BESSEL'S DIFFERENTIAL EQUATION AND BESSEL FUNCTIONS 6. 1 Bessel's differential equation. uD ayes ae differential equation wd Bex Ed + 02 -n2)y=0 where n is a constant (not necessarily an integer) is known in the literature as Bessel's differential equation of order n. 6. 2. Solution of Ressel's differential equation and Bessel functions. The Bessel's differential equation is @y 2 FY xB s2-nyy=0 WY Since it is a linear differential equation of the second order, it must have two linearly independent solutions. Also it has a non-essential (or removable) singularity at x = o.and hence its solution can be obtained as Power series developed about x =o. Let the series solution of (1) be Yard (Cyt ox + Cpr? + Og? + CHE $00.0, ) wnere co #0 a atl Atz ats Ar4 OF, Y= CX HEX FOKKER a Atl The & = reo $A4 Depts A+ Qeax a . A+2 A+B A+ esx +ArtDex +...COLLEGE MATHEMATICAL METHODS . a2 a1 and &y SAA- Weox = + A+ WAcyx a asl Asay AF Ws Mgr. +04 3+ BC + A+ AM + 3)Cyx heseee 382 d dy Putting the values of y. G4 and 5-4 tn (1) we get A+2 MA-Iieox* ++ Whey At 14 A+ 2A Neg + At+3 A+4 A+ 3A + esx t+At+ dat eux tee a Atl A+2 - Ate dex ++ Yeyx + At Dex + A+ Yegx A+4 A+2 A+3 A+4 ++ Bey toa +x +Ox + Cox A+5 A+6 + 3x + 4x : a Atl + TPeox -nPe,x A+2 - ats A+4 | ~ rex —n2egx ~neyx 20.80 | ©. DD~ Neg +169 =n x E 5 Ael | : Cok +o Ly +04 NC) -nPenx ‘+{A+2a4 Nez + B42}e9 + 0,—nBeghe 7 A+ 9+ 25+ 0.4 3655.6) fegt ASAIO 34404 Ajeg +02-nPeg)x a oe The lowest power a zero gives wer Of xis x and its coefficient equated t¢SST BESSEL'S EQUATION AND BESSEL FUNCTIONS Thus the indicial equation has two roots A=nandA=-n. aes Equating the coefficient of x _to zero, we get A+ Icy + A+ Ne, - nc, =0 or, c {A+ 1-2} =0.. c, =0. A+2 Equating the coefficient of x to zero, we get A+2Qa+ eq + (A + 2)ey +c - n2ez = 0 or, (+ 2° ~ n2}ey =~, Lo OF, €2 =~ ———~—S—— A+2 -n2 A+3 Equating the coefficient of x to zero, we get A+ 3A + hes + A+ Bog +c, - 123 =0 or. (0 + 3)° ~ n2Jeq =~c, cr or, ¢3 =---— 1. __ - oy =0, 3 43)? —n {since c; = 0.) A+4 Equating the coefficient of x to zero, we get A+4aas Tey t+ At Beg +C2-n?cy=0 + 2 or, fA + 4) ~ itl =e oF = Se nae {A+ 4F— nay Os Dene a atco \TICAL METHODS GE MATHEMA’ 284 COLLE! petituting:the values Of C1. Car C3+ Ca» Cs Ce, (2) Now su get N42 ° ___&_ + = b0- 2 aie . Ve ie 2g) A+t4 0 — Xx +44 fa+ay Taya aP =n?) ae oa aF- n2}(A + 4)? - n?} [(n + 6)? - rn) * For 4 =n we have yecoxt| 1-1 {(n + 2 ~ n2) xt i ) {ln + 29° — n2}{(n +-4)?- 12} -—— ’ (m+ 2)-n2)((n + 4)" — n2ifine 6 nz) word 1. al x 4——_! | amy 442 (n+ Dine 2” = 1 430... —_. 3 in + Ding ins aye te 8 = au(say) where a * for. =n ang usa] yo ine p*+5> 1 se 2 n+ Dine 2) SI 1 #3 n+ DR |: (4) * Din + ayn + get.SNOLLONN TaSsag anv NOLLvn6q STassaq 385 For A =-n, we have y=cox "| 1-~ 1 a, es 4-n+D #/2-n+ Rens 2) Pt 6) = bu(say) where b = co for A= —n and -n v=x I 1 ee a ——__ yw 4(-n+ D**laene Di-n+2) a 6 | 3a Dens den vg Case IT When n is not integral or zero The complete solution of the Bessel's equation (1) is y = au + bv where a and b are arbitrary constants, Now if u is multiplied by the constant 1 = ae ainsi “ain then the product >In" is called the Bessel Function of the first kind of order n and is denoted by J,(xJ. Thus. ys 1 w= Fn u 1 1 1 2nln 4 1-Gn+D ** ins hina 1 Bann te #13 n+ ins Wine gy * Math, Method - 2586 COLLEGE MATHEMATICAL METHODS 3 2 ~ 1 4 *|2 [ine 2) () sass (3) Pe eo +2r -r, ei" me i) Similarly, if v is multiplied by the constant 1 1 ———. then the product ——-—— v is called the 2 ny ne POM 9 [En) Bessel Function of the first kind of order -n. and is denoted by J_,(j. Thus a : Jntd = ——W-~ = (# [ ene 1 r 2 len Q cr [1 [ent Q | sta (9 ieee (3 2 2 2 12 {3 nae (apt Ser = Cyr Gj 1 a le fener Hence the complete solution of the Bessel's equation can also be expressed in the form y = A J,G) + BJ, (9. Now we can easily show that J_, 6d = (-1)" Jn bo. Proof : i = a Putting r=n +s, where s is a positive integer in © Wwe get oo Jon od = cy ® (2) nas i s=0 4 loceayle Un+s) ls =eu"y 1s (:) nes a 7 Sine =U be s|nvsx _X«CCCC««~ } BESSEL'S EQUATION AND BESSEL FUNCTIONS 387 | From the Bessel Function of the first kind of order n, we have a () the (3) dst Stara ("+ Putting n = 22 i th a ake rerrr El 22) y2k) * Ty (2) Oe (a)? 20)" Also putting n = 1 in this function on both sides, we get wl oO ait) : (3 [4 M4 Case 11 When n is zero | We have u = v and the given Bessel's equation (1) reduces to 2 FY 4 5. + xy = 0, that is, x yy + + xy = 0 which is known as the Bessel's differential equation of order zero and it is solved in example 13, > Case 111 When n is an integer Now we are interested to find an independent solution of the Bessel's equation. 22 F494 M 4 Ge —nBly=0 (1) when n is an integer.— > MATHEMATICAL COLLEGE MA’ 383 1). Let y = wld Jnl be a solution of (1). 03 — writing J, for Ja(d and u for u(d. eu'd, +n and sud, tun + uJ’, + Wh,” =u’dy + 2udn” + wy Putting the values of y. WY ana £Y ae in (1), we get up, +2UU'p ty FW” A) + MU +p) + 0? Judy =0 oF, up? Jy” + xn’ + (92 - 12) Jy} + PU” Ty, HDWPUT, +xu’d, =0 (9) Now since J, is a solution of (1), so 22Jq” + xJn’ + (x2 - n2) J, = 0. Thus (9) reduces to %u" Iq + BU, +20 np =O. Dividing both sides by Xu’ Jn, we have A wrth te0 that is, fe +2 toi eg = 3 gel +L tag, 3.4-4 & llogx) = 0 o” flog(uis, n2x)} =O Integrating both Sides, we get logtu’ y,2, x) = log B, where B is a constant. OF U2 = B, B > u=—B_ Jn2x Again 4 te us af int qurating both sides, we have *lJ,g)P* 4 Where A ts a constant. metHopsBESSEL'S EQUATION AND BESSEL FUNCTIONS, 389 dx Now putting u(x) = pf, + Ain the solution x0? y= ulx) J, 0d, we get y= Adgl) + Bly (x) JU, : xIncoP Hence the complete solution of the Bessel's equation (1) is Y=Adn (9) + BYn 69 (10) where Y, 0) =p (0. oe ay Unto)? Y,(+) is called the Bessel function of the Laaaer kind of order n or Neumann function. 6.3. Orthogonality of Bessel Functions We know that the solutions of the equations xu” + xu’ + (022 —n2Ju=0 (1) and 220” + x0" + (Px? - n2)v=0 (2) are u'= J, (ox) and v = J, (Bx) respectively. Multiplying (1) by - and (2) by z and then subtracting we get. xu” v - uv’) + (u’v - ww) + (a? - B2) xuv= 0 : ' or, & fxtu’- ww) = (f? - ox | Now integrating both sides from o to 1, we get 1 e - J Gauv)dx = [ x(u’v - uv] ° = [uv - uv] cnt o La yun or, J buvld = Gea ga luv uv] |COLLEGE MATHEMATICAL METHODS, 390 Since u= Jyfoxd « u'= (nl) d_ dfax) . = dlax) J,(ad. x = ail’, (0X. Similarly, when v = J, (Bx), v’ =Bin’ (BO. Substituting these values in (3), we get 1 J XJ, (Jy (Badd = an (a) Sn = Bald a’ ey P 0 Ifa and B are distinct roots of Iqlxd = O, then edad = Jn (8) = 0. Therefore, equation (4) reduces to J staat, tase 0 6 +d, Lt Basa’ Un (4 In Bctx « fa) Jnl) Boa fF -a2BESSEL'S EQUATION AND BESSEL FUNCTIONS 391 Now from recurrence relation, we know that J’ nbd => Pun 69 -Jnot bd) aS dal=2 In) - Ins 1(Ce) but J, (a) = 0, - S’n(@) = = Ings (a) Thus from ( 6) we get 1 J se? codde= 4... 0COLLEGE MATHEMATICAL METHODS 392 it of t? is In this product the en eI x _ x . Bal in+ 2) 242 - 7 a ne? a () at rm () a 1 n+6 simey (2) + oa 1 n+2m Et (Mace moe [m [n+m 2 bed Also in the Product, the coefficient of t-7 is nel n+2 en we * - way Q “pe "Fine 22 ass nea : a 2" [ine 3) 243 (2 co) gr,ee EQUATION AND BESS, VUNOTIONS YI BESS Hence we have ' at e 1 Cap) HELD + PID HOLD 1 HUTS OD AS of 4 OFS g OD Hee +00 =Z OS nbd ns ~o t tt 4 For this reason, e”"" "js called the generating function of Bessel function. 6.5 Recurrence formulae for Bessel function J,{x) d LS Leg) = xy 60) d MW. Ge FP) 1 = Sn 100 I. Syl) = Df In 69 +I ng 1 OF] 1 ft Jn’) = 3 Wn) ~ Jn 01) V. xd“ = Wy(x) — Xn 4 100 VIL XI’ OX) = -J nl) + XJy-1 (0) Proof : 1 . From the Bessel function of the first kind of order n, we have Tal) 5 yrs (5yt* one ertaca( r=o0 a “asda pet “= Zz [r[in +n) gn¥2r r=o co int n 4 TE linen ane ar r=0= MATHEMATICAL METHODS 394 COLLEGE M. 00 1 Then ge (ba * z ee |r rlin+ on) me 2(n + ne2lt + a d ey 1. 1 (2) n-1+2r ep a reo tlin-t +0 =X n-1(X) d Gi OU abod) = 2°01 0. d Wh. Gy lp) = 3 Sy she) From the Bessel function of the first kind of order n. wehavednbd= 5 (- ai = n+2r Elma (2 r=o0 zy Cyp—t_ oe r=0 Lr [ins 1) Be d CO Then:£ _ dx! *"Untd) = 5. ee ae r=0 riin+ ry’ greBESSEL'S EQUATION AND BESSEL FUNCTIONS 395 00 xn tard "one ar 7 1 " pyyret ar na [@-D) [int ) *“ r=0 co . 1 nels rb) ax" y (I) ‘Yen ine 2") ato Pint Now when r=, |(r-1) =|-1 = 0 * [to Therefore, when r = o,the first.term vanishes. So iy bebe | co n yet ———_} x) FOE Winder 0) (2) r=1 n+1+2(r-1) Putting r-l=ktersk+1, thenr=1>k=0 T= 0CO=>k= 00 d wget Ind] co = pe ——_} (xX N+ 1+ 2k oe ad lms ivn (3) eS Jn 103). Thus Gy bE Xd] = 2S ne 10) WM. Sb) =e nealh + Une 1 C0 From recurrence formula I, we have de nbd 1 = S100 OF, Xn Ux) + I () = XS 1 (3 Dividing both sides by mm, we get a Sn bale F In(0d = Jp (A)396 Also from recurrence formula II, we have COLLEGE MATHEMATICAL METHODS EL peplad] = Tne 100) Or, Iq XJ XV In ld= XPS 9 0) Dividing both sides by -", we get Unb) + Subd = Jy 10d (B) Adding (A) and (B), we get FF Sl) = Jy 6) +Jy Or, Sab) = 55 [Jp ale) +3. itd al MV. Unb) = 3 1Sy 1b) Sn sb) Again subtracting (B) from (A). we get 20) Jy 100) ~Invild Or Sab = Wy. st Jy bf V. Jnl) = Inbd-xJy, , 109 Multiplying both sides of (B) by x. we get NOD + nInb) = Jn 6 ih) OF, Xn x) =; Ino) ~ x ns 10x). VI. Int) = “AInbd + Sn 1 (x) Multiplying both Sides of (A) by x, we get Sn) + nai) = pb) OF, xn‘) = nbd + Ss (20).BESSEL'S EQUATION AND BESSEL FUNCTIONS 897 6.6 Trigonometrical expansions involving Bessel function Jn bd) : (0 cos (x sing) = Jo(x) +2{cos 29 Jz (x) +cos 4p, (x) +...] ( sin (x sing) = Ising. (x) + sin 39 Jy bd +... ... ] (it) cos (x cosg) = Jy (x) - 2lcos 2p Jal) - cos 494 (X) +... ] (w) sin (x cosg) = 2] cosp Ji Od) - cos 39 Js (x) + () cosx = Uh) - Zot) + 2b) - Qo bd + ... soe faad (0) six = QIyb) ~ Qolx) + QI) — oe vas s.. (ol x stree = 2 | 2? ola) ~ 42, (x) +6? Je bx) - (oll x cosx = 2112. Jy bx) ~ 32. Jy bx) + 52 . Spl) — erase J Proof : From the generating function of the Bessel function, we have 1 I ax(tq) e =X tt Subd (1) ip 1 Putting t = e vthent=e and tof ee 6 ©. acing 1 ‘ or. 5 ( te i) = Ising, Also t" = el"? ixsing co ti Thus from (1), we have e =r e ney 9) 2 , sob +d; 69eP oy | Weep. a 29 tJ (x) e -2 i3p -i39 tie +) side t tun bde - ing +d We te. —nCOLLEGE MATHEMATICAL METHODS 398 using Jn bd) = (-1)" Jad s - 2p ‘yy Jo bx) + J (x) J, be"? + Uoide +Join) e” 2 Fdo = 4p -i40 td; We’? -dige ae tiie tdgbde +... 3 2p -t2p =Db)+h Wle?-e Pn yiie +e | i ) 49 ~i49 tile 6 I+d;00[e +e ] Or, Cos(x sing) + i sin (x sing) = Jo ld + J; b0. 21 sing + Jp (x), 2 cos 29 +569. 2i sin 39+ Jub). 200s 49+ ... ota Ua b+ 2p 69 cas 29+ 21, 69 cos 4p-+ - +2); 69 sing + 23969 sin 39 + ae ] @ Equating real and imaginary parts from both sides of (2), we get Bee Not * at 0829 + bd cos 4p... (3) ARES = Ls 6d stn +2356) sinay « sie ace ] (4 Hence (i) and (ii) are Proved, Now Teplacing by $- Pin 3) &| 4), we get | cos fx sin (3-9) }-s.004 2 fuss coe e-26 * ab) COs (On aga ] ned op tt * 2S 00829. co i. al TR 2b 008 20-4, 60 on ap a leae ee ee BESSEL'S EQUATION AND BESSEL FUNCTIONS 399 Again sin {x sin(5-9) } = 20% 09 sin (5-9) or, sin (x cos9) = 21} (9 cose — Jy (x) cos 3p +... ...] 6 Hence (iii) and (iv) are proved. Putting 9 = o in (5) and (6), we get cosx = Jolx) — Wolx) + Q(X) = Wel) +... and sin x= 25,9 - 2J5 (x) + 2560) - eee soe oon Hence (v) and (vi) are proved. We know that . costx sing)=Jy (x) +2Jalx) cos2p +2, (x) cos 49 + ... (3) Differentiating both sides of (3) with respect to 9, we get — sin (x sing) x cosp = 0 — 2.2J2(x) sin 29 - 2.4 Jalxd sindy - 2.6. Je (x) sin 69-......... Again differentiating with Tespect to 9, we get - cos (x sing). (x cosg)” + sin (x sing).(x sing) ~ 2.2? Jolx) cos2p - 2.42 Jl) cos4g — 2.67Jglx) cos 69-. Now replacing @ by n/2, we get O+xsinx = 2.2? J, 0d-2.42(x) + 2.67Jg (x) =... OF, x Sirix = 2[2? Sp (x) - 42 J, (x) + 6? I(x) —... oa] Hence (vii) is proved. Also we know that Sin bx sing) = 2,(x) sing +2Ja(x) sin 39 +2U5(x) sin 59 +... (4) Differentiating both sides of cos (x sing). X COS@ = Jj (x) cose + + 2.5Js (0 cos 50+... i (4) with respect to @ we get 2.33 (x) cos 39 ee~ ™ ETHODS. 400 COLLEGE MATHEMATICAL Mi ith respect to g, Again differentlating both sides wi Pp 9, ? — cos(x sing). x sing sin (x sing). (x cosg) ~ COs = 2, 6) sing — 2.57 yb) sindp- 2.5? Jp (x) sin 59... Wwe et Now replacing 9 by a , we get o x 008 x =~ 2I,lx) + 2.3? Jp (0) - 2.57 Js 00) +. wee or, x.008 x = 212. Jy (x) ~ 3. Jy (0) + 57d b -... «J Hence (vill) is proved. 8.7 Bessel integral for Bessel function J, (x) / qn 49 In 0) = i J cos (np - x sing)dp . oO for all integral n(Positive or negative integer) fn n 7 . HB So bx) = J coste sing) dp =? f 208 (x cos@) dp : oO x xd tt et i JE () Deduce that Jolx) = 1 2D p- pa i 1 wer a7 “ r=o0 (= lr) ° Proof : (1) we shall use the following results : a Jt J Cosme cos n 3 odg= J sin mg sin ng dg oO x = { 3uhen m= nay ° whenmznBESSEL'S EQUATION AND BESSEL FUNCTIONS 401 Multiplying both sides of (2) by cosn@ and then integrating with respect to @ from o to x and using (1), we get XK 0 if nis odd (4) J cos (x sing) cosng do = mJ, if nis even (5} oO Again multiplying both sides of (3) by sinng and then integrating with respect to 9 from. O to x and Using (1), we get . , mJy if n is odd (6) le sin (x sing) sin ng dg = a oe even (7) ° ! Let n be odd. Then adding (4) and (6), we get Te j Icos(xsing) cosng + sin(xsing)sinng]dg =1JI n(x) ° : or, J [cos ng cos(x sing) + sin ng sin (x sing)]dg = mJ,(x) ° or, f cos (ng- xsing)dg= mJy) oo or. Jn60=4) cosinp-x sing) de (6) oO Let n be even. then adding (5) and (7) as before, we get Jnl) = af cos (np - x sing)dg ° x Thus J,,(d = 4 j cos(np-xsing)dp oO holds for each positive integer (even as well as odd) Math. Method - 26~ ™ 402 COLLEGE MATHEMATICAL METHODS Again let n be a negative integer So that n = ~ m where me a positive integer. x x Then j cos(ng - x sing)dg = ( cos (- mg -x singldg oO °o Putting p= 1-6... dp=-d0 ie o 2] cost - sng j cos(- mfx - 0) - x sin (x - )} da ° ® x = J cos(-ma + m8 - x sin@)d@ oO x = j cos {m8 - x sin6) - mx} do ° a =) [cos (m6 - x sin) cos ‘ . : ; ma + sin (m8 ~ x sin@) sin mx] dd Now sin m=, & cos mar = (3) x ze pm] cos(me ~ x singde ° -1, show that, ot ten &) dx = MTS oe Proof From recurrence relation I, we have de By bo) = x0 4, 16) (1) aeanen by ns 1 n (1), we get Aber Suvi) ]=xnsiy nbd (2) Integrating both sides of (2) with respect to x between ti Umits 0 and x. me et xe fers idan bo] ef or, on nbd de xy rWdreaery is °