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The Bessel differential equation is the linear second-order ordinary differential equation

given by

(1

)

(2

)

The solutions to this equation define the Bessel functions and . The equation

has a regular singularity at 0 and an irregular singularity at .

(3

)

The solution is

(4

)

where

(5

)

and are the Bessel functions of the first and second kinds, and and are

constants. Another form is given by letting , , and (Bowman

1958, p. 117), then

(6

)

The solution is

(7

)

Bessel Function

(1

)

and

(2

)

The Bessel functions are more frequently defined as solutions to the differential equation

(3

)

There are two classes of solution, called the Bessel function of the first kind and

Bessel function of the second kind . (A Bessel function of the third kind, more

commonly called a Hankel function, is a special combination of the first and second

kinds.) Several related functions are also defined by slightly modifying the defining

equations.

The Bessel functions of the first kind are defined as the solutions to the Bessel

differential equation

(1

)

which are nonsingular at the origin. They are sometimes also called cylinder functions or

cylindrical harmonics. The above plot shows for , 1, 2, ..., 5. The notation

was first used by Hansen (1843) and subsequently by Schlömilch (1857) to denote what

is now written (Watson 1966, p. 14). However, Hansen's definition of the function

itself in terms of the generating function

(2

)

is the same as the modern one (Watson 1966, p. 14). Bessel used the notation to denote

what is now called the Bessel function of the first kind (Cajori 1993, vol. 2, p. 279).

(3

)

where the contour encloses the origin and is traversed in a counterclockwise direction

(Arfken 1985, p. 416).

The Bessel function of the first kind is implemented in Mathematica as BesselJ[nu, z].

To solve the differential equation, apply Frobenius method using a series solution of the

form

(4

)

(5)

(6

)

(7

)

(8

)

(9

)

(10

)

(11

)

(12

)

so

(13

)

(14

)

(15

)

(16

)

(17

)

Similarly, letting ,

(18

)

(19

)

(20

)

(21

)

(22

)

(23

)

(24

)

(25

)

(26

)

so the general solution for is

(27

)

(28

)

(29

)

for , 3, ..., so

(30

)

(31

)

(32

)

(33

)

down to . Now let , where , 2, ..., so

(34

)

(35

)

(36

)

(37

)

(38

)

(39

)

(40

)

(41

)

Now define

(42

)

where the factorials can be generalized to gamma functions for nonintegral . The above

equation then becomes

(43

)

(44

)

However, the sign of is arbitrary, so the solutions must be the same for and . We

are therefore free to replace with , so

(45

)

(46

)

(47

)

Now let . Then

(48

)

(49

)

But for , so the denominator is infinite and the terms on the left are

zero. We therefore have

(50

)

(51

)

Note that the Bessel differential equation is second-order, so there must be two linearly

independent solutions. We have found both only for . For a general nonintegral

order, the independent solutions are and . When is an integer, the general (real)

solution is of the form

(52

)

where is a Bessel function of the first kind, (a.k.a. ) is the Bessel function of the

second kind (a.k.a. Neumann function or Weber function), and and are constants.

Complex solutions are given by the Hankel functions (a.k.a. Bessel functions of the third

kind).

(53

)

where is the th zero of and is the Kronecker delta (Arfken 1985, p. 592).

(54

)

In terms of a confluent hypergeometric function of the first kind, the Bessel function is

written

(55

)

(56

)

where is a Chebyshev polynomial of the first kind. Asymptotic forms for the Bessel

functions are

(57

)

for and

(58

)

A derivative identity is

(59

)

An integral identity is

(60

)

(61

)

(62

)

(63

)

(64

)

(65

)

(66

)

(67

)

(68

)

(69

)

(70

)

(71

)

for , 2, ...,

(72

)

for , 2, ...,

(73

)

(74

)

(75

)

(76

)

(77

)

The special case of gives as the series

(78

)

(79

)

A Bessel function of the second kind (e.g, Gradshteyn and Ryzhik 2000, p. 703,

eqn. 6.649.1), sometimes also denoted (e.g, Gradshteyn and Ryzhik 2000, p. 657,

eqn. 6.518), is a solution to the Bessel differential equation which is singular at the

origin. Bessel functions of the second kind are also called Neumann functions or Weber

functions. The above plot shows for , 1, 2, ..., 5. The Bessel function of the

second kind is implemented in Mathematica as BesselY[nu, z].

Let be the first solution and be the other one (since the Bessel differential

equation is second-order, there are two linearly independent solutions). Then

(1

)

(2

)

(3

)

(4

)

(5

)

(6

)

(7

)

(8

)

can be defined by

(9

)

(Abramowitz and Stegun 1972, p. 358), where is a Bessel function of the first kind

and, for an integer by the series

(10

)

where is the digamma function (Abramowitz and Stegun 1972, p. 360).

(11

)

(12

)

(13

)

(14

)

(15

)

(Abramowitz and Stegun 1972, p. 360), where is the Euler-Mascheroni constant and

is a harmonic number.

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