4.

4 Bessel’s equation and Bessel functions of the first kind

The differential equation
𝑑2𝑦 𝑑𝑦
𝑥2 2
+𝑥 + (𝑥 2 − 𝑉 2 )𝑦 = 0 … … … … … … … … … … … … … … … … … … … … … (4.10)
𝑑𝑥 𝑑𝑥
is called Bessel equation of the first order V with V ≥ 0. V is a real constant.
The following is the so-called Frobenius Solution (or Method of Frobenius) to the above Bessel's
equation: Define a Frobenius Series
∞

𝑦 = ∑(𝑎𝑟 𝑥 𝑐+𝑟 ) … … … … … … … … … … … … … … … … … … … … … … … … … … … … (4.11)

𝑟=0

where 𝑎𝑟 and c are unknown constants to be determined.

To substitute Eqn 4.11 in Eqn 4.10, first determine the derivatives as follows:
∞
𝑑𝑦
= ∑ 𝑎𝑟 (𝑐 + 𝑟)𝑥 𝑐+𝑟−1 … … … … … … … … … … … … … … … … … … … … … … … … … … (4.12)
𝑑𝑥
𝑟=0
∞
𝑑2𝑦
= ∑ 𝑎𝑟 (𝑐 + 𝑟)(𝑐 + 𝑟 − 1)𝑥 𝑐+𝑟−2 … … … … … … … … … … … … … … … … … … … … . . (4.13)
𝑑𝑥 2
𝑟=0

Substituting Eqns (4.11, 4.12, 4.13) into 4.10 gives

∞ ∞ ∞
2 𝑐+𝑟−2 𝑐+𝑟−1
𝑥 ∑ 𝑎𝑟 (𝑐 + 𝑟)(𝑐 + 𝑟 − 1)𝑥 + 𝑥 ∑ 𝑎𝑟 (𝑐 + 𝑟)𝑥 + 𝑥 ∑ 𝑎𝑟 𝑥 𝑐+𝑟
2

𝑟=0 𝑟=0 𝑟=0

∞

− 𝑉 2 ∑ 𝑎𝑟 𝑥 𝑐+𝑟 =0
𝑟=0

Simplifying gives,
∞ ∞ ∞ ∞
𝑐+𝑟 𝑐+𝑟 𝑐+𝑟+2
∑ 𝑎𝑟 (𝑐 + 𝑟 − 1)(𝑐 + 𝑟)𝑥 + 𝑥 ∑ 𝑎𝑟 (𝑐 + 𝑟)𝑥 + ∑ 𝑎𝑟 𝑥 − ∑ 𝑎𝑟 𝑉 2 𝑥 𝑐+𝑟 =0
𝑟=0 𝑟=0 𝑟=0 𝑟=0

Re-writing as follows:
∞ ∞ ∞

∑ 𝑎𝑟 (𝑐 + 𝑟)2 𝑥 𝑐+𝑟 + ∑ 𝑎𝑟 𝑥 𝑐+𝑟+2 − ∑ 𝑎𝑟 𝑉 2 𝑥 𝑐+𝑟 =0

𝑟=0 𝑟=0 𝑟=0
∞ ∞

∑ 𝑎𝑟 {(𝑐 + 𝑟)2 − 𝑉 2 }𝑥 𝑐+𝑟 + ∑ 𝑎𝑟 𝑥 𝑐+𝑟+2 = 0

𝑟=0 𝑟=0
Applying sums from r = 0 to r = 1 to the 1st term gives,
∞ ∞

𝑎𝑜 (𝑐 2 −𝑉 2 )𝑥 𝑐 2
+ 𝑎1 {(𝑐 + 1) − 𝑉 2 }𝑥 𝑐+1 2
+ ∑ 𝑎𝑟 {(𝑐 + 𝑟) − 𝑉 2 }𝑥 𝑐+𝑟
+ ∑ 𝑎𝑟−2 𝑥 𝑐+𝑟 = 0
𝑟=2 𝑟=2

Equating coefficients of equal power of x.

Taking coefficients of 𝑥 𝑐 :
𝑎𝑜 (𝑐 2 − 𝑉 2 ) = 0
Assume 𝑎𝑜 ≠ 0,
𝑡ℎ𝑒𝑛 𝑐 2 − 𝑉 2 = 0
This equation has two solutions:
𝑐 = 𝑉 𝑎𝑛𝑑 𝐶 = −𝑉
Case 1: take the solution c = V
Substituting this solution into the Equating coefficients of 𝑥 𝑐+1 , we get
𝑎1 ((𝑐 + 1)2 − 𝑉 2 )
But 𝑐 = 𝑉
𝑎1 ((𝑉 + 1)2 − 𝑉 2 ) = 0
𝑎1 (2𝑉 + 1) = 0
Since V ≥ 0, this equation implies that 𝑎1 = 0.
Equating ] the coefficients of 𝑥 𝑐+𝑟 we obtain the recurrent relation:
𝑎𝑟 {(𝑐 + 𝑟)2 − 𝑉 2 } + 𝑎𝑟−2 = 0
But c = V, so that
𝑎𝑟 ((𝑉 + 𝑟)2 − 𝑉 2 ) + 𝑎𝑟−2 = 0
𝑎𝑟 (2𝑉𝑟 + 𝑟 2 ) + 𝑎𝑟−2 = 0
𝑎𝑟 𝑟(2𝑉 + 𝑟) + 𝑎𝑟−2 = 0, 𝑓𝑜𝑟 𝑟 = 2,3,4 …. … … … … … … … … … … . (4.14)
Eqn 4.15 can be re-expressed as,
−1
𝑎𝑟 = 𝑎 … … … … … … … … … … … … … … … … … … … … … … … … … … … … … (4.15)
𝑟(2𝑉 + 𝑟) 𝑟−2
Now substitute for different r values:
Recall, it was found that for
𝑟 = 0: 𝑎𝑜 ≠ 0
𝑟 = 1: 𝑎1 = 0
Next will be
−1 −𝑎𝑜
𝑟 = 2: 𝑎2 = 𝑎0 = 2
2. (2𝑉 + 2) 2 (𝑉 + 1)
−1
𝑟 = 3: 𝑎3 = 𝑎 =0
3(2𝑉 + 3) 1
−1 −1 −1 𝑎𝑜
𝑟 = 4: 𝑎4 = 𝑎2 = . 𝑎0 = 4
4(2𝑉 + 4) 4(2𝑉 + 4) 2. (2𝑉 + 2) 2 × 2! (𝑉 + 1)(𝑉 + 2)
−1
𝑟 = 5: 𝑎5 = 𝑎 =0
5(2𝑉 + 5) 3
−1 −1 −1 −1
𝑟 = 6: 𝑎6 = 𝑎4 = . . 𝑎
6(2𝑉 + 6) 6(2𝑉 + 6) 4(2𝑉 + 4) 2. (2𝑉 + 2) 0
Since 𝑎1 = 0, the recurrence relation (Eqn 4.16) above gives
𝑎3 = 0, 𝑎5 = 0, …. (𝑜𝑑𝑑 𝑣𝑎𝑙𝑢𝑒𝑠)
In general, 𝑎𝑟 = 0, with r being odd positive integers.
For even numbers of r = 2, 4, 6, …………
−𝑎𝑜
𝑎2 =
22 (𝑉
+ 1)
𝑎𝑜
𝑎4 =
24 × 2! (𝑉 + 1)(𝑉 + 2)
−𝑎𝑜
𝑎6 =
26 × 3! (𝑉 + 1)(𝑉 + 2)(𝑉 + 3)
(−1)𝑟/2 𝑎𝑜
𝑎𝑟 = 𝑟 𝑟 … … … … … … … … … … … … … … … … … … … … . (4.16)
2 × 2! (𝑉 + 1)(𝑉 + 2) … … (𝑉 + 𝑟2)

To show Eqn 4.16:

Starting from Eqn 4.15,
For even numbers r = 2s
Substituting into Eqn 4.15 gives,
−1
𝑎𝑟 = 𝑎
2𝑠(2𝑉 + 2𝑠) 2𝑠−2
 −1
= 𝑎
22 𝑠(𝑉+ 𝑠) 2𝑠−2
−1 −1
= . 𝑎
22 𝑠(𝑉 + 𝑠) 22 𝑠(𝑠 − 1)(𝑠 + 𝑉 − 1) 2𝑠−4
𝑎2𝑠−4
=
22 𝑠(𝑠 − 1)(𝑠 + 𝑉)(𝑠 + 𝑉 − 1)
= ⋯ … … … … … … ….
(−1)𝑠 𝑎𝑜
=
22𝑠 [𝑠(𝑠 − 1) … ][(𝑠 + 𝑉)(𝑠 + 𝑉 − 1) … (𝑉 + 1)]
Substituting for s with 𝑠 = 𝑟/2 gives,
(−1)𝑟/2 𝑎𝑜
𝑎𝑟 = … … … … … … … … … … … … … … … … … … … … (4.17)
2𝑟 × 𝑟2! (𝑉 + 1)(𝑉 + 2) … … (𝑉 + 𝑟2)

This (Eqn 4.17) gives us one solution of the Bessel’s equation of order V i.e
∞
(−1)𝑟/2 𝑥 𝑐+𝑉
𝑦1 (𝑥) = 𝑎𝑜 ∑
2𝑟 × 𝑟2! (𝑉 + 1)(𝑉 + 2) … … (𝑉 + 𝑟2)
𝑟=0

Or
𝑥2 𝑥4
𝑦1 (𝑥) = 𝑎𝑜 𝑥 𝑉 {1 − + −⋯} ………………………(4.18)
22 (𝑉 + 1) 22 × 2! (𝑉 + 1)(𝑉 + 2)
Case 2
Similarly when c = -V, we obtain second solution 𝑦2 (𝑥).

𝑉
𝑥2 𝑥4 ………………………(4.19)
𝑦2 (𝑥) = 𝑎𝑜 𝑥 {1 + 2 + −⋯}
2 (𝑉 − 1) 22 × 2! (𝑉 − 1)(𝑉 − 2)
This is valid provided V is not a positive integer. The complete solution is
𝑦 = 𝐴𝑦1 + 𝐵𝑦2
with the two arbitrary constants A and .
 Bessel’s Functions, Jn(x)
The Bessel’s equation (Eqn 4.10) has the solution y1 for c = v = n (where n is a positive integer),
Eqn 4.18
𝑛
𝑥2 𝑥4
𝑦1 (𝑥) = 𝑎𝑜 𝑥 {1 − 2 + −⋯}
2 (𝑛 + 1) 22 × 2! (𝑛 + 1)(𝑛 + 2)

Where 𝑎𝑜 is arbitrary constant.

1
If 𝑎𝑜 =
2𝑛 √(𝑛+1)
The above solution is called Bessel function denoted by Jn(x),
1 𝑥2 𝑥4
𝐽𝑛 (𝑥) = 𝑥 𝑛 {1 − + −⋯}
2𝑛 √(𝑛 + 1) 22 (𝑛 + 1) 22 × 2! (𝑛 + 1)(𝑛 + 2)

𝑥 𝑛 1 𝑥2 𝑥4
𝐽𝑛 (𝑥) = ( ) { − + −⋯}
2 √(𝑛 + 1) 22 1! √(𝑛 + 2) 24 × 2! √(𝑛 + 3)

If n = 1
𝑥 𝑥3 𝑥5
𝐽1 (𝑥) = − 2 + 2 2 − ⋯
2 2 .4 2 .4 .6

Similarly y2 for c = - v = -n

𝑥 −𝑛 1 𝑥2 𝑥4
𝐽−𝑛 (𝑥) = ( ) { − + −⋯}
2 √(1 − 𝑛) 22 1! √(2 − 𝑛) 24 × 2! √(3 − 𝑛)
The two solution 𝐽𝑛 (𝑥)𝑎𝑛𝑑 𝐽−𝑛 (𝑥) are dependent on each other. Furthermore the series of 𝐽𝑛 (𝑥)
is
𝑥 𝑛 1 1 𝑥 2 1 𝑥 4
𝐽𝑛 (𝑥) = ( ) { − ( ) + ( ) −⋯}
2 𝑛! (𝑛 + 1)! 2 2! (𝑛 + 2)! 2
For this we obtain two commonly used functions
1 𝑥 2 1 𝑥 4 1 𝑥 6
𝐽0 (𝑥) = 1 − ( ) + ( ) − ( ) + …
(1!)2 2 (2!)2 2 (3!)2 2
𝑥 1 𝑥 2 1 𝑥 4
𝐽1 (𝑥) = {1 − ( ) + ( ) +⋯}
2 (1!)(2!) 2 (2!)(3!) 2
Graphs of Bessel functions 𝐽𝑜 (𝑥)𝑎𝑛𝑑 𝐽1 (𝑥); both functions are oscillatory with a varying period
and a decreasing amplitude
Note that the J0 and J1 are similar to cos x and sin x, respectively.