Solutions of Bessels Differential Equation

Bessels Equation:

x2 y 00 + xy 0 + (x2 2 )y = 0, (1)

where is is any real number. Clearly x = 0 is a regular singular point. Let

ar xr+m , a0 6= 0.
X
y(x) = (2)
r=0

Substitution of (2) into (1) leads to

r+m
ar (r + m)xr+m +
X X
ar (r + m)(r + m 1)x +
r=0 r=0

ar xr+m+2 2 ar xr+m = 0.
X X
(3)
r=0 r=0

Equating the coefficient of xm [least power of x] leads to the indicial equation

m2 2 = 0. (4)

The exponents are m = and m = . Again equating the coefficients of xm+1 , xm+2 to
zero and simplifying, we arrive at the following equations:

a1 [(m + 1)2 2 ] = 0, (5)

a2 [(m + 2)2 2 ] = a0 . (6)

The coefficient of a1 becomes (2 + 1) when m = and (2 + 1) when m = . This,

in turn, implies that a1 = 0 for 6= 1/2 and a1 is arbitrary for = 21 . In the similar

manner, we may infer that

a0
a2 = , 6= 1. (7)
[(m + 2)2 2 ]

Note that the equation (6) is inconsistent for = 1 due to our assumption that a0 6= 0.
This suggests that the second linearly independent solution contains the logarithmic term
for the cases = 1. Equating the coefficient of xm+r , r 2 to zero and solving for ar ,we

have
ar2
ar = , r 2. (8)
[(r + m)2 2 ]

1
 r
This formula is valid for 6= . Now we consider the following three cases:
2
(i)Exponents are distinct and Difference of exponents is not an integer [i.e. 2 is not an

integer]
(ii)Exponents are equal [i.e. = 0]
(iii) Exponents are distinct and differ by an integer [i.e. 2 is a non-zero integer]

We find two linearly independent solutions of (1) in each of the above said cases.

Case (i): 2 is not an integer

Recall that a1 = 0 [see the discussion above (7)]. Equations (7)-(8) lead to

a0
a2 = , a3 = 0,
(m + 2)2 2
a0
a4 = (1)2 ,
[(m + 2) ][(m + 4)2 2 ]
2 2
a0
a5 = 0, a6 = (1)3 , (9)
[(m + 2) ][(m + 4)2 2 ][(m + 6)2 2 ]
2 2

Thus
(
m 1
y(x; m) = a0 x 1 x2 +
[(m + 2)2 2 ]
x4 x6

[(m + 2)2 2 ][(m + 4)2 2 ] [(m + 2)2 2 ][(m + 4)2 2 ][(m + 6)2 2 ]

+ . (10)

The general solution in this case is given by

y(x) = c1 y(x; ) + c2 y(x; ), (11)

where the linearly independent solutions y1 (x) = y(x; ) and y2 (x) = y(x; ) are given by

x2 x4
(

y1 (x) = y(x; ) = a0 x 1 + 2
4( + 1) 4 (2!)( + 1)( + 2)
x6
)
3 + , (12)
4 (3!)( + 1)( + 2)( + 3)

2
 x2 x4
(

y2 (x) = y(x; ) = a0 x 1 + 2
4( + 1) 4 (2!)( + 1)( + 2)
x6
)
3 + . (13)
4 (3!)( + 1)( + 2)( + 3)
1
The solution (12) of (1) with a0 = is called Bessel function of first kind of order
2 ( + 1)
and is denoted by J (x). Thus
 +2r
1 1 x
(1)r
X
J (x) = (14)
r=0 r! ( + r + 1) 2

and the general solution of (1) takes the form

y(x) = c1 J (x) + c2 J (x). (15)

Case (ii) = 0
With = 0 and a0 = 1, equation (10) becomes

x4 x6
( )
m 1 2
y(x; m) = x 1 x + + .
(m + 2)2 (m + 2)2 (m + 4)2 (m + 2)2 (m + 4)2 (m + 6)2
(16)
" #
y
Two linearly independent solutions of (1) are given by y(x; 0) and . Clearly y1 (x) =
m m=0
y(x; 0) = J0 (x). In view of the equation (16),

x2 x4
( )
y
= xm ln x 1 +
m (m + 2)2 (m + 2)2 (m + 4)2
( ! )
m 2 2 1 4
+x x + x . (17)
(m + 2)3 m (m + 2)2 (m + 4)2

We take m = 0 in (17) to get the second linearly independent solution y2 (x):

x2
" # ( )
y 3 4
y2 (x) = = J0 (x) ln x + x + . (18)
m m=0
4 128

Case (iii) 2 is a non-zero integer

Subcase (a) 2 is an odd integer
In this case smaller exponent gives both the linearly independent solutions of (1). Without

loss of generality, we assume now onwards that > 0. For the sake of illustration, we give
a detailed discussion when = 1/2. The smaller exponent is = 1/2. Equation (5) with

3
 = 1/2 leads to 0 a1 = 0. This, in turn, implies that a1 is arbitrary. In view of the
equation (8), we get ar for r = 3, 4, 5, in terms of the arbitray constants a0 and a1 as
a0 a1 a0 a1
a2 = , a3 = , a4 = , a5 = . (19)
2 6 24 120
Thus the general solution solution y of (1) is given by
x2 x4 x2 x4
! !
1/2 1/2
y(x) = a0 x 1 + + a1 x 1 + . (20)
2 24 6 120
It is easy to see that the general solution (20) can be written in terms of J1/2 (x) and J1/2 (x).
That is,

y(x) = c1 J1/2 (x) + c2 J1/2 (x) (21)

It may be noted that the constants a1 , a3 , a2k1 are all zero when 2 = 2k + 1, where k is
a nonnegative integer and the constant a2k+1 is arbitrary. Thus, for this case, a0 and a2k+1
are arbitrary constants. Further the general solution turns out to be a linear combination of

J (x) and J (x).

Subcase (b): 2 is an even integer
The larger exponent gives always one solution. Thus one of the solutions of (1) is y1 (x) =

J (x). The second linearly independent solution of (1) is

y2 (x) = u(x)J (x) (22)

where
Z
dx
u(x) = . (23)
xJ2 (x)
The formulae (22)-(23) are obtained by an application of the method of reduction of order.

Thus the general solution of (1) is

y(x) = c1 J (x) + c2 u(x)J(x) , (24)

where u(x) is as in (23).

Alternatively, one may find the second linearly independent solution of (1) using the
" #

formula {(m + )y(x; m)} . For the sake of illustration, we choose = 1 and
m m=

4
construct the second linearly indpendent solution of (1). Thus, we represent the second
solution of (1) when = 1 as a series containing the logarithmic term using the formula
h i

y2 (x) = m
((m + 1)y(x; m)) .
m=1

The equations (6)-(8) lead to, after using = 1, the following formulae for ai :

a0 a0
a1 = 0, a2 = , a4 = ,. (25)
(m + 3)(m + 1) (m + 1)(m + 3)2 (m + 5)

Thus
x2 x4
( )
m
y(x; m) = x 1 + . (26)
(m + 3)(m + 1) (m + 1)(m + 3)2 (m + 5)
Multiplying (26) by (m + 1), we obtain

x4
( )
m 1
(m + 1)y = x (m + 1) x2 + (27)
(m + 3) (m + 3)2 (m + 5)

Then, after simplification, the second linearly independent solution of (1) takes the form
" #

y2 (x) = ((m + 1)y(x; m))
m m=1
1 1 1 5
   
= x1 ln x x2 + x4 + x1 1 + x2 x4 + . (28)
2 16 4 64

The general solution of (1) is

y(x) = c1 J1 (x) + c2 y2 (x), (29)

where y2 (x) is given by (28).

Note 1:

If is not an integer, then the general solution of Bessels equation is given by

y(x) = c1 J (x) + c2 J (x),

where c1 and c2 are arbitrary constants.

Bessels function of second kind:

1
Y (x) := [J (x) cos J (x)] , is not an integer
sin()
Yp (x) := lim Y (x), p is an integer
p

5
Note 2:
The general solution of Bessels equation for all values of is

y(x) = c1 J (x) + c2 Y (x),

where c1 and c2 are arbitrary constants.

The Gamma Function:

Z
(x) = tx1 et dt, x > 0.
0

Properties of Gamma function:

(i)(1) = 1; (1/2) =

(ii)(x + 1) = x(x), x > 0

(iii)(n + 1) = n!, when n is a nonnegative integer

Gamma function for negative values of x :

Using the formula (ii),we can define Gamma function for negative values of x as follows.

(x + 1)
(x) = , 1 < x < 0
x
(x + 2)
(x) = , 2 < x < 0, x 6= 1
x(x + 1)

(x + k)
(x) = , x 6= 1, 2, k + 1
x(x + 1)(x + 2) (x + k 1)

It may be observed that (x) becomes infinite as x 0 or a negative integer.

1
Convention: (N )
= 0, N = 0, 1, 2,

THE END