WATSON
G.N.WATSON
PRESS
A TREATISE ON
The completeness of the theoretical account, combined with the wide scope of the
of practical examples and the extensive numerical tables, have resulted in a book which is indispensable to pure mathematicians, to applied mathematicians, and to physicists alike.
collection
'In Professor Watson's treatise, which is a of erudition and its often too rare accompaniment, clear exposition, we have a rigorous mathematical treatment of all types of Bessel functions, their properties,
monument
representations, asymptotic expansions, integrals containing them, allied functions, series, zeros, tabulation, together
integral
.indis
who have
occasion to
THEORY OF
BESSEL FUNCTIONS
W.
B. F.
A TREATISE ON THE
THEORY OF
BESSEL FUNCTIONS
BY
G. N.
WATSON
SECOND EDITION
CAMBRIDGE
AT THE UNIVERSITY PRESS
1966
First paperback
edition
1966
~fcU^6\\*s
Hazell Watson
PREFACE
THIS
book has been designed with two objects in view. The first is the development of applications of the fundamental processes of the theory of
functions of complex variables.
For this purpose Bessel functions are admirably adapted; while they offer at the same time a rather wider scope for the application of parts of the theory of functions of a real variable than
is
provided by
The second object is the compilation of a collection of results which would be of value to the increasing number of Mathematicians and Physicists who
encounter Bessel functions in the course of their researches. The existence of such a collection seems to be demanded by the greater abstruseness of properties
of Bessel functions (especially of functions of large order) which have been
While my endeavour has been to give an account of the theory of Bessel functions which a Pure Mathematician would regard as fairly complete, I have
consequently also endeavoured to include
special, which,
all
although without theoretical interest, are likely to be required in practical applications; and such results are given, so. far as possible, in a form appropriate for these purposes. The breadth of these aims, combined
with the necessity for keeping the size of the book within bounds, has made it necessary to be as concise as is compatible with intelligibility.
is, for the most part, a development of the theory of funcexpounded in the Course of Modern Analysis by Professor Whittaker and myself, it has been convenient to regard that treatise as a standard work of reference for general theorems, rather than to refer the reader to original
tions as
sources.
draw attention here to the function which I have regarded namelt the function which was defined by Weber and used subsequently by Schlafli, by Graf and Gubler and by Nielsen. For historical and sentimental reasons it would have been pleasing to have felt justified in using Hankel's function of the second kind; but three
It is desirable to
The
first is
my
of mathematicians who use Weber's function has greater weight than the authority of the mathematicians who use any other one function of the second kind. The second is the parallelism which the use of Weber's function exhibits
between the two kinds of Bessel functions and the two kinds (cosine and
sine)
VI
of trigonometrical functions.
interpolation
PREFACE
The third is the existence of the device by which made is possible in Tables I and III at the end of Chapter XX, which seems to make the use of Weber's function inevitable in numerical work.
It has been my policy to give, in connexion with each section, references any memoirs or treatises in which the results of the section have been previously enunciated; but it is not to be inferred that proofs given in this book are necessarily those given in any of the sources cited. The bibliography at the end of the book has been made as complete as possible, though doubtless omissions will be found in it. While I do not profess to have inserted every memoir in which Bessel functions are mentioned, I have not consciously omitted any memoir containing an original contribution, however slight to the theory to
of the functions; with regard to the related topic of Riccati's equation, I have
been eclectic to the extent of inserting only those memoirs which seemed to be relevant to the general scheme.
In the case of an analytical treatise such as this, it is probably useless to hope that no mistakes, clerical or other, have remained undetected; but the
of such mistakes has been considerably diminished by the criticisms and the vigilance of my colleagues Mr C. T. Preece and Mr T. A. Lumsden, whose labours to remove errors and obscurities have been of the greatest value. To these gentlemen and to the staff of the University Press, who have given every assistance, with unfailing patience, in a work of great typographical
number
complexity, I offer
my
grateful thanks.
G. N.
August
21, 1922.
W.
XII
XIX;
waned
since 1922,
and I
prepared to undertake such a task to the detriment In the preparation of this new edition I have therefore limited myself to the correction of minor errors and misprints and to the emendation of a few assertions (such as those about the unproven character of Bourget's hypothesis) which, though they may have been true in 1922, would have been
definitely false
had they been made in 1941. thanks are due to many friends for their kindness in informing me of errors which they had noticed; in particular, I cannot miss this opportunity of expressing my gratitude to Professor J. R. Wilton for the vigilance which
My
list
of corrigenda. G. N.
W.
March
31, 1941.
CONTENTS
CHAP.
I.
PAGE
1826
II.
H
38
III.
IV.
DIFFERENTIAL EQUATIONS
85
132
V.
VI. VII.
160 194
VIII.
IX.
....
.
225
271
X.
XI.
XII.
308
358 373
XIII.
383 450
.
XIV.
MULTIPLE INTEGRALS
XV.
XVI.
477
NEUMANN
VARIABLES
SERIES
XVII.
KAPTEYN SERIES
OF FOURIERBESSEL AND DINI
XVIII. SERIES
576 618
.
XIX.
SCHLOMILCH SERIES
XX.
654
665 753
INDEX OF SYMBOLS
LIST OF
AUTHORS QUOTED
....
789
791
GENERAL INDEX
796
point,
large,
:
and to be curious
in
is
to be granted to
him that
ii.
will
make an abridgement.
2
Maccabees
30, 31.
CHAPTER
I
1826
The theory of Bessel functions is intimately connected with the theory of a certain type of differential equation of the first order, known as Riccati's equation. In fact a Bessel function is usually defined as a particular solution
of a linear differential equation of the second order (known as Bessel's equation)
which
is
The
this
by John Bernoulli in 1694. In paper Bernoulli gives, as an example, an equation of this type and states that he has not solved it"f\
In various letters! to Leibniz, written between 1697 and 1704, James Bernoulli refers to the equation, which he gives in the form
dy = yydx + xxdx,
and
states,
more than
1697): "
Vellem porro ex Te
Ego
in mille
lusit."
Thus he writes (Jan. 27, dy yydx + xxdx. meam operam improbum sed Problema performas transmutavi,
once, his inability to solve
scire
it.
num
et hanc tentaveris
Five years later he succeeded in reducing the equation to a linear equation of the second order and wrote to Leibniz (Nov. 15, 1702) " Qua
petuo
quam
simpliciter differentialis
sed separavi
illas
dy yydx + a?dx
differentiodifferentialem
had been made, it was a simple step to solve the last and so to obtain the solution of the equation of the first order as the quotient of two powerseries.
this discovery
series,
When
equation in
* Acta Eruditorum publicata Lipsiae, 1694, pp. 435 437. i f "E8to proposita aequatio differentialis haec x dx + y*dx = a?dy quae an per separationem indeterminatarum construi possit nondum tentavi " (p. 436). t See Leibnizens gesamellte Werki, Dritte Folge (Mathematik), in. (Halle, 1855), pp. 5087. Ibid. p. 65. Bernoulli's procedure was, effectively, to take a new variable u defined by the
formula
1 du u dx
_ ~*
by
y.
in the equation
il
to replace
this equation
and a
in 43.
[CHAP.
form of the solution was communicated to Leibniz by (Oct. 3, 1703) in the following terms*:
X
V
3
,
X 3.4.7
7
X 3.4.7.8.11
11
XVa
3.
X19
.
4.7.8.
11
12.
15^3.
X*
3.4
X*
3.4.7.8
X 12 3.4.7.8.11.12
x 3.4.7.8.11.12.15.16
lti
quae
series
ratio progressionis
qua
_a?
y
x1
3.3. 7
2x11
373. 3. 7. 11
13r15
3.3.3.3.5. 7777II
+
far
Of
and consequently James Bernoulli seems to have received hardly the full credit which his discovery entitled him. Thus, twentytwo years later, the paperf in which Count Riccati first referred to an equation of the type which now bears his name, was followed by a note:,: by Daniel Bernoulli in which it was
to
ax dx + uudx = bdu
11
was a hitherto unsolved problem. The note ended with an announcement in an anagram of the solution " Solutio problematis ab 111. Riccato proposito characteribus occultis involuta 24a, 6b, 6c, Sd, 33e, hf, 2g, 4>h, 33i, 61, 21m,
:
26n, 16o, Sp, oq, I7r, 16s, 25t, 32m, 5#, By, +, ,
, =,
4, 2, 1."
to
The
4m/(27/i 1),
where
is
any
integer, for
namely any one of which the equation is solution will be given in 4*1, 4*11.
to the
work of Riccati by Daniel Bernoulli, combined equation was of a slightly more general type than
m.
(Halle, 1855), p. 75.
in
vm.
(1724), pp.
6673.
The form
xmdq = du + uu dx:q,
where
other
= xn
% Ibid. pp. 73
75. Daniel Bernoulli mentioned that solutions had been obtained by three members of his family John, Nicholas and the younger Nicholas. The reader should observe that the substitution
u=
gives rise to
j
bdz
z
dx
an equation which is easily soluble in series. Exercitationes quaedam matheviaticae (Venice, 1724), pp. 77 pp. 465473.
80;
1*2]
John Bernoulli's equation* has resulted in the name of Riccati being associated
not only with the equation which he discussed without solving, but also with
still
where P, Q,
It is
if
R are given
functions of x.
P=0,
supposed that neither P nor R is identically zero. If U=0, the equation is linear; the equation is reducible to the linear form by taking 1/y as a new variable.
last
The
it is
and
this equation is
sometimes reducible
by an elementary transformation
Mention should be made here of two memoirs by Euler. In the first it is proved that, when a particular integral y x of Riccati's generalised equation is known, the equation is reducible to a linear equation of the first order by replacing y by y x + 1/u, and so the general solution can be effected by two quadratures. It is also shewn (ibid. p. 59) that, if two particular solutions are known, the equation can be integrated completely by a single quadrature; and this result is also to be found in the second of the two papers. A brief discussion of these theorems will be given in ChaDter iv.

1*2.
In 1738 Daniel Bernoulli published a memoir! containing enunciations of a number of theorems on the oscillations of heavy chains. The eighth ** of
these
is
as follows
"
Defigura catenae uniformiter oscillantis. Sit catena AG flexilis suspensa de puncto A, eaque oscillationes
si turn
AMF;
fueritque
ejus
longitudo catenae
valorisff ut
fit
/
= 1:
FM x, sumatur n
'
n
*
Jl + 4ww
P_
4 9n
.
l^_
4 9 16n4
.
4.9.16. 25ns
See James Bernoulli, Opera Omnia, n. (Geneva, 1744), pp. 1054 1057 it is stated that the is the determination of a solution in finite terms, and a solution which resembles the solution by Daniel Bernoulli is given. t The term Hiccati's equation was used by D'Alembert, Hist, de I' Acad. R. de Set. de Berlin,
;
'
X Iiutitutiones Calculi Integralis, n. (Petersburg, 1769), 831, pp. 8889. the reduction, see James Bernoulli's letter to Leibniz already quoted.

In connexion with
Novi Coram. Acad. Petrop. vni. (17601761), [published 1763], p. 32. 163164. If " Theoremata de osoillationibus corporum filo flexili connexorum et catenae verticaliter suspensae," Comm. Acad. Set. Imp. Petrop. vi. (1732 3), [published 1738], pp. 108 122.
Ibid. ix. (17621763), [published 1764], pp.
** Loc.
cit: p.
116.
is n.
[CHAP.
Ponatur porro distantia extremi puncti F ah linea'verticali = 1, dico fore ab eadem linea verticali aequalem distantiam puncti ubicunque assumpti
x n
xx
i
<*
**
**
4>nn
4.9w3
4.9.16n 4
4.9.16.25w8
f ctc
He
= proxime 0691
I....
Habet autem
The last series is now described as a Bessel function * of order zero and argument 2 V(#/n); and the last quotation states that this function has an infinite number of zeros.
viii,
Bernoulli published f proofs of his theorems soon afterwards; in theorem he obtained the equation of motion by considering the forces acting on
the portion
FM
of length
later
x.
The equation
by
Euler \
many years
following
is
of the chain.
The
Let p be the line density of the chain (supposed uniform) and let T be the tension at height x above the lowest point of the chain in its undisturbed position. The motion being transversal, we obtain the equation bT=gpbx by resolving vertically for an element of chain of length bx. The integral of the equation is Tgpx.
The
is
the (hori
'*( r 2)If
we
substitute for
T and
dt*
If
y dx\ dxj
'
is
the length of the simple equivalent pendulum for any one normal vibration,
we
write
where
A and
f are constants
and then
n (x/f)
d
is
A
If
\ ( dx\ dx)
x/f= ii, we obtain the solution
1
+ =
f
series,
in the
form of Bernoulli's
v?
namely
u ul v= l H
*
1.4
+ u* 1.4.9 1.4.9.16
On
the Continent, the functions are usually called cylinder functions, or, occasionally, func
Journal fur Math. lxix. (1868), p. 128; see also Math. Ann.
m.
(1871), pp.
609610.
t Comm. Acad. Petrop. vn. (17345), [published 1740], pp. 162179. X Acta Acad. Petrop. v. pars 1 (Mathematics), (1781), [published 1784], pp. 157177. Euler took the weight of length e of the chain to be E, and he denned g to be the measure of the distance (not twice the distance) fallen by a particle from rest under gravity in a second. Euler's
notation has been followed in the text apart from the significance of g and the introduction of
p
and
5 (for d).
1*3]
1826
D are constants.
If a is the
where
C and
Since
is finite
zero.
"
j. +
1
./
TT4/2 ~
4. 9/3
""'
By an extremely ingenious analysis, which will be given fully in Chapter xv, Euler proceeded to shew that the three smallest roots of the equation in a/f are 1445795, 7*6658 and 1863. [More accurate values are 1*4457965, 7*6178156 and 18*7217517.]
In
'the
(ur\+v0, but
law of formation of successive coefficients is rather incomplete. The law of formation had, however, been stated in his Institutiones Calculi Integrality, n. (Petersburg, 1769), 977,
pp. 233235.
1*3.
The
1764.
membrane were
Idz
1
investigated by Euler}: in
He
ld?z_d?z
e*
dt2
d*z
3
'
where z
is
coordinates are
e is
To obtain a normal
where
a,
solution he wrote
z = u sin (at
A,
fi,
are constants
is
and u
*w,l^w,
The
of Euler's memoir;
p\
at the origin
is
is finite
given on
p.
256
?P
\l
{
2(w+l)e
is

+ 2.4(w+l)(n
2/3
+ 3)e4 ~)
+ 1.
as Bessel's equation for functions
0, 1, 2,
is
. .
now known
and
may
have
..
Save
for
coefficient of order /S
now
called a Bessel
The
* Acta Acad. Petrqp. v. pars 1 (Mathematics), (1781), [published 1784], pp. 178190. t See also 935, 936 (p. 187 et seq.) for the solution of an associated equation which will be
discussed in 3*52.
X Novi Comm. Acad. Petrop. x. (1764), [published 1766], pp. 243260. The reason why Euler made this change of notation is not obvious.

If
/3
were not an integer, the displacement would not be a onevalued function of position,
{p</>
+ B).
6
circular
[CHAP.
membrane of radius a with a fixed boundary* are to be determined from the consideration that u vanishes when r = a.
This investigation by Euler contains the earliest appearance in Analysis of
Only a few year* after Euler had arrived at the general Bessel coefficient on vibrating membranes, the functions reappeared, in an astronomical problem. It was shewn by Lagrangef in 1770 that, in the elliptic motion of a planet about the sun at the focus attracting according to the law of the inverse square, the relations between the radius vector r, the mean anomaly and the eccentric anomaly E, which assume the forms
in his researches
e sin
E,
Z A E=M+ n=l
in
j,
sinnM,
n=\
which a and
.
and
_9 ~ "m=o
2+"*"ro (n
!
w)'!
n
'
^ ~~
n
(_)m H + ( ^ l+2 t
ntmi ro
n+2m e
mt
2'
w!(w + m)!
in
for
1, 2, 3.
The
Terns,
f
p.
6 that
dA n
n at
a
memoir by
is
Poisson
A remarkable investigation of the approximate value of A n when n is large and < e < 1 is due to Carlini J: though the analysis is nob rigorous (and it would be difficult to make it rigorous) it is of sufficient interest for a brief
account of
it
to
be given here.
in. (1866), pp.
* Cf. Bourget,
113138.]
(Milan, 1817).
col.
X Ricerche sulla convergenza delta serie che serva alia soluzione del problema di Keplero This work was translated into German by Jacobi, Astr. Nach. xxx. (1850),
197254 [Werke, yii. (1891), pp. 189245]. See also two papers by Scheibner dated 1856, reprinted in Math. Ann. xvn. (1880), pp. 531544, 545560.
14]
It is easy to
1826
equation
An
c
2
is
a solution of the
differential
A n =2nn 2
/udt e /n
and then
2
(^+2 ) + tt
u
(l2 ) = 0.
large.
;
Hence when n
If u
(n a
)
is
large either
u or u2 or du/dt must be
(n a ) respectively and and du/dt to l>e (n 2a ) and on considering the highest powers of n in the various terms of the last differential equation, we find that a= 1. It is consequently assumed that u admits of an expansion in descending powers of n in the form
we should expect
where
?<
u lt u 2
...
are independent of n.
first
On
/ero
we
find that
...
= (l f 2 )/*2
fl
+ 2oi)+Mo=0,
,
where v n'=du
/dt
so that
= +
..
2,
and therefore
judtn^ogj^f2)vA(1e
and, since the value of
2
)
+ l}ilog(l f 2 ) + ...,
is
A n shews that Jude ~ n log ^e when be taken and no constant of integration is to be added.
From
Stirling's
must
formula
it
now
n exp
B
v/(^
'
and
by
Carlini.
much
which
further
by Meissel
This method of approximation has been carried Cauchy* has also discussed approximate
8"42), for
formulae for
An
in the case of
Carlini's
approximation
is
The
much more
corre
sponding approximation
Bn
The
he uses
taking
investigation given
is
by Laplace
is
of considerable
importance when
the value of
all
Bn
or,
e is a pure imaginary. But Laplace goes on to argue that an approximation established in the case of purely imaginary variables may be used sans crainte in the case of real variables. To anyone who is acquainted
supposing that
'
'
with the
modem
xxxvm.
(1854), pp.
t.
990993.
v.
[first
published 1827].
[CHAP.
on the principle
crease
up
to a certain point
of the
sum
of the series
may
For other and more recent applications of this principle, see Stokes, Proc. Camb. Phil. 362366 [Math, and Phys. Papers, v. (1905), pp. 221225], and Hardy, Proc. London Math. Soc. (2) n. (1905), pp. 332339 Messenger, xxxiv. (1905)., pp. 97101. A statement of the principle was given by Borel, Acta Mathematica, xx. (1897), pp. 393
Soc. vi. (1889), pp.
;
394.
The
The
iL<" = 2
in
2
,=o
(n
'
which n
is
large
/u
and
t.
greatest term
is
mfi, where
is
+ /x)
(n + 2/i
 2) ^ (n + 2M ) n2 e2
and so
fi
is
approximately equal to
).
it is
where
).
"
Hence
since* q
is
.BB< 1
. .
.}
~2ttMX/{7r/(l?)},
nearly equal to
Stirling's
1.
Now, by
theorem,
6" 1 exp {ws/(l
7T% 2
+ g2 )
'
{l+ x/(l+ 2 )}
)
and
so
BJ l)r
2 v'(l
nn3
+ c2 )) ^*
J
exp
{1
+ 2 )} + ^(1 + ,')}
{
WU
The
drew from
jD,l
~_ V
/ 2V(1
**) \*
6"expW(le )}
{l
ttw*
+ V(le )}
2
'
This approximate formula happens to be valid when e < 1 (though the reason for this restriction is not apparent, apart from the fact that it is obviously necessary), but it is difficult to prove it without using the methods of contour
The
cf.
formula 1 + 2 2<f'
~ N/W(lg)} maT
Bromwieh, Theory of
It is also
*3
Modern Analysis,
21*51.
(0 \r)
= (*)* M0 TI
);
1*5]
integration
1826
and
La TMorie analytique
It is
de la Chaleur; in this work Bessel functions of order zero occur in the discussion of the symmetrical motion of heat in a solid circular cylinder.
shewn by Fourier ( 118 120) that the temperature x from the axis of the cylinder, satisfies the equation
v,
at time
t,
at distance
e~
ni
gx*
f
tf<*
x*
\ ')
'
22
2 2 .42
2 2 .42 .6 2
where g
at the
= rnCD/K and
+ K(dvldx) =
is
theorem that and no complex roots. His proof is slightly incomplete because he assumes that certain theorems which have been proved for polynomials are true of integral functions; the defect is not difficult to remedy, and a memoir by HurwitzJ
Fourier proceeded to give a proof
307
309) by
Rolle's
m hasf an infinity of
real roots
formula ( 313) for dervate; generalisations of this formula Another formula given by Fourier, namely
22 2 2 42
.
mentioned that Fourier discovered the continued fraction the quotient of a Bessel function of order zero and its
will
be discussed in
56, 9*65.
2 2 42 6 2
.
1 =
f*

had been proved some years earlier by Parseval; are now known as Bessel's and Poisson's integrals
*
22, 23). memoir deposited in the archives of the French Institute on Sept. 28, 1811, and crowned on Jan. 6, 1812. This memoir is to be found in the Mim. de VAcad. des Sci., iv. (1819), [published 1824], pp. 185555; v. (1820),
(
The
[published 1826], pp. 153246. t This is a generalisation of Bernoulli's statement quoted in 1*2. t Math. Ann. xxxin. (1889), pp. 246266.
648. This paper also contains the formal M4m. des savant itrangers, i. (1805), pp. 639 statement of the theorem on Fourier constants which is sometimes called Parseval's theorem another paper by this little known writer, Mim. des savans Strangers, i. (1805), pp. 379 398, con
10
[CHAP.
The expansion of an arbitrary function into a series of Bessel functions of order zero was also examined by Fourier ( 314 320); he gave the formula for the general coefficient in the expansion as a definite integral.
was examined much more recently by Hankel, 471494; Schlafli, Math. Ann. x. (1876), pp. 137142; Diui, Serie di Fourier, i. (Pisa, 1880), pp. 246269 Hobson, Proc. London Math. Soc. (2) vn. (1909), pp. 359388; and Young, Proc. London Math. Soc. (2) xvni. (1920), pp. 163200.
validity of Fourier's expansion
The
Math. Ann.
vm.
(1875), pp.
1/6.
The unsymmetrical motions of heat in a solid sphere and also in a solid cylinder were investigated by Poisson* in a lengthy memoir published in 1823.
In the problem of the sphere f, he obtained the equation
is
a constant, n
is
a positive
R is that
sin2n+1 coda
Jo
?i
= 0,
1,
2 in detail.
is
order n
+ ^.
(ibid. p.
340
et seq.)
is
V
.'o
co)
sin2n G>cifo>,
where
w= 0,
1, 2, ...
and \
The
integral is
now known
as Poisson's integral (
In the case n
0,
and
is
its
an important approximate formula for the last integral (ibid., pp. 350 352) when the variable
a>
Let J
(k)
=it
'
(k)=
ir
cos
Then J
(k) is
*&ffl + 1+ i),_a (
249403. 300 etseq. The equation was also studied by Plana, Mem. della R. Accad. delle Sei. di Torino, xxv. (1821), pp. 532 534, and has since been studied by numerous writers, some of whom are mentioned in 4*3. See also Poisson, La TMorie Mathimatique de la Chaleur (Paris,
+ Ibid.
p.
t See also Rohrs, Proc. London Math. Soc. not used by Poisson.
v. (1874), pp.
136
187.
The notation J
(k)
was
1*6]
1826
11
When k is
may
we may expect
that Jo{k)sJk
and
B are constants.
2
(k)
 sin k
for
'
()
=
"J
)}
ofo.
Write
ir
 to
a
.
and then
cos k
(k)
 sin k
/'
(k)
cos 2
Ao cos
(2k sin 2 i)
o?<u
^j
/"
I
V(2 * }
2)
"^'
and similarly
sin ../(*)
+ cos . J
'
()
= ^^
fl
^Y"
nrnx^dx.
But
fo *^oo y
lim
VW
(l^V.^
\
2kJ sin
f J sin
^V.^K/^),
by a
well
known formula*.
[Note. It is not easy to prove rigorously that the passage to the limit is permissible the simplest procedure is to appeal to Bromwich's integral form of Tannery's theorem,
Series, 174.]
cos k
(k)
sink.
'
(k)
1 = j^
1 4 t ),
sin
J
;
(k)
+ cos k J
.
'
(k)
= jip (1
rj
k ),
where
***()
and
ri
k *0
as k+x>
and therefore
J ^ =
J(*k)
K1 +
ffc
C S
^
*+^+
sin
^'
i
It
^o'
(*)
^'3
where
A =.5=1. The
of this expansion was not established, until nearly forty years later,
when
it
was
investi
196.
The
(k) *J(irk)
eft
+ rn
is
*[
.rz.l.B jA
2.
2B" (I. 2 + 1)
A'
2.
3B'"(2. 3 + j) A"
& p
+
&
Ji
*
+
+
1 J
J'
15, 1914),
+ 8m *[_
* Cf.
p. 71, for
+
Watson, Complex Integration and Cauchy's Theorem (Camb. Math. Tracts, no. a proof of these results by using contour integrals.
12
and
so,
[CHAP.
we
find that
A'AH,
A" " A
A *, 2 g2
A'"*= A 
9 25 2.3.83
'
R
'
'
is
OM(*ooe.)A,^J
j
o
C08 *
+ 8l"2T8^~2.3.88ife + ; 8m
9.25
,1
*J
But, since the series on the right are not convergent, the researches of Lipschitz and subsequent writers are a necessary preliminary to the investigation of the significance of
be mentioned that an explicit formula for the general term in the expansion B. Hamilton, Trans. B. Irish Acad. xix. (1843), p. 313; his result
"["
^ 1
[0]
([
(20  $n,r
[0]
 }n),
and he described the expansion as semiconvergent; the expressions to be interpreted as 1/n and ()( f) ... (+)
!
is
y = Ax%
Jo
e hxcoSu> da>
+ Bx$
m) da>,
Jo
where
and
B are
constants.
It follows at
dxr
is
x dx
= A\
.'o
e~ hxcoau da)
+B
e hxcoa '\og
(a?
sin2 w)
cZo>.
Jo
likely that
This result was quoted by Stokesf as a known theorem in 1850, and it is he derived his knowledge of it from the integral given in Poisson's memoir; but the fact that the integral is substantially due to Poisson has
t Camb. Phil. Trans, ix. (1856), p. [38], [Math, and Phys. Papers, hi. (1901), J See Encyclopidie des Set. Math. n. 28 ( 53), p. 213.
p. 42].
1'7]
1826
13
17.
bear his
The memoir* in which Bessel examined in detail the functions which now name was written in 1824, but in an earlier memoir f he had shewn
is
+ 2
Bn cosnM,
ne sin u)
where
Bn = Bn should
sin
u sin (nu
du
1'4.
If = k zvrJo
I
2"
cos (hu
He
not adapted for defining the most worth study when h is not an integer (see 101) the function which is of most interest for nonintegral values of h is not Ikh but the function defined by Lommel which will be studied in Chapter in.
Bessel's integral
;
that
After the time of Bessel investigations on the functions became so numerous it seems convenient at this stage to abandon the chronological account
logical order.
account of researches from the time of Fourier to 1858 has been compiled by Wagner, Bern MittheUungen, 1894, pp. 204266 a briefer account of the early history was given by Maggi, Atti delta It. Accad. dei Lincei, (Tra/isunti), (3) iv. (1880), pp. 259263.
historical
;
An
* Berliner Abh. 1824 [published 1826], pp. 1 52. The date of this memoir, " Untersuchung des Theils der planetarischen Storungen, welcher aus der Bewegung der Sonne entsteht," is Jan. 29, 1824.
t Berliner Abh. 181617 [published 1819], pp. 4'J 55. J This integral occurs in the expansion of the eccentric anomaly
nA n
= 21\ t
p.
383.
CHAPTEE
21.
II
of the Bessel
is
coefficients.
The
of a set of functions
known
;
as Bessel coefficients.
the method which will be adopted in this work is to in a certain expansion. This procedure is due coefficients the as them define properties of the functions from his defimany derived who Schlomilch*, to
nition,
and proved incidentally that the functions thus defined are equal to the definite integrals by which they had previously been defined by Bessel f. It should, however, be mentioned that the converse theorem that Bessel's integrals are equal to the coefficients in the expansion, was discovered by Hansen:}:
fourteen years before the publication of Schlomilch's memoir. results had been published in 1836 by Jacobi ( 222).
Some
similar
The generating
is
It will be shewn that this function can be developed into a Laurent series, n qua function of t; the coefficient of t in the expansion is called the Bessel is denoted by the symbol Jn (z), coefficient of argument z and order n, and it
so that
*('"?)(1)
I
=oo
t"Jn
(z).
expanded into an and for all values of t, ielt can be expanded into an absolutely converwith the exception of zero, e~ of t. When these series are multiplied powers descending gent series of convergent series, and so it may be absolutely together, their product is an is to say, we have an expansion of the arranged according to powers of t that and t, t = excepted. form (1), which is valid for all values of z
To
ascending powers of
* ZeiUchriftfiir
namely that of
Math, und Phys. n. (1857), pp. 137 165. For a somewhat similar expansion, Mem. Soc. Ital. (Modena), xvm. (1820), p. 503. It must be
pointed out that Schlomilch, following Hansen, denoted by Jftn what we now write as Jn {2z) but the definition given in the text is now universally adopted. Traces of Hansen's notation
are to be found elsewhere, e.g. Schlafli, Math. Ann. 22. t Berliner Abh. 1824 [published 1826], p.
theil, [Schriften
m.
(1871), p. 148.
+ Ermittelung der Absoluten Storungen in Ellipsen von beliebiger Excentricitdt und Neigung, der Sternwarte Seeburg : Gotha, 1843], p. 106. See also the French translaab$olues (Paris, 1845), p. 100, and Leipziger tion, Memoire sur la determination des perturbations
i.
2*1, 2 '11]
15
If in (1)
\jt
for
t,
we get
n x
= 5 ityj_ n { Z
n
x
),
on replacing n by  w. Since the Laurent expansion of a function a comparison of this formula with (1) shews that
(2)
is
unique*,
Jn{z)
is
= (YJn (*),
where n
any integer
Jn (z)
as an integral.
(2) it
is
From
(3)
may be
{t
=J
{z)
+ J
w1
+{_
Jn {2)
The Analyst, of elementary applications of these functions to problems of Mathematical Physics has been compiled by Harris, American Journal of
i.
(1874), pp.
The
function of order unity has been encountered by Turriere, Nouv. Ann. de Math. (4) 433441, in connexion with the steepest curves on the surface z=y (5.r2 y).
2*11.
The ascending
series
for
Jn (z).
the form of an ascending series of powers
series for
by considering the
exp
(h zt)
I flT v
r =o
 **>'"'L
ml
rl
l=t>
term of the first series on the associated with the general term of the second series gives rise to a term involving tn is the term for which r = n + ; and, since n > 0, there is always one term for which r has this value. On associating these
right which,
When n is a
when
terms
coefficient of t n in the
product
is
m=o(nrm)l
ml
We
(1)
Jn(z)= S
* Z)
series in t, in which some of the were not zero. If we then multiplied the expansion by t and integrated it round a circle with centre at the origin, we should obtain a contradiction". This result was noticed by Cauchy, Comptes Rendus, xm. (1841), p. 911.
'
16
[CHAP.
II
where n
The
first
Jn () =
z*
2
.
2^1 { 1 ~ 2
Jo (?)
(n
+
1
2
* + 1) (n +
2)
'"]'
In particular
(3)
22
^ 22 42
.
22
42 6 2
.
"
To obtain the Bessel coefficients of negative order, we select the terms involving irn in the product of the series representing exp tyzt) and exp( \z\t\ where n is still a positive integer. The term of the second series which, when
n associated with the general term of the first series gives rise to a term in t~ is the term for which ra = n + r ; and so we have
J n{Z) ~
rZo
r\"
(n
+ r)l
'
2'1 (2),
namely
J_^) = ()
It is to
^(*)
be observed that, in the series (1), the ratio of the (w + l)th term 2 oo for all to the rath term is  s /{ra (n + ra)}, and this tends to zero as ra that follows it values of z and n. By D'Alembert's ratio test for convergence, it so and and n, the series representing Jn (z) is convergent for all values of z
,
is
0,
1,
2,
3,
. . .
Jn
(z) is
;
and so
it
a transcendental function
to say it is not expressible as a finite combination of exponential, logarithmic and algebraic functions operated ou by signs of
transcendent, that
indefinite integration.
From
ance
(cf.
(1)
some importis
Whether
we have
ao
i
i2W
*
and
so,
n!
mZom\(n
+ l)m
'
when n ^ 0, we have
!
(4)
J.
^
l.
exp (J
>).
854
This result was given in substance by Cauchy, Comptes Rendus, a similar but weaker inequality, namely
;
xm.
lJ
.l< ^P(l*l ,
2*12]
17
By
()
Jn (z)
except the
first, it is
found that
j.()^(i+),

where
It should
(*
' ,'> 1
l
any, bounded
*plane.
be observed that the series on the right in 2*1 (1) converges uniformly in domain of the variables z and t which does not contain the origin in the
if 8,
For
A and
<
A.I,
the terms in the expansion of exp (\zt) exp ($z/t) do not exceed in absolute value the corresponding terms of the product exp ($RA) exp QR/8), and the uniformity of the convergence follows from the test of Weierstrass. Similar considerations apply to the series obtained
by termby term
(z),
or
or both z and
t.
The equations*
(1)
Jni (*)
(2)
known
as recurrence formulae.
To prove the
namely
,*'= 5 tj (z), n
with respect to
t
;
we get
$z(l
+ l/t*)e
2
iz(t ~
m=
2 nt^Jniz),
nt^Jniz).
t
so that
^(1 + 1/e ) 5
If the expression on the left
is
Jn (z)= 2
arranged in powers of
and
coefficients of n_1
tf
are equated in the two Laurent series, which are identically equal,
it is
evident
that
(z))
=nJn (z),
is
the
first
of the formulae f.
Throughout the work primes are used to denote the derivate of a function with respect to
argument.
f Differentiations are permissible because ( 2*11) the resulting series are uniformly convergent. of coefficients is permissible because Laurent expansions are unique.
The equating
18
[CHAP.
;
II
m=
= oo
Jn '(z),
t
so that
\(t
 Ijt) 2
=oo
Jn (z) = 5
w=oc
Jn
'
(z).
By equating
The
(3)
coefficients of tn
(2) immediately.
results of adding
(4)
zJn (z) + nJn (z) = zJn__ (z), zJn'(z)nJn (z) = zJn+1 (z).
to
^{^ (*)}=*"</!(*),
^{zJn (z)} = z"Jn+1 (z).
is trivial
(6)
/,'(#)
= /(*).
(1) and (4) from which the others may be derived were discovered by Abh. 1824, [1826], pp. 31, 35. The method of proof given here is due to Schlomilch, Zeitschrift fur Math, und Phys. ir. (1857), p. 138. Schlomilch proved (1) in this manner, but he obtained (2) by direct differentiation of the series for Jn (2).
The formulae
Bessel, Berliner
A
(g)
{ibid. p.
is
^T)=
\m
where
Cm
is
a binomial
coefficient.
(6),
By
(d
/
n
{*
zTz)
Jn(z)}=2 n m Jnm(z),
(10)
(is)
is
where n
any positive
integer.
The formula
(10)
is
due
As an example
*Ji
= 4J"
(z)
= 4 1 (y*nJm (z),
since
zJ^+i (z) *
as iV* 00
by
211
(4).
213, 2'2]
19
*./,(*)
=4 I
nl
{)n
nJ2n (z),
functions ( 3'o7).
2*13.
The
Jn {?)>
When
the formulae 2'12 (5) and (6) are written in the forms
(z) is
seen to be
d
dz
that
is
to say
and
so
we have
(1)
W)
+z
dJAz)
The
analysis
is
simplified
+ n) Jn (z) = zJn _
(^
{z),
(^  n
1)
and so
n + 1)
[zi
(*
that
is
z> (^
The same
(S
Jn +
(z) is
formulae
+ n + 1) Jn +
(z)
(z).
2*2.
We
(1)
now prove
that
Jn (z) =
JLit
"'
I
cos {n$
 z sin B) d6.
'o
Jn (z),
and he
Mem.
Soc. ItaL.(Modena),
xvm.
(1820), p. 504.
20
[CHAP.
II
modify
(1)
in
2tt
for
Jn (z)=IT
cos (n0
 z sin 0) dO.
first
JO
27r,
the
equation
may
be transformed
/*2ir+a
I
(3)
J n (z) = 2~
is
cos(n0zsm0)d0,
~x
where a
any angle.
(1),
To prove
(1)
by t~n
and
We
thus get
2771 J
=
all
Z7rt
so
m = n;
and
may
be a circle of unit radius and write t = e~ i0 so that be taken to decrease from 2tt + a to a. It is thus found that
to
t
rtor+a
(5)
Jn(*)^/
*<***) <$
77" J a
by
Jn (z) = L
and equation
(2),
e*(*z n )
+ e  Une  z sin 9) Q
J
may be
deduced,
is
now
obvious.
Jn (z) =
If
f
I
cos
If... n0
I
sin
IT
Jo
TT J
be replaced by 7r in these two integrals, the former changes sign when n is odd, the latter when n is even, the other being unaffected in each case and therefore
s Jn (&) J i ; =i
n n & sm ( z sm 0) d0
(odd).
.
(6)
T JO
sin
w0 sin (s sin 0) d0
I
integration
is
contour. It
"
2*21]
21
Jn {z)K)
2
'**
I
cos
n$ cos (z sin
6)
dd
("even).
= ir
,^
I
cos w
d0
Jo
If
be replaced by tt /n (*)
77
and
(7), it is
found that
(w odd),
8)

()*<
cos
n?7
sin (s cos
17) <fr;
(9)
/ii
(z)
=()**
(n even).
The
that
last
two
It
results are
[Note.
(1805), pp.
639648,
2s
+ 22742 ~
a*
2 2.42.62 +
1
,,
[*
cos (
and
will
so, in
the special case in which n = 0, (2) will be seen in 23 that two integral representations of
identical
8m *) <**
It
Jn (z),
namely
Bessel's integral
for
when w=0,
so a special
name
thL
case
is
The reader
212 (4)
(1)
and
from Bessel's
integral.
2 '21.
formulae involving definite integrals which are closely connected with PaTseval's integral formula are worth notice. The first, namely
(1)
is
Two
due to Bessel f.
/>
J
dfy
+ iz sin 6f +
dd = 0,
f"
(y cos 6
+ iz sin 6f dd =
2r ( w + *)r(i)
(y2
difficulty.
The other
(2)
is
definite integral,
J
(1)
(2 <Jz)
=IT
/"" e<i+)cos
cos {(l
 z) sin
1
0} dd,
J
1
a special case of
obtained by substituting
z and
+z
for 2
and y
respectively.
* Journal fUr Math. xv. (1836), pp. 1213. integrals actually given by Jacobi had limits
[G<?s.
Math. Werke,
100102]
1,
the
2/*.
and w with
See also Anger, Neueste Schriften Comptes Rendus, xxxvm. (1854), pp. t Berliner Abh., 1824 [published Ges. in Danzig, v. (1855), p. 10, and
and Cauchy,
910
913.
See also Anger, Neueste Schriften der Naturf.
p. 151.
(2) xli. (1876), p.
1826], p. 37.
22
Catalan's integral
THEORY
may
OJF
BESSEL FUNCTIONS
[CHAP.
II
no that
./
(2i\'*)
i_J.
=
J_.
2
(0
/"
,
+
t^Wdt
ex
p^ + ! )^ = l
N
;
[* exp {*+*}
<W,
to be a unit circle
2"22.
ie
in
The simplest method of obtaining them the fundamental expansion 21 (3). We thus get
M=l
to write
= J 0) + 2 2 Jm 0)cos 2nd
n=\
2i
1)
0.
On adding and
we
find
(1)
cos (z sin 0)
(2)
sin(*sin0)=
Write \ir
(3)
r)
for 6,
and we get
t?)
cos
cos
= Jo (z) + 2 2
=i
(4
sin (s cos
t/)
1)
rj.
The results (3) and (4) were given by Jacobi, while the others were obtained later by Anger t. Jacobi's procedure was to expand cos (s cos 17) and sin (z cos q) into a series of
cosines of multiples of
integrals
t}, and use Fourier's rule to obtain the which are seen to be associated with Bessel's integrals.
coefficients in the
form of
In view of the fact that the first terms in (1) and (3) are not formed according to the same law as the other terms, it is convenient to introduce Neumann's factor* en> which is defined to be equal to 2 when n is not zero,
and
to be equal to 1
*
when n
is zero.
The employment
[Ges.
Math.
t Neueste Schriften der Xaturf. Gen. in Danzig, v. (1855), p. 2. % Neumann, Theorie der BesteVschen Functionen (Leipzig, 1867), p.
7.
222]
will
23
(5)
cos (^ sin 0)
=o
ao
(6)
sin (z sin 0)
= X
=o
find
e2w+1
If
we pub
in (5),
we
0)
If
1=2
m Jm (z).
of. Bessel coefficients when m is any positive any polynomial is thus expansible. This is a special case of an expansion theorem, due to Neumann, which will be investigated in Chapter xvi.
is
that zm
we differentiate (5) and (6) any number of times before putting 6 = 0, we obtain expressions for various polynomials as series of Bessel coefficients. shall, however, use a slightly different method subsequently ( 27) to prove
We
integer.
For the present, we will merely notice before 6 is put equal to 0, there results
(8)
that, if (6)
be differentiated once
*= 2
%ir
e 2n+1
(2n
+ l)J2n+1 (z),
(5)
after
2
two differentiations of
i
and
(6),
then
zsinz
zcosz
(z) ...},
(10)
(z)
52
!i
(z)
...}.
associated with
en
Jn (?)
is
**"/
(z).
212 (2),
we have
If
we
we get
Z
(t
(11)
)di:
Soc. xvi. (1910),
American Math.
pp. 225230.
* Studien ilber die Bessel'schen
It will
Functionen (Leipzig, 1868), p. 41. be seen in Chapter xvi. that this is a form of " Lommel's function of two variables."
24
2
3.
[CHAP.
II
Shortly before the appearance of Bessel's memoir on planetary perturbations, Poisson had published an important work on the Conduction of Heat*, in the
course of which he investigated integrals of the types f
Jo
2"1" 1
Odd,
Jo
where n
is
He
and gave the investigation, which has already been reproduced in 1*6, to determine an approximation to the latter integral when z is large and positive, in the special case n = 0.
solutions of certain differential equations^
We
shall
now prove
that
it
describe the expressions on the right as Poissons integrals for n case n = 0, Poisson's integral reduces to Parseval's integral ( 2'2).
It is easy to prove that the expressions
Jn (z);
I
in powers of z
fir
oo
7tJ
cos (* cos
0)8^0(20 =  t 7T m =o
V (2W)!
\m sm
fir
cos2'0sin=0<W
Jo
=
j!
~(>0r
'
2.4.6... (2n
'
+ 2m)
~ 1.3.5...(21) 2
and the result
is
+ m)r
obvious.
* Journal de VEcole R. Polyteckuique, xn. (cahier 19), (1823), pp. 249403. previously been t Ibid. p. 293, et seq. ; p. 340, et seq. Integrals equivalent to them had examined by Euler, hut. Calc. Int. u. (Petersburg, 1769), Ch. x. 1036, but Poisson's forms are more elegant, and his study of them is more systematic. See also 3'3.
R=rn+1
then
udu,
Jo
equation
dr1
Nielsen,
r
Handbuch der
51, calls
them
is
but the above nomenclature seems preferable. The series to be integrated is obviously uniformly convergent ; the procedure adopted
due
23, 2*31]
25
=
it
Jo
when we
mean
by
by replacing
0.
We thus get A
(3) slight modification of this formula,
namely
(1
/(*)
r(n
4^V,
(cf.
_ PY  iM>
(4)
0d0 = 2
'
\
0d0
Jo
Jo
=2
f*
cosCssin^cos*1
Jo
^,
was obtained
and each of these expressions gives rise to a modified form of Poisson's integral.
Poisson's integrals
o
(zm)\
integrated.
(
J (z)(Y I
Jm (s)
2'31.
The
Bessel J,
Jn (z)
is
somewhat elaborate;
substantially as follows
It is seen
on differentiation that
sin2"
1
^ cos
I
cos (z cos 0)
9
8
,
sin2*1
**
" "
1
=

(2w  1) sin8"8
made
 2n sin " +
p. 340,
* Poisson actually
sinSH+1 6
;
the statement
but, as
he points out on
(p. 293) concerning the integral which contains odd powers may be replaced by even powers throughout
his aualysis.
f Studien Uber die BesseVscken Functional (Leipzig, 1868), p. 30. + Berliner Abh. 1824 [published 1826], pp. 3637. Jacobi, Journal filr Math. xv. (1836), p. 13, [Get. Math. Werke, vi. (1891), p. 102], when giving his proof ( 2*32) of Poisson's integral formula, objected to the artificial character of Bessel's demonstration. w. B. jr. 2
26
[CHAP.
1)1
6d0  %n
^2
0d0
+ 2n + i J
If
r*
0d0 = 0.
now we
write
rin + ^ra) /^
the last formula shews that
z<f>
s * <>
(n
 1)  2w0 (w) +
it is
*<6
+ 1) = 0,
so that
(w)
and
Jn (z)
satisfy the
=J <f>(0)
<f>
(1)
^J
l r
0d0 = 
J
'
0d0
=and
so,
sm (z cos
0) cos
Odd
(z)
(z),
when w
= 0,
1, 2, 3, ....
2*32.
The problem
integral
method
si^ = ^
We
shall
it
where
fi
cos
0.
assume this formula for the moment, and, since no seems to have been previously published, we shall
2323.
fi,
first
is
Odd
= zn
cos (zfi) (1
.
/a
)"* dfi
= () n
*
J_
COS foa
i
 \ mr)
^ d. di
}
vi. (1801),
Journal fiir Math. xv. (1830), pp. 1213. [Ges. Math. Werke,
i.
(1836), pp.
195196.
2*32, 2*321]
If
27
we now use
becomes
{Zfi
1.3.5...(2nl)f If
cos
\njr)
.dsinnd dsinnd
dfi
=1
3 5
.
. .
(2n
 1)
Jo
cos (z cos
= 1.3.5...(2nl)wJ n (5),
by
to
and
(9), since
cos^cos 6
is
\nir)
is
equal
( )***
2*321.
sin(^cos 9) according as n
as a special case of a formula due to Lacroix*; but the proof which Lacroix gave of his formula is open to objection in that it involves the use of infinite series to obtain
a result of an elementary character. A proof, based on the theory of linear differential equations, was discovered by Liouville, Journal de Math. vi. (1841), pp. 69 73; this proof will be given in 2*322. Two years after Liouville, an interesting symbolic proof was published by Boole, Camb. Math. Journal, in. (1843), pp. 216224. An elementary proof by induction was given by Grunert, Archio der Math, und Phys. iv. (1844), pp. 104 109. This proof consists in shewing that, if
<p i(W) 
/"(* dQa 2/i9B M(Hl) 5 J
then
2 n+1 = (l M )
B rfM ,
and that ( 
n~
)
'
1.3.5.;. (2
Other proofs of this character have been given by Todhunter, Differential Calculus (London 1871), Ch. xxviil, and Crawford t, Proc. Edinburgh Math. Soc. xx. (1902), 15, but all these proofs involve complicated algebra. pp. 11
depending on the use of contour integration is due to Schlafli, Ann. di Mat. (2) The contour integrals are of the type used in establishing 202. Lagrange's expansion; and in 2*323 we shall give the modification of Schlafli's proof, in which the use of contour integrals is replaced by a use of Lagrange's expansion.
v.
A proof
To prove
i.l!5^l) g^ 1 ^'
"
1+ '> ,
\
=0
a"
m ~t"2J
=
and
*
m=0
=sin(2wx0),
this is the transformation required
J.
183. See also a note written by edition), pp. 182 Catalan in 1868, Mim. de la Soc. R. des Sci. de Liege, (2) in. (1885), pp. 312316. t Crawford attributes the formula to Rodrigttes, possibly in consequence of an incorrect statement by Frenet, Recueil d'Exercices (Paris, 1866), p. 93, that it is given in Rodrigues' dissertation,
Diff.
i.
TraiU du Calc.
(Paris, 1810,
2nd
Corresp. sur VEcole R. Poly technique, in. (18141816), pp. X I owe this proof to Mr C. T. Preece.
361385.
28
2*322.
[CHAP.
II
and
then obviously
(lV)Z)y+(2nl) My=0.
Differentiate this equation
(1
 fi2 )
Dtt+l
i/
but
(l"^^^^^"^.
(^ +
D*~ 1 y= A
;
 (iD^+^D^^^O
so that
Z) y = 0.
Hence
where
sin nd +
BcoB n6,
A and B are constants since D y is obviously an odd function of 6, B is zero. To determine A compare the coefficients of 6 in the expansions of D* 1 y and A sinnd in ascending powers of 6. The term involving 6 in D*~ l y is easily seen to be
n"1
n~ l
(^)
so that
3
<9'
%J = () 1 1.3.5...(2nl),
result,
dsin2i0
.1.3.5...(anl)
v
'
dp*~ l
2*323.
We first recall
is
so that
(,)
 = *
Now
it
take
/(2) 3 (l2*),
v/(l*
8
),
The
singularities of 2
,J{\
pansion of
22 )
de
when A*0. (2) reduces to ^(1 ja function of h are at A=>e *' ; and so, when 6 is real, the exin powers of h is convergent when both h and 2 are less than unity.
/*2
to sin 6
 \
Now
and so
Jfl
J)
(l^*)*(l^*)
is
/_\i
Hence
pansion of
it
follows that
d 1 sin 2B_1 d
,
d/t"
. . 1
J(l
 22 )
z
(62/8/*)
in
powers of
h.
But
it is
evident that
,n
^*
(l^yiq^*)* coefficient of A*
j?
* Cf.
Modem
Analyst*, 732.
23222*33]
29
233.
An
cos
nxdx =
2
Jo t0
which am is the coefficient of tn+2m in the expansion of Jn (t)/J (t) in ascending powers of t, has been studied by Jacobi*. To establish it, integrate the expression on the left n times by parts it transforms ( 2*32) into
;
1.3.5...(2nl) Sl
and,
f(n) (C S
*} 8inm * dx
>
when
1
sin2n #
f
is
XM ,
J.
(n,
2n
2n(nl)
We
now
integrate
4a?,
...
by
parts,
and by
we
When
/(cos x)
is
a polynomial in cos
is
a?,
the process
certainly valid.
To determine
[
/(cos x)
according as n
is
and
(9) that
Jn (t) = 2
so that am has the value stated.
(_),+
{(_), J%
It has been stated that the expansion is valid when /(cos x) is a polynomial in cos a;; it can, however, be established when /(cos x) is merely restricted to be an integral function of cos x, say
* 6w cos n a?
is less
seems
to be of
no practical importance.
*
2526
xxvm.
(1849), col.
[Qes. Math. Werke, vi. (1891), pp. 117118]. 94 [Ges. Math. Werke, vn. (1891), p. 174].
See
30
2*4.
[CHAP.
II
The Bessel
Jn (y + z)
expressed in terms of Bessel coefficients of y and which was first given by Neumann* and Lommelf, is
00
may be
This formula,
(1)
J(y
+ z) = 2 Jm (y)Jnr,i(z).
moo
is
Jn {y
+ *) = 5^.
f<
'~
po+)
M_1 * {y+*
oo
{t
dt
~
I i
00
X
oo
m n Jm (y)e*z 1
<t
1/t
>dt
no+)
= _i.
analysis
Jm (y)\
pi eftMilt
2
wi oo
Jm (y)Jnm{z),
line of the
on changing the order of summation and integration in the third and this is the result to be established.
;
Numerous
2'5.
coefficients.
Special cases of
early as 1843.
The
Neumann's addition formula were given by HansenJ as first system of formulae is obtainable by squaring the
2*1 (1), so that
fundamental expansion
.!/,
r=
oo
Km
By expressing
the product on the right as a Laurent series in t, and equating n the coefficient of tn in the result to the coefficient of t in the Laurent expansion of the expression on the
left,
we
find that
J(2s)
In particular, taking
(1)
?i
= Jr {z)Jn*(z).
have
= 0, we
r=l
Jo (2s)
= Jo* (:) + 2S

r=0
()' e r
Jr
(z).
* Theorie der BesseVschen Functionen (Leipzig, 1867), p. 40. f Studienilber die BesseVschen Functionen (Leipzig, 1868), pp. 26
27
Math.
Ann. in. (1871), pp. 135137. + Ermittelung der absoluten Stiirungen (Gotha, 1843), p. 107 et seq. Hansen did not give (4), and be gave only the special case of (2) in which n = l. The more general formulae are dne to Loramel, Studien Uber die BesseVschen Functionen (Leipzig, 1868), p. 33.
For
brevity,
JH2 (z)
is
written in place of
{</
(z)) 2 .
2'42'6]
31
From
(2)
we
find that
Jn (2z) S/f (#) Jnr (*) + 2 (Y Jt (*) Jn+r (z), r=0 r=l
Bessel coefficients of negative order are removed
when the
by using
2*1 (2).
Similarly, since
j
ni
{z)\
1/t)}
= exp [z (t =1
>
exp [\z (
1/t)}
it
follows that
(3)
J >(z) + 2% Jr*(z) = l,
r0
(4)
Equation (4) is derived by considering the coefficient of tm in the Laurent expansion the result of considering the coefficient of tm+1 is nugatory.
;
A
(5)
(3),
namely
that,
when x
is real,
\J,{*)\*1,
^,(*)j<W2,
where r
2"6.
= 1,
2, 3, ...,
Neumann's
integral for
Jn
(z).
It is evident
Jn (z) = land so
Jn2 (z)
1 = 5
f*
j
f*
I
*>+*> e (nfl+sin +,
dOdj).
new
variables defined
8<f>
= 2X
0+<f>
2yJr,
d(0,<f>)
2.
9 (x Vr )
It follows that
J 2 (*) =
*"""*
2^*11
is
y
d*;cty,
where the
field
of integration
unaffected
yfr
if
both
% and
yfr
are increased by
tt,
or
if
increased by
gration
may
simultaneously decreased by ir, the evidently be taken to be the rectangle for which
ir is
while
field
of inte
0<X^ 7r _ TT ^
l/r
7T.
32
[CHAP,
 2^
f f*
* * cty dy
=If
result
(1
1 C"
if
Jo
<%
acute or obtuse,
we
replace
% by tt T
0,
according as
t
is
we
obtain the
Jn*
may
W = f
If J
This formula
(2)
Jn
(z)
JO
which is the result actually given by Neumann*. It was derived by him by some elaborate transformations from the additiontheorem which will be given in H'2. The proof which has just been given is suggested by the proof of that addition theorem which was published by Graf and Gublerf.
We obtain a different form of the integral with respect to x instead of with respect to yjr.
Jr? (s)
so that
i
if
^f
r*
1 if
Jo (2* sin
yjr)
(3)
^""^"Srl
a
/o(2*sin^)cos2n^(fy
f*
(2z sin
i/r)
cos 2nyjr
dijr,
2'61.
Neumann's
series
a for J
(z).
taking the formula 26(1), expanding the Bessel coefficient on the right in powers of z and then integrating termbyterm, Neumann shewed
By
that
lf
()* zm+wt
sin 2n+^B,
JQ
_ ~
TO =
) (2n
f
2m) (^zYn+im
! '
m\{tn+m)\{(n + m)l\ %
Theorie der BesseVtchen Funetionen (Leipzig, 1867), p. 70. t Einleitung in die Theorie der BesteVtchen Funktionen, n. (Bern, 1900), pp. 81 85. of Neumann's treatise. J The formula is an immediate consequence of equation 16 on p. 69 was given, was first pub Math. Ann. in. (1871), p. 603. The memoir, in which 4his result lished in the Leipziger Berichte, mi. (1869), pp. 221256.
2*61, 2'7]
33
W
where
Jn{Z)
(n\f I
l(2n
l)
1.2.(2n
l)(2n
+ 2)
J'
1\
l = 2w + 2' 2m
(2)
3) 4)'
+ l)(2tt + 3)(2n + 5)
,
6)
This expansion
is
a special case of a more general expansion (due to any two Bessel functions as a series of powers with
( 5*41).
2*7.
Schlomilch's expansion of z m in
series
of Bessel
coefficients.
We shall now obtain the result which was foreshadowed in 2*22 conis any cerning the expansibility of zm in a series of Bessel coefficients, where = has already been given in 2*22 (7). positive integer. The result for
In the results 2*22(1) and (2) substitute for cos 2nd and sin(2n+ 1)0 These expansions are*
cos2n#= 2
,=o
n.(n + s 1)!
()'
wo\t (ns)!(2s)!
,
(2 sin ey,
The
(
cos (x sin 6)
 J, (x) + = 1 Jm+
2 ^1
J (x)
j
sin (x sin 9)
(X)
()
gj$ (*  )""(
series in sin 6
If
we rearrange the
series
that
(
it is
permissible to do
so),
(assuming
/i\
" (2n
ro TT\i
Hobson,
r^^r
l).(n +
s)!
J+i(*)
* Cf.
34
If
[CHAP.
II
we
l=Jo(s) + 2
n=l
5 J2n (4
(
I
'
".
Jn^7)\
Jm+1
(z >
*' 2>
>
The first of these is the result already obtained bined into the single formula
(1)
the others
may be com
(i .
I C + *.)( + r = w=0
. Dl
Jm>
(m _ 1(
2
3...)
m = 1, 2, 3, were given by Schlomilch* shewed how to obtain the general formula which was given explicitly some years later by Neumann f and LommelJ.
The
particular cases of (1) for which
He
also
permissible
The rearrangement of the double series now needs justification the rearrangement if we can establish the absolute convergence of the double series. If we make use of the inequalities
;
is
IA +1
(*)<^exr(iM*),
{z
^'<1,

<>.),
sin 6) T
we
,
see that
I2sin4j*+i (2w
+ l) .(n+)!,
Nl
2sin^p +
i*
fc+
,.
,
l2N
= sinh
and so the series of moduli a similar manner.
is
(
2 sin
1)
exp (
2

),
convergent.
The
may
be treated in
The somewhat elaborate analysis which has just been given is avoided Lommel's proof by induction, but this proof suffers from the fact that it
supposed that the form of the expansion
tion.
If,
in
is
is
verifica
following
i tor n=0
* ZeitschriftfUr Math,
< + * t
>iT
n. (1857), pp.
1 )'
jM ,(A
und Phys.
140141.
f Theorie der BesseVschen Functionen (Leipzig, 1867), p. 38. t Studien liber die BesseF?chen Functionen (Leipzig, 1868), pp. 35
in
36.
Lommel's investigation
2*71]
35
m = 1],
we have
S (m + 2n) (m + n 1)
n=0
i
x.
n
\
^i
* J~+ (*)
2
=0
(wi Mi)!
,,
n\
_
Since (m
"
=0
(m+l + 2n).Q + n)
w! as
* oo
It is obvious
in
m = 2,
3, 4,
An
Let
t
is
as follows
2
,
let
so that
when
= 1),
We then
have
wi!
/"
expiia^l/O}^*
^/
when we
n=0
calculate the
lw
p<^''/',
*
r
\
+2n)
'
i!
ir'
'"
the inter
zh
sum
;
change of the order of summation and integration is permitted because the series converges uniformly on the contour and the required result is obtained.
Note.
When m
is zero,
y
has to be replaced by
2*71.
2n r JH
(z).
The formulae
(1)
1 (?nypJin {z)= 2
/^"S
i^?* *
9
1
,
(2)
n=0
in
which p
is
and 1*
is
a numeri
cal coefficient, are evidently very closely connected with the results of 27.
* Messenger, xxxii. (1903), p. 8; a proof
The formulae
had been
pre
on the same lines for the case Nieuw Archief voor Wiskunde, xx. (1893), p. 120.
=l
36
[CHAP.
(1857), p. 141,
II
II.
and he
{)
is
w>
<* irc*(**r
2m
m ~A=o
.m!
where m Ck is a binomial coefficient and the last term of the summation is that for which k hm  1 or \{rti 1). To prove the first formula, take the equation 2*22 (.1), differentiate
to
0,
zero.
/ <
 ).<*.). *.
xn
/o
x*.
/x R**" w _[__
(* sin *)"! ;
j,. o =
V Z [^ Mi;
d *p
(yfaiiPT]
(2m)
,
j,,,,
The terms
m>p,
when expanded
in ascending powers of
6,
it is sufficient
to evaluate
[_d6*>JLo
(2^Ti
Jo"
JL
(a*)l".iJoLM*l
P
fAz^ 2m 2m
!
(20""*
iJo
m=0 v * wl7
Jfc0
= 2()l S
=o
jPZff,
and the end of the summation with respect to evident, and equation (2) is proved in a
which were stated by
are equal.
similar
(1) is
now
The reader
Schlomilch
4)
...
2*72.
From
( 2'7)
of
of even order,
Bessel coefficients,
by using Neumann's
Thus,
if
am (2sin0)=
,
v 2
(2m
v
, /a J Wi+m (2zsm0),
.
.
0,
I?.? &>* I
ir
(^ + 2)(2m + nl),
Jo
=o
so that
(I) (1)
(when
m > 0)
!
/*<*>
272]
37
<^S.Lri^<*
when
and
this is true
m = 0,
for it
25
As
special cases,
we have
**=
(3)
~
tJ.
.
4=2
.
4n* (4
 22) J* (*),
 22 )
(4n*  4*)
./* (*),
*6= Ilf'J I
4 5 b =3
4n* (4n2
If
we
it is
tA\
uh 1
.!( 1)1
Z (2m + 2nl).(2m+2)!
ST
CHAPTER
3*1.
III
BESSEL FUNCTIONS
The generalisation of
Bessel's differential equation.
II,
The
are functions
of which z is
required to be an integer.
We
shall
now
in the course
shewed that the function, so defined, is a solution of the linear differential equation which is to be discussed in this section. Lommel's definition of the Bessel function Jv {z) of argument z and order v wasf
(*)
= rfr +ffirft)
0d0
'
and the integral on the right is convergent for general complex values .of v for which R(v) exceeds . Lommel apparently contemplated only real values of v, the extension to complex values being effected by HankelJ; functions of order less than  \ were defined by Lommel by means of an extension of the recurrence formulae of 212.
on comparing 3*3 with 1*6 that Plana and Poisson had investigated Bessel functions whose order is half of an odd integer nearly half a century before the publication of Lommel's treatise.
will observe,
The reader
We shall now replace the integer n which occurs in Bessel's differential equation by an unrestricted (real or complex) number v, and then define a Bessel function of order v to be a certain solution of this equation it is of
;
Jn (z) when
v assumes
n.
We
(1)
z>*l
will
+z
^+
(z> v>)
y = 0,
v.
which
Functionen (Leipzig, 1868), p. 1. + Integrals resembling this (with v not necessarily an integer) were studied by Duhamel, Cours d Analyse, n. (Paris, 1840), pp. 118121.
%
Math. Ann.
i.
(1869), p. 469.
v,
ft.
is customary on the Continent, though it has not yet come into general use in this country. It has the obvious advantage of shewing at a glance whether a result is true for unrestricted functions or for functions of integral order only.
This distinction
31]
BESSEL FUNCTIONS
39
Let us now construct a solution of (1) which is valid near the oiigin; the form assumed for such a solution is a series of ascending powers of z, say
y= 2
m0
+m cm z* ,
be determined, with the pro
coefficients c m are to
differential operator
will
be called V,
w+s+**
is
It
V, 2
cm z* +m
= 2
c w {(a
+ m)
i/2 }s" +m
+ 2 cm z a+m+a
namely
The expression on the right reduces to the first term of the first series, c (a8 Vs) za if we choose the coefficients cm so that the coefficients of
,
2 2
=0 =0 =0
(3)
c,{(a
+ ra) v }+cM_2 =
2
If,
we have
2
m0
cTO ^+'tt
=c
(aa i/2 )2
a
.
From
values of
be a solution
of (1) only
z.
=+
for exceptional
consider the mth. equation in the system (3) written in the form
cm (o
Now
when
w > 1.
It can
be
 v + m) (a + v + m) +
Cm^
negative integer, that
is
Cm*
= 0,
and
so it determines cm in terms of
greater than 1
unless
ai>ora + i/isa
integer (when
a= v)
(o
or unless 2v
unless
2v
We
3*5),
*
moment
1,
and then
When
+ m) p*
2
when
2, 3, ....
now
the constants a and c m have been determined by the following analysis, the series
is easily seen to be convergent and differentiable, so that the formal procedure actually produces a solution of the differential equation.
>
40
[CHAP.
and that
Ill
= 0,
c 2Ml is ex
pressible in terms of c
c"*
by the equation
(r*
(av + 2)(av + 4,)...(av + 2m)(a+v +
of equations (3)
is
2)(a
The system
from (4) that
(5)
is
now
satisfied;
c zv
1+ 2
i
()" (**)""
(v
+ 1) {v + 2)
If
. . .
(1).
we take
+ m) a= v, we
(v
obtain a second
formal solution
(6)
c
'z"\i+ s
,i
'
()m (^y
m\( v + 1) ( v + 2)
...
(v + m)]'
In the latter, c has been written in place of c because the procedure of obtaining (6) can evidently be carried out without reference to the existence of (5), so that the constants c and c ' are independent.
,
Any
values independent of z
may be
and
'
but, in view of the desirability of obtaining solutions reducible to v * n, we define them by the formulae *
(')
i \ 2T(v+l)' and (6) may now be
i
Jn (z) when
co
= oirv..
2T{p + l)'
() w (ig)~" +m
The
series (5)
written

,=o
*
(
m\r(v + m +
l)'
m!r(i/ + m + l)'
In the circumstances considered, namely when 2v is not an integer, these series of powers converge for all values of z, (z = excepted) and so termbyterm
differentiations are permissible.
The operations involved in the analysis f by which they were obtained are consequently legitimate, and so we have obtained two solutions of equation (1). The
first
of the
is
first kindX',
is
denoted by
(z).
the symbol
(z).
Since v
the present, 2v
is
evidently J_
(z) is defined
by the equation
36.
'
'
3*11]
BBSSBL FUNCTIONS
solution of Bessel's equation has been given
41
An interesting symbolic
form
by Cotter*
in the
[l+zv D 1 z 2
where Dsd/dz while
" 1
),
and
B are constants.
may be
[D(zD~2v)+z]zv y=0,
[zD2p+D~ 1 z]z"y= 2vB, zD (z~ vy) + z~ 2v D~ V+V=  1vBz % \ x tv z vy+D z^ x D x z v+l y=A +Bz~
which gives Cotter's
3'11.
result.
is
two cases of Bessel's generalised equation were temporarily omitted from consideration, namely (i) when v is half of an odd integer, (ii) when v is an integerf It will now be shewn that case (i) may be included in the general
In
3*1,
.
v.
When
where r
If
(1) ' v
is
v is half of
an odd
integer, let
S = (r + $r,
a positive integer or zero.
we
take a = r
that
ci
(m>l) '
v
,,
and so
(2)
Ctm
is
( y q
2.4...(2m).(2r + 3)(2r + 5)...(2r +
27/i
+ l")
by r
which
If
the value of
c^ given by
c
3'1
when a and
v are replaced
+ \.
we
take
1
2~r"+4r(r + f)'
we
m!r(r +
m + f)'
Jr+ ^(z),
so that the definition of
which
is
naturally denoted
by the symbol
31
If,
however,
we take a = r
\cm
(S) (3)
foi.l(2r)
before, c lt c3 ,
cv i are all zero,
=0,
(m>1)
is
As
and
is
...
+ Czr
()w
0,
Car+r>
by an arbitrary value of
when
ra
> r,
C2m+i
=
(2r
r c
2r
+i
.
1)
...
(2m 2r)
* Proc. R. Irish.
Acad. xxvn. (A), (1909), pp. 157161. f The cases combine to form the case in which 2v is an integer.
42
If
[CHAP.
Ill
Jv (z)
be defined by
2"*
3*1 (8)
when v r
\,
the solution
now
con
structed is*
Co
It follows that
Jv (z)
is
necessary
is
when
v=(r + );
that the
negative root of the indicial equation gives rise to a series containing two
arbitrary constants, c
and
c^+i,
i.o.
equation.
3*12.
A fundamental system
It is well known that, if yx and ya are two solutions of a linear differential equation of the second order, and if y( and y2 denote their derivates with respect to the independent variable, then the solutions are linearly inde'
pendent
if
y* y*
yl
does not vanish identically; and
then, either one of the
if the Wronskian does vanish identically, two solutions vanishes identically, or else the ratio of
is
a constant.
identically,
form
cx
yx
+ d y2
where
cx
and
ca are
8K{yi,y.},
when
it is
We now
If
proceed to evaluate
we
V v J_ v {z) = 0,
which
V v J,(z) = Q
results,
we obtain an equation
may be
[zm{j z j
* In
Sci. di Torino, xxvi. (1821), pp.
v {z),
j^yiq,
delle
connexion with series representing this solution, see Plana, Mem. della R. Aeead.
519538.
( 23), p.
Sci. Math. n. lfr Proofs of the theorems quoted in the text are given by Forsyth, Treatise on
74.
3*12]
BESSEL FUNCTIONS
43
a)
where
m[j
G is
C,
v {z),
JAz))=,
z
a determinate constant.
To evaluate we have
we observe
that,
when
v is not
an
integer,
and
\z\ is
small,
"
{z)
l>TT)
{l
m>5
W>
1 )}
and hence
.
V
'
If
we compare
is
right which
(2)
this result with (1), it is evident that the expression on the 0(z) must vanish, and so*
m
is
= _ *!E^r.
TTZ
Since sini^r
/_ {z)
Jv (z),
(2),
31
(1).
When
an
integer, n,
we have seen
that,
21
and when v
is
made equal
to
in 3*1 (8),
we
find that
nK)
Since the
first
mZ
m\r(n + m + Ty
the series
is
n terms of the
easily reduced to
( )n Jn(z)y so that the two definitions of Jn(z) are equivalent, and the functions Jn (z), J_n (z) do not form a fundamental system of solutions of Bessel's equation for functions of order n. The determination of a fundamental
system jn this case will be investigated in
363.
Jv (z) is defined, for all values of v, by the and J (z), so defined, is always a solution of the equation Vt/ = 0. When v is not an integer, a fundamental system of solutions of this equation is formed by the functions Jy (z) and /_ (z).
To sum
up, the function
expansion of
31
(8);
a basic number []
is
by
Gamma
function
Tp
(u
+ l) = [u].rp (v).
rp
The
by replacing the numbers which occur in the by basic numbers. It has been shewn that very many theorems
p. 104.
This result
z
*
<x>
making
is due to Lommel, Math. Ann. iv. (1871), and using the approximate formulae which
He
by
will be investigated in
Chapter vn.
44
[CHAP.
Ill
concerning Bessel functions have their analogues in the theory of basic Bessel functions, but the discussion of these analogues is outside the scope of this work. Jackson's main
results are to
6572
be found in a series of papers, Proc. Edinburgh Math. Soc. xxi. (1903), pp. xxn. (1904), pp. 8085; Proc. Royal Soc. Edinburgh, xxv. (1904), pp. 273276; Trans. Royal Soc. Edinburgh, xli. (1905), pp. 128, 105118, 399408; Proc. London Math. Soc. (2) I. (1904), pp. 361366; (2) II. (1905), pp. 192220; (2) ill. (1905), pp. 123.
;
The more obvious generalisation of the Bessel function, obtained by increasing the number of sets of factors in the denominators of the terms of the series, will be dealt with in 4 4. In connexion with this generalisation see Cailler, Mem. de la Soc. de Phys. de
#
Geneve, xxxiv. (1905), p. 354; another generalisation, in the shape of Bessel functions of two variables, has been dealt with by Whittaker, Math. Ann. lvil (1903), p. 351, and Peres,
170.
3'13.
The
closed
which defines
domain
when
\v\
N and
\z\
is
I*
m(v + m)
whenever
m (m A )
r
8
being excepted)
an analytic function of z for all values ofz(z = possibly an analytic function of v for all values of v. An important consequence of this theorem is that termbyterm differentiations and integrations (with respect to z or v) of the series for Jv (z) are
Hence f
Jv (z)
is
and
it is
permissible.
An
(i)
W=tvt)( 1+ >

where
and
+l
is
{jJi]}v+2 numbers v + 1

6\
<exp
1'
1,
,
1+3,
....
This result may be proved in exactly the same way as 2'11 pared with the inequalities which will be given in 3*3.
Finally, the function
z",
(5)
it
should be com
which
is
a factor of
Jv (z),
* Bromwich, Theory of Infinite Series, 82. + Modern Analysis, % 53. % Math. Ann. lii. (1899), p. 230; Nyt Tidsskrift,
(1902), p. 494.
ix.
Math. Ann.
lv.
313, 32]
tion.
BESSEL FUNCTIONS
define
it to
45
is
We
given
its principal
value so that
ir < arg z
When
it is
ir.
values of arg
z,
mention
will
3*2.
for
(1)
^(fJ + ^Wv/rW z
J _ (z)Jv+1 (z)=2J,'(z),
v
l
(2) (3)
(4)
vJ
{z)
=  zJv+1 (z).
2*12, for
These are of precisely the same fonn as the results of being the substitution of the unrestricted number v
the integer
first
that
it V  A v
()j*h
**
7\.
_ \m ^2 v
+ai
Zo2"
1+im
.m\r{v + m)
on the
left,
we
In like manner,
dz
i \
T rJ zk
'WJrfj mt 2".i!r(v +
=1
oc
\\A 5
() m z*m
l)
/_\r^2wi
2 K+2mi
W _ 1)! T
\m+i n+i
(v
(l/
+W+
1)
/
.
+m+1 w = 2'
ml r
w + 2)
whence
(4)
is
may be
tracting (3)
*
and
when
StUdien Uber die BesseVschen Functionen (Leipzig, 1868), pp. 2, 6, 7. Formula (3) was given v is half of an odd integer by Plana, Mem. delta R. Accad. delie Sci. di Torino, xxvi. (1821),
p. 533.
46
We
(5)
can
generalised formulae
>
(AJ [zvj
W
{z)]
= *~ j <*>'
(6)
(^)
obtained
all
by repeated
differentiations,
when
Lommel
integral
The formula
of Bessel functions.
By
and
(7)
expressing
/_!
0) and
J_
x
(z) in
(z)
by
(3)
(4),
we can
J. (z) J^ v
/vtv + JL T/\r/\2 =  J
(z)
(z)
v .,
(z)
312.
aud
(2) is that, if
An
(8)
Q y () = J"2 (2),
then
<?v,w^ + i(^y;wi.
was discovered by Lommel, who derived various consequences of it, Studien Functionen (Leipzig, 1868), pp. 48 et seg. See also Neumann, Math.
this formula
Ann.
111.
(1871), p. 600.
and imaginary parts of the function J +M (x), where v, /* and x been discussed in some detail by Lommel J, and his results were have real, are subsequently extended by B6cher.
The
real
VtH.{x)
and
v>ll
(x)
by the
Lommel
(1)
dx*
~ {K
Vi
*(a)
iS(x)}
+ 2(fr)
(2)
 0,
w+ltM (x)
.
(3)
* See, e.g.
S, +I>M (x)
Lommel, Milnchener Abh. xv. (18841886), pp. 644647. t Math. Ann. iv. (1871), p. 105. Some associated formulae are given
X Math. Ann. in. (1871), pp. 481486. Annals of Math. vi. (1892), pp. 137160. The reason for inserting the factor on the right
I!
in 3*63.
is
will
be
established in 33.
321, 33]
BESSEL FUNCTIONS
47
with numerous other formulae of like character. These results seem to be of no great importance, and consequently we merely refer the reader to the memoirs in which they were published.
by Boole* many
years ago.
type.
We
(1)
It
shall
now shew
that,
, then
when 2v is a positive integer (zero inon the right is a solution of Bessel's equation and expression was adopted by Lommelj as the definition of Jv (z) for positive
;
values of v
+ \.
that the function, so denned,
is
and that
(1).
it satisfies
defined
Jv (z)
...
by suc
cessive applications of 3  2
To deduce
trans
(y*Q*Y
I> + m + l)
provided that
series
l= i
(2wz)!
converges uniformly with respect to t throughout the interval (0, ), and so it 1 may be integrated termbyterm on adding to the result the term for which
;
* Phil.
Tram, of
the
p. 239.
Tripos, 1894.
t Journal de VEcole R. Poly technique, xn. (cahier 19), (1823), pp. 300 et teq., 340 et $eq. Strictly speaking, Poiason shewed that, when 2v is an odd integer, the expression on the right
multiplied by Jz is a solution of the equation derived from Bessel's equation by the appropriate change of dependent variable.
t Studien
liber die
et seq.
48
[CHAP.
Iir
m = 0,
<"~*(1
t^dt,
which
is
convergent,
we
find
that,
when
whence the result stated follows by making the substitution t = sin2 6 and using the fact that the integrand is unaffected by writing ir 6 in place of 6
The simplest procedure seems terms omitted and integrate by parts, thus
(2m)!
the analysis necessary to establish the last equation is a little to be to take the series with the first two
m _2
Jo
m=2>'
+i
(2m)!
./
Jov+iU
/
(2mj!
(1
'>
J*
j*
+**ui
(2m)i
(1
The interchange
of the order of
summation and
On
m0, m = 1
J <" "
I*
G  ' dt
<*>
cos <*>
*
*
<3>
* <*> 
nMm fj
2
 ,r * cos (zt)
<5)
(z)
r(
+i)r( C'
<6 >
J " =
i>^f)Ta)J.
1
>0,,sin8
"^
namely
(*>
= ^TlVffe
^s
^'
sometimes usefuiy^t
valid,
only
when R{v)>
3*31]
BESSEL FUNCTIONS
(4)
49
by Nielsen*
An expansion involving Bernoullian polynomials has been obtained from with the help of the expansion
f*(i.)i
'= in which
<f> n ()
rfl
'1
*" +,tf+1)
(n
+ 1)!
[Note.
Accad. delle
Integrals of the type (3) were studied before Poissou by Plana, Mem. delta R. Sci. di Torino, xxvi. (1821), pp. 519 538, and subsequently by Kummer,
Journal
Math, xn. (1834), pp. 144 147; Lobatto, Journal fiir Math. xvn. (1837), pp. 363371; and Duhamel, Cours d' Analyse, II. (Paris, 1840), pp. 118 121.
filr
(2),
 v2 )* cos vx
dv,
was investigated by Lommel, Archiv der Math, und Phys. xxxvu. (1861), The converse problem of obtaining the differential equation satisfied by
pp.
349360.
zv
f*
{vaf (vP)" 1 dv
was also discussed by Lommel, Archiv der Math, und Phys. XL. (1863), pp. 101126. In connexion with this integral see also Euler, Inst. Cole. Int. II. (Petersburg, 1769), 1036,
and
3*31.
From
(i)
33 (6)
it
\,
then
!/.<*)!
rj+ffrftj
/' exp
'
'
sin "
ede
By
3*2
(1)
and
(4),
we deduce
in a similar
manner that
(2)
JpW
<TT
}exp/W
J]
<<i>,
(>*).
(3)
i^wK^lJi + j^y^i/wi
using the expressionf
z for
By
J^ (z)
it
may be shewn
that
(1) is valid
when
= \.
These inequalities should be compared with the less stringent inequalities obtained in 313. When v is complex, inequalities of a more complicated character can be obtained in the same manner, but they are of no great importance.
*
Math. Ann.
Modern
*
50
3*32.
[CHAP. HI
The
(1 >
(cos *)
rfft
in
which
Gn v (t)
2at + o
"
)
in
ascending powers of
R (v) > \
and n
is
the formula is valid when a, is due to Gegenbauer* any of the integers 0, 1, 2, .... When n = 0, it obviously
Jn +
(z)
= (_i)
(ff/
we
Pn (cos 0) sin dd
To prove Gegenbauer's
'
'*
and integrate
times
by parts
the result
is
^
Now
,,()
(2i)nr(,
+ ,,4^ra)J_ 1
!
e
1
<**
pCn "(0,
it is
known thatj
( 2) n T ( v + n +
$)
dn (l t*)*+l
whence we have
T (2i/)
(1
)*
(3)
J
t/
(2) (
e
1
(1
I;
c w<.
is
evident.
is
this
=h
aid of the
The reader
recurrence formula
* Wiener Sitzunasberichte, lxvii. See also Bauer, (2), (1873), p. 203; txx. (2), (1875), p. 15. Milnchener Sitzungsberichte, v. (1875), p. 262, and 0. A. Smith, Giornale di Mat. (2) xn. (1905), The function Cn " (t) has been extensively studied by Gegenbauer in a series of pp. 365 373.
memoirs
in the
Wiener Sitzungsberichte
some
of the
more important
results obtained by
him
are
given in Modern Analysis, 15'8. + Proc. London Math. Soc. xxxv. (1903), pp. 198206.
See 617, 10
5.
t Cf. Modern Analysis, 15*8. Proc. London Math. Soc. iv. (1873), pp. 100, 263.
"
3*32, 3*33]
BESSEL FUNCTIONS
namely*
*"'
51
***
i*"* denotes
;
(7(^))  r(^i^+V^ (P )
is
in
which
due to Filon,
Phil.
Mag.
(6) vi.
(1903), p. 198
the reader.
3*33.
It has
(1 )
R (v) > 0,
cos ^r)]
3
Jv (r ) =
3
*
I
I
""1
^ sin
0d^d0,
r = Z* + z*  2 Zz cos < and Z, z, <f> are unrestricted (complex) variables. This result was originally obtained by Gegenbauer by applying elaborate integral transformations to certain addition formulae which will be discussed in Chapter xi. It is possible, however, to obtain the formula in a quite natural
where
in the
geometry of the
when
= 0,
is
Jv (Z) =
we proceed
unit sphere
this point
TT 1
%rr
and
(* eiz sin8"
as longitude
(V) Jo
f sin *"
8
.'
yjr dyjr,
to regard
;
yfr
we denote
(I,
by
the directioncosines of the vector from the centre to m, n) and the element of surface at the point by dto.
then transform Poisson's integral by making a cyclical interchange of the coordinate axes in the following manner
:
We
J* ()
e ^FJ\ I"!*
iv *
*9
sin2 '
sin8 1 fd0dyfr
ttJ
{v))} m> o
[(
(W
= ^A
* It is supposed tbat
Ofy d0
t Wiener Sitzungsberichte, ucxiv. (2), (1877), pp. 128 129. t This method is effective in proving numerous formulae of which analytical proofs were given by Gegenbauer ; and it seems not unlikely that he discovered these formulae by the method
in question
;
cf.
12*12, 1214.
The
xiii.
The symbol
which
jj i is positive.
m ^ means
52
[CHAP.
Ill
an integral periodic function of yjr. and so the limits of yfr may be taken to be a and a + Itt, where a is an arbitrary (complex) number. This follows from Cauchy's theorem.
integration with respect to
Now
We
thus get
(w)
(ktffY
,
/'i"'/" a
+2w
e iv sin
e cos
/.
* cos2 " 1
sin Bdslr d$
TTl
(v)Jo J*
W
'
= te K
irl
Wio
o
I *l
.'o
cos2 ""1
sin ddylrdd.
We
so that
now
define a
r cos
= Z z cos
exp
[i
<f>,
r sin
z sin
cos
yfr
<f>,
(a)
(Aw)"

/*" f 2 "
1
I
L,
(Z z cos
<f>)
sin
iz sin
2
<f>
sin
t/t
sin 0]
con
' 1
6 sin Bdyfrde.
The only
difference
between
v
this formula
Jv {m) =
is in
l, 7Tl (v) Jo
exp [iw
.'
sin
sin 0ety> d0
When
(f>
m,
.
%{Zz cos
The
last expression is
cos
I,
yfr
sin
0.
iZ cos
iz (cos
<j>
cos
+ sin
<f>
sin
cos
\jr),
(IwY
y,,
ff ex P [*^ cos
** ( C(>s
<}>
cos
+ sin
<f>
sin
2
cos
yfr)]
2"
sin
"" 1
^ sin
0d\frd0,
is
established.
The
manner of
I'
Acad, des
1789, p. 372,
3*4.
We
when v is half of an odd integer, the function Jv (z) is expressible by means of algebraic and trigonometrical functions of z.
It will
is
appear later
;
not so expressible
such a value, then ,TV (z) but of course this converse theorem is of a much more
(
474)
that,
when
v has not
is
now about
to be proved.
3*4]
[Note. Solutions in
finite
BESSEL FUNCTIONS
terms of differential equations associated with
;
53
Jn+
(z)
were ob
it
in.
(1762
;
)t
(z) is
while
Terns.
2*
Jn+i
(.s)
was solved
in finite
1823 [1820], pp. 245257 and Mecanique Celeste, v. (Paris, 1825), pp. 8284 della R. Accad. delle Sci. di Torino, xxvi. (1821), pp. 533534; by Paoli, di
Fis. (Modena), xx. (1828), pp. 183188; and also by Stokes in 1850, Trans. Camh. Phil. Soc. ix. (1856), p. 187 [Math, and Phys. Papers, n. (1883), p. 356]. The investigation
which will now be given is based on the work of Lommel, Studien Fimctionen (Leipzig, 1868), pp. 51 56.]
liber die
BesseVsehen
It
is
then,
by
^(^ST.^d^
n
!
dt
\Zv '_!
nly/ir
\_
r+x r=0 z
;
dtr
J_i'
t*)
when we
since (1
n is a polynomial of
To simplify the last expression we observe that if dr (l t2 n /dtr be cal) culated from Leibniz' theorem by writing (1 t2 n = (1  t)n (l + t) n the only ) term which does not vanish at the upper limit arises from differentiating n
,
times the factor (1  t)n and therefore from differentiating the other factor r n times; so that wo need consider only the terms for which r^n.
,
Hence
and similarly
[tOfff]
=(), 0.
5^
[*&=!*j
_(_>., Q, .
J^
/"_
v
It follows that
Um
* KZ)
Jir
rn
^+1 .(rn)!(2nr)!
2
V+l Oanr V L
,

~\
,.s' +1
.(rw)!(2nr)!
'
J [>
*~"<n + r)l
( trnx (n
+ r)
;
This result
(2)
may be
WL
cos^i^r' _o
2
(M* ++!)!
(2?is
1
'
+ l)!(n2rl)!(2^'+'
this
formula
143.
J
54
[CHAP.
Ill
In particular we have
(3)
Jj (*)
= ()
sin
m,
(z)
()
^  cos z)
power
is
(1),
n
(n
+ r)l
*
(~i)r n .(n+r)\
,~ rl(nr)\(2zy
rl(nr)l(2zy
we can express
\zdz)
z
by
iz
,
and
;
so
we must have
,_"o
(y(~ + r)
r (n
!
 r)
(2*)
y.W<*
WW
V****.
*
'
for, if not,
where fa
(z)
1/z;
impossible*.
Hence
it
r o
r!(nr)!(2^"
,=
r!
(wr)! (2) r
= (r (2tt>
Consequently
(4)
*+>
{**
(
J
i)
(^).
j_j (*>i
= ()(27r^./_n_
J
</_,
 2
rS(n
r)!(2
* Cf.
p. 51.
From
m_r(j)
J,
(r <**)
(
,to4# ...(mi)'
it is
obvious that
(e)
cos
z.
3*41]
BBSSEL FUNCTIONS
55
and hence
(5)
j^ w (i)*r
00 .(,
+ j,?
*
77
yr^L!^_
v
'
ro
(2r+l)!(>i2rl)!(2)2
+1
_
In particular, we have
(6)
We
The explicit expression of a number of these functions can be written down from numerical results contained in a letter from Hermite to Gordan, Journal fur Math. lxvi.
(1873), pp.
303311.
3*41.
is
Functions of the types /(n+j)(s) occur with such frequency in various branches of Mathematical Physics that various writers have found it desirable to denote them by a special functional symbol. Unfortunately no common notation has been agreed upon and none of the many existing notations can
be said to predominate over the others. Consequently, apart from the summary which will now be given, the notations in question will not be used in this work.
In his researches on vibrating spheres surrounded by a gas, Stokes, Phil. Trans, of the clviii. (1868), p. 451 {Math, and Phys. Papers, iv. (1904), p. 306], made use of
Royal Soc.
the series
"
n( + l ) 2.imr
(!)( + !)
( + 2 ) " 2. 4. fair) 2
K "'
which
is
d* dr2
d
dr
n(n + l)
r2
Sm e ~ *</ (r) + Sn
;
'
'*/.
" *'),
fa
is'
where
<S'
and
Sa
'
so that
operator
dr1
+ 2 d 4,a
r
M (" + 1 )
r2
'
dr
and by the
partial operator
'' l 2 cr*
2 d
v)
dff)
55 c6
\ {
sin 6 52}
+ m2
In this notation Stokes was followed by Rayleigh, Proc. London Math. Soc. iv. (,1873), 103, 253283, and again Proc. Royal Soc. i.xxii. (1903), pp. 4041 [Scientific v. (1912), pp. 112114], apart from the comparatively trivial change that Rayleigh would have written/,, fair) where Stokes wrote/, (/).
pp. 93 Papers,
'
56
[CHAP.
it
Ill
necessary to take
Sn = '
n+
)
Sn
and then
t>
ir
It follows
from
34 that
rn+1
i (ir\ Q?' =
n [e ir i +
/
( %
r \ n e~
ir
,
4
\ rcrj
and that
ir In order to have a simple notation for the combinations of the types e* /(tr) which write convenient to are required for solutions finite at the origin, Lamb found it
** ~ l ~ 2(2n + 3)
in his earlier papers, Proc.
+2
4.
(jSh
+ 3)
(2/i+5)~
"*'
(1884), pp.
pp.
pp.
London Math. Soc. xm. (1882), pp. 5166; 189 212; xv. 139149 xvi. (1885), pp. 2743 Phil. Trans, of the Royal Soc. clxxiv. (1883), 519549; and he was followed by Rayleigh, Proc. Royal Soc. lxxvii. A, (1906), 486499 [Scientific Papers, v. (1912), pp. 300312], and by Love* Proc. London
; ;
Math. Soc. xxx. (1899), pp. 308321. With this notation it is evident that
.=p^,=()...(
!
!.
+ .).( i)'^.
Soc.
Subsequently, however,
ingly in his treatise on
pp. 11
Lamb
found
it
Hydrodynamics and
London Math.
xxxn.
(1901),
(d
l)
"" 4(2 + 3) (S + 5) ~ J
e~"
j\
=*n(*) l'V'i(*)
so that
* n () =
>t+ ^ pr+i
"
, '
= vnw<A
()
to Y~
while Rayleigh, Phil. Trans, of the Royal Soc. cciii. A, (1904), pp. 87110 [Scientific Papers, Love, v. (t912) pp. 149161] found it convenient to replace the symbol /(*) by x*(*)Phil. Trans, of the Royal Soc. ccxv. A, (1915), p. 112 omitted the factor () and wrote
dye**
/rf\"sin2
while yet another notation has been used by Sommerfeld, Ann. der Physik
und
Chemie, (4)
xxvm.
(1909), pp.
665736, and two of his pupils, namely March, Ann. der Physik und xxxvu. (1912), p. 29 and Rybczyriski, Ann. der Physik und Chemie, (4) xli.
;
this notation is
^(.HW^^
C(*)(MH'+i (*)
and
it is
(ai)"T'
on
electric
+ ()* tf*(*>l
waves which was the
E n (z)
as
 ) . 1
...
(2n  1)
^
J
but, as
82
^ n (z)
by Heine, Handbuch der Kugelfiinctionen, i. (Berlin, 1878), to be twice the expression on the right in his treatise, but
not in his memoir, Journal filr Math. lxix. (1869), pp. 128
141.
3*5]
BESSEL FUNCTIONS
57
Sommerfeld's notation is a slightly modified form of the notation used by L. Lorenz, who used vn and vn +( ) n iwn in place of >frH and fn see his memoir on reflexion and refraction
;
of light, K.
(1898),
I.
3*5.
It has
been seen
whenever v
is
Jv {z)
and
./_(z).
When
is
J_ n (z) = () n Jn (z)is
linearly independent of
will give
Jn (z);
JH (z)
The
the
now be
full details
by BOcherf.
method of constructing HankeFs solution was discovered by Forsyth method of Frobenius, Journal fiir Math, lxxvi. (1874), pp. 214235, for dealing with any linear differential equation. Forsyth's solution was contained in his lectures on differential equations delivered in Cambridge in 1894, and it
alternative
his procedure is based on the general
An
has since been published in his Theory of Differential Equations, iv. (Cambridge, 1902), 102, and in his Treatise on Differential Equations (London, 1903 and 1914), pp. 101
Chapter
vi.
note
1.
and
if
n be any integer
(positive,
j {z)(yj_ v {z)
v
is
and
this function
vanishes
when
n.
Consequently, so long as v
n,
v
the function
v
J {z)(TJ_
v
is
(z )
n
;
= n.
We
and we
shall
now evaluate
lim
^(y^fr)
shall
shew that
it is
* Math. Ann. i. (1869), pp 469472. t Annals of Math. vi. (1892), pp. 85 90.
6571
X The essence of Hankel's investigation is the construction of an expression which satisfies the equation when v is not an integer, which assumes an undetermined form when v is equal to
the integer
limit
when
v*~n.
w.
B. F.
58
order n and that
[CHAP.
Ill
independent of
Jn (z)
so that it
may be taken
J, (*)
 ( V J v (*) _ Jv ()  Jn (M) v n v n
dv
l
;
)n
(
du
.
as v
 n,
Hence
^ w
n
n.
exists; it is called
To
we
distinguish
it it
denote
may be
(1)
YH (s) =
*.(*)now
to be
j
lim
v*v
{z)(yj_ v ( Z )
v
and
also
(2)
( K
Vt dJ",(fY
>
dv
It has
shewn that Y
(z) is
J v (z)
the
a matter of indifference .
Hence the
equations
V v Jv {z) =
with respect to v

may be
written
d*
dJv (z)
dv
d bJv (z)
dz
dv
^ dJ v (z)
dv
_n
dz%
When we
combine the
we
find that
dJv {z)
dv
*
K
}
dJ_ v (z)
dv
*2v{Jv
(z)(rJAz)}>
it is
The reader
31.
+ See
It is
as total differential
coefficients while differentiations with respect to v are written as partial differential coefficient.
Of course,
in
many parts of the theory, variations in v are not contemplated. Yn (z), which was actually used by Hankel, is used in this work
ljir
to denote a
( 3*54).
351]
so that
BESSEL FUNCTIONS
59
Now make
functions of
v,
v n.
and so we have
where v
is
to
We
so that
It is to be noticed that
W
'
=
whence
(4)
M ^
im
JA*)(YJAz) fi + n
due
to
Lommel *,
Y_ n (*)=()Yn (s).
Again,
while, because
Jv (z) is a
dv
monogenic function of v at v
0,
we have
dJ. v (zy
J0
^(^JvO
dv
J"""'
and hence
it
follows that
A result equivalent to
3*51.
this
The expansion of
Y
is
(z) in
an ascending
series.
Y (z),
it is is
con
simpler
more compact.
We
SUidien
1
iiber die
what
is
BesseVschen Functionen (Leipzig, 1868), p. 87. Lommel actually proved sometimes called Neumann's function of the second kind. See 358 (8).
n. (Paris, 1840), pp. 122
t Court
d Analyse,
124.
60
[CHAP. HI
(*)
= 2["I
^w^'Tt
is
x ]
lo g
fa) ~ J log r (v + m +
1) 11
=2 2
where
yfr
denotes, as
Gamma
function*.
Since
0< ^ (i + 1) < m
in.
when w=l,
is
2, 3, ...
may be
^(m+1)
is
replaced by
The convergence
The
(1)
Y.(*)2Sl
'J**'
.
{log(^)^(m + l)},
(s)
log (*)
 X
(3)
Y. () 2
fry
yy * 2 JS^ yy
^
(m
+
1)J
I+ g +
1 + raj !
The reader
iY.(*)
is
+ (log2 7 )J.(*)
The expansion
of
this function is
Neumann,
This function was adopted as the canonical function of the second kind of order zero by Theorie der BesseVschen Functional (Leipzig, 1867), pp. 42 44; see 3 57. But the series was obtained as a solution of Bessel's equation, long before, by Euler \.
own notatiou
is
V~
X
n*
\JW X + 1.8.27'^
.
1.8.27.64^
tT 3
('
+et 
+A +a
*
1 ( \
 3 r + JL X2 _
nn
1
.
_L_
1.4. 9
C
4m'
g + 1.4.9.
.*
Ion8
 etc
Ix
nn
X+ 1.4n* X
Ch. xn.
9 f
+1
16
*'
integer,
Modern
Atialyiis,
It is to be
remembered
that,
when
m is a positive
then
*U)=7,
t Inst. Calc. Int.
11.
V'('
1 )=
+ 2+  +>
233235.
See also Acta Acad. Petrop.
v.
....
3*52]
BESSEL FUNCTIONS
He
61
22=5.64.2,
w
<r
2(1
\1
+* 1+...+!) = ^, mj
m
(r
m+ i = (2m+l)<rm
ii
m.1
3*52.
The expansion of
Yn (z)
in
an ascending
series
and
the definition
of
<*) We
shall
of the
fl
(^),
where n
any positive
integer.
[Cf.
equation (4) of
It is clear that
?^.<*>dv
m =()dv
m+
w=0 m!r(i/
ra!(w
+ w+l)
l
6V2
n
/J
'
/;
OT =o
+ ra)!
6V2
rv
is
when
i/*w,
where
is
to say
i
a)
The
of
^>] o"
L
J^=n
_li ^ + n+wj
[3/_(.s)/3i/],,_ n is a little more tedious because of the pole ( v + m + 1 ) at v = w in the terms for which m = 0, 1. 2, ., n 1. We break the series for /_ (z) into two parts, thus
evaluation of
yjr
" V
'
TO
l m!
r(i/ +
m + l)
*! r(i/
+m+
l)'
V(v + m+l)
Now, when
[~
t
by
r (v in) sin (v m) it *
1
'
^
"
ra
<
n,
= [(J*)~ r+m r(im) {tti ^r m) sin (> ra)7r + cos (v m) tr tt'  (*)+ r (n  m) cos (n  m) tt.
(i
Math. Ann.
i.
(1869), p. 471.
62
[CHAP. HI
pM*)1
v
+
,;.
that
is
to say
( **>
()
L
dp
_U(1)
m!
+(
x
{
>
.t m!(n + m)!
(m+1)},
lo g(i*)"f
when we
replace
On combining
we have Hankel's
a
formula,
namely
w
=2
{
m=o
*!
m=0
w
w!(n + m)!
1}
7 + log g *)}/,(*)
(^r
1
(n
~r,"
(h^
,
l
(12
1
,111
m
1
w + m)
} {
term (m =s 0) of the
last
is
11,
12
d
Lommel*)
to write
(4)
%(*) =
^
Z)
Mz)logz,
so that
<5
>
when
^ (s)
is
on the right.
We
(6)
thus have
7l
(z).
The complete
contained a logarithmic factor) by Euler, Inst. Calc. Int. n. (Petersburg, 1769), 935, 936 solutions of this equation are
;
**
J (2aM),
x
#*
Yi (2aM).
;
(ibid.
solutions of
**
J2 (4a* **),
(4a* .v*).
353, 354]
353.
BESSEL FUNCTIONS
definition
63
The
o/Y v
(z).
Hitherto the function of the second kind has been defined only when its order is an integer. The definition which was adopted by Hankel* for unrestricted values of v (integral values of
2v excepted)
is
(1)
(*)
= 2ne
JAz)C0S
 J
' (z)
.
sin2i/7r
This definition fails both when v is an integer and when v is half of an odd integer, because of the vanishing of sin 2vtt. The failure is complete in
the latter case
;
is
the definition of
3'5.
To prove
lim
(z)
ire"**
lim
n J
/_ (z)~\ n v
\
JAzY
~n
Jv (z)
J
(2)
It is
Yn
(*).
now
of that equation,
when
(i)
:
Y (z), defined either by (1) or by the limiting form a solution of Bessel's equation for functions of order v both v has any value for which 2v is not an integer, and when (ii) v is an
evident that
is
integer
the latter result follows from equation (2) combined with 3*5 (3). function Y (z), defined in this way, is called a Bessel function of the second kind (of Hankel's type) of order v ; and the definition fails only when
The
is
+1
an integer.
The reader should be
careful to observe that, in spite of the change of form, the qua function of v, is continuous at v = n, except when z is zero; and, in fact, Jv {z) and Y(z) approach their limits J (z) and Y (z), as v*~n, uniformly with n respect to z, except in the neighbourhood of z = 0, where n is any integer, positive or negative.
Note.
function
Y (z),
3*54.
The
Hankel
( 3*53) was modified slightly by Weberf and Schlafli} in order to avoid the inconveniences produced by the failure of the definition when the
is
Math. Ann.
i.
(1869), p. 472.
f Journal fur Math, lxxvi. (1873), p. 9 ; Math. Ann. vi. (1873), p. 148. These papers are dated Sept. 1872 and Oct. 1872 respectively. In a paper written a few months before these, Journal filr Math. lxxv. (1873), pp. 75105, dated May 1872, Weber had used Neumann's
function of the second kind (see 357, 358). + Ann. di Mat. (2) vn. (1875), p. 17 ; this paper
is
64
[CHAP.
Ill
Weber
second kind
when
v is
an
integer).
<*\
Subsequent writers, however, have usually omitted this factor \tr, e.g. Graf and Gubler in their treatise f, and also Nielsen, so that these writers work with Weber's function.
The symbol
and so
to
it is
is,
Yv {z) to denote
after the
manner
of Nielsen J,
and to adopt
of Hankel's function of
certain formulae.
We
(1)
thus have
Yv (z) =
"
(jOcgg
'" *(*>
= cos^;
Yn (0
.
(2)
Yn (z) =
lim
,*. n
J M^^JLrlA^ = I
Sin VTT
7T
Schlafli's fuuction has been used by B6cher, Annals of Math. vi. (1892), 8590, and by McMahon, Annals of Math. vm. (1894), pp. 5761; ix. (1895), pp. 23 30. Schafheitlin and Heaviside use Weber's function with the sign changed, so that the function which we (with Nielsen) denote by Yv (z) is written as Yv (z) by Schafheitlin and (when v = n) as GM (z) by Heaviside.
[Note.
pp.
Gray and Mathews sometiinesIT use Weber's function, and they denote symbol Yn
.
it
by the
(see 6*1)
which
i.
is
the
expression (with the factor \ir inserted) was actually given by Schlafii.
+ Einleitung in die Theorie der Bexsel'xchen Funktioiien,
number
it
index, thus
Y v (z), Handbuch
There
used by
and we
pp. 31
reserve
Neumann
( 3*58).
See, e.g.
(181)5),
Proc. lloyul Sue. liv. (1893), p. 138, and Electromagnetic Theory, n. (Loudon, 1899), p. 255;
made from his Electrical Papers, n. (London, 1892), TreatUe on Bessel Functions (London, 1895), pp. G5 66.
p. 445.
355]
BESSEL FUNCTIONS
in his later work, used
65
Lommel,
function
Neumann's function
86,
he used the
7rFM
where
(*)
Yn (z)
is
for the function much more complicated; see Julius, Archives Nterlandaises, xxviii. (1895), pp. 221 225, in this connexion.]
3'55.
The definition given by Heine* of the function of the second kind possesses some advantages from the aspect of the theory of Legendre functions it enables certain generalisations of Mehler's formula ( 5*7 1), namely
;
lim
to be expressed in a
Pn (cos $/n) = J
The
(0),
'
compact form.
to
function,
the symbol
equal to
Kn
(z), is
\Yn {z);
by
Schlafli.
The use of Heine's function seems to have died out on the Continent many years ago the function was occasionally used by Gray and Mathews in their treatise t, and they term it On (z). In this form the function has been extensively tabulated first by AldisJ: and
Airey, and subsequently in British Association Reports, 1913, 1914 and 1916.
This revival of the use of Heine's function seems distinctly unfortunate, both on account of the existing multiplicity of functions of the second kind and also on account of the fact (which will become more apparent in Chapters vi and vn) that the relations between the
functions
cosine
JH (z)
sine
and
;
and
of
Jn (z)
and
On (z)
as canonical functions
It
is
com
%ir sins as
canonical functions.
must
also be pointed
On (z) has
two writers, namely Heaviside, Proc. Royal Soc. and Dougall, Proc. Edinburgh Math. Soc. xvm.
Note.
been used in senses other than that just explained by at least liv. (1893), p. 138 (as was stated in 3*54),
(1900), p. 36.
error in sign on p. 245 of Heine's treatise has been pointed out by Morton, Nature, lxiii. (1901), p. 29 ; the error is equivalent to a change in the sign of y in formula
3*51 (3) supra. It was also stated by Morton that this error had apparently been copied by various other writers, including (as had been previously noticed by GraylT) J. J. Thomson, Recent Researches in Electricity and Magnetism (Oxford, 1893), p. 263. A further error
i. (Berlin, 1878), pp. 185 248. Treatise on Bessel Functions (London, 1895), pp. 91, 147, 242. t Proc. Royal Soc. lxvi. (1900), pp. 32 43. Phil. Mag. (6) xxn. (1911), pp. 658663.
An

From
and also
for using
the historical point of view there is something to be said for using Hankel's function, Neumann's function ; but Heine's function, being more modern than either,
its
favour.
1 Nature,
66
[CHAP.
Ill
noticed by Morton in Thomson's work seems to be due to a most confusing notation employed by Heine for on p. 245 of his treatise Heine uses the symbol to denote the function called  \n J'q in this work, while on p. 248 the same symbol denotes  \n (Y iJ ).
3*56.
(z)
and"Y v {z).
The recurrence formulae which are satisfied by Yv (z) are of the same form by Jv (z) they are consequently as follows
;
(1)
(2)
(3) (4)
(z),
zYv+1 (z),
replaced throughout by the
may be
3*2 (3)
and
(4) in the
forms
(*)}
{? Jj z
vrr,
(*)}
=  *' Jv+
>
(*)
we multiply
whence
Equation (4)
is
the formulae
{* J
By
(z)}
{* J. v
(z)}
= r /__> (zy
(1).
we
The formulae are, so far, proved on the hypothesis that v is not an integer but since Yv (z) and its derivatives are continuous functions of v, the result of proceeding to the limit when v tends to an integral value w, is simply to
replace v
by
n.
ire rri
is
Again, the effect of multiplying the four equations by equal to 7re " 1,,ri sec {y l)7r, is to replace the functions
(
sec
vir,
which
Y by the
functions
Y throughout.
In the case of functions of integral order, these formulae were given by Lommel,
Studien
iiber die Bessel'schen
p. 87.
The reader
will find it
instructive to establish
them
from the
series of 352.
Neumann's
3*56, 3*57]
3'57.
BESSEL FUNCTIONS
67
Neumanns function of the second kind. The function which Neumann* adopted as the
it is
integrals of Poisson's type than the functions of the second kind which have
but this
is its
only merit.
We
first
<0)
(z).
The second solution of Bessel's equation for functions of order known to contain logarithms, Neumann assumed as a solution the
zero being
expression
J
where
(z) log z
+ w,
,
is
a function of z to be determined.
have
But, by
212 (11),
and
so,
2z
(z)
2z J,
(s)
= 8 2 {T~'nJ2n (*)
have
since
2 and V
is
easily justified.
Hence a
is
nl
2(y>Jm (z)/n,
(0)
(z),
F< \z)
=J
(z) log z
()""1
^^
/*Oas+0, (the
it is
the origin),
solutions,
evident that
and hence
(z) is
series for w being an analytic function of z near J (z) and F (z) form a fundamental system of expressible as a linear combination of J (z) and
,0)
Yw (z); a comparison of the behaviours of the three functions near the origin shews that the relation connecting them is
(2)
*
F<> (*)
= J Y, (z) +
(log 2
 7 ) Jo (*).
44.
Neumann calls
this function
of the second
is
kind
But, because.
is
un
and it has not survived. t Neumann's function is distinguished from the Weber Schlafii function by the position of the suffix which indicates the order.
desirable
68
3*571.
It
[CHAP.
Ill
{0)
(z).
h
is
eixcoa
<
log (x sin 2
<o)
dm
;
a solution of Bessel's equation for functions of order zero and argument x and subsequently Stokes obtained an expression of the integral in the form of an ascending series (see 3*572).
The
associated integral
f*
(4iz
cos2 0)
,0 >
dd
;
was identified by Neumann f with the function F (z) and the analysis by which he obtained this result is of sufficient interest to be given here, with some slight modifications in matters of detail.
From
22 (9)
we have
2
/*
()M /*(*)
nir J
and
so, if
changed,
of
n=i
=7rJ
cos (z cos 0) 7
f*
I
z
W=1
do
d0
from this result combined with Parseval's integral F (z), we at once obtain the formula
,0
(1
F<> (*)
= !/"
<*0,
is
obvious.
The change of the order of summation and integration has now to be examined, because 1n~ l cos 2n0 is nonuniformly convergent near 6=0. To overcome this difficulty we observe that, since 2 (  ) n J.in {z)jn is convergent, it follows from Abel's theorem that
%
S()^.W/= lim I ()Ji<)/n= lim * j /*% os (s C os0)?Wcos2 ^ca?. =l o^io n=l M *M5TnU0
* Journal de. VEcole 2?. Poly technique, hi. (oahier 19), (1823), p. 476. The solution of an associated partial differential equation had been given earlier (ibid. See also Duhamel, p. 227). Cowr d? Analyse, n. (Paris, 1840), pp. 122124, and Spitzer, Zeitsehri/t filr Math, und Phys. n. (1857), pp. 165170. t Theorie der Bessel'sr.hen Functionen (Leipzig, 1867), pp. 45 49. See also Niemoller, Zeitschriftfllr Math, und Phys. xxv. (1880), pp. 6571.
3571, 3*572]
BESSEL FUNCTIONS
69
Now, since a is less than 1, 2 (on cos 2n6)/n does converge uniformly throughout the range of integration (by comparison with 2a"), and so the interchange is permissible that is to say
;
=1
2  2
/"*""
/
/"i*
I
Jo
cos(cos#) 2
lh"
/
n1
n dO
,
1 = 
n Jo
cos
cos d) log (1
 2a cos 26 + a2
flW.
Hence we have
nl
(")* (*'
=_
lim
o*.l0
i "
*""

cos
(a
cos d) log (1
 2a cos 20
a2 )
<J9.
y o
a*l0 J
It is evident that
 2a cos 26 +
log (1
j
 4a sin2 6 ( 1  a) 2 ^ 0,
a2 )
(z
and so
Hence,
'It
if
 2a cos 26
A
(
cos 6)
when
0^6^ ,
\
we have
cos
I/,o
**
Jo
{log (1
6)}
,
d6
.
A
i
/**"
\
~ ( 22
I
a"cos20
+log (l/a> 2
log (2 sin
6)\d6
J
io
*i
"
a< 1.
Hence, when
I
a< 1,
log (l/a)*0,
cos
(z
cos 0) {log (1
as al
0; and
2
n=j
Consequently
()w,7*(*) n
= _
I ( ** cos ii a*io ,r y o
(*
CoS
tf)
dd
1
/"*"
cos
(z
and the interchange is finally justified. The reader will find it interesting to deduce combined with 3*5 (5).
3*572.
this result
The
by Stokes \
in 1850
was rf
+
r
 m2 y =0, where
m is a constant. This is Bessel's equation for functions of order zero and argument imz. Stokes stated (presumably with reference to Poisson) that it was known that the general
solution was
/itr
o
d&.
The value
of this limit
t If 2
p. 42.]
is real,
A l\
if
not,
A < exp
(z)
j
'
70
It is easy to see that,
is
[CHAP.
Ill
by Stokes
it is
equal to
(imz)
+ 2D 2
m 2" z2n
,_
.,
f in
I
=o v* n )
J o
may
be
deduced that
j*%o82^logsin^^=^^^log2 + i
Neumann's
ff
(I
+ ^ + ... + i)}.
3*58.
definition of
(n)
(z).
The Bessel
by
Neumann*
(1)
in terms of
<0)
(z)
dYi
z
 nY^
(z)
=  zYW (*),
is
which is a recurrence formula of the same type as 2*12(4). It from this equation that
(2)
evident
FW(jr)(^)(^)*FW().
satisfies
Now Y m (z)
the equation
and, if
theorem,
<3>
we get
'
*"
&T
is
''
{l)
(a)"
{Z)]
and so
{zlzf
^^
{Z)]
~ nYW
{zlz)
^^
{Z)
This equation
(4)
at once reducible to
V,Fw(5)0,
and
so
(w)
(s) is
Again, (3)
may be
l
(*)}
 (2w + 2) z*
F<n+1
>
(*)
+ *~ n F(w
>
(2:)
= 0,
when
The function
is
undefined
order
not an integer.
is simplified
t The analysis
3*58, 3*581]
so that
BESSEL FUNCTIONS
71
dF(n+I >(*)
Tz
n+ 1 + ^t
F<+> (z)
 F
(*)
= 0,
d7
(Z)
2
)
(z).
When we combine
formulae
(6)
F'" 1 (z)
F< +1 (z)
>
=
=
F<"> (),
(7)
F<"> (*)
dF< "'^ as
Consequently
(w
(*) satisfies
and
Yn
Jn (z),
F (s)
(s).
It follows from
357
(2) that
<
(8)
solution of the equation V H (y) = in the form of a definite integral, which reduces to the integral of 3*571 when =0, has been constructed by Spitzer, Zeitschrift fiir Math, und Phys. ill. (1858), pp. 244246; cf. 3583.
3*581.
Neumann's expansion of
(n)
(z).
The
it is
(1)
m1
i
_ ^
On roi
,
r /\
v. where
sn
= T + B + 5+
1
111
Z
,=i
m (n + m)
Ln (z)
/_\
...+,
= 0.
define the functions
To
we
first
and
Un (z)
by
the equations
(2)
(3)
so that
 U (z). We shall prove that Ln (z) and Un (z) L^ (z) =  Zn (z) + (n/z) Ln (z), (4)
F<> (*)
=Z
W.J
(z)
nl
9nmi
*>
.(.) log
'
(z),
and then
(1) will
358
(2).
84
Otti,
and Haentzschel,
(1886), pp. 25
35
33.
72
[CHAP.
Ill
L n (z)
zn
\
)
dz dz\
1 _
d (JJs)) S dz\ zn
Mz) _
z n+1 n  r" 1
2 >.nl _d
m.
.!
...
Jn (z)
n z} 2
Jm (z)
vl
z1
io~^r
1+ ^^ri ^HriJ 2
and the
first
part of (4)
n
is
proved.
part,
we have
)
d [Un(z)]_ dz\ zn
)
TO =i
=  * = + 7n *
(z)
=i
~ ^ [mJr*^ (n +
( )m
 (n + m) J1l+M (z)}
*7n + l(*)
(4) is proved.
It follows from
358 (2)
that
)
U^ {z) _
j'
and since the expression on the right vanishes when n = 0, it induction that it vanishes for all integral values of n. Hence
evident by
therefore established.
Un (z)>
3*581 (3) as
The function
coefficients, coefficients,
n (z),
Schlafli* as a
To
3*57 (1);
g<'>. s v.i(;v) it is
and by straightforward differentiation, the expression on the right satisfies the same recurrence formula as that of 3*581 (4) for Un (z) equation (1) is then evident by induction.
establish this result, observe that
true
when n =
by
3*51 (3)
and
that,
Note.
by evaluating the
coefficient
(3).
3*5823*6]
BBSSBL FUNCTIONS
will
73
The reader
(2)
(3) (4)
now
3fn (*)
F> (m)
i*Yn{)
The
iivbegral
3 '583.
of 3571 for F() (z) was generalised by Lommel, Sttidien ilber die BesseVschen Functionen (Leipzig, 1868), p. 86, with a notation rather different from Neumann's; to obtain Lommel's result in Neumann's notation, we first
Jv (*),
we have
^^Jy(z)logz=
and
so,
^^^ f^
coa(z Sme)coH^B{log(ico^0)ylr(u+i)}dB,
from 3*582
(3),
rW (>) "
r(n+l?r(i)
8
J**(*sin 0)co*** 6
{log
() \/r (1)
(
jw () =
it is
r(w + ^r(i) j
de
in
which
coefficients
Ln (z)
is
3*6.
vn) on integral and asymptotic expansions of Jv (z) and Yv (z), two combinaBessel functions, namely J, (z) iY, (z), are of frequent occurrence.
also present themselves in the theory of "Bessel functions
3*7).
The combinations
seemed desirable to Nielsen* to regard the pair of as standard solutions of Bessel's equation, and he describes them as functions of the third kind; and, in honour of Hankel, Nielsen denotes them by the symbol H. The two functions of the third kind are defined by the equations f
functions
Jv (z)iYv (z)
(1)
From
'
combined with
354
(1),
we have
t9\
(!),.,
v
is
J v {z)eJv (z)
J. v (z)e^Mz)
by
their limits.
When
an
Since Jp {z) and F (z) satisfy the same recurrence formulae ( 3*2, 3'56), the functions enter linearly, and since the functions of the third kind which in
* Ofversigt over det K.
bitch
1902,. p. 125.
Hand
Hf(z)
Hv
2
(z).
74
[CHAP.
v
Ill
Jv (z) and Y
:
(z), it
follows that
these same recurrence formulae are satisfied by functions of the third kind.
*.>)+*&<.)**.
*?,+***(.),
(6)
.f^^w.^w
& <
Vv ff(z)=0,
(2) >
.f^'^w.dr*,.,,
Jr <<>.
Vv ff(*)=0,
(7)
(8)
(1907), pp.
Note. Bayleigh on several occasions, e.#. PAt7. J/ogr. 350359 [Scientific Papers, iv. (1904), p. 290; v.
(1912), pp.
symbol
which Nielsen
calls
\ triH
(2)
(s).
3*61.
The reader
on the
(1)
/(*)
H\z) + Hf(z)
g
W^
nnw
2t
'
J' (jr)l
(3)
2
,/<*) cob
'
(jr)
r J_ r <*)
<*)
sm
" #f (*)
(5)
{x)
(z)
"
= JMciJriz)
t
= Y.
_
(z)e" i
sin vir
(z)
'
sin vtt
(6)
r.,(*)e'r,,(*)
sini/7r
^sini/7r
From
(7)
(5)
and
H (z) = e J5T
if
(,) . 
iff
(*).
361363]
3*62.
BESSEL FUNCTIONS
75
ze mvi
.
z and
is
unaltered if z
replaced by
z,
we must expect
by
J v ( z)
Jv (z).
To avoid the slight difficulty produced by supposing that the phases of both of the complex variables z and z have their principal values*, we
shall construct Bessel functions of
argument
ze mni
where
is
any
integer,
arg z has
and
it is
supposed that
+ arg z.
it is
Jv (z)/zv
is
obviously con
when
the phase of z
as that
is
unrestricted,
same convention
by which
z" is defined;
Jy (zemni  emviri J
)
(z),
v (z).
(2)
J_ v (ze
miri
e m
J
The
now be
defined for
all
values of the argument by means of the equations 3"54 (1), 36 (1); and then the construction of the following set of formulae is an easy matter:
(3)
(zemvi )
,Hiri
= e~ m
(z)
(4)
(5)
r_ (ze
= e~ m
J
'
(z),
= sin(lw)i/7r ff(1)
sini/7r
"
'
_ e_
yit
sinmi/Tr
Rm
"
sinv7r
7r
(6) v '
Hf (zem)  a* H
v
(2)
"
(z) v
'
+ 2e J^T
8
"
sini/7r
Jy (z) vV '
(l)
''
"
Of these results, (3) was given by Hankel, Math. Ann. vin. (1875), p. 454, in the special when m=\ and v is an integer. Formulae equivalent to (5) and (6) were obtained by Weber, Math. Ann. xxxvu. (1890), pp. 411, 412, when m=l see 611. And a memoir by Graf, Zeitschrift fur Math, und Phys. xxxvm. (1893), pp. 115120, contains the general
;
formulae.
3*63.
equation.
It has
3 12) that
(z) and J_ (z) form a fundamental system of and only when, v is not an integer. We shall
when
v is
an integer.
= Arg z =f t,
according as I (z)
0.
76
[CHAP,
III
[Jv (z),
(z)}
(z)}
_2
TTz'
This result
is
siderations of continuity
(1)
shew that
2/(,
and
not.
Hence
(z)
(z)
deduce that
aa {j, (*),T
(#)}
z cos vrr
and, in particular*,
(3)
m{Jn (z),Yn
found that
(z)}
= 2Jz.
When we
v (z), it is
(4)
5129
{H (z),
hT
v.
(z)}
=2im{J
(z),
Yv
(jr)}
=  4i/(w),
so that the functions of the third kind also form a fundamental system of
solutions for all values of
Various formulae connected with (1) and (3) have been given by Basset, Proc. London Math. Soc. xxi. (1889), p. 55 they are readily obtainable by expressing successive differ' ' ential coefficients of Jv (z) and v (z) in terms of Jv (z), Jv (z) f and v (z), v (?) by re;
which the
earlier ones
are frequently required in physical problems) are expressed in the notation used in this work by the following formulae
(5)
Jv
JJ
(z)
IV
JV
(z)
Yv
17
(z)
Jv" Jv"
(z)

J.
(6)
()
()
(,)
()
A (l ^
(^l),
x
(7)
Jv
j;
(z)
(8)
(z)
w  JV
()
(z)
jv>"
()
A (^ _ y
(9)
JJ'iz)
JV"
Yv"{z) Jv'"
(.) (i
^ + ^r)
J,
(10)
Jv
j;
(z)
YvW{z)Yv
jy>(*) r;
(z)JvW(z) =
./,<">(*)=
J^
(i^3),
+i)
(ii)
(,)
(,)
A (^i 
 sin vw
and J
Yv may be replaced by J_ v if the expressions on the right Yv may be replaced by W^ ET throughout if the
2i.
and Hankel, Math. Ann. vnr.
(1875). p. 457.
iv. (1871), p.
106,
3*V]
BESSEL FUNCTIONS
associated formula, due to
77
iv. (1871), p. 106,
An
12 )
and Hankel,
Math. Ann.
(
vm.
(1875), p. 458, is
This
3'7.
is
32
(7).
The
which differs from Bessel's equation only in the coefficient of y, is of frequent occurrence in problems of Mathematical Physics; in such problems, it is usually desirable to present the solution in a real form, and the fundamental systems
(iz)
and J_ (iz) or
Jv (iz)
and
(iz)
It is
is a real function of z which is a solution customary to denote it by the symbol / (z) so that
oo
Iw(s)wg
is
y+2m <**)
J: 9 m\r( v +
m + iy
regarded as a complex variable, it is usually convenient to define its phase, not with reference to the principal value of argiz, as the consideration of the function Jv (iz) would suggest, but with reference to the principal value of arg z, so that
/ (*)
When z
= eW Jv (ze^%
/ (*)
= e J (ze~^),
The introduction
argument "
is
of the symbol
due
to Basset f
and
it is
Iv (z) to denote "the function of imaginary now in common use. It should be menbeen used by
tioned that four years before the publication of Basset's work, Nicolas} had suggested the use of the symbol v (z), but this notation has not
other writers.
The relative positions of Pure and Applied Mathematics on the Continent as compared with this country are remarkably illustrated by the fact that, in Nielsen's standard treatise , neither the function /(*), nor the second solution v {z\ which will be defined immediately, is even mentioned, in spite of their importance in
physical applications.
it is
is
and
VTT
easy to r prove
Ccf.
{/.(*X
/(*)}
=
28in
irz
Lommel gave the corresponding formula for Neumann's function of the second kind. f Proc. Camb. Phil. Soc. vi. (1989), p. 11. [This paper was first published in 1886.] Basset in this paper, defined the function of integral order to be i+ Jn (iz), but he subsequently changed it, in his Hydrodynamics, u. (Cambridge, 1888), p. 17, to that given in the text. The more recent definition is now universally used.
+ Ann. Sci. de Vticole norm. sup.
supplement,
p. 17.
(Leipzig, 1904).
78
It follows that,
[CHAP.
Ill
In the case of functions of integral order, a second solution has to be con3*54. structed by the methods of 3'5
The
function
K
is
second solution,
<>
this
work as the
*. ['^](cf.
An
equivalent definition
3*5) is
It
may be
The
verified,
is
by the methods of
n.
3*5,
that
Kn (z)
is
a solution of (1)
when
v,
the order v
equal to
function
(z)
by
K
it
(Z)
= A7T
may be
verified that
#(*)=
deduce from (6) that
iT,(z)
lim
(z\
= i^'ir v
(iz)
= $>mei"n H_ v ()
fact that it is a v (z) lies in the physical importance of the function as z<x> through zero to exponentially tends which equation (1) solution of
The
positive values.
in 723.
The definition of n (z) is due to Basset, Proc. Camb. Phil. Soc. vi. (1889), p. 11, and the infinite integrals by his definition is equivalent to that given by equations (4) and (5) ; 61 5. Basset subsein 614, discussed be will $ which he actually defined the function
(Cambridge, 1888), quently modified his definition of the function in his Hydrodynamics, n. rdly(z) 37, (*)1 1 , Ai equivalent to c pp. 1819, and his final definition is
.
^Ti^
'
cV~J v n
satisfies
(z),
in their work,
1/2", so
equivalent to
'
2_
ov
Cv
Jv= n
by the
London Math.
3*71]
(cf.
BESSEL FUNCTIONS
79
Modern Analysis, 1771) but this function suffers from the serious disadvantage that vanishes whenever 2 is an odd integer. Consequently in this work, Macdonald's function will be used although it has the disadvantage of not satisfying the same recurrence formulae as Iv (z).
it
An inspection of formula (8) shews that it would have been advantageous if a factor %n had been omitted from the definition of v (*) but in view of the existence of extensive tables of Macdonald's function it is now inadvisable to make the change, and the presence of the
factor is not so undesirable as the presence of the corresponding factor in Schlafli's function ( 354) because linear combinations of /() and v (z) are not of common occurrence.
3'71.
(z).
We
shall
now
those constructed in
give various formulae for Iv (z) and v (z) analogous to 3'23*6 for the ordinary Bessel functions. The proofs
(1)
/_, (,)
K.
v
(z)
/_, (z)
K^
(z)
= zlv_
(z),
zKJ (z)
^L)
{z"Iv (.)}
*Kv (z)} =
{r*K
>
(z),
\zdzj
z"
\zdz)
z"
]~
~^~'
(7)
(8)
/,'(,)/,(*),
K '(z)
K_
v
K,{z),
I_ n
(z)
= In (z),
{z)
=K
(z).
The
(9)
when R(v +
\)
>
Iv (z) =
cosh (z cos 0)
'
sm^BdO
{zt) dt
 i>?rr (i)
(1
" t2y
cosh
<**)'
,(1
^os s i n2 ,
dQ
r^r^)/rcosh
"
{z cos d) sin2v0d0
t7^fc)/.
<r4oo8hw&
'
80
[CHAP.
Ill
n0
(10)
r (A = I n+h (,)
j^ [* X
rl(n
_ r)(2 ,)r
>
+^
(11)
r!( W
r)!(2^J'
7_ (w+i)
(s)
^ r!(n ^
r)!(2(8)rJ
(12)
/f + , (.) =
r 2
o;T
^^
+ 2
(13)
*,)'..
iTo (*)
(14)
  log (*) 7
.
<*)
^

* <,+ 1),
\ n (15)
<")n+1
/1 2 \n+am
'
2
*
f
,
,
v.
{log (**)
W (m +  &
1)
(n +
m +1
)],
(16)
e*
008 '
+ 7}
dO,
= emv7ri Iv (z),
(*"*) =
{!,(*),
tti
^^
=
1/z.
/, (,),
1/*,
J (*)
JT^ (,) +
(z)
The
by Stokes
(cf.
3"572).
The integrals involved in (9) and the series in (14) were discussed by Riemann in his memoir "Zur Theorie der Nobili'schen Farbenringe," Ann. der Physik und Chemie, (2) xcv.
(1855), pp. 130
v=0; he
power
series for 7
The recurrence formulae have been given by Basset, Proc. Camb. Phil. Soc. vi. (1889), 19; by Macdonald, Proc. London Math. Soc. xxix. (1899), pp. 110115; and by pp. 2
11.
(1920), pp.
819.
Functions of this type whose order is half an odd integer, as in equations (10) and (12), were used by Hertz in his Berlin Dissertation, 1880 [Oes. Werke, 1. (1895), pp. 7791]
38]
3'8.
BESSEL FUNCTIONS
Thomson's functions ber
(z)
81
their generalisations.
and
bei (z)
and
which occurs in certain electrical problems consists of Bessel functions whose arguments have their phases equal to \tr or f ir.
A class of functions
The
first
examined by W. Thomson *
they
may be
(1)
defined
by the equation f
ber (x)
+ i bei (x) = J
(xi Ji)
=I
(x
^/i),
where x is real, and ber and bei denote real functions. For complex arguments we adopt the definitions expressed by the formulae
(2)
ber (z)
bei (z)
J
(zi
Vi
*)
= h (* V
*')
Hence we have
(3)
first,
second and
by
Russell:}:
and Whitehead.
The functions of the second kind of order zero were defined by Russell by a pair of equations resembling (2), the function IQ being replaced by the function thus
(5)
ker
(z)
kei (z)
=K
(zy/
i).
Functions of unrestricted order v were defined by Whitehead with reference to Bessel functions of the first and third kinds, thus
(6)
(7)
ber, (z)
her, (z)
i bei, (z) =
i hei (z)
Jv (ze** *),
1
= H (ze**).
(z),
ker (z) =
\tr hei
kei (z)
The
(9)
ker (*)
 log (z)
ber (z) +
fr bei
(z)
* Presidential Address to the Institute of Electrical Engineers, 1889. [Math, and Phys. Papers, in. (1890), p. 492.] f In the case of functions of zero order, it is customary to omit the suffix which indicates the order.
Mag. (6) xvii. (1909), pp. 524552. Quarterly Journal, xui. (1911), pp. 316 342. Integrals equal to ker (z) and kei (z) occur in a memoir by Hertz,
t Phil.
II
(3)
xxn. (1884),
p.
450
\_Ges.
Werhe,
i.
(1895), p. 289].
82
(10)
[CHAP.
Ill
=
log (\z)
bei (*)
It has also been observed by Russell that the ber2 ()+bei 2 () have simple coefficients, thus
first
but this result had previously been obtained, with a different notation, by Nielsen m 541) the coefficient of ($z)* in the expansion on the right is l/[(m !) 2 (2i) !].
;
.
(cf.
of the general
is
functions have been obtained by Russell; for such formulae the reader
memoir and
also to a paper
by Savidge*.
Formulae analogous to the results of 3*61, 3"62 have been discussed by Whitehead it is sufficient to quote the following here
;
(12)
(13)
ber_ (z)
bei_ {z)
cos vtr
ber (z)
bei (z)
sin vrr
[hei (z)
(14)
(15)
+ cos vir
hei v
(z).
The reader will be able to construct the recurrence formulae which have been worked out at length by Whitehead.
The
by B. A. Smith f.
3*9.
The
definition
of cylinder functions.
Various writers, especially SonineJ and Nielsen, have studied the general
theory of analytic functions of two variables 9$ {z) which satisfy the pair of
recurrence formulae
(i)
rM(l)+H(') =
*_.<#) tfH.(*) =
7rW,
W(*).
(2)
which z and v are unrestricted complex variables. These recurrence formulae are satisfied by each of the three kinds of Bessel functions.
in
Functions which satisfy only one of the two formulae are also discussed by Sonine in his elaborate memoir a brief account of his researches will be given in Chapter x.
;
* Phil.
Mag.
(6)
xk.
(1910), pp.
4958.
425.
Handbuch
1,
42
et seq.
3*9]
BESSEL FUNCTIONS
call
83
It will
any function ^(z), which satisfies both of now be shewn that cylinder functions
When we
(3)
(4)
(2),
we
find that
z^:{z) + v%\{z)
and
so, if
be written
for z (d/dz),
(5) (6)
It follows that
I*) 3? (Z)
that
is
to say
Hence
where a and
6 are
^ (*) = a v Jv (z) +
independent of
z,
bv
Yv (z),
v.
When
we
substitute in (3)
we
x
find that
ay Jy _
and
so,
(z)
+ fcXi {z) s
<*_,
we must have
and,
Hence ay and
(2) are satisfied.
bv
solution of (1)
(*)
and
(2) is
%
er^v)
i () Jv (z)
cr2 ()
F, (z),
where
It
and
r(i/)
may be
(9)
difference equation, which is more general than (1), has been examined by Barnes, Messenger, xxxiv. (1905), pp. 52 71 ; in certain circumstances the solution is expressible by Bessel functions, though it usually involves hypergeometric functions.
is used by Nielsen to denote Jv (z), Yv (z), ffvW () more general functions discussed in this section. This procedure is in accordance with the principle laid down by MittagLeffler that it is, in general, undesirable to associate functions with the names of particular mathematicians. The name cylinder function is derived from the fact that normal solutions of Laplace's
Note.
The name
and
HW
V
cylinder function
(z)
as well as the
e**>Jm {kpf r
(cf.
sin
m<t>
48
18*5).
84 Some
[CHAP.
call
Ill
who
called
Jn (z)
Jn {z)
a Fourier function.
Although Bessel coefficients of any order were used long before the time of Bessel 13, 1*4), it seems desirable to associate Bessel's name with them, not only because it has become generally customary to do so, but also because of the great advance made by Bessel on the work of his predecessors in the invention of a simple and compact notation
(cf.
Bessel's
name was
que usus
celeberrima."
A more recent controversy on the name to be applied to the functions is to be found in a series of letters in Nature, lx. (1899), pp. 101, 149, 174; lxxxi. (1909), p. 68.
* E.g. Nicolas, Ann. Sci. de f Journal fiir cylinder function.
supplement,
to be responsible for the
term
CHAPTER IV
DIFFERENTIAL EQUATIONS
4*1.
The
(!)
^ = azn + by 2
when
0;
4,4: &
J2
12 
is.
while a and 6 have any constant values f, then the equation is soluble by algebraic, exponential and logarithmic functions. The values of n just given are comprised in the formula
means of
/9\ \*)
4m 2m
where
Bernoulli's
equation,
of solution is as follows If n be called the index of the proved that the general equation J of index n is transformable
:
N, where
(3)
N= n + 1'
also proved that the general equation of index
v,
and
it is
is
transformable
where
n
=
is
4.
The
Hence, by
(4),
 4 is integrable.
1
(3)
integrable.
and
is
and
(2).
it
(4) alternately, we arrive at the easy to see that these cases are
Exercitationes
pp. 473
475.
quaedam muthematicae (Venice, 1724), pp. 7780 Acta Eruditorum, 1725, The notation used by Bernoulli has been slightly modified and in this analysis
; ;
is
zero.
If either
That
is,
and
86
4*11.
[CHAP. IV
Now
Take
we
proceed to give the analysis by which the requisite transformations are effected.
4*1 (1) as the
[Note.
n.
= Z, y = + !"*1
Yis
The substitutions
n+ 1
not included
among
;
the values of
its
The
factor
is
presence
was not inserted by Bernoulli the effect of that the transformed equation is more simple than if it were omitted.]
in the denominator
dY
T7t Y*dZ
=+ T
Y*zn
'
that
is
where
N =  n/(n + 1)
and
N.
Again in
41
(1)
make
the substitutions
where
=n4
is
and
v.
The
and so the
equation
But
4*12.
 2.
When
41
(2),
the processes described in $4'1, 411 are continually applied to oo in which the index tends, when not soluble by is  2. The equation with index  2 is consequently
a finite
number
To
 2, namely
write y
= v/z,
dz
= a + v + bv2
unci this is
Hence,
equation
is still
of elementary functions.
4114'13]
DIFFERENTIAL EQUATIONS
414) y = _ _ J?
87
If
we
write
(cf.
is
dz^
z*
U
>
which
is
it is
immediately soluble.
Euler does not seem to mention the limiting case of Riccati's equation explicitly, although he gave both the solution of the homogeneous linear equation and the transformation which connects any equation of Riccati's type with a linear equation.
It will
appear subsequently
that
is
examined
and
that the only cases in which terms are the cases which have now been to say, those in which the index has one of the values
(
4*7 4'75)
0;
f, ;
f, ;
...,
_2
which a or b
This converse theorem, due to Liouville, is, of course, much more recondite than Bernoulli's theorem that the equation is soluble in the specified cases.
4'13.
practical
soluble cases
method of constructing a solution of Riccati's equation in the was devised by Euler* and this method (with some slight changes
in notation), will
now be
explained.
41
(1),
by taking new
2q
variables
and
(!)
= v/b,
is
ab
= c\
cT
+r,2
~ &zn~^ =
is
'
and the soluble cases are those in which 1/q Define a new variable w by the equation
(3)
an odd
integer.
= c^i + I<^, w dz
dw
is _
^ + 2cz*> ^ + (q  1 ) cz*w = 0.
is
00
w = zmv 2 A r z~Qr
provided that'
Ar_+l
_ (2qr + q +
1) (2qr
+qpp.
1)
Ar
*
8qc(r
vm. (17601761)
l)
[1763],
363; and
ix.
(17621763)
[1764], pp.
154169.
88
[CHAP. IV
and so the series terminates with the term A m z~ qm if q has either of the values l/(2m + 1); and this procedure gives the solution* examined by Bernoulli.
The general solution of Riccati's equation, which is not obvious by this method, was given explicitly by Hargreave, Quarterly Journal, vn. (1866), pp. 256258, but Hargreave's form of the solution was unnecessarily complicated; two years later Cayley, Phil. Mag. (4)
xxxvi. (1868), pp. 348351 [Collected Papers, vn. (1894), pp. 912], gave the general solution in a form which closely resembles Euler's particular solution, the chief difference between the two solutions being the reversal of the order of the terms of the series involved.
Cayley used a slightly simpler form of the equation than (2), because he took constant multiples of both variables in Riccati's equation in such a way as to reduce it to
(5)
W^~ f c
= 0.
4'14.
We
given in
this
and we shall now explain Cayley 'sf method of solving equation, which is to be regarded as a canonical form of Riccati's
413
(2);
equation.
When we make
(1)
the substitution %
r)
= d (\ogv)/dz,
*?_<,*.,,_<);
if U^ and Uz are a fundamental system of solutions of this equation, the general solution of the canonical form of Riccati's equation is
and,
where
d and C
z.
differentiations with
respect to
To express
and
in a finite form,
v
we
write
= w exp
(cz q
/q),
by
is
4'13
sfl
(4).
in
is
?l
q(ql)
czq+
^ Vx ^ ^q(ql)2q(2ql)
^*_
(gl) (3gl) *
,
/,>
iq
_
and we take
*
to
be exp
(czq/q) multiplied
the index n of the Riccati equation is  2, equation (4) is homogeneous, Mag. (4) xxxvi. (1868), pp. 348351 [Collected Papers, vn. (1894), pp. 912]. the memoirs by Euler which were cited in 4*13. cf. 11. X This is, of course, the substitution used in 1702 by James Bernoulli
When
t Phil.
Cf. also
4*14]
DIFFERENTIAL EQUATIONS
equation (1)
is
89
so
Now
unaffected
we take
series
?(0l)2$(2grl)  l)(5i 1)_ Z + + _il_ 1JJ3 ? q(q l)2q(2q l)Sq(Sqlf J' terminate when q is the reciprocal of an odd positive
"I
?(9l)
Ci
J72 is
U U
lt
and so
write
If q were the reciprocal of an odd negative integer, equation (1) in the form
we should
*"W.)^(./.)a
whence
it
follows that
d
where
lt
^ and y
2
V F = z exp( +
The
series
?;.
czfl
will
be examined in
detail in 4'4
much
greater
4'42.
following solutions of Riccati's
equation,
The reader should have no difficulty in constructing the when it is soluble in finite terms.
Equation
Values of
C72
(i)
(dr,/dz)
+ t,*=l
exp (z)
(ii)
(iii)
(dr,/dz)+Ti*=z*i 3
{dr)ldz)
(l+3z l s )exv(3zW)
/
+ rP=ZW
(1
+ W* + ^z2 6 ) exp ( + 5z
'
1/5
Equation
Values of
Vlt V%
(i)
(ii)
(dtj/dz)
+ i =z i
rf
exp
1 /*)
1 /5
(dT,;dz)+q*=zM
(dT)/dz)+t)Z=z
z(l
z (1
(iii)
+ 5
It is to
be noticed that the series Di, U^ (or Vu V2 as the case may be) are supposed term before the first term which has a zero factor in the numerator 442 and Glaisher, Phil. Trans, of the Royal Soc. clxxii. (1881), p. 773.
,
w.
B. F.
90
[CHAP. IV
who have studied equation (1) are Kummer, Journal fur Math. xn. 144147, Lobatto, Journal fur Math. xvn. (1837), pp. 363371, Glaisher (in the memoir to which reference has just been made), and Suchar, Bull, de la Soc. Math, de France, xxxn. (1904), pp. 103116; for other references see 43.
(1834), pp.
diately soluble;
when q0, the equation (1) is homogeneous and immeand that the second order equation solved by James Bernoulli ( 1*1) is obtainable by taking q2 in (1), and so it is not included among the soluble cases.
will observe that
The reader
4*15.
of Riccati's equation.
The form
(i)
by
Schlafli *
was
Zt
This
is easily
ift
~ 1ra~lu
*
4*13(2) by taking
t~a/a
as a
new
independent variable.
To
at
Iff
F(a,t)=X
1=9
w!r(o + m + l)'
is
t).
=c
F(a,
t)
+ c*taF( a,
The
solution of (1)
is
then
Ct^Fia + 1,
t)
+ c2 F{ a  1,
and
t)
^F^^ + cJHFia,*)
Bessel's equation is thus
Riccati's equation
but a somewhat tedious investigation is necessary ( 4*43) between Cayley's solution and Schlafli's solution.
<f>
:
Note.
The
function
,
z,
1+ + H2'
.
1 a3 a2 e(z+l)^2.3'z(z + l)(z+2y'"'
which
is evidently expressible in terms of Schlafli's function, was used by Legendre, Elements de Oeometrie (Paris, 1802), note 4, in the course of his proof that is irrational.
Later the function was studied (with a different notation) by fragment in his Math. Papers (London, 1882), pp. 346 349.
Clifford; see
a posthumous
Ann. di Mat.
(2)
i.
(1868), p. 232.
The reader
James
Bernoulli's solution in
series ( 1*1) is to
be associated with Schlafli's solution rather than with Cayley's solution, t This notation should be compared with the notation of 44.
4*15, 4*16]
It is obvious that
DIFFERENTIAL EQUATIONS
Jv (*) = (\zy F (v,  \z*),
91
and it has recently been suggested* that, because the SchlafliClifford notation simplifies the analysis in the discussion of certain problems on the stability of vertical wires under gravity, the standard notation for Bessel functions should be abandoned in favour of a
notation resembling the notation used by SchlafliClifford a procedure which seems comparable to a proposal to replace the ordinary tables of trigonometrical functions by tables
:
of the functions
4*16.
A solution of Riccati's equation, which involves definite integrals, was given by Murphy,
Trans. Camb. Phil. Soc. in. (1830), pp; 440
443.
is
and,
if
a be written
for l/(r+2)
and
(when
ABa2 =l)
is
y =4*
where
If 1/A
h~^[(f> (A)
exp
(*i//A)
+ < (1/A)
exp
(A*V)] dh,
<6(A)=e*A ^
e~ h ha
 1 dh= I
Jo
, n =oa(a
for
be written for A in the second part of the integral, then the last expression given reduces to wit multiplied by the residue at the origin of h~* < (A) exp (* 1/0/A), and the
( 4*15) is evident.
was published by Challis, Quarterly Journal, vn. (1866), pp. 51 which shewed how to connect two equations of the type of 4*13 (2), namely
investigation
An
53,
an odd positive integer, and in the other it is an odd negative This investigation is to be associated with the discovery of the two types of
The equation
which
is easily
t H
f
bz" u 2
 czm 0,
i
new
variables,
it
transformed into an equation of Riccati's type by taking  + and z*u as was investigated by Rawson, Messenger, vn. (1878), pp. 69 72. He trans
formed
dv jt
a+a
y+
bz m
a
+a 2 y cz" =Q,
by taking bu=czaly; two such equations are called cognate Riccati equations. A somewhat similar equation was reduced to Riccati's type by Brassinne, Journal de Math. xvi. (1851), pp. 255256.
The connexions between the various types of equations which different writers have adopted as canonical forms of Riccati's equation have been set out in a paper by Greenhill, Quarterly Journal, xvi. (1879), pp. 294 298.
* Greenhill, Engineering, cvh. (1919), p. 334 see also Engineering, cix. (1920), p. 851.
Phil.
Mag.
(6)
xxxvm.
(1919), pp.
501528
92
The reader should
[CHAP. IV
by Siacci, Napoli Rendiconti, (3) vn. a monograph on Riccati's equation, which apparently contains the majority of the results of this chapter, has been produced by Feldblum, Warschau
(1901), pp. 139
143.
And
5, 7,
and 1899,
no. 4.
4*2.
equation.
is
An
(1)
^ = P + Qy + Rf,
;
where P, Q, R are any given functions of z. This equation was investigated by Euler*. It is supposed that neither P nor R is identically zero for, if
either
It
P or R is zero,
the equation
is easily
integrable by quadratures.
Sci.
Hath. n.
that a
nxxdx nyydxkxxdyxydx
was studied by Manfredius, De constructions aequationum differentialum primi gradus (Bologna, 1707), p. 167. "Sed tamen haec eadem aequatio non apparet quomodo construibilis sit, neque enlni videmus quoinodd illam integremus, nee quomodo indeterminatas ab
invicem separemus."
The equation
order,
(1) is easily
(2)
*"
\r\
dR) du
(4)
(where
(5)
p p lt p2
,
z),
we
,
write
u
is
= e^' dz
(6)
^^.flyy., y
dz
is
which
of the
same type
as (1).
'
consequently
The equations
1896, pp.
*
1
33.
[Jahrbuch
Nov. Comvi. Acad, retrop. vin. (1760 1761) [1763], p. 32 ; see also a short paper by W. W. Johnson, Ami. of Math. in. (1887), pp. 112 115. t This is the generalisation of James Bernoulli's substitution ( 11). See also Euler, Inst.
Calc. Int. n. (Petersburg, 1769), 831, 852, pp. 88, 104.
4*2, 4*21]
DIFFERENTIAL EQUATIONS
Eider's theorems concerning the generalised Riccati equation.
93
4*21.
been shewn by Euler* that, if a particular solution of the is known, the general solution can be obtained by two quadratures if two particular solutions are known the general solution is obtainable by a single quadrature f. And it follows from theorems discovered by Weyr and Picard that, if three particular solutions are known, the general solution can be effected without a quadrature.
It has
To prove the
y be a particular solution of
gP+fc + JV.
and write y = y
+ 1/v. The
dv
equation in v
is
^ + (Q+2Ry )v + R =
first
0,
is
exp {f(Q
.dz
= 0,
and, since
v = l/(y y
theorem
is
manifest.
To prove
yyi
The
result of substituting (y x
y<>yi
w y )/(w 1)
for
in the equation is
,
*?
d}h
(wlfdz^wldz
and,
w1 dz~
is
when we
and
P + Qy
+ Ry*,
P + Qy + Ry*
reduced to
wTz
so that
=Ry Ry^
{f(Ry
w = c exp
y
is
Ry ) dz],
x
where
we
let
see that
Hence, from the equation defining w, expressed as a function involving a single quadrature.
third result, let y
let c'
To prove the
.
yjrJf.o
=l
C
'
y*y<>
y. 2
yyi
and
this is the integral in a
y
'
form
free
from quadratures.
* Nov.
Comm. Acad.
t Ibid. p. 59, and ix. (17621763) [1764], pp. 163164. Math. xl. (1850), p. 361.
94
[CHAP. IV
form
Hence
giving
it is
evident that,
lf 2
,
if
3
,
the values
C C C G
it is
equal to
(0 (7# )(Ci
1
(Q"
it
In spite of the obvious character of this theorem, been noticed until some forty years ago*.
these correspond to the methods of reducing a linear equation to its normal form by changes of the dependent and independent variables respectively.
Various properties of the solution of Riccati's equation in which P, Q, R are rational functions have been obtained by C. J. D. Hill, Journal fiir Math. xxv. (1843), pp. 23 37 Autoune, Comptes Rendus, xcvi. (1883), pp. 1354 1356; cxxvm. (1899), pp. 410 412; and Jamet, Comptes Rendus de V Assoc. Francaise (Ajaccio), (1901), pp. 207 228; Ann. de la
21.
hagen,
The behaviour of the solution near singularities of P, Q, Nieuw Archie/ voor Wiskunde, (2) vi. (1905), pp. 209
The equation
of the second order
R has
248.
whose primitive
is
of the type
C1C1
+ C2& + C3C3'
where c x c2 , c3 are constants of integration (which is an obvious generalisation of the primitivo of the Riccati equation), has been studied by Vessiot, Ann. de la Fac. des Sci. de
,
Toulouse, ix. (1895), no. 6 and by Wallenburg, Journal fiir Math. cxxt. and Comptes Rendus, cxxxvii. (1903), pp. 1033 1035.
(1900), pp.
210
217
* Weyr, Abh. biihm. Ges. Wiss. (G) vm. (18751876), Math. Mem. i. p. 30 ; Picard, Ann. Sci. de VEcole norm. sup. (2) vi. (1877), pp. 342 343. Picard's thesis, in which the result is contained, is devoted to the theory of surfaces and twisted curves a theory in which Riccati's
(4)
4*3]
4*3.
DIFFERENTIAL EQUATIONS
Various transformatiwis of Bessel's equation.
95
are now about to investigate are derived from by elementary transformations of the dependent and inde
pendent
variables.
first
The
(i)
type which
we
p *,.BiE
t dz*
where
c is
an unrestricted constant.
The equation
is
of frequent occurrence
is
usually an integer.
The equation has been encountered in the Theory of Conduction of Heat and the Theory of Sound by Poisson, Journal de VlZcole Polytechnique, xn. (cahier 19), (1823), pp. 249403; Stokes, Phil. Tram, of the Royal Soc. 1868, pp. 447464 [Phil. Mag. (4) xxxvi. (1868), pp. 401421, Math, and Phys. Papers, iv. (1904), pp. 299324]; Rayleigh, Proc. London Math. Soc. iv. (1873), pp. 93103, 253283 [Scientific Papers,
i.
(1899)',
The
special equation in
which
p=2
Ellis,
may be
d
d? (uzi)
its
general solution
is
(2>
= z^p+i
(ciz).
unrestricted,
Consequently the equation is equivalent to Bessel's equation when p is and no advantage is to be gained by studying equations of the form (1) rather than Bessel's equation. But, when is an
termsf"
(cf.
4),
and
it
is
then
frequently desirable to regard (1) as a canonical form. various types of solutions of (1) will be examined in
The
relations
between
detail in
44144:}.
is derived from (1) by a transformation of the dependent variable which makes the indicial equation have a zero root The roots of the indicial equation of (1) are + 1 and p p, and so we write u = vzp we are thus led to the equation
of equation
dz*
z dz
CV
'
is
W
* See Plana,
= zP + i<@pH (ciz).
Mem.
Mem. della R. Accad. delle Sci. di Torino, xxvi. (1821), pp. 519538, andPaoli di Mat. e di Fis. della Soc. Italiana delle Sci. xx. (1828), pp. 183188.
(1)
t This was known to Plana, who studied equations has just been made.
and
(5)
in the paper to
which reference
96
Equation
der Physik
396];
in the
(3),
[CHAP. IV
which has been studied in detail by Bach, Ann. Sci. de Vjtcole norm. sup. 47 68, occurs in certain physical investigations; see L. Lorenz, Ann.
und Chemie, (2) xx. (1883), pp. 1 and Lamb, Hydrodynamics (Cambridge,
form of continued fractions
(2)
21 [Oeuvres
Scientifiques,
1906), 287
291.
de VAcad. R. de Belgique,
(1876), pp.
(cf. 5*6, 9 '65) have been examined by Catalan, Bulletin xxxi. (1871), pp. 68 73. See also Le Paige, ibid. (2) xli.
10111016, 935939.
(3),
by a change of independent
variable,
an equation
Jrc^^o,
solution
is
and
its
(6)
= (Wqyi<$im) (cip/q).
absorbed into the symbol
^?,
When
a constant factor
is
the solution
may be
taken to be
P^iKwiciplq).
Equation
(5),
Mem.
(4)
Studien
xxxvi. (1868), pp. 348351 [Collected ilber die BesseVschen Functionen (Leipzig, 1868), pp. 112
been studied by Plana, 519538; Cayley, Phil. Mag. Papers, vn. (1894), pp. 912]; and Lommel,
in 4 14, has
118.
The system
now been
cussed systematically by Glaisher*, whose important memoir contains an interesting account of the researches of earlier writers.
The equations have been studied from a different aspect by Haentzschel f who regarded them as degenerate forms of Lame's equations in which both of
the invariants g 3 and g3 are zero.
pp.
The following papers by Glaisher should also be consulted Phil. Mag. 433438 Messenger, vm. (1879), pp. 2023 Proc. London Math.
:
pp.
197202.
It
may
be noted that the forms of equation (1) used by various writers are as follows:
cPy
k(k + l)
(Poisson),
S**^*
Equation
(5)
(Wisher).
has been encountered by Greenhill J in his researches on the stability of a under the action of gravity. When the crosssection constant, the special equation in which <?= is obtained, and the solution of it leads to
bridge
Tram, of the Royal Soc. clxxii. (1881), pp. 759 828 and Dublin Math. Journal, ix. (1854), pp. 272 290. t Zeitschriftfiir Math, und Phy*. xxxi. (1886), pp. 25 33. % Proc. Camb. Phil. Soc. iv. (1883), pp. 6573.
* Phil.
by Curtis, Cam
431]
4*31.
DIFFERENTIAL EQUATIONS
Lommel's transformations of Bessel's equation.
occasions; his earlier researches* were of a
97
Lommel on two
somewhat
special
much more
general.
&y i? s + *
2i/l dy
,
"(2)
y *"#,(*).
direct transformations to construct the equation
at
Lommel proceeded by
general solution
whose
result,
is gfi"~
i^v
(y^), where
a,
#,
are constants.
His
which
(3)
is
it will
be
(4)
= z**<@v (yz*).
When /3=0,
and when y=0,
unless
degenerates into
(dv is zero.
The
be
solution of (3)
was given
explicitly
by Lommel
in
numerous
special cases.
It will
sufficient to
(7)
(8)
S+ ^+
(1
"
S + 5"*=0;
tt=0;
* + V,W')**.{iV*).
u=
(1
_ v) g_i
(9)
^+/3y*=0;
2
*Wmw (y*).
**^ (**).
(10)
l^ + 0;
<^ zu =0
**#S (Jld),
u=**#4 (3*),
(11)
*^j ().
An
64, 102.
98
120
Math. Ann.
in.
(1871), pp.
475487.
98
[CHAP. IV
Lommel's later researches appeared at about the same time as a memoir by Pearson*, and several results are common to the two papers. Lommel's procedure was to simplify the equation f
d*{ylx(z)\
2vld{y/ X (z)}
+(s)
d{ir{z)Y
of which the solution
( 12 )
d+iz)
+ y (*)~
X
'
is ( 4*3)
On
(13)
+ (2 ,i)^ + 2^x>)_aGf) Tf ^
<
i.l
y=
0.
Now
(2)
by the equation
It will
be adequate to take
(H)
If
^W^WfeWI'^W^
it is
1
.
we eliminate x ( 2 )>
v ;
ck
<(*)
dz
_4 (</>(^j
2<(*)
y
is
=o
As a
(17
IS
>
special case, if
we take
<f>
(z)
= 1,
it is
a?
[a
(18)
is
(20)
*
y {*<*)}* W*<*)).
f
The
Inactions
(*)
and
\p (z)
are arbitrary.
432]
DIFFERENTIAL EQUATIONS
following are special cases of (17):
99
The
(21)
(22)
^ + (^~^)y = H + ^^ =
will find
0;
y #,(),
0;
y*^^>
worked
The independent researches of Pearson proceeded on very similar lines except that he started from Bessel's equation instead of from the modified
form of it. The reader out in his paper.
many
and
(8),
namely
du
VZ
du
Ct
has been investigated by Kepinski, Math. Ann. lxi. (1906), pp. 397 405, and MyllerLebedeff, Math. Ann. lxvi. (1909), pp. 325330. The reader may verify that Kepinski's formula
is
w.
The
int.
when
i/=
de
I'
Acad, des
Sci.
de
198
205.
4'32.
equation,
Twenty years before Lommel published his researches on transformations of Bessel's Malmsten* investigated conditions for the integrability in finite terms of the
equation
which
(15).
is
3+;(^>
obviously a generalisation of Bessel's equation
;
and
it is
a special case of
^ 4*31
To reduce the
equation,
variables defined
by the formulae
is
We choose p
so that p
this
may
(1)
considered by
=  ir fan.
2pqq + l+qr=0,
to
(m + 2)q = 2,
cPuV
d?
*
4A
L(
+ 2) 2+
2 2 g {4*+(lr) }l ~]
4*
_P
Camb. and Dublin Math. Journal, v. (1850), pp. 180 182. The case in which =0 had been previously considered by Malmsten, Journal fUr Math, xxxix. (1850), pp. 108 115.
100
[CHAP. IV
By
terms
if
to{4 + (lr)}i*( +
l),
where n
(2)
is
an integer
so that
m + 2= + ^+(lr)>}
+
is
The equation
A =0 and
m=
2.
4'4.
series
of hypergeometric
type.
is
A compact notation, invented by Pochhammer* and modified by Barnesf, convenient for expressing the series which are to be investigated. We shall
now and subsequently
(a)
write
= o(a+ l)(a+
will
2)
...
(a
+
1),
(a)
1.
be used
,
is,
in general,
...,
ap
Pl
p2
...,
pq
z)=
rt=0
n
J
j^
KPi)n \Pi)n
zn
\Pq)n
In particular,
I
CO
< g >"
n=0W!(p)n
.71
=0!(p)n'
*F,(,/9;
,;*)=*
^7^^
three series are called generalised hyper
The
first
geometric functions.
It
may be
(a
z) is
a solution of the
differential equation
and,
when p
is
is
^"".^(ap +
It is evident that
l; 2 p;
z).
i , 0^*3
174178, 197218.
(1891), pp. 227, 586, 587.
Cf. 415.
is
(1890), p.
84
xxxvm.
The
the insertion
p and
4'4, 4*41]
DIFFERENTIAL EQUATIONS
Various solutions in
series.
101
4'41.
We
shall
now examine
d2 u
dz*
j
r + \) c*u = p(p  u,
z*
will for
supposed
for
supposed that p
It is already
is
known
$p+
(ciz),
and
F, (p
\c*z)
z~p
oF^p;
\c*z*).
in the forms
dz*
dz
z*
When ^
is
(^
p 
1) (^
+ p)
= 0.
When we solve these in series we are led to the following four expressions for u
zP+^.tF^p + l; 2p + 2; 2cz); zp+i e^^F^p + 1; 2p + 2; 2cz)
Now, by
sT*'e**
l
( p
2p; 2cz);
2cz).
left
are
z^ zp+3
.
....
tr*,
is
z1 ~p,
z'P, ....
not an integer,
x
we must have
x
*. ,F, (p
2p + 2
 2cz) = e~ n F
(p
2p + 2
2cz)
(2)
2cz)
to
Kummerf. When
is
(1) has
been proved
for general
obvious on replacing
is
p by p 1
integer.
in (1).
We now
* It follows
an
a special investigation
is
also necessary
when p
is
half of an odd
integer.
102
[CHAP. IV
and there
is
..., the solutions which contain z~p by series involving logarithms (3*51, 3*52), only one solution which involves only powers of z. By the
,
still
holds.
When p
0, 1, 2, ...
of z involved in the solutions shews that (1) that there are no relations of the form
zp J\(\p\ \<?z*)
x
holds; but
it is
not obvious
^zPe^F.ip; 2p;
where
lcit
2cz)
+ k2 zr+*
<t
+ ; \&z*) F {p + %; \c*z%
1
(p
zero.
We
and
(2)
(1)
Note.
vii.
In addition to Rummer's researches, the reader should consult the investigaby Cayley, Phil. Mag. (4) xxxvi. (1868), pp. 348351 [Collected Papers,
(1894), pp. 912] and Glaisher, Phil. Mag. (4) xliii. (1872), pp. Trans, of the Royal Soc. clxxii. (1881), pp. 759828.
433438;
Phil.
4'42.
The equation
*Vi(p+l; 2p+2;
which forms part of equation
general formula due to
(i)
2cz)
= eez F
1
(p
+ l; 2p + 2;
2cz),
(1) of
441,
is
Kummer*
i^(; p;
0Wp;
/>;
),,
which holds for all values of o and p subject to certain conventions (which will be stated presently) which have to be made when a and p are negative integers.
We first suppose that p is not a negative integer and then the coefficient of n in the expansion of the product of the series for e* and (p a p ) is
&
mto(n
 m)\
ml(p)m
"
=
if
()
n\(p)n
'
we
first
in the numerator;
use Vandermonde's theorem f and then reverse the order of the factors and the last expression is the coefficient of fn in X X (a; p; *).
The
*
values J.
Journal fur Math. xv. (1836), pp. 138
141;
t See, e.g. Chrystal, Algebra, n. (1900), p. 9. $ Another proof depending on the theory of contour integration has been given by Barnes,
Tram. Camb.
254257.
4'42]
DIFFERENTIAL EQUATIONS
p
is
103
When
and a < p
! \ 
j.
The
(=
p
N) and
The
;
let
is
valid.
series
^(N;
terminating
sists of
series,
N+ 1
is an infinite series which conterms followed by terms in which the earlier factors p + N, + 2, ... in the sequences in the numerators can be cancelled
while
(p
+N
p,
1,
+ 2,
...
in the denominators.
X
When
iFt (p
is
+ iV p
= M,
and where
. . .
to the limit
when p
*.
if,
may then be
written*
tJFxOJV;
"1
)1,
term in
*', i.e.
the last term in which the numerator does not contain a zero factor, while
1 means that the series is to proceed normally as far as the term and then it is to continue with terms in f Jf+1 f>/+2 ... the vanishing factors in numerator and denominator being cancelled as though their ratio were one of equality.
the symbol
in % M ~N
,
With
(3)
AiN; M;
+ (  )M ~ N
?)1=i^,(iV;
M;
f)
1
1
;
N
MKM~Ay.

** +I
^ (^ " ^ +
,
3/
?).
When we
(4)
replace iV
by
M N and by
) 1
we have
;
^(NM; M;
+ ( >"
If
= iJFi <tf 
Jf
M; ?)1
1
;
3/
2
;
t).
As an ordinary
case of (1)
^(MN+l; M+2;
and from
(5)
this result
(A +l;
r
if
+ 2; 
),
combined with
;
(2), (3)
and
(4)
we deduce that
^ (
iV;
 Jf 01  rf
^ (JV
if;
if;
) 1.
an integral
462],
This could have been derived directly from (1) by giving p value, and then making p tend to its limit.
* Cf. Cayley, Messenger (old series), v. (1871),
(instead of o)
pp.77 82
[Collected Papers,
vm.
(1879), pp.
2023.
104
[CHAP. TV
(6)
0*J
(p
+1
2p
2cz)
& (p +
f;
\&z%
is also
which
and which
due to
Kummer*. If we suppose
that 2p
is
(2r
1
(p
ix
m= o(nm)\ml(2p
n
()*
2) m
(2p
l)m (
+
n
2) n m=0
Now
2W
Cm (^ +
l
 2p  l)n,
,
expansion of (1
2t)~p~
(1
t) n+2p+1 and
1
so it
1
is
equal to
/>+)
2~
of the
f(o+)
.
(1
dt
Y~\
0
~ 0~p_1 w~ n~
dM,
where w
= t/(l t) and the contours enclose the origin but no other singularities integrands. By expanding the integrand in ascending powers of u, we
is
zero if n
is
odd, but
it is
equal to v,,
(p
4 l)i
.,
when n
is
Hence
it
follows that
%
=o2
2n
m .n!(p + f) n
(cz)
'
and
be proved.
When we make p
lim
,F,
N, we
find
by
(p +
2p + 2
 2cz) = F (lN;
l
l
 22V;  2cz) 1
It follows that
&QN;
we change the we find that
If
(7)
icV) = ^.
(liV; 222V;
 2c*) 1
2 tfx (f
 N icV) = e.
;
(1
 N;
 2tf;  2cz)
1
~1
+ e^.
F (lN; 22N;
1
2cz)~\,
* Journal fUr Math. xv. (1836), pp. 138 141. In connexion with the proof given here, see Barnes, Tram. Camb. Phil. Soe. xx. (1908), p. 272.
4*43]
DIFFERENTIAL EQUATIONS
105
the other terms on the right cancelling by a use of equation This is, of (1) J_y+ j (icz) in finite terms with a different notation.
inte
4*43.
The equation
(1 >
'g+g + C + ^o.
which is a generalisation of Bessel's equation for functions of order zero, occurs in the theory of the reflexion of sound by a paraboloid. It has been investigated by Sharpe* who has shewn that the integral which reduces to
unity at the origin
(2)
is
y=C\
J
cos {z cos
+A
where
(3)
1
Jo
"cos
(4
This
is
( 23).
To
in
= tanh
<f>,
and
*>)
it
becomes
(4)
=G
r CSW + * tanh<
Jo
coshrf> <f>
1,
dd> ^
it
values of
for
which \I(A)\<
andf
2
C=The
cosh
hvA.
ir
integral has been investigated in great detail by Sharpe and he has given elaborate rules for calculating successive coefficients in the expansion of y in powers of z.
A simple
is
y to ,^(jTi^;
The reader should have no
* Messenger, x. (1881), pp.
1;
2iz).
174185
6679
pp. 101136.
t See,
e.g.
65.
106
4*5.
[CHAP. IV
The
is
soluble
been effected by Lommel* its possibility depends on the fact that cylinder functions exist for which the quotient <$ (z)/^ v (z) is independent of z.
by means
Each of the functions Jn (z) and Yn (z), of integral order, possesses (z), H property [ 2*31, 3*5]; and the functions of the third kind p
this
{2)
(z)
whether v
is
an integer or
not.
Now when
C1 )
the form
}( " m,
^,m(7 V*)>
if
of order
m = 2v.
and
This
v
(i)
if v is
an
integer, n,
m = 2n,
or
(ii)
if
= n+\
and
if
m = 2n + 1.
,
Hence
^n denotes either Jn or Yn
we obtain Lommel's
we have
From
z^ n
this equation
Jn (y \Jz)
Yn (y \lz) are
solutions off
,o\
'
so that
(r
= ic exp (riri/n).
we obtain 2w
= 0,
1, 2,
. .
n
1)
By
giving 7
r
all
possible values
solutions of (2),
and these
denotes
{1)
n+i
we have
and hence
\P)
z* n+
lH
{l)
dzm+1
zn+i
'
= cm+1 e (n+ *
{riri/(n
),ri
,
so that
(r
y
and the solutions
*
= ic exp
+ )},
= 0,
1, 2,
. .
2rc)
so obtained
Studien
tiber die
pp. 624635.
The more
general equation
167 189.
45]
DIFFERENTIAL EQUATIONS
107
pp.
In view of (1), which holds when m is an integer, Lommel, Math. Ann. n. (1870), p. 635, has suggested an interpretation of a "fractional differential coefficient." Thus he would
JgJ length by Heaviside in various papers.
exp(yV)
to
mean 90o
(yijz).
The
some
(3) of
form
(* + a) (^
+ a  2j3i>) u =  'ptftPu,
(<yz^).
the solution of the equation being u = zpv a(@ v by induction that, with this value of u,
n\
II
For
it is
easy to verify
(^
r=0
= () n/92nc2ns 2n
<,
w,
and so solutions of
i 4)
(^
+ a  2r) (^ + a 
2/3v
 2r/8) u = ()n/3^cmz^ u
= 0,
n
where
(r
1,
. . , .
1)
By
we
This equation resembles an equation which has been encountered by Nicholson* in the
investigation of the shapes of
(5)
2 Au.d u\
that
is
to say
$(3l)(S + 4/*2)
j*,
($
+ 4p3) u=*i*u.
(4)
If
we
form of
sets
of values for a, ,
JL
1
2.
2
1
1
* Proc.
~\
* 3
10
Soc. lxxxix.
587
519. See also Dendy and Nicholson, Proc. Royal the special cases of (5) in which /*=0 or 1 had been solved
Chemie,
501512.]
108
[CHAP. IV
These four cases give the following equations and their solutions
(6)
^=;
**{#! +^ 4 ()},
22tt;
(7)
~ S} =
4
{?
=^
J
{^2 (2^)+^2(2tV^},
(8)
{*V S} *
*'*{^(l )+^t(t il .
^{^(~*) +*(*)}.
(9)
t S} =2
,2
;
tt;
of Bessel functions
These seem to be the only equations of Nicholson's type which are soluble with the aid in the case fi 2, the equation (5) is homogeneous. Nicholson's general
is
equation
2 + 2/x
1+2/i
'
z*** \
'
V42/*'
42 M
42M
(42M )V'
4*6.
in symbolic forms,
when p
( 4*3)
is
These forms
are intimately connected with the recurrence formulae for Bessel functions.
It has
been seen
is
39 (6) we have
(ciz) is expressible as
+ Pe^ls/z,
may
/3
are constants,
it
2>
u=zP+1
[jdz)
ae + &ey .
6*
c*
r
6
A
(3)
is
w
a'
where
This
* Phil.
equation
p. 92.
Royal Soc. clxzii. (1881), p. 813. It was remarked by Glaisher that Earnshaw, Partial Differential Equations (London, 1871), See also Glaisher, Quarterly Journal, xi. (1871), p. 269, formula (9), and p. 270.
(3) is
substantially given by
4 * 6]
DIFFERENTIAL EQUATIONS
109
Note. A result equivalent to (2) was set by Gaskin as a problem* in the Senate House Examination, 1839; and a proof was published by Leslie Ellis, Camb. Math. Journal, n. (1841), pp. 193195, and also by Donkin, PhU. Trans, of the Royal Soc. cxlvii. (1857), pp. 4357. In the question as set by Gaskin, the sign of c 2 was changed, so that the solution involved circular functions instead of exponential functions.
Next we
(4)
W4Y.JL
\zdz)
zp+1
it is
In operating on a function with the operator on the right, is multiplied by I/* * 2 before the
5
supposed
application of the
convenient to write
and then
(5)
/('*) (e"Z)
.
e*
./(*
+ a) Z,
in
which a
The proof
is
a constant and
Z is
any function of z.
S, as is
Equations (1914),
of this formula presents no special difficulties when/(<>) is a polynomial in the case in the present investigation. See, e.g. Forsyth, Treatise on inferential jrwwm*
33.
2j,
+ 4)<* 
2p
+ 6). ..*,
(5).
successive functions er (beginning with those on the left) past the operators one at a time, by repeated applications of
reverse the order} of the operators in the last result, and by a reversal of the previous procedure we get
We
now
2) * <**>]
.
= J[( 23 lYJL~\
z^
\_\
dz) z**]
'
Th e P bIem W<18 * he 8eCODd Part f uestion 8 Tu eday 1 afternoon, Jan. n Cambridge University Calendar, 1839, p. 319.
8,
JJ:;iZ S
t
It
(1876)>
pp 240
'
~243
'
349
"350
Rmjal Soc
by
s ,
, obey
'
110
[CHAP. IV
1,
and
be proved.
If
we
replace
p by p +
we
find that
When we
transform (2) and (3) with the aid of (4) and (6), (] ) is expressible in the following forms
we
see that
~zp+A
dz)
*
>
<
>
^
,
'
The
. 2pdv  Ej cH = 0,
[(3) of 43],
<9 >
which correspond to
(10)
^Ub) v = ^ (^J
+1
(aV*
+ 0'ea
),
/nx
12 >
more
1^,
dya f + fier"
<
^s)
?!
(7) is due to Boole, Phil. Trans, of the Equations (London, 1872), ch. xvn. on Differential Royal IX. (1854), p. 281. pp. 423425; see also Curtis, Cambridge and Dublin Math. Journal, II. Journal, (1841), pp. 169, Ellis, Camb. Math. first Leslie given by The solution (9) was 193, and Lebesgue, Journal de Math. xi. (1846), p. 338; developments in series were
A different and
direct
;
method of obtaining
Treatise
obtained from
it
by Bach, Ann.
Sci.
de
I'jtcole
norm, sup.
~c
z%>~i
v=0
7), p. 29.
pp. 364371,
(13)
/3
v==c
IV
^\dc'c)
ae"
+ 3e ~
'
*)
r)
This
is
~
if)  g
functions of
following operators
^'[(M^mi}
it
cz;
is
then manifest.
4*7]
4*7.
DIFFERENTIAL EQUATIONS
Liouville's classification
111
in
Before we give a proof of Liouville's general theorem (which was mentioned 412) concerning the impossibility of solving Riccati's equation "in finite
"
except in the classical cases discovered by Daniel Bernoulli (and the we shall give an account of Liouville's* theory of a class of functions known as elementary transcendental functions; and we shall introduce a convenient notation for handling such functions.
limiting form of index 2),
terms
l(z)
log z,
,
l2
(z)
= I (I (z))
l3
(z)
= I (l2 (*)),
= e(ea (z)),
{*/(*)},
. .
e(z)
= ez
ea (z)
= e(e(z)),
e3 (z)
*if(*)*f(*)ff(*)dM,
9,/(#)9{9/(#)},
*/<*) 9
....
A
lr
function of z
if it is expressible
<f>(z),
e r y}r(z),
is then said to be an elementary transcendental function.% as an algebraic function of z and of functions of the types <irx( z )> where the auxiliary functions <f>(z), yjr(z), %(z) are
expressible in terms of z and of a second set of auxiliary functions, and so on; provided that there exists a finite number n, such that the nth set of auxiliary
functions are
all
algebraic functions of
z.
The order
(I)
is
then defined
inductively as follows:
Any
algebraic function of z
is
of order zero.
r,
(II) If
fr (z)
*M*\
(into
efr {z),
,fr (z),
first
fr (z),
/(*),.../,(,)
is
which at
least
one of the
is
three enters)
said to be of order r
1.
(III)
Any
function
possible order.
order
r,
not of order r
+ 2.
In connexion with this and the following sections, the reader should study Hardy, Orders of Infinity (Camb. Math. Tracts, no. 12, 1910). The functions discussed by Hardy were of slightly more restricted character than those now under consideration,
i
since, for
not required, and also, for his purposes, postulate the reality of the functions which he investigates.
r is
symbol
it is
convenient to
It may be noted that Liouville did not study properties of the symbol s in merely remarked that it had many properties akin to those of the symbol I.
detail,
but
T Journal de t It
is
Math. n. (1837), pp. 56105 in. (1838), pp. 523547 supposed that the integrals are all indefinite.
;
iv.
(1839), pp.
423456
explicite."
powers of
:,
112
4*71.
[CHAP. IV
The
in
which
% (z)
is
a transcendant of orderf
:
n,
has been
made by
Liouville,
who
If equation
(I) has
solution which is
a transcendant of order
m+
1,
where
m > n,
(2)
= <M*) */*(*),
<M
where
M (z) is
of order
ft,
and
the order of
/a,
and
fi is
such that
n^p^m.
;
/m+i ( z )
m + 1, let it be fm+i(z) then an algebraic function of one or more functions of the types lfm (z) sfm ( z )> efm (z) as well as (possibly) of functions whose order does not exceed m. Let us concentrate our attention on a particular function of one of the three types, and let it be called 6, ^ or according to its type.
If the equation (1) has a solution of order
is
(I)
m + 1,
We shall first shew how to prove that, if (1) has a solution of order then a solution can be constructed which does not involve functions of
S.
function of
in
order
m+1
which occurs
Then
/qx {6)
it is
*F
/ n F X K) " Tz*~
W+
dz>
1
df (z)
dz
d*
fm
(z)
d6dz
+ (_!_
it
\d_
\fm {z)
dP^ldz\fm (zj
W'xW
The expression on the right in (3) is an algebraic function of 6 which vanishes identically when 6 is replaced by lfm (z). Hence it must vanish
identically for all values of 6
;
equating
it
to
m+ 1
Journal de Math.
is
435442.
t This phrase
if
u were of order
less
than
w,
which
is
contrary to hypothesis.
4'71]
DIFFERENTIAL EQUATIONS
is is
113
replaced
by
In particular, the expression on the right of (3) vanishes when + c, where c is an arbitrary constant and when this change
;
made the
expression on the
left
dF(z,0 +
which
is
c)
'
therefore zero.
That
is
to say
When we
c,
we
'"
find that
dF(z,
oc
+ c)
'
oF(z,
dc>
+ c)
'
are solutions of (1 ) for all values of c independent of z. If performing the differentiations, these expressions become
we put
after
dF(z,
)
'
d3F(z,
d0
Fe>
d&
(I).
) "'
'"'
will
be called
Now
either
and
Ft
they do not.
If they do not,
we must have*
F = AF,
where
is
On 0. F=<PeA0
,
integration
we
find that
where 4> involves transcendants (of order not exceeding + 1) which are algebraically independent of 0. But this is impossible because e Ae is not an algebraic function of and therefore and e form a fundamental system ; of solutions o/'(l).
Hence
where
in
Fee
is
expressible in terms of
F and F
and
B are
constants.
its solution is
F = O^* +
where
<I>,
or
/= e* {4>
+ 4>a 0},
4>,
and
while a and
/9
are
a?Aa;B = 0.
The only value
a
=$=
of
is
obtained when
Similarly, if
it
fm+1 (z)
* Since
we can prove
that
must be a
linear function of ^.
F mutt involve
0,
Ft cannot be
identically zero.
114
[CHAP. IV
and ^,
involves
we may
write
>
fm+i(z)^%0
where the functions
of order
m + 1 at most, and
which be
...
m+1
involved in
them
...,
...
in
fm+l (z)
let it
is
...%,%,
and
Ox {z)0t {z)
P (z).* 1 (z)
* Q (t).irPiQ (z).
it
follows that
d_d_
d0!
d_
d_
1
d_
d*S 2
_a_
d02
'"
d0p'd&
"*
S^
/**.(*)
is
a solution of (1)
i.e.
But ^p
the types
Q (z) is either
function of order
m+1
case,
a function of order not exceeding m, or else it is a which involves functions of the type and not of
repeat the process of reduction to functions of lower
and ^.
In the former
order,
we
and in the
latter case
we
see that
is
an
We
a transcendant
else it
has a
an algebraic function of functions of the type ef^iz) and is of order /* and <M (z) is of an order which does not exceed ft.
next prove that, whenever (1) has a solution which is a n, then it has a solution which involves
it
We
shall
as a factor.
We concentrate
e/j, (z),
of
the form
and then the postulated solution may be written in the form where is an algebraic function of and any function (other than of order /* + 1 which occurs in G is algebraically independent of .
;
G (z,
),
itself)
Then
it is
rf*G
&G
rPG
d*G
+ e[/"
{/,'(*))]
gG.x<*>.
The expression on the right is an algebraic function of which vanishes when is replaced by e/^iz), and so it vanishes identically, by the arguments used in (I). In particular it vanishes when is replaced by c , where c is independent of z. But its value is then
'G(*,ce).x(),
4*71]
so that
/a\ (6)
DIFFERENTIAL EQUATIONS
d*G(z,c%) ;
115
~. , , G(z,c&). X (z) =
.
0.
When we
c,
we
find that
dG(z,c&)
dc
'
&G (z,
9c
c0)
''
'
z.
If
we put
= 1, these
dG(z,S)
^ d*G(z,e)
*
d@
Hence, by the reasoning used in
a@ 2
we have
'
"
(I),
G9 = AG or else
and
B are
constants.
G Q% A
or
and
1
in the latter
+ O,**
&{&
+ &t \og&} =
&{&
& f?(?)},'
t
;
where
4>,
Q>lt
<t>8
while
1)
 Ax  B = 0.
is
either contains
a power of
or else
is
the
sum
latter case*,
G(z, c%)c*G(z, 0)
is
is
a power of 0.
r
By
we
2 , ...
are
all
the
which occur in the postulated solution, we can derive from that solution a sequence of solutions of which the sth contains ... 0,; and the rth 0,, 0, ... 0, only by factors which are powers of n 2 member of the sequence consequently consists of a product of powers of 0i, r multiplied by a transcendant which is of order ft at most; this solution is of the form
transcendants of order
1
,
(*)exp2 7log*V>
which
is
of the form
^M (z)
ef^ (z).
;
if it is,
then
4> 0* is 2
116
4*72.
CHAP. IV
We
(!)
[in
the equation
;iX<*)
is
which x ( z )
is
an elementary tran
then
it
where
/*
^ n.
be called
,.
Liouville's theorem,
which we
is
shall
now
prove,
is that,
for
equal
to n.
Let
d
and then
If
t
log
dz
is
C'
of order
at
most
let
the order of
is
N=n,
by
t,
proved.
If
N>n,
satisfied
namely
is
greater than
n.
Now
tysi i z),
an algebraic function of at least one transcendant of the types s/jri (z), ef N _ x (z) and (possibly) of transcendants whose order does
t is
not exceed
If
t
N
1.
We
call
the
first
three transcendants
0,
^,
@ respectively.
contains more than one transcendant of the type 0, we concentrate our attention on a particular function of this type, and we write
t
= F(z,0).
if
By arguments
N>
n,
then
F(z,0 + c)
is
The corresponding
expJJF(*,
solution of (1)
is
+ c)dz,
z.
and
this
is
a solution for
all
c,
values of c independent of
Hence, by
we
^c
is
[ex V
jF(z,0 + c)dz]j^
and we have
u2 = u JF
l
dz,
so that
diu
U
da,
*Tz
*dz~
= U F *
472,473]
DIFFERENTIAL EQUATIONS
solutions of (1)
is
117
a constant*; and so
a constant.
J(C/F,).
;
an algebraic function of and similarly it is an algebraic function of all the functions of the types and ^ which occur in t. Next consider any function of the type which occurs in t we write
m, is
;
Hence
&), and, by arguments resembling those used in 471 and those used earlier in this section, we find that the function u., defined as
3
ris
r
= G (z,
a solution of (1)
and we have
so that
__
i(j
_=
,,.eG 9
This Wronskian
is
a constant,
C and
lt
so
,V{W(?.)l.
Consequently u
the types
! is
an algebraic function, not only of all the transcendants of and ^, but also of those of type which occur in t and therefore
x
is
of order
iV.
This
is
is
of order
fi
l,
where f<L^N,ifN> n.
The
of
d (log Uj)/dz 4
#
And
this is the
73.
We
shall
now shew
We
has no integral (other than a nullfunction) which first reduce the equation to its normal form
is
an algebraic function of
z.
by writing
y=uz~^, p
= v%
t Journal de Math. iv. (1839), pp. 429435 ; vi. (1841), pp. 47. Liouville's first investigation was concerned with the general case in which x (z) is any polynomial the application (with various modifications) to Bessel's equation was given in his later paper, Journal de Math. vi.
;
(1841), pp.
113,
36.
118
[CHAP. IV
This
of the form
dhi
"%<*>
,
where
(2)
X (.).(l)i.
an algebraic integral then (1) also Let the equation which expresses this integral, u,
;
as an algebraic function of z be
(3)
64(u,z)
is
= 0,
;
where 64
and
it is
supposed that 64
ik
irreducible*.
Since u
(4)
is
a solution of (1)
we have
0.
The equations
of (3) satisfy
(4).
and
(4)
have a common
root,
and hence
all
the roots
and (4) (qua functions of u) would than 64 itself, and this would be a factor other reducible, which is contrary to be would Hence 64
uM
Then,
if s is
Let
all
,, ,
tt/
...
+ W *+
2
+ Ujg*
is
a rational function of z ; and there for which this sum is not zerof.
is
s be taken,
and
let
=i
Also
let
= s (s  1)
Since
. . .
(8
 r + 1) j^ .* (^)'
are
all
where r =
prove that
<*\
1, 2, ... 5.
** 2
... m,,
solutions} of (1),
it is
easy to
dWo
w
1
(6)
l ,
(r
1, 2, ...
 1)
That
in z or in both u and J^ has no factors which are polynomials in u or would be zero.
Because
(4) is satisfied
by
all
the roots of
(3),
qua equation in
u.
4 *73]
DIFFERENTIAL EQUATIONS
119
Since
so that
is
a rational function of
z, it is
W=
and
X A n z+2
BW
'\H>
positive
where
An
Bn>q
are constants, k
 aq)
which occurs in
be lj(z
aq ) p
Kz 
9 ) in
power of
Hence there is a higher power on the left of (7) than on the right. This contradiction shews that there are no terms of the type 2? n n>9 (z  a q )~ in a and so
= X A n z\
n=
it
We may now
have a
last
assume that
if it
term
A K ^ 0,
must
it is
lt
W W W W
,
a simple induction
W,r h
possible to
is
^z*>2.4,...(2r).(sl)(s3)...(s2r+l). 2F (hls;lsl
l) r+1
where the
If s
suffix
+1
+1
When
That
and
is to
is
say
l)is
so,
The
t
expression on the
left
zerof.
is
* It is to be
seems to fail at this he apparently overlooked the possibility of \ vanishing. The failure seems inevitable in view of the fact that J* 2 (z) + J _ n _ h (*) is an algebraic function of *, by 34. The +{ subsequent part of the proof given here is based on a suggestion made by Liouville, Journal de Math. iv. (1839), p. 435; see also Genocchi, Mem. Accad. delle Sci. di Torino, xxm. (1866), Comptes Rendiu, lxxxv. (1877), pp. 391394. pp. 299362
(1841), p. 7,
The
x (2)
1.
point, because
120
[CHAP. IV
and
that,
We
s is even,
s is odd,
vanishes,
when
2 A ny8 z n
where
0)g
sums of powers of the roots, it appears that and that the equation (u, z) = is expressible in the form
(8)
M must be even,
u M + 2 u M~"
r=l
4 if
(1/*)
= 0,
in \jz.
l/'z,
When we
we
find that
m=0
a positive integer and, in the case of one branch at least, c does not vanish because the constant terms in the functions r are not all zero.
where n
is
And
2 cm z m,n
wi=0
z.
When we
we
find that
the coefficient of the constant term in the result is c and so, for every branch, c must be zero, contrary to what has just been proved. The contradiction thus obtained shews that Bessel's equation has no algebraic integral.
4*74.
On
are
the impossibility
finite terms.
We
now
equation for functions of order v has no solution (except a nullfunction) which is expressible in finite terms by means of elementary transcendental
functions, if
2i> is
As
in 473,
we reduce
normal form
where x ( z )
= ~ 1 + P (P + *)/**
d
(log u)/dz
Now
write
t,
%'
* Goursat,
* + , + i*k!>a
Cours d* Analyse,
ii.
(Paris, 1911),
pp.
tacitly
assume the
4*74]
DIFFERENTIAL EQUATIONS
x iz)
is
121
Since
f order zero,
it follows
from
finite terms,
which
is
of order zero,
i.e.
it
integral.
integral,
If (2) has an algebraic integral, let the equation which expresses this t, as an algebraic function of z, be
(3)
a(t,z) = 0,
is
where S4
Since
(4)
an irreducible polynomial in
a solution of
(2),
and
z.
t is
we have
S4z +{ x {z)t^s4t = Q.
t
As
satisfy (4).
more than two branches of t, and let three of them be called tlt t2 t^, the corresponding values of u (defined as exp jtdz) being uly v?, us These functions are all solutions of (1) and so the Wronskians
, .
dus
dz
du*
duj
dtu
du2
dz
2
dux
dz
dz
lf
,
dz
3.
dz
G C2 C
duz
Ua
Now
it is
n
and
t3
dus
rf
~d~
~ U* Ua
'
~"
^'
is
if it
were
zero, the
Hence G
0,
and so
UtU3
= dfcU 
2 ).
is
an algebraic function of z.
But
and therefore ux
is
Wl
=A
/^^,
in 473,
an algebraic function of z. This, as we have seen t has not more than two branches.
Next suppose that t has two branches, so that S4 (t, z) is quadratic Let the branches be U V V, where U and V are rational functions, of z.
substituting in (2)
in
t.
By
we
find that
K)
Let
{V'
factorised so that
+ 4>UV=0.
V be
V=Az*Tl(za q y<i,
where
is
constant, Kq
and \ are
integers,
and
k,{
zero.
122
[CHAP. IV
member
of (5)
it
follows that
\z
(z
aq
first
member
of (5)
we have
(,),o.
.
Now
is
It
any one
of
them
greater than
it
must
Kq
T!/f q
=s
V/>
so that Kq is
or
tc
4, which
Hence
all
the numbers
are equal to
2.
Again, if
power in
we consider the principal part near V must cancel with the 1 in % (z), so
xJV
is rational,
oo
we
that
\ = 2 Kq
9
It follows that
is
z) is reducible,
which
contrary to hypothesis.
Hence
cannot have as
many
x
it
must be
rational.
in partial fractions be
7? n, g
t= 2
where
If
A n zn + 2
r(*o)*'
integers,
An
we
n assumes
positive
0.
we
find that
in (2)
If
we
we
see that
l/(z
aq )
cannot occur in
to a higher
first
and that
so that
Similarly, if
we consider the principal parts near and oo we find *=1, (A^yJLtpip+l); X~0, 4,' = l. Since p = v ^, we may take A = p without loss of generality.
Y
that
It
u
Accordingly,
if
= zPe i?U(zaq ).
9
we
replace
u by z~ p e u w
in (1),
we
must have a
z,
in
4'75]
DIFFERENTIAL EQUATIONS
123
the relation connecting
m (m 2p 1) cm 2icm! (m p  1) = 0,
and so the
series for
can vanish,
i.e.
unless
is
numbers +
if,
and
if,
and only
2v
is
Conversely we have seen ( 34) that, when 2v is an odd integer, Bessel's equation actually possesses a fundamental system of solutions expressible in The investigation of the solubility of the equation is therefore finite terms.
complete.
Some
338
340.
4*75.
On
the impossibility
By means
we can
brf
r az + f
with a view to proving that
It has
it is,
been seen
( 4*21)
reducible to
where
n=2q 2;
is
reducible to Bessel's
Hence
finite
is zero
is
equal
or to
4w 2w +
(i0,
l
1,
2,
...)
Consequently the only cases in which Riccati's equation is integrable in finite terms are the classical cases discovered by Daniel Bernoulli (cf. 4'1 1) and the limiting case discussed after the manner of Euler in 412.
This theorem was proved by Liouville, Journal de Math. vi. (1841), pp. 1 13. It seems impossible to establish it by any method which is appreciably more brief than the
analysis used in the preceding sections.
124
4*8.
[CHAP. IV
The
seen
(
1*3) to
appearance in analysis of the general Bessel coefficient has been be in connexion with an equation, equivalent to Laplace's
We
shall
manner from
^ + ^ + ^=
solution in question
is
The
(2)
V
f denotes
f(z + ixcosu
n
f
iy
smu, u)du,
in which
In particular, a solution
ek
J
(z
mu
^
by the equations
in
which k
If
is
m is
any integer.
we take
x = p cos
this solution
<p,
y = p sin
<f>,
becomes
eiipcog(u*)

0**
J
cosmM ^ M=::e*z
m (v +
it
<f>)
dv,
= 2ekz
J o
is
gk
IT
(z
+ ix cos u + iy sin u)
sm mu
and
this
is
Jm (kp).
Again,
nates,
it is
if
found to become
d^V
dp'
*
ldV
p dp
1 p*
d*V
d<f>*
F
'
dz*
Monthly Notices of
the
R. A. S. lxii. (1902),
pp.
lvii.
(1902),
pp. 333341. t
The
simplest
method
See
Journal,
iv.
(1845), pp.
3342.
48, 481]
DIFFERENTIAL EQUATIONS
this equation of
125
which ekz
is
lcTV
Vd<p*
is
independent of
to
m where
2
factor of
is to be one valued, it must be equal Consequently the function of p which is a must be annihilated by
<f>,
is
an integer.
dp 3
p dp
\
if it is
and therefore
line
it
0.
We
sin
m<b r
Jm (kp). r/
'
These solutions have been derived by Hobson* from the solution Maxwell's method of differentiating harmonics with respect to axes.
^*J
(kp)
by Clerk
Another solution of Laplace's equation involving Bessel functions has been obtained by Hobson (ibid. p. 447) from the equation in cylindricalpolar coordinates by regarding d/dz as a symbolic operator. The solution so obtained is
cos
.
sin
m+ 'V(pz)M>
is an arbitrary function but the interpretation of this solution when <@ involves m a function of the second kind is open to question. Other solutions involving a Bessel function of an operator acting on an arbitrary function have been given by Hobson, Proc. London Math. Soc. xxiv. (1893), pp. 5567 xxvi. (1895), pp. 492494.
;
;
where/(s)
4'81.
We
K }
shall
now examine
dx2
t
dy3
dz 3
~&
dt 2
'
in which
V=
J IT
JO
sin v
+ z cos u 4 ct,
u, v)
dudv,
where
/ denotes
In particular, a solution
r
where
f,
i
J? /
dU fJv
F denotes an
London Math.
arbitrary function of
Soc. xxn. (1892), pp.
u and
v.
* Proc.
t Math. Ann.
(1904),
431449. 342345. See also Havelock, Proc. London Math. pp. 122137, and Watson, Messenger, xxxvi. (1907), pp. 98106.
lvii. (1902), pp.
Soc. (2) n.
126
[CHAP. IV
the fact that
kc.
it
is
all
yfr) be the which the passes through the polar axis is the direction (6, <f>) and the plane y\r = .saxis. The wellknown formulae of spherical trigonometry then shew that
y, z)
be
and
let (m,
(u, v) referred to
new axes
for
cos
a>
= cos
<f>),
take the arbitrary function F(u, v) to be notes a surface harmonic in (u, v) of degree n we
Now
de
Sn (U,
where Sn
is
V)
= Sn (0,
(a>, yfr)
<f> l
O), i/r),
a surface harmonic* in
of degree n.
We
Vn = e**
Since
(*
J
e*rc08 * Sn (0,
<f>
to,
8n
is
(to, sfr),
we may
write
Sn (0,
<*> 5
<0,
t)
 ^ (0,
4>)
Pn ( C0S )
+
m=l
+ BnM (0,
(0,
<f>)
<f>)
sin mi/rj
Pnm (cos
o),
where 4
(0, 0),
A< w) (0,
and
Bn
< TO)
are independent of
^r,
w and
^r.
we
get
332.
Now the equation of wave motions is unaffected if we multiply x, y, z and by the same constant factor, i.e. if we multiply r and t by the same constant unaltered so that A n (0, <f>) may be taken to be inand factor, leaving dependent f of the constant k which multiplies r and t.
t
;
<f>
is
is
A n (0,
is
<) is
a solution (independent of
of the equation of
wave
<f>)
motions, and
Hence
A n (0,
* This follows
from the
an invariant
for
changes of rectangular
axes.
t This
is
of k.
482]
is
DIFFERENTIAL EQUATIONS
n. If we assume it to be permissible any such harmonic, we obtain the result that
127
to take
A n (#,
to be
of the equation of wave motions*; and the motion represented by this solution has frequency kc.
solution,
To
justify the
assumption that
A n (0,
<f>)
may
n,
we
sin
md>. r
The
factor
is
*("*) <++*'.
so that
if
this factor is to
it
must be a multiple
of
Jn + {hr))^,:
4*82.
the equations
of Mathematical
Physics.
It is possible to prove (or, at any rate, to render probable) theorems concerning Bessel functions by a comparison of various solutions of Laplace's
Thus,
if
we take the
function
e^t/o [k>s/(p*
+a 2
lap cos
<f>)},
we
It is therefore natural to
AJ
Assuming the
consideration
in p
is
(kp)
and
a,
we observe that the function under an even function of 0, and so Bm = and, from the symmetry ^4 m is of the form c m Jm (ka), where cm is independent of p and a.
possibility of this expansion,
;
We
thus get
Jo {kx'Xp*
+a
2
lap cos
<)}
If
we expand both
sides in powers of p,
<)
a and cos
m we
,
<f>,
get
* Cf.
p.
309.
128
[CHAP. IV
and
we
Jo
of which a
{W(ps + a*2ap
cos
<p)}
= 1
m=
m<f>,
Again,
+
to
oc to
moving in the direction of the with frequency kc and wavelength 27r/k, we expect
(^) \K)J
where cn
is
iket
c n i*
=o
a constant
so that
eikrco *
=
(If)*
CninJn+i {kr)
n
Pn (cos
side,
e)
If
we compare the
on each
we
find that
n \^ and
so cn
1T)
2+*r(n + f)"2.(n!r
we
ikrc se
= fiE) i
\krj =o v
will
(n
of
be given in
The
Hobson
to the case of
the equation
dx?
dx
'"
'
dxp*
c2 dtis
normal solution of this equation of frequency kc which function of r and t only, where
r
expressible as a
V(#i
a^*
. . .
+ xp
),
9r
^
,
and
e
*
iket
<& ilp *
(kr)l{kr)*^K
This
is
due
to
Neumann, Theorie
65.
z.
harmonics do not occur because the function is symmetrical about the axis of X This expansion is due to Bauer, Journal filr Math. lvi. (1859), pp. 104, 106. Proc. London Math. Soc. xxv. (1894), pp. 4975.
t
The
tesseral
483]
DIFFERENTIAL EQUATIONS
f
129
Hobson
of rank p
;
describes the quotient ^\{ Pi)(kr)l(kr)^fh %) as a cylinder function such a function may be written in the form
<$(kr\p).
By
Hobson succeeded
integral order
using this notation combined with the concept of jpdimensional space, in proving a number of theorems for cylinder functions of
As an example
we
2
shall consider
an expansion
for
J {k v^r + o where
it is
2ar cos
<j>)
\
p),
xp by the equation xp r cos This function multiplied by e**ct is a solution of the wave equation, and when we write p = r sin it is expressible as a function of p, t and of
<f>
convenient to regard
<f>.
<f>,
<f>,
no other coordinates.
Hence
** J
is
{k
V(r2
+ a? 
2ar cos
<f>)
p)
dp2
that
is
dp
dx
'
to say,
by the operator
&
,
J>~1
r
(ff2)cos4> d
r*sin<j>
d<f>
dr*
dr
r*d<p*
Now normal functions which are annihilated by this operator are of the form
"
(hr)ir>
pn (cos <p\p),
+ cpy*P.
where
Pn (cos
<p
p)
is
 2a cos
we
<f>
By
infer that
J \k V^r +
a*
2ar cos
1
<f>)
p)
00
1
~ (/fca^^/fcr)^
<f>
\p).
Now
(k?ar cos
<f>)
expand all the Bessel functions and equate the n on each side we find that
;
coefficients of
2"
2*"+ iP
r (n + p)
(
=
{2
An
+fc>
T (n + ip
1
).
'
so that
*
A n = 2**
+ %p  1) T (p Pn (cos
So
p) S3 C*
p_ * (cos
0).
130
[CHAP. IV
We
Jfr,
(r
+a
An
all
valid only
when p
is
an
integer), will
be given in 114.
4*84.
Two
*
'
dx1i
dxf
2 9a;,
dx4*
c2 dt*
we
take
new
variables p, a, %,
yjr
xx p cos 2,
x3 a cos ^r,
Xi
x2 = p sin %,
the equation transforms into
a sin ^r,
'
{dp 2
p dp
p 3x
2
)
[do*
+
<r
'
d*
o*
dyfr\
c* dt*
A
where
is
J
3> is
any constant.
if
Further,
we
write
p=*r cos
so that(r, ^,
^r,
0,
<r
= r sin <,
<)
into
O
Now
&V SdV
dr*
r dr
l&V
r* d<p*
c ot<t>tfm<p
'
tV
dtp
r* 1
r cos <
&V +
9x
2
92
ld*V
'
r2 sin2 4*
W*
+ * c<)
c2
^'
e* (MX +"*
as a factor
are annihilated
3
by the operator
d_
dr3
r dr
182188; Proc. London Math.
Soc. (2) hi. (1905), pp.
111123.
484]
DIFFERENTIAL EQUATIONS
131
and since such solutions are expressible as the product of a function of r and a function of they must be annihilated by each of the operators
<f>
y
dr2
d
3 9
4X(X+1)
r*
'
rdr
l
9<
+ 4 \(\+l)+ (cot<t>t*n<l>)^r \ ^ 2
3^>
** cos2 ^>
*
sin 2
'
where X
is
consideration.
The normal
now
easily verified to
be
of the form
(kr)1
F (*  X,
X
^ + \ +
<f>
+ l
sin 2
*ox+*++**>.
J^ (kr cos
is
cos
<I>)
Jv (kr sin
<f>
sin
<I>)
2 a A (kr)~
J^ (kr)
cos*< sin"<
2JP,
(~^  \ ^^ + X +
sin 2 <f>)
where the summation extends over various values of X, and the coefficients a* depend on X and <J>, but not on r or <j>. By symmetry it is clear that aA where
= 6 X cos*<I> sin" 2 F
.
(^J^ 
X,
^^ + X + 1
1;
sin 2 <l> \
b K is
independent of
<.
X = Ha* +
and Bateman has proved that
")
+ .
(n
= 0,
1, 2, ...)
We
Bateman's
sin
proof,
which
is
we
J (kr cos
<f>
cos 4>)
Jv (kr sin
<f>
<I>)
by a
direct transformation.
CHAPTER V
MISCELLANEOUS PROPERTIES OF BESSEL FUNCTIONS
5*1.
In this chapter we shall discuss some properties of Bessel functions which have not found a place in the two preceding chapters, and which have but
all
obtainable by processes of a
We
some
indefinite integrals.
results
V>%
dz
(2)
[" 2" +1
# (z) dz
(z).
To
^z^f{z)%%(z)dz;
let this integral
be equal to
z"+>
{A
+ B (z)
<&v+1 (z)},
where
(z)
and
B {z)
are to be determined.
The
z"+>f(z)
V, (z) =
jHi {
I
>
(z ) < v (z)
+ A (z)
2l
^
z
(z)A(z)<@ v+1
(jr)
(z)\
)
+ z^
In order that
take
B (z) <$
<*)}.
A (z)
A (z) =
it
B'
(z),
and B (z) may not depend on the cylinder function, we and then
/(s) .5 A' (z) +
2
^
z
A(z)
+ B (z).
Hence
(3)
follows that
** +1
\b"(z)
^~
B' (z)
J"
B (*) # (*) dz
{B' (z) <@ v (z)
= *+
This result was obtained by Sonine, Math. Ann. xvi. (1880), p. 30, though an equivalent formula (with a different notation) had been obtained previously by Lommel, Studien fiber die BesseVschen Functionen (Leipzig, 1868), p. 70. Some developments of formula (3) are due to Nielsen, Nyt Tidsshrift, ix. (1898), pp. 7383 and Ann. di Mat. (3) vi. (1901),
pp.
bei, see
Whitehead,
340.
51, 511]
MISCELLANEOUS THEOREMS
is
133
(3),
The
an obvious consequence of
should be noted:
(4)
I
V+
ir
^ 0) ds
li
5*11.
The
312
'
J'_ (z)
r / \ T  Jv (z)Jv
(z)
I/7T 2 sin 
which gives
K
J
/"*
zJ*(z)
dt
2sini/7r
7T
.
'
(z)
/_,, (.g)
9 Kl)
)
2 sin
10g
*tt
'
(z)
and
similarly,
from
3*63 (1),
z
,ox
dz
_ir
Fy (>)
^
K
}
['
J
dx _ zYv\z)~
it
Jv (z)
(z)'
The reader should have no difficulty in evaluating the similar integrals which contain any two cylinder functions of the same order in the denominator. The formulae actually given are due to Lommel, Math. Ann. iv. (1871), pp. 103 116. The reader should compare (3) with the result due to Euler which was quoted in 1*2.
Some more
It is at
if
y and y
rt
d?n
then
j\P Q)ynd^y^v^.
*
Math. Ann.
520536.
134
[CHAP.
V
If
431
(17).
*^V> ^i,
and v
respectively,
we have
where
<f>
(z)
and
i/r
functions of
z.
This formula
<f>
is
As a
(z)
and
Z
yjr
(z) to
(7)
{{^P)z^^\^{kz)^
dz
(lz)dz
= ,fa(kz) d ^^(lz)
^
dz
further in two special cases (i)fiv,
right.
is
= z {k^ +1 (kz) W. (Iz)  1&* (kz) # r+1 (lz)} (/*) ^M (kz) <@ v (Iz).
The expression on the left simplifies
(ii)k=*l.
still
If
we take
,
fi
v, it is
found that
(8)/
(*.)
i. { u) d* =
'<ww>yww (Wi
by differentiating the expression on the
I,
This formula
may be
verified
when k =
for
the denominator
an application of
l'Hospital's rule
shews that,
when
(9)
I * k,
z<@ (kz)
J"
V (kz) dz^^
#/ (kz)
The
right of (9)
Z
(10)
(A*)
#M+1 (kz)
5*11]
MISCELLANEOUS THEOREMS
135
(11)
(for)
#+,
(**)}
<**)}
LM (kz) dz = *
^
^
,
(fa)
f _M _x (fa)
+
the latter equation being obtained by regarding
function of order
e~'
t 'rt
+1
(fa)iU +1 (fa)},
as a cylinder
^ M (kz)
k=
I
/*.
To obtain a
is
in (7)
and
it
found that
i3)
/y <*.)*.
result of
(*)
  fat^w^y^w^wt
ff,(fa)ff,(fa)
,
The
(14)
making
j/
* /*
in this formula is 8
+1 (fa)
 V, (fa) tf,(fa)
^ = g j^

^
(*)
(fa) 3^ M+1 g
^(fa)^M (fa)
2.
The
V^(,)0, V^ d
by \<f*(z)
^^ = 2f^
li
^^(z)
z
respectively, subtracting
re
OI&
placing z by kz.
As a
(is)
special case
we have
jj(kz)^ g{/
w (fa)gKfa)^(fa)gu
this result will
+1
(fa))+~j
l
(fa)L
An
alternative
method of obtaining
be given immediately.
Results equivalent to (11) are as old as Fourier's treatise, La Theorie Analytique de la Chaleur (Paris, 1822), 318 319, in the case of functions of order zero but none of the other formulae of this section seem to have been discovered before the publication of
Lommel's memoir.
Various special cases of the formulae have been worked out in detail by Marcolongo, Napoli Rendiconti, (2) in. (1889), pp. 9199 and by Chessin, Trans. Acad. Sci. of St Louis, xii. (1902), pp. 99108.
136
5"12.
[CHAP.
Lommel's
second method.
An
alternative
method has been given by Lommel* for evaluating some By this method their values are obtained in a
adding the two results
{<&> (z)
The method
consists in
^
so that
(p
[z
tf r+1 (z)
+9
(z)
(,)}
1
+ (p +
{zo S? M+1 (z)
/M
& v+
>
CO}
=*
[V, (z)
(z) <@ v
(z)dz
+ (ppv 2)
+1
(z)
dz
= Z>
and then giving
special values to p.
{<&
(jf)
v (jr)
+ ^M+1 (0
+1 (,)},
Thus we have
e
(1)
(2)
J
^
if
^
)
(z)
*'
{z)
+l ( *>
<*>!
^()?r Wdf f
~7^
v+
i^(f),(f) +
^(f)?rH (i)i,
As
(3)
^g
=
{, (*) + *V
(*)
<*)}.
rz
(4)
+1 r
(*) <fc
^_ W
+ *V+i (*)}
Again,
p be made zero,
it is
found that
type,
we get
rz
(5)
0*
+
)J
J~
(,) V (,)
M + + 2n) J
A*
 ^M () ^r (#) + 2 2 V,^ ()
* Math. Ann. xiv. (1879), pp.
^+
(#)
530536.
5'125*14]
MISCELLANEOUS THEOREMS
if fi
137
In particular,
(6)
= v = 0,
/'*.(#)*.(*)*
where n
1, 2, 3, ....
to
be no simple formula
for
%(z)<& (z)^,
Mag.
(5) xi. (1881), p. 217.
For a
I.
[Scientific Papers,
(1899), p. 516.]
5*13.
The
30
33,
may be expressible
in the
form
M {0 <)}W W {+ ()>+* <*)
A (*)
^M+1 ft
(*)}
f\,
{*(*)}
1
5*14.
A reduction
which
formula for
\' *<&*() dz,
is
5*1 (4),
him
*
1
{*+#/ (*)+(,*
>
**+
%%
(z) 'w:
(* dz.
partial integration,
+2
(z)
+ (*  *>
(^)j cte,
138
[CHAP.
and so
(fi
1)
J
V+
<&,'* (z)
dz
= >+
W
2
(z)]
J'**
(z*
2
i/
Hence, on substitution,
(/*
1) [
V {? 2
1/
# (z) dz
1)
= >+3 ^V
+
(*)
 (ji +
3
^+
(*)
#/ (*)]
{(/a
2 [
'
V+
(*)
l)2
M j"V+#
2
(*)
^V(s) ek
= >+
 (/*+
Z
^+
^(*)
^ ^)]
3
(p+3)j
By
(fi
z+*'@vi (z)(ti
1) {
(/*
+ 1) 
v*\
J'rW(t)dz.
rearranging
we
find that
+ 2)
** #,
J*
(5) (2c
= (n+ 1)
(i/
\
(jjl
1 )2 } [
V
2
#2 (*)
2
<2e
+ * >+'
and
{*#.' (*)
1 )}
^8 (*)],
5*2.
Expansions in
shall
series
of Bessel functions.
We
now
discuss
2*7.
of such expansions
is
reserved
The
(1)
result of
27
to Y .l<**p!$ j^.1
is
which
is
valid
when
ji is
To
n=
ni
is a series of analytic functions which converges uniformly throughout any bounded domain of the 2plane (cf. 3'13); and since
^ {(\z) J+ M (z)}
it is
vm
s r(u + w)
n

,.
r(At+n +
o
(2),

i)
1
J
Lmo
*
(1877), pp.
124130.
5*2, 5*21]
MISCELLANEOUS THEOREMS
a constant.
139
the constant
and so
is
the' sum is
is
unity; that
to say
result
is
established.
it is
not
difficult to verify
z,
all
that when the expansion on the the coefficients except that of z* vanish ; but
result.
5*21.
series
of Bessel functions.
The expansion
(i)
($z)'J (z)
= az)r( v +
v
ifi)
5
.to
Qi+2n)r(g+n)
nir(F + l/*)r(ir + n +
/j.
l)
T jM+2n
W
.
is
is
a generalisation of a formula proved by Sonine* when the difference v ft are not negative a positive integer ; it is valid when fi, v and v
integers.
It is
most
easily obtained
in the expansion
of i\zY~"J,(z) with the aid of 5'2, and rearranging the resulting double series, which is easily seen to be absolutely convergent.
It is thus found that
(*zY
*'
\z )
n/
TT\
*
l) pto
(fj,
_ 2
+ 2m + 2p)r(n + 2m+p)
/*h*W
_ v
 I
W
/\
()Tfr + m + n)
V(p + n)r(v+lfi)
;
v
".?.
,Q\r
by Vandermonde's theorem
If
and the
find that
result is established.
we put
v fj.
+ m, we
which
is
is
readily proved
by induction.
140
[CHAP. V
that, if
may prove
is
any
constant,
(8)
(**)*(*)*.?.,,#&
x 2F,(/x
+ n, n;
+ 1;
h?) (fi
+ 2n) J^+^iz).
5*22.
It is evident that (z
with
321 (6) ;
we have
*
(1)
(,
+ h) 4.Jp y (z +h)] . J
km
tJm
{g
* Jw Wz)]
Again, (z
is
analytic except
when
z+h = 0;
and
so,
provided that h
(2)
(,
<
,
\
we have
m0
+hpj
W(z + h)}=Z
^ !* [zJ
"*J ***
(V*)}
(2)
These formulae are due to Lommel*. If we take v \ in (1) and = ^ in we deduce from 3*4, after making some slight changes in notation,
i/
equation (4) being true only when J*<i*i These formulae are due to Glaisherf, who regarded the lefthand sides as the generating functions associated with the functions whose order is half of an odd integer, just as exp {\z (t ljt)\ is the generating function associated with the Bessel coefficients.
Proofs of (3) and (4) by direct expansion of the righthand sides have been given by Glaisher the algebra involved in investigations of this nature
;
is
somewhat formidable.
* Studien iiber die Bessel' schen Functionen (Leipzig, 1868), pp. 11 16. Formula (1) was given by Bessel, Berliner Abh. 1824 [1826], p. 35, for the Bessel coefficients. t Quarterly Journal, xn. (1873), p. 136 ; British Association Report, 1878, pp. 469470. Phil. Tram, of the Royal Soc. clxxii. (1881), pp. 774 781, 813.
522]
MISCELLANEOUS THEOREMS
shall
141
We
(5)
now enumerate
jv {W(i + *)} = a +
/ (z V2)
wi
() w (i^) ?
m=0
V
1,
y+w (^)
>
and, in particular,
(6)
 2* 5 fcJ^if^J^ (*).
and then make k *
If
we
divide (5) by (1
+ &)*"
(i/
we
find that
1)
TO=0
m!
(2),
provided that k
If
<
*
1.
we make k
lim
+ 0, we
find,
by Abel's theorem,
(
~ )W(
)W>
+*)}] i
m=0
w^

,/y _
w (^),
when
is
an integer. If v
./_
is
is convergent. The convergence is obvious not an integer, then, for large values of to,
m (*)
sm (to  *) 7t
l '
{1
(1/w)}
= _( 4f^sin^ +1
7TTO*
for
is
convergence
absolute.
is
R (v) > 0,
and
if
the condition
is
the convergence
Consequently,
when
R (v) > 0,
and
also
when
(9)
is
any
integer,
I
m=
if
 )m{h * )m
ml
Jv m (z) = Q.
In like manner,
(10)
R(v) >
1,
and
also
Jv (zJ2) = 2i X
m0
kind in
when
v is
any
integer,
we have
r W!
Jv m (z).
may be substituted provided that h < z (8)
j \ \
and
and k <
\ J
so that
(11)
(*
+ A)*'
K,
M* + h)} 
2 NL*l
(i2)
(*
da)
(14)
{*
vd + *>] = (i +
V(l
<rl^>
Yv+m (zl
Y,
\z
+ k)} = (1 + jfc)* 5
m=0
&* F_
TO!
lrt
(*).
142
[CHAP.
These may be proved by expressing the functions of the second kind as a linear combination of functions of the first kind by proceeding to the limit when v tends to an integral value, we see that they hold for functions of
;
integral order.
(11)
see that
^ for the
symbol
Y throughout.
of
formulae were noted by Lommel, Studien, p. 87. Numerous generalisations be given in Chapter xi. It has been observed by Airey, Phil. Mag. (6) xxxvi. 242, that they are of some use in calculations connected with zeros of (1918), pp. 234
These
last
them
will
Bessel functions.
When we combine
that,
(5)
and
(13),
+ k) by
X,
we
find
when \1<1,
9. (\m) = X* 2
(
~ )m(V
(15)
m0
", m.
^h ,
and, in particular,
when X
is
unrestricted,
d)
Bessel functions.
It
/.(x.)
Hfr'^fr^ w
for
(8) is
may be
v is
(when
observed that the result of treating (14) in the same way as taken equal to an integer n)
that
(17) x
'
(nl)l
iJfm Yn . m {z).
alternative proof of the multiplication formula has bee.n given by Bohmer, Berliner Sitzungsberichte, xiii. (1913), p. 35, with the aid of the methods of complex integration
An
p.
108,
and
(for
formulae) Wagner, Bern MittheHungen, 1895, pp. 115119; 1896, pp. 5360. special case of formula (1), namely that in which v = l, was discovered by [Note.
Lommel seven
(1861), p. 356.
xxxvn.
The
i
co (r cos
1,
and evaluating
t)
by two
different methods.
is
fir 2ttJ_i_
(r cos sin vs
M + r)r sin 0)
.
\JQP>

d
a rsin.0
.
_W0f)
\
_i
*r
(rtrnw* n
(2i+l)!
m=o
(
)m , id$
^
TO =o
'
p. 88.
5*23, 5*3]
MISCELLANEOUS THEOREMS
<f>)
143
and the
is
5~
f
I
4bW J
v J
*W
/""
/
f
I
ir
=
If
^ ff
we
cos tfr)
we compare
and r2
these equations
sin 2 *.]
=l
with
and h replaced by
r2 cos2
5*23.
series
of Bessel functions.
5*22 (7), Lommel has deduced an interesting series of Bessel functions which represents any given Bessel function.
From formula
ft
If
fi is
we have
The repeated
arrange
it
we may
re
by replacing p by
m n, and
then we have
n)l
(v
+n+
l)j
a)
j,
 n.^^ w = r^+1) M r + m+
1
(v
o^
m!
,
ft)
(v
1)
* +TO
'
Functionen (Leipzig,
and then
*, Fo (,) Ji
,
(.)
log <*)
tel>
C^> (^~^M+m W
*{V' (l +i)+V''(/*)'<KnM)K
and,
53.
An
An
(1)
(*
+ <) 2 J^iftJ^z),
This formula
is
where z

<
{,
being unrestricted.
due
to Schlafli*
and
%\{z + t)=
to Soninef.
*
2
= 06
^(0/.(i)
( JWd.
xvi. (1880), pp.
due
78.
144
[CHAP.
It will first be shewn that the series on the right of (1) convergent series of analytic functions of both z and t when
a uniformly
*<r,
R^\t\^A,
numbers
v
where
r,
R,
When
m is large and positive, J ^m (t)Jm {z) is comparable mV sin vtt {\Ry {r/Ry* V(
)
. .
with
series is
is
r/R)".
When m
large
comparable with that of the binomial and negative (= w), the general
term
is
comparable with
()"(*A)'(jAr)"
T(v + n+l).n\
and the uniformity of the convergence
the test of Weierstrass.
follows for both sets of values of
m by
is
=H 2
*
{
" m= ao " 1
J,! (0
and
that
it is
da)J./~< >'<'> a
,
30
Hence, when z

<
\t \
the series
m=
2 Jv m (t) Jm (z)
oo
is
an analytic function
of z
and
which
is expressible
t
as a function of z
+t
F {z +
If
1),
then
we put
if
= 0,
F(z + t) =
Jynit)
Jm (z).
evident.
Again,
m in
l =
(1) be changed,
we have
(z),
+ t)= X
oo
and when
(3)
this result
is
combined with
Y,(z + t)=
* Cf.
we
see that
X
1=00
Y _m (t)Jm (z).
v
Modern Analysis,
5*3.
5*4]
MISCELLANEOUS THEOREMS
this is
145
When
combined with
(1),
The reader
(4)
when
<
,
(5)
(6)
(<*)= X
Of these
results, (3)
(Leipzig, 1868),
when
v is
was given by Lommel, Studien iiber die BesseVschen Functionen an integer while (4), (5) and (6) were given* explicitly by Graf,
;
142.
will
be
5*4.
the expansion
it
is
published
by
SchlafliJ.

(cf.
Ym (z)Yn (z).
satisfied
by the product of two Bessel functions, and solve it ( 541) obtain the expansion anew by direct multiplication of series.
in series.
We
shall
then
Given two
normal forms
if
/
,
differentiations
with respect to
z.
* See also Epstein, Die vier Reehnungsoperationen mit BeueVsehen Functionen (Bern, 1894), [Jahrbuch tiber die ForUehritte der Math. 18931891, pp. 845846]. t Ueber die Auswerthung bettimmttr Integrate mit Hillfe von Ver&ndetungen det Integrationsweget (Bern, 1877), p. 13. The authorities who attribute the expansion to SchSnholzer include Graf and
Oubler, Einleitung in die Theorie der BesseVschen Funktionen, u. (Bern, 1900), pp. 8687, and Nielsen, Ann. Sci. de Vltcole norm. sup. (3) xvin. (1901), p. 50 ; Handbueh der Theorie der Cylinder/unktionen (Leipzig, 1904), p. 80. According to Nielsen, Nouv. Ann. de Math. (4) u. (1902),
obtained some series for products in the Iserlohn Programm, 1862. % Math. Ann. hi. (1871), pp. 141142. A trivial defect in Schlafli's proof is that he uses a contour integral which (as he points out) converges only when B(/t+r + l)>0.
p. 396, Meissel
Proe.

Camb. Phil.
93100.
'
146
[CHAP. V
dz
and hence
Hence, in
(1)
=  2Ivw'  2Jv'w y'" + 2 (/ + /) y + (/' + J') y = (/  J) (v'w  vw'). the special case when IJ,y satisfies the equation y + 4/y' + 2/>=0;
/'/
but, if
IJ,
it is
(2)
This
*
is
qr+w+wv+J),
}
_ _ (/ _
;
^
(1),
Appell, Comptes
the form of the differential equation used by Orr Rendm, xci. (1880), pp. 211 214.
in connexion with
see
To apply these
to a
be reduced
it
normal form
(z) as
z
is
9!> v
simpler to
variable
by writing
dz~dO~*'
^
so that
$%$ + (*  *) / (*) = 0.
satisfied
ft*
^ v*,
2
is
dd
that
is
y = 0,
to say
(3)
>
by
(z)
J (z)
is
where a
m
/*
and
4 (a
+ 2m !)( + 2m) ctn _i (a + ft + + 2m)(a + p v + 2m)(a p+ v + 2m)(a fip + 2m) If we take a = /* + v and
1>
^2^+"r(/*+i)r(i/ +
i)'
we
(_)w
w?o m!r(/* + v + m + l)r( A* + w+l)r(i/+w+l) and the other series which are solutions of (3) are obtained by changing the
signs of either
/i
Qgy,+p+m, Y(
/*
fl
+ y+ 2m + 1)
or v or both
and
v.
"
5*41]
MISCELLANEOUS THEOREMS
considering the powers of z which occur in the product
if 2/*, /M (z)
147
By
is
fi*
Jv (z)
it if
2v and 2
(~)m
(/* + v)
^ ,
then
r t .\ T u\ v JlW,/rW
m w W
and,
(^Y ++im r (^ + + 2m + 1)
series,
we
find that,
when
2i> is
not a
'
W wr /!r(2
2
=0 (w!)
2
+ mHl){r(j/ + m+l)}
()m (zYm (2m)\
'
when
>
is
(7)
J(s)J_(s)=
r (i/ + m + 1) T( v + m +
1)
reasoning which resembles that given in 4'42, it may be shewn that (6) holds when v is half of an odd negative integer, provided that the quotient T (2v + 2m + l)/r {2v + i + 1) is replaced by the product (2v + + l)m
By
5*41.
by
This method has the advantage that special investigations, for the cases in which fi* = v* and those in which y. + v is a negative integer, are superfluous.
The
coefficient of ()"*
(yY +v+sm
convergent series
n=nn\T(v + n + l)
()w (**)"+w
= n!
Y(v
_l r (/* + w!ir/
Cw
(')w_n .(/Am)
fl
m!
T(/*
+ m+
p (i> + w +
l)m
l)
(n
+v+m +
is
used to
v,
sum the
finite series.
and
n\ (1)
and
()m
m]
and
.
(7) of 5*4.
H'
'
*~
S
148
[CHAP.
earlier writers; it
This obvious mode of procedure does not seem to have been noticed by any of the was given by Nielsen, Math. Ann. lii. (1899), p. 228.
series for
cos z and J {z)e,mz were obtained by Bessel, Berliner Abh. 1824, and the corresponding results for Jv (z) con z and Jv {z)smz were deduced from Poisson's integral by Lommel, Studien uber die BesseVschen Functionen (Leipzig, 1868), pp. 16 18. Some deductions concerning the functions ber and bei have been made by Whitehead, Quarterly Journal, xlii. (1911), p. 342.
The
{z)
[1826], pp.
38
39,
More generally, if we multiply the series for J^(az) and an expansion in which the coefficient of ( w orb" (fcY +v+am
m
,o!
Qitn2n A2n
J (bz),
v
we
obtain
is
and so
(2)
J, (az) Jv (bz) 
V2
'
i/
+1
fr/q')
and
series is
One
another
case of reduction
is
is
the case b
the case
b = ia,
provided
r/
v
w/
;
\
'
v
wt=0
r(m

i)
 %
=0 w! T (v +
m + 1) r
(i/
+ 2w +
1)'
(5)
/fa*)/
fart v
in (3)
a
If
(6)
we take a = el"*
ber (z)
+ bei
(z)
 2
ptt
it***"*
3*8.
formula
(53).
5*42]
MISCELLANEOUS THEOREMS
(3), (4), (5)
149
(5)
The formulae
xv. (1906), pp. 490 497 and Monatshefte fiir Math, und Phys. xix. (1908), pp. 164170, from a consideration of the differential equation satisfied by Jv (az)Jv (bz).
Some
types
series
have been given, Quarterly Journal, xli. (1910), p. 55, for products of the but they are too cumbrous to be of any importance.
By
(7)
(2), it is
which 2v
is
The
and
Ym {z)Yn {z)
is
have been the subject of detailed study by Nicholson f; the following outline of his analysis with some modifications.
an
We
have
irJ, (z)
Yn (z) = 1
to
J* (,) Jw ()}
where
i/
is
to be
made equal
Now
l~
{
(~)r (^>t+,,+8r
T(p + v + 2r + l)
and
r=0 Lr:
We
nl
oo
.
2 and X
have
* Proc. London Math. Soc. xxv. (1894), p. 06 8 je also Cailler, ilfm. d ia Soc. de Phys. de Geneve, xxxiv. (19021905), p. 316. t Quarterly Journal, xliii. (19i2), pp. 78 100. The expansion of Jq(z) Yq (z) had been given previously by Nielsen, Handbuch der Theorie der Cylinderfunktionen (Leipzig, 1904), p. 21.
;
150
[CHAP.
When
by n + r,
seen that
(1)
wJ,(b)Yu <*)%
9
r!r</*
n +* r
+ r+l)
l) r
{2 log (*)
2^r (p
+ n + 2r + 1)
l)
^r(^ + n + r+l)^r(/* + r +
right
is
a continuous function of
fi
at
/tt
=m
where
fi
= 0,
1, 2, ...,
and so the
(1).
series for
irjm
(z)
Yn {z)
is
obtained by replacing
by
m on
The
the right in
series for
Ym (z) Yn (z)
_
for
dfldv
jnm, vn
in a similar manner.
The details of the analysis, which is extremely laborious, have been given by Nicholson, and will not be repeated here.
5*43.
Jv (z).
integral ( 2*6) for
A generalisation of
applying the formula*
Neumann's
Jn
(z) is obtainable
by
eo**+Jo
to the result of 5

cos fr
41 ;
v)
0d0 = 2iL++M
that
R (jM + v) >  1.
then evident that
It is
J(*)J(*) =
so that
when
J?
(/u.
/M (s) J (z) = 
TJfl
Cauchy
for
543551]
MISCELLANEOUS THEOREMS
151
R n) > 1, then JM (z) Jn (z) = *i~L P'j^ (2z cos 6) cos + n) 0d0, T
(jj,
(fi
Jo
/*
and
unrestricted.
Formula
(1)
was given by
Schlafli,
p. 142,
are both
integers; the general formula is due to Gegenbauer, Wiener Sitzungsberichte, cxi. (2a),
(1902), p. 567.
5*5.
series
of products.
5 2)
(1)
is
(**r
r{/M
+ v+1 y
m0
m.
v are
The formula
is
true if
if
fi
and
R(fi
+ v + l)> 1.
From
5*2
we have
^^
;
we multiply by
cos
(fi
v)0 and
to0
2^+
ml
of
follows
result
by evaluating the integral on the left for other values may be established by analytic continuation.
is at
lxxv.
5*51.
Lommel's
series
An
expansion derived by
Lommel* from
the formula
i8
j>
so that
(*) <fc 2 J'xJKi
*
p.
(*
+ 2) JV2 (*)1
ii.
The
;
532
MUnchener Abh.
(1870), pp.
632633
xiv. (1878),
152
[CHAP. V
Hence, by
(1)
we have
**
{./
_ x (z)
 J^ (z) J (z)} = 2
n0
(i;
+ 2n) JV (*),
2
;
beginning of the
fluous.
by adding on terms at the on taking zero as the lower limit when R (v) > is superseries, it may be seen that the restriction R,(v) >
If we take in turn we have ( 3*4)
(2)
= \, v = f
results so obtained,
= 2
n=0
(n
+ *)JV(*).
(3)
*.
by taking i>=
1,
(r<n + *)/+(*).
while,
(4)
we
see that
\z* {J *
(jr)
+ J (5)} = I
is
(in
0
1) An+x
(*)
2
o
for it is evident that
J\ + (s)
a
^
2 n=0
2 eJ\+n (*) = 2 2
00
e /"+ (*)/'+(*)
=0
n
t/"
= 2
t=0
Jv+n+i (*)}
= ivJ?(z)\z,
and so. when iJ(v) >0, we obtain a modification of Hansen's formula (2 namely
00

5),
(5)
2
=o
en
f*
fit
An
bound
Jv (x)
\,
will
be given in
found that
13 42.
By
taking
v \,
v 2
m=o
it is
, \ t e J n+i (*)
2 dt =  P sin** 1 "
tJo
f
_
2 sin2 *]*
7T
t
2 f*
7T.I
_ ,cft
*
Jo
and
so
(6)
2
n=0
/'
n+J (*)
= i(2*), T
where, as usual, the symbol Si denotes the "sine integral." This result is given by Lommel in the third of the memoirs to which reference has been made.
56]
5*6.
MISCELLANEOUS THEOREMS
Continued fraction formulae.
153
Expressions for quotients of Bessel functions as continued fractions are deducible immediately from the recurrence formula given by 32(1); thus,
if
/,_,(*)
Jv (z)
it is
*/_,(*)
\zj{(v+ml)(v\m)}
\z
J + m+1 (z)/{v + m)
v
This formula
is
J v+m\ z )
'
J ^ (z)
v
2v/z
'
(1)
was discovered by
is
of
v.
An
that, if Q {z)
then
Jv+1 (z)
(4)
z
2(i/
z*
Jv (z)
/<
J*
z2
zJv+m+1 (z)
J, +m (z)
x
'
W
The
,k\
^+2 (*) _
'
Bessel functions in
these formulae
may
cylinder functions.
It
that,
when
m *
<x>
may be
neglected, so that
,x (b)
AA^L^ll
J_i(*)~"
1
i^l\ V (v
+ l)}
$*/{(+ !)(+
1
2)}
* Berliner Abh. (1824), [1826], p; 31. Formula (2) seems not to have been given by the earlier writers; see Encyclopedic des Sci. Math. n. 28, 58, p. 217. A slightly different form is used by
Graf, Ann. di Mat. (2) xxin. (1895), p. 47. integral values of t Zeitschrift fiir Math, und Phys. n. (1857), p. 142; Schldmilch considered
v only.
J Studien
fiber die
BesseVschen Functionen (Leipzig, 18G8), p. 5 see also Spitzer, Archiv der (1858), p. 332, and Gunther, Archiv der Math, und Phy*. lvi. (1874),
;
154
[CHAP.
though it happens to and a rigorous proof of the expansion of a quotient of Bessel functions into an infinite continued fraction will be given in 9'65 with the help of the theory of " Lommel's polynomials."
be
so,
[Note.
the fraction
is
is that,
even though
pm /qm tends
;
to a limit as moo
it is
aw ^">
^m+1
this
may be
seen by taking
pm =m+amm,
q m =m,
a,=l.]
The reader will find an elaborate discussion on the representation of Jv (z)/Jv i (z) as a continued fraction in a memoir* by Perron, Munchener Sitzungsberichte, xxxvn. (1907), 504; solutions of Riccati's equation, depending on such a representation, have pp. 483
been considered by Wilton, Quarterly Journal, xlvi. (1915), pp. 320323. The connexion between continued fractions of the types considered in this section and the relations connecting contiguous hypergeometric functions has been noticed by Heine, Journal fiir Math. lvii. (1860), pp. 231247 and Christoffel, Journal fur Math, lviii. (1861),
pp. 9092.
5*7.
It
(i)
W iin r a^
the
..i'1
J
>
M;+i;^).
\ and
We shall prove
fi
this result for general (complex) values of v and z when tend to infinity through complex values.
If
1/8, fi
= 1/t),
(m f
K
is
This
is
/,
=,
[(1
+ rh) (1 + rv )\
,
a continuous function of 8 and rj and, if 8 r) are arbitrary positive (less than 2 z j"1 ), the series of which it is the (wi + l)th term converges uniformly with respect to 8 and 77 whenever both 8 ^ 8 and 17 ^ i For the term in question is numerically less than the modulus of the (m + 1 )th
;
numbers
r^,+\)
& W*., ^
is
>
+ 1 K^o),
>
uniform, the
sum
of the terms
is
a continuous
(1908), pp.
memoir 8588.
is
t Leipziger Abh. n. (1855), p. 252 ; see also a Halberstadt dissertation by F. Neumann, 1909. [Jakrbueh ilber die Fortschritte der Math. 1909, p. 575.]
57, 5*71]
MISCELLANEOUS THEOREMS
($, rj)
155
is
the
sum
/
that
is
to say
^o\r(v + l)
\B
r}'
m . m!r(i/ +
m+l)
and
5*71.
known that solutions of Laplace's equation, which are analytic near the origin and which are appropriate for the discussion of physical problems connected with a sphere, may be conveniently expressed as linear
It is well
Pn (cos0),
rn
these are
coordinates
Now
the cones approximate to cylinders, and the structure resembles the structure
associated with cylindricalpolar coordinates
(kp)^m<f>.
when r and n
is
small
in such a
way
that r sin
(i.e.
we must expect
The
Hansen's
limit.
of this type
is
limPn (cos^)=/ (4
result,
This
investi
gated by Mehler, Journal fiir Math, lxviii. (1868), p. 140; Math. Ann. v. (1872), pp. 136, 141 144; Heine, Journal fur Math. lxix. (1869), p. 130; RayJeigh, Proc. London Math.
(1899), pp.
6164 Proc. Royal Soc. xcii. A, (1916), pp. 433437 [Scientific Papers, 338341 vi. (1920), pp. 393397]; and Giuliani, Giorn. di Mat. xxn. (1884), 239. The result has been extended to generalised Legendre functions by Heine
; ;
easier to prove
it
when n tends
would be
to infinity as
Pnm (cos 0)
(sin
m 0)/m
!.
3649.
156
[CHAP.
We
Pn (cos z/ri) =
modification that
sjFx
n,
+1
1
is
sin2 \z\n)\
we use the
inequality
rin(f/)*f(*/n),
when

\z
$ 2 n

,

series
;
& (where B
is is
n,
n+
sin2 \z\n\
,F, (1/S
1/S6
+1

^$
2
1
2
!
),
an arbitrary positive number less than z _1 atid the comparison made when \n\>lj8 The details of the proof may now be left to the reader.

When
the proof.
is restricted to it is
for
Pn (coaz/n)
terminates, and
convenient to appeal to Tannery's theorem * to complete This fact was first noticed by Giuliani the earlier writers took for
;
limit.
between
+1
and
1 or not
x (between
n,
;
and
ir)
we have
sin" **/).
Pw (cos J =
so that
(2)
'
'
^_
& (
n+ 1 m + 1;
(as),
lim n m
Pn~m (cos ) = Jm
_,
so that
(3)
lim n m
second kind
may be deduced
;
Qnm
~
in terms of
,
Pnm and P~ m
it is
(4)
w _.ooLsm
hm
,.
m sinri7r rn ^
(
m+
Km
(z).
This formula has been given (with a different notation) by Heine +; it is most easily proved by substituting the integral of Laplace's type for the Legendre
function, proceeding to the limit
(5) of
62 2.
* Cf. Bromwioh, Theory of Infinite Series, 49. t Cf. Barnes,' Quarterly Journal, xxxix. (1908), p. 109
the equation
1
is
2r(mn)
in Barnes' notation,
BinVlir
nnir
P~" Q n= r(lm +
P"*
?j)
r(l + i + n)
which is adopted in this work. + Journal fur Math, i/xix. (1868), p. 131.
5*72]
MISCELLANEOUS THEOREMS
slightly different from those just discussed, is
157
Another formula,
(5)
this
is
K
.
"/(il*)" /,(
it
);
may be proved by
.
formulae, namely
Pn (cos 6) = cos" %6 F
2
(
n,
n
 tan
\6).
[Note. The existence of the formulae of this section must be emphasized because it used to be generally believed that there was no connexion between Legendre functions and
Bessel functions.
in his Elementary Treatise on Laplace's BesseVs Functions (London, 1875), p. vi, that "these Bessel functions] are not connected with the main subject of this book."]
it
Thus
and
5*72.
completely different method of establishing the formulae of the last by Mehler and also, later, by Rayleigh this method depends
;
(cos
i sin
I TT.'O
V cos $) n d<j>
fifo
Since
n log
uniformly as n
 oo
{cos (z/n)
+ i sin
(z/n) cos
<} *
iz cos
<f>
when
lim
Pn (cos z/n)   f *
=J
(z).
Heine f and de Ball J have made similar passages to the limit with integrals of Laplace's type for Legendre functions. In this way Heine has defined
Bessel functions of the second and third kinds
results in 6*22
;
reference will be
made
(z).
to his
when we
Mehler has also given a proof of his formula by using the Mehler Dirichlet integral
2 Pn (cos6) = If n<f>=yjr, it
; o
*<&4*L
V{2 (cos <p COS0)}
may
be shewn that
^
C0S
little difficulty
is
an im
Various formulae have been given recently which exhibit the way in which
* Journal de Math. (3) i. (1875), pp. 384385; the formula actually given by Laurent is trioneouB on account of an arithmetical error. t Journal fur Math. lxix. (1868), p. 131. See also Sharpe, Quarterly Journal, xxiv (1890)
pp.
383386.
X Attr. Nach. cxxvm. (1891), col. 1
1.
158
[CHAP. V
infinity.
degree tends to
is
Pn (cos0)
= (n + )"' (cos 0) [Jm (x)
+ sin
2
\0 {^x
(x)}
.],
where x = (In
1) sin \0.
Other formulae, which exhibit an upper limit for the error due to replacing a Legendre function of large degree by a Bessel function, aref
(2)
Pn (cos
rj)
iir 1
Qn (cos rj)
= ^(sec rj)
+ h) ^n v}
iY
{(
+ ) tan rj\]
4^i\/(sec v)
+ 7r{R(n)
+ ^'
(4)
K
+
{(n
+ \) tanh f
V(sechg).e(+*>*
ffl3
R{n)+$
; ,
and (4), f > the numbers lt 2 < t) < where, in (2), 3 are n may be complex provided that less than unity in absolute magnitude, and its real part is positive. But the proof of these results is too lengthy to be
%tt, and, in (3)
given here.
5*73.
by Hansen's formula as a limit of a hypergeometric function has led Olbricht j to investigate methods by which Bessel's equation is expressible as a confluent form of equations associated with Biemann's Pfunctions.
The
fact that
expressible
If
dz
V
is
z*
'
z~*Jv (z),
fa,
b,
zY
c,
v (z),
and compare the equation with the equation defined by the scheme
1
Pio,
l',
* Proc.
,
ff,
y,
z\,
I
7.
London Math. Soc. (2) xm. (1914), pp. 220 221 eome associated results had been obtained previously by the same writer, Proc. London Math. Soc. xxxi. (1899), p. 269. t Watson, Trans. Camb. Phil. Soc. xxn. (1918), pp. 277308 Messenger, xlvii. (1918),
; ;
pp. 151160.
5*73]
MISCELLANEOUS THEOREMS
159
namely
d* y
Q a a
\
(
'
\fifi'
lyyl
zc
(b
)
dy
dz
yy' (
dz*
za
za
zb
+ fifi'
aa'(ab)(ac)
c)(ba)
a)(c &)
zb
(z
zc
y
) )
a)(z 
b) {z
c)
= 0,
we
a
while
b, c, fi, fi', 7,
= 0,
= v fi, + 1)
0,
= v fi,
way
that
2
y tend
to infinity in such a
2/*
fi
remain
finite (their
sum being
while
yy  $b fifi'
2ifi,
y,
\
7'
We
2ifi,
fi,
limPJ
~*
vp,
2
z\,
J
lvfi,
where
7,
fi,
7,
 M + i V{0* + ) + tf
is
(
2
}
0,
ifi,
fi,
oo,
J
limP<
"*"
vfi,
y,
z\
)
ivfi,
fi,
y,
as before.
is
scheme
for
(z)
0,
qo,
4a&
0,
lim
pj
\v
a\v,
fi\v,
zA.
J
ilZl)
those which have
Note.
It
[% v>
v+lafi.
Olbricht has given other schemes but they are of no great importance and
now been
whose solution
may be
when the
zero.
invariants
g2 and g3
made
to tend to
CHAPTER VI
INTEGRAL REPRESENTATIONS OF BESSEL FUNCTIONS
6*1.
In this chapter we
and Bessel's integral ( 22). By suitable choices numbers of elegant formulae can be obtained
also be applied in
which express Bessel functions as definite integrals. The contour integrals will Chapters vu and VIII to obtain approximate formulae and
Jv (z) when
z or v is large.
It happens that the applications of Poisson's integral are of a more elementary character than the applications of Bessel's integral, and accordingly
we
shall
now study
which we
Poisson's
The simplest
of the formulae of
33
is 3'3 (4),
a single exponential under the integral sign, while the other formulae contain
circular functions,
shall
which are expressible in terms of two exponentials. We therefore examine the circumstances in which contour integrals of the type
r
e izt
J a
Tdt
it is
not of
of
z.
z,
The
result of operating
differential operator
V,, defined
b
in 3*1, is
as follows:
V,
izt
Tdtl
= z v+i
izt
lzt
T{\h
dt
b
(2i/
izt +1 1) iz j e
Ttdt
= iz"+
*
T (t* 
1)1
+ iz+*
e izt \{2v
1) Tt
 ^ {T (i 2
1)}1 dt,
Math. Ann. i. (1869), pp. 473 485. The discussion of the corresponding integrals for Iv(z) is due to Schlafli, Ann. di Mat. (2) i. (1868), pp. 232242, though Schlafli's results are expressed in the notation explained in 415. The integrals have also been examined in great detail by Gubler, Zurich Vierteljahrsschrift, xxxm. (1888), pp. 147 172, and, from the aspect of the theory of the linear differential equations which they satisfy, by Graf, Math. Ann. xlv. (1894), pp. 235 2C2 lvi. (1903), pp. 432 444. See also de la Vallee Poussin, Ann. de la Soc. Sci. de
and
K v (z)
140143.
61]
INTEGRAL REPRESENTATIONS
integration.
161
by a partial
if T, a, b
= (2v + l)Tt,
izt
T(t2 l)
= 0.
is
a constant multiple of
I)"  *,
and the
t
latter
either so that
initial
it is
shews that we may choose the path of integration, a closed circuit such that e izt (t2 l) v+i returns to its
e
izt
value after
(&
l) v + i vanishes
at each limit.
A
t
contour of the
first
type
is
=1
clockwise.
And,
if
we suppose
is
+ coi and
1,
1 counterclockwise (Fig. 1
and Fig.
2).
If
we take
a, 6
1, it is
Fig. 1.
Fig. 2.
R(v +
> 0, and we
(t
2
function
the phases
and
1 to
1.
We
therefore proceed to
/(1+,
1)
z"
e (a  1)"* dt,
z"
eizt
(t*
 1)* dt.
at
* It is supposed that v has not one of the values \,\,\\ 1, and both integrals vanish, by Cauchy's theorem.
...;
162
[CHAP. VI
It is to be observed that, when R (2) > 0, both integrals are convergent, and differentiations under the integral sign are permissible. Also, both
v.
first
we
expand the integrand in powers of z, the resulting series being uniformly convergent with respect to t on the contour. It follows that
/"(1+.1)
00
zu
Ja
2
J*(Pl)'*dt= 2
m=o
or
;m z Vrm,
an odd function of t according as m is even or odd; and so, taking the contour to be symmetrical with respect to the origin, we see that the alternate terms of the series on the right vanish, and we are
then
left
t"
J
J* (t* a
1)"* dt = 2
= 2
on writing
u
is
t
;a
t* (t2
1)"* dt
Jo
,(1+)
'
w o
(2m)
,
!
u"i(ul)*du,
Jo
= <Ju;
u and u
vanish
when
To evaluate the
integrals
R(v + %)>0;
from
to
1
the contour
going from and on the second part, returning from where, in each case, the phase of 1 u is
1 to 0,
we have we have
zero.
** (u
1)"*
Jo
du
= =
{(
. 2t COS
 e<" '}
n
/
um l (1  )" du
'
.
Jo
Z>7T
Now
(1+
are analytic functions of v for all values of v) and so, by the general theory of analytic continuation*, this result, which has been proved when (v + ) > 0,
v.
Modern Analyst*,
55.
The
it
when
+ )~0,
Jo
which
is
++J Jo
(>,
+ n + i)um*
{M
1)
v+ M i.
then expressed in terms of an integral of the same type in which the exponent of
61]
INTEGRAL REPRESENTATIONS
for all* values of v,
oo
163
Hence,
r(l+, 1)
J
(\m z v + *m Y( m
</ (z).
a.
1\
l)
mo (2m)!r(j/+m +
is
j.
w  ^"ty /r

and
Next let us consider the second type of contour. Take the contour to lie wholly outside the circle 1 = 1, and then (t 2 l)" i is expansible in a series of descending powers of t, uniformly convergent on the contour thus we have
1
m=o
(
and
lies
between
it and + ^tt.
i')
Assuming^ the
/(i+,i+)
J<*>i
we have
zy
TVA
Am\ r(i+.i+)
V)
J
oot
m Q Wil (
But
J
oo i
aa
exp ia
where a
is
Hence
,J
r
*><
'
1+)
* <*  1)'
s *  ,o
"
r(
v)
h
1 1)
to express
T (2m
2i>
1) in
terms of
* If v
J
is
way
u= 1.
/
'

t
its
To
justify the
A'.
tzt
dt
is
convergent
let
 l)" it follows that, wheu we independent of t, such that the remainder an integer We then terms of the expansion does not exceed e/K in absolute value when M ^ after have at once
value be
^
number
e,
we cau
find
cot
aud
sum
Cf.
of
an
infinite series.
1215.
Modern Analysis,
164
Thus,
[CHAP. VI
R (z) >
and v + %
is
Next consider
(1+.1+)
eizt
{t*iy*dt,
J oo
of z which
is
exp (  1*>)
when
\ir +
and,
if
fyrr
+ co;
 J
arg 2 < 77, the contour can be deformed into the second of the two contours just considered. Hence the analytic continuation of J V (z) can be defined by the new integral over an extended range of values of arg z; so that we have
z
is
(3)
J*(')~
giving
co
r^\,>" n7V/'(i+,i+)
f
\j?rm
.1Tl
X \%)
f ociexp(Ju)) J
**ViY*dt,
\ir
\ir + to tr
and
co.
By
for
a suitable value*,
we can
and
it.
3,
\/ /\
Fig. 3.
in
which
By
it is supposed that the radii of the circles are ultimately taking each straight line in the contour separately, we get
made
indefinitely small.
J> {z)=
T{
K^n\)
ei
[/I
+
"
' sni(v ~
h)
(1
^" *
i
Je * e3rC4
1
J)
(1
 #)\
dt
izt e Hi>l)
(\t*yl dt
e*t
e^CV (lPyh dt
(1
+
* If
I
f*
e* **(" i)
 t*y~i dt~]
*),
w be
I
sentation of
J v (z)
an appropriate value (greater than any preassigned value of arg z may be obtained.
a repre
611]
INTEGRAL REPRESENTATIONS
bisecting the third path of integration
t,
165
by
it,
On
and replacing
is
t, t,
it
respectively,
we
J V (z), due
for
Jv (z)
S
the formula
" f jo
J_ v (s)=
2{
mvn
e'til
+ ttyhdt+f'cosizt + v^.ilfiyidt],
Jo
it is
and,
if
found that
'VTb$&l[fl'*<*< 1
 f>rl
*K'
it
rm,:l+ *r ~ >
*l
a formula which was also discovered by Gubler, though "Weber t in the case of integral values of p.
After what has gone before the reader should have no difficulty in obtaining a formula
closely connected with (1),
namely
(6)
*w r *k^/>ir.~>.*
it is
in which
t2
vanishes
when
is
on the
real axis
i
on the
right of t\.
6*11.
Taking R (z) > 0, let us modify the two contours of shewn in Figs. 4 and 5 respectively.
Fig. 4.
Fig. 5.
By making
those portions of the contours which are parallel to the real xxxm.
(1888), p. 159.
* Ziirich Vierteljahrsschrift,
t Journal fUr Math, lxxvi. (1873), p. 9. Cf. Hayashi, Nyt Tidsskriftfor Math. xxni. b, (1912), The formula was examined in the case v=0 by Escherich, Monatshefie fiir Math,
(1892), pp. 142, 234.
und Phys. m.
166
axis
[CHAP. VI
we
0)
J.{z)
2ttiT(i)
d+)
e
izt
(t
l)"i dt
+
J
e izt (t2
1+ooi
iyi dt
_J l+i
(2)
J _{*)
2 7nT()
r(i+)
e
.'
rzt
(t
f(i+)
I)""* dt
+
J
eizt (t2
1+ooj
 1)** dt
l+ooi
In the
first
result the
t
2
the phase of
1
is
to
be
manyvalued functions are to be interpreted by taking at A and to be + ir at B, while in the second the
phase of
t
at
and
is
it
at B.
in
t
1
To avoid confusion it is desirable to have the phase of t2 1 interpreted the same way in both formulae; and when it is supposed that the phase of
is
1
(3)
+ 7r at
is
by
J.(*)1
2r(i)
/(i+) d+)
e
J 1+ooi
izt
(t
1)"* dt
f(i)
e
J 1+ooi
izt
i
+ e~ vin
(t
1)"* dt
J
2
In the
1
(2),
has
On
(4)
3'61
we
see that
T(\v).(\z
y[^
(5)
unless v
is
(1)
and
We
value
and
when
v has
an integral
HJ
(z)
lim
HJV
(z)
dt
and similarly
for
Hn
(z).
612]
INTEGRAL REPRESENTATIONS
167
(5)
As in the corresponding analysis of 6*1, the ranges of validity of (4) and may he extended hy swinging round the contours and using the theory of
Thus,
analytic continuation.
if
have
Z)V
*""
(6)
(z)
T(
*~rn?
f
" 1_)
(*
W*
dt '
while, if
(7)
gw(#)B E fl^y):
7r * * <.)
^(^i)"*^
*exp(t)
lies
(7),
the phase of z
between
\ir + <u
and
H^ (z) when
s has
2tt,
and of
{z>
(z)
when arg
If co be increased beyond the limits stated, it is necessary to make the contours coil round the singular points of the integrand, and numerical errors are liable to occur in the interpretation of the integrals unless great care is taken. Weber, however, has adopted this procedure, Math. Ann. xxxvn. (1890), pp. 411 412, to determine the for
HM
V
 z),
HW
V
 z)
with
HJ (z),
it
V V) (*).
The formula
2i*F
(z)
possible to express
Yv (z) in
terms of loop integrals, and in this manner Hankel obtained the series of 3'52 for Y(); this investigation will not be reproduced in view of the greater simplicity of Hankel's other method which has been described in 352.
6*12.
In the formula 6'11 (6) suppose that the phase of z has any given value between tr and 2tt, and define by the equation
arg z
so that
a)
\ir<fi<
+ @,
\tr.
Then we
shall write
ir
+ fi
/
as
describes the
contour
(1)
and
it
*,"(*)
iTilt
^x*) .Ur^K
+ \iujz
has
its principal value.
vSe* I'l**
t>
f o+i
in \ _ i
1
^)
if /3
du
Again,
be a given
\ir
<
arg z
<
f ir
+ 0.
168
[CHAP. VI
Similarly*, from
where
is
Sincef, by
by restricting
v so that
f 7r 4 /S < arg z <%ti + /3. #_W (*) = "* # (*), it follows that we lose nothing R (v + ) > and it is then permissible to deform
;
oo
for the
integrals taken round a small circle (with centre at the origin) tend to zero with the radius of the circle J.
On
(3)
^(i)
/3
'tf/.
r^(l + )
.
where
may
ff.(,).(l.)
T?
_r
fir
Jt
^^ (!_)
*,,
where
# may
R(v + $)>0,
+ <arg*<lir + .
The results (3) and (4) have not yet been proved when 2v is an odd positive integer. But in view of the continuity near p = n+$ of the functions involved (where n = 0, 1, 2, ...) it follows, as in the somewhat similar work of 6'H, that (3) and (4) are true when v \, f f .... The results may also be obtained for such values of v by expanding the integrands
,
,
z,
(3)
and
(4) ar_e of
Jv (z)
is
These
A useful
^*)~
H<*(,) "
r(y+1)r()
W
( 6) *
W=
t
^
z" 1
{
s^h,,
r"eW.
e
dtf >
To
+ 1 = 6"^
 u), ~ U( ~
 l = 2e
w (1
 iujz).
T{h  v)
is
2
vi,
u)V
~^ i+i^
hdu
1222.
V
6*13]
INTEGRAL REPRESENTATIONS
169
J "Wr(
y +)T(i)Jo
sin+^
cos*
f**
.
**'
to
*
cos (
 vO + \6)
^ cntede
were
R (v + 1) > 0,
that the
expressions on the right are solutions of Bessel's equation which behave in the
is
when
fi
= v, has
89102.
from the aspect of the theory of asympby Brajtzew, Warschau Polyt. Inst. Nach. 1902,
The
nos.
1,
6*13.
integrals.
Some elegant definite integrals maybe obtained to represent Bessel functions To construct them, observe that, when z is positive (= x) and the real part of v is less than \, it is permissible to take a = ?r in 6*11 (6) and to take to =  \ir in 611 (7), so that the contours are those shewn in Fig. 6. When, in addition, the real part
is
of v
greater than
of
it is
manner
to
612)
taken twice while the second contour consists of the real axis from 1 to oo taken twice.
oo
^A'J
Fig. 6.
<rS,\
r,^< l'^
" e^^) f>< (* 2
We
HP (w) = r
#<*> (as)
.{?7fr^ (1
1)"* dt,
=
^~$;$^
(1
 e2 <"i>)
te < (
 l)r~* dt,
611
(7)
by replacing thy t.
170
[CHAP. VI
given by 361
(7).
It follows that,
when x >
(2)
bj* (x)  r
"
/
v
iT{ i
v)
r(i).($xy
f"
J i
11
'ir*
 i) + *
so that
w
(4)
,o\
w " r(i.or(*).(iy
2
(x)
ain (xt).dt
(*
2
=
f <*<*>*
.'i
r<*iOr(*).tt*) F
(*ir**
Of these results, (3) was given by Mehler, J/a*A. Ann. v. (1872), p. 142, in the special case v==0, while Sonine, Math. Ann. xvi. (1880), p. 39, gave both (3) and (4) in the same special case. Other generalisations of the MehlerSonine integrals will be given in & 621.
6 "14.
Hargreave and Macdonald.
it is
to
(6)
that
t2
lies
between
and
\n.
and
so,
when
v+i
is
a positive
integer,
we have
r(v+i)r(i)
(1+
When
+\
is
representation of HJV>
not a positive integer, the last expression may be regarded as a symbolic (z), on the understanding that/ (D) (e^'jz) is to be interpreted as
Afci
i
I
M /(it)dt.
*
J i+i
Consequently
(1)
(1)
(?)=
r(v+i)r(i)
,
(l+^)
(i
and similarly
(2)
#<
W  r(+J)r(j) m
+i^ 5Elti22L'
'
so that
<
3>
jr
<
4>
r'Vfi$fmO +Br**T
614, 6'15]
INTEGRAL REPRESENTATIONS
from
(4)
171
The
unless
series obtained
it
terminates; the series obtained in a similar manner from (3) converges only
when R(y)>\.
The expressions on the right of (3) and (4), with constant factors omitted, were given by Hargreave, Phil. Trans, of the Royal Soc. 1848, p. 38 as solutions of Bessel's equation. The exact formulae are due to Macdonald, Proc. London Math. Soc. xxix. (1898), p. 114.
An
v, is
(4).
If
is
any
positive integer,
v
we
v) H W(z) = T ^~ 7rtr ;^
C?/
U+)
f
J
l
(<2l)"l().(l + Z)2)e*<fc
+ o
= ()"r(W)(^
so that
(5)
p
(1+i)2)W
{ti
_ iy  n . iiztdtf
Bv ,_ r(.+t.).) F (1 +i)J).
m^ H^
^
',
w)
kind, and so
(z)} 
^^ = r(y+rV+i) (K
result,
"y
^"
This
v
proved when
;
R (z) > 0,
is
by the theory of
analytic continuation
it
when
in the
= r and
when
xvm.
(1882), p. 338
when
= n+%;
case
= n+%
of Bessel functions)
the result was given slightly earlier (without the use of the notation proof by Glaisher, Proc. Camb. Phil. Soc. ill. (1880), pp. 269271.
based on arguments of a physical character has been given by Havelock, Proc. London Math. Soc. (2) II. (1904), pp. 124125.
6*15.
Iv (z) and
iz,
v (z).
If
i
we take

we
find that,
when
arg z
<
\tt,
2tt.
1
Fig. 7.
4
of the circles
If
we take
R (v + ) >
may be taken to be the contour of Fig. 7, in which the radii may be made to tend to zero. We thus find the formulaf #)r r( (* 2
T" {2) =
*2^r<i)
(1
dt
 ""
+ e3vni )
e~zt (1
 <2)"* dt
* Ann. dt Mat. (2) i. (1868), pp. 239241. Schlafli obtained the results (1) and (2) directly by the method of 61. t Cf. Serret, Journal de Math. ix. (1844), p. 204.
172
[CHAP. VI
and of
Now, from
3'7l (9),
we have
(2)
and so
(
T<MmL'*<
/_, (.)
to say*
*r
 irt
3)
is
_ /.
W = r <**?*"<* .c*"
v
((a
that
(4)
K
K
v
(,)
^j^ffi J"**
(*
 I)""* dt,
a result set by Hobson as a problem in the Mathematical Tripos, 1898. The and args < \ir. The reader will formulae are all valid when R (v + \) > find it instructive to obtain (4) directly from 6*11 (6).
j
6*16.
K
(
(xz).
positive
and z
is
v
77"'
611
(6)
may be
written
in the form
v> _ (xze )^xze n_ H
v
*
(^l)+i
^T(^)
f J +00
\,
the integral, taken round arcs of a circle from p to <x> by Jordan's lemma. Hence, by Cauchy's
may be opened
zt
out until
it
becomes the
2
2
line
on which
R (zt) = 0.
If then
we write
(8) that
= iu,
the phase of
 (u /z ) 
1 is fl
37
*" r (v + ) _ = 2TQ)
(%xz)~ v
r xi z
'
)i,z
f
e~ xzt dt * (* l)" +
2
r (V 4
1)
00 (2z) v f*
_e e" du
(i)
J>(^
^
when
\xz)a;
V (\)
1
] o
(u2
+z
v+ i'
)
valid
R (p + ) ^ 0,
>
0,
arg 2
< \tt
Basset f,
*
K (x)
as the limit of
Chemie,
was examined in the case i=0 by Biemann, Ann. der Physik und 130139. (Cambridge, 1888), p. 19. t Proc. Camb. Phil. Soc. vi. (1889), p. 11 ; Hydrodynamics, n.
The
6*16, 617]
INTEGRAL REPRESENTATIONS
173
a Legendre function of the second kind and expressing it by the corresponding limit of the integral of Laplace's type {Modern Analysis, 1533). The formula
for
Kn (xz)
j
is
zdz
jis
but there
an error
Among
some
on the right in (1) was studied by numerous mathematicians before Basset. these investigators were Poisson (see 6'32), Journal de V&cole Polytechnique, IX. (1813), pp. 239241; Catalan, Journal de Math. v. (1840), pp. 110114 (reprinted with
integral
Serret,
The
Mem. de la Soc. R. des Set. de Liege, (2) xn. (1885), pp. 26 31); and Journal de Math. vm. (1843), pp. 20, 21; ix. (1844), pp. 193210; Sohlonrilch, Analytischen Studien, n. (Leipzig, 1848), pp. 96 97. These writers evaluated the integral in finite terms when v+$ is a positive integer.
corrections,
(1841), pp. 65
Other writers who must be mentioned are Malmsten, K. Svenska V. Alcad. Handl. lxii. 74 (see 7'23) Svanberg, Nova Acta Reg. Soc. Sci. Upsala, x. (1832), p. 232 Leslie Ellis, Trans. Camb. Phil. Soc. vm. (1849), pp. 213215 Enneper, Math. Ann. xi.
;
Glaisher, Phil. Trans, of the Royal Soc. clxxii. (1881), pp. 792 815 J. J. Thomson, Quarterly Journal, xvnr. (1882), pp. 377381 ; Coates, Quarterly Journal, xx. (1885), pp. 250260; and Oltramare, Comptes Rendus de V Assoc. Francaise ' xxiv. (1895), part n. pp. 167171.
(1873), pp.
;
360365
'
The
last
named
writer proved
.
/ cos xu du
o
(u*+z*)*
(~)w
~ iff
i
/e~ xs ^P\~\
\~^fr~)] p=1
~
The former
of these results
equation
cos
Jo
and the
latter is
xu du u*+z2 p ~
.
ire~ xz ^P
2zjp
'
6' 17.
fa J
eia Tdt.
It
may be shewn by
and
so the integral is a solution if T is a solution of Legendre's equation for functions of order v  \ and the values of the integrated part are the same at each end of the contour.
* Proc.
(1903), pp.
198206.
174
If
[CHAP. VI
and end at
taken to be the Legendre function Q_j (t), the contour may start is an acute angle (positive or negative) provided that z satisfies the inequalities
T be
T
it
is
possible;
is
but the
at
= 1
(when
not an integer)
makes
to 1 as a contour except in
the special case considered in 3*32; for a detailed discussion of the integral
in the general case, see 10'5.
We now proceed
First consider
oo
iexp (tui)
t
t is
=1
at which the
and expand
Q v {t)
in descending powers of
t.
6*1,
that
}
(*)
P Kt) 7rl
,
xiexp(iw)
#* Q.i (0 dt,
and therefore
(2)
J_ r (,) = "*>
S* Q__j (I)
^f^
J o&iexp(i<o)
<fc
vr 1
If
(3)
^f
4* P,_i (0
(ft.
Again, consider
R (t) = a,
that
it is
+ oo Hence * oo i, we find
the integral
a multiple of
(l i
(z).
making
J
*
oo *
exp ( i)
The
relation, discovered
by
Schlafli, is
cf.
Hobson,
Phil.
Tram, of
the
(1896), p. 461.
62]
is
INTEGRAL REPRESENTATIONS
(z).
175
a multiple of Zf(2)
(4)
^
9
a,
<*)
(5)
H
J5Tr
(z)
WJrm  W ra
'
v
From a consideration
I
of (1)
it is
**Q.Mdt,
e'*
& (*> dt
>
Schlafli's relation,
(#) from
^^
(l*\i
**<" + >
r(l+)
(M
4* P,_ x <fc; V * (0
The
of
+1
instead
is
is
In (5) and (6), arg (t+ 1) vanishes where the contour crosses the on the right of 1, and, in (5), arg (t 1) is ir at that point.
6*2.
We shall next examine various representations of Bessel functions by a system of definite integrals and contour integrals due to Sonine* and Schlaflif. The fundamental formula which will be obtained is easily reduced to Bessel's integral in the case of functions whose order is an integer.
We
integral
1
1 (v
+>
'
+m+
Ittx) _,
in
increases from
(,) 2iri
 ir
to
ir
as
then
no + ) _)m
,t,J
m!
* at"
right; it is
This
is
an analytic function of z
z,
and,
when expanded
in
ascending powers of z by Maclaurin's theorem, the coefficients may be obtained by differentiating with regard to z under the integral sign and making z zero
after the differentiations^
Hence
(Moscow, 1870) ; Math. Ann. xvi. (1880), pp. 929. t Ann. di Mat. (2) v. (1873), p. 204. His memoir, Math. Ann. m. (1871), pp. 184149, should also be consulted. In addition, see Graf, Math. Ann. lvi. (1903), pp. 423432, and Cbessin, John*
* Mathematical Collection, v.
(1895), pp. 20
21.
Cf.
Modern Analysis,
532,
444.
176
[CHAP. VI
*W^n 'pI'sI*
,
and the
latter writer

was the
first
When
it
arg z
< \ir, we may swing round the contour about the origin
real axis.
On
< 2>
writing
\zu,
we then
1
find that,
\tr,
J' = 2S
= e w we
,
(p.
335).
have
j
r oo
+ Bt
e
first
z8inh '
/., (z)
= =.
is
dw,
by
Schlafli.
valid
\ir.
This
the
In this formula take the contour to consist of three sides of a rectangle, as in Fig. 8, with vertices at oo tri, tri, vi and x> + iri.
ni
ni
If
Fig. 8.
4
w

we
write
+
l
iri for
w on
iri,
on the
(4)
lines joining
to
we
^^ J"
known
tz**t
dt>
valid
\tr.
If
if
we make arg z
true
~
\tt,
the
first
is
continuous and,
{z) is
if
to be continuous.
So
(4)
is still
a pure imaginary
R{v)
is positive.
The
second memoir; in that memoir he obtained numerous de. te integrals by be an acute angle appropriate modifications of the contour. For example, if
(positive or negative)
and
if
6'21]
INTEGRAL REPRESENTATIONS
177
may be replaced by one which goes from oo (w yfr) i to + (V + yjr) i. By taking the contour to be three sides of a rectangle with corners at oo {ir ^) i, (ir ^jr) i, (ir + ^r) i, and oo + (tt + yfr) i, we obtain,
as a modification of (4),
(5)
J(z) =
efc^^cos^tfscos^sintf)^
Jo
e "*sin>7r r~
_, ginh ,,^_,
if
JO
Again, if we take ifr to be an angle between and ir, the contour in (3) may be replaced by one which passes from oo {\tr 4 ^r)i to oo + {\tr 4 >fr) t, and
so
we
(6)
find that
J,
(*)
=1
+
provided that

gin (s^gjj
C08
^  $ 1/W  1^)
take
(ft,
arg z
is less
than both
positive
<ty
and
When
(7)
J?
(i)
>
and z
is
(= x),
^. we may
tt
^=
cosh
*
in the last
J (#)=!
I? J
cos
(i/0
 x sin 0) d0 +
I
)
*>* sin
(a?
 Ai/tt) dt.
TT J
Another important formula, derived from (1), is obtained by spreading out the contour until it is parallel to the imaginary axis on the right of the origin; by Jordan's lemma this is permissible if R(v) >  1, and we then obtain the
formula
in which c
positive value
many
of
Sonine's investigations.
Integrals which resemble those given in this section are of importance in the investigation of the diffraction of light
(1899), pp.
;
by a prism see Carslaw, Proc. London Math. Soc. xxx. 121161 W. H. Jackson, Proc. London Math. Soc. (2) I. (1904), pp. 393414; Whipple, Proc. London Math. Soc. (2) xvi. (1917), pp. 94111.
;
6*21.
If
we substitute
62 (4)
for
Y
we
ir
(z)
find that
(z)
= cot vir
cos (vO
cos (v$
+ z sin 8) dO
/>
J o
Jo
/"oo
e t
ZBinht
Cf. Oubler,
178
Replace
[CHAP. VI
it is
found on re
duction that
(1 )
(z)
=
! "sin (z sin
0v0)d0
7TJo
vt ( (e TTJo
+ e~
yt
dt,
a formula, practically discovered by Schlafli (who actually gave the corresponding formula for Neumann's function), which is valid when arg z < \ir.
 \
By means
of this result
we can
evaluate
tjzsinhwiw
r<x>
.
+iri
dw>
9,
TTIJ _oo
%ir
for
we take
and
ni
Fig. 9.
write
t,
i0, t
+
is
7rt
for
we then
see that
the expression
_
J
equal to
Too
.
ytzsmhtfa
+_
fir
/
eHzsiiiOye)
0 +
g vni _
7TI
foo
e vsinh
<ft,
7rl.'o
'"Vo
Jo
and this is equal to Jv (z) + 1 F (s) from formula Hence, when arg z < \tr, we have


(1)
combined with
62 (4).
(2)
{1)
(*)
A
1
feo+iri
e*
(3)
#<*>(*)=
"V *""""^.
811
pp. 327
Formulae equivalent to these were discovered by Sommerfeld, Math. Ann. xlvii. (1896), 357. The only difference between these formulae and Sommerfeld's is a rotation
of the contours through a right angle, with a corresponding change in the parametric
variable; see also
(3)
xvm.
'{1911),
pp.
116.
By an obvious change
(4)
J5T.M (z)
of variable
we may
=A

u> exp ^z (u
o
 ^ du,
(5)
HJ* (*)
.
I
Wo
621]
INTEGRAL REPRESENTATIONS
179
the contours are those shewn in Fig. 10, emerging from the origin and then bending round to the left and right respectively results equivalent to these were discovered by Schlafli.
;
Fig. 10.
[Note.
There
is
no
difficulty in
v,
in view
cf.
6*11.]
proceed to modify the contours involved in (4) and (5) to obtain the analytic continuations of the functions on the left.
If
o> is
We
an angle between
tr
and
rr
such that
to
(6)
HW
r
(*)
= .
1
/>
exp hz ( u  )
exp ()*
(
du,
and
/
is")
(7)
^"WsL,,.
^p{*.(J]
left
du,
the contours being those shewn in Fig. 11 and Fig. 12; and these formulae
give the analytic continuations of the functions on the
Fig. 11.
Fig. 12.
to
and
o>
value
between* v and

I
ir.
would
180
[CHAP. VI
by replacing
why w \iri
it is
H^
v
(Z)
g^vwi foo+Jirt
re TTl J _aoJiri
i*coshvu>
fa
/"oo+Jiri
TTl
Jo
j'ao
eizcosh
v>
cogh vw dW)
(9)
(z)
= ^\
Wl
p\vni
^iri
eizcoshu>*w
dw
J ao+tni
=
provided that arg z
 \
Qghrxi
:
( Jtt*
e
izcosh w
^h vW
^ Wj
7rt
Jo
< \tt.
by taking z
positive
Formulae of
(=#)
in (6)
and (7)
and
take
lemma
(to circles of
large
and small radius respectively) shews that, in such circumstances, we may = %rr in (6) and to = \tt in (7). It is thus clear, if u be replaced by
that
HJti (x) =
p\vai
ie l ,
(10)
^7T?
foo
eixcoahtH fa
J_oo e
=
<ft
OgJnrt
.
Too
/
Tt
ecosh t
cogh
<ft,
JO
^r"TTl
/
(11)
H (x) = r\ Wl
v
a;
 ixcoah 
f
itf
<ft,
J oo
7o
>
and
1,
we have
cosh
i/tf .
Jv (x) =
2 r  j sin (x cosh 2 r
I
i>7r)
dt,
(13)
(x)
(cf.
cos (# cosh
vtt)
cosh vt.dt;
TTJo
and, in particular
/ta\ (14)
/, .
6*13),
*<*>; j, v^T)'
TT
,
.
2 fsinarf.<ft
(15)
f " cos #
<fo
when we
The
^'"iJ.W^U'
replace cosh
t
by
two formulae are due to Mehler, Math. Ann. v. (1872), p. 142, and Sonine, Math. Ann. xvi. (1880), p. 39, respectively ; and they have also been discussed by Basset, Proc. Camb. Phil. Soc. "in. (1895), pp. 122128.
last
slightly different
(1901), pp.
369384;
if
we
write
x=2
y/(ab),
xt=au+b/u, we
find that
(16)
f"
The reader
n (+)
/"
^= "A {2 J{ab)}.
from the formula
,.
rf
Note.
n i cos0)=as (
(1).
sin (
^^
+ )*
183192.
622]
6*22.
INTEGRAL REPRESENTATIONS
Integrals representing
181
Iv (z) and
(z).
The
due to
cussion of
Iv {) and
t)
Schlafli*,
function F(a,
his results
The
analysis of
62
is
/<> (

&L'*(' + s)*
\ir,
*(*
f
1)}
du
foo Hri
(3)
/ (z)=er.
(2)
^coshwwr fa
ITTIJ aani
The formulae
at 00
(4)
and
if
R(v) > 0.
in, tri,
in, 00
+ iri,
it is
found that
/,(*)*
ifV^'coBi/tfcW^^f
ttJo
***cft,
jo
so that
/_.(*)/,(*)
= ^52^ f V^'coshitf.cfc, T Jo
=
I
\tr,
(5)
jBT.,
(z)
e"osh * C osh
i><
<ft,
From
we can evaluate
ezcoshwvw
foo+irt
fa
\ir.
For
it is
/*oo+irt
/ iri
J
roo+irtl
escoshto^afo^
^"n"* I
+
0O1T*
gzcoshwrv, J
ATTIJ OOTrt
(../
JoOlrt)
raoiri
= 5
ezeoshwvw
Too
ATTIJ a> w i
gviri
^w + /^ (^
= 5.
e*cosh* dt
+ jv (^
(2) v. (1873),
pp.
199205.
(2) v. (1873),
pp. 199
201
this formula was used by Heine, Journal which reference was made in 5*72.
;
fiir
182
[CHAP. VI
and hence
(6)
2ttc
2i sin vtt
Again,
we may
(7)
K
1 j
(z)
= ^r
e *cosht,.t dt}
621,
expJ
(8)
K, <*)
7r
^
I / Oexpt'u
\z (u +
\\ du,
and
\tt
+ a>.
 " 1
f
/
e"" /_ (*)
valid
 e~ vwi Iv (z)
sinv7T /""expOrult
Jx")
J Oexp (+)
exp Us ( u
(
+  )\ du
tt/J
this
is
when
for
^7r
+ eo.
The contours
respectively.
Fig. 13.
Fig. 14
Further,
tion in (8)
when
is
positive
(= x) and
may
;
imaginary axis
K* 0*0 = i r_ *"**
so that
 \ix
(v
dv,
(10)
(x)
= lefc"* f
j'*
J ao
v,
<
(*)=*J*'
<ri*sinht+,t
(fc i
6*23]
INTEGRAL REPRESENTATIONS
these results
183
From
(12)
so that
we
see that
.
2 cos  mr
K
^
/oo
(x)
e**sinh t cos h vt
^
.
(13)
(x)
=
all
cos
(a;
sinh
t)
COSl/7Tj
cosh
j/
dt,
valid
when x >
and
1.
may
be observed that
if,
in (7),
^ze t
we
find that
(15)
jr.WK^^expjr^}^,
R (z2 > 0.
The integral on the right has been studied by numerous mathe) among whom may be mentioned Poisson, Journal de VEcole Polytechnique, ix. (cahier 16), 1813, p. 237; Glaisher, British Association Report, 1872, pp 1517; Proc. Camb. Phil. Soc. in. (1880), pp. 512; and Kapteyn, Bvll. des Sci. Math. (2) xvi. (1892), PP 4144. The integrals in which v has the special values \ and f were discussed by Euler, Inst. Calc. Int. iv. (Petersburg, 1794), p. 415; and, when v is half of an odd
provided that
maticians,
integer, the integral
I.
(Paris,
Journal fur Math. xxxm. (1846), pp. 268280. The integral in which the limits of integration are arbitrary has been examined by Binet, Comptes Rendus, xn. (1841), pp. 958
962.
6'23.
type.
The
integrals
f"
I
a?
sin
sin
P"
t
f*
dt,
a?
cost. cos
f.
dt,
Ja
Jq
in
of
which x > 0, 1 < R(v) < 1, have been examined by Hardy f as examples Du Bois Reymond's integrals
f(t)*
/, o
m t.t~*dt,
By constructing a differential equation
cos
in
which f(t)
oscillates rapidly as
* 0.
Hardy succeeded in expressing them in terms of Bessel but a simpler way of evaluating them is to make use of the results
*
of
^621,
622.
(1881), p. 182.
51.
184
If
f"
I
.
[CHAP. VI
replace
.
by x&,
dt
it is
clear that
(a?e*)
2 a?
sin
sin
f'
.
= x" __
f
I
sin
JO
_
1
sin (xe~ l ) e vt dt
.
in
fgitzcosht
g 2&ccosht
girfzsinht
g2tassinhtJ
git
fa
./
00
=  \af [Trie*!! (2a?)  Trie* H^\ (2x)  2er** Kv (2a?)  2^"'* #_ (2a:)],
and hence we have
(1)
/
sin
sin
JO
%
t
"K2

?\ A = 4sini/7r
.
(2a?) [/ L
and similarly
(2)
lob
f
cos
r
eft
"ITT"
,
,
(X (2a?) 
When
(3)
sin*sin^.^ = 7ry
Jo
it
t
(2a?)
+ if
(4)
r Cos<cos^.^=iTrF
Jo
t
(2a?)
Jfir
(2a?).
6*24.
curious extension of Jacobi's formulae of 2*2 has been obtained in the case of J {x) and Jx (x) by Theisinger, Monatshefte fur Math, und Phys. xxiv. (1913), pp. 337 341 we shall now give a generalisation of Theisinger's formula which is valid for functions of order
where
If
\<v<\.
is
it is
j9
<
X) =
flf)"
+
Now
2
(y
(l
_ g oxsinfl
 ix cos 0)
sml1
ft
'
(*jzl!*f* "^
2f
*'
where the contour passes above the origin. Take the contour to be the real axis with an indentation at the origin, and write z= tan < on the two parts of the contour; we thus
find that the last expression is equal to
exp(cmcot<6) y ^
Jo
sin(.rcot<)
,
,.
,_..
+ .[**
J
o
 eXl (a
sin
;
(.r
cot
j.
^
<)
^r ^sin<p
d<b
</>)
sin
<*tan v
i.
W ^ .ecot<j>\ ^sin0
2
.
=4
,
r**
I
sm
/i
j\
/i
f vir)
<f>
sin
.
(.r
tan
i<A)
rf<
* In Theisinger's analysis, a is
an even
integer.
6'246'3l]
and therefore
INTEGRAL REPRESENTATIONS
185
r(y+
(1)
^ J
2 +
/
A.) [
**
e .in C08
(p
cos 6) sin*"
0d0
/**"
Jo
/i
d>)
j\
.sin (a? tan Ad>) ,,, /i AJ cot8 " d> cos (4<m; cot <b  vn) r^.
vi
sm (j;cotd))
^~
^sind)
^^
dd>
The transformation fails when v >, because the integral round the indentation does not tend to zero with the radius of the indentation. The form given by Theisinger iu the case v = \ differs from (1) because he works with 33 (7) which gives
r(j)r(j)
(2)
Zr a
{*)
2 6) sin
""2
6 cos 6d6
,,_.,,
'
+4
provided that \
f**
/
2 ?Z cot "
d>
r~
cW>
<v<
the integral representations
6'3.
2%e equivalence of
of
K
v
(z).
obtained in
Three different types of integrals which represent 6'15 (4), 622 (5) and 616 (1), namely
(z)
'
(,,
'ifrr
=
Jo
f
e~*
{t *~
iy ' h dt
e zcoaht
cosh vt.dt,
.
^T(J)
The
equality of the
first
by
Schlafli*; but Poisson proved the equivalence of the second and third as early as 1813, while Malmsten gave a less direct proof of the equivalence of the
We
6*31.
Scklq/li's transformation.
We
pp.
first give an abstract of the analysis used by 199201, to prove the relation
Schlafli,
Ann. di Mat.
(2) v. (1873),
r
which
arises
v (2),
and which
convenient
may
at
We have, of course,
first
R(z)>0 to secure
convergence, and
it is
to taket
<R(v)<l.
(1837), pp.
* An earlier proof is due to Kummer, Journal filr Math. xvn. much more elaborate than Sclilafli's investigation.
228
242, but
it is
The
W.
R {)
either
186
[CHAP. VI
Now define
by the equation
Ji
'
(*0 r
'
where x >
and then,
if
t=x  (x 
1) ,
we have
on expanding the
Replacing
x by
cosh
6,
we
see that
Ji
so that, by a partial integration,
(coah 6
ty
v r($)
'
2"
= 7^
, r(li') Jo
tf'w'MtfsuihdcM
dtdx
w=i)l'!'"^r*r(ir)Ji
J/
'
1}
*(*<)*
1}
r(i0 J, J.*
('
the inversion of the order of the integrations presents no great theoretical difficulty, and the transformation is established.
6*32.
Poisson's transformation.
The
~^
ft_
I>+*)(2*)"
r cos(*M
)rftt
due to Poisson* Journal de VEcole Polytechnique, ix. (1813), pp. 239241. The equation true when argz<r, x>0 and R(v)> , but it is convenient to assume in the course of the proof that R (v) >  and arg z < w, and to derive the result for other values of z and v by an appeal to recurrence formulae and the theory of analytic continuation.
is is
 
If
we
replace
it is
sufficient to
prove that
,.
f coa(xu)du
4r(A)
,,
,,
632, 633]
INTEGRAL REPRESENTATIONS
is
187
Now
r
equal to
s"i exp
Jo Jo
s 2
<v,..n )* + i +*2
.
dtdu=
Jo Jo
/OO
o
/"OO
I
{exp (
 2) cos #m dv)
.
exp ( ss2 )
ds,
Jo
of the integrations*.
when we
write
Now
and so we have
y o
r(v + ^ )
/o"^Spi ==ir(*
result.
'"
IeXp{
/o"'
^ i
<i8
v(2z])"J
It is evident that
for modifying
r
is
is
jf  a2 .*~ B
dx.]
/;
6*33.
Malmsten's transformation.
in proving that,
R {?)>
i,
1Y X)
 idt
ah
not so direct as the analysis of 6*31, 6*32, inasmuch as it involves an appeal to the theory of linear differential equations. It is first shewn by Malmsten that the three
expressions
*d^V v  l) dx XZ
and that as x*~
that
2 <*
^ d
9
'
+ oo
the third
is
(**)
while the
R (v) > 0.
first and second are bounded, provided and third expressions form a fundamental system
S <*>*'*
t
Bromwich, Theory of Infinite Series, 177. Svenska V. Akad. Handl. lxii. (1841), pp. 6574. X The reader should have no difficulty in supplying a proof of
A'.
* Cf.
this.
188
[CHAP. VI
and the first is consequently a linear combination of the second and third. In view of the unboundedness of the third as a?^+oo, it is obvious that the first must be a constant
multiple of the second so that
(cos xu)
du
C,
/;
where
V is
independent of x.
To determine
so that
r()r(i)
^cryv)
Z**
'
2z*T(v+$)
follows,
when R(v)>0,
if
we use the
duplication formula c a ?
Gamma function.
consequence of Malmsten's transformation
;
An immediate
gtt
.'
'
is
that
7o
expressible in finite terms
for it is equal to
(*+82 r
is
ni
(2^)(2nm
1)
*
(2s)"*(l)! m=0
m.'(rarol)!
This method of evaluating the integral is simpler than a method given by Catalan, Journal de Math. v. (1840), pp. 110 114; and his investigation is not rigorous in all its stages. The transformation is discussed by Serret, Journal de Math. vnr. (1843), pp. 20,
21;
ix. (1844),
pp.
i.
193216;
[Collected Papers,
(1889), p. 313.]
6*4 Airy'8
integral.
The
integral
cos
(<*
Jo o
act)
dt
which appeared in the researches of Airy* "On the Intensity of Light in the neighbourhood of a Caustic" is a member of a class of integrals which are
The integral was tabulated by Airy by quadratures, but the process was excessively laborious. Later, De Morgan f obtained a series in ascending powers of ar by a process which needs justification either by Stokes' transformation (which will be explained immediately) or by
expressible in terms of Bessel functions.
Tram. Camb.
402.
/:
but this
is easily reduced to the integral given above. t The result was communicated to Airy on March 11, 1818
;
see Trans.
(1849), pp.
595599.
;
48.
6'4]
INTEGRAL REPRESENTATIONS
satisfies
189
as!
**<>,
and he
values of
As was
observed by Stokes
;
to Bessel's equation
cf.
= 3. The expression
first in
was published
Vereins in dnruibruck,
xxm.
15,
and
later
by
617.
Subsequently Hardy, Quarterly Journal, xli. (1910), pp. 226 240, pointed out the connexion between Airy's integral and the integrals discussed in 6*21, 6*22, and he then
(.10*2
10*22).
To evaluate
Airy's integral J,
we observe
exp (***
that
it
ixt) dt.
\r.
Now
The
consider this integrand taken along two arcs of a circle of radius p with
p,
*
oo
hence,
(<*>
xt) dt
co
expert
Jd
exp (?
ixt) dt
Zjooexpfiri
Ti
=\
~
I* {^
Jo
the contour of the second integral consists of two rays emerging from the
origin
rays.
is
on these
Now,
may be shewn
that
exp(T +
/,
* Trans.
^a!T)dT=
2
w=0
; 
T*exp(T)<*T,
.'o
166187.
pp. 329349.] See also Stokes' letter of May 12, 1848, to Airy, Sir G. O. Stokes, 160. Scientific Correspondence, n. (Cambridge, 1907), pp. 159
Memoir and
+ For other occurrences of these functions, see Rayleigh, Phil. Mag. (6) xxvm. (1914), 609619; xxx. (1915), pp. 329338 [Scientific Papers, vi. (1920), pp. 266275; 841349] on stability of motion of a viscous fluid; also Weyl, Math. Ann. Lxvm. (1910), p. 267, and, for
pp.
is
toe. cit. p.
150180.
Series, 176.
190
[CHAP. VI
and so

cos
(<*
Jo
+ ~
art) eft
'?
m =o
ml
Jo
( t*) dr rm exp r\
/
"*
This
is
Uomir(m + )
De
Morgan.
+ **
mt.iti!r(m + )J
the series on the right
When
we
is
to be taken to be positive)
(i)
I/,
d$) + a $%)]
(2)
6*5.
Kummer's formula
of 442.
 T (2m  s)
at s
{izy
is
 2m + r, where
is
= 0,
1, 2,
.
. . . .
This residue
(iar)
lm+r/r
!,
so the
sum
of the residues
( ) m zim e~ iz
J ^ Z)e
if
27ri\ntoJoo
2.m\r(p + m +
1, 2,
aS
l)
'
It
may be
verified,
by using
Now suppose that R (v) > \, and choose the R (y + s) > $. When this last condition is satisfied r ( 2 m  g> 5 .m!r(i/ + w + l) =o2 m
2r'l
contour so that, on
the series
it,
is
r <*)
wt l.l
l..
r()l> + j + t)
559562
;
694700, 792799.
t Mellin has given a summary of his researches, Math. Ann. lxviii. (1910), pp. 305 337. X Gamb. Phil. Tram. xx. (1908), pp. 270 279. For a bibliography of researches on inteRraU of this type, see Barnes, Proc. London Math. Soe. (2) v. (1907), pp. 59 65.
'
6*5]
INTEGRAL REPRESENTATIONS
If therefore
191
we change the
order
_<*
l0+)
r()r( y + +
).(irr<to
The only poles of the integrand inside the contour are we calculate the sum of the residues at these poles, we
at 0,
1, 2,
When
find that
so that
(1)
^
is
( ^ )e
 =
_(ML F
i
(I
i; 2iz),
which
(2)
Rummer's
relation.
{
In
like
M*) *= r *+ x yK ( +
2"
l;
2iz).
These formulae, proved when B(v) > , are relations connecting functions of v which are analytic for all values of v, and so, by the theory of analytic continuation, they are universally true.
It is also possible to represent Bessel functions
by
integrals in which no
exponential factor
is
involved.
To do
this,
we
r(*>r ()(!)'+
qua function of s. It has poles at the points
5
= 0,
is
1, 2, ...;
 v ,v+l,v + 2,
(~)m (^Y +Sm
....
The
residue at s
iri
sin vnr
'
ml r
(v
+m+
1)
= v + in
iri"
is
sin V7r
ml T
(v
+m+
v
'
1)
so that
(3)
7re4<" +1 >'rf
H (z) =  2^.
v
T (
 s) T ( s) (^iz)"^ ds,
irew H
w ( z)
start from
+ oo
\
When
arg iz
<
<
\tt
may
oo i
and end at
oo
i.
If
we
we
find that
c+ l
(5)
7re*<" +1 "*
r ( _ _ ,) r ( *) (ii>)' +M ds,
Infinite Series, 176.
caoi
* Cf
Bromwich, Theory of
; ; ,
192
provided that argiz

[CHAP. VI
(6)
vJW H

o)
( z)
= L r
frm]
e+x>%
r (_ _ S ) r ( s) ( \%zy*~ ds,
is
coot
exceeding jR
(v)
is parallel
There is an integral resembling these which represents the function of the and the argument first kind of order v, but it converges only when It (v) >
of the function
is positive.
The
integral in question is
'.K,$g&*>
and
it is
way
the reader
when
is
large
is
0(\s ~* 1 )
6*51.
By
Gamma
function
we may
write
m UJ
Consider
now
the integral
1
_ *l.
Ziyir
in
I"
J _aot
r(8)r(2p8)r(p + 8 + i).(2igyd8,
periodic in
which the integrand differs from the integrand in (1) by a factor which is It is to be supposed temporarily that 2v is not an integer and s. that the path of integration is so drawn that the sequences of poles 0, 1, 2, ... 2v, 1 2v, 2 2i/, ... lie on the right of the contour while the sequence of poles v \, v~\, v \, ... lies on the left of the contour. In the first place, we shall shew that, if arg iz < f ir, the integral taken round a semi \
circle of radius
for, if s
= pe**,
v
<x>
'
'
and,
by
1
Stirling's formula,
~ pe
i9
log (2iz)
^ log (2tt)
and the real part of this tends to co when ^7r<6<\ir, because the dominant term is p cos 6 log p. When is nearly equal to 7r, sin sir is comparable with \ exp [pir sin 6 and the dominant term in the real part of the logarithm

j)
is
.
p cos 6 log 2z

and
this tends
p sin $ arg 2iz pcosd log p + pd sin 6 + p cos 6  2p7rsin &\ arg iz < \w. to  <x as p * oo
if*
j j
6*51]
INTEGRAL REPRESENTATIONS
s times the integrand tends to zero all along the semicircle,
if
193
Hence
to pass
the semicircle
is
and so drawn so as
is
not an
 ^rJLi^/tr j
may be
contour.
Pr
oof
(
r (
2*
 ) r (* + + j)
^y
ds
The
residues of
r(s)r(2vs)r(v+8 + i).(2izy
at s
and
= 2v + m
are respectively
7T
ein2inr
_
'
tt_ r (sin2*"7r
v + m + \) (2iz)+m mlV(2p + m + l)
.
and hence
_(2z
p r(s)r(2vs)T(v +
+ l).(2iz)ds
+
sin 2v7r
'
It follows that,
(2)
when
j.argiz
< f ir,
B.*to
rn~' mi r>Mr
rrrt
x ["* r()r(2v)r(i +
J oe
f).(2w)<fo
>
and
similarly,
(3)
*,(*)
i*>n)
cog
(,.)
^2^)"
7T*
*r
r()r(2v*)r(i/+s + ^).(2wyrf*.
The restriction that v is not to be an integer may be removed in the usual manner by a limiting process, but the restriction that 2v must not be an odd integer cannot be removed, since then poles which must be on the right of the contour would have to coincide with poles which must be on the left.
CHAPTER
Approximate formulae for
ill
VII
Jv {z).
In Chapter
cases
z1
is
argument z, multiplied in some by log z. These series are well adapted for numerical computation when since the series not large compared with 4 (v + 1), 4 (v + 2), 4 (v + 3),
.
converge
such values of
z.
But,
initial
when
is large,
the series
approximate values of Jv (z) and Yv (z). There is one exception to this statement when v + \ is an integer which is not large, the expressions for J v (z) in finite terms ( 3*4) enable the functions to be calculated without difficulty.
;
The
is
when
is large.
There are
gation
large.
really
the investi
when v is large is very different from the investigation when v is not The former investigation is, in every respect, of a more recondite
it is
vm.
before Poisson 's J"
(x),
was
/ 2
\T
COB
[
U)
<
12
.3 2
"^>t 2l(8^
+
(
l2
.3 8 .5 2 .7 a
4!(8*)'
"j
3 2 52
+ sin(*i7r).j
when x
is
l2
IT
^3^
l2
..
to be regarded as suggestive
from his method of obtaining the dominant term) and ingenious rather than convincing.
is
* Iticerche sulla convergenza delta serie che serva alia soluzione del problema di Keplero (Milan,
1817).
An
1*4.
t Journal de VEcole Polytechnique, xn. (cahier 19), (1823), pp. 350 352 ; see l 6. An investigation of Jv (x) similar to Poisson's investigation of J (x) has been constructed by Gray and

38.
71]
It will
ASYMPTOTIC EXPANSIONS

195
;
be seen in the course of this chapter that Poisson's series are asymptotic has been proved by Lipschitz, Hankel, Schlafli, Weber, Stieltjes and Barnes.
this
It must be mentioned that Poisson merely indicated the law of formation of successive terms of the series without giving an explicit expression for the general term such an
;
W.
R. Hamilton*
for
(cf.
1*6).
(x) is
is
now
usually
Jn (x)~(
(
COS(#
(4n2  I s) (4rt2
f
.
2UMf
,
,
,
~ +(
4n2 
(4n*
 3 ) (4>n*  5
2
(4n 2
7 2)
_
Y\
.
4!(8*)<
sin^^Tri^.jyj^
(42 l 2
(4n 2
l 2)(4n2 3
)(4n2 5 2)
gy^^
L +
...JJ
These expansions for J (x) and Jx (x) were used by Hansen for purposes of numerical computation, and a comparison of the results so obtained for isolated values of x with the results obtained from the ascending series led Hansen to infer that the expansions, although not convergent, could safely be used for purposes of computation .
Two years before the publication of Jacobi's expansion, Plana had discovered a method of transforming Parse val's integral which placed the expansion of / (x) on a much more satisfactory basis!". His work was followed by the

researches of Lipschitz**,
first
asymptotic expansion of Jo
tion
;
with the aid of the theory of contour integraLipschitz also briefly indicated how his results could be applied to Jn (z).
for
Jv (z)
and
v (z),
* Some information concerning W. R. Hamilton's researches will be found in Sir George Gabriel Stokes, Memoir and Scientific Correspondence, i. (Cambridge, 1907), pp. 130135. + Ermittelung der absoluten Storungen [Schriften der Stermoarte Seeburg], (Gotha, 1843),
pp. 119123.
is
t Astr. Nach. xxvm. (1849), col. 94. [Get. Math. Werke, vn. (1891), p. 174.] obtained by making the substitutions
Jacobi's result
^/a.8ln(*iiiJ)=:(l)*" (
in the form quoted.
a note by Niemoller, Zeitsehrift fiir Math, und Phys. xxv. (1880), pp. 4448. della R. Accad. delle Sci. di Torino, (2) x. (1849), pp. 275292. expansions of Jv () and IV (z) by If Analysis of Plana's type was used to obtain the asymptotic JVlcMalion, Annals of Math. vin. (1894), pp. 5761. ** Journal fur Math. lvi. (1859), pp. 189196.
See
II
Mem.
+t Math. Ann.
I.
(1869), pp.
467501.
196
[CHAP.
VH
Yn (z)
memoir
Functionen (Leipzig, 1868), just before the publication of Hankel's and the researches of Weber, Math. Ann. vi. (1873), pp. 146 149 must also be
mentioned.
was investigated (and proved to be this result was reproduced, with the addition of the corresponding formula for / (z), by Kirchhoff f and a littleknown paper by MalmstenJ also contains an investigation of the asymptotic
of
(z)
Kummer*
expansion of
(z).
(x),
(x),
(x)
and Kq{x) has been made by Stieltjes, Ann. Sci. de VEcole norm. sup. (3) in. (1886), pp. 233 252, and parts of his analysis have been extended by Callandreau, Bull, des Sci. Math. (2) xiv. (1890), pp. 110 114, to include functions of any integral order; while results concerning the remainders when the variables are complex have been obtained by Weber, Math. Ann. xxxvu. (1890), pp. 404416.
Inst, polyt.
/ (z) and Yv (z), when seem to be most simply carried out with the aid of integrals of Poisson's type. But Schlafli1[ has shewn that a large number of results are obtainable by a peculiar treatment of integrals of Bessel's type, while, more recently, Barnes** has discussed the asymptotic expansions by means of the PincherleMellin integrals, involving gammafunctions, which were examined in 65, 6*51.
is
7'2.
Asymptotic expansions of
shall
H^ (z) and i/

(2)
(z) after
Hankel.
We
now
;

by Hankel ff.
6*12 (3),
namely
valid
7r + j8<
args <
7r
+ jS,
provided that
The expansion
+ $iu/z) v l in descending
powers of
z is
(vj)iu
"*"
2z
+ (,,fr)(f).(^ +
270
*"'
* Journal fUr Math. xvn. (1837), pp. 228242. f Ibid, xlviii. (1854), pp. 348376. t K. Svenska V. Akad. Handl. lxh. (1841), pp. 6574. See the Jahrbuch Uber die Fortschritte der Math. 1907, p. 492.
Ibid. 1905, p. 828. IT Ann. di Mat. (2) ** Trans. Camb. Phil. Soc. xx. (1908), pp. 270279.
II
vi. (1875),
pp.
120.
tt Math. Ann.
i.
(1869), pp.
491495.
72]
ASYMPTOTIC EXPANSIONS
197
but since this expansion is not convergent all along the path of integration, we shall replace it by a finite number of terms plus a remainder.
For
1
all
we have*
{1
J
+ 2z)
J ^TWz)
=0
+ (pl)\{2iz)
tf
I
;
dt
2iz)
It is convenient to take
so large that
satisfies
R {v p \) ^
any
positive angle 8
which
the inequalities
^7TS,
The
effect of this choice is that,
arg*_(7r + ) $ 7r$.
when
>sin8,
arg(l^)
<7T,
2iz
for the values of
t
and u under consideration, and so P~i < e'l 'wi (sin 8)*<"p*> (i _
~Y~
= Ap
say,
where
A p is independent
of
z.
On
term,
+ liu/*)*"*
we
1L1 + jKp
J'
where
2?p is
a function of v,
p and
8 which
is
independent of z.
Hence,
(1) v 7
when R {v  p  f) <
v '
and
R (v + J) > 0, we have
(#>)]
'J
,
when
angle
;
is
such that
function
The formula
(1) is also
valid
when
R (v  p ) >
this
may be
seen by
* Cf. Modem Analysis, 541. The use of this form of the binomial expansion seems to be due to Graf and Gabler, Einleitung in die Theorie der BesseFschen Funktionen, i. (Bern, 1898) pp. 8687. Cf. Whittaker, Modem Analysis (Cambridge, 1902), 161; Gibson, Proe. Edinburgh Math. Soc. xxxvm. (1920), pp. 6 9 ; and MaoBobert, ibid. pp. 10 19.
t Cf.
Modem Analysis,
21.
198
[CHAP. VII
supposing that
R {v p J) >
if
R(? q \) <0;
contained in
[ ]
in (1)
is
then
it
may be
expressed as
terms
sum
p + 1
terms
is
therefore
(z~ p).
i
Hi* (.))'.
g;<i^^ +
tr
(*,)]
is
provided that
R (v + ) >
we
now given
by the inequalities
+ 28 % arg z ^
25.
If,
following Hankel,
write
{4>v*
I s } {4* 2
3
2
}
.
..
{tv*
 (2m 
l)2 }
2 2m .w!
(4)
H,
W = (A)*e<^g ^ +
o
<)(**)]
HP (z) ~ f A) V^w
m>
t
=.<f'
(6)
Since
361
sponding functions of order v, that the restriction that the real part of v exceeds  \ is unnecessary. So the formulae (1) (6) are valid for all values
of
v,
when z
is
Sir.
HP
(z)
~ (A)* ^*~w
.f, (i
+ ,
_^
.
(8)
(^ + v>i
(8)
_ v _ _1_
2ir
y
arg z
of which (7)
valid
when
2tt,
and
when
<
< ir.
7*21]
7*21.
ASYMPTOTIC EXPANSIONS
Asymptotic expansions of Jv {z), J V (z) and
the formulae of 7
2,
199
v {z).
If
we combine
in terms of
{2gym
()w (^,2m
/ i \ v i sin^Ji/wiir).^
+ iy
J2zj^i
.(f,
(2)
n W ~(iy
i sin(z \ vtt
i x v $ir). 2.
()w
2w)
m0
i
(2zfm
()'*('.
/i
2w+l)"
'
^.(ij^^wwyt^)
n
only),
2m +
1)"
'
^y w+1
and
(5)
T.(.)~(
T)
Ln(*Wi).jS o
+ cos(^^7r7r).^
o
(2 , )m
v (
^ )2m+1

J.

<
tt;
and the error due to stopping at any term is obviously of the order of magnitude of that term multiplied by \\z. Actually, however, this factor \\z may be replaced by ljz2 this may be seen by taking the expansions of HJ$ (z) and {z) to two terms further than the last term required in the particular v combination with which we have to deal.
;
(2)
(z)
and
(z),
but,
when R(p)% ^
the integrals
from which the asymptotic expansions are derived are those which represent {2) .ff (,) _ (z) and y (z). This difference in the mode of treatment of J, (z)
and
{z) for
is
formula (1)
* Cf.
> \.
;
Sheppard, Quarterly Journal, xxm. (1889), p. 223 Searle, Quarterly Journal, xxxix. The error appears to have originated from Todhunter, An Elementary Treatise on Laplace's Functions, Lamfs Functions and Bessel's Functions (London, 1875), pp. 312 313.
(1908), p. 60.
1 l 1
200
[CHAP. VII
grating
e***
and
f
J
+ oc
of J (z) was obtained by Lipschitz* by interound a rectangle (indented at 1) with corners at + 1 Cauchy's theorem gives at once
8 )*
2
eizt (1
1
f V">*
.'o
* (2
rct>
+ tu)* du
M i (2
 l
o
e(f+)z
 tu)* du = 0,
but in order to
it
seems necessary to use a method which involves at some stage the loop integrals discussed in Chapter vi.
It
may be
m v ()
initial
involved in equations
.
are as follows
2
(v,
2m)
) (4i/
3
mo
(2*)*
2!(8*)
+
()
.
(4i/
(4y
(y,
2m + 1)
2+ 1
4^ l!8s
(4g
(4i^
mt
(2^)
3!(8s)T
 32) (4  5 8 ) +....
notice that
p. 67.
The method by which Lommel endeavoured to obtain the asymptotic expansion of Y n (z) in his Studien, pp. 93 97, was by differentiating the expansions of J v (z) with respect iX> v but of course it is now known that the termbyterm differentiation of an
difficulties.
be noticed that Lommel's later work, Math. Ann. iv. (1871), p. 103, is free from the algebraical errors which occur in his earlier work. These errors have been enumerated by Julius, Archives Nderlandaises, xxviit. (1895), pp. 221 225. The asymptotic expansions of Jn (z) and Yn (z) have also been studied by McMahon, Ann. of Math. vni. (1894), pp. 57 61, and Kapteyn, Monatsheftefiir Math, und Phys. xiv. (1903), pp. 275282.
A novel
in recent years
In such investigations the dominant terms of the exThis fact combined with the the of Bessel functions that theory forms only a trivial part of consideration has made it seem merely to mention in question desirable the investigations and more by Hardy . Wigert the recent papers the work of Voronoif and J
divisors of numbers.
* Journal far Math. lvi. (1859), pp. 189196. t Ann. Sci. de Vticale norm. sup. (3) xxi. (1904), pp. 207'86b. Math. Kongresses in Heidelberg, 1904, pp. 241 245.
459534
140.
Journal, xlvi.
(1915), pp.
263283
Proc.
London Math.
pp. 125.
w
7*22]
7*22.
ASYMPTOTIC EXPANSIONS
Stoked phenomenon.
for values of z
201
The formula 721 (1) for Jy (z) was established and arg z < 7r. If we took arg z to lie between between tr and tt) we should consequently have
 
such that
lies,
arg ze~ ni
1ci
V* T
i
,i
m v ()
x
(*.
2m ) 2m +
)
5
mo
()"*
(v,
1)"
\&ze
so that,
when
<
arg z
<
27r,
}
*w~ **<()
and
[cos <,
+ i^)j
v2 ;r
/.
2 , Vj^h V/^
this expansion
(1).
is
721
We
shall
now make a
The expansions
in
which
2rr,
the function
HP (z) has
W
(1)
is,
\irtj
for
TO o
(2iz)m
HP
i
{z),
namely
HM(z)co()
,irz)
eil<>i*
X m.
it.
("'
w)
'
(2iz)m
27r
To obtain an expansion
3'62 (6),
namely
HP (zer*) + e HP (ze),
iw>~)'.^^.sj$
VtTS/
TO _o
(2t^) TO
tt
]
difference between
The expansions (1) and (2) are both valid when < &rg z < them has the asymptotic expansion
2COBV7T.
now the
()'*<#*"+* 5
Kir* J
mo
<7^J2>, m
(2t*)
iz
which multiplies the series, this expression is z is large) than the error due to stopping
j
202
at
[CHAP. VII
(e~ iz zPl)
(1)
any
when
which
we
and
(2),
occurs
its
remainder.
we have
where the constants c,, c2 have values which depend on the domain of values assigned to arg z. And, if arg z is continually increased (or decreased) while \z\'\% unaltered, the values of c x and c have to be changed abruptly at various 2 stages, the change in either constant being made when the function which multiplies it is negligible compared with the function multiplying the other constant. That is to say, changes in c, occur when I (z) is positive, while changes in c2 occur when I(z) is negative.
It is not difficult to prove that the values to be assigned to the constants
Ci
and
Cl
g2 are as follows
C3
= $a**"4) c, = i**+iM
[(2p
1)
7T
1)
tt],
[2P
7r
<
arg 2
where p
is
any
This phenomenon of the discontinuity of the constants was discovered by Stokes and was discussed by him in a series of papers. It is a phenomenon which is not confined to Bessel functions, and it is characteristic of integral
functions which possess asymptotic expansions of a simple type*.
was discovered by Stokes in (March?) 1857, and the discovery was apparently one of those which are made at three o'clock in the morning. See Sir George
Gabriel Stokes, Memoir and Scientific Correspondence, I. (Cambridge, 1907), p. 62. The papers in which Stokes published his discovery are the folio wing t: Trans. Cavib. Phil. Soc. x. (1864), pp. 106128; xi. (1871), pp. 412 425; Acta Math. xxvi. (1902), pp. 393 397. [Math, and Phys. Papers, iv. (1904), pp. 77 109 ; 283298 v. (1905), pp. 283287.]
The
by Stokes.
7*23.
Asymptotic expansions of Iv
7*2 (5)
(z)
and
{z).
The formula
3*7 (8),
which connects
(z)
and if
(l)
(iz),
(2z)
* Cf.
~nr +
( 64).
2i(8^
J'
and
^
Bromwich, Theory of Infinite Series, 133. t Stokes illustrated the change witb the aid of Bessel functions whose orders are
the latter being those associated with Airy's integral
7*23, 7*24]
ASYMPTOTIC EXPANSIONS
\
203
tt.
,
And
= e* vni J
<
(e
* z) shews that
<o\
() w ( y
m)
r'+(,,+ *"''
(",
"0
provided that
f 7r.
On
er*"*
,
Jv (e* ni z)

TO
shews that
(y,
<*\
e'<"+*>"
m)
(2tt^
to(2^r'
z has a value for
provided that
(2)
is,
and
(3)
when
\tt and
7r
investigated.
section were stated explicitly by Kummer, Journal far Math. xvn. 228242, and Kirchhoff, Journal fur Math, xlviii. (1854), pp. 348376, except that, in (2) and (3), the negligible second series is omitted. The object of the retention of the negligible series is to make (1) and (3) formally consistent with 37 (6).
p. 135,
The formulae are also given by Riemann, Ann. der Pkysik unci Chemie, (2) xcv. when v = 0. Proofs are to be found on pp. 496 498 of Hankel's memoir.
(1855),
A number of extremely interesting symbolic investigations of the formulae are to be found in Heaviside's* papers, but it is difficult to decide how valuable such researches are
to be considered
A
x
f
remarkable memoir
cos
ax dx
.
tre~ a
1
jo (1
.M!
x[(2a)n
is
+ nC
(n
+ l).(2a)n + n C.
1
(nrl)(n+2).(2ay*r...]
obtained
(cf. 6*3).
f
This formula
cos
is
ax dx
.
ire~ a
Jo (1
+x
2
)
n+1
2 :W+1 .?i!(
\2a
1
_1
>]
,
the
[ ]
is
to be replaced
by (n)_ TO and
this, in
Malmsten's
notation,
means
l/{(w+ l)(+2)...(n
m)}.
It will
is
7*24.
bei(z).
From the formulae obtained in 721, 7*23, the asymptotic expansions of Thomson's functions ber (z) and bei (z), and of their generalisations, may be written down without difficulty. The formulae for functions of any order have been given by Whitehead^:, but, on account of their complexity, they will not
* Proc.
Royal Soc.
lii. (1893),
pp.
ii.
(London, 1899).
My
thanks are due to Dr Bromwich for bringing to my notice the results contained in the latter work. t K. Svenska V. Akad. Handl. lxii. (1841), pp. 6574.
X Quarterly Journal, xlii. (1911), pp.
329338.
[CHAP. VII
Russell*; he found
n ^ K
'
'
(9\
V
'
ker (*)
_ ex P(^) c OS o
V(2*/tt)
\
(kei(s)
sin^
13
128*4
;'
where
. .
a (z)
z ~ r= +
'
25
v/2
8^V2
7r
384^ V2
*
'
^^~V2~8~~8772"T6V~384*V2
The ranges

R(
25
+ ""
in the case of (1)
arg^
< \ir
and
arg z
< tt
These results have been expressed in a modified form by Savidge, Phil. Mag.
(1910), p. 51.
(6) xix.
7*25.
Hadamard's
which
is
result
importance
is
due to
that
it is
expansions, so that they become convergent series together with a negligible re
mainder term. The formulae will be stated for real values of the variables, but the reader should have no difficulty in making the modifications appropriate to complex variables.
We
u,
take
first
when
> \. When we
replace sin
\B by
we have
I' ( * )=
uMml?
2
(2a?)" e*
J
i
a"' ,An'' em
.
i>+i)r<i).Jo
2
(2a?)" e*
 v)m
m!
I> + 1)1^)^0
We may
C\\ {)
Wa +2m eXp(
,~ , 2Ma?)rfW '
is
io
convergent.
T (t\ K{a!)
(J
v )m
rzx
fv+mhftfif l dt e
V(27r) TOto
'
7*25, 7*3]
ASYMPTOTIC EXPANSIONS
x,
205
y
is
(v
+n + \,
r( + $)
2x)
ana
tt
+v >
is
*' w
H, 1+ <>U)T>+tfJ.' "^( s)
WxJ r(v+t)
so that
OT
m!(2#) w
and
similarly
(3 )
^w
( i) r
;
^ M
\
is
From
i^K^ ^
)+o
;
>
these results
it is
of the first
obvious.
7*3.
Formulae for
the
In
7*2
we gave an
(z) are of the same order of and v magnitude as the first terms neglected. In the case of functions of the first and second kinds, it is easy to obtain a more exact and rather remarkable theorem to the effect that when v is real* and x is positive the remainders
the asymptotic expansions of
v
Hw
(z)
are
numerically
less
than the
first
terms neglected, and, by a slightly more recan be proved that the remainders are of the
Let us write
i).f;{(^ir(r }*=^>'
*
We may
take
v^Q
206
so that
[CHAP. VII
(2
(2)
[cos (x
v)
+ cos (x + \mr
tt)
Q (x,
v)\
Now I(v)
we may take
B to be \ir since
1.
p be taken
J,
there exists a
number
0,
2^
<*"> f !?Y" + *'<*"> f 2!\* Y~* _ ~ TOto m! V2tW "^ (2^)! ^2**/
'
we have*
2* (*> / (2p)I
+
_,_
1
2x)

Y~* + fi
j.
**)
2 Y~* "
O
"v
(WW
(2m)!
to
UW
JLY" 4.
M* W
'
where 6
^1
and, since
is
obviously real,
 1 ^ $ $ 1.
It follows
on integration that
P( *'* )=
and since
mto
"
f
9
(2,n)!(2*)
(2p)!(2^r(, + )J
^
P
du
>
e~
W +2p* cZw U
e~tt u+w* dw
= T (/ + 2p +
(x, v) does not we see that the remainder after p terms in the expansion of exceed the (p + l)th term in absolute value, provided that 2p>v \.
From
the formula
(i
V2W
we
of
j.
*U
Y~*
1
'
find in a similar
in the expansion
1 )th
These results were given by Hankel, Math. Ann. I. (1869), pp. 491 494, and were reproduced by Gray and Mathews in their Treatise on Bessel Functions (London, 1895), p. 70, but small inaccuracies have been pointed out in both investigations by Orr, Trans.
Camb. Phil.
Soc.
In the case of
(x)
* This result
(1859), pp.
in a rather different
manner by
731]
ASYMPTOTIC EXPANSIONS
p
207
and
(i V
+ iX' = * (lJLz2!k ( u y
h
2x)
mZ
ml
\2x)
and,
when
p>v \,
may be
written
(pD!
where
<
<$
1,
and
so,
on integration,
*.()where
This
()V
v
v \(
,t
(2ar)
(2a )"pJ'
f
$ #2
is
<$
when p >
 \.
P (x, v)
is
and Q (x,
v)
is, of course, the fact that (1 + %ut/x)"Pl is positive and does not oscillate in sign after the manner of (1 + \iutjx) v P* liut/asyP*. (1
the reason
why
secured
7*31.
(x),
(x)
and
(x).
The results of 7 3 were put into a more precise form by Stieltjes*, who proved not only that the remainders in the asymptotic expansions associated with J (x),Y (x) and (x) are numerically less than the first terms neglected,
but also that the remainders have the same sign as those terms.
Stieltjes also
it+.
It is only to
all
the terms
(x), but his result is complicated and we shall not reproduce be expected that I is intractable because in the dominant expansion have the same sign whereas in the other three asymptotic expansions the
(..)
examined I
terms alternate in
sign.
P (*' 0) =
Q (X
'
2^r
~ UX
~ UX
U~k K 1
+ ** M) "* +
(1
** M >"*J
~'
]
du
>
0)
2J^So
^
1
{(1
+ url " (1 ~
hiu)
du
j'w) i
/'*
by
d<f>
_
</>'
"".'o
*
iw
sin 2
Ann.
Sci. de
also been
pp. 233252. examined by Schafheitlin, Jahresbericht der Deutschen pp. 120129, but he appears to use Lagrange's form for the
(3) in. (1886),
it is
remainder
theorem when
inapplicable.
208
[CHAP. VII
[*"{!
($u*Bm*<i>)r1
is
Now,
obviously,
Jo
l+Ksin
and
1
;
2
</>
Jo
K%
*'
where 8
lies
between
and hence
\ (a + \iu)i + (i
 \wr*}  1 
If
we multiply by
integrate, it is evident
that
(1)
P(*.0)lg^ s ^,+
..+()
(2p2)!(8a>)*
+ ^ rUi
and jj is any positive integer result which had to be proved for P (a?, 0).
where
i.y.y...(4piy
(2p)!(8<r)v
<
0,
<
1,
(zero included);
and
this
is
the
i ((1
fi"
6 *^&
ittsin9
dd>
we
find that
m
(2)
n/ n\ c^,o)_
la
(ai),
i'
3* 5'
1
8! (8*)
"
l'.ff.5...(4p8y (2pl)!(8) 1
and p is any positive integer (zero included) and result which had to be proved for Q {x, 0).
where
< 6t <
1,
this is the
In the case of
K
and replaced
(1
(a)
+ $w)~ J by 
i,
t ^ie
follows the
result of 7*3.
By an ingenious device, Callandreau* succeeded in applying the result of Stieltjes to obtain the corresponding results for functions of any integral order ; but we shall now explain a method which is effective in obtaining the precise results for functions of any real order.
* Bull, det Sci.
Math.
pp. 110114.
"
732]
7*32.
ASYMPTOTIC EXPANSIONS
The signs of
209
with
(x)
and
(x).
been seen that Jv (x) and Yv (x) are expressible in terms of two functions P(x, v) and Q{x, v) which have asymptotic expansions of a simpler type. We shall now extend the result of Stieltjes ( 731) so as to shew that for any real value* of the order v, the remainder after p terms of the expansion of P (x, v) is of the same sign as (in addition to being numerically
It has already
less
thanf) the (p
(x,
holds for
on
which these conditions Q enable the theorem to be stated in the following manner:
.
that 2p
>
 \:
a corresponding result
lay
restrictions
In
P {x, v) and
7 3,
Q {x,
v),
the
remainders
are of the same sign as, and numerically less than, the first terms neglected.
By
we have
p {x
>
v)
2T^ry)/
{{1
* iu)v
~h
+(1 "
(1
iu)v
~ i]
du
'
Q{x, p)=
2iT^Y) \1
;
"""' {{l
+ ** M) ""*
~ * iuy ~ i] du
'
and, exactly as in 7 3
we may shew
that
Ji
(1
trAtz^itr
\&ni).
wi=0
)P(i
ur~7
(2p~2)?
o
 typ
"
{(1
dt.
The reader will see that we can establish the theorem if we can prove that, when 2p > v \. the last term on the right is of fixed sign and its sign is that of
It is clearly sufficient to
1
[
shew that
{(1
is
\\ _ t?P* U
expression
+ \%vty**  (1  liutyv+l)
equal to J

dt
is
iut)
 e~ x
<1
 i M 1 d\ dt
'
=r7K
1
f {2pv + $)JoJ 9
I "( 1
e~x d\dt
sin ($\ut)dtd\.
As
in 73
we may take
v^O
t This has already been proved in 7*3. t Since isin^Xwt) ^$Xuf, the condition
infinite integral.
2p>b
210
[CHAP.
t;
VH
t)w~*
is
between
and
1,
(1Jo
t)
2?*
sin ($\ut) dt
( sin (l\ut) dt
> 0.
Jo
is positive,
Since
T (2p v + )
we have succeeded
+
in transforming
2FT^Ti
1 (1 C ~ O^"*** K
W*
 (1 " ImO'*^} dt
into an infinite integral in which the integrand is positive, and so the expression
under consideration
is positive.
That
is to say,
i{(i
+ 4y*+(iiwy}
"
mto
(2wi)!
it
(2p)!
( 7*3)
where
that in
these circumstances
6 ^

1.
Consequently
^1 we at once
;
P (x, v).
v) follows
i + 1 r.  (i
_ })*) =
g
<>"^ ;^ft">""
(
The
lies
analysis fails
when
\<v<\
if
of
(l$m) r *
between
{{l+\iu) v \ + (\ iiw)"
*}
has the
and
manner, {(1 + %iu) v ~h (1  \iu) v ~ i}/t has the same sign as $(j, v) have the same sign as the first terms in their
still
true
is
true for
Q (x,
v)
when
7*33.
Some
by the remainders
in the asymptotic
expansions of H,
have been given by Weber*. These inequalities owe their importance to the fact that they are true whether z and v are real or complex. In the investigations which we shall give it will be supposed for
(z)
(2
and
>
(z)
simplicity that v
is real,
though
it will
,,
733]
ASYMPTOTIC EXPANSIONS
There
is
211
of
v.
no further
loss of generality in
We
= r,
sideration,
we
shall
suppose that
have*, by
1r^v \.
If v
 \ > 0, we
612 (3),
j(iy y ''.r e
,
.,
>>f 1
y'
2\i e'GW1")
\TTz)
;iy
If
w
r( +
i)
/ *oxp {
(l
j.
(l
 ^*)}  A*

_^p
1)
^ v<
we use
// (z) = (2/*) ( +
It is thus (1)
(*)
 f>, (z)
on the right.
HM (z)^G\ (%Trz)i
e*(W
and similarly
(2)
H (z)^0\ ($ir*)*e*fr*"W
where
(3)
("<t)
The
results
and v (z). more refined inequalities from them in the following manner
'
may be called Weber's crude inequalities satisfied by Hv (z) By an elegant piece of analysis, Weber succeeded in deducing
{1)
Take the first p terms of the series involved in Hankel's two expansions and denote them by the symbols 2 (z p), 2 2 (z p), so that
(1)
( '
u>
(z
v)
V
m=0 dz
()m (v>)
2 m
(z
o)
V (W)
Yd
dz*
Z%
+
z>
z " {z,p)
z*{2izyi
We
,i,
^+B ^^
(
(2)
^ 1 + x (x^O)
212
[CHAP.
Vn
where
A (z)
and
of z so chosen that
(A' (z) H v v
(z)
=  (*x#)* e^M
/^^
9
A' (z)
= * <*)r* *< W
^
P
Jfr
(,),
and so
il (#)
h 2 :^'f
H (Z +
t) dt,
t)]p
where
for
it
follows that
2, m
p)
 {4#
(1
>
(*)
+ ##,
,2)
**PtoP)J. \^t)
F*F+05
*
*
+ oo
,
By considering
is
it
not
difficult to see
A=l
and
B = 0.
in the forms
Hu
y
(z)
\ttz)
(z)
J**"**) {2 r (z; p)
e * Wi*> {2<*>
+ Rp
<
H,
where the remainder
= (~\
(z;p) +
Rp %
Rp w may
j,
" ***
'
{V
'
P)
\JTV
\z
\2i(z
+ t)}*
so,
dt
Sinee
R (z) ^ 0,
we
we have
inequalities,
see that. the modulus of the last integrand does not exceed
2*p 7T"1
.
(r3
+ t*)* lp+1)

Hence

Rp w
1,
^ 2 1* G*p
(v,
p)
f
.'
(t*
+ )*<p+ dt,
and
so,
when p >
we have
(4)
IVI<l(y)l^f^r
Ip
and similarly
r(Jp + J).(2*)r and it will be observed that in Weber These are the results obtained by the relative values of v concerning made the analysis no hypothesis has been results obtained by from the differ and p\ in this respect Weber's results
;
K^w
,p;i
other writers.
7'34]
7*34.
ASYMPTOTIC EXPANSIONS
Approximations
to
213
remainders in
When
expansion
term in
it
is not very large*, the asymptotic not well adapted for numerical computation because the smallest (with the remainder after the smallest term) is not particularly
may
be sufficiently large
for
the
An
by
Stieltjesf;
we
(x)
method
K (x) and state the results which were obtained by Stieltjes by applying the
method
to
and
(x).
We
so that
7*31 to
\ e
~x
~mi du
V
7T
2
m = oJo
JO
*?(lu V
M*
m Bin* 0) '
d0dn
JO
That
is
to say,
n"^"(i^^ds*."
.'( 'o
*(1
+ usin
0)
where
D Rp=~i\
at f"
f*
.'o
t'.'o
w*(l
(0,
w,
+ usm
,
r~^rd0du. 2
0)
is
Now
when x
the value of
is
m for which
m)j(2x) m
2x
large
(x),
we choose p hp +
;
so that
x=
where a
is
<r,
and then
.
Rp=i
e _1
tt*Jo Jo
m*(1
..,
$usm +\
:
2

0)
m d0dn.
up
to a
Now, as u increases from to qo \ue~* H increases from (when u = 2) and then decreases to zero so we write
,
;
maximum
$*
= e~
~S\
to oo
we
write
sin 2
= ef.
J
(x),
* The range of values of .r under contemplation for the functions from about 4 to about 10. t Ann. Sci. de VEcole norm. sup. (3) in. (1886), pp. 241252.
(x)
and
A' (x) is
214
[CHAP. VII
plane
;
The domain
found that
and
it is
R
where
a o,o
2f^r
7T*
f
pM)
2o 2
a r>s
J oo J oo
? v>}dtdV
)
lr%=0
= i
2,o
^j,
ao,2
= i>
dominant terms of
of
are
so that
It is easy to verify
by
Stirling's
theorem that
K
(2xy
term omitted.
'
W
if
'
is
first
In
like
manner
Stieltjes
proved that,
in 73, then
(3)
{>
~Jlo
(2*)
'
where
(5)
(6)
provided that
is
x,
and t
is
defined to
be x
p.
Results of this character are useful for tabulating Bessel functions in the critical range;
some similar formulae have been actually used for that purpose by Airey, Archiv der Math, und Phys. (3) xx. (1913), pp. 240 244; (3) XXII. (1914), pp. 30 43 and British Association
Bromwich, Theory of
8*3.
will
be
proved in
7*35, 7'4]
7'35.
If
ASYMPTOTIC EXPANSIONS
Deductions from Schafheitlin's integrals.
replace a by 2 tan
in the formulae of
f*
]
215
we
p/
(2x) v+ i
1
sin* 6 cos (v
cos 2 " +1 6
sin"*
sin
(i;
 V) 6
(v
+
+
i)
n,
(2x) v+ l
A
[**
o
 4)
(v
f).
cos 2 " +1
612.
P (X,
Q (*,
V)>0,
*)
(_<<
3)
>
o,
(!<"<!)
Q(ar,i')<0.
(~\<v<\)
that
An
is
is
we can prove
that
Q(x,v)/P(x,v)
an increasing function of x when
it is
a decreasing
function of #
when
<
i>< f
For we have
Q'(x,v)P(x,v)P'(x,p)Q(x,v)
(
(2x) v+ l
2 )
ft* ft*
where
F (e
>
*>
l^^
(cos0cos<)
:
<
tan *
*>
e sin ("
*)
<*>>
so that
!(, *)
+ *<*
0)
g=^^
;
tan
</,)
sin (i
,,)(
*).
If we interchange the parametric variables 0, $ in the double integral and add the results so obtained we see that, when  < v < f the double integral has the same sign as \  v and this proves the result.
,
7"4.
Schlafli's investigation
its
In a memoir which seems hardly to have received the recognition which importance deserves, Schlafli* has given a very elegant but somewhat
elaborate investigation of the asymptotic expansions of the functions of the third kind.
The
integral
formulae from
which he derived these expansions are although Bessel's integral is not so well
for
Ann. di Mat.
memoir
is
recognised
120. The only standard work on Bessel functions is the treatise by Graf and Gubler.
which
216
[OHAP.
VH
(z)
large
and
compact form.
Schlafli's
that,
on
it,
the
phase* of
+ l/)
is
He
it
;
being
(I)
and
and
it is
supposed that r
positive
and a
is real.
Let us
first
ir
write
,
+ pe a
where p
is
positive
and 6
is real,
and then
+ pe *)
1
negative,
and
is
consequently equal to
its
conjugate complex.
Hence we have
(1) {L)
sin(a
+ 2fl)
sm(a + 6)'
U
variable
sinfl
sin(a
<f>
+ 0)
such that
= 20 + a  7T,
.
and then
' ( v2)
/^
w=
as
<f>
 <b)
+
<p)
,,
(u
 l)
u
TT e *.
re
~=
T7 cos  (a
 r sin JX cos i/ a ~ 9) f( +
2
,
.x
9)
(ir a) to (ir a), u traces out a contour emerging from the origin at an angle {ir a) with the positive real axis and passing to < a < 2v. infinity at an angle (ir a) with the positive real axis, provided that
Now,
varies from If this restriction is not laid
infinity
more
than once.
We
value
a,
shall
now lay
this restriction
on a
and then the contour is of the type we give a> and arg z the same
as is permissible.
It follows that
2i sin vrr
^bC''MDIJ*
<f>
where u
*
is
defined in terms of
by equation
(2).
this section with the
The reader
viii.
"method
Chapter
is
7*4]
ASYMPTOTIC EXPANSIONS
<f>
217
Changing the sign of is equivalent to replacing u by 1/u, and so, replacing the expression on the left by its value as a function of the third kind, we have
(8)
e*""
H (re'>**>) = TV"' +
.
i*")
exp
\reu (u
+ 1)1
^~to
d<f>.
From
as
<
oo
 re u (u so that
t is
iy/u
t,
positive
when u
is
du
~u
dt
it is
must be
n. +u. = <*+j
f
,jr?(.t}W
Jo
J
Hence
W
Now
1
'
'"
p 1
27rirM"
(fiy +
()p
tP
W^)
'
it is
evident that
()
g>
" w = (C l)""* (r+r + ( l)v (re)P {(? 1)' + #/(re*)} (f  1)' + #/(re*)
where
ft>
is
any
exceeds both
R(p )
and
R ( v $).
and observing that
On making
j_
h+ w+
,
1+
2Tri]
*

^
2),
a*
I>m + ).(2m!)
I
I> + m + i)
= m\(v,m)
(2m)!
*
we deduce
that
H.
(<..)
) [ <=^> + V>]
<?#>* "+p*
where
(_)p
ddt
"*
, .
2mV(2V); 27rtV(27r)io
d
dtp cos
J i
sin 2
( V)^ (re{(r1
1)'
+ ?*7(ia )}
a + cos ft
_ ~
sin
ft
(1
W.
B. F.
218
First consider
I
[CHAP.Vn
" +*>*dZ
When p
circles
(ciy^M^iy+w^M is so large that it exceeds both R (v ) and R{v ^), we take the
ton]
when the
and small
to zero.
tend to
oo
and
them tend
If
now we
write
=e ,ri (la;)Joo
on the two rays (which are
1
r (+, l/t*+,
all
we
find that
i+)
+pi
d
()* cos
vir
1
ton)
(l)*p>{(f_l)*+#/(re*)}
f
aP* (1
 xY+**dot;
'
tx(lx)/(reia )
Fig. 15.
Now
the numerator of the integrand is positive (when v is real), and the modulus of the denominator is never less than 1 when \nr< a< tr\ for other
values of a
it is
sin
Therefore
where
is
is 1
or
cosec a
according as cos a
is
negative or positive.
When
complex,
(7)
it is
Vk
cosi/tt
\(R(v),p)

cos
(i/tt)
(2r)*>
7'4]
ASYMPTOTIC EXPANSIONS
finally,
219
Hence,
(8)
when
*.<,
w.
$v~ [s fcg^>
>
 
+ * fcggtfj
is
where
fied
0j
according as I(z)
.
positive or
and p + $ >
has
its real
R{1 te(l  x)jfrd*j\ > when ^(e^^O, we part positive when v is real and l(z)^0.
by
iz in (8)
If z be replaced
we
find that,
and,
when
v is real,
(i)
(ii)
The
(II)
We
ire<(M2
to be zero.
+ l/tt)
As
before,
we
write
u=
+ pe**,
therefore equal to its conjugate
(1).
and then reu />9 **/(! +pei9) is positive, and complex, so that we obtain anew equation
preceding analysis by writing
<p
We
= (20 + a)
(iy =
u
rsin'ft
so that
(10)
rCfa
'
sin(a)sin(a +
4>)'
Now,
angle
as
varies from
to
a,
origin at
emerging from the and passing to infinity at an provided that a lies between ir and it.
6'22 (8)
if,
The contour is then of the type specified for formula missible, we give a> and argz the same value a.
It follows that,
as
is
per
tt,
K
where u
(11)
is
(re**)
= cos vir
u"' 1 exp 1
 ^re* (u +
;
) f
jt d<t>,
defined as a function of
<
<f>
by equation (10)
1
and therefore
(/*'<*>)
d log u
1)
220
[CHAP. VII
and hence,
now
t
= reu (ulflu,
we
find that
have consequently expressed a second solution of Bessel's equation in a and the analysis its asymptotic expansion can be deduced (z), the final result being that, when proceeds as in the case of v
form from which
;
We
{1)
fa,
pz 1
H 0) = (}

e*
<**'**>
(m)
(v,p)
Lo(2i*)"

(2**)M
argz according as I{z) ^ or I(z) > 0, and .ft (02 ) ^ when I(z) ^ 0. If v is provided that v is real and p + 1 > u complex the form of the remainder has to be modified, just as in the case of (8).
where
2

sec

functions of
v, it is
,
must exceed 
Poisson's type.
unnecessary in this investigation to suppose that R (v) as was necessary in investigations based on integrals tof
7'5.
The asymptotic expansions of functions of the third kind follow immediately from Barnes' formulae which were obtained in 6*5, 651. Let us consider " t " '~p r ( s) r ( 2v  s) r ( v + s + j) ( iizy ds
,
/.
ao
ivp
= ( 2u)**
If arg


["'
J TCi
( iz) ^ f it
we have
r(s+v+p)r(sv+p)r(sp + i)(2izyds\
I/:
1
< j"
J coi
'
ds\,
is
and the
last integral is
integral of all
0{(2i*)'p}.
But, by the arguments of
6'51,
the
first
integral
is
2iri
times the
it is
sum
at
equal to
()"'
* Trans.
273279.
7'5, 7*51]
ASYMPTOTIC EXPANSIONS
j
221
and
so,
M
and
 1Fr(,
:yS +
i
' ti)
^H
investigation of
The
HJ
may be
constructed by replacing
by  i throughout.
The reader should notice that, although the determination of the order of magnitude of the remainders by this method is transparently simple, it is not possible to obtain concrete formulae, concerning the magnitude and the sign
of the remainders, which are ultimately supplied
7'51.
It does not seem possible to obtain asymptotic expansions of the four products Jn(z) J,(z) in which the coefficients have simple forms, even
when
ifM
<2>
fi
= v. The
(z)
H^ (z)
term
(z) (z) and which no simple expression the leading terms in the two expansions are
is
H^
2 eg**ri0+>+i).ri
trz
2/^+2^1
4dz
...}.
expansions
j;(i)/P (#)+r,(i)F,(i)
and
for
J, (z)
simplest
(z)
 FM (z) J (z).
is
The
by Barnes' method,
we should examine
the integral
is to be chosen so that the poles of T (2s + 1) lie on the left of the contour and the poles of the other four Gamma functions lie on the right of the contour and it is temporarily supposed that /*, v and fiv are not
the contour
no double
poles.
The
integral is convergent
provided that
arg(t>)
< f 7r.
222
[CHAP.
VH
to enclose the
lie
sum
m + JO* + v) is
ggH+ww
~~
(jj.
It follows that
^D<^ +1 r (HH r
>
ft
?)
xr (^ a r (^^) (
)
)s,<fo
sin (ji
+ v) tr
sin
(/*
sin
(ji
 v) ir
 )
J (z)
(,g)
fi) w
+ v) ir
sin (^
2lnT^ ^
C
)J' (^)+
(^
)F ' (
2 COS J
(/LI
+ V) IT
.[{/(*)/,(*)+ r,(*)F.Cr)}
tl
{z)J (z))l
if
By
 
writing

for i
\
throughout the analysis we deduce that, less than $ w, i.e. if arg z\<ir, then

both
(J (*)
r (=*) r(^*)cos*7r.(*)<fc,
7*51]
ASYMPTOTIC EXPANSIONS
223
and
(2)

M . t +>))r [J">WJ.W+F,(,)r.(.)
+ tan i 0  ")
F () /, (*))]
BD^^er') "^)
xr(J s) r (^) sin, w .(i,)<&.
These results hold for all values of p and v (whether integers or not) provided that, in the case of the former p + v and p p are not even integers, and. in the case of the latter p + v and p p are not odd integers.
We
(1)
now
left
of
and
manner of
7*5.
We first
take
to be
tegrands on the
left
an integer so large that the only poles of the in= p\ are poles of Y (2s + 1) ; and then
raoipl
J
x*
xj p J
(when either integrand is inserted) is equal to 2wt times the sum of the residues at the poles between the contours. Since
, x.pJ J
xtpJ
^ ^ ^ ^ ^_^
when arg z <
j i
we deduce
(8)
.
ir,
are
/*
(z)
F (*)]
7T
.=o
"
(2m +
1) !($*)*+
ipirini^Oir^l
and
+1
'
+^  +
1,
g"
2'"W
2
4
2
At +
\
/
+1
/AI/
+ 1 I//A+1
2
1/A1/
2
'
_1\
?/*
~7rzcosi(/*v)7r"
2'
224
[CHAP. VII
formula reduces to
(5)
JS(*)+7S(s)~2 5 {1.3.5...(2ml)}^,
and, in particular,
(6)
Jo
(,)+I.
<*)~~J& o
I.
(2m)l(&)
Formula
formulae
(3)
(5)
more general
were stated by Orr, Proc. Camb. Phil. Soc. x. (1900), p. 99. A proof of (5) which depends on transformations of repeated integrals was given by Nielsen, Handbuch der Theorie der Cylinderfunktionen (Leipzig, 1904), pp. 245 247 the expansion (5)
and
(4)
is,
pp.
494498.
It is not easy to estimate exactly the magnitude or the sign of the remainder after any number of terms in these asymptotic expansions when this
method
of J,2
(z)
is
used.
An
alternative
method of obtaining the asymptotic expansion 13'75, and it will then be possible to form
such an estimate.
CHAPTER
8*1.
VIII
The subject of this chapter is the investigation of descriptive properties, including approximate formulae, complete asymptotic expansions, and infunctions and the probe examined are of primary importance when the orders of the functions concerned are large, though niany of the results happen to be, true
;
perties
which
will
We
approximate formulae with the aid of Kelvin's* "principle of stationary phase." And finally, we shall examine the contour integrals discovered by
Debyef
when
secondly, to obtain
numerous
inequalities of
varying degrees of importance, and thirdly, to obtain asymptotic expansions of Bessel functions in which both the order and the argument are complex.
In dealing with the function J (as), in wfiich v and x are positive, it is found that the problems under consideration have to be divided into three
classes,
according as xjv
is less
made
The
and
trivial
(),
when
v is large
z is fixed,
may be noticed
by applying
here.
Stirling's
It is evident,
3*1,
that
^(*)~exp{v+vlog(^)(v+)logv}.[co+^+^ +
where
p. 369.
...l,
lii.
1/J(2n)',
(1899),
For physical applications of approximate formulae for functions of large order, may be consulted: Macdonald, Proe. Royal Soc. lxxi. (1903), pp. 251 258; lxxii. (1904), pp. 5968; xc.A (1914), pp. 5061; Phil. Trans, of the Royal Soc. cxx. A 144; Debye, Ann. der Physik und Chemie, (4) xxx. (1909), pp. 57136; (1910), pp. 113 March, Ann. der Physik und Chemie, (4) xxxvii. (1912),, pp. 2950; Rybczynski, Ann. der
[Note.
the following writers
* Phil. Mag. (5) xxiii. (1887), pp. 252255. [Math, and Phys. Papers, iv. (1910), pp. 303306.] In connexion with the principle, see Stokes, Trans. Comb. Phil. Soc. ix. (1856), p. 175 footnote.
[Math, and Phys. Papers, n. (1883), p. 341.] t Math. Ann. txvu. (1909), pp. 535 558; MUnehener Sitzuvgsberichte, xl.
[5], (1910).
226
[CHAP. VIII
Phyrii und Ckemie, (4) xli. (1913), pp. 191208 Nicholson, Phil. Mag. (6) xix. (1910), Love, Phil. Trans, of the Royal Soc. ccxv. A (1915), pp. 105 131 Watson, pp. 516 537 Proc. Royal Soc. xcv. A (1918), pp. 8399, 546563. The works quoted all deal with the problem of the propagation of electric waves over the surface of the earth, and are largely concerned with attempts to reconcile theoretical with experimental results.]
8*11.
The approximation
obtained by Carlini
is
the
;
first
term of the
subsequent terms
281284,
(1)
if
we
define a function
^
us>
...
in the following
may
+^^(i^.W=o;
u
^ dz
2
transforms into
* [it' (*)
{u (s)} 2 ]
+ zu (z) 
i/
(1
 5 ) = 0.
(z) is
If
now we assume
v,
expansible in a series
of descending powers of
thus
u (z)
vu +
it,
+ v^/v + u
3 /v*
...,
where
i*o,
i, Ma,
v,
by
substituting in (2) and equating to zero the coefficients of the various powers
of v on the
left,
we
find that
,{V(i
)}/*,
s
^=20^).
Ui
'
"2== 3
Ws=
iu
_
s
64^ + 560a
+ i28(i^)V
9
32(l5 )
it is
2 7
Hence, on integration,
found
(cf.
1*4) that
J'u (z) dz 
v {log
1
1
+
(
^
(
_ 2, +
)
V(l
*)
2
 l}  i log (1  z*)
2
+ 353 _ 24i/(i_^
2
\
j
4>z
+ z*

16r> 2
(l5 )3
3
+ 57607
+
3252
16
2 88g4
23 25s
13g8
128^(1
5 )
2 6
'
8*11, 8*12]
227
Hence we have
(3)
( pz)=s
<?*y ex p y
&T (v + 1) (1
 * ^ *)* {1
4>z*
exp ( F*>
V(l
 *s )}'
where
<*>
+ z*
1__
!6
J
J
5760^1
32**
(i_*.)*
is
the
sum
of the
when
lies
between
and 1 and v
is large.
It is stated
(3),
namely
j
is
;
(ve)
*pW(r/
(2irv)i(l**)i{l+V(l
*)}''
due to Duhamel but a search for the formula in Duhamel's writings has not been and it seems certain that, even if it had been discovered by Duhamel, his discovery would have been subsequent to Carlini's.
successful,
Note.
(5)
may
also
.
= seen a) '
y/(2trv
' , '
tanh o)
where
(6)
^=^^(2 + 3secha)^^(4secha+sech*a)
 gsLrJ (16  1512 sech8 a  3654 sech4 a  375 sech8 a)
C
Ma
4
+ ....
8*12.
Jv (vz) when
may
such values of z, Meisself obtained two formal solutions of Bessel's equation and, if we write z = sec /3, the reader
;
will see,
in
81 1
(5),
A tM.
i.
363368.
228
[CHAP. VIII
where*
(1)
P, = ^(4sec*,8
+ sec</3)
+
s
^^
(32 sec8
288 sec4
+ 232 sec
+ 13 sec8 )
8
+ 4242 sec
(2)
10
+ 103 sec
12
Q,
= ,(tan/3)^^(2 + 3sec
I
/3)
5 yg
^ (16
 1512 sec 8
3654
sec*
 375 sec
0)
+
to far,
3 225(30i;
....
< 256
+ 7872 sec2 3 + 18 9!200 sec4 + 4744640 sec6 + 1914210 sec8 /3 + 67599 sec )
'
10
To determine
Jv (vsec 0)
;
we take
to tend
%tt),
and we
(3)
infer that
JT. (v sec 0) =
J(~~)
e^+^K
e p iQ+ini
(4)
#<"
(i/
sec
0)
= J(r^!~)
/
'
It follows that
(5)
J, f> sec
/S)
^/
(^~
 p" cos (Q
 p " sin
(Q,
 ^r\
(6)
F, (v sec 0) =
^/(~^)
 ,
where P and Q are defined by (1) and (2). It will appear subsequently ( 8 41) that these formulae are actually asymptotic expansions of Jv {y sec 0) is any assigned acute angle. and F (y sec 0) when i> is large and
#
of
Formulae which are valid for small values of 0, i.e. asymptotic expansions valid when z and v are both large and are nearly (z) and F (z) which are equal, cannot easily be obtained by this method but it will be seen in 8*2 that, for such values of the variables, approximations can be obtained by rigorous methods from Schlafli's extension of Bessel's integral.
The reader
8*2]
Note. form
(7)
229
and
(6),
which
may be written
in the
Wh6re
(***) )*>
(v/x),
had been obtained two years before the publication of Meissel's paper by memoir on Physical Optics, K. Dantke Videnskabernes Selskabs Skrifter, [Oeuvres Scientifiques, L (1898), pp. 421 436.]
L. Lorenz in a
(6) vi. (1890).
The procedure of Lorenz was to take for granted which has been proved in 7*51,
that, as
* Jf *'
t*L
Til + 8'
y2
y2
*,
"I
J
JLTi
*#!_
*T*
J
'
tf*
SL'._L_
dx
nxM*'
(1),
which
is easily
to prove that
for
Subsequent researches on the lines laid down by Lorenz are due to Macdonald, Phil. Trans, of the Royal Soc. ccx. A (1910), pp. 131144, and Nicholson, Phil. Mag. (6) xiv.
(1907), pp.
ix. (1911), pp.
is closely
697707 (6) six. (1910), pp. 228249; 516537; Proc. London Math. Soc. (2) 6780; (2) XL (1913), pp. 104126. A result concerning Qv+1 Q which connected with (8), has been published by A. Lodge, British Association Report,
;
8*2. The principle of stationary phase. Bessel functions of equal order and argument.
The principle of stationary phase was formally enunciated by Kelvin* in connexion with a problem of Hydrodynamics, though the essence of the principle
is to be found in some much earlier work by Stokes f on Airy's integral ( 6'4) and Parseval's integral ( 2*2), and also in a posthumous paper by Riemann %.
to find
an approximate expression
for the
2irJ
which expresses the effect at place and time (x, t) of an impulsive disturbance at place and time (0, 0), when /(to) is the velocity of propagation of twodimensional waves in water
corresponding to a wavelength 2n/m.
The
by Stokes
* Phil. Mag. (5) xxra. (1887), pp. 252255. [Math, and Phys. Papers, rr. (1910), pp. 303306.] t Comb. Phil. Trans, a. (1856), pp. 175, 183. [Math, and Phys. Papers, n. (1883), pp. 341, 851.] t Ges. Math. Werke (Leipzig, 1876), pp. 400406.
230
and Rayleigh
of values of
[CHAP. VIII
and wavevelocity suggested to Kelvin xtf(m), the parts of the integral outside the range (ft a, /* + ) are negligible on account of interference if /x is a value (or the value) of m
which makes
^[{**/(i)}]=0.
In the range (jia, /a+a), the expression m{xtf(m)} three terms of its expansion by Taylor's theorem, namely
is
first
M {*<f (m)} + 0. (m
and
it is
0*)}
(mtf,
W2
"n/[Mm/"(m) + 2/'(m)]'
cob
{*//' 0)
then
+ !*} Ar
a,
oo
and
+ oo
due
to
be seen from the foregoing analysis that Kelvin's principle is, effectively, that in of the integral of a rapidly oscillating function, the important part of the integral is that part of the range of integration near which the phase of the trigonometrical
is
function involved
stationary \.
It has subsequently been noticed J that it is possible to give a formal mathematical proof of Kelvin's principle, for a large class of oscillating functions,
integral formula
will
due to
for
Dirichlet.
be adequate
the applica
let
ybea function
i
jo
Let F{x)be a function of x which has limited total fluctuation when x^O; Then, ifl<fi<l, of v which is such that vy * oo as v * oo
.
v*
a? 1
F (x)smvx
dx~
(+ 0)
tr~ l sin t dt
.
Jo
and,
if0<fi<l,the
sines
may
now be used
to obtain
at =/*;
an
This
is
for a
maximum
e.g.
t A persistent search reveals traces of the use of the principle in the writings of Cauohy. See equation (119) in note 16 of his TMorie de la propagation des Ondes, crowned Sept. 1815, Mem. prisent&s par divers savants, i. (1827). [Oeuvres, (1) i. (1882), p. 230.]
t Proc. Camb. Phil. Soc. xix. (1918), pp. 4955. Bromwich, Theory of Infinite Series, 174.
8*2]
231
This formula,
large
and
positive.
J9 (v),
r(*)
2^.3*7T^'
This formula has been investigated by means of the principle of stationary phase, comparatively recently, by Nicholson, Phil. Mag. (6) xvi. (1909), pp. 276 277, and Rayleigh,
Phil.
Mag.
10011004
[Scientific
Camb. Phil.
4248.
From
J( v) =
and obviously
tJo
1 f'cos
[v
(0
sin 0)}
d$^^ Jo
ff
( Viefsinh*) dt,
smw
Hence
"
e
^ {t+Anh() dt
[v
["^t dt=Q ^i v)
d$
J
Now
let
<f>
()
f T JO
1 'cos
(6
 sin 6)}
(1/v).
= sin 0, and
f 'cos { v (0 Jo
then
I'
 sin 0)\ d0 l
cosv<l>
Jo 1
cos
d<f>.
But
and hence,
it
im
_i_
cos0
2
6*
(0, v),
*ol
if
<f>*/(l
cos 0)
['
I
Jolcostf
6 r ~ = r 6* Jo

/*
...
* cos v<bd<b
,.
r ^
'
=S
ra)C Si7r
and then
It
still
this result
 cos 0)
1
to establish
<# (1costfJ
where
so that
_ <fr~*sinflg(0)
3(1 cos 6)*
'
o ^ * v '
2(1008^ _
sin ^
3 $ _ 8m 0)
^(0)=0,
gr(,r0)=+a>,
[Oeuvret,
(1)
proof by
232
THEORY OF
By means
of
BjSSSEL FUNCTIONS
it is
[CHAP. VHI
possible to obtain
and
it
may
also
be proved that
(3)
J/Wlr^ + o (*"*);
is
an associated formula
(4)
F.(,)~?
2*7Tl/*
The asymptotic
in 842.
8*21.
The
It will
now be explained how this a more complete form) by Meissel the theoretical cesses employed will be investigated in 8*42.
;
been used by Cauchyf and Meissel $ to Jn (n) when n is a large integer. expansion was obtained by Cauchy and (in
justification of the pro
Jn (w)
let
=
cos {n (0
sin
0)} d0,
us write
sin $*
it
m=0
and
\q =
1,
\ = $,
\2 = TlW
^* =
26&00>
^<
~ T7 llooo
>
It follows that
Jn (n)  
f( I
(2m +
1)
d0.
When n
is large,
upper
/n(w)~ 2 (2m
7Tt=0
+ l)*. O .'0
\
t*" cos
* BeeProc. Camb. Phil. Soc. xix. (1918), pp. 4248. t Comptet Rendu*, xxxvm. (1854), pp. 990998, 11041107. [Oeuvret, (1) xu. (1900), pp. 161164, 167170.] t Astr. Nach. cxxvn. (1891), col. 359 362; cxxviu. (1891), col. 145154. Concerning formula (1), Meissel stated "Sohon vor dreissig Jahren war ich zu folgenden Forme! gelangt."
8*21, 8*22]
233
where
is
and hence, by
(1)
I I A T (fm + i) Jn (*) ~ 7T (l ) \/
in _
,m+}
cos
(*m +
*) .
when
(1).
m is large;
and
this approxima
The approximation is obtainable by the theory developed in the memoir of Darboux, "Sur l'approximation des functions de tres grands nombres," Journal de Math. (3) iv. (1878), pp. 556, 377416.
function of
fails
to
dirn and
t=(12rir)*, where
r +1, 2, 3,
...
and near*
**=
* + 41'
By the theory of Darboux, an approximation to X m is the sum of the coefficients of fr** 1 in the expansions of the two functions comprised in the last formula ; that is to say
that
Xw ~2.(36,r)i
*M<.>
(2w + l)!(12ir)*" +
,
'
1
2r(2m+)
3^r()r(2m + 2).(127r)*m
and
so,
by
Stirling's formula,
(2)
Xm
~
;
(18)*r()(m+J)*(12ir)*
This is Meissel's approximation by Cauchy, loc. tit., p. 1106.
8*22.
to
J
i.
(v sec 0).
The
by Rayleighf
to obtain
J (v sec 0) where
is
As
in 8'2
we have
J, (v sec 0)
=  (cos [v (0  sec
sin 0))
d0+O (1/v),
= 0.
in
and
sec
sin
is
stationary (a
minimum) when
<f>,
sin
tan +
so that
<f>
decreases to zero as
to
tr.
increases from
t Phil. Mag. (6) xx. (1910), p. 1004. [Scientific Papers, v. (1912), p. 620.] % See also Macdonald, Phil. Traru. of the Royal Soc. ccx. A (1910), pp. 131144; and Proc. Royal Soc. lxxi. (1903), pp. 251258; lxxii. (1904), pp. 5968.
234
[CHAP. VIII
sec
sin 0)}
r/0
dd
f/5
Jo
+ tan/5]
dd
and 0*
Hence,
i/^
as
0/8.
V(2 tan 0)
<f>*
(d0/d<f>)
0^0 ^ tt,
it
cos \v (0
 sec
J*
sin 0)}
d0 ~ 2
cos (v (<
+  tan 0)}
//
2 <f>tan)
^i/
tan 0,
and
so
(v / "\
n\ (1) v '
The formula
/0 \ (2) '
is
ti
o\ sec r'/ 0)
V(i*"rtanJ)
( 777
(1).
The reader
expansions
8*12 (5),
To complete the
we have
to
shew that 0*
(d$/d<f>)
has
Now
<f>
(dO/chf))
2
,
is
.
equal to
'
But
.,
^
'~
cos
ft
cosecd
(1
ir, and then increases steadily since k(0)=O wben 0=ft<r, it follows that h! (0)^0
when
0^0 <ft

and
ft^d^JT.
Hence
point (a
yjh
(ff)
is
< 6<

minimum)
it
when
proved.
< 6 <
<6<
since
is
8'3]
8*3.
235
the method of by Debyef to obtain integral representaof Bessel functions of large order from which asymptotic expansions are
If,
readily deduced.
(w) dw,
v is supposed to be large, the contour is chosen so that it passes through a point w at which /'(w) vanishes and the whole of the contour is then determined by the assumption that the imaginary part of f(w) is to be constant on it, so that the equation of the contour may be written in
[

in which
the form
If(w)=If(w ).
are real
To obtain a geometrical conception of the contour, let w = u + iv, where u, v and draw the surface such that the three coordinates of any point
;
on
it
are
u,
v,
Rf(w).
If
absolute
all
Rf(w) = z, and if the zaxis be supposed to be vertical, the surface has no maxima or minima except where /(w) fails to be monogenic; for, at
other points,
dv 2
du*
The
points [u
R/(w )]
the plan of a curve on the surface which goes through one of the passes on the surface. This curve possesses a further property derived from the equation of the contour for the rate of change of the contour of integration
;
f(w), at any given value of w, has a definite modulus, since /(w) is supposed to be monogenic and since If(w) does not change as w traverses the contour,
;
it
follows that
is
as rapidly as possible
that
is
to say, that
the curve
it,
characterised
is
so chosen that it is
any point of the steepest curve through that point and on the
its direction, at
surface.
It may happen that we have a freedom of choice in selecting a pass and then in selecting a contour through that pass our choice is to be determined from the consideration that the curve must descend on both sides of the pass for if the curve ascended, Rf(w) would tend to + oo (except in very special
;
cases) as
left
if
R (p) > 0.
* French "Methode du Col," German "Methode der Sattelpunkte." t Math. Ann. lxvii. (1909), pp. 535 558; Miltichener Sitzmigsberichte, xl. [5], (1910). The method is to be traced to a posthumous paper by Biemann, Werke, p. 405 ; and it has recently been applied to obtain asymptotic expansions of a variety of functions.
236
[CHAP. VIII
oscillate rapidly
The contour has now been selected* so that the integrand does not on it and so we may expect that an approximate value of
;
:
8*2)
from the physical point of view, we have evaded which occur with any other type of contour.
The mode of derivation of asymptotic expansions from the integral will be seen clearly from the special functions which will be studied in 8*4 8*43,
8*6, 8'61
convenient to enunciate at this stage a lemma f which will be useful subsequently in proving that the expansions which will be obtained
;
but
it is
be analytic
when r ^ a
\
8,
where a
> 0,
>
and
let
F(t)= I am ^ m^~\
when

^ a,
let
F (r)
<
lTe*
r
,
where
and
b are
the
positive
numbers independent of
when t
is positive
and r > a.
Then
asymptotic expansion
is
1 am T (m/r) v~ m lr m=l valid in the sense of Poincare when \v\is sufficiently large and
e VT F{r)dT~
/,
where
is
It is evident that, if
can be found
such that
whenever t
whether r ^ a or t
j
J
> a and
;
therefore
e vr F{r)dr=
2
\.
m=l JO
e^a^^^dr + RM
where
l^jfl^f
\e~T
K^i^^dr
Jo
x
provided that
R (v) >
b,
which
is
the case
when
analysis
remains valid even when b is a function of v such that compared with v. We have therefore proved that
f JO
and
so the
lemma
established.
an account of researches in which the contour is the real axis see pp. 1343 Burkhardt's article in the Encyclopadie der Math. Wits. n. 1 (1916). t Cf. Proe. London Math. Soc (2) xvu. (L918), p. 133.
* For
1350 of
8*31]
8*31.
237
It has
been seen in 6*2, 6*21 that the various types of functions associated
On
we
shall
explained in
In accordance with the principles of the method of steepest descents, as 8*3, we have first to find the stationary points of
x sinh w vw,
qua function of w,
(1)
i.e.
we have
a;
cosh
w v 0;
consider,
and it is at once seen that we shall have three distinct cases to in which xjv is less than, greater than, or equal to 1, respectively.
sider these three cases in turn.
(I)
We con
(2)
x v sech
is
a,
w = a + 2mri.
It will
sinh
w vw
is zero,
/ (x sinh w vw) 0.
Write
w = u + iv,
= 0,
or
where
u, v are real,
and
this equation
becomes
cosh u sin v
so that v
/ox (o)
v cosh a = 0,
v cosh siny
a
.
coshw =
,
The contour
We
and ir, correspond pairs of values of u which are equal but opposite in sign and as v increases from to n, the positive value of u steadily increases from a to + x
;
.
To
values of v between
* The contours investigated in this section are those which were discussed in Debye's earlier paper, Math. Ann. lxyii. (1909), pp. 535 558, except that their orientation is different; cf. 621. t The effect of taking stationary points other than a would be to translate the contour parallel to the imaginary axis.
238
[CHAP, vin
is unaltered by changing the sign of v and so the contour is symmetrical with regard to the axes the shape of the part of the contour
The equation
between v
= tr
and v = tr
is
shewn in
TTl
Fig. 16.
>
77
Fig. 16.
If
it is
in the figure)
As
mi
since,
to oo
+ iri,
t decreases from
+ oo
to
+ oo
and
by
6*2 (3),
IlTlJ aovi
we have obtained a curve from which we can derive information concerning Jv {x) when x and v are large and x\v< 1. The detailed discussion of the
integral will be given subsequently in 8*4, 85.
iri give information concerning a second but this problem is complicated by Stokes' phenomenon, on account of the two stationary points on the contour.
oo
to oo
(II) (4)
When x/v>l, we
/3
such that
and
w cos /8 = 0,
are
w= i#.
take the stationary point
if$,
When we
we
obtain
is
I (sinh
so that, replacing
/
why
+ iv,
5\
cos h
u=
+ 1^_J^ __
(v
ft)
cos
ft
8*31]
239
Now,
between
sin ft
and
tr,
the function
has one
minimum
(v
zero
for other
values of v between
sin ft
when
= ft.
They
are infinite
when
v is
or
ir.
The shape
is
as
shewn
in the upper
is
real
directions indicated
to oo
by the arrows. As
+ iri,
r decreases from
+ oo
\
to
oo
and so we
^^
ni
S^3
"""*^
ni
Fig. 17.
have obtained a curve from which [ 6'21 (4)] we can derive information concerning (#) when x and v are large and x/v > 1. The detailed discussion v of the integral will be given in 8*41, 15'8.
{1)
If
stationary point
ift, we
curves shewn in the lower half of Fig. 17, and the curve going from
oo
oo
to
7rt
{i)
in 8*41.
The two
integrals
<
240
(III)
[CHAP.Vm
to be con
may be
from
(I) or
equal to
sidered are v
(6)
and
cosh u
18.
v/sin
v,
Fig. 18.
We
H,
ll)
(v)
and
{i)
(p)
by considering the
curves from
oo
to oo
iri,
Jv (v)
is
obtained
from the curve which passes from oo mi to tion will be given in 8'42, 853, 8*54.
Geometrical properties of Debtee's contours.
+ vi. The
detailed investiga
8*32.
An interesting result which will be found to be important in dealing with zeros of Bessel functions ( 15*8), and which is also used in proving certain approximate formulae which will be stated in 8*43, is associated with the second of the three contours just discussed (Fig. 17 of 831).
oc
to
+ jrt
is
positive
is
from
smh u T =
.
du
dv
sin 8 v
But sin(; /3)secv(i>/3)cos/3 has the positive derivative cos /3 tan 2 v, and hence
follows that
sin
it
v cos
has the same signt as v /3. Therefore fur the curve under consideration, dv/du
since v /3 and u
is positive.
which
3=0,
the slope
is
on the
left
of the origin
and
^3
f This
is
8*32, 8*4]
241
we
write
Wr) = ^
and then
it is sufficient
to prove that
3^'*(*>)iP(t;)+l>0.
Now
2*'
left
W
:
[*" ()(v)
3
+ ()]
{sin'p+3 cos2 } cos 0+ sin 2 v sin
,
 [(*)
0 3 cos v sin
(i>
 /3)J.
v, But
.
/o\ o (v  0) cos 0+
x
'
8in 2
vsin3cost>sin(v/3) ' i
sin2 r +3 cos* v
5
s
*.
T~\%> an<*
^ ^ nce
8i
(v)
it is positive
when =0,
it
it is
when
<v<
ir.
Therefore, since
 0,
follows that
3^'()ip()+l
has =/3 for its only minimum between This proves the result stated.
v0 and
t>=r
and therefore
it is
not negative.
8*4.
the results obtained in 8'31 we shall now obtain the asymptotic first kind in which the argument is less than the order, both being large and positive.
From
We retain the notation of 8*31 (I) and it is clear that, corresponding to any positive value of t, there are two values of w, which will be called wx and Wj the values of wx and w% differ only in the sign of their imaginary part, and it will be supposed that
; ;
l(w )>0,
1
J(>8)<0.
We
then have
where x v sech a.
Next we discuss the expansions of /i and w% in ascending powers of t. Since t and dr/dw vanish when w = a, it follows that the expansion of t in powers of w a begins with a term in (w a)* by reverting this expansion, we obtain expansions of the form
;
Wl
*
_= i
Wa _ a=
2
=0
()'n+1
ni+1
^
T*<"+1 >,
558.
in this section
and
242
[CHAP. VIII
and, by Lagrange's theorem, these expansions are valid for sufficiently small
values of Ti.
f(Q+.o+)/d t i;A
am
dr
>
~2wJ
2vi]
Ut/t*< +1
dw
Ti(m+i)
*
The double
fractional
powers of t and a single circuit round a in the wplane corresponds to a double circuit round the origin in the Tplane. From the last contour
integral it folio ws that
am
is
o)
in the expansion of
Tj(m+i)
m ascending
wa=
t
powers of
w a; we
coefficients a m .
Write
=  sinh a (cosh
c,
where
=  sinh a,
coefficient of
in the expansion of
is
the
a (m),
= c * (wt+1)
ai(w)
a l(TO)
/
\
= CoH,_^.},
(m + l)(m + 3) m + 1 .Ca f _ <v *i*n__ + s
i.
<,j.t>
2!
a,(m)
(1)
= c Hw
Co
(m + l)(m + 3) 2dc,
2s 21
.
'
c2
(ro+l)(i + 3)(wi
2*. 3!
+ 5)
c^
'c*
(m +
1)
(m +
(m+l)(m + 3)(ra + 5)
2s 3!
. '
W 3^
c
8
3) /2cj c8
CoV
(to
+ 1) (m + 3) (wt + 5) (m + 7)
2*. 4!
c^)
'cA
On
substitution
coth
a},
(2)
 I
= a, (2) =  ( J sinh a)"* {$  ft coth* }, 8 a, a, (3) =  ( 1 sinh a)" {& coth a  ft coth a}, coth'a 4 fljfr cotha}, 4  a* (4)  + ( i sinh a)"t T ^ {
ff
8*4]
243
Now
when t

j
^= 2
a, m
T"
small
and since
7it
aw
= cosh o cosh w,
to zero as r tends to
follows that
+ oo
and
so
in the
lemma
dr)
\dr
"
o^IVm + l )
when x
is large.
{(a/,
Since arg
o)/t*} \ir as t
*
0, it follows that, in
($5),
the phase of a
= + ^7r,
and hence
>
Jr ( y secha)^
v(2
^ tenha) J
!
^^. (;taDha)TO
where
(4)
The formula
when
by taking a
oo
to
oo
+ irt,
. ,
is
v , r,(,secha)~
Ktnha)
V(iffytanha)
^T^T (^vtanhard^w^ldr,
qua function of the
r(m+i)
(~)m A m
The
complex variable t, should be noted. These singularities correspond to the points where w fails to be a monogenic function of t, i.e. the points where dr/dw vanishes. Hence the singularities correspond to the values a + 2ntri of w, so they are the points where
t = 2mri cosh
a,
and n assumes
all
integral values.
;
It is convenient to obtain
(W( To)
a formula for dw/dr in the form of a contour integral be a pair of corresponding values of (w, r), then, by Cauchy's theorem,
'
if
fdw\ = J_ /"('+) dw dr Jl_ f (*+> dw_ tt 2tri J dr tt \drJo 2irt J where the contour includes no point (except w ) at which t has the value t
244
8*41.
[CHAP. VIII
In 8*4 we obtained the asymptotic expansion of a Bessel function in which the argument was less than the order, both being large ; we shall now obtain the asymptotic expansions of a fundamental system of solutions of
Bessel's equation
when the argument is greater than the order, both being large.
;
We
it is
any
two values of
oo
+ tri
it
and
it will
We
then have
HJm (v sec 8) =
where x =
third kind.
It is thus found that
v sec 8.
is
wi
XT
\
Jo
[dr
~
r \ dr,
dr)
The
analysis
now proceeds
by
except that a
replaced throughout
exactly on the lines of 8*4 %8, and the Bessel function is of the
Jo
\dr
dr)
of o
,
m=0
that
is
xm+*
of ( i sin )""*,
we
obseive that
i8)/r} * + \w
as t * 0,
a
and so
= el7V(sin/8).
Consequently
(1)
H
like
{1)
(v sec
8)
we
*JQvrr tan 8) M =
find that
T ()
1,
L*l
'
*
. *
( pi tan )*
In
w=0
T(i)
In these formulae, which are valid when /8 is a fixed positive acute angle and v is large and positive, we have to make the substitutions
:
(3 >
j
^2 = Th
and
(2),
+ ih cot2 y3 + $& *,
we
find that
If
(4)
we combine
(1)
J (v8ec8)rsj
\pwtaa 8/ L
_i_
^
*>
^
i
*
n
=o
T(i)
(i/tan/S)
m ? ()
r(2m + 8)
Atn+r
"I
8'41, 842]
(5)
(
245
F(i/sec)~
/
w r(2m l) ilw, / \*T sin(>tani//37r) a a x v ?'. 2 () =r + *'.,. 3/ Vi^rtan^/ L r<$) (itanJ* =o
*.
'
cosCi/tan^iz/giTr)
*
'

)W =o
0)"r(2m + f)
r(i)
(^tan/9)2 ' +1
by the principle
8*42.
The formulae which have been established in 84, 8'41 obviously fail when a (or ) is small, that is when the
argument and order of the Bessel function concerned are nearly equal. It is, however, possible to use the same method for determining asymptotic expansions in these circumstances, and it happens that no complications arise by
supposing the variables
to be
complex.
#.(*),
HJ*(i)
where z and v are complex numbers of large modulus, such that \z v\ not large. It will appear that it is necessary to assume that z v *= o (z$), order that the terms of low rank in the expansions may be small.
is
in
We shall write
v
= z(l
),
and
it is
We
(1)
then have
H^
v
(z)
= .j
exp
\z
(sinh
w w) + zew] dw,
is
w w
is real
We write
t=
w sinh w,
Y
and the values of w corresponding to any positive value of t will be called w and wt of which wx is a complex number with a positive real part, and w2 is a real negative number.
,
We
(2)
then have
^
exp (zews )
^l dr.
246
[CHAP. VIII
its*,
and hence we
exp (zeWi)
ji
*"
= t~ 3 2 m T Jm
b.
m=
exp (zewt)
^p = t3 2
is sufficiently
e <"*+
bm t*
small.
To determine the
coefficients bm
1
/(0+.0+.0+) 0+.0+) /(<>+,
we
observe that
/dw
rf
<+!)
_j_r(o+)
~
As
is
6wt J
6XP (
<' +1 >
powers of t; a triple circuit round the origin in the Tplane corresponds to a single circuit in the wplane.
It follows that bm is equal to Je* ,m+1,w * multiplied
by the
coefficient of
wm
in the expansion of
exp (zew)
{(sinh
w w)/w*}~l
("*+1 >.
&i(w), b2 (m),
...
so that
It is easy to
shew that
(b,(m) = &*"**,
bx
(m) = &<*+*&,
w.).a {*}.
(3)
w=
61(m+l)
tTV'

o*{m)
o

24
12Q
504()0
j.
= 6*"+m (e*),
842]
so that*
247
5 B
(4)
= l,  fa % (m)  \ <?z*
(e*)
(e)
4()e* B (es) = *V  ^,
t
^5
*3
+ **,
4.(0)
[3,(0)
We
then have
exp
^ ^=
(jreto,)
ft<0)T7*flfanr.
^jb.}
TO (e*) t**
t
ttT
ir~*
2
=0
ei<+u 6* <M+1
>
ezp(#e^)^*iT< 2
\
e^
m+1
(IT
.
^Q^m+li Bm (e2)T^n
lemma
TO=0
satisfies
of 8*3.
of 8'3 that
(ez) S
(5)
H^(z)^^^i^^Bm
h *{*)
9
mUni + l)^.^^,
and
similarly
(6)
AJ^i( ^
+
5TO(
^)sini(m + i )w .ri^i)
We
(7)
j^z
F,
^Lh
Bm{ez)
^ Hm+l)v '~m^
821
(2), it is to
(8)
W ~^2
(>.^Min4(m + l).5jg^).
f
From
<)
m is large,
^m(0)~ r() (w + i)J(127r)Jw
,
for
Bm (ez).
The dominant terms in (7) were obtained by Meissel, in a Kiel Programing 1892; and some similar results, which seem to resemble those stated in 8'43, were obtained by Koppe in a Berlin ProgrammX, 1899. The dominant terms in (8) as well as in (7) were also investigated by Nicholson, Phil. Mag. (6) xvi. (1908), pp. 271 279, shortly before the
The values of B (0). Bt (0), ... B w (0) were given by Meissel, Astr. Naeh. czxvii. (1891), 359362; apart from the use of the contours Meissel's analysis (of. 8*21) is substantially the same as the analysis given in this section. The object of using the methods of contour integration is to evade the difficulties produced by using generalised integrals. The values of B (tz), Bj (cz) and JB9 (ez) will be found in a paper by Airey, Phil. Mag. (6) xxxi.
*
col.
(1916), p. 524.
t See the Jahrbueh liber die ForUchritte der Math. 1892, pp. 476 178. I See the Jahrbueh itber die ForUchritte der Math 1899, pp. 420, 421.
248
[CHAP. VIII

We
The
arg z
<
\tr,
which
(8), is
removable.
qua function of t, are the values be a monogenic function of t, so that the t 2 singularities are the values of r corresponding to those values of w for which
singularities of the integrand in (2),
of t for which
(or
w)
fails to
drjdw
= 0.
They are
Intri,
where n assumes
all
integral values.
It is consequently permissible to
less
swing the contour through any angle w than a right angle (either positively or negatively), and we then
analytic
obtain the
continuation of
(l)
(z) or
H
v
(z)
V < arg z < \ir t\. By giving v suitable values, we thus find that the expansions (5) (8) are valid over the extended region
w 
7r <
arg z <tt.
If we confine our attention to real variables, we see that the solution of tbe problem is not quite complete ; we have determined asymptotic expansions of Jv (x) valid when x and
v are large
and
(i)
xjv
<1,
(ii)
x/v>l, (iii) x v not large compared with #*. But there (i) and (iii) and also between (ii) and (iii), and in these

a?
is large.
In these transitional
regions simple expansions (involving elementary functions only in each term) do not exist.
But important approximate formulae have been discovered by Nicholson, which involve Bessel functions of orders + J. Formulae of this type will now be investigated.
8*43.
The
8*42 in the
n,
manner
Jn () = and,
cos (n0
x sin 0) d$,
it
when x and n
is
principle of stationary phase ( 8*2) that the important part of the path of
integration
is
small
\ 0*.
x and n under
x0 + %x0) d0
OS 
"cos (n0
x0 +
\x0*) d0,
und Phys.
ir J a
* Phil.
Mag.
pp.
247249
(3)
239250.
8*43]
249
It follows that,
and the
when x<n,
(1)
Jn (x) ~  {^^} *1 [
a?
>
and,
when
> n,
(2)
^(^^Ij^iOp^H.^,
{2
for
Yn (x)
when
a;
> n was
it is
also found
r.(.)~p^(Vi^
The chief disadvantage of these formulae is that it seems impossible to determine, by rigorous methods, their domains of validity and the order of
magnitude of the errors introduced in using them.
remedying this defect, Watson* examined Debye's integrals, and discovered a method which is theoretically simple (though actually it is very laborious), by means of which formulae analogous to Nicholson's are obtained together with an upper limit for the errors involved.
With a view
to
is
the following
its
argument
may be
J
where
t
(v sech a)
~
1)
is
rx>\ni
/
e~XT dw,
= sinh a (cosh w
positive
expanded in ascending powers of w, Carlini's formula is obtained neglecting all powers of w save the lowest,
all 0, Cauchy's formula of 8 2(1) powers of w save the lowest, \wi
.
is
similarly ob
tained by neglecting
first
is
desirable to
w3 cosh a,
iirst
may
transitional region.
The
we
\e**dW,
where
* Proc.
r
Camb.
is
=  \ W* sinh a  W
cosh
a,
t This w.
B. F.
250
[CHAP. VIII
positive
and the contour in the plane of the complex variable is so chosen that t is on it. If U + iV, this contour is the righthand branch of the
W=
hyperbola
tftanha
and
+ Jtf^F
2
,
It therefore has to
r<x>
I
e~ ZT
oo
dw
is
e'^dW.
ni
J ooexp( Jirt)
These integrals
differ
by
i/:+/;H^K
and so the problem

is
for
{d(w W)fdr)
will
j.
And
which
d (w dr
and so
<
Sir sech a,
ifj>j:Hi*
Hence
<
67T
~
ZTTl J aoni
e*r
dw = J_l
ATI J
,
e*rdW
ex p ( Jiri)
+ l,
V
where 6l
j
<
1.
To evaluate the
6*4),
integral on the right (which is of the type discussed in modify the contour into two lines starting from the point at which
W = tanh a and making angles + %ir with the real axis. If we write W=  tanh ^e ini on the respective rays, the integral becomes
4
e*
ni
 \ v%e$ ni tanh2 a}
a)

dl
exp
powers of tanh 2 a and integrate termby term and we get on reduction easily justified
in
7ri tanh a
[7~_j (1/
Jv {v sech a) =
IT
75
VO
exp
{v
(tanh a
f
3 ^ tanh a
a)} if
exp
[v
j (
i>
tanh3 a)
a)},
I
3#i
i.
1
(tanh o
whore d
]
<
1.
This
is
(1).
8*43]
It can be
251
whether \v tanh8 o be small, of a moderate size, or a smaller order of magnitude (when v is large) than the approximation given by the first term on the right.
large, the error is of
in
is less
We
then have
H (v sec 0) =
where
T
gvi(tanj30)
:
foo+Hirp)
Tn
e~*r div,
J coip
=  i sin
(cosh
w  1) cos
is
(sinh
it.
w  w),
positive on
The
/
where
r
e^dW,
= \i W* sin
cos 0,
and the contour in the plane of the complex variable is such that t positive on it. If WsU+iV, this contour is the branch of the cubic
is
r*)
=
oo
oo t'tan/9
foo+t(ir/3)
I
exp^Trt.
It therefore has to
e^dw
is
e~XT dW.
The
and
it
when*
UiT
\ir,
then
d(w W)
Hence
it
<
127r sec 0.
follows that
.
TTIJ
e^dw^.
*ip
irXJ ooi tan
fi
e xr
dW + zl^ v
where
& <
j
1.
To
evaluate the integral on the right, modify the contour into two lines
meeting at
real axis.
W=
tan
Kir
and
ir
respectively to the
On
W= *
f
 i tan
+ %&\
If
/3
of
/3
is
of Debye's contour
which was
proved in
252
[CHAP. Vin
it is
powers of tan a
j3,
W=f
=
iri
[**
J_j
(4 v tan8
+ e**' Jj (^ v tan
3
#)]
3
7re<rttan
^ exp ( J i* tan
it is
3
#j<'>
(^ tan
).
On
(5)
(tan
(6)
F (i/ sec )
=  tan /3 sin
{i>
{*/
 tan  )} [J. j  Jj] + 240 (tan  tan  )} [J"_ j + J] (tan  tan )}. [7"_  </j] + 240 M
3
.
2 /i/,
where the argument of each of the Bessel functions J>. on the right is %v tan 3 and and are both less than 1. These are the more precise 2 3 forms of Nicholson's formulae (2) and (3); and they give effective approximations except near the zeros of the dominant terms on the right.


8*5.
Descriptive properties* of
integral,
a?
< 1.
which was obtained in 8*31(1) to represent an asymptotic expansion of the function. v But the contour integral is really of much greater importance than has hitherto appeared for an integral is an exact representation of a function, whereas an
(v sech a)
The contour
was shewn
in 8*4 to yield
And
is
it
when x =
1)
Jv (vx)
when
= log {reie
so that
u = log r,
},
= d.
selected,
x sinh w w is equal to its conjugate complex, and the path of integration flexion in the real axis. Hence
1
is its
own
re
roo+nt
(vx)
= rJ
i __
rw
I
e"
,a
dw
gv(as8inhww) fly^
ttJo
*
The
150174.
85]
253
20
r
so that
sin
and,
when
this substitution is
,
made
2
(w x sinh w)
a 2
is
log
e + y/ifrX* sin 0)
.
x sin
.a a at cot y (tr
.
a;
sin 2 0).
*m
(1)
J {vx)=^{'<r'>de,
(a procedure
which
is
easily
found that
l \ Ti J (vx) =
w
f
e *<.*<
fib*
ttJo
x */(&* x* sm* 0)
 Ja
fl a'Binflcosfl .
dv.
This
is also easily
raa+iri
.
JJ (vx) =
(x*inhu>w)
sinh
^
it
<
3>
m^'^
w
so that
(5)
4^.,^a^
flg'sinflcosfl
^M)*^^' ^
6
n
F(0,x)>F(O,x)>F(O,l) = O;
d
V(<* \
and
also
ia\
Next we
(7)
+ x>).
To prove
we
shall first
i
shew that
O aPsmO cos 6
..,
.
t It is
This function will not be confused with Schlafli's function defined in 415. supposed throughout the following analysis that O<.c^l,O^0<ir.
254
It is clear that
[CHAP. VIII
= s'(\x*)<<J(\+x*),
g(Tr,x)=\
so that, if
<J(\+x%
0,
or
tt,
^(1+x
O
).
If,
its
when
1
had a value
between
2
and
O
ir,
then
a;
cos
2fl
2
_ (0  x
O 2
si n
cos
o
f_
(tfo'^sin ^)*
(0o a?sin 2
)i
'
and therefore
g {0, x)^g (8
so that, no matter
x)
its
+#
a
Hence
^W*w^^
1
sin
cos
2
V(l+a )
and
so
whence
x)
+ * 0* V(l  *").
To prove
observe that
dF
e f
'
X)
>
\/(0*
 " sin
is
0)
and integrate
obvious.
From
these results
we
are
now
J (vx) and
JJ (vx)
qua functions of
Thus, since
OV
IT JO
(5), it follows
that
JJ {vx)
is
of v.
Also, since d {**<*>
JAva:)\ = _ 1
n
(
SF{0> x)
OV
_ F ^ 0> x)}
**>. *>"*.*>
d0 <0,
7T.' o
(5), it follows
e"
that e vF({t x
'
>
Jv (vx) is a decreasing
F,0,x)
'
(vx).
8*51]
255
Jv ( vx) ^
<
so that
Jo
exp { i v0 V( 1
 a )} dd
8
eF(0,x) roo
exp { i/0\/(l
p vF(0,x)
 x*)\ d0,
(9)
<L(vx)^
(1
is
x*)l
^(Zttv)'
The
last expression
approximate expression
is
( 1*4,
811)
for
always in error by
* positive values of
result for
0*
The corresponding
and replace G(0,x) by
JJ {vx)
2
is
derived from
(7).
Write
 a? sin
=(#,#),
for brevity.
Then
2xj;{vx)=
fi
/V.*
fir
I
dG ( >^ {G(0,x)}id0
vF(0,x)
7T
expi^GyVa+a^.GMG
.'o
e F(Q,x) fao
IT
Jo
(vx)
Texp { J^(l+^)j
^ '*<. )
2 a? ) (
GidG,
and so
(10)
xj;
factor
+ *)VV(2 w).
is
^(1
remarkable.
(11)
J
+ V (l
W
than
its order.
8'51.
Lemma
concerning F(d,x).
We
(1)
shall
now prove
dF{0,x)
lemma
when
y,^^
is
The lemma
will
(vx).
in error by excess for sufficiently
large values of
t Cf. Proc.
London Math.
256
If
[CHAP. VIII
sin2 0)
= H{0, x), we
dF(0,x) dH(0,x) d0 d0 /
is
a nondecreasing function of
that
is
i
to say that
(\0cot0)2 +
a?sm*0
a? sin
is
cos
a nondecreasing function of
0. is
The
(0  x* sin
 1  sin 0) (1  x*) + 2 (0 cosec  cot cosec  % sin* 0) (1  ar ) + 2a (10 cot 0) (0 cosec  cos 0) + sin 0(12 2 2
2 2
a,
) ],
and
To
we
1
first
observe that,
when
< 6 ^ *r,
d+sindcosd2^sin
sin
d>0,
> 0,
positive differential
(iii)
2(cos00 1 sin0) 2
(ii)
sin 6 (6
 sin
6 cos 6),
and then
2
sin 2 6
)
+ cosec
(sin
 6 cos  J sin 3 6) ^ 0,
cos 6  sin 3 6)
cosec2
0l$sin 2
(5
= 6 cosec2
sin 2 0)
+ cosec 6 (sin
>
0>
shewn that
(}><>
where
the. variables are
understood to be
0.
and
x,
differ
It is
now
obvious that
ifiM*{S>*
and,
if
we
to 0,
we
get
when = 0, F>(0,x)H{0x) _
if (0, #)
>Q
and the truth of the lemma becomes obvious when we substitute the value
of
(0,
8*52]
8*52.
257
We
is fixed,
shall
and
now prove a theorem of some importance, to the effect that, if x ^ x ^ 1, then Jv (vx)/Jv (v) is a nonincreasing function of v, when
is positive.
be valid only when S^.r^l, (where 8 is an some expressions introduced in the proof contain an x in their denominators; but the theorem is obvious when ^ x < 8 since e vF > z Jv (vx) and e vF{o, x)/jv () are nonincreasing functions of v when x is sufficiently small moreover, as will be seen in Chapter xvn, the theorem owes its real importance to the fact that it is
will
>
x in
the
neighbourhood of unity.}
It will first
be shewn that
(1
To
we
and,
when we
differentiate
OV
7T
L\/^
W
> <*
<* *))*
>
or
' e vn$,x)
de
"
\\C((l rVh
dFie X ^
IP/A \in(A
^W^1^L
A,)
x eJ?ie,x)d0,
if
we
Hence
follows that
where
by using the inequality F(yfr, x) > ^(0, x) combined with the theorem of 8*51.
'
258
Since CI
that
is
[CHAP. VIII
is
to say,
we have proved
J
so that
( vx
'
\dJv (vx)
1,
we get
~dJv (vx)
so that
,"*
dJv (vx)
dv
r I J v (VX)
*Z
Since
(vx)
and
(v) are
in the form
(2)
^{J
v.
(vx)/Jv (v)}^0,
to
and
is
which was
(vx)jjv (v)
8*53.
If,
Properties of Jv (v)
and
J '(v).
v
for brevity,
we write F(0)
in place of F(0,
1),
so that
(1)
F (0) ^ log +
J
v
^
v
^n*
B),
(v)
and
J '{v)
The
first
5
4^/(9 V3)
and we
is term in the expansion of F (6) in ascending powers of shall prove a series of inequalities leading up to the
s
result that
F (0)1
is
a nondecreasing function of
0.
We
shall first
shew that
To prove
this
we observe
6*
that
cot *)/*}
sin* 0)
*"(*>
IP* ~ ^~ V(^ 
^
*
Vi &2
,,
_ siR2 ,.
'
* It is to
be understood that
JV (v) means
the value of
the particular
value
v.
^
FUNCTIONS OF LARGE ORDER
d^
1
853]
259
and that
j
dd
d_
f
0 cot 0) _ ~
fr~~~)
a
fl
cosec 2
fl
+ flcotfl
2
'
p
"'"
vWsin
0*
fl))
d&\
Hence
it
2
'
follows that
d (F'(0)}
<** I
#   * (*  sin
0sin0cos0
2
W <*
//te
C0Sec2 *
0/1
+ ecot0 ~
x (0 + sin
v 2>
cos
 20* cot 0)
by inequalities proved in
Consequently
(3)
851.
0F"(0)2F'{0)>Q,
to say
that
is
^ [OF'
(0)
3F (0)} > 0.
to
If
(4)
we integrate
this inequality
from
we get
0F'(0)SF(0)>O,
F(0)/03 should be a nondecreasing function of
0.
and
It follows that
*m
\
9V3'
and therefore
(v)< 
exp j
(*
"SIalways in error by
is
<
ii."
9lp 
T(i)
2*3**'
so that Cauchy's approximation for
/
(v) is
excess.
An
(5)
 sin 2
8)
F'
{&)
0.
The truth
of this
may be
left in
the form
%
{&*
{BF'
{$)
 ZF{fi)\
in
positive
(cf.
851).
is
Jv
( vt )
dt
~ J  T
see
ZVtiV.
Mag.
(6)
260
8*54.
[CHAP. VIII
It has already
been seen
v.
( 8'5)
decreasing functions of
It will
and JJ (v) are now be shewn that both v*Jv {v) and v*Jv '(v)
that the functions
v
(v)
v.
To prove the
dv
first
result
we
observe that
dj^ioi _
Sir J
r
o
_
e vFi e )de
^r
tJo
f
./
F(d)e.F W dd
'
o
Jo
oTT
fl
'
(0)
_ 3F(0)}
e~' F
^ dd
>0,
since the integrated part vanishes at each limit
positive.
and
is
is
= r(J)/(2*S*ir) 044731.
noted that
2/8 (8) =044691.
may be
J
To prove the second
o7T
(1)
= 044005,
result,
find that
dl'
_
JO
>o,
by
v*Jv'(v)
is
an increasing function of
v.
Hence
(2)
v*
{*i
It is to
be noted that
J
8*55.
'
(1 )
= 032515,
4J6
'
(8)
= 038854.
A
is
theorem which
slightly
W(V)} +
15
as v*<z>
not possible to deduce these monotonic properties from the asymptotic expansions. If, /(*)~ </>(), and if ${) is monotonic, nothing can be inferred concerning monotonic
854, 855]
261
853,
U,
place of
0,
vKTAv\
Ti/
lv
to be
>/r
in the first
in
we
find that
ir
J o J o
where
n,
(0,
t) =
r (0> </(*
si,,'
0)
uT
yT '
KY "
>
^^
;
{* (*)  *<*)) 
^#
by 8'51. The function fi x (0, i/r) does not seem to be essentially positive (cf. 8*52) to overcome this difficulty, interchange the parametric variables B and yjr, when it will be found that
^V^sin'^^s^
+
^ + VrgJnVrC0B^2gin'Vr U
^V(^
2
sin2 ^)
_
'
"
fl
+ flsinflcosl2sinl
&)/(& sin* 0)
l5r
J
vr '
vr/;
 sin
0)
and
&F'(0)
term in the sum on the right are both positive or both negative; and, by 851, 853, the second and third terms are both positive. Hence fl! {6, yfr) + llj (yfr, 6) is positive, and therefore
the factors of the
first
x
'
dv
Jv {v)
262
8*6.
[CHAP. VIII
and
(8'31 8*42) by Debye in connexion with J (x) where v and x are large and positive were subsequently extended* to the case of complex variables. In the following investigation, which is, in some respects, more detailed than Debye's memoir, we shall obtain asymptotic
The
(z)

when
where a and # are real and 7 is complex. There is a oneone correspondence between a + ifS and vjz if we suppose that ft is restricted to lie between^ and 7r, while o may have any real value. This restriction prevents z/v from lying between 1 and 1, but this case has already ( 8'4) been investigated.
The
HJV
(z)
TTIJ
e^ w
>
dw,
H
where f(w) =
(z)
=
e'/M
*.'
dw^~\ mJ
is
_.+
*/(* dw,
w cosh 7 sinh w.
at 7,
and we
If(w) = //( 7 ).
If
+ iv, this equation may be written in the form (v  fi) cosh a cos & + (u a) sinh a sin  cosh u sin v + cosh a sin /8 = 0.
replace
we
by u
The shape
{(u
(a,
#)
is
2 (u
 a) (v  0) sinh a cos /3 =
yS),
i if +
creases as
where the arc tan denotes an acute angle, positive or negative Rf(w) inw moves away from 7 on the first branch, while it decreases as w moves away from 7 on the second branch. The increase (or decrease) is steady, and Rf{w) tends to + 00 (or  x ) as w moves off to infinity unless the curve
has a second doublepoint t.
* Mnnchener Sitzungsberickte, xl. [5], (1910) ; the asymptotic expansions of Iv were stated explicitly by Nicholson, Phil. Mag. (6) xx. (1910), pp. 938943. f That is > say 0<yScw. X As will be seen later, this is the exceptional case.
'
(x)
and
A" (x)
86, 861]
263
If (i) and (ii) denote the whole of the contours of which portions are marked with those numbers in Fig. 19, we shall write
S,v
(z)
f
.
*/'">
(i)
dw,
TTI
e?fM dw,
(il)
and by analysis identical with that of 8 41 (except that i# is to be replaced by 7), it is found that the asymptotic expansions of Sv w {z) and 8^ (z) are
given by the formulae
( i)
s.{.)~
s' a,
.
m
V ;
2)
W ~ ^_
\
/7
^
TO
s ~
r( ",+ * )
T ()
j)
o
'
(h
A"
tanh 7) m
'
yHW
tanh y))
r(t + s i
am
r (i)
_ ^ y tanh 7)w (
= arg z + arg ( i sinh 7), and the value of arg ( i sinh 7) which lies between \tr and \ir is to be taken.
where
arg (  i/7ri tanh 7)
(i)
Fig. 19.
The values of
A A
,
1}
A.2}
...
are
1
(A =l,
(3)
n) remains to express v w (z) and (z) in terms of v and to do this an intensive study of the curve on which
It
Sv n)
(z)
and #
( '
(*)
//() //(7)
is
necessary.
8'61.
The equation
(1
)
(v
/8) cosh o cos y8 + (u a.) sinh o sin fi cosh u sin v + cosh a sin /8 =
are current Cartesian coordinates and
is
0,
where
(u, v)
<
/S
<
it.
unaltered by
a,
we
which a ^ and since the equation is unaltered and it # are written for v and #, we shall also at first suppose that 0</9^^7T, though many of the results which will be proved when y8 is an acute angle are still true when /9 is an obtuse angle.
when
it
264
[CHAP. VIII
<f>(u, v).
be called
v,
Since
= sinh
.
o sin
p sinn
.
u sin
it
follows that,
when
u,
one value of
u,
and so
the equation in
<f>
(u, v)
= 0,
is infinite
whenever v
is
a multiple
When
<v<
7r,
we have*
,
<f>
<(+ oo ,v) = oo (a, v) = cosh a {(v /3) cos /3 sin v + sin /3} ^ 0,
<f>( oo
v)
oo
in u,
< (u,
v)
= 0,
a.
is less
is
greater than
/3.
By
it is
(u, 0)
= 0,
0, and
<f>
(u, it)
= 0,
a,
is less
than
to
+ oo
or to
ir
than
or just
greater than
of the curve
the equation
<f>
(u, v)
therefore roughly as
between
and
ir.
\
)
<z
y2iri
Fig. 20.
^
TTi
When
is
/3,
d(j>(u,
v)/du vanishes at
= a,
minimum
at
value
2 cosh a sin
13
(1
/Q cot y8 a tanh a)
u o. There
are
now two
1
yS cot j8 o tanh a
4> (a,
is (I)
*
Since
r)
has a
= .
861]
265
The domains
y=a
ift for
which
is
0^#<7r)
complex
numbered
1, 4,
5 in Fig. 21
in the
for the
viz
TTl
1>
7b
1
66
5
la
3
2
6a
Fig. 21.
Fig. 22.
(I)
that
When 1 ft cot ft a tanh a is positive, (a, ft) is essentially positive, = ft. The only possibility therefore the curve after crossing the real axis goes off to 00 as shewn by the
<f>
20.
<f>
(II) When 1 ft cot ft a tanh a is negative, the equation ( a, v) = and ft 27r, for has no real root between cos v). o<f>( a, v)/dv = cosh a (cos Therefore has a ( a, v) single maximum at #, and its value there is so ( negative, that and $ 27r. a, v) is negative when v lies between
<f>
<f>
Also
(f>
(u,
/S
2tt)
<j>
has a
maximum
at u
there
is
negative,
(u, v)
= /S 2<rr
as
in,
Next we have
line v
what happens
= + ir.
<f>
Since
the line
<f>
(a, v)
positive
when
^ ft,
u~a;
(u,
also
266
[CHAP. VIII
which go
off to
and
when u >
lie
a,
infinity
as shewn
When
i.e.
when
= 7r
passes off to
any of the domains numbered 1, 2 and 3 in Fig. 21, it is = 2v ft, and so the curve after crossing ac + iri as shewn in Fig. 23 by a broken curve.
Fig. 23.
We now
numbered 6a
in the
domain
In such circumstances
and
u
^ ( a,
v)
has a
maximum
negative.
The
= 2tt ft, the value of ( a, 2ir ft) being = tt, consequently remains on the right of
=a
Now
( a,
(/3,2rr0),
let
+ ft,
4tt
(4>Tr
+ ft,
6ir
 ft),
. .
the
first
becomes positive be
(2Mtt
Then
positive,
<f>
(u,
2Mir +
2ir
ft)
has a
and so the curve cannot cross the line left, and consequently goes
oo +(2M+l)iri;
it
this, for
meet a horizontal
points.
861]
267
When
oo +(2M+l)Tri,
where
is
tanh o +
{(M
1) tr
/9}
cot
is positive.
and $ (z), and thence we can express these integrals in terms of (z) and (z) when (o, fi) lies in the domains numbered 1, 2 and 6a in v v Fig. 21 and by suitable reflexions we obtain their values for the rest of the complete strip in which < yS < ir. The reader should observe that, so far as the domain 1 is concerned, it does not matter whether /S is acute or obtuse.
{1
>
(i)
If
is
lo tanh a +
is
{(M
1)
ir
} cot
fi
positive
when
cot
is positive,
and
if
is
positive
when cot#
is
Sv
(1)
(z)
and Sv
(z)
are as follows
Regions
Endpoints
S0>( 2 )
1,3,4
2,6a
5,
00
oo
iri,
,
76
 oc
HW(z)
2J
(z)
oo
66 7a
oo
oo,
2Niri, oo + iri
cc
+ (2M+l)iri
eMvniffv V)(zeMni)
Regions
Endpoints
SyW (z)
1,2,5
3,
oo + iri, oo + ir,
oo
oo
#<*>(*)
iri
7a
oo
oc
2J.(z)
Zevwi
4,66
+ 2ri,
+
(2J/
J_ v ( 2 )
( ze
6a
76
ao
+ l)ri,
oo
oc
ao + rt,
2Niri
eWvwi ffJP)
Nwi)
From
when v and z are both arbicomplex numbers, the real part of z being positive. The range of validity of the expansions can be extended to a somewhat wider range of values of arg z by means of the device used in 8*42.
solutions of Bessel's equation can be constructed
trarily large
268
The reader
pass from
[CHAP. VIII
oo
1
to oc
+ iri
and from  oc
prove that, in the critical case /3=r, the contours + ni to oo , so that the expansions appropriate to
the region
are valid.
differences
Note.
The
8*7.
Jn (nz).
extension of Carlini's formula (811, 8'5) to Bessel coefficients in which the argument is complex has been effected by Kapteyn* who has shewn that, when z has any value, real or complex, for which z 1 is not
An
(1)
\Jn(n*)\*
exp{w\/(lg2 )}
{l
+ V(l* )} n
a
2 This formula is less precise than Carlini's formula because the factor (2jrn)* (1 s )* does not appear in the denominator on the right, but nevertheless the inequality is sufficiently powerful for the purposes for which it is required %.
To obtain the
Jn {nz) = ^.
in
r
J
exp { \nz
w
,
(t
1/t)} dt,
is
circle of radius e
where u
is
a positive number to
be chosen subsequently.
If
we
write
eu+i8 we
,
get
[n [\z
Jn (nz) Now,
if
f exp

id}] dO.
 e u e~
i0
u id]
on the contour,
it is
clear that
\jn (n*)\*M:
But
if
 pe ia
where p
is
positive
and a
u e*)
is real,
\z (eu eu>
is
\p
this attains its
w {e cos (a
and and
*
maximum
value
tan 6
its
coth u tan a,
+
sin2 a)
value
is
then
s p V(sinh u
 u.
Ann. Sci. de VEcole norm sup. (3) x. (1893), pp. 91120. when z approaches the real axis it follows that the t Since both sides of (1) are continuous sign may be given to the inequality is still true when *  1 is positive: for such values of z, either radicals according to the way in which z approaches the cuts.
X See Chapter xvii.
' '
87J
269
Hence,
Jn (npe
im
v/(sinh 2
+ sin8 a) nit].
may be
by
as small as
this
We
now choose u
method.
The expression
2 p V(sinh u
sin3 o)
is
has a
of u,
when u
the equation*
sinh u cosh u
\/(sinh 2
f
sin* o)
With
this choice of u it
may be proved
s
"8
that
2 V(l
and,
sinh u cosh u
(cosh 2
g2la ),
must be taken
in
by taking z
to be real,
it is
the ambiguity.
Hence
2 {1
V(l
%
!
u=
e2"
.

*,
and
so
z
exp
\/(l
log
T+
z) _
2 V(sinh a u
+
I
sin2 a)
e
3*
exp
I
\/(l
z)
a
 e**
= 5V(lz')
sinh 2 m
sin2 a
sinh u cosh
w
sin 2 a)
= p \/(sinh 2 u +
and
it is
u,
j
j
now
clear that
Jn (nz) $
I
An
as both
is
that
Jn (nz)
1 so
long
'.
and
I
s exp
v/(l
z')
is satisfied,
To
write as
before z
= pth,
_
a)
"~
V(sinh 2 w
+ sin
The previous
when
z*)
2
1'
then
*
2 p \/(sinh a
+ sin
a)
u = 0.
This equation
is
270
It follows that
[OHAP. VIII
P*
sin*
u).
As u
increases from
to
T1997
...,
to 1
and p dea
It
* ex PV(l^2)

+ V(i* )
$1
origin.
This curve
Fig. 24.
The domain
it
in
which
J*n (nz)
is
shewn
in Fig. 24
will
When the order of the Bessel function is positive but not restricted to be an integer we take the contour of integration to be a circle of radius e* terminated by two rays inclined + it arc tan (coth u tan a) to the real axis. If we take 1 = ev on these rays, we get
1 1
, ,, T \W)\<X'+\\) % **l*P
,
\amvir\
/""
\/(sinh^ + sin^)
,  vV d
"1
j^/l +
[
s

I
2!L!^
w
\\
I
r
J u
e xv{v(vu)}dv\
)
and so
Jr(v*)< \l
+
is
l/it
This value
CHAPTER
IX
The
definition
of Neumanns polynomial
On (t).
is the discussion of certain polynomials which occur in various types of investigations connected with Bessel functions.
The
The
first
Neumann's *
investigation of the problem of expanding an arbitrary analytic function f(z) into a series of the form 2an n (z). The function n (t), which is now usually
called
Neumanns
l/(t
polynomial,
is
en
Jn (z)
in the
expansion of
z)
W
From
(<)
* <*)+
Jn (z)On (t).
shall derive an explicit expression for the function, and it will then appear that the expansion (1) is valid whenever \z\< \t\. In order to obtain this expression, assume that z < t and, after expanding l/(t  z) in ascending powers of z, substitute Schlbmilch's series of Bessel coefficients ( 27) for each power of z.
j \ j j
we
 = + tz
1
2
s=1
<
** +1
7*
1
fr
s
m=0
(,\a.
v
*=1 &
v
=
(s
+ 2m).(s + ml)l
nl

(,i
Assuming
*
for the
Math,
series.
314.
Neumann's procedure,
15, 33 see also Journal fur assuming the expansion (1), is to be given subsequently ( 9 12) and to solve it in
;
after
t In anticipation of 1611, we observe that the expansion of an arbitrary function by substituting for l/(t  z) in the formula
. ,= f(z)r
is
obtained
/(*+)/()"
(
si/
1st.
Lomlardo,
(2)
xv. (1882!,
224225.
272
[CHAP. IX
series
we
is
effect
we thus get
(<i(D 2" 2"1" 1 * n^ , n_ m+1
V
i r = 7 c
*
n/(')+
S
n=l
n.(nm
m=<\
=0
m!
1)1)
J
/.(*)
r/x
by the equations
n u\
o,()
^"i,V ml(i^
iyt
^"n.inml)!

{n>l)
(3)
It is easy to see that
(4)
en
O(0*^iT
i
2(2n
2)
+ 2i4t(2n2)(2M _ + ..., 4)
and the
We
l/(*
have now to consider the permissibility of rearranging the repeated series for
 1).
A sufficient condition is
.i
t
i
*/
.
Uo
. \ , +2> \'/ If
should be convergent.
(4),
To prove
that this
is
we observe
that,
by
2' 11
we have
m=0
'MI
m=0
(*+
1)!
+ <3(J*) {exp(i*P)}/(2m)!
<(il*l)*e*P(il*l
)
Hence
s
_J1_
(+2m).( + ml)l
,
,,

_,.,_,*
eipQi)
'
(**)
The absolute convergence of the repeated series is therefore established under the hypothesis that \z\ < \t\. And so the expansion (1) is valid when \z\< \t\, and the coefficients of the Bessel functions in the expansion are defined by (2) and (3).
It is also easy to establish the uniformity of the
1
1
^ R,
9*1]
ASSOCIATED POLYNOMIALS
these inequalities are satisfied, the
x
273
When
sum
( /)*
^_
(8
+ 2m).( + ml)!
"!
exp
.lo^^lio
*"
(*
(fr*) \
exp
(frr )
+ 2m)!
z
Jand
t,
flr
Since the expression on the right is independent of convergence follows from the test of Weierstrass.
was called by Neumann a Bessel function of the second now used (cf. 353, 3*54) to describe a certain solution of Bessel's equation, and so it has become obsolete as a description of Neumann's function. The function n (t) is a polynomial of degree n + 1 in 1/t, and it is. usually called Neumann's polynomial of order n.
The function
n ()
is
\n m
/k\ (5)
or \{n
\) m
/*\
for
in (2), according as
* *4
n.fjw
a
+ ma
s
1)1
Q'OijSt dnm)!^^ w n* n ( 2 1 _ J.
r=
1
"
*~
)
i
(n2

4
2 )(w
2
4)
'
+ ...
(n odd)
(6)
n (t)
j JE o (1
__ 1Jiara=s
3
'
nnW (t\"4 mv t
(5), (6)
w T (j n
+ j m) r <>8
j ( t w ) w
'
ranm + l).(Om+1
it is
The equations
By
(8)
(9)
lO,(0k*.(n!).(**!> ^xpCil*!^
enOn (t) = l.(n\).(lt)*(l

+ 0),
(n>l)
where
<;
[exp (
*

 l]/(2  2).
Sa n Jn (z)
;
From
these formulae
series
it
n (t) is convergent
when z is outside the circle of convergence of the latter series. a n Jn (z) n (t) does not tend to zero as n  oo and so the former series does not converge. Again, it is easy to prove that, as n * oo
absolutely convergent
whenever the
lan (zjt)n
and,
Jn <*)
(t)
^
(2n
{l
<)}
By analogy
Qn (t), which
is
such that
tz
r.
=, n=o
+ l) Pn {z)Qn (t).
Cf.
Modern Analysis,
% 15*4.
274
[CHAP. IX
and hence it may be shewn* that the points on the circle of convergence at which either series converges^ are identical with the points on the circle at which the other series is convergent. It may also be proved that, if either
series is uniformly convergent in
t,
so also
is
the other
series.
is
when
J
<
1
1
\,
it
follows
by
differentiation! that
(10)
()g.(p r ^ y
(tzf + * +1
+ g)!: = T y_ 2
w=0
dV
'
may be
o.(0i/.
o
8 5
,
192/*
1920/**.
The
Otti,
coefficients in the
polynomial
On (t),
for
=0,
1, 2, ... 15,
4, 5.
9*11.
satisfied by
On (t).
l)
n (t)
,
We
(1)
(2)
(3)
shall
(n
 1)
+ (n + 1)
1
W _,(0
 2 (n \~
2n 
n?r
,
(>1)
(n^l)
(<),
The first of these was stated by Schlafli, Math. Ann. in. (1871), p. 137, and proved by Gegenbauer, Wiener Sitzungsberichte, lxv. (2), (1872), pp. 33 35, but the other two were proved some years earlier by Neumann, Theorie der BesseFschen Functionen (Leipzig, 1867),
p. 21.
them, but give in their place an investigation by which the recurrence formulae are derived in a natural manner from the corresponding formulae for
Bessel coefficients.
Taking
<
1,
observe that, by
n
91
(1)
and
222 (7),
(tz)l
7i=0
Jn (z)
n (t)
=1= 2
n=0
if 2fr n is
2 M COS \niT
Jn (z),
is
theorems that,
convergent, so also
2&/n,
Sbjri*
is
absolutely convergeut.
\i) in.
(1881
2), p. 160.
Modem
Analysis, 533.
9'11]
ASSOCIATED POLYNOMIALS
275
and hence
z
I
n=0
en
Jn (z)
n (0
=I
=0
en
=X
since tO (t)=l.
If
now we
Jn (z)
to
modify
we get
{Jn X
(z)
2
If
=0
en
Jn (z)
n (t)
=2
n=l
+ Jn+1 (z)}
[tOn (t)
 cos
mr}/n.
it
we
notice that
is clear
on rearrangement that
(t)
Jo (z) {0
 tO, (t)} + J
I
 \t0, (t) + }
Now
all
regard
zasa
variable, while
left
remains constant if the coefficients of do not vanish, the first term which does
;
not vanish can be made to exceed the sum of all the others in absolute value, by taking \z\ sufficiently small. Hence all the coefficients vanish identically* and, from this result, formula (1) is obvious.
To prove
(2)
and
/d
\dt
+ dz) tz~
d\ _i
'
and
so, \z\
being
less
than
j
t
j
we have
n' (t)
2
By
Jn (Z)
+2
we
en
Jn
'
(z)
(t)
= 0.
left
find that
J
(z)
(t)
(jr)}
On (t)
=  J (,) 0, (*)  2
that
is
to say,
J. CO {Oo' (0
'
(t)
n+l
(0 "
n _, (0}
= 0.
On
*
Jn (z)
on the
left,
just as in the
proof of
This
we
(3).
if
then
a convergent power series vanishes identically, 373). Ttie argument is valid here because the various series of Bessel coefficients converge uniformly throughout a domain containing z = 0.
all its coefficients
vanish
(cf.
Modern Analysis,
276
[CHAP. IX
and
(2)
1)
1
)
we
(4) (5)
0 it) = (n  l)tOn
n (t)
(
(t)
'
+ n sin
\mr,
=  n + 1 ) tOn
(t)
+ n sin 2 \mr.
If
(6)
(7)
be written
(n
for
{d/dt), these
formulae become
2
 1) (^ + n + 1) n (0 = n \tOn* (t)  sin %rnr}, (n + 1) (^  n + 1 On (t) =  n {tO n+1 (t)  sin wtt}
)
0_(<)
this
n.
= ()n On (0.
(1)
With
values of
(7)
n
all
integral
9'12.
The
(t).
From the
(*
(7), it is clear
that
+ n + 1) (*  n + 1)
=
Tit
j
(^
+ n + 2)
2
n+ , (0
+ n sin \mr
8 2
\njr)
+ n sin
\nir
l)2
n (t)
(<
sin2 \nir.
is
y = On (0 +
(1)
^(0,
which
is
sometimes convenient
form
where lere
(w even)
( odd)
*
t
(1871), p. 138.
ASSOCIATED POLYNQMIALS
differential equation is to observe that
277
f
and so
z?
+z
enw2,7n {z)
* (0
'
t^z tz
(tzf
(tzf
00
00
Now
and hence
Therefore
t^J^ (z), z= 2
00
fin +
(2 + 1)
J2n +
l (z),
+ z = t2
n=0
2 en,gn
(t)
Jn (z).
+ 1*  *} On (t)  V ()] ^ 0.
equating to zero the coefficient of Jn (z) on the lefthand side of this identity, just we obtain at once the differential equation satisfied by On (t).
9*13.
It has
Neumann's contour
been shewn by
O n (z).
Neumann*
Jc
(1)
Om (z) On (z) dz = 0,
J m (z) On (z) dz =
0,
(m = n and
mn)
(2)
(ma n>)
,
(3)
f Jn (Z) On (Z) dz c
= 27TlA;/n
where k
is
number
number
of negative circuits.
The
larity of
first
(z)
is zero.
The
grand
is
manner
V m Jm (Z) = 0,
Jm (z)
respectively,
./
U (z)
be written in place of
W iifO<f)i, W ^),
BesseVschen Functionen (Leipzig, 1867), p. 19.
*U' (z) + zll{z) + (m2  w2 ) zJm (z) On (z) = z*g n (z) Jm (z),
* Theorie der
278
[CHAP. IX
and hence
[z
Jo
Jo
z*gn (z)
Jm (z) dz.
The integrated part vanishes because U(z) is onevalued, and the integral on the right vanishes because the integrand is analytic for all values of z and hence we deduce (2) when 2 n 2
;
Two
(4)
corollaries,
1
due to
/(o /> +
/
)
Schlafli,
Math. Ann.
m.
J* {x+y)
)
/"<* +
/
(5)

first is
The
obtained by applying
and
00
(3) to
(1),
namely
Jn {*+y)=
2 /, +p (i)/.j(y), p 00
variable.
9*14.
It
Neumanns
integral for
On (z).
(i)
o, (.)
shall
J"
+**+
= /;
^i+i:
2
^
;
+ *
^du.
We
(2)
equivalent formula
On (z) =
is
U Jo
/*>
exp ia
[{t
+ V(l +

)}
where o
\ir
on writing
u/z,
the truth
A
(3)
is
0 (z) = \\
(2)
w {e *
Jo
To prove
we observe that
/"ooexpia
racexpia
O
and
so,
(s)
=
Jo
e*dt,
0,(z)=
Jo
te*dt;
911
<f>
(2), it follows
that
we may write
exp ia
gt n (t)e~ dt,
0. <*)["
Jo
where
(4)
<f> +1
(0 
2t<j> n (t)
 <_, (0 = 0, =
*.
and
(5)
*
<M0=1>
*!<)
Theorie der BtsseVtchen Functionen (Leipzig, 1867), p. 16; Journal filr Math, lxvii. (1867),
p. 312.
9*14]
ASSOCIATED POLYNOMIALS
solution of the difference equation (4)
<f>
279
The
is
n (t)
where
and
The
A B=\
established.
who wrote
<p n
(D)
(1/z)
where we
(0
*"*** dt>
9*1 (1),
*=o
When
<
s
j
we have
= IT\ 2 9
2" '">
.
oo (n=<* V.n=
1
Jn (0\ edu,
j
if
p be so chosen that
u
z
It follows that
is justifiable; it
(such that

<
),
fu + J(u i 4z )\ n
2
n=N+\
can be made arbitrarily
3^all
by taking
N sufficiently large J
now
\uJ{u*+z*)\^2(u + \z\),
andso
Jn{0
r\^^p^l\
J
2

e u
du
^J^ fV(+,)
z
I \
*
1*1"
J LI
<(C/*)"exp{ + iim.
*
Math. Ann.
xvi. (1880), p. 7.
280
Therefore, since

[CHAP. IX
<
I I
,
we have

r
.l+i J.
{uJW+f^jn() (z)
*=
left
If
*
*P
{!!
+*
<f}
'
\*\{\'\\i\rby taking
can be
made
arbitrarily small
N sufficiently large
Hence, when
<
j,
we have
/(f)
.'0
= 2
w =  ee
{w+^+f!)} e~"rfu _
*
y)
tti
'
by the equation
\*
0 (,) = j"
and
it is
1.
+
n
so defined,
is
n+
When
term,
it is
the integrand
is
expanded*
in powers of z
9*15.
Sonine's investigation of
Neumann's
integral.
An
of expansion of l/(a
z)
is
Neumann's formula
difficulty.
91 4 can be
(w)
derived without
as follows
Let
so that
yjr
<fr
w;
and, if
yfr
= x,
let
w = ^ ()>
Let
Zn
and
A n be defined
1
by the equations%
z =
Then
it
f<+>
ti)
** m
CL
k> ^=/o
= Zn A n
n =a>
din
*"*{*(*)}"<**
Suppose that
curve
for
C surrounding
fa
on a closed
on a closed
* Cf.
t Mathematical Collection (Moscow), v (1870), pp. 323 modified slightly, but the symbols ^ and ^ are his.
382.
J This
Wist.
ii.
is
781784.
915, 9*16]
ASSOCIATED POLYNOMIALS
z.
281
curve
Then
+
2iriJ
1
1
oo
/*oo
y%n
gg(w)
dwdx
\Jc
J
" x
Jc
w^{x)
gZ^(W>) a*
2iriJ
=
provided that
Jo
e (z
;
dx =
l/(o
z),
B(z)<R (a)
and the
result
is
established
if it is
assumed
(w)
\ (w
l/w),
vf (x)
= x V( +
2
1)
and then
n= oo
= i KJ(*){4 n + ()A_n
=
}.
Since
] <*#,
we
at once obtain
Sonine notes
{jp.
Neumann's
integral.
328) that
Jn (z)~(hj) n ln\, *nOn (a)~n\($a)*, and in the later part of his a\ of the expansion so that lftaz) converges when J z memoir he giyes further applications of his general expansion.
\
<
9*16.
(z).
The
(^n^On (*),
which
is
On (z),
the
does not converge for any value of t except zero. series after the method of Borel, in the following manner
"summed"
n.(n + m\)\t2n
_
_1
(n
+ $).(n+m)l
2n +
nlomlo
1
"
t*
n Ion=m
_1
(2w)
2
~ 2 JE
(2m+l)l
2"* + 2
<* + 1
(1
(l+<^
2m + 2
)
"(**)*" +
(1
'
2
)
2m+1
'
w=
(i*)
 <a
l+<
*
().m! tm
*(l<*)m=o{*( 1 < , )} m
Nieuw Archief voor Wiskunde
pp. 49
55.
10
282
[CHAP. IX
^
e~"du
tot
>
an d this integral
is
convergent so long as
(1
1'*)
z\t is
not negative.
There
is
no great
2
n=o
t
n(
nt
On (z)

is
an asym
may be
(z).
of the theory of
this result.
9 '17.
It
is
(m).
Neumann's
by
n (nz)
by
J n (nz)
obtained
in 87.
We
have
1 n < n *) = 2i^+i
r*
J
z*)} ]
e~nw dw,
^
I
~
i
["

[{,
y/(vfi
+ *)} e]  dw
!
,
j
J o
is
Now
is
[w
+ V(w + z )} e~ w
2
V(l
(!)
z ),
and
so
On (nz) ^

JL_

Lt^^p
is
Jl {"
+ VK + z>)} e\.\dw\,
is
greatest at the
is
is
and both
w=
and
w = + oo
(2)
Vd*
Hence, since a contour joining the origin to infinity can be drawn when (2) is and since the integral involved in (1) is convergent with this contour, it follows that, throughout the domain in which (2) is satisfied, the inequality
satisfied,
(3)
is satisfied for
O n {nz)<.~
z
i
V(l
j"" 1
and
this is
917, 92]
9'2.
ASSOCIATED POLYNOMIALS
283
If
z
we expand
z)
in
by the expansion
we
find
on
rearrangement that
zv
* z v+s
2 "+*
(v
+ s + 2m).T (v + s + m )
(i/
"
J iio
no greater theoretical
* 
+ n)
1"
(v
+ n  m)
A
;
~~^.
Jv+n {z)
\
2m, and
it
presents
We are
A ntV {t),
defined by
the equation
whenever
and when
z\<
(2)
\t\,
we have
t
. =2 A Z =0
M
n>v
{t)Jv + n
{z).
difficulty in
+ nVAn+^M + iv + n + VA^.it)*
2" (v
1
[
J t
An
(t)
+ n)
\(v
+ nY 1}
t\\\n +
1"
(v
+ \n \)
Sinz *W7T,
\)
(5)
(i/
+ n) tA n_ 1<v (t)  (n +
+ n  1) 4,,,, (0 2"(v + n)(v + nl)r(v + ln$) , ,, ., I^ 8in2l = ( y + w _l)^' i". n> () + rfln + i)
1) (v
v
(6)
(1/
+ w) ^+1 , (<)  ( + n +
1) (2
+nn)(i
1)
A n>v (t)
,
4^)2T(+l)/t
Wiener Sitznngsberichte, lxxiv.
(2),
130.
284
[CHAP. IX
is
which
A n>v (t)
is
a solution
)
(R\
d*y
J>2vdy
where
(9)
^(
.A
r(J
L__.l
WW
+^ _I ^+n (0also
The
is 4 ,,()
Of these
proved that
(10)
_.
J
where
Cn v (z)
is
is
this
formula
easily proved
origin.
Neumann's polynomial
izt
1
I
/"< 0+)
Lttx J
(t) e
dt
= in cos
n arc cos
z)
The
(12)
following formulae
may
also
be mentioned
v
A m v (z)A n
c
'
(z)dz
= 0,
(m = nandm^n)
(13)
(m2 ^fen2 )
(14)
I
.'
Jv+n (z) A n
n = 0,
(z)
dz =
2irik,
c
1,2,
. . . ,
where
G is any closed
first
contour,
and k
is
number
number
of negative circuits of
The
the second
is
= 0,
V+n
{*
An
(z)}
whence we
find that
(m  n)
(2v
m + n)
Jo
z~ v
~v
0.
9*3.
Schlafli's
polynomial
O n (t) was
investigated by Schlafli.
properties,
In view of the greater simplicity of some of its frequently convenient to use it rather than Neumann's poly
nomial.
9'3]
ASSOCIATED POLYNOMIALS
polynomial
is
1 \
285
(1) (2)
Sn (t) = 2
S.()0.
<n {n (n
_m_
A)
(iO"
+MW
,
(n
>
1)
On comparing
(3)
we
and
(2),
we
(4)
+!
latter,
x
(t)
+ _! (0  2n~ Sn (t) = U~
1
 1) #n _ (0  1 (n +
this
1) +,
(0 = nSn
'
(t)
cos2 fnw.
we multiply
(5)
result to (4),
we get
Sn^{t)Sn+1 (0 =
(4)
25/(0.
may, of course, be proved by elementary algebra by using the definition of Sn (t), without appealing to the properties of
(5)
The formulae
and
Neumann's polynomial.
The
(6)
and, with this definition, (4) and (5) are true for
integral values of n.
The
(7)
is easily
by
Schlafli,
Other forms of the recurrence formulae which may be derived from (4)
and
(5) are
(8) (9)
If
we write ^
for
(d/dt), these
formulae become
2 cos^wtt,
(10) (11)
it follows that
(S
+ n) Sn (0 = tSn ^ (0 
(^
and so
(12)
Sn (t)
is
du  + t~ + (<  n
d?v
8
)y =
2 sin 2 /wr
+ 2n cos
\rnr.
Math. Ann.
m.
(1871), p. 138.
286
It
[CHAP. IX
:
(t)
= 2/t,
16/t
3
,
&(*)4/*,
S3 (t) = 2/t +
5
S
5
,
(t)
1
;
series,
) '
'
t
2 (n2
l2)
2 (wf 
(w 2
3)
2
polynomial (<)> for n = l, 2, ... 12, have been calculated by Otti, 14 Otti's formulae are reproduced (with some obvious errors) by Graf and Gubler, Einleitung in die Theorie der Bessel'schen Funktionen, II. (Bern,
The
coefficients in the
1900), p. 24.
9*31.
Formulae connecting
the
Schlafii.
have already encountered two formulae connecting the polynomials of Neumann and Schlafii, namely
We
\nSn (t) = t0n (t)  cos \ntr, 8n (t) + S (t) = 40n(f),
2
l l
of which the former is an immediate consequence of the definitions of the functions, and the latter follows from the recurrence formulae. A number of other formulae connecting the two functions are due to Crelier * they are easily derivable from the formulae already obtained, and we shall now discuss
;
When we
find that
(1)
93 (3) and
either
93 (8)
or (9),
we
(2)
Next, on
(3)
summing
(5),
we
find that
Sn (t) = 2
<(iD
2
w=
(t)
S'n^mri(t)
+ Bin*lnir.S
(t),
and hence
(4)
*
Sn (t) + Sn _
pp.
6196.
931, 9*32]
ASSOCIATED POLYNOMIALS
287
Again from
4
93 (7) and (5) we have {<?_, (0 + O n+J ()} = n _ 2 (t) + 2Sn (t) + S n+2 (t) = (Sn_ 2 (*)  Sn ()}  {Sn (t)  Sn+2 (t)\ 4Sn (0 = 2S' n_ (t)2S\l+1 (t) + 4 Sn (t) 4Sn" (0 + 4^(0,
1
!
so that
(5)
(t)
+ O n+1 (t).
911
(2),
This
Again, on
(6)
summing formulae
of the type of
we
2
find that
(t),
On (t) = 2
I
5/1=0
0'n 2m! 0)
and hence
(7)
n (t)
0^
(t)
= 2 "%
m=0
(t)
0,
(t)
{t).
9*32.
The
(1)
peculiar
Sn (z) = Tr
m= n
Graf and most readily proved by induction it is obviously true when n = 0, and also, by 363(12), when n=l. If now the sum on the right be denoted temporarily by n (z), it is clear that
This formula
is
;
<f>
<n+i (Z)
<ni (Z)
~ (%n/z)
2
<f>
n {Z)
m+1
m= n1
Ym (Z)  7T
n+1
Fn+j (z)
2
m=nl
Jm (z)
Jm (z)
m=n
(z)
2 m= n+l
Ym (z)7rYn_
(z)
m= +l
(2n7rjz)Jn (z)
2
m=n
Now
modify the summations on the right by suppressing or inserting terms at the beginning and end so that all the summations run from n ton; and
we then
vanish.
<f>
Ym (z)
n+1 (z)
+ <_, (z)  (2n/z) n (z) = 7rJn+1 (Z) Yn+1 (Z) + Y_ n ^ (Z)}  7T Fn+1 (z) {Jn+1 (z) + J_n_, ( Z)\  rrJ^ (z) n (z) + F_M (Z)} + 7T n_ (z) {Jn (z) + J_ n (z)\ _  {l + (_ l){ \Jn _, ( Z ) Yn (z)  Jn (z) Fn _ (,)}
<f>
{
= 4.2 1 eos
^wr,
is satisfied
by 363(12); and so n (z) satisfies the recurrence formula which by Sn (z), and the induction that n {z) = Sn (z) is evident.
<f>
<f>
(1893), p. 138.
41.
288
9*33.
[CHAP. IX
Sn (z).
If
exp
ia
On (e)
=h
.'
[{t
V'(l
+ t*)} n +
\t
and integrate by
parts,
we
find that
eft
_ cos'^wtt + " 5
Hence
it
00
_^ 2zJ
i"
\t
+ \/(l
4
P)}
V( 1
+ * )} w
2
_rf
V(l+**)
follows that
Schlafli,
p. 146, in
the form
fundamental in
which we
shall
now
give an outline.
We
write temporarily
Tn =
and then
so that
[t
+ V(l + *2)} n 
\t
 V(l + ?)}'\
y"+! _ ot 4T
and therefore
7'
C
IT
*
'
+ 2 + 2*+...+2e'
the continued fraction having w elements. It follows that quotient of two simple continuants^ so that
Tn ]Tn
x
is
the
Tn+ l= K(2t,2t,...,2t)n
Tn
the suffixes
n,
K{2t,2t,...,2t) n
^
and since
It follows thatj
we have
Tn = 2</(l + t*).K(2t)n_
* Comptes Rendus, cxxv. (1897), pp.
;
1 ,
% Since
all
the elements of
421423, 860863 Bern Mittheilungen, 1897, pp. 6196. 494502. tbe continuant are the same, the continuant may be expressed by
9*33, 9*34]
ASSOCIATED POLYNOMIALS
fee
289
and hence
exp ia
(3)
Sn (z) = 2
Jo
K(2t)n _ e~^dt,
1
From
9'34.
Schlafli's expansion
of Sn (t
+ z)
as a series of Bessel
coefficients.
We
shall
now
when
<
1
1
Sn (t 4 z)
(1)
Sn (t + z)=
m= 00
I Sn _n (t)Jm (z).
is
The simplest method of establishing this formula for positive values of n by induction f. It is evidently true when n = 0, for then both sides vanish
1,
when n =
is
equal to
S, (0 Jo (*)
+ X
{Sim (t)
Jm (*) + S^ (0 J_ m (z)}
2 {Sm^W + S^ityJ^z)
*=1
= 2Oo (t)J
=
2
{z) +
I e m Om (t)Jm (z)
=
by 91(1) and
2/(*
+ z) =
S,
(t
+ z),
93 (7).
truth of (1) for Schlafli's polynomials of orders
Now,
if
0, 1, 2, ... n,
Sn+i
+ z) = S^ (t + z) 2Sn
'
(t
+ z)
2
S'n _,n (t)Jm (z)
m=
X
2
Snri(t)Jm
(z)2
wi= 00
30
m= *>
and the induction
is
established
result that
S'(t
*
+ z) = ^SH (t + z).
;
141
is
left to
91).
The extension
on the proof
by
9*3 (6).
290
[CHAP. IX
The expansion was obtained by Schlafli by expanding every term on the right of (1) in ascending powers of z and descending powers of t. The investigation given here is clue to Sonine, Math. Ann. xvi. (1880), p. 7 ; Sonine's investigation was concerned with a more general class of functions than Schlafli's polynomial, known as hemicylindrical functions
< 108).
When we make
(2)
use of equation
n (t
when
<
1
1
\,
+ z)=
= 00
(1872),
n (t+z) in ascending
powers of
$ 911 (2)]
(3)
2P
^r)==
(t),
is
when \z\<
\t\),
(4)
Sn (tz) = On (tz)=
I Sn+m^Jmiz),
(5)
Wl =
i O n+ m (t)Jm (z).
oo
9*4.
The
definition of
Neumanns
'polynomial ft n (t).
The problem
formulae of
Neumann f by
the
z)
given in 91, is the expansion of l/(F z2 ); and the function ft n () will be defined as the coefficient of n Jnz (z) in the expansion of l/(tfa z*), so that
C1)
irr, t*z
= # (*) Oo (0 +
n=0
<*) fli
(0
W
tft
<*)
n. (0
= 2 c/.'Wfl.^
To obtain an
panding
*
ke
<
*
I
aQ d, after ex
l/(s
z})
in ascending powers of
141
z,
Math. Ann.
142;
[Jahrbuch
Math. 18931894,
t Leipziger Berichte, xxi. (1869), pp. 221256. [Math. Ann. in. (1871), pp. 581610.]
94]
ASSOCIATED POLYNOMIALS
given by
291
( 272).
a 2
Neumann
As
in
we have
z 2*
s ~,=oM+a
series
by writing
ns
for
this
rearrangement
ment
in 9*1.
is
V>
(3)
Un
W ~ 4 ,r
(n
 *)! (2s)! (i
we
M+a
'
(n>l)
n i (oi/'.
the order of the terms in (2)
find that
On reversing
<*)
nW ~4 mto
"nWi+oir+o ^3.4 2
**

(n>l)
'
14na
1.2 4n'(4n2')
/L
(5)
/6
Also
A*
(6)
@44
2.(2wl)(2n2)
Hen*
2"
+
)
'
+ 1.2...n.(2nl)(2n2)...nf
where
.= ~
2 nl
2/i
@ = (2nl)(2n3) 2n(2n2)
4
'
2n(2n2)(2n4)
0 =
Since
(8)
(2m1)(2w3)...1 2n(2w2)...2
211
),
< Bm <
1, it is
that
n it)
<*
2*
j
 2 2 (n 2 exp !) (
2 2
2

and,
when n > 0,
en
(9)
nw (0 2W < "
(n!)a (l
+ 0),
where
0\
S {exp* a
 l}/(2n 1).
292
[CHAP. IX
easy to shew
difficulty in verifying
Kapteyn*,
ao)
(') s
5/r^(a^)Qn
(t).
9*41.
911
(2)
and
(3) are
n'(t) lln{t)
= n ^
**<*>
n1
n+
2n 'Q nl'
(2)
(2/<)rV(o
(2/0
= *n (0**MO,
(3)
'
(t)
=  2n, (t) + 2n
(t).
9*11 (1).
Neumann f
is
9*4 (1),
and
that,
by Hansen's expansion of
2 Jo ()
J' (z)
2*5,
We find by
t,
to
z,
that
2t/(t*z>Y= 5
n=0
a/(ff
Jn*(*)fV(0>
j; to
flo
 *y = 2 j
(#>
(0
J'n., (*)
=* I
n=l
{/*.,
to /Vito){n(*)n. (*)}/
it is
On comparing
*
these results,
clear that
2
en
+ ito}.{(0n(o}/n=a
left
On
Jn
(z)
on the
and equating
it
to zero
(cf.
91),
*
we
Ann.
m.
(1871), p. 606.]
941, 9*5]
9*5.
ASSOCIATED POLYNOMIALS
293
Q n (t).
in ascending powers of z and replace each power If we expand z of z by its expansion as a series of products of Bessel functions given in 55, we find on rearrangement (by replacing s by n 2m) that
gfl
+v
* gH + v + S
2*i+ " + *(
t/
M+ j+i
J v+ ig +m
(z)
=0
i=0 (,m=0
*n swi + i
&
(/A+y + n)r(/i,
+ ^wm +
m!r(/tx
1) r(i/
i/
+ nm + + + w2i + l)
l)r(/A
+ y + M w)
it is
supposed that z

<
,
We
Bnillt (t),
defined by
the equation
m
(
1)
R ;**(*) n
W
,
'
This polynomial was investigated by Gegenbauer*; it recurrence formulae, none of which are of a simple character.
It
(2)
satisfies various
may be noted
that
,;
0,0
(0
= **" (*)
functions in ascending
The
on
series
record.
(3)
t"J
J
(2t sin
<f>)
B2n +
dt
1;
>v (t)dt
= 0.
(4)
2^. J
t~ >
J, (2t sin
/
<f>)
Bm
M>
(t)
In the
1
_ 2* + "((j + v + 2n)r(fi, + l)r(fj, + v + n)8m''<b n\T(fi + v+l) x aFa (n,/ji + l,fj.+ v + n; f* + $* + $, \f + l v + special case in which ft = v, this reduces to
r(o+)
2 *J sin
<f>).
(5)
t*Jp {2tam4>)Bm
v, v
(t)dt=2*(v+n)r( v )sm*<l>Cn*(co82<t>).
<f>
This formula
specialised by taking
(2),
equal to tt or tt.
(1877), pp.
218222.
294
9*6.
[CHAP. IX
RmiV (z).
Jv+m {z)
linearly in terms of
Jv (z)
and
to
J ^{z)\
and the
polynomials in \jz
We
proceed to shew
how
The
result of eliminating
(z)
equations
{2 (v
(z)
0,
(p = 0,
1,
. . .
m  1)
=0.
seen to be
2z 1
(v
1,
^ + m(2),
0>
+ ml),
2z l
1,
(v
+ m2),
0,
0,
1,
0,
0, 0,
(z),
0,
0, 0,
Jp('),
Jv .
1
22 1
1
("
+ l)
(z)(2v/z)Jy
0,
By expanding
Jv+m (z)
is
in cofactors of the first column, we see that the cofactor of unity; and the cofactor of ()"* 1 Jv {) is
i.
2? 1 (v + ml),
1,
0,
1,
0,
0, 0,
23~ 1 (v+m2),
1,
2i(i/+i3),
0,
0,
0,
_2*J( + l),
1,
0,
221
The
cofactor of ()m
~1
of the last
The
and
it is
cofactor of () w,
is
(z) is
also of degree
in
v.
The
which
unity
;
suppressing the last row and column of the determinant by is equivalent to increasing v and diminishing by and so the cofactor of ()m ~ ./_, (z) is () mr " 1 iCi.r+i (z).
effect of
Hence
follows that
(z)
J_
v
( z)
R m_
+1 ( z )
= 0,
Math. Ann.
108116.
9*6, 9*61]
ASSOCIATED POLYNOMIALS
295
that
is
to say
(1)
(z)
It
Rm
(z) is
2*rl(v
+m~
1>
>2z>(v+m2)2z*(v + m3)...2z>v
R,,(z) was denned by Lommel by means of equation (1). then derived an explicit expression for the coefficients in the polynomial by a somewhat elaborate induction ; it is, however, simpler to determine the coefficients by using the series for the product of two Bessel functions in the
The function
He
way which
It
will
be explained in
9'61.
A n . x (2),
2
2)
such that
'.<)
2
'
'^ r"
M*
<*.
where
[cf.
962
(8)]
^n_i
(2)
BH (2)  A n (2) 5B _
(2)=
2K^...(2n2f2n
'
It should be noticed that Graft and Crelierf use a notation which Lommel's notation ; they write equation (1) in the form
differs
from
Ja + >
W^CT
<*>
9*61.
The
series for
Lommel's polynomial.
(z),
satisfies
the same recurrence formulae as J,+m (z); and hence the analysis of
96
also
= J.
(z)
Rm, v {z)
results.
J+m (z) J_+1 (z) + ()m J m (z) /.1 {z) = Rm (z) {Jy (z) J^ (z) + /_ (z) /_, (z)}
,
2 sin vtt
Rm,v{z),
TTZ
* Cf. Chrystal, Algebra,
11.
(1900), p. 502.
t Ann. di Mat. (2) xxm. (1895), pp. tionen, n. (Bern, 1900), pp. 98109.
4565; Einleitung
131163.
t Ann. di Mat.
pp.
296
[CHAP. IX
by
541, we have
j v+m {z)
j_ +1
X
w(z)
opir{v +
m+p+
+
l)r{ _
+ 2+p y
n)
1
J v  m (z) Jv 
= 2
n~l
n\T(v m + n + 1 V (v +
)
_ S
n =o n\
(~) (
)n
{\z) m+tn
T(
m+n
1)
r(y + n)
+ i
when we
that
(jo
P =o(r/i
replace
??
in the
(*y+g+* (v+* P + i) + p + l)!r(i/ + 2+p)r(i/ + w+p + l)' last summation by mf jo + l. Now it is clear
!
mw
(m\p+l)\
and
so,
+ l)m+p+i = (m + 2p + 1) = (m + p + p\(m+p+\)\ p\
2)p
we
find that
2 sin vir
__
() m+w (
m + n) n {\z) m+m
_ smvir
^~
<* ()n (m
Mr
'
> \m
in
infer that
<* () {m
 n)\ r (p + m n!
w) {\z) +
(i2)!

r(i/

n)
But the
that
(\ n
drZ\~ m +n
R m>v (z) is
so,
and
for
m (z), by means of a determinant, shews a continuous function of v for all values of v, integral or not by an obvious limiting process, we infer that (3) is a valid expression
original definition of
R mv (z)
When
T(
is
a negative integer
it
ma}'
T(v
in part of the series.
+ mn)
y
y
n + l)
T(v+n)
'
r(vm + n + l)
The series (3) was given by Lommel, Math. Ann. iv. (1871), pp. 108111; an equivalent result, in a different notation, had, however, been published by him ten years earlier,
Archiv der Math,
und
355.
An
(4)
mentioned, was
(*)
Ann.
di
Mat.
9'62]
ASSOCIATED POLYNOMIALS
Pochhammer
.
297
In the notation of
(5)
(cf. 4*4,
4*42),
;
we have
z*).
Rm (z) = (v) m {% z)~m J\ (\\ m,  \ m v,~ m, lvm; Since R mv {z)/z is a linear combination of products of cylinder functions of
+
2
{(i;
2
2
}
m and v 1, it follows from 54 that it is annihilated by the operator + m y + (v~ l) ^ + + my {v \Tf] + 4s (^ + 3^ + 2) where ^ = z (d/dz) and so Rmv (z) is a solution of the differential equation [(* + m) (* + 2v + m 2)($2v m) (^  m  2)] y (6)
orders v
O* 
}(i/
+ 4^^(^+l)3/0.
equation equivalent to this was stated by Hurwitz, Math. Ann. xxxm. (1889), p. 251; and a lengthy proof of it was given by Nielsen, Ann. di Mat. (3) vi. (1901), pp. 332 334 ; a simple proof, differing from the proof just given, may be obtained from formula (5).
An
9*62.
We
Rm<v (z),
which were
published by
Lommel
in his
memoir of 1871.
In the first place, 9*6 (1) holds if the Bessel functions are replaced by any other functions satisfying the same recurrence formulae and, in particular,
;
(1)
Y^^R^^iz),
whence
(2)
it
follows that
Yv+m (z) J (,)  J^ m ( Z ) Y^ (z) = R m {z) Yv {z) J _, (z)  Jv (z) Yv ^(z)}=  2R m<v (z)l(7rz).
,
961 (2), take m to be an even integer replace m by 2m, and v by v  m. The equation then becomes (3) Jv+m (z)Jm+1 _ v (z) + J_ v _ m (z)J_m _ i+v (z) = 2 ()m sin vir. R^m v  m {z)\{TTz\ and, in the special case v = , we get
Next, in
;
,
(4)
(z)
that
is
(5)
j Wi ( + ./._
is is
2 5 vr~v)i{*w W  t^w=o
(ra
This
order
In particular, we have
()
J>
M + y_ W  2
(i
+ ),
298
Formula
(5)
[CHAP. IX
it
at that time
by a
followed by a
As
special cases of
96 (1) and
9"61 (1),
we have
cos z
/
.
Jm+i (*)
]
(J
# w_
li
(z),
()'"
[
Jm i (z)
2 \4
cos
z.Rm ,i (z) + ^
2 \*
sin *
.
i^
lf
(*).
By
(8)
we deduce from
(4) thatf
R\
if,
(z)
Finally,
in 9*61 (2),
m by the
v
and then
replace v by v
(9)
m, we
get
mi (f) = 2 ()" sin vTrR%m+Ai _m (z)/(ire).
(1901), p. 23, is that
An
if
by
n
Nielsen,
v+
we have any
z,
algebraic in
we can
at once infer
fm (z)J
2
m (z) = 0, where
the functions
fm (z)
are
identities
/, (*) i2m _!, +
2 fm {z) m=0
(*)s0,
in
(*)
= 0,
Jv i(z)lJv ()
is
not an
340, that this result leads to many interesting expansions in series of Lommel's polynomials; some of these formulae will be found in his Handbuch der Theorie der Cylinderfunktionen (Leipzig, 1904), but they do not seem to be of sufficient practical
9*63.
Jv+m 0) = J*
replace
(*)
Rm, v (?)
m and
we
by
m+1
and
Jv +m (z),
see that
+ Rm+1,,1 (*)} =
{/",
(*)
+ /,(*)}
(1871), pp.
Rm,u(z).
Math. Ann. n. (1870), pp. 627632. t This result was obtained by Lommel, Math. Ann.
iv.
115116.
963]
ASSOCIATED POLYNOMIALS
299
it is
Divide by
(1)
J ^ (z), which
v
is
apparent that
Rm1,,+1 (*)
+ Rm+l
^ Rm
}
v (z).
To
and
we
replace
m in 9 62 (2)

by
w+1
m 1, and use the recurrence formula connecting Bessel orders v + m 1, v + m and v + m + 1 it is then seen that 2 iC>, (*) + R m+ (s) = ^^1 Rm> (z\ (2) z
;
functions of
i,
(1)
and
(2),
R mi
(z)
(m +
_
Rm, v (*)
Again, write
962 (2)
in the form
\zi F_,
z**R mtV
7T
(*)}{*'
Y9m (s)}[r*J w
(z)},
and
differentiate
We
=
deduce that
~
(4)
R'm, v (^)
z
(2),
Rm,
,
(*)
and
so,
by
(3), (1)
and
(5)
R'm>
(s)
= i2 TO
Z
,,
(z)
+ Rm (z)
lt
(z)
(6)
=
z
Rmt
lt
(z),
(7)
R'mA Z) = ~
T"" Z
RmA Z
+ Rm+hvi (z ) + Rmh* ( z
)
of these formulae were given by Lommel, Math. Ann. IV. (1871), pp. 113 due to Nielsen, Ann. di Mat. (3) VI. (1901), p. 332; formula (2) has been used by Porter, Annals of Math. (2) in. (1901), p. 66, in discussing the zeros of Rm> v (z).
The majority
may be used
to define
is
Rmv (z),
JLv
m is zero or a negative
of m,
we
R%v\ z) =
that
(8)
4,v(v
+ l)
1>
~i
p 3 )= ^i,A
.
0<
y(z)=l,
R m
we compare
(Z)
If
we
find that
(10)
Rm,y(z) = ()" Rr^^y (z) =  R.m^ v+m+1 {z) = ()" Rm ,.ym +i (z).
the functions of negative parameter are defined by equation
(9), all
When
the
formulae (1)
300
9'64.
[CHAP. IX
Lommel
polynomials.
It
is
which has been discussed by Crelier*. The relations were obtained by Crelier from the theory of continued fractions.
shews that Jv+m (z) and Rmv (z), qua functions same recurrence formula connecting three contiguous functions; and so a repetition of the arguments of 9*6 (modified by replacing the Bessel functions by the appropriate Lommel polynomials) shews that
First observe that 9*63 (2)
satisfy precisely the
of
in,
( 1)
Rm+n
(z)
it
\Z)
Kn
i,
v+m+i
\Z)'
**t, v
\Z) tim.v+i
z)
~~ ^"in+i.v z \ )
Rmi,v+i \ z )
v+1 \ z )
Rm, v\ z
unaffected by changing
when
m into m=
m
lt
v+1 (z)
1,
96)
= 0.
+ n,
More generally, if in 9*63 (2) we had we should have similarly found that
R,n,
v
replaced
m by m n
and v by v
and so the value of the function on the left m 1. It is consequently independent of m is R n  i<v (z\ we find from 9*63(10) that
(3)
is
;
unaffected by changing
and since
its
value
when
m into m=n
Rm>
(z)
Rm
.
n+ i +n (z)
t
1,
\Z),
Replace
(4)
m and wbym1
v
and n +
and
it is
,v
found that
J
Rm\
(z)
(z)
Rmn2, v+n+1 \ z )~
If
we
in place of n
and
be
n>
(z) R m P  v+p+i (z) RPt (z) rt m _w _j v + n+i \z) Rm, v (z) [ Rmp2, v+p+i (z) Rmni, v+n+1 ( z ) ~~ Rmnl, v+n+i ( z ) Rmp^ v +p+i \Z)] Rm, v \Z) Rnpi, v+p+i \ z
Jt
i
)>
by
(3).
If we
we obtain
(5)
p. 143),
,
ni
Rp
136
\Z)
Rnmi, i/+m+i \ z )
)'
Ann. di Mat.
et seq.
Math Ann

Iv<
1871 )'
P
U5,
9'64]
ASSOCIATED POLYNOMIALS
is
301
;
This
it
the same
z.
that
is
(7)
similar
result
may be
by
If
we
eliminate
Jv+m i (z)
between
the equations*
"c+n \Z)
^Jy+p \Z)
we
/
find that
Jv +p (z) R n mi,v+m+i (z) ~ J +m \Z) Lftnm, v+m \Z) ftpmi, v+m+i \Z) Hpm, f+m {Z) Rnmi, v+m+i (*)] *= J+m (Z) Rpni, f+n+i (z)
'
is
m,
n, p,
by
0,
m, p m, v + m
It follows that
(
8)
+m+1 (*)
= 0,
where
The last two formulae seem never to have been previously stated explicitly, though Graf and Gubler hint at the existence of such equations, Einleitung in die Theorie der BmeVschen Funktionm, n. (Bern, 1900), pp. 108, 109.
[Note.
If
we eliminate J^i
i
z)
()
Rm (*)
1.
p+
1 (*),
Rm2, v + 1
(*)i
find that
1 (*)>
by
 m, we have
(')
By
that
we deduce that
()
Jv l () Rmh v +
(*),
say that the equation 9*6 (1), which has hitherto been considered only for positive values of the parameter wi, is still true for negative values.]
* It is supposed temporarily that result is symmetrical, this restriction
m is the
may be removed.
p ; but since the final See also the note at the end of the section.
302
9*65.
[CHAP. IX
Lommel polynomial.
We
(1) V '
shall
now prove
that
lira
<
*.
**)^.^(*> = j
r(i/
+ m + l)
(,).
This result was applied by Hurwitz, Math. Ann. xxxm. (1889), pp. 250 252, to discuss Jv (z) when v has an assigned real value ( 15*27). It has also been examined by Graf, Ann. di Mat. (2) xxiii. (1895), pp. 49 52, and by Crelier, Bern " Mittheilungen, 1897, pp. 9296.
the reality of the zeros of
From
961
(3)
we have
l)
r(v + m +
n= on\V{v
'
Now
write
(m n)\T
so that
(v + m n + 1) _ (m2n)!I> + m + l) =
Q ( ' n)
>
(m, n)
7^
(m
(i/
+ ra)(i' +
w)(ra rP
1)
...
(m  2n +
v
ml)...(i/
.v
+ mn +

1) TV 1)
>
If
now
numerator of 6 (ra,
numerically less
> N.
\0{m,n)\<l,
Hence, when
n> N,
and
m > 2N,
value,
while,
lim
(m, n)
1.
Since
is
(>;(*'>+"
absolutely convergent,
lim
it
theorem* that
hZY+"
is
e <m, n)
= i
established.
=o!
ru++i)
,
rr is
it
$z)" +m
to its limit
is
/^
+ 1 (2)/r(
+ m+l)
also uniform in
* Cf. Bromwich, Theory of Ivjinite Series, 49. f An arbitrarily small region of which the origin excluded from this domain when R (v) < 0.
is
9*65, 9*7]
ASSOCIATED POLYNOMIALS
the theorem of Hurwitz
it is
303
From
fraction for
Jv
(z)/Jv (z).
For,
when
Jv (z)
0,
we have
^# =
by
lim
r^t^l
L^l/I^Ml,
m_
,
lim
963 (1). On
R* v+mAz)
^i,+m(*)
=2
_
2z
l
1
(v
+ m)
we
find that
^Hi^2^
ttm,, + i (z)
(i/
+ 1) z 1
(i/
1 2) r
. . .
2
+ m) z~*
and hence
(2 )
^WJ
v
(z)
2(v
...
last
This procedure avoids the necessity of proving directly that, when m*ao, the element of the continued fraction
Jv {z)
may
be neglected
;
2( + l)*...2>+)*iis
Jv + m (z)
p. 52.
the method
(2)
xxnr. (1895),
9*7.
In order to discuss properties of the zeros of Lommel polynomials, it is convenient to follow Hurwitz by making a change in the notation, for the reason that Lommel polynomials contain only alternate powers of the variable.
Accordingly we define the modified
equation *
Lommel
polynomial gm>v
l)*"
*
(z)
by the
m
(2)
(1)
so that
n ^'
M^ W :
tt
ro
C ntB
()*r(
Rm
,r +1
(z)
By making
(3)
formulae
[
0+i,r (*)
(4)
(5)
= (" + m + l)gm>v (z)  zgm_hv (z), #,+,, ri (z) = vgm (z)  zg^, +1 (z),
,
IF*
bTz
, 1 (z),
[J
(6 )
^m ^ (,mi gmv
gm
,
<,
m+1 _, (*)
+1
gm+1<v (z),
0<
963 (4)]
(7)
 gm+2t (z) gm _
1%
(z) = z m g
[A
* This notation differs in
304
[CHAP. IX
These results
it will
9'6
964.
(3) is of
2>
The result of eliminating alternate functions from the system some importance. The eliminant is
(f
(z),
where
(v
+ m + 1) \{v + m) (v + m + 2) 2z).
We
(v
+ 2)gi<v (z) = ca (z)g2>y (z) (v + 4>)z'g0tV (z), (z) = c4 (z) gitV (z)  (v + 6) *g%w (z), (v + 4) g
St
(8) (v
= Ca, (z)
<7M)
(z)
 {v + 2s + 2) z g^ {z),
3
t
(y
9*71.
2.
> 2,
the
We
shall
now
1 > v > 2,
a ^ real; and also that they are in which case one of them is negative.
is
when
of Sturm's functions.
97
be the case are (i) the combined with (ii) the theorem that
zeros alternate, it
is sufficient
a monotonic function of the real variable z, except at the where the quotient is discontinuous. denominator, zeros of the
We
where
have
f^ %9
,,
(z)
*M  j dz { {gtm^Kz))
%
w(
=  389**, **,
and from
B9mi.m8 so that
9 (z),
m > 1,
5KK2IW,*W_8
is
expressible as a
sum
of positive terms
when
> 2.
* Math. Ann. xxxin. (1889), pp.
254256.
971, 972]
ASSOCIATED POLYNOMIALS
305
The monotonic property is therefore established, and it is obvious from a graph that the real zeros of g^^, (z) separate those of g2mv (z).
It follows from Sturm's
any
number of alternations
of sign
g^^
(z),
end of
quotient gr^
i.
(1918), 96.
The arrangements
when
oo
0, oo
are as follows
2m
2m 2
2m 4
00
+
+
+
+
~ (~)m l
(
+
+
_)m2
...
...
+ +
00
(>*
...
The upper
negative
;
+1
is
positive or
of this Table.
9*72.
p< 2.
Let
be
less
than
2,
and
let
inequalities
2s>v>2s2.
It will
now be shewn
that*,
that,
1, 2,
gsm ,(z)
t
Provided
each case,
m is taken to
any) of
+ 2m
is positive.
It will first be
(if
g^^z)
alternate
see Proc.
London Math.
(1921), pp.
266272.
306
[CHAP. IX
clear that
= ^2m2, zg*mi, + 9*m+i, vi( z )}  9*m, ( z ) l^ami, 1(2) ~ S'ami, (*)} = (1/ + 2m)0 tM i,r() + gmi~2, v {z)g*m,v\(z )g*mi,vi(z)gvmAz) = (l/ + 2m)5r 2m_ (^)  ^nrWft.rtWlW
{
1>
>o,
provided that
i>
+ 2m
is
positive
and z
is
negative.
is
is
evident.
The
now shews
of functions
g*m,v(z), g*m2, v(z)>
g+t, *( z )>
.g*,
*( z )>
g***A z)>
form a set of Sturm's functions.
+g*4,v( z ),
(~Ygo,v( z)
The
when
is
oo
are
()*,
....
+,+,,+,
...,
and
When
is
zero, the
signs of the
functions are
, ,
.,
+,,+,
,()*,
the upper signs being taken when 2s > v > 2s 1, and the lower signs being taken when 2s l>v> 2s 2; there are s and s + 1 alternations of sign in the respective cases. Hence, when 2s >v > 2s 1, #,() ^ as no negative zero but when 2s 1 > v> 2s 2, gzm,v(z ) nas one negative
;
zero.
The theorem
stated
is
therefore proved.
9*73.
Positive
2.
As
inequalities
 2s >
It will
v>
2s
2.
between
now be shewn*
that when v
but that,
lies between.
lies
when v
has
Provided
that, in
mis so
large
that
m+v is positive.
;
* This proof la of a more elementary character than the proof given by Hurwitz paper cited in 9*72.
see the
973]
ASSOCIATED POLYNOMIALS
first place, it
307
In the
9tm,v{z) cannot have more than the specified number of positive zeros. when v lies between 2s and 2s 1, the signs of the coefficients of
1, z,
For,
...,
zm in
ffsm v (z)
,
are
+, , +, ,
...,
();
and since there are m 2s alternations of sign, there cannot be more than m 2s positive zeros. When v lies between 2* 1 and 2* 2 the corresponding set of signs
is
_ _ _
and since there are
than
_ _
a.
( V
m 2sl
more
w 2s
positive zeros.
Next, we shall prove by induction from the system of equations 9*7 (8) many as the specified number of positive zeros.
When
v lies
between  2* and
the coefficients in gVtV (z) have no +) and so this function has no positive zeros.
1,
2s
On
ao )
;
=
and so gu+2lV (z) has one positive zero, aM say and, by reasoning already given, it has no other positive zeros. Next, take <7+4,i,(s); from 9*7(8) it follows that its signs at 0, a M + ao are +,, + hence it has two positive zeros, and by the reasoning already given it has no others. The process of induction (whereby
, ;
we prove
function)
now
evident,
and we
infer that
gm
y (z)
has
m 2s positive zeros,
2,
and no more.
Again, when v

2s
),
the coefficients in
and
On
#+4,r(0)
< 0,
5T +4(K (+ 00 )
=+
CO
and so g4a +4t ,(z) has one has no other positive zero.
positive zero,
it
By
we prove
in suc
gv+8tV (z),
...
have
2, 3, ...
positive zeros,
and in general
m 2s 1
v<
positive zeros.
By combining
that ni
such that
2.
 2s > v >  2s 
CHAPTER X
FUNCTIONS ASSOCIATED WITH BESSEL FUNCTIONS
10* 1.
(^) investigated
by Anger and H. F.
Weber.
We
inte
gral
and Poisson's
The
first
function to be examined, J,
It is defined
by the equation
J (z)
=
(1)
7T J o
f 'cos (v$
 z sin 6) d6.
when
v has the integral value n.
Jn (z)
an integer, the two functions are distinct. A function of the same type as J, (z) was studied by Anger*, but he took the upper limit of the integral to be 27r; and the function J,(z) is
v is not
when
v.
A
(2)
similar function
was discussed
later
E (z)
In connexion with this function reference should also be made to researches by Lommel, Math. Ann. xvi. (1880), pp. 183208.
It
may be
Jo cussed by Anger is easily expressible in terms of J (2) and E, 2tt 6 in the righthand half of the range of integration, we get
2m
1
/"2"
cos {?6
 z sin
6)
dis
for, if
we
replace 6
by
*T
/"2t
/
cos(v02Sin0)cW=
fn
/
*w J
2
If' cos(2virvd+zain8)dd
I
2,1t
cos
vit
(z)
+ sin
vit cos
vn
E (z).
Vv
to give Anger's
v)
sin v jt,
10*12), but as
76.
Ev (z).
101]
ASSOCIATED FUNCTIONS
in ascending powers of
:
309
z,
write %tr
<f>
for
vdd$ =
cosm
<f>
sin (^vtt
+ v<f>) d(f>
JO
JJir
2 sin \vir
'o
it
sin ^yn
by a formula due
to
Cauchy*.
In like manner,
Sin TO
0COSl>0d0=_=7;
But, evidently,
J(*)= 2
Tr
v
;
/c m =o (2m)! Jo
:,
sin2m
sin vddd,
so that
(3)
J r (^) = cos^7r 2
jTT
\:l
co
Tx
(_)m/l^)m+i
=r.
+ Sill &V7T 2
and similarly
T Ti
(4)
B(^) =
sinii/7r
2
TO 
'
i/
+ l)
1
vVi/
i
cos*i/7r
2 =
5
( AZ) ~
._ sini/7r
inr
I"
z*
_
+ i^
z^
z6
2
"1
(2
^)(4
i/
)~(2
y )
2
"'J
+
(6)
sin
w["
L
12
7T
;2_ (l 2 '2 )(3 2 va ) + (l 2 i'2 )(3 a i/2 )(5 a y2 )~'
.2?
1 s E,(,)= i:^
VTT
^[l^L+ r 2 i>
"
^
2
i/
,...1
*"j
z*
cos virY
tt"
z
2 2
3
2
[l 2 !/2
~ (l  v ) (3 
+ (l
'
memoir) in a
17,
The formula corresponding to (5) was given by Anger (before the publication of his letter to Cauchy which was communicated to the French Academy on July
1854
*
;
135.
M&m.
Cf.
Modem Analysis,
p. 263.
310
[CHAP.
be apparent subsequently
Z3
iy
(
( 10*7), it is
convenient
to write
(7)
So,,
(*)
p^ ~ (p _ y
z2
yi
a ^2
2
3a _
^+
18
_ ^ (32 _ ^(52 _ ^ ~
2 2
i/
2?_
(8)
_,,(*)
1 = +
z*
_ ^) ~
a(2
_ *) (4 ,
+
)
'
"
we have
,
.
J,
(z)
sin vrr
v sin vir
s 0t v (z)
*_,, (*),
(10)
E (z) =
/
^
l+cosj/ir
,
So,
(^)
i/(l
cos i/7r)
*i. , (z).
It is easy to
(11)
cos (z sin
6)d6 =
dd
v sin vir
s_hv
(z),
Jo
(12)
Jo
sin vd
cos (z sin 6)
=  v (1  cos
vjt)
s_i
(z),
(13)
sin v 6
sin (z sin 6)
d6
= sin vtt
s0< (*),
Jo
(14)
f cos Jo
Mir
I
i>0
sin (* sin 0)
d0 =(1
+ cosi/7r)
.
s0> (z),
(15)
cos
v<f>
= v sin ^irr
= cos i/7r.s
,
S h {z),
Jo
/in
(16)
.(*).
Jo
Integrals
namely
COS
sin
(necos8)dd,
Sitzungsberichte, lvii. (2), (1868), pp.
611620.
(vOzsin
equal to
6)
r=,
that,
when
v is real, it is
\it
rj
Jn (z),
where
tf n
is 1,
or 
11
is positive, zero,
or negative.
10*11.
Anger s functions.
It is evident
(1)
101
/
J (z)
J_ (z) =
(2)
J (s)
 J _, (s) =
A.
gin ftvir
v<f>
cos (z cos
f*
I
cos
v<f>
d<f>,
1011, 1012]
ASSOCIATED FUNCTIONS
E (2;) + E_ (.s) =
a
311
(3)
T T
Jo
.'0
cos
v<f>
sin (s cos
<f>) cUf>,
(4)
E (3)
E_ (s) =
^^
cos
v<f>
cos (2 cos
<) d<f>.
J, (z)
so that
(5)
J (z)
and similarly
(6)
sin vir
.
The formulae
(5)
and
(6) are
10*12.
The recurrence formulae which are satisfied by the Weber have been determined by Weber.
It is evident from the definite integrals that
_! (z)
Anger and
+ Jr+i (z)
 J (z)
=
(cos
0J
cos {v0
 z sin 0) d0
\* ^{sm(v0zam0))d0
irz J
d0
_
and
B_, (s)
2 sin vir
irz
+ E, +1 (z)
2i>
= _
It is also very easy to prove that
z sin
0)}
d0
these results
we deduce the
t / \ +J r+1 (0) =
.
eight formulae
(z)
/ \
t / \ J,! (*>
t J, Z
2l/
2 sin
w
TTZ
(2)
(3)
(4)
312
[CHAP.
(5)
(6) (7) (8)
"\
r (*),
(^ + v) E (z) = Z E_, (z) + (1  COS 1/7T)/7T, O  v) E (z) =  ^B+ (z)  (1  cos i/7r)/7r,
i
for z(d/dz).
 v>) J (z) = O  v) \z J v _! (s) + (sin w)/ir} = z(^ + l v) J v _! (*) {v sin vji)\ir = z J v (z) + (z sin i>9r)/w  (v sin tnr)/7r,
2
so that
(9)
v.J.(,)^~.
also
We
have
(^
 v*) E (z) = (*v) {*_! (z) + (1  cos i*r)/w} = Z (^ + 1  v) E,., (2) (1 COS V7r)/7T = Z E (2) Z (1 + COS I/7r)/7T (1 cos v7t)/tt,
J/
1/
so that
(10)
v >B , ( ,)
(9)
p.
iJ!
7T
<'')""
.
7T
Formulae equivalent to
(1879), p. 47, respectively
;
and
(10)
formula
(9)
earlier
by Poisson
(cf.
10"1).
10*13.
Anger and
H. F. Weber.
It is evident
(1)
J, (*)
E (z) = 7T
By means
is
of this result, combined with formulae obtained in 6'2 622, it possible to express numerous definite integrals in terms of the functions of
Bessel,
6*2 (4)
we have
(2) V '
{
l
J (z)
 Jv Or)},
jarg.r
valid
when
= 7r,
provided that
f"
J
e"
"inht dt =
^ \Jsini/7r
(z)
 J (*)},
10*13, 10*14]
so that, (4)
ASSOCIATED FUNCTIONS
(2)
313
when we combine
and
(3),
Jv (*)}  \ ir {E (z) +
J (z)}
F (a)},
(5)
itf
d<
 %w
{E (*)
+ Yv (z)\.
but
The
integral [
ezcosht cosh
Jo
does not appear to be expressible in a simple form; its expansion in ascending powers of z can be obtained from the formula of 6*22 (4), 2siny7r M z^ht sinh vtdt} I_ v (z) + Iv (z) =  PVcose cos v d6 + ( e
7
7TJo
7r
'O
but, since
[*

..
cosm
j
()m sinv7r
* co8 ***
 V(v + m)
(5) are
*
'
Fl { m>
+ "2~
m_
;
i/
f
ra
2'
"V'
6*21,
(2)
nugatory when v
is
an
integer,
but from
rent Jo
z * inht
dt
(7)
I" e M
Jo
 zainht
dt
= \ ()n+1
The
associated integrals
08 tC l" e* *(x cosh t)dt (xaiuh t)dt, ("e^ am 8m v Jo Jo xx. Journal, (1885), p. 260. have been noticed by Coates, Quarterly
Various integrals of these types occur in researches on diffraction by a prism Whipple, Proc. London Math. Soc. (2) xvi. (1917), p. 106.
see, e.g.
10' 14.
It follows
from
asymptotic expansion
of
J v
(z)
when
\z\ is large
args <%tt,
it is
Jo
out this investigation we shall first expand cosh sinh i/t/cosh t in a series of ascending powers of sinh t.
To
carry
i;/cosh
and
* See Anding, Sechsstellige Tafeln der Besselschen Funktionen imaginaren Arguments (Leipzig, Takeuchi, Tdhoku Math. 1911) [Jahrbuch Uber die Fortschritte der Math. 1911, pp. 493494], ard
11
W.
B. V.
314
If en
[CHAP.
manner of
7*4,
(
M+,l/+)
ui
i/M *
so that
cosh vt COshy<
cosh*
<
(+, i/+,
i+)
^ r j>i 2i*
gm sjn h t
2*p
2^7
Lo
(?l)2m+1
p sinh *
2
*
2
(fl^iftfl^^sinh
]dr*}
Now
(i+)f*+m*d
$7rt J 27rtJ
r(i/
+ m + f)
r(mt.^
'
(^l)am+1
r(i/m+).(2m)!
OT _ () cos^7r
^)r(m+^)
(2m)!
7T
and,
if
we take p
shewn
/(+, l/t+,l + )
so large that
to be that
1
in Fig. 15 of 7 '4,
fp
1
+ * v ~irf^
2m
 4fsinh 2 }
7r
~
Jo
1
+ 4<c (1  x) sinh
'
If v
and
may be
<2p)I
where
dx <
1, since 1
+ 4#
(1
x) sinh <^ 1.
2 j/)
It follows that,
when
R (p + \ ^
^ 0, we have
(2m)!
,
COSh
COSh
I/*
COS V7T
7T
m=o
+ ,, (zmi+M<irW (2 sinh
(2p)!
r]
For complex values of v and < this equation has to be modified by replacing < X ^ 1 by a less stringent condition, in a way with which the reader will be familiar in view of the similar analysis occurring in various sections of Chapter vn.
the condition
Similarly
we have
u h
_ u * = _L
f( + ,l/M+)
2iriJ
z *
kw
1 J  _L_
\
1/4
d,
1014]
so that
ASSOCIATED FUNCTIONS
315
sinh vt
~ 2iri J sinh 2t
1
+ ,i+) 1_ r(u+,ilu
$.#
(  I)  4f sinh
2
"as J
whence
sinh
vt
it
r L:
1
(tir
+a
"I
,*.
follows that, if
we take p
so large that
R (p + 1
= sin^irn p7T
()w
cosh*
_t
2 ^^
()^( P +
it
ui y)r( P + i^)
(2p
+ l)!
 )" r(m+ *
1
sinh
'
+1 1
On
follows that
< o
cosh
* r^.a~qgJg:
.
J
2
;^
2m+2
(ro+
"^
& y)
sinh vt
sin^Tr * ()OT r (w +
2
27T
+ jQ r (m + 1 
OT= o
(f2)
If
i;
is real
and z
is positive,
of the
same sign
as,
and
is
numeri
the (p
l)th term
(2)
when p
(3)
I2
is
so large that
R(p + l
$v) ^ 0.
It follows from
_
,
1013
v
and
1
combined with
(1)
J r (*Wr (*) +
sin vir
trz
"2
(I 2
~ v*) (32
v (22
a
L.....1
2
sin vir \v
trz
_i
y(2y)
?
r, 1
+
2
,
 v ) (4a  y )
?
(!**){*)
;
"'J'
1
/ox (2)
 r (*)~F(#) x v/n
/
+ CQBinr
^
[z
l
2
"
2
ii
J
2
cosier Vv
irz
y(2 2
y )
y (2 2
'"
v*)
z*
(4
 i/ ) _
8
"I
z*
"J
These results were stated without proof by Weber, Zurich Vierteljahrstchri/t, xxiv. 48 and by Lommel, Math. Ann. xvi. (1880), pp. 186188. They were proved as special cases of much more general formulae by Nielsen, Handbuch der Theorie der Cylinderfunktionen (Leipzig, 1904), p. 228. The proof of this section does not seem to have
(1879), p.
Since the only singularities of cosh vtjcosht and sinh vt/cosht, qua functions of sinh t, are at sinh t = i, it is possible to change the contours of integration into curves in the tfplane on which arg (sinh t) is a positive or negative acute
angle; and then
(1)
we deduce
in the usual

manner
(cf.
and
arg z\<ir.
316
10*15.
[CHAP.
argument.
We
when
j
shall
viii,
(z)
be adequate to obtain
f*
/
e T M*Bnh
fa
TTJo
As
in
Chapter
viii,
we write
v
where
(I)
^ ft ^
it
and 7
is
We
first
Wo
in which
t
""Jo
it is
cosh 7 + sinh t steadily increases from to 00 as shall take this function of t as a new variable t.
It is easy to
increases from
we
shew that
is
when
where n
positive
is
number
{
imaginary
iff),
is
none of these values of r is a real cosh y does not vanish, and, when y is a pure the singularities are on the imaginary axis and the origin is not one of
for,
them
since
not equal to
The expansion
is
T
where
m=
(ft
,
'
a=2^j
f<
0+ >
^^
1
~ &S J
If
(0+) <fc
.jjm+i
and so a is the coefficient of I ft in the expansion of t21 in ascending powers of t. In particular we have
a _
~l+cosh7'
8,3
ai
_ ~
2(1
225
cosh 7 )4
'
* ~ 24 (1 + cosh 7
cosh2 7
cosh 7
'
_
From
~"
54 cosh 7
we
are
4
now
in a position to write
down
the expansion
this section.
1015]
ASSOCIATED FUNCTIONS
is
317
This expansion
valid
when

v/z is positive
j
it
has, so far,
been established
to cover the
arg z
<
\tr,
but,
by
may be extended
<
ir.
Next, we consider the modifications caused by abandoning the hypothesis that cosh 7 is real. If we write t = u + iv, the curve on which t is real has
for its
equation
#+
cosh
u sin
0.
The shape
of 8'61.
u sinh a
Since 4>
(u, v) is
sin
a,
we
first
Since
it
follows that,
w,
value of
when
one
(m, v)
=
is infinite
has, at most,
two
real
whenever
v is a
multiple of
it.
When
and,
oo
v)
= oo
4>
(+
oo
<1>
v)
= oo
when v =  rr,
the value of
<J>
the
maximum
{
value of
(u, v),
qua function of
u, is
at
= a,
(u, v)
then being
I
 cosh a sin fi
If this is negative,
 a tanh a 4 (it  ft) cot ft}. = has no real root, and so the (u, fi the equation = meet the line v @ ir or (by symmetry) the line
<I>
rr)
= ir j3.
Hence provided that the point
(a, /3) lies
in
v)= lies as in Fig. 25, bered 1, 2, 3 in Fig. 21 of 861, the contour when a is positive contour the continuous curve indicating the shape of the
<
(it,
Fig. 25.
and the broken curve the shape when a increases is marked by an arrow.
is
318
[CHAP.
lies in
when
(a,
0)
any of the
domains
I, 2, 3.
(or, /8) does not any of these domains. To effect our purpose we have to determine the which passes through the destinations of the branch of the curve 4> (u, v) =
lie in
origin.
first the case in which a is positive and /3 is acute. The function maxima at v (2n + 1) ir $ and minima at v = (2w + 1) tr + fi, tt) is now each minimum being greater than the preceding; and since (a, positive when v is is greater than positive, it follows that <p (a, v) tt.
Consider
has
<S>
(a, v)
<f>
v = 7T. and similarly it cannot cross the line u = a below the point at which v tr. The branch which goes downwards at the origin is therefore confined to the strip a < u < a until it gets below the line v 2Kir + tt #, where
is
 a tanh a +
{(2K +
v
1 ) ir
 0}
,
cot J3
>
0. it
The curve cannot cross the line line u = a and goes off to infinity
Hence,
if
(2/'+l)
acute,
7r+j8,
and so
crosses the
= 2Kir.
is
positive
and
is
we
get
TTJo
7m=0
while, if a is negative
and
is
acute,
we get
1
w. + .
(3)
6
ttJo
 (2m)l
a.
1
'
*mo
J*
By combining
If,
we
obtain the
however,
is
obtuse and a
is positive,
 a tanh o and
{(2L
is
+ 1) ir +
j3\
cot
/8
> 0.
Hence,
if
is
positive
obtuse,
we get
IT
Jo
~ m=0
and
/8 is
while, if a is negative
obtuse,
we get
(5)
if
r'^
S.
'
10*15]
ASSOCIATED FUNCTIONS
these results with those obtained in 8*61,
4, 5,
is
319
By combining
we obtain the
66 and
76.
of practical importance,
we shall
An approximate
formula for
am when
~
(II)
(1854), p. 1106.
integral
If j
00
grttnnht fa
The
is
the change in
1, 4,
numbered
ir
'
where a^'
is
7,
so that
_,_
2
(1
lcosh7'
cosh 7)*'
,_
+ cosh 7
24 (1
 cosh 7)'
This expansion
fails to
be significant when 7
is
when 7 was
nearly equal to
write
iri.
To
we
= z{\ e),
r = t sinht,
after the
method of 8*42.
00
If
e,tzinht
dt= l
ttJ
=s
If 00
e" e~ tzt
dt
7rJo
dr
T
dr
__Lj~V
oir.'o
6**+*
m =o
<>"
B m (ez).(~.y**dT
i;"<">
and hence
O)
l fv,.,b((ft
TT'Q
result equivalent to this
1 37T
1
m=
r
(f'"+t> (m+l)
(if)*
p. 313.
320
10*2.
[CHAP.
The
If s
integral considered
in the following
<f>,
by Hardy*
= sinh
then
and generally
is
even or odd.
Now
so that
write
r(,
+ 2a
2 2 2
T
T
(t,a)
= t* + 3at
4 6 s
Then the
(1)
Cin ()
(2)
flK (a)
(3)
Ein (a) =
Tn (t, a)} dt
may be shewn J that the first two integrals are convergent when a is But the third integral positive or negative) if n = 2, 3, 4 (whether real fairly obvious that Ein (a) is indeed and it is complex is when o converges
It
;
an integral function of
a.
an even integer, the three functions are expressible in terms but when n is odd, the first only is so expressible, the function of H. F. Weber. the other two involving
When n
is
of Bessel functions
we observe
is
real
combination
+ iSin (a) =
* Quarterly Journal, xli. (1910), pp. 226240. + The sineintegral in the case n=3 was examined by Stokes, Camb. Phil. Trans, pp. 168182. [Math, and Phys. Papers, n. (1883), pp. 332349.]
ix. (1856),
J Hardy,
loe. cit.,p.
228.
10*2, 1021]
ASSOCIATED FUNCTIONS
when taken round an
321
arc of a circle of
By
with centre at the origin (the arc being terminated radius with complex coordinates R, Re*11"), tends to zero as R~cc
.
by the points
And
therefore
/ooexp(}irt/)
a)} dt
= e W
;
Jo
where r = te~^ln and the last integral is an integral function of o. The combination Cin (a)iSin (a) may be treated in a similar manner, and the
result is then evident.
10*21.
To
and then,
in the integrals,
we
find that,
by
621
(10),
Gin (a)
+ iSin (a) = n
2a* f
J o
= iria* wthat
is
****
1/n
(2a* w)>
to say
nsi
{e*>
/w)
we equate
real
and imaginary
parts,
we have
^(.) E
3=S^ 5
jlJ*(W)^(^}.
In a similar manner,
Ein (a) =
so that,
(3)
2et* f
00
(u,'n)du,
J o
by
622 (5),
#iw (a) = (2a*/n) # (2a*).
These results have been obtained on the hypothesis that a is positive; and the expressions on the right are the integral functions of a which reduce to Cin (a), Sin (a) and Ein (a) when a is real, whether positive or negative. Hence,
equations
are
still valid,
'
"
322
[CHAP.
and n
is
/9, we
see that,
when
ft is
positive
even,
then
<*>
Ci <"
" 2n
^ + '
)
(2/Si0)1 '
(5)
J^
/ra)
(6)
^g^
(9) that,
It follows from
431
when n
and
is
first
two functions
it is difficult
by differentiating
10*22.
To
when n
is
odd,
we suppose temporarily
that o
is
Cin (a)
= 2a*
00
du
Jo
2ftin)
= 2a*cosOWn)
n
That
(1)
is
to say,
CTn(g)
2nsin(^7r/n)
{J_ 1/n
(2a*)/1/n (2a*)}.
see that,
<
n& W
(J'
in 10*21,
we
when
/9 is
positive,
+ *' <**"
by the operator
annihilated
^+
for all real values of
* It
a.
()n 2 n
loe. eit., p.
integrals.
1022]
ASSOCIATED FTTNCTIOHS
;
323
we
find that,
Next we evaluate Ein (a) when a is positive making the usual substitution, by 1013 (4),
Ein (a)
=

u) cosh (u/n)
du
Hence the
any value
(3)
is
series
is
Ein (a)
n cos (i7r/r?)
7T
[
J
g
r (m + 3 _ i/n) r (m + f + 4/f)
()^ttmw
+ sin;(ir/n)
and hence
(4)
it follows
m =
w!
T(m + 1  1/n)
()m amM
)
'
that
jj^ +
na on
2

Ein () = wofK""3'.
is
Next consider Cin (a) + iSin (a), where a positive. From 10"13 (4) we deduce that
ta'n (a)
temporarily assumed to be
+ % Sin (a) = n
=
2a* f"
.'
(tan
.**
, { n sin (7r/w)
l
,
 J1/n ( 2a*i)}
amn
7ra*<
n+1 U"
+ f  */n) r (m + f + /n)
(2o*)
1/n
 
/1/B (2a*)},
and therefore
(5)
Sin (a) 
7ro* (w+1)
"
<*
mn
wcos(Ww)
2wcos($7r/w)
whence
(6)
it
follows that,
when # > 0,
Sin ( 0)
^ ^^
r (m + f _ i/n) r (^ +  + */)
W
)}>
324
[CHAP.
and hence,
(7)
1  n
an
~2
j
Si n (a)
=  not
<
n 3
>
3.
be noticed that
Sin (a)
+ ()*<+ Ei n (a) =
^^
n sin (717/1)
different
{sin
(**/)
+ ( 1 )*<+}
1 )+>} J
= a,
and a and
/9
are real.
The formulae
his
in
10*3.
Cauchy's numbers.
In connexion with a generalisation of Bessel's integral which was defined (see 10*31), it is convenient to investigate a class of functions known as Cauchy's numbers.
The
typical
number, Nn,k,m,
t
is
defined by
Cauchy*
as the coefficient of
in the expansion of
/
1\* 1\*/
IV
and
in ascending powers of
t.
It is supposed that n, k,
(0+
1\*
l\ m
(i)
JU*5RJ
2tt
,
<~'H)
\*\ \e ni0 Jo
cos (^rriTT
(")
6d6
dt
+ ()m eni0
cos*
sinw
6d6
7T
2+*
7T
Jo
Nn^m
zero
if
n+k+m
is
odd or
a negative integer.
473475, 510511; xn.
(1841), pp.
9293; xm.
(1841),
682687, 850854.
103]
ASSOCIATED FUNCTIONS
(1) it is seen that
325
From
(2)
#*,*,
= (~)m
Fn,k.m
= ()"* &n.k,m
These results, together with recurrence formulae from which successive numbers may be calculated, were given by Bourget*.
are
(4)
to
>
+ 1/0* (t  l/0m  * (* + 1/0*" (t  1/0 + 1~* (t + 1/0* (*  l/0~ " m_1  tn ~ 1/0* (*  I/O" (* r (* + 1/0* (*  i/0m  p (* + 1/0* (*  V0
1
By means
number
is
ultimately expressible in
Nn
r
t
t,<n ^ ,o,m
due
to Bourget,
owes
its
It follows that
^.*2^TTi)/
2w(ro
rn
K)
/
i
dA'i)
d*l
V
dt
l)J
*/
by a
partial integration.
On
t
(5)
(m +
1)
and similarly
(6)
(k
x.
(18956),
k$,
pp.
12, are
(7)
^n,k,
2 Cr m= r=Q
t
m>
(8)
*.
m,
and
(4).
^.
This
is
*.
2 m" r=0
(
r
)
Cp  r m Cr
.
3354.
326
10*31.
[CHAP.
The function
<i)
Jn<k (z)
is
defined
by the generalisation
{*
of Bessel's integral
J,.
is
W = ^ P *~
is
))'
where w
an integer, and k
a positive integer.
It follows that
A..
* (*)
f*
I
2,r
ex P {~
* (
nB ~ z sin
0)\
(2
cos
W de
>
and therefore
(2)
/.*(*)
=  r(2cos0)*cos(n0ssm0)d0.
T Jo
The function /,*(*) has been studied by Bourget, Journal de Math. (2) vi. (1861), pp. 42 55, for the sake of various astronomical applications ; while Giuliani, Oiornate di Mat. xxvi. (1888), pp. 151 171, has constructed a linear differential equation of the fourth
[Note. An earlier paper by Giuliani, Giornale di Mat. xxv. (1887), pp. 198202, contains properties of another generalisation of Bessel's integral, namely
i'
cos (nd
If
<8>
of (1) in powers of z,
we deduce from
;
10*3 that
/,*(*>
= I
=o
i\U,*, m ^Jf ml
and
it is
(4)
Jn
10*3 (2)
(z)
,
= Jn (z).
Again from
(5)
(6)
and
',
and,
if
we take k
1 in this formula,
(7)
These results were obtained by Bourget; and the reader should have no
difficulty in
(8)
A*+2 (*) =
~ A*+i
(*)
(?)
 /+,,*(*)},
(10)
1031]
ASSOCIATED FUNCTIONS
differential equation is
;
327
The
by Giuliani
thus
V n Jn *(*)=ir
f"
.'o
du
C
0)} (2 cos
0f d$
2k
7T
(n
Jo
cos 0)*"1 sin
ed6
cos (n0
./
 * sin 0)
7T
<W
{(2 cos
0?* sin
0} d0,
and so
+
'
and using
G& + *) {Vn Jw
.
"*
W + 2kzJ ^ + ^Jn
n k
'
W *(*!)
a
}
</.*
CO.
Giuliani's equation
J\
t (z)
+ (2k + 5) zJ'\ k (z) + {2z* + (k+ 2)  n8 J\ k (z) + (2fc + 5) zJ' n>k (z) + (z* + k + 2  n2 ) Jnk (z) = 0.
by Giuliani that
It
was
also observed
(12)
*" (2 cos
0)*
5
n=0
*n J*n,k(z)<sos2n0
ao
+i t
=o
this is verified
right.
M+1
(cf.
A somewhat similar
(1883), col. 1
function J{z\
is
v,
k) has
8.
This function
defined
by the
(13)
J(z;
j<
it
,,
qJto
..
*+V= {y +_%\*+l + 2y
2* /* + (*)
whence
(16)
follows that
J(z; v,*)=
=t (i/ + 2m2)(i+2m+2)*
328
10*4.
[CHAP.
Now
an integral resembling Poisson's integral. This function is called Struve's function, although Struve investigated* only the special functions of this type of orders zero and unity. The properties of the general function have been examined at some length by Siemonf and by J. Walker*.
Struve's function
H(4

of order
v, is
(1
>
<*>
r$m
(1
f.
8in
" *
"
provided that R(v)
r^hfel) .C
>  .
we have
By
so that
(2)
H"^ )= J
is
values of
v,
whether
R (v) exceeds $
tegral function of
It
is
or not.
H (z) is an
integral function of v
is
also
an
in
easy to see
[cf.
211
(5),
3121
(1)] that
< 3)
H'<*>=r<#rW)< 1+
ii*# P AIit i},
{T
!
>'
where
w
and
j
+f
is
+f
I,
*>
I
+f
>
^
I
+$
(3)
* Mim. de VAcad. Imp. des Sci. de St P4tersbourg, (7) xxx. (1882), no. 8 ; Ann. der Physik, xvn. (1882), pp. 10081016. See also Lommel, Archiv der Math, und Phys. xxxvi. (1861),
p. 399.
J The Analytical Theory of Light (Cambridge, 1904), pp. 392 395. The results contained in and (11), are there given.
'
'
))
104]
ASSOCIATED FUNCTIONS
obtain recurrence formulae thus
329
We can
H dz ^
and similarly
"
5 W = Jo
()TO (2u
2" +2m+1
d
<
t*
" (
* )}
_ S =
,
.o
2" +
 +1 r (m + f
()m (2m
+ l)g2w
)
r (
to
+*
=
,r_i
sF*"* 5 r (to +
1)
,'
r ( v + to + 4
=
On
(5)
2*r( + f)r(iT*~
H +l( *
''
)
comparing these
results,
we
find that
HU
H^
(*)
+ H +1 () =
 H, (5) +
z
Y^\Wl\)
'
(6)
(,)
p (7^yf(J)
(7) (8)
(z),
In particular we have
(9)
^ {^
(*
2
(,)}
= *H
(z),
{H
(z)}
=   H, (*).
(z)}
(8),
2
we have
{*!!_,
 v ) H (*) = (*  v)
so that
H (z)
satisfies
(10)
V.H.
Ii
(a)
W  r(
^
> J.
(t)
(z)
The function
to
bears
xlii. (1911),
p. 218.
This function
L ()
r(. +  )P(r+(l+t)
when R
(p)
g
330
10*41.
It
"
[CHAP.
H (z).
H (z)
fails
was noticed in
when
R(v)^ \, because
integral.
We
Let us take
(V
Jo
iyi sin
zt
dt,
t* 1 vanishes at the point on the right of t 1 at which the contour crosses the real axis, and the contour does not enclose the point
= l.
If
we suppose
r(i+)
(t
2
that
R (v) > \
.
ment
1)"* sin zt
1
dt
2i cos wr
(1
2 )"*
sin zt
dt,
Jo
Jo
yr
Jo
v  D* *. ^
. ;
and
all
Both sides of this equation are analytic functions of v for all* values of v so, by the general theory of analytic continuation, equation (1) holds for
v.
values of
From
(2)
this result,
combined with
6*1 (6),
we deduce
(1+)
ei
that
(z)
+ <*) =
lie
^rVi)*^ /
'
lr
dt
and
a> be any acute angle (positive or negative), between \ir + a> and \ir + o>. We then deform the contour into that shewn in Fig. 26, in which the four parallel lines make an angle a> with the imaginary axis. It is evident that, as the lines
To transform
let
the phase of z
move off to infinity, the integrals along them tend to The integral along the path which starts from and returns to 1 + oo ie~ iu is equal to ffw ( z ) and on the lines through the origin we write t = iu, so that on them
parallel to the real axis
zero.
;
(P
It follows that
(z)
+r (y + 1) r
e (1 +^)"*^,
} j o
is
The
isolated values J, f
,
...
then an
undetermined form.
1041]
ASSOCIATED FUNCTIONS
1
331
2
it
has
its
principal value;
>
)
and hence
er^il
r(i) /t
+ u*y*du.
This
which
is
z for which
ir
<
arg z
< ir,
will

ptotic expansion of
H (z) when
is large.
Fig. 26.
was obtained by J. Walker*, who assumed that R(z)>0, so that a> might be taken to be zero. In the case = z/ 0, the result had previously been obtained by Rayleighf with the aid of the method of Lipschitz ( 7 "21).
result equivalent to (2)
R(v)> \,
If,
as in 6*12,
we
replace
a>
by args /S,
it is
may be
(4)
H.().y.(, )+
<*)
r(
j;
e(i
+7.)
<fe,
where
\tt <
/8
<
\ir
and \ir +
(3.
H (z) when
we
define
H (z)
(5)
and use
by ze*.
* The Analytical Theory of Light (Cambridge, 1904), pp. 394395. t Proc. London Math. Soc. xix. (1889), pp. 504507. [Scientific Papers,
m.
(1902), pp.
4446.]
332
If
[CHAP.
where x
is positive,
we
see that,
when R(v)<%>
we deduce
that
(6)
L (*) = /_ (*) 
r(y
+yr
( )
siu (** )
^+
tt2 )"" i
<**'
p. 219, in
which i>=0.
10'42.
H (z) when
\z\is large.
We
lating
now obtain an asymptotic expansion which may be used for tabuStruve's function when the argument z is large, the order v being fixed.
shall
(z)
investigated in Chapter vn, it follows from 10*41 (4) that determine the asymptotic expansion of
/ooexpi/3
/
to
t***\*
As
in  7*2,
we have
(p.l)!*w
V
28.
1
'
We
for
take
so large that
22 (v p ) < 0, and
which
/3^ttS,
args/3^7ro\
which
7T +
28 ^ arg z ^
ir
We
so that
then have
(
J
1
^sinS,
arg

<
tt,
(l
\
^V" "
= Ap>
say,
where
A p is independent of
on integration that
z.
It follows
where
B.
=f
v*
l
;*
e *dtt
(zw).
1042, 1043]
ASSOCIATED FUNCTIONS
that,
333
We
(1)
deduce
tr
and z

is large,
j
H (,)  Yv (z) +
^ ^
may
r
^^
{z
^
may
be
provided that
removed.
This asymptotic expansion
( 2)
b.
w  y.
(.)
n + ^S*r +
(z
"^
It may be proved without difficulty that, if v is real and z is positive, the remainder after p terms in the asymptotic expansion is of the same sign term neglected, provided that as, and numerically less than the first ~& established This be by the method used in 7 32. 0. may R (p + \ v)
p.
The asymptotic expansion* was given by Rayleigh, Proc. London Math. Soc. xix. (1888), 504 in the case v Q, by Struve, Mem. de I' Acad. Imp. des Sci. de St Pe'tersbourg, (7) xxx. (1882), no. 8, p. 101, and Ann. der Phys. und C/iemie, (3) xvn. (1882), p. 1012 in the case v = l; the result for general values of v was given by J. Walker, The Analytical Theory of Light (Cambridge, 1904), pp. 394395.
If v has any of the values \,\,
...,
then
(1
+ u /z ) v ~l
2
is
expressible as a
It follows
a finite form.
is
when
H (z)
expressible in terms
Hj(*)=(^)*(lcos*),
(3)
.(s)
10*43.
K)V*~0vm, which
represent Struve's function
large.
We
H (z)
As
shall
now

when
usual,
we
shall write
we
which cosh y is real and positive. The more general case in which cosh y is complex may be investigated by the methods used in 86 and 1015, but it is of no great practical importance and it involves some rather intricate analysis.
*
/;s(r:r.
see Rayleigh, Phil.
Mag.
(6)
vm.
206211.]
334
[CHAP.
type,
we
dw
where t =
w cosh 7
7
is
log (1
f
2
).
It is evident that t,
so that, since
qua function of w, has stationary points where w e iy equal either to o or to ifi, two cases have to be considered,
the stationary points
(I) e a ,
which give
rise to
(II)
e*
is less
Accordingly
(II) in
(I)
we
than
1,
and
which z\v
greater than
1.
When 7
is
increases from
to 00
e*
a real positive number a, t is real when w is real, and, as w 2a to e~a cosh a log (I + e t first increases from ),
,
.
then decreases to
cosh
a log (1
.
+ e**) and
finally increases to
00
In order to obtain a contour along which t continually increases, we suppose that w first moves along the real axis from the origin to the point e~, and
angles,
then starts moving along a certain curve, which leaves the real axis at right on which t is positive and increasing.
To
make a
w sinh f
where
,
i\
it],
e~ a
= sinh f
has for
and are
real.
is real,
its
equation
17),
and
it
We now
V) 
tj)
sm ^
whose corners
arc sinh
to
1,
arc sinh 1
\tri,
\tri.
,
As tges from
increases from
A, F(^,
i/)is
and
this steadily
to 1.
* Except
when a=0,
in which case
it
has a
triple point.
1043]
ASSOCIATED FUNCTIONS
f
is
335
When
on AB, F(g,
rj) is
equal to
V2
and
arc tan
i>
cosec
nj
17,
increases from
to
%rr.
Note.
To
*J2
dt
{r
aroten
=
<v(i+2<*)
t,
li+^
7 ^'
because
=
5
When f is on BC, F(g, ij) is equal to ir sech , and this increases steadily from tt/V2 to 7T as f goes from to C; and finally when is on CO, F(^, rj)
is zero.
Hence the
the rectangle
rj) is
equal to sech
a,
OABG,
OA
and so the
The contours in the wplane for which a has the values broken and continuous curves respectively.
0,
\ are shewn in
Fig. 27
by
Fig. 27.
is real,
consists of the
part of the real axis joining the origin to e~* and a curve from this point to and, as
00
powers of t
is
l
Tm
336
then
[CHAP.
* m!&
^
2.
1=0 *
and hence, by 10 4
#
(1),
we have
(1)
h.(.)~<J,(.) +
T7
^^ 2=&.
>
6,1,
(II)
61
=2coshy,
is
&2
= 6cosh2 y,
6,
= 20 cosh8 7  4 cosh 7
r
is real
When 7
to 00 as
a pure imaginary (=
i0),
from
to 00
~"
{TOT*) 3FJ
dT
that
H,(,)^Fy (,) +
j
r(y + i)r(i)
jS
o
r>
provided that arg z\<\ir. This result can be extended to a somewhat wider domain of values of arg z, after the manner of 8*42.
From the corresponding results in the theory of Bessel functions, it is to be expected that these results are valid for suitable domains of complex values of the arguments.
In particular, we can prove that, in the case of functions of purely imaginary argument,
(3)
1* v
v
I 
(vx)~Iv (vx)
when
is large,
arg v
i[ 4^w w(i +
i
(
*>}j
10*44.
H (z)
and
B B (z).
we can deduce from when n
When
(z) by a polynomial in z; and n (z) differs from 101 (4) that in 1/z. is a negative integer, the two functions differ by a polynomial
1044, 10*45]
For,
ASSOCIATED FUNCTIONS
is
337
when n
a positive integer or
zero,
we have
n +m
and
BW
and
therefore, since
^w
gi(ml)tri/l^\nm
'
say
n \ (i)
In
(2)
like
^= 1 e E^>
manner, when
/., _ (~) B (*)
^ ^i
<n "
1>r
,,i
is
1
a negative integer,
'
n+1
Ic*'""
r (n 
m  j)
(js)"*^
r(m + )
H"w( ^
10*45.
TAe
si^ra
of Struve s function.
interesting result that H(a;)
is
We
positive
shall
positive
when
a?
is
and v has any positive value greater than or equal to \. This result, which was pointed out by Struve* in the case v = 1, is derivable from a definite integral (which will be established in 1347) which is of considerable importance in the Theory of Diffraction.
To
we
J,
integrate 10*4(1) by
we
[*"
.I.
d cos (x cos 6)
..,,)jgi*~edB
'*?
cos
0dd
Jo
*Y ^"p
V
1 1
 (2v  1)
* 2 '?
= ( i*?
^0,
1 (i>
i^iV ./ + )r()
1(
f'sin2
cos
 cos (x cos
9)1
<W
Mem.
de VAcad. Imp. des Sci. de St Ptersbour<j, (7) xxx. (1882), no. is the natural extension of Struve' proof.
8,
pp. 100101.
The
338
[CHAP.
;
When
have
than
J,
and,
when
i/
= J, we
completely established.
A comparison of the asymptotic expansion which was proved in 10*42 with that of Yv (x) given in 7*21 shews that, when x is sufficiently large and positive, H (x) is positive
K (x) is not onesigned when v \ and that asymptotic expansion of H (x) is if v
>
<
.
for the
(ir)
F 
r(,+)rd)
according
that Struve's function
is
or
/2\*
U>
sin
^ii)
x when
v
>\
The theorem
functions
;
and Bessel
Chapter
vn shew
values of x,
10*46.
If
{/o()l(*"f
j^r'dt
and choose the contour to be the imaginary +ttan 0, we find that
axis,
j {h (x)  Lo (*)} = f
and so
(1)
cos (* cot
<f>)
^^
, >
7 (*)I*(jf)
=^ J
*cos(#tan<}i)logcot(^)
(
a formula given by Theisinger, Monatshefte fiir Math, und Phys. xxiv. (1913),
If
p. 341.
we
replace
x by *' sin 6,
multiply by sin
6,
and
integrate,
we
find,
on changing the
t
so that
(2)
E, (* tan
<f>)
*'
 f
{/ (x sin 6)
L
1
6d6
X
,
is also
due to
The presence
of the logarithmic factor ensures the convergence of the integral round the
indentation.
1046, 105]
10'5.
ASSOCIATED FUNCTIONS
339
Whittaker's integral.
The
integral
a*
I
izt
v _i(t)dt,
which
is
It follows
from
*
61 7
(1)
V, L*
<$*
P_x
(t) dt\
=
lira
0*e* (1
 P) P;_j(0]
=
If
cos
7T
* vir .z*e
&
.
e") in ascending
powers of s and
integrate termbyterm +
found that
.
Ji
(2)
2*1
.,_
(2r)m .ro!
The formula
we
write
and then
the series
it is
(2), or
for
Legendre functions
2ii"z^e iz
(3)
W_
v
(z)
+ 
W ^{z)
v
2v
z
W
,
'
(Z)
j(2Tr)r(v)T(%+v)\'
2ii v z~le iz
'
(4)
W_
(z)
r+1 (z)
= 2W
(z)
^2ir)r^v)r^ + v)
2i*~ y z*e~ iz
),
5)
r(t . t)r(i + ,)
2i*~ y zi e~ u
.
(6)
iw
An
asymptotic expansion of
W (z)
may be
obtained by
( 7 21).
London Math.
198206.
may
*"
be
verified;
1
and we
4
can prove
that
P^ (t)dt= p
1,
by expanding
(4
 *. 4 + "
 4')
in ascending powers of 1
340
[CHAP.
355/,
Now
it is
e"
M p<'>*^/

M *.>*
known
that*, near
<=
i;
1,
iV^(*)t*i(*
i
** +
8
/l
 \m
.*
(ml?
VY)
>
x log

\T~) ~ 2^ (m + 2 ) + ^ (w ~ v + ) + ^ ( + * + $)}
and since
we
(7)
W,(#)~ *#(*)
gi <*+**+*)
COS V7T T
(if,
m)
+ ^(w + ^ + y) ^r(m+
Some
noticed
l)~log2^^7rt'}
functions which satisfy equations of the same general type as (1) have been by Nagaoka, Journal of the CoU. o/Sci. Imp. Univ. Japan, iv. (1891), p. 310.
10*6.
Tn (z).
kind, of
The reader
integral order,
may be
%
+
(nm 1)1
"*
j
WM M
,
=0
?.
^(^)r
<
10
<*'> ~ * <ro +
>
 * < + m
The
series
which has
(1)
nrYn (z) = 2
n (z)
10*6]
ASSOCIATED FUNCTIONS
341
where
(2)
Tn (z) = 
"2
^'f^1 (^)
n+2wl
w =o ra!(n + ro)!
and
(cf.
3*582)
<3>
g'<').!, ( ;i(,7m)
<< + ' +
l
>< 1 "
The
pp. 142
Un (z) have been studied by Schlafli, Math. Ann. m. (1871), though he used the slightly different notation indicated by the equations
Sn (z)=2Gn (z),
more recent
investigations are
The
(4)
function
Tn (z)
is
definite integral
Tn (z) = 
0) sin (z sin
nd) dd.
To
(ra*r*~ 1 r ( ,\  [l I jfnW ~La m >riw _ i r(m+i+6)r(n+m+i6)J e o _j_ra  ()w (^)w+wt /+> (i + ty***
&r* [&>**
i_
(n
i
J,.o
,
2w)!
/
J_,
(o+)
m+1+e
*
()w (jg)w+2OT
(i
nie
( 1> sin
(n
.
fl)
w+2w
(0
 tt)
+ 2m)\
where
It follows that
Now
3
_ ttt . t m>in~i
ta"
(n
+ 2m)\
=
and
so
(n even) (n odd)
}
(
(sinh
8in#
+ em(er)+izsin} <&
4269. Lommel'a
* Bern Mittheilungen, 1898, pp. 156. t Einleitung in die Theorie der Bessel'tchen Funktionen, iv (Bern,
treatise, pp.
1900), pp.
77
342
If
is
[CHAP.
which
The corresponding
integral for
Un (z)
!
is
un ^ W = fi
and
so,
[I
r (i +
from
6*2 (4),
we deduce that
(5)
0)
d$
+ () n
" enc*nhf
<ft.
Jo
Jo
10*61.
Tn (z)
and
Un (z).
From
we
see that
Tn_
=
7T J o
I "(h
{2 cos
 2n/z} d0
=
8
irz J o
 n0)} d0
4 =cos hmr 2
z
Jn (z), '
v
Thus
(1)
Tn.
(z)
Again
and so
(2)
Tn
'
(z)
=7T
cos (s sin
(9
 n0) d0,
Jo
riWZV+itoMV^).
these formulae
it
From
(3)
(4)
follows that
2
C* (*
(cf.
\nir
2
+ 2/ (s),
 2Jn (z),
\nir
and hence
(5)
1012) we
Jn (z).
10*61, 1062]
ASSOCIATED FUNCTIONS
343
for
Jn (z),
With the aid of these formulae combined with the corresponding formulae Y(s) and Sn (z), we deduce from 10*6 (1) that
(6) (7)
(8)
(9)
(10)
Un_, (z) + Un+l {z)  (2ft/*) Un (z)  (2/z) Jn (z), Un _, (z)  Un+l (z) = 2 Un (z)  {21z) Jn (z), (Sr 4 n) Un (z) = zUn ., (z) + 2Jn (z), (*n)Un (z) = zUn+1 (z), [cf. 358(1), V n Un (z) = 2zJn+l {z).
'
358(2)]
from the
T_ n (z),
ir
equivalent of
106 (4).
(z)
If
we
replace
by
in the integral
we
find that
T_ n
=vr
f "(Itt
7r
6) sin (z sin
nO) dd
Jo
=
and so
(11)
2 [*
I
it
Jo
(1
 0) sin
(z sin
n0 + mr) d0,
(z).
T_ n (z) =
()"+*
Tn
We
it is
now
define
UH (z) by
Un (z)
(12)
()
{
1062.
Series for
Tn (z)
and
Un {z).
 Jn _ im (z)}
We
(1)
shall
Tn (z) = I I
10*6 (4).
{Jn+2M
{z)
from
2 7r
= Z
sin
2m0
Tn (z), and then integrate termbyterm. This procedure needs justification, since the Fourier series does not converge uniformly near
=
To
and
0.
= ir,
is
values of
and
Since the
when
I
8
..
% $ ^7ro\ we can
...
M
2
ro=l
(*trd)I
sin2m0 <c,
following
is
pp.
of the constant
344
[CHAP.
of 8 between
values of
M exceeding m^.
Ljt02 2 m =i
=
i
ye
_
.
i1* sin(2i/"H)f J
9
t
'
_J_
sin
.
a=
/"(if+J)T sin
/
Jjt
eta:
^r,
/sin
is
it is
if this
\Tn {z)
i
 *>i
siu
(z
sin 8
n8) dd
I
",=iyo
21
,
<
{/:
/r*aiKi

!!
^i''
where
5 is the upper
bound of
sin (z sin 8
n8)
Since
2(AB + e) Bis
that*
an
infinite series
2 mn (z) = 2 T
(* sin
J
2m6
, sin (z sin n
.
.
 w0) dd
= 2
m=l
''*
{t/n + fc)
/n2m (^)}
is
established.
be remembered that
defined
3*581) as a
by the equation
and
as a
that, in
Un (z)
power
series given in
106 (3).
10*63.
Graf's expansion of
Tn (z + 1)
as a series of Bessel
coefficients.
Tn (z + t)= 2 T^^Jmiz),
Wl= on
* This expansion
was discovered by
Schlafli,
Math. Ann.
m.
(1871), p. 146.
10*63, 10'7]
for,
ASSOCIATED FUNCTIONS
it is
345
evident that
J_
771
\
'
(\ir
ffl
=
by using
? ["(!.
;
_ 0) I
(0) sin
{*
sin
 (n  w) 0} d0,
under the integral sign is uniformly convergent, the order of summation and integration may be changed, and the
21
result is evident.
The
plicated
pioof of
;
it
the formula given by Graf, Math. Ann. xliii. (1893), p. 141, depends on the use of the series of 10*62 combined with 2*4.
for
is
more com
Un (z +
t).
10'7.
sM) (2).
which includes as special cases the polynomials z0 n (z) and Sn (z) of Neumann and Schlafli, was derived by Lomniel, Math. Ann. IX. (1876), pp. 425 444, as a particular integral of the equation
function,
(1)
V v y = kz+\
fi
where k and
are constants.
It is easy to
z*
+i
z*+*
(2)
[> + If  S
,
{(/T+
If.
1/
2
}
[i>
+ 3)*  v*\
]
'
air
=0 (i> $V + m=
()m
(^r
(\p
),+i
+ P + )m+i
wt
r^^+m+Dr^+^+w+i)
ks^ v {z).
For brevity the expressions on the right are written in the form
The
ft
function sMt 0)
is
is
is evidently undefined when either of the numbers an odd negative integer*. Apart from this restriction the general
solution of (1)
(3)
In
like
evidently
y #,(*)
manner
the general solution of
+ ***(*)
is
(5)
y = **<!>
*
.
{<$ v
()
+ *V (2)}.
and
v is discussed in 10*71.
The
F.
12
346
[CHAP.
parameters."
y=A(z)J
where
(z)
+ B(z)J_ v {z),
v
Jv (z) A'(z) + J.
we
see that
v
(z)
B'
(z)
On
using 3*12
v
(2),
A (z) =
'
2 sin
^ V Jw
f J
\_
(z) dz,
B(z)
=  ^~i^2 sin
vir J
VJ
(z) dz.
Hence a
solution f of (1)
is
it
sin vir
i>,
whether
= \1ctt
lY, (z)
[V J
(z)
dz
 Jv (z)
\* z*
Y v (z) dz\
numbers fi v + 1 have positive real and (7) may be taken to be zero. If we expand the integrands in ascending powers of z, we see that the expression on the right in (6) is expressible as a power series containing no powers of z other than ^ +1 z +3 z***, .... Hence, from (3), it follows that, since neither of the numbers /jlv is an odd negative integer, we must have
It is easy to see that, if both of the
parts, the lower limits in (6)
, ,
(8)
,^ r
j o
it
an integer
but
if
we
we
find that
(9)
8^A*) =
this formula
and in
making
an
integer.
Pochhammer's notation
l)
( 4*4),
(10)
^ %(,)
tl)(^> +
i'
+ f; i*
2 )
not an integer.
The
of
z,
generalisation of this result, obtained by replacing zn+i in (1) by an arbitrary function was given by Cbessin, Comptes Rendus, cxxxv. (1902), pp 678679 and it was applied by
;
1071]
ASSOCIATED FUNCTIONS
associated function
347
The
Mi (2)
is
of (1) in the form of a descending series. solution and investigate its properties.
We now
10*71.
A particular integral
(1)
is
>
= kz^
 1)*  v (fl + P
j (/
 1)* _
,/>}
(
 3)*  V>
;
a.].
if it
it is
This series, however, does not converge unless it terminates but a solution of 10*7 (1), and it will be called kS^iz).
terminates,
The
series terminates if
in
ft
v
//,
is
if /*
v is an
no other
= v + 2p +
K
'
(rr(ij*iF+)r(jj + ii' + l)
m=o
r(i
l)r(i;
+ m+l)
When
fi
v=2p +
l,
the function
vanishes,
and
so,
when
fi
v is
(2)
2'~ir(i
''*"
+ * )r(i '' +
Sln V1T
.
i ''
+ l)
V) IT
.
[COS %(fJL
v) IT
J_ (z)
COS (/Ll +
Jv (z)].
Since both sides of this equation are even functions of v, the equation is true also when /x + v is an odd positive integer, so that it holds in all cases in
which
of
Sllv (z) has, as yet, been defined. We adopt it as the general definition $M( (z), except that, when v is an integer, we have to use the equivalent form
S^(z) = *,(*) +
shewn
2"" 1
(3)
r (/*  I v
4
\) r(A*
+ * +
)
v) ir
.
cos % (fi
;
(*)].
in 1073 that S^iz) has a limit negative integer, i.e. when sMi (z) is undefined
sM)V (a)
when fi+
and
so,
v ov
fiv
of Lommel's
and S^
v (z), it is
348
[CHAP.
defined
when
either of the
of significance
yields, in fact,
by means of which S^iz) is numbers ft v is an odd positive integer, is still when the numbers fi v are not odd positive integers. It an asymptotic expansion of S^ v (z) valid for large values of
the variable
10*72.
z.
Recurrence formulae
satisfied
by Lommel's functions.
It is evident
from
107 (2)
that
**'Wthat
is
fr
+ iy*
8
to say
(1)
W.., (z) = **
it is
+1
 {i> + 1) 
:*}
M (4
Again,
TZ^ S
so that
*' "
^=
(/*
(2)
and similarly
(3)
(z)(v/z)s^ v (z)
= (fivl)s
we
ll
_ltV+1
(z).
On
(4)
( 5)
= (/M + vl) s^ _j (z)  (fi  v  1 ) $_i. mi (*)> 2s'M (0) = (/i + v  1 ) vj, .i (*) + (/*  v  1 ) Sp_ ,+1 (z).
lt
The reader
deduce from 10*71 (2) that the functions of may be replaced throughout these formulae by functions of
;
so that
(8)
(9)
(10)
= **+1  {(fi + 1)  #M( , (*), S^ v (z) + (*/,) SM, <)  0 + *  1) flMlPU4 (#), 6\, (#)  (v/z) ,(*)  0  v  l)8^ v+l (*), (2*/*)^ (*) = (,* + / 1)^^_ ,,_ (^)(mi' l)iSU.r*(*). 2S'^(z) = (M + v l)S^. (z) + <jivl)S^+1 (z).
(*)
2
1/
These formulae may be transformed in various ways by using (1) and (6). They are due to Lommel, Math. Ann. ix. (1876), pp. 429432, but his methods of proving them were
not in
all
Lommel's functions Sfl>v (z) when fiv is an odd negative integer. The formula 1071(2) assumes an undetermined form when fi v or fi + v
10'73.
is
an odd negative integer*. We can easily define Svi,(z) by a repeated use of 10*72 (6) which gives
in terms of
n\ (1)
*
*i
<?
J.
o
(z) is
>*+*.,(*)SMl
integer.
2^( J
of
(fi^
,)m+1 ( v
p)tn+1
2^! (1,)/
which
ix
Since
an even function
v, it is
v
is
an
odd negative
10*72, 10*73]
ASSOCIATED FUNCTIONS
349
We
next define
Svh ,(z) by
(2 )
^w^,[
x>
.Cifey+ i)]fi
The numerator (which is an analytic function of when /* = i/ 1, and so, by L' Hospital's theorem*
near
/*
= v 1)
vanishes
Now
L
it is
pW
3/*
_U,i
iiw n I U + 1,
.> +
()"(^)"
(p
l)ir( + m + 2)
+ 1)  ^ (m + 2)  yfr(v + m + 2)}.
[^
and
{2m+i
r_ x
follows that
s^yi'rwsJrlfSli)
x
{2 log
\z  ty (p + m +
1)
yjr
(m +
for
1)}
 2"v
ir
V (v) Y (*),
a negative
(where n
is
and
this formula,
is,
is
integer,
when
when
=n
To discuss
VWwhichgives
'
Sr
Since
'.o(*)=^[p{^ +1 ^ +S.o()}]
Mss
_i
()* {r (J, + f
)}Jo
^t^
.
(z)
 sin &**
()},
on reduction, that
<8L,,o(*)=5 *
* Cf.
(4)
350
10*74.
[CHAP.
From the descending series given in 1071 (1) it is evident that Neumann's polynomial On (z) is expressible in terms of Lommel's functions by the equations
(1)
0.im (z)
= (1/*) S^ n i, Sn (z)
is
0^ 0) = {(2m +
1)/*}
S0tWl+1 (z),
and
Schlafli's
polynomial
flU (*)
similarly expressible
by the equations
(*).
(2)
= 4 Si. (*)
#J
;
(z) dz,
z"
(z)
dz
in terms of
Lommel's functions
.
thus we have
dz
d_
{z
Jv (z)
zl ~>
5M_
**
]>
_ 1 (*)}
dz
S^^
(z).
On
eliminating
find
8^^^z)
1072 (6), we
(3)
by integrating that
(ii,
P ** Jv (z) dz =
j* z
(z)dz
p and
i>
so that
Neumann's or
l
Schlafli's polynomials,
thus
(6)
f z9g^
f Sf
(*)
dz = Z*
(*) 
#_, (*) Om
(*)J
(7)
9Bl+ x (*)
dz = * {#+,
and
(6) are
(1876), pp.
contained in Lommel's paper, Math. Ann. ix. were given by Nielsen, Handbuch der Theorie der Cylinderfunktionen (Leipzig, 1904), p. 100, but his formulae contain some misprints.
Of these
425444;
and
(7)
It should
it is
10*74, 10*75]
ASSOCIATED FUNCTIONS
is
351
The
/n
(8)
.
2r
r(y + m) v+ 2m Q
..
2 v+1
T(v+m + l) v+2m+l
III
.
It follows that the most general case in which the integral (5) is expressible in terms of elementary functions and cylinder functions is given by the formula
(0)
/'
^rwm
(*)
dz ~
ml z* v tvT (y + m) I
>M2m \ z ) 2mi,v\ 2; )
+ 2ml
(
_
The function denned by the
series
&,+tml (z)
v
A^
{z)
+ 2m
r(v+2m+i)
r(vi)
;
,+l,lw
has been studied in great detail by W. H. Young t this Function possesses many properties analogous to those of Bessel functions, but the increase of simplicity over Lommel's more
general function seems insufficient to justify an account of
them
is
here.
The
integral v
f* I Jo
J
,
(t)
'.
t(z t)
an integer) by H. A. Webb,
Messenger, xxxin. (1904), p. 58; and he stated that, when /=, its value is On (z). This is incorrect (as was pointed out by Kapteyn) ; and the value for general values of v is J
when
It (v)
>
and arg (  z)

<
ir.
10*75.
We
a)
when

shall
that,
when
ft
fll<
^. w ~^[i^y" + tz
j
, i...],
is
large
27rtJ_ooi i> +i
'
sins7r
The contour
poles of the
*
is
to be
to
Gamma
Gegenbauer, Wiener Sitzungsberichte, lxxiv. (2), (1877), p. 126. t Quarterly Journal, xian. (1911), pp. 161177. % Of. (rubier, Zurich Vierteljahrsschrift, xlvii. (1902), pp. 422428.
Proc.
London Math.
59118;
cf.
352
[CHAP.
<
ir,
and
it
may be
seen without
difficulty that it is
(a*2?).
It
Gamma
function
when
R with
p \, on
R * oo
provided
that
sum
of the
residues of
2
at the points
0,1,2,. ..,<_pl),
1,2,3,...,
When we
we
find that
+
so that
_i (yr(i^iiir+m)r(i^y + w)
sini>7r
x [cos i 0* 
v)
/_ (*)
(^~2p),
and
so,
by
1071
(2),
and
10*8]
10*8.
ASSOCIATED FUNCTIONS
Hemicylindrical functions.
353
Functions
(1)
Sn (z) which
combined with
(2)
B.W
'(*)
will
be called hemi
S (z)
is
Sn (s)=/(D).S
where
fn (?)
satisfies
combined with
It follows
by induction
(cf.
91 4) that
tt
],
and therefore
(3)
If
(4)
w, it is
S_ (*)=()"Sn
tt
(*).
To obtain an
alternative expression to
(3),
put = sinh
t,
and thenf
(n even)
(re
t Mi)
jcoshntf
{sinhn*
odd)
1+ 2! ? + ~4i
]
*
fc '.
..
(even)
odd)
,,
re
,.
re (re
jjf
Hence
2
I
l2)
^31
(re
So <*)
S" (#) j
*
(5)
Sn (^)=
+ \, n(n2 _ 12)
ft
re
Cre
22 )
'
S (,)+...
(re
even)
It is to be noticed that
but
8n (z), Un (z)
It should be
n (z) Tn (z) and E (*) are hemicylindrical and H(s>are not hemicylindrical functions.
y
functions,
354
10*81.
[CHAP.
We
(!)
shall
now
Sm (z + t) = 2 J n (t)Sm _n (z);
n=
is
the expansion
at the point
z,
valid when z + 1 lies inside the largest circle, whose centre is which does not contain any singularity of the hemicylindrical
inside or
Take as contour a circle G with centre z such that S on the circle. Then
(f) has
no singularity
,, ( , +0
ZlTl] c
ifiM %z
t
az)jn (t)^dc
The
Sw (s + t)=
i
cn
Jn (I)
B* (0 On (t s)
= $
Jn (t)fn
(^8m (z)dz
.!,^>/(a)/(5) (')*
But
so that
it is
2)},
is
obvious.
S (z) denotes a function of a more general type than a hemicylindrical function, namely one which merely satisfies the equation Sn, 1 (z)8n+l (z)^2Snf (z),
without satisfying the equation
(z)
=S
'
(z),
we
still
have
f*
V di) Sm W = Sm_n
(1) is
still valid.
( z)
+ ( ~ )n &m+n ( ^'
We
53, 91,
xvh. (1880),
xn. (1880), pp. 48. See also Konig, Math. Ann. pp. 8586.
310 340;
ibid.
1081, 1082]
10*82.
ASSOCIATED FUNCTIONS
355
The
1(2)
*U (*) + F
v+1 (*)
 (2v/z) Fv (z) =
%gv
(z)/z,
where fv {z) and g (z) are given arbitrary functions of the variables v and z, form an obvious generalisation of the pair of functional equations whereby cylinder functions are defined. It has been shewn by Nielsen* that the
functions / (z)
and
it
+ 9 (*) =  (*).
is
f (z )
equivalent to
(^
1(4)
It is
now evident
<*>*
(z)
a v (z)]
so that
=  z*F, (z)  z/3^ (z) &p) av (z), V V F (z) =  z$ v _ (z) ~(**v) (z).
x
or,
Again
<*
*2 )
v (jr)
 <* + *) [ zFv+l (z)  fi m (*)] =  z*Fv (z) + za v+1 (z) (* + p) &, (z).
V,F,(z)
We
(5)
= zv,(s),
(*p) (z),
 (* + we
v) /9 (z).
where
(6)
1(7)
zm v (z) =  *_,
z*r y (z)
(z)
= + zap+1 (z)
On
(8) It
vr v (z),
condition
/_, (*) +/ +1
(*)
now has
to be
the exist(8) to
To prove
this,
we assume
be
Ann. di Mat.
5159. 4953.
356
[CHAP.
and
is
(7),
we
solve (5)
by the method
of variation of parameters.
(9)
The
solution
1k
(m)
= / (*)
L  jy
v (t) r (t)
dtl
where a and b are arbitrary constants; and c and dy may be taken to be independent of z, though they will, in general, depend on v.
remains to be shewn that c and dv can be chosen so that the value of given by (9) satisfies (1) and (2), or (what comes to the same thing) that it satisfies (3) and (4). If (3) is satisfied, then
It
{z)
*/,_, (z)
c  tt
J
(z)
F (z) r (z)
+ zY _
that
is to say,
(z)
I
<*_,
+ tt
l"
*/"_! (z)
+ zY^
But
Tz
since (6)
(z)
[Jv (t)
r (*)
 J^ (t) r^ (t)}
dt\
+ a (z) = 0.
it is
 V. (z) a (jr)} ;
r (z)
<& (s)
 r r _, (z) V^ (z),
and so (3)
is satisfied if *
(z)
^di + iw r^by
3'63(12),
(^^
(^)^(^)^(^)l*
+ a,(z) = 0,
this condition,
reduces to
zj_, (z)
 c_, + \tt [ Fr _, (a) &_, (a)  F, (a) a (a)]} + * F_, (*) {d  d _i  \ir \JV_ (b) &_, (b)  J (b) a, (6)]} = 0.
[c
X
it is sufficient
to choose c
and d
\(11)
c  c_,   tt F,_ (a) &_, (a)  F, (a) a, (a)}, d,  <*_, _  {J^ (6) _, (6)  J, (b) a (6)}
x
10*82]
ASSOCIATED FUNCTIONS
will
357
have no
same two
then
throughout) are
(4).
satisfied,
v {z)
given by
(9) is
a solution of
known*; and so the condition (8) is a sufficient, as well as a necessary, condition for the existence of a solution of the given pair of functional equaas
tions (1)
If,
and
(2).
as z * *>
/(#)0
where B >
0,
(**),
,
5r,(*)
=
,
(**'),
then we
may make a * oo
may be
(v)
b * x>
and we have
written
(12)
F. (z)
= J9 {z)
ir,
+ tt
(J
+
where ir^v) and
7r 2 (i/)
Y, (z)
(v)
 tt
rJ
v (t)
v. (0^4
Note. Some interesting properties of functions which $ati*fy equation (2) only are to be found in Nielsen's earlier paper, Ann. di Mat. (3) v. (1901), pp. 1731. Thus, from a set of formulae of the type
F_
v
(*)
(z)
 (2v/) *T () = 2g y ()/,
it is
(13)
Fv+n (z)=F
{z)Rn
(z)Fv _ l (z)Rn . l
v +i(.z)
nl
+ (2/)
the
first
and the
* An account of various memoirs dealing with such equations Math. Soc. (2) n. (1904), pp. 438469.
CHAPTER XI
ADDITION THEOREMS
11*1.
It has
been proved
( 4*73)
and
obvious from the asymptotic expansions obtained in Chapter vn that they are not simply periodic functions, and, a fortiori, that they are not
it is fairly
JV (Z + z) as an algebraic function
do not possess
of
,/
(Z) and
(z).
That
is
There
coincide
are,
as addition theorems.
;
In the case of functions of order zero the two classes for functions of the first kind is
<f>)}
indicated in 4'82.
is
The simplest
due
to
Neumann f,
depends on a transformation of Parseval's integral another proof is due to Heine J, who obtained the formula as a confluent form of the addition theorem
for
Legendre functions.
11*2.
We
(1)
shall
now
J
we
(*0
write
zr
= V( + *  2* cos
2
0),
and
*
all
of
1893)
see
(1885), pp.
Schwarz' edition of Weierstrass' lectures (Berlin, 3342, and Forsyth, Theory of Functions (1918),
Ch.
xiii for proofs of the theorem. t Theorie der BesseVechen Fuvctionen (Leipzig, 1867), pp. 59 70. XHandbuch der Kugclfunctionen, i. (Berlin, 1878), pp. 340343;
cf.
5*71
and Modern
Analysis, 15*7.
xvi.
R. Accad. di Torino,
1111 13]
ADDITION THEOREMS
359
We
which
is
and
a,
We
defined
by
the equations
ts
sin
ol
Zz cos
<f>,
ta cos
= z sin
<f>,
and
it is
()
= jj
*
f
exp
{i
 z cos
0) sin
+ iz sm
<
cos 6)
dd
* [* j 27T J _ (
m=x
JM (Z)e w l
)
Jm (Z)\
Jm (Z)
"
mie+izain
<*
6)
dd
= J_
%
X
mi <+>  8in<>
m=
Jm {Z).Jm {z)e*,
<*>
the interchange of the order of summation and integration following from the uniformity of convergence of the series, and the next step following from
the periodicity of the integrand.
we group the terms for which the immediately obtain Neumann's formula.
If
values of
differ
only in sign,
we
for Beasel functions of order  were obtained by Clebsch, Math. lxi. (1863), pp. 224227, four years before the publication of Neumann's
11
3.
Neumann's addition theorem has been extended to functions of arbitrary The extension which seems to be of more immediate importance in physical applications is due to Graf*, whose
order v in two different ways.
formula
(1)
is
*<)
{^^Y  J_J'+<
pp. 142
Z)Jm
{Z)
*"*'
ze f*
and
are less
than \Z\.
*
Math. Ann.
xliii. (1893),
Get. 1896,
360
Graf's proof
is
[CHAP. XI
based on the theory of contour integration, but, two years after it was by G. T. Walker, Messenger, xxv. (1896), pp. 76
80 this proof is applicable to functions of integral order only, and it may be obtained from Graf's proof by replacing the contour integrals by definite integ