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Dynamics at the Horsetooth, Volume 2A, Focussed Issue: Asymptotics and Perturbations

Asymptotic Expansion of Bessel Functions;


Applications to Electromagnetics
Nada Sekeljic
Department of Electrical Engineering
Colorado State University

inadasek@engr.colostate.edu

Report submitted to Prof. I. Oprea for Math 676, Fall 2010

Abstract. Bessel function is defined as particular solution of a linear differential


equation of the second order known as Bessels equation. This equation is often
used as model of real physical problems. For instance, separation of the wave
equation (wave equation in complex domain is called Helmholtz equation) in cylindrical
coordinate system leads to Bessels equation. Besides regular series expansion of the
Bessel functions, this paper extends to asymptotic analysis based on contour integral
representation of Hankel function.

Keywords: Bessel functions, Asymptotic expansion, Electromagnetics

Introduction

Although, there are different approaches, Bessel functions of the first kind are introduced in
Section 2 by means of a generating function. In Section 3, Bessels equation is derived based on
field analysis inside a circular waveguide. To define the general system of solutions of the Bessels
equation, we present Bessel functions of the second order known as Neumann functions in Section
4. In section 5, we specify Hankel functions. Section 6 summarize all relations between Bessel
functions. Finally, Section 7 explains asymptotic forms of the functions using contour integral
definition of Hankel function.

Bessel Function of the First Kind, J (z)

One very convenient and instructive way to introduce Bessel functions is due to generating
function. This approach provides useful properties of the functions because of its advantage
of focusing on the functions themselves rather than on the differential equation they satisfy.
Generating function is given in form
g(z, t) = e(z/2)(t1/t)

(1)

This function is expanded in a Laurent series as function of t and complex variable z:


e(z/2)(t1/t) =

+
X
n=

Jn (z) tn

(2)

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

where Jn (z) are Bessel functions of the first kind, of order n (n is an integer). Expanding
the exponentials, we have a product of two absolutely convergent series in zt/2 and z/(2t),
respectively:
r X

z m tm
X
z rt
zt/2
z/(2t)
e
e
=

(1)m
2 r!
2
m!
r=0

(1)m

r=0 m=0

m=0

z (r+m) t(rm)
(n = r m, r = n + m)
2
r!m!

X
X

(1)m

n= m=0

Jn (z) =

m=0

z (n+2m)
2

tn
m!(n + m)!

(1)m z (n+2m)
m!(n + m)! 2

(3)

This is regular expansion for Bessel functions of the first kind, of an integral order n, and it is valid
for small argument z (|z|). For n < 0, Eq.(3) gives:
Jn (z) =

X
m=0

(1)m z (2mn)
m!(m n)! 2

(4)

Because n is an integer, (m n)! goes to infinity for m = 0, 1, 2, 3, ...n 1 and these terms in the
expansion go to zero, so the series may start with m = n. Replacing m by m + n, we get:

X
(1)(n+m) z (n+2m)
Jn (z) =
m!(n + m)! 2

(5)

m=0

From Eqs. (3) and (5), we conclude that Jn (z) and Jn (z) are not independent but are related by:
Jn (z) = (1)n Jn (z)

(6)

This property, Eq. (6), is only valid for an integral order n. These series expansions, Eqs. (3) and
(5) are also valid for n replaced by to define J (z) and J (z) for nonintegral order . Bessel
functions Jn (z), functions of two variables unrestricted z and restricted n (integer), are also called
Bessel coefficients. General representation of Bessel functions of the first kind, of nonintegral order
is defined by equation:
J (z) =

X
m=0

z (+2m)
(1)m
m!( + m + 1) 2

(7)

where is called Gamma function. The Gamma function is an extension of the factorial function
with its argument shifted down by one, to real or complex number. If the argument of the function
is positive integer:
(n) = (n 1)!
(8)
Also, function exists for all complex numbers with a positive real part except non-positive integers
and it is defined throughout complex integral as follows:
Z
(z) =
t(z1) et dt
(9)
0

Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

The recurrence formulas for J (z)


J1 (z) + J+1 (z) =

2
J (z)
z

J1 (z) J+1 (z) = 2J0 (z)


zJ0 (z) + J (z) = zJ1 (z)
zJ0 (z) J (z) = zJ+1 (z)

(10)

These relations are also valid for integral order n.

Cylindrical Waveguide

In this section, we analyze wave propagation along metallic waveguide of circular cross
section of radius a; the waveguide is located along the z axis of circular coordinate system (longitudinal axis of the guide coincides with z axis) as indicated in Fig.
(1).

Figure 1: Cylindrical waveguide


We assume that waveguide conductor is perfect, and dielectric inside the guide is homogeneous
and without losses. We propose to study electromagnetic field inside the guide. Field expressions
for TE and TM waves are derived based on first two Maxwells equations coupled system which
gives relation between electric and magnetic field:
E = jH

(11)

H = jE

(12)

where E is electric field intensity vector, and H is magnetic field intensity vector [note equations
are given in complex domain, so both vectors are complex]; is angular frequency, = 2f (f is
Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

operating frequency of the guide), and are relative permittivity and permeability of the guide
dielectric , respectively. Here, we show that for TE waves transverse components of electric and
magnetic field can be expressed in terms of longitudinal component of magnetic field, and on the
other hand, for TM waves, transverse components of electric and magnetic field can be expressed
in terms of longitudinal component of electric field. In our case, transverse components are r and
, and z is longitudinal component (in cylindrical coordinate system). Total electric and magnetic
field can be written as:
+ Ez (r, , z)
E(r, , z) = Er (r, , z)
r + E (r, , z) u
z
+ Hz (r, , z)
H(r, , z) = Hr (r, , z)
r + H (r, , z) u
z
Assume that wave propagates in positive z direction, therefore, the electric and magnetic field
dependance on z coordinate is given by multiplicative factor ejz , where is phase coefficient of
the wave. Electric field components are expressed as follows:
Er (r, , z) = Er (r, )ejz
E (r, , z) = E (r, )ejz
Ez (r, , z) = Ez (r, )ejz

(13)

Magnetic field components are written in the same way. Cross product between operator and
+ Az
any vector in cylindrical coordinate system A (A = Ar
r + A u
z) is given by following
formula:

A
Ar
Az
1 (A r) Ar
1 Az

r+

u +

z
(14)
A=
r
z
z
r
r
r

After we apply Eq. (14) to the first Maxwells equation, Eq. (11), and equal the same vector
components from left and right side, we obtain three scalar equations:

1 Ez
+ jrE = jHr
(15)
r
Ez
= jH
r

1 (rE ) Er

= jHz
r
r

jEr +

(16)
(17)

In the similar fashion, we decompose the second Maxwells equation, Eq. (12) on three scalar
equations:

1 Hz
+ jrH = jEr
(18)
r
Hz
jHr +
= jE
r

1 (rH ) Hr

= jEz
r
r

(19)
(20)

Now, we have system of six scalar equations and six unknown field components. First step is
to express transverse electric and magnetic field components, Er , Hr , E , and H , in terms of
longitudinal components Ez and Hz . If combine Eqs. (16) and (18), we get:

j
Ez
1 Hz
Er (r, ) = 2
+
(21)
K
r
r
Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

where K 2 = 2 2 . Similarly, after combination Eqs. (15) and (19) we obtain radial component
of magnetic field expressed due to Ez and Hz :

j 1
Hz
Ez
Hr (r, ) = 2
r

(22)
K r
r

Substituting the Eq. (22) into Eq. (19), and Eq. (21) into Eq. (16) we have component of
electric and magnetic field, respectively:

Hz
j Ez

(23)
E (r, ) = 2
K
r
r

Ez
j
Hz
(24)
H (r, ) = 2
+
K
r
r
Finally, after substitute Eqs. (22) and (24) into Eq. (20), we have wave equation for longitudinal
component of electric field:
2 Ez
1 Ez
1 2 Ez
+
+
+ K 2 Ez = 0
r2
r r
r2 2

(25)

If substitute Eqs. (21) and (23) into Eq. (17), we derive wave equation for longitudinal component
of magnetic field vector in the same form as Eq. (25):
2 Hz
1 Hz
1 2 Hz
+
+
+ K 2 Hz = 0
r2
r r
r2 2

(26)

Second step is to transform, for example, Eq. (25) into Bessels equation using the method of
separation of variables. Let Ez (r, ) = R(r)() plug into Eq. (25), divide it with product
R(r)(), and then after multiplication with r2 , we get:
1 d
r2 d2 R
r dR
+
+ r2 K 2 = 0
+
2
R dr
R dr
d
Note that

1 d
d

(27)

does not depend on r coordinate, so it must be constant, we take n2 :


1 d
= n2
d

(28)

This equation has general solution in form:


() = C1 sin(n) + C2 cos(n) = C3 cos(n + 0 )
It is obvious that field expressions must be periodic in terms of coordinate, ( + 2) = (),
so constant n must be an integer; constant 0 can be real and it defines the wave polarization,
because of simplicity we take 0 = 0. Now, Eq. (27) can be written as:
d2 R 1 dR
n2
2
+
+
(K

)R = 0
dr2
r dr
r2

(29)

This equation represents Bessels equation in cylindrical coordinate system, and the general solution
is given in form:
e1 Jn (Kr) + C
e2 Yn (Kr)
R(r) = C
where Jn (x) is Bessel function of first kind, of integral order n, and Yn (x) is Bessel function of the
second kind of order n (known as Neumann function), shown in Figs. (2) and (3), respectively.
Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

Neumann functions tends to infinity if argument tends to zero (they have logarithmic singularity).
Because the field must be finite at r = 0, therefore C2 = 0. Finally, the expression for z component
of electric field intensity vector is:
Ez (r, , z) = E0 Jn (Kr) cos(n)ejz

(30)

e1 . By analogy, from Eq. (26) we get the expression for z component of magnetic
where E0 = C3 C
field intensity vector:
Hz (r, , z) = H0 Jn (Kr) cos(n)ejz
(31)
Substituting Eqs. (30) and (31) into Eqs. (21), (22), (23), and (24), we obtain the expressions for
transverse field components, Er (r, ), Hr (r, ), E (r, ), and H (r, ), respectively. If Ez = 0 and
Hz 6= 0, we have transverse electric waves, TE waves (electric field has only transverse components,
and magnetic field has both, transverse and longitudinal components). If Ez 6= 0 and Hz = 0, we
have transverse magnetic waves, TM waves (magnetic field has only transverse components, and
electric field has both, transverse and longitudinal components). Finally, if Ez 6= 0 and Hz 6= 0, we
have hybrid waves (electric and magnetic field have both, transverse and longitudinal components)
along the guide.

1.5
1

J0(x)
J1(x)

0.5

J2(x) J (x)
3
J4(x)
x

2 3 4 5

7 8

9 10

-0.5
Figure 2: Bessel functions

0.6

Y0(x)

0.4

Y1(x) Y2(x)
Y3(x) Y4(x)

0.2
0
0.2

x
2

10

0.4
0.6
0.8
1
1.2

Figure 3: Neumann functions


A fundamental system of solutions of Bessels equation

Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

Replacing n with (noninteger) in Eq. (29), we have more general form of Bessels equation.
Total solution of linear differential equation of second order includes two independent solutions.
When is not an integer, a fundamental system of solutions of the equation is formed by functions
Jn u(z) and J (z). Otherwise, for = n Jn (z) and Jn (z) are not linearly independent (See Eq.
(6)), so they do not form a fundamental system of solutions of Bessels equation. To determine
the fundamental system of solutions, we introduce Neumann functions Bessel functions of second
kind.

Neumann Functions, Y (z)

Whenever is not an integer, a fundamentals system of solutions of Bessels equation for


functions of order is formed by pair J (z) and J . In case when = n (n is an integer), functions
Jn (z) and Jn (z) are linearly dependent, so Jn (z) is not second solution of the equation. The
second solution is obtained as combination J (z) and J (z) as follows:
Y (z) =

J (z) cos() J (z)


sin()

(32)

This is Neumann function that also satisfy Bessels equation because it is liner combination of
functions J (z) and J (z). When = n, the second solution of the equation is given in following
form:
J (z) cos() J (z)
(33)
Yn (z) = lim
n
sin()
More general form of Eq. (33) has been given by Neumann:
Yn (z) = Jn (z){log z sn }

n1
X

2(nm1) n!Jm (z)


(n m)!m!z (nm)
m=0

X
(1)(m1) (n + 2m)
Jn+2m (z)
m(n + m)

(34)

m=1

where sn = 1 +

1
2

1
3

+ ... +

1
n,

s0 = 0

Hankel Functions, H (z)

Hankel functions are given as two combinations of Bessel functions of the first and second kind,
J (z) and Y (z) as follows:
H(1) (z) = J (z) + jY (z)
(35)
H(2) (z) = J (z) jY (z)
(1)

(36)

(2)

where H (z) and H (z) stand for Hankel functions of the first and second kind, respectively.
Since J (z) and Y (z) satisfy the same recurrence relations, Eq. (10), and since the functions of
the third kind are linear combination of J and Y , it follows that these same recurrence formulas
(1)
(2)
are valid for functions of the third kind, H (z) and H (z)

Dynamics at the Horsetooth

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

Relations Between the Three Kind of Bessel Functions

The following formulas express each function in terms of functions of the other two kinds.
(1)

(2)

H (z) + H (z)
Y (z) + Y (z) cos()
=
,
J (z) =
2
sin()
(1)

(2)

ej H (z) + ej H (z)
Y (z) cos() Y (z)
J (z) =
=
,
2
sin()
(1)

Y (z) =

(39)

(2)

ej H (z) ej H (z)
J (z) J (z) cos()
=
,
sin()
2j

(40)

J (z) ej J (z)
Y (z) ej Y (z)
=
,
j sin()
sin()

(41)

ej J (z) J (z)
Y (z) ej Y (z)
=
.
j sin()
sin()

(42)

H(1) (z) =

H(2) (z) =

(38)

(2)

J (z) cos() J (z)


H (z) H (z)
=
,
sin()
2j
(1)

Y (z) =

(37)

Asymptotic Expansion

In previous sections, varies representations of Bessel functions were shown in form of series
expansion of increasing powers of the argument z, multiplied in some cases by log z (Eq. (34)).
These series are valid for numerical computation when z (z 2 ) is not so large it is comparable
with 4( + 1), 4( + 2), 4( + 3), .... In that case series converge rapidly. Frequently, in realistic
physical problems it is necessary to know the behaviour of Bessel functions for large values of
the argument z (|z|) which involves the asymptotic analysis. Regular series expansions of Bessel
functions converge slowly. The main goal of this section is to present the new formulas, obtained
by asymptotic analysis, as fundamental system of solutions of Bessels equation for large values of
argument z. Here, asymptotic analysis of Bessel functions is introduced based on contour integral
representation of Hankel functions.

7.1

(1)

(2)

Asymptotic expansion of Hankel functions H (z), H (z)

In this part, we derive the asymptotic expansions of Hankel functions starting with following
integral form of Hankel function of the first kind, given by Hankel:

H(1) (z)

2
z

1/2

ej(z 2 4 )
( + 12 )

ej

e
0

u 12

1
ju 2
1+
du
2z

(43)

Integral is valid when 12 < < 12 and 12 + < arg z < 23 + , provided that R( + 12 ) > 0.
1

2
ju
. Since the expansion is not convergent
Now, we apply the binomial theorem to factor 1 + 2z
all along the path of integration, we take finite number of terms and remainder:
1

p1 1
X
( 2 )m
ju 2
u m ( 12 )p
u p 1
ut (p 2 )
p1
1+
=
+
dt
(1 t)
1
2z
m!
2jz
(p 1)! 2jz
2jz
0
m=0
(44)

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Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

Then, choose any positive angle that satisfies inequalities:


1
1
|| , | arg z ( + )| .
2
2
Therefore, arg z is bounded as:
+ 2 arg z 2 2
Then,

1 ut sin ,

2jz

arg 1 ut <

2jz

for the values of t and u under consideration, and so

1
ut (p 2 )

e (sin )R(p 2 ) = Ap
1

2jz
where Ap is independent of z. After substituting Eq. (44) into Eq. (43) and integrating term-byterm, we find that
" p1
#
1/2
X ( 1 )m ( + m + 1 )
2
(1)
(z 12 14 )
(1)
2
2
H (z) =
e
+ Rp ,
(45)
z
m!( + 12 )(2jz)m
m=0
where
|Rp(1) |

(Z
)
Z ej

1
Ap ( 21 )p

u +p 12
p1
e
|u
(1

t)
dt

du|

= Bp |z|p ,

(p 1)! ( + 12 )(2jz)p
0
0

(46)

where Bp is function of , p and ; it does not depend on z. Now, Eq. (45) can be written as:

H(1) (z) =

2
z

1/2
e

j(z 12 41 )

" p1
#
X ( 1 )m ( + m + 1 )
2
2
+ O(z p )
1
m
m!(
+
)(2jz)
2
m=0

(47)

In a similar manner, applying the integral form of Hankel function of the second kind:

H(2) (z)

2
z

1/2

ej(z 2 4 )
( + 12 )

ej

e
0

u 12

1
ju 2
1
du
2z

(48)

and changing the sign of imaginary unit j throughout the previous work, we obtain the asymptotic
expansion of Hankel function of second kind
#
" p1
1/2
X ( 1 )m ( + m + 1 )
2
j(z 21 14 )
p
(2)
2
2
e
+ O(z )
(49)
H (z) =
1
m
z
)(2jz)
m!(
+
2
m=0
Extending the asymptotic expansions Eq. (47) and Eq. (49) to infinity, we have

H(1) (z)

H(2) (z)

Dynamics at the Horsetooth

2
z

2
z

1/2

1/2

ej(z 2 4 )

X
( 21 )m ( + m + 21 )
m!( + 12 )(2jz)m
m=0

ej(z 2 4 )

X
( 12 )m ( + m + 12 )
m!( + 12 )(2jz)m
m=0

(50)

(51)

Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

7.2

Nada Sekeljic

Asymptotic expansion of J (z), J (z), Y (z), and Y (z)

Combining Eqs. (50) and (51) with Eqs. (37) - (42), we get the asymptotic expansion of Bessel
functions of first and second kind, respectively
#
1 "

2 2
1
1 X (1)m (, 2m)
1
1 X (1)m (, 2m + 1)
J (z)
cos(z )
sin(z )
,
z
2
4
(2m)2m
2
4
(2z)2m+1
m=0

J (z)

Y (z)

2
z

Y (z)

2
z

m=0

#
1 "

2
1 X (1)m (, 2m)
1
1 X (1)m (, 2m + 1)
1
cos(z + )
sin(z + )
,
2
4
(2m)2m
2
4
(2z)2m+1
m=0

m=0

#
1 "

2
1
1
1 X (1)m (, 2m)
1 X (1)m (, 2m + 1)
sin(z )
+ cos(z )
,
2
4
(2m)2m
2
4
(2z)2m+1

2
z

m=0

m=0

#
1 "

2
1
1 X (1)m (, 2m)
1
1 X (1)m (, 2m + 1)
sin(z + )
+ cos(z + )
.
2
4
(2m)2m
2
4
(2z)2m+1
m=0

where
(, m) = (1)m

m=0

( 21 )m ( 21 + )m
( + m + 21 )
=
m!
m!( m + 12 )

These asymptotic expansions for Bessel functions are valid for large argument |z| and | arg z| <
, and the error due to stopping the summation at any term is the order of magnitude of that term
multiplied by 1/z.

Dynamics at the Horsetooth

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Volume 2A

Asymptotic Expansion of Bessel Functions; Applications to Electromagnetics

Nada Sekeljic

References
[1] Antonije Djordjevic and Dejan Tosic, Mikrotalasna tehnika.Elektrotehnicki fakultet, 2006.
[2] Arfken and Weber, Mathematical methods for physicists. Elsevier, 2005.
[3] Watson, G. N., A treatise on the theory of Bessel functions. Syndics of the Cambridge University
Press, 1962.

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Volume 2A