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Bessel Equation

The document summarizes properties of Bessel functions and solutions to Bessel's differential equation. It shows that: 1) The Bessel equation is a second order linear differential equation with regular singular points. 2) One solution is the Bessel function of the first kind Jp(x), which is an infinite series involving factorials. 3) A second solution Yp(x) can be obtained for integer orders p. 4) The general solution is a linear combination of Jp(x) and Yp(x) with arbitrary constants.

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90 views10 pages

Bessel Equation

The document summarizes properties of Bessel functions and solutions to Bessel's differential equation. It shows that: 1) The Bessel equation is a second order linear differential equation with regular singular points. 2) One solution is the Bessel function of the first kind Jp(x), which is an infinite series involving factorials. 3) A second solution Yp(x) can be obtained for integer orders p. 4) The general solution is a linear combination of Jp(x) and Yp(x) with arbitrary constants.

Uploaded by

U SANKAR TEJO
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Bessel equation

The DE is 𝑥 2𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑝2 𝑦 = 0, 𝑝 ≥ 0. ….(1)
( Bessel equation of order 𝑝 ).
𝑥 = 0 is a regular singular point.
Let 𝑦 = σ∞𝑛=0 𝑛𝑎 𝑥 𝑚+𝑛
, with 𝑎0 ≠ 0 be a FS solution of (1).
Substituting in (1) we get
σ∞ 𝑎
𝑛=0 𝑛 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛 + σ∞ 𝑎 (𝑚 + 𝑛)𝑥 𝑚+𝑛 +
∞ ∞ 𝑛=0 𝑛

෍ 𝑎𝑛 𝑥 𝑚+𝑛+2 − ෍ 𝑝2𝑎𝑛 𝑥 𝑚+𝑛 = 0.


𝑛=0 𝑛=0
σ∞
𝑛=0 𝑛𝑎 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛 + σ∞ 𝑎 (𝑚 + 𝑛)𝑥 𝑚+𝑛 +
𝑛=0 𝑛
σ∞ 𝑎
𝑛=2 𝑛−2 𝑥 𝑚+𝑛 − σ∞ 𝑝2 𝑎 𝑥 𝑚+𝑛 = 0.……(2)
𝑛=0 𝑛
For n = 0, equating the coefficient,
𝑎0𝑚 𝑚 − 1 + 𝑎0𝑚 − 𝑝2 𝑎0 = 0.
𝑎0 ≠ 0 → 𝑚2 − 𝑝2 = 0. ( indicial equation).
Roots are 𝑚 = 𝑝, −𝑝.
For n=1, equating the coefficient,
𝑎1 𝑚 + 1 𝑚 + 𝑎1 𝑚 + 1 − 𝑝2 𝑎1 = 0.
𝑎1 𝑚 + 1 2 − 𝑝2 = 0 → 𝑎1 = 0.
For n = 2, 3, 4,….
𝑎𝑛 𝑚 + 𝑛 𝑚 + 𝑛 − 1 + 𝑎𝑛 𝑚 + 𝑛 + 𝑎𝑛−2 − 𝑝2𝑎𝑛 = 0.
𝑎𝑛−2
𝑎𝑛 = − , n = 2, 3, ….
(𝑚+𝑛+𝑝)(𝑚+𝑛−𝑝)
To find solution corresponding to 𝑚 = 𝑝.
𝑎𝑛−2
Then, 𝑎𝑛 = − , n = 2, 3, ….
(2𝑝+ 𝑛)𝑛
𝑎1 = 0 → 𝑎3 = 0, 𝑎5 = 0, … ..
𝑎0 𝑎0
𝑎2 = − =− .
2𝑝+2 2 22(𝑝+1)
𝑎2 𝑎0
𝑎4 = − = …….
2𝑝+4 4 24 2!(𝑝+1)(𝑝+2)
𝑘 𝑎0
• In general, 𝑎2𝑘 = (−1) , k = 1, 2,…..
22𝑘 𝑘! 𝑝+1 𝑝+2 …(𝑝+𝑘)
Solution is
𝑦 = 𝑎0𝑥 𝑚 + 𝑎1𝑥 𝑚+1 + 𝑎2𝑥 𝑚+2 + ⋯
= 𝑎 𝑥 𝑝 + 𝑎 𝑥 𝑝+1 + 𝑎 𝑥 𝑝+2 + ⋯
∞ 0 1 2
𝑘
𝑎0
= ෍ (−1) 2𝑘 𝑥 𝑝+2𝑘
2 𝑘! 𝑝 + 1 𝑝 + 2 … (𝑝 + 𝑘)
𝑘=0
1
Choose 𝑎0 = 𝑝
2 𝑝!
(−1)𝑘 𝑥 𝑝+2𝑘
∞
One solution is 𝑦= σ𝑘=0 ( )
𝑘! 𝑝+𝑘 ! 2
This solution is known as the Bessel function of the first kind of order
𝑝 and it is denoted as 𝐽𝑝 (𝑥).
When 𝑝 is not an integer, above method can be repeated with 𝑚 = −𝑝
and a second solution can be obtained as 𝐽−𝑝 𝑥 .
Hence general solution is 𝑦 = 𝑐1𝐽𝑝 𝑥 + 𝑐2 𝐽−𝑝(𝑥), where 𝑐1, 𝑐2 are
arbitrary constants.

When 𝑝 = 𝑛 is an integer, one solution is 𝑦1 = 𝐽𝑛 (𝑥).


In this case 𝐽𝑛 (𝑥) and 𝐽−𝑛 (𝑥) are not linearly independent.
Factorial notation

When 𝑝 is any real number,

1
1 , 𝑝 ≠ −1, −2, …
= ൞Γ(𝑝 + 1)
𝑝!
0, 𝑝 = −1, −2, … .
If n is an integer, prove that 𝐽−𝑛 𝑥 = −1 𝑛 𝐽𝑛 (𝑥).

∞ (−1)𝑘 𝑥 𝑝+2𝑘
We have 𝐽𝑝 (𝑥) = σ𝑘=0 ( ) ……(1)
𝑘! 𝑝+𝑘 ! 2
∞ (−1)𝑘 𝑥 −𝑛+2𝑘
So, 𝐽−𝑛 (𝑥) = σ𝑘=0 ( )
𝑘! −𝑛+𝑘 ! 2
∞ (−1)𝑘 𝑥 −𝑛+2𝑘
= σ𝑘=𝑛 ( )
𝑘! −𝑛+𝑘 ! 2
Replace 𝑘 by 𝑛 + 𝑘,
(−1) 𝑛+𝑘 𝑥
𝐽−𝑛 (𝑥) = σ∞ (
𝑘=0 (𝑛+𝑘)!𝑘! 2 ) −𝑛+2(𝑛+𝑘)

(−1) 𝑘 𝑥 𝑛+2𝑘
𝑛 σ∞
= (−1) 𝑘=0 ( ) = −1 𝑛 𝐽𝑛 (𝑥).
(𝑛+𝑘)!𝑘! 2
When p =n, an integer, to find second independent solution.
The Bessel equation is 𝑥 2𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0, ….(1)
Let 𝑦 = 𝑢(𝑥)𝐽𝑛 (𝑥) be the second solution.
Then 𝑦 ′ = 𝑢′𝐽𝑛 + u 𝐽𝑛′ , 𝑦 ′′ = 𝑢′′ 𝐽𝑛 + 2𝑢′𝐽𝑛′ + 𝑢𝐽𝑛′′ .
From (1)
𝑥 2 𝑢′′𝐽𝑛 + 2𝑢′𝐽𝑛′ + 𝑢𝐽𝑛′′ + 𝑥(𝑢′ 𝐽𝑛 + u 𝐽𝑛′ ) + 𝑥 2 − 𝑛2 𝑢𝐽𝑛 = 0.
Since 𝐽𝑛 is a solution of (1),
𝑥 2 𝑢′′𝐽𝑛 + 2𝑢′ 𝐽𝑛′ + 𝑥 𝑢′ 𝐽𝑛 = 0
Dividing by 𝑥 2𝑢′𝐽𝑛 ,
𝑢′′ ′
𝐽𝑛 1
+ 2 + = 0.
𝑢′ 𝐽𝑛 𝑥
Integrating, 𝑙𝑜𝑔𝑢′ + 2𝑙𝑜𝑔𝐽𝑛 + 𝑙𝑜𝑔𝑥 = 𝑙𝑜𝑔𝐴
𝐴
𝑢′ 𝐽𝑛2 𝑥=𝐴→𝑢 = ′
.
𝑥𝐽𝑛2
𝐴
Hence, 𝑢 = ‫ 𝐽𝑥 ׬‬2 𝑑𝑥 + 𝐵.
𝑛
1
So second solution is 𝑦 = { ‫׬‬ 𝑑𝑥 } 𝐽𝑛 . Let it be denoted as 𝑌𝑛 (𝑥).
𝑥𝐽𝑛2
General solution of Bessel equation of order n is,
𝑦 = 𝑐1𝐽𝑛 𝑥 + 𝑐2𝑌𝑛 (𝑥).
Bessel function 𝐽𝑝 (𝑥)

∞ (−1)𝑘 𝑥 𝑝+2𝑘
𝐽𝑝 (𝑥) = σ𝑘=0 ( ) .
𝑘! 𝑝+𝑘 ! 2

(−1)𝑘 𝑥 2𝑘
∞
σ𝑘=0
𝐽0 (𝑥) = ( ) .
𝑘!𝑘! 2
(−1)𝑘 𝑥 1+2𝑘
𝐽1 (𝑥) = σ∞
𝑘=0 ( ) .
𝑘! 1+𝑘 ! 2

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