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17-May-13 MATH C241 prepared by MSR 1

17-May-13 MATH C241 prepared by MSR 2


In this lecture we discuss Bessels
Differential Equation. We also study
properties of Bessels functions, which are
solutions of Bessels equation. We first
review the definition and properties of the
celebrated Gamma function (which is also
called the extended factorial function).
17-May-13 MATH C241 prepared by MSR 3
http://discovery.bits-
pilani.ac.in/discipline/math/msr/index.
html
You may view my lecture slides in the
following site.
17-May-13 MATH C241 prepared by MSR 4
Gamma Function I(x)
This is easily one of the most important
functions in Mathematics.
Definition: For each real no x > 0, the
improper integral
dt t e
x t 1
0

}
converges and its value is denoted by I(x).
17-May-13 MATH C241 prepared by MSR 5
I(x + 1) = x I(x) --- (Proved by
Integrating by parts)
I(1) = 1 -- (immediate from the definition)
I(n + 1) = n ! For all positive integers n
(follows from the first two properties; thus
the Gamma function is also referred to as
the extended factorial function)
Properties of the Gamma function I(x)
17-May-13 MATH C241 prepared by MSR 6
( ) (1 ) ( not an integer)
sin
x x x
x
t
t
I I =
We now extend the definition of I(x) for
negative numbers x as follows:
If -1 < x < 0, we define
( 1)
( )
x
x
x
I +
I =
Thus
1
( )
1
2
( ) 2
1
2
2
t
I
I = =

I( ) = \t

17-May-13 MATH C241 prepared by MSR 7
Thus we have extended the definition of I(x)
for -1 < x < 0. Note that I(0), I(-1) are
undefined.
( 1)
( )
x
x
x
I +
I =
Thus
1
( )
3 4
2
( )
3
2 3
2
t
I
I = =

Now for -2 < x < -1, we define


17-May-13 MATH C241 prepared by MSR 8
Proceeding like this, we define I(x) for all
negative numbers x which are not negative
integers. We also note that for all x (not a
negative integer),
( 1) ( ) x x x I + = I
( )
1 ( 1) x x x = I
And so on.
17-May-13 MATH C241 prepared by MSR 9
We note that if x is a positive integer,
I(x + 1) = x I(x) = x (x-1)I(x 1)
= ..
= x!
We now define for all numbers x (not a
negative integer),
! ( 1) x x = I +
17-May-13 MATH C241 prepared by MSR 10
We also note for future reference that
! ( 1)( 2)..( )
( )!
x x x x n
x n
+ + +
= +
where x is NOT a negative integer.
The next slide shows the graph of the
Gamma function.
17-May-13 MATH C241 prepared by MSR 11
17-May-13 MATH C241 prepared by MSR 12
The second order homogeneous l.d.e.
2 2 2
( ) 0 x y xy x p y
'' '
+ + =
where p is a nonnegative constant, is called as
the Bessels differential equation of order p.
2
1
( )
x
P x
x x
= = Here and
2 2 2
2 2
( )
( ) 1
x p p
Q x
x x

= =
are analytic at all
points except x = 0.
17-May-13 MATH C241 prepared by MSR 13
Hence x = 0 is the only singular point. As
( ) ( ) 1 p x xP x = =
2 2 2
( ) ( ) q x x Q x x p = =
and
are both analytic at x = 0, x = 0 is a regular
singular point.
( 1) (0) (0) 0 m m p m q + + =
i.e.
2
( 1) 0 m m m p + =
or
2 2
0 m p =
Hence the exponents are m =
The indicial equation is
p, -p.
17-May-13 MATH C241 prepared by MSR 14
Hence corresponding to the bigger exponent
m=p, there always exists a Frobenius Series
solution
0
0
( 0)
p n
n
n
y x a x a

=
= =
0
0
( 0)
p n
n
n
a x a

+
=
= =

1
0
( )
p n
n
n
y p n a x

+
=
'
= +

2
0
( )( 1)
p n
n
n
y p n p n a x

+
=
''
= + +

Hence
Substituting for y, y' , y we get
17-May-13 MATH C241 prepared by MSR 15
0
( )( 1)
p n
n
n
p n p n a x

+
=
+ +

0
( )
p n
n
n
p n a x

+
=
+ +

2 2
0
( ) 0
p n
n
n
x p a x

+
=
+ =

Divide throughout by x
p
, we get
2
0
( )( 1) ( )
n
n
n
p n p n p n p a x

=
(
+ + + +

2
0
0
n
n
n
a x

+
=
+ =

In the second E, replace n by


n-2. We then get
17-May-13 MATH C241 prepared by MSR 16
2 2
0
( )
n
n
n
p n p a x

=
(
+

2
2
0
n
n
n
a x

=
+ =

Note that the constant term is absent. Thus


the above equation becomes
| |
1 2
2
(2 1) (2 ) 0
n
n n
n
p a x n p n a a x

=
+ + + + =

Thus
1
(2 1) 0 p a + =
| |
2
(2 ) 0, 2
n n
n p n a a n

+ + = >
1
0 a =
17-May-13 MATH C241 prepared by MSR 17
2
1
, 2
(2 )
n n
a a n
n p n

= >
+
or
Recurrence relation for a
n
s
n=3 gives
3 1
1
0
3(2 3)
a a
p
= =
+
Putting n = 5, 7, we get
0 for all odd
n
a n =
17-May-13 MATH C241 prepared by MSR 18
n = 2 gives
2 0 0
2
1 1
2(2 2) 2 ( 1)
a a a
p p
= =
+ +
n = 4 gives
4 2 2
2
1 1
4(2 4) 2 2( 2)
a a a
p p
= =
+ +
2
0
4
1
( 1)
2 1 2 ( 1)( 2)
a
p p
=
+ +
2
0
4
1
( 1)
2 2! ( 1)( 2)
a
p p
=
+ +
17-May-13 MATH C241 prepared by MSR 19
Proceeding like this we get
2 0
2
1
( 1)
2 ! ( 1)( 2)...( )
n
n
n
a a
n p p p n
=
+ + +
n = 1, 2,
Hence the solution corresponding to the
exponent m = p is
17-May-13 MATH C241 prepared by MSR 20
2
0
2
0
1
( 1)
2 ! ( 1)( 2)...( )
p n n
n
n
y a x x
n p p p n

=
=
+ + +

Now choosing
0
1
2 !
p
a
p
=
we get the solution
2
0
1
( 1)
! ( )! 2
n p
n
n
x
y
n p n
+

=
| |
=
|
+
\ .

This solution is denoted by


( )
p
J x and is
referred to as Bessels function of the first kind.
17-May-13 MATH C241 prepared by MSR 21
Thus
2
0
1
( ) ( 1)
!( )! 2
n p
n
p
n
x
J x
n n p
+

=
| |
=
|
+
\ .

If p is a positive integer or zero, we see that


J
p
(x) is a power series
If p is odd, J
p
(x) contains only odd powers
of x
If p is even, J
p
(x) contains only even powers
of x
J
p
(x) converges absolutely for all x > 0.
17-May-13 MATH C241 prepared by MSR 22
If p is NOT an integer or zero, we easily
show that a second LI solution is
2
0
1
( ) ( 1)
!( )! 2
n p
n
p
n
x
J x
n n p

=
| |
=
|

\ .

Hence when p is NOT an integer or zero,


the general solution of Bessels equation is
1 2
( ) ( ),
p p
y c J x c J x

= +
c
1
, c
2
arbitrary constants
17-May-13 MATH C241 prepared by MSR 23
If p is a positive integer m, we formally define
2
0
1
( ) ( 1)
!( )! 2
n m
n
m
n
x
J x
n n m

=
| |
=
|

\ .

Noting that
1 1
0 for 0 ,
( )!
n m
n m
= = s <

we get
2
1
( ) ( 1)
!( )! 2
n m
n
m
n m
x
J x
n n m

=
| |
=
|

\ .

Changing n to n+m, we get


17-May-13 MATH C241 prepared by MSR 24
2
0
1
( ) ( 1)
!( )! 2
n m
n m
m
n
x
J x
n n m
+

=
| |
=
|
+
\ .

2
0
1
( 1) ( 1)
!( )! 2
n m
m n
n
x
n n m
+

=
| |
=
|
+
\ .

( 1) ( )
m
m
J x =
Hence J
m
(x) and J
-m
(x) are not LI.
( m, a positive integer)
17-May-13 MATH C241 prepared by MSR 25
Bessels Function of the second kind
We define the standard Bessel function
of the second kind by
( ) cos ( )
( )
sin
p p
p
J x p J x
Y x
p
t
t

=
p not an integer.
It is obvious that we can write the general
solution of Bessels equation of order p also as
1 2
( ) ( )
p p
y c J x c Y x = + (c
1
, c
2
arbitrary constants)
17-May-13 MATH C241 prepared by MSR 26
It has been shown that
( ) lim ( )
m p
p m
Y x Y x

=
exists, is a solution of Bessels equation of
order m and that J
m
(x) and Y
m
(x) are LI.
Hence for all p (integer or not), the general
solution of Bessels equation of order p is
1 2
( ) ( )
p p
y c J x c Y x = +
(c
1
, c
2
arbitrary constants)
The following slides shows the graphs of
J
0
(x) , J
1
(x), .. and Y
0
(x), Y
1
(x),
17-May-13 MATH C241 prepared by MSR 27
17-May-13 MATH C241 prepared by MSR 28
17-May-13 MATH C241 prepared by MSR 29