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Journal of Applied Mathematics and Physics (ZAMP)

Vol. 42, September 1991

0044-2275/91/050708-07$ 1.50 + 0.20


9 1991 Birkh~iuser Verlag, Basel

Integral representation of Kelvin functions and their


derivatives with respect to the order
By Alexander Apelblat, Department of Chemical Engineering,
Ben Gurion University of the Negev, Beer Sheva, Israel

1. Introduction

In 1890 Lord Kelvin (Sir William Thomson) [1] denoted the real and
imaginary parts of the solution, finite at the origin, of the following
differential equation
xy"+y'--ixy

=0

(1)

as b e r x and bei x. The meaning of these symbols is: Bessel-real and


Bessel-imaginary parts of the Bessel function of order zero and of the
a r g u m e n t i3/2x. Equation (1) appears in solution of certain problems of
electrical engineering. The functions under consideration were introduced,
at least implicitly, a few years earlier in 1884 by Heaviside [2], who
investigated a similar electrical problem. Whitehead in 1911 [3] denoted the
solutions of the following differential equation
xZy " + x y ' - (v 2 + ix2)y = 0

(2)

as berv x, be% x, ker~ x and keiv x where v is real and non-negative. These
functions are called the Kelvin functions of order v and of the first and
second kind respectively.
The Kelvin functions were investigated because they are involved in
solutions of various engineering problems occurring in the theory of electrical currents, elasticity and in fluid mechanics [4-6].
The basic formulas and properties of different Kelvin functions are
given in the literature [7-10], especially in the McLachlan book [11].
However, with an exception of asymptotic expansions [ 10], the properties of
the Kelvin functions related to operations with respect to their order are
virtually unknown. The same situation exists with regard to the integral
representations of these functions. This gap is fulfilled in this work. The
present study is a continuation of our previous investigation dealing with
the Bessel functions [12, 13], which evidently is a starting point for the
Kelvin functions.

Vol. 42, 1991

Integral representation of Kelvin functions

709

2. Kelvin functions ber~ x and beiv x

The Kelvin functions of the order v are related to the Bessel functions
in the following way:
berv x + beiv x = e +-i~vJ~(xe

(3)

T-i~/4)

where v is real and x is real and non-negative.


The integral representation of the Bessel function J~(z) in the Schlaefli
form is [10]
Jr(z)

--/'C

fo

f0

cos(z sin x - v x ) d x

sin T/;V

....

sinh x

dx

(4)

From (3) and (4), after long but rather elementary transformations, the
integral representations of the Kelvin functions are:
berv(xx/~) = _1

[cos roy cos(x sin t - vt) cosh(x sin t)

7~

- sin ~zv sin(x sin t - vt) sinh(x sin t)] dt

sin zcv
7C

f0

--vt-

sinht COS(X

sinh t + ~v) dt

(5)

and
beiv(Xx/~)

[cos nv sin(x sin t

7Z

vt) sinh(x sin t)

+ sin rcv cos(x sin t - vt) cosh(x sin t)] dt


sin~rrcv f f e -vt- x sinh, sin(x sinh t + roy) dt

(6)

For a positive integer n or zero they are reduced to:


ber~(xx/~) = ( - 1)~-

cos(x sin t - nt) cosh(x sin t) dt

(7)

bein(xx/~) - ( - 1)n

sin(x sin t - nt) sinh(x sin t) dt

(8)

7/

and

By changing the integration variable in (7) and (8), the Kelvin functions of
the zero order can be presented in the form:
ber(xx/~ ) =-re
2 fo 1 cos(xt) cosh(xt) x/~dt_ t~

(9)

710

Alexander Apelblat

ZAMP

and

2 foI sin(xt)

bei(xx//-~) =-re

sinh(xt) ~

dt_

t2

(10)

T h e Kelvin functions bern + 1/2 x a n d bein+ 1/2 x, can consecutively be evaluated in terms o f elementary functions using the recurrence relations [10]:
berv + 1 x + ber~ _ 1 x = -

v,/5(

ber~ x - beiv x)

( 11 a)

bei~+ 1 x + bei~_l x = -

(bei~ x + berv x)

(llb)

and
_

2 -3/4

x/~{eXcos(x+8)+e-Xcos(x-8)}

berl/2(xx//~)
_

beil/2(xx/~)

(12a)

2 -3/4

x/~{eXsin(x+8)+e-Xsin(x-8)}

(12b)

and
_

2 -3/4

b e r - 1/2( x x / - 2 ) , ~ - s 1 6 3

~{eXcos(x+8)-e-Xcos(x-8)

bei_ ~/2(x~//-2) -

(13a)

(13b)

D e r i v a t i v e s o f the Kelvin f u n c t i o n s with respect to the order

U s i n g the Petiau n o t a t i o n for order derivatives [8]


ber* (x) -

berv(x)
Ov

(14a)

bei* (x) -

bei~(x)
~?v

(14b)

and differentiating (5) with respect to v, we have:


ber*(xx//-2 ) = - r e bei,,(xx/~)
+ -

t[sin roy cos(x sin

7~

- cos ~zv sin(x sin

t - vt) sinh(x

t - vt) cosh(x

sin t)]

sin t)

dt

+ - 1 j ' ~ e - ~t- x sinh t(t sin 7zv -- rc cos 7zv) cos(x sin t + rcv)
7~

dt

(15)

Vol. 42, 1991

Integral representation of Kelvin functions

71 l

and

lfo

bei*(xv/2 ) = ~ berv(xv/2 ) + -

t[sin roy sin(x sin t - vt) cosh(x sin t)

7~

cos ~v cos(x sin t - vt) sinh(x sin t)] dt

+ -1 fo~ e

sin ltv - 7t cos ~zv) sin(x sin t + ~v) act

= vt - x sinh t(t

7~ 0

(16)
In order to express (15) and (16) in equivalent forms let us introduce:
F(v, y, t) = t ~/2 berv(yx//t)

(17)

Performing differentiation of Eq. (17) with respect to v we have:


F*(v, y, t) = t v/2 lnw/t berv(yx//t) + t ~/2 ber*(yx/~ )

(18)

and therefore
F*(v, xx//2, 1) = ber*(xx/~ )

(19)

The Laplace transform of F(v, y, t) is given by: [13, p. 167, (16.42)]


L { t u/2 ber~( y x/~) } = G(v, y, s)

s "~s cos

(20a)

+ 4 ]'

Res>0,

Rev>-i

(20b)

and evidently
L _ I~ i~G(v, Y,

s)} = F*(v, Y, t)

(21)

From (20) it follows that:


av

s ~s

In

cos

,,(,)v
4s ~s

sin

(22)

but [14, p.167, (16.43)]


L{tU/2beiv(yx/Tt)}=s

I(Y) v
~s

sin

[~--52+---~--]
3~v7 Res >0,

Rev>-l
(23)

712

AlexanderApelblat ZAMP

and therefore from (20) and (23):

F*(v, y, t) - --3---~tv/24 bei~(Yx/Ft)+V/2 ln(2)ber~(yv/t)

-- Z - 1{~--~(-~s)VCOSI~ "1--~'~1}

(24)

but
(-~ss)~C~

-1
2
+--4-J=--~s3rCv-]
yw/2(y){coS[~s+
-

sin

3rc(v-]4- 1)1

and [14, p. 268, (6.1)]


L-'{~S} =- ? -ln t

(26)

where ? = - ~(1) = 0.57721566...


From the convolution theorem of the Laplace transform and (24) we
have:

F*(v,y, t)= -3rttv/24 bei~(Yx/~)+ V/2 ln(y) ber~(Yx/~)


Jo u(~ -1)/2[y + ln(t - u)]

x{berv_l(yw/-u)+bei~_l(yw/~)}du,

Rev>0

(27)

and introducing y = xv/-2 and t = 1, the final result is:


ber, (xx/~) = ln(~22 ) berv(Xx/~) --4-3z~bei~(xx/~)

Xo'
2

u(~- 1)/2[? + In(1 - u)]

x {ber~_l(Xx/~ ) +beiv_l(xx/~)} du, Rev > 0 (28)


Evaluated in a similar way, the equivalent expression for the second Kelvin
function is:
bei*(xx/~ ) = In ( ~ )
+ -~

3re ber~ (xw/~)bei~(xx/-2 ) + ~u (~- 1)/217+ ln( 1 - u)]

x {ber~_l(Xx/~)-bei~_l(Xx/~) } du, Rev > 0

(29)

Vol. 42, 1991

Integral representation of Kelvin functions

713

The order derivatives for v = 0, are evaluated using (24):


F*(O,y, 1)= -3re
beiv(yw/t)+4 ln(2)berv(yx/~)

(30)

but [14, p. 268, (6.8)1


L ,.J'ln s]
1 (7 + 2 In 2 + In t)

(31)

and [14, p. 278, (7.4)]


L - ' ~<15 cos

cosh y

cos y

(32)

and therefore from (30):


ber*(xx/2) = In( ~ )

3re bei(xw/~ )
ber(xw/2 ) --~-

+ - 1 ~1 [7 + 2 In 2 + ln(1 - u)] cosh(xv/~) cos(xw/~ ) du

J0

(33)

and similarly:
bei*(xv/2) = In ( ~ )

3re ber(xw/~ )
bei(xx/~ ) + -~-

+ - 1 f l [7 + 2 In 2 + ln( 1 - u)] sinh(x,Ju) sin(xv/-s ) du

3o

x/~l-u)

(34)
Denoting ? = 2 in C (C = 1.3346682...) and changing the integration variable in (33) and (34) we have:
ber*(xx/~) = in (~22) ber(xx/~ ) - - ~3re bei(x x/~ )
4

+-

f re/2
ln(2C sin O) cosh(xx/-2 cos O)

7C,)o

x cos(x,f2 cos 0) dO

(35)

and
bei*(xx//2) = In

bei(xv/2) + ~ ber(xx/~ )
4

+-

j%r

ln(2C sin 0) sinh(xx/~ cos 0) sin(xx/~ cos 0) dO

(36)

714

Alexander Apelblat

ZAMP

References

[1] Lord Kelvin (Sir William Thomson), Ether, electricity and ponderable matter. Mathematical and
Physical Papers, 3, 484-515 (1890).
[2] O. Heaviside, The induction of currents in cores. The Electrician 12, 583-586 (1884).
[3] C. S. Whitehead, On the generalization of the functions ber x, bei x, ker x, kei x. Quart. J. Pure
Appl. Math. 42, 316-342 (1911).
[4] E. G. Richardson and E. Tyler, The transverse velocity gradient near the mouths of pipes in which
alternating or continuous flow of air is established. Proc. Phys. Soc. 42, 1-15 (1929).
[5] E. Reissner, Stresses and small displacements of shallow spherical shells. H. J. Mathematics and
Physics 25, 279-300 (1946), Correction, 27, 240 (1948).
[6] J. R. Womersley, Method for calculation of velocity, rate of flow and viscous drag in arteries when
the pressure gradient is known. J. Physiology 127, 553-563 (1955).
[7] G. N. Watson, A Treatise on the Theory of Bessel Functions, 2nd ed. Cambridge University Press,
Cambridge 1958.
[8] G. Petiau, La thkorie des fonctions de Bessel. Centre National de la Recherche Scientifique, Paris
1955.
[9] Y. Young and A. Kirk, Royal Society Mathematical Tables, vol. 10, Bessel Functions, Part IV,
Kelvin Functions. Cambridge University Press, Cambridge 1963.
[10] A. Abramowitz and I. E. Stegun, Handbook of Mathematical Functions. U.S. National Bureau of
Standards, Washington, DC 1965.
[11] N. W. McLachlan, Bessel Functions for Engineers, 2nd ed. The Clarendon Press, Oxford 1955.
[12] A. Apelblat and N. Kravitsky, Integral representation of derivatives and integrals with respect to the
order of the Bessel functions J,(t), Iv(t), the Anger function J,(t) and the integral Bessel function Ji~(t).
IMA J. Appl. Math. 34, 187-210 (1985).
[13] A. Apelblat, Derivatives and integrals with respect to the order of the Struve functions H~(t) and
Lv(t). J. Math. Anal. Appl. 137, 17-36 (1989),
[14] F. Oberhettinger and L. Badii, Tables of Laplace Transforms. Springer-Verlag, Berlin 1973.
Abstract

Integral representations of the Kelvin functions ber~ x and beiv x and their derivatives with respect
to the order are considered. Using the Laplace transform technique the derivatives are expressed in terms
of finite integrals. The Kelvin functions bern + 1/2 x and bein + 1/2 x can be presented in a closed form.
(Received: January 11, 1991; revised: April 18, 1991)