Some Relations between Bessel and Legendre Functions

By J. C. Cooke, Singapore

(Received May 3, 1956)

Summary Certain infinite integrals involving Bessel Functions are expressed in terms of Associated Legendre Functions in oblate and prolate spheroidal coordinates. Some expansions of Bessel Functions in series involving Legendre Functions are also given. Introduction and Notation The starting point is the relation

f e-~ t-~ g,~(et) Jn+~ (et) dt = ~

0

( 2 )~F(~-m~-l)

F(,__m

Pj'~(/~) qjm(O,
(1)

proved by Cooke [2] in a slightly different form and notation, from a relation of Bailey. [1]. Here # and ~ are oblate spheroidal coordinates defined by z=e#~, @= e%/{(1--#2)(1 + ~2)}. # is taken to be real and satisfies --1 < # < 1. @ and z are cylindrical coodinates. We extend this result to other integrals involving the functions Y, K, I and H, and we also give some series connecting these functions. The notation is Watson's throughout. [7]. The main purpose of this paper is to prove some relations which, as well as being interesting in themselves, will be of uqe in some work which is proceeding in connection with certain boundary value problems,

J. C. Cooke: Some Relations between Bessel and Legendre Functions

323

involving dual integral equations, particularly when the medium is not infinite in all directions, but bounded by a cylinder or by two parallel planer We shalt frequently refer to reference [3] which we shall denote by B. We shall extend the notation due originally to Nicholson [6] in the form v~(O = e - ~ ' ~ P~(i O, (2)

q~ (0 = e~(~+~)~-~ Q~(~ $)
m m *

(3)

If ~ is real and positive q~(~) is real when m and n are real, but p~(~) is not unless m ~- n is a positive integer, so that here the notation is not so useful. It will be noticed that the definition (3) is different from that given by Cooke. [2]. A nearer form of equation (1) is

(~ c/2) ~ I e-~' t - u J~(@t) J~+~ (ct) dt = p:m(#) q,~(r o

(4)

which follows from equation (3) and B, 3.3 (2). Simple restrictions on the variables will have to be imposed for convergence. These will not usually be given, but they can be written down without difficulty since the behaviour of the functions at the origin and at infinity is well-known. As already mentioned # is always to be taken to be real, with --1 < / x < 1, and z must be such that R(z) > O. Integrals Involving J, Y, and H In equation (4) we replace m by - - m and use the formula

Y,~(z) = (sin We thus obtain

m 7~:)- 1

{Jm(z) cos m ~ - - J_~(z)}.

(5)

(ze c/2) ~ ~ e-~ t -Y~ Ym(@t)J~+~(ct) dt =

0
-

(sin m~) -1 {p~-m(ff) q.t ) cos m z - - P~(ff) q~-m($)}

= (sin m el) - i [p~m(ff) q~(r co~ m ~ - - {cos m :~ P~-"(ff) + H- (2/~) s i n m ~ Q . on making use of B, 3.4 (17) and B, 3.3 (2). Hence we have
--m

(ff)}q.()]

324

J.C. Cooke:
(re cl 2)~ S e-~ t - ~ Y,~(et) J,~+~(ct) dt -= ~ (2/95) Qjm(#) q~(~)9 o On combining together the results (4) and (6) me obtain

(6)

(re cl2)89 ~ e - ~ t - ~ H~)(~)(qt) J~+~(ct) dt =0

= q~(r

{P:~(~) ~ (~ i/re) ?Z~(~)}

(7)

where the - - and + signs go with H o) and H ('~)respectively9 Again in equation (4) we replace n + 1~ by - - n - - 1~ and use the formula

H~)(z) = (i sin m re)-~ { J_Az) - - JAz) e-~'%

This will give an integral involving J~ no) and the right hand side is on the left hand side,

-m m { i sin ( . + %) 95}-~ { p -_._~(~) ~_~_~(~) - - e -'(~+~)~ PZ~(~) q~(~)} = (i cos n 95)-~ e -(~'~+'~)~ pzm(~) {Q'2_~_,(~ ~) - - QT(i

~)}

on making use of equation (3) and B, 3.4 (7). Hence by B, 3.3 (9) we have

(re e/2)~

~ e-"
0

t-~ J.(et)

H(nl)+~(ct)at -~

= - - i F ( n + m -k 1)/"(n - - m) P~-m(~u)p~-m(~.)== 9 P(~ + m + 1) ~ e-~'~ =- ~ F(n - - m + 1) sin (~ - - m) re Pg~(P) P ~ ( i ~),

(8)

from equation (2) and B, 1.2 (6). If we replace ~ by e -i~ ~ and e by e~" c we obtain
(re v/2) ~ I e - e t-~'~ Jm(ff t) Hf)+g~(ct) elt =
0

9 F(n + m + 1) ~ e~ni~ = ~ ~ F(n ~ m + 1) sin (n ~ m) 95 P~m(/u) P~'~(--i ~).

(9)

Subtracting equation (9) from equation (8) and dividing by 2 i gives on the left hand side an integral involving Jm Y.+5 and the right hand side is equal to ~ ( n ; - - m t 11
95

= PZ~(#) {e- ~ ' ~ / ~ , (ir + e5 ~ P~(--Ir

2 sin (n - - m ) 95

Some Relations between Bessel and Legendre Functions on making use of B, 3.3 (6), and so we have

325

(.,/2)~ .f e -~ t-~ Jm(et) Y.+~(~O dt = (#/2) p;~(~) R~(~),

0 where /~(r = {sin (n - - m ) a}-~ {e - ~ ' ~ P~.(ir + e ~'= P'~(--ir which is real if ~ is real. We note that

(10)
(11)

F(-- ~

m)
(12)

R:m(~) -~ F ( - - n + ,m)/~" (~)

by B, 3.3 (6) and B, 1.2 (6). Changing the sign of m in equation (10) and using equation (5) we have on the lef~ hand side an integral involving Y,~ Yn+~ and on the right hand side
(~/2) (sin m ~)-~ {PZ~(~) R.~(~) cos ~ ~ - - P~(~) R:~(~)} =

= (=12) (sin m z) -1 R~ (r {P_-.~ 1(/~) cos m z

/'(-- n--m) F(-- n+m) pm ,_,(~,)}

by B, 3.4 (7) and equation (12). Hence we have on using B, 3.4 (13) ~o (:~ c/2) ~ f e -*t t - ~ Ym(Qt) Y=+89 dt = Q-~_i(/z) R~(~).
0

(13)

From equations (2), (4), (8) and (10) we deduce that 0 = P : ~ ( ~ ) q':(~) - - (2 i/N) QZm(~) q':(~) + (i:#2) P Z ' ( ~ ) R~(r - -

-m

R~(~).

(14)

Integrals Involving I and K

In equations (7) we write c e instead of c and we obbain

(2 cl~)~ ~ d -~ t-~ K,~(et) I.+~(ct) dt =

0 = e T 89

q~(~) {Pnm(fg) "~ (2 'i/;710Q~-m(~)}.

(15)

Hence we have on adding and subtracting equations (15)

326

J.C. Cooke:

(2 e/~)~ f cos zt t-~ KAet) I.+~(et) dt =

0

= qm(r {cos %(n---m) ~ P~m(/z)--(2/zt) sin %(n---m) ~ Qzm(/z)}, and a similar expression involving sin zt. Dealing similarly with equations (8) and (9) leads to
(2 c/n) ~ S em~"t-~ Im(et) Kn+~(ct) dt =
0

(16)

_r'(n + m + 1) n em~,~*~ =--F(n--m+l) sin (n ---=m) et P:'~(tz) P:m(-4-i$)"

Hence we have (2c/z) ~ i eoszt I,~(qt) Kn+~(ct) dt =
0

(17)

:~ = - - P(n - - m + I) 2 sin (n - - m) 7r P~-~(#) { e - ~ r

F(n + m +1)

PZ'~(ir + (18)

+ e~

pjm(__ i r

and a similar expression involving sin zt. We note particularly from equations (4) and (16) that if we write n = m + 2 s, where s is a positive integer or zero (n/2) f e -*t t - ~ Jm(~t) Jm+~,+~/, (ct) dt
0
oo

= (-- 1)s ~ cos zt t - ~ Km(pt ) I,~+~s+ ~ (ct) dr,

0

(19)

and several other similar deductions may be made. These results may also be obtained by a double "increasing" and "decreasing the argument by 1//9~" in the style of Dixon and Ferrar. [4].
Series for I and J

We shall use the formula for the Gegenbauer polynomial C,,(z)=2 F ( n + 2 v) F ( r + t//2) (z --1) P="+5-~ (z)/F(2v) F ( n + l ) ,

(20)
as given in B, 3.15 (4). If z is real and --1 < z < 1 we replace z"~- - 1 by 1 - - z ~. Watson [7] gives the formula

Some Relations between Bessel and Legendre Functions

J ~ _ ~ ( z sin (b sin ~') (z sin ~5 sin ~ ' ) ' - ~ exp (i z cos ~b cos r

327

=
~ C~(co~) ~;(cosr

2~P(v)
V(2~)

| i" s!(~, + s) J~+,(z)

r ( 2 ~ + s)

Put v = m q- 1~, cos 9 = #, cos ~ ' = i $, z----- 2c and we have, using equation (20),

J~(e 2) c-Z~=

7g

~/(2 z 2c)

X (--1) s (2 m + 1 -}- 2 s ) / ' ( 2 m -{- 1 -}- s) F(s q- 1)

x Jm+y~+,(2c)

P~5(t,) p7~5(~).

(21)

In a similar way by writing z = if= i2c instead of z = 2c we have

(2m + 1 -+- 2 s) /'(2 m -+- 1 ~ s)

Ira(2~ e -

~/(2 ~2c) 2 i ~
Im+ 89

P(s + 1) PS~8(#) P ~ 8 ( r

(22)

Hence we have on adding

z ~ ~(2m~-l~-4s)/'(2m-+-l-~2s) Im(2q) cos 2 z - - A/12-ze2c~ X (--1) I'(2 s + 1)
V~ ! s=O

(23)

Im+~A+2,(2c) m+2,(tt) p~+:,(r

p ~/i't,

-m

together with a similar formula for Im(2~)sin 2z but with 2 s and 4 s on the right hand side replaced by 2 s ~ 1 and 4 s q- 2 wherever they
occur.

Some other simpler series deduced from another formula of Watson, namely
c. . . . ~

sin O ) - / ' ( 8 9

/'0')

~ z ~+~-~ (2 sin 0)~-~ X ~ I(2v + n ) C~(eos 0),

do not appear to have been noticed except in special case~. [5]. In this formula we write v = m q- 1/2, z = rt, and then pu~ rt cos 0 = = tz, rt sin 0 -----t~; we thus obtain
& Jm(~t) = (tr)" X (tr)" P ~ n ( e o s O)/n!.
n~O

(24)

Replacing t by it we have
e i*~ I,~(Qt) = (tr) m X i~(tr)" P ~ ( c o s
It=O

O)/n!

and so

328

J.C. Cooke: Some Relations between Bessel and Legendre Functions

c~

cos tz Im(Qt ) = (tr)m 2 (

1)s (tr)~ P ~ 2 , ( c o s 0)/(2 s)!,

(25)

with a corresponding series for sin tz Im(Q t). T h e s e expressions may be regarded as generating functions for associated Legendre Functions of the first kind.

Prolate Spheroidal Coordinates

These coordinates are -defined by the equations

e~v/{( I __ #2)(}~ - - I)},

and so all our results may be expressed in these coordinates by writing e~i~ $ = } and replacing c b y c e ~l~. These leave z and ~ unchanged. We quote t~o examples only. We obtain immediately from these substitutions and equations (4) and (3)
co

(zw/2) ~4 I e-~t t - ~ Jm(e t) In+~/~(ct) dt = e -~m" P;m(t~ ) Q'~(}).

0

(26)

Similarly from the series (23) we deduco

~Zo(-1)~ (2m+ I,,~(2e) cos 2z -- -~/(~o) ,

i + 4 ~)~(2 ~+i+2 ,)
F(2 s + 1)

X Jm+v~+~,(Ac)P~, (#) P ~ 2 , ( } ) .

(27)

ReTerences

[1] Bailey, W. N., Proe. Lond. Math. Soc., 40 (1936), 37. [2] Cooke, J. C., Proe. Camb. Phil. Sot., 49 (1953), 162. [3] Erdelyi, A. (ed), Higher Transcendental Functions. (New York, 1953). Bateman Manuscript Project. [4] Dixon, A. L. and Ferrar, W. L., Quart. Jour. Maths. (Oxford Series), l (1930), 122. [5] Knight, R. C., Quart. Jour. Maths. Oxford Series, 7 (1936), 126. [6] Nieholson, J. W., Phil. Trans. Roy. Soc. A, 224 (1924). [7] Watson, G. N., Theory of Bessel Functions (Cambridge, 1944).