Bessel Function PDF

Bessel Functions
Project for the Penn State - Göttingen Summer School on Number Theory
Martin Kreh
Content i
Content
1 The Bessel differential equation 1

1.1 Bessel functions of first and second kind . . . . . . . . . . . . . . . . . . . 1
1.2 Modified Bessel functions of first and second kind . . . . . . . . . . . . . . 3
2 Properties of the Bessel functions 5

2.1 Generating function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Special values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3 Integral representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4 Defining Bessel functions through the generating function . . . . . . . . . 15
2.5 Asymptotics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6 Graphs of Bessel functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.7 Integral Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
References 21
Martin Kreh The Bessel Functions

§ 1 The Bessel differential equation 1
§ 1 The Bessel differential equation
In the first chapter, we introduce the (modified) Bessel differential equation and deduce
from it the (modified) Bessel functions of first and second kind. This will be done via a
power series approach. We decided to start from a differential equation, since this seems
kind of naturally. We will point out later that we could have defined the Bessel function
in an other, equivalent, way.
1.1 Bessel functions of first and second kind
In this section we study the the so called Bessel equation
x2 y 00 + xy 0 + (x2 − n2 )y = 0
for n ∈ N, which can for example be obtained by the separation of the wave equation in
cylindric or polar coordinates. Since this is a second order differential equation, we will
have two linearly independent solutions. We will now start to construct a first solution.
We take as approach for a solution y a power series. It will be convenient to write
∞
X
y(x) = xn bk xk .
k=0
Then we have
∞
X ∞
X
0 n k n
xy (x) = nx bk x + x kbk xk
k=0 k=0
and
∞
X ∞
X ∞
X
x2 y 00 (x) = n(n − 1)xn bk xk + 2nxn kbk xk + xn k(k − 1)xk .
k=0 k=0 k=0
We further have
∞
X
2 n
x y(x) = x bk−2 xk
k=2
when setting b−2 := b−1 := 0. Plugging in the differential equation yields

∞
X ∞
X
0 = n(n − 1)xn bk xk + 2nxn + nxn bk xk
k=0 k=0
∞
X ∞
X ∞
X
+ xn kbk xk + xn bk−2 xk − n x 2 n
bk xk
k=0 k=2 k=0

∞
X
= xn (n(n − 1)bk + 2nkbk + k(k − 1)bk + nbk + kbk + bk−2 − n2 bk )xk
k=0
X∞
= xn (2nkbk + k 2 bk + bk−2 )xk .
k=0
Comparing coefficients gives
k(k + 2n)bk + bk−2 = 0.
b−1
Since b−1 = 0 we get b1 = − 1+2n = 0 and recursively b2k−1 = 0 for all k as long as
2n is not a negative whole number. But in this case the recursion will also be fullfilled if
b2k−1 = 0 for all k. So it remains to consider even k. Here we have no condition on b0 .
We can choose it freely and will do so later. Now if −n ∈
/ N we get
b2k−2
b2k = −
4k(n + k)
and this yields inductively
b0
b2k = (−1)k .
4k k!(n + k)(n + k − 1) · · · (n + 1)
1
It is convenient to choose b0 = 2n n! . So together we get
∞
x n X (−1)k x 2k
y(x) = .
2 k!(n + k)! 2
k=0
This is convergent due to the quotient criterion, therefore we have indeed constructed a
solution for the Bessel equation.
We also want to construct a solution for complex order ν. Here we need to exchane
the factorial with the Gamma function. Then we get
∞
x ν X (−1)k x 2k
Jν (x) =
2 Γ(k + 1)Γ(ν + k + 1) 2
k=0
This is valid unless −n ∈ N. But in this case we can just write

∞
x −n X (−1)k x 2k
J−n (x) :=
2 Γ(k + 1)Γ(−n + k + 1) 2
k=n
∞
x −n X (−1)n+k x 2n+2k
=
2 Γ(n + k + 1)Γ(k + 1) 2
k=0

= (−1)n Jn (x)
and of course this solves the Bessel equation.

Now we want to determine a linearly independent solution. First, we describe how Jν
behaves if x → 0. From the power series expansion, we immediately get



0, <(ν) > 0

lim Jν (x) = 1, ν=0 .
x→0 

±∞, <(ν) < 0, ν ∈

/Z
This means that Jν and J−ν are two linearly independent solutions if ν ∈
/ Z. If ν ∈ Z,
they are linearly dependent. Since (−1)n = cos nπ, the function Jν (z) cos νπ − J−ν (z) is
a solution of the Bessel equation, which vanishes if n ∈ N0 . Therefore, we define
cos(νπ)Jν (x) − J−ν (x)

Yν (x) = .
sin(νπ)
for ν ∈
/ Z. Then for n ∈ Z the limit
Yn (x) := lim Yν (x)

ν→n
exists, as can be shown by L’Hospitals rule, and Jν and Yν are two linearly independent
solutions of the Bessel equation for all ν ∈ C. This can e.g. be shown be computing the
Wronskian determinant.
1.2 Modified Bessel functions of first and second kind
The modified Bessel equation is given by
x2 y 00 + xy 0 − (x2 + ν 2 )y = 0.
Analog to the previous section we can compute a solution of this differential equation
using the power series approach. This gives
∞
x ν X 1 x 2k
Iν (x) =
2 Γ(k + 1)Γ(ν + 1 + k) 2
k=0

As before, we search for a second, linearly independent solution. This will, for ν ∈
/ Z, be
given by
π I−ν (x) − Iν (x)
Kν (x) =
2 sin(νπ)
and its limit for ν → n ∈ Z exists.

§ 2 Properties of the Bessel functions 5
§ 2 Properties of the Bessel functions
In this chapter we will prove some properties of Bessel functions. There are of course
more interesting facts, in particular, there are connections between Bessel functions and,
e.g. Legendre polynomials, hypergeometric functions, the usual trigonometric functions
and much more. These can be found in [Wat22] and [GR00]
2.1 Generating function
Many facts about Bessel functions can be proved by using its generating function. Here
we want to determine the generating function.
Theorem 2.1 We have
∞
x −1 )
X
e 2 (z−z = Jn (x)z n (2.1)
n=−∞
x −1 )
i.e. e 2 (z−z is the generating function of Jn (x).
Proof: We have
∞ ∞
x x 1 X ( x2 )m m X (−1)k ( x2 )k −k
e 2 z e− 2 z = z z
m! k!
m=0 k=0
 
∞ k x m+k
X X (−1) ( 2 )  n
= z

m!k!

n=−∞ m−k=n
m,k≥0
∞ ∞
!
X X (−1)k x 2k x n
= zn
n=−∞
(n + k)!k! 2 2
k=0
X∞
= Jn (x)z n .
n=−∞
q.e.d.
We can use this generating function to prove some standard results.

Lemma 2.2 We have
∞
X
cos x = J0 (x) + 2 (−1)n J2n (x),
n=1
∞
X
sin(x) = 2 (−1)n J2n+1 (x),
n=0

∞
X
1 = J0 (x) + 2 J2n (x).
n=1
Proof: Directly from (2.1) with z = eiφ , i sin φ = 21 (z − z1 ) we get
∞
X ∞
X
ix sin φ inφ
cos(x sin φ)+i sin(x sin φ) = e = Jn (x)e = Jn (x)(cos(nφ)+i sin(nφ))
n=−∞ n=−∞
so
∞
X
cos(x sin φ) = J0 (x) + 2 J2n (x) cos(2nφ)
n=1
and
∞
X
sin(x sin φ) = 2 J2n+1 (x) sin((2n + 1)φ).
n=0
π
This gives the results with φ = 2 and φ = 0, respectively. q.e.d.
Lemma 2.3 We have

Jn (−x) = J−n (x) = (−1)n Jn (x)
for all n ∈ Z.
Proof: To show the first equality, we make the change of variables x → −x, z → z −1 in
the generating function. Then the function does not change and we get
∞
X ∞
X ∞
X
Jn (−x)z −n = Jn (x)z n = J−n (x)z −n
n=−∞ n=−∞ n=−∞
and comparing coefficients gives the result. The second equality follows analog with the
change of variable z → −z −1 . q.e.d.
Lemma 2.4 We have for any n ∈ Z
2Jn0 (x) = Jn−1 (x) − Jn+1 (x),

2n
Jn (x) = Jn+1 (x) + Jn−1 (x),
x
d n
(x Jn (x)) = xn Jn−1 (x). (2.2)
dx
Proof: The first statement follows, when we differentiate equation (2.1) with respect to
x:

∞ ∞ ∞
X 1 1 x 1 1 X 1 X
Jn (x)z n = z− e 2 (z− z ) = z Jn (x)z n − Jn (x)z n
n=−∞
2 z 2 n=−∞ 2z n=−∞
∞
X 1
= (Jn−1 (x) − Jn+1 (x))z n .
n=−∞
2
Comparing coeffivients yields the result.

The second statement follows completely analog when considering the derivative with
respect to z.
Adding the two equations and multiplying with xn /2 gives the third result. q.e.d.
With the last two lemmata we can describe some integrals with Bessel functions via a
different Bessel function.
Lemma 2.5 For any n ∈ Z we have
Z Z
x n+1
Jn (x) dx = x n+1
Jn+1 (x) and x−n+1 Jn (x) dx = −x−n+1 Jn+1 (x).
Proof: The first equation follows directly from (2.2). For the second one, we use (2.2)
and lemma 2.3 to get
Z Z
x−n+1 Jn (x) dx = x−n+1 (−1)n J−n (x) dx = (−1)n x−n+1 J−n+1 (x) = −x−n+1 Jn+1 .
q.e.d.
We have already seen, that J02 (x) + 2 ∞ 2

P
n=1 Jn (x) = 1. With a bit more work, we can
P
also deduce a result for Jn+m (x)Jn (x) with m 6= 0.
Lemma 2.6 We have for any m 6= 0
∞
X ∞
X
J02 (x) + 2 Jn2 (x) = 1 and Jn+m (x)Jn (x) = 0.
n=1 n=−∞
Proof: We multiply equation (2.1) with the equation where z → z −1 to get

∞
X ∞
X
1= Jk (x)z k Jn (x)z −n
k=−∞ n=−∞
∞ ∞
!
X X
= Jn+m (x)Jn (x) z m
m=−∞ n=−∞

∞ ∞
!
X X X
= Jn2 (x) + Jn+m (x)Jn (x) z n .
n=−∞ m∈Z n=−∞
m6=0
Comparing coefficients gives

∞
X ∞
X
1= Jn2 (x) = J02 (x) +2 Jn2 (x)
n=−∞ n=1
and
∞
X
0= Jn+m (x)Jn (x)
n=−∞
for all m 6= 0. q.e.d.
Lemma 2.7 We have

X
Jn (x) = 1.
n∈Z
Proof: This follow by setting z = 1 in (2.1). q.e.d.
Lemma 2.8 We have

X
Jn (x + y) = Jk (x)Jn−k (y)
k∈Z
for all n ∈ Z.
Proof: This follow through

X 1 −1
Jn (x + y) = exp (x + y)(t − t )
2
n∈Z

1 1
= exp x(t − t−1 ) exp y(t − t−1 )
2 2
X X
= Jk (x)tk Jm (y)tm
k∈Z m∈Z
!
X X
= Jk (x)Jn−k (y) tn
n∈Z k∈Z
and comparing coefficients. q.e.d.
Most of the results hold (in a similar form) also for the other three Bessel functions.
Since the proofs are anlog, we will only state the results.
Theorem 2.9 (Results for Jn (x), Yn (x) and Kn (x))

x −1 )
• The generating function for the In (x) is e 2 (z+z , i.e.
∞
x −1 )
X
e 2 (z+z = In (x)z n .
n=−∞
• We have for all n ∈ Z
Yn (−x) = −Y−n (x) = (−1)n Yn (x),

I−n (x) = (−1)n In (−x) = In (x),
K−n (x) = (−1)n Kn (−x) = Kn (x).
• For all n ∈ Z we have
2n
Yn−1 (x) + Yn+1 (x) = Yn (x), Yn−1 (x) − Yn+1 (x) = 2Yn0 (x),
x
2n
In−1 (x) − In+1 (x) = In (x), In−1 (x) + In+1 (x) = 2In0 (x),
x
2n
Kn+1 (x) − Kn−1 (x) = Kn (x), Kn−1 (x) + Kn+1 (x) = −2Kn0 (x).
x
Indeed this and the next two sets of formulae, as well as those for Jn (x), hold also
for complex orders, as can be shown through the series representation.
• We have for all n ∈ Z
d n
(x Yn (x)) = xn Yn−1 (x),
dx
d n
(x In (x)) = xn In−1 (x),
dx
d n
(x Kn (x)) = −xn Kn−1 (x).
dx
• For all n ∈ Z there holds

Z Z
xn+1 Yn (x) dx = xn+1 Yn+1 (x), x−n+1 Yn (x) = −x−n+1 Yn+1 (x),
Z Z
xn+1 In (x) dx = xn+1 In+1 (x), x−n+1 In (x) = −x−n+1 In+1 (x),
Z Z
xn+1 Kn (x) dx = −xn+1 Kn+1 (x), x−n+1 Kn (x) = x−n+1 Kn+1 (x).

• We have for all m ∈ Z, m 6= 0

∞
X ∞
X
I02 (x) + 2 (−1)n In2 (x) = 1 and (−1)n In+m (x)In (x) = 0.
n=1 n=−∞
• We have
∞
X
Ik (x) = ex .
n=−∞
• It holds
X
In (x + y) = Ik (x)In−k (x).
k∈Z
2.2 Special values
In this section we want to examine how the Bessel functions look like when we plug in
some special values.
1
Lemma 2.10 If ν ∈ 2 + Z, the Bessel functions are elementary functions.
1. We have
r
2
J 1 (x) = Y− 1 (x) = sin(x),
2 2 πx
r
2
J− 1 (x) = −Y 1 (x) = cos(x),
2 2 πx
√
I 1 (x) = 2πx sinh(x),
2
r
2
I− 1 (x) = cosh(x),
2 πx
r
π −x
K 1 (x) = K− 1 (x) = e .
2 2 2x
2. There are polynomials Pn (x), Qn (x) with
deg Pn = deg Qn = n, Pn (−x) = (−1)n Pn (x), Qn (−x) = (−1)n Qn (x)
such that for any k ∈ N0

r
2 1 1
Jk+ 1 (x) = Pk sin(x) − Qk−1 cos(x) ,
2 πx x x
r
k 2 1 1
J−k− 1 (x) = (−1) Pk cos(x) + Qk−1 sin(x) ,
2 πx x x

Yk+ 1 (x) = (−1)k−1 J−k− 1 (x)

2 2
k
Y−k− 1 = (−1) Jk+ 1 (x),
2 2
r
2 k i k−1 i
Ik+ 1 (x) = i Pk sinh(x) + i Qk−1 cosh(x) ,
2 πx x x
r
2 1 1
I−k− 1 (x) = Pk cosh(x) − Qk−1 sinh(x) ,
2 πx x x
r
π k 1 k−1 1 −x
Kk+ 1 (x) = K−k− 1 (x) = i Pk sin(x) + i Qk−1 e .
2 2 2x ix ix
Proof: The first formulae follow directly from the series representations of Jν and Iν ,
the definitions of Yν and Kν and the properties of the Γ-function. For example, we have
∞
(−1)k
r
xX x 2k
J 1 (x) =
2 2
k=0
Γ(k + 1)Γ(k + 32 ) 2
r ∞
x X (−1)k x 2k
= √
(2k+1)! π
2 2
k=0 k! k!22k+1
r ∞
2 X (−1)k 2k+1
= x
πx (2k + 1)!
k=0
r
2
= sin x
πx
and
cos(− π2 )J− 1 (x) − J 1 (x)
2 2
Y− 1 (x) = = J 1 (x).
2 sin(− π2 ) 2
The rest follows from the recurrence formulas of the last section. q.e.d.
Directly from the definitions, we also get
π n−1
In (x) = i−n Jn (ix) and Kn (x) = i (Jn (ix) + iYn (ix)).
2
2.3 Integral representations
In this section we will give an integral representation for each of the four Bessel functions
that we have introduced. There are much more representations as can be shown here, see
e.g. [Wat22] and [GR00].

Theorem 2.11 For all n, x ∈ C we have
Zπ Z∞
1 sin(πν)
Jν (x) = cos(x sin t − νt) dt − e−x sinh(t)−νt dt,
π π
0 0
Zπ Z∞
1 1
Yν (x) = sin(x sin t − νt) dt − e−x sinh(t) (eνt + cos(πν)e−νt ) dt,
π π
0 0
Zπ Z∞
1 sin(πν)
Iν (x) = ex cos t
cos(νt) dt − e−x cosh(t)−νt dt,
π π
0 0
Z∞
Kν (x) = e−x cosh(t) cosh(νt) dt.
0
1 1
t−z et dt where γ 0 is some contour from
R
Proof: We use the representation Γ(z) = 2πi γ0
−∞, turning around 0 in positive direction and going back to −∞. Then we get
∞
(x/2)ν (−1)k (x/2)2k t−ν−k−1 t (x/2)ν
Z X Z
2
Jν (x) = e dt = t−ν−1 et−x /(4t) dt.
2πi k! 2πi
γ 0 k=0 γ0
Let t = x2 u. Then we get

Z
1 1
Jν (x) = u−ν−1 e(x/2)(u− u ) du
2πi
γ̃
for some contour γ̃ of the same kind. Now let u = ew . Then the contour γ, given as
rectangular with vertices ∞ − iπ, −iπ, iπ, ∞ + iπ without the right edge is the image of
a suitable γ̃ (see figure 2.1). So we get
Figure 2.1: The contours for the integral.

Z
1 1
Jν (x) = e−νw ex sinh(w) dw = (I1 + I2 − I3 )
2πi 2πi
γ
with
Zπ
I1 = e−iνt ex sinh(it) i dt,
−π
Z∞
I2 = e−ν(iπ+t) ex sinh(iπ+t) dt,
0
Z∞
I3 = e−ν(−iπ+t) ex sinh(−iπ+t) dt.
0
We have
Zπ
1 1
I1 = e−iνt ex sinh(it) i dt
2πi 2πi
−π
 π
Z0

Z
1 
= ei(x sin t−νt) dt + ei(x sin t−νt) dt
2π
0 −π
Zπ
1
= ei(x sin t−νt) + e−i(x sin t−νt) dt
2π
0
Zπ
1
= cos(x sin t − νt) dt
π
0
which gives the first part. Further,
Z∞ Z∞
1 1
(I2 − I3 ) = e−ν(iπ+t) ex sinh(iπ+t) dt − e−ν(−iπ+t) ex sinh(−iπ+t) dt
2πi 2πi
0 0
Z∞
1
= e−x sinh t−νt (e−νiπ − eνiπ ) dt
2πi
0
Z∞
sin(πν)
=− e−x sinh t−νt dt
π
0
which gives the second part. This proves the first result.

For Yν , we note that
I1 sin(νπ)
sin(νπ)Yν (x) = cos(νπ)Jν (x) − J−ν (x) = − I2
π π
with
Zπ Zπ
I1 = cos(νπ) cos(x sin(t) − ν(t)) dt − cos(x sin(t) + νt) dt,
0 0
Z∞
I2 = e−x sinh(t) (cos(νπ)e−νt + eνt ) dt.
0
Since
cos(νπ) cos(x sin(t) − νt) = cos(x sin(t) + ν(π − t)) + sin(νπ) sin(x sin(t) − νt)
and
Zπ Zπ
cos(x sin(t) + ν(π − t)) dt = cos(x sin(t) + νt) dt,
0 0
Rπ
we have I1 = sin(νπ) 0 sin(x sin(t) − νt) dt and this proves the formula for ν ∈
/ Z.
Because of the continuity, we therefore get it for all ν.
The formula for Iν is proven completely analog to that for Jν and that for Kν follows
then from the definition, similarly to those for Yν . q.e.d.
With this theorem we can again follow that Yn and Kn exist for n ∈ Z.
With the generating function, these formulae can be proven even simplier, at least for
n ∈ Z. We will show this as an example for the functions Jn .
We use
Zπ
eint dt = 2πδn0
−π
to get
Zπ X Zπ
eiz sin θ e−inθ dθ = Jk (x) eikθ e−inθ dθ = 2πJn (x).
−π k∈Z −π
So
Zπ Zπ
1 i(x sin θ−nθ) 1
Jn (x) = e = cos(x sin θ − nθ) dθ.
2π π
−π 0

2.4 Defining Bessel functions through the generating function
As we mentioned before, we wanted to start with the defining differential equation. We

could have also defined the Bessel function Jn (x) (at least for integer n) through its
generating function. On this way, we also could have developed the series and integral
representation:
Theorem 2.12 Let the functions yn (x) be defined by
∞
x −1 )
X
e 2 (z−z = yn (x)z n
n=−∞
Then we have
∞ Zπ
x n X (−1)k x 2k 1
yn (x) = and yn (x) = cos(x sin φ − nφ) dφ.
2 (n + k)!k! 2 π
k=0 0
Proof: First, the Cauchy integral formula gives us

x −1 )
e 2 (t−t
Z
1
yn (x) = dt
2πi tn+1
γ
for any simply closed contour γ around 0.

2u
• First we use the substitution t = x and the series representation of ex to get
Z 4u2 −x2
1 e 4u 2
yn (x) = 2 n+1 n+1 x du
2πi (x) u
γ
Z
1 x n x2
= eu e− 4u u−n−1 du
2πi 2
γ
∞ ∞
(−1)k x 2k 1
x n XX Z
= um−k−n−1 du
2 m!k! 2 2πi
m=0 k=0 γ
∞
x n X (−1)k x 2k
= .
2 (n + k)!k! 2
l=0
• Choosing the contour t = eiφ we get
Z2π x iφ −iφ )
1 e 2 (e −e
yn = dφ
2π eniφ
0

Z2π
1
= exp(xi sin φ − niφ) dφ
2π
0
Zπ
1
= cos(x sin φ − nφ) dφ.
π
0
q.e.d.
From this integral representation we can then easily, using partial integration, see that
this function solves the Bessel differential equation.
2.5 Asymptotics
Now we want to use the proven integral representations to get asymptotic formulae.
Theorem 2.13 For x ∈ R, x → ∞ we have
r
2 π νπ
Jν (x) ∼ cos(x − − ),
πx 4 2
r
2 π νπ
Yν (x) ∼ sin(x − − ),
πx 4 2
r
1 x
Iν (x) ∼ e ,
2πx
r
π −x
Kν (x) ∼ e .
2x
Proof: • Jν and Yν :
The second integrals in both of the representations go to 0 exponentially, therefore
we have
Zπ
1
Jν (x) + iYν (x) = ei(x sin t−νt) dt + O(x−A )
π
0
for all A. Substitution gives
2e−iπν/2
Jν (x) + iYν (x) = (I1 (x) + I2 (x)) + O(x−A )
π
with
Zπ/3 Zπ/2
I1 (x) = eix cos t cosh(νt) dt, I2 (x) = eix cos t cosh(νt) dt.
0 π/3

In I2 we substitute cos(t) = u to get
Z1/2
I2 (x) = eixu φ(u) du
0
cosh(ν cos−1 (u))

with φ(u) = √
1−u2
. Integrating by parts give
1/2 Z1/2
eixu 1
eixu φ0 (u) du = O(x−1 ),

I2 (x) = φ(u) −

ix 0 ix
0
since u stays away from any singularites of φ and φ0 at 1.

√
In I1 , we set u = 2x sin(t/2) to get
√
√ ix Zx/2
2e iu2 −1 u du
I1 (x) = √ e cosh 2ν sin √ q
x 2x 1− u2
0 2x
and so
√ Z∞
ix 2
I1 (x) ∼ 2xe eit dt.
0
R∞ √
eit2 dt = π −iπ/4
Using 0 2 e we have
r
2 i(x−pi/4−πν/2)
Jν (x) + iYν (x) ∼ e ,
πx
which gives the result.
• Iν :
R∞
Again we have 0 exp(−x cosh t − νt) dt → 0 so we only have to consider the other
integral. We split this in two integrals, on from 0 to π/2 and the other from π/2 to
π. Since cos(t) ≤ 0 in the second interval, the second integral is bounded. For the
√
first one we set u = 2 x sin(t/2) to get
√
Z 2x
ex

− u2
2
−1 u du
Iν (x) = √ e cos 2ν sin √ q + O(1).
π x 2 x 1− u2
0 4x
R∞ u2
e−
pπ
If now x → ∞, the integral goes to 0
2 = 2.

• Kν :
√
Let u = 2 x sinh(t/2). Then
Z∞
e−x

2
− u2 −1 u du
Kν (x) = √ e cosh 2ν sinh √ q .
x 2 x 1+ u2
0 4x
R∞ u2
e−
pπ
Again, for x → ∞ the integral goes to 0
2 = 2.
q.e.d.
2.6 Graphs of Bessel functions
Figure 2.2: The Bessel functions Jn (x) and Yk (x).
Figure 2.3: The Bessel functions In (x) and Kn (x).

2.7 Integral Transforms
In the last section, we want to compute three of the most used integral transforms. Here
we will restrict to the Bessel function J0 (x).
Theorem 2.14 (Laplace Transform) We have
1
L[J0 ](s) = √ .
1 + s2
Proof: The Laplace transform of the equation x(y 00 + y) + y 0 = 0, which is equivalent to

the Bessel equation of order 0, gives
d
0=− L[y 00 + y] + L[y 0 ]
ds
d
= − (s2 L[y](s) + L[y](s) − sy(0) − y 0 (0)) + sL[y](s) − y(0)
ds
= −(1 + s2 )L[y]0 (s) − sL[y](s),
so L[J0 ](s) = √ c with a constant c. We can compute c through

1+s2
0 = lim L[J00 ](x) = lim (xL[J0 ](x) − J0 (0)) = c − 1.

x→∞ x→∞
This means we have

1
L[J0 ](s) = √ .
1 + s2
q.e.d.
Theorem 2.15 (Fourier Transform) For s ∈ R we have


2
√
1−s2
, |s| < 1
F[J0 ](s) = .
0, |s| ≥ 1
q
2
Proof: Since J0 ∼ πx cos(x − π/4), the Fourier integral will diverge unless s is real.
For real s we can write
Z∞
F[J0 ](s) = lim J0 (t)eist−ε|t| dt
ε→0
−∞
Z∞ Z∞
 
= lim  J0 (t)e−t(ε−is) dt + J0 (t)e−t(ε+is) dt

ε→0
0 0

!
1 1
= lim p +p
ε→0 1 + (ε − is)2 1 + (ε + is)2

2
√
1−s2
, |s| < 1
= ,
0, |s| ≥ 1
where we have used the Laplace transform. q.e.d.
Theorem 2.16 (Mellin transform) For 0 < <(s) < 1 we have
2s−1 πs s 2
M[J0 ](s) = sin Γ .
π 2 2
Proof: We use the integral representation for J0 . Since 0 < <(s) < 1, we can interchange
the two occuring integrals. The substitution y = x sin(t) then yields
Zπ Z∞
1
M[J0 ](s) = xs−1 cos(x sin(t)) dx dt
π
0 0
Zπ Z∞
1 −s
= sin(t) dt y s−1 cos(y) dy.
π
0 0
Using
Z∞ Zπ πs Γ( s )
πs √
s−1
t cos(t) dt = cos Γ(s) and sin(t)−s dt = π tan 2
2 2 Γ( s+12 )
0 0
and the duplication formula of the Gamma function gives
1√ πs πs s Γ(s)
M[J0 ](s) = π tan cos Γ
π 2 2 2 Γ( s+1
2 )
2s−1 πs s 2

= sin Γ .
π 2 2
q.e.d.

References 21
References
[Coh07] Cohen, Henri: Number Theory Volume II: Analytic and Modern Tools. Springer,
2007
[Dav01] Davies, Brian: Integral Transforms and Their Applications. Third Edition.
Springer, 2001
[GR00] Gradshteyn, I.S. ; Ryzhik, I.M.: Table of Integrals, Series and Products.
Sixth Edition. Academic Press, 2000
[Wat22] Watson, G.N.: A Treatise on the Theory of Bessel Functions. Cambridge

University Press, 1922

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Bessel Functions

1 The Bessel differential equation 1

2 Properties of the Bessel functions 5

Martin Kreh The Bessel Functions

§ 1 The Bessel differential equation

1.1 Bessel functions of first and second kind

In this section we study the the so called Bessel equation

when setting b−2 := b−1 := 0. Plugging in the differential equation yields

Martin Kreh The Bessel Functions

Comparing coefficients gives

k(k + 2n)bk + bk−2 = 0.

and this yields inductively

This is valid unless −n ∈ N. But in this case we can just write

Martin Kreh The Bessel Functions

and of course this solves the Bessel equation.

cos(νπ)Jν (x) − J−ν (x)

Yn (x) := lim Yν (x)

1.2 Modified Bessel functions of first and second kind

The modified Bessel equation is given by

Martin Kreh The Bessel Functions

Martin Kreh The Bessel Functions

§ 2 Properties of the Bessel functions

2.1 Generating function

We can use this generating function to prove some standard results.

Martin Kreh The Bessel Functions

Proof: Directly from (2.1) with z = eiφ , i sin φ = 21 (z − z1 ) we get

Lemma 2.3 We have

Lemma 2.4 We have for any n ∈ Z

2Jn0 (x) = Jn−1 (x) − Jn+1 (x),

Martin Kreh The Bessel Functions

Comparing coeffivients yields the result.

We have already seen, that J02 (x) + 2 ∞ 2

Proof: We multiply equation (2.1) with the equation where z → z −1 to get

Martin Kreh The Bessel Functions

Comparing coefficients gives

for all m 6= 0. q.e.d.

Lemma 2.7 We have

Proof: This follow by setting z = 1 in (2.1). q.e.d.

Lemma 2.8 We have

Proof: This follow through

and comparing coefficients. q.e.d.

Martin Kreh The Bessel Functions

• We have for all n ∈ Z

Yn (−x) = −Y−n (x) = (−1)n Yn (x),

• For all n ∈ Z we have

• We have for all n ∈ Z

• For all n ∈ Z there holds

Martin Kreh The Bessel Functions

• We have for all m ∈ Z, m 6= 0

2.2 Special values

2. There are polynomials Pn (x), Qn (x) with

deg Pn = deg Qn = n, Pn (−x) = (−1)n Pn (x), Qn (−x) = (−1)n Qn (x)

such that for any k ∈ N0

Martin Kreh The Bessel Functions

Yk+ 1 (x) = (−1)k−1 J−k− 1 (x)

Directly from the definitions, we also get

2.3 Integral representations

Martin Kreh The Bessel Functions

Theorem 2.11 For all n, x ∈ C we have

Let t = x2 u. Then we get

Figure 2.1: The contours for the integral.

Martin Kreh The Bessel Functions

which gives the first part. Further,