# Bessel Differential Equation

The Bessel differential equation is the linear second-order ordinary differential equation given by (1 ) Equivalently, dividing through by , (2 ) The solutions to this equation define the Bessel functions and has a regular singularity at 0 and an irregular singularity at . . The equation

A transformed version of the Bessel differential equation given by Bowman (1958) is (3 ) The solution is (4 ) where (5 ) and are the Bessel functions of the first and second kinds, and constants. Another form is given by letting , , and 1958, p. 117), then and are (Bowman

(6 ) The solution is (7 )

called the Bessel function of the first kind and Bessel function of the second kind .) Several related functions are also defined by slightly modifying the defining equations. is a special combination of the first and second kinds.
Bessel Function of the First Kind
. more commonly called a Hankel function.Bessel Function
A function defined by the recurrence relations (1 ) and (2 ) The Bessel functions are more frequently defined as solutions to the differential equation (3 ) There are two classes of solution. (A Bessel function of the third kind.

2. . However. The Bessel function can also be defined by the contour integral (3 ) where the contour encloses the origin and is traversed in a counterclockwise direction (Arfken 1985. 5. p. p.. They are sometimes also called cylinder functions or cylindrical harmonics. The Bessel function of the first kind is implemented in Mathematica as BesselJ[nu. 416). To solve the differential equation. z].. Hansen's definition of the function itself in terms of the generating function (2 ) is the same as the modern one (Watson 1966. Bessel used the notation to denote what is now called the Bessel function of the first kind (Cajori 1993. vol. p.The Bessel functions of the first kind differential equation
are defined as the solutions to the Bessel (1 )
which are nonsingular at the origin. 1. 14). apply Frobenius method using a series solution of the form
.. 279). The notation was first used by Hansen (1843) and subsequently by Schlömilch (1857) to denote what is now written (Watson 1966. 2. The above plot shows for . p. 14).

obtained by setting
. (8 ) (9 ) (10 ) (11 )
First. 2. then (11) becomes (12 )
so (13 ) Now let . if
. .
.(4 ) Plugging into (1) yields (5)
(6 )
The indicial equation.
.. where . so
. Now... is (7 )
Since
is defined as the first nonzero term. look at the special case
.

using the identity . (18 ) which. gives (17 ) Similarly. using the identity . gives (19 ) Plugging back into (◇) with gives (20 ) (21 ) (22 ) (23 ) (24 ) The Bessel functions of order are therefore defined as (25 ) (26 )
.(14 ) (15 ) (16 ) which. letting .

.. so (34 ) (35 ) (36 )
Plugging back into (◇). 2.. . where
. .. 3... so (30 ) (31 )
for
....so the general solution for
is (27 )
Now. Now let . Let
. (37 ) (38 ) (39 )
. Equation (◇) requires (28 ) (29 )
for
.. consider a general
. . .. where .. then (32 ) (33 )
where down to
is the function of and obtained by iterating the recursion relationship . 2. 3.

(40 ) (41 ) Now define (42 ) where the factorials can be generalized to gamma functions for nonintegral .
(46 )
We can relate
and
(when is an integer) by writing (47 )
. The above equation then becomes (43 ) Returning to equation (◇) and examining the case . We
(45 ) and we obtain the same solutions as before. so and . so the solutions must be the same for are therefore free to replace with . (44 ) However. the sign of is arbitrary. but with replaced by .

and and are constants.a.a. Complex solutions are given by the Hankel functions (a.
Except when
is a negative integer.Now let
. the general (real) solution is of the form (52 ) where is a Bessel function of the first kind. Then (48 ) (49 )
But for zero. so the denominator is infinite and the terms on the left are
(50 ) (51 ) Note that the Bessel differential equation is second-order. The Bessel functions are orthogonal in according to (53 ) where is the th zero of and is the Kronecker delta (Arfken 1985. the Bessel function is written
. (54 )
where
is the gamma function and
is a Whittaker function. (a. 592).
In terms of a confluent hypergeometric function of the first kind. We have found both only for . so there must be two linearly independent solutions.k. We therefore have
.k.a. p. the independent solutions are and . Bessel functions of the third kind). For a general nonintegral order. ) is the Bessel function of the second kind (a. When is an integer. Neumann function or Weber function).k.

(62 ) (Abramowitz and Stegun 1972. 364). 363).
. p. p. Asymptotic forms for the Bessel functions are (57 ) for and (58 ) for (correcting the condition of Abramowitz and Stegun 1972.(55 ) A derivative identity for expressing higher order Bessel functions in terms of is (56 ) where is a Chebyshev polynomial of the first kind.
A derivative identity is (59 ) An integral identity is (60 ) Some sum identities are (61 ) (which follows from the generating function (◇) with ).

. 2. (70 ) (71 ) for . 361). and the Jacobi-Anger expansion (66 ) which can also be written (67 ) The Bessel function addition theorem states (68 ) Various integrals can be expressed in terms of Bessel functions (69 ) which is Bessel's first integral. (65 ) (Abramowitz and Stegun 1972.
. p. 361).. .. (64 ) for (Abramowitz and Stegun 1972. p. p. 361).(63 ) (Abramowitz and Stegun 1972.

.(72 ) for .. (73 ) for . . 349). Integrals involving include (75 ) (76 ) Ratios of Bessel functions of the first kind have continued fraction
(77 )
(Wall 1948. p. The Bessel functions are normalized so that (74 ) for positive integral (and real) . 2..
.

Gradshteyn and Ryzhik 2000. 703. eqn. Gradshteyn and Ryzhik 2000.g. or the integral (79 )
Bessel Function of the Second Kind
A Bessel function of the second kind (e.1). is a solution to the Bessel differential equation which is singular at the origin. p.649. 6. sometimes also denoted (e. 657. Bessel functions of the second kind are also called Neumann functions or Weber
.g. p. eqn.518). p. 6.The special case of
gives
as the series (78 )
(Abramowitz and Stegun 1972. 360).

for an integer by the series is a Bessel function of the first kind
(10 )
. where is a constant. ... there are two linearly independent solutions). 2. Then (1 ) (2 ) Take (1) minus (2). z]. The above plot shows for .
can be defined by (9 ) (Abramowitz and Stegun 1972.. (3 ) (4 ) so . 358). where and. 1. p. Let be the first solution and be the other one (since the Bessel differential equation is second-order. 5. The Bessel function of the second kind is implemented in Mathematica as BesselY[nu. (5 ) (6 ) Rearranging and using gives (7 ) (8 ) where is the so-called Bessel function of the second kind.functions. Divide by .

For the special case
. 360). p.
is given by the series
. Asymptotic series are
(13 ) (14 ) where is a gamma function.
The function has the integral representations (11 ) (12 ) (Abramowitz and Stegun 1972.where
is the digamma function (Abramowitz and Stegun 1972. p. 360).

(15 ) (Abramowitz and Stegun 1972. 360).
. where is the Euler-Mascheroni constant and is a harmonic number. p.