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C8 PDF
C8 PDF
Chapter 8
Note: This module is prepared from Chapter 8 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.
2
Some Special Functions
(n − k + 2)(n + k − 1)
ak k(k − 1) + ak−2 (n − k + 2)(n + k − 1) = 0 or ak = − ak−2 .
k(k − 1)
∴ a2 = − n(n+1)
2!
a0 , a3 = (n−1)(n+2)
3!
a1 a4 = (n−2)n(n+1)(n+3)
4!
a0 , a5 = (n−3)(n−1)(n+2)(n+4)
5!
a1 , .......
Substituting these values into (2), we obtain the general solution of (1) as
y = c1 y 1 + c2 y 2
where
n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4
y 1 = a0 1− x + x − ......... ,
2! 4!
(n − 1)(n + 2) 3 (n − 3)(n − 1)(n + 2)(n + 4) 5
y 2 = a1 x− x + x − ......... .
3! 5!
We observe that y1 and y2 are LI solutions of the Legendre equation (1), and these are analytic
in the range −1 < x < 1. However, the solutions most useful in the applications are those bounded
near x = 1. Notice that x = 1 is a regular singular point of the Legendre equation (1). We use
3
Some Special Functions Dr. Suresh Kumar, BITS Pilani 4
where the prime denote derivative with respect to t. Here, a = −n, b = n + 1 and c = 1. So the
solution of (4) in the neighbourhood of t = 0 is given by
However, this solution is not bounded near t = 0. So any solution of (4) bounded near t = 0 is a
constant multiple of y1 . Consequently, the constant multiples of F (−n, n + 1, 1, (1 − x)/2) are the
solutions of (1), which are bounded near x = 1.
If n is a non-negative integer, then F (−n, n + 1, 1, (1 − x)/2) defines a polynomial of degree n
known as Legendre polynomial, denoted by Pn (x). Therefore,
Notice that Pn (1) = 1 for all n. Next, after a sequence of algebraic manipulations, we can obtain
1 dn
Pn (x) = [(x2 − 1)n ],
2n n! dxn
known as Rodrigue’s formula. The following theorem provides the alternative approach to obtain
the Rodrigue’s formula.
dv
v1 = 2nx(x2 − 1)n−1 where v1 = .
dx
=⇒ (x2 − 1)v1 = 2nx(x2 − 1)n .
=⇒ (1 − x2 )v1 + 2nxv = 0.
Differentiating it n + 1 times with respect to x using the Leibnitz theorem, we get
(n + 1)n
(1 − x2 )vn+2 + (n + 1)(−2x)vn+1 + (−2)vn + 2n[xvn+1 + (n + 1)vn ] = 0.
2!
=⇒ (1 − x2 )vn00 − 2xvn0 + n(n + 1)vn = 0.
Some Special Functions Dr. Suresh Kumar, BITS Pilani 5
This shows that cvn (c is an arbitrary constant) is a solution of the Legendre’s equation (1). Also
cvn is a polynomial of degree n. But we know that the nth degree polynomial Pn (x) is a solution
of the Legendre’s equation. It follows that
dn
Pn (x) = cvn = c [(x2 − 1)n ]. (7)
dxn
To find c, we put x = 1 into (7) to get
n
d 2 n
Pn (1) = c [(x − 1) ] .
dxn x=1
n
d n n
=⇒ 1=c n
[(x − 1) (x + 1) ] = c[n!(x+1)n +Terms containing the factor (x−1)]x=1 .
dx x=1
1
=⇒ 1 = c.n!2n or c = .
n!2n
Thus, (7) becomes
1 dn
Pn (x) = n n
[(x2 − 1)n ].
2 n! dx
This completes the proof.
8 6 2 34 224
x4 + 3x3 − x2 + 5x − 2 = P4 (x) + P3 (x) − P2 (x) + P1 (x) − P0 (x).
35 5 21 5 105
d
=⇒ [(1 − x2 )(y 0 z − yz 0 )] + (m − n)(m + n + 1)yz = 0. (10)
dx
Integrating (10) from −1 to 1, we have
Z 1
(m − n)(m + n + 1) yzdx = 0
−1
Also, m 6= n. So it gives
Z 1
Pm (x)Pn (x)dx = 0.
−1
Legendre Series
Let f (x) be a function defined from x = −1 to x = 1. Then we can write,
∞
X
f (x) = cn Pn (x), (11)
n=0
where cn ’s are constants to be determined. Multiplying both sides of (11) by Pn (x) and integrating
from −1 to 1, we get
Z 1 Z 1
2
f (x)Pn (x)dx = cn Pn2 (x)dx = cn .
−1 −1 2n + 1
Z 1
2n + 1
=⇒ cn = f (x)Pn (x)dx.
2 −1
Using the values of cn into (11), we get the expansion of f (x) in terms of Legendre polynomials,
known as the Legendre series of f (x).
Ex. 0.1.4. If f (x) = x for 0 < x < 1 otherwise 0, then show that f (x) = 14 P0 (x) + 21 P1 (x) +
5
P (x) + .......
16 2
1 1 1 1
Z Z
1
Sol. 0.1.4. c0 = f (x)P0 (x)dx = x.1dx = , etc.
2 −1 2 0 4
∞
X
2 −1/2
Ex. 0.1.5. Prove that (1 − 2xt + t ) = tn Pn (x), and
n=0
hence prove the recurrence relation nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x).
Note: The function (1 − 2xt + t2 )−1/2 is called generating function of the Legendre polynomials.
Note that the Legendre polynomials Pn (x) appear as coefficients of tn in the expansion of the
function
(1 − 2xt + t2 )−1/2 .
The condition n >Z0 is necessary in order to guarantee the convergence of the integral.
∞
Note that Γ(1) = e−x dx = 1.
0
Next, we have
Z ∞ ∞
Z ∞ Z ∞
−x n n −x n−1 −x
e−x xn−1 dx.
Γ(n + 1) = e x dx = x e (−1) 0 − n nx e (−1)dx = n
0 0 0
Some Special Functions Dr. Suresh Kumar, BITS Pilani 8
∴ Γ(n + 1) = nΓ(n).
It is the recurrence relation for gamma function. Using this relation recursively, we have
Γ(2) = 1.Γ(1) = 1,
Γ(3) = 2.Γ(2) = 2.1 = 2!,
Γ(4) = 3.Γ(3) = 3.2! = 3!,
......
Γ(n + 1) = n.Γ(n) = n.(n − 1)! = n!.
Thus, Γ(n)
√ takes positive integer values for positive integer values of n. It can be proved that
1
Γ( 2 ) = π. For,
Z ∞ Z ∞
1 −t −1/2 2
Γ = e t dx = 2 e−x dx, where t1/2 = x.
2 0 0
2 Z ∞ Z ∞
1 −x2 −y 2
Γ = 2 e dx 2 e dy
2 0 0
Z ∞Z ∞
2 2
= e−(x +y ) dxdy
Z0 2π Z0 ∞
2
= e−r rdrdθ, x = r cos θ, y = r sin θ
0 0
= π
Having known the precise value of Γ 21 , we can calculate the values of gamma function at positive
Z ∞
e−x xn−1 dx , n>0
0
Γ(n) = Γ(n + 1)
, n < 0 but not an integer
n
∞, n = 0, −1, −2, .......
Some Special Functions Dr. Suresh Kumar, BITS Pilani 9
Note that the gamma function generalizes the concept of factorial from non-negative integers
to any real number via the formula
n! = Γ(n + 1).
x2 y 00 + xy 0 + (x2 − p2 )y = 0, (14)
where p is a non-negative constant, is called Bessel’s DE. We see that x = 0 is a regular singular
point of (14). So there exists at least one Frobenious series solution of the form
∞
X
y= an xn+r , (a0 6= 0). (15)
n=0
a0 (r2 − p2 ) = 0 or r2 − p2 = 0.
1
The Bessel function of first kind of order p, denoted by Jp (x) is defined by putting a0 = 2p p!
into
(18) so that
∞
X (−1)n (x/2)2n+p
Jp (x) = , (19)
n=0
n!Γ(n + p + 1)
which is well defined for all real values of p in accordance with the definition of gamma function.
Some Special Functions Dr. Suresh Kumar, BITS Pilani 10
1.0
0.8
0.6
0.4
0.2
x
2 4 6 8 10
- 0.2
- 0.4
From applications point of view, the most useful Bessel functions are of order 0 and 1, given
by
x2 x4 x6
J0 (x) = 1 − + − + ..........
22 22 .42 22 .42 .62
x 1 x 3 1 x 5
J1 (x) = − + − ..........
2 1!2! 2 2!3! 2
Plots of J0 (x) (Blue curve) and J1 (x) (Red curve) are shown in Figure 1. It may be seen that J0 (x)
and J1 (x) vanish alternatively, and have infinitely many zeros on positive x-axis, as expected, since
J0 (x) and J1 (x) are two particular LI solutions of the Bessel’s DE (14). Later, we shall show that
J00 (x) = −J1 (x). Thus, J0 (x) and J1 (x) behave just like cos x and sin x. This analogy may also be
observed by the fact that the normal form of Bessel’s DE (14) given by
1 − 4p2
00
u + 1+ u = 0,
4x2
behaves as
u00 + u = 0,
for large values of x, with solutions cos x and sin x. It means J0 (x) and J1 (x) behave more precisely
like cos x and sin x for larger values of x.
Likewise, we choose a5 = 0, a7 = 0, ........ for the sake of particular solution, and thus obtain the
following particular solution of (14):
∞
X (−1)n (x/2)2n−p
J−p (x) = , (20)
n=0
n!Γ(n − p + 1)
Now let us see what happens when p is a non-negative integer say m. We have
∞
X (−1)n (x/2)2n−m
J−m (x) =
n=0
n!(−m + n)!
∞
(−1)n (x/2)2n−m
X 1
= = 0, n = 0, 1, 2, ...., m − 1
n=m
n!(−m + n)! (−m + n)!
∞
X (−1)n+m (x/2)2(n+m)−m
= (Replacing the dummy variable n by n + m)
n=0
(n + m)!(−m + n + m)!
∞
X (−1)n (x/2)2n+m
= (−1)m
n=0
n!(m + n)!
= (−1)m Jm (x)
This shows that Jp (x) and J−p (x) are not LI when p is an integer.
When p is not an integer, any function of the form (21) with c2 6= 0 is a Bessel function of
second kind. The standard Bessel function of second kind is defined as
Jp (x) cos pπ − J−p (x)
Yp (x) = . (22)
sin pπ
which is general solution of (14) when p is not an integer. One may observe that Yp (x) is not
defined when p is an integer say m. However, it can be shown that
exists, and it is taken as the Bessel function of second kind. Thus, it follows that (23) is general
solution of Bessel’s equation (14) in all cases. It is found that Yp (x) is not bounded near x = 0 for
p ≥ 0. Accordingly, if we are interested in solutions of Bessel’s equation near x = 0, which is often
the case in applications, then we must take c2 = 0 in (23).
Some Special Functions Dr. Suresh Kumar, BITS Pilani 12
p2
00 1 0
y + y + 1 − 2 y = 0,
x x
it follows that u(x) = Jp (λm x) and v(x) = Jp (λn x) satisfy the equations
p2
00 1 0 2
u + u + λm − 2 u = 0, (24)
x x
Some Special Functions Dr. Suresh Kumar, BITS Pilani 13
p2
001 0 2
v + v + λn − 2 v = 0, (25)
x x
Multiplying (24) by v and (25) by u, and subtracting the resulting equations, we obtain
d 0 1
(u v − v 0 u) + (u0 v − v 0 u) = (λ2n − λ2m )uv.
dx x
After multiplication by x, it becomes
d
[x(u0 v − v 0 u)] = (λ2n − λ2m )xuv.
dx
Now, integrating with respect to x from 0 to 1, we have
Z 1
1
2 2
(λn − λm ) uv = [x(u0 v − v 0 u)]0 = 0,
0
d
x2 u02 + λ2m x2 u2 − p2 u2 = 2λ2m xu2 .
=⇒
dx
Integrating from 0 to 1 with respect to x, we get
Z 1
1
2
xu2 dx = x2 u02 + λ2m x2 u2 − p2 u2 0 = λ2m Jp02 (λm ) + (λ2m − p2 )Jp2 (λm ).
2λm
0
where f (x) is defined on the interval 0 ≤ x ≤ 1 and λn are positive zeros of some fixed Bessel
function Jp (x) with p ≥ 0. Now multiplying (26) by xJp (λn x) and integrating from x = 0 to x = 1,
we get
Z 1
1 2
xf (x)Jp (λn x)dx = an Jp+1 (λn ),
0 2
which gives
Z 1
2
an = 2 xf (x)Jp (λn x)dx.
Jp+1 (λn ) 0