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In the process of following various applied problems, several important ODEs have been found to
precipitate special functions named after their discoverers. One of such equations is called
Bessel’s Equation named after a German astronomer Friedrich Wilhelm Bessel while formulating
a problem in planetary motion. It takes on the general form;
x 2 y ' ' xy' x 2 n 2 y 0
Where n is a real number and the system is called Bessel’s equation of the order n .
Another equation worth of mention here is Legendre’s equation after the French mathematician
and astronomer Adrian-Marie Legendre. This takes on the following form;
The D.E x 2 y ' ' xy'x 2 n 2 y 0 where n may take on any real value but is taken to be an
integer is known as Bessel’s Equation of the order n . While seeking a power series solution to
Bessel equation, we observe that the origin is a regular singularity and the only singularity of the
ODE, implying that there exists atleast one Frobenius type series solution convergent on the
deleted neighborhood of the origin. 0 x To Bessel‘s DE of the form;
y x a k x k c , a0 0
k o
To determine the parameters, we substitute the postulated solution and its derivatives into
Bessel’s equation. Having made the necessary provisions for combining the series terms under
one summation identically equal to zero, we obtain the following key results.
x 2 y ' ' xy' x 2 n 2 y 0
We equate the sum of coefficients x s c to zero. Note that the power x s c corresponds to k s in
the first, second and fourth series, and to k s 2 in the third series. Hence for s 0 and s 1 , the
third series does not contribute since k 0 for s 2,3,... all 4 series contribute, so that we get a
general formula for all these. Equating terms of similar powers in all series and equating to zero
gives;
2. c 1ca1 c 1a1 n 2 a1 0; k 1;
1) Since a 0 0 ;then
c 2
n 2 a0 0
c n
c 1 2
n2 0
2) c n
c 1 n 2 0; a1 0
2
ak 2
3) ak , k2
k c 2 n 2
Note;
x x 2 n 2 y 0
2d2y dy
x 2
dx dx
x x 2 n 2 y 0
d dy
2
x2
dx dx
Is Bessel differential of order n . These functions are of frequent use in solutions of many types of
potential problems involving circular cylindrical boundaries as well as in the applications, in such
qx x 2 r x x 2 x 2 n 2
and r x x n , we have lim x
2
2 1 and lim x 2
2
= lim n 2 both finite.
x 0 p x x x 0 px x 0 x 2
Consequently by the theorem we identified, there exists at least one Frobenius-type solution of the
form.
y ak x k c
k 0
Which is convergent for all values of x . Substituting this series solution, along with its first and
second derivatives into the Bessel ODE, we obtain the expression.
a x
x 2 k c k c 1ak x k c 2 x k c ak x k c 1 x 2 n 2 k
k c
0
k 0 k 0 k 0
We rewrite
k c k c 1 k c n a x
2
k
k c
ak x k c 2 0
k 0 k 0
By separating the first two terms from the first summation and then adjusting the subscripts and
exponents in the remaining terms by the addition of 2 to the summation variable, we may absorb
the 2 summations into a single one and thus write.
c
n 2 a0 x c c 1 n 2 a1 x c 1 c k 2 n 2 ak 2 ak x k c 2 0
2 2 2
k 0
c 1 n a 0
2 2
1
k c 2 n a 2 2
k 2 ak 0; k 0,1,2,...
Case 1:
c n, n0
ak 2
ak k 2
k c 2 n 2
a k 2
k 2
k k 2n
a0 Arbitrary, a1 0
a0
a2
2 1!n 1
2
a0
a4
2 2!n 1n 2
4
a0
a6
2 3!n 1n 2n 3
6
Generalizing
a2 m
1m a0
2 2 m m!n m n m 1...n 1
a2 m
1m a0
m
2 2 m m! n s
s 0
y a0 x n
1m x 2m n0
m
m 0
2 m! n s
2m
s 1
y x n ak x k x n a0 a1 x a2 x 2 a3 x 3 ...
k 0
x
involves the term while the multiplying factor in front involves only x n
2
2m
1m x
y x a0 x n 2 n0
m
n 0
m! n s
s 1
x
A particular solution applying the above observed factorials and introducing in the factor
2
1
instead of x can be obtained by so choosing a0 n
, yielding
2 n!
n2m
1 x m
n 1 n!
n m 1 n m!
Then
n2m
1m x
yx 2
n0
m 0 m! n m 1
1 x m
J n x 2 n0
m 0 m!n m 1
Example 1:
Show that J 1 x
2
sin x and thereby invoking the variation of parameters, verify that the
2
x
solution to x 2 y ' ' xy' x 2 1 4 y 0 is A cos x B sin x
x
, 0 x
Solution
n2m
1m x
J n x 2 n0
m 0 m!n m 1
1
2m
J 1 x
1 m
x 2
1
m 0 2m 1
2
2 2
m! m 1
2
Invoking Legendre’s formula
1 2k !
k
2 2 2 k k!
k m 1;
1 2m 2 !
m 1 2 m 2
2 2 m 1!
From the numerator 2m 2! 2m 1!2m 1
2m 1!2m 1
1 2m 1!2m 1
m 1
2 2 2 m 2 m 1!
22m 1!
2 2 m 2 m!
J 1 x
1 m
x 2
2.2m 1!
1
m 0 2m
2
2 2
m!
2 2 m 2.m!
1
2m
J 1 x
1m x 2
1
m 0 2 m 2
m!
2m 1!
2
2 2 m 1
2 !
.m
1
2m
1m x 2
m 0 2m 1!
1
2
2
J 1 x
2
1m x 2m1
x
m 0 2m 1!
2
2
sin x
x
As required
x 2 y ' ' xy' x 2 1 y 0
4
, and J 1 x
1 2
This is Bessel’s equation with n sin x
2 2
x
Dropping the constants, the 1st linearly independent solution is
sin x
y1
x
y2
The second linearly independent solution c is found by the method of variation of
y1
parameters.
qx
p x dx
e
y2 y1 dx
y1 2
q x x , px x 2
x
1
x dx 1
e
x
sin x
y2 cot x
x
cos x
y2
x
A cos x B sin x
y , 0 x
x
Example 2:
u
By making the substitution y . Find the solution to the ODE xy' '5 y ' xy 0 that is bounded
x2
at the origin, Express your answer in the form y ak x k
k
Solution
u
Differentiate y
x2
u ' 2u
y'
x 2 x3
u ' ' 2u ' 2u ' 6u
y' ' 2 3 3 4
x x x x
u ' ' 4u ' 6u u ' 2u xu
x 2 3 4 5 2 3 2 0
x x x x x x
u' ' u' 1 4
u 0
x x 2 x x3
Multiplying through by x 3
k 0 2 k!n k 1
1k x 2 k 2
u x J 2 x 2 k 1
k 0 2 k!k 2 !
u
But y
x2
1 x 2 k
y 2k 1
k
x
k 0 2 k!k 2 !
Example 3:
By making the substitution y ux3 solve the ODE xy' '5 y ' xy 0 . Express your answer in the
form y ak x k
k
Solution
y ux 3
y ' 3ux 2 u ' x 3
y ' ' 3u ' x 2 6 xu u ' ' x 3 3u ' x 2
y ' ' u ' ' x 3 6 x 2 u ' 6 xu
u x J 3 x
1k x 2k 3
k 0 2 2 k 3 k!(k 4)
u x
1k x 2 k 3
k 0 2
2 k 3
k!k 3!
y ux 3
2 k 3
1 x 2 k 6
k
x
k 0 2 k!k 3!
y k 3
1 x 2 k 3
k
x
k 0 2 k!k 3!
Case 2: c n , n 0
We will note that in our treatment of this case, we could legitimately seek for a solution to
Bessel’s equation by considering the key results of substituting the postulated solution and its
derivatives into Bessel’s equation. We note however that such an investment is not necessary. All
we have to do is to replace n in the definition of Bessel’s function of order n of the 1st kind by - n .
J n x 2 k n
1 x 2 k n
k
, n >0 (this is meaningful for all n and not just +ve integers)
k 0 2 k!k n 1
This implies that J n x is meaningful for all n >0 and represents a solution of Bessel’s equation.
J n x
1k x 2k n
k 0 k!k n 1 2
Question:
2k n
1 x
k
2k n
1 x
k
Illustration:
Expanding J n x and J n x
n n2 n4 n6
x x x x
J n x
1 1 1 1
...
0!n 1 2 1!n 2 2
2!n 3 2 3!n 4 2
And
n n 2 n4 n6
x x x x
J n x
1 1 1 1
...
0! n 1 2 1! n 2 2 2! n 3 2 3! n 4 2
J n x Is bounded/finite (in fact zero) for x 0 , while J n x is not bounded. This implies that for
non-integer values of n 0 , the two solutions are linearly independent. Consequently the general
solution of the Bessel differential equation in this case is given by the linearly independent linear
combination of J n x and J n x that is
y An J n x Bn J n x ; n 0 And n 0,1,2,3,...
into J 0 x .
For positive integer values of n , we find that J n x and J n x are linearly dependent and given by
the general relationship
J n x 1 J n x
n
For n 0 ; J n x J 0 x and J n x J 0 x
In case n is an integer, the two solutions J n x and J n x are linearly dependent. In order to obtain
a solution that is linearly independent of J n x , we can use several techniques. If we apply the
y An J n x Bn J n x
dx
xJ n x
2
y2 J n x
dx
xJ n x
2
This result is valid for any positive real n (regardless of whether n is an integer or not). The
disadvantage with this form of the second linearly independent solution is that we do not have an
explicit expression for it, which could be analyzed, graphed etc.
If n is not an integer, it follows from the fact that J n x and J n x are both solutions of Bessel’s
equation and that
J n x cosn J n x
Yn x Is a solution
sin n
J p x cos p J p x
Yn x lim
p n sin p
This limit can be determined by L’Hopital’s rule in calculus and this yields a solution Yn x is aka
Bessel’s function of the 2nd kind of the order n or Neumann’s function of the order n . The general
solution to Bessel’s function is given as
Y AJ n x BYn x
2k n
1 x
k
J n x 2 n0
k 0 k!k n 1
1k x 2
x
n 0 J 0 x 2 1 2 ...
x 2
k 0 k!2 4 2!
The graph of J 0 x is oscillatory in nature, reminding us of graphs of damped vibrations. Its roots
(zeros) i.e. J 0 x = 0 are points of intersection with x -axis and there are infinitely many roots
and all these are real and positive.
b) Bessel function of the 1st kind of order one J1 x
J1 x
1k x 2k 1
k 0 k!k 1! 2
zeros of J 0 x
6) The graphs of J n x for other values of n are similar to those of the plots above.
It is possible to show that the zeros of J n x are real and that between 2 successive positive zeros
Note that if we take the difference between successive zeros, of J o , we obtain 3.1153, 3.1336,
and 3.1394.
Suggesting the conjecture that this difference approaches 3.14
A similar observation on the difference of successive zeros of J1 x and J 2 x also leads to such a
conjecture. This conjecture can actually be proved and since successive zeros of
sin x and cos x differ by , the approximate description of the Bessel function of the 1st kind of
order n as a damped sine wave is further warranted. It can hence be shown that for large values
of x that
n
J n x
2
cos x x
x 2 4
J 1 x
2 2
cos x sin x
2 x 4 x
Bessel’s function has been referred to as “a damped sine wave” since successive zeros of the
sine and cosine waves differ by 3.141592653...
The wave characteristics of Bessel functions seem very much like the shapes of water waves
which could be generalized, for example, by dropping a stone into the middle of a large puddle
J n x cos n J n x
Yn x
sin n
In the same way, Bessel functions of the second kind Y0 ( x),Y1 x ,...Y2 x generate the graphs
below.
We also note that the difference between the successive roots of Yn x n 0,1,2,3,4,... tend to
some constant. In fact the data Y0 ( x) 0 and Y1 x 0 clearly suggest that these differences
approach the constant , as x recedes to infinity. No wonder then the Bessel functions Yn x are
also often said to behave like “damped sine waves”.
Identity 1:
d
dx
x n J n x x n J n 1 x
when 1
x J xdx x J x c
n n
n 1 n
Example 1:
xJ xdx xJ x c
0 1
Proof;
d n
dx
x J n x x n J n 1 x
J n x
1
k
x
2k n
k 0 k!n k 1 2
1k 2 k n x 2k n
k 0 k!n k 1 2
1 x n x
2k n
k
x n
J n x
k 0 k!n k 1 2
1k x 2k n x
2k n
k 0 k!n k 1 2
d 1 2 k n x 2k n
k
x J n x
d n
dx dx k 0 k!2 2 k n n k 1
1 2 k n 2n k x 2k n 1
k
k 0 k!2 2 k n n k 1
x n
1 x
k 2 k n 1
k 0 k!n k 2
x n
1
k
x
2 k n 1
k 0 k!n 1 k 1 2
x n J n1 x
For 1 , we have
d n
dx
x J n x x n J n 1 x
Identity :2
x J n x x n J n 1 x
d n
dx
When 1
x J n x x n J n 1 x
d n
dx
x
n
J n1 x dx x n J n x c
Example: 2
J xdx J x c
1 0
Identity: 3
J n 1 x J n x J n 1 x
2n
x
J n 1 x J n 1 x J n x
2n
x
Evaluate;
J
1
1 x 2n J 1 x J 1 x
2 x 2 2
2 sin x
= cos x
x x
2) J
3 x ;
2
Using
J n 1 x J n x J 1 x
2n
x 2
1
n ;
2
J 1 x J 1 x
1
x 2 2
2 cos x
sin x
x x
Integrating by parts u x m n 1
du m n 1x m n 2 dx
dv x n 1 J n x dx
x n 1 J n 1 x
1
v
J n 1 x dx x n J n x c
1
x
n
x
m n 1
x n1 J n x dx And applying integration by parts
u x m n 1 dv m n 1x m n 2 dx
dx x n1 J n xdx
From the properties of Bessel Functions of the 1st kind
Analogous to the solution we have with trigonometric functions above constitute reduction
formulae which provide effective means for computing or evaluating integrals of the general
form
I x m J n x dx
d n
dx
x J n x x n J n 1 x
1. when 1
d n
dx
x J n x x n J n 1 x
x J n x x n J n 1 x
d n
dx
J n x J n 1 x J n x
d n
dx x
Recurrence
J n x J n x J n 1 x
d n
dx x
J n x J n 1 x J n 1 x
d
dx 2
5. when 1
J n x J n 1 x J n 1 x
d 1
dx 2
J n 1 x J n x J n 1 x Recurrence
2n
x
J n 1 x J n 1 x J n x
2n
x
EXAMPLES
Evaluate the following integrals;
x J xdx xJ xdx
3
a) 1 e) 1
x J x dx x J 1 x dx
3 1
b) 0 f)
x J x dx J xdx
6
c) 1 g) 2
d) J xdx
3 h) J 0 x cos xdx xJ0 x cos x xJ1 x sin x c
Solutions
a)
x J xdx
3
1
m 3, n 1, 1
m n 1 3 1 1 1
m n 1 3 1 1 3
x
2
J 2 x dx x 2 J 1 x 3 xJ 1 x dx
On adding up
b)
J 2 x J1 x J 0 x
2
x
2x2
x J 2 x
2
J1 x J 0 x
x
x 2 J 2 x 2 xJ1 x J 0 x
x 3 J 0 x dx x 3 J 1 x 2 2 xJ1 x x 2 J 0 x
x3 J1 x 4 xJ1 x 2 x 2 J 0 x
x J xdx
3
0
xJ1 x x 2 4 2 x 2 J 0 x A
c)
J xdx
3
J xdx x x J 3 x dx
2 2
3
udv uv vdu
du
u x2 , 2 x; du 2 xdx
dx
dv x 2 J 3 x dx
Using the property
x J n x x n J n 1 x
d n
dx
x
n
J n 1 x x n J n x
v x 2 J 2 x
J xdx x x
J 3 x dx J 2 x x 2 J 2 x 2 xdx
2 2
Hence 3
m 1, n 2, 1
x
1
J 2 x dx x 1 J1 x 0 x 2 J1 x dx
x 1 J1 x c
J x dx J x x J x A
2
3 2 1
J n 1 x J n x J n 1 x
2n
x
For n 1
J 2 x J1 x J 0 x
2
x
J 3 x dx x J1 x J 0 x x J1 x A
2 2
J x dx J x A
3 0
d) J 0 cos xdx
udv uv vdu
1 J 0 cos xdx xJ0 cos x xJ 0 x sin x xJ1 x cos xdx
xJ 0 x
dv
u sin x
dx
cos x, v xJ1 x
du
dx
udv uv vdu
xJ x sin xdx xJ x sin x xJ x cos xdx
0 1 1
x4
1
u ' 3x J1 3x 3dx v 3
2
3x
1 3 dx
J 2 3x 3 3xJ1 3x 2
9 x x
3x J 3x x
dx
1 2
u 3 xJ1 3 x
dx
dv
x2
1
u ' 3 3 xJ 0 3 x v
x
1
J 2 3 x J1 3 x 3 J 0 3 x dx
3x
Evaluate:
m 3, n 1, 1
1
remember x m J n x dx x m J n 1 x m n 1 x m1 J n1 x dx
1
m 3, n 1
x 3 J 0 x 3 x 3 J 0 x dx
using the reduction formula
x 3 J 0 x 3 x 3 J 1 x 2 x 2 J 1 x dx
x 3 J 0 x 3 x 3 J 1 x 6 x 2 J 1 x dx
using the identity
x J x dx x J x c
n n
n 1 n
x J x dx x J x c
2 2
1 2
x 3 J 0 x 3 x 2 J1 x 6 x 2 J 2 x D
J n x J n 1 x
2n
J n 1
x
J1 x J n 1 x
2
J2
x
J 2 x J x J 0 x
2
x
x J 0 x 3 x 2 J1 x 12xJ1 x 6 x 2 J 0 x
3
6x 2 x3 J 0 x 3x 2 12x J1 x D
Evaluate:
x J x dx x J x 6 x J x dx
6 6 5
1 0 0
using
x J x dx x J x 4 x J x dx
5 5 4
0 1 1
x J x dx x J x c , n 3
n n
n 1 n
x J x dx x J x c
3 3
2 3
J x cos xdx
0
let u J 0 x cos x
from
d n
dx
x J n x x n J n 1 x
J 0 x cos x cos x J 0 x
du d d
dx dx dx
J 0 x sin x cos xJ1 x
J 0 x sin x J 1 x cos x
dv 1
v 1dx x
udv uv vdu
J x cos xdx xJ x cos x sin xJ x cos xJ x xdx
0 0 0 1
xJ x sin xdx
0
reducing
xJ x sin xdx
0
u sin x
du cos x
dv xJ 0 x
v xJ 0 x dx
from
d n
dx
x J n x x n J n 1 x
x J x dx x J x c
n n
n 1 n 1
xJ x dx xJ x
0 1
utilising
udv uv vdu
x sin x J x dx x sin xJ x cos xdx
0 1
x
1
J1 x dx x 2 x1 J1 x dx
dv
x 2
dx
v x 1
u x1 J 1 x
xJ 0 x
du
dx
utilising udv uv vdu
x 1 x1 J1 x x 1 xJ 0 x
J1 x J 0 x dx
g)
J 2 x dx
using relationship
1
J n x x m J n 1 x m n 1 x m1 J n1 x dx
1
x
m
J 1 x x 1 J 1 x dx
J 1 x J 1 x J 0 x dx
2 J 1 x J 0 x dx
2
J x cos cosd x
sin x
0
0
2 2
1k x cos 2 k
0 0
J x cos cosd 0 22k k!2 cosd
2k
1k x 2 k 2 cos 2 k 1 d
2
k 0 2 k! 0
2 4 6 2k 2 2 k k!
2 2
cos d
2 k 1
0
1 3 5 2k 1 2k 1!
1k x 2 k 2 2 k k!2 x x
k 0 2 k!
2k 2
2k 1! x
1 1 x 2 k 1
k
x k 0 2k 1!
sin x
x
1 3 5...2k 1
0
2
cos2 kd
2k
.
2
2k !
2 k! 2
2k 2
x 2 y ' ' xy' x 2 n 2 y 0
If x z
dx dz
dy dy dz
.
dx dz dx
dz 1
dx
dy 1 dy
dx dz
d 2 y d dy 1 d2y
2 y ' '
dx dx dx 2 dz 2
z 2 1 d 2 y z dy
z n 2 y 0
dz dz
2 2
2
y z dy
2
z 2 d z n 2 y 0
2
dz dz
2
Question;
J 1 z sin z , J 1 z
2 2
cos z
2 z
2 z
x x
a0 cos b0 sin
y 2 2
x
1 3
Solve the ODE y' '9 xy 0 : y x 2u
, z 2x 2
1 1
dz x 2 x 2 dx
3
1
dz 3 x 2 dx
1
dz 1 z 3
3 x 2 3
dx 2
dy dy dz
y'
dx dz dx
dy
dx
1 dy
3 z 3
2 dz
d 2 y d dy
y' '
dx 2 dx dx
d 2 y d z 13 dy
3
but dx
dz
dx 2
dx 2
dz 3z 3
2
1
dy
dx 2
3 z 3
1
d z 3 dy
1
2 dz 2 dz
3
d2y
dx 2
9 z
2
2
3 d 2 y 3 2 3 dy 13
dz 2 2 2 3
z
dz
z
y' ' 9 z 2 2
3 d 2 y 3 13 dy
dz 2 2 2 3
z
dz
2
9z
d2y 3
2
dz 2
3
2 z
3
1 dy
3
dz
9 z
2
2
3
y0
2
d 2 y dy
3z 2 3 zy 0
dx dz
y z 2 1
3
u
y x 2 u and z 2x
1 3
2
y z 2 1
3
u
dy d dy d z 3 z
1
1 du 1 1 2
u 3
1 z 3u
dz dz dz dz 2 2 dz 2
2 3
d 2 y d dy d z 3 du 1 1 2 3
1
z u
dz 2 dz dz dz 2 dz 3 2 13
1
d2y z 3
d 2u 1 1 2 3 du 1 1 2 3
z z u
dz 2 2 dz 2 3 2 13 dz 3 2 13
1
z 3
d 2 u 2 1 2 3 du 2 1 s 3
z z u
2 dz 2 3 2 13 dz 9 2 13
1 2
3 3
Substituting in the ODE and multiplying through with 2 and z
d 2 u 2 du 2 1 du 1
3z z 2 z u z u 3z 2 u 0
3
dz dz 9 dz 3
counting it as a 2 nd ordered D.E with dependent variable u
d 2u du 2 1
3z 2 3z 3 z u 0
dz 2
dz 3
dividing through by 3, we have Bessel's equqation of the order
n 1 given as
3
2
2 d y dy 2 1
z z z u 0
dz 2
dz 9
we know that it will have a solution stated as
1
3 3
y x x 2 AJ 1 2 x 2 BJ 1 2 x 2 0 x
3 3
1 1
by making the substitution y x u , z kx find the general soluion to he ODE
2 2
k2
y ' ' y0
4x
Question:
1 1
k2
Using the substitution y x u and z kx Find the solution to y ' '
2 2
y0
4x
Solution:
1
z kx 2
1
1 2
dz kx dx
2
dz k 2 zdz
1 dx
dx k2
2x 2
2
z
x
k
dz k k2
dx z 2z
2
k
dy k 2
dz 2 z
d 2 y d dy
y' ' 2
dx dx dx
d k 2 dy
dx 2 z dz
k 2 d k 2 dy
y' '
2 zdz 2 z dz
k2 k 2 k 2 dy k 2 d 2 y k 4
y ' ' y y0
4x 2 z 2 z 2 dz 2 z dz 2 4 z 2
k4 1 dy d 2 y
2 2 y 0
4z z dz dz
4z 2
Multiplying through by
k4
d 2 y 1 dy
y0
dz 2 z dz
d 2 y dy
z 2 zy 0
dz dz
1
But y x 2 u
dy u z
u'
dz k k
d 2 y 1 dy z u'
2
u ' '
dz k dz k k
z 2u ' u z z 2u
z u ' ' u' 0
k k k k k
Solution is;
z
But y u
k
Home Work:
(1) k x 2 k 6
Using the substitution y ux solve xy 5 y xy 0 Ans: y
3
2 k 3
x
k 0 2 k!(k 3)!
The most natural way to determine the Laplace transform of J 0 at is probably to transform the
J 0 at
Remember
1n at
2n
J 0 at
n 0 n! 2
2
1n a 2 n t 2 n
n 0 2 n!
2n 2
1 a 2 n 2n !
n
2 n 2 2 n 1
n 0 2 n! s
carrying out algebraic manipulati ons
1 1 2n ! a 2
n n
2 n 2 2
s n 0 2 n! s
n
2 n! 2 4 6 8...2n 2 2n 2k
n
k 0
k 1 k 1
1 2k 1 a
n
n
n
1 2
k 1
n
2
s 2 n! s
n
2k 1 a
n 2
1 n 0 k 1 2 s
2
s n!
on expansion, the result will be
1 x r 1 rx r r 1 x 2 r r 1r 2 x 3 ...
2! 3!
1
1 a 2
2
1
s s 2
hence
J 0 at s 2 a 2 1
2
since
d
J 0 at aJ , at , it follows from the theory
dt
that f ' t s f t f 0
1 d
that J1 at J 0 at
a dt
1
sJ 0 at J 0 0
a
1 s2
1
a s 2 a 2 12
1 s s2 a2 s s2 a2
a s 2 a 2 s s 2 a 2
on rationalising.
J1 at
a
s2 a2 s s2 a2
H0ME WORK:
J 2 at hint J n 1 x J n x 2 J n x , x a
d
dx
f t f s and t f t
n 1 d f s , n n
ds n
show that tJ 0 at
s
a2 2 s 2
3
a) t n
J n 1 at
2n !a n1 s
2 n n! s 2 a 2
n 1
2
b) t J n at
n
2n !a n
2n n! s 2 a 2
n 1
2
Upon substitution of this solution, along with its 1st and 2nd derivatives in the equation, we get
k k 1a xk
k 2
k k 1 2k nn 1ak x k 0
k 0 k 0
Note that the first 2 terms of the first summation for k 0 and k 1 are both zeros and we may
write
On collecting coefficients of like powers of x , we may now amalgamate the two summations into
the single summation expression
This is now an identity, which must hold true for any value of x . In particular, it must hold true
for no-zero values of x . For this to happen, the coefficient of x k must be identically zero for all
permissible values of k ; that is
k 1k 2ak 2 n k n k 1ak o ; k 0,1,2...
ak 2
n k n k 1 a ; k 0,1,2,3,...
k 1k 2 k
y2 y0 x
n 1n 2x 3 n 3n 1n 2n 4x 5
3! 4!
y1 And y 2 are linearly independent solutions
We may write the series solution in the form
y ak x k a2 k x 2 k a2 k 1 x 2 k 1
k 0 k 0 k 0
even odd
y un x even un x odd
u n x even a2 k x 2 k Contains even powers of x only
k 0
u n x odd a 2 k 1 x 2 k 1 Contains odd powers of x only
k 0
u n x even
const
u n x odd
At the same time, we should note that un x even and un x odd separately are also solutions in their
own rights, since each satisfies the D.E
interval x 1 In this case, y1 and y 2 are known as Legendre functions of the second kind. If n is
order n and is thereby convergent for all x while the other series converges for x 1 and diverges
at x 1 .
More precisely if n is even, y1 will reduce to a polynomial of order n in either case, the series
that reduces to a polynomial is known as a Legendre polynomial or Zonal Harmonic of order n
The usual standard form of the Legendre polynomial is obtained by
multiplying y1 and y 2 whichever is by a constant so chosen that the resulting polynomial has a
value of 1 when x 1 . Conventionally, Legendre’s polynomial of order n is represented as
pn x by requiring p n 1 1
an
2n !
2 n n!
2
The general coefficient term in pn x is given by; (whether its odd or even)
ak n
1 2n 2k !
k
k 0,1,...n
2 k!n k !n 2k !
pn x
N
1k 2n 2k ! x n2k
k 0 2 k!n k !n 2k !
n
n
, n even
Where N 2
n 1
, n odd
2
n 2, p2 x
1 2
2
3x 1
1
p 2 x 2
1 4 2k !
k
x 2 2 k
k 0 2 k!2 k !2 2k !
4! 2!
x2 2
2 2!
2 2
2
3 x 2 1
1
2
n 3, p3 x
1
2
5 x 3 3x
n 4, p4 x
1
8
35x 4 30x 2 3
n 5, p5 x
1
8
63x 5 70x 3 15x
Since the argument of Legendre’s polynomials Can be substituted with x cos , we may write
the polynomials alternatively as
p0 cos 1
p1 cos cos
p2 cos
1
2
3 cos2 1
p3 cos 5 cos3 3 cos ;
1
2
Special values of Legendre polynomials, which are in fact the analogues of the values of the
circular (trigonometric) function cos evaluated at = are the following;
pn 1 pn cos 1;
pn 1 pn cos 1
n
Legendre’s polynomials are the only solutions of Legendre’s equation which are bounded on the
interval x 1 with the knowledge that pn x is a solution to Legendre’s equation.
for any given choice of the arbitrary constants a0 or a1 is Qn x . So that the general solution may
be written in the form
y An pn x BnQn x
The function Qn x is also sometimes referred to as Legendre function of the second kind.
When variation of parameters is used to obtain the other solution, we obtain;
y An pn x Bn pn x
dx
x 2 1 pn x
2
This form is of course not explicit and may often not be preferred.
Exercise:
Prove using the same approach as for p2 x , for p3 x , p4 x , p5 x , p6 x , p7 x , p8 x , …etc
Illustration:
Find the general solution of the O.D.E 1 x 2 y ' '2 xy'6 y 0 for 0 x 1 . Satisfying the
condition y 1 ( x) 10
2
p2 x
1
2
3x 2 1
1 1
p2 But our initial conditions are such that;
2 8
1
y 0 i.e.
2
y Ap2 x
y 1 10
2
1
10 Ax ; A 80
8
y 40 120x 2 , x
1. Recurrence formula;
2n 1
pn 1 x xpn x pn 1 x
n
n 1 n 1
2. Rodrigue’s Formula;
1 dn 2
pn x n
2 n! dx n
x 1
n
p3 x
1 d3 2
3
2 3! dx 3
x 1
3
d 2
dx
3
2
x 1 3 x2 1 2x
6x x2 1
2
24x 2 x 2 1 6 x 2 1
2
dx
12x 1 2 x 96x 48x
2 3
p3 x
1 3
2
5 x 3x
1 pn x dx
2
1 2
Where m and n are non-negative integers
2n 1
Example:
An pm x pn x dx And Bn pn x dx
1 1 2
1 1
1 pn x dx
2
1 2
2n 1
3. Make the appropriate deductions
(a) Setting n n 1the recurrence relationship becomes
n2 n 1
xpn 1 x pn 2 x pn x
2n 3 2n 3
Setting n n 1
n 1
xpn 1 x pn x pn 2 x
n
2n 1 2n 1
n 2 n 1 2
x 2 pn 1 x pn 1 x dx x pn 2 x pn x dx
1
1
2n 3 2n 1 1
n 2 n 1 2
x pn 2 x pn 2 x dx
2n 3 2n 1 1
n 1 n 1
1 pn x dx
2
2n 3 2n 1
n 1 n 1
pn x pn 2 x dx But pn2 x 0
2n 3 2n 1 1
n 1 n 2n
x 2 pn 1 x pn 1 x dx
1
1
2n 3 2n 1 2n 1
x 2 pn 1 x pn 1 x dx 2 x 2 p3 x p1 x dx
1 1
Hence 1 0
Method II:
p1 x
1 d 2
2 dx
x 1
p1 x 2 x
1
2
p1 x x
1 d3 2 3
p3 x 3
2 3! dx 3
x 1
p3 x
1 3
2
5 x 3x
Therefore
1
x
0
2
p3 x p1 x dx x 2
1
0
1
2
5 x 3 3x xdx
x3
1
0
1 3
2
5 x 3x dx
1 1 6
2 0
5 x 3 x 4 dx
1 5 x 7 3x 5 0
2 7 5 1
1 5 3
0
2 7 5
1 4 2
2 35 35
xpn x pn 1 x dx
1
1
1 pn1 x dx
2
1 2
2n 1 1
n
2n 1
n
Multiplying by
2n 1
n 2
2n 1 2n 1
2n
4n 2 1
xp5 x p4 x dx
1
Evaluate 1
xpn x pn 1 x dx
1 2n
1 4n 2 1
n 5;
xp5 x p4 x dx
1 2 x5 10 10
1
4 x5 1 100 1 99
2
x p x p x dx 2 x 99 99
1 1 10 5
5 4
0
Find the solution of 1 x 2 y ' '2 xy'12 y 0 , which is bound for 1 x 1 and satisfies the
1
condition y 47
4
Comparing the O.D.E with Legendre’s equation
p3 x
1 d3 2
3
2 3! dx 3
x 1 Hence p3 x 5 x 3 3x
3 1
2
1 1 1 1
3
; Since p4 x 47 ,
43
p3 5 3
4 2 4 4 128
1 1 43
y ap3 Implying that 47
4 4 128
a 140 And hence the solution of the O.D.E in question that is bound 1 x 1 and satisfies
to x over 1 x 1 yields
1 2 n 2 2 n
x 2 p2 n 1 x p2 n 1 x dx p2 n 2 x p2 n x dx
1
1 1 4 n 3
4n 1
1 2 n 2 2 n 1
1 4 n 3
p2 n 2 x p2 n 2 x dx
4n 1
pm x pn x dx 0; m n
1
1
x 2 p2 n 1 x p2 n 1 x dx
1
We can thus write 1
2n 1 2n 1
1 p2 n x dx
2
4n 3 4n 1
It can be deduced that
2n2n 1
p2 n 1 x p2 n 1 x dx
1
x
2
0 4n 316n 2 1
Hence substituting n 1 into the above expression, we have
22 1
x p x p x dx 4 316 1
1
2
3 1
0
0.0573 SF calc.
2
35
QUESTIONS:
x J xdx
3
i. 2
ii. x
4
J 5 x dx
1
iii. x 2 J 1 x dx
2
c) Find a solution of 1 x 2 y ' '2 xy'6 y 0 which is bound for 1 x 1 And satisfies the
1
condition y 10
2
d) Use Rodrigue’s formula for LPs to find the Legendre polynomials of order n 5
e) Evaluate the integral
p2 n 1 x p2 n 1 x dx n 1,2,3,...
1
x
2
1
1
f) Find the Laplace Transform of the function f t t 2
g) The figure below shows a spring-mass system. The displacement of the masses from their
equilibrium positions are x1 and x2 . A periodic force sin t is applied to the 4 kg at time t 0 ; when
the system is at rest in equilibrium. The governing equations of the ensuing motion
d 2 x1 d 2 x2
are 4 x 2
4 x1 2 x2 sin t and 2 x1 2 2 3x2 0 with initial conditions
dt 2 dt
x1 0 x1 0 x2 0 x2 0 0 Find x1 t and x2 t