Math 456 Lecture Notes:

Bessel Functions and their Applications to

Solutions of Partial Differential Equations
Vladimir Zakharov
June 3, 2009
1 Gamma Function
Gamma function Γ(s) is defined as follows:
Z ∞
Γ(s) = e−t ts−1 dt (1)
0

As far as:
1∂ s
ts−1 = t (2)
s ∂t

By plugging (2) into (1) we get

Z ∞ Z ∞
d s
sΓ(s) = e−t t dt = e−t ts |∞
0 + e−t ts dt (3)
0 dt 0

or
sΓ(s) = Γ(s + 1) (4)

Then Γ(1) = 1 and Γ(2) = 1.

By induction we obtain:
Γ(n + 1) = n! (5)

Then
1
Γ(s) = Γ(s + 1)
s
1
Γ(s) → if s → 0
s
1
Γ(s − 1) = Γ(s + 1)
s(s − 1)
1
Γ(s − n) = Γ(s + 1) (6)
(s − n)(s − n + 1) · · · s

Γ(s) has holes at all negative integral values of s.

To find asymptotic behavior of Gamma-function as s → ∞, we use so called ”Laplace

Method.”

2
 Z ∞ Z ∞
−t s
Γ(s + 1) = e t dt = e−φ(t,s) dt (7)
0 0

φ(t, s) = t − s ln(t)

Function φ(t, s) has a minimum at t = s. Indeed:

∂φ s
= 1 − = 0 if t = s (8)
∂t t

Near this minimum:

1
φ = φo (s) + φ00 (s)τ 2 + · · · , τ = t − s
2
φo (s) = s − s ln(s)
1
φ00 (s) =
s

Now we will replace in (7) φ(t, s) to its approximate value (8) and go from integration
by t to integration by τ . Whithout loss of accuracy we can consider that −∞ < τ <
∞.
Then
Z ∞
τ2
−φo (s)
Γ(s + 1) ≈e e− 2s dτ (9)
−∞
 s
s
e−φo (s) =
l
√ R ∞ −y2 √
Now we replace τ = 2sy and remember that −∞ e dy = π. We end up with
the following answer:

√  n
s
Γ(s + 1) ≈ 2πs (10)
l
√  n
n
n! ≈ 2πn
l

3
 This is the Stirling approximation for n = 5, where n! = 120. The Stirling
approximation gives 5! ≈ 118.045. The accuracy of the Stirling approximation is
reasonable. We accept without proof:
π
Γ(x)Γ(1 − x) = (11)
sin(πx)
√
where Γ2 ( 12 ) = π so Γ( 21 ) = π.

2 Bessel Equation Appears

Let us try to solve the diffusion equation

ut = χ∆u (12)

inside the disk of radius a in polar coordinates:

1 ∂ ∂u 1 ∂ 2u
∆u = r + 2 2 (13)
r ∂r ∂r r ∂θ

We impose boundary conditions u(r = a) = 0 with initial data u(t = 0) = φ(r, θ).
In polar coordinates the previous equation becomes:

1 ∂ ∂u 1 ∂ 2u
 
ut = χ r + 2 2 (14)
r ∂r ∂r r ∂θ
Partial solutions to this equation can be found of the following form:
2
u(r, θ, t) = einθ e−χtk R(r) (15)

The radial part R(r) satisfies the equation

1 ∂ ∂R n2
 
r + k2 − 2 R = 0 (16)
r ∂r ∂r r

k 2 can take discrete values k 2 = k12 , · · · , kN

2
,···
Corresponding radial functions RN (r) satisfy the Dirichlet condition RN (a) = 0.
By change of variables z = kr we have:

4
 1 ∂ ∂R s2
 
z + 1− 2 R=0 (17)
z ∂z ∂z z

where we have replaced n2 = s2 , assuming that s is an arbitrary real number.

The previous equation is the Bessel equation. At z → 0 it becomes the equipotent
equation:
1 ∂ ∂R s2
z − 2R = 0 (18)
z ∂z ∂z z

which can be solved explicitly:

R = C1 z s + C2 z −s (19)

One can seek a solution of (17) in the form

 s
z
R= F (z, s) (20)
2

F satisfies the equation:

2s + 1 0
F 00 + F +F =0 (21)
z

The solution of equation (21) can be found in the form of series:

∞  2k
X z
F = Ck (22)
k=0 2

After differentiating by z, the first term in (22) vanishes. One can see that:
∞  2(k−1)
002s + 1 0 X [(2k − 1)2k + 2k(2s + 1)] z
F + F = Ck (23)
z k=1 4 2

Let us replace k → k + 1. Now:

∞  2k
2s + 1 0 X z
F 00 + F = Ck+1 (k + 1)(k + s + 1) (24)
z k=0 2

5
By substitution we will finally get:
Ck+1 (k + 1)(k + s + 1) + Ck = 0 (25)

or
Ck
Ck+1 = − (26)
(k + 1)(k + s + 1)

This can then be solved as follows:

(−1)k (−1)k
Ck = = (27)
Γ(k + 1)Γ(k + s + 1) k!Γ(k + s + 1)

In particular for integral s = n:

(−1)k
Ck = (28)
k!(n + k)!

3 Bessel Function
The Bessel function Js (z) is defined by the series:
∞
(−1)k
 s X  2k
z z
Js (z) = (29)
2 k=0 k!Γ(s + k + 1) 2

This series converges for all z on the complex plane, thus Js (z) is the entire function.
If z → 0, then  s
z 1
Js (z) → (30)
2 Γ(s + 1)

If s2 is not an integer, then J−s (z) is the second solution of the Bessel equation.
Now:  −s
z 1
J−s (z) → (31)
2 Γ(−s + 1)

Js (z) is regular at z → 0, while J−s (z) is singular. So, let s → ∞. By the use of the
Stirling Formula we get:  s
1 lz
Js (z) → √ (32)
2πs 2s

6
What happens if s → −n? Notice that (−s + 1)Γ(−s + 1) = Γ(−s + 2). Hence (31)
can be re-written as follows:
 −s
z −s + 1
J−s (z) → (33)
2 Γ(−s + 2)

Let s → 1, then (33) tends to zero and the first term in (29) vanishes. All the other
terms are finite thus:
∞
(−1)k z 2k
 −1 X
z
 
J−1 (z) = (34)
2 k=1 k!Γ(k) 2

By replacing k → k + 1, we get
z ∞ (−1)k
 2k
z
 X
J−1 (z) = − (35)
2 k=0 (k + 1)!Γ(k + 1) 2

Now (k + 1)! = (k + 1)k! and (k + 1)Γ(k + 1) = Γ(k + 2), hence:

∞
(−1)k
 2k
zX z
J−1 (z) = − (36)
2 k=0 k!Γ(k + 2) 2

On the right hand side of this equation we have −J1 (z), hence
J−1 (z) = −J1 (z) (37)

In a similar way, we obtain:

J−n (z) = (−1)n Jn (z) (38)

For integral n, Jn and J−n are linearly dependent, and we must construct a sec-
ond solution of the Bessel equation by another way. Let us calculate the following
derivative:
∞
(−1)k
 2k
d −s 1 d X z
z Js (z) = s
dz 2 dz k=0 k!Γ(s + k + 1) 2
∞
(−1)k
  2(k−1)
1 X z z
= s 2k
2 k=1 k!Γ(s + k + 1) 4 2
∞
(−1)k
 2k
z X z
=−
2s+1 k=0 k!Γ(s + k + 2) 2

7
By multiplying by z s we get:
d −s
zs z Js (z) = −Js+1 (z) (39)
dz

or
s
Js+1 (z) = Js (z) − Js0 (z) (40)
z

Let us consider now the following function:

∞
(−1)k
 2(s+k)
z
z s Js = 2s
X
(41)
k=0 k!Γ(s + k + 1) 2

After differentiating by z and multpling by z −s , we obtain:

∞
(−1)k (s + k) z
 s−1 X  2k
−s d s z
z (z Js ) =
dz 2 k=0 k!Γ(s + k + 1) 2
∞
(−1)k
 s−1 X  2k
z z
=
2 k=0 k!Γ(s + k) 2
= Js−1

Finally,
d s
z −s
(z Js (z)) = Js−1 (z) (42)
dz
s 0
Js−1 (z) = Js + Js (z) (43)
z
By combining (40) and (43) we get
2s
Js+1 (z) + Js−1 (z) = Js (z) (44)
z

4 Bessel Functions of Half-integral Index

Let us introduce the function g defined as follows:

8
 s
1 1
Js = 1 g= g (45)
z 2 z
After plugging into the Bessel equation (17), one realizes that g satisfies the equation:
1
s2 −

g 00 + 1 − 4
g=0 (46)
z2
Let s = z1 . Then,

g 00 + g = 0 (47)
as far as Js is regular at z → ∞

1
g = c sin(z) Js → cz 2

To find c, we remember the asymptotics of the Bessel functions at z → 0.

 1
z 2 1
J 1 (z) →
2 2 Γ( 32 )

√
3 1 1 1 π
     
Γ =Γ +1 = Γ =
2 2 2 2 2

s
2z
J 1 (z) →
2 π
Finally,
s
2
J 1 (z) = sin(z) (48)
2 πz
According to (40), all Jn+ 1 (z) are expressed through a combination of power and
2
trigonometric functions. In particular,

s s !
1d −1 2 1 d sin(z) 2 1 1
J 3 (z) = −z2 (z 2 J 1 (z)) = − z2 = 3 sin(z) − 1 cos(z)
2 dz 2 π dz z π z2 z2

9
or

s
2 sin(z)
 
J 3 (z) = − cos(z)
2 πz z
Separating this procedure we get:

s
2 3 3
  
J 5 (z) = 2
− 1 sin(z) − cos(z)
2 πz z z
Now, let z → ∞ in equation (40). One can put approximately:

0
Js+1 (z) ≈ −Js (z)

Then, we have:

s s
2 2
J3 → − cos(z) J 5 → − sin(z)
2 πz 2 π
s
2
J7 → cos(z) ···
2 πz
One can see that Jn+ 1 (z) has an infinite amount of zeros on the real axis. The same
2
statement is correct for all Bessel functions.

5 Integral Representation
Let us study the integral:
1 Z π iz sin(θ)−inθ
An (z) = e dθ (49)
2π −π
To evaluate this integral, we use the Taylor expansion of the exponent:
∞ ∞  p
1 1 z
iz sin(θ)
(iz sin(θ))p = (eiθ − e−iθ )p
X X
e = (50)
p=0 p! p=0 p! 2

Now, notice that the integral:

10
 1 Z π iθ
Ip,π = (e − e−iθ )p e−inθ dθ = 0 if p < 0 (51)
2π −π
Then, we denote p = n + q. The integrand in (51) can be presented in the form:

1 iθ
(e − e−iθ )n+q e−inθ = (1 − e−2iθ )n (eiθ − e−iθ )q
2π
Suppose that q is odd (q = 2k + 1). All terms in the first parentheses are even powers
of e−iθ , while all terms in the second parentheses are odd powers (positive or negative)
on e−iθ . As a result, the integrand is a linear combination of odd powers of e−iθ . Thus
the integral is zero, and we can put q = 2k. We obtain the following intermediate
result:
∞
 n X  k
z 1 z
An (z) = Ik,n (52)
2 n=0 (n + 2k)! 2

Where
1 Z π iθ
Ik,n = (e − e−iθ )n+2k e−inθ dθ (53)
2π −π
To calculate Ik,n , we use the binomial expansion in the parentheses. In this expansion,
we are interested only in the single term proportional to einθ . All other terms after
multiplication to (53) and integration over θ are cancelled. Hence,

(n + 2k)! iθ n+k (−1)k (n + 2k)! inθ

(eiθ − e−iθ )n+2k ≈ (e ) (−e−iθ )k = e
k!(n + k)! k!(n + k)!
and

(−1)k (n + 2k)!
In,k = (54)
k!(n + k)!
By plugging (54) into (52), we get finally:

∞
(−1)k
 n X  k
z z
An (z) = = Jn (z)
2 k=0 k!(n + k)! 2

We obtained the integral representation for Jn (z):

11
 1 Z π iz sin(θ)−inθ
Jn (z) = e dθ (55)
2π −π
This result is correct for positive n. Let us notice that,

Jn (−z) = (−1)n Jn (z) (56)

Bessel functions of even order are even functions on z, while functions of odd order
are odd. Now, we can find An (z) at negative n. Let us change simultaneously the
signs on z and n.

1 Z π −iz sin(θ)+inθ
A−n (−z) = e dθ
2π −π
Now by replacing θ → −θ, we restore the previous result. Hence,

A−n (−z) = An (z) = Jn (z)

A−n (z) = Jn (−z) = (−1)n Jn (z) (57)
Finally, for all integrals on

An (z) = (−1)n Jn (z)

notice also that Jn is real. Then (55) can be rewritten as follows:
1 Zπ
Jn (z) = cos(z sin θ − nθ)dθ (58)
2π −π
Now, look at eiz sin(θ) . This is a periodic function which can be expanded in the Fourier
series. Apparently,
∞ ∞
iz sin(θ) inθ
Jn (z)(einθ + (−1)n e−inθ )
X X
e = Jn (z)e = J0 (z) + (59)
n=−∞ n=1

The separating of imaginary and real parts in (59) gives us:

∞
X
cos(z sin(θ)) = J0 (z) + 2 J2k (z) cos(2kθ) (60)
k=1
∞
X
sin(z sin(θ)) = 2 J2k+1 (z) sin((2k + 1)θ)
k=−∞

12
By introducing t = eiθ , one can transform (59) to the following expansion:
∞
z 1
e 2 (t− t ) = Jn (z)tn
X
(61)
n=−∞
z 1
This means that F (z, t) = e 2 (t− t ) is a ’generating function’ for the entire community
of Bessel functions of integral orders.

6 Asymptotic behavior at z → ∞
To find the asymptotic behavior of the Bessel functions at z → ∞, we will use the
device similar to the one used for the derivation of the Stirling formula. We present
integral (55) in the form:
1 Z π iΦ(z,θ)
Jn = e dθ (62)
2π −π

Φ(z, θ) = z sin(θ) − nθ (63)

If z → ∞, the integrand is the fast oscillation function everywhere except the two
points where dΦ
dθ
= 0. These points are defined by the equation:

z cos(θ) =n
at z→∞
π
cos(θ) → 0 θ→±
2
The contributions of points θ± = ± π2 give complex conjugated results. Hence, it is
enough to study the neighbourhood of the point θ = π2 . Let us introduce θ = π2 + τ .
For small τ ,
nπ 1 2
Φ(z, θ) ≈ z −
− zτ (64)
2 2
Integral (62) can be replaced approximately by the following integral:

1 i(z− πn − π ) Z ∞ −iz τ 2
Jn (z) = <e 2 4 e 2 dτ, < ≡ Real part
π ∞

Let us make the change of varibles:

13
 s
2 1 −πi
τ= y, √ =e 4
iz i
Then,
√ Z iπ ∗∞
2 i(z− πn − π4 ) 4 2
Jn (z) = √ <e 2 e−y dy (65)
π z −iπ
4
∗∞

Figure 1: Contour of Integration.

Integration is going in the complex plane along the straight line turned by 45◦ with
respect to the real axis. This is demonstrated in Fig. 1.
However, the contour of integration can be turned back and returned to the real
axis (To justify this fact, we need to use some elemetns of complex analysis. But,
this is true.) √In other words, the integral in (65) can be replaced by the integral
R ∞ −y2 dy
−∞ e = π. We end up with the following result:
s
2 πn π
 
Jn (z) → cos z − − (66)
πz 2 4
We derived this expression only for integral n. In fact, this is correct for all s. To
prove this, we have to use a more sophisticated integral respresenation for Js (z) which
is valid not only for integrals. In general,
s
2 πs π
 
Js (z) → cos z − − (67)
πz 2 4
In particular,
s s
2 π 2
 
J1 → cos z − → sin(z)
2 πz 2 πz
This is the unique Bessel function coinciding with its own asymptotic behavior.

14
7 Zeros of Bessel function
It is clear from (67) that the Bessel function Js (z) has an infinite amount of zeros for
the half axis 0 < z < ∞. Let us denote these zeros as asN , where N = 1, 2, ...∞. From
(67), one can conclude that the distance between two neighboring zeros tends to π.

asN +1 − asN → π as N → ∞ (68)

The first five Bessel functions of integral order are plotted on Figure 1. The first five
of each are presented in Table 1. Notice that:

a55 − a54 = 3.2377

While:

a05 − a04 = 3.1394

Both values are close to π. The derivatives of Bessel functions have the following
asymptotic behavior:
s
2 sπ π
 
Js0 (z) →− sin z − − (69)
zπ 2 4
The derivatives of Js0 (z) also have an infinite amount of zeros bsN . Again:

bsN +1 − bsN → π if N → ∞ (70)

15
 Table 1: ROOTS of the FUNCTION Jn (x) are given in the following table.
zero J0 (x) J1 (x) J2 (x) J3 (x) J4 (x) J5 (x)
1 2.4048 3.8317 5.1336 6.3802 7.5883 8.7715
2 5.5201 7.0156 8.4172 9.7610 11.0647 12.3386
3 8.6537 10.1735 11.6198 13.0152 14.3725 15.7002
4 11.7915 13.3237 14.7960 16.2235 17.6160 18.9801
5 14.9309 16.4706 17.9598 19.4094 20.8269 22.2178

Table 2: The ROOTS of its DERIVATIVES are given in the following table.
zero J00 (x) J10 (x) J20 (x) J30 (x) J40 (x) J50 (x)
1 3.8317 1.8412 3.0542 4.2012 5.3175 6.4156
2 7.0156 5.3314 6.7061 8.0152 9.2824 10.5199
3 10.1735 8.5363 9.9695 11.3459 12.6819 13.9872
4 13.3237 11.7060 13.1704 14.5858 15.9641 17.3128
5 16.4706 14.8636 16.3475 17.7887 19.1960 20.5755

Zeros of the first five Jn0 (z) are represented in Table 2.

16
 Figure 1

Bessel Function of the First Kind

J1
0.6
J2
J3
J4 J5
0.4

0.2

0 x
2 4 6 8 10

-0.2

-0.4

16a
Let us rewrite the Bessel equation as follows:

d 0 s2
zJs + zJs − Js = 0 (71)
dz z
0
By multiplying by 2zJ , we get

d 2 02
(z Js − s2 Js2 ) + 2z 2 JJ 0 = 0
dz

d 2 d
2z 2 JJ 0 = z 2 J = z 2 J 2 − 2zJ 2
dz dz
Finally
d h 2 02 i
2zJs2 = z Js + (z 2 − s2 )Js2 (72)
dz
Integrating (72) with respect to z from 0 to aN , we get:
Z aN
1 1
zJs2 (z)dz = a2N Js02 (aN ) = a2N Js±1
2
(aN ) (73)
0 2 2
The last part of equation (72) follows from equations (43) and (44). In virtue of (43),
Js0 (aN ) = Js−1 (aN ). In virtue of (44), Js+1 (aN ) = −Js−1 (aN ), thus:

2
Js+1 2
(aN ) = Js−1 (aN ) = Js02 (aN ) (74)
From Table 1, one can see that the first zero an0 grows with n. The following statement
is correct: The number of zeros of Js (z) on the interval
s 1
 
0<z < m+ + π (75)
z 4
is exactly m. Putting m = 1 into (75) we get:
3 s
 
< as1 + π (76)
4 2
For s = 5, we get a51 < 10.35. In reality a51 = 8.7715. We see that this estimate is
rather accurate.

17
8 Orthogonality and Fourier-Bessel series
Let Js (z) be the Bessel function of order (or index) s. Let asN be its zeros such that
Js (asN ) = 0. Suppose that 0 < r < a is an interval on the real azis. We consider now
(s)
the set of the function RN (r) = Js ( Rr asN ). This is the set of functions against the
weight r. In other words
Z a
(s) (s)
RN (r)RM (r) rdr = 0 if N 6= M (77)
0
To prove this fact, we first mention that

s
RN (r) = Js (asN ) = 0 (78)
Then it is easy to check that these functions satisfy the equations
s
1 ∂ ∂RN s2 aN
 
s
r + kN − 2 RN = 0, kN = (79)
r ∂r ∂r r a
s
1 ∂ ∂RM s2 aM
 
s
r + kM − 2 RM = 0. kM = (80)
r ∂r ∂r r a
By multiplying these equations by rRM and rRN respectively and subtracting the
results, we get
s s
s ∂ ∂RN s ∂ ∂RM 2 2
RM r − RN r = (kM − kM )rRN RM (81)
∂r ∂r ∂r ∂r
The left hand side can be rewritten as the following:
∂ 2 2
r[RM , RN ] = (kM − kM )rRN RM (82)
∂r
∂RM δRN
[RM , RN ] = RM − RN (83)
∂r δr

[RM , RN ]|r=a = 0 (84)

2 2
Then if kM 6= kM , integration from zero to a leads to the condition of (77). Notice that
we could replace functions RN s
(r) by R e s (r) = J ( r bs ). They satisfy the condition
n s a N
0
Rn (a) = 0. In this case, equation (8.8) is again satisfied. The Wronskian [RM , RN ] is
e
zero at r = a. Hence function R e s (r) satisfies the orthogonality condition (77).
N
Suppose that f (r), 0 < r < a, is some real or complex function defined on the
s
interval (0, r). We can represent this function as a linear combination of RN (r).

18
Let
∞
s
X
f (r) = fN RN (r) (85)
N =1
s
By multiplying this to rRM (r) and integrating, we get

1 Za 1 Za s r
 
s
fN = f (r)rR N (r)dr = f (r)rJ N a N dr
λs2
N 0 λs2
N 0 a

Here
Z a
1 a2 Z aN 2 1
λ2N = 5
rRN (r)dr = 2
zJz (z)dz = a2 Js±1
2
(aN ) (86)
0 2 aN 0 2
s r
Now one important remark, all functions RN (r) → ( 2a aN )s at r → 0. It means that
the series (78) reasonably converges if the function f (r) behaves at r → as

f (r) → crs (87)

If the asymptotics of (80) holds, the conditions for the convergence of the series are
very similar to corresponding conditions for the standard Fourier series. In particular,
if f (a) = 0 |f 0 (r)| < C, where C is some arbitrary constant, this series converges
absolutely and uniformly on 0 < r < a.
A function f (r, θ) defined in the disk 0 < r < a can be expanded in this disk in
the Bessel - Fourier series. First, present f (r, θ) as a Fourier series in angles.
∞
fn (r)einθ
X
f (r, θ) = (88)
n=−∞

1 Z 2π
fn (r) = f (r, θ)e−inθ dθ (89)
2π 0
What is asymptotic of fn (r) if r → 0? Let us return to the Cartesian coordinates
(x = r cos θ, y = r sin θ). Let fn (θ) be presented as follows:
1 1
fn = f0 (r) + rf1 (θ) + r2 f2 (θ) + · · · + Rn−1 fn−1 (θ) (90)
2 r

f1 (θ) = fx cos θ + fy sin θ

All other fn (θ) are trigonometric polynomials of order n − 1. Apparently:

19
 Z 2π
fk (θ)e−inθ dθ = 0 if k < n
0

Hence fn (r) → Pn rn as r → 0, with Pn some constant, and functions fn (r) are god
for expansion in series of Fourier function of order n.
Finally
∞ ∞
raN
 
fnN einθ Jn
X X
f (r, θ) = (91)
n=−∞ N =1 a
1 Z 2π −inθ Z a raN
 
fnN = e dθ rJn f (r, θ)dr (92)
2πλ2nM 0 0 a
In particular, if f (x, y) = δ(x − x0 )δ(y − y0 ) = r0 δ(θ − θ0 )δ(r − r0 ),
1 r0
 
fnN = 2
r0 e−inθ0 JN aN (93)
2πλnM a
Series (84) are especially good and fast converging if f (r, θ) satisfies the Dirichlet
condition f (a, θ) = 0. If this function satisfies the Neumann condition (fr (a, θ) = 0),
one can use the better following set of orthogonal functions:

r r
   
1, Jn b1 , · · · Jn bn , · · ·
a a

9 Application of the Fourier - Bessel series to so-

lutions of PDEs in circular domains
In this chapter, we apply Bessel function to solution of boundary problems for some
basic equations of mathematical physics. We will solve equations inside the circle of
radius a, 0 < r < a, with zero boundary conditions on the circle.
First, we will start with the Poisson equation

1 ∂ ∂u 1 ∂2
∆U = r + 2 2 = f (r, θ) (94)
r ∂r ∂r r ∂θ

U |r=a = 0

20
We expand f (r, θ) in the Bessel - Fourier series
∞ ∞
ranN
 
fnN einθ Jn
X X
f (r, θ) = (95)
N =1 n=−∞ a
 n 
1 Z 2π −inθ Z a raN
fnN = 2
e dθ rJn f (r, θ)dr (96)
2πλnM 0 0 a
A solution of the Poisson equation can be found in the form of a similar series
∞ ∞
ranN
 
inθ
X X
U (r, θ) = UnN e Jn (97)
N =1 n=−∞ a
The coeffiecients UnN and fnN are connected by a simple relation

a2
UnN = − fnN (98)
(anN )2
Suppose that f (x, y) − δ(x − x0 )δ(y − y0 ) = r0 δ(r − r0 )δ(θ − θ0 ) and x0 = r0 cos θ0 ,
y0 = r0 sin θ0 . Here we used the relation

dxdy = rdrdθ (99)

1 r0 n
 
fn N = e−inθ r0 Jn a (100)
2
2πλnN a N
Now,

raN n
∞ ∞
r0 X in(θ−θ0 ) Jn ( a ) r0 anN
X  
f (r, θ) = G(r, r0 , θ − θ0 ) = e Jn
2π n=−∞ N =1 λ2nN a

G(r, r0 , θ − θ0 ) is the Green function for the Poisson equation. In other words:
Z 2π Z a
U (r, θ) = dθ0 G(r, r0 , θ − θ0 )f (r0 , θ0 )dr0 (101)
0 0
Now we will solve the diffusion equation

∂u 1 ∂ ∂u 1 ∂2
 
=κ r + 2 2
∂r r ∂r ∂r r ∂θ

21
inside of the circle 0 < r < a with zero boundary condition u|r=a = 0 and initial value
u|t=0 = f (r, θ). Again, we must perform Fourier - Bessel expansion on (95) and (96).
The solution is given by the expression:
∞ ∞
r n −κ( aN )2 t
 
fnN e−inθ Jn
X X
U (r, θ, t) = a e a (102)
N =1 n=−∞ a N
The Green function of the the diffusion equation on the circle can be written as
follows:

∞ ∞
r0 X 1 i(θ−θ0 ) r n r0 n 1
   
aN 2
e−κ( a ) τ
X
G(r, r0 , θ − θ0 , τ ) = 2
e Jn a N Jn a N √
2π N =1 n=−∞ λnN a a 4kκτ
(103)
A solution of the uniform diffusion equation inside the circle
∂U
= κ∆U + G(r, θ, τ ) (104)
∂t

U |t=0 = f (r, θ), U |r=a = 0

is expressed through this Green function by the use of the standard formula

Z 2π Z a
U (r, θ, t) = dφ0 f (r0 , θ0 )G(r, r0 , θ − θ0 , t)dr0 (105)
0 0

Z t Z 2π Z a
+ dτ dφ0 g(r0 , θ0 , τ )G(r, r0 , θ − θ0 , t − τ )dr0
0 0 0

The solution of the forced wave equation

∂ 2U
2
= c2 ∆U + g(r, θ, t)
∂t

U |t=0 = A(r, θ) Ut |t=0 = B(r, θ)

is presented through the Green function:

22
 ∞ ∞
r0 X 1 r n r0
   
i(θ−θ0 )
X
G(r, r0 , θ − θ0 , τ ) = e J n aN J aN sin wnN (106)
2π N =1 n=−∞ λ2nN wnN a a
by the standard formula again:

Z 2π Z a
U (r, θ, t) = dθ0 A(r0 , θ0 )Gt (r, r0 , θ − θ0 , t)dr0 + (107)
0 0

Z 2π Z a
+ dθ0 B(r0 , θ0 )G(r, r0 , θ − θ0 , t)dr0 +
0 0

Z t Z 2π Z a
dτ dθ0 g(r0 , θ0 , τ )G(r, r0 , θ − θ0 , t − τ )dr0
0 0 0
c n
Where wnN are eigenfrequencies (wnN = a ).
a N
Using Table 1, one can order the
eigenfrequencies as follows.

wq+1 > wq , q1 = 1, · · · , ∞

c
w1 = w0 a01 = 2.4048w0 , w0 =
a

w2 = w0 a11 = 3.8317w0

w3 = w0 a21 = 5.1336w0

w4 = w0 a02 = 5.5201w0

w5 = w0 a03 = 6.3802w0
If the Dirichlet boundary condition is replaced by the Neumann boundary condition.
In this case instead of Jn ( ar aN ) there should be Jn ( ar bnN ). We must now correct the
value for λ2nm :
Z a
r n a2 Z b N 2
 
λ2nm = Jn2 b rdr = 2 Jn (z)zdz (108)
0 a N bN 0

23
10 Bessel Functions of Second and Third Kinds
Bessel functions of the second kind, also called Neumann or Weber’s Functions, are
defined as solutions of the Bessel equation with the following asymptotics:
s
2 πs π
 
Ns (z) → sin z − − (109)
πz 2 4
If s is not an integer, one can present Ns (z) as a linear combination of Js and J−s

Ns (z) = AJs + BJ−s (110)

To find A, B we have to solve the following equation:

sin(φ) = A cos(φ) + B cos(φ + πs)

πs π
φ =z− −
2 4
As far as

cos(φ + πs) = cos(φ) cos(πs) − sin(φ) sin(πs)

we get

A + B cos(πs) = 0
1 = −B sin(πs)

Finally,

cos(πs)Js − J−s
Ns = (111)
sin(πs)
What is going on if s → n? As far as cos(πn) = (−1)n , J−n = (−1)n Jn , both the
numerator and denominator in (111) tend to zero and we should use L’hopital’s Rule.
As a result:

∂ ∂
cos(πn) ∂s Js − ∂s J−s |s=n 1 ∂ ∂
 
Ns (z) = = Js − (−1)n J−s |s=−n (112)
π cos(πn) π ∂s ∂s

24
To study the behavior of Nn (z) at z → 0 one can use the series representation of (29)

n
(−1)k
 s X  k
z z
Js (z) =
2 k=0 k!Γ(s + k + 1) 2

Now,

z
 
z
= es·ln 2
2

 s   s
d z z s·ln z z z
 
= ln e 2 = ln
ds 2 2 2 2
In the same way,
Line is Cut Off in Notes
Thus, Nn (z) can be presented as follows:
z
 
πNn (z) = 2 ln Jn (z) − N
f (z)
n (113)
2
f (z) = N (1) (z) + N (2) (z) appears as a result of differentiating 1
In (113), Nn n n Γ(±s+k+1)
by s. Finally, we put s = n, then N f (z) is expanision only over integer powers of n,
n
both positive and negative.
When s → −n, the first n terms in the expansion (29) tend to zero. However,
their derivatives by s are not zero. They can easily be calculated. The last term in Js
vanishes as s → −n, which corresponds to k = n − 1. This term gives the following
contribution to J−s (z)

 n−2  n−2
1 z −s + n z
=
(n − 1)!Γ(−s + n) 2 (n − 1)!Γ(−s + n + 1) 2

Differentiating the above expression by s at s = n gives the following contribution to

Nn(1) (z):

 n−2
1 z
(n − 1)! 2

25
Collecting all similar terms (k ≤ n−1) together, we end up with the following explicit
expression for Nn(1) (z)
n−1  2k−n
(n − k − 1)! z
Nn(1) (z) =
X
(114)
k=0 k! 2
Nn(1) (z) has singularities as z → ∞. The most singular term is:
 n
2
Nn(1) (z) → (n − 1)! (115)
z
∞
z 2k+n
 
Nn(2) (z) = ak (−1)k
X
(116)
k=0 2
is the fast converging power series in (116)
1
 
ak = ψ(k + 1) + ψ(k + n + 1) (117)
k!(n + k)!
Here, ψ(s) is a new special function

d Γ0 (s)
ψ(s) = ln(Γ(s)) =
ds Γ(s)
Z ∞
Γ0 (s) = e−t ln(t)ts−1 dt (118)
0

Through the use of integration by parts, one can find the explicit value of ψ(s) in all
integral points can be [Line Cut Off Notes]. Remembering that e−t = − dtd e−t , we get
from (118)

Γ0 (s) = (s − 1)Γ0 (s − 1) + Γ(s − 1)

By dividing by Γ(s) and replacing s → s = 1, we end up with the difference equation

for ψ

1
ψ(s + 1) = ψ(s) +
s
Z ∞
ψ(1) = e−t ln(t)dt = −c (c ≈ 0.5772) (119)
0

26
c is the so-called Euler constant. Finally, we get for any integral point.
1
ψ(k + 1) = −c + 1 + · · · + (120)
k
To finish with the Neumann functions, we present the asymptotic behavior of the first
two at z → 0

z
 
N0 (z) → 2 ln + c + 0(z 2 )
2
2
N1 (z) → − + 0(z) · ln(z) (121)
z
Functions Nn are even if n is even and odd if Nn is odd.

Nn (−z) = (−1)n Nn (z) (122)

The Bessel functions of third kind are also know as the Hankel functions, which are
defined as follow:

Hs(1) (z) = Js (z) + iNs (z)

Hs(2) (z) = Js (z) − iNs (z) (123)

At z → ∞ they have the following amymptotics
s
2 i(z− πs − π )
Hs(1) (z) → e 2 4
πz
s
2 −i(z− πs − π )
Hs(2) (z) → e 2 4 (124)
πz
apparently, Hs(2) (z) = H̄s(1) (z). The Neumann functions are plotted in Figure 2.

11 Modified Bessel Functions

Modified Bessel functions are solutions of the modified Bessel equation

1 d dR s2
 
z − 1− 2 R=0 (125)
z dz dz z

27
This equation appears if we perform the transformation z → iz. In other words, the
modified Bessel functions are Bessel functions of imaginary argument. However, one
muse be careful performing the transform z → iz because we have to observe not
only asymptotics at z → 0, but also asmyptotics at z → ∞. One solution Ys (z) of
equation (125) is defined by the series
∞
 s X  2k
z 1 z
Is (z) = (126)
2 k=0 k!Γ(k + s + 1) 2
At z → 0
zs
Is (z) ≈ s (127)
z Γ(s + 1)
At z → ∞ s
2 z
Is (z) → e (128)
πz
Is is the real function of real argument. They are connected with Bessel functions of
the first kind by the relation:
π
Is (z) = e− 2 si Js (iz) (129)
In particular,
In (z) = −in Jn (iz) (130)
Modified Bessel functions of second kind are defined by the relation
πi π si (1)
ks (z) = e 2 Hs (iz) (131)
2
They have asymptotics at
π −z
r
ks (z) ≈ e , z→∞ (132)
2z
Both Is (z) and ks (z).
Modified Bessel functions of the First and Second kind are plotted on Figures 3
and 4.

12 Applications of the Modified Bessel Function

The modified Bessel functions are commonly used for solutions to many different
applied problems. Let us consider the cylinder of radius R and length 2a
0<r<R −a < z < a

28
 Figure 2

Bessel Function of the Second Kind

0.4

0.2

0
2 4 6 8 10

-0.2

-0.4

-0.6

-0.8

-1

A Bessel function of the second kind Nn(x) is a solution to the BESSEL

DIFFERENTIAL EQUATION which is singular at the origin. Bessel func-
tions of the second kind are also called NEUMANN FUNCTIONS or
WEBER FUNCTIONS. The above plot shows Nn(x) for n = 1 , 2 , ... , 5

28a
 Figure 3

Modified Bessel Function of the First Kind

3.0

2.5

I1
2.0 I2
I3
1.5 I4
I5
1.0

0.5

0 x
1 2 3 4 5

A function In(x) which is one of the solutions to the MODIFIED BESSEL

DIFFERENTIAL EQUATION and is closely related to the BESSEL FUNC-
TION OF THE FIRST KIND Jn(x). The above plot In(x) for n = 1, 2, ... , 5.

28b
 Figure 4

Modified Bessel Function of the Second Kind

10

0
1 2 3 4 5

The function Kn(x) which is one of the solutions to the MODIFIED BESSEL
DIFFERENTIAL EQUATION. The above plot shows Kn(x) for n = 1, 2, ... , 5.

28c
Let us solve the Laplace equation:

1 ∂ ∂u 1 ∂ 2u ∂ 2u
∆u = r + 2 2 + 2 =0 (133)
r ∂r ∂r r ∂θ ∂z
with the ”lateral” boundary conditions:

u|z=a = 0, u|z=−a = 0

u|r=R = f (z, θ) −a<z <a

f (z, θ + 2π) = f (z, θ)

To solve equation (133), we will use separation of variables and look for solutions in
the form:
πm
 
inθ
u=e cos z Rn,m (r) (134)
2a
Rn,m satisfies the following equation:

1 ∂ ∂R n2 πm
 
2 2
r − km + 2 R = 0, km = (135)
r ∂r ∂r z 2a
Equation (135) has the following solution satisfying the condition:

In (km z)
R|r=R = 1, R= (136)
In (km R)
The solution of the Laplace equation is:
∞ ∞
πm In (km z)
 
fn,m einθ cos
X X
u= z (137)
n=−∞ m=1 2a In (km R)
fn,m - coefficient of double Fourier series to be found from the condition:
∞ ∞
πm
 
inθ
X X
f (z, θ) = fn,m e cos z (138)
n=−∞ m=1 2a
They are:
1 Z 2π Z a πm
 
fn,m = dθ f (θ, z)e−inθ cos z dz (139)
2πa 0 −a 2a

29
Let us now solve the Laplace equation (133) outside the infinite cylinder (0 < r < R
and −∞ < z < ∞). Again, the boundary condition is:

u|r=R = f (z, θ) −∞<z <∞

f (z, θ + 2π) = f (z, θ)

To solve the problem, we must specify the boundary condition in infinity:

∂u
→ 0 at r → ∞
∂r
Now, we should perform the Fourier transformations in the z-direction:
Z ∞
u(k, θ, r) = u(z, θ, r)e−ikz dz
−∞
Z ∞
f (k, θ) = f (z, θ)e−ikz dz (140)
−∞
and realize the expansion in the Fourier series in angles, thus:

fn (k)einθ
X
f (k, θ) =

1 Z 2π
fn (k) = f (k, θ)e−inθ dθ (141)
2π 0
The radial part of the solution satisfies the modified Bessel equation:
1 ∂ ∂R n
 
r − k2 + R=0 (142)
r ∂r ∂r r
It should be taken as follows:

Kn (kr)
R(k, n) =
Kn (kR)
The solution is given by the inverse Fourier Transform:
∞
1 Z∞ X Kn (kr) −ikz+inθ
u(z, r, θ) = dt fn (k) e (143)
2π −∞ n=−∞ Kn (kR)

30
13 Heavy Chain
The future Bessel function appeared in mathematics in 1732 when Danie Bernoully
solved the problem on oscillations of the hung, heavy chain. Let the chain of length
l and linear density ρ be hung such that it can move only in one direction. Let the
coordinate x be taken such that x = 0 at the free end of the chain. Then the deviation
from equilibrium state u = u(x, t) satisfies the equation:

∂ 2u ∂ 2 u ∂u
 
= g x + (144)
∂t2 ∂x2 ∂x

u|x=l = 0

Use separation of variables:

u = X(x)T (t)

where T (t) = sin(ωt + ϕ) leads to the equation:

ω2
xX 00 + X 0 (x) + X(x) = 0 (145)
g
with the boundary condition:

X(l) = 0, X(0) < ∞

By introducing the new variable:

s
x
y = 2ω
g

We transform (145) to the Bessel equation:

d2 X 1 dX
+ +X =0 (146)
dy 2 y dy
This is the equation for Bessel functions of zero order. Thus, the solution is:

31
 s 
x

u = AJ0 2ω (147)
g
The characteristic frequency ωk can take consequence of discrete values (ωk , k =
1, 2, · · · , ∞). They can be found from the boundary condition:

s 
l

u(l) = 0 J0 2ωk =0
y
Hence,

s
l
2ωk = a0k J0 (a0k ) = 0
g
1 g 0
r
ωk = a
2 l k
a0n - zeros of the Bessel function J0 .

32