Bessels Functions

Bessel Functions
Anil Kumar, Dept. of Mathematics
Bessel Functions
The differential equation
x2 y xy ( x2 p2 ) y 0
where p is a non negative constant, is called Bessels equation,

and its solutions are known as Bessel functions.
These functions first arose in Daniel Bernoullis investigation of
the oscillations of a hanging chain, appeared again in Eulers
theory of the vibration of a circular membrane.
Friedrich Wilhelm Bessel (1784 1846) studied disturbances in
planetary motion, which led him in 1824 to make the first
systematic analysis of solutions of this equation.
Thanks to Dr. Anil Kumar, Dept. of Mathematics
Bessel Functions
Bessels Equation of order p:
2
2
x y xy x p y 0.
2
The origin that is x = 0 is a regular singular point.

The indicial equation is m2 - p2 =0, and the exponents are m1 =
p and m2 = -p.
It follows from Theorem 30-A that BE has a solution of the
form
m
n
y x an x an x n m ,
n 0
n 0
for = , where a0 0 and the power series

converges for all .
3
n
a
x
n
Bessel Functions
Hence we have
n 0
n 0
y ( x) an x n m , y( x) an n m x n m 1 ,
y( x) an n m n m 1x n m 2 .
n 0
The terms of the equation becomes
p y p an x
2
n 0
nm
x y an x
2
n 0
n 0
n 0
n m2
an 2 x n m ,
n2
xy an n m x n m , x 2 y an n m n m 1 x n m .
Bessel Functions
Inserting into the equation and equating the coefficients of xn+p to
zero, we get the following equations with recursion formula
2
m p 0 or m p;
( m 1) p
2
an
a1 0;
an 2
(m n) p
2
for n 2.
For = : Since a0 0 and a1(2p+1) = 0 tells us that a1 = 0, and

Repeated application of this recursion formula yields the fact that
an=0 for every odd subscript n.
an 2
In this case the recurrence formula is given by an
n(2 p n)
Bessel Functions
The nonzero coefficients of our solution are therefore

a0
a0
a2
,
2
2(2 p 2) 1 2 ( p 1)
a0
(1)2 a0
a2
a4
,
4
4(2 p 4) 2 4(2 p 2)(2 p 4) 2!2 ( p 1)( p 2)
(1) 2 a0
(1)3 a0
a4
a6
,
6
6(2 p 6) 2 4 6(2 p 2)(2 p 4)(2 p 6) 3!2 ( p 1)( p 2)( p 3)
And the solution is
2
4
6
x
x
x
p
y a0 x 1 2
4
6

2 ( p 1) 2 2!( p 1)( p 2) 2 3!( p 1)( p 2)( p 3)
Bessel Functions
Or we have
2n
x
y a0 x p (1) n 2 n
.
2 n!( p 1)( p 2) ( p n)
n 0
This solution y is known as Bessel function of the first kind of

order p.
This is denoted by Jp(x) and is defined by replacing the arbitrary
constant a0 by 1 / (2 p p !). So we have
xp
x2n
n
J p ( x) p (1) 2 n
2 p ! n 0
2 n !( p 1)( p 2)
(1) n x

n
!(
p
n
)!
2
n 0
2n p
( p n)
Bessel Functions
The most useful Bessel functions are those of order 0 and 1

which are
(1) x
J 0 ( x)
2
(
n
!)
2

n 0
2n
x2
x4
x6
1 2 2 2 2 2 2
2
2 4
2 4 6
and
(1)n x
J1 ( x)

n
!(
n
1)!
2
n 0
2 n 1
x
1 x
1 x

2 1!2! 2 2!3! 2
Bessel Functions
Graphs of J0(x) and J1(x), and J2(x).

9
Bessel Functions
These graphs displays several interesting properties of the

functions J0(x) and J1(x).
Each has a damped oscillating behavior producing an infinite
number of positive zeros; and these zeros occur alternatively, in a
manner suggesting the functions cos and sin .
(Positive zeros - positive real numbers for which the function
Jp(x) vanishes)
We have seen that in the denominator of () there is a term
( + )! , but it is meaning less if p is not a positive integer.
Now our next turn is to overcome this difficulty.
10
Bessel Functions : The Gamma Function
The gamma function is defined by
( p ) t
0
p 1 t
e dt , p 0
The factor e t 0 so rapidly as t that this integral

converges at the upper limit regardless of the value of p.
However at the lower limit we have
and the factor
t p1 whenever p < 1.
Also note
11
t p 1et dt for p 0.
We can see that
As the integration by parts yields
( p 1) p( p).
( p 1) lim t p e t dt
b
b 0
b
p t b
lim t e
p t p 1e t dt
0
0
b
p lim t p 1e t dt p( p ).
b 0
p
b
Since b 0 as b .
e
12
If we use the fact that (1) et dt 1
Then the formula + 1 = () yields

(2) 1(1) 1, (3) 2(2) 2 1 2!, (4) 3(3) 3 2 1 3!,
In general + 1 = ! for any integer 0.

Its extension to other values of :
We know
13
( p 1)
( p )
.
p
(1)
If 1 < < 0, then 0 < + 1 < 1, so the right side of the

equation (1)has a value and the left side of (1) is defined to have
the value given by right side.
When 2 < < 1, then 1 < + 1 < 0, use formula (1) to

define () on the interval 2 < < 1 in terms of the values
of ( + 1).
Continue this process successively to define any negative
fractions.
( p 1)
Also we have lim ( p) lim
as 0 from the
p 0
p 0
p
right or left.
14
This function ( p) behaves in a similar way near all negative integers.

15
Exercise: (1). Show that 1 2
(2). Using (1) and + 1 = p show that

1 (2n)!
n 2n
2 2 n!
These ideas enable us to define p! by
p ! ( p 1)
for all values of p except negative integers.

Also
1
1
p!
( p 1)
is defined for all values of p and has the value 0 whenever p is negative
integer.
16
Bessel Functions
Therefore, the Bessel function Jp(x) defined by the formula
(1)
x
J p ( x)

n
!(
p
n
)!
2
n 0
2n p
has a meaning for all values of p including negative real

numbers.
17
Bessel Functions
General Solution of Bessels Equation
Found one solution for the exponent m1 = p, namely Jp(x).

To get the general solution we must construct a second linearly
independent solution.
Any such solution is called a Bessel function of second

kind.
For the second LI solution the procedure is to try the other

exponent m2 = -p.
But in doing this we expect to encounter difficulties whenever
the difference m1 - m2 = 2p is zero or a positive integer.
18
Bessel Functions
For = : Assume p is not an integer.

Replace m by p in our earlier treatment.
We see the change in recurrence formula
n(2 p n)an an2 0
and if it happens that p=1/2, then by letting n=1 we see that there
is no compulsion to choose a1=0.
Since we want a particular solution, it is permissible to put a1=0.
The same problem arise when p=3/2 and n=3, and so on; and we
solve it by putting a1=a3= =0.
19
Bessel Functions
Other calculations goes as before.
2n p
(
x
/
2)
Therefore, we get second solution as J p ( x) (1)n
.
n !( p n)!
n 0
1

.
()! 2
First term of the series is
x = 0.
Since () is bounded near = 0, these two solutions are
independent and = 1 + 2 (), (if is not an integer)
So J-p(x) is unbounded near
is the general solution of Bessels equation.
20
Bessel Functions
The solution is entirely different when p is an integer say m 0.

and in this case J-m(x) = (-1)m Jm(x).
This shows that J-m(x) and Jm(x) are dependent and therefore
y c1 J m ( x) c2 J m ( x)
is not a general solution of Bessels equation.
One possible approach is by Section 16, which yield

dx
J m ( x)
x J m ( x)2
as a second solution independent of Jm(x).
21
Bessel Functions
When p is not an integer any function of the form

y c1 J p ( x) c2 J p ( x), p not an integer
with c 2 0 is a Bessel function of the second kind including J-p(x)
it self.
The standard Bessel function of second kind is defined by
Yp ( x) :
J p ( x) cos p J p ( x)
sin p
Ym ( x) : lim Yp lim
p m
p is not int.
p m
if p is not an integer,
J p ( x) cos p J p ( x)
sin p
1
m
J p ( x) (1)
J p ( x)
p
p
p m
22
Bessel Functions
Thenthe general solution of the Bessels equation is
y c1 J p ( x) c2Y p ( x)
in all cases, whether p is an integer or not.
Exercise: (1) Show that
(a) 0 = 1 ; (b) [1 ] = 0 .
(2) Use the above (a), (b) of Problem 1 and Rolles theorem to show that:
(a) Between any two positive zeros of 0 there is zero of 1 ().
(b) Between any two positive zeros of 1 () there is zero of 0 .
23
Bessel Functions
24
Properties of Bessel Functions
The Bessel function Jp(x) is defined for any real number p by
(1)
x
J p ( x)

n 0 n !( p n)! 2
2n p
Some identities:
d
x p J p ( x) x p J p 1 ( x)
(i)
dx
d p
x J p ( x) x p J p 1 ( x)
(ii)
dx
25
Some identities:
p
(i) J p ( x) J p ( x) J p 1 ( x) (or) xJ ' p ( x) pJ p ( x) xJ p 1 ( x)
x
p
(ii) J p ( x) J p ( x) J p 1 ( x) (or) xJ ' p ( x) pJ p ( x) xJ p 1 ( x)
x
2p
(iii)
J p ( x) J p 1 ( x) J p 1 ( x)
x
(iv) 2 J p ( x) J p 1 ( x) J p 1 ( x)
26
Function Jm+1/2(x): +1
21
1 2
3 2 ()
2
2
(v) J1/2 ( x)
sin x and J 1/2 ( x)
cos x
x
x
1
2 sin x
(vi ) J 3/2 ( x) J1/2 ( x) J 1/2 ( x)

cos x
x
x x
1
2 cos x
(vii ) J 3/2 ( x) J 1/2 ( x) J1/2 ( x)
sin
x
x
x
x
It can be continued indefinitely, and therefore every Bessel

function Jm+1/2(x) (where m is an integer) is elementary.
27
Remark:
As an application the following recursion formula
2p
J p ( x) J p 1 ( x) J p 1 ( x)
x
yields Lamberts continued fraction for tan x, and this
continued fraction led to the first proof of the fact that
is not a rational number.
28
The differentiation formulas
d
x p J p ( x) x p J p 1 ( x),
dx
d p
x J p ( x) x p J p 1 ( x)
dx
can be written in the form

p
p
x
J
(
x
)
dx
x
J p ( x) c
p1
and
p
p
x
J
(
x
)
dx
x
J p ( x) c
p1
Then they serve for the integration of many simple expressions

containing Bessel functions. For example, when p = 1, we get
xJ
29
( x)dx xJ1 ( x) c.

Zeros and Bessel Series:
For every value of p, the function Jp(x) has an infinite number of
positive zeros.
For J0(x) the first five positive zeros are

2.4048, 5.5201, 8.6537, 11.7915, and 14.9309.
For J1(x) the first five positive zeros are

3.8317, 7.0156, 10.1735, 13.3237, and 16.4706.
The first statement is true as it follows:

Theorem: Let u be a non-trivial solution of + = 0,
> 0 for > 0 and 1 = . Then has infinitely many

zeros on positive axis.
30
If we use the change of variable () =

Bessels equation reduces to
1
()
then then the
1 4 p2
u '' 1
u 0.
2
4x
By using the above theorem, has infinitely many positive

zeros for 1 2 1 2.
Other Bessels functions also will have infinitely many positive

zeros which can be proved by using the properties of Bessels
function and Rolles theorem. (See Prob. 2 of Section-47 in Text
Book.)
The purpose of concern of these zeros of Jp(x) is:

It is often necessary in mathematical physics to expand a given
function in terms of Bessel functions.
31
Simple and most useful expansion of this kind is the series of the
form
f ( x) a n J p (n x) a1 J p (1 x) a 2 J p (2 x) a3 J p (3 x)
n 1
Where f(x) is defined on the interval 0 x 1 and n are the

positive zeros of some fixed Bessel function Jp(x) with p 0.
As in Legendre series, here also we need to determine the

coefficients of the expansion, which depend on certain integral
properties of the function
J p (n x).
32
Here we need the fact

0
if m n,
0 xJ p (m x) J p (n x)dx 1 J p1 (n ) 2 if m n.
2
The function J p (n x) are said to be orthogonal with respect to
the weight function x on the interval 0 x 1.
If the expansion is assumed to be possible then multiplying
through xJ p (m x), and integrating term by term from 0 to 1, and
using the above fact we get
1
am
2
0 xf ( x) J p (m x)dx 2 J p1 (m )
1
33
and on replacing m by n we obtain the formula for the

coefficients an as:
2
an
J p 1 (n )2
xf ( x) J p (n x)dx
The series
f ( x) a n J p (n x) a1 J p (1 x) a 2 J p (2 x) a3 J p (3 x)
n 1
With the coefficients given by the above formula is know as

Bessel series (or sometimes the Fourier-Bessel series) of the
function f(x).
34
This theorem is given without proof which tells about the

conditions under which the series actually converges.
Theorem A. (Bessel expansion theorem).

Assume that f(x) and f (x) have at most finite number of
jump discontinuities on the interval 0 x 1 . If 0 < x < 1,
then the Bessel series converges to f(x) when x is a point of
continuity of this function, and converges to
1
f ( x ) f ( x )
2
when x is a point of discontinuity.

35
It natural to wonder what happens at the endpoints of the

interval [0, 1].
At = 1, the series converges to zero regardless of the
nature of the function because every ( ) is zero.
The series also converges at = 0 to zero function if
> 0 and to (0+ ) if = 0.
36
Problems:
Bessel series of the function = 1, 0 1 in terms of the functions
1.
0 ( )where n are the positive zeros of J0(x).

Express J2(x), J3(x) in terms of J0(x) and J1(x).
2.
2
+1 = 2 +1
.
When is an integer show that
(a) is an even function when is even,
(b) is an odd function when n is odd,
(c) = 1 .
Show that 3 + 30 + 40 = 0.
If the function is defined by
Prove that
3.
4.
1.
2.
1,
= 1\2,
0,
37
0 < 1/2
= 1/2,
1/2 < 1
show that =
1 ( /2)
=1 2
1
0 ( )
Problems:
If () = for the interval 0 < 1 show that its Bessel series in the
functions ( ) where the are the positive zeros of , is
1.
( ).
=1
(
)
+1
Use the above notation to show formally that if g(x) is well-behaved

function the interval 0 1, then
1.
1 1 +1
2 0
By taking () = and
1
=1 2
1
4(+1)
1
1
=1
+1 ( ) 0
+2
, deduce that
and
=1 4
1
.
16 +1 2 (+2)
The positive zeros of sin are , 2, 3, . Use the above result (and
Problem 46-5) to show that
1
1 1
2
=1+ + +=
2
4 9
6
1.
=1
38
Problems:
Reduce the equation + = 0 to Bessels equation using the
transformation = 1 2 , 2 3 2 = 3. Hence write the general
solution in terms of Bessel functions.
Sol. Use the transformation to find
1.
1 1 2
and
2
2
1
3 2
4
3
2

3 2 2
Substitute these along with the transformation in the given diff. equation to get
the reduced equation in and variable which turns out to be Bessels
equation of order 1/3.
2
2
1
9
= 0.
The gen. sol. is = 1 1 3 + 2 1 3 () now substitute back the

transformation to get the gen. sol. of given diff. eq.
2 3 2
2 3 2
1 2
1 2
= 1 1 3
+ c2 x 1 3
3
3
39

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Bessel Functions

Anil Kumar, Dept. of Mathematics

The differential equation

where p is a non negative constant, is called Bessels equation,

Thanks to Dr. Anil Kumar, Dept. of Mathematics

The origin that is x = 0 is a regular singular point.

for = , where a0 0 and the power series

Anil Kumar, Dept. of Mathematics

The terms of the equation becomes

Anil Kumar, Dept. of Mathematics

For = : Since a0 0 and a1(2p+1) = 0 tells us that a1 = 0, and

Anil Kumar, Dept. of Mathematics

The nonzero coefficients of our solution are therefore

And the solution is

Anil Kumar, Dept. of Mathematics

This solution y is known as Bessel function of the first kind of

Anil Kumar, Dept. of Mathematics

The most useful Bessel functions are those of order 0 and 1

Anil Kumar, Dept. of Mathematics

Graphs of J0(x) and J1(x), and J2(x).

Anil Kumar, Dept. of Mathematics

These graphs displays several interesting properties of the

Anil Kumar, Dept. of Mathematics

Bessel Functions : The Gamma Function

The gamma function is defined by

The factor e t 0 so rapidly as t that this integral

Bessel Functions : The Gamma Function

We can see that

As the integration by parts yields

Anil Kumar, Dept. of Mathematics

Bessel Functions : The Gamma Function

If we use the fact that (1) et dt 1

Then the formula + 1 = () yields

In general + 1 = ! for any integer 0.

Bessel Functions : The Gamma Function

If 1 < < 0, then 0 < + 1 < 1, so the right side of the

When 2 < < 1, then 1 < + 1 < 0, use formula (1) to

Anil Kumar, Dept. of Mathematics

Bessel Functions : The Gamma Function

This function ( p) behaves in a similar way near all negative integers.

Anil Kumar, Dept. of Mathematics

Bessel Functions : The Gamma Function

Exercise: (1). Show that 1 2

(2). Using (1) and + 1 = p show that

These ideas enable us to define p! by

for all values of p except negative integers.

Anil Kumar, Dept. of Mathematics

Therefore, the Bessel function Jp(x) defined by the formula

has a meaning for all values of p including negative real

Anil Kumar, Dept. of Mathematics

Found one solution for the exponent m1 = p, namely Jp(x).

Any such solution is called a Bessel function of second

For the second LI solution the procedure is to try the other

Anil Kumar, Dept. of Mathematics

For = : Assume p is not an integer.

We see the change in recurrence formula

n(2 p n)an an2 0

Anil Kumar, Dept. of Mathematics

Other calculations goes as before.

First term of the series is

So J-p(x) is unbounded near

is the general solution of Bessels equation.

Anil Kumar, Dept. of Mathematics

The solution is entirely different when p is an integer say m 0.