Series Solutions to the Bessel’s Equation

and the Bessel functions

Department of Mathematics
IIT Guwahati
SHB/SU

SHB/SU MA-102 (2019)

The Bessel’s equation
The equation
x 2 y 00 (x) + xy 0 (x) + (x 2 − α2 )y (x) = 0, (1)
where α is a nonnegative constant, is called the Bessel’s
equation of order α.
This equation occurs in problems concerning vibrations of
membranes, heat flow in cylinders, and propagation of electric
currents in cylindrical conductors. Some of its solutions are
known as Bessel functions.
The point x0 = 0 is a regular singular point. We shall use the
method of Frobenius to solve this equation.
Thus, we seek solutions of the form
X∞
y (x) = an x n+r , x > 0, (2)
n=0
with a0 6= 0.
SHB/SU MA-102 (2019)
The indicial equation is F (r ) = 0 where F (r ) := r 2 − α2 .

Exercise: Show that the coefficients an of the solution (2) of

the Bessel’s equation (1) satisfy
F (1 + r )a1 = 0 (3)
F (n + r )an = −an−2 , n ≥ 2. (4)

The solutions of the indicial equation are r1 = α and r2 = −α.

Using r = α in (3) and (4) gives a1 = 0 and a2n+1 = 0, n ≥ 1.
Also,
a2n−2
a2n = − 2 , n ≥ 1,
2 n(n + α)
so that,
(−1)n a0
a2n = , n ≥ 1.
22n n!(α + n)(α + n − 1) · · · (α + 2)(α + 1)
SHB/SU MA-102 (2019)
Therefore, the choice r = α yields the solution
∞
!
n 2n
X (−1) x
yα (x) = a0 x α 1+ a0 6= 0.
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

The power series involved in the solution has an infinite radius

of convergence.
Task: To obtain a second solution linearly independent of
yα (x), from the other root r2 = −α.
Case I: Suppose α = 0. One solution is
∞
X (−1)n  x 2n
y0 (x) = a0 .
n=0
(n!)2 2
| {z }
=:J0

With a0 = 1 this solution is called the Bessel function of

first kind of order 0 and is denoted by J0 .
SHB/SU MA-102 (2019)
As r1 − r2 = 0, by the method of Frobenius, a second solution
linearly independent of J0 (x) is of the form
∞
X
y2 (x) = J0 (x) ln x + bn x n , x > 0.
n=1

Exercise: Use the method of Frobenius to show that

∞
X (−1)n−1 hn  x 2n
y2 (x) = J0 (x) ln x +
n=1
(n!)2 2

where hn = 1 + 12 + 13 + · · · + n1 and the power series

 
involved in y2 (x) has an infinite radius of convegence.

The functions J0 and y2 are linearly independent solutions of

x 2 y 00 (x) + xy 0 (x) + x 2 y (x) = 0
which is the Bessel’s equation of order 0.
SHB/SU MA-102 (2019)
It has been customary to choose a certain special linear combination of J0
and y2 to find a second solution linearly independent of J0 (x). Of course,
another basis is obtained if we replace y2 by an independent particular
solution of the form a(y2 + bJ0 ), where a(6= 0) and b are constants.
The standard particular solution obtained by choosing a = π2 and
b = γ − ln 2, where γ is called Euler’s constant and is defined by
 
1 1 1
γ = lim 1 + + + · · · + − ln n ≈ 0.5772,
n→∞ 2 3 n
is known as the Bessel function of the second kind of order zero
and is denoted by Y0 (x).
Thus
∞
" #
2  x  X (−1)n−1 hn  x 2n
Y0 (x) = J0 (x) ln + γ + ,
π 2 n=1
(n!)2 2

where hn is defined as given in the previous slide.

The general solution of (6) for x > 0 is given by

y (x) = c1 J0 (x) + c2 Y0 (x).

SHB/SU MA-102 (2019)

 1

0.5

0
J0 (x) and Y0 (x)

−0.5

−1

−1.5

Y0
J0
−2
0 2 4 6 8 10 12 14 16 18 20
x

Figure : The Bessel Functions J0 (x) and Y0 (x).

SHB/SU MA-102 (2019)

Case II: Suppose α is a positive integer p. One solution is
∞
!
n 2n
X (−1) x
yp (x) = a0 p!x p 1 + 2n n!(p + n)!
.
n=1
2

With a0 = 1/(2p p!) this solution is called the Bessel

function of first kind of order p and is denoted by Jp .
Thus,
∞
 x p X (−1)n  x 2n
Jp (x) = .
2 n=0
n!(p + n)! 2
As r1 − r2 = 2p is a positive integer, by the method of
Frobenius, a second solution linearly independent of Jp (x) is of
the form
∞
X
−p
y2 (x) = CJp (x) ln x + x bn x n , x > 0,
n=0

where C is a constant that may be zero.

SHB/SU MA-102 (2019)
The details of the calculation are lengthy. It can be shown that
there is a solution of the following form denoted by Yp (x) :
p−1
1  x −p X (p − n − 1)!  x 2n
Yp (x) = Jp (x) ln x −
2 2 n=0
n! 2
∞
1  x p X hn + hn+p  x 2n
− (−1)n , x > 0,
2 2 n=0 n!(n + p)! 2

where h0 = 0, hn = 1 + 12 + · · · + n1 for n ≥ 1 and the power

series involved have infinite radii of convergence.

This form of the solution is called the Bessel function of

the second kind of order p.

The general solution for x > 0 is

y (x) = c1 Jp (x) + c2 Yp (x).

SHB/SU MA-102 (2019)

 0.6
J
1

0.5 J
2

0.4

0.3

0.2
Jp (x)

0.1

−0.1

−0.2

−0.3

−0.4
0 2 4 6 8 10 12 14 16 18 20
x

Figure : The Bessel Functions Jp (x) for p = 1, 2.

SHB/SU MA-102 (2019)

 1

−1

−2
Yp (x)

−3

−4

−5 Y1
Y
2
Y3

−6
0 0.5 1 1.5 2 2.5 3
x

Figure : The Bessel Functions Yp (x) for p = 1, 2, 3.

SHB/SU MA-102 (2019)

Case III: Suppose α > 0 is not an integer. Then one solution
is
∞
!
n 2n
X (−1) x
yα (x) = a0 x α 1 + 2n n!(1 + α)(2 + α) · · · (n + α)
, a0 6= 0.
n=1
2

In the previous cases this solution could be expressed in

compact form by using the factorial function. The notion of
the factorial function can be extended to all positive real
numbers via the Euler’s Gamma Function Γ(s), defined as
follows.
For s ∈ R with s > 0,
Z ∞
Γ(s) := t s−1 e −t dt.
0+
The integral converges if s > 0 and diverges if s ≤ 0.
Integration by parts yields the functional equation
Γ(s + 1) = sΓ(s).
SHB/SU MA-102 (2019)
Exercise: Prove that Γ(1) = 1 and Γ(n + 1) = n! for all
positive integers n.

Thus, the gamma function is an extension of the factorial

function from integers to positive real numbers and can be
used to simplify the form of the solution yα (x) of the Bessel
equation of order α. With s = 1 + α, note that
Γ(n + 1 + α)
(1 + α)(2 + α) · · · (n + α) = .
Γ(1 + α)
2−α
Choosing a0 = Γ(1+α)
in yα (x), one solution for x > 0 is
∞
 x α X (−1)n  x 2n
Jα (x) := .
2 n=0
n!Γ(n + 1 + α) 2

which extends the Bessel function of the first kind of order α

to all α > 0.
SHB/SU MA-102 (2019)
To get another solution linearly independent of Jα (x) for x > 0, from the
other root −α of the indicial equation, replace r by −α in the relations
F (1 + r )a1 = 0 and F (n + r )an = −an−2 , n ≥ 2.
This gives
(1 − 2α)a1 = 0 and n(n − 2α)an = −an−2 , n ≥ 2,

Subcase II(a): Suppose 2α is not a positive integer. Then 1 − 2α 6= 0

and n(n − 2α) 6= 0 so that a1 = 0 and a2n+1 = 0, n ≥ 1. Also
a2n−2
a2n = − , n ≥ 1,
22 n(n − α)
so that
(−1)n a0
a2n = , n ≥ 1,
22n n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)
and a second solution linearly independent of Jα (x) is
∞
!
−α
X (−1)n x 2n
y2 (x) = a0 x 1+ .
n=1
22n n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)

SHB/SU MA-102 (2019)

Subcase II(b): Suppose 2α = k where k is a positive integer.
As α is not an integer, k must be an odd positive integer.
Hence 2n(2n − 2α) = 2n(2n − k) 6= 0 and
a2n−2
a2n = − 2
, n ≥ 1,
2 n(n − α)
so that
(−1)n a0
a2n = 2n , n ≥ 1.
2 n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)
If k = 1, then 1 − 2α = 0 and the condition (1 − 2α)a1 = 0 is
fulfilled for arbitrary choices of a1 .
Else if k > 1, then
(1−2α)a1 = 0 and (2n+1)(2n+1−2α)a2n+1 = −a2n−1 , n ≥ 1,
implies a1 = a3 = · · · = ak−2 = 0.
SHB/SU MA-102 (2019)
Now as F (k − α) = k(k − 2α) = 0, the condition
F (k − α)ak = −ak−2
is fulfilled for arbitrary choices of ak . As all coefficients
ak+2n , n ≥ 1, may be expressed in terms of ak from the
recurrence relations, a second solution linearly independent of
Jα (x) is of the form
∞
!
−α
X (−1)n x 2n
y2 (x) = a0 x 1+
n=1
22n n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)
∞
!
X
+ ak x −α k
x + bn x 2n+k

n=1

Since k = 2α,
∞
!
−α
X (−1)n x 2n
y2 (x) = a0 x 1+
n=1
22n n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)
∞
!
X
+ ak x α 1+ bn x 2n
n=1

SHB/SU MA-102 (2019)

As ak may be chosen arbitrarily, setting ak = 0 gives
∞
!
−α
X (−1)n x 2n
y2 (x) = a0 x 1+ .
n=1
22n n!(n − α)(n − 1 − α) · · · (2 − α)(1 − α)

Hence in both subcases, the second solution has the same form. Note
that the power series in the solution has infinite radius of convergence.
To write it in compact form the factorial function must be extended to
negativeRreal numbers that are not integers. This cannot be done via the
∞
integral 0+ t s−1 e −t dt as it diverges for s < 0. So the definition of Γ(s)
is extended to negative real numbers that are not integers via the
recurrence relation
sΓ(s) = Γ(s + 1) (5)
For example,
       
1 1 1 1 1
− Γ − =Γ ⇒Γ − = −2Γ
2 2 2 2 2
       
5 5 1 1 1 3
and − Γ − =Γ − & − Γ − =Γ
4 4 4 4 4 4
   
5 16 3
⇒ Γ − = Γ
4 5 4
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Using (5) repeatedly with s = 1 − α, note that
Γ(n + 1 − α) = (1 − α)(2 − α) · · · (n − α)Γ(1 − α).
Thus,
∞
!
X (−1)n x 2n
y2 (x) = a0 Γ(1 − α)x −α 1+ .
n=1
2n n!Γ(n + 1 − α)

2 α
Choosing a0 = Γ(1−α) , gives the solution in the form of the
Bessel function of first kind J−α (x) defined by
∞
 x −α X (−1)n  x 2n
J−α (x) := .
2 n=0
n!Γ(n + 1 − α) 2

So if α is not an integer, the two solutions Jα (x) and J−α (x)

are linearly independent on x > 0 and a general solution of the
Bessel equation of order α is
y (x) = c1 Jα (x) + c2 J−α (x), x > 0.
SHB/SU MA-102 (2019)
 2

1.5 J
1/3
J−1/3
J1/7
Jα (x) and J−α (x)

1 J−1/7

0.5

−0.5
0 2 4 6 8 10 12 14 16 18 20
x

Figure : The Bessel Functions Jα (x) for α = 1/3, −1/3, 1/7, −1/7.

SHB/SU MA-102 (2019)

Finally, two linearly independent solutions of the Bessel
equation of order α valid for all x 6= 0 are given by
y1 (x) = J0 (x) and
" ∞
#
(−1)n−1 hn  x 2n
  X
2 |x|
y2 (x) = J0 (x) ln +γ + 2
,
π 2 n=1
(n!) 2

where hn = 1 + 12 + · · · + 1
n
for n ≥ 1 if α = 0; by
y1 (x) = Jp (x) and
 −p X p−1
1 |x| (p − n − 1)!  x 2n
y2 (x) = Jp (x) ln |x| −
2 2 n=0
n! 2
 p ∞
1 |x| X hn + hn+p  x 2n
− (−1)n ,
2 2 n=0
n!(n + p)! 2

where h0 = 0 if α is a positive integer p;

SHB/SU MA-102 (2019)
and by
∞
α X
(−1)n

|x|  x 2n
y1 (x) = , and
2 n=0
n!Γ(n + 1 + α) 2
∞
−α X
(−1)n

|x|  x 2n
y2 (x) =
2 n=0
n!Γ(n + 1 − α) 2

when α > 0 is not an integer.

Useful recurrence relations for Jα :
• dx
d
(x α Jα (x)) = x α Jα−1 (x).

∞
( )
d α d α (−1)n
X  x 2n+α
(x Jα (x)) = x
dx dx n=0
n! Γ(1 + α + n) 2
(∞ )
d X (−1)n x 2n+2α
=
dx n=0 n! Γ(1 + α + n)22n+α
∞
X (−1)n (2n + 2α)x 2n+2α−1
= .
n=0
n! Γ(1 + α + n)22n+α

SHB/SU MA-102 (2019)

Since Γ(1 + α + n) = (α + n)Γ(α + n), we have
∞
d α X (−1)n 2x 2n+2α−1
(x Jα (x)) =
dx n=0
n! Γ(α + n)22n+α
∞
X (−1)n  x 2n+α−1
= xα
n=0
n! Γ(1 + (α − 1) + n) 2
= x α Jα−1 (x).

Exercises:
−α
• d
dx (x Jα (x)) = −x −α Jα+1 (x).
α
• x Jα (x) + Jα0 (x) = Jα−1 (x).
α
• x Jα (x) − Jα0 (x) = Jα+1 (x).

• Jα−1 (x) + Jα+1 (x) = 2α

x Jα (x).

• Jα−1 (x) − Jα+1 (x) = 2Jα0 (x).

*** End ***

SHB/SU MA-102 (2019)