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A thoughtful insight into the Bessel polynomials

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Lesson Developer: Savinder Kaur

College/ Department: S.G.T.B Khalsa College, University of

Delhi

Table of Contents

Chapter 7: Bessels Differential Equation

7.1 Introduction

Relation:

7.7 Applications

Summary

Exercise/ Practice

Glossary

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.

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

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

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

7.1.3

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.

and

at

is,

but

So we conclude that

method at

.

7.2

obtained from indicial equation), as

7.2.1

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

we get

and

in the Bessels DE

7.2.2

7.2.3

In

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

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

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

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

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

in place of

So we can write,

7.3.4

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

7.3.11

and

7.3.12

We see the resemblance of

and

to the graphs of

and

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

7.3.13

And calculate for half integer value as,

we get

7.3.14

Since

to get

7.3.14

Similarly, we calculate for negative

and evaluate

7.3.15

Substituting half integer value of

we get

7.3.16

On opening the summation we get

Since

7.3.17

From the expressions of

functions

and

etc.

7.4

in

are

and

in

linearly independent.

Similarly we can evaluate

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

10

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

then we expect that the first solution is

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

is a positive integer and if

an integer and thus we can express

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

as

7.4.8

Note that

shows to us that if

are linearly dependent and then

solution of Bessels differential equation.

is an integer then

and

cannot be a general

11

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

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

The Bessel Polynomial follow some recurrence relation among themselves. We study some

of them important ones;

R.1

12

Multiplying by

throughout we get

7.6.1

The second term on the

has

can write the second term as

. 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 get

So we see that

13

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

Multiplying by

throughout we get

we get

7.6.2

The

in

R.3

We use the first recurrence relation

14

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

) as

R.5

) of recurrence relation is

15

R.6

Again we find that

E.1.1

Obtain the value of

and

, etc. We know the above values of

and

,

which are

E.1.2

In the recurrence relation we use

16

E.1.3

Exercise A:

generated by

satisfy the

Statement : Integral Representation of Bessel function has the following form

7.7.1

We start from the generating function

Let

7.7.2

17

Now since

, i.e.

using we get

7.7.3

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

so if

7.7.10

From

7.7.11

18

and

and dividing by

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

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

combination gives

, another

. Both

and

are periodic functions with infinite zeros. Thus Bessel functions are

oscillating with infinite zeros.

7.8

19

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

7.8.4

Let us change the independent variable

to

, where

equation is

7.8.5

With general solution

. We see that

and

are the

7.8.6

and

7.8.7

Multiply

with

and

by

7.8.8

7.8.9

Using

and

and dividing by

we get

7.8.10

7.8.11

and

i.e.

20

and

, then

7.8.12

then we get

keeping

. If

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

7.8.13

Now since

we have

7.8.14

For

to

we have

7.8.15

in

Using

7.8.16

Now since

because

is the zero of

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

21

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

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

the LHS must be equal to

gives

) and so must be the RHS

(which

A1.8

If we write

then

A1.9

22

. 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

the RHS must be equal to

gives

) and so must be the LHS

(which

A2.4

Now let

so that

23

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

so that

where

and

fixes a value of

A2.8

represent a Normal Mode of frequency

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

24

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

A3.8

that the radius of the Airy Disk,

A3.9

25

Summary

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 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.

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 equation of order

26

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

. This is known as the Bessel

function of second kind of order . Thus, the complete solution of Bessels equation in

alternative form is

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

27

then condition of

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

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

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

28

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

29

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