MAT 351 :: Mathematical Methods II

Topic :: Bessel Functions

Lecture C19-1

Prepared by Akanbi, Moses Adebowale (Ph.D)

Department of Mathematics, Lagos State University, Lagos, Nigeria.

LASU Virtual/Online Class

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 1/15 1 / 15

 Bessel Function
Outline
Bessel Functions Properties Solved Example
Bessel Equations Applications More Problems: Assignment/Exercises

Bessel Function of the First and Second Kind

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 2/15 2 / 15

 Introduction
Bessel function
The Bessel functions, also called Cylinder Function, are any of a
set of mathematical functions systematically derived around 1817
by Bessel (who studied astronomy on his own in his spare time
as an apprentice of a trade company and finally became director
of the new Knigsberg Observatory) during an investigation of
solutions of one of Kepler’s equations of planetary motion. It
was first defined by the Swiss mathematician Daniel Bernoulli
and then generalized by Friedrich Bessel.
The Bessel function of the first kind of order n, denoted as
Jn (x), are solutions of Bessel’s differential equation that are
German astronomer and finite at the origin (x = 0) for integer or positive n and diverge
mathematician Friedrich as x approaches zero for negative non-integer n. It is defined by:
∞
2r+n
Wilhelm Bessel X (−1)r x2
(1784-1846) Jn (x) =
r!Γ (n + r + 1)
r=0

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 3/15 3 / 15

 Applications

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 4/15 4 / 15

 More Applications :: A large number of fields use Bessel Functions:
Acoustic theory Dynamics of floating Frequency dependent friction in
Hydrodynamics bodies circular pipelines
Radio Physics Diffusion problems on Solutions to the radial Schodinger
Nuclear Physics a lattice equation (in spherical and
Electric field Solving for patterns of cylindrical coordinates) for a free
theory acoustical radiation particle

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 5/15 5 / 15

 Bessel Equations and Properties
Bessel Equations
One of the most important ODEs in applied Mathematics called the Bessel equation is
given by:
d2 y dy
x2 2 + x + x2 − n2 y = 0


dx dx
Properties of Bessel function
The Bessel function and its derivatives satisfies the following recurrence relations:
1 xJn0 (x) = nJn (x) − xJn+1 (x)
2 xJn0 (x) = nJn−1 (x) − Jn+1 (x)
3 Jn0 (x) = 1
2 [Jn−1 (x) − Jn+1 (x)]
4 2nJn = x [Jn+1 (x) + Jn−1 (x)]
d n
5 [x Jn (x)] = xn Jn−1 (x)
dx
d n
6 [x J−n (x)] = −xn Jn−1 (x)
dx
Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 6/15 6 / 15
 Solved Example
Example
Consider one of the properties of Bessel function,

2nJn (x) = x [Jn+1 (x) + Jn−1 (x)]

Solution
Since the Bessel function of the first kind of order n is defined by
∞
2r+n
X (−1)r x2
Jn (x) = ,
r!Γ (n + r + 1)
r=0
∴ RHS ⇒ x [Jn+1 (x) + Jn−1 (x)]
∞ ∞
X (−1)r x2r+n+1 X (−1)r x2r+n−1
= x + x
22r+n+1 r!Γ(n + r + 1 + 1) 22r+n−1 r!Γ(n + r + 1 − 1)
r=0 r=0
∞ ∞
X (−1)r x2r+n+2 X (−1)r x2r+n
= +
22r+n+1 r!Γ(n + r + 2) 22r+n−1 r!Γ(n + r)
r=0 r=0

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 7/15 7 / 15

 Solved Example

Solution Cont’d

∞ ∞
X (−1)r−1 x2(r−1)+n+2 X (−1)r x2r+n
= + 2r+n−1
r=1
22(r−1)+n+1 (r − 1)!Γ(n + r − 1 + 2) r=0 2 r!Γ(n + r)
∞ ∞
X (−1)r−1 x2r+n X (−1)r x2r+n
= 2r+n−1
+ 2r+n−1
2 (r − 1)!Γ(n + r + 1) 2 r!Γ(n + r)
r=1 r=0

Evaluating the second term at r = 0,

∞ ∞
X (−1)r−1 x2r+n (x)n X (−1)r x2r+n
= + +
22r+n−1 (r − 1)!Γ(n + r + 1) 2n−1 Γ(n) 22r+n−1 r!Γ(n + r)
r=1 r=1

Recall that: r! = r(r − 1)!

Γ(n + r + 1) = (n + r)Γ(n + r)
(−1)r = (−1)(−1)r−1

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 8/15 8 / 15

 Solved Example

Solution Cont’d
∞
(x)n (−1)r−1 x2r+n
 
X 1 1
∴ RHS = + −
2n−1 Γ(n) 22r+n−1 (r − 1)!Γ(n + r) n+r r
r=1
∞
(x)n (−1)r−1 x2r+n
 
X −n
= +
2n−1 Γ(n) 22r+n−1 (r − 1)!Γ(n + r) r(n + r)
r=1
∞
(x)n X (−1)r x2r+n
= n. +n
2n−1 nΓ(n) 22r+n−1 r!Γ(n + r + 1)
r=1
P
Taking the starting point of the back to 0 i.e r = 0, therefore,
∞ ∞
X (−1)r x2r+n X (−1)r x2r+n
RHS = n = 2n = 2nJn (x) = LHS
22r+n−1 r!Γ(n + r + 1) 22r+n r!Γ(n + r + 1)
r=0 r=0

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 9/15 9 / 15

 More Problems
Assignment :: Show that:
1 Jn (x) satisfies the Bessel equation,

d2 y dy
x2 + x2 − n2 y = 0


2
+x
dx dx
2 Jn (λx) satisfies the equation

x2 y 00 + xy 0 + λ2 x2 − n2 y = 0

3 Jn (x) and J−n (x) are linearly dependent and state the relationship.
4 the derivative of Jn (x) with respect to x can be expressed by Jn−1 (x) or Jn+1 (x) by
the formulas
1
d h n i
x Jn (x) = xn Jn−1 (x)
dx
2
d h −n i
x Jn (x) = −x−n Jn+1 (x)
dx
Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 10/15 10 / 15
 More Problems Cont’d

Exercises :: Show that:

1 Jn (x) satisfies one of the most important ODEs in applied Mathematics called the
Bessel equation
d2 y dy
x2 2 + x + x2 − n2 y = 0


dx dx
2 Jn (λx) satisfies the equation

x2 y 00 + xy 0 + λ2 x2 − n2 y = 0

√
3 y= kJp (λx) satisfies the equation

4x2 y 00 + 4λ2 x2 − 4p2 + 1 y = 0

4 Jn (x) and J−n (x) are linearly dependent and state the relationship.

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 11/15 11 / 15

 More Problems Cont’d
Exercises :: Show that:
5 Jn (x) and its derivative satisfy the recurrence relations:
1
d h n i
x Jn (x) = xn Jn−1 (x)
dx
2
d h −n i
x Jn (x) = −x−n Jn+1 (x)
dx
3
d h i
x Jn (x) = nJn (x) − xJn+1 (x)
dx
4
d h i
x Jn (x) = xJn−1 (x) − Jn+1 (x)
dx
5
d h i 1n o
Jn (x) = Jn−1 (x) − Jn+1 (x)
dx 2
6
2n n o
Jn (x) = Jn−1 (x) + Jn+1 (x)
x
Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 12/15 12 / 15
 More Problems Cont’d
Exercises ::
6 Prove the following identities
1

8Jn000 (x) = Jn−3 (x) − 3Jn−1 (x) + 3Jn+1 (x) − Jn+3

2 Z ∞
J1 (x)dx = 1
0
3

4J0000 (x) + 3J00 (x) + J3 (x) = 0

4

J2 (x) − J0 (x) = 2J000 (x)

5
1 0
J2 (x) = J0 (x) − J (x)
x 0
6
Z 1
x 1 − x2 J0 (x)dx = 4J1 (1) − 2J0 (1)


0

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 13/15 13 / 15

 More Problems Cont’d

Exercises ::
7 By using the frobenius method, solve the Bessel equation

d2 y dy
x2 + x2 − n2 y = 0


2
+x
dx dx
to obtain the Bessel function of the first kind of order n defined by
∞
2r+n
X (−1)r x2
Jn (x) =
r!Γ (n + r + 1)
r=0

8 Show that
J−n (x) = (−1)n Jn (x)

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 14/15 14 / 15

 Thank You!

Prepared by Akanbi M. A. (Ph.D) MAT 351 :: Mathematical Methods II 15/15 15 / 15