A linear second order homogeneous differential equation is of the

form
where are the functions of x (may be complex
valued) real or complex.
( ) ( ) ( ) ( )
0 1 2
0 1 a x y a x y a x y
'' '
+ + =
( ) ( ) ( )
0 1 2
, , a x a x a x
The function is not identically zero, but may vanish at
certain points.
( )
0
a x
The points where are called Ordinary Points
( )
0
0 a x =
( ) ( ) 0 = +
'
+
' '
y x Q y x P y
Dividing the equation (1) by we get
( )
0
a x
The points where are called Singular Points.
( )
0
0 a x =
A singular point x = a is called regular singular point or
regular singularity if ( ) ( ) ( ) ( ) x Q a x x P a x
2
and
have derivatives of all orders in the neighbourhood of a.
We note the following theorems for the solutions of the equation:
( ) ( ) ( ) ( )
0 1 2
0 1 a x y a x y a x y
'' '
+ + =
Theorem 1. When x = a is an ordinary point of (1), its every
solution can be expressed in the form
( ) ( ) ( )
2
0 1 2
....... 2 y c c x a c x a = + + +
Theorem 2. When x = a is a regular singular point of (1), at
least one solution can be expressed in the form
( ) ( ) ( )
{ }
( )
2
0 1 2
........... 3
m
y x a c c x a c x a = + + +
Theorem 3. The series (2) and (3) are uniformly convergent at
every point within the circle of convergence at a.
This series is known as Frobenius series.
Solve the equation
( ) 1 0 = +
'
+
' '
y y x y
in the neighbourhood of x = 0.
Since x = 0 is an ordinary point, we take
2
0 1 2
....... y c c x c x = + + +
Differentiating (2), we get
2
1 2 3
2 3 ....... y c c x c x
'
= + +
1
0
n
n
n
nc x

=
=

( )
0
2
n
n
n
c x

=
=

and
2
2 3 4
2 3 2 4 3 ....... y c c x c x
''
= + +
( )( ) ( )
2
0
2 1 4
n
n
n
y n n c x

+
=
''
= + +

Substitute (2), (3) and (4) in (1)

( ) ( )
1
0
1 3
n
n
n
y n c x

+
=
'
= +

2
0
( 1)
n
n
n
n n c x

=
=

or
( )( ) ( )
2 1
0 0 0
2 1 1 0
n n n
n n n
n n n
n n c x x n c x c x

+ +
= = =
+ + + + + =

( )( ) ( )
1
2 1
0 0 0
2 1 1 0
n n n
n n n
n n n
n n c x n c x c x

+
+ +
= = =
+ + + + + =

or ( )( )
2
0 1 0
2 1 0
n n n
n n n
n n n
n n c x nc x c x

+
= = =
+ + + + =

or ( )( ) ( )
2 0 2
1
2 2 1 1 0
n
n n
n
c c n n c n c x

+
=
+ + + + + + = (

This holds for all values of x if, and only if

( )( ) ( )
2 0
2
2 0
2 1 1 0 1, 2, 3, 4,.........
n n
c c
n n c n c n
+
+ =
+ + + + = =
or
2 0 2
1 1
and for 1, 2, 3, 4,.........
2 2
n n
c c c c n
n
+
= = =
+
2 0
4 0
6 0
1
2
1
4 2
1
6 4 2
c c
c c
c c
=
=

=

3 1
5 1
7 1
1
3
1
5 3
1
7 5 3
c c
c c
c c
=
=

=

and so on.
Using these values in (2), we get
2 3 4 5
0 1 0 1 0 1
1 1 1 1
.........
2 3 4 2 5 3
y c c x c x c x c x c x = + + +

2 4 6
0
3 5 5
1
1 1 1
1 .........
2 4 2 6 4 2
1 1 1
.........
3 5 3 7 5 3
y c x x x
c x x x x
| |
= + +
|

\ .
| |
+ + +
|

\ .
This the general solution of (1) with c
0
and c
1
as arbitrary
constants.
To solve the differential equation

when x = a is a regular singularity, that is

and

have derivatives of all orders, at least one solution can be in
the form of the Frobenius series
( ) ( ) ( )
0 1 2
0 a x y a x y a x y
'' '
+ + =
( )
0
0 a a =
( ) ( )
( )
( ) ( )
( )
2
1 2
0 0
,
x a a x x a a x
a x a x

( ) ( ) ( )
{ }
2
0 1 2 0
........... , 0
m
y x a c c x a c x a c = + + + =
To understand steps involved in this method (Frobenius
Method) we consider the Bessel differential equation of
order v, where v is any constant,
( ) 0
2 2 2
2
2
= + + y x x x
dx
dy
dx
y d
v
Comparing with we find that
( ) ( ) 1 0
2 2 2
2
2
= + + y x x x
dx
dy
dx
y d
v
We note that x = 0 is a singular point and dividing by x
2
we
get
( )
0
2
2 2
2
2
1
= + +

y
x
x
dx
dy
x
dx
y d v
( ) ( ) 0 = +
'
+
' '
y x Q y x P y
( ) ( )
2 2 2
and 1 v = = x x Q x x xP
therefore x = 0 is a regular singularity of the DE and we take
{ }
2
0 1 2
...........
m
y x c c x c x = + + +
( )
0
2
m n
n
n
c x

+
=
=

The first and second derivatives of y are

( )
1
0
,
m n
n
n
y m n c x

+
=
'
= +

( )( ) ( )
2
0
1 3
m n
n
n
y m n m n c x

+
=
''
= + +

Substituting for in (1) we get y y , y

' ' '
and
( )( )
( ) ( )
2 2
0
1 2 2
0 0
1
0
m n
n
n
m n m n
n n
n n
x m n m n c x
x m n c x x c x v

+
=

+ +
= =
+ + +
+ + =

( ) { } ( ) ( ) { }
( ) ( ) ( ) { } ( )
2 2 1
0 1
2
2
2
1 1 1
1 0
m m
m n
n n
n
m m m c x m m m c x
m n m n m n c c x
v v
v
+

=
+ + + + + +
+ + + + + =

or
( )( ) ( ) { }
2 2
0 0
1 0
m n m n
n n
n n
m n m n m n c x c x v

+ + +
= =
+ + + + + =

or
( )( ) ( ) { }
2
2
0 2
1 0
m n m n
n n
n n
m n m n m n c x c x v

+ +

= =
+ + + + + =
or
Since c
0
0, therefore from (4)
Equating the coefficients of powers of x to zero, starting
with the least power, we get
( ) { } ( )
2
0
1 0 4 m m m c v + =
( ) ( ) { } ( )
2
1
1 1 0 5 m m m c v + + + =
( )( ) ( ) { } ( )
2
2
1 0 6
2, 3, 4, 5,.................
n n
m n m n m n c c
n
v

+ + + + + =
=
( ) ( ) 7 0 1
2
= + v m m m
This equation is known as indicial equation. The indicial
equation for a second order DE is a quadratic and gives two
values of index m. We expect a solution of DE
corresponding to each value of m. From (7) we have
0
2 2
= v m
v v = =
2 1
and m m
Since form (8) we find that
From (5)
( )( )
{ }
2
1
1 1 0 m m c v + + = ( )
{ }
2
2
1
1 0 m c v + =
or
Since first factor is not zero for any value of m , therefore
From (6), for n = 2, 3, 4, 5, ..
( ) ( ) ( )
2
2
1
n
n
c
c
m n m n m n v

=
+ + + +
( ) ( )
2
2
n
c
m n m n v

=
+ + ( ) ( )
2
(8)
n
c
m n m n v v

=
+ + +
1
0, c =
3 5 7
0 ............... c c c = = = =
( ) ( )
2 n
n
c
c
m n m n v v

=
+ + +
for n = 2, 4, 6,
1
0. c =
or for n = 1, 2, 3,
( )( )
2( 1)
2
2 2
n
n
c
c
m n m n v v

=
+ + +
From this relation we can find in terms of
2 4 6
, , ,............. c c c
0
. c
It is expected that each value of m will provide one set of
values of these coefficients and hence two solutions of DE.
v = =
1
for Now m m
( )
2( 1)
2
2 2 2
n
n
c
c
n n v

=
+
v = =
2
for and m m
( )
2( 1)
2
2 2 2
n
n
c
c
n n v

( )
2( 1)
2
2
n
c
n n v

=
+
( )
2( 1)
2
2
n
c
n n v

From the above results we conclude that

If v = 0 we will get identical values
If v is an integer some coefficients will become infinite
after some n.
Case I: Neither v is 0 nor an integer.
In this case we have two distinct solutions of indicial equation
which do not differ by an integer.
Two linearly independent solutions will be obtained in this
case.
v = =
1
For m m
( )
2( 1)
2
2
2
n
n
c
c
n n v

=
+
( )
0
2
2
2 1
c
c
v
=
+
( )
2
4
2
2 2 2
c
c
v
=
+ ( ) ( )
0
4
2 2 1 2 1
c
v v
=
+ +
( )
4
6
2
2 3 3
c
c
v
=
+
( )( )( )
0
6
2 3 2 1 3 2 1
c
v v v
=
+ + +
( )
( )( ) ( )( )
0
2
2
1
2 ! 1 ...... 2 1
n
n
n
c
c
n n n v v v v
=
+ + + +
and so on.
For general value of n, (n = 1, 2, 3, ), we have
v = =
2
for similarly Proceeding m m
solution get the we for Therefore
1
v = = m m
( ) ( )( ) ( )( )( )
2 4 6
1 0
2 4 6
1 .......
2 1 2 2! 2 1 2 3! 3 2 1
x x x
y c x
v
v v v v v v
(
= + +
(
+ + + + + +

( ) ( )( ) ( )( )( )
2 4 6
2 0
2 4 6
1 .......
2 1 2 2! 2 1 2 3! 3 2 1
x x x
y c x
v
v v v v v v

(
= + +
(


1 1 2 2
The general solution is y c y c y = +
Gamma Function
The Gamma function is defined as
. ) ( 0 for
1
0
> =

}
v v
v
dx x e
x
I
The integral is known as Eulers integral of second kind.
= =
}

dx e
x
0
1) ( I
=

0
x
e 1
= = +
}

dx x e
x v
v
0
1) ( I = +

}
dx x e e x
x x 1
0
0
v v
v
) (v vI
= = ) ( ) ( 1 1 2 I I 1
= = ) ( ) ( 2 2 3 I I ! 2 1 2 = = = ) ( ) ( 3 3 4 I I ! ! 3 2 3 =
! ) ( n n = +1 I
( ) t = =


}
dx x e
x
2
1
0 2
1
I
0
1
2 (1 )
c
v
v
=
I +
In
( ) ( )( ) ( )( )( )
2 4 6
1 0
2 4 6
1 .......
2 1 2 2! 2 1 2 3! 3 2 1
x x x
y c x
v
v v v v v v
(
= + +
(
+ + + + + +

( ) ( )( )
( )( )( )
(
(

(
+
+ + + +

+ + +
+
+ +

+
|
.
|

\
|
=
..........
) ( !
) ( ! ) (
) (
v v v v
v v v v v
v
v
1 1 2 3 3 2
1 1 2 2 2 1 1 2
1
1
2
6
6
4
4
2
2
1
I
I I
I
x
x x x
y
( )

=
+
|
.
|

\
|
+ +

=
0
2
1
2 1
1
k
k
k
x
k k
y
v
v ) ( !I
( )

=
+
|
.
|

\
|
+ + +

=
0
2
2 1 1
1
k
k
k
x
k k
v
v ) ( ) ( I I
take
( )

=
+
|
.
|

\
|
+ + +

=
0
2
2 1 1
1
k
k
k
x
k k
x J
v
v
v ) ( ) (
) (
I I
Definition:
is known as Bessel function of the first kind of order v.
Corresponding to the other solution y
2
, we have
( )

=
+

|
.
|

\
|
+ +

=
0
2
2 1 1
1
k
k
k
x
k k
x J
v
v
v ) ( ) (
) (
I I
This is known as Bessel function of the first kind of order -v.
Hence the complete solution of Bessel equation can be
expressed as.
) ( ) ( x J b x J a y
v v
+ =
Case II When v = 0, the equations






reduce to
The indicial equation from first now is
0 or
2
= m
0 0, = m
( ) { } ( )
2
0
1 0 4 m m m c v + =
( ) ( ) { } ( )
2
1
1 1 0 5 m m m c v + + + =
( )( ) ( ) { } ( )
2
2
1 0 6
2, 3, 4, 5,.................
n n
m n m n m n c c
n
v

+ + + + + =
=
( ) { }
0
1 0 m m m c + =
( ) ( ) { }
1
1 1 0 m m m c + + + =
( )( ) ( ) { }
2
1 0, 2,3, 4,5,.................
n n
m n m n m n c c n

+ + + + + = =
( ) { } 0 1 = + m m m
From other two equations we get
1
0 c =
( ) ( ) ( )
2
1
n
n
c
c
m n m n m n

=
+ + + +
( )
2
2
, 2, 3, 4, 5,.................
n
n
c
c n
m n

= =
+
From this we get
3 5 7
............... 0 c c c = = = =
( )
2 2
2
2
, 1, 2, 3, 4, 5,.................
2
n
n
c
c n
m n

= =
+
Which gives
( )
0
2
2
2
c
c
m
=
+ ( )
2
4
2
4
c
c
m
=
+ ( ) ( )
0
2 2
2 4
c
m m
=
+ +
( )
4
6
2
6
c
c
m
=
+
( ) ( ) ( )
0
2 2 2
2 4 6
c
m m m
=
+ + +
and so on.
Hence
( ) ( ) ( ) ( ) ( ) ( )
2 4 6
1 0
2 2 2 2 2 2
1 ....
2 2 4 2 4 6
m
x x x
y c x
m m m m m m
(
= + + (
+ + + + + +
(

is a solution of Bessel equation of order 0 if m =0.
This gives only one solution instead of two. The second
solution is given by when m = 0.
m
y
c
c
1
( ) ( ) ( )
1
1
2 4
0
2 2 2
log
2 2 2
....
2 2 4
2 2 4
m
y
y x
m
x x
c x
m m m
m m m
c
=
c
(

+ + + (
`
+ + +
) + + +
(

Therefore for m = 0
2 4
1
2 1 0
2 2 2
0
1
log 1 ....
2 2 4 2
m
y x x
y y x c
m
=
( c
| |
= = + + +
`
| (
c
) \ .

2 4 6
1 0
2 2 2 2 2 2
1 ....
2 2 4 2 4 6
x x x
y c
(
= + +
(


The general solution is then
2 2 1 1
y c y c y + =
2 4 6
1 0
2 2 2 2 2 2
1 ....
2 2 4 2 4 6
x x x
y c
(
= + +
(


Consider the solution
2 4 6
0
2 4 2 6 2
1 ....
2 2 (1 2) 2 (1 2 3)
x x x
c
(
= + +
(


2 4 6
0
2 4 2 6 2
1 ....
2 2 (2!) 2 (3!)
x x x
c
(
= + +
(

From the definition of Bessel function
( )

=
|
.
|

\
|
+ +

=
0
2
0
2 1 1
1
k
k
k
x
k k
x J
) ( ) (
) (
I I
( )

=
|
.
|

\
|

=
0
2
2
2
1
k
k
k
x
k ) ! (
Thus with is Bessel function of first kind of order zero.
0
1 c =
1
y
The other solution with is Bessel function of second
kind or Neumann function of order zero and is denoted by .
0
1 c =
2
y
) ( x Y
0
Case III When v is an integer, we have seen some of the
coefficients become infinite.
Now suppose that v = n a positive integer, then we obtain the
solution
( )

=
+
|
.
|

\
|
+ + +

=
0
2
2 1 1
1
k
k n
k
n
x
n k k
x J
) ( ) (
) (
I I
To find the other solution since one solution is known we take
the general solution as y = u(x) y
1
(x)
Show that

and the complete solution is

| |
constants. are and where
1
2
b a dx
x J x
b a x u
n
}
+ =
) (
) (
| |
.
) (
) ( ) (
}
+ = dx
x J x
x J b x J a y
n
n n
2
1
In general if the roots of indicial equation differ by an integer, we
can obtain only one solution. The second solution is given by
1
1
m m
m
y
=
|
.
|

\
|
c
c
The function is the Bessel

function of second kind of order n or Neumann function.
| |
}
= dx
x J x
x J x Y
n
n n
2
1
) (
) ( ) (
Recurrence relations for Bessel functions
1 1
(4) 2 ( ) ( ) ( )
+
'
=
n n n
J x J x J x
1
(1) [ ( )] ( )

=
n n
n n
d
x J x x J x
dx
1
(2) [ ( )] ( )

+
=
n n
n n
d
x J x x J x
dx
1 1
(3) 2 ( ) [ ( ) ( )]
+
= +
n n n
nJ x x J x J x
1 1
(5) ( ) 2 ( ) ( )
+
=
n n n
xJ x nJ x xJ x
1
(6) ( ) ( ) ( )
+
'
=
n n n
xJ x nJ x xJ x
( )
2
0
1
( )
( 1) ( 1) 2
k
n k
n
k
x
J x
k k n
+

| |
=
|
I + I + +
\ .

Show that ) ( )] ( [ x J x x J x
dx
d
n
n
n
n
1
=
We have
k n
k
k
n
n
n
x
k n k
x x J x
2
0
2 1
1
+

=
|
.
|

\
|
+ +

=

) ( !
) (
) (
I
k n
k
k n
k
x
k n k
2 2
0
2
1 2
1
+

=
+

+ +

=
) ( !
) (
I
1 2 2
0
2
1 2
1 2 2
+

=
+

+ +
+
=
k n
k
k n
k
n
n
x
k n k
k n
x J x
dx
d
) ( !
) )( (
)] ( [
I
1 2 2
0
1 2
2
1
+

=
+

=
k n
k
k n
k
x
k n k ) ( !
) (
I
1 2 2
0
2
1 2
1 2
+

=
+

+ +
+
=
k n
k
k n
k
x
k n k
k n
) ( !
) )( (
I
1 2
0
1 2
2
1
+

=
+

=
k n
k
k n
k
n
x
k n k
x
) ( !
) (
I
) ( x J x
n
n
1
=
Show that ) ( )] ( [ x J x x J x
dx
d
n
n
n
n
1 +

=
We have
=

) ( x J x
n
n
k
k
k n
k
x
k n k
2
0
2
1 2
1

=
+
+ +

=
) ( !
) (
I
k n
k
k
n
x
k n k
x
2
0
2 1
1
+

|
.
|

\
|
+ +

=

) ( !
) (
I
=

)] ( [ x J x
dx
d
n
n 1 2
1
2
1 2
1 2

=
+

+ +

=
k
k
k n
k
x
k n k
k
) ( !
) (
I
1 2
1
1 2
1 1 2
1

=
+

+ +

=
k
k
k n
k
x
k n k ) ( )! (
) (
I
1 1 2
1 1 2
1
1 1 1 1 2
1
+
+ +
+
+ + + +

) (
) (
) ( )! (
) (
k
k n
k
x
k n k I

=
=
0 k
1 2
0
1 2
1 1 2
1
+

=
+ +

+ + +

=
k
k
k n
k
x
k n k ) ( )! (
) (
I
1 2
0
1 2
1 1 2
1
+ +

=
+ +

+ + +

=
n k
k
k n
k
n
x
k n k
x
) ( )! (
) (
I
) (x J x
n
n
1 +

=

)] ( [ x J x
dx
d
n
n
Show that
) ( ) ( ) (
)] ( ) ( [ ) (
x J x J x J
x J x J x x nJ
n n n
n n n
1 1
1 1
2
2
+
+
=
'
+ =
We have
) ( )] ( [
) ( )] ( [
x J x x J x
dx
d
x J x x J x
dx
d
n
n
n
n
n
n
n
n
1
1
+

=
=
) ( )] ( [ ) (
) ( )] ( [ ) (
x J x x J
dx
d
x x J nx
x J x x J
dx
d
x x J nx
n
n
n
n
n
n
n
n
n
n
n
n
1
1
1
1
+

= +
= + Therefore
or
) ( ) ( )] ( [ ) (
) ( ) ( )] ( [ ) (
2
1
1
1
x xJ x J
dx
d
x x nJ
x xJ x J
dx
d
x x nJ
n n n
n n n
+

= +
= +
Subtracting (2) from (1) ) ( )] ( ) ( [ ) ( 3 2
1 1
x J x J x x nJ
n n n +
+ =
Adding (1) and (2)
1 1
2 ( ) ( ) ( ) (4)
n n n
J x J x J x
+
'
=
1
( ) ( ) ( ) (6)
n n n
xJ x nJ x xJ x
+
'
=
From (2)
From (3) 1 1
( ) 2 ( ) ( ) (5)
n n n
xJ x nJ x xJ x
+
=
All the Bessel functions J
n
(x) and their derivatives can be
expressed in terms of J
0
(x) and J
1
(x) by using recurrence
relations.
Example: Express J
5
(x) in terms of J
0
(x) and J
1
(x).
)] ( ) ( [ ) ( x J x J x x nJ
n n n 1 1
2
+
+ =
We have
=
+
) ( x J
n 1
Or
) ( ) ( ) ( x J x J
x
x J
1 2 3
4
=
Therefore
) ( ) ( ) ( x J x J
x
x J
0 1 2
2
=
) ( ) ( ) ( x J x J x J
x x
1 0 1
2 4

=
) ( ) ( x J
x
x J
x
0 1
2
4
1
8

|
|
.
|

\
|
=
) ( ) ( x J x J
x
n
n n 1
2

) ( ) ( ) ( x J x J
x
x J
2 3 4
6
=
(

|
|
.
|

\
|
= ) ( ) ( ) ( ) ( x J x J
x
x J
x
x J
x
x
0 1 0 1
2
2 4
1
8 6
) ( ) ( x J
x
x J
x
x
0
2
1
3
24
1
8 48
|
|
.
|

\
|
+
|
|
.
|

\
|
=
) ( ) ( ) ( x J x J
x
x J
3 4 5
8
=
) ( ) ( ) ( ) ( x J
x
x J
x
x J
x
x J
x
x
x
0 1
2
0
2
1
3
4
1
8 24
1
8 48 8
+
|
|
.
|

\
|

(

|
|
.
|

\
|
+
|
|
.
|

\
|
=
) (
192 12
) ( 1
72 384
0
3
1
2 4
x J
x x
x J
x x
|
.
|

\
|
+
|
.
|

\
|
+ =

Example: Express in terms of J
0
(x) and J
1
(x).

) ( x J
1
' '
) ( ) ( ) ( x J x J x J
n n n 1 1
2
+
=
'
We have
) ( ) ( ) ( x J x J x J
n n n 1 1
2
+
'

'
=
' '
Differentiating we get
( ) ( ) ) ( ) ( ) ( ) ( ) ( x J x J x J x J x J
n n n n n 2 2
2
1
2
1
2
+
=
' '
) ( ) ( ) ( ) ( x J x J x J x J
n n n n 2 2
4
1
2
1
4
1
+
+ =
' '

| | ) ( ) ( 2 ) (
4
1
2 2
x J x J x J
n n n +
+ =
| | ) ( ) ( 2 ) (
4
1
) (
3 1 1 1
x J x J x J x J + =
' '

Putting n =1
)] ( ) ( [ ) ( 2
1 1
x J x J x x nJ
n n n +
+ =
From the relation
For n = 0
)] ( ) ( [ 0
1 1
x J x J x + =

)] ( ) (
1 1
x J x J =

) (
4
) ( 1
8
) (
0 1
2
3
x J
x
x J
x
x J
|
.
|

\
|
=
Also from the previous example
| | ) ( ) ( 2 ) (
4
1
) (
3 1 1 1
x J x J x J x J + =
' '

Therefore substituting in
(

|
.
|

\
|
+ =
' '
) (
4
) ( 1
8
) ( 2 ) (
4
1
) (
0 1
2
1 1 1
x J
x
x J
x
x J x J x J
(

|
.
|

\
|
=
' '
) (
4
) ( 4
8
4
1
) (
0 1
2
1
x J
x
x J
x
x J
) (
1
) ( 1
2
0 1
2
x J
x
x J
x

|
.
|

\
|
=
We have
k n
k
k
n
x
k n k
x J
2
0
2 1
1
+

|
.
|

\
|
+ +

=

) ( !
) (
) (
I
n r k e i r k n + = = + . . Putting
r n
n r
n r
n
x
r n r
x J
2
2 ) 1 ( )! (
) 1 (
) (
+

=
+

|
.
|

\
|
+ I +

=

r n
r
n r
n
x
n r r
x J
2
0
2 ) 1 ( )! (
) 1 (
) (
+

=
+

|
.
|

\
|
+ + I

r n
r
r
n
n
x
n r r
x J
2
0
2 ) 1 ( )! (
) 1 (
) 1 ( ) (
+

|
.
|

\
|
+ + I

=

) ( ) 1 ( ) ( x J x J
n
n
n
=

) ( ) 1 ( ) ( x J x J
n
n
n
=

Relation between Bessel and

trigonometric functions
x
x
x J cos ) (
t
2
2
1
=

Show that
( )

=
+
|
.
|

\
|
+ +

=
0
2
2 1
1
k
k
k
x
k k
x J
v
v
v ) ( !
) (
I
We have
( )

|
.
|

\
|
+

0
2
2
1
2
1
2
1
2
1
1
k
k
k
x
k k
x J
) ( !
) (
I
( )

=
|
.
|

\
|
+

=
0
2
2
1
2
1
1 2
k
k
k
x
k k
x
) ( !I
(
(

+
|
.
|

\
|

|
.
|

\
|
+
|
.
|

\
|
= .........
) ( ! ) ( ! ) ( ) (
6
2
7
4
2
5
2
2
3
2
1
2
3
1
2
2
1
2
1 1 2 x x x
x
I I I I
(
(

(
+
|
.
|

\
|

|
.
|

\
|
+
|
.
|

\
|
=

..........
) ( !
) ( ! ) ( ) (
) (
6
2
1
2
1
2
3
2
5
4
2
1
2
1
2
3
2
2
1
2
1
2
1
2
3
1
2
2
1
2
1 1 2
2
1
x
x x
x
x J
I
I I I
( )
(
(

(
+
|
.
|

\
|

|
.
|

\
|
+
|
.
|

\
|

=
..........
) (
6
2
1
2
2
2
3
2
4
2
5
2
6
4
2
1
2
2
2
3
2
4
2
2
2
1
2
1
2
1
2
1
2
1 2
1
1
1 2
x
x x
x
I
(

(
+

+ = ..........
! ! !
6 4 2
6
1
4
1
2
1
1
2
x x x
xt
x
x
cos
t
2
=
Bessel function is the coefficients of t
n
in the
expansion of
) ( x J
n
) (
t
t x
e
1
2
1

This function is known as generating function of Bessel
function of first kind.

=
n
n
n
t x
x J t e
t
) (
) (
1
2
1
Reduce the equation
to Bessel form
( ) ) (1 0
2 2 2 2
2
2
= + + y n x x x
dx
dy
dx
y d
o
( ) 0
2 2 2
2
2
= + + y x x x
dx
dy
dx
y d
v
Write down the solution of (1) in terms of Bessel function.

Orthogonality of Bessel Functions



where o, | are roots of J
n
(x) = 0

=
=
=
+
}
| o o
| o
| o
, )] ( [
,
) ( ) (
2
1
2
1
1
0
0
n
n n
J
dx x J x xJ
The solutions of the equations



and

are respectively.
) ( and ) ( x J x J u
n n
| u o = =
( )
2
2
2 2 2 2
0 (2)
d v dv
dx
dx
x x x n v | + + =
( )
2
2
2 2 2 2
0 (1)
d u du
dx
dx
x x x n u o + + =
Multiply (1) with u, (2) with u and subtract
( ) 0 ) ( ) (
2 2 2 2
2
2
2
2
= + + u | o u u
u u
u x u x u x
dx
d
dx
du
dx
d
dx
u d
( ) 0
2 2 2 2
2
2
= + + u |
u u
n x x x
dx
d
dx
d
( )
dx
d
dx
du
dx
d
dx
u d
u u x xu
u u
u u u o | + = ) ( or
2
2
2
2
2 2
Integrate with respect to x from 0 to 1
( ) | |
1
0
1
0
2 2
) (
dx
d
dx
du
u x dx xu
u
u u o | =
}
) 3 ( )] ( [
1 =
=
x dx
d
dx
du
u x
u
u
Since
( )
n
u J x o =
[ ( ) ]
du d
n
dx dx
J x o =
( )
( )
[ ( )]
d x
d
n
d x dx
J x
o
o
o = ( )
n
J x o o
'
=
Similarly as ) ( x J
n
| u = ] ) ( x J
n dx
d
| |
u
'
=
Substituting in (3)
)] ( [
dx
d
dx
du
dx
d
u x
u
u =
( )
dx
d
dx
du
dx
d
dx
du
dx
d
u u x xu
u u
u u u o | + = ) ( or
2 2
( ) 0 ) ( or
2 2
2
2
2
2
= + + u | o u u
u u
xu u u x
dx
d
dx
du
dx
d
dx
u d
2 2
1
0
or
o |
| o | | o o
| o

'

'
=
}
) ( ) ( ) ( ) (
) ( ) (
n n n n
n n
J J J J
dx x J x xJ
( ) ) ( ) ( ) ( ) ( ) ( ) ( | o | | o o | o o |
n n n n n n
J J J J dx x J x xJ
'

'
=
}
1
0
2 2
Since o and | are the roots of , therefore if | o
0 = ) ( x J
n
0
1
0
=
}
dx x J x xJ
n n
) ( ) ( | o
If | = o, then
=
}
1
0
2
dx x J x
n
)] ( [ o
2 2
o |
| o | | o o
o |

'

'

) ( ) ( ) ( ) (
lim
n n n n
J J J J
2 2
o |
| o o
o |

'
=

) ( ) (
lim
n n
J J
] ) ( [ 0 = o
n
J
1
2
0
[ ( )]
n
x J x dx o =
}
( ) ( )
lim
2
n n
J J
| o
o o |
|
' '
=
1
( ) ( ) ( )
n n n
xJ x nJ x xJ x
+
'
=
2
1
[ ( )]
2
n
J o
'
From the relation
1
( ) ( )
n n
J J o o
+
'
=
1
2
0
[ ( )]
n
x J x dx o =
}
2
1
1
[ ( )]
2
n
J o
+
Therefore
3
1
n 1
Expand ( ) in the interval 0 3 in terms of ( ),
where are given by (3 ) 0.
n
n
f x x x J x
J
o
o o
= < <
=
( )
3
1
1
n n
n
x c J x o

=
=

Let
Multiply both side by and integrate with respect to
x from 0 to 3.
( )
1 m
xJ x o
( ) ( ) ( )
3 3
4
1 1 1
1
0 0
(1)
m n n m
n
x J x dx c J x x J x dx o o o

=
(
=
(

} }
( ) ( )
3
1 1
1
0
n n m
n
c xJ x J x dx o o

=
=

}
( ) ( )
3
1 1
1
0
Right hand side of (1)
n n m
n
c J x x J x dx o o

=
(
=
(

}
( ) ( )
1
1 1
1
0
R.H.S. 3 3 3 (3 )
n n m
n
c tJ t J t d t o o

=
=

}
Putting x = 3t
( ) ( )
1
1 1
1
0
R.H.S. of (1) 3 3 3 3
n n m
n
c tJ t J t dt o o

=
=

}
( ) ( )
1
2
1 1
1
0
3 3 3
n n m
n
c tJ t J t dt o o

=
=

}
2
2
2
3
3 2
2
[ ( )] ( ) o =
m m
c J
( )
3
4
1
0
L.H.S. of (1) = o
}
m
x J x dx
1
We have [ ( )] ( )

=
n n
n n
d
x J x x J x
dx
1
1
( ) ( ) (3) o o
o

=
}
n n
n n
x J x dx x J x
1
( ) ( ) ( ) ( ) ( )
n n
n n
x J x x J x d x o o o o o

=
}
1
( ) ( )

=
}
n n
n n
x J x x J x dx
( )
3
2 2
1
0
= [ ]
m
x x J x dx o
}
( )
3
4
1
0
L.H.S. of (1) = o
}
m
x J x dx
Integrate by parts using (3)
( ) ( )
3
2 2 3
2 2 2
0
0
L.H.S. of (1) = 2
o o
o o

}
m m
m m
x J x x J x
x x dx
( )
( )
4 3
2 3
2
0
3 3
2
=
o
o
o o

}
m
m
m m
J
x J x dx
( ) ( )
3
4 3
2 3
0
3 3
2
=
o o
o o o

m m
m m m
J x J x
[By using (3)]
( ) ( )
4 3
2 3
2
3 3 2 3 3
= 4
m m
m m
J J o o
o o

( )
2
2
2
3
3
2
[ ( )] o
m m
c J
( ) ( )
4 3
2 3
2
3 3 2 3 3
=
m m
m m
J J o o
o o

( ) ( )
2 3
2 2
2
6
3 3 2 3
3
[ ]
[ ( )]
m
m m m
m
c J J
J
o o
o o
=
Hence
( ) ( ) ( )
3
2 3 1
2 2
1 2
6
3 3 2 3
3
m m m
m m m
x J J J x
J
o o o
o o

=
(
=

[ ( )]
Legendre polynomials

The Legendre equation

arises in the problems with spherical symmetry.
( )
2
1 2 1 0 1 ( ) ( ) x y xy n n y
'' '
+ + =
This equation has two regular singular points x = -1 and 1.
0
m
m
m
y a x

=
=

Substituting in (1), we get
x = 0 is an ordinary point. Therefore in the neighbourhood of
0 we can have a series solution of the form.
2 2 1
2 1 0
1 1 2 1 0 ( ) ( ) ( )
m m m
m m m
m m m
x mm a x x ma x n n a x


= = =
+ + =

2
2 2 1 0
1 1 2 1 0 ( ) ( ) ( )
m m m m
m m m m
m m m m
mm a x mm a x ma x n n a x

= = = =
+ + =

Equating the coefficients of powers of x to zero we get
2 0
3 1
2
2 1 0
6 2 1 0
2 1 1 2 1 0
2 3
( )
[ ( )]
( )( ) [ ( ) ( )]
, , ............
m m
a n n a
a n n a
m m a mm m n n a
m
+
+ + =
+ + + =
+ + + + + =
=
2
0 2 1 0
2 1 1 2 1 0 ( )( ) ( ) ( )
m m m m
m m m m
m m m m
m m a x mm a x ma x n n a x

+
= = = =
+ + + + =

2 0 3 1 1
2
2
2 1 6 2 1
2 1 1 2 1 0
( ) [ ( ) ]
( )( ) ( ) ( )
m
m m m m
m
a n n a a a n n a x
m m a mm a ma n n a x

+
=
+ + + + +
+ + + + = (

{ }
2 0 3 1 1
2
2
2 1 6 2 1
2 1 1 2 1 0
( ) [ ( ) ]
( )( ) ( ) ( )
m
m m
m
a n n a a a n n a x
m m a mm m n n a x

+
=
+ + + + +
( + + + + + =

2 0 3 1
2 1 0 6 2 1 0 ( ) [ ( )] a n n a a n n a + + = + + + =
2
1
for 2 3
2 1
( )( )
, , ............
( )( )
m m
n m n m
a a m
m m
+
+ +
= =
+ +
This is the recurrence relation or recursion formula.
Two independent solutions are
2 4
1
1 2 1 3
1
2 4
( ) ( ) ( )( )
..................
! !
n n n n n n
y x x
+ + +
= +
3 5
2
1 2 3 1 2 4
3 5
( )( ) ( )( )( )( )
.........
! !
n n n n n n
y x x x
+ + +
= +
Both the series converge for |x| < 1.
If n is an integer, one of them terminates and one solution then
is a polynomial.
The general solution is y(x) = a
0
y
1
+ a
1
y
2

We rewrite the recursion formula
2
1
for 2 3
2 1
( )( )
, , ............
( )( )
m m
n m n m
a a m
m m
+
+ +
= =
+ +
2
2 1
as where 2
1
( )( )
( )( )
m m
m m
a a m n
n m n m
+
+ +
= s
+ +
2 n
a

=
1
2 2 1
( )
( )
n
n n
a
n

Then using this relation we can express all the coefficients

in terms of
2 4 6
, , ..................
n n n
a a a

.
n
a
2
2
2
( )!
( !)
n
n
n
a
n
= We take
2
1 2
2 2 1
2
( ) ( )!
( )
( !)
n
n n n
n
n

2
1 2 2 1 2 2
2 2 1
2
( ) ( )( )!
( )
( !)
n
n n n n n
n
n

= =

2 2
2 1 2
( )!
( )!( )!
n
n
n n

The value of is so selected that resulting polynomial takes
the value 1 at x = 1.
n
a
4 n
a

=
2
2 3
4 2 3
( )( )
( )
n
n n
a
n

2 3 2 2
4 2 3
2 1 2
( )( ) ( )!
( )
( )!( )!
n
n n n
n
n n

=

2 3 2 2 2 3 2 4
4 2 3
2 1 2
( )( ) ( )( ) ( )!
( )
( )!( )!
n
n n n n n
n
n n

=

1 2 4
2
2 2 4
( )!
( )!( )!
n
n
n n

=

2 4
2 2 2 4
( )!
! ( )!( )!
n
n
n n

=

6 n
a

=
2 6
3 2 3 6
( )!
! ( )!( )!
n
n
n n

2 n k
a

=
2 2
1
2 2
( )!
( )
! ( )!( )!
k
n
n k
k n k n k

In general when 2 0, n k >
The resulting polynomial solution of Legendre DE is
2 4
2
6
2 2 2 2 4
2 2 1 2 2 2 2 4
2 6
3 2 3 6
( )! ( )! ( )!
( !) ( )!( )! ! ( )!( )!
( )!
.....................
! ( )!( )!
n n n
n n n
n
n
n n n
x x x
n n n n n
n
x
n n

+

( )
2
0
1
2 2
2 2
1 1
2 2
where or whichever is an integer.
( )!
( )
!( )!( )!
M
m
n m
n
m
n n
n m
x
m n m n m
M

=

=

The polynomial (1) is known as Legendre Polynomial of

degree n and is denoted by ( ).
n
P x
( )
2
0
1
2 2
2 2
1
2 2
where or whichever is an integer.
( )!
( )
!( )!( )!
M
m
n m
n
n
m
n n
n m
P x x
m n m n m
M

=

=

Since
Therefore
0
1 ( ) P x =
2
1
2
3 1 ( ) x
2
( ) P x =
4 2
1
8
35 30 3 ( ) x x +
4
( ) P x =
x
1
( ) P x =
3
1
2
5 3 ( ) x x
3
( ) P x =
5 3
1
8
63 70 15 ( ) x x x +
5
( ) P x =
Observe that 1 1 ( )
n
P =
Question: Obtain the nth derivative of
1 2
1 2
If and be two function of possesing derivatives
of nth order, then
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( )
( ) ..........
.........
n n n n n n
n n r r n
r
u x v x x
uv u v C u v C u v
C u v uv

' ''
= + + +
+ + +
Leibnitzs Theorem
u x v x ( ) ( )
Question: Obtain the 7th derivative of
2 2 3
1 ( )
x
x e
Rodrigues Formula
2
1
1
2
( ) [( ) ]
!
n
n
n
n n
d
P x x
n dx
=
2
1 ( )
n
v x =
Let Then
2 1
2 1 ( )
n
dv
nx x
dx

=
2 2
1 2 1 ( ) ( )
n
dv
x nx x
dx
=
2
1 2 0 ( )
dv
x nxv
dx
=
Differentiate n+1 times using Leibnitzs theorem
2 2 1
1
1
1 1 2 2
2
2 1 0
( ) ( ) ( )
( ) ( )
( )
( ) ( )
!
[ ( ) ]
n n n
n n
n n
x v n xv v
n xv n v
+ +
+
+
+ + +
+ + =
2 2 1
1 2 1 0
( ) ( ) ( )
( ) ( )
n n n
x v xv n n v
+ +
+ + =
2
2
2
1 2 1 0
( ) ( )
( )
( ) ( )
n n
n
d v dv
x x n n v
dx
dx
+ + =
( )
( ) ( )
n
n
P x cv x =
Which is Legendres equation of order n for .
( ) n
v
Since n is an integer, there is a polynomial solution
( )
n
P x
2
1 ( ) [( ) ]
n
n
n
n
d
P x c x
dx
=
1 1 [( ) ( ) ]
n
n n
n
d
c x x
dx
= +
1
2 2
1 1 1
1
1 1 1 1
2 2
[ !( ) !( ) ( )
( ) !
( ) ( )( ) ...... !( ) ]
! !
n n
n n
c n x n n x n x
n n n
x n n x n x

= + + +

+ + + +
1 2 ( ) [ !( ) ]
n
n
P c n =
For x =1 .
1
2 !( )
n
c
n
=
Express in terms of Legendre polynomials.
3 2
4 2 3 8 x x x +
Therefore
3 2
4 2 3 8 x x x + =
0
1 ( ) P x =
2
1
2
3 1 ( ) x
2
( ) P x =
x
1
( ) P x =
3
1
2
5 3 ( ) x x
3
( ) P x =
3
1
2 3
5
[ ( ) ] P x x = +
3
x =
3 1
1
2 3
5
[ ( ) ( )] P x P x = +
2
1
2 1
3
[ ( ) ] P x +
2
x =
3 1 2 1
4 2
2 3 2 1 3 8
5 3
[ ( ) ( )] [ ( ) ] ( ) P x P x P x P x + + +
3 2 1 0
8 4 3 22
5 3 5 3
( ) ( ) ( ) ( ) P x P x P x P x = +
Since is a cubic polynomial, it can be
expressed in terms of
3 2
4 2 3 8 x x x +
( )
1
1
2
2
2
1 1
2 2 2
1 2 1 2
1
1
1 2 2
2 2
( )
( )
( ) [ ( )] ....
!
xt t t x t
t x t t x t

+ =

= + + +
Exercise: Show that
1
2 2
0
1 2 ( )
n
n
n
xt t t P x

=
+ =

Hint: Using Binomial theorem
Express right hand side in powers of t to obtain the result.
Generating function of Legendre Polynomials
1
2 2
1 2xt t

+
Recurrence formulae for Legendre polynomials
1 1
1 1 2 1 . ( ) ( ) ( ) ( ) ( )
n n n
n P x n xP x nP x
+
+ = +
1
2. ( ) ( ) ( )
n n n
nP x xP x P x

' '
=
1 1
3 2 1 . ( ) ( ) ( ) ( )
n n n
n P x P x P x
+
' '
+ =
1 1
4. ( ) ( ) ( )
n n n
P x xP x nP x

' '
= +
2
1
5 1 . ( ) ( ) [ ( ) ( )]
n n n
x P x n P x xP x

'
=
All these formulas can be proved using generating function for ( ).
n
P x
We have
1
2 2
0
1 2 ( ) ( )
n
n
n
xt t t P x I

=
+ =

Differentiating with respect to t, we get
3
2 2 1
1
2
0
1 2 2 2 ( ) ( )
n
n
n
xt t x t nt P x

=
+ + =

1
2 2 2 1
0
1 2 1 2 ( ) ( )
n
n
n
x t xt t xt t nt P x

=
+ = +

2 1
0 0
1 2 ( ) ( ) ( )
n n
n n
n n
x t t P x xt t nt P x

= =
= +

Equating the coefficients of t
n
on both sides, we get
1 1 1
1 2 1 ( ) ( ) ( ) ( ) ( ) ( ) ( )
n n n n n
xP x P x n P x nxP x n P x
+
= + +
1 1
1 2 1 1 ( ) ( ) ( ) ( ) ( ) ( )
n n n
n P x n xP x nP x
+
+ = +
3
2 2 1
0
1 2 ( ) ( ) ( )
n
n
n
x t xt t nt P x I I

=
+ =

Differentiating (I ) with respect to x, we get
3
2 2
1
2
0
1 2 2 ( ) ( )
n
n
n
xt t t t P x

=
'
+ =

3
2 2
0
1 2 ( ) ( )
n
n
n
t xt t t P x I I I

=
'
+ =

3
2 2 1
0
1 2 ( ) ( ) ( )
n
n
n
x t xt t nt P x I I

=
+ =

Also differentiating (I ) with respect to t, we have
From (I I ) and (I I I )
1
0 0
( ) ( )
n n
n n
n n
nt P x t P x
x t t

= =
'
=

1
0 0
( ) ( ) ( )
n n
n n
n n
t nt P x x t t P x

= =
'
=

Equating the coefficients of t
n
on both sides, we get
1
2 ( ) ( ) ( ) ( )
n n n
nP x xP x P x

' '
=
1 1
1 2 1 1 ( ) ( ) ( ) ( ) ( ) ( )
n n n
n P x n xP x nP x
+
+ = +
Differentiating the relation

with respect to x, we get
1 1
1 2 1 2 1 ( ) ( ) ( ) ( ) ( ) ( ) ( )
n n n n
n P x n P x n xP x nP x
+
' ' '
+ = + + +
Substituting for from (2) ( )
n
P x
'
1
1 1
1
2 1 2 1
( ) ( )
( ) ( ) ( )[ ( ) ( )] ( )
n
n n n n
n P x
n P x n nP x P x nP x
+

'
+ =
' '
+ + + +
1 1
2 1 3 ( ) ( ) ( ) ( ) ( )
n n n
n P x P x P x
+
' '
+ =
Orthogonality of Legendre polynomials
1
1
0 for
2
for
2 1
( ) ( )
n m
m n
P x P x dx
m n
n

=

=

+
}
Proof:
We know that are solution of the
Legendre equations of order n and m respectively.
and ( ) ( )
n m
P x P x
( )
( )
2
2
1 2 1 0 1
and 1 2 1 0 2
( ) ( )
( ) ( )
n n n
m m m
x P xP n n P
x P xP mm P
'' '
+ + =
'' '
+ + =
Therefore
Multiplying (1) by , (2) by and subtracting, we get ( )
m
P x
( )
n
P x
2
1 2
1 1 0
( )( ) ( )
[ ( ) ( )]
n m n m n m n m
n m
x P P P P x P P P P
n n mm P P
'' '' ' '

+ + + =
2
or 1 1 0 [( )( )] ( )( )
n m n m n m
d
x P P P P m n m n P P
dx
' '
+ + + =
Integrating with respect to x from -1 to 1, we get
1
1
2
1
1
1 1 0 ( )( ) ( )( )
n m n m n m
x P P P P m n m n P P dx

' '
+ + + =
}
1
1
1 0 3 ( )( ) ( )
n m
m n m n P P dx

+ + =
}
1
1
Therefore 0 when ( ) ( )
n m
P x P x dx m n

= =
}
When m = n, the relation (3) does not provide any information.
To evaluate
1
1
when we use Rodrigues formula ( ) ( ) ,
n m
P x P x dx m n

=
}
2
1
1
2
( ) [( ) ]
!
n
n
n
n n
d
P x x
n dx
=
1 1
2 2 2
1 1
1 1
1 1
2 2
[ ( )] [( ) ] [( ) ]
! !
n n
n n
n
n n n n
d d
P x dx x x dx
n dx n dx

=
} }
1 1
2 2 2 2
1 1
(2 1 1 !) [ ( )] [( ) ]. [( ) ]
n n
n n n
n
n n
d d
n P x dx x x dx
dx dx

=
} }
Integrating right hand side by parts, we get
1
1
1
2 2 2 2
1
1
1
1
1 1
2 2
1 1
1
(2 1 1
1 1
!) [ ( )] [( ) ]. [( ) ]
[( ) ]. [( ) ]
n n
n n n
n
n n
n n
n n
n n
d d
n P x dx x x
dx dx
d d
x x dx
dx dx

+
+

=

}
}
1
2 2
1
Since 1 has a factor 1 therefore integrated
part vanishes for 1
[( ) ] ( ),
.
n
n
n
d
x x
dx
x

=
1 1
1 1
2 2 2 2
1 1
1 1
(2 1 1 !) [ ( )] [( ) ]. [( ) ]
n n
n n n
n
n n
d d
n P x dx x x dx
dx dx
+
+

=
} }
Integrating right hand side by parts (n - 1) times, we get
1 1
2
2 2 2 2
2
1 1
(2 1 1 1 !) [ ( )] ( ) [( ) ].[( ) ]
n
n n n n
n
n
d
n P x dx x x dx
dx

=
} }
1
2
1
1 2 1 ( ) ( )!.[( ) ]
n n
n x dx

=
}
1
2
1
1 2 1 ( ) ( )! [( ) ]
n n
n x dx

=
}
1
2
0
2 2 1 ( )! [( ) ]
n
n x dx =
}
Take
sin x u =
Then
cos dx d u u =
2
0 0 1. when x and when x
t
u u = = = =
1
2
1
2 1 ( )! [( ) ]
n
n x dx

=
}
2
1
2 2 2 1
1 0
(2 2 2 !) [ ( )] ( )! (cos )
n n
n
n P x dx n d
t
u u
+

=
} }
2 2 2 4 2
2 2
2 1 2 1 3 1
( )...........
( )!
( )( )....... .
n n
n
n n

=
+
2
2 2 2 4 2
2 2
2 1
[ ( )........... ]
( )!
( )!
n n
n
n

=
+
2
2 1 2 1
2
2 1
[ ( )........... ]
n
n n
n

=
+
2
2
2
2 1
[ !]
n
n
n
=
+
1
2
1
2
2 1
[ ( )]
n
P x dx
n

=
+
}
1
1
0 for
2
for
2 1
( ) ( )
n m
m n
Hence P x P x dx
m n
n

=

=

+
}
Chebyshev Polynomials
( )
n
T x Chebyshev Polynomials denoted by , are the solutions
of the differential equation
2 2
1 0 1 ( ) ( ) x y xy n y
'' '
+ =
1 x= Singularities of this equation are
0
( )
m
m
m
y x a x

=
=

0 x= We find a series solution about of the form
This series solution is convergent for Substituting in
(1), we get
1 | | . x <
2 2 1 2
2 1 0
1 1 0 ( ) ( )
m m m
m m m
m m m
x mm a x x ma x n a x


= = =
+ =

Solution
2
2 2
2
1 0
1 1
0
( ) ( )
m m
m m
m m
m m
m m
m m
mm a x mm a x
ma x n a x

= =

= =

+ =


2
0 2
2
1 0
2 1 1
0
( )( ) ( )
m m
m m
m m
m m
m m
m m
m m a x mm a x
ma x n a x

+
= =

= =
+ +
+ =


2
2 3 1 0 1
2
2
2
2 6
2 1 1 0
( )
[( )( ) ( ) ]
m
m m m m
m
a a x a x n a a x
m m a mm a ma n a x

+
=
+ + + +
+ + + =

Equating the coefficients of various powers of x to zero, we get

2 2
2 0 3 1 1
2
2
2 0 6 0
2 1 1 0 for 2 ( )( ) ( )
m m m m
a n a a a n a
m m a mm a ma n a
+
+ = + =
+ + + = >
2
2 0
2
n
a a =
2
3 1
1
6
n
a a

=
2 2
2
0 for 2
2 1 ( )( )
m m
n m
a a
m m
+

= = >
+ +
2 2
4 2
2
4 3
n
a a

= =

2 2 2
0
2
4 3 2
n n
a

2 2 2
0
1
2
4
( )
!
n n a
2 2
5 3
3
5 4
n
a a

= =

2 2 2
1
3 1
5 4 6
n n
a

=

2 2 2
1
1 3
5
( )( )
!
n n
a

and so on.
Substituting in the assumed power series solution, we get
2
1
1
3!
n
a

=
2 2 2 2 2 4
0
2 2 2 2 2 2
3 5
1
1 1
1 2
2 4
1 1 3
3 5
( ) ( ) .............
! !
( )( )
..........
! !
y x a n x n n x
n n n
a x x x
(
= +
(

(

+ +
(
(

The two series
2 2 2 2 2 4
1
1 1
1 2
2 4
( ) ( ) ............
! !
y x n x n n x = +
2 2 2 2 2 2
3 5
2
1 1 3
and
3 5
( )( )
( ) ..........
! !
n n n
y x x x x

= +
are two linearly independent solution of Chebyshev differential
equation and converge for | x | s 1.
For n = 0, 2, 4, .., y
1
(x) reduces to the polynomials
1
1 ( ) , y x =
2
1
1 2 ( ) , y x x =
2 4
1
1 8 8 ( ) , .............. y x x x = +
For n = 1, 3, 5, .., y
2
(x) reduces to the polynomials
2
( ) , y x x =
3
2
1
3 4
3
( ) ( ), y x x x =
3 5
2
1
5 20 16
5
( ) ( ) y x x x x = +
and so on.
These polynomials give rise to important polynomials called
Chebyshev Polynomials.
To define Chebyshev Polynomials we again consider the
Chebyshev differential equation
2 2
1 0 ( ) x y xy n y
'' '
+ =
cos , x u = Put then
dy
y
dx
'
= =
dy d
d dx
u
u
=
1
sin
dy
d u u

2
2
d y
y
dx
''
= =
1
sin
d dy d
d d dx
u
u u u
| |
=
|
\ .
2
2 2
1 1 cos
sin sin
sin
d y dy
d
d
u
u u u
u u
| |
+ = |
|
\ .
2
2 2 3
1 cos
sin sin
d y dy
d
d
u
u
u u u

Substituting in the differential equation

2
2 2
2 2 3
1 1
0
cos
sin cos
sin
sin sin
d y dy dy
n y
d d
d
u
u u
u u u
u u u
| |
| |
+ = |
|
|
\ .
\ .
2
2
2
0
d y
n y
du
+ =
The general solution of this differential equation is
( ) cos sin y A n B n u u u = +
1 1
( ) cos( cos ) sin( cos ) y x A n x B n x

= +
Therefore the general solution of Chebyshev differential equation is
1 1
Hence and are linerly independent
soltuions.
cos( cos ) sin( cos ) n x n x

When n is an integer, the first solution is a polynomial
of degree n.
Prove this statement.
1 1
(x)= ( ) cos( cos ) sin( cos )
n n
T x n x U n x

=
When n is an integer, we define
( )
n
T x
is Chebyshev polynomial of first kind of degree n.
( )
n
T x
1. s
1
where ( ) cos( cos ) cos cos .
n
T x n x n x u u

= = =
1 1
Show that 2 0 ( ) ( ) ( )
n n n
T x xT x T x
+
+ =
We have
1
1
1
1
1 1
1 1
( ) cos[( )cos ] cos( )
( ) cos[( )cos ] cos( )
n
n
T x n x n
T x n x n
u
u

= + = +
= =
1
1
or ( ) cos( )cos sin( )sin
( ) cos( )cos sin( )sin
n
n
T x n n
T x n n
u u u u
u u u u
+

=
= +
Adding
1 1
2 ( ) ( ) cos( )cos
n n
T x T x nu u
+
+ =
1 1
2 ( ) ( ) ( )
n n n
T x T x xT x
+
+ =
1 1
or 2 0 ( ) ( ) ( )
n n n
T x xT x T x
+
+ =
Using the recurrence relation


and the definition

we obtain
1 1
2 0 ( ) ( ) ( ) ,
n n n
T x xT x T x
+
+ =
1
where ( ) cos( cos ) cos cos .
n
T x n x n x u u

= = =
0
( ) T x = 1
1
( ) T x = x
2 1 0
2 ( ) ( ) ( ) T x xT x T x =
1 1
or 2 ( ) ( ) ( )
n n n
T x xT x T x
+
=
2
2 1 x =
3 2 1
2 ( ) ( ) ( ) T x xT x T x =
3
4 3 x x =
4 3 2
2 ( ) ( ) ( ) T x xT x T x =
4 2
8 8 1 x x = +
5 4 3
2 ( ) ( ) ( ) T x xT x T x =
5 3
16 20 5 x x x = +
-1 -0.5 0.5 1
x
-1
-0.5
0.5
1
T
n
x
T
2
T
1
T
0
Graphs of Chebyshev Polynomials
2
0 1 2
1 2 1 ( ) ( ) ( ) T x T x x T x x = = =
Problem:
Express the polynomial in terms of Chebyshev
polynomials of first kind
4 3
5 3 x x +
Solution:
We have
0 1
2 3
2 3
4 2 5 3
4 5
1
2 1 4 3
8 8 1 16 20 5
( ) ( )
( ) ( )
( ) ( )
T x T x x
T x x T x x x
T x x x T x x x x
= =
= =
= + = +
Therefore
1
( ) x T x =
4 3
4 3 2 1 0
1
5 3 [5 2 20 18 15 ]
8
x x T T T T T + = + + +
2
2 2 0
1 1
1
2 2
[ ( ) ] [ ( ) ( )] x T x T x T x = + = +
3
3 3 1
1 1
3 3
4 4
[ ( ) ] [ ( ) ( )] x T x x T x T x = + = +
4 2
4 4 2 0
1 1
8 1 4 5
8 8
[ ( ) ] [ ( ) ( ) ( )] x T x x T x T x T x = + = +
Exercise: Show that
1
2
0
1 1 2 ( ) ( )
n
n
n
xt xt t t T x

=
+ =

1
2
Generatingfunctionof Chebyshev Polynomials
1 1 2 ( ) xt xt t

+
Orthogonality of Chebyshev polynomials
1
2
1
if 0
1
if 0
2
0 if
( ) ( )
,
,
,
n m
T x T x
dx m n
x
m n
m n
t
t

= = =

= = =
= =
}
Proof:
Case I: m = n = 0
1 1
2 2
1 1
1
1 1
( ) ( )
n m
T x T x
dx dx
x x
t

= =

} }
Case II: m = n 0
1 1 1
2
2 1
2 2 2
1 1 1
1 1 1
( ) ( ) [ ( )]
cos ( cos )
n m n
T x T x T x
n x
dx dx dx
x x x

= =

} } }
Substitute , then obtain
1
cos x t

=
1
2
2
1
2
1
[ ( )]
n
T x
dx
x
t

}
Case III: m n
1 1
1 1
2 2
1 1
1 1
( ) ( )
cos( cos )cos( cos )
n m
T x T x
n x m x
dx dx
x x


=

} }
Substitute , then obtain
1
cos x t

=
1
2
1
0
1
( ) ( )
n m
T x T x
dx
x