Engineering Mathematics (III) B

Computer and Control Engineering Dep. (PME2211)

Lecture #3

Dr. Eng. Ali Abdelmotaal Mehrez

aly_mehrez@f-eng.tanta.edu.eg
I. Series solution of ordinary
differential equations (o.d.e)
❑ Special Functions

Bessel’s Function

Gamma Function

Beta Function

Scheme of solving some mathematical problems (for instance; evaluating

some integrals and solving differential equations) by direct substitution.

The problem is just prepared in a specific form to be solved by special

functions.
❑ Special Functions
o Bessel’s function

∞ 𝒙 𝟐𝒏+𝒌
𝒏 𝒀𝒌 𝒙
−𝟏
𝑱𝒌 𝒙 = ෍ 𝟐 𝑱𝒎 𝒙 cos 𝒎𝝅 − 𝑱−𝒎 (𝒙)
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏) = lim
𝒏=𝟎 𝒎→𝒌 sin 𝒎𝝅

𝐽𝑘 (𝑥) is called: Bessel’s function 𝑌𝑘 (𝑥) is called: Bessel’s function

of the first kind of order 𝒌 of the second kind of order 𝒌
❑ Special Functions
o Bessel’s function

Notes …

𝒌
𝑱−𝒌 𝒙 = −𝟏 𝑱𝒌 (𝒙) 𝑘 = 1,2, …

𝒌
𝒀−𝒌 𝒙 = −𝟏 𝒀𝒌 (𝒙) 𝑘 = 1,2, …

Γ(𝑘) is the Gamma function

∞

𝚪 𝐤 = න 𝒙𝒌−𝟏 𝒆−𝒙 𝒅𝒙
𝟎 ,𝑘 >0
❑ Special Functions
o Bessel’s function

Ex Solve Bessel’s equation for 𝑘 ≠ 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

𝒙𝟐 𝒚′′ + 𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚 = 𝟎
Solution
o Check the ordinary point (with considering the general form )
1 lim 𝑝(𝑥) = lim 1/𝑥 = ∞
𝑝 𝑥 = 𝑥→0 𝑥→0
𝑥 𝑥0 = 0 is a singular point
𝑥2 − 𝑘2
𝑞 𝑥 =
𝑥2

lim 𝑥𝑝(𝑥) = lim 𝑥 = 0 ≠ ∞

𝑥→0 𝑥→0

lim 𝑥 2 𝑞(𝑥) = lim (𝑥 2 − 𝑘 2 ) = −𝑘 2 ≠ ∞

𝑥→0 𝑥→0

𝑥0 = 0 is a regular singular point

Frobenius Method
❑ Special Functions
o Bessel’s function o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:
𝒏=∞ 𝒏=∞ 𝒏=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐

𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑘 2 𝑦 = 0

𝑛=∞ 𝑛=∞

𝑥 2 ෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆−2 + 𝑥 ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆−1 +
𝑛=0 𝑛=0
𝑛=∞

𝑥 2 − 𝑘 2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0

𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞

෍ 𝑎𝑛 𝑥 𝑛+𝜆+2 − 𝑘 2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0 𝑛=0
❑ Special Functions
o Bessel’s function
o Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 (Index shift)
𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞

෍ 𝑎𝑛 𝑥 𝑛+𝜆+2 − 𝑘 2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0 𝑛=0

𝒏→𝒏−𝟐

𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞

෍ 𝑎𝑛−2 𝑥 𝑛+𝜆 − 𝑘 2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0

𝑛=2 𝑛=0
❑ Special Functions
o Bessel’s function o Make all series start from 𝒏 = 𝟐

𝑛=∞

𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝜆 𝑎1 𝑥 𝜆+1 + ෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐

𝑛=∞

𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐

𝑛=∞

෍ 𝑎𝑛−2 𝑥 𝑛+𝜆 −
𝒏=𝟐

𝑛=∞

𝑘 2 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝒏=𝟐
❑ Special Functions
o Bessel’s function
o Compare the coefficients of 𝒙’s in both sides (with the assumption 𝒂𝟎 ≠ 𝟎)
𝒙𝝀 : 𝜆 𝜆 − 1 𝑎0 + 𝜆 𝑎0 − 𝑘 2 𝑎0 = 0
𝑎0 𝜆2 − 𝜆 + 𝜆 − 𝑘 2 = 0 with the assumption 𝜆2 − 𝑘 2 = 0
𝒂𝟎 ≠ 𝟎

𝜆1 = 𝑘, 𝜆2 = −𝑘 𝜆 = ±𝑘

𝒙𝝀+𝟏 : 𝜆 + 1 𝜆 𝑎1 + 𝜆 + 1 𝑎1 − 𝑘 2 𝑎1 = 0

𝑎1 𝜆2 + 𝜆 + 𝜆 + 1 − 𝑘 2 = 0 𝑎1 = 0

𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 + 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛−2 − 𝑘 2 𝑎𝑛 = 0

𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆−1 +1 + 𝑎𝑛−2 − 𝑘 2 𝑎𝑛 = 0

𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆 + 𝑎𝑛−2 − 𝑘 2 𝑎𝑛 = 0
❑ Special Functions
o Bessel’s function
𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆 + 𝑎𝑛−2 − 𝑘 2 𝑎𝑛 = 0
𝑛+𝜆 2 𝑎𝑛 + 𝑎𝑛−2 − 𝑘 2 𝑎𝑛 = 0

𝑎𝑛−2
𝑎𝑛 = − 𝑛 = 2, 3, … (Recurrence Relation)
𝑛 + 𝜆 2 − 𝑘2
𝑎0 𝑎1
𝑛=2 𝑎2 = − 𝑛=3 𝑎3 = − =0
2 + 𝜆 2 − 𝑘2 3 + 𝜆 2 − 𝑘2
𝑛=4 𝑎2 𝑎0
𝑎4 = − =
4 + 𝜆 2 − 𝑘 2 [ 2 + 𝜆 2 −𝑘 2 ][ 4 + 𝜆 2 −𝑘 2 ]
….. 𝒏=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + …
𝒏=𝟎 Write 𝑦 in
= 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂 𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + … terms of 𝑥
and 𝜆
❑ Special Functions
o Bessel’s function
𝒏=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀
𝒏=𝟎
𝜆
1 2
1 4
= 𝑥 𝑎0 1− 𝑥 + 𝑥 −⋯
2 + 𝜆 2 − 𝑘2 [ 2 + 𝜆 2 −𝑘 2 ][ 4 + 𝜆 2 −𝑘 2 ]

𝑦1 is obtained as (Substitute 𝝀 = 𝝀𝟏 = 𝒌)
1 1
𝒚𝟏 = 𝑥𝑘 𝑎 0 1− 𝑥 2 + 𝑥 4−⋯
2 + 𝑘 2 − 𝑘2 [ 2 + 𝑘 2 −𝑘 2 ][ 4 + 𝑘 2 −𝑘 2 ]

𝑥2 𝑥4
= 𝑥 𝑘 𝑎0 1− + −⋯
4(𝑘 + 1) 4 𝑘 + 1 8(𝑘 + 2)
𝑥2 𝑥4
= 𝑥 𝑘 𝑎0 1− 2 + 4 −⋯
2 1! (𝑘 + 1) 2 2! 𝑘 + 2 (𝑘 + 1)
❑ Special Functions
o Bessel’s function 𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

𝑥2 𝑥4
𝒚𝟏 = 𝑥 𝑘 𝑎0 1− 2 + 4 −⋯
2 1! (𝑘 + 1) 2 2! 𝑘 + 2 (𝑘 + 1)
𝑥 𝑥
( )2 ( )4
= 𝑥 𝑘 𝑎0 1− 2 + 2 −⋯
1! (𝑘 + 1) 2! 𝑘 + 2 (𝑘 + 1)

1
𝑎0 is chosen to be in the form 𝑎0 = 𝑘
2 Γ(𝑘 + 1)
∞
Γ(𝑘) is the Gamma function
𝚪 𝐤 = න 𝒙𝒌−𝟏 𝒆−𝒙 𝒅𝒙
∞ 𝒙 𝟐𝒏+𝒌
𝒏 𝟎 ,𝑘 >0
−𝟏
𝑱𝒌 𝒙 = ෍ 𝟐
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏)
𝒏=𝟎
❑ Special Functions
o Bessel’s function 1
𝑎0 = 𝑘
2 Γ(𝑘 + 1)
𝑥 𝑥
( )2 ( )4
𝒚𝟏 = 𝑥 𝑘 𝑎0 1 − 2 + 2 −⋯
1! (𝑘 + 1) 2! 𝑘 + 2 (𝑘 + 1)
𝑥 2 𝑥 4
1 ( ) ( )
𝑘
=𝑥 𝑘 1− 2 + 2 −⋯
2 Γ(𝑘 + 1) 1! (𝑘 + 1) 2! 𝑘 + 2 (𝑘 + 1)

𝑥 2 𝑥 4
𝑥 𝑘 1 ( ) ( )
=( ) − 2 + 2 −⋯
2 Γ(𝑘 + 1) 1! (𝑘 + 1)Γ(𝑘 + 1) 2! 𝑘 + 2 (𝑘 + 1)Γ(𝑘 + 1)

Γ k + 1 = 𝑘 Γ(𝑘) Γ k + 1 = 𝑘 Γ(𝑘)
𝑥 2 𝑥 4
𝑥 𝑘 1 ( ) ( )
=( ) − 2 + 2 −⋯
2 Γ(𝑘 + 1) 1! Γ(𝑘 + 2) 2! 𝑘 + 2 Γ(𝑘 + 2)
❑ Special Functions
o Bessel’s function
𝑥 2 𝑥 4
𝑥 𝑘 1 ( ) ( )
𝒚𝟏 = ( ) − 2 + 2 −⋯
2 Γ(𝑘 + 1) 1! Γ(𝑘 + 2) 2! 𝑘 + 2 Γ(𝑘 + 2)
Γ k + 1 = 𝑘 Γ(𝑘)
∞ 𝒙 𝟐𝒏+𝒌
𝒏
−𝟏
𝒚𝟏 = ෍ 𝟐
𝒏! 𝚪(𝐧 + 𝐤 + 𝟏)
𝒏=𝟎

= 𝑱𝒌 (𝒙)
Similarly, for 𝜆2 = −𝑘 𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝑱−𝒌 (𝒙)
∞ 𝒙 𝟐𝒏−𝒌
𝒏
−𝟏
𝒚𝟐 = ෍ 𝟐
𝒏! 𝚪(𝐧 − 𝐤 + 𝟏)
𝒏=𝟎

= 𝑱−𝒌 (𝒙)
❑ Special Functions
o Bessel’s function
Bessel’s differential equation of order 𝑘

𝒙𝟐 𝒚′′ + 𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚 = 𝟎
The general solution for this equation is
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
𝒌 ≠ 𝒊𝒏𝒕𝒆𝒈𝒆𝒓 𝒌 = 𝒊𝒏𝒕𝒆𝒈𝒆𝒓 𝑶𝑹 𝒛𝒆𝒓𝒐

𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝑱−𝒌 (𝒙) 𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝒀𝒌 (𝒙)

𝒚𝟏 = 𝑱𝒌 𝒙 𝒚𝟏 = 𝑱𝒌 𝒙
∞ 𝒙 𝟐𝒏+𝒌
𝒏
−𝟏
=෍ 𝟐 𝒚𝟐 = 𝒀𝒌 𝒙
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏) 𝑱𝒎 𝒙 cos 𝒎𝝅 − 𝑱−𝒎 (𝒙)
𝒏=𝟎 = lim
𝒎→𝒌 sin 𝒎𝝅
𝒚𝟐 = 𝑱−𝒌 𝒙
❑ Special Functions
o Bessel’s function

∞ 𝒙 𝟐𝒏+𝒌
𝒏 𝒀𝒌 𝒙
−𝟏
𝑱𝒌 𝒙 = ෍ 𝟐 𝑱𝒎 𝒙 cos 𝒎𝝅 − 𝑱−𝒎 (𝒙)
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏) = lim
𝒏=𝟎 𝒎→𝒌 sin 𝒎𝝅

𝐽𝑘 (𝑥) is called: Bessel’s function 𝑌𝑘 (𝑥) is called: Bessel’s function

of the first kind of order 𝒌 of the second kind of order 𝒌
❑ Special Functions
o Bessel’s function

Bessel’s function graphing

Bessel’s function of the first kind of order 𝒌

∞ 𝒙 𝟐𝒏+𝒌
𝒏
−𝟏
𝑱𝒌 𝒙 = ෍ 𝟐
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏)
𝒏=𝟎

𝒙𝟐 𝒙𝟒 𝒙𝟔
𝑱𝟎 𝒙 = 𝟏 − 𝟐 + 𝟐 𝟐 − 𝟐 𝟐 𝟐 + ⋯
𝟐 𝟐 𝟒 𝟐 𝟒 𝟔 𝑱′𝟎 𝒙 = 𝑱𝟏 𝒙
𝒙 𝒙𝟑 𝒙𝟓 𝒙𝟕
𝑱𝟏 𝒙 = − 𝟐 + 𝟐 𝟐 − 𝟐 𝟐 𝟐 + ⋯
𝟐 𝟐 𝟒 𝟐 𝟒 𝟔 𝟐 𝟒 𝟔 𝟖
…
❑ Special Functions
o Bessel’s function

Bessel’s function graphing

The graphs of 𝐽0 𝑥 , 𝐽1 𝑥 , …
❑ Special Functions
o Bessel’s function

Bessel’s function graphing

The graphs of 𝐽0 𝑥 and partial sum approximations

𝒙 𝟐𝒏
∞
−𝟏 𝒏
𝑱𝟎 𝒙 = ෍ 𝟐
𝒏! 𝚪(𝒏 + 𝟏)
𝒏=𝟎
❑ Special Functions
o Bessel’s function

Bessel’s function graphing

Bessel’s function of the second kind of order 𝒌

𝑱𝒎 𝒙 cos 𝒎𝝅 − 𝑱−𝒎 (𝒙)

𝒀𝒌 𝒙 = lim
𝒎→𝒌 sin 𝒎𝝅

The graphs of 𝑌0 𝑥 , 𝑌1 𝑥 , …
❑ Special Functions
o Bessel’s function

Bessel’s function graphing

The graphs of 𝐽0 𝑥 , 𝑌0 𝑥
❑ Special Functions
o Bessel’s function
Ex#1 Find the general solution for the following differential equations

𝟏
(1) 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + 𝒙𝟐 − 𝒚=𝟎
𝟗

(2) 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + 𝒙𝟐 − 𝟐𝟓 𝒚 = 𝟎

1
−
(3) 𝒙𝟐 𝒚′′ + 𝟐𝒙𝒚′ + 𝒙𝟐 − 𝟏 𝒚 = 𝟎 “ Substitute 𝑦 = 𝑥 2 𝑧”

𝟏
Solution (1) 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + 𝒙𝟐 − 𝒚=𝟎
𝟗
𝟏
Bessel’s equation 𝒙𝟐 𝒚′′ +𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚=𝟎 𝒌=
𝟑

The general solution 𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝑱−𝒌 (𝒙)

𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝟏 (𝒙) + 𝒄𝟐 𝑱 𝟏 (𝒙)

−𝟑
𝟑
❑ Special Functions
o Bessel’s function
Ex#1 (cont.)
𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝟏 (𝒙) + 𝒄𝟐 𝑱 𝟏 (𝒙)
𝟑 −𝟑

1 1
𝑥 2𝑛+3 𝑥 2𝑛−
∞ 𝑛 ∞ 𝑛 3
−1 −1
𝐽1 𝑥 = ෍ 2 𝐽 𝑥 =෍ 2
1
3 4 −
3 2
𝑛=0 𝑛! Γ(𝑛 + ) 𝑛=0 𝑛! Γ(𝑛 + )
3 3
❑ Special Functions
o Bessel’s function
Solution

(2) 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + 𝒙𝟐 − 𝟐𝟓 𝒚 = 𝟎

Bessel’s equation 𝒙𝟐 𝒚′′ + 𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚 = 𝟎 𝒌=𝟓

The general solution 𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝒀𝒌 (𝒙)

𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝟓 (𝒙) + 𝒄𝟐 𝒀𝟓 (𝒙)

∞ 𝑥 2𝑛+5
𝑛
−1
𝐽5 𝑥 = ෍ 2
𝑛! Γ(𝑛 + 6)
𝑛=0
𝐽𝑚 𝑥 cos 𝑚𝜋 − 𝐽−𝑚 (𝑥)
𝑌5 𝑥 = lim
𝑚→5 sin 𝑚𝜋
❑ Special Functions
o Bessel’s function
Solution
1
−
(3) 𝒙𝟐 𝒚′′ + 𝟐𝒙𝒚′ + 𝒙𝟐 − 𝟏 𝒚 = 𝟎 “ Substitute 𝑦 = 𝑥 2 𝑧”

Bessel’s equation 𝒙𝟐 𝒚′′ + 𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚 = 𝟎

To transform it to the general form of Bessel’s equation, we use the

𝟏
−𝟐
substitution 𝒚 = 𝒙 𝒛 to convert the equation from (𝑥, 𝑦) → (𝑥, 𝑧)
𝟏
−𝟐
𝒚=𝒙 𝒛
𝒅𝒚 𝑑 −
1
− 𝑑𝑧
1 1 −3
= 𝑥 2 𝑧 =𝑥 2 + − 𝑥 2 𝑧
𝒅𝒙 𝑑𝑥 𝑑𝑥 2
−𝟐 𝒅𝒛 𝟏 −𝟑
𝟏
=𝒙 − 𝒙 𝟐𝒛
𝒅𝒙 𝟐
❑ Special Functions
o Bessel’s function
Solution

𝒅𝟐 𝒚 𝑑 𝑑𝑦 𝑑 −2 𝑑𝑧
1 1 −3
𝟐
= ( )= 𝑥 − 𝑥 2𝑧
𝒅𝒙 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 2
Differentiation of Differentiation of
two multiplied two multiplied
functions functions

1
−2 𝑑 2 𝑧 1 −3 𝑑𝑧 1 −3 𝑑𝑧 3 −5
= 𝑥 2
− 𝑥 2 − 𝑥 2 − 𝑥 2𝑧
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 2

𝟏
−𝟐 𝒅𝟐 𝒛 −𝟐 𝒅𝒛
𝟑 𝟑 −𝟓
= 𝒙 𝟐
−𝒙 + 𝒙 𝟐𝒛
𝒅𝒙 𝒅𝒙 𝟒
❑ Special Functions
o Bessel’s function
Solution 𝒅𝒚 𝒅𝟐 𝒚
Then, we substitute with 𝒚, , and 𝟐 in the differential equation
𝒅𝒙 𝒅𝒙

𝒙𝟐 𝒚′′ + 𝟐𝒙𝒚′ + 𝒙𝟐 − 𝟏 𝒚 = 𝟎

𝟐
1
−2 𝑑2𝑧 −2 𝑑𝑧
3 3 −5 −
1 𝑑𝑧 1 −3
𝒙 𝑥 2
−𝑥 + 𝑥 2 𝑧 + 𝟐𝒙 𝑥 2 − 𝑥 2𝑧
𝑑𝑥 𝑑𝑥 4 𝑑𝑥 2
1
−2
+ 𝒙𝟐 −𝟏 𝑥 𝑧 =𝟎

3 𝑑2𝑧 1 𝑑𝑧 3 −1 1 𝑑𝑧
−
1 3
−
1
𝑥2 2
− 𝑥2 + 𝑥 2 𝑧 + 2𝑥 2 − 𝑥 2 𝑧 + 𝑥2 𝑧 − 𝑥 2 𝑧
𝑑𝑥 𝑑𝑥 4 𝑑𝑥
=0
❑ Special Functions
o Bessel’s function
Solution 3 𝑑2 𝑧 1 𝑑𝑧 3 −1 1 𝑑𝑧
−
1
𝑥2 2
− 𝑥2 + 𝑥 2 𝑧 + 2𝑥 2 −𝑥 2𝑧
𝑑𝑥 𝑑𝑥 4 𝑑𝑥
3 1
−2
+ 𝑥2 𝑧− 𝑥 𝑧 =0

3 𝑑2 𝑧 1 𝑑𝑧 3 5 −1
𝑥2 2
+ 𝑥2 + 𝑥2 − 𝑥 2 𝑧 = 0
𝑑𝑥 𝑑𝑥 4
𝟏
Multiply both sides by 𝒙 𝟐

2𝑧
2
𝑑 𝑑𝑧 2 5
𝑥 2
+𝑥 + 𝑥 − 𝑧=0
𝑑𝑥 𝑑𝑥 4
❑ Special Functions
o Bessel’s function
Solution 2
2
𝑑 𝑧 𝑑𝑧 2 5
𝑥 2
+𝑥 + 𝑥 − 𝑧=0
𝑑𝑥 𝑑𝑥 4
It became in the form of Bessel’s equation 𝒙𝟐 𝒚′′ + 𝒙 𝒚′ + (𝒙𝟐 − 𝒌𝟐 ) 𝒚 = 𝟎
𝟓
𝒌= The general solution 𝒚𝑮.𝑺 = 𝒄𝟏 𝑱𝒌 (𝒙) + 𝒄𝟐 𝑱−𝒌 (𝒙)
𝟐
1
𝒛𝑮.𝑺 = 𝒄𝟏 𝑱 𝟓 𝒙 + 𝒄𝟐 𝑱 𝟓 (𝒙) −
−𝟐 𝑦=𝑥 2 𝑧
𝟐

𝟏
−𝟐
𝒚𝑮.𝑺 = 𝒙 𝒄𝟏 𝑱 𝟓 𝒙 + 𝒄𝟐 𝑱 𝟓 (𝒙)
−
𝟐 𝟐
5 5
2𝑛+ 2 𝑥 2𝑛−
∞ 𝑛 𝑥 ∞
−1 𝑛 2
−1 2
𝐽 𝑥 =෍ 2 𝐽 𝑥 =෍
5 5
5 −
2 𝑛=0 𝑛! Γ(𝑛
5
2 𝑛=0 𝑛! Γ(𝑛 + + 1) − + 1)
2 2
❑ Special Functions
o Bessel’s function

Bessel’s function of the first kind of order 𝒌

𝒙 𝟐𝒏+𝒌
∞
−𝟏 𝒏
𝑱𝒌 𝒙 = ෍ 𝟐
𝒏! 𝚪(𝒏 + 𝒌 + 𝟏)
𝒏=𝟎
❑ Special Functions
o Bessel’s function
Properties of Bessel’s function
Note …
𝑘
1 𝑱−𝒌 𝒙 = −1 𝑱𝒌 𝒙 𝑘 = 𝑖𝑛𝑡𝑒𝑔𝑒𝑟 𝑱𝒌 = 𝑱𝒌 (𝒙)

2 2
2 𝑱𝟏 𝒙 = sin 𝑥 𝑱−𝟏 𝒙 = cos 𝑥
𝟐
𝜋𝑥 𝟐
𝜋𝑥

𝑑
𝑥 𝑘 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏 𝟏
3 𝑑𝑥 𝑱′𝒌 =
𝟐
𝑱𝒌−𝟏 − 𝑱𝒌+𝟏
𝑑
𝑥 −𝑘 𝑱𝒌 = −𝑥 −𝑘 𝑱𝒌+𝟏 𝟐𝒌
𝑑𝑥 𝑱 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏
𝒙 𝒌

න 𝑥 𝑘 𝑱𝒌−𝟏 𝑑𝑥 = 𝑥 𝑘 𝑱𝒌 + 𝑐
4
𝒌−𝟏 𝒌 𝒌+𝟏

න 𝑥 −𝑘 𝑱𝒌+𝟏 𝑑𝑥 = −𝑥 −𝑘 𝑱𝒌 + 𝑐
❑ Special Functions
o Bessel’s function Note …
𝑱𝒌 = 𝑱𝒌 (𝒙)
Ex 𝟐𝒌
Prove that 𝑱𝒌 𝒙 = 𝑱𝒌−𝟏 𝒙 + 𝑱𝒌+𝟏 (𝒙)
𝒙

Solution 𝒅 𝒌
From first property # 3 𝒙 𝑱𝒌 = 𝒙𝒌 𝑱𝒌−𝟏
𝒅𝒙

Differentiation of two multiplied functions

𝑥 𝑘 𝑱′𝒌 + 𝑘𝑥 𝑘−1 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏 (1)

𝒅 −𝒌
From second property # 3 𝒙 𝑱𝒌 = −𝒙−𝒌 𝑱𝒌+𝟏
𝒅𝒙

𝑥 −𝑘 𝑱′𝒌 − 𝑘𝑥 − 𝑘+1 𝑱𝒌 = −𝑥 −𝑘 𝑱𝒌+𝟏 (2)

❑ Special Functions
o Bessel’s function

𝑥 𝑘 𝑱′𝒌 + 𝑘𝑥 𝑘−1 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏 (1) multiply by 𝒙−𝒌

𝑥 −𝑘 𝑱′𝒌 − 𝑘𝑥 − 𝑘+1 𝑱𝒌 = −𝑥 −𝑘 𝑱𝒌+𝟏 (2) multiply by 𝒙𝒌

𝑘
𝑱′𝒌+ 𝑱𝒌 = 𝑱𝒌−𝟏
𝑥
subtract
′ 𝑘
𝑱𝒌 − 𝑱𝒌 = − 𝑱𝒌+𝟏
𝑥
2𝑘
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏
𝑥
𝟏
Ex Prove that 𝑱′𝒌 = 𝑱𝒌−𝟏 − 𝑱𝒌+𝟏 ?
𝟐
❑ Special Functions
o Bessel’s Function
Ex#1 Evaluate 𝐉𝟑 𝒙 , 𝐉𝟓 𝒙 , 𝐉−𝟑 𝒙 , 𝐉−𝟓 𝒙
𝟐 𝟐 𝟐 𝟐

Solution 𝐽1 𝑥 =
2
sin 𝑥
𝟐𝒌 2 𝜋𝑥
We use the property 𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 𝐽−1 𝑥 =
2
cos 𝑥
𝒙 2 𝜋𝑥

𝒌−𝟏 𝒌 𝒌+𝟏

𝐉𝟑 𝒙 : 1
Put 𝑘 = 𝒌−𝟏 𝒌 𝒌+𝟏
𝟐 2
2𝑘
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 −
1 1 3 5
𝑥 2 2 2 2

2(1/2) ? ?
𝑱𝟏 = 𝑱 𝟏 + 𝑱𝟑
𝑥 𝟐 −𝟐 𝟐
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
1 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉𝟑 𝒙 : Put 𝑘 = 2
2
𝟐
2𝑘
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 𝒌−𝟏 𝒌 𝒌+𝟏
𝑥
1 1 3 5
2(1/2) −
2 2 2 2
𝑱𝟏 = 𝑱 𝟏 + 𝑱𝟑
𝑥 𝟐
−
𝟐 𝟐

1
𝑱𝟏 = 𝑱 𝟏 + 𝑱𝟑 1 2 2
𝑥 𝟐 −𝟐 𝟐 sin 𝑥 = cos 𝑥 + 𝑱𝟑
𝑥 𝜋𝑥 𝜋𝑥 𝟐

2 1
𝑱𝟑 𝑥 = sin 𝑥 − cos 𝑥
𝟐 𝜋𝑥 𝑥
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
3 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉𝟓 𝒙 : Put 𝑘 = 2
2
𝟐
2𝑘
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 𝒌−𝟏 𝒌 𝒌+𝟏
𝑥
1 1 3 5 7
2(3/2) −
2 2 2 2 2
𝑱𝟑 = 𝑱𝟏 + 𝑱𝟓
𝑥 𝟐 𝟐 𝟐 ? ?
3
𝑱𝟑 = 𝑱𝟏 + 𝑱𝟓
𝑥 𝟐 𝟐 𝟐

3 2 1 2
sin 𝑥 − cos 𝑥 = sin 𝑥 + 𝑱𝟓
𝑥 𝜋𝑥 𝑥 𝜋𝑥 𝟐
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
3 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉𝟓 𝒙 : Put 𝑘 = 2
2
𝟐

𝒌−𝟏 𝒌 𝒌+𝟏

1 1 3 5 7
−
2 2 2 2 2

? ?
3 2 1 2
sin 𝑥 − cos 𝑥 = sin 𝑥 + 𝑱𝟓
𝑥 𝜋𝑥 𝑥 𝜋𝑥 𝟐

2 1
𝑱𝟓 𝑥 = sin 𝑥 − cos 𝑥 − sin 𝑥
𝟐 𝜋𝑥 𝑥
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
1 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉−𝟑 𝒙 : Put 𝑘 = − 2
2
𝟐
2𝑘
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 𝒌−𝟏 𝒌 𝒌+𝟏
𝑥
5 3 1 1
2(−1/2) −
2
−
2
−
2 2
𝑱 𝟏 = 𝑱 𝟑 + 𝑱𝟏
𝑥 −𝟐 −𝟐 𝟐 ? ?
−1 −1 2 2
𝑱 𝟏 = 𝑱 𝟑 + 𝑱𝟏 cos 𝑥 = 𝑱 𝟑 + sin 𝑥
𝑥 −𝟐 −𝟐 𝟐 𝑥 𝜋𝑥 −𝟐 𝜋𝑥

2 −1
𝑱𝟑 (𝒙) = cos 𝑥 − sin 𝑥
−𝟐 𝜋𝑥 𝑥
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
3 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉 𝟓 𝒙 : Put 𝑘 = − 2

−𝟐 2

2𝑘 𝒌
𝑱𝒌 = 𝑱𝒌−𝟏 + 𝑱𝒌+𝟏 𝒌−𝟏 𝒌+𝟏
𝑥
7 5 3 1 1
2(−3/2) −
2
−
2
−
2
−
2 2
𝑱 𝟑 =𝑱 𝟓+𝑱 𝟏
𝑥 −𝟐 −𝟐 −𝟐
? ?
−3
𝑱 𝟑 =𝑱 𝟓+𝑱 𝟏
𝑥 −𝟐 −𝟐 −𝟐
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
3 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉 𝟓 𝒙 : Put 𝑘 = − 2

−𝟐 2

𝒌−𝟏 𝒌 𝒌+𝟏

7 5 3 1 1
− − − −
2 2 2 2 2
? ?
−3 2 −1 2
cos 𝑥 − sin 𝑥 = 𝑱 𝟓 + cos 𝑥
𝑥 𝜋𝑥 𝑥 −𝟐 𝜋𝑥

−3 2 −1 2
cos 𝑥 − sin 𝑥 = 𝑱 𝟓 + cos 𝑥
𝑥 𝜋𝑥 𝑥 −𝟐 𝜋𝑥
❑ Special Functions
o Bessel’s Function 2
𝐽1 𝑥 = sin 𝑥
2 𝜋𝑥
Ex#1(cont.) 2
3 𝐽−1 𝑥 = cos 𝑥
𝜋𝑥
𝐉 𝟓 𝒙 : Put 𝑘 = − 2

−𝟐 2

𝒌−𝟏 𝒌 𝒌+𝟏

7 5 3 1 1
− − − −
2 2 2 2 2
? ?

2 −3 −1
𝑱 𝟓 (𝒙) = cos 𝑥 − sin 𝑥 − cos 𝑥
−
𝟐 𝜋𝑥 𝑥 𝑥
❑ Special Functions
o Bessel’s Function
𝒅 𝟓 𝟐
Ex#2 Prove that 𝒙𝟐 𝑱𝟓 𝒙 = 𝒙 𝒔𝒊𝒏 𝒙 − 𝒙𝟐 𝒄𝒐𝒔 𝒙
𝒅𝒙 𝟐 𝝅
𝑑
Solution Hint: use the identities 𝑥 𝑘 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏
𝑑𝑥
𝑑
𝑑 5 5
𝑑𝑥
𝑥 𝑘 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏
𝑥 2 𝑱𝟓 𝒙 = 𝑥2 𝑱𝟑
𝑑𝑥 𝟐 𝟐
From the previous
5 2 1 example
= 𝑥2 sin 𝑥 − cos 𝑥
𝜋𝑥 𝑥 𝑱𝟑 𝑥 =
2 1
sin 𝑥 − cos 𝑥
𝟐 𝜋𝑥 𝑥
5 1 2 1
= 𝑥 2−2 sin 𝑥 − cos 𝑥
𝜋 𝑥

2 1 2
= 𝑥2 sin 𝑥 − cos 𝑥 = 𝑥 sin 𝑥 − 𝑥 2 cos 𝑥 = 𝑹. 𝑯. 𝑺
𝜋 𝑥 𝜋
❑ Special Functions
o Bessel’s Function
𝒅
Ex#2 Prove that 𝒙𝑱𝒌 𝒙 𝑱𝒌+𝟏 (𝒙) = 𝒙 𝑱𝟐𝒌 (𝒙) − 𝑱𝟐𝒌+𝟏 (𝒙)
𝒅𝒙
𝑑 −𝑘 −𝑘
𝑑
Hint: use the identities 𝑥 𝑱𝒌 = −𝑥 𝑱𝒌+𝟏 𝑎𝑛𝑑 𝑥 𝑘 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏
𝑑𝑥 𝑑𝑥
Solution

𝒅
𝑳. 𝑯. 𝑺 = 𝒙𝑱𝒌 𝒙 𝑱𝒌+𝟏 (𝒙)
𝒅𝒙
We do need 𝒙−𝒌

𝑑
= 𝑥𝐽𝑘 𝑥 𝐽𝑘+1 𝑥 𝑥 −𝑘 𝑥 𝑘
𝑑𝑥
𝑑
= 𝑥 −𝑘 𝐽𝑘 𝑥 𝑥 𝑘+1 𝐽𝑘+1 𝑥
𝑑𝑥
❑ Special Functions
o Bessel’s Function 𝑑
𝑥 −𝑘 𝑱𝒌 = −𝑥 −𝑘 𝑱𝒌+𝟏
Ex#2 (cont.) 𝑑𝑥
𝑑 𝑘
𝑑 𝑥 𝑱𝒌 = 𝑥 𝑘 𝑱𝒌−𝟏
𝑑𝑥
= 𝑥 −𝑘 𝐽𝑘 𝑥 𝑥 𝑘+1 𝐽𝑘+1 𝑥
𝑑𝑥
Differentiation of two multiplied functions
𝑑 𝑑
= 𝑥 −𝑘 𝐽𝑘 𝑥 𝑥 𝑘+1 𝐽𝑘+1 𝑥 + 𝑥 −𝑘 𝐽𝑘 𝑥 𝑥 𝑘+1 𝐽𝑘+1 𝑥
𝑑𝑥 𝑑𝑥

= 𝑥 −𝑘 𝐽𝑘 𝑥 𝑥 𝑘+1 𝐽𝑘 𝑥 −𝑥 −𝑘 𝐽𝑘+1 𝑥 𝑥 𝑘+1 𝐽𝑘+1 𝑥

= 𝑥 𝐽𝑘2 𝑥 2
− 𝑥 𝐽𝑘+1 (𝑥) = 𝒙 𝑱𝟐𝒌 (𝒙) − 𝑱𝟐𝒌+𝟏 (𝒙) = 𝑹. 𝑯. 𝒔
❑ Special Functions
o Bessel’s Function
Ex#2 Prove that 𝑱𝟑 𝒙 + 𝟑𝑱′𝟎 𝒙 + 𝟒𝑱′′′
𝟎 (𝒙) = 𝟎

Solution
𝑹𝒆𝒑𝒐𝒓𝒕
Thanks for today