3.1.

Bessels Equation:
As we have pointed above that the equation
2 1 2
+ + (1 ) = 0 (1)
2 2

In which is a constant, is known as Bessels equation and its solutions

are called as Bessel functions. These functions were used by Bessel in the
nineteenth century in a problem of dynamical Astronomy but since an
orthonormal set of function can be defined with Bessel functions it has
enormous use in different branches of mathematical physics and
Engineering. We have shown the two solutions of (1) may be taken as
() and () [ is not an integer] when
+2
(1) (2)
( ) =
=0 ..(2)
! (++1)

If is an integer then
+2
(1) ( )
( ) =
=0
2
..(3)
! (++1)

Now, using ( ) (1 + ) = ( ) and hence

(1 + ) is infinite when r = 0, 1, 2.(n-1). Therefore
+2
(1) (2)
( ) =
= .(4)
! (++1)

Writing r = s + n, this become

+2 +2
(1)+ (2) (1) (2)
( ) =
=0 = (1)
=0 = (1) ( )
(+) ! (+1) (++1) !
.(5)
In this case the other solution is taken to Yn(x) [given in (8) in 1.2]

Example. show that

 2 2
1 ( ) = sin , 1 ( ) = cos
2 2

1
Putting = in (2)
2
1
2 2 4
( ) ( ) ( )
1 ( ) = 2 [1 2 + 2 ]
2 3 3 3 5
( ) 1.
2 2 1.2. 2 . 2

2 3 5 2
= [ + ] = sin
3! 5!

1
For the second relation put = in (3)
2
The results are special cases of an important general theorem which states
that () is expressible in finite terms by means of algebraic and
trigonometric function of x whenever is half of an odd integer. The
functions +1 () and (+1) () when n is a positive integer or zero are
2 2
called spherical Bessel functions and have important application in wave
motion in which spherical polar coordinates are appropriate.

2. Bessel function of order zero

When = 0, the first solution of Bessels equation is given by
2
(1) (2) 2 4 6
( ) =
= =1 2 + 2 + (1)
! (+1) 2 22 4 22 .4 2 .62

Let Yo (x) is the second independent solution and we take it as

[e.f. 1.2]
2
( ) = ( + ) ( ) () .(2)
2

when Y is the Eulers constant and ( ) is a series is ascending

powers of x, Now
2 2
( ) =
( + ) ( ) + ( ) ()
2
2 4 2
( ) = ( + ) ( ) + ( ) 2 () ()
2
Substituting in Bessel equation with = 0 i.e.
2 1
+ =0 .(3)
2

We find
2 1 4
( + ) { ( ) + ( ) + ( )} + ( )
2
1
{ ( ) + ( ) + ()} = 0

22
1 4 2 (1) ( )
i.e. ( ) + ( ) + () = ( ) =
=1
2
! (1)!
(4)

2 2
To solve (4) let ( ) =
=0 ( )
2

1 2 1 22
i.e. ( ) = ( )
=1 2 2

( )
2 1 22
= ( ) ( )
2 2
=1
 1 2 22
i.e. ( ) + ( ) + ( ) = 2
=1( + 1 ) ( )
2

comparing with (4) we get

2
(1)
+ 1 = , = 1,2,3,
! ( 1)!
taking = 0 the above recurrence relation gives 1 = 1 and
1 1 1
42 + 1 = , 93 + 2 = , 16 4 + 3 = , .
2! 2! 3! 3! 4!
these gives successively
1 1 1 1 1
2 = (1 + ) , 3 = (1 + + ) , 4
2! 2 (3!) 2 3
1 1 1 1
= (1 + + + ) ,
4! 2 3 4
and in general
(1) 1 1 1
= (1 + + + + )
! 2 3
substitution in (2) we get
2
2 2 (1) ( ) 1 1
( ) = ( + ) ( )
=1
2
(1 + + + )
2 !! 2
.(5)
Yo(x) is called the Bessel function of the second kind of order zero and
the complete solution of Bessels equation of order zero (3) is
= ( ) + () .(6)
Both Jo(x) and Yo(x) are oscillatory functions and their graphs are shown
below. It should be noted that both Jo(x) and Yo(x) vanish at an infinite
sequence of values of x. In this
respect they behave similarly to
the trigonometrical functions
cos x and sin x which vanish
respectively when = ( +
1
) and = . In practical
2
application the positive values
of x for which the Bessel
function vanish are of great
importance and these values are
known as positive zeroes of the functions. If we denote the rth zero of
Jo(x), Yo(x) by and respectively, It can be shown that these zeroes
interlace i.e. < < +1 for all r. Unlike those of the trigonometrical
functions, the positive zeroes of the Bessel function are not equally spaced
along the x-axis, but it can be shown that and approximate
1 3
respectively to( ) and ( ) for large values of r. Numerical
4 4
values of the zeroes can be found in many hand book and numerical
Tables. It is easily seen that for small values of x
2
( ) 1 and ( ) [ + ]
2
Thus ( ) 1 and ( ) as 0 and also it can be shown
that both the function tends to zero as
Note: ( )can also be developed as above. In fact from (6) and (8) of
1.2 we can write
2+1
(1 ( )) 3 5
1 ( ) = 2 = 3 +
! ( + 1)! 2 2 1! 2! 25 2! 3!
=0
 2+1
2 2 1 (1) ( ) 1
1 ( ) = ( + ) 1 ( )
=0
2
{2 (1 + +
2 !(+1)! 2
1 1
+ ) + } .(6)
+1

the first term on the right being x/2. Below we give the rough graphs of
J1(x) and Y1(x). Note the interlacing of their positive zeroes. For small x,
J1(x) and Y1(x) behaves like x/2
2
and respectively. Both the

function tends to zero as .
These positive zeroes are
extensively tabulated. To avoid
the necessity of having to write
the general solution of Bessels
equation in the two different
forms.
i.e. = ( ) + ( ),
not zero or positive integer
= ( ) + ( ), n zero or a positive integer. It is possible to
define the second solution as
() ()
( ) = .(7)
sin

and then for (n zero or integer) the expression on r,h,s, of (7) tends
to Yn(x) [Use L Hospitals theorem]. Thus with the form (7), the general
solution of Bessels equation of order for all values of is =
( ) + ( )(8)

3. Hankel functions.
Although ( ) and ( ) are independent solutions of Bessels equation
it is sometimes convenient to take the fundamental solution in a slightly
different form. Henkel functions often called Bessel functions of the third
kind, are often defined by
(1) (2)
( ) = ( ) + ( ), ( ) = ( ) ( ) ..(9)
And there are independent solutions of Bessels equation. In terms of
these function, the general solution of the equation is
(1) (2)
= ( ) + ( ) ..(10)
The Hankel functions bear the same relation to the Bessel function of the
first and third kind as the function bear to and and
they are convenient in mathematical analysis for similar reasons. Note that
by (7) and (9)
(1)
( ) = [ () ( )]

(2)
( ) = [ () ( )] (11)

(1) (2)
Use of ( )as () in the propagation of waves with

(1),(2) 2
( ) ( 4 4 ) and if the time dependent part is

(1) (2)
, ( > 0)then ( ) generates forward wave and ()
generates backward wave.

4. Some properties of Bessel functions.

Bessel function possesses properties of which great use can be made in
the discussion of physical problems. A few of the more important of these
are given in this section but for an extensive treatment one may refer to
the standard text by Watson.
(a)Recurrence formulae
+2
(1) ( )
We have seen that ( ) =
=0
2
! (++1)
 2
(1) ( )
i.e. ( ) = 2
=0
2
,
! (++1)

21
(1 ( ) )
( )
( ) = 2 2
! ( + + 1)
=1
2+1
(1) ( )
= 2
=0
2
= +1 ( ) ..(1)
! (++2)

This can be written in the form

( ) 1 ( ) = ( )
And it follows that

( ) ( ) = +1 ( ) .(2)

This is the first of the required recurrence formulae. A useful particular

case of this is ( ) = 1 ()[puting = 0 in (2)]

2+2
(1) ( )
Again, ( ) = 2
=0
2
! (++1)

We have
( 2+21
( 1 ) + ) ( )
( )
( ) = 2 2
! ( + + 1)
=0
1+2
(1) ( )
=
=0
2
= 1 ( )[ + = 1 + + 1]
! (+)
(3)

This can be written

( ) + 1 ( ) = 1 ( )
i.e.

( ) + ( ) = 1 ( ) (4)

Two other useful recurrence formulae followed by addition and
subtraction of (2) and (4). Thus
2
( ) = 1 ( ) + +1 ( ) ..(5)

2 ( ) = 1 ( ) +1 ( ) ..(6)

The function of the second kind ( ) and the Hankel functions

(1) (2)
( ), () satisfy the same recurrence formulae. For example
1 ( ) cos( 1) +1 ( )
1 ( ) =
sin( 1)
1 ( ) cos + +1 ( )
=
sin
+1 ( ) cos( + 1) 1 ( )
(
+1 =)
sin( + 1)
+1 ( ) cos + 1 ( )
=
sin

Thus adding and using (5), we have

2 2
cos + ( ) ()
1 ( ) + +1 ( ) =
sin
2
= ( ) (7)

The other recurrence formulae can be proved in the same way.
(b) The generating function for the Bessel coefficients: Provided t is not
1 1
2
zero, the functions and
2 can be expanded in powers of t, and
product of these expansion gives

1 1 1 1
exp ( ) = ( ) ( )
2 ! 2 ! 2
=0 =0

(1) +
= ( ) +
! ! 2
=0 =0
Term by term multiplication of the series being permissible because of the
absolute convergence of the separate series. The coefficients of tn(n a
positive integer or zero) is found by taking n = r-s i.e. r = n+s and taking
s very form 0 to infinity. Thus the coefficients of tn is

(1) +2
( ) = ( )
( + )! ! 2
=0

The coefficients of t -n (n a positive integer) is found by taking r = -n+s

and taking s very from n to infinity. Thus the coefficient of t -n
(1) +2
== (+)! ( ) = ( ) [see equ. (4) of 3.1]
! 2
1
Hence exp { ( )} = +
( ) .(8)
2

And the exponential function on the left can be regarded as the generating
function of Jn(x). Because of the form of (8), the functions Jn(x) when
n=0, 1, 2, 3 are often called the Bessel coefficients.
Example: Show that

exp( sin ) = ( ) + 2 2 ( ) cos 2 2 2+1 ( )

=1 =0

sin(2 + 1)
Writing = in (8)
 +
1
exp { ( )} = (1) ( )
2

= ( ) + (1) { + (1) } ( ) . . . (9)

=1

Since J-n(x) =(-1)n Jn(x). The required result follows when we note that
= 2 sin and
(1) + = 2 cos , ,
= 2 sin ,

(c) Bessel Integral

Equation (9) can be written as
exp( sin ) = ( ) +
=0{(1) + } ( )
(10)
2
Since = 2, when r=0 and vanishes when r is an integer,
multiplication of (10) by and integration w.r.t. between o and 2
gives formally
2
exp{ ( sin )} = 2 ( ), (11)
n = 0, 1, 2, 3,

A rigorous proof however exists else where [Lebedeo Special function

and their applications] since Jn(x) is real, we can show by equating real
and imaginary parts that
 1 2
( ) = cos ( sin )
2
1
= cos ( sin ) (12)

and the expression (11) gives Bessels integral for Jn(x).

(d) Some integrals involving Bessel functions.
Using the result (3)

1 ( ) = [ ( )]0

If is real and positive then as 0, ( ) 0 and so

1 ( ) = (), ( > 0) (13)
and a similar integral can do obraiaed from the result (1). Other integrals
of this type can be evaluated by such devices as integration by parts and
use of recurrence formulae. Below we discuss an important integral

= ( ) ( ) .(14)

Let = ( ) then u satisfies Bessels equation when u is written in

place of y and in place of x. This can be written in the form,
2
2 2 + + (2 2 2 ) = 0 (15)

Similarly = () satisfies the equation

2
2 2 + + ( 2 2 2 ) = 0 ..(16)


Multiplying by and respectively and subtracting

2 2
(2 2 ) = ( 2 2 ) + ( )= { (


)} .(17)

Substituting for u,v and integrating w.r.t. x between o and a

( 2 2)
( ) ( )

= [{ ( ) ( ) ( ) ( )}]
= [ () () () ()] (18)

And we have obtained the value of I in (14) when 2 2 i.e.

. If = , the integral (14) becomes

= 0 J2 ( ) and from (18)

. () () () ()
2 ( ) = lim
0 2 2

= lim [ { () () () ()}]
2
[L Hospitals theorem]

= lim { () () + () () () ()}
2
2 1
= [{ ()}2 () () () ()] .(19)
2

Since () satisfies the Bessels equation

 1 2
() + () + (1 ) ()=0 .....(20)
2 2

We get using (19) and (20)

2 2
0 2 ( ) = 2
[{ ()}2 + (1
2 2
) 2 ()] .(21)

Interesting results comes out when is such that () = 0

This case we shall discuss below.
(e) Fourier Bessel series
Taking = , = when and are two positive roots of the
equation () = 0 and substituting in (18) and (21) we have

0 ( ) ( ) = 0, (22)
1
0 2 ( ) = 2 { ( )}2 , = 1, 2, 3.(23)
2
1
Hence the functions ( ), = 1, 2, 3 where are the roots
2

of () =0 are orthogonal in the interval (0, a), and the possibility of

expanding an arbitry functions () in the form
( ) = 1 (1 ) + 2 (2 ) + . . + ( ) + , (0 < < )
(24)
Assuming this to be possible [for a certain class of function ()]
multiplication of (24) by ( ) and the use of (22) and (23) leads to
1
0 () ( ) = . 2 2 { ( )}2 (25)
the other term on the r.h.s. vanishes by the virtue of (22). The recurrence
relation (2) gives

( ) ( ) = +1 ( )

and since ( ) = 0 it follows that ( ) = +1 ( )
Thus (25) gives
2
= 2
2 +1 (
( ) ( ) (26)
) 0

Equation (26) gives a formulae from which the coefficient in the series on
right of (24) can be calculated and, from the analogy with the Fourier
series, this series is called Fourier Bessel series.

The analysis given above is, of course, purely formal and no attempt has
been made to discuss the condition under which such an expansion of an
arbitrary function is legitimate. A full discussion of these will be found in
Watsons standard treaties. By choosing to be the roots of equations
other than ( ) = 0, other expansions can be obtained, an example
will be found in Exercise III [usually needed in Acoustics or Electro-
Magnetic diffraction in a mixed boundary value problem].

3.5 Asymptotic Values

In physical problems it is often describe to be able to approximate to the
Bessel functions () and () when x is large For such values of ,
the series defining these function converge slowly but useful
approximation can be obtained as follows. Writing = in Bessels
equation we obtain
2
( 2 = 2 ) + (2 2 + ) = 0 (1)
2

and we seek a solution of the form = =0

+n
substituting in (1),
+1
the term with the highest power of is 0 (2 + 1) and equating its
1
coefficient to zero, = with this value of the recurrence relation
2
between the coefficients +1 and is found in the usual way to be
 42 (2+1)2
+1 = { } ..(2)
23 (+1)

The resulting series is not convergent but it can, nevertheless, be used to

find numerical values of the solution. For large values of , we can take a
first approximation to the solution of Bessels equation to be = i.e.
1

= 0 2 and another approximate solution can similarly be found to
1
be 0 2 . The standard solution ( ), ( )can be identified with
combinations of these approximate solutions by writing
2
( ) ~ ( )
4 2

2
( ) ~ ( ).(3)
4 2
1
It is easy to verify that when = , these approximation yield the exact solution
2
2 2
1 ( ) = sin and 1 ( ) = . The result (3) can of course be
2 2
improved by using the recurrence relation (2) to calculate the coefficients further
turns in the series giving in descending powers of . Such series are called
asymptotic series and the reader is referred to more advanced treaties for full
discussion.

3.6 Modified Bessel function.

Writing in place of , Bessels equation becomes
2 1 2
+ (1 + ) = 0 (1)
2 2

And this modified equation plays a significant role in science and engineering.
Working exactly in the same way as in example 2, 1.1, one solution of this
equation is given by the function
 +2
(2 )
( )
=0 = () ( ) ..(2)
! (+r+1)

The introduction of () in the second part of Equation (2) is useful but it is

of course, only formal as we have not defined the Bessel function for imaginary
arguments. However this procedure can be justified by appealing to works
discussing Bessel function of the complex variable. The function () is called
the modified Bessel function of the first kind of order and it is a solution of
Bessels modified equation for all values of .
As was the case with Bessels equation, certain difficulties arise in finding a
second solution of the modified equation when =
( zero or positive integer). It is conventional to denote the second solution
by () and to define it by the relation.
2
( ) = { ( ) ( )} (3)

or by the limit of the expression on the right = . The function ( ) so

defined is known as the modified Bessel function of the second kind of order
and it can be shown that
2
(2 ) 1 1 1
0 ( ) = ( + ) 0 ( )+
=1 (1 + + + + ) ..(4)
2 ! ! 2 3

While for = 1, 2, 3 .
1 (1) (1)! 2
( ) = (1)+1 ( + ) ( )+ 1
=0 ( )
2 2 ! 2
2+
1 (2 ) 1 1 1 1 1
+ (1) {1 + + + + +1+ + + } (5)
2 =0 ! (+)! 2 3 2 +

The term corresponding to = 0 in the second series being

1 1 1 1
( ) . {1 + + + + }
2 ! 2 3
In terms of these functions, the general solution of the modified equation (1) is,
for all values of
= ( ) + ()(6)
Where A, B are arbitrary constants.
The modified function which occur most frequently in practical applications are
those of order zero and unity. Rough graph are shown

It is more convenient to plot ( ) and ( ), than the function

themselves because of the behavior of the function for large value of . This
can be shown to be

( )~ , ( )~ (7)
2 2

The modified function ( ), ( ) bear to exponential function .

Similar relations to those which the function ( ), ( ) bear to the
trigonometrical function, and the modified functions have no zeroes for real
values of . Some useful properties are given in the exercises. Numerical values
for various and may be found in Tables.