LOVELY PROFESSIONAL UNIVERSITY

PHAGWARA (PUNJAB)
TERM PAPER
SUB: - PARTIAL DIFFERENTTIAL EQUATION AND LINEAR
PROGRAMMING
COURSE: - B-TECH MECHANICAL ENGG. (LEET-09)
TOPIC:-BESSELS DIFFERENTIAL EQUATIONS, LEGENDRES
POLYNOMIAL, RODRIGUES FORMULA AND GENERATING
FUNCTION
SUBMITTED TO; SUBMITTED BY;
Mr. VINAY SIR OMKAR KUMAR JHA
(MECHANICAL ENGG.) RH-4901-A12
10902923
INTRODUCTION
BESSELS DIFFERENTIAL EQUATION
Bessel functions, first defined by the mathematician Daniel Bernoulli and
generalized by Friedrich Bessel, are canonical solutions y(x) of Bessel's differential
equation:
The differential equation is 0 ) (
2 2 2
+ + y n x y x y x
.. (1)
On an interval 0 < x < b is called
Bessel's differential equation of order
n
.
Many physical problems involving vibrations or heat conduction in cylindrical regions give rise
to this equation:
Substituting;

... ..........
2
2
1
1 0
+ + +
+ + m m m
x a x a x a y

Equation (1) takes in the form after putting the y in:
....... } ] ) 2 [( { } ) 1 {( ) (
2
0
2 2
2
1 2 2
1
2 2
0
+ + + + + +
+ + m m m
x a n m a x n m a x n m a
Equating to 0 the
coefficient of
m
x , we obtain the equation 0
2 2
n m (as
0
0
a
) where
n m
or
n
0 ........
7 5 3 1
a a a a
And
2 2
0
2
) 2 ( n m
a
a
+

,
2 2
2
4
) 4 ( n m
a
a
+

etc.
These gives

,
_

+ +
+
+
.. ..........
] ) 4 ][( ) 2 [(
1
) 2 (
1
1
4
2 2 2 2
2
2 2
0
x
n m n m
x
n m
x a y
m
For
n m
, we get

,
_

+ + +

+ +
+
+
...
) 3 )( 2 )( 1 ( ! 3 . 4
1
) 2 )( 1 ( ! 2 . 4
1
) 1 ( 4
1
1
6
3
4
2
2
0 1
x
n n n
x
n n
x
n
x a y
n
.(2)
And for
n m
we have

,
_

+ + +

+ +
+
+


...
) 3 )( 2 )( 1 ( ! 3 . 4
1
) 2 )( 1 ( ! 2 . 4
1
) 1 ( 4
1
1
6
3
4
2
2
0 2
x
n n n
x
n n
x
n
x a y
n
..(3)
BESSELS FUNCTION SUMMARY

Case I
When n is not integral or zero, the complete solution of (1) is
2 2 1 1
y c y c y +
If we take
) 1 ( 2
1
0
+

n
a
n
, then the solution given by (2) is called the Bessels function of the
first kind of order n and is denoted by
) (x J
n . Thus

'

+
,
_

+

,
_

+
+
,
_

,
_

.......
2 ) 4 ( ! 3
1
2 ) 3 ( ! 2
1
2 ) 2 ( ! 1
1
) 1 (
1
2
) (
6 4 2
x
n
x
n
x
n n
x
x J
n
n
i.e
) 1 ( !
1
2
) 1 ( ) (
0
2
+ +

,
_

+
r n r
x
x J
r
r n
r
n
and corresponding to (3), we have
) 1 ( !
1
2
) 1 ( ) (
0
2
+ +

,
_

r n r
x
x J
r
r n
r
n
Which is called Bessels function of the first kind of order
n
Hence complete solution of the Bessels equation (1) may represented in the form
) ( ) ( x BJ x AJ y
n n
+
Section I.1 Applications of Bessel function
Bessel's equation arises when finding separable solutions to Laplace's equation and the
Helmholtz equation in cylindrical or spherical coordinates. Bessel functions are therefore
especially important for many problems of wave propagation and static potentials. In solving
problems in cylindrical coordinate systems, one obtains Bessel functions of integer order ( = n);
in spherical problems, one obtains half-integer orders ( = n + ). For example:
Electromagnetic waves in a cylindrical waveguide
Heat conduction in a cylindrical object
Modes of vibration of a thin circular (or annular) artificial membrane (such as a drum or
other membranophone)
Diffusion problems on a lattice
Solutions to the radial Schrdinger equation (in spherical and cylindrical coordinates) for a
free particle
Solving for patterns of acoustical radiation
Bessel functions also have useful properties for other problems, such as signal processing (e.g.,
FM synthesis, Kaiser Window, or Bessel filter).
LEGENDRES POLYNOMIALS
Legendres equation is having importance in mathematics and it is another differential equation
used particularly in boundary value problems for spheres .
Let,
0 ) 1 ( 2 ) 1 (
2
2
2
+ + y n n
dx
dy
x
dx
y d
x ---------- (1)
Here n is a real number. But in most applications only integral values of n are required.
Substituting;
) 0 ...( ..........
0
2
2
1
1 0
+ + +
+ +
a x a x a x a y
m m m
(1) takes in the form
) 1 )( 2 ( [ .. .......... ) 1 ( ) 1 )( (
2
1
1
2
+ + + + + + + +
+

r m r m a mx m a x m m a
r
m m
o

0 ....... ] )} 1 ( ) 1 )( {( + + + + +
+r m
r
x a n n r m r m
Equating to zero the co-efficient of the lower power of x , I.e. of
2 m
x , we get
0 ) 1 (
0
m m a
m=0, 1
Equating to zero the co-efficient of
1 m
x and
r m
x
+

We get
0 ) 1 (
1
+ m m a
------------ (2)
0 )} 1 ( ) 1 )( {( ) 2 )( 1 (
2
+ + + + + + + +
+ r r
a n n r m r m r m r m a
------------ (3)
When m=0, (2) is satisfied and therefore ,
0
1
a
. Then (3) gives, taking r=0, 1, 2, .. in
turn,
0 2
! 2
) 1 (
a
n n
a
+

1 3
! 3
) 2 )( 1 (
a
n n
a
+

0 2 4
! 4
) 3 )( 1 )( 2 (
3 . 4
) 3 )( 2 (
a
n n n n
a
n n
a
+ +

+

1 3 5
! 5
) 4 )( 2 )( 3 )( 1 (
4 . 5
) 4 )( 3 (
a
n n n n
a
n n
a
+ +

+
etc.
Hence for m=0, there are two independent solution of (1) exists;

'

+ +
+
+
.. ..........
! 4
) 3 )( 1 ( ) 2 (
! 2
) 1 (
1
4 2
0 1
x
n n n n
x
n n
a y
------------ (4)

'

+ +
+
+
.. ..........
! 5
) 4 )( 2 )( 1 )( 3 (
! 3
) 1 )( 1 (
5 3
1 2
x
n n n n
x
n n
x a y
--------
---- (5)
When m=1 (2) shows that
0
1
a
.therefore ,(3) gives
0 ........
7 5 3
a a a
0 2
! 3
) 2 )( 1 (
a
n n
a
+

0 4
! 5
) 4 )( 2 )( 1 )( 3 (
a
n n n n
a
+ +
etc.
Thus for m=1 we get solution (5) again. Hence
2 1
y y y +
is the solution of (1).
If n is a positive even integer, the series (4) terminates at the term in
n
x and
1
y becomes a
polynomial .similarly if n is an odd integer, (5) becomes a polynomial of degree n. thus
whenever n is a positive integer, the general solution of (1) consists of a polynomial solution and
an infinite series solution.
There polynomial solutions, with 0
a
and
1
a
so chosen that the value of polynomial is 1 for
x=1, are called legengres polynomials of order n and are denoted by
) (x p
n .
Another way to identify the polynomial is as follows:
Let us consider a Solution to the Laplace equation in 3 - dimensional space:
0 U -------- (1)
And
0
1
r r
U

where
0
0
r

--------- (2)
Let us introduce the spherical coordinate system. The z-axis is along 0
r

.
In this system the axial symmetric Laplace equation looks as follows:

U
r r
U
r
r r
) sin(
) sin(
1 1 1
2
2
2
------------ (3)
Solution (2) is
2
1
1
z rx
U
+

And cos X
So Equation (3) becomes
0 ) 1 (
1 1
2
2
2
2

x
U
x
x r r
U
r
r r
For (r<1) the function U(r, x) can be presented by a power series:

0
) (
k
n
n
x P r U

) (x P
n are polynomials. They are called Legendres polynomials.
RODRIGUES FORMULA AND GENERATING FUNCTION
It is to be prove that
n
n
n
n
n
x
dx
d
n
x p ) 1 (
2 !
1
) (
2
----------- (1)
Let
n
x v ) 1 (
2
. Then
1 2
1
) 1 ( 2


n
x nx
dx
dv
v
i.e. 0 2 ) 1 (
1
2
+ nxv v x ------------ (2)
Differentiating (2), (n+1) times by leibnitzs theorem,
0 ] ) 1 ( [ 2 ) 2 ( ) 1 (
! 2
1
) 2 )( 1 ( ) 1 (
1 1 2
2
+ + + + + + +
+ + + n n n n n
v n xv n v n n v x n v x
Or 0 ) 1 (
) (
2
) (
) 1 (
2
2
2
+ +
n
n n
v n n
dx
v d
x
dx
v d
x which is lignedres equation and n
cv
is its
solution .also its finite series solution is
) (x P
n .
n
n
n
n n
x
dx
d
c cv x P ) 1 ( ) (
2

Here to find the constant c , put x=3 in (3) , then we have
1
} ) 1 ( ) 1 {( 1

1
]
1

+
x
n n
n
n
x x
dx
d
c
1 x
power] its and 1) - (x containing term ) 1 ( ! [

+ +
n
x n c
n
n c 2 ! , i.e.
n
n
c
2 !
1

Substituting this value of c in (3) ,we get (1),which is known as the rodrigue,s formula.
Generating function for
) (x p
n
To show that
). ( ) 2 1 (
2
1
2
x p t xt
o n
n
n

....... ..........
! 3
2
5
.
2
3
.
2
1
! 2
2
3
.
2
1
2
1
1 ) 1 (
3 2
2
1
+ + + +

z z z z
.. ..........
2 ) ! 3 (
! 6
2 ) ! 2 (
! 4
2 ) ! 1 (
! 2
1
3
6 2
2
4 2 2 2
+ + + + z z z
......... ) 2 (
2 ) ! 3 (
! 6
) 2 (
2 ) ! 2 (
! 4
) 2 (
2 ) ! 1 (
! 2
1 )] 2 ( 1 [
3 3
6 2
2 2
4 2 2 2
2
1
+ + + +

t x t t x t t x t t x t

....... ) 2 (
2 ) ! (
)! 2 (
. .......... ) 2 (
2 ] )! [(
)! 2 2 (
2 2 2 2 2
+ + +

n n
n
r n r n
r n
t x t
n
n
t x t
r n
r n

..(1)
Collecting all term in
n
t which will occure in the term containing
n n
t x t ) 2 ( and the preceding
terms , we see that terms in
n
t

N
r
n
n
n r n
n
r
t x p t x
r n r n r
r n
0
2
) ( .
)! 2 ( )! ( ! 2
)! 2 2 ( ) 1 (
Where
n N
2
1

or
) 1 (
2
1
n
according as n is even or odd.
Hence (1) may be written as
). ( )] 2 ( 1 [
2
1
x p t t x t
o n
n
n

This shows that
) (x p
n is the coefficient of
n
t in the expansion of
2
1
) 2 1 (
2

+ t xt
That is why, it is known as the generating function of legendres polynomials.
REFRENCES
A. www.efunda.com/math/ bessel /bessel .cfm
B. www. mathworld.wolfram.com/ Bessel Differential Equation .html
C. www.ucl.ac.uk/~ucahhwi/MATH7402/handout9.pdf
D. www.mathworks.com/help/techdoc/ref/ bessel j.html
E. www.haptics.lcsr.jhu.edu/wiki/images/0/0c/646 rodrigues -marayong.pdf
F. A text book of higher engineering mathematics (40 edition)-b.s grewal