3 SPECIAL FUNCTIONS

Legendre Polynomials Pn(x)

We now turn to the first big equation of physics, the Legendres

equation

(1-x2)y 2xy + n(n+1)y = 0 (1)

that arises in numerous problems, particularly in boundary value problem for

spheres.

x = 1 are singular points; x = 0 is an ordinary point.

The solution near x = 0 is the power series

y an xn (2)
n0

Substitute eq. 2 in eq. 1 and let m = n(n+1) to get

n(n 1)an xn2 n(n 1)an xn 2na n xn ma n xn 0

n0 n0 n0 n0

n(n 1)a x
n0
n
n2
[ n(n 1) m]an xn 0
n0

shift index

n(n 1)an xn2 [(n 2)(n 1) m]an2 xn2 0

n0 n2

for n=0; 0(a0) = 0; a0 is arbitrary

for n=1; 1(0)a1 = 0; a1 is arbitrary

for n 2;

[ (n 2)(n 1) m]
an an 2
n(n 1)
 [n(n 1)] [(n 1)(n 2)]
a2 a0 a3 a1
2 1 32
[(n 2)(n 3)] [(n 3)(n 4)]
a4 a2 a5 a3
43 54
[(n 4)(n 5)] [(n 5)(n 6)]
a6 a4 a7 a5
65 76

[(n 2k 2)(n 2k 1)] [(n 2k 1)(n 2k )]
a 2k a 2k 2 a 2k 1 a2k 1
2k (2k 1) (2k 1) (2k )

the recurrence relation is

( 1)k [n(n 2)(n 4) (n 2k 2)][(n 1)(n 3) (n 2k 1)]

a 2k a0
(2k )!
( 1)k [(n 1)(n 3) (n 2k 1)][(n 2)(n 4) (n 2k )]
a 2k 1 a1
(2k 1)!

Hence,

y a0 a2k x 2k a1x a2k 1x 2k 1
k 1 k 1

y a0 y1 a1y 2

Writing first few terms of the series,

n(n 1) 2 n(n 2)(n 1)(n 3) 4

y a0 1 x x
2! 4!
(n 1)(n 2) 3 (n 1)(n 3)(n 2)(n 4) 5
a1 x x x
3! 5!

When n is a positive even integer, y1 is a polynomial of degree n. y2 is an infinite

series that converges at /x/ < 1 and diverges at /x/ = 1. If n is odd, the same is for y2.
By choosing the arbitrary constants,
n n 1

( 1) 2 n! ( 1) 2 (n 1)!
a0 n n 2 a1 n n 1
2 [( 2 )! ] 2 [( 2 )! ][( n21 )! ]

the polynomial solutions obtained are called Legendre Polynomials denoted by

Pn(x).
 When n=even, the upper limit of the series in y1 is only k = n/2 since when k =
n/2 + 1, (n - 2k + 2) = 0.
n

( 1)k [n(n 2) (n 2k 2)][(n 1)(n 3) (n 2k 1)] 2k

2

a0 x
k 1 (2k )!
shift index and replace 2k by n - 2k
n 2k
n
1 n

(-1) [n(n 2) (2k 2)][(n 1)(n 3) (2n 2k 1)] ( 1) 2 n! n 2k

2 2

n n 2x
k 0 (n 2k )! 2 [( 2 )! ]
n2

( 1)k (2n 2k )!

2

x n 2k
k 0 2n
k! (n 2k )! (n k )!

Similarly, y2 can be written in the same form as y1 with the upper limit
replaced by (n-1)/2.

Generally, Legendre Polynomials are

N
( 1)k (2n 2k )!
Pn ( x ) n x n 2k
k 0 2 k! (n k )! (n 2k )!

where N n
2
when n is even and N (n -1)
2
when n is odd

The first few of these functions are

P0 ( x ) 1
P2 ( x ) 21 (3 x 2 1)
P4 ( x ) 81 (35 x 4 30 x 2 3)
P1( x ) x
P3 ( x ) 21 (5 x 3 3 x )
P5 ( x ) 81 (63 x 5 70 x 3 15 x )
etc
3.2 Bessel Functions J(x)

One of the most important differential equations that appears in connection

with electrical fields, vibrations, etc is the Bessels equation

x2y + xy + (x2 2)y = 0 (1)

x = 0 is a RSP and has the power series solution

y an xn c (2)
n0

Substituting eq. 2 in eq. 1 gives

(n c )(n c 1)anxnc (n c )anxnc anxnc 2 v 2 anxnc 0

n0 n0 n0 n0

[(n c v )(n c v )]anxnc an2xnc 0

n0 n2
(3)

for n = 0; (c + v)(c - v)a0 = 0

the indicial eq.

(c + v)(c v) = 0
c1 = v, c2 = -v
when c = c1 = v

for n = 1;

(2v+1)a1 = 0; a1 = 0

for n 2;
 1
an an 2
n(n 2v )
1
a2 2 a0
2 (v 1)
since a1 0, a3 , a5 , 0
1
a4 a2
2 2(v 2)
2

( 1)k
a 2k a0 (4)
22k k! (v 1)(v 2) (v k)

The denominator in eq. 4 suggests factorial. In fact if v is a positive integer, a

factorial could be created by choosing

1
a0 v
(5)
2 v!
( 1)k
a2k
22k k! (v 1)(v 2) (v k)2v v!
( 1)k
a 2k 2k v
2 k! (v k )!

One particular solution when c = v is called the Bessel function Jv(x) of the first
kind of order v given by

( 1)k x 2k v
y1 Jv ( x ) 2k v (6)
k 0 2 k! (v k )!

Bessel Function of order 0

( 1)k x 2k x2 x4 x6
J0 ( x ) 2k 2
1 2 2 4
k 0 2 (k! ) 2 (1! ) 2 (2! )2 26 (3! )2

Bessel Function of order 1

( 1)k x 2k 1 x x3 x5 x7
J1( x ) 2k 1
k 0 2 k! (k 1)! 2 231!2! 252!3! 273!4!
3.3 Gamma Function ()

Since v is not necessarily an integer, we must use not v ! but the gamma
function for this purpose.

From integer = n to any 0, the gamma function () is defined by

() e t t v 1dt (1)
0

(+ 1) = e t tv dt (2)
0

Using integration by parts

Let u=tv dv = e-tdt
du = vtv -1dt v = -e-t

(+ 1) = [e t tv ]0 v e- t tv - 1dt
0

(+ 1) = () (3)

(1) = 0
e t dt [e t ]0 1
 (2) =1 (1)=1*1=1!
(3) = 2 (2)=2*1=2!
:
(n+1) = n!
(n+k+1) = (n+k)!

Therefore, for any v

( 1)k x 2k v
Jv ( x ) 2k v (4)
k 0 2 k! (k v 1)

If v is not an integer, the second solution y2 of the Bessel equation is

( 1)k x 2k v
y 2 Jv ( x ) 2k v
(5)
k 0 2 k! (k v 1)

General Solution of the Bessel Equation

If v is not an integer, c is non integral, the general solution for all x 0 is

y(x) = A Jv(x) + B J-v(x) (6)

Linear Dependence of Bessel Functions

If v is an integer, the Bessel functions Jv(x) and J-v(x) are linearly dependent
since

J-v(x) = (-1)vJv(x) v = 1, 2, . . . (7)

Thus when v is an integer, it turns out that in these cases the solution
contains logarithmic term. The second solution y2 = yv(x) is known as the Bessel
function of the second kind of order v.
n 1
( 1)k 1( v 1)! x 2k v 1 ( 1)k 1(Hk Hk v )x 2k v
y v ( x ) Jv ( x ) ln x (8)
k 0 22k 1 v k! (1 v )k 2 k 0 22k v k! (k v )!

Therefore, the general solution of the Bessel equation when v is an integer is

y(x) =AJv(x) + B yv(x) (9)

 In some applications, it is convenient to use another form of the general
solution of Bessels equation based upon two particular solutions

H(v1) ( x ) Jv ( x ) iy v ( x )
H(v2) ( x ) Jv ( x ) iy v ( x )

These are known as the Hankel functions or Bessel functions of the third
kind of order v. The complete solution can be written as

y( x) AH(v1) ( x) BH(v2) ( x) (10)

Yv(x)
0.6

0.5

0.4

0.3 Y0

0.2

0.1 Y1

0 X
5
-0.1

-0.2

-0.3

-0.4

-0.5

-0.6 Figure 3.3 Bessel Functions of the Second Kind

Backbones of Bessels Theory

Multiply eq. 4 by xv

( 1)k x 2k 2 v
x J v ( x ) 2k v
v

k 0 2 k! (k v 1)
differentiate

( 1)k 2(k v )x 2k 2 v 1 (k v )
[ x v Jv ( x )]' 2k v

k 0 2 k! (k v 1) (k v )

d v
( 1)k x 2k
[ x Jv ( x )] x x 2k v 1
v v 1

dx k 0 2 k! (k v )

d v
[ x Jv ( x )] x v Jv 1( x ) (8
dx

Similarly,

d v
[ x Jv ( x )] x v Jv 1( x) (9)
dx

Differentiate eq. 8 and 9

xv Jv + Jv(vxv-1) = vvJv-1 (8a)

x -v Jv + Jv(-vx -v-1) =-x -v Jv+1 (9a)

Multiply eq 9a by x2v

xv Jv vx v-1 Jv=-x v Jv+1 (9b)

eq. 8a eq. 9b]

2vxv-1 Jv = xv Jv-1 + xv Jv+1

divide by xv

2v
Jv 1 Jv 1 Jv (10)
x

Add eq. 8a and eq. 9b and divide by xv

Jv 1 Jv 1 2Jv ' (11)

Jv(x) with v = 21 , 32 , 52 , are Elementary

When v=1/2, eq. 4 is

( 1)k x 2k 2 ( 1)k x 2k 1 2 ( 1)k x 2k 1
J 12 ( x ) x 2k 1
k 0 2
2
k! (k 32 ) x k 0 22k 1k! (k 32 ) x k 0 (2k 1)!
is a familiar Mclaurin series
2
J 1 ( x) sin x
2 x

Hence,

2
J1 2 ( x ) cos x
x

Further elementary Bessel Functions

1 2 sin x
J3 2 ( x ) J 1 ( x ) J12 ( x ) cos x
x 2 x x
1 2 cos x
J 3 2 ( x ) J12 ( x ) J 12 ( x ) sin x
x x x