S.

Ghorai 1
Lecture XV
Bessels equation, Bessels function
1 Gamma function
Gamma function is dened by
(p) =
_

0
e
t
t
p1
dt, p > 0. (1)
The integral in (1) is convergent that can be proved easily. Some special properties of
the gamma function are the following:
i. It is readily seen that (p + 1) = p(p), since
(p + 1) = lim
T
_
T
0
e
t
t
p
dt
= lim
T
_
e
t
t
p

T
0
+ p
_
T
0
e
t
t
p1
dt
_
= p
_

0
e
t
t
p1
dt = p(p).
ii. (1) = 1 (trivial proof)
iii. If p = m, a positive integer, then (m + 1) = m! (use i. repeatedly)
iv. (1/2) =

. This can be proved as follows:

I = (1/2) =
_

0
e
t
t
1/2
dt = 2
_

0
e
u
2
du.
Hence
I
2
= 4
_

0
e
u
2
du
_

0
e
v
2
dv = 4
_

0
_

0
e
(x
2
+y
2
)
dx dy.
Using polar coordinates , , the above becomes
I
2
= 4
_

0
_
/2
0
e

2
d d I
2
= I =

v. Using relation in i., we can extend the denition of (p) for p < 0. Suppose N is
a positive integer and N < p < N + 1. Now using relation of i., we nd
(p) =
(p + 1)
p
=
(p + 2)
p(p + 1)
= =
(p + N)
p(p + 1) (p + N 1)
.
Since p + N > 0, the above relation is well dened.
vi. (p) is not dened when p is zero or a negative integer. For small positive ,
() =
(1 )

as 0.
Since (0) is undened, (p) is also undened when p is a negative integer.
S. Ghorai 2
2 Bessels equation
Bessels equation of order ( 0) is given by
x
2
y

+ xy

+ (x
2

2
)y = 0. (2)
Obviously, x = 0 is regular singular point. Since p(0) = 1, q(0) =
2
, the indicial
equation is given by
r
2

2
= 0.
Hence, r
1
= , r
2
= and r
1
r
2
= 2. A Frobenius series solution exists for the
larger root r = r
1
= . To nd this series, we substitute
y = x
r

n=0
a
n
x
n
, x > 0
into (2) and (after some manipulation) nd

n=0
(n + r)a
n
x
n
+

n=2
a
n2
x
n
= 0
where (r) = r
2

2
. This equation is rearranged as
(r)a
0
+ (r + 1)a
1
x +

n=2
_
(n + r)a
n
+ a
n2
_
x
n
= 0.
Hence, we nd (since a
0
= 0)
(r) = 0, (r + 1)a
1
= 0, (r + n)a
n
= a
n2
, n 2.
From the rst relation, we get r
1
= , r
2
= . Now with the larger root r = r
1
we
nd
a
1
= 0, a
n
=
a
n2
n(n + 2)
, n 2.
Iterating we nd (by induction),
a
2n+1
= 0, a
2n
= (1)
n
1
2
2n
n!( + 1)( + 2) ( + n)
a
0
, n 1.
Hence
y
1
(x) = a
0
x

_
1 +

n=1
(1)
n
x
2n
2
2n
n!( + 1)( + 2) ( + n)
_
. (3)
Here it is usual to choose (instead of a
0
= 1 as was done in lecture 14)
a
0
=
1
2

( + 1)
.
Then the Frobenius series solution (3) is called the Bessel function of order of the
rst kind and is denoted by J

(x):
J

(x) =

n=0
(1)
n
n!(n + + 1)
_
x
2
_
2n+
. (4)
To nd the second independent solution, we consider the following three cases:
S. Ghorai 3
A. r
1
r
2
= 2 is not a nonnegative integer: We know that a second Frobenius
series solution for r
2
= exist. We do similar calculation as in the case of r
1
and it turns out that the resulting series is given by (4) with replaced by .
Hence, the second solution is given by
J

(x) =

n=0
(1)
n
n!(n + 1)
_
x
2
_
2n
. (5)
B. r
1
= r
2
: Obviously this corresponds to = 0 and a second Frobenius series
solution does not exist.
C. r
1
r
2
= 2 is a positive integer: Now there are two cases. We discuss them
separately.
C.i is not a positive integer: Clearly = (2k+1)/2, where k {0, 1, 2, }.
Now we have found earlier that (since a
0
= 0)
(r) = 0, (r + 1)a
1
= 0, (r + n)a
n
= a
n2
, n 2.
With r = r
2
= , we get
(r) = 0; 1
_
1 (2k + 1)
_
a
1
= 0; n
_
n (2k + 1)
_
a
n
= a
n2
, n 2.
It is clear that the even terms a
2n
can be determined uniquely. For odd
terms, a
1
= a
3
= = a
2k1
= 0 but for a
2k+1
we must have
n 0 a
2k+1
= a
2k1
0 a
2k+1
= 0.
This can be satised by taking any value of a
2k+1
and for simplicity, we can
take a
2k+1
= 0. Rest of the odd terms thus also vanish. Hence, the second
solution in this case is also given by (5), i.e.
J

(x) =

n=0
(1)
n
n!(n + 1)
_
x
2
_
2n
. (6)
C.ii is a positive integer: Clearly = k, where k {1, 2, 3, }. Now we
nd (since a
0
= 0)
(r) = 0, (r + 1)a
1
= 0, (r + n)a
n
= a
n2
, n 2.
With r = r
2
= , we get
(r) = 0; 1
_
1 2k
_
a
1
= 0; n
_
n 2k
_
a
n
= a
n2
, n 2.
It is clear that all the odd terms a
2n+1
vanish. For even terms, a
2
, a
4
, , a
2k2
each is nonzero. For a
2k
we must have
n 0 a
2k
= a
2k2
0 a
2k
= 0,
which is a contradiction. Thus, a second Frobenius series solution does not
exist in this case.
S. Ghorai 4
Summary of solutions for Bessels equation: The Bessels equation of order
( 0)
x
2
y

+ xy

+ (x
2

)
y = 0,
has two independent Frobenius series solutions J

and J

when is not an (nonneg-

ative) integer:
J

(x) =

n=0
(1)
n
n!(n + + 1)
_
x
2
_
2n+
, J

(x) =

n=0
(1)
n
n!(n + 1)
_
x
2
_
2n
.
Thus the general solution, when is not an (nonnegative) integer, is
y(x) = C
1
J

(x) + C
2
J

(x).
When is a (nonnegative) integer, a second solution, which is independent of J

, can
be found. This solution is called Bessel function of second kind and is denoted by Y

.
Hence, the general solution, when is an (nonnegative) integer, is
y(x) = C
1
J

(x) + C
2
Y

(x).
3 Linear dependence of J
m
and J
m
, m is a +ve integer
When = m is a positive integer, then
J
m
(x) =

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

n=0
(1)
n
n!(n + m)!
_
x
2
_
2n+m
,
since (n + m + 1) = (n + m)!.
Since (0) = , we dene 1/(k) to be zero when k is nonpositive integer. Now
J
m
(x) =

n=0
(1)
n
n!(n m + 1)
_
x
2
_
2nm
.
Now each term in the sum corresponding to n = 0 to n = m 1 is zero since 1/(k)
is zero when k is nonpositive integer. Hence, we write the sum starting from n = m:
J
m
(x) =

n=m
(1)
n
n!(n m + 1)
_
x
2
_
2nm
.
Substituting n m = k, we nd
J
m
(x) =

k=0
(1)
k+m
(m + k)!(k + 1)
_
x
2
_
2(m+k)m
= (1)
m

k=0
(1)
k
k!(m + k)!
_
x
2
_
2k+m
= (1)
m
J
m
(x).
Hence J
m
and J
m
becomes linearly dependent when m is a positive integer.
S. Ghorai 5
4 Properties of Bessel function
Few important relationships are very useful in application. These are described here.
A. From the expression for J

given in (4), we nd
x

(x) =

n=0
(1)
n
n!(n + + 1)
_
x
2
_
2n+2
Taking derivative with respect to x we nd
_
x

(x)
_

n=0
(1)
n
(n + )
n!(n + + 1)
_
x
2
_
2n+21
=

n=0
(1)
n
n!(n + )
_
x
2
_
2n+21
,
where we have used (n + + 1) = (n + )(n + ). We can write the above
relation as
_
x

(x)
_

= x

n=0
(1)
n
n!
_
n + ( 1) + 1
_
_
x
2
_
2n+1
.
Hence,
_
x

(x)
_

= x

J
1
(x). (7)
B. From (4), we nd
x

(x) =

n=0
(1)
n
2
2n+
n!(n + + 1)
x
2n
.
Taking derivative with respect to x we nd
_
x

(x)
_

n=1
(1)
n
2
2n+1
(n 1)!(n + + 1)
x
2n1
.
Note that the sum runs from n = 1 (in contrast to that in A). Let k = n 1,
then we obtain
_
x

(x)
_

= x

k=0
(1)
k+1
k!
_
k + ( + 1) + 1
_
_
x
2
_
2k++1
= x

k=0
(1)
k
k!
_
k + ( + 1) + 1
_
_
x
2
_
2k++1
.
Hence,
_
x

(x)
_

= x

J
+1
(x). (8)
Note: In the rst relation A, while taking derivative, we keep the sum running
from n = 0. This is true only when > 0. In the second relation B, we only
need 0. Taking = 0 in B, we nd J

0
= J
1
. If we put = 0 in A, then we
nd J

0
= J
1
. But J
1
= J
1
and hence we nd the same relation as that in B.
Hence, the rst relation is also valid for 0.
S. Ghorai 6
C. From A and B, we get
J

+

x
J

= J
1
J

x
J

= J
+1
Adding and subtracting we nd
J
1
J
+1
= 2J

(9)
and
J
1
+ J
+1
=
2
x
J

. (10)