Example.

Solution of the Bessel

equation with v = 0

August 18, 2006

Solve the Bessel eqution

x2 y 00 + xy 0 + x2 y = 0 (1)
x0 = 0

0.0.1 Step 1.
x = 0 is the singular point. Let y (x) be the solution of di¤erential equation
(??) expanded in the generalized power series of x 1:
1
X
y (x) = x an xn : (2)
n=0

0.0.2 Step 2.
1
X
xy 0 (x) = x (n + ) an xn (3)
n=0
1
X
x2 y 00 (x) = x (n + ) (n + 1) an xn (4)
n=0

0.0.3 Step 3.

1
X
x (n + ) (n + 1) an xn + (5)
n=0
1
X 1
X
+x (n + ) an xn + x2 x an xn = 0
n=0 n=0

1
X 1
X 1
X
x2 an xn = an xn+2 = an 2x
n

n=0 n=0 n=2

1
 1
X
(n + ) (n + 1) an xn + (6)
n=0
1
X 1
X
n n
+ (n + ) an x + an 2x =0
n=0 n=2

( ( 1) + ) a0 + ((1 + ) + (1 + )) a1 +
X1
n
+ (((n + ) (n + 1) + (n + )) an + an 2) x = 0; a0 6= 0:
n=2
2
a0 = 0; a0 6= 0
2
(1 + ) a1 = 0

((n + ) (n + 1) + (n + )) an + an 2 = 0; (7)
2
(n + ) an + an 2 = 0; (8)
n = 2; 3; :::
Characteristic equation is:
2
=0
, Solution is : f = 0g ; f = 0g
=0:
2
(1 + ) a1 = a1 = 0 ! a2k +1 = 0; k = 0; 1; 2; :::

1
an = an 2 ;
n2
n = 2; 3; :::; a0 6= 0:
n = 2k :
1
a2k = a2(k 1) ;
4k 2
k = 1; 2; 3; :::; a0 6= 0:
1 1 1 1 1
a2k = 4k2 a2(k 1) = 4k2 4(k 1)2
a2(k 2) = 4k2 4(k 1)2
1
4(k 2)2
a2(k 3) = ::: =
1 1 1 1 1 1
= 4k2 4(k 1)2 4(k 2)2
::: 4(k l)2 4 22 4 12 a0 =
( 1)k
= a
22k (k!)2 0
; k = 1; 2; :::; a0 6= 0:

k
( 1)
a2k = 2 a0 ; k = 0; 1; 2; :::; a0 6= 0; (9)
22k (k!)
a2k+1 = 0; k = 0; 1; 2; :::

2
0.0.4 First partial solution.
The …rst partial solution y1 (x) of equation (1) is:
1
X 1
X 1
X k
( 1) x2k
y1 (x) = a2k x2k + a2k+1 x2k+1 = a0 2 (10)
k=0 k=0 k=0
22k (k!)

0.0.5 Second partial solution.

1 = 2 = 0; 1 2 =02Z
The second partial solution y2 (x) of equation (1) is:
1
X
y2 (x) = y1 (x) A ln x + bn xn (11)
n=0

Step 1.
1
1 X
y20 (x) = y10 (x) A ln x + y1 (x) A + nbn xn 1
x n=0
1
X
xy20 (x) = xy10 (x) A ln x + y1 (x) A + nbn xn
n=0

X 1
1 1
y200 (x) = y100 (x) A ln x + 2y10 (x) A y1 (x) A + n (n 1) bn xn 2
x x2 n=0
1
X
x2 y200 (x) = x2 y100 (x) A ln x + 2y10 (x) Ax y1 (x) A + n (n 1) bn xn
n=0

Step 2. x2 y200 + xy20 + x2 y = !

1
X
= x2 y100 (x) A ln x + 2y10 (x) Ax y1 (x) A + n (n 1) bn x n
+
1
! n=0
X
+ xy10 (x) A ln x + y1 (x) A + nbn xn +
1
!
n=0
X
+ x2 y1 (x) A ln x + bn 2x
n
=0
n=2
x2 y100 (x) A ln x + xy10 (x) A ln x + x2 y1 (x) A ln x + 2y10 (x) Ax y1 (x) A +
1
X
n (n 1) bn xn + y1 (x) A+
n=2
1
X 1
X
+ nbn xn + bn 2x
n
=0
n=1 n=2

3
 1
X
x2 y100 (x) + xy10 (x) + x2 y1 (x) A ln x+2y10 (x) Ax+b1 x+ ((n (n 1) + n) bn + bn 2) x
n
=
n=2
0
1
X
2xy10 (x) A + b1 x + n2 bn + bn 2 xn = 0 (12)
n=2

1
!0 1 1
X ( 1)k x2k
X ( 1)k x2k
0 X ( 1)k 2kx2k 1
y10 (x) = 22k (k!)2
= 22k (k!)2
= 22k (k!)2
k=0 k=0 k=0
1
X ( 1)k 2kx2k
xy10 (x) = 22k (k!)2
k=0
1
X 1
X
( 1)k 2kx2k
2A 22k (k!)2
+ b1 x + n2 bn + bn 2 xn = 0
k=0 n=2
X1 1
X 1
X
2 n 2 2k 2
n bn + bn 2 x = (2k) b2k + b2k 2 x + (2k + 1) b2k+1 + b2k 1 x2k+1
n=2 k=1 k=1
X1 1
X 1
X
( 1)k 2kx2k 2 2k 2
2A 22k (k!)2
+b1 x+ (2k) b2k + b2k 2 x + (2k + 1) b2k+1 + b2k 1 x2k+1 =
k=0 k=1 k=1
0
1
X 1
X
( 1)k 2k 2 2
2A 22k (k!)2
+ (2k) b2k + b2k 2 x2k +b1 x+ (2k + 1) b2k+1 + b2k 1 x2k+1 =
k=1 k=1
0

b1 = 0
2
(2k + 1) b2k+1 + b2k 1 = 0; k = 1; 2; :::
!
k
( 1) 2k 2
2A 2 + (2k) b2k + b2k 2 = 0; k = 1; 2; :::; :
22k (k!)

b1 = 0 ! b2k +1 = 0; k = 0; 1; 2; :::
!
k
1 ( 1)
b2k = 2 b2k 2 2A 2 ; k = 1; 2; :::; : (13)
(2k) 2k 22k (k!)

If A = 0; then bn = an ab00 ; so y2 (x) and y1 (x) are linear dependent. Therefore

A 6= 0:
k = 1 : b2 = 212 b0 2A 2 22 (1!) 1
2 = b202+A
1 1 1 1 1 b0 +A
k = 2 : b4 = b 2A
(2 2)2 2 2 2 24 (2!)2
= 2 4 b2 A 27 = 24 22
A 1 3 2b0 3A
27 = 64 b0 128 A = 27
A=1
:::

4
 1
!
X k
( 1) x2k b0 + 1 2 2b0 3 4
y2 (x) = 2 ln x + b0 + x + x + ::: (14)
22k (k!) 22 27
k=0

0.0.6 General solution.

The general solution y (x) of equation (1) is:

1 1
! !
X k
( 1) x2k X k
( 1) x2k b0 + 1 2 2b0 3 4
y (x) = C1 2 +C2 2 ln x + b0 + x + x + :::
22k (k!) 22k (k!) 22 27
k=0 k=0
(15)