)(8x)

2

k = 1, 2, 3 . . .

Q

n

(x) =

(4n

2

−(4k −1)

2

) (4n

2

−(4k + 1)

2

)

2k(2k + 1)(8x)

2

k = 1, 2, 3 . . .

For n = 0

sin u =

1

√

2

(sin x −cos x)

cos u =

1

√

2

(sin x + cos x)

J

0

(x) =

1

√

πx

[P

0

(x)(sin x + cos x) −Q

0

(x)(sin x −cos x)]

11

or

J

0

(x) =

_

2

πx

_

1/2

_

P

0

(x) cos

_

x −

π

4

_

−Q

0

(x) sin

_

x −

π

4

__

P

0

(x) = 1 −

1

2

· 3

2

2!(8x)

2

_

1 −

5

2

· 7

2

4 · 3(8x)

2

_

1 −

9

2

· 11

2

6 · 5(8x)

2

(1 −· · · )

__

Q

0

(x) = −

1

2

8x

_

1 −

3

2

· 5

2

3 · 2(8x)

2

_

1 −

7

2

· 9

2

5 · 4(8x)

2

(1 −· · · )

__

For n = 1

sin u =

1

√

2

(sin x + cos x)

cos u =

1

√

2

(sin x −cos x)

J

1

(x) =

1

√

πx

[P

1

(x)(sin x −cos x) −Q

1

(x)(sin x + cos x)]

or

J

1

(x) =

_

2

πx

_

1/2

_

P

1

(x) cos

_

x −

3π

4

_

−Q

1

(x) sin

_

x −

3π

4

__

P

1

(x) = 1 +

3 · 5

2 · 1(8x)

2

_

1 −

21 · 45

4 · 3(8x)

2

_

1 −

77 · 117

6 · 5(8x)

2

(1 −· · · )

__

Q

1

(x) =

3

8x

_

1 −

35

2 · 1(8x)

2

_

1 −

45 · 77

5 · 4(8x)

2

(1 −· · · )

__

12

Asymptotic Approximation of Bessel Functions

Large Values of x

Y

0

(x) =

_

2

πx

_

1/2

[P

0

(x) sin(x −π/4) + Q

0

(x) cos(x −π/4)]

Y

1

(x) =

_

2

πx

_

1/2

[P

1

(x) sin(x −3π/4) + Q

1

(x) cos(x −3π/4)]

where the polynomials have been deﬁned earlier.

Power Series Expansion of Bessel Functions

First Kind, Positive Order

J

ν

(x) =

∞

k=0

(−1)

k

(x/2)

ν+2k

k!Γ(ν + k + 1)

=

1

Γ(1 + ν)

_

x

2

_

ν

_

1 −

(x/2)

2

1(1 + ν)

_

1 −

(x/2)

2

2(2 + ν)

_

1 −

(x/2)

2

3(3 + ν)

(1 −· · ·

___

The General Term can be written as

Z

k

=

−Y

k(k + ν)

k = 1, 2, 3, . . .

Y = (x/2)

2

where

B

0

= 1

B + 1 = Z

1

· B

0

B

2

= Z

2

· B

1

.

.

.

B

k

= Z

k

· B

k−1

13

The approximation can be written as

J

ν

(x) =

(x/2)

ν

Γ(1 + ν

U

k=0

B

k

First Kind, Negative Order

J

−ν

(x) =

∞

k=0

(−1)

k

(x/2)

2k−ν

k!Γ(k + 1 −ν)

=

1

Γ(1 −ν)

_

x

2

_

−ν

_

1 −

(x/2)

2

1(1 −ν)

_

1 −

(x/2)

2

2(2 −ν)

_

1 −

(x/2)

2

3(3 −ν)

(1 −· · ·

___

The General Term can be written as

Z

k

=

−Y

k(k −ν)

k = 1, 2, 3, . . .

Y = (x/2)

2

where

B

0

= 1

B + 1 = Z

1

· B

0

B

2

= Z

2

· B

1

.

.

.

B

k

= Z

k

· B

k−1

The approximation can be written as

J

−ν

(x) =

(x/2)

−ν

Γ(1 −ν)

U

k=0

B

k

where U is some arbitrary value for the upper limit of the summation.

14

Second Kind, Positive Order

Y

ν

(x) =

J

ν

(x) cos νπ −J

−ν

(x)

sin νπ

, ν = 0, 1, 2, . . .

Roots of Bessel Functions

First Kind, Order Zero, J

0

(x) = 0

This equation has an inﬁnite set of positive roots

x

1

< x

2

< x

3

. . . < x

n

< x

n+1

. . .

Note: x

n+1

−x

n

→π as n →∞

The roots of J

0

(x) can be computed approximately by Stokes’s approximation which was

developed for large n

x

n

=

α

4

_

1 +

2

α

2

−

62

3α

4

+

15116

15α

6

−

12554474

105α

8

+

8368654292

315α

10

−. . .

_

with α = π(4n −1).

An approximation for small n is

x

n

=

α

4

_

1 +

2

α

2

−

62

3α

4

+

7558

15α

6

_

First Kind, Order One, J

1

(x) = 0

This equation has an inﬁnite set of positive, non-zero roots

x

1

< x

2

< x

3

< . . . x

n

< x

n+1

< . . .

15

Note: x

n+1

−x

n

→π as n →∞

These roots can also be computed using Stoke’s approximation which was developed for large

n.

x

n

=

β

4

_

1 +

6

β

2

+

6

β

4

−

4716

5β

6

+

3902418

35β

8

−

895167324

35β

10

+ . . .

_

with β = π(4n + 1).

An approximation for small n is

x

n

=

β

4

_

1 −

6

β

2

+

6

β

4

−

4716

10β

6

_

The roots of the transcendental equation

x

n

J

1

(x

n

) −BJ

0

(x

n

) = 0

with 0 ≤ B < ∞ are inﬁnite in number and they can be computed accurately and

eﬃciently using the Newton-Raphson method. Thus the (i + 1)th iteration is given by

x

i+1

n

= x

i

n

−

x

i

n

J

1

(x

i

n

) −BJ

0

(x

i

n

)

x

i

n

J

0

(x

i

n

) + BJ

1

(x

i

n

)

Accurate polynomial approximations of the Bessel functions J

0

(·) and J

1

(·) may be em-

ployed. To accelerate the convergence of the Newton-Raphson method, the ﬁrst value for

the (n + 1)th root can be related to the converged value of the nth root plus π.

Aside:

Fisher-Yovanovich modiﬁed the Stoke’s approximation for roots of J

0

(x) = 0 and J

1

(x) =

0. It is based on taking the arithmetic average of the ﬁrst three and four term expressions

For Bi →∞roots are solutions of J

0

(x) = 0

δ

n,∞

=

α

4

_

1 +

2

α

2

−

6

2

3α

4

+

15116

30α

6

_

16

with α = π(4n −1).

For Bi →0 roots are solutions of J

1

(x) = 0

δ

n,0

=

β

4

_

1 −

6

β

2

+

6

β

4

−

4716

10β

6

_

with β = π(4n + 1).

Potential Applications

1. problems involving electric ﬁelds, vibrations, heat conduction, optical diﬀraction plus

others involving cylindrical or spherical symmetry

2. transient heat conduction in a thin wall

3. steady heat ﬂow in a circular cylinder of ﬁnite length

17

Modiﬁed Bessel Functions

Bessel’s equation and its solution is valid for complex arguments of x. Through a simple

change of variable in Bessel’s equation, from x to ix (where i =

√

−1), we obtain the

modiﬁed Bessel’s equation as follows:

x

2

d

2

y

dx

2

+ x

dy

dx

+ ((ix)

2

−ν

2

)y = 0

or equivalently

x

2

d

2

y

dx

2

+ x

dy

dx

−(x

2

+ ν

2

)y = 0

The last equation is the so-called modiﬁed Bessel equation of order ν. Its solution is

y = AJ

ν

(ix) + BY

ν

(ix) x > 0

or

y = CI

ν

(x) + DK

ν

(x) x > 0

and I

ν

(x) and K

ν

(x) are the modiﬁed Bessel functions of the ﬁrst and second kind of order

ν.

Unlike the ordinary Bessel functions, which are oscillating, I

ν

(x) and K

ν

(x) are exponen-

tially growing and decaying functions as shown in Figs. 4.3 and 4.4.

It should be noted that the modiﬁed Bessel function of the First Kind of order 0 has a value

of 1 at x = 0 while for all other orders of ν > 0 the value of the modiﬁed Bessel function

is 0 at x = 0. The modiﬁed Bessel function of the Second Kind diverges for all orders at

x = 0.

18

0 0.5 1 1.5 2 2.5 3

x

0.5

1

1.5

2

2.5

I

x

I0

I1

I2

Figure 4.3: Plot of the Modiﬁed Bessel Functions of the First Kind, Integer Order

0 0.5 1 1.5 2 2.5 3

x

0.5

1

1.5

2

2.5

K

x

K0

K1

K2

Figure 4.4: Plot of the Modiﬁed Bessel Functions of the Second Kind, Integer Order

19

Relations Satisﬁed by the Modiﬁed Bessel Function

Recurrence Formulas

Bessel functions of higher order can be expressed by Bessel functions of lower orders for all

real values of ν.

I

ν+1

(x) = I

ν−1

(x) −

2ν

x

I

ν

(x) K

ν+1

(x) = K

ν−1

(x) +

2ν

x

K

ν

(x)

I

ν

(x) =

1

2

[I

ν−1

(x) + I

ν+1

(x)] K

ν

(x) = −

1

2

[K

ν−1

(x) + K

ν+1

(x)]

I

ν

(x) = I

ν−1

(x) −

ν

x

I

ν

(x) K

ν

(x) = −K

ν−1

(x) −

ν

x

K

ν

(x)

I

ν

(x) =

ν

x

I

ν

(x) + I

ν+1

(x) K

ν

(x) =

ν

x

K

ν

(x) −K

ν+1

(x)

d

dx

[x

ν

I

ν

(x)] = x

ν

I

ν−1

(x)

d

dx

[x

ν

K

ν

(x)] = −x

ν

K

ν−1

(x)

d

dx

_

x

−ν

I

ν

(x)

¸

= x

−ν

I

ν+1

(x)

d

dx

_

x

−ν

K

ν

(x)

¸

= −x

−ν

K

ν+1

(x)

Integral Forms of Modiﬁed Bessel Functions for Integer Orders n = 0, 1, 2, 3, . . .

First Kind

I

n

(x) =

1

π

_

π

0

cos(nθ) exp(xcos θ) dθ

I

0

(x) =

1

π

_

π

0

exp(xcos θ) dθ

I

1

(x) =

1

π

_

π

0

cos(θ) exp(xcos θ) dθ

20

Alternate Integral Representation of I

0

(x) and I

1

(x)

I

0

(x) =

1

π

_

π

0

cosh(xcos θ) dθ

I

1

(x) =

dI

0

(x)

dx

=

1

π

_

π

0

sinh(xcos θ) cos θ dθ

Second Kind

Note: These are also valid for non-integer values of K

v

(x).

K

n

(x) =

√

π(x/2)

n

Γ

_

n +

1

2

_

_

∞

0

sinh

2n

t exp(−xcosh t) dt x > 0

K

n

(x) =

_

∞

0

cosh(nt) exp(−xcosh t) dt x > 0

K

0

(x) =

_

∞

0

exp(−xcosh t) dt x > 0

K

1

(x) =

_

∞

0

cosh t exp(−xcosh t) dt x > 0

21

Approximations

Asymptotic Approximation of Modiﬁed Bessel Functions

for Large Values of x

I

n

(x) =

e

x

√

2πx

_

1 −

4n

2

−1

2

1(8x)

_

1 −

(4n

2

−3

2

)

2(8x)

_

1 −

(4n

2

−5

2

)

3(8x)

(1 −. . . )

___

I

0

(x) =

e

x

√

2πx

_

1 +

1

8x

_

1 +

9

2(8x)

_

1 +

25

3(8x)

(1 + . . . )

___

I

1

(x) =

e

x

√

2πx

_

1 −

3

8x

_

1 +

5

2(8x)

_

1 +

21

3(8x)

(1 + . . . )

___

The general term can be written as

−

4n

2

−(2k −1)

2

k(8x)

Power Series Expansion of Modiﬁed Bessel Functions

First Kind, Positive Order

I

ν

(x) =

∞

k=0

(x/2)

ν+2k

k!Γ(ν + k + 1)

=

1

Γ(1 + ν)

_

x

2

_

ν

_

1 +

(x/2)

2

1(1 + ν)

_

1 +

(x/2)

2

2(2 + ν)

_

1 +

(x/2)

2

3(3 + ν)

(1 +· · ·

___

The General Term can be written as

Z

k

=

Y

k(k + ν)

k = 1, 2, 3, . . .

Y = (x/2)

2

22

where

B

0

= 1

B + 1 = Z

1

· B

0

B

2

= Z

2

· B

1

.

.

.

B

k

= Z

k

· B

k−1

The approximation can be written as

I

ν

(x) =

(x/2)

ν

Γ(1 + ν)

U

k=0

B

k

where U is some arbitrary value for the upper limit of the summation.

First Kind, Negative Order

I

−ν

(x) =

∞

k=0

(x/2)

2k−ν

k!Γ(k + 1 −ν)

=

1

Γ(1 −ν)

_

x

2

_

−ν

_

1 +

(x/2)

2

1(1 −ν)

_

1 +

(x/2)

2

2(2 −ν)

_

1 +

(x/2)

2

3(3 −ν)

(1 +· · ·

___

The General Term can be written as

Z

k

=

Y

k(k −ν)

k = 1, 2, 3, . . .

Y = (x/2)

2

23

where

B

0

= 1

B + 1 = Z

1

· B

0

B

2

= Z

2

· B

1

.

.

.

B

k

= Z

k

· B

k−1

The approximation can be written as

I

−ν

(x) =

(x/2)

−ν

Γ(1 −ν)

U

k=0

B

k

where U is some arbitrary value for the upper limit of the summation.

Second Kind, Positive Order

K

ν

(x) =

π[I

−ν

(x) −I

ν

(x)]

2 sin νπ

Alternate Forms of Power Series Expansion for Modiﬁed Bessel Functions

First Kind

I

n

(x) =

z

n

n!

_

1 +

z

2

1(n + 1)

_

1 +

z

2

2(n + 2)

_

1 +

z

2

3(n + 3)

_

1 +

z

2

4(n + 4)

(1 + . . . )

____

I

0

(x) = 1 + z

2

_

1 +

z

2

2 · 2

_

1 +

z

2

3 · 3

_

1 +

z

2

4 · 4

_

1 +

z

2

5 · 5

(1 + . . . )

____

I

1

(x) = z

_

1 +

z

2

1 · 2

_

1 +

z

2

2 · 3

_

1 +

z

2

3 · 4

_

1 +

z

2

4 · 5

(1 + . . . )

____

24

Second Kind

When n is a positive integer

K

n

(x) =

_

π

2x

_

1/2

e

−x

_

1 +

(4n

2

−1

2

)

1(8x)

_

1 +

(4n

2

−3

2

)

2(8x)

_

1 +

(4n

2

−5

2

)

3(8x)

(1 + . . . )

___

K

0

(x) =

_

π

2x

_

1/2

e

−x

_

1 −

1

8x

_

1 −

9

2(8x)

_

1 −

25

3(8x)

___

K

1

(x) =

_

π

2x

_

1/2

e

−x

_

1 +

3

8x

_

1 −

5

2(8x)

_

1 −

21

3(8x)

___

Series expansions based upon the trapezoidal rule applied to certain forms of the integral

representation of the Bessel functions can be developed for any desired accuracy. Several

expansions are given below.

For x ≤ 12, 8 decimal place accuracy is obtained by

15J

0

(x) = cos x + 2

7

j=1

cos(xcos jπ/15)

15J

1

(x) = sin x + 2

7

j=1

sin(xcos jπ/15) cos(jπ/15)

For x ≤ 20, 8 decimal place accuracy is obtained by

15I

0

(x) = cosh x + 2

7

j=1

cosh(xcos jπ/15)

15I

1

(x) = sinh x + 2

7

j=1

sinh(xcos jπ/15) cos(jπ/15)

25

For x ≥ 0.1, 8 decimal place accuracy is obtained by

4K

0

(x) = e

−x

+ e

−xcosh 6

+ 2

11

j=1

exp[−xcosh(j/2)]

4K

1

(x) = e

−x

+ cosh 6e

−xcosh 6

+ 2

11

j=1

exp[−xcosh(j/2) cosh(j/2)]

Potential Applications

1. displacement of a vibrating membrane

2. heat conduction in an annular ﬁn of rectangular cross section attached to a circular

base

26

Kelvin’s Functions

Consider the diﬀerential equation

x

2

d

2

y

dx

2

+ x

dy

dx

−(ik

2

x

2

+ n

2

)y = 0 i =

√

−1

This is of the form of Bessel’s modiﬁed equation

x

2

d

2

y

dx

2

+ x

dy

dx

−(β

2

x

2

+ n

2

)y = 0 i =

√

−1

with β

2

= ik

2

. Since the general solution of Bessel’s modiﬁed equation is

y = AI

n

(βx) + BK

n

(βx)

the general solution of the given equation can be expressed as

y = AI

n

(

√

i kx) + BK

n

(

√

i kx)

Also, since

I

n

(x) = i

−n

J

n

(ix) ⇒ i

n

I

n

(x) = J

n

(ix)

we may take the independent solutions of the given equation as

y = AJ

n

(i

3/2

kx) + BK

n

(i

1/2

kx)

when x is real, J

n

(i

3/2

x) and K

n

(i

1/2

x) are not necessarily real. We obtain real functions

27

by the following deﬁnitions:

ber

n

= Re J

n

(i

3/2

x)

bei

n

= Im J

n

(i

3/2

x)

J

n

(i

3/2

x) = ber

n

x + i bei x

ker

n

= Re i

−n

K

n

(i

1/2

x)

kei

n

= Im i

−n

K

n

(i

1/2

x)

i

−n

K

n

(i

1/2

x) = ker

n

x + i kei x

It is, however, customary to omit the subscript from the latter deﬁnitions when the order n

is zero and to write simply

J

0

(i

3/2

x) = ber x + i bei x

K

0

(i

1/2

x) = ker x + i kei x

The complex function ber x + i bei x is often expressed in terms of its modulus and its

amplitude:

ber x + i bei x = M

0

(x)e

iθ

0

(x)

where

M

0

(x) = [(ber x)

2

+ (bei x)

2

]

1/2

, θ

0

= arc tan

bei x

ber x

Similarly we can write

ber

n

x + i ber

n

x = M

n

(x)e

iθn(x)

where

28

M

n

(x) = [(ber

n

x)

2

+ (bei

n

x)

2

]

1/2

, θ

n

= arc tan

bei

n

x

ber

n

x

Kelvin’s Functions ber x and bei x

The equation for I

0

(t) is

t

2

d

2

y

dt

2

+ t

dy

dt

−t

2

y = 0

Set t = x

√

i and the equation becomes

x

2

d

2

y

dx

2

+ x

dy

dx

−i x

2

y = 0

with the solutions I

0

(x

√

i) and K

0

(x

√

i). The ber and bei functions are deﬁned as follows.

Since

I

0

(t) = 1 +

_

t

2

_

2

+

(t/2)

2

(2!)

2

+

(t/2)

6

(3!)

2

+· · ·

we have real and imaginary parts in

I

0

(x

√

i) =

_

1 −

(x/2)

4

(2!)

2

+

(x/2)

8

(4!)

2

−· · ·

_

+i

_

(x/2)

2

−

(x/2)

6

(3!)

2

+

(x/2)

10

(5!)

2

−· · ·

_

= ber x + i bei x

Equating real and imaginary parts we have

ber x = 1 −

(x/2)

4

(2!)

2

+

(x/2)

8

(4!)

2

−· · ·

bei x = (x/2)

2

−

(x/2)

6

(3!)

2

+

(x/2)

10

(5!)

2

−· · ·

29

Both ber x and bei x are real for real x, and it can be seen that both series are absolutely

convergent for all values of x. Among the more obvious properties are

ber 0 = 1 bei 0 = 0

and

_

x

0

x ber x dx = x bei

x,

_

x

0

x bei x dx = −x ber

x

In a similar manner the functions ker x and kei x are deﬁned to be respectively the real

and imaginary parts of the complex function K

0

(x

√

i), namely

ker x + i kei x = K

0

(x

√

i)

From the deﬁnition of K

0

(x) we can see that

ker x = −[ln(x/2) + δ] ber x +

π

4

bei x +

∞

r=1

(−1)

r

(x/2)

4r

[(2r)!]

2

φ(2r)

and

kei x = −[ln(x/2) + δ] bei x −

π

4

ber x +

∞

r=1

(−1)

r

(x/2)

4r+2

[(2r + 1)!]

2

φ(2r + 1)

where

φ(r) =

r

s=1

1

s

30

Potential Applications

1. calculation of the current distribution within a cylindrical conductor

2. electrodynamics of a conducting cylinder

31

Hankel Functions

We can deﬁne two new linearly dependent functions

H

(1)

n

(x) = J

n

(x) + iY

n

(x) x > 0

H

(2)

n

(x) = J

n

(x) −iY

n

(x) x > 0

which are obviously solutions of Bessel’s equation and therefore the general solution can be

written as

y = AH

(1)

n

(x) + BH

(2)

n

(x)

where A and B are arbitrary constants. The functions H

(1)

n

(x) and H

(2)

n

(x) are called

Hankel’s Bessel functions of the third kind. Both are, of course, inﬁnite at x = 0, their

usefulness is connected with their behavior for large values of x.

Since Hankel functions are linear combinations of J

n

and Y

n

, they satisfy the same recurrence

relationships.

32

Orthogonality of Bessel Functions

Let u = J

n

(λx) and v = J

n

(µx) with λ = µ be two solutions of the Bessel equations

x

2

u

+ xu

+ (λ

2

x

2

−n

2

)u = 0

and

x

2

v

+ xv

+ (µ

2

x

2

−n

2

)v = 0

where the primes denote diﬀerentiation with respect to x.

Multiplying the ﬁrst equation by v and the second by u, and subtracting, we obtain

x

2

(vu

−uv

) + x(vu

−uv

) = (µ

2

−λ

2

)x

2

uv

Division by x gives

x(vu

−uv

) + (vu

−uv

) = (µ

2

−λ

2

)xuv

or

d

dx

[x(vu

−uv

)] = (µ

2

−λ

2

)xuv

Then by integration and omitting the constant of integration we have

(µ

2

−λ

2

)

_

xuv dx = x(vu

−uv

)

or making the substitutions for u, u

, v and v

we have

(µ

2

−λ

2

)

_

xJ

n

(λx) J

n

(µx) dx = x[J

n

(µx) J

n

(λx) −J

n

(λx) J

n

(µx)]

33

This integral is the so-called Lommel integral. The right hand side vanishes at the lower

limit zero. It also vanishes at some arbitrary upper limit, say x = b, provided

J

n

(µb) = 0 = J

n

(λb)

or

J

n

(λb) = 0 = J

n

(µb)

In the ﬁrst case this means that µb and λb are two roots of J

n

(x) = 0, and in the second

case it means that µb and λb are two roots of J

n

(x) = 0. In either case we have the

following orthogonality property

_

b

a

xJ

n

(λx)J

n

(µx) dx = 0

This property is useful in Bessel-Fourier expansions of some arbitrary function f(x) over

the ﬁnite interval 0 ≤ x ≤ b. Further the functions J

n

(λx) and J

n

(µx) are said to be

orthogonal in the interval 0 ≤ x ≤ b with respect to the weight function x.

As µ →λ, it can be shown by the use of L’Hopital’s rule that

_

x

0

xJ

2

n

(λx) dx =

x

2

2

_

_

J

n

(λx)

¸

2

+

_

1 −

n

2

(λx)

2

_

[J

n

(λx)]

2

_

where

J

n

(λx) =

dJ

n

(r)

dr

with r = λx

34

Assigned Problems

Problem Set for Bessel Equations and Functions

1. By means of power series, asymptotic expansions, polynomial approximations or Ta-

bles, compute to 6 decimal places the following Bessel functions:

a) J

0

(x) e) Y

0

(x)

b) J

1

(y) f) Y

1

(y)

c) I

0

(z) g) K

0

(z)

d) I

1

(z) h) K

1

(z)

given

x = 3.83171

y = 2.40482

z = 1.75755

2. Compute to 6 decimal places the ﬁrst six roots x

n

of the transcendental equation

x J

1

(x) −B J

0

(x) = 0 B ≥ 0

when B = 0.1, 1.0, 10, and 100.

3. Compute to 4 decimal places the coeﬃcients A

n

(n = 1, 2, 3, 4, 5, 6) given

A

n

=

2B

(x

2

n

+ B

2

) J

0

(x

n

)

for B = 0.1, 1.0, 10, and 100. The x

n

are the roots found in Problem 2.

35

4. Compute to 4 decimal places the coeﬃcients B

n

(n = 1, 2, 3, 4) given

B

n

=

2A

n

J

1

(x

n

)

x

n

for B = 0.1, 1.0, 10, and 100. The x

n

are the roots found in Problem 2 and the

A

n

are the coeﬃcients found in Problem 3.

5. The ﬁn eﬃciency of a longitudinal ﬁn of convex parabolic proﬁle is given as

η =

1

γ

I

2/3

(4

√

γ/3)

I

−2/3

(4

√

γ/3)

Compute η for γ = 3.178.

6. The ﬁn eﬃciency of a longitudinal ﬁn of triangular proﬁle is given by

η =

1

γ

I

1

(2

√

γ)

I

0

(2

√

γ)

Compute η for γ = 0.5, 1.0, 2.0, 3.0, and 4.0.

7. The ﬁn eﬃciency of a radial ﬁn of rectangular proﬁle is given by

η =

2ρ

x(1 −ρ

2

)

_

I

1

(x)K

1

(ρx) −K

1

(x)I

1

(ρx)

I

0

(ρx)K

1

(x) + I

1

(x)K

0

(ρx)

_

Compute the eﬃciency for x = 2.24, ρx = 0.894.

Ans: η = 0.537

8. Show that

i) J

0

(x) = −J

1

(x)

ii)

d

dx

[xJ

1

(x)] = xJ

0

(x)

36

9. Given the function

f(x) = xJ

1

(x) −B J

0

(x) with B = constant ≥ 0

determine f

, f

, and f

**. Reduce all expressions to functions of J
**

0

(x), J

1

(x) and

B only.

10. Show that

i)

_

x

2

J

0

(x) dx = x

2

J

1

(x) + xJ

0

(x) −

_

J

0

(x) dx

ii)

_

x

3

J

0

(x) dx = x(x

2

−4) J

1

(x) + 2x

2

J

0

(x)

11. Show that

i)

_

1

0

xJ

0

(λx) dx =

1

λ

J

1

(λ)

ii)

_

1

0

x

3

J

0

(λx) dx =

λ

2

−4

λ

3

J

1

(λ) +

2

λ

2

J

0

(λ)

12. If δ is any root of the equation J

0

(x) = 0, show that

i)

_

1

0

J

1

(δx) dx =

1

δ

ii)

_

δ

0

J

1

(x) dx = 1

13. If δ(> 0) is a root of the equation J

1

(x) = 0 show that

_

1

0

xJ

0

(δx) dx = 0

37

14. Given the Fourier-Bessel expansion of f(x) of zero order over the interval 0 ≤ x ≤ 1

f(x) = A

1

J

0

(δ

1

x) + A

2

J

0

(δ

2

x) + A

3

J

0

(δ

3

x) + . . .

where δ

n

are the roots of the equation J

0

(x) = 0. Determine the coeﬃcients A

n

when f(x) = 1 −x

2

.

15. Show that over the interval 0 ≤ x ≤ 1

x = 2

∞

n=1

J

1

(δ

n

)

δ

n

J

2

(δ

n

)

where δ

n

are the positive roots of J

1

(x) = 0.

16. Obtain the solution to the following second order ordinary diﬀerential equations:

i) y

+ xy = 0

ii) y

+ 4x

2

y = 0

iii) y

+ e

2x

y = 0 Hint: let u = e

x

iv) xy

+ y

+ k

2

y = 0 k > 0

v) x

2

y

+ x

2

y

+

1

4

y = 0

vi) y

+

1

x

y

−

_

1 +

4

x

2

_

y = 0

vii) xy

+ 2y

+ xy = 0

17. Obtain the solution for the following problem:

xy

+ y

−m

2

by = 0 0 ≤ x ≤ b, m > 0

with

y(0) = ∞ and y(b) = y

0

38

18. Obtain the solution for the following problem:

x

2

y

+ 2xy

−m

2

xy = 0 0 ≤ x ≤ b, m > 0

with

y(0) = ∞ and y(b) = y

0

19. Show that

I

3/2

(x) =

_

2

πx

_

1/2

_

cosh x −

sinh x

x

_

I

−3/2

(x) =

_

2

πx

_

1/2

_

sinh x −

cosh x

x

_

39

Selected References

1. Abramowitz, M. and Stegun, I.A., Handbook of Mathematical Functions, Dover,

New York, 1965.

2. Bowman, F., Introduction to Bessel Functions, Dover New York, 1958.

3. Gray A, Mathews, G. B. and MacRobert, T. M., A Treatise on Bessel Functions,

Basingstoke MacMillan, 1953.

4. Luke, Y. L., Integrals of Bessel Functions, McGraw-Hill, New York, 1962.

5. Magnus W, Oberhettinger, F. and Soni, R. P. Formulas and Theorems for the

Special Functions of Mathematical Physics, Springer, Berlin, 1966.

6. McLachlan, N.W., Bessel Functions for Engineers, 2nd Edition, Oxford University

Press, London, 1955.

7. Rainville, E.D., Special Functions, MacMillan, New York, 1960.

8. Relton, F.E., Applied Bessel Functions, Blackie, London, 1946.

9. Sneddon, I.N., Special Functions of Mathematical Physics and Chemistry, 2nd Edi-

tion, Oliver and Boyd, Edinburgh, 1961.

10. Watson, G.N., A Treatise on the Theory of Bessel Functions, 2nd Edition, Cambridge

University Press, London, 1931.

11. Wheelon, A. D., Tables of Summable Series and Integrals Involving Bessel Functions,

Holden-Day, San Francisco, 1968.

40

Background

Bessel functions are named for Friedrich Wilhelm Bessel (1784 - 1846), however, Daniel Bernoulli is generally credited with being the ﬁrst to introduce the concept of Bessels functions in 1732. He used the function of zero order as a solution to the problem of an oscillating chain suspended at one end. In 1764 Leonhard Euler employed Bessel functions of both zero and integral orders in an analysis of vibrations of a stretched membrane, an investigation which was further developed by Lord Rayleigh in 1878, where he demonstrated that Bessels functions are particular cases of Laplaces functions. Bessel, while receiving named credit for these functions, did not incorporate them into his work as an astronomer until 1817. The Bessel function was the result of Bessels study of a problem of Kepler for determining the motion of three bodies moving under mutual gravitation. In 1824, he incorporated Bessel functions in a study of planetary perturbations where the Bessel functions appear as coeﬃcients in a series expansion of the indirect perturbation of a planet, that is the motion of the Sun caused by the perturbing body. It was likely Lagrange’s work on elliptical orbits that ﬁrst suggested to Bessel to work on the Bessel functions. The notation Jz,n was ﬁrst used by Hansen9 (1843) and subsequently by Schlomilch10 (1857) and later modiﬁed to Jn(2z) by Watson (1922). Subsequent studies of Bessel functions included the works of Mathews11 in 1895, “A treatise on Bessel functions and their applications to physics” written in collaboration with Andrew Gray. It was the ﬁrst major treatise on Bessel functions in English and covered topics such as applications of Bessel functions to electricity, hydrodynamics and diﬀraction. In 1922, Watson ﬁrst published his comprehensive examination of Bessel functions “A Treatise on the Theory of Bessel Functions” 12 .

Hansen, P.A. “Ermittelung der absoluten Strungen in Ellipsen von beliebiger Excentricitt und Neigung, I.” Schriften der Sternwarte Seeberg. Gotha, 1843. 10 Schlmilch, O.X. “Ueber die Bessel’schen Function.” Z. fr Math. u. Phys. 2, 137-165, 1857. 11 George Ballard Mathews, “A Treatise on Bessel Functions and Their Applications to Physics,” 1895 12 G. N. Watson , “A Treatise on the Theory of Bessel Functions,” Cambridge University Press, 1922.

9

2

Deﬁnitions

1. Bessel Equation

The second order diﬀerential equation given as

x

2

d2 y dx2

+x

dy dx

+ (x2 − ν 2 )y = 0

is known as Bessel’s equation. Where the solution to Bessel’s equation yields Bessel functions of the ﬁrst and second kind as follows:

y = A Jν (x) + B Yν (x) where A and B are arbitrary constants. While Bessel functions are often presented in text books and tables in the form of integer order, i.e. ν = 0, 1, 2, . . . , in fact they are deﬁned for all real values of −∞ < ν < ∞.

2. Bessel Functions

a) First Kind: Jν (x) in the solution to Bessel’s equation is referred to as a Bessel function of the ﬁrst kind. b) Second Kind: Yν (x) in the solution to Bessel’s equation is referred to as a Bessel function of the second kind or sometimes the Weber function or the Neumann function. b) Third Kind: The Hankel function or Bessel function of the third kind can be written as

(1) Hν (x) = Jν (x) + iYν (x) (2) Hν (x) = Jν (x) − iYν (x)

x>0 x>0

Because of the linear independence of the Bessel function of the ﬁrst and second kind, the Hankel functions provide an alternative pair of solutions to the Bessel diﬀerential equation.

3

**3. Modiﬁed Bessel Equation
**

√ By letting x = i x (where i = −1) in the Bessel equation we can obtain the modiﬁed Bessel equation of order ν, given as

x

2

d2 y dx2

+x

dy dx

− (x2 + ν 2 )y = 0

The solution to the modiﬁed Bessel equation yields modiﬁed Bessel functions of the ﬁrst and second kind as follows:

y = C Iν (x) + D Kν (x)

x>0

**4. Modiﬁed Bessel Functions
**

a) First Kind: Iν (x) in the solution to the modiﬁed Bessel’s equation is referred to as a modiﬁed Bessel function of the ﬁrst kind. b) Second Kind: Kν (x) in the solution to the modiﬁed Bessel’s equation is referred to as a modiﬁed Bessel function of the second kind or sometimes the Weber function or the Neumann function.

5. Kelvin’s Functions

A more general form of Bessel’s modiﬁed equation can be written as

x2

d2 y dx2

+x

dy dx

− (β 2 x2 + ν 2 )y = 0

where β is an arbitrary constant and the solutions is now

y = C Iν (βx) + D Kν (βx) If we let √

β2 = i

where

i=

−1 4

and we note Iν (x) = i−ν Jν (ix) = Jν (i3/2 x) then the solution is written as y = C Jν (i3/2 x) + DKν (i1/2 x) The Kelvin functions are obtained from the real and imaginary portions of this solution as follows: berν = Re Jν (i3/2 x) beiν = Im Jν (i3/2 x) Jν (i3/2 x) = berν x + i bei x kerν = Re i−ν Kν (i1/2 x) keiν = Im i−ν Kν (i1/2 x) i−ν Kν (i1/2 x) = kerν x + i kei x 5 .

Bessel functions of the second kind. Since Bessel’s diﬀerential equation is a second-order equation. especially when working in cylindrical or spherical coordinates.Theory Bessel Functions Bessel’s diﬀerential equation. Typically the general solution is given as: y = AJν (x) + BYν (x) where the special functions Jν (x) and Yν (x) are: 1. determines the order of the Bessel functions found in the solution to Bessel’s diﬀerential equation and can take on any real numbered value. Jν (x). (also known as Weber or Neumann functions) which are singular at x = 0 The Bessel function of the ﬁrst kind of order ν can be be determined using an inﬁnite power series expansion as follows: ∞ Jν (x) = k=0 (−1)k (x/2)ν+2k k!Γ(ν + k + 1) 1 x 2 ν = Γ(1 + ν) 1− (x/2)2 1(1 + ν) 1− (x/2)2 2(2 + ν) 1− (x/2)2 3(3 + ν) (1 − · · · 6 . given as x2 d2 y dx2 +x dy dx + (x2 − ν 2 )y = 0 is often encountered when solving boundary value problems. such as separable solutions to Laplace’s equation or the Helmholtz equation. Bessel functions of the ﬁrst kind. which are ﬁnite at x = 0 for all real values of ν 2. The constant ν. there must be two linearly independent solutions. Yν (x). For cylindrical problems the order of the Bessel function is an integer value (ν = n) while for spherical problems the order is of half integer value (ν = n + 1/2).

1.2 -0.4 0.8 0. It is related to the Bessel function of the ﬁrst kind as follows: Yν (x) = Jν (x) cos(νπ) − J−ν (x) sin(νπ) where we take the limit ν → n for integer values of ν.4 0 J0 J1 J2 Jn x 2 4 6 8 x 10 12 14 Figure 4.1: Plot of the Bessel Functions of the First Kind. Jν . The Bessel function of the second kind. we can write ∞ Jν (x) = k=0 (−1)k (x/2)ν+2k k!(ν + k)! Bessel Functions of the ﬁrst kind of order 0. Yν (x) is sometimes referred to as a Weber function or a Neumann function (which can be denoted as Nν (x)).1 0. 2 are shown in Fig. Integer Order or by noting that Γ(ν + k + 1) = (ν + k)!. 1. 4.2 0 -0.6 0. J−ν are not linearly independent: J−ν (x) = (−1)ν Jν (x) Y−ν (x) = (−1)ν Yν (x) 7 . For integer order ν.

Integer Order 8 .5 0 Yn x -0. 1. In contrast.5 0 2 4 6 8 x 10 12 14 Y0 Y1 Y2 Figure 4.2: Plot of the Bessel Functions of the Second Kind. The Bessel function of the second kind of order ν can be expressed in terms of the Bessel function of the ﬁrst kind as follows: 2 π x 2 1 ν−1 Yν (x) = Jν (x) ln +γ − (ν − k − 1)! k! 1 x 2 2k−ν π k=0 1 2 + ··· + + 1 2 1 k+ν x 2 2k+ν + 1 ∞ (−1)k−1 1+ π k=0 k k!(k + ν)! + 1+ + ··· + Bessel Functions of the second kind of order 0.2. 4. 2 are shown in Fig. 1 0. Jν and J−ν are linearly independent and Yν is redundant.5 -1 -1.in which case Yν is needed to provide the second linearly independent solution of Bessel’s equation. for non-integer orders.

3. .Relations Satisﬁed by the Bessel Function Recurrence Formulas Bessel functions of higher order be expressed by Bessel functions of lower orders for all real values of ν. . First Kind Jn(x) = J0 (x) = J1 (x) = = 1 π 1 π 1 π 1 π 0 0 π 0 π 0 π π cos(nθ − x sin θ) dθ = cos(x sin θ) dθ = 1 π 0 π 1 π 0 π cos(x sin θ − nθ) dθ cos(x cos θ) dθ 1 π 0 π cos(θ − x sin θ) dθ = cos θ sin(x cos θ) dθ cos(x sin θ − θ) dθ 9 . . 1. 2. 2ν x 1 2 Jν (x) − Jν−1 (x) 2ν x 1 2 Yν (x) − Yν−1 (x) Jν+1 (x) = Jν+1 (x) = Yν+1 (x) = Yν+1 (x) = [Jν−1 (x) − Jν+1 (x)] ν x Jν (x) [Yν−1 (x) − Yν+1 (x)] ν x Yν (x) Jν (x) = Jν−1 (x) − Jν (x) = d dx d dx ν x Yν (x) = Yν−1 (x) − Yν (x) = d dx d dx ν x Jν (x) − Jν+1 (x) Yν (x) − Yν+1 (x) [xν Jν (x)] = xν Jν−1 (x) = −x−ν Jν+1 (x) [xν Yν (x)] = xν Yν−1 (x) = −x−ν Yν+1 (x) x−ν Jν (x) x−ν Yν (x) Integral Forms of Bessel Functions for Integer Orders n = 0.

. 3. 2(x/2)−n Yn(x) = − 1 √ −n πΓ 2 Yn(x) = 1 π 0 π ∞ 1 cos(xt) dt (t2 − 1)n+1/2 1 π 0 π x>0 sin(x sin θ − nθ) dθ − ent + e−nt cos(nπ) exp(−x sinh t) dt x>0 Y0 (x) = 4 π2 2 π 0 π/2 cos(x cos θ) γ + ln(2x sin2 θ) dθ ∞ x>0 Y0 (x) = − cos(x cosh t) dt 0 x>0 Approximations Polynomial Approximation of Bessel Functions For x ≥ 2 one can use the following approximation based upon asymptotic expansions: Jn(x) = 2 πx 1/2 [Pn(x) cos u − Qn(x) sin u] π 4 where u ≡ x − (2n + 1) and the polynomials Pn(x) and Qn(x) are given by 10 . 1. pg. . .from Bowman. 2. 57 2 π 2 π 0 0 π/2 π/2 J0 (x) = cos(x sin θ) dθ = cos(x cos θ) dθ Second Kind for Integer Orders n = 0.

2.Pn(x) = 1 − (4n2 − 12 )(4n2 − 32 ) 2 · 1(8x)2 1− 6 · 5(8x)2 1− (4n2 − 52 )(4n2 − 72 ) 4 · 3(8x)2 (1 − · · · ) (4n2 − 92 )(4n2 − 112 ) and Qn(x) = 4n2 − 12 1!(8x) 1− (4n2 − 32 )(4n2 − 52 ) 3 · 2(8x)2 1− (4n2 − 72 )(4n2 − 92 ) 5 · 4(8x)2 (1 − · · · ) The general form of these terms can be written as (4n2 − (4k − 3)2 ) (4n2 − (4k − 1)2 ) 2k(2k − 1)(8x)2 (4n2 − (4k − 1)2 ) (4n2 − (4k + 1)2 ) 2k(2k + 1)(8x)2 Pn(x) = k = 1. Qn(x) = k = 1. . . . . 3 . For n = 0 1 sin u = √ (sin x − cos x) 2 1 cos u = √ (sin x + cos x) 2 1 [P0 (x)(sin x + cos x) − Q0 (x)(sin x − cos x)] J0 (x) = √ πx 11 . 3 . 2.

or 2 πx 1/2 J0 (x) = P0 (x) cos x − 12 · 32 1− 52 · 72 π 4 − Q0 (x) sin x − 1− 92 · 112 6 · 5(8x)2 π 4 P0 (x) = 1 − Q0 (x) = − 2!(8x)2 1− 4 · 3(8x)2 1− (1 − · · · ) 12 8x 32 · 52 3 · 2(8x)2 72 · 92 5 · 4(8x)2 (1 − · · · ) For n = 1 1 sin u = √ (sin x + cos x) 2 1 cos u = √ (sin x − cos x) 2 1 J1 (x) = √ [P1 (x)(sin x − cos x) − Q1 (x)(sin x + cos x)] πx or 2 πx 2· 1/2 J1 (x) = P1 (x) cos x − 3·5 1(8x)2 35 2 · 1(8x)2 1− 3π 4 − Q1 (x) sin x − 1− 77 · 117 6 · 5(8x)2 3π 4 P1 (x) = 1 + 3 8x 21 · 45 4· 3(8x)2 (1 − · · · ) Q1 (x) = 1− 1− 45 · 77 5 · 4(8x)2 (1 − · · · ) 12 .

. .Asymptotic Approximation of Bessel Functions Large Values of x Y0 (x) = 2 πx 2 πx 1/2 1/2 [P0 (x) sin(x − π/4) + Q0 (x) cos(x − π/4)] [P1 (x) sin(x − 3π/4) + Q1 (x) cos(x − 3π/4)] Y1 (x) = where the polynomials have been deﬁned earlier. . Positive Order ∞ Jν (x) = k=0 (−1)k (x/2)ν+2k k!Γ(ν + k + 1) 1 x 2 ν = Γ(1 + ν) 1− (x/2)2 1(1 + ν) 1− (x/2)2 2(2 + ν) 1− (x/2)2 3(3 + ν) (1 − · · · The General Term can be written as Zk = Y −Y k(k + ν) k = 1. . 2. 3. = (x/2)2 where B0 = 1 B + 1 = Z1 · B0 B2 = Z2 · B1 . Power Series Expansion of Bessel Functions First Kind. . Bk = Zk · Bk−1 13 .

14 . = (x/2)2 where B0 = 1 B + 1 = Z1 · B0 B2 = Z2 · B1 . 3. . 2. . Negative Order ∞ J−ν (x) = k=0 (−1)k (x/2)2k−ν k!Γ(k + 1 − ν) 1 x 2 −ν = Γ(1 − ν) 1− (x/2)2 1(1 − ν) 1− (x/2)2 2(2 − ν) 1− (x/2)2 3(3 − ν) (1 − · · · The General Term can be written as Zk = Y −Y k(k − ν) k = 1. . . . Bk = Zk · Bk−1 The approximation can be written as J−ν (x) = (x/2)−ν Γ(1 − ν) U Bk k=0 where U is some arbitrary value for the upper limit of the summation.The approximation can be written as Jν (x) = (x/2)ν Γ(1 + ν U Bk k=0 First Kind.

Order One. J0 (x) = 0 This equation has an inﬁnite set of positive roots x1 < x2 < x3 . 1. An approximation for small n is xn = α 4 1+ 2 α2 − 62 3α4 + 7558 15α6 First Kind. . . with α = π(4n − 1). . non-zero roots x1 < x2 < x3 < . . ν = 0. < xn < xn+1 . xn < xn+1 < . 15 .Second Kind. . Order Zero... . 2. Roots of Bessel Functions First Kind. . Note: xn+1 − xn → π as n → ∞ The roots of J0 (x) can be computed approximately by Stokes’s approximation which was developed for large n xn = α 4 1+ 2 α2 − 62 3α4 + 15116 15α6 − 12554474 105α8 + 8368654292 315α10 − . Positive Order Yν (x) = Jν (x) cos νπ − J−ν (x) sin νπ . . . . J1 (x) = 0 This equation has an inﬁnite set of positive. .

To accelerate the convergence of the Newton-Raphson method.. Aside: Fisher-Yovanovich modiﬁed the Stoke’s approximation for roots of J0 (x) = 0 and J1 (x) = 0. It is based on taking the arithmetic average of the ﬁrst three and four term expressions For Bi → ∞ roots are solutions of J0 (x) = 0 δn. Thus the (i + 1)th iteration is given by xi+1 = xi − n n xi J1 (xi ) − BJ0 (xi ) n n n xi J0 (xi ) + BJ1 (xi ) n n n Accurate polynomial approximations of the Bessel functions J0 (·) and J1 (·) may be employed.∞ = α 4 1+ 2 α2 − 62 3α4 + 15116 30α6 16 . with β = π(4n + 1). the ﬁrst value for the (n + 1)th root can be related to the converged value of the nth root plus π. xn = β 4 1+ 6 β2 + 6 β4 − 4716 5β 6 + 3902418 35β 8 − 895167324 35β 10 + .Note: xn+1 − xn → π as n → ∞ These roots can also be computed using Stoke’s approximation which was developed for large n.. An approximation for small n is xn = β 4 1− 6 β2 + 6 β4 − 4716 10β 6 The roots of the transcendental equation xnJ1 (xn) − BJ0 (xn) = 0 with 0 ≤ B < ∞ are inﬁnite in number and they can be computed accurately and eﬃciently using the Newton-Raphson method.

steady heat ﬂow in a circular cylinder of ﬁnite length 17 . transient heat conduction in a thin wall 3.with α = π(4n − 1). For Bi → 0 roots are solutions of J1 (x) = 0 δn. heat conduction. vibrations.0 = β 4 1− 6 β2 + 6 β4 − 4716 10β 6 with β = π(4n + 1). Potential Applications 1. problems involving electric ﬁelds. optical diﬀraction plus others involving cylindrical or spherical symmetry 2.

4. The modiﬁed Bessel function of the Second Kind diverges for all orders at x = 0. Iν (x) and Kν (x) are exponentially growing and decaying functions as shown in Figs.Modiﬁed Bessel Functions Bessel’s equation and its solution is valid for complex arguments of √ Through a simple x. 18 . from x to ix (where i = −1).3 and 4. Unlike the ordinary Bessel functions. we obtain the modiﬁed Bessel’s equation as follows: x 2 d2 y dx2 +x dy dx + ((ix)2 − ν 2 )y = 0 or equivalently x 2 d2 y dx2 +x dy dx − (x2 + ν 2 )y = 0 The last equation is the so-called modiﬁed Bessel equation of order ν. which are oscillating. It should be noted that the modiﬁed Bessel function of the First Kind of order 0 has a value of 1 at x = 0 while for all other orders of ν > 0 the value of the modiﬁed Bessel function is 0 at x = 0.4. change of variable in Bessel’s equation. Its solution is y = AJν (ix) + BYν (ix) or x>0 y = CIν (x) + DKν (x) x>0 and Iν (x) and Kν (x) are the modiﬁed Bessel functions of the ﬁrst and second kind of order ν.

4: Plot of the Modiﬁed Bessel Functions of the Second Kind. Integer Order 2.5 x 2 2.5 1 1. Integer Order 19 .5 K x 1 K0 0.3: Plot of the Modiﬁed Bessel Functions of the First Kind.5 x 2 2.5 0 0.5 1 I0 I1 I2 1.5 3 K1 K2 Figure 4.5 2 1.5 0 0.2.5 I x 1 0.5 3 Figure 4.5 2 1.

2. 3. First Kind In(x) = I0 (x) = I1 (x) = 1 π 1 π 1 π 0 0 π 0 π π cos(nθ) exp(x cos θ) dθ exp(x cos θ) dθ cos(θ) exp(x cos θ) dθ 20 .Relations Satisﬁed by the Modiﬁed Bessel Function Recurrence Formulas Bessel functions of higher order can be expressed by Bessel functions of lower orders for all real values of ν. . . Iν+1 (x) = Iν−1 (x) − Iν (x) = 1 2 2ν x 2ν x Iν (x) Kν+1 (x) = Kν−1 (x) + Kν (x) [Iν−1 (x) + Iν+1 (x)] ν x Iν (x) 1 Kν (x) = − [Kν−1 (x) + Kν+1 (x)] 2 Kν (x) = −Kν−1 (x) − Kν (x) = d dx d dx ν x ν x Kν (x) Iν (x) = Iν−1 (x) − Iν (x) = d dx d dx ν x Iν (x) + Iν+1 (x) Kν (x) − Kν+1 (x) [xν Iν (x)] = xν Iν−1 (x) = x−ν Iν+1 (x) [xν Kν (x)] = −xν Kν−1 (x) = −x−ν Kν+1 (x) x−ν Iν (x) x−ν Kν (x) Integral Forms of Modiﬁed Bessel Functions for Integer Orders n = 0. . 1.

Alternate Integral Representation of I0 (x) and I1 (x) 1 π 0 π I0 (x) = I1 (x) = cosh(x cos θ) dθ 1 π 0 π dI0 (x) dx = sinh(x cos θ) cos θ dθ Second Kind Note: These are also valid for non-integer values of Kv (x). π(x/2)n Kn(x) = 1 Γ n+ 2 ∞ √ ∞ 0 sinh2n t exp(−x cosh t) dt x>0 Kn(x) = 0 ∞ cosh(nt) exp(−x cosh t) dt exp(−x cosh t) dt 0 ∞ x>0 K0 (x) = K1 (x) = 0 x>0 x>0 cosh t exp(−x cosh t) dt 21 .

. . 2. .Approximations Asymptotic Approximation of Modiﬁed Bessel Functions for Large Values of x 4n2 − 12 ex 1− In(x) = √ 1(8x) 2πx 1 ex 1+ I0 (x) = √ 8x 2πx 3 ex 1− I1 (x) = √ 8x 2πx 1+ (4n2 − 32 ) 2(8x) 1+ 25 3(8x) 21 3(8x) (4n2 − 52 ) 3(8x) 1− 9 2(8x) 5 2(8x) 1− (1 − . ) (1 + . ) 1+ 1+ (1 + . . . . 3. . = (x/2)2 22 . . ) The general term can be written as − 4n2 − (2k − 1)2 k(8x) Power Series Expansion of Modiﬁed Bessel Functions First Kind. . Positive Order ∞ Iν (x) = k=0 (x/2)ν+2k k!Γ(ν + k + 1) 1 x 2 ν = Γ(1 + ν) 1+ (x/2)2 1(1 + ν) 1+ (x/2)2 2(2 + ν) 1+ (x/2)2 3(3 + ν) (1 + · · · The General Term can be written as Zk = Y Y k(k + ν) k = 1.

. . First Kind.where B0 = 1 B + 1 = Z1 · B0 B2 = Z2 · B1 . Bk = Zk · Bk−1 The approximation can be written as Iν (x) = (x/2)ν Γ(1 + ν) U Bk k=0 where U is some arbitrary value for the upper limit of the summation. 3. = (x/2)2 23 . Negative Order ∞ I−ν (x) = k=0 (x/2)2k−ν k!Γ(k + 1 − ν) 1 x 2 −ν = Γ(1 − ν) 1+ (x/2)2 1(1 − ν) 1+ (x/2)2 2(2 − ν) 1+ (x/2)2 3(3 − ν) (1 + · · · The General Term can be written as Zk = Y Y k(k − ν) k = 1. . . 2. .

. Positive Order Kν (x) = π[I−ν (x) − Iν (x)] 2 sin νπ Alternate Forms of Power Series Expansion for Modiﬁed Bessel Functions First Kind zn n! z2 1(n + 1) z2 2·2 1+ z2 2(n + 2) z2 3·3 1+ 1+ z2 3·4 z2 3(n + 3) 1+ z2 4·5 z2 5·5 z2 4(n + 4) In(x) = 1+ 1+ 1+ z2 4·4 1+ 1+ (1 + . ) I1 (x) = z 1 + (1 + . . ) 24 . . ) I0 (x) = 1 + z 2 1 + z2 1·2 1+ z2 2·3 (1 + . . . Second Kind. . . .where B0 = 1 B + 1 = Z1 · B0 B2 = Z2 · B1 . Bk = Zk · Bk−1 The approximation can be written as I−ν (x) = (x/2)−ν Γ(1 − ν) U Bk k=0 where U is some arbitrary value for the upper limit of the summation.

8 decimal place accuracy is obtained by 7 15I0 (x) = cosh x + 2 j=1 7 cosh(x cos jπ/15) 15I1 (x) = sinh x + 2 j=1 sinh(x cos jπ/15) cos(jπ/15) 25 . 8 decimal place accuracy is obtained by 7 15J0 (x) = cos x + 2 j=1 7 cos(x cos jπ/15) 15J1 (x) = sin x + 2 j=1 sin(x cos jπ/15) cos(jπ/15) For x ≤ 20. ) K0 (x) = e−x 1 − e−x 1 + 2(8x) 5 2(8x) K1 (x) = Series expansions based upon the trapezoidal rule applied to certain forms of the integral representation of the Bessel functions can be developed for any desired accuracy. . For x ≤ 12. Several expansions are given below.Second Kind When n is a positive integer π 2x π 2x π 2x 1/2 1/2 1/2 Kn(x) = e −x 1+ (4n2 − 12 ) 1(8x) 1 8x 3 8x 1− 1− 9 1+ (4n2 − 32 ) 2(8x) 1− 1− 25 3(8x) 21 3(8x) 1+ (4n2 − 52 ) 3(8x) (1 + . .

displacement of a vibrating membrane 2. heat conduction in an annular ﬁn of rectangular cross section attached to a circular base 26 .For x ≥ 0. 8 decimal place accuracy is obtained by 11 4K0 (x) = e−x + e−x cosh 6 + 2 j=1 exp[−x cosh(j/2)] 11 4K1 (x) = e −x + cosh 6e −x cosh 6 +2 j=1 exp[−x cosh(j/2) cosh(j/2)] Potential Applications 1.1.

We obtain real functions 27 . Jn(i3/2 x) and Kn(i1/2 x) are not necessarily real.Kelvin’s Functions Consider the diﬀerential equation x2 d2 y dx2 +x dy dx − (ik2 x2 + n2 )y = 0 i= √ −1 This is of the form of Bessel’s modiﬁed equation x2 d2 y dx2 +x dy dx − (β 2 x2 + n2 )y = 0 i= √ −1 with β 2 = ik2 . since In(x) = i−nJn(ix) ⇒ inIn(x) = Jn(ix) we may take the independent solutions of the given equation as y = AJn(i3/2 kx) + BKn(i1/2 kx) when x is real. Since the general solution of Bessel’s modiﬁed equation is y = AIn(βx) + BKn(βx) the general solution of the given equation can be expressed as √ √ y = AIn( i kx) + BKn( i kx) Also.

customary to omit the subscript from the latter deﬁnitions when the order n is zero and to write simply J0 (i3/2 x) = ber x + i bei x K0 (i1/2 x) = ker x + i kei x The complex function ber x + i bei x is often expressed in terms of its modulus and its amplitude: ber x + i bei x = M0 (x)eiθ0 (x) where M0 (x) = [(ber x)2 + (bei x)2 ]1/2 .by the following deﬁnitions: bern = Re Jn(i3/2 x) bein = Im Jn(i3/2 x) Jn(i3/2 x) = bern x + i bei x kern = Re i−nKn(i1/2 x) kein = Im i−nKn(i1/2 x) i−nKn(i1/2 x) = kern x + i kei x It is. Similarly we can write θ0 = arc tan bei x ber x bern x + i bern x = Mn(x)eiθn(x) where 28 . however.

Mn(x) = [(bern x)2 + (bein x)2 ]1/2 . θn = arc tan bein x bern x Kelvin’s Functions ber x and bei x The equation for I0 (t) is t 2 d2 y dt2 +t dy dt − t2 y = 0 √ Set t = x i and the equation becomes x2 d2 y dx2 +x dy dx − i x2 y = 0 √ √ with the solutions I0 (x i) and K0 (x i). The ber and bei functions are deﬁned as follows. Since I0 (t) = 1 + t 2 2 + (t/2)2 (2!)2 + (t/2)6 (3!)2 + ··· we have real and imaginary parts in √ I0 (x i) = 1− (x/2)4 (2!)2 + (x/2)8 (4!)2 − ··· (x/2)10 (5!)2 − ··· +i (x/2)2 − (x/2)6 (3!)2 + = ber x + i bei x Equating real and imaginary parts we have ber x = 1 − (x/2)4 (2!)2 2 + (x/2)8 (4!)2 + − ··· − ··· bei x = (x/2) − (x/2)6 (3!)2 (x/2)10 (5!)2 29 .

namely √ ker x + i kei x = K0 (x i) From the deﬁnition of K0 (x) we can see that ker x = −[ln(x/2) + δ] ber x + π 4 ∞ bei x + r=1 (−1)r (x/2)4r [(2r)!]2 φ(2r) and kei x = −[ln(x/2) + δ] bei x − π 4 ∞ ber x + r=1 (−1)r (x/2)4r+2 [(2r + 1)!]2 φ(2r + 1) where r φ(r) = s=1 1 s 30 . and it can be seen that both series are absolutely convergent for all values of x. Among the more obvious properties are ber 0 = 1 and bei 0 = 0 x x x ber x dx = x bei x. 0 0 x bei x dx = −x ber x In a similar manner the functions ker x and kei x are deﬁned to be respectively the real √ and imaginary parts of the complex function K0 (x i).Both ber x and bei x are real for real x.

Potential Applications 1. calculation of the current distribution within a cylindrical conductor 2. electrodynamics of a conducting cylinder 31 .

their usefulness is connected with their behavior for large values of x. they satisfy the same recurrence relationships. Both are. of course. inﬁnite at x = 0. 32 . Since Hankel functions are linear combinations of Jn and Yn.Hankel Functions We can deﬁne two new linearly dependent functions (1) Hn (x) = Jn(x) + iYn(x) (2) Hn (x) = Jn(x) − iYn(x) x>0 x>0 which are obviously solutions of Bessel’s equation and therefore the general solution can be written as (1) (2) y = AHn (x) + BHn (x) (1) (2) where A and B are arbitrary constants. The functions Hn (x) and Hn (x) are called Hankel’s Bessel functions of the third kind.

u . we obtain x2 (vu − uv ) + x(vu − uv ) = (µ2 − λ2 )x2 uv Division by x gives x(vu − uv ) + (vu − uv ) = (µ2 − λ2 )xuv or d dx [x(vu − uv )] = (µ2 − λ2 )xuv Then by integration and omitting the constant of integration we have (µ2 − λ2 ) xuv dx = x(vu − uv ) or making the substitutions for u. v and v we have (µ2 − λ2 ) xJn(λx) Jn(µx) dx = x[Jn(µx) Jn(λx) − Jn(λx) Jn(µx)] 33 .Orthogonality of Bessel Functions Let u = Jn(λx) and v = Jn(µx) with λ = µ be two solutions of the Bessel equations x2 u + xu + (λ2 x2 − n2 )u = 0 and x2 v + xv + (µ2 x2 − n2 )v = 0 where the primes denote diﬀerentiation with respect to x. and subtracting. Multiplying the ﬁrst equation by v and the second by u.

The right hand side vanishes at the lower limit zero. say x = b. In either case we have the following orthogonality property b xJn(λx)Jn(µx) dx = 0 a This property is useful in Bessel-Fourier expansions of some arbitrary function f (x) over the ﬁnite interval 0 ≤ x ≤ b. It also vanishes at some arbitrary upper limit. As µ → λ. and in the second case it means that µb and λb are two roots of Jn(x) = 0. Further the functions Jn(λx) and Jn(µx) are said to be orthogonal in the interval 0 ≤ x ≤ b with respect to the weight function x. provided Jn(µb) = 0 = Jn(λb) or Jn(λb) = 0 = Jn(µb) In the ﬁrst case this means that µb and λb are two roots of Jn(x) = 0.This integral is the so-called Lommel integral. it can be shown by the use of L’Hopital’s rule that x 0 2 xJn(λx) dx = x2 2 Jn(λx) 2 + 1− n2 (λx)2 [Jn(λx)]2 where Jn(λx) = dJn(r) dr with r = λx 34 .

1.75755 2. compute to 6 decimal places the following Bessel functions: a) J0 (x) e) f) g) Y0 (x) Y1 (y) K0 (z) b) J1 (y) c) I0 (z) d) I1 (z) given h) K1 (z) x = 3.83171 y = 2. Compute to 6 decimal places the ﬁrst six roots xn of the transcendental equation x J1 (x) − B J0 (x) = 0 when B = 0. and 100. asymptotic expansions. 5. Compute to 4 decimal places the coeﬃcients An(n = 1. 10. B≥0 3.40482 z = 1. The xn are the roots found in Problem 2. 10. 35 . 6) given 2B (x2 n + B 2 ) J0 (xn) An = for B = 0.0.0. By means of power series. 2. 4. polynomial approximations or Tables. and 100.1.Assigned Problems Problem Set for Bessel Equations and Functions 1. 1. 1. 3.

Show that i) ii) J0 (x) = −J1 (x) d dx [xJ1 (x)] = xJ0 (x) 36 . 6. 2. 5. Compute to 4 decimal places the coeﬃcients Bn(n = 1. The ﬁn eﬃciency of a longitudinal ﬁn of triangular proﬁle is given by √ 1 I1 (2 γ) η= √ γ I0 (2 γ) Compute η for γ = 0. 10. 2. 4) given 2AnJ1 (xn) xn Bn = for B = 0.5.894. The ﬁn eﬃciency of a radial ﬁn of rectangular proﬁle is given by I1 (x)K1 (ρx) − K1 (x)I1 (ρx) I0 (ρx)K1 (x) + I1 (x)K0 (ρx) η= 2ρ x(1 − ρ2 ) Compute the eﬃciency for x = 2. The xn are the roots found in Problem 2 and the An are the coeﬃcients found in Problem 3. 3. and 100. The ﬁn eﬃciency of a longitudinal ﬁn of convex parabolic proﬁle is given as √ 1 I2/3 (4 γ/3) η= √ γ I−2/3 (4 γ/3) Compute η for γ = 3.0. and 4. 1.0. ρx = 0.1.0. 7.537 8. 1. 3.24.0. Ans: η = 0.0.178.4.

If δ(> 0) is a root of the equation J1 (x) = 0 show that 1 xJ0 (δx) dx = 0 0 37 .9. Given the function f (x) = xJ1 (x) − B J0 (x) with B = constant ≥ 0 determine f . Show that 1 i) 0 1 xJ0 (λx) dx = 3 1 λ J1 (λ) 2 λ2 ii) 0 x J0 (λx) dx = λ2 − 4 λ3 J1 (λ) + J0 (λ) 12. If δ is any root of the equation J0 (x) = 0. Show that i) x2 J0 (x) dx = x2 J1 (x) + xJ0 (x) − J0 (x) dx ii) x3 J0 (x) dx = x(x2 − 4) J1 (x) + 2x2 J0 (x) 11. 10. f . and f . Reduce all expressions to functions of J0 (x). show that 1 i) 0 δ J1 (δx) dx = 1 δ ii) 0 J1 (x) dx = 1 13. J1 (x) and B only.

where δn are the roots of the equation J0 (x) = 0. Given the Fourier-Bessel expansion of f (x) of zero order over the interval 0 ≤ x ≤ 1 f (x) = A1 J0 (δ1 x) + A2 J0 (δ2 x) + A3 J0 (δ3 x) + . Obtain the solution for the following problem: xy + y − m2 by = 0 with y(0) = ∞ and y(b) = y0 0 ≤ x ≤ b. Show that over the interval 0 ≤ x ≤ 1 ∞ x=2 n=1 J1 (δn) δn J2 (δn) where δn are the positive roots of J1 (x) = 0. Determine the coeﬃcients An when f (x) = 1 − x2 . Obtain the solution to the following second order ordinary diﬀerential equations: i) ii) iii) iv) v) y + xy = 0 y + 4x2 y = 0 y + e2x y = 0 xy + y + k2 y = 0 x2 y + x2 y + 1 x 1 4 y=0 4 x2 Hint: let u = ex k>0 vi) y + y − 1+ y=0 vii) xy + 2y + xy = 0 17. 15. m > 0 38 . . 16. .14.

m > 0 y(0) = ∞ and y(b) = y0 19.18. Show that I3/2 (x) = 2 πx 1/2 cosh x − sinh x x I−3/2 (x) = 2 πx 1/2 sinh x − cosh x x 39 . Obtain the solution for the following problem: x2 y + 2xy − m2 xy = 0 with 0 ≤ x ≤ b.

D. 7. M. London. Luke. and MacRobert. Springer. 2.. 6. Sneddon. Special Functions of Mathematical Physics and Chemistry. 4... Formulas and Theorems for the Special Functions of Mathematical Physics. McLachlan. M. Wheelon. 1965. Dover. 5. Abramowitz. Rainville.N. L. MacMillan. and Stegun. P.. San Francisco.. G. 1966.N. 3. 2nd Edition. 1962. A Treatise on the Theory of Bessel Functions. New York. 1953.. N. D. Oberhettinger. 1961. Basingstoke MacMillan. 2nd Edition. Dover New York. Gray A. R. Magnus W. Mathews. G..W. Holden-Day. McGraw-Hill.A. London. Cambridge University Press. Bessel Functions for Engineers. Edinburgh. Integrals of Bessel Functions. 8. F. 9. A Treatise on Bessel Functions. 1960. Blackie. 2nd Edition. Watson.E. 1955. Special Functions. Introduction to Bessel Functions. 1931. 1968. London. New York. Oliver and Boyd. 11. 1946.. Berlin. and Soni. Oxford University Press. New York. F. A. Relton. I. Tables of Summable Series and Integrals Involving Bessel Functions. Y. Handbook of Mathematical Functions. T. 1958.. B. F. 10. I. 40 . Applied Bessel Functions. Bowman..Selected References 1. E.

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