MA 102: Lecture - 13

Power Series Solutions of Bessel’s equation

March-June 2023

Lecture-13
(Section 6.3 of Differential Equations by S. L. Ross, 3rd Edition)

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 Power Series Solutions to the Bessel Equation

The Method of Frobenius

Consider the linear homogeneous ODE

y 00 + p(x)y 0 + q(x)y = 0.

Suppose x0 is a regular singular point. So, both (x − x0 )p(x) and (x − x0 )2 q(x)

are analytic at x0 .

Seek solution of the form

∞
X
w(x) = an (x − x0 )n+r ,
n=0

where r is the root for the equation

r(r − 1) + rpo + q0 = 0, p0 = lim (x − x0 )p(x) & q0 = lim (x − x0 )2 q(x).

x→x0 x→x0

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 Power Series Solutions to the Bessel Equation

Main results

Case a: If r1 − r2 is not an integer, then there exist two linearly

independent solutions of the form
∞
X
y1 (x) = an (x − x0 )n+r1 ; a0 6= 0, x0 < x < x0 + R
n=0
X∞
y2 (x) = bn (x − x0 )n+r2 , b0 6= 0, x0 < x < x0 + R
n=0

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 Power Series Solutions to the Bessel Equation

Bessel Equations

The differential equation

00 0
x2 y + xy + (x2 − α2 )y = 0, (1)

where α is a constant, is called Bessel’s equation of order α and its solutions are
known as Bessel functions of order α.

Origin of Bessel’s equation

• Bessel’s differential equation (1) with α = n (integer) first appeared in the
works of Euler and Bernoulli whereas Bessel functions, also sometimes termed
cylindrical functions, were introduced by Bessel, in 1824, in the discussion of
a problem in dynamical astronomy.
• Since many problems of mathematical physics reduce to the Bessel equation.
In this lecture we shall investigate series solutions of such equations.

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 Power Series Solutions to the Bessel Equation

We can easily see that x = 0 is a singular point of equation

00 0
x2 y + xy + (x2 − α2 )y = 0. (2)

Here, p(x) = 1/x, q(x) = (x2 − α2 )/x2 . Clearly,

xp(x) = 1 & x2 q(x) = x2 − α2 .

Hence, x = 0 is a regular singular point.

Let’s assume the solution of (2) to be of the form (Frobenius series)

∞
X
y(x) = an xn+r , x > 0, (3)
n=0

with a0 6= 0.

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 Power Series Solutions to the Bessel Equation

 P∞
∞
X  y 0(x) = n=0 (n + r)an xn+r−1 ,
y(x) = an xn+r ⇒ P∞

n=0 y 00(x) = n=0 (n + r)(n + r − 1)an xn+r−2 .

Substituting y, y 0 and y 00 into equation

00 0
x2 y + xy + (x2 − α2 )y = 0,

we obtain
∞
X ∞
X
(n + r)(n + r − 1)an xn+r + (n + r)an xn+r
n=0 n=0
| {z } | {z }
T1 T2
∞
X ∞
X
+ an xn+r+2 − α2 an xn+r = 0.
n=0 n=0
| {z } | {z }
T3 T4

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 Power Series Solutions to the Bessel Equation

This implies
∞
X ∞
X
xr [(n + r)2 − α2 ]an xn + xr an xn+2 = 0.
n=0 n=0

As xr 6= 0 for x > 0, we have

X∞ ∞
X
n
2 2
[(n + r) − α ]an x + an xn+2 = 0. (4)
n=0 n=0

Now to determine an ’s, we equate the coefficients of each power of x

to zero.
• For the constant term, that is n = 0, we have (r 2 − α2 )a0 = 0.
Since a0 6= 0, it follows that
r 2 − α2 = 0,
which is the indicial equation. The only possible values of r are α
and −α.
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 Power Series Solutions to the Bessel Equation

Case I. For r = α, the equations for determining the coefficients are:

∞
X ∞
X
[(n + r)2 − α2 ]an xn + an xn+2 = 0.
n=1 n=0
|P {z }
∞
= n=2 an−2 xn

Above relation yield

[(1 + α)2 − α2 ]a1 = 0 (collecting coefficient of x),
[(n + α)2 − α2 ]an + an−2 = 0, (collecting coefficient of xn ) n ≥ 2.
Since α ≥ 0, we have a1 = 0. The second equation yields
an−2 an−2
an = − =− . (3)
(n + α) − α
2 2 n(n + 2α)
Since a1 = 0, we immediately obtain
a3 = a5 = a7 = · · · = 0.
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 Power Series Solutions to the Bessel Equation

For the coefficients with even subscripts, we have

−a0 −a0
a2 = = 2 ,
2(2 + 2α) 2 (1 + α)
−a2 (−1)2 a0
a4 = = 4 ,
4(4 + 2α) 2 2!(1 + α)(2 + α)
−a4 (−1)3 a0
a6 = = 6 ,
6(6 + 2α) 2 3!(1 + α)(2 + α)(3 + α)
and, in general
(−1)n a0
a2n = .
22n n!(1 + α)(2 + α) · · · (n + α)
Therefore, the choice r = α yields the solution
∞
!
X (−1)n x2n
yα (x) = a0 xα 1+ , x > 0.
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

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 Power Series Solutions to the Bessel Equation

x < 0: Put x = −t, where t > 0, and set y = y(x) = z(t),

x2 y 00 + xy 0 + (x2 − α2 )y = 0, x<0 (4)
=⇒ t2 z 00 + tz 0 + (t2 − α2 )z = 0, t>0
∞
X
=⇒ z(t) = tr an tn , r 2 − α2 = 0.
n=0

For r = α,
∞
!
X (−1)n t2n
zα (t) = a0 tα 1+ ,t>0
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

Therefore
∞
!
α
X (−1)n x2n
yα (x) = a0 (−x) 1+ , x < 0.
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

is a solution of (4).
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 Power Series Solutions to the Bessel Equation

Therefore, solution to the Bessel’s equation is given by

  
α
P∞ (−1)n x2n

 0
 a x 1 + n=1 22n n!(1+α)(2+α)···(n+α) , x > 0,
yα (x) =  
 P (−1)n x2n
 a0 (−x)α 1 + ∞ 2n

n=1 2 n!(1+α)(2+α)···(n+α) , x < 0.

More precisely, the function yα (x) is given by

∞
!
X (−1)n x2n
yα (x) = a0 |x|α 1+
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

is a solution of the Bessel equation valid for all real x 6= 0.

Qn: What about the second linearly independent solution?

When you can find the second linearly independent solution y−α ?

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 Power Series Solutions to the Bessel Equation

Case II. For r = −α, the equations for determining the coefficients
are: ∞ ∞
X X
n
2 2
[(n + r) − α ]an x + an xn+2 = 0.
n=1 n=0
|P {z }
∞
= n=2 an−2 xn

Hence, r = −α leads to
[(1 − α)2 − α2 ]a1 = 0 and [(n − α)2 − α2 ]an + an−2 = 0.
These equations become
(1 − 2α)a1 = 0 and n(n − 2α)an + an−2 = 0.
If α − (−α) = 2α is not an integer, these equations give us
an−2
a1 = 0 and an = − , n ≥ 2.
n(n − 2α)
Again a3 = a5 = a7 = · · · = 0.
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 Power Series Solutions to the Bessel Equation

Thus, as in previous case, the solution is given by

∞
!
X (−1)n x2n
y−α (x) = a0 |x|−α 1 + ,
n=1
22n n!(1 − α)(2 − α) · · · (n − α)

which is valid for all real x 6= 0.

Therefore when 2α is not an integer the Bessel equation
x2 y 00 + xy 0 + (x2 − α2 )y = 0
has two linearly independent solutions
∞
!
n 2n
X (−1) x
yα (x) = a0 |x|α 1+ ,
n=1
22n n!(1 + α)(2 + α) · · · (n + α)
∞
!
X (−1)n x2n
y−α (x) = a0 |x|−α 1 + ,
n=1
22n n!(1 − α)(2 − α) · · · (n − α)
defined for x 6= 0
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 Power Series Solutions to the Bessel Equation

Euler’s gamma function and its properties

For x ∈ R with x > 0, we define Γ(x) by
Z ∞
Γ(x) = tx−1 e−t dt.
0

The integral converges if x > 0 and diverges if x ≤ 0. Integration by

parts yields the functional equation
Γ(x + 1) = xΓ(x), x > 0.
In general,
Γ(x + n) = Γ((x + n − 1) + 1) = (x + n − 1)Γ(x + n − 1)
= (x + n − 1) · · · (x + 1)xΓ(x), for every n ∈ Z+ ,
Note that
• Γ(1) = 1,
• Γ(n + 1) = n!.
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 Power Series Solutions to the Bessel Equation

Γ(x) for negative non-integral x

Note that if x ∈ (−1, 0), then x + 1 > 0 and hence Γ(x + 1) exists. So for any
x ∈ (−1, 0), we can define

Γ(x + 1)
Γ(x) = .
x
Similarly if x ∈ (−2, −1), then x + 1 ∈ (−1, 0) for which we are now having the
definition of Γ function.

Γ(x) for negative non-integral x

(
Γ(x+1)
, if − 1 < x < 0
Γ(x) = x
Γ(x+1)
x , if − 2 < x < −1 and so on

When x > 0 is not an integer, we have

Γ(n + 1 − x) = (n − x)Γ(n − x) = (n − x)(n − x − 1)Γ(n − x − 1).

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 Power Series Solutions to the Bessel Equation

Solution in terms of Gamma function

Recall following solution for α ≥ 0

∞
!
α
X (−1)n x2n
yα (x) = a0 x 1+ , x>0
n=1
22n n!(1 + α)(2 + α) · · · (n + α)
∞
!
α
X (−1)n  x 2n
= a0 x 1+ .
n=1
n!(1 + α)(2 + α) · · · (n + α) 2

It follows from the recurrence relation of the Gamma function that

Γ(x + n + 1) = (x + n) · · · (x + 1)Γ(x + 1), for every n ∈ Z+ ,

which yields

Γ(α + n + 1)
(1 + α)(2 + α) · · · (n + α) =
Γ(α + 1)

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 Power Series Solutions to the Bessel Equation

Solution in terms of Gamma function Contd...

Thus, we have
∞
!
α
X (−1)n Γ(α + 1)  x 2n
yα (x) = a0 x 1+
n=1
n!Γ(α + n + 1) 2
∞
X (−1)n  x 2n
= a0 Γ(α + 1)xα
n=0
n!Γ(α + n + 1) 2

2−α
Choosing a0 = Γ(1+α) , the expression for yα , can be written as

∞
 x α X (−1)n  x 2n
Jα (x) = , ∀x > 0.
2 n=0
n!Γ(n + 1 + α) 2

The function Jα defined above for x > 0 and α ≥ 0 is called the Bessel function
of the first kind of order α.

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 Power Series Solutions to the Bessel Equation

What about y−α ?

Recall following solution for α ≥ 0
∞
!
−α
X (−1)n x2n
y−α (x) = a0 x 1+ 2n
, x>0
n=1
2 n!(1 − α)(2 − α) · · · (n − α)
∞
!
−α
X (−1)n  x 2n
= a0 x 1+ .
n=1
n!(1 − α)(2 − α) · · · (n − α) 2

When 2α ≥ 0 is not an integer, we have

Γ(n + 1 − α) = (n − α)Γ(n − α) = (n − α)(n − α − 1)Γ(n − α − 1)

= (n − α)(n − α − 1) · · · (2 − α − 1)Γ(1 − α),

which yields

Γ(n + 1 − α)
(1 − α)(2 − α) · · · (n − α) =
Γ(1 − α)
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 Power Series Solutions to the Bessel Equation

y−α in terms of Gamma function

Thus, we have
∞
!
X (−1)n Γ(1 − α)  x 2n
yα (x) = a0 x−α 1+
n=1
n!Γ(n + 1 − α) 2
∞
X (−1)n  x 2n
= a0 Γ(1 − α)x−α
n=0
n!Γ(n + 1 − α) 2

2α
With a0 = Γ(1−α) , the expression for y−α , can be written as

∞
 x −α X (−1)n  x 2n
J−α (x) = , ∀x > 0.
2 n=0
n!Γ(n + 1 − α) 2

That is, J−α is nothing but y−α . Finally, general solution for Bessel equation is
given by
y(x) = c1 Jα (x) + c2 J−α (x), x > 0 & α ∈ / Z+ ∪ {0}
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 Power Series Solutions to the Bessel Equation

Useful recurrence relations for Jα

d α
• dx (x Jα (x)) = xα Jα−1 (x).
( ∞
)
d α d (−1)n
X  x 2n+α
(x Jα (x)) = xα
dx dx n=0
n! Γ(1 + α + n) 2
(∞ )
d X (−1)n x2n+2α
=
dx n=0 n! Γ(1 + α + n)22n+α
∞
X (−1)n (2n + 2α)x2n+2α−1
= .
n=0
n! Γ(1 + α + n)22n+α
Since Γ(1 + α + n) = (α + n)Γ(α + n), we have
∞
d α X (−1)n 2x2n+2α−1
(x Jα (x)) =
dx n=0
n! Γ(α + n)22n+α
∞
α
X (−1)n  x 2n+α−1
= x
n=0
n! Γ(1 + (α − 1) + n) 2
= xα Jα−1 (x).
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 Power Series Solutions to the Bessel Equation

The other relations involving Jα are:

• d (x−α Jα (x)) = −x−α Jα+1 (x).
dx

• α Jα (x) + Jα0 (x) = Jα−1 (x).

x

• α Jα (x) − Jα0 (x) = Jα+1 (x).

x

2α
• Jα−1 (x) + Jα+1 (x) = J (x).
x α

• Jα−1 (x) − Jα+1 (x) = 2Jα0 (x).

Note: Workout these relations.

*** End ***

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