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Bessel Functions of the First and Second Kind

Reading Problems
Outline
Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Denitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Modied Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Kelvins Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Hankel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Orthogonality of Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
Assigned Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1
Background
Bessel functions are named for Friedrich Wilhelm Bessel (1784 - 1846), however, Daniel
Bernoulli is generally credited with being the rst to introduce the concept of Bessels func-
tions in 1732. He used the function of zero order as a solution to the problem of an oscillating
chain suspended at one end. In 1764 Leonhard Euler employed Bessel functions of both zero
and integral orders in an analysis of vibrations of a stretched membrane, an investigation
which was further developed by Lord Rayleigh in 1878, where he demonstrated that Bessels
functions are particular cases of Laplaces functions.
Bessel, while receiving named credit for these functions, did not incorporate them into his
work as an astronomer until 1817. The Bessel function was the result of Bessels study of a
problem of Kepler for determining the motion of three bodies moving under mutual gravita-
tion. In 1824, he incorporated Bessel functions in a study of planetary perturbations where
the Bessel functions appear as coecients in a series expansion of the indirect perturbation
of a planet, that is the motion of the Sun caused by the perturbing body. It was likely
Lagranges work on elliptical orbits that rst suggested to Bessel to work on the Bessel
functions.
The notation J
z,n
was rst used by Hansen
9
(1843) and subsequently by Schlomilch
10
(1857)
and later modied to J
n
(2z) by Watson (1922).
Subsequent studies of Bessel functions included the works of Mathews
11
in 1895, A treatise
on Bessel functions and their applications to physics written in collaboration with Andrew
Gray. It was the rst major treatise on Bessel functions in English and covered topics such
as applications of Bessel functions to electricity, hydrodynamics and diraction. In 1922,
Watson rst published his comprehensive examination of Bessel functions A Treatise on
the Theory of Bessel Functions
12
.
9
Hansen, P.A. Ermittelung der absoluten Strungen in Ellipsen von beliebiger Excentricitt und Neigung,
I. Schriften der Sternwarte Seeberg. Gotha, 1843.
10
Schlmilch, O.X. Ueber die Besselschen Function. Z. fr Math. u. Phys. 2, 137-165, 1857.
11
George Ballard Mathews, A Treatise on Bessel Functions and Their Applications to Physics, 1895
12
G. N. Watson , A Treatise on the Theory of Bessel Functions, Cambridge University Press, 1922.
2
Denitions
1. Bessel Equation
The second order dierential equation given as
x
2
d
2
y
dx
2
+ x
dy
dx
+ (x
2

2
)y = 0
is known as Bessels equation. Where the solution to Bessels equation yields Bessel functions
of the rst and second kind as follows:
y = A J

(x) + B Y

(x)
where A and B are arbitrary constants. While Bessel functions are often presented in text
books and tables in the form of integer order, i.e. = 0, 1, 2, . . . , in fact they are dened
for all real values of < < .
2. Bessel Functions
a) First Kind: J

(x) in the solution to Bessels equation is referred to as a Bessel


function of the rst kind.
b) Second Kind: Y

(x) in the solution to Bessels equation is referred to as a


Bessel function of the second kind or sometimes the Weber function or the
Neumann function.
b) Third Kind: The Hankel function or Bessel function of the third kind can be
written as
H
(1)

(x) = J

(x) + iY

(x) x > 0
H
(2)

(x) = J

(x) iY

(x) x > 0
Because of the linear independence of the Bessel function of the rst and second
kind, the Hankel functions provide an alternative pair of solutions to the Bessel
dierential equation.
3
3. Modied Bessel Equation
By letting x = i x (where i =

1) in the Bessel equation we can obtain the modied


Bessel equation of order , given as
x
2
d
2
y
dx
2
+ x
dy
dx
(x
2
+
2
)y = 0
The solution to the modied Bessel equation yields modied Bessel functions of the rst and
second kind as follows:
y = C I

(x) + D K

(x) x > 0
4. Modied Bessel Functions
a) First Kind: I

(x) in the solution to the modied Bessels equation is referred


to as a modied Bessel function of the rst kind.
b) Second Kind: K

(x) in the solution to the modied Bessels equation is re-


ferred to as a modied Bessel function of the second kind or sometimes the
Weber function or the Neumann function.
5. Kelvins Functions
A more general form of Bessels modied equation can be written as
x
2
d
2
y
dx
2
+ x
dy
dx
(
2
x
2
+
2
)y = 0
where is an arbitrary constant and the solutions is now
y = C I

(x) + D K

(x)
If we let

2
= i where i =

1
4
and we note
I

(x) = i

(ix) = J

(i
3/2
x)
then the solution is written as
y = C J

(i
3/2
x) + DK

(i
1/2
x)
The Kelvin functions are obtained from the real and imaginary portions of this solution as
follows:
ber

= Re J

(i
3/2
x)
bei

= Im J

(i
3/2
x)
J

(i
3/2
x) = ber

x + i bei x
ker

= Re i

(i
1/2
x)
kei

= Im i

(i
1/2
x)
i

(i
1/2
x) = ker

x + i kei x
5
Theory
Bessel Functions
Bessels dierential equation, given as
x
2
d
2
y
dx
2
+ x
dy
dx
+ (x
2

2
)y = 0
is often encountered when solving boundary value problems, such as separable solutions
to Laplaces equation or the Helmholtz equation, especially when working in cylindrical or
spherical coordinates. The constant , determines the order of the Bessel functions found in
the solution to Bessels dierential equation and can take on any real numbered value. For
cylindrical problems the order of the Bessel function is an integer value ( = n) while for
spherical problems the order is of half integer value ( = n + 1/2).
Since Bessels dierential equation is a second-order equation, there must be two linearly
independent solutions. Typically the general solution is given as:
y = AJ

(x) + BY

(x)
where the special functions J

(x) and Y

(x) are:
1. Bessel functions of the rst kind, J

(x), which are nite at x = 0 for all real values


of
2. Bessel functions of the second kind, Y

(x), (also known as Weber or Neumann func-


tions) which are singular at x = 0
The Bessel function of the rst kind of order can be be determined using an innite power
series expansion as follows:
J

(x) =

k=0
(1)
k
(x/2)
+2k
k!( + k + 1)
=
1
(1 + )
_
x
2
_

_
1
(x/2)
2
1(1 + )
_
1
(x/2)
2
2(2 + )
_
1
(x/2)
2
3(3 + )
(1
___
6
0 2 4 6 8 10 12 14
x
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
J
n

J0
J1
J2
Figure 4.1: Plot of the Bessel Functions of the First Kind, Integer Order
or by noting that ( + k + 1) = ( + k)!, we can write
J

(x) =

k=0
(1)
k
(x/2)
+2k
k!( + k)!
Bessel Functions of the rst kind of order 0, 1, 2 are shown in Fig. 4.1.
The Bessel function of the second kind, Y

(x) is sometimes referred to as a Weber function


or a Neumann function (which can be denoted as N

(x)). It is related to the Bessel function


of the rst kind as follows:
Y

(x) =
J

(x) cos() J

(x)
sin()
where we take the limit n for integer values of .
For integer order , J

, J

are not linearly independent:


J

(x) = (1)

(x)
Y

(x) = (1)

(x)
7
in which case Y

is needed to provide the second linearly independent solution of Bessels


equation. In contrast, for non-integer orders, J

and J

are linearly independent and Y

is redundant.
The Bessel function of the second kind of order can be expressed in terms of the Bessel
function of the rst kind as follows:
Y

(x) =
2

(x)
_
ln
x
2
+
_

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

k=0
(1)
k1
__
1 +
1
2
+ +
1
k
_
+
_
1 +
1
2
+ +
1
k +
__
k!(k + )!
_
x
2
_
2k+
Bessel Functions of the second kind of order 0, 1, 2 are shown in Fig. 4.2.
0 2 4 6 8 10 12 14
x
-1.5
-1
-0.5
0
0.5
1
Y
n

Y0
Y1
Y2
Figure 4.2: Plot of the Bessel Functions of the Second Kind, Integer Order
8
Relations Satised by the Bessel Function
Recurrence Formulas
Bessel functions of higher order be expressed by Bessel functions of lower orders for all real
values of .
J
+1
(x) =
2
x
J

(x) J
1
(x) Y
+1
(x) =
2
x
Y

(x) Y
1
(x)
J

+1
(x) =
1
2
[J
1
(x) J
+1
(x)] Y

+1
(x) =
1
2
[Y
1
(x) Y
+1
(x)]
J

(x) = J
1
(x)

x
J

(x) Y

(x) = Y
1
(x)

x
Y

(x)
J

(x) =

x
J

(x) J
+1
(x) Y

(x) =

x
Y

(x) Y
+1
(x)
d
dx
[x

(x)] = x

J
1
(x)
d
dx
[x

(x)] = x

Y
1
(x)
d
dx
_
x

(x)

= x

J
+1
(x)
d
dx
_
x

(x)

= x

Y
+1
(x)
Integral Forms of Bessel Functions for Integer Orders n = 0, 1, 2, 3, . . .
First Kind
J
n
(x) =
1

_

0
cos(n xsin ) d =
1

_

0
cos(xsin n) d
J
0
(x) =
1

_

0
cos(xsin ) d =
1

_

0
cos(xcos ) d
J
1
(x) =
1

_

0
cos( xsin ) d =
1

_

0
cos(xsin ) d
=
1

_

0
cos sin(xcos ) d
9
from Bowman, pg. 57
J
0
(x) =
2

_
/2
0
cos(xsin ) d
=
2

_
/2
0
cos(xcos ) d
Second Kind for Integer Orders n = 0, 1, 2, 3, . . .
Y
n
(x) =
2(x/2)
n

_
1
2
n
_
_

1
cos(xt) dt
(t
2
1)
n+1/2
x > 0
Y
n
(x) =
1

_

0
sin(xsin n) d
1

_

0
_
e
nt
+ e
nt
cos(n)

exp(xsinh t) dt
x > 0
Y
0
(x) =
4

2
_
/2
0
cos(xcos )
_
+ ln(2xsin
2
)

d x > 0
Y
0
(x) =
2

_

0
cos(xcosh t) dt x > 0
Approximations
Polynomial Approximation of Bessel Functions
For x 2 one can use the following approximation based upon asymptotic expansions:
J
n
(x) =
_
2
x
_
1/2
[P
n
(x) cos u Q
n
(x) sin u]
where u x (2n + 1)

4
and the polynomials P
n
(x) and Q
n
(x) are given by
10
P
n
(x) = 1
(4n
2
1
2
)(4n
2
3
2
)
2 1(8x)
2
_
1
(4n
2
5
2
)(4n
2
7
2
)
4 3(8x)
2
_
1
(4n
2
9
2
)(4n
2
11
2
)
6 5(8x)
2
(1 )
__
and
Q
n
(x) =
4n
2
1
2
1!(8x)
_
1
(4n
2
3
2
)(4n
2
5
2
)
3 2(8x)
2
_
1
(4n
2
7
2
)(4n
2
9
2
)
5 4(8x)
2
_
(1 )
_
The general form of these terms can be written as
P
n
(x) =
(4n
2
(4k 3)
2
) (4n
2
(4k 1)
2
)
2k(2k 1)(8x)
2
k = 1, 2, 3 . . .
Q
n
(x) =
(4n
2
(4k 1)
2
) (4n
2
(4k + 1)
2
)
2k(2k + 1)(8x)
2
k = 1, 2, 3 . . .
For n = 0
sin u =
1

2
(sin x cos x)
cos u =
1

2
(sin x + cos x)
J
0
(x) =
1

x
[P
0
(x)(sin x + cos x) Q
0
(x)(sin x cos x)]
11
or
J
0
(x) =
_
2
x
_
1/2
_
P
0
(x) cos
_
x

4
_
Q
0
(x) sin
_
x

4
__
P
0
(x) = 1
1
2
3
2
2!(8x)
2
_
1
5
2
7
2
4 3(8x)
2
_
1
9
2
11
2
6 5(8x)
2
(1 )
__
Q
0
(x) =
1
2
8x
_
1
3
2
5
2
3 2(8x)
2
_
1
7
2
9
2
5 4(8x)
2
(1 )
__
For n = 1
sin u =
1

2
(sin x + cos x)
cos u =
1

2
(sin x cos x)
J
1
(x) =
1

x
[P
1
(x)(sin x cos x) Q
1
(x)(sin x + cos x)]
or
J
1
(x) =
_
2
x
_
1/2
_
P
1
(x) cos
_
x
3
4
_
Q
1
(x) sin
_
x
3
4
__
P
1
(x) = 1 +
3 5
2 1(8x)
2
_
1
21 45
4 3(8x)
2
_
1
77 117
6 5(8x)
2
(1 )
__
Q
1
(x) =
3
8x
_
1
35
2 1(8x)
2
_
1
45 77
5 4(8x)
2
(1 )
__
12
Asymptotic Approximation of Bessel Functions
Large Values of x
Y
0
(x) =
_
2
x
_
1/2
[P
0
(x) sin(x /4) + Q
0
(x) cos(x /4)]
Y
1
(x) =
_
2
x
_
1/2
[P
1
(x) sin(x 3/4) + Q
1
(x) cos(x 3/4)]
where the polynomials have been dened earlier.
Power Series Expansion of Bessel Functions
First Kind, Positive Order
J

(x) =

k=0
(1)
k
(x/2)
+2k
k!( + k + 1)
=
1
(1 + )
_
x
2
_

_
1
(x/2)
2
1(1 + )
_
1
(x/2)
2
2(2 + )
_
1
(x/2)
2
3(3 + )
(1
___
The General Term can be written as
Z
k
=
Y
k(k + )
k = 1, 2, 3, . . .
Y = (x/2)
2
where
B
0
= 1
B + 1 = Z
1
B
0
B
2
= Z
2
B
1
.
.
.
B
k
= Z
k
B
k1
13
The approximation can be written as
J

(x) =
(x/2)

(1 +
U

k=0
B
k
First Kind, Negative Order
J

(x) =

k=0
(1)
k
(x/2)
2k
k!(k + 1 )
=
1
(1 )
_
x
2
_

_
1
(x/2)
2
1(1 )
_
1
(x/2)
2
2(2 )
_
1
(x/2)
2
3(3 )
(1
___
The General Term can be written as
Z
k
=
Y
k(k )
k = 1, 2, 3, . . .
Y = (x/2)
2
where
B
0
= 1
B + 1 = Z
1
B
0
B
2
= Z
2
B
1
.
.
.
B
k
= Z
k
B
k1
The approximation can be written as
J

(x) =
(x/2)

(1 )
U

k=0
B
k
where U is some arbitrary value for the upper limit of the summation.
14
Second Kind, Positive Order
Y

(x) =
J

(x) cos J

(x)
sin
, = 0, 1, 2, . . .
Roots of Bessel Functions
First Kind, Order Zero, J
0
(x) = 0
This equation has an innite set of positive roots
x
1
< x
2
< x
3
. . . < x
n
< x
n+1
. . .
Note: x
n+1
x
n
as n
The roots of J
0
(x) can be computed approximately by Stokess approximation which was
developed for large n
x
n
=

4
_
1 +
2

2

62
3
4
+
15116
15
6

12554474
105
8
+
8368654292
315
10
. . .
_
with = (4n 1).
An approximation for small n is
x
n
=

4
_
1 +
2

2

62
3
4
+
7558
15
6
_
First Kind, Order One, J
1
(x) = 0
This equation has an innite set of positive, non-zero roots
x
1
< x
2
< x
3
< . . . x
n
< x
n+1
< . . .
15
Note: x
n+1
x
n
as n
These roots can also be computed using Stokes approximation which was developed for large
n.
x
n
=

4
_
1 +
6

2
+
6

4

4716
5
6
+
3902418
35
8

895167324
35
10
+ . . .
_
with = (4n + 1).
An approximation for small n is
x
n
=

4
_
1
6

2
+
6

4

4716
10
6
_
The roots of the transcendental equation
x
n
J
1
(x
n
) BJ
0
(x
n
) = 0
with 0 B < are innite in number and they can be computed accurately and
eciently using the Newton-Raphson method. Thus the (i + 1)th iteration is given by
x
i+1
n
= x
i
n

x
i
n
J
1
(x
i
n
) BJ
0
(x
i
n
)
x
i
n
J
0
(x
i
n
) + BJ
1
(x
i
n
)
Accurate polynomial approximations of the Bessel functions J
0
() and J
1
() may be em-
ployed. To accelerate the convergence of the Newton-Raphson method, the rst value for
the (n + 1)th root can be related to the converged value of the nth root plus .
Aside:
Fisher-Yovanovich modied the Stokes approximation for roots of J
0
(x) = 0 and J
1
(x) =
0. It is based on taking the arithmetic average of the rst three and four term expressions
For Bi roots are solutions of J
0
(x) = 0

n,
=

4
_
1 +
2

2

6
2
3
4
+
15116
30
6
_
16
with = (4n 1).
For Bi 0 roots are solutions of J
1
(x) = 0

n,0
=

4
_
1
6

2
+
6

4

4716
10
6
_
with = (4n + 1).
Potential Applications
1. problems involving electric elds, vibrations, heat conduction, optical diraction plus
others involving cylindrical or spherical symmetry
2. transient heat conduction in a thin wall
3. steady heat ow in a circular cylinder of nite length
17
Modied Bessel Functions
Bessels equation and its solution is valid for complex arguments of x. Through a simple
change of variable in Bessels equation, from x to ix (where i =

1), we obtain the


modied Bessels equation as follows:
x
2
d
2
y
dx
2
+ x
dy
dx
+ ((ix)
2

2
)y = 0
or equivalently
x
2
d
2
y
dx
2
+ x
dy
dx
(x
2
+
2
)y = 0
The last equation is the so-called modied Bessel equation of order . Its solution is
y = AJ

(ix) + BY

(ix) x > 0
or
y = CI

(x) + DK

(x) x > 0
and I

(x) and K

(x) are the modied Bessel functions of the rst and second kind of order
.
Unlike the ordinary Bessel functions, which are oscillating, I

(x) and K

(x) are exponen-


tially growing and decaying functions as shown in Figs. 4.3 and 4.4.
It should be noted that the modied Bessel function of the First Kind of order 0 has a value
of 1 at x = 0 while for all other orders of > 0 the value of the modied Bessel function
is 0 at x = 0. The modied Bessel function of the Second Kind diverges for all orders at
x = 0.
18
0 0.5 1 1.5 2 2.5 3
x
0.5
1
1.5
2
2.5
I

I0
I1
I2
Figure 4.3: Plot of the Modied Bessel Functions of the First Kind, Integer Order
0 0.5 1 1.5 2 2.5 3
x
0.5
1
1.5
2
2.5
K

K0
K1
K2
Figure 4.4: Plot of the Modied Bessel Functions of the Second Kind, Integer Order
19
Relations Satised by the Modied Bessel Function
Recurrence Formulas
Bessel functions of higher order can be expressed by Bessel functions of lower orders for all
real values of .
I
+1
(x) = I
1
(x)
2
x
I

(x) K
+1
(x) = K
1
(x) +
2
x
K

(x)
I

(x) =
1
2
[I
1
(x) + I
+1
(x)] K

(x) =
1
2
[K
1
(x) + K
+1
(x)]
I

(x) = I
1
(x)

x
I

(x) K

(x) = K
1
(x)

x
K

(x)
I

(x) =

x
I

(x) + I
+1
(x) K

(x) =

x
K

(x) K
+1
(x)
d
dx
[x

(x)] = x

I
1
(x)
d
dx
[x

(x)] = x

K
1
(x)
d
dx
_
x

(x)

= x

I
+1
(x)
d
dx
_
x

(x)

= x

K
+1
(x)
Integral Forms of Modied Bessel Functions for Integer Orders n = 0, 1, 2, 3, . . .
First Kind
I
n
(x) =
1

_

0
cos(n) exp(xcos ) d
I
0
(x) =
1

_

0
exp(xcos ) d
I
1
(x) =
1

_

0
cos() exp(xcos ) d
20
Alternate Integral Representation of I
0
(x) and I
1
(x)
I
0
(x) =
1

_

0
cosh(xcos ) d
I
1
(x) =
dI
0
(x)
dx
=
1

_

0
sinh(xcos ) cos d
Second Kind
Note: These are also valid for non-integer values of K
v
(x).
K
n
(x) =

(x/2)
n

_
n +
1
2
_
_

0
sinh
2n
t exp(xcosh t) dt x > 0
K
n
(x) =
_

0
cosh(nt) exp(xcosh t) dt x > 0
K
0
(x) =
_

0
exp(xcosh t) dt x > 0
K
1
(x) =
_

0
cosh t exp(xcosh t) dt x > 0
21
Approximations
Asymptotic Approximation of Modied Bessel Functions
for Large Values of x
I
n
(x) =
e
x

2x
_
1
4n
2
1
2
1(8x)
_
1
(4n
2
3
2
)
2(8x)
_
1
(4n
2
5
2
)
3(8x)
(1 . . . )
___
I
0
(x) =
e
x

2x
_
1 +
1
8x
_
1 +
9
2(8x)
_
1 +
25
3(8x)
(1 + . . . )
___
I
1
(x) =
e
x

2x
_
1
3
8x
_
1 +
5
2(8x)
_
1 +
21
3(8x)
(1 + . . . )
___
The general term can be written as

4n
2
(2k 1)
2
k(8x)
Power Series Expansion of Modied Bessel Functions
First Kind, Positive Order
I

(x) =

k=0
(x/2)
+2k
k!( + k + 1)
=
1
(1 + )
_
x
2
_

_
1 +
(x/2)
2
1(1 + )
_
1 +
(x/2)
2
2(2 + )
_
1 +
(x/2)
2
3(3 + )
(1 +
___
The General Term can be written as
Z
k
=
Y
k(k + )
k = 1, 2, 3, . . .
Y = (x/2)
2
22
where
B
0
= 1
B + 1 = Z
1
B
0
B
2
= Z
2
B
1
.
.
.
B
k
= Z
k
B
k1
The approximation can be written as
I

(x) =
(x/2)

(1 + )
U

k=0
B
k
where U is some arbitrary value for the upper limit of the summation.
First Kind, Negative Order
I

(x) =

k=0
(x/2)
2k
k!(k + 1 )
=
1
(1 )
_
x
2
_

_
1 +
(x/2)
2
1(1 )
_
1 +
(x/2)
2
2(2 )
_
1 +
(x/2)
2
3(3 )
(1 +
___
The General Term can be written as
Z
k
=
Y
k(k )
k = 1, 2, 3, . . .
Y = (x/2)
2
23
where
B
0
= 1
B + 1 = Z
1
B
0
B
2
= Z
2
B
1
.
.
.
B
k
= Z
k
B
k1
The approximation can be written as
I

(x) =
(x/2)

(1 )
U

k=0
B
k
where U is some arbitrary value for the upper limit of the summation.
Second Kind, Positive Order
K

(x) =
[I

(x) I

(x)]
2 sin
Alternate Forms of Power Series Expansion for Modied Bessel Functions
First Kind
I
n
(x) =
z
n
n!
_
1 +
z
2
1(n + 1)
_
1 +
z
2
2(n + 2)
_
1 +
z
2
3(n + 3)
_
1 +
z
2
4(n + 4)
(1 + . . . )
____
I
0
(x) = 1 + z
2
_
1 +
z
2
2 2
_
1 +
z
2
3 3
_
1 +
z
2
4 4
_
1 +
z
2
5 5
(1 + . . . )
____
I
1
(x) = z
_
1 +
z
2
1 2
_
1 +
z
2
2 3
_
1 +
z
2
3 4
_
1 +
z
2
4 5
(1 + . . . )
____
24
Second Kind
When n is a positive integer
K
n
(x) =
_

2x
_
1/2
e
x
_
1 +
(4n
2
1
2
)
1(8x)
_
1 +
(4n
2
3
2
)
2(8x)
_
1 +
(4n
2
5
2
)
3(8x)
(1 + . . . )
___
K
0
(x) =
_

2x
_
1/2
e
x
_
1
1
8x
_
1
9
2(8x)
_
1
25
3(8x)
___
K
1
(x) =
_

2x
_
1/2
e
x
_
1 +
3
8x
_
1
5
2(8x)
_
1
21
3(8x)
___
Series expansions based upon the trapezoidal rule applied to certain forms of the integral
representation of the Bessel functions can be developed for any desired accuracy. Several
expansions are given below.
For x 12, 8 decimal place accuracy is obtained by
15J
0
(x) = cos x + 2
7

j=1
cos(xcos j/15)
15J
1
(x) = sin x + 2
7

j=1
sin(xcos j/15) cos(j/15)
For x 20, 8 decimal place accuracy is obtained by
15I
0
(x) = cosh x + 2
7

j=1
cosh(xcos j/15)
15I
1
(x) = sinh x + 2
7

j=1
sinh(xcos j/15) cos(j/15)
25
For x 0.1, 8 decimal place accuracy is obtained by
4K
0
(x) = e
x
+ e
xcosh 6
+ 2
11

j=1
exp[xcosh(j/2)]
4K
1
(x) = e
x
+ cosh 6e
xcosh 6
+ 2
11

j=1
exp[xcosh(j/2) cosh(j/2)]
Potential Applications
1. displacement of a vibrating membrane
2. heat conduction in an annular n of rectangular cross section attached to a circular
base
26
Kelvins Functions
Consider the dierential equation
x
2
d
2
y
dx
2
+ x
dy
dx
(ik
2
x
2
+ n
2
)y = 0 i =

1
This is of the form of Bessels modied equation
x
2
d
2
y
dx
2
+ x
dy
dx
(
2
x
2
+ n
2
)y = 0 i =

1
with
2
= ik
2
. Since the general solution of Bessels modied equation is
y = AI
n
(x) + BK
n
(x)
the general solution of the given equation can be expressed as
y = AI
n
(

i kx) + BK
n
(

i kx)
Also, since
I
n
(x) = i
n
J
n
(ix) i
n
I
n
(x) = J
n
(ix)
we may take the independent solutions of the given equation as
y = AJ
n
(i
3/2
kx) + BK
n
(i
1/2
kx)
when x is real, J
n
(i
3/2
x) and K
n
(i
1/2
x) are not necessarily real. We obtain real functions
27
by the following denitions:
ber
n
= Re J
n
(i
3/2
x)
bei
n
= Im J
n
(i
3/2
x)
J
n
(i
3/2
x) = ber
n
x + i bei x
ker
n
= Re i
n
K
n
(i
1/2
x)
kei
n
= Im i
n
K
n
(i
1/2
x)
i
n
K
n
(i
1/2
x) = ker
n
x + i kei x
It is, however, customary to omit the subscript from the latter denitions when the order n
is zero and to write simply
J
0
(i
3/2
x) = ber x + i bei x
K
0
(i
1/2
x) = ker x + i kei x
The complex function ber x + i bei x is often expressed in terms of its modulus and its
amplitude:
ber x + i bei x = M
0
(x)e
i
0
(x)
where
M
0
(x) = [(ber x)
2
+ (bei x)
2
]
1/2
,
0
= arc tan
bei x
ber x
Similarly we can write
ber
n
x + i ber
n
x = M
n
(x)e
in(x)
where
28
M
n
(x) = [(ber
n
x)
2
+ (bei
n
x)
2
]
1/2
,
n
= arc tan
bei
n
x
ber
n
x
Kelvins Functions ber x and bei x
The equation for I
0
(t) is
t
2
d
2
y
dt
2
+ t
dy
dt
t
2
y = 0
Set t = x

i and the equation becomes


x
2
d
2
y
dx
2
+ x
dy
dx
i x
2
y = 0
with the solutions I
0
(x

i) and K
0
(x

i). The ber and bei functions are dened as follows.


Since
I
0
(t) = 1 +
_
t
2
_
2
+
(t/2)
2
(2!)
2
+
(t/2)
6
(3!)
2
+
we have real and imaginary parts in
I
0
(x

i) =
_
1
(x/2)
4
(2!)
2
+
(x/2)
8
(4!)
2

_
+i
_
(x/2)
2

(x/2)
6
(3!)
2
+
(x/2)
10
(5!)
2

_
= ber x + i bei x
Equating real and imaginary parts we have
ber x = 1
(x/2)
4
(2!)
2
+
(x/2)
8
(4!)
2

bei x = (x/2)
2

(x/2)
6
(3!)
2
+
(x/2)
10
(5!)
2

29
Both ber x and bei x are real for real x, and it can be seen that both series are absolutely
convergent for all values of x. Among the more obvious properties are
ber 0 = 1 bei 0 = 0
and
_
x
0
x ber x dx = x bei

x,
_
x
0
x bei x dx = x ber

x
In a similar manner the functions ker x and kei x are dened to be respectively the real
and imaginary parts of the complex function K
0
(x

i), namely
ker x + i kei x = K
0
(x

i)
From the denition of K
0
(x) we can see that
ker x = [ln(x/2) + ] ber x +

4
bei x +

r=1
(1)
r
(x/2)
4r
[(2r)!]
2
(2r)
and
kei x = [ln(x/2) + ] bei x

4
ber x +

r=1
(1)
r
(x/2)
4r+2
[(2r + 1)!]
2
(2r + 1)
where
(r) =
r

s=1
1
s
30
Potential Applications
1. calculation of the current distribution within a cylindrical conductor
2. electrodynamics of a conducting cylinder
31
Hankel Functions
We can dene two new linearly dependent functions
H
(1)
n
(x) = J
n
(x) + iY
n
(x) x > 0
H
(2)
n
(x) = J
n
(x) iY
n
(x) x > 0
which are obviously solutions of Bessels equation and therefore the general solution can be
written as
y = AH
(1)
n
(x) + BH
(2)
n
(x)
where A and B are arbitrary constants. The functions H
(1)
n
(x) and H
(2)
n
(x) are called
Hankels Bessel functions of the third kind. Both are, of course, innite at x = 0, their
usefulness is connected with their behavior for large values of x.
Since Hankel functions are linear combinations of J
n
and Y
n
, they satisfy the same recurrence
relationships.
32
Orthogonality of Bessel Functions
Let u = J
n
(x) and v = J
n
(x) with = be two solutions of the Bessel equations
x
2
u

+ xu

+ (
2
x
2
n
2
)u = 0
and
x
2
v

+ xv

+ (
2
x
2
n
2
)v = 0
where the primes denote dierentiation with respect to x.
Multiplying the rst equation by v and the second by u, and subtracting, we obtain
x
2
(vu

uv

) + x(vu

uv

) = (
2

2
)x
2
uv
Division by x gives
x(vu

uv

) + (vu

uv

) = (
2

2
)xuv
or
d
dx
[x(vu

uv

)] = (
2

2
)xuv
Then by integration and omitting the constant of integration we have
(
2

2
)
_
xuv dx = x(vu

uv

)
or making the substitutions for u, u

, v and v

we have
(
2

2
)
_
xJ
n
(x) J
n
(x) dx = x[J
n
(x) J

n
(x) J
n
(x) J

n
(x)]
33
This integral is the so-called Lommel integral. The right hand side vanishes at the lower
limit zero. It also vanishes at some arbitrary upper limit, say x = b, provided
J
n
(b) = 0 = J
n
(b)
or
J

n
(b) = 0 = J

n
(b)
In the rst case this means that b and b are two roots of J
n
(x) = 0, and in the second
case it means that b and b are two roots of J

n
(x) = 0. In either case we have the
following orthogonality property
_
b
a
xJ
n
(x)J
n
(x) dx = 0
This property is useful in Bessel-Fourier expansions of some arbitrary function f(x) over
the nite interval 0 x b. Further the functions J
n
(x) and J
n
(x) are said to be
orthogonal in the interval 0 x b with respect to the weight function x.
As , it can be shown by the use of LHopitals rule that
_
x
0
xJ
2
n
(x) dx =
x
2
2
_
_
J

n
(x)

2
+
_
1
n
2
(x)
2
_
[J
n
(x)]
2
_
where
J

n
(x) =
dJ
n
(r)
dr
with r = x
34
Assigned Problems
Problem Set for Bessel Equations and Functions
1. By means of power series, asymptotic expansions, polynomial approximations or Ta-
bles, compute to 6 decimal places the following Bessel functions:
a) J
0
(x) e) Y
0
(x)
b) J
1
(y) f) Y
1
(y)
c) I
0
(z) g) K
0
(z)
d) I
1
(z) h) K
1
(z)
given
x = 3.83171
y = 2.40482
z = 1.75755
2. Compute to 6 decimal places the rst six roots x
n
of the transcendental equation
x J
1
(x) B J
0
(x) = 0 B 0
when B = 0.1, 1.0, 10, and 100.
3. Compute to 4 decimal places the coecients A
n
(n = 1, 2, 3, 4, 5, 6) given
A
n
=
2B
(x
2
n
+ B
2
) J
0
(x
n
)
for B = 0.1, 1.0, 10, and 100. The x
n
are the roots found in Problem 2.
35
4. Compute to 4 decimal places the coecients B
n
(n = 1, 2, 3, 4) given
B
n
=
2A
n
J
1
(x
n
)
x
n
for B = 0.1, 1.0, 10, and 100. The x
n
are the roots found in Problem 2 and the
A
n
are the coecients found in Problem 3.
5. The n eciency of a longitudinal n of convex parabolic prole is given as
=
1

I
2/3
(4

/3)
I
2/3
(4

/3)
Compute for = 3.178.
6. The n eciency of a longitudinal n of triangular prole is given by
=
1

I
1
(2

)
I
0
(2

)
Compute for = 0.5, 1.0, 2.0, 3.0, and 4.0.
7. The n eciency of a radial n of rectangular prole is given by
=
2
x(1
2
)
_
I
1
(x)K
1
(x) K
1
(x)I
1
(x)
I
0
(x)K
1
(x) + I
1
(x)K
0
(x)
_
Compute the eciency for x = 2.24, x = 0.894.
Ans: = 0.537
8. Show that
i) J

0
(x) = J
1
(x)
ii)
d
dx
[xJ
1
(x)] = xJ
0
(x)
36
9. Given the function
f(x) = xJ
1
(x) B J
0
(x) with B = constant 0
determine f

, f

, and f

. Reduce all expressions to functions of J


0
(x), J
1
(x) and
B only.
10. Show that
i)
_
x
2
J
0
(x) dx = x
2
J
1
(x) + xJ
0
(x)
_
J
0
(x) dx
ii)
_
x
3
J
0
(x) dx = x(x
2
4) J
1
(x) + 2x
2
J
0
(x)
11. Show that
i)
_
1
0
xJ
0
(x) dx =
1

J
1
()
ii)
_
1
0
x
3
J
0
(x) dx =

2
4

3
J
1
() +
2

2
J
0
()
12. If is any root of the equation J
0
(x) = 0, show that
i)
_
1
0
J
1
(x) dx =
1

ii)
_

0
J
1
(x) dx = 1
13. If (> 0) is a root of the equation J
1
(x) = 0 show that
_
1
0
xJ
0
(x) dx = 0
37
14. Given the Fourier-Bessel expansion of f(x) of zero order over the interval 0 x 1
f(x) = A
1
J
0
(
1
x) + A
2
J
0
(
2
x) + A
3
J
0
(
3
x) + . . .
where
n
are the roots of the equation J
0
(x) = 0. Determine the coecients A
n
when f(x) = 1 x
2
.
15. Show that over the interval 0 x 1
x = 2

n=1
J
1
(
n
)

n
J
2
(
n
)
where
n
are the positive roots of J
1
(x) = 0.
16. Obtain the solution to the following second order ordinary dierential equations:
i) y

+ xy = 0
ii) y

+ 4x
2
y = 0
iii) y

+ e
2x
y = 0 Hint: let u = e
x
iv) xy

+ y

+ k
2
y = 0 k > 0
v) x
2
y

+ x
2
y

+
1
4
y = 0
vi) y

+
1
x
y

_
1 +
4
x
2
_
y = 0
vii) xy

+ 2y

+ xy = 0
17. Obtain the solution for the following problem:
xy

+ y

m
2
by = 0 0 x b, m > 0
with
y(0) = and y(b) = y
0
38
18. Obtain the solution for the following problem:
x
2
y

+ 2xy

m
2
xy = 0 0 x b, m > 0
with
y(0) = and y(b) = y
0
19. Show that
I
3/2
(x) =
_
2
x
_
1/2
_
cosh x
sinh x
x
_
I
3/2
(x) =
_
2
x
_
1/2
_
sinh x
cosh x
x
_
39
Selected References
1. Abramowitz, M. and Stegun, I.A., Handbook of Mathematical Functions, Dover,
New York, 1965.
2. Bowman, F., Introduction to Bessel Functions, Dover New York, 1958.
3. Gray A, Mathews, G. B. and MacRobert, T. M., A Treatise on Bessel Functions,
Basingstoke MacMillan, 1953.
4. Luke, Y. L., Integrals of Bessel Functions, McGraw-Hill, New York, 1962.
5. Magnus W, Oberhettinger, F. and Soni, R. P. Formulas and Theorems for the
Special Functions of Mathematical Physics, Springer, Berlin, 1966.
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