Appl. Sci. Res.

18 November 1967

W K B M E T H O D S F O R D I F F E R E N C E EQUATIONS I
R. B. DINGLE*) and G. J. MORGAN**)

Summary

I t is shown that the basic principles of the well known W K B methods for
differential equations [1, 2] cart also be used to investigate other types of
linear equations.
Solutions which are basically of exponential character are developed for
second order difference equations written in the standard form

/n+w + /n-w = 2~(n)/n,

when a is a slowly varying function of the independent variable n.

Two approaches are considered. Firstly, using the methods and operators
of finite difference calculus, W K B - t y p e solutions are developed in terms of
indefinite summations. Secondly, by expanding difference operators in terms
of differential operators it is found that difference equations can be treated
by extending the framework of the standard W K B method for differential
equations. The second approach is found to be of more practical value. For
example, it is shown how this method leads to the known Green-Liouville
asymptotic expansions [3] for the Bessel functions and Hermite polynomials
when applied to the recurrence relations which these functions satisfy.
The solutions break down at " t u r n i n g points". General connection formu-
lae are established for linking the W K B - t y p e approximations across such
points.

§ 1. I n t r o d u c t i o n

I n t h e t h e o r y of t h e g e n e r a l i z e d W K B m e t h o d for s e c o n d o r d e r
d i f f e r e n t i a l e q u a t i o n s , t h e s o l u t i o n s of a n u n i n v e s t i g a t e d e q u a t i o n

d2
dY ~ . F ( y ) --= ),(y) F ( y ) (I)

*) Department of Theoretical Physics, University of St. Andrews, SCOTLAND.

**) Zenith Radio Research Corporation (U.K.) Ltd., Stanmore, Middlesex, ENGLAND

-- 221 --
222 t~. B. D I N G L E AND G. J. MORGAN

can be expressed in terms of the known solution to a second equation

d2
d.2 /(x) = r(.)/(.), (2)

when 7(Y) and F(x) have a similar analytic behaviour [1]. This basic
idea can be applied in principle to two equations of the general
form
flF = 7F,
~/= vt, (3)
where ~, fl, 7, and /" could denote integral operators, difference
operators or indeed any type of linear operator. This is not to say
that it will always be possible to carry through such an approach.
The ordinary W K B method pertains to the case w h e r e / ' in (2)
is independent of x. The analogue to this situation is considered
here for second order difference equations. The general case will be
taken up in a second paper.
A rather general form for a second order difference equation is
A(n) Fn+o) -- B(n) Fn + C(n) Fn-o, = 0, (4)
where the coefficients A, B, and C are known, and o) is a constant
termed the interval. It is desirable to reduce such equations to a
"standard form". This is advantageous both for the present purpose
and for the classification of difference equations. The form which
has been found most useful is obtained b y writing

F . = O(n) In, (s)

where
/b

Q(n) = exp v ln(C(n + ~)/A(n + ¢o)) (6)

and S ... An denotes an indefinite summation [4, 5]. Thus equation

2o
(4) is transformed to
/,~+~ + I~_~ = 2~(n) t~, (7)
where
a(n) = ½B(n) Q(n)(A(n) Q(n + co))-l. (8)
Another useful standard form is
y.+,~ - y~-,o = 2.(n) y~, (9)
 WKB FOR DIFFERENCE EQUATIONS I 223

but as this can formally be obtained from (7) by the transformation

y~ = in/~, attention will be concentrated on (7).

§ 2. Finite difference f o r m u l a t i o n

In the special case where a in (7) is independent of n, the two so-

lutions are

In analogy with one development of WKB solutions to differential

equations, the expectation is that i f / n is written in the form

I~ = exp(Z(n)/oJ), (12)

Z(n) will be roughly proportional to n if ~(n) varies only slowly

with n. Substitution of (12) in (7) leads to the nonlinear equation

exp(AZ) + exp(--AZ + coE-1A2Z) = 2a, (13)

~o ~o co 0J

where the operators E s, A, and A 2 are defined by

E~Z(n) = Z(n + s o l
~o

AZ(•) = (E 1 -- 1)X(n)/(9, (14)

CO

= -- + l)
CO o,) CO

If Z is roughly proportional to n then A2Z can be considered small.

co

Hence in (13)
exp(AZ) + exp(--AZ) ~ 2a (15)
co (o

OY

A Z ~ ln(a ~: (a 2 - - 1)~). (16)

(9

Summation of both sides of (16) yields

Z(n) ~i_ Zo(n) : ,~ ln(o' ~ (~9, _ 1)½)An. (17)

(/I
224 R. B. D I N G L E AND G. J. M O R G A N

The first approximation to I~ is therefore

,n~exp[ISln(a-4- (a2-- 1)½)~n]. (18)

There are several ways of obtaining higher approximations. One

is to write
/~ = v(~)exp(Z0(n)/co) (19)
and solve for U(n), b u t p r o b a b l y the simplest approach is to solve
(13) b y successive approximation. A little rearrangement gives

AZ= ±
I
{
cosh -1 a -- ~ o /~
Ls=l s.
(E-1A2Z) s
o~ ~ /Jl
. (20)

If the right hand side of (20) is expanded in a Taylor series about

and terms containing the same power of co are collected together,
then

AZ~= ± FLICOsh-lGI -- co
{co-AZ'~-I~2Z}2(
0"2 - - 1)½
--

_ co2 + O(co3(E-1A2Zp).
4 (~2__ 1)½ -t- 2(a2__ 1)~ o,
(21)
The iteration process is begun by putting
zIZ ~. ± icosh -1 o"I (22)
to

in the right hand side of (21). E-1A2Z is approximately

± E - 1 A Icosh-l~ I ---- ±(1 --mA + m e A = - coaA8 ...)A lcosh-l~[. (23)

o) to to m a) co

If all shift operators E s are expressed in terms of the difference

operator A, as in (23), and the iterated solution of (21) expressed
(o

as a power series in to, then

n co~(~ ± (o2_ 1)½)
Z(n) ± S
--
Icosh -1 GI
2(a2 -
~
1)~ (~ ± (~2 _ 1)½)8
An (24)
 W K B FOR DIFFERENCE EQUATIONS I 225

The higher terms in co involve higher differences of s which will be

assumed small. The first two approximations t o / s are therefore

/n~exp [ s{
~co-1 Ic°sh-lal- 2(~2 _ 1).~(~4_ ( ~ 2 _ 1)})~ An~~" }l
(25)
The disadvantage of this type of approximation in practice is
well illustrated by the equation
n
I,,+1 + 1,,-1 = 2-- (26)
x

satisfied by the Bessel functions J•(x) and Yn(x). The summation

involved in the first approximation is
95

S cosh-l(n/x) An, (27)

1

an innocuous looking function, but one which has apparently not

been tabulated or investigated. The fact is that due to historical
reasons the majority of known functions are obtained by inte-
gration or some other process of the infinitesimal calculus, and as
a result very few indefinite summations correspond to well investi-
gated functions.
It is possible to obtain the normal WKB approximations to a
second order differential equation by setting a(n) = 1 + (co2/2) R(n)
in (25) and letting ~otend to zero. In this limit the difference equation
(7) reduces to the differential equation
d2/~
dn 2 -- R(n)/n, (28)

and correspondingly (25) reduces to

n

/~z ~- R(n)-~ e x p [ ± S [R(n)~l dn], (29)

the well known WKB approximation.

§ 3. F o r m u l a t i o n in terms o f a n infinite order differential e q u a t i o n

The shift operator E s is equivalent to the operator exp(so)d/dn),

69
226 R.B. D I N G L E A N D G. J. MORGAN

since by Taylor's theorem

din (sm) 2 d2/n
E*I~ = 1~+8o,= In + so) ~ + ~ dn 2 + .... (30)
O}

I f / n in (7) is regular and defined for complex n then the difference

equation can be replaced b y the infinite order differential equation
[61
exp c o ~ n /nq-exp
(d)
--(o~ ]n=2a(n)/n. (31)

It is convenient to substitute

q~

where S p(n) dn is equivalent to Z(n) of the previous section. The

important point is that if Z is roughly proportional to n then p
should be nearly independent of n, and thus the derivatives of p
small. Equation (31) can be written as
n Tb

d 1
: exp[exp(O)~n)lfpdnl+exp[exp(--°)~n)-~-fodnl=
9"b

so that ignoring all derivatives of p

p ~ ln(a :1: (a 9' -- 1)~). (34)
Thus the only difference between the first approximation of the
previous section and the first approximation here is that a sum-
mation has been replaced by an integration; the significance of
this will be discussed later. It is often found that a(n) is a compli-
cated function which makes the integration of O difficult. However
it is usually possible to expand a(n) as a sum of simpler functions
which decrease in magnitude. Thus for convenience a(n) will be
written as
a(n) = a(n) + o2b(n) + 4c(n) + .... (35)
where it is assumed that b(n) is two "orders" smaller that a(n),
that c(n) is four "orders" smaller than a(n) and so on. The inclusion
of the interval in this expansion is merely a device to make full
 W K B FOR DIFFERENCE EQUATIONS I 227

use of co as an " o r d e r i n g " p a r a m e t e r which picks out terms of

c o m p a r a b l e magnitude. This means t h a t b(s)
first appears in the
t h i r d a p p r o x i m a t i o n to p, and c(n) in the fifth a p p r o x i m a t i o n etc.
This scheme usually leads to the neatest form for p(n).
It should be
m e n t i o n e d t h a t the expansion of a(#) is f r e q u e n t l y a s y m p t o t i c in
nature.
E q u a t i o n (33) can be r e a r r a n g e d to read

where ps denotes the s'th derivative of p. If the cosh - I t e r m is ex-

p a n d e d a b o u t a, t h e n

T h e solution of (38), obtained b y successive a p p r o x i m a t i o n up to

the 4th term, is
(z)6~6{I
O ~ j= Icosh -1 a I - - -

- 1)

_b.co2[2a2(a2--])(a2--F 2) --] )aa~(2a2

2 ] 1){
_-F2]3)4 +24b(a2--
( a 2 _
[ aaa(a2--1)2--a,a2(a2--1)(7a2+ 2) + aa~(Sa2-F7) -4-]
_ _ ~°3 + 4abl(a 2 -- 1) 3 -- 4azb(a 2 -- 1) 2 (a 2 -F 1) (39)
8(a2- 1)4
228 R. B. D I N G L E A N D G. J . M O R G A N

where e.g. a8 denotes the s'th derivative of a, so t h a t

n

24(a2_ 1)~ dn X

[ ?aaa(az--1)9--alaz(a2--1)(7aZ+2)+aa~(8a2-{-7)+]
[ coJ +4abl(ag'--l)a--4alb(a~--l)2(a2-]-l)
× exp -- - 8(a2-- 1) 4 dn .

(4o)
The conditions for rapid convergence are
O's
< 1, lal > 1. (41)
(a 2 -- 1)½
The corresponding result for the closely related s t a n d a r d form (9) is
n

yn~--(g2+l)-texp(co-lfln(g±(g2-]-l)~)dn)x

24(g2+ i) ~ dn ×

[
X exp [co~]
_4ghl(g2_}_1)a+4glh(gZ+1)2 (g2_ 1)
8(gZq_1) 4
]
dn ,

(42)
where r = g + co2h + . . . .
An alternative but entirely equivalent procedure is to write

/n = exprco -1 S (0O + co 1p ~- o12 2P ~- • ..) an], (43)

substitute this into (31), and t h e n equate to zero the coefficients
of each separate power of co. A series of equations result which m a y
be solved in succession for op, 1p,
and so on.
Another possible w a y of calculating further approximations is to
seek a solution of the form
g~
/n = U(n)exp(-I-co-1 j" [cosh-1 a t dn), (44)
 W K B FOR D I F F E R E N C E E Q U A T I O N S I 229

and to develop a systematic procedure for evaluating U(n). Such

a procedure is outlined in the appendix.
These solutions in terms of integrals are more suitable for calcu-
lations than the approximations of § 2 involving summations. If
the Euler-Maclaurin formula [4, 51 is used to evaluate the sum-
mations in (24) and if all difference operators are expanded in terms
of differential operators then the results of the present section can
be recovered; the advantage of starting from the equivalent infinite
order differential equation is that a generalized W K B method for
difference equations can be developed directly in such a way that
the results are likely to be expressed as known functions.
It can be seen that the solution (40) breaks down when ]al = 1.
By analogy with the case of second order differential equations
these will be termed turning points. In § 5 a method will be de-
veloped for continuing the solution of a difference equation across
such a turning point.
These results will now be illustrated by applying them to the
recurrence relations satisfied b y Bessel functions and Hermite poly-
nomials.

§ 4. Examples
The standard functions of mathematical physics, defined by second
order differential equations, in addition satisfy second order differ-
ence equations, or recurrence relations as they are usually called in
this context. The usual form is
A(74) F ÷l(x) - B(n, x) F (x) + C(74) = 0, (4S)
where x, the independent variable of the associated differential
equation, is to be considered as a parameter of the difference
equation. Including the dependence o f / n on x, (7) can be written
= 2 (74, (46)
Then application of the results of § 3 leads to the Green-Liouville
asymptotic expansions.

a. Bessel Functions. The Bessel Functions Jn(x) and Yn(x) satisfy

the difference equation E73
74
/n+l(X) + ]n-l(X) = 2 -X- / n ( x ) . (47)
230 R. 13. DINGLE AND G. J. MORGAN

This is already in standard form, with a(n, x ) = n/x. For this

particularly simple function the integrals in (40) are already
straightforward, so that a(n, x) may be taken equal to a(n, x) and
b(n, x) etc. taken as zero. Ignoring constants of integration the first
two approximations to/n(X) are

1) exp( I coshl ,x an)=

:(x-~--l)-~exp[-C-n cosh-l~ - T(n2--x2)~]. (48)

The integrals involved in the third and fourth approximations are

conveniently evaluated by introducing the new integration vari-
able ~ = x(n 2 x2)-½. In terms of c~,
- -

exp[3'rd approximation + 4'th approximation] =

= exp (2 + 5c,~) + ~1152x --

~2
__~ 1 :i: ~ - x (2 + 5~ 2) + 1152x~
~ - (385a 4 @ 308~ 2 @ 4). (49)

The subsidiary variable more usually introduced in the theory of

Bessel functions is not ~ but y = n(n 2 --x2)-}. In terms of this
variable the right hand side of equation (49) is
~2
Y
1-4-~(5~ 2-3)+- 1152n ~ ( 3 8 5 y 4 - - 4 6 2 y ~ + 8 1 ) . (50)

For n/x > 1 the negative sign is associated with Jn(x) and the
positive sign with Yn(x). The full final results are therefore

Jn(x) ~-~ Cl(X) x2 1 exp - n cosh - i x + (n2 -- x2)½ ×

yg. -1
× [1 Y (5y e - 3) + - - (38574 -- 46272 -]- 81)1 (51)
k 24n 1152n 2 J
 W K B FOR D I F F E R E N C E EQUATIONS I 231

and

Y~(x) ~__Cz(x) -xZ

--- 1 exp i cosh - 1 - x -- (n z - x z ) '~ x

E
x 1+ ~y y2
(5y2-3) + 1152n~ (38574 - 462y 2 + 8I)] (52)

where Cl(x) and Cz(x) are integration constants which must be

t a k e n as Cl(x) = (2~x)-[ and C2(x) ~- --(~x/2)-[, to correlate with
the now standard definitions of these two Bessel functions.

b. Hermite Polynomials. The Hermite polynomials Hn(x) satisfy

the equation [7]
F~+l(x) -- 2xFn(x) -k 2nFn-l(x) ----O, (53)

where n is a positive integer. The substitution

F n ( x ) = 2 n P ( n + 2l ) / n ( x ) " (54)

converts (53) to the s t a n d a r d form

n+1)-2
/~+~(x) +/n-l(X) -- 2 2 r ( - n- + 2 ) /,,(x), (55)
\ 2 _
so t h a t
n+ I)
xf- 2
~(n, x) = . (5~)
2 r ( n +2)2

For large values of n the G a m m a functions can be expanded b y

means of Stirling's asymptotic formula [7] giving

a(n,x)
:
x ( n---~-½[1
2 \ 2] L
1 1
4n ~- 32n z
O(n-~)] "
(57)

It is natural to use the power of n to order the terms inside the

bracket in (57), b u t it turns out that the expansion of Hn(x) is ob-
tained in the simplest form b y changing the variable to p -----n -- K
232 R. B. D I N G L E AND G. J. MORGAN

and choosing the auxiliary parameter K such that the coefficient

of p - i in the expansion of ~(n, x) is zero. In terms of p,

~(n, x) : ~(p, x) ~ ~-~(~)-'[ (:- ~)~-~

1+ + +

+ ( ~ + ~K~ + ~K) p-2]. (58)

_1
Choosing K - - ~,
x
\2] L
l&p2 11 ' (59)

and furthermore writing ]n(X) : h~(x),

,
h~+i + h~-i :
16p 2

The Hermite polynomials are associated with the positive sign in

equ&tion (40). The first two approximations are found to be

Hn(x) ~ 2rip
(.<) (x~), C(x)
2#
1 X

where C(x) is an integration constant. The evaluation of the third

and fourth approximations is rendered tedious by the fact that no
subsidiary variable has yet been found which converts the inte-
gral s to simple integral s Of polynomials. In terms of

",x
=(x~: ;
2p -- 1

the third approximation is found to be

exp [3rd approximation] :

: exp
[(m2+
24x2
1)½ (_2_4 , 5m2)]~ 1+
+ (~2+i?(_~_4_5~). (62)
24x 2
 WKB FOR DIFFERENCE EQUATIONS I 233

A subsidiary variable convenient in asymptotic expansions of

Hermite polynomials is q = x(x 2 -- 2p)-}; in terms of this variable

2 • C(x)(2p)~ (x2 - 2p)-~ x

X
[(x+(x~'-2P?)
exp p In (2p)~ --2-
x (x2 -- 2p)~] X

X
{1 '
4815 [Sqa -- 6q] .
} (63)

The most usual definition of Hn(x) [7] corresponds to the choice

C(x) = 2 - ~ - } e (2x"-1)/4. (64)

The procedure followed here for the Hermite polynomials is found

to work equally well for m a n y more involved functions, such as the
W h i t t a k e r functions.

§ 5. Connection formulae for linking exponential and trigonometrical regions,

and behaviour near turning points

W h e n lab < 1 it is advantageous to take as two independent ap-

proximate solutions of (46) (cf. also (35))

sin (ll cos-1 a dnl)

cos
/ (1 -- a2) t, (65)

while for la] > 1 it is more convenient to consider the pair

/
exp(±]~ cosh -1 a dn D (a 2 -- 1)t. (66)

The behaviour near the turning point at a = 1 will now be investi-

gated and these pairs of solutions thereby linked. (The turning
point at a = --1 need not be treated separately, since on writing
in (46)
In(x) = (--I) n/.~(x) (67)
the difference equation for/~(x) is

l;~+l(x) + l;~_~(x) = -2,~(n, x) l;,(x) ; (68)

a turning point originally at a = --1 is now at - - a = --1). Let

234 R. B. D I N G L E AND G. J. MORGAN

no(x) denote one of the roots of the equation

a(n, x) = 1. (69)
It will be assumed that a(n, x) is approximately linear in the
neighbourhood of n0(x), so that expanding a(n, x) in a Taylor
series about no,
(da(n,x))
a(n, x) ~ 1 + (n -- no(x)) dn n=no(X)" (70)

This is a fairly general assumption, but it would not be correct for

example if a(n, x) = 1 corresponded to a m a x i m u m or minimum.
The Bessel functions J~(z) and Yio(z) satisfy the equation

j~+l(z)+~-i(z)=2[l+ ( P -j-~z()z] ) ' z (71)

while the approximate equation for ]n(x) is

[
/•+I(X) -q- /~--I(X) ~- 2 1 + (n -- no(x)) . dn ' n=no(X)
Hence the identification (72)
( d a ( n , x ) ) -1 = F(x),
z = dn n=n0(z) (73)
p = n + F(.) - n0(x),

means that the two solutions of equation (46) near a -- 1 are

/(1)(X) = J~+F(X)--,IZo(X)(F(x)) (74)
and
/~)(x) = Yn+r(x)-noCx)(F(x) ). (75)

p/z> 1 p/z < 1

exp

P - (z~- p~p+ ~-]

exp
 WKB FOR DIFFERENCE EQUATIONS I 235

The known connection formulae for Bessel functions across a

turning point are summarized in the preceding table.
A w a y from the turning point the W K B approximations for

Jn+F_no(F) and Yr,+F-no(F)

m u s t t e n d to the W K B approximations for/~(x). The linkages are
therefore given b y

a> 1, n > no a _ 1, n ~ no a < 1, n < n o

gb ~'b
exp[--; cosh-Ia d~] (~(x) )¢ c°s[ ~ e°s-I a dn + l = ]
no J~+~(z)-~0(~)(F(*)) no
2 ( a a - - 1)~ (1 - - az)l

n
exp[f c°sh-lad~] _(~)½ sin[~e°s-ladn+ ~Tr]
no Yn+y(z)-no(x)(F(x)) no
(a 2 - - 1)~ (1 - - a2)~

These linkages are dependent on the assumption t h a t a(n, x) > 1

for n > no(x). A different situation arises where a(n, x) > 1 for
n < no(x). Generalization is obvious; both cases are included in the
following:

2(a 2 - 1)~ exp -- cosh - l a d n ~-

no

(1 --
1aZ)~ sin if ~0
cos -1 a dn + 4] ,
n

1
(a 2 -- 1)~ exp if
n0
cosh -1 a dn 1,~-
n

1
(1 --aZ)~ cos if cos - i a d n + . (76)

These linkage formulae are closely analogous to the corresponding

results for the differential equation
d2F(y)
- - = r(y) F(y), (77)
dy z
236 R . B . DINGLE AND G. j . MORGAN

the linkage formulae being then

Y Y

i expl I 0d, - - s1i n l f(--Y)~dY +41,

2r~ (-~,)~
yo Yo

Y Y

i
yt exp if ~ dy i 1
(_y)t cos (--y)~ dy + ~- , (78)
Y0 Yo

where Yo is a root of the equation

~,(y) = O. (79)

Appendix

Alternative procedure for calculating further approximations to .In

If the exact solution to (7) is written as
n

/n = V(n)expEco-1Sln(a ~ (a 2 -- 1)~)dnl = V(n)e~-110 d~, (80)

where p now denotes the first approximation to p of § 3, then a so-

lution for U(n)may be found in the form
g(n) = (a 2 -- 1)-t [1 + ...]. (81)

This is equivalent to expansion of the exponentials in the third and

higher approximations to /n of § 3. This approach could in some
cases be preferable for studying higher approximation; an outline
will therefore be given of a suitable procedure.
The exact equation for U(n)may be written as

U+ 2--~--+ 4~+... cosh p + - - ~ . ~ + 5---~+... +

+ o)Ul+ 3--~- + 5-~- +... sinh O + ~ - . +--~! +.. =

= ( a + co2b + . . . ) e x p [ mPl2l c°aP34! ""]" (82)

If cosh and sinh are expanded in Taylor series, it is found that

 W K B FOR D I F F E R E N C E E Q U A T I O N S I 237

ggl
U1 + U~T
2(a~- 1)
_ {" U~ a
+ ~ o l 2 ( a 2 - 1)~ 6 8(a 2 -- 1) -~ (a 2 -- 1)~ +

Ua Ulap2 +
T- ~2 :k - ~ + 6(a2 - 1)~

+ U 24(a 2 _ 1)~ -t 48(a~,_ 1)~ -t- 2(a~ ~ 1)( " (83)

If the right hand side of (83) is neglected then

u(~) ~ ( ~ - 1)-~. (84)
As before, equation (83) can now be solved by successive approxi-
mation, starting by substituting (84) into the right hand side. A
solution is then obtained in the same form as (81).

Received 29 November 1966

REFERENCES

1. DINC-LE, R. B., Appl. Sci. Res., B 8 (1956) 345.

2. FR6MArG N. and P. O. FR(}MAN, J.W.K.B. approximation, North Holland Publ. Co.,
Amsterdam 1965.
3. JEFFREYS, H. and B. JEFFREYS, Methods of mathematical physics, Cambridge Uni-
versity Press 1962.
4. JORDAN, C., Calculus of finite differences, Chelsea Publ. Co., New York 1960.
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