Jim Lambers

MAT 415/515
Fall Semester 2013-14
Lecture 15 Notes

These notes correspond to Section 14.2 in the text.

Orthogonality of Bessel Functions

Since Bessel functions often appear in solutions of PDE, it is necessary to be able to compute
coefficients of series whose terms include Bessel functions. Therefore, we need to understand their
orthogonality properties.
Consider the Bessel equation

d2 Jν (kρ) dJν (kρ)

ρ2 2
+ρ + (k 2 ρ2 − ν 2 )Jν (kρ) = 0,
dρ dρ
where ν ≥ −1. Rearranging yields
 2
ν2

d 1 d
− + − Jν (kρ) = k 2 Jν (kρ).
dρ2 ρ dρ ρ2

Thus Jν (kρ) is an eigenfunction of the linear differential operator

 2
ν2

d 1 d
L=− + −
dρ2 ρ dρ ρ2

with eigenvalue k 2 .
The operator L is not self-adjoint with respect to the standard scalar product, as the coefficients
p0 (ρ) = −1 and p1 (ρ) = −1/ρ do not satisfy the condition p01 (ρ) = p0 (ρ), so we use the weight
function
1 R pp1 (ρ) dρ
R
w(ρ) = e 0 (ρ) = −e 1/ρ dρ = −eln ρ = −ρ.
p0 (ρ)
It follows from the relation
Z b

b
(λu − λv ) v ∗ (x)u(x)w(x) dx = w(x)p0 (x)(v ∗ (x)u0 (x) − (v ∗ )0 (x)u(x) a
a

that a
a[k 0 Jν (ka)Jν0 (k 0 a) − kJν (k 0 a)Jν0 (ka)]
Z
ρJν (kρ)Jν (k 0 ρ) dρ = .
0 k2 − k0 2
Therefore, in order to ensure orthogonality, we must have ka and k 0 a be zeros of Jν . Thus we have
the orthogonality relation
Z a  ρ  ρ
ρJν ανi Jν ανj dρ = 0, i 6= j,
0 a a
where ανj is the jth zero of Jν .
It is worth noting that because of the weight function ρ being the Jacobian of the change of
variable to polar coordinates, Bessel functions that are scaled as in the above orthogonality relation
are also orthogonal with respect to the unweighted scalar product over a circle of radius a.

1
Normalization
Now that we have orthogonal Bessel functions, we seek orthonormal Bessel functions. From

a[k 0 Jν (ka)Jν0 (k 0 a) − kJν (k 0 a)Jν0 (ka)]

Z a
ρ[Jν (kρ)]2 dρ = lim .
0 k0 →k k2 − k0 2
Substituting ka = ανi and applying l’Hospital’s Rule yields

kaJν (k 0 a)Jν0 (ανi )

Z a
a2 0
ρ[Jν (kρ)]2 dρ = lim − 2 0 2 = [Jν (ανi )]2 .
0 k 0 →k
k −k 2
Using the recurrence relation

0 ν±1
Jν (x) = ±Jν±1 (x) + Jν±1 (x),
x
we then obtain
a
a2
Z α 
νi
ρ[Jν ρ ]2 dρ = [Jν+1 (ανi )]2 .
0 a 2

Bessel Series
Now we can easily describe functions as series of Bessel functions. If f (ρ) has the expansion
∞
X  ρ
f (ρ) = cνj Jν ανj , 0 ≤ ρ ≤ a, ν > −1,
a
j=1

Then, the coefficients cνj are given by

Jν ανj aρ |f (ρ)


 Z a
2  ρ
cνj =
= ρJν α νj f (ρ) dρ.
Jν ανj aρ |Jν ανj aρ



a2 [Jν+1 (ανj )]2 0 a

It is worth noting that orthonormal sets of Bessel functions can also be obtained by imposing
Neumann boundary conditions Jν0 (kρ) = 0 at ρ = a, in which case ka = βνj , where βνj is the jth
zero of Jν0 .
We now consider an example in which a Bessel series is used to describe a solution of a PDE.
Example Consider Laplace’s equation in a hollow cylinder of radius a with endcaps at z = 0 and
z = h,
∇2 V = 0,
with boundary conditions

V (a, ϕ, z) = 0, V (ρ, ϕ, 0) = 0, V (ρ, ϕ, h) = f (ρ, ϕ)

for a given potential function f (ρ, ϕ). In cylindrical coordinates, Laplace’s equation becomes

1 ∂2V ∂2V
 
1 ∂ ∂V
ρ + 2 + = 0.
ρ ∂ρ ∂ρ ρ ∂ϕ2 ∂z 2

Using separation of variables, we assume a solution of the form

V (ρ, ϕ, z) = P (ρ)Φ(ϕ)Z(z).

2
Substituting this form into the PDE and dividing by V yields

1 d2 Φ 1 d2 Z
 
1 d dP
ρ + 2 + = 0.
ρP dρ dρ ρ Φ dϕ2 Z dz 2

Due to periodicity, we require that Φ satisfy

d2 Φ
= −m2 Φ,
dϕ2

where m is an integer, and therefore Φ(ϕ) = eimϕ . We also have

d2 Z
= `2 Z,
dz 2
which has solutions e`z . Because of the boundary condition at z = 0, we take linear combinations
of solutions so that
Z(z) = sinh lz.
Then, we have
d2 P dP
ρ2 +ρ + (`2 ρ2 − m2 )P = 0.
dρ2 dρ
This is the Bessel equation of order m, which has solutions Jm (`ρ). To satisfy the boundary
condition at ρ = a, we set ` = αmj /a, where αmj is the jth zero of Jm . We then have
 ρ  imϕ  z
V (ρ, ϕ, z) = Jm αmj e sinh αmj .
a a
To satisfy the boundary condition at z = h, we take a linear combination of solutions of this
and seek the coefficients of the expansion
∞ ∞  
X X  ρ  imϕ h
f (ρ, ϕ) = cmj Jm αmj e sinh αmj .
m=−∞ j=1
a a

From the orthogonality relation for Bessel functions, as well as the orthogonality relation
Z 2π
0
e−imϕ eim ϕ dϕ = 2πδmm0 ,
0

we obtain
Z 2π Z a
1  ρ
cmj = h
2

ρe−imϕ Jm αmj f (ρ, ϕ) dρ dϕ.
πa2 sinh αmj a Jm+1 (αmj ) 0 0 a

Thus the PDE and all boundary conditions are satisfied. 2