Lecture 25

1 Last Time
• Bessel functions are oscillatory and damped
∞
X (−1)k  x 2k±µ
J±µ (x) = . (1)
k! Γ(k + 1 ± µ) 2
k=0

• Neumann functions are second solutions to Bessel’s equation, but blow up at x → 0

• Membrane solutions

2 Today
• Membrane close-out
• Bessel function properties

3 Membrane wrap-up
The general solution is:
∞ X
∞
X  r
u(r, θ, t) = Jm αmn [Amn cos mθ + Bmn sin mθ] cos ωmn t (2a)
m=0 n=1
a
∞ X
∞
X  r
+ Jm αmn [Cmn cos mθ + Dmn sin mθ] sin ωmn t , (2b)
m=0 n=1
a

with initial conditions

φ(r, θ) = u(r, θ, 0) (3a)

X
= Jm (kmn r)[Amn cos mθ + Bmn sin mθ] (3b)
m,n
∂u 
= v(r, θ, 0) (3c)
∂t t=0

X
= ωmn Jm (kmn r)[Cmn cos mθ + Dmn sin mθ] . (3d)
m,n

These are combined Bessel-Fourier expansions.

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4 Orthogonality relations
We earlier showed that Bessel’s equation is of the Sturm-Liouville form with weight function
w(r) = r and eigenvalues k 2 , so with appropriate BCs the solutions (Bessel functions) are
orthogonal. In this case we have the Dirichlet condition at one boundary (the cylinder
surface), Jm (a) = 0, but it is not necessarily true that Jm (0) = 0. However, at the other
‘boundary’, the point at the origin r = 0, the function p(r) = r that appears inside the
derivative vanishes, which is sufficient to ensure orthogonality.
Let’s do the orthogonality derivation again for the specific case of Bessel functions. Consider

m2
   
d dJm (kr)
r + k2 r − Jm (kr) = 0 (4a)
dr dr r
m2
   
d dJm (qr)
r + q2 r − Jm (qr) = 0 (4b)
dr dr r
Jm (ka) = Jm (qa) = 0 . (4c)

Then
ˆ a     
d dJm d dJm
dr Jm (qr) r (kr) − Jm (kr) r (qr) (5a)
0 dr dr dr dr
ˆ a
= (q 2 − k 2 ) dr rJm (kr)Jm (qr) . (5b)
0

Integrating the LHS by parts gives

 a
dJm dJm
Jm (qr)r (kr) − Jm (kr)r (qr) (6a)
dr dr 0
ˆ a  
dJm dJm dJm dJm
− dr (qr)r (kr) − (kr)r (qr)
0 dr dr dr dr
= 0, for fixed boundary conditions (6b)
ˆ a
(q 2 − k 2 ) dr rJm (kr)Jm (qr) = 0 , (6c)
0

αm`
and k = kmn = αmn 2 2
a ; q = km` = a , ` 6= n, so q − k 6= 0.
So for our model problem, we have the orthogonality relation
ˆa
dr rJm (kmn r)Jm (kmj r) ∝ δnj . (7)
0

More generally,
ˆa
dr r Jm (kmn r)J` (k`j r) = Nmn δnj δm` , (8)
0

where Nmn is the normalization integral that we’ll need to calculate. The integral can be
evaluated analytically, using recursion relations that we’ll derive in a bit. But let’s pause and
first solve our model problem, with Nmn to be determined afterwards.

2
4.1 Back to membrane
So based on the Sturm-Liouville theorem, to invert,
´ 2π multiply both sidesP by a trig function
of one particular mode m0 and integrate π1 0 dθ, which collapses the m . And multiply
both sides by the m0 th-order Bessel function J´m0 (km0 j r) with km0 j corresponding to one
a
particular zero of the function, and integrate N 1 0 0 dr r, which collapses the n .
P
m j

ˆ a ˆ 2π
1 1
Am0 j = dr rJm0 (km0 j r) dθ u(r, θ, 0) cos m0 θ , (9)
Nm0 j 0 π 0

and similarly for Bm0 j , Cm0 j , Dm0 j , where we used orthogonality properties of Bessel functions
and trigonometric functions. 
If instead we had free boundaries, ∂u ∂r r=a = 0, then


dJm βmn dJm

(ka) = 0 ⇒k= , (βmn ) = 0 . (10)
dx a dx

5 Generating function (Butkov 9.7)

Bessel functions have a generating function
xt x
G(x, t) = e 2 e− 2t (11a)
∞ X ∞  ` 
X 1 xt x j
= − (11b)
j=0
`!j! 2 2t
`=0
∞ X∞
X (−1)j `−j  x `+j
= t . (11c)
`!j! 2
`=0 j=0

We call this a generating function because coefficients for its power series in t ‘generate’ the
Bessel functions.
To see this, let ` − j = m, i.e.
`=j+m . (12)
Note that m runs from −∞ to ∞, but for m < 0, we must have j ≥ −m since ` is non-negative.
Thus,
∞
∞ X
X (−1)j  x 2j+m
G= tm (13a)
m=0 j=0
(j + m)!j! 2
−1 ∞
X (−1)j
X  x 2j+m
+ tm . (13b)
m=−∞ j=−m
(j + m)!j! 2

In the sum over negative m, write j = n − m and make use of the relation (from last lecture’s

3
notes) between negative- and positive-integer Bessel functions:
∞ −1 ∞
X X X (−1)n  x 2n−m
G= tm Jm (x) + tm (−1)−m (14a)
m=0 m=−∞ n=0
n!(n − m)! 2
∞
X −1
X
= tm Jm (x) + tm (−1)m J−m (x) (14b)
m=0 m=−∞
∞
X
= tm Jm (x) , (14c)
m=−∞

6 Recursion relations (Butkov 9.7)

We can use the generating function to determine recursion relations for Bessel functions.
∞
X dJm (x) ∂
tm = G(x, t) (15a)
m=−∞
dx ∂x
 
t 1
= − G(x, t) (15b)
2 2t
∞  
1 X 1 m
= t− t Jm (x) (15c)
2 m=−∞ t
∞
1 X m+1
= (t − tm−1 )Jm (x) (15d)
2 m=−∞
∞
1 X m
= t [Jm−1 (x) − Jm+1 (x)] (15e)
2 m=−∞
dJm (x) 1
= [Jm−1 (x) − Jm+1 (x)] . (15f)
dx 2
We can use a similar method, starting from t ∂G(x, t)/∂t to determine a recursion relation
for the sum of Bessel functions:
2m
Jm−1 (x) + Jm+1 (x) = Jm (x) . (16)
x
This, along with our result above, are widely used relations.

4
 Here’s another one valid for any order (integer or not):
∞
d µ d X 2µ  x 2k+2µ
[x Jµ (x)] = (−1)k (17a)
dx dx k! Γ(k + µ + 1) 2
k=0
∞
X 2µ (k + µ)  x 2k+2µ−1
= (−1)k (17b)
k! Γ(k + µ + 1) 2
k=0
∞  x 2k+µ−1
X 1
= xµ (−1)k (17c)
k! Γ(k + µ) 2
k=0
d µ
[x Jµ (x)] = xµ Jµ−1 (x) . (17d)
dx
And one more that we’ll use to derive the normalization integral:
 
d Jµ (x) Jµ+1 (x)
µ
=− . (18)
dx x xµ

7 Normalization Integral (Butkov 9.7)

This proof works for an arbitrary order (not necessarily integer) of the Bessel function. The
normalization of the irregular Bessel functions derives in an identical fashion, so we can take
Jµ to stand for J−µ as well.
Go back to the ODE
µ2
   
d d 2
r Jµ (kµn r) + kµn r − Jµ (kµn r) = 0 . (19)
dr dr r

and make another copy of the ODE (following the same procedure to establish Sturm-Liouville
orthogonality in general), except that for now we’ll leave the separation constant k to be
arbitrary (i.e., not an eigenvalue of Jµ (ka) = 0 just yet)

µ2
   
d d
r Jµ (kr) + k 2 r − Jµ (kr) = 0 . (20)
dr dr r

Multiply (19) by Jµ (kr), subtract (20) multiplied by Jµ (kµn r), and integrate, to
arrive at
 a
  
dJµ (kµn r) dJ
µ (kr)
r Jµ (kr) − Jµ
(k r) 
 µn

dr dr 0
ˆa

= (k 2 − kµn
2
) dr r Jµ (kµn r)Jµ (kr) . (21a)
0

On the LHS, only the 1st term survives, since Jµ (kµn a) = 0 for Dirichlet boundary conditions.
Now differentiate both sides with respect to k (the only variable at this point, since
we’ve integrated over r), and then set k = kµn . On the RHS, when the derivative acts on
the function Jµ (kr) inside the integral, setting k = kµn gives zero, owing to the factor in

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parentheses, so
ˆa
d  d 
a Jµ (ka) Jµ (kµn r) = 2kµn dr rJµ2 (kµn r) . (22)
 
dk k=kµn dr r=a
0

8 Summary
• Membrane solutions for fixed BCs and for free BCs

• Bessel generating function

∞
xt x
X
G(x, t) = e 2 e− 2t = tm Jm (x) . (23)
m=−∞

• Bessel recursion relations

9 Next Time
• Finish Bessel normalization integral
• Cylinder problems
• Modified Bessel functions