5.

3 Special Functions

Bessels Equation of order v
x 2 y + xy + ( x 2 v 2 ) y = 0

(1)
where v 0, and x = 0 is a regular singular point of
(1). The solutions of (1) are called Bessel functions.

The Solution of Bessels Equation

Because x = 0 is a regular singular point, we know
there exists at least one solution of the

form y = n=0 cn x n+r. Then from (1),

x 2 y + xy + ( x 2 v 2 ) y

n =0

n =0

n =0

n =0

= cn (n + r )(n + r 1) x n+r + cn (n + r ) x n+r + cn x n+r +2 v 2 cn x n+r

= c0 (r 2 r + r v 2 ) x r

+x

cn [(n + r )(n + r 1) + (n + r ) v ]x + x
2

n =1

n+ 2
c
x
n
n =0

= c0 (r 2 v 2 ) x r + x r cn [(n + r ) 2 v 2 ]x n + x r cn x n+2
n =1

n =0

(3)

From (3) we have the indicial equation r2 v2 = 0, r1 =

v, r2 = v. When r1 = v, we have
(1 + 2v)c1 = 0
(k + 2)(k + 2+ 2v)ck+2 + ck = 0
or

ck + 2 =

ck
,
(k + 2)(k + 2 + 2v)

k = 0, 1, 2, L

(4)

The choice of c1 = 0 implies c3 = c5 = c7 = = 0,

so for k = 0, 2, 4, , letting k + 2 = 2n, n = 1, 2, 3, ,
we have
c2 n 2
c2 n = 2
(5)
2 n( n + v )

Thus
c0
c2 = 2
2 1(1 + v)
c0
c2
c4 = 2
= 4
2 2(2 + v) 2 12(1 + v)(2 + v)
c6 =

c0
c4
=

2 23(3 + v)
26123(1 + v)(2 + v)(3 + v)

M
(1) n c0
c2 n = 2 n
,
2 n!(1 + v)(2 + v) L (n + v)

n = 1, 2, 3, L

(6)

We choose c0 to be a specific value

c0 =

1
2v (1 + v)

where (1 + v) is the gamma function. See Appendix II.

There is an important relation:
(1 + ) = ()
so we can reduce the denominator of (6):
(1 + v + 1) = (1 + v)(1 + v)
(1 + v + 2) = (2 + v)(2 + v) = (2 + v)(1 + v)(1 + v)

Hence we can write (6) as

(1) n
c2 n = 2 n + v
, n = 0, 1, 2, ...
2 n!(1 + v + n)

Bessels Functions of the First Kind

We define Jv(x) by
x
(1) n

J v ( x) =

n =0 n! (1 + v + n ) 2

2 n+v

(7)

and
(1) n
x

J v ( x ) =

n=0 n! (1 v + n) 2

2 n v

(8)

In other words, the general solution of (1) on (0, ) is

y = c1Jv(x) + c2J-v(x), v integer
(9)
See Fig 5.3.1.

Example 1 General Solution: v Not an

Integer

Consider the DE
x 2 y"+ xy '+ ( x 2 1/4) y = 0

We find v = , and the general solution on (0, ) is

y = c1 J1/2 ( x) + c2 J 1/2 ( x)

Bessels Functions of the Second Kind

If v integer, then
cos v J v ( x) J v ( x)
Yv ( x) =
sin v

(10)

and the function Jv(x) are linearly independent.

Another solution of (1) is y = c1Jv(x) + c2Yv(x).

As v m, m an integer, (10) has the form 0/0. From
LHopitals rule, the function
Ym ( x) = lim Yv ( x)
v m

and Jv(x) are linearly independent solutions of

x 2 y"+ xy '+( x 2 m 2 ) y = 0


Hence for any value of v, the general solution of (1)

is
(11)
y = c J ( x) + c Y ( x)
1 v

2 v

Yv(x) is called the Bessel function of the second

kind of order v. Fig 5.3.2 shows y0(x) and y1(x).

Example 2 General Solution: v an Integer

Consider the DE
x 2 y"+ xy'+( x 2 9) y = 0

We find v = 3, and from (11) the general solution on

(0, ) is
y = c1 J 3 ( x) + c2Y3 ( x)

DEs Solvable in Terms of Bessel Functions

Let t = x, > 0, in
x 2 y + xy + ( 2 x 2 v 2 ) y = 0

then by the Chain Rule,

dy dy dt
dy
=
=
dx dt dx
dt
2
d 2 y d dy dt
2 d y
= =
2
dx
dt dx dx
dt 2

(12)


Thus, (12) becomes

2

2
t 2 d y + t dy + (t 2 v 2 )y = 0


2
dt

dt
2
dy
2 d y
2
2
(
)y = 0
t
t
+
+
t

v
2
dt
dt

The solution of the above DE is y = c1Jv(t) + c2Yv(t)

Let t = x, we have
y = c1Jv(x) + c2Yv(x)
(13)


Another equation is called the modified Bessel

equation order v,
x 2 y + xy ( x 2 + v 2 ) y = 0

(14)

This time we let t = ix, then (14) becomes

2
d
y dy
t 2 2 + t + (t 2 2 ) y = 0
dt
dt

The solution will be Jv(ix) and Yv(ix). A real-valued

solution, called the modified Bessel function of the
first kind of order v is defined by
(15)
I ( x) = i J (ix)

Ch5_16


Analogous to (10), the modified Bessel function of

the second kind of order v integer is defined by
I ( x) I ( x)
(16)
K ( x) =

sin

and for any integer v = n,

K n ( x) = lim K ( x)
n

Because Iv and Kv are linearly independent on (0, ),

the general solution of (14) is
(17)
y = c1 I ( x) + c2 K ( x)


We consider another important DE:

2 2 2 c 2 a 2 p 2 c 2
1 2a
y +
y + b c x
+
y = 0, p 0
2
x
x

(18)

The general solution of (18) is

y = x a [c1 J p (bx c ) + c2Y p (bx c )]

We shall not supply the details here.

(19)

Example 3 Using (18)

Find the general solution of xy + 3 y + 9 y = 0 on (0, ).
Solution:
Writing the DE as
3
9
y + y + y = 0
x
x

according to (18)
1 2a = 3, b2c2 = 9, 2c 2 = 1, a2 p2c2 = 0
then a = 1, c = . In addition we take b= 6, p = 2.
From (19) the solution is
y = x 1[c1 J 2 (6 x1/ 2 ) + c2Y2 (6 x1/ 2 )]

Example 4 The Aging Spring Revised

Recall the model in Sec. 3.8
mx + ke t x = 0, > 0

You should verify that by letting

2 k t / 2
s=
e
m

we have
2
d
x
dx
s2 2 + s + s2 x = 0
ds
ds

Example 4 (2)
The solution of the new equation is
x = c1J0(s) + c2Y0(s),
If we resubstitute
s=

k t / 2
e
m

we get the solution.

2 k t / 2
2 k t / 2
x(t ) = c1 J 0
e
+
c
Y
e
2 0

Properties
(i)

J m ( x) = (1) m J m ( x)

(ii)

J m ( x) = (1) m J m ( x)

(iii)

0 , m > 0
J m (0) =
1 , m = 0

(iv)

lim x0+ Ym ( x) =

Example 5 Derivation Using Series

Definition
Derive the formula xJ v ( x) = vJ v ( x) xJ v+1 ( x)
Solution:
It follows from (7)
(1) n (2n + v) x
xJ v ( x) =

n
!

(
1
+
v
+
n
)
2
n =0

2 n+v

(1)
x

n =0 n! (1 + v + n) 2

= v

2 n+v

( 1) n x

n =0 n! (1 + v + n) 2

+ 2

2 n+v

2 n +v 1

( 1) n
x
= vJ v ( x) + x

1 ( n 1)! (1 + v + n) 2
1n=4
44442444443

k = n 1

(1)
x

k =0 k! ( 2 + v + k ) 2

= vJ v ( x) x

2 k + v +1

= vJ v ( x) xJ v+1 ( x)


The result in example 5 can be written as

v
J v ( x) J v ( x) = J v+1 ( x)
x

which is a linear DE in Jv(x). Multiplying both sides

the integrating factor x-v, then
d v
(20)
[ x J ( x)] = x v J ( x)
dx

v +1

It can be shown
d v
[ x J v ( x)] = x v J v1 ( x)
dx

(21)

When y = 0, it follows from (14) that

J 0 ( x) = J1 ( x),
Copyright Jones and Bartlett

Y0( x) = Y1 ( x)

(22)
Ch5_24

Spherical Bessel Functions

When the order v is half an odd number, that is,
1/2, 3/2, 5/2, ..
The Bessel function of the first kind Jv(x) can be
expressed as spherical Bessel function:

(1)
x

n=0 n! (1 + 1 / 2 + n) 2

J1/ 2 ( x) =

2 n +1 / 2

Since (1 + ) = () and (1/2) = , then

1
(2n + 1)!
1 + + n = 2 n+1

2
2 n!

Hence

(1)
J1/ 2 ( x) =
(2n + 1)!
n =0
n!
2 2 n+1 n!

and

x

2

2 n +1 / 2

2
J1/ 2 ( x) =
sin x
x
2
J 1/ 2 ( x) =
cos x
x

2 (1) n 2 n+1
=
x

x n=0 (2n + 1)!

(23)
(24)

Legendre Equation
Lengenders Equation of order n
(1 x 2 ) y 2 xy + n(n + 1) y = 0

(2)
where n is a nonnegative integer, and x = 0 is an ordinary
point of (2). The solutions of (2) are called Legendre
functions.

The Solution of Legendre Equation

Since x = 0 is an ordinary point of (2), we use
y = n = 0 cn x n

After substitutions and simplifications, we obtain

n(n + 1)c0 + 2c2 = 0
(n 1)(n + 2)c1 + 6c3 = 0
( j + 2)( j + 1)c j +2 + (n j )(n + j + 1)c j = 0

or in the following forms:

Copyright Jones and Bartlett

Ch5_29

n(n + 1)
c0
2!
(n 1)(n + 2)
c3 =
c1
3!
(n j )(n + j + 1)
c j+2 =
c j , j = 2, 3, 4, L
( j + 2)( j + 1)
c2 =

Using (25), at least |x| < 1, we obtain

n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4
y1 ( x) = c0 1
x +
x
2!
4!

(n 4)(n 2)n(n + 1)(n + 3)(n + 5) 6

x + L

6!

(25)

n ( n + 1) 2
( n 2 ) n ( n + 1 )( n + 3 ) 4

y 1 ( x ) = 1
x +
x
2!
4!

( n 4 )( n 2 ) n ( n + 1 )( n + 3 )( n + 5 ) 6

x +L
6!

( n 1)( n + 2 ) 3 ( n 3 )( n 1)( n + 2 )( n + 4 ) 5

y2 (x) = x
x +
x
3!
5!

( n 5 )( n 3 )( n 1)( n + 2 )( n + 4 )( n + 6 ) 7

x + L
7!

Legendre Polynomials

The following are nth order Legendre polynomials:
P0 ( x) = 1,
P1 ( x) = x
1
1
P2 ( x) = (3x 2 1),
P3 ( x) = (5 x 3 3 x)
2
2
1
1
4
2
P4 ( x) = (35 x 30 x + 3), P5 ( x) = (63 x 5 70 x 3 + 15 x)
8
8

They are in turn the solutions of the DEs. See Fig

5.3.5
n = 0 : (1 x 2 ) y 2 xy = 0
n = 1 : (1 x 2 ) y 2 xy + 2 y = 0
n = 2 : (1 x 2 ) y 2 xy + 6 y = 0
n = 3 : (1 x 2 ) y 2 xy + 12 y = 0
M

Generating function for Legendre Polynomial

Properties of Legendre Polynomial

(i)

Pn ( x) = (1) n Pn ( x)

(ii)

Pn (1) = 1

n
P
(

1
)
=
(

1
)
(iii) n

(iv)
(v)

P2 n +1 (0) = 0,
1 . 3 . 5 ......( 2 n 1)
P2 n ( 0 ) = ( 1)
,
2 . 4 . 6 ....... 2 n
n

Rodrigues formula:

1 d
2
n
Pn ( x) = n
( x 1) , n = 0, 1, 2, ...
n
2 n! dx

Recurrence of Legendre Polynomial

Legendres Polynomial Orthogonality

0 ,

=
Pm
(
x
)
.
Pn
(
x
)
dx
2

1
2n + 1 ,
1

nm
n=m