Math 241 - Rimmer

12.6 The Fourier-Bessel Series

( )
x 2 y′′ + xy′ + α 2 x 2 −ν 2 y = 0
parametric Bessel equation of order ν
has general solution on ( 0, ∞ ) of
very important in the study of boundary-
value problems involving partial
differential equations expressed in
cylindrical coordinates

y = c1 Jν (α x ) + c2Yν (α x )
Jν ( x ) is called a Bessel function of the first kind of order ν .
n 2 n +ν

Jν ( x ) = ∑
∞
( −1)  x
 
n =0 n !Γ (1 + ν + n )  2 

Yν ( x ) is called a Bessel function of the second kind of order ν .

For non-integer values of ν
cos (νπ ) Jν ( x ) − J −ν ( x )
Yν ( x ) =
sin (νπ )
For integer values (say n)
Yn ( x ) = lim Yν ( x )
ν →n

Math 241 - Rimmer

12.6 The Fourier-Bessel Series
Let ν = n n = 0,1, 2,…

J n ( x ) : Bessel function of the first kind of order n.

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

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 Math 241 - Rimmer
12.6 The Fourier-Bessel Series
Let ν = n n = 0,1, 2,…
Yn ( x ) : Bessel function of the second kind of order n.

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

Math 241 - Rimmer

12.6 The Fourier-Bessel Series
Let ν = n n = 0,1, 2,…
The parametric Bessel differential equation becomes
( )
x 2 y′′ + xy′ + α 2 x 2 − n 2 y = 0 with general solution on ( 0, ∞ ) of
y = c1 J n (α x ) + c2Yn (α x )

The self-adjoint form of the differential equation is:

n2
d  n2  we can identify r ( x ) = x, q ( x ) = − ,
[ xy′] +  α 2 x −  y = 0 x
dx  x  p ( x ) = x, and λ = α 2

This is called a singular Sturm-Liouville problem r ( 0 ) = 0 and we will only need

when we add the following conditions:
A2 y ( b ) + B2 y′ ( b ) = 0
r ( a ) = 0 and instead of 2 boundary
but Yn ( 0 ) is unbounded
conditions we only have
for all n, so for orthogonality
A2 y ( b ) + B2 y′ ( b ) = 0
we can only use J n (α x )
For orthogonality, we need the
solutions to be bounded at x = a.

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 Math 241 - Rimmer
12.6 The Fourier-Bessel Series
The self-adjoint form of the differential equation is:
n2
d  n2  we can identify r ( x ) = x, q ( x ) = − ,
[ xy′] +  α 2 x −  y = 0 x
dx  x  p ( x ) = x, and λ = α 2

with general solution

on ( 0, ∞ ) of
y = c1 J n (α x )
but this is all contingent upon the α i
this gives a set of orthogonal functions
being defined by a boundary condition
{ J (α x ) , J (α x ) ,… J (α x ) ,…} ( λ
n 1 n 2 n i i = α i 2 i = 1, 2,… ) at x = b of the type
that are orthogonal with respect to the weight function A2 J n (α b ) + B2 J n′ (α b ) = 0
p ( x ) = x on the interval [ 0,b ] by the chain rule
b d
J n′ (α x ) = J n′ (α x ) (α x ) = α J n′ (α x )
∫ xJ n (αi x ) J n (α j x ) dx = 0, λi ≠ λ j dx
0 so the condition becomes:

A2 J n (α b ) + B2α J n′ (α b ) = 0

Math 241 - Rimmer

12.6 The Fourier-Bessel Series
We are interested in taking a function f ( x ) and expanding
it using Fourier eigenfunction expansion.
So now for n = 0,1, 2,… , we have the Bessel functions of order n
that will serve as our set of orthogonal functions used in the
eigenfunction expansion of f ( x ) :
Let n = 2 for instance
{ J (α x ) , J (α x ) ,… J (α x ) ,…} is a set of orthogonal eigenfunctions
2 1 2 2 2 i

that are orthogonal with respect to the weight function

p ( x ) = x on the interval [ 0,b ]

with corresponding eigenvalues λi = α i 2 i = 1, 2,…

The expansion of f ( x ) with Bessel functions { J n (α i x )} i = 1,2,…

is called a Fourier − Bessel series. b

∞ ∫ xJ (α x ) f ( x ) dx
n i

f ( x ) = ∑ ci J n (α i x ) where ci = 0
2

i =1
J n (α i x )

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 Math 241 - Rimmer
12.6 The Fourier-Bessel Series
In order to find the coefficients ci , we need 3 properties
of the Bessel J function:
n
1. J n ( − x ) = ( −1) J n ( x )
d n
2.  x J n ( x )  = x n J n −1 ( x )
dx 
d −n
3.  x J n ( x )  = − x − n J n +1 ( x )
dx 

Three different versions of the boundary condition at x = b

lead to three different types of solutions

1. J n (α b ) = 0
2
2. hJ n (α b ) + α bJ n′ (α b ) = 0 we'll have 3 different results for J n (α i x )

3. J 0′ (α b ) = 0

Math 241 - Rimmer

12.6 The Fourier-Bessel Series
∞
f ( x ) = ∑ ci J n (α i x )
i =1
b
2
ci =
b 2  J n +1 (α i b ) 
2 ∫ xJ (α x ) f ( x ) dx
0
n i

when the α i defined by

the boundary condition J n (α b ) = 0

example :
b = 1, n = 2, f ( x ) = x 2
#8 f ( x ) = x 2 , 0 < x < 1 1
2
∫ x J (α x ) dx
3
ci =
J 2 (α ) = 0  J 3 (α ) 
2
0
2 i
i

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 Math 241 - Rimmer
12.6 The Fourier-Bessel Series
∞
f ( x ) = ∑ ci J n (α i x )
i =1
b
2α i 2
ci = 2∫ xJ (α x ) f ( x ) dx
n i
(α i b − n + h )  J n
2 2 2 2
(α b ) 
i 0

when the α i defined by

the boundary condition
hJ n (α b ) + α bJ n′ (α b ) = 0
example :
# 6 f ( x ) = 1, 0 < x < 2
J 0 ( 2α ) + α J 0′ ( 2α ) = 0

Math 241 - Rimmer

12.6 The Fourier-Bessel Series
∞ b
2
f ( x ) = c1 + ∑ ci J 0 (α i x ) c1 = 2 ∫ xf ( x ) dx
i =2 b 0
b
2
ci =
b 2  J 0 (α i b ) 
2 ∫ xJ (α x ) f ( x ) dx
0
0 i

when the α i defined by

the boundary condition J 0′ (α b ) = 0

example :
# 4 f ( x ) = 1, 0 < x < 2
J 0′ ( 2α ) = 0

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 Math 241 - Rimmer
12.6 The Fourier-Bessel Series
1
example : 2
∫ x J (α x ) dx
3
ci = 2 2 i x=0⇒t =0
 J 3 (α )  let t = α i x x = 1 ⇒ t = αi
#8 f ( x ) = x , 0 < x < 1
2 i 0
αi 1
2 t 3
dt dt = α i dx ⇒ dx = dt
J 2 (α ) = 0 ci =
 J 3 (α i ) 
2 ∫α
0 i
3
J 2 (t )
αi t
x = ⇒ x3 = 3
α
t3 i
αi αi
αi
2
∫ t J ( t ) dt
3
d n
ci = 2 2
 x J n ( x )  = x n J n −1 ( x ) α i  J 3
4
(α )
dx  i 0

d 3 αi
⇒ t J 3 ( t )  = t 3 J 2 ( t ) 2 d
dt  ∫ t J ( t )  dt 3
ci = 2 3
α i  J 3
4
(α ) dti 0

2 αi 2 α i 3 J 3 (α i ) 
ci = 2
t 3 J 3 ( t )  = 
α i 4  J 3 (α i )  0
α i 4  J 3 (α i ) 
2

∞
2
ci = f ( x ) = 2∑ αi J31(αi ) J 2 (α i x )
α i J 3 (α i ) i =1