(Everything a physicist needs to know about)

Bessel functions Jn(x) of integer order

(and also Hankel functions Hn(1,2))
Nikolai G. Lehtinen
April 15, 2014
Abstract
Some properties of integer-order Bessel functions Jn (x) are derived
from their definition using the generating function. The results may be
of use in such areas as plasma physics. Now with a Section on Hankel
(1,2)
functions Hn (x)! We assume that the reader knows some complex
analysis (e.g., can integrate in the complex plane using residues).

1
1.1

Basic properties
Generating function

We derive everything else from here:

x

g(x, t) = e 2 (t t ) =

+
X

Jn (x)tn

(1)

n=

We immediately make our first observations that since g(x, t) is real for real
x, t then Jn (x) must be real for real x. From now on,
X

or just

will mean

d
2

will mean

+
X
n=
Z 2
d
0

1.2

Some useful formulas

x
1
P
P
1. t t in (1) = e 2 (t t ) = (1)n Jn (x)tn = Jn (x)tn
(equate powers of t) =

Jn (x) = (1)n Jn (x)

x
1
P
P
2. t 1t in (1) = e 2 (t t ) = Jn (x)tn = Jn (x)tn
(equate powers of t and use previous expression) =

Jn (x) = (1)n Jn (x) = Jn (x)

3. t = ei

1
2

1
t

= i sin

eix sin =
4.

R d im
e
2

(3), switch m n,
Jn (x) =

1.3
1.

(2)

=
X

Jn (x)ein

(3)

=
Z

d ix sin in
e
2

(4)

Recursion formulas


(1) = 12 t 1t g(x, t) = Jn0 (x)tn

x
P
P1
Jn (x)(tn+1 tn1 ) = Jn0 (x)tn =
2
P1
P
(Jn1 (x) Jn+1 (x))tn = Jn0 (x)tn =
2

1
Jn0 (x) = (Jn1 (x) Jn+1 (x))
2
2.

(1) = x2 1 + t12 g(x, t) = nJn (x)tn1 , multiply by t,

t

P
P
x
1
t
+
g(x, t) = x2 Jn (x)(tn1 + tn+1 ) = nJn (x)tn =
2 P
t
P
x
(Jn+1 (x) + Jn1 (x))tn = nJn (x)tn =
2

nJn (x) =

x
(Jn1 (x) + Jn+1 (x))
2

(5)
=

(6)

3. Combining the two we can get

n
Jn Jn+1
x
n
= Jn1 Jn
x

Jn0 =

(7)

Jn0

(8)

1.4

Differential equation

Bessel equation arises when we solve Helmholz equation 2 + p2 = 0 in

2D, in cylindrical coordinates. It is more naturally understood when we go
to Fourier coordinates k (see Section 3.1 below), in which operator = ik,
2 = k 2 . Here we brutally derive the Bessel equation from the recursion
formulas.
Let us use (7) to find Jn0 , differentiate it again and substitute expression
0
Jn+1 derived from (8). We have
Jn+1
= Jn n+1
x
Jn0 = nx Jn Jn+1
0

Jn+1
Jn00 = nx Jn Jn + n+1
x
2
= xn2 Jn + nx2 Jn nx Jn+1 Jn +
2
= x1 ( nx Jn + nx Jn xJn + Jn+1 )

n+1
Jn+1
x

By eliminating Jn+1 from these equations we obtain

x2 Jn00 + xJn0 + (x2 n2 )Jn = 0

(9)

Sums

2.1

Sums of the first power of Jn (x) or Jn0 (x)

The basic idea is to substitute t = 1 in various derivatives of g(x, t) in respect

to both x and t.
1. t = 1 in (1)

=
X

2.

(6)

(10)

nJn (x) = x

(11)

=
X

3.

Jn (x) = 1

P k
n J

n (x) may be found by differentiating g(x, t) over t and multiplying

by t, k times. Example:


P 2
x
1
n Jn (x)tn = t t
t
+
g(x, t) = . . .
2
t

Figure 1: Grafs addition theorem

2.2

Sums of the second power of Jn (x) or Jn0 (x)

The basic idea is to multiply two g(x, t) or its derivatives in respect to both
x and t. One can take the second g to be a function of u = 1/t instead. Note
that for equal first arguments g(x, t)g(x, u) = 1 and we have a polynomial in
t. By equating powers, we get various sums. Here are some examples.
P P

1. g(x, t)g(x, 1/t) = 1 = n

are zero except at t0 =

Jn (x)Jm (x)tnm

all coefficients

Jn Jnk = k,0

[t 1/t]
=
2. g(x, t)g(y, t) = exp x+y
2
P
P P
k
n+m
k Jk (x + y)t =
n
m Jn (x)Jm (y)t
Jk (x + y) =

Jn (x)Jkn (y) =

=
X

Jn (x)Jnk (y)

where we used (2).

2.3

Graf s addition theorem

See Abramowitz and Stegun (1965, eq 8.1.79).

From Figure 1,R OB = z sin( + ) = OA + AB = x sin R+ y sin( ).
d ix sin +iy sin()in
d iz sin(+)in(+)
From (4), Jn (z) = 2
e
= ein Jn (z) = 2
e
P
P
ix sin
ik
iy sin()
im()
Substitute e
= k Jk (x)e , e
= m Jm (y)e
=

d in+ikim
e
ein JRn (z) = k m Jk (x)Jm (y)eim 2
d il
Use 2 e = l,0 for integer l =

P P

ein Jn (z) =

Jm+n (x)Jm (y)eim

(12)

In particular, for n = 0
q

J0 (z) = J0 ( x2 + y 2 2xy cos ) =

Jm (x)Jm (y)eim

(13)

3
3.1

Integrals
Fourier transforms

Define direct and inverse Fourier transform of a function F (r) in 2D position

space r = {x, y} into function F (k) in 2D wavevector space k = {kx , ky } as
F (k) =
F (r) =

d2 r eikr F (r)

d2 k ikr
e F (k)
(2)2

where d2 r = dx dy and d2 k = dkx dky and the integration is over the whole
plane. Below, we also use polar coordinates r = |r|, = atan2(y, x) in
position space and k = |k|, = atan2(ky , kx ) in wavevector space.
Let F (r) = (r a)ein . The Fourier image is
F (k) =

d re

ikr

F (r) =

r dr

Z 2

d (r a)einikr cos()

Using = /2, we get cos() = sin and = ++/2

d in+ika sin
e
= 2ain ein Jn (ka)
2
We can use the same formula by substituting r k and i i and
taking care of coefficient (2)2 . It summary,
F (k) = 2aeinin/2

F (r) F (k)
(r a) in
e
2in Jn (ka)ein
a
2(k p) in
in Jn (pr)ein
e
p
5

(14)
(15)

3.2

Webers First Integral

See Abramowitz and Stegun

(1965, eq 11.4.28 with = 2, = 0).
R
2 2
The integral I1 = 0 r dr J0 (pr)eq r is found by representing this integral in a 2D
plane (2r dr = d2 r) and going to Fourier space r k.
R 2
2 2
1
J0 (pr), where
I1 = d r F1 (r)F2 (r), where F1 (r) = eq r , F2 (r) = 2
R 2
R d2 k

r = |r|. We use the fact that d r F1 (r)F2 (r) = (2)2 F1 (k)F2 (k), where
k2

F1,2 (k) = d2 r eikr F1,2 (r) are the Fourier images. We have F1 (k) = q2 e 4q2
and using the Fourier transform result from above, we obtain F2 (k) = (kp)
.
p
Thus,
Z
1 p2
2 2
x dx J0 (px)eq x = 2 e 4q2
(16)
2q
0

3.3

Webers Second Integral

I2 =

Z
0

x dx Jn (ax)Jn (bx)eq

From Grafs addition theorem (13)

2 x2

Jn (x)Jn (y) =

R d
2

J0 (z)ein

R d
Jn (ax)Jn (bx) = 2
J0 (x a2 + b2 2ab cos )ein =

R d in R
q 2 x2
2
2
I2 = 2
e
= [use (16)] =
0 x dx J0 (x a + b 2ab cos )e
h

cos
d 1
exp a +b 2ab
in =
I2 = 2
2q 2
4q 2
(we substituted = /2)

1
e
2q 2

a2 +b2
4q 2

R d
2

exp i(i 2qab2 ) sin in + in 2

2 +b2

I2 = 2q12 e 4q2 Jn (i 2qab2 )in

We use the definition of the modified Bessel function
In (x) = in Jn (ix) = in Jn (ix)
=

Z
0

q 2 x2

x dx Jn (ax)Jn (bx)e

1 a2 +b2
ab
= 2 e 4q2 In
2q
2q 2

(17)

In particular, for a = b we have

Z
0

2 2
x dx Jn2 (ax)eq x

1 a2
a2
= 2 e 2q2 In
2q
2q 2

1
a2
= 2 n
2q
2q 2

where we introduced another function n whose properties are explored in

more detail below in Section 5.
6

3.4

Lipschitz Integral
R ax
e J

ax+ibx sin
d
1
d
I= 0
e
dx = 2
0 (bx) dx =
2 0
aib sin
Substitute z = ei , integration is now around the unit circle in the complex
z-plane:H
dz/(iz)
1 2H
dz
1 2H
dz
1
, where
= 2i
= 2i
I = 2
b
b
(zz
)(zz2 )
z 2 2a
z1
a 2b (z1/z)
1
b

1
z1,2 = b (a a2 + b2 ).
Note that z1 is outside the unit circle, z2 is inside. We use the residue
1
calculus and find I = 2b (z2 z
= a21+b2 .
1)

Z
0

4
4.1

eax J0 (bx) dx =

1
+ b2

(18)

a2

Asymptotics
Taylor series expansion

We will derive the expansion of Jn (x) in the vicinity of x = 0 using (4).

Expand
e

ix sin

X
(ei ei )m
xm (i sin )m
=
=
m!
m!
m=0
m=0

 m
x

We use the binomial expansion

m
X
(ei ei )m
(1)k ei[(mk)k]
=
m!
(m k)!k!
k=0

The integral over cuts out only the exponents with the correct argument:
Jn (x) =

X
m
X
d ix sin in
(1)k
x
e
=
n,m2k
2
(m k)!k! 2
m=0 k=0

 m

Let us assume n 0 (the formulas for n < 0 are obtained trivially using
equation 2). After substitution m = n + 2k instead of double summation we
have summation in k only:
Jn (x) =

(1)k
x
2
k=0 (n + k)!k!

 n+2k

(19)

4.2

Asymptotics for large x

Again, use (4). The phase = x sin n changes fast for large x, therefore
we should use the stationary phase integration method. The stationary phase
is at = 0 found from 0 () = x cos n = 0 = cos 0 = n/x  1,
we can use sin 0 1, 0 /2 and (0 ) x n/2. The second derivative
at 0 is 00 (0 ) = x sin 0 x. The contribution at 0 is a complex
conjugate. Thus, we extend integration over = 0 to infinite limits and
get
Z +

d
exp[i00 (0 ) 2 /2] + c.c.
2
Z +
d
exp[ix 2 /2] + c.c.
= exp[i(x n/2)]
2

Jn (x) exp[i(0 )]

Using gaussian integral

R 2 /(22 )
e
d
s

Jn (x)

2 with =

2
n
cos x

,
x
2
4


1/(ix), we find

(20)

Properties of n(x)

Introduce n (x) = ex In (x). First, some properties of In (x) = in Jn (ix) =

in Jn (ix) which are derived elementarily from the corresponding properties
of Jn :
x2 In00 = xIn0 + (x2 + n2 )In
1
In0 =
(In1 + In+1 )
2
x
nIn =
(In1 In+1 )
2
In = In
X
In (x)ein = ex cos
n

From here, it follows that 0n = ex (In0 In ). Some important properties of

n :
X

n (x) = 1 (follows from the sum of In above with = 0)

xX
(n1 n+1 ) = 0
2 n

nn (x) =

5.1

Taylor series

Let us derive Taylor series expansion of n . We can assume n 0 because

otherwise n = n . We start with (see equation 19)
x

(x)k
,
=
k!
k=0

In (x) =

X
l=0

 2l+n

1
x
l! (n + l)! 2

Multiplying, we get
x

e In (x) =

X
k=0 l=0

(2)k
x
k! l! (n + l)! 2

 2l+n+k

p=n

Ap

 p
x

The goal is to find a tractable expression for

Ap =


X
X

X


 k+l+m=p
k=0 l=0 m=0

(2)k
k! l! m!

ml=n

We use the polynomial expansion

p

(a + b + c) =

p!
ak b l c m
k! l! m!

k,l,m=0
k+l+m=p

Take a = 2, need to single out term bl cm such that m l = n. Take b = ei ,

c = ei , we get bl cm = ein which may be singled out by integration over
of this expression multiplied by ein :
d
1 Z 2
(2 + ei + ei )p ein
Ap =
p! 0
2
Let us simplify using 2+ei +ei = (2 sin 0 )2 , with 0 = /2. Integration
over 0 is from 0 to but may be extended to [0, 2] because of the symmetry
of the expression under the integral. After dropping the dash from 0 and
using 2 sin = i(ei ei ):
Ap =

1 Z 2 i
d
(e ei )2p e2in
p! 0
2
9

Use the binomial expansion:

i

i 2p

(e e

2p
X

(2p)! (1)2pj i(j2p+j)

e
j=0 j! (2p j)!

From this expansion, the integration over only extracts the term e2in ,
i.e., j = p n. Finally,
Ap =

(2p)! (1)p+n
p! (p n)! (p + n)!

and we have our final answer

(2k)! (1)n+k
x
n (x) =
2
k=n k! (k n)! (k + n)!

5.2

 k

(21)

Large x

We use (20) to find

s
n

n (x) = i Jn (ix)e

1
,
2x

Hankel functions

This is extra material which is used in completely different situations. In

plasma physics, Jn is usually used to describe the field of a plane wave seen
by an oscillating particle, using the expansion (3). On the other hand, Hankel
functions Hn(1,2) (x) are usually used to describe waves in a cylindrical system
(to which Jn may also have a limited applicability).

6.1

Cylindrical waves

We will heavily use notations from Subsection 3.1. Let us consider the
Helmholtz (wave) equation in 2D. From equation (15) we see that the func
tion (r) = in Jn (pr)ein in configuration r-space becomes (k)
= 2
(k
p
in
p)e in the wave vector k-space which satisfies the uniform Helmholtz equa
tion (k 2 + p2 )(k)
= 0 or (2 + p2 )(r) = 0. Notice that another way to

10

show this is that by separating variables and r we get the differential equation (9). Let us consider a Helmholtz equation with sources:
(2 + p2 )(r) = S(r)
or, in k-domain,

(k 2 + p2 )(k)
= S(k)
(the minus sign is for convenience).
The simplest source would be a -function in the origin, however, it is
cylindrically symmetric and can only generate the azimuthal harmonic with
n = 0. As a more general source, let us take, for example, a thin (-function)
source at distance a from origin, such as given by equation (14) (we switch
n n for later convenience), with Fourier image

S(k)
= 2in Jn (ka)ein = s(k)in ein
The solution in r-domain is
n

(r) = i

d2 k s(k)eikrin
(2)2 k 2 p2

The azimuthal dependence of the answer will be (r) = (r)ein , so it

is sufficient to find at, say, r = r
y with r > 0, i.e. (r) = (r
y )ein(/2) =
n
i (r
y ). Let us evaluate this integral in Cartesian coordinates kx , ky :
(r) =

d2 k s(k)eikrin Z + dkx
=
F (kx )
(2)2 k 2 p2
2

where F (kx ) is the result of integration over ky :

F (kx ) =

Z +

dky s(k)eiky rin

2 ky2 (p2 kx2 )

where k = kx2 + ky2 and = atan2(ky , kx ).

For the ease of integration in complex ky plane, we assume s(k) is an
arbitrary function that is analytic in the upper half-plane (=ky > 0) and also
not very big so that s(k)eiky r 0 at =ky +. For example, we may take
the above expression for a thin source with a 0 (a small source) so using
(19) s(k) 2(n!2n )1 (ak)n [1 + O(ak)] k n . Note that for a finite-size
11

source, s(k) = 2Jn (ka), at ky = iX, X + asymptotically becomes,

using k ky = iX:
s

s(k)

8
n
cos iXa

iXa
2
4


s
n

2 Xa
e
Xa

so the product s(k)eiky r eX(ar) 0 only when r > a (makes sense because
the free waves are outside the source).

6.2

Outward waves: Hn(1) (x)

To get an outward propagating wave solution, assume that p has a small

positive imaginary part, p p + i (i.e., the medium has a small absorption
which makes the inward wave infinite at r and therefore the outward
wave is the only one that we get). This gives us the rule for going around
the pole at k p. Since r > 0, we must close the integration contour
in the
q
2
upper plane, i.e., go counterclockwise around the pole at ky = p kx2 if
q

p > |kx | and the pole at ky = i kx2 p2 when p < |kx |. In both cases, we
can write
i s(p)eipr sin in
F (kx ) =
2
p sin
where
p cos = kx
p sin =

p2 kx2
q
i k 2 p2
x

when p > |kx | or |cos | < 1

when p < |kx | or |cos | > 1

i.e., p sin is the ky value at the pole. Changing the integration variable
dkx = p sin d we finally get
i Z d ipr sin in
(r) = s(p)
e
2 C 2
where the contour C is such that cos goes through the values {, 1, 0, 1, +}
and sin goes through the values {+i, 0, 1, 0, +i}. This corresponds to
a contour in going through points { i, , /2, 0, +i}. For convenience, usually a contour C1 is chosen which goes in the opposite direction.
We define (compare to (4)!)
Hn(1) (x)

=2

Z
C1

d ix sin in
e
,
2

C1 = {+i, 0, /2, , i}
12

(22)

Thus

i
(r) = s(p) Hn(1) (pr)ein
4
In particular, for a point source S(r) = (r) we have n = 0 and s(p) = 1 so
the outward Greens function of Helmholtz equation is
i (1)
G(r) = H0 (pr)
4

6.3

Inward waves: Hn(2) (x)

If we look for inward waves,qwe set p p i and the pole

q in the upper
2
2
half of ky -plane is at ky = p kx if p > |kx | and at ky = i kx2 p2 when
p < |kx |. We get the same expression for F (kx ) but now
p cos = kx
p sin =

when p > |kx | or |cos | < 1

when p < |kx | or |cos | > 1

p2 kx2
i kx2 p2

Using dkx = p sin d we get

(r) = s(p)

i Z d ipr sin in
e
2 C2 2

where the contour C2 is such that cos goes through the values {, 1, 0, 1, +}
and sin goes through the values {+i, 0, 1, 0, +i}. This corresponds
to a contour in going through points { i, , 3/2, 2, 2 + i}. We
define
Hn(2) (x) = 2

Z
C2

d ix sin in
e
,
2

C2 = { i, , 3/2, 2, 2 + i} (23)

and

i
(r) = s(p) Hn(2) (pr)ein
4
The inward Greens function is
i (2)
G(r) = H0 (pr)
4

13

6.4

General properties

Hn(1,2) (x) satisfy the same recursion relations (56) and the differential equation (9) as Jn (x) because they are defined through an integral similar to (4),
although the contours of integration are different. Let us consider the symmetry relations analogous to equation (2) in more detail. In (22) for n,
change variable to = ( = ). The contour C1 changes to C1
(by minus we mean oppositely directed):
(1)

Hn (x) = 2

Z
C1

d() ix sin()+inin
e
= ein Hn(1) (x)
2

which is also valid for non-integer n if we postulate the definition (22). For
integer n, ein = (1)n .
Changing the variable to = , and using sin = (sin ) , we get
(the contour C1 for becomes C2 for )
Hn(1) (x) = 2

Z
C2

d( ) ix sin +in  (2) 

e
= Hn (x )
2

In summary,
(1,2)

Hn(1,2) (x) = (1)n Hn (x) = Hn(2,1) (x )

(24)

There is no relation of symmetry when changing x x because for <x < 0

the defining integral (22,23) becomes infinite.
We notice that C1 + C2 = [0, 2] (the parts going over complex cancel,
also due to 2 periodicity). Thus,
Jn (x) =

Z 2
0


d ix sin in 1  (1)
e
=
Hn (x) + Hn(2) (x)
2
2

so Jn (x) = <Hn(1,2) (x) for real x. We may introduce Bessel functions of

second kind (Weber or Neumann functions) Yn (x) which are real for real x:
Hn(1) (x) = Jn (x) + iYn (x)
Hn(2) (x) = Jn (x) iYn (x)
But they are only useful as linearly independent from Jn (x) solutions of
Helmholtz equation (or Bessel equation) and dont have extra physical meaning compared to Hn(1,2) (x). Moreover, Yn (x) are infinite at x 0. This means
there is no Taylor expansion at x 0.
14

6.5

Asymptotics

We noted that there is no Taylor expansion of Hn(1,2) at x 0. However,

we may try to find the asymptotic expansion or at least the biggest term.
Because of the symmetries, it is sufficient to consider only Hn(1) and n 0.
For n = 0 we may use the Greens function at pr 0, i.e., take p = 0 in the
Helmholtz equation and compare to the Poisson equation Greens function
GPoisson (r) =

log(pr/2)
i (1)
log r
+ const =
+ const 2 H0 (pr)
2
2
4

(1)

from where H0 (x) i(2/) log(x/2) + const. We may neglect the constant
at very small x.
For n 1, write out (22) explicitly, while changing the integration variable so that = it on the interval [i, 0] and = it on the interval
[, i]:
Hn(1) (x)

1 Z ix sin in
i(1)n Z x sinh tnt
i Z x sinh t+nt
e
dt+
e
d
e
dt
=
0
0

The middle term is finite for x = 0 and thus does not contribute to the
infinite value. Regarding the last term we notice that for x, t > 0 we have
sinh t > t, ex sinh tnt < e(x+n)t and therefore
Z

ex sinh tnt dt <

1
1
< (finite)
x+n
n
h

In the first term, change the variable to u = x sinh t or t = log (u +

Z

x sinh t+nt

u2 + x2 )/x :

1 Z eu (u + u2 + x2 )n

dt = n
du
x 0
u2 + x2

We may set x = 0 in the integral because it is finite:

Z
0

x sinh t+nt

 n
1 Z eu (2u)n
x
dt n
du = (n 1)!
x 0
u
2

Collecting everything, we have for the biggest term

2
x
log
,
n=0

2 

Hn(1) (x)
(n 1)! x n

i
, n>0

 

 

15

(25)

As expected, it is purely imaginary because the real part (= Jn (x)) is finite.

Asymptotics of Hn(1,2) (x) at x is obtained in the same way as we
did for Jn (x) above in equation (20). This time, we have only one stationary phase point at 0 = arccos(n/x) /2 on contour C1 (or 0 =
2 arccos(n/x) 3/2 on contour C2 ). The value at large x is therefore
s

Hn(1,2) (x)

2
n
exp i x

x
2
4




(26)

which makes it obvious that they represent outward and inward propagating
waves. The non-oscillating contributions from intervals [+i, 0] and
[, i] contribute a smaller amount since eix sin in ex|| with
integral (from both intervals) 2/(x).

References
Abramowitz, M., and I. A. Stegun (1965), Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Dover.

16