Chapter 5

Bessel Functions

by

Sandip Banerjee

Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee 247667, Uttarakhand.
E-mail: sandipbanerjea@gmail.com
Module 2: Recurrence Relations.

1. Recurrence Relation
In trying to find a formula for some mathematical sequence, a common inter-
mediate step is to find the nth term, not as a function of n, but in terms of
earlier terms of the sequence. Such relations are called recurrence relations.
In mathematics, a recurrence relation is an equation that recursively defines a
sequence or multidimensional array of values.

d
Recurrence Relation I: dx
{xn Jn (x)} = xn Jn−1 (x).
Proof: We know that
∞
X 1  x 2r+n
(−1)r
r=0
r!Γ(n + r + 1) 2

Now,
" ∞
#
d n d n
X
r 1  x 2r+n
{x Jn (x)} = x (−1)
dx dx r=0
r!Γ(n + r + 1) 2
∞
X (−1)r 1 d
= . . (x2r+2n )
r=0
r!Γ(n + r + 1) 22r+n dx
∞
X (−1)r (2r + 2n)x2r+2n−1
=
r=0
r!Γ(n + r + 1)22r+n
∞
X (−1)r .2.(r + n).xn .x2r+n−1
= [since Γ(n + 1) = nΓ(n)]
r=0
r!(n + r)Γ(n + r).22r+n
∞
d n X (−1)r  x 2r+n−1
{x Jn (x)} = xn
dx r=0
r! Γ(n − 1 + r + 1) 2
= xn Jn−1 (x) (from definition).
d n
∴ {x Jn (x)} = xn Jn−1 (x).
dx

1
 d
Recurrence Relation II: dx
{x−n Jn (x)} = −x−n Jn+1 (x).

Proof: We know that

∞
X 1  x 2r+n
(−1)r
r=0
r! Γ(n + r + 1) 2

Now,
" ∞
#
d −n d −n
X
r 1  x 2r+n
{x Jn (x)} = x (−1)
dx dx r=0
r! Γ(n + r + 1) 2
∞
X (−1)r 1 d
= . 2r+n . (x2r )
r=0
r! Γ(n + r + 1) 2 dx
∞
d −n X (−1)r .2r.x2r−1
{x Jn (x)} =
dx r=0
r(r − 1)! Γ(n + r + 1)22r+n
∞
X (−1)r .x2r−1 1
= . 2r+n−1
r=1
(r − 1)! Γ(n + r + 1) 2
∞
d −n X (−1)m+1 .x2m+2−1 xn .x−n
⇒ {x Jn (x)} = .
dx m=0
m! Γ(n + m + 2) 22m+2+n−1

(Putting m = r − 1 so that r = m + 1). Therefore,

∞
d −n X (−1)m  x n+1+2m
{x Jn (x)} = −x−n .
dx m=0
m! Γ(n + m + 2) 2
d −n
⇒ {x Jn (x)} = −x−n Jn+1 (x), (by definition).
dx
′
Recurrence Relation III: Jn (x) = Jn−1 (x) − (n/x)Jn (x).

Proof: From Recurrence relation I, we get

d n
{x Jn (x)} = xn Jn−1 (x)
dx
′
⇒ nxn−1 Jn (x) + xn Jn (x) = xn Jn−1 (x)
We now divide both sides by xn−1 to obtain
′
⇒ nJn (x) + xJn (x) = xJn−1 (x)
′
⇒ (n/x)Jn (x) + Jn (x) = Jn−1 (x)
′
⇒ Jn (x) = Jn−1 (x) − (n/x)Jn (x)

2
 ′
Recurrence Relation IV: Jn (x) = (n/x)Jn (x) − Jn+1 (x).

Proof: From recurrence relation II, we get,

d −n
{x Jn (x)} = −x−n Jn+1 (x)
dx
′
⇒ −nx−n−1 Jn (x) + x−n Jn (x) = −x−n Jn+1 (x)
We now divide both sides by xn−1 to obtain
′
⇒ nx−1 Jn (x) + Jn (x) = −Jn+1 (x)
′
⇒ −(n/x)Jn (x) + Jn (x) = Jn+1 (x)
′
⇒ Jn (x) = (n/x)Jn (x) − Jn+1 (x)

′
Recurrence Relation V: Jn (x) = 12 [Jn−1 (x) − Jn+1 (x)].

Proof:
′
Recurrence relation III: Jn (x) = Jn−1 (x) − (n/x)Jn (x) (1)
′
Recurrence relation IV: Jn (x) = (n/x)Jn (x) − Jn+1 (x) (2)

Adding (1) and (2), we have

′
2Jn (x) = Jn−1 (x) − Jn+1 (x)
′ 1
⇒ Jn (x) = [Jn−1 (x) − Jn+1 (x)]
2

Recurrence Relation VI: Jn−1 (x) + Jn+1 (x) = (2n/x)Jn (x).

Proof:
′
Recurrence relation III: Jn (x) = Jn−1 (x) − (n/x)Jn (x) (3)
′
Recurrence relation IV: Jn (x) = (n/x)Jn (x) − Jn+1 (x) (4)

Subtracting (4) from (3), we get

0 = Jn−1 (x) + Jn+1 (x) − 2(n/x)Jn (x) (5)

⇒ Jn−1 (x) + Jn+1 (x) = (2n/x)Jn (x) (6)

3
2. Examples
d n 2 n+1 2



Example 1. Prove that dx Jn2 + Jn+1
2
=2 x Jn − x Jn+1

Solution:
′
Recurrence relation III: Jn (x) = Jn−1 (x) − (n/x)Jn (x) (7)
′
Recurrence relation IV: Jn (x) = (n/x)Jn (x) − Jn+1 (x) (8)

We replace n by n + 1 in (7) to obtain

′ n+1
Jn+1 =− Jn+1 + Jn (9)
x

d ′ ′
J 2 + Jn+1
2


The l.h.s gives = 2Jn Jn + 2Jn+1 Jn+1
dx n  
n  n+1
= 2Jn Jn − Jn+1 + 2Jn+1 − Jn+1 + Jn ,
x x

(using (8) and (9))

 
d n 2 n+1 2
Jn2 + Jn+1
2


⇒ =2 Jn − Jn+1
dx x x


Example 2. Prove that J02 + 2 J12 + J22 + J32 + ... = 1.
Solution: We have already proved in the previous example
 
d n 2 n+1 2
Jn2 + Jn+1
2


=2 Jn − Jn+1 (10)
dx x x

Putting n = 0, 1, 2, 3, ... in (10), we get

 
d 1
J02 + J12 = 2 0 − J12


dx x
 
d 1 2 2 2
J12 + J22


=2 J1 − J2
dx x x
 
d 2 2 3 2
J22 + J32


=2 J − J
dx x 2 x 3
... ... ... ... ...

Adding them we get

d  2
J0 + 2 J12 + J22 + ... = 0


dx
which on integration gives

J02 (x) + 2 J12 (x) + J22 (x) + ... = constant

 
(11)

4
 When x = 0, (11) gives

J02 (0) + 2 J12 (0) + J22 (0) + ... = constant

 

⇒ 1 + 2(0 + 0 + ...) = constant (Since, J0 (0) = 1 and Jn (0) = 0 for n ≥ 1)

⇒ constant = 1
⇒ J02 + 2 J12 + J22 + ... = 1

Example 3. Show that 12 xJn = (n + 1)Jn+1 − (n + 3)Jn+3 + (n + 5)Jn+5 − ....

Solution:

Recurrence relation VI: 2nJn = x(Jn−1 + Jn+1 )

Replace n by n+1 ⇒ 2(n + 1)Jn+1 = x(Jn + Jn+2 )
1 1
⇒ xJn = (n + 1)Jn+1 − xJn+2 (12)
2 2
Replace n by n + 2 in (12) to get
1 1
xJn+2 = (n + 3)Jn+3 − xJn+4 (13)
2 2
Substituting 12 xJn+2 from (13) in (12), we obtain

1 1
xJn = (n + 1)Jn+1 − (n + 3)Jn+3 + xJn+4 (14)
2 2
Replace n by n + 4 in (12) to get
1 1
xJn+4 = (n + 5)Jn+5 − xJn+6 (15)
2 2
Substituting 12 xJn+4 from (15) in (14), we obtain

1 1
xJn = (n + 1)Jn+1 − (n + 3)Jn+3 + (n + 5)Jn+5 − xJn+6
2 2
We continue in the similar manner to obtain
1
xJn = (n + 1)Jn+1 − (n + 3)Jn+3 + (n + 5)Jn+5 − ....
2

5
Example 4. Show that x = 2J0 J1 + 6J1 J2 + ... + 2(2n + 1)Jn Jn+1 + ....
Solution:
d
(xJn Jn+1 ) = Jn Jn+1 + x(Jn′ Jn+1 + Jn Jn+1
′
)
dx
= Jn Jn+1 + (xJn′ )Jn+1 + Jn (xJn+1
′
) (16)

′
From recurrence relation III: xJn (x) = nJn (x) − xJn+1 (x) (17)
′
From recurrence relation IV: xJn (x) = −nJn (x) + xJn−1 (x) (18)

We replace n by n+1 in (18) and obtain

′
xJn+1 (x) = −(n + 1)Jn (x) + xJn (x) (19)
′ ′
Substituting the values of xJn (x) from (17) and xJn+1 (x) from (19) in (16), we
get,
d
(xJn Jn+1 ) = Jn Jn+1 + (xJn′ )Jn+1 + Jn (xJn+1
′
)
dx
= Jn Jn+1 + (nJn (x) − xJn+1 (x))Jn+1 + Jn (−(n + 1)Jn (x) + xJn (x))
d
⇒ (xJn Jn+1 ) = x(Jn2 − Jn+1
2
) (on simplification) (20)
dx
Putting n = 0, 1, 2, ... in (20), we obtain
d
{xJ0 J1 } = x(J02 − J12 )
dx
d
{xJ1 J2 } = x(J12 − J22 )
dx
d
{xJ2 J3 } = x(J22 − J32 )
dx
..................................................

d d d
Now, dx {xJ0 J1 } ×1+ dx {xJ1 J2 } ×3+ dx {xJ2 J3 } × 5 + ... gives
d
[x(J0 J1 + 3J1 J2 + 5J2 J3 + ...)] = x[(J02 − J12 ) + 3(J12 − J22 ) + 5(J22 − J32 ) + ...]
dx
= x[J02 + 2(J12 + J22 + ...)]
2 2 2 2


= x × 1 (since,J0 + 2 J1 + J2 + J3 + ... = 1, already proved.)
= x, which on integration gives
1
Z
x(J0 J1 + 3J1 J2 + 5J2 J3 + ...) = xdx + constant = x2 + constant
2
Now, x = 0 ⇒ constant = 0. Hence,

2J0 J1 + 6J1 J2 + 10J2 J3 + ... = x.

6
8. Orthogonality property of Bessel functions.
a
a2 Jn+1
2
(λi a)
Z
xJn (λi x)Jn (λj x)dx = δij ,
0 2

0 if i 6= j
δij = Kronecker delta =
1 if i = j

where λi and λj are roots of the equation Jn (λx) = 0

Proof : Case I: i 6= j.
We consider two unequal roots u(x)=Jn (λi x) and v(x)=Jn (λj x) of Jn (λa) =
0. Then, both of them satisfy the modified Bessel’s equation and we get
′′ ′
x2 u + xu + (λ2i x2 − n2 )u = 0 (21)
′′ ′
2
x v + xv + (λ2j x2 2
− n )v = 0 (22)
We multiply (21) by v and (22) by u and then subtracting, we get
′′ ′′ ′ ′
x(vu − uv ) + (vu − uv ) = x(λ2j − λ2i )uv
d ′ ′ ′ ′
x (vu − uv ) + (vu − uv ) = x(λ2j − λ2i )uv
dx
d ′ ′
[x(vu − uv )] = x(λ2j − λ2i )uv (23)
dx
We integrate (23) w.r.t. x from 0 to a to get
Z a
′ ′
2 2
(λj − λi ) xuvdx = [x(vu − uv )]a0
0
Z a
′ ′
2 2
⇒ (λj − λi ) xJn (λi x)Jn (λj x)dx = [x{Jn (λj x)Jn (λi x) − Jn (λi x)Jn (λj x)}]a0
0
′ ′
= a{Jn (λj a)Jn (λi a) − Jn (λi a)Jn (λj a)} = 0 (Jn (0) = 0)
Z a
⇒ xJn (λi x)Jn (λj x)dx = 0, since λi 6= λj .
0
Case II: i = j.
′
We multiplying (21) by 2u to get
′′ ′ ′2 ′
2x2 u u + 2xu + 2(λ2i x2 − n2 )uu = 0
d 2 ′2
⇒ 2λ2i xu2 = {x u − n2 u2 + λ2i x2 u2 },
dx
which on integration w.r.t. x from 0 to a gives
Z a
′2
2λ2i xu2 dx = [x2 u − n2 u2 + λ2i x2 u2 ]a0
0
Z a
′
2
2λi xJn2 (λi x)dx = a2 [{Jn (λi x)}2 ]x=a (24)
0

7
Using the relation
d n
Jn (x) = Jn (x) − Jn+1 (x),
dx x
where we replace x by λi x, we get
d n
Jn (λi x) = Jn (λi x) − Jn+1 (λi x)
d(λi x) λi x
1 d n
⇒ Jn (λi x) = Jn (λi x) − Jn+1 (λi x)
λi dx λi x
′ n
⇒ Jn (λi x) = Jn (λi x) − λi Jn+1 (λi x)
x
′ n
⇒ [{Jn (λi x)}2 ]x=a = [{ Jn (λi x) − λi Jn+1 (λi x)}2 ]x=a
x
= {0 − λi Jn+1 (λi a)}2
= λ2i Jn+1
2
(λi a)

Substituting this value in (24), we get

Z a
a2 2
xJn2 (λi x)dx = Jn+1 (λi a)
0 2