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Bessel Differential Equation

The Bessel functions of the first kind differential equation

are defined as the solutions to the Bessel

(1) which are nonsingular at the origin. They are sometimes also called cylinder functions or cylindrical harmonics. To solve the differential equation, apply Frobenius method assuming a series solution of the form (4) Plugging into (1) yields (5

(6)

The indicial equation, obtained by setting

, is (7)

Since

is defined as the first nonzero term,

, so

. Now, if

, (8) (9) (10) (11)

First, look at the special case

, then (11) becomes

(12) so (13) Now let , where , 2, .... (14) (15) (16) which, using the identity , gives (17) Similarly, letting , (18) which, using the identity , gives (19) Plugging back into () with gives

(20) (21) (22)

(23) (24) The Bessel functions of order are therefore defined as (25) (26) so the general solution for is (27) Now, consider a general . Equation () requires (28) (29) for , 3, ..., so (30) (31) for , 3, .... Let , where , 2, ..., then (32) (33) where down to is the function of and obtained by iterating the recursion relationship . Now let , where , 2, ..., so (34) (35) (36)

Plugging back into (),

(37) (38) (39) (40) (41) Now define (42) where the factorials can be generalized to gamma functions for nonintegral above equation then becomes (43) Returning to equation () and examining the case , . The

(44) However, the sign of is arbitrary, so the solutions must be the same for We are therefore free to replace with , so and .

(45) and we obtain the same solutions as before, but with replaced by .

(46)

We can relate

and

(when

is an integer) by writing (47)

Now let

. Then (48 ) (49 )

But for zero. We therefore have

, so the denominator is infinite and the terms on the left are

(50) (51) Note that the Bessel differential equation is second-order, so there must be two linearly independent solutions. We have found both only for order, the independent solutions are and . When solution is of the form . For a general nonintegral is an integer, the general (real)

(52) where is a Bessel function of the first kind, (a.k.a. ) is the Bessel function of the second kind (a.k.a. Neumann function or Weber function), and and are constants. Complex solutions are given by the Hankel functions (a.k.a. Bessel functions of the third kind).

The Bessel functions are orthogonal in

according to (53)

where

is the

th zero of

and

is the Kronecker delta (Arfken 1985, p. 592).

Except when

is a negative integer, (54)

where

is the gamma function and

is a Whittaker function.

In terms of a confluent hyper-geometric function of the first kind, the Bessel function is written (55) A derivative identity for expressing higher order Bessel functions in terms of is (56) where is a Chebyshev polynomial of the first kind. Asymptotic forms for the Bessel

functions are (57) for and