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Bessels Differential Equation

Lesson: Bessels Differential Equation


Lesson Developer: Savinder Kaur
College/ Department: S.G.T.B Khalsa College, University of
Delhi

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Bessels Differential Equation

Table of Contents
Chapter 7: Bessels Differential Equation

7.1 Introduction

7.2 Series Solution of Bessels Differential Equation& Recurrence


Relation:

7.2.1 Bessels Polynomial of first kind

When index is integer

When index is half integer

7.2.2 Bessels Polynomial of second kind

When index is non-integer

When index is an integer

7.3 Generating Function of Bessels Polynomials

7.4 Recurrence Formulae for Bessel Polynomials

7.5 Integral Representation of Bessel function.

7.6 Orthogonal Properties of Bessels Polynomials

7.7 Applications

Summary

Exercise/ Practice

Glossary

References/ Bibliography/ Further Reading

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Bessels Differential Equation

After reading this chapter the student will be able to learn


In applications involving partial differential equation we find that the Bessel
equation arises in a variety of problems that possess circular symmetry e.g.
the wave equation or the heat equation in such regions.
How Bessels is really different fron the other special differential equations.

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Bessels Differential Equation

Bessels Differential Equation


One of the special DE that we would encounter often is the Lengendres DE. It arises
particularly in boundary value problems with spherical symmetry.
7.1

Introduction

The Second Order Bessels Differential Equation is


7.1.1
We note in this special equation that can be any real number, in contrast to earlier
special equations of Legendre, Laguerre and Hermite where it was restricted to a positive
integer. Now it can be a positive or negative integer, positive or negative real number,
positive or negative half integer or fractions.
The general solution of

in case where

is any real number is given by


7.1.2

where
Kind) and
Dividing

is the Bessel Polynomial of order (also known as the Bessel Function of First
is the Bessel Function of Second Kind.
by

we get Bessels Differential Equation in standard form as


7.1.3

which can be compared to the Standard Form of DE


7.1.4
to get

The functions
and
are analytic everywhere except at the points
. The
singularity occurs in the Bessel Equation due to the
sitting in the denominator. Thus, we
study the general solution in the interval
.
The Frobenius Series Method can be applied to achieve a solution to a second order
differential equation only for ordinary points or regular singular points (here for
simplicity
for
which
the
series
solutions
will
have
the
forms
or
respectively.

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Bessels Differential Equation

The behaviour of the coefficients

and

at

is,

but

So we conclude that
method at
.
7.2

is a regular singular point and we may apply the power series

Series Solution of Bessels Differential Equation & Recurrence Relation

We can write the power series solution with


obtained from indicial equation), as

as running index and

as the index (to be

7.2.1
Now with term by term differentiation of the series solution, we get

Substituting the power series expansion for


we get

and

in the Bessels DE

7.2.2

We can reduce it further to write

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Bessels Differential Equation

7.2.3
In

, we note that the first series has all the powers of

while the second series has powers of

starting from

with coefficients

with coefficients

So in
, we equate separately the sum of the coefficients of each power of
for the LHS to be identically zero. (Note that RHS of
is zero).
The coefficient of zeroth power of

i.e., of

to zero

is
7.2.4

which shows that the root

of the Frobenious series is

The coefficient of first power of

i.e. of

is

And similarly collecting terms of higher orders of , we have the coefficient of nth power of
i.e. of
as
7.2.5

7.2.6

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Bessels Differential Equation

This is called the recurrence relation / formula. It gives each coefficient in terms of the
second one preceding it so that all odd s depends on each other while all even s
depends on each other. Fortunately, as
none of the odd
survives and we are left
with only the even coefficients.
We could also have obtained the the indicial equation by putting
7.2.7
We seek solutions for

7.3

and

Bessel Function of First Kind

When index is positive integer (positive real number)

Case 1:
The recurrence relation

becomes
7.3.1

We can tabulate few of the coefficients, using the above recurrence relation, as
For

For

For

For

And thus in general we can write


7.3.2
Since
takes only even values we know that
is the coefficient of
solution
. We multiply and divide by

in the series

7.3.3
The factor
in the denominator suggests that a factorial
could be created if we were to multiply by
provided only if were a positive integer.
However, since
necessarily may not be a positive integerbut any positive

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Bessels Differential Equation

number thus we would prefer a generalised

in place of

So we can write,
7.3.4

Since we know that a gamma function is

thus
7.3.5

Since
is still arbitrary and since we are looking for a particular solution we can
conveniently choose
so that finally we have
7.3.6
Substituting these coefficients back in the assumed solution we get
7.3.7

7.3.8

7.3.9
This is the Bessel function of first kind of order . Thus the Bessels equation of order
has no finite singular points except the origin. This series converges for all
. To further
ensure convergence to real values function for all values of , the factor
must be replaced
by
in
above. Let us open the summation and analyse the Bessel function of first
kind i.e.,
7.3.10
We see that this expression has infinite terms. Note that
roots for each value of . Let us put
and observe the form of

has infinitely many

7.3.11
and
7.3.12
We see the resemblance of

and

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to the graphs of

and

Bessels Differential Equation

respectively. The subsequent forms of

can be obtained by using different values of

http://mathworld.wolfram.com/BesselFunctionoftheFirstKind.html

When index is half integer

We start by using the expression of the Bessel function of first kind as


7.3.13
And calculate for half integer value as,

we get

7.3.14

On opening the summation we get

Since

, we use this as well as multiply and divide by

to get

7.3.14
Similarly, we calculate for negative

and evaluate

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Bessels Differential Equation

7.3.15
Substituting half integer value of

we get

7.3.16
On opening the summation we get

Since

, we use this to get

7.3.17
From the expressions of
functions
and
etc.

7.4

in
are

and
in
linearly independent.

we see that the two


Similarly we can evaluate

Bessel Function of Second Kind

When index is non-integer

Case 2:
Since occurs in the Bessels equation in the form of square
it follows that the series
solutions obtained
will also be satisfied for
, provided that the gamma
functions appearing in the denominator of
are all defined. This is necessarily the
case unless is an integer; hence as long as is not an integer the function
is the
second particular solution of Bessel equation of order
7.4.1

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Bessels Differential Equation

Also
contains negative powers of and so it is obvious that in the neighbourhood of
the origin
is unbounded, while
which does not contain negative powers of
remains finite. Hence, as long as is not an integer
and
are two linearly
independent solutions of the Bessels differential equation. Thus the second solution
when is not an integer is
. Therefore, a complete solution of the Bessel
differential equation when is not an integer is
7.4.2
If

is an integer i.e., the roots of the indicial equation


then we expect that the first solution is

differ by an integer i.e., by

7.4.3
While the second linearly independent solution, the Bessel function of second kind should be
of the form
7.4.4
And not the second solution from

which is
7.4.5

This is because, here


is a positive integer and if
an integer and thus we can express

is also an integer then

is also

7.4.6
Now when
the denominator has terms like
and
But
is not
defined as it is either
. This implies that for
. Thus it follows that all
terms of
will be zero till
so limits of summation change to
7.4.7
If we make a substitution of

then we can express

as
7.4.8

Note that
shows to us that if
are linearly dependent and then
solution of Bessels differential equation.

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is an integer then
and
cannot be a general

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Bessels Differential Equation

For many purposes, it is convenient to take the linear combination


7.4.9
As the second independent solution instead of
. This is known as the Bessel
function of second kind of order . Thus, the complete solution of Bessels equation in
alternative form is
7.4.10

7.5

The Generating Function of Bessels Polynomials

The Bessel polynomials


can be expressed as coefficients of powers
in the series
expansion of a special function
called the Generating Function in terms of
for all
with the variable as a parameter
7.5.1
We prove this in few steps as follows
7.5.2

7.5.3
If we let
then can vary from
independent of ; and so

to

and must be

7.5.4

7.6

Recurrence Formulae for Bessel Polynomials

The Bessel Polynomial follow some recurrence relation among themselves. We study some
of them important ones;

R.1

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Bessels Differential Equation

From the definition of Bessel polynomial we write

Differentiating with respect to

Multiplying by

throughout we get

Separating the terms on RHS we get

7.6.1
The second term on the
has
can write the second term as

which is a positive integer, so

. We

For
; we have
and so that its contribution to the
term is zero. In fact the
contribution in the series actually starts from
. Thus we should write the second term
as

Let us put

to compare this term with

; to get

So we see that

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Bessels Differential Equation

Thus we establish the recurrence relation R.1. by using the expression of the second term
in
The second recurrence relation is
R.2
Again using the definition of Bessel polynomial we write

Differentiating with respect to

Multiplying by

throughout we get

Separating the terms on RHS by writing

we get

7.6.2
The

on the RHS we multiply and divide by

Thus the second recurrence relation is obtained by substituting the above

in

The third recurrence relation is


R.3
We use the first recurrence relation

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Bessels Differential Equation

R.1
And rewrite the second recurrence relation as
R.2
Add the two relations to obtain the third recurrence relation.

7.6.3
The fourth recurrence relation is
R.4
Subtract the two recurrence relations R.1 and R.2 to get the fourth recurrence relation.

7.6.4

Recurrence relations can also be written in compact form (read

) as
R.5

We prove this relation as

Another compact form (read

) of recurrence relation is

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Bessels Differential Equation

R.6
Again we find that

Example 1 Using the fourth recurrence relation


E.1.1
Obtain the value of

and

Step 1: The fourth recurrence relation is used to evaluate


, etc. We know the above values of

In the recurrence relation we use

and

,
which are

to determine the value of

E.1.2
In the recurrence relation we use

to determine the value of

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Bessels Differential Equation

E.1.3

Exercise A:

Show that the functions

generated by

satisfy the

Bessels Differential Equation

Hint : Use the recurrence relations obtained earlier.

7.7 Integral Representation of Bessel function.


Statement : Integral Representation of Bessel function has the following form
7.7.1
We start from the generating function

Let

, so that the LHS is


7.7.2

The RHS can be expanded as

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Bessels Differential Equation

Now since

, i.e.

using we get
7.7.3

Or in compact form we can write


7.7.4
Equating 7.7.2 and 7.7.4 we get
7.7.5
Equating the real and imaginary parts we get
7.7.6
And
7.7.7
The series on the right in
and
are just the Fourier expansion of the functions
on the left. Now we multiply both sides of
by
and both sides of
by
and integrate each identity with respect to from to . Since we know that
7.7.8

From
7.7.9
The first integral disappears for all values of integral

The second integral disappears only if

so if

7.7.10
From
7.7.11

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Bessels Differential Equation

Adding the two expansions

and

and dividing by

we have for all integral

values of
7.7.12
Since for every value of , one of the integrals vanishes, and the other ( remaining one)
contributes to
. Finally using the cosine formula for difference of two quantities we get

Example 2 Show that the functions

are oscillating with infinite

zeros.
Step 1: The Bessel functions have oscillating behaviour. They have infinite
number of zeros which are unequally spaced. The zeros are not periodic like the
sine and cosine. Let us analyse what a combination of Bessel functions yield by
using equations

and
E.1

E.2
If we put

If we put

in both the equations we get

in the equation E.1 we get

So we see that some combination of Bessel functions gives


combination gives

and yet another combination yields

, another

. Both

and

are periodic functions with infinite zeros. Thus Bessel functions are
oscillating with infinite zeros.

7.8

Orthogonal Properties of Bessels Polynomials

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Bessels Differential Equation

Statement : If and are the roots of the equation


then condition of
orthogonality of Bessels function over the interval (0,1) with weight function is
7.8.1
With the condition of normalisation
7.8.2
Both the above conditions can be combined to write the condition of orthonormality as
7.8.3

Proof: The Second Order Bessels Differential Equation is


7.8.4
Let us change the independent variable

to

, where

is a constant, the resulting

equation is
7.8.5
With general solution

. We see that

and

are the

solutions of the equations


7.8.6
and
7.8.7
Multiply

with

and

by

and subtract to get


7.8.8

Integrating as we omit the constant of integration we get


7.8.9
Using

and

and dividing by

we get
7.8.10
7.8.11

Thus the orthogonality condition implies that if

and

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are two zeros of

i.e.

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Bessels Differential Equation

and

, then
7.8.12

To reach the normalisation condition let us reconsider


then we get
keeping

. If

then if we take limits

form in the RHS. So we first apply L Hospital rule ( differentiate only w.r.t

as constant) and find

7.8.13

Now since

we have
7.8.14

We use the first recurrence relation

change the independent variable

For

to

we have
7.8.15

in

Using

7.8.16
Now since

because

is the zero of

. Thus the above is the normalisation

condition

7.9

Applications
A.1 Students may come across in partial differential equation while solving
the problem of a circular membrane that one of the solutions obtained is a
zeroth order Bessel equation.
The Laplacian in 2- Dimensional polar coordinates is

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Bessels Differential Equation

A1.1
Assuming circular symmetry i.e., no variation in , the Laplacian reduces to
A1.2
When a circular membrane is made to vibration under under circular symmetry we
can write the wave equation as
A1.3
Boundary Conditions: Since the circular membrane (as in the case of a musical
instrument like the Tabla, Drum etc) is fixed at the boundary therefore the boundary
conditions are for
. At all the times, the circumference of the circular membrane
is held fixed thus
A1.4
Initial conditions at time
the start

: This refers to the state of the circular membrane at

A1.5

where
is transverse displacement of membrane as a function of
the initial velocity imparted at each point on the membrane.
By separation of variables

while

is

A1.6
the

reduces to
A1.7

To get an oscillatory time varying solution


the LHS must be equal to
gives
) and so must be the RHS

(which

A1.8
If we write

then
A1.9

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Bessels Differential Equation

which is a Bessel Equation of Order Zero with solution


. As
, it blows to infinity at
and the displacement everywhere cant remain
finite. Thus
is not part of the physical solution. We finally have,
A1.10
Now at the boundary
so that
where is the root of the Bessel
function. Thus every root of the Bessel Function
fixes a value of
and
A1.10
represent a Normal Mode of frequency
. Since the zeros of the
displacement of the circular membrane are not equally spaced (unlike equally spaced
zeros on the string) the sound of the membrane is different which we differentiate as
Bass of the instrument. If one draws an analogy with violin the sound of such an
instrument is sweet because one of the solutions is a sine or a cosine having periodic
roots.
For animations we can go to the website
http://www.acs.psu.edu/drussell/Demos/MembraneCircle/Circle.html
A.2 A flexible chain with constant mass density hanging vertically. Let the
origin
be the bottom of the chain. Naturally the displacements
will be horizontal while the position will run vertically up through the
chain. We are interested in the oscillation of the hanging chain. This is
similar to the vibrating string problem except that now the tension
is
not constant.
The tension at the point along the chain is due to the weight of the portion of the
chain below the point , so applying the wave equation
A2.1
A2.2
Separating the variables

we can get
A2.3

To get an oscillatory time varying solution


the RHS must be equal to
gives
) and so must be the LHS

(which

A2.4

Now let

so that

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Bessels Differential Equation

A2.5

A2.6
which is a Bessel Equation of Order Zero with solution
. As
, it blows to infinity at
and the displacement everywhere cant remain
finite. Thus
is not part of the physical solution. We finally have,
A2.7

Now at the boundary

so that

where

Bessel function. Thus every root of the Bessel Function


and

is the root of the

fixes a value of

A2.8
represent a Normal Mode of frequency

For animations one can go to the site


http://www.acs.psu.edu/drussell/Demos/HangChain/HangChain.html

A.3 When we look at a star through a circular lens the light waves passing
through diffracts and spread out to form what is known as Airys pattern.
Let a wave be emitted from some point S on the lens with coordinate
and arrives on the screen at angular coordinates
.
The waves emitted from the aperture are in phase and all have the amplitude e
however they all travel different distances to reach the their destination
, so the
resultant amplitude at
A3.1

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Bessels Differential Equation

A3.2
where is the amplitude per unit area emitted by the aperture. Expecting a circular
symmetrical diffraction pattern on the screen we can assume that
A3.3
A3.4
Now using the recurrence relation
A3.5
we rewrite

as
A3.6
A3.7

Lastly, we can write

in terms angular separation from the pole on the screen to get


A3.8

The first zero occurs where


that the radius of the Airy Disk,

, which leads to a relatively famous result,

A3.9

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Bessels Differential Equation

Summary

The Second Order Bessels Differential Equation is

We note in this special equation that can be any real number, a positive or negative
integer, positive or negative real number, positive or negative half integer or fractions.
The general solution is given by

where
Kind) and

is the Bessel Polynomial of order (also known as the Bessel Function of First
is the Bessel Function of Second Kind.

is a regular singular point and we may apply the power series method at

The power series solution with

The recurrence relation / formula. It gives each coefficient in terms of the second
one preceding it so that all odd s depends on each other while all even s
depends on each other. Fortunately, as
none of the odd
survives and we are
left with only the even coefficients.

The indicial equation by putting

We seek solutions for

and

as running index and

as the index

Bessel Function of First Kind (When index is positive or half integer (positive real
number))

Note that
has infinitely many roots for each value of
resemble graphs of
and
respectively.

. The

and

Bessel Function of Second Kind (When index is negative non-integer)

As long as is not an integer the function


Bessel equation of order

is the second particular solution of

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Bessels Differential Equation

Hence, as long as is not an integer


and
are two linearly independent
solutions of the Bessels differential equation. Thus the second solution when is not
an integer is
. Therefore, a complete solution of the Bessel differential equation
when is not an integer is

If is an integer i.e., the roots of the indicial equation differ by an integer i.e., by
we expect that the first solution is

then

While the second linearly independent solution, the Bessel function of second kind should be
of the form

It is convenient to take the linear combination

As the second independent solution instead of


. This is known as the Bessel
function of second kind of order . Thus, the complete solution of Bessels equation in
alternative form is

The Generating Function of Bessels Polynomials

The Bessel polynomials


can be expressed as coefficients of powers
in the series
expansion of a special function
called the Generating Function in terms of
for all
with the variable as a parameter

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Bessels Differential Equation

Recurrence Formulae for Bessel Polynomials

The Bessel Polynomial follow some recurrence relation among themselves.

Integral Representation of Bessel function.

Statement : Integral Representation of Bessel function has the following form

Orthogonal Properties of Bessels Polynomials

Statement : If and are the roots of the equation


then condition of
orthogonality of Bessels function over the interval (0,1) with weight function is

With the condition of normalisation

Both the above conditions can be combined to write the condition of orthonormality as

+++++++++++++++

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Bessels Differential Equation

Bibliography/ References / Glossary


1. Advanced Engineering Mathematics by Erwin Kreysig
2. Advanced Engineering Mathematics by Michael D. Greenberg
3. Schaum's Outline: Theory and Problems of Advanced Calculus by Murray R. Spiegel
4. Mathematical Methods in Physical Sciences by Mary L. Boas
5. Calculus & Analytic Geometry by Fobes & Smyth
6. Essential Mathematical Methods by K.F. Riley & M.P. Hobson
7. Schaum's Outline: Theory and Problems of Differential Equations by Richard Bronson
8. Schaum's Outline: Theory and Problems of Differential Equations by Frank Ayres
9. Introductory Course in Differential Equations by Daniel A. Murray
10. Differential Equations by N.M. Kapoor
11. Higher Engineering Mathematics by B S Grewal
12. A Treatise on Differential Equations by A. R. Forsyth

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