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A

TREATISE

THE

ON

THEORY

OF

FUNCTIONS

BESSEL

BY

Gf"N. 'WATSON, Sc.D.,


PROFESSOR

OB'

MATHEMATICS
FELLOW

LATELY

IN
OF

THE

TRINITY

F.R.S.
OF

UNIVERSITY

COLLEGE,

BIRMINGHAM

CAMBRIDGE

'

1"^
CAMBRIDGE
AT

THE

UNIVERSITY
1922

PRESS

Cp

PREFACE

book

THIS

has

functions

of

adapted;

while

they

be

value

of

encounter

such
of

collection

required

in recent

While

which

functions

consequently

endeavoured

also

special,which, although

practicalapplications;and

in
form

appropriate

with

it necessary
Since

and
of

these

the

be

to

myself, it

has

for

reference

part,

of

convenient

been

with

been

have

of

theory

Bessel

far

general

within

or

required

possible,in

as

these

have

aims, combined
has

bounds,

made

intelligibility.

that

than

rather

general theorems,

properties

of

Physics.

so

of the

Analysis by

regard

of

existence

whether

development

Modern

to

Physicistswho

likelyto be

of

book

compatible

most

Course

in the

expounded

is

as

is, for the

book

the

concise

as

the

would

fairlycomplete, I

as

given,

breadth

of

cation
appli-

provided by

which

The

the

interest, are
are

The

size

of

regard

results

purposes.

necessity for keeping

the

as

for

and

all formulae,

theoretical
such

is

of results

researches.

account

an

include

to

without

than

of Mathematical

would

Mathematician

Pure

give

to

for the

scope

of

admirably

are

large order) which

of

problems

theory

series.

collection

functions

been

has

real variable

wider

first is the
the

the greater abstruseness

by

in various

endeavour

my

of their

course

(especiallyof
years

rather

Mathematicians

of

be demanded

to

seems

functions

of

compilation

The
of

processes

of Fourier

theory

in the

functions

functions

Bessel

of

view.

Bessel

purpose

time

increasing number

the

to

Bessel

the

this

functions

in the

object is

fundamental

same

theory of

trigonometrical functions
second

the

offer at

of parts of the

The

For

variables.

complex

objects in

two

applicationsof the

of

development

with

designed

been

Professor

treatise

as

refer the

to

of functions

theory

Whittaker

standard

reader

work

original

to

sources.

It is desirable
as

the

defined

by

by
to

have

Weber
For

felt

of

mathematicians

authority of
kind.
between

The

the

second
the

of

the

two

second
who

kinds

second

function

the

to

kind, namely

sentimental

and

Hankel's

this.

which

kind;
use

and,

in

Weber's
who

my

has

function
use

any

the

functions

and

(iraf

other
use

the

for

two

which

been

kind;

kinds

was

and

pleasing
but

three

standardizing the

weight

function

of Wi'ber's

regarded

(Jubk'r

authority of

greater
one

and

have

second

necessity

opinion,the

parallelismwhich
of Bessel

of the

function

I have

function

the

it would

reasons

first is the

The

mathematicians
is the

here

subsequently by Schlafii, by

used

historical

prevented
the

of

and

justifiedin using

considerations
function

attention

draw

function

canonical

Nielsen.

to

tlie group
than

of the

function

the

second

exhibits

(cosine and

sine)

PREFACE

functions.

igonometrical
is

jrpolation
ich

CO

has

been

previously
book
at

end

of

in

of
been

eclectic

In

the

munber

/
*

value.

given

the

an

vigilance
labours
To

every

complexity,

clerical

mistakes

such

of

to

these

has

my

remove

offer

my

treatise

been

with

Mr
and

to

the

unfailing

grateful

this,

as

have

21,

1922.

the

to

theory
I

equation,

have

seemed

C.

T,

patience,

is

of

probably

useless

undetected;

but

diminished
Preece

obscurities
staff

it

have
the
in

by

and

Mr

to

been

University
a

work

of

great

to

the

criticisms

the

T.

A.

of

the

Lumsden,
greatest
who

Press,

have

typographical

thanks.

G.

August

every
omitted

which

remained

considerably

colleagues

and

such

other,

or

errors

gentlemen

assistance,

those

inserted

slight,

memoirs

this

doubtless

though

Riccati's

of

in

given

consciously

not

been

bibliography

have

however

topic

references
have

The

to

have

work.

scheme.

analytical

mistakes,

profess

XX,

numerical

proofs

possible,

which

Chapter

section

cited.

only

of

by

section,

the

that

as

not

related

inserting

each

sources

device

in

of

inferred

contribution,

the

to

with

do

end

inevitable

mentioned,

are

of

extent

the

at

complete

as

While

the

of

results

the

of

any

original

regard

general

of

no

of

/whose

the

to

case

the

an

III

be

to

made

functions

with

to

that

find

found

and

the

not

in

it.

existence

connexion

which
is

been
in

containing

relevant

it

given

has

Bessel

functions;

the

hope

be

which

memoir

be

book

the

will

memoir

any

those

necessarily

omissions

in

but

enunciated;

are

the

or

the

function

in

give,

to

treatises

is

Tables
Weber's

of

use

policy

my

memoirs

any

the

third

in

possible

make

to

seems

It

made

The

N.

W.

CONTENTS
CHAP.

PAGE

I.

II.

III.

IV.

V.

VI.

VII.

VIII.

IX.

BESSEL

THE

FUNCTIONS

BESSEL

BESSEL

BEFORE

1820

COEFFICIENTS

FUNCTIONS

38

DIFFERENTIAL

EQUATIONS

MISCELLANEOUS

85

PROPERTIES

INTEGRAL

OF

REPRESENTATIONS

ASYMPTOTIC

OF

EXPANSIONS

BESSEL

OF

FUNCTIONS

OF

POLYNOMIALS

FUNCTIONS

BESSEL

132

FUNCTIONS

BESSEL

LARGE

ASSOCIATED

BESSEL

160

FUNCTIONS

194

ORDER

WITH

225

BESSEL

FUNCTIONS

271
.

X.

FUNCTIONS

ASSOCIATED

WITH

BESSEL

FUNCTIONS

308
.

XI.

ADDITION

THEOREMS

358

XII.

DEFINITE

INTEGRALS

373

XIII.

INFINITE

INTEGRALS

383

XIV.

MULTIPLE

XV.

XVI.

THE

INTEGRALS

ZEROS

OF

NEUMANN

450

BESSEL

FUNCTIONS

SERIES

4/

LOMMEL'S

AND

FUNCTIONS

VARIABLES

XVIL

XVIIL

OF

TWO
522

KAPTEYN

SERIES

SERIES

551

FOURIER-BESSEL

OF

AND

DIN

576
.

XIX.

XX.

SCHLOMILCH

THE

OF

TABULATION

OF

TABLES

618

SERIES

BESSEL

BESSEL

FUNCTIONS

LIST

GENERAL

OF

OF

654

665

753

BIBLIOGRAPHY

INDEX

FUNCTIONS

789

SYMBOLS

AUTHORS

INDEX

QUOTED

791

706

CORRIGENDA

^Page

62,

line

for

11,

-^^{hzf-K'

"

"

(i^)^'""

yectc^

"

'^

m=0

"^
5/1=0

"

"

Page

91,

line

the

from

foot

the

of

for

Brassiue"

"

read

Brassinne."

"

page,

Page

Page

228,

327,

in

line

formula

(2),

from

the

/or

"

foot

sec^^"

98720

of

the

read

/or
page,

"

"

Bruhns

.sec^

78720

"

read

^."

"

Bruns."

CHAPTER

BESSEL

Riccati's

I'l.
The
a

In

of

which

is derived

The
in

fact

Bessel

paper*

that

he

has

In

curves

Bernoulli

refers to

Analysis of

states,

1697):

Vellem

"

in mille

Ego

petuo

equation

of the

occasione

recordor

quam

John

gives in

he

num

banc

years

order

second

wrote"

and

aequationes alias
sed

discoveryhad

construi

See

Leihnizens

" Ibid.

p. 65.

occurs

In

1694.

type and

states

reducing

to

Leibniz

dy

x-

"

dy

(Jan. 27,

yydx

xxdx.

Problema

the

perlinear

to a

yydx

sicut

reducendo

was

435

"

xHx

tentavi"

x'-dx in qua

aequatio

aequationem

simple step
of the

nun-

maneret

ad

banc

to

solve

equation

of

the

last

the

first

437.
+

y'^dx (i-dy
=

quae

an

separationem

per

(p.436).

Folge (Matliematik), iii.


to
effectively,

was,

writes

dx"."

made, it

Dritte

he

equation
(Nov. 15, 1702): "Qua

invicem,

se

possit noudum

procedure

1704, James

form

improbum

mefvm

separavi illas

been

gesamellte Werke,
Bernoulli's

type
in

and

tentaveris

memoratae

indeterminatas
:

the

in

later he succeeded

puhlicata Lipsiae, 1694, pp.


proposita aequatio differentialis haec

indeterminatarum

of this

it. Thus

solve

et

Eruditorum

Acta

t "Esto

Riccati's

1697

between

equation in series,and so to obtain the solution


order as the quotient of two
power-series.
*

equation)

transformation.

Bernoulli

equation

an

inabilityto

differentio-differentialem||
ddy ".y
this

Bessel's

as

yydx-'rxxdx,

"

scire

Te

ex

simpliciterdifferentialis

When

(known

Riccati's

particularsolution

equation of

transmutavi, sed operam

potui

separare

his

once,

porro

lusit." Five

as

elementary

an

an

example,

an

equation,which

the

formas

as

theory of

itf.

than

more

first order, known

published by

dy
and

the

order

to
Leibniz, written
letters:J:

various

with

usuallydefined

the second

was

gives,as

solved

not

the

of

equation by

in

which

Bernoulli

is

function

Riccati's

from

on

1826

intimatelyconnected

equation

earliest appearance

this paper

BEFOUE

is

equation of

linear differential

functions

Bessel

of differential

type

equation.

FUNCTIONS

differential
equation.

theory of

certain

take

new

(Halle, 1855), pp.


variable

50"87.

defined

by

the

formula
1

du

dx

~-^
_

iu the

equation

IIThe
in

d!/ldx

connexion

x^ +

between

y", and

then

this

equation

to

replace u by
and

y.

special form

of

Bessel's

equation

will

be

"4-3.
W.

^
B.

F.

seen

THEORY

OF

And, in fact,this form


Bernoulli

James

"Reduce
terminus

within

BESSEL

of the

solution

communicated

was

(Oct.3, 1703)

year

in the

aequationemdy=yydx-\-xxdx ad
seriem exprimitur,
ita

per

^~

to

Leibniz

by

terms*:
following
fractionem

autem

cujusuterque

3.4.7

[CHAP. I

FUNCTIONS

3. 4

3.4.7.8.11

7
.

8
.

1]

12

pff.

15

8. 11

12

15
.

]6. 19

X^-

X^

4^

3.4

3.4.7.8.11.12

divisione

series

quidem actuali
tam
non
progressionis

quae
ratio

^
Of

"^

"^

37377

in

pf,o

3.4.7.8.11.12.15.16

conflari possunt, sed

unam

in qua

facile patescat,scil.
"^

37373737 57777Tn

3.3.3.7.11

that time, mathematicians

at

course,

.*"!"
4^

"

3.4.7.8

their energy, so far


terms,
obtainingsolutions in finite
concentrated

differential

equationswere concerned, on
Bernoulli seems
and consequently
James
to have received hardlythe full credit
entitled him.
his discovery
to which
Thus, twenty-two years later,the paper f,
in which Count Riccati first referred to an equationof the type which now
followed by a note;]:
bears his name,
was
by Daniel Bernoulli in which it was
stated that the solution of the equation^
as

aa-"
was

unsolved

hitherto

dx + uudx
The

problem.

of the solution :
anagram
occultis involuta
characteribus

"

an

hdu

ended

note

with

in

announcement

an

Solutio

problematisab 111.Riccato proposito


24a, 66, 6c, 8rf,33e, bf,2g, 4"h,SSi, 61, 21in,

2Qn, 16o, Sp, hq, l7r, 16s, 2U, 32w, ^x, 3y, +,

-,

",

=,

4, 2, 1."

to have been solved ; but Bernoulli


published
anagram
appears never
of the anagram.
his solution 11of the problem about a year after the publication
of a set of values of n, namely
The solution consists of the determination

The

"

4!m/(2m"1),

where

soluble in finite terms;


The
with
*

of which the
is any integei',
for any one
will
be given in
the details of this solution

the fact that Riccati's

Suppl.

viii.

X Ibid.
other

66

x'"''dqdu

xiudx:q,

"

73.

The

form

in

which

Kiccati

took

tlie

.r".

pp. 73

"

75.

of his

members

" The

(1724),pp.
=

of

equationwas

gesamellte Werke, Dritte Folge (Mathematik),iii. (Halle,1855), p. 75.

See Lcihnizens

f Acta Eniditorum,
equationwas
where

by Daniel Bernoulli,combined
more
generaltype than
slightly

of Riccati

the work

prominencegivento

equationis
""4-1,4*11.

reader

Daniel

family

should

Bernoulli

mentioned

John, Nicholas

"

observe

and

that

solutions

the younger

had

been

obtained

by

three

Nicholas.

that the substitution


b dz
U=--rz

givesrise

to

an

equation which

IIExercitationes
pp. 465"473.

quaedam

is

dx

easilysoluble in series.
(Venice,1724),pp.

mathematicae

77

"

80;

Acta

Eruditonim,

1725,

1*2]
John

BESSEL

Bernoulli's

equation*has

stillmore
It is

generaltype of

equationof

any

where

P, Q, M

It is

the

The

of Riccati

without

beingassociated
but also with
solving,

Riccati's

generalised
equationto

name

he discussed

give the namef

the form

given functions

are

supposed that

if P=0,

equation.

to

customary

now

1826

BEFORE

resulted in the

only with the equationwhich

not
a

FUNCTIONS

neither

nor

equation is reducible

of
is

x.

If B=0, the equation is linear;


zero.
identically
form by taking 1/?/as a new
varialjle.

to the hnear

last

it is reducible to the general


equationwas studied by Euler;]:;
of
the
second
order,and this equationis sometimes reducible
equation
Bessel's equationby an elementarytransformation (cf.
""3"1, 4"3,4'31).

linear
to

Mention

should

be made

here

of two

memoirs

Euler.

by

In the

it
first"
is proved that, when a particular
integral
t/iof Riccati's generalised
equation
is known, the equationis reducible to a linear equationof the firstorder by
replacingy hy i/i+ l/u,and so the generalsolution can be effected by two
solutions are
quadratures.It is also shewn (ibid.p. 59) that,if two particular
known, the equationcan be integrated
by a single
completely
quadrature;and
this result is also to be found
of these theorems

1'2. Daniel

Bernoulli

of theorems

number

\villbe

givenin

Bernoulli's rnechanical

In 1738 Daniel
a

in the second

on

||of the

Chapter

two

papers.

brief discussion

iv.

lirohleni.
memoir

publisheda

IT containing
enunciations
**

heavy chains. The eighth


oscillantis. Sit catena
uniforniiter

the oscillations of

of
of

AG
Jiguracatenae
uniformiter gravis
flexilissuspensa de puncto J.,eaque oscillationes
et perfecte
in situm AMF\
facere uniformes
catena
fueritque
intelligatur:
perv'enerit
FM
sumatur
^:
n
ejus
x,
longitudocujuscunquepartis
longitudocatenae
fit
ut
valoris+f
these is

follows:

as

De

"

*-

See

James

-I

4/i/i

Bernoulli, Opera Omnia,

ii.

t The

the solution
term

'

by

Kiccati's

Daniel

equation

(1763),[published 1770], p.

XIX.

t Institutiones
the

reduction, see
Comvi.

IIIbid.

IX.

"Theoremata

suspeusae," Comm.
**

Luc.

t+ The

James

'

was

is

of

used

solution

1054"1057

by D'Alembert, Hist, de

V Acad.

Sci.

solution

the

which

Ii. des Sci. de Berlin,

242.

ii. (Petersburg,
1769), " 831, pp. 88"89.
Iiiteiiraliii,
Bernoulli's letter to Leibniz already quoted.

oscillationibus

Acad.

it is stated that
and

given.

Acad.

de

in tinite terms,

Petrop. viii. (1760"1761),[published1703], p.


(1762"1763),[published1764], pp. 163"164.

" Novi

Calculi

Bernoulli

0.

4.9.1G.25/r'

(Geneva, 1744),pp.

point of Eiccati's problem is the determination


resembles

V etc.

"

4.9.16n^

4.9n3

coriwrum

file flexili

Imp. Petrop. vi. (1732"3),

connexorura

lu connexion

82.

et

catenae

verticaliter

[published1738], pp. 108"122.

cit. p. 116.

length of the simple equivalent pendulum is

with

ii.

1"2

distantiam

OC

calculo
brevissimo
say: "Invenitur
alios."
littera n infinitos valores

autem

last series is

The

described

now

as

infinite number

of

?i

of order

and

zero

this function

that

I....

proxime 0'691

function

Bessel

and the last quotationstates


'\/(x}n);

argument

"

4.9.16.25/1^

4.9.16n'

4.9?i3

4)in

x^

x'^

to

on

goes

x^

XX

~w

Habet

puncti F ah linea vertical! 1, dico fore


punctiubicunque assumptiM ab eadem linea verticali aequalem
extremi

Ponatiir porro distantia

He

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

has

an

zeros.

f proofsof his theorems soon afterwards; in theorem


published
by consideringthe forces actingon
VIII, he obtained the equationof motion
also obtained by
of length x. The equation of motion
the portionFM
was
Eulerjmany years later from a consideration of the forces actingon an element
Bernoulli

of the chain.
the substance

followingis

The

densityof

Let p be the line

height

above

of

chain

horizontal

The

and

(supposed uniform)
in its undisturbed

let T

be the tension

position. The

the

obtain

for
equation 8T=gp8x by resolvingvertically
integralof the equationis T=gp,v.

The

length8x.

the chain

:
investigation

point of the chain

the lowest

transversal,we

of Euler's

of the tension

component

; and

displacementof the element

is,e"ectiYQly,'
T{dyldx) where
the

so

motion

equation of motion

being

element

an

at

y is the

of

zontal)
(hori-

is

p"^S="^^)
If

substitute

we

for T and

proceed to

the

df^
If

lengthof

is the

the

find that

limit,we

dx\

dx)

'

simple equivalentpendulum

for any

normal

one

we
vibration,

write

y=-.n(?)si"(f"^?),
where

If

and

xlf=u,

constants

are

obtain

we

and

the solution

^=

,
1

tions

On

the

Continent, the functions

t Covim.
+

Acta

took

the

distance
notation
p and

{x\f)is a

dv\

dx

dx)

in the form

"

^i

".

"

1.4

."r.

solution

of the

equation

f
of Bernoulli's

series,namely

^"

1.4.9

""""

1.4.9.16

usuallycalled cijlinder
functions,or, occasionally,
/"ncfur Math. lxix.
(1868),p. 128; see also Math. Ann.

are

after Heine, Journal


of Fourier -Besisel,

(1871),pp.

111.

then

609"610.

Acad.
Acad.

weight

Petrop. vii.
Petrop.
of

(nottwice
lias been

(for d).

v.

(1734"5), [published 1740], pp. 162"179.


1 (Mathematiea),(1781),[published
pars
1784],pp. 157"177.

length e
the

of the

chain

distance)fallen by

to
a

be E, and

particlefrom

followed in the text apart from

the

he
rest

defined
under

to

be

the

gravity in

significanceof

and

the

measure

second.

Euler
of

the

Euler's

introduction

of

1*3]

BESSEL

FUNCTIONS

1826

BEFORE

"t

where
,

constants.

are

Since

If a is the whole

finite

is

lengthof

when

j;=0, C must

the chain,y

0 when

a?

zero.

a, and

the equation to determine

so

/'is

"fi
+

\7f^T:\p 1.4.

be

"

C and

=
"

"

0-

"

9r'

By an extremely ingeniousanalysis,which will be given fullyin Chapter xv, Euler


proceeded to shew that the three smallest roots of the equation in a// are 1-445795,7-6658
and 18-63.
values are
[More accurate
1-4457965, 7-6178156 and 18-7217517.]
In

the

solution
law

memoir*

(inthe

Euler
immediately followingthis investigation
of series)of the

form

of formation

of successive
stated

however, been

equation ^

coefhcients

\\i

obtained

but his
\-\-v=-0^

"

the

general
of the

statement

is rather

in his Institutiones

incomplete. The law of formation had,


ir. (Petersburg,
Integralis\,
1769), i^977,

Calculi

pp. 233-235.

I'S. Euler

mechanical

vibrations

The
1764.

of

arrived at the

He

jjvohlem.

stretched

membrane

investigated
by

were

Euler

in
;J:

equation
1 d'z
"ldP^_drz Idz
?~df-~d?'^r(h''^
r-d(l"'

where

is the

coordinates

and
(r, "/");

are

obtain

To

where

a,

A, ^, B

of

dr-

solution of this

11

u-r

This
of order

differential

/3; and ^
for

,7:nye2-(

equationis now

may

have ||any

Acad.

Petroj).v. pars
t See also "" 935, 93G (p. 187
+

in

Novi

" The
IIIf
in view

function

(d-

/3-\

\e-

r-

of r;

and

the result of

equation

is finite at the

originis given on

p. 256

'

2
.

constant

argument

known

(".+

1 )(n +

3) e^

'

'

1.
as

Besscl's

equationfor

of the values 0, 1, 2,
factor

"

the series is

ar\e. The

functions

....

now

called

Bessel

of a
periodsof vibration,2-7r/a,

(Mathematica),(1781),[published1784], pp. 178"190.


which
associated eiiuation
of an
et seq.)for the solution

will be

" 3-52.

Coinm.
reason

/3 were

dr

coefficient of order ^ and


Acta

Idu

equationwhich

omitted

an

is

is the differential

written^in placeof 2/3+

has been

Save

and

+ B),
(/5(/)

it is

of Euler's memoir;

sin

(at+ A)

constants

are

d-a

The

sin

of this value

substitution

discussed

depending on

constant

point whose polar


the densityand

solution he wrote

normal

is

the

t at

of the membrane.

tension

where

time

displacementat

transverse

Petrojj.x. (17G4),[published17t)6J,pp. -243" -200.


why Euler made this change of notation is not obvious.

not

Acad.

an

integer,the displacemeut would

of the factor sin

(/30+ B).

not

be

one-valued

function

of

position,

THEORY

circular membrane
from

This
a

of radius

the consideration

BESSEL

OF

that

with

fixed

vanishes

[CHAP. I

FUNCTIONS

boundary* are

when

to be determined

a.

investigation
by Euler contains the earliest appearance
coefficient of generalintegral
order.

Bessel

1'4. The researches

ofLagrange,Carlini

and

in

Analysisof

Laplace.

Only a

few years after Euler had arrived at the generalBessel coefficient


in his researches on
in an
vibratingmembranes, the functions reappeared,
astronomical
motion

of

of the

problem. It was
planetabout the

inverse

anomaly

at

sun

the relations between

square,
the eccentric

and

M^E

giverise to

by Lagrangef in 1770 that,in the elliptic


the focus attracting
accordingto the law

shewn

the

-"iimE,

(6

'^'*
"

vector

r, the

mean

the forms

assume

a{l-"cosE),

y.

An"inuM,

and

^m=o
2''+''^m\{n+

jB"cos"ilf,
orbit, and

of the
eccentricity

the

and

"'""'"'

my.'

S
w=l

semi-majoraxis

the

are

i6^+

l +

n=\

radius

expansions

E^M^
in which

the

anomaly E, which

^^^^^

2"+^"" m\

(n + m)l

for w
1, 2, 3. The objectof the expansions
Lagrange gave these expressions
in
is to obtain expressions
for the eccentric anomaly and the radius vector
=

of the time.

terms

In modern

^"
It

noted

was

these formulae

notation

2/" (ne)/n,5,

by Poisson,Connaissance

memoir

Poisson

would
account

by Lefort,Journal
should
corrected,

Cf.

Journal,

xi.

(e/n)J^ (ne).
[published
1833],p.

6 that

ae

(1846),pp.

142

152, in which

"

an

made

error

by

also be consulted.

of the approximatevalue of A.^ when n is large


investigation
1 is due to Carlini :|:;
is not rigorous
"
"
(and it
though the analysis
be difficult to make
it rigorous)
it is of sufficient interest for a brief
of it to be given here.
e

Bourget, Ann.
xxi.

Sci.

de

VEcoIe

norm.

siij}.in.

(1866), pp. 55

"

95, and

Chree, Quarterly/

(1886), p. 298.

t Hist, de VAcad.
III.

de Math.

remarkable

and

is

des Terns,1836

written

are

R. des Sci. de

Berlin, xxv.

(1769),[published1771], pp. 204"233.

[Oeuvres,.

(1869),pp. 113"138.]
X Riceixhe

siiUa

(Milan, 1817).
col. 197"254

reprinted in

This

courergenza

work

was

delta

serie

translated

che

into

serva

German

alia

soliizione

by Jacobi,

{Werke, vii. (1891),pp. 189"245]. See also two


Math.
Ann, xvii. (1880),pp. 531"544, 545"560.

papers

del

problema

Astr.

by

Nach.

Scheibner

di
xxx.

Keplero

(1850),

dated 1856,

14]

BESSEL

It is easy to shew

Define

Hence

when

on
we

is

''^u*i
then
J"=2?i"-ie-^"''7"!

largeeither

should

(?""')
we

m^

or

w^ and

expect

du/de must

or

dujde

consideringthe highestpowers of n in the


find that
1. It is consequentlyassumed
a

of

powers

where

this
substituting

u^^ duJdf

that

and
0(?j2o)

and
("") respectively;

of the last differential

admits

v.yjn
+

Ui +

of

an

expansionin

equation,

descending

powers

of

-'^

??o= "

".

series in the differential

that

; so

du^, +

independent of

are

...

the coefficients of the various

zero

be

to

large.

in the form

Wq, "i, u^.,

On

be

various terms

where

A^ is a solution of the differentialequation

the formula

1826

BEFORE

??,

?"i

equationof

we

t^
1

the first order and

equatingto

find that

"

If t"=0

by

that

FUNCTIONS

"

:,,
f-

and

therefore

["c7.
M|log-p^-^^,^"^/(l-.^')+l}-i
+

and, since
be taken
From

the value
and

of

An shews
of

constant

no

formula
Stirling's

that

^iide n log^ewhen

is to
integration

it

now

follows

at

6"exp
An

is

...,

small,the

upper

sign must

be added.
once

that

{nj{\-e^)}

v/(U)."t(l-e2)i{l+V(l-e2)}"'
this is the result obtained

and

further

much

formulae
which

for

by

A^

Carlini's

Aleissel

in the

case

by

This method

Carlini.

of

has
approximation

been

carried

(see " 8-11), while Cauchy* has also discussed approximate


of comets
moving in nearlyparabolicorbits (see " 8'42),for

approximation is obviouslyinadequate.

has justbeen givenis much


of which
account
an
investigation
than the arguments employed by Laplacefto establish the
plausible
approximationfor i?".
The

more
sponding
corre-

which
and the method
investigation
givenby Laplaceis quiterigorous
the value of B^ is modified by
is of considerable importancewhen
he uses
by
taking all the coefficients in the series to be positive or, alternatively,
that
an
supposingthat e is a pure imaginary.But Laplace goes on to argue
be
variables
may
approximationestablished in the case of purelyimaginary
crainte in the case of real variables. To anyone who is acquainted
used
sans
The

"

'

'

with

reasoningwill
*

486"489.

fallacious character of such

be evident.

Comptes Rendus,

t Mecanique
pp.

theoryof asymptoticseries,the

the modem

xxxvni.

(1854),pp. 990"

Celeste, supplement,

t.

v.

9;i3.

[firstpublished 1827].

Oeuvres,

v.

(raris.1882),

OF

THEORY

[CHAP.

FUNCTIONS

BESSEL

is based on the principle


portionof Laplace'sinvestigation
increase
in which the terms
terms
steadily
that, in the ease of a series of positive
decrease,the order of magnitude
up to a certain pointand then steadily
be obtained from a consideration of
of the sum
of the series may frequently
the order of magnitude of the greatest term
of the series.
The

earlier

of this principle,
Stokes, Proc. Camb. Phil.
see
applications
and
VI. (1889),pp. 362"366
[Math,
Phys.Papers,v. (1905),
pp. 221"225], and Hardy,
Proc. London
Math. Soc. (2)ii. (1905),pp. 332"339;
(1905),pp. 97"101.
Messenger,xxxiv.
A statement
of the principle
was
given by Borel,Acta Mathematica, xx. (1897),pp. 393
For

other and

recent

more

Soc.

"

394.

The

the

of the principle
appliedto
following
exposition
b}^Laplacemay not be without interest :
The

.seriesconsidered

is
+

J,

is

/x, where

largeand

fi is the

has

+ 2m)?i"-^-'"-^f"
I (?;,

~^,"=o2"

"

in which

fixed

fj.is

so

Now,
that, to

-'"

'

+ "i)!
=i"""i!("

positivevalue.

greatestintegersuch

The

greatest term

is that for which

that

4^ (n + ,x){n + 2^
and

example considered

2) ^ (n + 2n)nh%

approximatelyequal to

if ?"", denotes

the

general term

in

it is easy
II,S^\

theorem
verifyby Stirling's

to

first approximation,-^^'r^qi-,
where

'

log2=-2V(l4-.2)/(ne2).
Hence

+ 2q + 2q^+ 2q^+ ...}


B"^'^)r^Uf,{l

~2"^^/W(l-g)},
.

since*

nearly equal

is

to

1.

Now, by Stirling's
theorem,

{ns/(H-62)}

e"-i exp

and

e"exp{nv-(l+.^)}
|MI"li)l^

5"(i)"^

so

The

inference

which

Laplacedrew

V
This

Trn'

approximateformula happens to

for this restriction is not

from

this result is that

{l + V(l-e-)}"

be valid when

apparent, apart from

but it is difficult to
necessary),
prove it without
"

of.

The

formula

l +

^^^f~s'N{^-q)}

Bromwich,

formula

in

may

Theory of Infinite Series," .51.


the theory of elliptic
functions,

be

inferred

It is also

the

"

Modern

Analysis,%21-5l.

(though the

fact that

it is

using the methods


from

consequence

of Jacobi's

reason

obviously
of contour

general theorems

^3(0|r)=(-;r)-H3(0|-T-i);
see

"

on

series;

transformation

1-5]

FUNCTIONS

BESSEL

1826

BEFORE

to have been dubious as to the validity


(cf." 8*31 ). Laplaceseems
integration
about
real and
of his inference because, immediately after his statement
of
he
that
he had
mentioned, by way
confirmation,
imaginary variables,
another proof;but the latter proofdoes not appear to be extant.

of Fourier.

researches

1'5. The

by Fourier*, La

classical treatise

appearedthe

In 1822

Bessel

de la Chaleur; in this work

functions

of order

Theorie

zero

analytique
in the discussion

occur

motion of heat in a solid circular cylinder.It is


symmetrical
120) that the temperature v, at time t,at distance
by Fo-urier (""118
of the

shewn
X

"

from

satisfies the equation


cylinder,

the axis of the

fd'-v

1 dv

CD

Kda--

xdx

dv
dt

K, C, D

where

Density of

and

Heat
the Thermal
Conductivity,
Specific
respectively
solution
and he obtained the
material of the cylinder;

denote
the

^2^4-

2-

""

2^4^6,

where

and

mCDjK

has to be

at

the

boundary of

the

chosen

so

hv + K

that
0

{dvldx)
=

Conductivity.

h is the External

where
cylinder,

that
309) by Rolle's theorem
proceededto give a proof (""307
and
of
real
roots
the values of m hasf an infinity
the equationto determine
that
no
incompletebecause he assumes
complex roots. His proof is slightly
true of integral
which have been proved for polynomials
are
certain theorems
by Hurwitz^
functions; the defect is not difficult to remedy, and a memoir
has the objectof making Fourier's demonstration
quiterigorous.
Fourier

"

formula

("313)

for the

"

The

discussed

will be

formula

of order

and

zero

in

7i

"

"

-.

"

"

"

COS

ttJo

...

2-. 4^6-

2". 4-

(a

sm

x) dx,

it is a special
case
years earlier by Parseval";
Bessel's and Poisson's integrals
(""2'2,2"3).

of what

as

depositedin

the archives

greater part of Fourier's

of the

French

found

in the

Institute

on

researches

Sept. 28, 1811,


des

VAcad.

de

Mem.

its

"" 5-6, 9'6o.

proved some
known

now

are

-\-7^

"

TT

2-

been

function

Bessel

fraction

givenby Fourier, namely

formula
1

had

quotientof

of this
generalisations

derivate ;
Another

"thatFourier discovered the continued

also be mentioned

It should

Sci.,

contained

was

crowned

and

iv.

on

in

memoir

Jan.

This

6, 1812.

(1819),[pubHshed 1824],

pp.

185"

is to be

memoir

555;

v.

(1820),

pp. 153"246.

[published1826],
of
t This is a generalisation
+

Math.

" Mem.
statement

another
a

Ann.
des

of the
paper

by

etranijers,

theorem

on

of

i.

Fourier

this little known

general solution

quoted in "

statement

1-2.

(1889), pp. 246"266.

xxxiii.
savans

Bernoulli's

(1805),pp.

639"648.

This

which

is sometimes

constants

des

writer, Mem.

Laplace's equation

in

savans

form

also

paper

etrangers,

called
i.

contains
Parseval's

the

(1805),pp. 379"398,

involving arbitrary functions.

formal

theorem
tains
con-

10

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

function into a series of Bessel functions of


arbitrary
also examined
order zero was
by Fourier (""314"320); he gave the formula
for the generalcoefficient in the expansionas a definite integral.

expansionof

The

much

examined
validityof Fourier's expansion was
Math.
Schlafli,
471"494;
viii.
(1875),pp.

The
Math.

an

Ann.

Ann.

246"269

Serie di Fourier, i. (Pisa, 1880), pp.

1'6. The

in

be dealt with

expansionwill

This

researches

Math.

Hobson, Proc. London

Math.

Young, Proc. London

and

(1909),pp. 359"388;

recently by Hankel,

more

Diui,

(1876),pp. 137"142;

x.

Soc. (2) xviii.

Soc. (2) vii.

(1920),pp.

163"200.

Chapter xviir.

of Poisson.

unsymmetricalmotions of heat in a solid sphere and also in a


were
investigated
by Poisson* in a lengthymemoir publishedin
cylinder
In the problem of the spheref, he obtained the equation
The

where

the distance

denotes

and
integer(zeroincluded),

mode, which
a

is

function

solution of the

the centre, /? is a constant, n is a


is that factor of the temperature, in a

from
R

of the radius

QQg

Jo
he discussed

(" 3'3) that


order

by

positive
normal

Poisson

that

the

the

cases

definite

QQg
jy^sin^"^+^ft) dw
(^y,p

0, 1, 2 in detail.

integralis

(save for

It will appear

factor)a

subsequently

Bessel

function

of

^.

shewn

was

1823.

equationis
j.n+i I

and

It

vector.

solid

In the

problemof

{ibid.
cylinder
p. 340

the

X"

et

is
the analogousintegral
seq.)

{h\ cos (o)sin-^codto,

cos

.'o

where

n=0,

1, 2,

is now
integral
In the

and

...

known

case

large;the
Let
Then

Jq (k)

J^ {k)is a

Journal

de

cylinder.The

integral
("2-3).

0, an

obtained

cos

I'Ecole R.

di Torino,

xxv.

whom

mentioned

{kcos

"

w) da,

J^ Ik)

cos

sin (k

last

integral

the variable

w) da.

cos

solution of the equation

Pohjtechnique,xii. (cahier19), (1823),pp.

t Ibid. p. 300 etseq. The

are

Poisson's

as

the axis of the

from

importantapproximateformula for the


was
352) when
by Poisson (ibid.,
pp. 350
i
s
the
substance
his
of
following
investigation:
n

and its derivate


is

is the distance

(1821),pp.

1835),pp. 366, 369.


+
See also Eohrs,
not used by Poisson.

equation

532

in " 4-3.

"

was

534, and
See

Proc. London

also

Math.

also studied
has

since

Poisson,
Soc.

v.

La

by Plana, Mem.

been

studied

Theorie

(1874),pp.

by

249"403.
della R.
numerous

Mathematiqite
136"137.

Tie

Accad.

delle Sci.

writers,some
de la Chaleur

notation

of

(Paris,

Jg{k) was

12
and

so,

by equating to

the various

zero

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

find that
we
coefficients,

A'^-Ib,
A'-=-,-^,A.i^B,...
A":

and

hence

expansion of

the

/ttX^
r/

/"tt

integralis

Poisson's

cos
(/"
0,)cfo,

cos

9.25

+
2.^:W3+-r^'^'
^^j LVl-8|-278^^
9.25

9^

\_

right are not convergent, the researches


of
subsequent writers are a necessary preliminaryto the investigation
the latter portionof Poisson's investigation.
But, since the series

It should

be mentioned
W.

given by
expressedthus
first

was
was

on

r
-

E.

the

that

Hamilton, Trans.

for the

Irish Acad.

R.

generalterm
xrx.

of
the

and
Lijischitz
of
significance

in the

(1843),p. 313;

-^

1 [0]" ([ \ff (4^)-" cos (2/3 \nn


-

expansion
his result

\n\

the expansion as semi-convergent; the -expressions


[0]~"and
as
Ijn ! and {-\) { %)"".{-n + \).
interpreted

he described

and

to be

(2/3sin a) da=

cos

formula
explicit

an

jsin

[-i]"

are

"

A result of

some

memoir*, is that

which
importance,
the generalsolution

and

It follows at

by Poisson
equation

of the

Jo

where

obtained

was

2/

that the

once

generalsolution

d-y

dy

dx-

dx

e-''^cos"^(y ^. ^

.'o
This

result

subsequent

constants.

are

Jo

7o

of the

equation

.^
_

"

is

in

g-7wcos"o iQg(^ sij^2^) ^^

quoted by Stokesf as a known theorem in 1850, and it is


that he derived his knowledge of it from the integral
likely
givenin Poisson's
but
the
fact that the integral
memoir;
is substantially
due to Poisson has
been sometimes
overlooked|.
*

Journal

de

was

I'EcoIe

general integral of

R.

Polytechnique, xii. (cahier 19), (1823),p. 476.


partialdifferential equation was
given in

associated

an

The
an

correspondiug
earlier

ibid. p. 227.

t Camb.
J See

Phil.

Trans,

Encyclopedic

ix.

(1856),p. [38],[Math,

des Sci. Math.

u.

28

and

("53),p.

Phys. Papers, iii. (1901),p. 42].

213.

memoir,

r7]

BESSEL

The

1'7.

bear

his

that

the

which

in

Bessel

written

was

name

in

Ba

expression
In

memoir

the

defined

be

be

to

in

function

is most

function

which

is of

function
After

that

it

and

Berliner

Jan.

29,
t

formula

the

"

1'4.

function

Ij/^

Atti

1824

this

in

1894,
R.

[published

Accad.

1826],

Storungen,

the

from

and

266;

"

dei

pp.

Lincei,

1
"

aus

date
der

of

defining
" lO'l)

(see
h

will

is

the
the

Ij/^ but

not

Chapter

be

III.

so

numerous

chronological

account

order.

Fourier
briefer

for

became

the

to

(3)

of

this

iv.

the

(1880),

memoir,
der

Bewegung

been

ha"

1858

account

{Transunti),

The

52.

welcher

of

in

logical
of

time

204

integer
values

functions

the

which

adapted

an

abandon

to

results

studied

be

on

the

is not

is not

will

stage

pp.

of

non-integral

systematic

researches

planetarischen

which

at

della

for

u) du.

"

com|)iled

early history
pp.

259

263.
"

Untersuchung

Sonne

entsteht,"'

is

1824.

Berliner

J This

in

given

systematically

integral

investigations

Mittheilungen,

Ahh.

der

series

the

many

when

study

Bessel

of

by Maggi,

Theils

by
of

Bessel's

ii.

Lommel

account

given

most

theory

Beni

des

now

shewn

is

u) du

sin

k sin

"

obtained

and

interest

the

Wagner,

was

with

(hu

cos

worth

convenient

seems

historical

An

by

time

develop

to

Chapter

defined

the

motion

had

r-'"

integer

an

which

the

memoiri*

which

he

integral :|:

detail

in

given

ne

"

investigated

functions

llM,

cos

(nu

compared

^r"

took

Bn

sin

the

planetary

detail
earlier

an

in

e-

Bessel

1824

//

He

13

Jo

should

of

the

by

sin

B^

for

in

vector

nTT

this

in

but

1824,

where

examined

radius

the

of

expansion

1826

BEFORE

Bessel.

of

researches

memoir*

The

FUNCTIONS

Ahh.

integral

given

by

[published

1816"17
occurs

in

Poisson,

the

expansion

Connaissancc

1819],
of

des

49"55.

pp.

the

eccentric

Teins,

1825

anomaly

[published

with

1822],

the

p.

notation

383.

of

" 1-4,

CHAPTER

BESSEL

THE

of

them

who

proved

and

fourteen

the

had

of argument
coefficient

the

by

of the

Bessel

and

order

that

the

Bessel's

grals
inte-

Hansen

by
Some

:J:

similar

be

is

developed

into

is called

expansion

it is denoted

Laurent

the

by

series,

the

Bessel

symbol /" (z),

that

so

eH'-d=

(1)

i t-J,,{z).
-cc

n=

development,

this

establish

To

series

absolutelyconvergent
with
the exception of
together,their

product

arranged according to

ZeitschriftfiirMath,

namely

pointed
but

the

are

to

that

of

out

that

found

t Berliner

given

Ahh.

X Ermittelung

1824

Abh.

II.

sur

(1855),pp.

la

e.g.

Sternwarte

determination

When

ii.

text

is

into

these

Soc.

Seeburg

Ital.

165.

"

For

(Modena),

denotfed

Math.

Ann.

of t,

gent
absolutelyconver-

an

an

multiplied

are

it may

so

expansion

somewhat

by Jj,,^what

similar

(1820),p.
we

Traces

(1871), p.

in.

an

be

of the

excepted.

xviii.

universally adopted.

now

Storungen

137

t, t

for all values

series

have

into

expanded

series,and

we

say,

and

^:

(1857),pp.

Schlatli,

des

is to

of

following Hansen,
the

expanded

t.

of t ; that

[published 1826],

250"251.

of

be

of t ; and

powers

absolutelyconvergent

Phys.

Absoluten

der

theil, [Schrifteu der


Memoire

in

elsewhere,

can

Prullani, 3Iem.

Schlomilch,

definition
be

be

e^'^ can

that

ascending

for all values

und

e^cosO^ggg

observe

powers
an

powers

is valid

(1), which

form

zero,

is

of

e~^^'^

descending

of

series

I.

nition,
defi-

("2-22).

P^ in the

n, and

his

f. It

by

memoir.

coefficients

can

of

is due

Bessel

discovered

Schlomilch's

is to

equal to

are

defined

expansion,was
Jacobi

from

defined

theorem

converse

in the

procedure

functions

previouslybeen

that

coefficient

of t; the

function

thus

this function

that

shewn

It will be

the

functions

of

ways

in this work

This

expansion.

properties

several

are

adopted

the

in 1836

published

been

fundamental

propertiesof

publication of

generatingfunction

The

qua

they

will be

certain

coefficients

before

years
had

results

which

the

equal to

are

which

many

mentioned

be

should, however,

in

of the

There
coefficients.

method

; the

incidentallythat

integralsby

definite

discussion

Bessel

as

derived

coefficients.

is the

coefficients

the

as

Schlomilch*,

to

known

functions

definingthese
define

chapter

of functions

set

this

object of

The

COEFFICIENTS

the Bessel

of
definition

The

2"1.

II

503.

now

write

of

Hansen's

expansion,
It must
as

be

J,^{2z);
notation

148.

p. 22.
in
:

Ellipsen
Gotha,

"perturbations

von

beliebiger Excentricitdt

1843], p.
absolues

106.

See

also

the

und
French

(Paris, 1845), p. 100,

and

Neigung,
tion,
transla-

Leipziger

2*1, 2-11]
If in

BESSEL

THE

write

(1) we

1/tfor

"

COEFFICIENTS

t, we

15

get

1t=

-Xi

00

n=

on
a

n
replacing
by n. Since
comparisonof this formula

the Laurent

"

with

is any

J,j(0)as

integer
integral.

an

formula

"

e^zit-llt) J^ (^)+

(3)

function is unique*,

that

derived

l^n+ (

Bessel

by

be written

(2) it is evident that (1) may

From

(- r Jn {Z),

where

expansionof

(1) shews

/-" {2)

(2)

i-trj.niz),
:c

"

from

his definition of

in the form

J^^(^)_
Y ^-n^^

problems of

elementary results concerningJ,^(z)has been given by Hall,The Analyst,


of elementary applications
account
of these functions to
84, and an
been
has
Mathematical
Journal
compiled by Harris, American
Physics
of

Math.

(1912),pp.

A
I.

suinmary

(1874),pp.
XXXIV.

The
IX.

of

81

"

(1909),pp. 433
The

unity has

of order

function

2"11.

391"420.

441,

"

been

in connexion

encountered

with

the

by TnwieYe, Notiv.

steepest

curves

de Math.

Ann.

the surftice z=y

on

(4)

{bx--y^).

ascendingseries for Jniz).


I

for /" {z)in the form of an ascending


series of powers
expression
explicit
the
series
for
is obtainable by considering
thus
exp {hzt)and exp ( ^2/^),

An
of

"

exp
When

is a

integeror
positive

rightwhich, when
rise to

associated

with

^-2-^ L_I^Z_^.
V

11^(^-1/0}=

onlyterm of the firstseries on the


generalterm of the second series gives

the

involvingt^ is the term


always one term for which

for which

term

there

is

terms

for all the values of m,

we

the

zero,

has

Jn{z)= S^

For, if not,

zero

(-m-i ajj^
This

result

could

was

be

expanded

that
particular,

integratedit round
noticed

this value.

On

and, since

0,

these
associating

productis

ni\

the result

(1)

coefficients (say,in

/;

{-\zr

m={i{n-\-m)\
therefore have

that the coefficient of V^ in the

see

I {\zf^
We

of

?"')

circle with

/r

into

were

not

Laurent
zero.

centre at the

by Cauchy, Coniptes liendus, xiii.

'

If

in t, in

series
we

then

origin,we

which

some

of the

multipUed the expansion by

should

(1841), p. 911.

obtain

contradiction.

16

where

is

givenby

integeror
positive

of the series

terms

II

are

the formula
(

z''

Jn {z)

(2)

first few

The

zero.

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

z^

2,7-;-,
1

2M

(n + 1)

2M

z^

"^

"""}'

(n + l){n+ 2)

particular

In

^0 (2) -I

(3)

2^

22

4''

2^

42

6.

volving
negativeorder,we select the terms int'^ in the productof the series representing
exp (^zt)and exp ( hz/t),
where n is stilla positive
integer.The term of the second series which, when
associated with the generalterm of the first series givesrise to a term in t~"'
obtain the Bessel coefficients of

To

"

is the term

for which

whence

obtain
evidently

we

; and

have

we

the formula

anew

J.n{z)

| 2"! (2),namely

(-rJ,,(z).

that,in the series (1),the ratio of the (m

It is to be observed
is

so

(n + m)],and this tends to zero as


jz^l{7n
ratio test for convergence,
values of z and n. By D'Alembert's
the series representing
J" (z)is convergent for all values of z
oi
is an integral
function z when w= 0, + 1, + 2, " 3,
to the mth

term

711

"

It will appear later ("4"73)that Jn{z) is not


and so it is a transcendental
function ; moreover,

transcendent,that is

an

l)th term
for all

cc

it follows that
and

n, and

so

it

algebraicfunction of z
it is not an
elementary

finite combination
of
as
a
say it is not expressible
and
logarithmic
exponential,
algebraicfunctions operated on by signs of
indefinite
From

to

integration.
(1) we

can

obtain two

(cf Chapter xvi)

multipleof

which
inequalities,

in the discussion

of series whose

of

ance
importgeneralterm is a

are

some

Bessel coefficient.

Whether

useful

be real

or

complex,we

have
00

\Jn{z)\^\lz\^ X
IjZ I

_2jf_l_"^
nl

and

so, when

(4)
This
854

; a

have

0, we

1/" (.)I,
result

was

,"=o

w!(w-|-l)'"'

exp

1ii^"
(i^')
,

exp

(J I. n.

given in substance by Cauchy,ComptesRendus, xiii.


inequality,
namely

(1841),pp. 687,

similar but weaker

Jn{z)\^^~'--exp{\z\-^),
n
was

given by Neumann,

Theorie der BesseVscken Functionen

(Leipzig,
1867), p.

27.

2-12]
all
By considering
found

BESSEL

THE

that

J"W

be observed

It should
bounded

domain

in the

terms

terms

follows from

that the series


variables

of the

if S, A and

For
f-})lane.

are

The

the

on

and

and

or

both

(1) converges
contain

not

exceed
the

in absolute

and

uniformlyin
originin the

value the

sponding
corre-

uniformityof the convergence


apply to the series obtained

expansion2^"/" {z),whether
z

the

if

considerations

Similar

2'1

does

do not
expansionof exp {\zi)
exp {^zjt)
and
of the product exp (^/2a)exp {hR/8),

of the

right in "

positiveconstants

the test of Weierstrass.

The

"'^P^^'"

which

by term-by-termdifterentiations
performed with respect to z or t
2" 12.

"fe^'(l+").

(Ji^VU

|ff|^exp

where

the

of the series for J^ {z) except the first,


it is

the terms

(5)

any

17

COEFFICIENTS

the differentiations be

t.

formulae.

recurrence

equations*
2n

Jn-i (Z)+ Jn+l(Z)

(1 )

Jn {z),

--

Jn-Az)-Jn+dz)

(2)

'^Jn(z\

functions are useful in constructing


Tables
contiguous
coefficients;
formulae.
they are known as recurrence

which

connect

Bessel
To

prove

three

former, differentiate the fundamental

the

of

expansionof " 2-1,

namely

with respect to t ;

we

get

h^z{l+

i nt'^-'Jniz),
llt^)e'=''~"'^
=

SO

that

1^(1 + 1/^^)i
)l=

V'J.Xz)^ i
"

"Xl

the left is arrangedin


on
expression
in
equated the two Laurent series,which

If the
are

"

nV'-^Jn{z).
X

powers
are

of t and

coefficients of P~i

it is evident
equal,
identically

that

^Z {Jn-,
(z)+ Jn^ (z)} nJn (z),
=

which
*

is the first of the

Tlnoughout the work

formulaef.

primes

are

used

to

denote

the

derivate

of

function

with

respect

to

its argument.

f
The

Differentiations are permissiblebecause (g 2 -11)the resultingseries are uniformly convergent.


because Laurent
expansionsare unique.
equating of coefticients is permissible
W.

B. F.

18

Again,differentiate

expansionwith respect to

the fundamental

M=

\{t-\\t)

that

so

n=

By equatingcoefficients of
(2) immediately.
results of

The

Jn (z)+

(4)

zJn (z)
-

Jn (Z)

Jn {Z)

-Z

Jo {z)

formulae

The

(1) and

Bessel,Berliner Abh.

(4) from

1824,

Jn+i(^).

this manner,

but he obtained

formula

(8)

which

obvious

the

und

The

may
method

direct differentiation

(2)by

be

others

derived

derived

of

Phys. II. (1857), p.

^'~ip= ^

"

By

which

Schlomilch

,.C",is a binomial

where

reduce

to

./,(z).

[1826],
pp. 31, 35.

Schlomilch, Zeitschrift
fur Math,

138.

discovered

were

proof given

here

Schlomilch

of the series for

is due

by
to

proved (1) in
J" {z).

{ibid,p. 143) from (2) is

(-)'""c../"-.^."(.X

coefficient.

inductions

from

(5) and (6),we

have

{z-'''Jn{z)]={-r^Z"^-Jn^,,,{z),
[jj-^

(10)
n

Bessel
an

is any

integerand

is any

positive
integer.The

formula

{ibid.
p. 34).

example of

the results of this section observe

that

zJ^ {z) ^Jo (z) zJ^ {z)


=

U,{z)-8J,(z)

zJ,(z)

{-Y-'nJ^,(z)+ {-)^'zJ^^^,{z)

n=l

4
n

smce

formula

Jn-, (z),

n=0, (1) is trivial while the other formulae

case

(7)

As

obtain

In the

to

we
identity

^^{z-Jn(z)}=Z-J,,_,{z),
-z-Jn+d^).
^Jz-J^{z)}

(6)

where

t^Jniz).

to
equivalent

(5)

and then

(1) and (2) are


adding and subtracting
Z

are

-X

either side of this

(3)

These

i
"i=

CO

on

II

-00

PJn{z)^

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

zJ^K+i(z)-*0

as

-*

(-r-'nJ.^,{z),
l
cc
,

hy ^ 211 (4).

(10) is due

20

THEORY

frequentlyconvenient
and writing2'7r B for

It is

BESSEL

OF

"

to

Since

tegratio
modify (1) by bisectingthe range of inproceduregives

/"'"

cos(nd-zsine)de.

integrandhas period2'rr,the

the

II

0 in the latter part. This

J""(0)=-

(2)

[CHAP.

FUNCTIONS

be transformed

first equationmay

into

Jn{z)

(3)

^ [^'"'^
cos{ne-2sind)de,

^"n- J

where

is any

To

a.

angle.

(1),multiplythe fundamental

prove

integrate*round

which

contour

encircles

expansionof " 2'1 (1) by ^~"~^ and


the originonce
counterclockwise.

thus get

We

dt.

m"n"i

J
The

on
integrals

the contour

Take

be taken

be

to

27r -t-a

to

"Zv +

result

givenby

Hansen

former

f in the

equationtake
part,replace0 by

In this

write t

It is thus found

a.

n;

and

e~'^,so that 0

that

"

case

0.

bisect the range of


0. This proceduregives
tt,

"

r
J",^(^)=i_^g[e'^ne-zsmO)
which

equation(2),from
Various

modifications

Jn{z)
If 0 be

COS

"

TT

I "^%^"(""-^sin^)"(^,
^n(z)=^"7*

and

for which

one

circle of unit radius and

from

decrease

to

(5)
a

the

t"^e^'^'-''''dt

^(^)=^(
27n,\

(4)

may

rightall vanish except

the

obtain the formula

we

so

27n

,"=-x

be

(1) may

of Bessel's
nO

J0

replacedby tt

sin
TT

^ in these two

is odd, the latter when

is

even,

sine)

obvious.

by writing

"0sin(^sin ^) (Z^.

j |"

the former
integrals,

the other

in the

j^0^

obtainable

"

'

"

deduced, is now

are
integral

(zsin 0)d0

COS

line-

and,
integration

being

changessignwhen

unaffected

in each

case

therefore

and

l"'^
sin nQ
.

Jn ("s^)
~

"

sm

{z sm

^) d0
(n odd).

sin n0 sin {zsin

Terni-byterm integration is permitted because the expansion is uniformlj'convergent on the


the symbol J'""*"'
to denote
It is convenient
to use
integrationround a contour encircling

contour.

the

d0
0')

point

once

counterclockwise.

t Ermittelung der abioluten

Storungen (Gotha, 1843),p.

105.

"2-21]

THE

BESSEL

Jn (z)=

COEFFICIENTS

I'""

nO

cos

(z sin 6) dd

cos

^-'^

(7)
=

the latter parts of

J"n{z)

it

'/"(e)
=

(-)*"

[Note.

It

was

due

are

nT?

sin

(2cos 77)dri

{n odd),

11

cos

(zCOS 7;)c^t;

*( 7 cos

(n even).

"j

results

COS
1

"^

last two

(6) and (7),it is found that

r?"

(-)^*" ^^
"

(9)

sin ^)c?(9
C^'
^

Jo

replaced
hyh-rr- i] in

(8)

??^ cos

cos

IT

If ^ be

(71even).

/'^'^

The

21

substantially

shewn

by Parseval,Mem.

+
^~lP"
^-

^y

Jacobi*.

to

des

etrangers,i. (1805),pp. 639"648,

savans

that

and

so, in the

will be
and

special case

in

seen

Poisson's

"

Z-

"

2-3

z-

4-

in which

that

r^r-^,+ ...=

"

r5~T'

4-

5i

COS

D-

TV

(a sui A')a.r,

0, (2) will be described

Parseval's

as

integralrepresentations of J^ (2),namely
identical when
"=0, so a specialname

two

integralbecome

integral.It

Bessel's

integral

this

for

is

case

ju.stified.]
The

"

2-12

reader

will find it

(4) from

2 "21.
Two

Bessel's

Modificationsof ParsevaVs
formulae

integralformula

oljtain

to
interesting
integral.

" 2-12 (1)and

integral.

which
are
involvingdefinite integrals
worth notice.
The first,
namely

Jo {s'{2^-f)\
=

to

formulae

closelyconnected

ParsevaPs

with

are

(1)
is due

(afterBessel)the

Bessel +.

The

simplest method

'^-

''"'

{zsin 6)dd,

cos

of

proving

it is to write

the

the

expressionon

rightin the form


/"""

Stt J

expand

in powers

f:(y

cos

cos

e + iz sin 6)''"+ ^de


then

Catalan

to

Journal

of

(1) obtained

fur Math.

xv.

See

also

Anger, Neiwste

"

^)" ;

i, namely

c(i+-)cos0

had

Schriftcn

12"13.

limits

-z

and

[Ges. Math.
0 and

Naturf. Ges.

der

{(1 z)sin 6) dd,

cos

with
in

1 +z

for

IVerke,
factors

Danzig,

913.
(1854),pp. 910
t Berliner
Ahh., 1824 [published1826], p. 37. See al'io An^er,
Ges. in Danzig, v. (1855),p. 10, and Lominel, Zeitschrififilr ^Math.
t Bulletin deV Acad. 11. de Belgique, (2)xli.
(1876),p. 938.

Comptes Jte7idns,xxxviii.

.,

if

r
T{it+\)
(??+ 1)

by substitutingI

(1836),pp.

integralsactuallygiven by Jacobi

Z'"^

difficulty.

J""(2^"
v'2)

specialcase

2r(n+|)r(^),

^)2"dB

iz sin

'

-n-

"n-

is

Q/ cos

due
integral,

(2)

the formulae

use

0,

follows without

other definite

"tt

6 + iz sin 6 and

the formula
The

of ^

and

?/

respectively.

(1891),pp. 100"102]
I/ttreplacingthe factors
vi.

v.

(1855),p. 1,

aud

the
2/V.

Caucby,

"

Keiieste Schriften
iind

xv.
P/ji/.v.

der Xatiirf.

(1870),p.

151.

22

Catalairs

independentlyby using the

be established

integralmay

formula

z'W-^)

[CHAP. II

FUNCTIONS

BESSEL

OF

THEORY

27ri

that

so

00

^.m
ytti

-1"=".
2
./o(2i\/~-)=
m-o(w!)2

r'
.' (0 +

^Jn

t-"'~'e'dt

-,

271-?,"=o"2! ./

/"("+)

?^^
'^
+

exp

by taking

the contour

to

be

unit circle

-L /

"

+ ^6exp {e^-9

the result then follows

'^lde,

by bisectingthe

of

range

nitegration.
2"22. Jacohi's

series,which

Two

by
^

in
expansions
are

Jacobi*.

The

" e'^ in the fundamental

J,(z)+

connected
with Bessel's integral,
were
closely
them
method
of
is
to
obtaining
simplest
expansion" 21 (3). We thus get

of Bessel coefficients.

series

covered
diswrite

J,n (^)cos2nd " 2i 2 Jo"+i{z)sin {2n + \) 6.


"=0

n=\

On

the
adding and subtracting

we

find

two

results which

are

combined

in this formula,

00

(^sin ^)

/o (^)+

(1 )

cos

(2)

sin(^sin^)=

J^n (z)cos 2n6,

+ 1) ^.
Jo"+i(^)sin(2?i

71=0

Write

^TT

"

77 for

6, and

get

we

00

(3)

{zcos 77) Jq {z)+

cos

22

J^n {z)cos 2nr],


(")""

sin

(4)

Anger

Jacobi's

t.

cosines

of

procedure was
multiplesof ?;, and use

which
integrals

In

view

are

seen

of the

to

Journal

X Neumann,

Fourier's

xv.

with

as

is defined
n

der

to

is

(1836),p.
BesseVschen

to

12.

in

were

sin (s cos

obtained

r;)into

later

by

series of

the coefficients in the form

(1) and

(3)

are

it is convenient

not

of

formed

to introduce

be

equal to 2 when n is not zero,


employment of this factor,which

[Ges. Math.

hi

others

integrals.

terms,

The

zero.

obtain

Bessel's

the other

Schrifteu der Naturf. Ges.


Theorie

rule

the first terms

fact that

fur Math.

t Neueste

given by Jacobi, while the


to expand cosucosj;) and

be associated

law
accordingto the same
Neumanns
\ "", which
factor
and to be equal to 1 when

i (-fJ"2^+i(^)cos(2?i
+ l)77.

(2cos 77)=

results (3) arid (4) were

The

Danzig,

Funcilonen

Werke, vi. (1891),p. 101.]


(1855),p. 2.
(Leipzig,1867),p. 7.

v.

2-22]

THE

will be of

BESSEL

in the

frequentoccurrence

23

COEFFICIENTS

enables
sequel,

write

to

us

(1) and (2) in

the compact forms:


00

(5)

cos

{zsin 6)

(6)

sin

sin ^)= 1, eon+iJm+i{z)^v^{'^n


+ l)d.
(2^

e^n

J-m {z)cos 2nd,

00

If

put ^

we

0 in

find

(0),we

1=5

(7)

71

If

differentiate

we

e,,J,n(2).
=

of times

(5) and (6) any number

before

putting^

0, we

series of Bessel coefficients. We


for various polynomials
as
expressions
different method
shall,however, use a slightly
subsequently(" 2'7)to prove
is any positive
into a series of Bessel coefficients when
m
that z'^ is expansible
that
is
This is a
integer.It is then obvious
any polynomial thus expansible.
gated
which will be investiof an expansiontheorem, due to Neumann,
case
special
in Chapter xvi.
obtain

For

will

the present, we

before d is put

z=
n

6,"+i

(9)

sin 2^2

(10)

cos

results

in

The

be strict

are

(2n + 1) Jsn+i(^).

while, if 6 be put equalto ^ttafter

Note.

differentiations of

two

4^

11- J, (z)

3-^Js

due

The

(5) and (6),then

J, (z)+ 6' J, (z)

[22J, (z)

(z)+

5-

.],

J, i^)-"""}"

Lommel*.

to

in

expressionexp {^^(i- 1/0} introduced

sense.

once

equalto 0, there results

(8)

These

differentiated

merely notice that,if (6) be

t associated

generatingfunction

^-l is not

generatingfunction

(,iJn(z)is

with

e,i^"*A
{^)-

(1=0

If this

If

we

expressionbe

solve this differential

result

-S',
by using the

equation we

recurrence

formula

"

2-12

(2),we

have

get

jyh^it-mj^^^d,.
s=ei-(t-iin+l(^
^e^^(t-vn

(11)
A

called

equivalentto

this

was

given by Brenke,

Bull. American

Math.

Soc.

xvi.

(1910),

pp. 225"230.

Studien

ilher die Bessel'schen

+ It will be

seen

in

Chapter

xvi.

Fiiitctionen
that

(Leipzig,1868),p.

this is

form

11.

of "Lommel's

function of

two

variables."

24

THEORY

OF

[CHAP. TI

FUNCTIONS

BESSEL

integralfor the Bessel coefficients.

2"3. Poissoiis

before the appearance of Bessel's memoiron


perturbations,
planetary
Shortl}'
of
Conduction
the
work
Heat*, in the
had publishedan important
on
of the types f
of which he investigated
course
integrals
Poisson

(z cos 6) sin-'^+iddS,

cos

Jo

cos

(zcos 6) sin^'*dcie,

-JO

He proved that these integrals


are
positiveintegeror zero.
which
and gave the investigation,
solutions of certain differential equations!
has alreadybeen reproducedin " 1"6,to determine
an
approximationto the
0.
latter integral
in the special
when z is largeand positive,
"?
case
where

is

We

shall

and, in view
describe
case

now

that

prove

to
appropriate
importanceof Poisson's researches,it seems
the expressions
the right
for J^i^). In the
on
" as Poisson s integrals
reduces to Parseval's integral
0, Poisson's integral
("2"2).

of the

It is easy to prove that the expressions


under consideration are
Jn{z)',for,if we expand the integrandin powers of z and then
we
term-by-term||,

cos

T^.'o

equal to
integrate

have

(zCOS 6)sin2" 66.6

\^

d sin^*^OcW

,,

(_)m^2m 1.3.5...

cos^'"

(2m)! Jo

7r,,,=o

(2n

1). 1

3
.

(2m

...

1)

"

",=o

(2w)!

1.3.

5.

2.4.6...(2??+ 2m)

..(2/1-1) 2
m=o

and

\,
^,^,,1
2"^+^'"'
+
m

{n

.,,

ni)I

the result is obvious.

Journal

t Ibid.
examined

p.

de I'Ecole E.

293,

by Euler, Inst.

elegant, and

more
+

E.g.

on

p.

xii.
Polytechnique,
(cahier19), (1823),pp.

et seq. ; p.

his

Calc.

340,

et

seq.

Int.

ii.

(Petersburg,
1769),Ch.

study of them

is

more

Integrals equivalent
x.

to

249"

i03.

them

had

" 1036, but

previouslybeen

Poisson's

forms

are

systematic. See also " 3-3.

300, he proved that, if

Jo
then

satisfies the differentialequation


"PE

" Nielsen,Handhuch
BesseVs

IIThe
to

second

der

Theorie

integral,but the above

series to be

Poisson,ibid.

der

n{n

l)
^

Cylinderfunktionen
(Leipzig,1904),

nomenclature

seems

p.

51, calls them

preferable.

integratedis obviouslyuniformly convergent; the procedure adopted is

pp. 314, 340.

due

2-3, 2-31]

BESSEL

THE

also observed*

Poisson

25

COEFFICIENTS

that

gizcos e^^^^n

0dd=r

(zCOS 6) siri""ddO;

COS

.' 0

when

this is evident
left and

derived
integral

the

We

consider the arithmetic

we

it

^ by
by replacing

tt

the

0.

j.^;ii|"j^/%-.'sin"^

/"(.)

slightmodification

of this

formula, namely

suggestedimportant developments(cf." 6'1) in

has

"

on
integral

thus get

(2)
A

from

of the

mean

the

theory of

Bessel

functions.
It should

also be noticed

(4)

that

{zcos 9)sin2" dd0

cos

(zcos $) sin-'*Odd

cos

Jo

Jo

['"cos
(zsin 6) cos-'* 0d6,

Jo

givesrise to
expressions

and each of these

modified

form of Poisson 'sintegral.

of Bessel's and Poisson's integrals


was
interesting
application
t
he
formula
who
multiplied
by Lommelf
4n-[47i2-22|...(4w2-(2m-2)-}
^
^

obtained

An

"

cos2n^=

by

:i

^^sm-"*^
.

-Tii^,

(-)"*

,,

It thus follows that


{zcos 6) and integi-ated.

cos

4??-[4n--2-}...
[4n--(2m-2)-|j;"(^)

"
,

m=0

J,is somewhat

It is

seen

lU:

integral.

which
integral,
follows :
as
elaborate; it is substantially

that ./"{z) is equalto


proof,

The
Bessel

investigation
of Poisson

Bessel's

2"31.

Poisson's

was

given by

differentiation that

on

2'

cos

6 sin-'*~i6

cos

dd

sin-"-- d
1)
^

his

the
actuallymade
but, as he points out on

Poisson

sin'-"-!-!
0

sin^'*+^6 sin

"

(2n

{zcos 6)

~\

^
X

2w sin^**6 +

{z cos 6)

sin-^"+-0
;^-^
2n
1

cos

(z cos 6),

statement
p.

ft

340, odd

(p. 293) concerning the integralwhich contains


throughout
be replacedby even
powers
may
powers

analysis.
f

Studien

Berliner

[Ges. Math.

objectedto

Functionen
(Leipzig,1868),p. 30.
p. 13.
Jacobi, Journal fiir3Iath. xv. (1836),
[published1820], pp. 36"37.
formula,
givinghis proof ("2-32)of Poisson's integral
(1891),
p. 102], when

ilher die BesseVschen


Ahh.

Werke,

1824
vi.

the artificialcharacter

of Bessel's

demonstration.

and

when
integration,

hence, on

^ 1,

"

(2n

1)

(zcos 6) sin^'^--ed0

cos

If

-^^^--

I"cos(^

T^-rrv-w-r.

(z cos 0) sin^" OcW

cos

["cos
(z

0) sin-"+- OdO

cos

0.

(n
z(j)

1)

(n 4- 1)
(n)+ Z(f)
2n(f"

the
J^ (z)satisfy

that (f)
(n) and

6) sin- ^fZ^

cos

c^{n),

that

shews

the last formula

so

-.2n

write

we

now

[CHAP. II

FUNCTIONS

BESSEL

OF

THEORY

26

formula.

recurrence

same

0,

it is evident that
But, by usingBessel's integral,

(f"{0) Jo(z),
=

^ (1)

and

when

11

{z

cos

from

0, 1, 2, 3,

the

f^

7^

"

.)

^^
1^^"

"

^H

^^^ ^^^^

have

formula, we

recurrence

c*^^

J^ {z),

J^ {")

..

investigation
of Poissons

Jacohis

232.

6) sin- 6d0

cos

cos
6) cos Odd
(^^

sin

induction

by

so,

r-TT

integral.

into
problemof the direct transformation of Poisson's integral
necessitates
attacked by Jacobi*; this method
was
successfully
integral
The

of Jacobi's transformation

where

cos

fjb
=

"

6. We

the

use

formula

sin-"-i ^
c?'"-i
"

Bessel's

"

shall

1.3.

..(2/1-1)
^
^

5.

=(-)"-i

this formula

assume

"

smnd,

for the moment,

and, since

been previously
to have
we
simpledirect proof of it seems
published,
2'323.
givean account of various proofsin ""2'321

no

shall

"

If

observe

we

jx, vanish when

z'^

COS

/i

that the lirst n"


+

B) sin2" ddd

{zcos

1 derivates

1, it is evident

that,by

2"

cos

of
n

(-r

cos

Journal

also Jom-nal

fiirMath.
de Math.

{Zi, Invr)

(1836),pp. 12"13.
196.
(1836),pp. 195

xv.
1.

"

_^

we
integrations,
partial

{zyC)(1
^

with respect to
(1 "/a-)'*"*,

[Ges. Math.

have

yu,-)'*-*
fZ/x

^\^^^dfx.
Werke,

vi.

(1891),pp. 101"102.]

See

28
2*322.
The

Liouville's

Let y

Liouville of Jacobi's formula

{\ -^-}^~- and let I) be written

Difi'erentiate this

times

equation n

follows

then

nAD"-^7/
f-^,

that

A and

where

determine

To

B
A

ascendingpowers

so

compare
of 6.

that

and

since

"4

thence

we

have

the

(-)"^i

1.3.

Lagrange'sexpansion,which
A

ce

Now

the usual

conditions

take

of

/(2)=

of z qaa
singularities
of J{\
z^)in powers
"

fJn

/x +

to

sin 6 when

v^(l-m^),i.e. to
of h

at A

are

convergent

(1

^/(1

\)t-i

it follows

that

\ /

e^'^; and

both

when

|h

,2

in powers
z-) {czjOjj.)
.

so, when

\and

| \are
z

6 is

cZ"~^ sin

"^""^

of h.

But

it is evident

of the coefficient of /i"


~

in the last

coefficient of A"-"

in the

ex-

that

e^"^-e-"'^
^

"

Analysis," 7-32.

"_,
'

expressionestablishes

Jacobi's formula.
Cf. Modern

unity.

o?/i""i

pansion
ex-

^
is the

cz _{\-he'')---{\-he-'\'- 1.3.5...(2".-1)
I
/""
^^'3m
2.4.6...(2?t}

consideration

real,the

less than

-"

A?

"

A^-0.

2^/i+ k^)]ih^

-"

2"~i.(?i-l)

pansion of J{1

then
A/'(s),

"

^^^-'^
^-^(1-2^/^+/.^-)'

^"

and

that, if s

of h is
3

^"""^

is

(1 -^2)^ "^'(2) V(1 -A

function

Now

Hence

n6.

convergence*.

being supposed that ^' {z)reduces


The

sui

SchUiJii's
proofof Jacobi's transformation.

firstrecall

subjectto

(_)""-!

..(2"-l)
^
^

1.3.5.
,

We

..(2/1-1),

5.

result,namely

c?"-isin2"-i(9

2 "323.

^cos??^,

I)"-'^yis obviouslyan odd function of B, B is zero.


the coefficients of 6 in the expansions of D"-'^y and A sin??(9 in
to be
The term
involving 6 in D"-^y is easilyseen

constants

are

0.

/1 sinw^

Z""~iy

Hence

it

as

d/dii;then obviously

for

and

is

a-'^^)^-^-M^="-^^X^S+'''^^="^

but

so

transformation.

proof of JacohVs

proofgiven by

[CHAP. II

FUNCTIONS

BESSEL

OF

THEORY

the truth

of

2'322-2-33]

nxdx

/ (coscc)cos

}0

S
m

(" )"*a.w/"^'+-'"'
(cosx) dx,
0

"=

coefficient of p^^-'"^in the

in asexpansionof Jn{t)/Jo(t)
cending
of t, has been studied by Jacobi*.
To establish it,integrate
powers
the left n times by parts ; it transforms ("2'32)into
on
expression

in which

the

29

expansion

formal

The

COEFFICIENTS

of Jacobi's transformation.
application

An

2'33.

BESSEL

THE

is the

a,"

1
"

1.3.

sin-"^ is replaced
by

and, when

f""
I /"^'
(cosx) sin-^xdx,

rx

j^

5. ,..(2?i-l)Jo
..(2/1-1)

series of cosines of

ofx, this
multiples

becomes

2/1

2n(n-\)
2.4.(/...(2.)/o"'^^^^""
(?i-fl)(w 2)
.

r-

COS

ZX

^rr-.

n-^\

We

COS

dx.

\X

cos
4a;,
integrate
/""(cosa?)COS 2.r,/'"'(cosa.')
by parts, and by
a
rrive
this
of
at
a formal
repetitions
evidently
expansion
process, we
is
in
of the type stated. When
the
a
cos
polynomial
/(cos a;)
a?,
process
valid.
obviouslyterminates and the transformation is certainly
now

...

continual

determine

To

the values of the coefficients a," in the

If

(cos x) cos

nxdx

expansion

(-)'"am/"'"^'""
(cosx) dx

thus obtained, write

/(cos x)
accordingas

is

even

or

sin (tcos x),


cos
(")-'*
(t cos x), (" )i""-i'

odd, and

Jn {t)

that am

SO

It has
in
to

been

stated

cos

be

an

providedthat

that

no

*
.

it can,

lim

Jilr Math.

also Jacobi, Astr.

expansionis

a/j6" jis

Nach.

xv.

.5

less than

of

cos

x,

when

say

6"co.s"a;

the smallest

this will not

[Ges. Math.
(1836),pp. 25"26
94
col.
[Ges. Math.
(1849),

xxviii.

/(cos x) is a polynomial
is
stricted
merely re/(cosx)

valid when

however, be established

function
integral

0; the

Journal

" 2-2 (8) and (9) that

(-)'"a,,^"+-^'"
{(-r /o (t)],

the

of
investigation
practical
importance.
=

from

has the value stated.

J^ (0

deduce

we

be

root
positive

given since

Werke,

vi.

Werke,

vii.

of the
it

seems

equation
to

be of

(1891),pp. 117"118].
(1891),p. 174].

See

30

THEORY

Bessel

formulafor the

24.

The addition

The

coefficients possess an
expressedin terms of Bessel

be
may
which was

in

simplestway

of

provingthis

which
z.

Jn {y + z)
This formula,

J",(y)Jn-,n{z).

J,,{y+ z)=

The

formula by

coefficients of y and
is
and Lommelf,

first givenby Neumann*

(1)

coefficients.

addition

Bessel

[CHAP. II

FUNCTIONS

BESSEL

OF

CO

result is from the formula

" 2*2 (4),which

gives

/" {y + z)=

e^'2'+^'"-""'"'dt

"-1

^-~.

rto+)

1
1

CO

V^-''-'J,n{y)e^'^^-'!*^dt

'

V.Trl
'Ztti

...

00

/"(0+)

oo

27n

m=

00

00

J, (y)Jn-m (z),

-ao

1)1=

changingthe order of summation


analysis
; and this is the result to be

Hansen's

series

of squares

and

the producton
By expressing

j I )?(

00

the

be

given in Chapter xi.

productsof Bessel coefficients.

addition formula
Specialcases of Neumann's
earlyas 184-3. The first system of formulae is
fundamental
expansion" 2'1 (1),so that

(,r

the third line of the

established.

of this expansionwill
generalisations

Numerous

2'5.

in
integration

and

on

rightas

givenby Hansen J as
obtainable
by squaringthe
were

Laurent

series in t,and

the coefficient of ("" in the result to the coefficient of P


of the

the left,
we

on
expression

equating

in the Laurent

pansion
ex-

find that

00

Jn{2z)=
In

particular,
takingn

(1)

J, (2^)

Theorie

der BesseVschen

t Stiidien Uber
Ann.
+

and

in.

Jo^(^)+

Functionen

die BesseVschen

(1871),pp.

Jr{z)Jn-r{z).

have"

0, we

J;^(z)
(-)'"
=

(-)'"
e, J,'(2).

(Leipzig,1867),p. 40.
(Leipzig,
1868),pp. 26"27

Functionen

gave

see

also

Math.
Schlafli,

der absoluten
Storungen (Gotha,1843),p. 107 et seq. Hansen
did
of (2)in which n
only the specialcase
\. The more
general formulae

Ermittelung
he

135"137.

Loramel, Stiidien ilber die BesseVschen

Functionen

" For brevity,


J,f{z)is written in placeof

(Leipzig,1868),p.
(z)}-.
{J^^

33.

not
are

give (4),
due

to

2-4-2-6]

generalformula

the

From

Jni^z) =1

(2)

find that

we

J'

coefficients of

the Bessel

Jr {Z)Jn-r (^)+

)"=()

when

31

COEFFICIENTS

BESSEL

THE

./,(z)J,^, (z),
(-)'"
l

negativeorder

are

removed

by using" 21 (2).

since
Similarly,

exp

1,

1/01 exp [iz(-

{^z (t

t +

1/01

it follows that
2 2

J,H^) +

(3)

/.n^)

in

l.

cc

+ 2 2 J, (^)/,"+,.
(^)
(-)'-j:,(^)J,"_,.(^)

(4)

!"

0.

the coefficient of P* in the La


Equation (4) is derived by considering
expansion; the result of consideringthe coefficient of f-'^+iis nugatory.
A

very

?"

2'6.

1, 2, 3,

was

by

from

Hansen.

J- r

e^ine-zsm9"^0^

so

To

reduce

by

the

this double

integralto

singleintegraltake

new

variables defined

equations
6-cf"

so

is real,

"2-2(5) that
J,,(2)

and

for Jn"(z).
integral

Neumanns

It is evident

noticed

...,

(3),namely that, when

\Jr{x)\^lls/%

|Jo(^)kl,

(5)
where

of

importantconsequence

2x, e

"t" 2f,
=

that

It follows that
f,-2usin^cosx(^;^c?x/r,
e-'"'^
=^^,ii

J,;-;
(2)
where

the field of

is
integration

the square

for which

integrandis unaffected if both x ^^^^ "^ ^^'" increased by tt, or


decreased by tt, the field of
is increased by tt while \/r
is simultaneously
evidentlybe taken to be the rectanglefor which
may
Since

the

if x
gration
inte-

BESSEL

FUNCTIONS

J^n (22 COS

C^X.
;j;)

replace% by ^tt+ ^,accordingas

;^ is acute

32

THEORY

OF

[CHAP.

II

Hence

1
.'0

"n"

If

we

obtain the

obtuse,we

or

result
"in-

J,-^{z)

(1)

I'"
J,n{2z sine)dO.

IT

'his formula

may

is the result

I fi

written

obviouslybe

actually
given by

3laborate transformations

Neumann*.

It

derived

was

the addition-theorem

from

which

by

him

by
given
proof of

will be

justbeen given is suggestedby the


which was
jdition-theorem
publishedby Graf and Gublerf.
different form of the integral
if we perform the integration
a
3 obtain
aspectto X instead of with respect to yfr.This proceduregives
The

2.

proofwhich

in the form

has

"

Jn' (^)

^ f

Jn (^)

TT-

^0 (22 sin f) e^"'l'dyjr,

1
=

f"

^0 (22 sin i/r)


COS

2n\lr

dyfr

1
=

"^

"

f"

"

result which

attributed
Schlafli;|:

2"61. Neumanns

By taking the
rightin powers of

and

dylr,
2)i\lr

to

Neumann.

for J^ (2).

series

formula

Jo {'22sin ylr)COS

Jo

"2'6(1),expanding the Bessel coefficient on the


then integrating
term-by-term,Neumann
" shewed

that
1

Ttt

S
Jn'(z)=-\
Jo
TT

\)n "2H+2)n

;"=o

^ (-Y{2n

\,^
m\{2n

ciri
''"

2n+2*;i

"

dd
-f

"

m).

2my.{^2Y"+-'^

'

m=o

'

der

Theorie

Einleitung

J The
" 2Iath.

formula
Ann.

in the

BesseVsehen
in die Theorie
is
iir.

an

Fiaictionen

1867), p.
(Leipzijj,

der BesseVsehen

immediate

(1871),p. 603.

Leipziger Berichte, xsi.

m)\ {{n+ m)\\-

m\{tn+

consequence
The

70.

Funktioiien,11. (Bera, 1900),pp. 81

memoir,

of

equation 16
in which

(1869),pp. 221"256.

on

"

p. 69 of Neumann's

this result

vv-as

given,was

85.
treatise.
first

lished
pub-

2-61, 2-7]

BESSEL

THE

This result

written

was

COEFFICIENTS

Neumann

by

33

in the form

Toz^

(1) Jn'i^)

T,^
+

{2n

1)

(2w + 1)(2/1+ 2)

1.2.

where
2/1 +

2/rr2'
(2/1+1) (2/1+ 3)

4)'

(271+ 2) (2/1+

(2)

(2//+ 1) (2/^+ 3) (2/^+ 5)


'

(2/i+ 2)(2/"+4)(2;z+ 6)'

This

generalexpansion(due to
expansionis a specialcase of a more
functions
Bessel
as a series of powers
with
productof any two
coefficients
comparatively
simple
("5"41).
for the
Schlafli)

2'7. ScJddinilch's
We

shall

obtain

now

series

0 has

of sin- 6.

in

cerning
"2*22con-

These

is any

alreadybeen givenin "2"22(7).


for

cos

2//^ and

sin

(2/i+ 1)^

expansionsare*

(2 ,,",).
i^(_).M^+--;^f

2".=

cos

foreshadowed

was

"2-22(1)and (2) substitute

expansionsin powers

of Bessel coefficients.

series of Bessel coefficients,


where

of z"^ in a
expansibility
positive
integer.The result for m=

their

result which

the

the

In the results

in

expansionof z^

('2??+

"

(n

1)

sV

Sin

The

results of substitution

(zsin 6)

cos

J, (z)+

=.

are

J," (z)

\I

(-f

y*/"
t^^'(2 ^)4
sin

1
If

we

that it is
'

the series

rearrange

to
permissible

the

on

power

series in sin 0

(assuming

have

do so),we
S

rightas

x)

+ .9-l)!
(-)H2sin^y^^i^ 2//..(/i

2JJ..(.)jJ^^-^A^^i"^^^_^^, ^J.M\,
cos(.sm^)^|/.(.)
"

.X

^ (-y(2sindr+'
S --^
sin(2'sni6')=
rvi
^
^
+ 1)!
(2.5
,=0
"

"

ns

"

Cf.
W.

B.

F.

Hobson,

Plane

(2//+ l).(/i+ 5)!


{ ^,
-^
i^J^
"271+1
^n^
7
{n-sy.
{n=s

Trigonometry (1918),""80, 82.

"

If

of sin 6 and equate coefficients,

left-hand sides in powers

expand the

we

[CHAP. II

FUNCTIONS

BESSEL

OF

THEORY

34

find that

we

n=l

(^
(i^""=i'^4S^-^'""^)'
1-2.3.-)

(,,)."

itn+l).(n

The

first of these is the result

into the

The
He

how

can

make'use

we

by

Neumann

of the

of the

double

series

of the double

convergence

^2nJrl)\

^^'^

the series for sin {zsin

the series of moduli

The

be

bined
com-

is

series.

^^'^ ''^' 72^" ^ ^' ^" ^ ^^'

6) we

that

see

similar

may

the rearrangement
justification;

needs

now

I2 sin
6
"'"
"^ |2"+i
I
I

"i

.)

givenby Schlomilch*.
which was
givenexplicitly

generalformula
f and Lommel:|:.

""

so

1, 2,3, were

"

and

inequalities

with

the

establish the absolute

I'^2,,
!"
1 {z)
in connexion

; the others

alreadyobtained

(1)for which

to obtain

rearrangemeut

permissibleif we
If

of

cases
particular

years later
The

0, 1, 2,

(.

singleformula

also shewed

some

j^^^^^^^^

^7-

v''

n=s

sy.

is convergent.

The

(2.+ 1)!

sinh

(Iz

sin 6

series for

cos

I, 128 +
I
I^'l

('A I 2 |2'l
exp(^|2|)
pxn

1z |2),
\)exp (|(2sin 6) may

be treated

in

manner.

somewhat

elaborate

analysiswhich has justbeen given is avoided in


proofby induction,but this proof suffers from the fact that it is
tion.
supposedthat the form of the expansionis known and merely needs verificathat
Lommel, we assume
If,following
Lommel's

az\m-

Zeitschrift
filrMath,

Theorie
"j-

X
IS

Studien

der

und

BesseV schen

Phys. ii. (1857),pp.

n-l)l

140"141.

Functionen

iiber die Bessel'schen

given later in this section.

(m+2n).(m

(Leipzig,1867),p. 38.
Functionen
(Leipzig,1868),pp.

35"36.

Lommel's

investigation

36

were

obtained

gave,

as

where

of

or

2p times

with

The

(1857), p. 141, and

he

of the

series for which

in $^, and

term

so

since terms

equidistantfrom
The

equal

truth

from

manner

reader

Schlomilch

"

^1^ !

-^2

will

expanded

2(-V'

"'

(2m;

in

asc-endingpowers

of 0,

Ci'2//i-2X-)^

t=,"

z^I^S!,

the beginning and


equation (1) is now

of
2-22

when

jn"p,

it is sufficient t"3 evaluate

The

is that for which

of the summation

1). To prove the first formula, take the equation " 2-22 (1),differentiate
It is thus found that
respect to 6, and then make 6 equal to zero.

terms
no

the last term

coefficient and

binomial

Di=o

similar

n.

i*^

are

Phyi.

i^(m"

is ^rfi 1

und

^C'tis

contain

by Schlomilch, ZeiiscArift fiir Math,

the value

[CHAP. U

FU^'CTIOXS

BESSEL

OF

THEORY

the end

of the summation

e"dent,

and

equation

with

,2} is

to

respect

proved

in

(2).

easilyestablish

the

following specialcases,

which

were

stated

by

|13J, (^)+33 Ja (z)+


(4)

-,

bKJ.,(.)+

22 ./,(2)+ 42 .7,(2}-5-6^ Jg (")+

...=!(5+^3)^
=
.

l^,

l2.3.4J3(2;^4.5.6J5(2:-i-6.7.8^-(2)
+ ...=M

of

2-72.

Xeumanns

From

Schlomilch's

even

Bessel

"

take

the

Q\'^

integratewith respect

that

(1)

series of squares

of Bessel coejjicierits.

expansion
(2m +2n).(27n

(when

rn

"

+/(-!):
..

.^

to

find that

6, we
^

so

as

expansion("2-7) of 2^ as a series of Bessel coefficients


order,it is easy to derive an expansionof 2*^ as a series of squares of
coefficients,
by using Neumann's
integralgiven in " 2"6.

Thus, if we

and

expansionof z^

(2m-2n).{2m-\-n-l^

0)

(i^)-=i^

("2m
V

9n).(2rn^n-l):

"2-72]

result

This

and

BESSEL

THE

this

was

is

true

special

As

cases,

given

by

when

Neumann*.

An

it

for

0,

37

COEFFICIENTS

then

alternative

reduces

to

form

is

Hansen's

formula

of

have

we

2-=

^n-J^-'Z),

f".

(3)

o
.

If

we

differentiate

(1),

use

it=3

"

2-12

m\{rfL-V)\
,

"

an

'

(2"i

and

then

it

rearrange,

Leipziger

is

existence

Berichte,

was

xxi.

indicated

(1869;,

by

p.

readily

found

that

(2rft+"-2)!

2n-l).

whose

expansion

--"

(2;

226.

,.

,,

Neumann.

[Math.

Ann.

iii.

(1871),

p.

585.]

"

2"5.

CHAPTER

FUNCTIONS

BESSEL

3'1.

TJie

The

Bessel

of two

which
coefficients,

be

required to
have

functions
This

effected

analysishe

linear differential
definition

by

shall

equation which

of the

Bessel

function

r(^
the

for

which

values

functions

the

v,

The

had

shall

Bessel

finction of order

course

desirable

to

integralvalue
We

d' Analyse,

n,
not

called

iiher die

ii.

i^

Math.

Following Lommel,
being

glance

reserved

come

whether

this

(Paris,1840),
i.

into
a

(1869),

for

to

as

Bessel

course

of the

Lommel's

wasf

''''"' ^'^^'

by

effected

Lommel

by

of

real

by HankeliJ:
;
of

means

an

tension
ex-

2 "12.

with

order

whose

"

solution

solution

to

odd

an

Bessel's
v,

of this

reduces

as

of

Plana

and

integer

treatise.
in

occurs

that

1'6

is half

Lommel's

which

certain

solutions

and

differential

then

define

equation ; it is of

Jn (z) when

p.

assumes

not

0,

necessarily

an

v.

p. 1.

integer) were

studied

byDuhamel,

Coum

469.
the

symbols

integers.

This

in

this

is true

(.^-.-^)y

equation

118"121.

use

use

differential

of the

(Leipzig, 1868),

Functionen

(with v

pp.

we

general

result

of

solution

order

equation for functionsof order

Bessel's

BesseVschen

"

yet

be

to

discuss

resembling

Ann.

and

(realor complex) number"

Studien

so

in the

integral;

being

publicationof

.^g ^g
will be

been

n.

shall therefore

t Integrals

"

of

functions

select such

(1)
which

definition

in this section.

comparing " 3'8

the

before

values

defined

were

on

unrestricted

an

argument

replace the integer n

now

equation by

the

"

observe,

century

of

complex

investigatedBessel

nearly half

so

discussed

formulae

will

functions

defined, is

is to be

Jv{z)

to

less than

recurrence

reader

We

extension

of order
of the

Poisson

exceeds

R{v)

of

hitherto

right is convergent for general complex values


apparently contemplated only
"\. Lommel

the

integralon

function,

''''"

and

Poisson's

^^
^'
C'^''"
1)^(1)

J. {z)

functions

ii, are

has

whose

by Lommel*,

the

that

but

generalisethese

now

of
generalisation

shewed

Chapter

(complex) variables.

effected
a

in

is unrestricted

unrestricted

of two

was
generalisation

function was
of his

integer. We

an

discussed

were

of which

n,

differential
equation.

BesseVs

generalisation
of

variables, z and

III

v,

distinction

country.

for unrestricted

denote

fj. to

is

unrestricted

customary

It lias
functions

the
or

on

obvious

the

numbers,
Continent,

advantage

for functions

of

the

symbols
it has

though
of

shewing

integral order

at

only.

3-1]

BESSEL

Let

us

construct

now

assumed

form

for such

solution of

solution is

39

FUNCTIONS

(1) which
series of

is valid

the

near

ascendingpowers

origin;the

of z, say

00

where

the index
that Co is not

For
so

and

"

^111 -^

"

the coefficients c,n

"

be determined, with the proviso

to

are

zero.

differential operator which

brevitythe

(1) will

be called V^,

*^,^^U,=

^.,,=

(2)
It is easy to

The

111

the

expressionon
"

if

111=0

rightreduces

of

in the two

of

series

{{a+ ly V-]
+ 2)--v~\+Co
c,\{a

c,n

If,then, these equationsare

(4)

values of
Now

i^; for Cq

=0

C,n_-"=

have

CmZ''+"'=Co{or-v')z'^.
series can be a solution
postulated
and ^" vanishes onlyfor exceptional

that the

is not

zero,

z.

consider the ntth

written

v"}+

satisfied,
we

this result,it is evident

"'l)
only if a

equationin

the system

(3) when

It

1.

ui"

be

can

in the form
c,a (a"v

it determines

so

"

?/

or

integer(when
We

a-Y
a=

When

then
the

is

by

c"i_o

0,

of c"i_o for all values of


that is,unless
negativeinteger,

2v is

v) or unless

{a + mf

constants

formal

+
III)

c,",in terms
v

"

III)
(a +

v-

"

and

processes

procedure actually produces a

is

does

c,,^have

easily

solution

seen

not

been
to be

greater than

m
"

2v

negativeinteger(when

values
disregardthese exceptional

3-5),and
*

[(a+ mf

V,

From

obtained

=0

(3)

unless

rightcancel.

the

on

that the coefficients of

so

equations

c,

and

of the first series,

the first term

to

the coefficients Cm

choose

we

givesthe system

This choice

_,,

that

see

2",
namely Co (a- i/-)
corresponding
powers

of

in

occurs

that

of

determined
convergent

of the differential

for the moment

when

vanish

is

??i

l, 2, 3,

negative
i").

(see ""8'11,
It
....

now

by the following analysis, the series


and

that the formal


so
differentiable,

equation.

equations(3) that 01
of Co by the equation

the

follows from

03-65=

in terms

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

40

=0, and

...

(-rco

that

c^m

is

pressible
ex-

(5)
a

"^

Co2-

formal

see

v, we

solution

",r1 ml{v

l){v + 2)...{v+ m)

equation(1). If

of

take

we

obtain

we

~v,

second

solution

formal

Co'2- 1+

(6)

'

,riml{-v

(5),so that the

Cq and

constants

in

Cq

m)_

Cq, because

the

2)...{-v

placeof
without

carried out

be
evidently

obtaining(6) can

l){-v

written

In the latter,cj has been

of

(4) that

from

is

take

satisfied ; and, if we

system of equations(3) is now

The

to the existence

reference

independent.

are

independentof z may be assignedto


of obtainingsolutions
but, in view of the desirability
define them by the formulae*
V
n, we
Any

procedureof

Cq and

the constants

values

reducible

to

Cq';

Jn{z) w^hen

-^

series

The

(5) and (6)may

be w-ritten

now

(-)'"(i^)""^'"'
,"romir{-v + m + l)'

(-y'^(l^)''+2m
,"tom ir{v + m + l)'
"

In the circumstances
of powers converge
differentiations are
which
two

solutions of

the

{z

these series
integer,
so
term-by-term
in the analysis
f by

an

0 excepted)and

operationsinvolved
and
legitimate,
consequently

are

so

we

have obtained

equation(1).
series defines

two

and

z, of the

argument
/^
{z). Since
symbol
v

of z,

2v is not

The
permissible.

first of the

The
order

considered,namely when
for all values

obtained

theywere

the present, 2i^ is not

an

function

kindX;
first

is unrestricted

the
integer),

and

called
the

Bessel

function

functionof
by

is denoted

(apartfrom the condition

second

series is

that,for

evidentlyJL.^{z).

is defined
the functionJt.{z)
Accordingly,
hy the equation

It is evident

from

" 2-11

that this definition continues

integer(zero included),
positive
a

identical with
*

For

X Functions

up

function

of

to hold

when

integralorder

Bessel coefficient.

propertiesof

+ Which,

Bessel

to the

the

Gamma-function,

present, has been

of the second

and

see

Modern

Analysis, ch.

xii.

purely formah

third kinds

are

defined

in ""

3-5, 3 54, 3-57, 3*6.

i^

is

being

3-11]

BESSEL

symbolic solution
interesting

An

FUNCTIONS

of Bessel's

41

equationhas

been

givenby

Cotter*

in the

form

[l+z" D-'^ z-'^"-^B-'^ 2"+^]-^


{Az'+ Bz-"),
where

djdz while

and

This

constants.

are

be derived

may

by writingsuccessively

[D{zB-2v)+z]z''^ 0,
=

L"-^z]z''i/=-2vB,
+ z--''D-h''^\j=
-2vBz-~\
zD{z-''y)
[zD-2v

result.

givesCotter's

which

" o\,

two

order is

whose

3'11. Functions
In

of Bessel's

cases

It will

now

is half of

that

is half of

values of
odd

an

If

is

we

take

general

zero.

find that

=0,
1

ni

and

in the

(r + i)^

+ 2)
[Cx.l(2r
+ 2r
\c,n.('"n

'

be included

of " 3'1, we
-^in the analysis

,,.

an

let
integer,

positive
integeror

omitted
temporarily
is
(ii)when
integer,

odd

v.

ir

where

integer.

(i)may

case

When

odd

generalised
equationwere

be shewn

integerf
theoryfor unrestricted

an

halfof an

(i)when

consideration,namely

from

)+

c",_,

{m"i)

0,

so

"-*""""

(2)
which
If

c,..--

is the

2.4...

value

(2m)

+ 5)
(2r + 3)(2?-

2ni +

(2r +

and

'

replacedby

are

1)

^,

take

we

"

obtain

we

when

givenby " 3'1

of Com

2''+*r(r+ |)'

the solution

,,Zomir (r
which

is

denoted
naturally

the

by

^)'

that the definition of

so
symbol Jr+ki^),

" 3-1 (S) is stillvalid.


If,however,

take

we

"

(o..l(-2;)
[Cm
As

before,Ci,

(m

m
"

c-^,...,c.2,_i

become

=0.

"

2r)+

"

c,"_2

all zero, but the

are

0
.

"",.+!+ Cor-i

0.

equationto

when
c.i,-+i',

this

f
-'"+'

\in"r

"

Froc.

t The

f^

(2r + 3) (2?-+ 5)
E. Irish. Acad.
cases

combine

xxvn.

to form

+
(27/i

) 2
.

(A),(1909),pp.
the

case

c.",-~iis

determine

0,

value of
equationis satisfied
by an arbitrary
is defined by the equation
and

Cm

(",^j^

(3)
/

determine

|,the equationswhich

"

in which

(2m

4
.

2/-)

157"161.
'2v is

au

integer.

"

r, c.."n+i

42

the

v=-r-l,

Jy{z) be defined by " 3-1 (8) when

If

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

solution

now

structed
con-

is*
Co

2-'--^r

It follows that

(1

r) J_r-i{z)+

2'-+^r (r +

|)/,+"(^).

in the definition of J^

modification

no

C2.+1

when

{z)is necessary

is that the
of the solution in this case
peculiarity
negativeroot of the indicial equationgivesrise to a series containingtwo
constants, Cq and Car+i, i.e.to the generalsolution of the differential
arbitrary
equation,

"{r

v=

\);

the

real

fundamentalsystem of solutions of Bessel's equation.

3"12. A

that,if yi and 3/2are two solutions of a linear differential


denote their derivates with
order, and if ?// and 2/2'

It is well known

equationof the
respect

to

the

if the

does

vanish

not

then, either
the two

one

second

the

independentvariable,then
Wronskian

if the

Wronskian

solutions vanishes

of the two
a

independent
linearly

are

determinant^

and
identically;

solutions is

solutions

does

vanish

else
or
identically,

identically,
the ratio of

constant.

If the Wronskian

does

vanish

not

then
identically,

any

solution

of the

differential equationis

Cg

constants

; the

in the form c, 2/1+ c^ y-z where Cy and


expressible
solution under
consideration
depending on the particular

solutions 2/1and
For

3/2are

brevitythe

then

said to form
of t/i and

Wronskian

We

now

being used
proceedto

M|yi,i/.},

it is necessary to

when

system.

y^ will be wi'itten in the forms

m^z[y"yo],
the former

fundamental

are

the independentvariable.
specify

evaluate

im[j.{z),j_.(^)}.
If

we

multiplythe equations
V, /__,{z)

and
by J^ (z),J"_^(z)respectively
which

may

be written

0,
subtract

V, J, {z)

the results,we

obtain

an

equation

in the form

o,
j^[zm{JAz),J-A^)]]
=

lu connexion

Sci. di

Torino, xxvi.

with

series

(1821),pp.

representing this solution,see

Plana, 2Iem.

della E. Accad.

delle

519"538.

t For references to theorems


concerning Wronskians, see
(" 23), p. 109. Proofs of the theorems
quoted in the text
74.
DifferentialEquations (1914),"" 72
"

Encyclopedle des Sci. Math. u.


given by Forsyth, Treatise

are

16
on

44

concerning Bessel
but

the

discussion
are

65"72

; XXII.

(1904),pp.

Trans.

Royal

Soc.

Math.

Soc.

The

be

of these

results

to

found

in

analogues is

of

80"85

of this work.

105"118,

(1905), pp. 1"28,

(2)ll. (1905),pp. 192"220;

of
generalisation

399-408;

Proc.

main

London

(2) III. (1905),pp.

function, obtained

Bessel

the

functions,

Jackson's

Edinhurgh Math. Soc. xxi. (1903),pp.


Edinburgh, xxv. (1904),pp. 273"276;

Proc.

1"23.

by increasingthe

of the series,will be dealt with

of the terms

of factors in the deuominators

basic Bessel

theory of

the scope

Royal Soc.

Proc.

Edinhurgh, xli.

obvious
sets

outside

series of papers,

the

analogues in

their

(2)I. (1904),pp. 361"366;

more

number

have

functions

[CHAP.Ill

FUNCTIONS

BESSEL

OF

THEORY

see
Cailler,Mem. de la Soc. de Phys. de
generalisation
in the shape of Bessel functions of two
Oeneve, xxxiv,
(1905),p. 354; another generalisation,
variables,has been dealt with by Whittaker, Math. Ann. LVii. (1903),p. 351, and Perfes,
170.
ComptesRendus, CLXi. (1915),pp. 168

in

"

In connexion

4"4.

with

this

"

General

3'13.
The

series which

closed domain
R

of J^,{z).
properties
defines

of values of

(v)" 0],and

\v\^

[theoriginnot

domain

bounded

in any

For, when

Jy{z)converges

and uniformly*in any


absolutely
being a pointof the domain when

of values of

v.

\z\"$ A, the test ratio for this series is

and

4Z

m{v
whenever

is taken

to be

m)

{m

in

root of the equation


greater than the positive

m--mN-l^-'
This choice of

N)

"

beingindependentof

Q.

and

z, the

result stated follows from

the test of Weierstrass.

Hencej-J^ (z)is an analytic


functionof z for all values of z {z 0 possibly
and it is an analytic
beingexcepted)
functionof v for all values of v.
=

An

is that term-by-termdifferentiations
of this theorem
importantconsequence
and integrations
(with respect to z or v) of the series for J^ {z)are
permissible.
An

due
inequality

to Nielsen

where
and

I^ i"
11/0+

This

1is the

result may

with

the

Bromwich,

t Modern

1 1,
"l,-^'^!,
-

Iko

of the numbers

+ l \}

+ 2|,|i/
+ 3j,
|i/
+ l|,|i'

be

function

z", which

is

as

factor of J^

"

2*11

"

(5);

it should

be

pared
com-

specifica{z),needs precise

Theory of InfiniteSeries,"82.

Analysis, "5"3.

3Iath. Ann.

(1902),p.

exp

here,namely

proved in exactlythe same


way
which will be given in " 3*3.
inequalities

the
Finally,
*

smallest

be noticed

% should

494.

Lii.

is.
(1899), p. 230; Nyt Tidsskrift,

(1898),p. 73;

see

also Math.

Ann.

lv.

3-13,3-2]
tion. We

BESSEL

define

it to be

TT

"

it is necessary

values of arg z,

3'2. Tlie

"

phase (or argument)

is

this range of
of the process to be carried out.

the function

will be made

J^{z)outside

formulae for J^{z).

of the
generalisations*

("2'12)are

as

for the Bessel

formulae

recurrence

efficients
co-

follows:

(1)

J.^,{z)-vJ.^Az)

(2)

J".-:{z)

^JAz)

2J; (z),

J.+,{z)

(3)

zJ;(z) + vJ..(^) ^J.-A^\

(4)

zJJ (z)

These

of

^w.

arg

to "continue"

mention
explicit

recurrence

Lommel's

the

exp (v logz) where


that
so

value
givenits principal

When

45

FUNCTIONS

vJ, {z)

of

are

the
precisely

being the

substitution

To

them,

prove

we

dz'

form

same

as

" 2"12,the onlydifference

the results of
number

of the unrestricted

for the

integern.

first that

observe

"

zJ,.+,(z).

^^'

dz

,Zo ^"^"^
/

00

\V{v+ni-rl)

"

\iti

^iv"l-\-2m

,"=o

When

we

the

differentiate out

2-^+^'".m!r(i.+ m)

the left,
we

producton

at

once

obtain

(3).

In like manner,
J

dz^

"^^^

CO

"

Vn

,2W

dz,r=o^^^'"'.m\V{v^m

l)

C_yft^2
V

-^ 2"+"'"-' {in -\)\V{v+

111

1)

00

C_y"+i 2'-'"+i
r

"r=^2''+'^'"+im!
.

whence

when

p. 533.

ilher die BesseVschen

is half of

an

odd

2)

-z-^J,^,{z),

(4) is obvious; and (2) and (1) may


(8) and (4).

Studien

(z/+

Functionen

integerby Plana, Mem.

be

obtained

by adding and

(Leipzig,1868),pp. 2, 6, 7.
della

R. Accad.

ddle

Sci.

Formula
di

Torino,

(3)was
xxvi.

tracting
sub-

given
(1821),

46

THEORY

We

obtain

now

can

the

[CHAP. Ill

FUNCTIONS

BESSEL

OF

formulae
generalised

[Z^J.{Z)\ Z^-^-J.-m(Z),
(^)"
[z-^J.(z)] (-)- ^-'-/.+".(^)
(^)"

(5)

(6)

when
by repeateddifferentiations,
obtained

Lommel

described

(1) has been

formula

The

his

results from

all these

has been

which
integral

positive
integer.

is any

in

of
generalisation

Poisson's

" 3'1.
in the construction

used*
extensively

of Tables

of Bessel functions.

/^_i (z) and Ji_^ (z)in


By expressing
and

(4),we

formula

of

(1) and (2)is that,if Q,,(z) J^ [z\ then


=

this formula

was

discovered

3'21. Bessel

imaginaryparts

real,have been discussed in

extended
subsequently

See

seq.

also

it,Studien
Math.

Neumann,

obtained

detail

where
J"^ifj,(x),
by Lommel J,and his

v, fx

and

results

were

by B6cher".

the
after defining
particular,
equation
11

real functions

by
K^^^{x)and Si,^^(x)

the

the results

" iS",A^)]+ {^^^M


(^)" iS,,^(x)}
^, {K,,^(x)

(1)

2(v"ifi) +
X

d
,j.

A",+i,^
(x)

(3)

'S^^+i,K
(^) 'S^.-.M
(^)+ -S^'Vm
(^)'

-o

dx

(2)

K,^^(x)+ K'\^^{x),

See,

Math.

Ann.

iv.

Math.

Ann.

ra.

"

Annals

IIThe

of

consequences

of the function

some

In

Lommel

et

functionsof complexorder.

real and

The

various
48

600.

(1871),p.

III.

by Lommel, who derived


(Leipzig,1868), pp.

Functionen

iiher die BesseVschen

are

^^.-i(^)-"?.+i(2)
y";(^);

(8)

Ann.

^~^^f^

(2) of "3-12.

interesting
consequence

Au

(z) and J'"^,


{z) by (3)

(z)
/, (z)/i_, iz)+ /_, (z)./,_,

(7)
from

formula

derive Lommel's

can

of J""

terms

e.g.

Lommel,

of Math.
for

reason

established

in

"

3'3.

Ahh.
Milnchener
xv.
(1884"1886), pp. 644"647.
(1871),p. 105. Some associated formulae are given
(1871),pp. 481"486.
vi.
(1892),pp. 137"160.
insertingthe factor on the right is apparent from

in " 3'G3.

formulae

which

will be

3-21, 3-3]
with
no

BESSEL

other formulae

numerous

great importance,and
in which

memoirs

In the

of this

solutions

in which

equationin

47

of like character.

consequentlywe
published.

they were

case
special

FUNCTIONS

the

results

merely refer

0, Bessel's

form

These

the

be of

to

seem

I'eader to

the

equationbecomes

of series

Boole*

given by

were

many

years ago,

3'3. Lormnel's
shall

We

shew

now

that, when

R{v)"

integral
of Poissons
-

cos

type.

^, then

(^
6)
f"TmvT)//os

J. {z)

(1)

sin'^'
6 dO.

cluded),
proved by Poissonf that, when 2v is a positiveinteger(zerointhe expression
the rightis a solution of Bessel's equation
on
; and
the delinition of J^(2)for positive
was
as
expression
adoptedby Lommel;]:

It

this

expression
of J^{z) hy an

was

values of

^.

Lommel
subsequentlyproved that the function, so defined,is a solution of Bessel's
formulae
of 5^3"2 ; and he then
generalisedequation and that it satisfies the recurrence
defined /" (i)for values of
in the intervals { h, -f), (" f,
#),(-#, -f),
cessive
hy sucof " 3'2 (1).
applications
v

"

"

...

deduce

To

the

the definition of

(1) from

of the series for

generalterm

Jt,{z)
adoptedin this work,
manner:
Jyiz) in the following

(-yjhzy

(-y^(^zy+'"'

r(i;+ -|)r(m

f^

we

form
trans-

^)

m\V{v

providedthat R(v)"
Now

when

\)

V{v+h)V{hy{'2.my:

R(v)^^,

\)

-l^p'-Hi-ty-i
(2r/i)!

^eoiiverges
uniformlywith respect to
be integrated
term-by-term; on
may
Tripos,

the series

Pliil. Trans,

"^.

n"=\

T{v

throughoutthe interval (0,1 ),and so it


adding to the result the term for which

of the Royal Soc. 1844, jj.239.

See

also

question set

in the

Mathematical

1894.

f Journal de VEcole B. Pohjtechnique,xii. (cahier 19), (1823),pp. 300 et seq., 340 ct seq.
the right
21/ is an
odd integer,the expressionon
Strictlyspeaking, Poisson shewed that, when
the
Bessel's
is
solution
derived
of
the
from
appropriate
equationby
multipliedby ijz a
equation
change of dependent variable.
J Studien

iiher die Boi^eVscheu

Fuiictioneii

(Leipzig,18G8), jip. 1

et seq.

48

0,

namely

f-^il

ty^dt, which

"

is convergent,

the

usingthe

more

terms

result stated

(2m)!

the

unaffected

the

analysisnecessary
elaborate.
The
simplestprocedure seems
omitted and integrate by parts,thus

m=2

jo

to

be to take

m=2v

establish

to

(2m)!

Vi^dt

by parts a
integrating
in
integration the second
on

of the

(which are

second

time.

line of

analysisis

On

series.

It follows that,when

-^^^'^

Obvious

adding

obtain

convergent),we

(2)

J, (z)

^^^

'^^^^^

equation is

the series with

0.

little

the first two

J^

^
2

/^ ;, {i-ty"-Kdt
j

i,"=2 (2m)!

result.

^, then

^^
C^"'*
r(z.l'i)r(|)
~

transformations

last

placeof

and
interchangeof the order of summation
of the uniformityof
permissibleon account
\
integrals
correspondingto the terms m
0, m

the

"

the

^ in

"

and

The

the desired

R{i")"

f=sin-^

substitution

by writingtt

ov-^^

convergence

that, when

r^'

(2m)!

by making

follows

integrandis

fact that the

"^"R(v)"h,

When

find

Ave

Jo

'^(""-r(.
i"^o
+ i)r(i)Jo'
whence

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

of this

^'

''''

'' ^^

result,in addition

to

"^^^
^^'^

(1),are

the

following:

r( n-^
p.,^^.^!fpp.(zt)dt,
1

cos

^*'
^'^""^ ^'^^
Wi:'^
Ijr(i)
"

r(.

^"^^

(5)

IJ''cos(^cos^)sin-^d^
"-^-(^)=rA^t)r(i)

(6)

J.(^)

The

formula

(7)

^*^^''
=

r(/^+i)r(^)

obtained

J, (2)
=

by

of (5),namely
partial
integration

^:;^^;;^YT I sin(2cos(9)sin^''-^5'cos^rf^,
1
1
(i;+ ^)

is sometimes

g,"cosegin2''^(;?6'.

useful ; it is valid

(^)

only when

R(v)" ^.

3-31]
An

with

BESSEL

FUNCTIONS

expansioninvolvingBernouUian
help of the expansion

49

has
polyn(juiials

been

obtained from (4)by Nielsen*

the

in which

(^"(^)denotes

the ?ith BernouUian

of
[Note. Integrals

polynomialand

izt.

the

studied before Poisson by Plana,Mem. della R.


type (3) were
Accad.
delle Sci. di Torino, xxvi.
(1821),pp. 519
538, and subsequently
by Kummer,
Journal fur Math. xii. (1834),pp. 144
147; Lobatto, Journal filrMath. xvii. (1837),pp.
"

"

and

363"371;

Duhamel,

Cours

d' Analyse,li.

(Paris,1840),pp.

substantially
equivalentto J^,(z),defined by
function,

x) =1
(jx,

(1

cos
v^)'*

V.V

118

the

"

121.

equation

do,

investigated
by Lommel, Archiv der Math, imd Phys. xxxvii.
(1861),pp.
problem of obtainingthe differential equation satisfied by

WAS

The

349

"

3G0.

convei'se

z^

[^"f''i,v-af-^
iv-^J-^ dv

126.
In
by Lommel, Archiv der Math, und Phys.xl. (1863),pp. 101
Inst.
also
Calc.
Int.
li. (Petersburg,
Euler,
integralsee
1769), " 1036,
der linearen Dijferentialgleichungen
Petzval,Integration
(Vienna,1851),p. 48.]

also discussed

was

connexion
and

with

"

this

3'31.

derived from
Inequalities

Poisson's

From

" 33 ((3)it follows that,if v

be real and

greater than

i, then

"

\I(z)\
^pj!ff|p(X)j^^exp
sin^^edd

I/. (2)I

(1)

By usingthe

formulae

recurrence

" 3*2 (1)and (4),we

deduce

in

similar

that

manner

l-A'(^)K^||l
|^i)|}expr/Wl(."-i).

(3)

"

^
cos
By using the expressionf{2/(7r^)}2

(1) is valid when

"

character

Math.

can

Ann.

Analysis," 7'2;
t The

reader

general theorem
w.

B. F.

be obtained

lix.

in

(1904),p.

Nielseia
should
will be

uses

have

for

(z)it may
./_j

be shewn

that

^.

-^hese inequalities
should
obtained in "3-13. When
v

integral.

inequalities
compared with the less stringent
of a more
is complex,inequalities
complicated
of
portance
but they are
no
the same
great immanner,
be

108.

The

notation

used

iu

the

text

is that

yiven iu

formal

proof of

Modern

different notation.
no

in verifying this
difficulty

result.

more

given in " 3'4.


"*

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

50

of Poisson's integral.
Gegenhauersgeneralisation

3-32.

formula
integral

The

C^" (t)is the coefficient of

in which

ascendingpowers
R(v)"-^ and n
reduces

to

In the

of

is due

a,

0, 1,2,
integers

When
...

2at +

a^)-"in

is valid when

formula

the

Gegenbauer*;

to

is any of the

Poisson's

expansionof (1

in the

a"

0, it

obviously

integral.
in which

case
special

the form

assumes
h, the integral

TV

(2^
j j ^'''
'

Jn+i(z) {-iT

(2)

""'

'

^" (^"^^)^^^ ^ '^^

'

equationhas

this

To prove

and

J^n {z)

times

(_

-y.V{v

and

reader

^^^'

''"^-^^'
ft""*"

the

will find it instructive

to

case
special

establish

(3) by

\.
induction

with

the

aid

of the

formula

ci^^(o=(2.+.o

-^2)^?^.

"c/ (0- (1

Wiener

Milnchener
pp. 365

^"

Gegenbauer'sequationis

of

(n+1)

memoirs

'

hjri-lv+n)

is evident.

givenby Rayleigh"in

recurrence

"*'"

dt-

f.f('
v"^t)

^^^

symbolicform

The

the form

have

'-*"(-)

was

in
integral

^^~^'^

Gegenbauer'sresult

this

take Poisson's

n-\-\)V a) jJ

Viv

we

studyby Whittakerf.

that:|:

(")

detailed

the result is

by parts;

it is known

whence

subjectof

Gegenbauer's formula, we

n
integrate

Now

the

been

"

lxyii.
Sitzuvgsherichte,
(2),(1873),p. 203; lxx. (2),(1875),p. 15. See also Bauer,
di Mat. (2)xii. (1905),
0. A. Smith, Giornale
v. (1875),p. 262, and
Sitzungsberichte,
The
studied
373.
function
has
been
extensively
by Gegenbauer in a series of
C^" (t)
in the Wieiier Sitzungsberichte; some
of the more
important results obtained by him are

given in Modern
t Proc.

London

t Cf. Modern
" Proc. London

Analysis, " 15-8.


Math.

Soc.

Analysis,"
Math.

xxxv.

(1903),pp.

198-206.

15 '8.

Soc.

iv.

(1873),pp. 100,

263.

See

"" 6-17, 10-5.

52

TPIEORY

[CHAP. Ill

FUNCTIONS

BESSEL

OF

and so the
periodicfunction of yjr,
integrandis an integral
be taken to be a and a + 27r,where
with respect to yjr
may
integration
This follows from Cauchy'stheorem.
(complex)number.
arbitrary
NoAv

the

limits of
a

is

an

thus get

We

I'^r

-'^'

JJru)^

6 sin
e^'^^'^'^'^^^'^cos-''-^

dd^lrdd

Ja
7rr(z^).'o

ii^Z / I
""

"

i^+a)
e^^sinecos

cos^--!

e sin

Odyfrdd.

7rr(i/)Jo.'o
We

define

now

OT

so

the

by

cos

pairof equations
Z

"

cf), IS- sin

cos

sin cf),

that

Jv{^)=

t,/
ttI

[i{Z"

exp

(j/)Jo Jo

iz sin (^sin ^ sin

sin dcos-dr(i")

cos

^ sin

cos-"-!

this formula

between

onlydifference

The

J^ (tij-)^\^

is in the form
with
analysis

the

"

"

i{Z~

^ sin

cos^"-!
i/r]

cos

Od-^dd

are

cos

(j))liz sin (^.m,

cos

n
"f))

cos

"^)cos

"

iz sin

"

"/"I,
.

iz sin

"

sin 6.
"^cos -y^

is
expression
iZ

\,
{v) j oJ 0

cos

that the result of

ttI

the formula

factor ; and we now


the steps of the
retrace
exponential
the steps are
factor. When
modified form of the exponential

i{Z

so

(9c^'v|rcZ^.

of the

i{Z

last

[m sin 6

exp

retraced the successive exponents

The

and

^]

exp

iz (cos^

"

6 + sin

cos

"^sin 6

cos

"/r),

the steps is
retracing

\iZcos 6

"

iz

(cos(^cos 0

sin rf)sin 6

cos

"\|^)]

sin2''-ii/rsin-^''^rf"/rr
and

consequently
Gegenbauer'sformula
[Note.

this

The

device

section,to evaluate

Sci.,1789, p. 372, and

The

3"4.

We
when

hy

shall

ineans

using transformations
seems
integrals

definite

of
to

Poisson, lle'vi.de I'Acad. des

polarcoordinates,after
be due to Legendre,M^m.
Sci. iii. (1818),p. 126.]

the

of

manner

de I'Acad,

des

expressionof J"("j^i)
{z)in finiteterms.

the importanttheorem
that,
integral
is halfof an odd integer,
in finite
the function
terms
J^iz)is expressible
and trigonometrical
of algebraic
functionsof z.
now

It will appear
is not

of

is established.

so

recondite

deduce

later

from

("4-74)that, when

expressible
; but
character

Poisson's

than

of

course

the theorem

this

has not

theorem

converse

which

is

such

now

about

value, then J^,(z)

is of
to

be

much

more

proved.

3-4]

BESSEL

Solutions

[Note.
by

earlywriters

various

1765),p. 76 that

equation satisfied by

the

[1820],
pp.

solution of the

of differential

in finite terms

equationsassociated

with

tained
ob-

"/" (2)were
"

it was
observed
by Euler, Misc. Taurinensia,iir. (1762
in finite terms; while
equationfor e""/^^j(2)is expressible
"

solved
was
t/j,^.i.(2)

2-

53

FUNCTIONS

in finite terms

by Laplace,Conn,

des

Terns,

and

v. (Paris,
MecMnique Celeste,
1825),pp. 82"84
; by Plana, J/em.
Torino,x.x.vi. (1821),pp. 533
534; by Paoli,Mem. di Mat. e
di Fis. {Modena),xx. (1828),
and also by Stokes in 1850, Trans. Camh. Phil.
pp. 183"188;
Soc. IX. (1856), p. 187 [Math, and Phys. Papers, II. (1883), p. 356]. The
investigation
be given is based on
the work
of Lommel, Sttulien ilber die Bessel'schen
which
will now
Functione7i (Leipzig,
1868), pp. 51
56.]

1823

245"257

delle Sci. di

della R. Accad.

"

"

It is convenient

then, by

when

" 3-3

to

be

to

and
integer(zero included),
positive

(4),

integrateby parts

we

degree 2n, tiie process


To

restrict

2" +

times; since (1

times
r

"

polynomialof

terminates.

then

culated
observe that if d''{l
we
"t-y^/dV be calexpression
the
from Leibniz' theorem
(1 + ^)^
only
by writing(1 t^y^ (1 ^)"'
which
does not vanish at the upper limit arises from differentiating
n
the other factor
the factor (1"^)", and therefore from differentiating
times; so that we need consider only the terms for which r'^n.

simplifythe

last

"

term

is
(-)""

"

'

2-"~'"

Hence
dV

and

I 92*1"

d'-(l-tT

similarly

{-y-

df

i=-i

Cn

"

(2H-r)

It follows that

(i^"n+l
sjir

'hn (^)

i"r+l 22"i-""^. !

2w

S*

(-)"+!e"

z''+\{r-n)\ {2n-r)l

,.=",

and

,="^'--i.(r-")K2n-r): j'

hence

(1) /n+j(^)

,':,rl{7i-r)l(2zy'^^
,7, rl {n r^

his result may

(2) /,n+i

V(27r^)
be written

in the form*
"i"

"=(~)^ (z
sin

^ /?7r)S

"

,.0

(-)'".
(n+2r)!
(2r)!(n-2r)!(2^y^'-

"k{n-i)

cos{z

"

luTr)
}"=()

compact

Soc. Sci. de

method

of

Bruxelles, xxix.

(2^)'_

obtaining this formula

(1905),pp.

110"143.

(-Y,(n+2r+l)l
(2r + !)!("is

2?--

given by de la Vallee

1)1{"Izy'+\
Poussin,

Ann.

de

la

54
In

have

we
particular

the former

the

hence, from
n

.^

sm

formula

recurrence

(^~
j (^^

J|(^)

^,

of these results is also obvious

Again,from

and

(^"
j

/j {z)

(3)

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

cos

series for

the power

from

5J;
Jj iz).

have

we

(1),

jr'^A?i+ ry^_

,^0 r!(n-r)!(2^)'-

(- ^")'-'^
(7?+ r) !

_.^

,ro rl{n-r)l(22y
"

But, obviously,
by induction

we

can

express

\zdzj
as

polynomialin 1/zmultiplied
by e*'^,and
",..

("iY-''(n

12

r)\

,"

f d

"^,

have

must

we

so

\" e"''2
z

would
for,if not, the precedingidentity
e'^ "j),
(z)

e-''

Avhere ^j {z)and

lead to

result of the form

4"o{z) 0,
=

in Ifz; and such


are
polynomials
^o ("2)

an

is obviously
identity

impossible*.
Hence

it follows

I
r=o

thatf

t'-^.Q^+ r)!
! ("
r): (22)'-

(-tr-"-(n

.^

,"0

! (n

r)!

r)! (25r)'-

{-T{2'jryz-^^(^^^\
{-y(2'jTz)KI_"_,(z).

Consequently
^

(4) J^n-l{z)=
*

Cf.

V(27r^)L

^'"+'^(" +

olZ

/");

"
.

,=0

! (n

r): (2^)'-

Hobson, Squaring the Circle (Cambridge, 1913),p. 51.

t From

the series

-i^'
it is obvious

that

r(i) ,"tom!i.f...(m-i)'
J

(-iy+'\{n

r)l'

,lz)

-i

"

\TrzJ

cos

z.

,.ror

! (?i
-

r)! {2z)

3-41]
and

BESSEL

FUNCTIONS

55

hence

(5)

J_,,_i
{z)

("2r)!(n-2r)!(2^

lo

kTTZ

(^ + ^ /"7r) i

sin

"

(2r +

r .=0

In

we
particular,

1 ) ! (rt
-

2r

1) ! {2zy^^\

have

J_i(.)=(-Vcos^,
./_3,(^)=(iy(-^^^_sin^
\7rzJ \

(6)

"

\7r^/

We

have

half of

an

The

expressedin
integer,
by means

now

odd

explicitexpressionof

numerical

results contained

(1873),pp.

3*41.

any Bessel function,whose order is


of algebraic
and trigonometrical
functions.

number

of these

letter from

functions

Hermite

be

can

written

Gordan, Journal

to

down

fur

Math.

from
Lxvi.

303"311.

Notations

Functions
branches

in

finite terms

forfunctionswhose

of the

order is

types J"(n+h(z) occur

halfof an

with

such

odd

integer.

frequencyin

various

of Mathematical

Physicsthat various writers have found it desirable


them
to denote
by a specialfunctional symbol. Unfortunatelyno common
notation has been agreed upon and none
of the many
existingnotations can
be said to predominateover
the others. Consequently,
apart from the summary
which will now
be given,
the notations in question
will not be used in this work.
In his researches
Sac.

Royal

CLViii.

surrounded
vibratingsphei-es
by a gas, Stokes,Fhil. Trans, of
and Phys. Papers,iv. (1904),
made
use
(1868),p. 451 [^Math.
p. 306],
on

the
of

the series
"*"

2.imr
which

is annihilated

by

the

opei'ator
d'^

?i(n + l)

^.

dr^

This

denoted

series Stokes

+"""'

2.4.(mr)2

by

dr

the

;-^

and
symbol f^ (?")

he wrote

e
(r)+ "S';
v/." "S'"
i'"'7"
( r),
e"'"'/;,
-

where

S,^ and

;SV/are

zonal

surftxce harmonics

so

that

\/^"is annihilated

by

the

total

operator
dr'

dr-'

dr

"

and

by

the

n(n-"r\)
;-

partialoperator
c2

{
.

.7)}

Math. Soc. iv. (1873),


by Rayleigh,Proc. London
Soc.
LXXii.
[Sckmtifc
(19Q3),
again
Royal
pp. 40"41
pp. 93"103, 253"283,
that
trivial
Ruyleigh
change
Papers, v. (1912),pp. 112"114], apart from the comparatively
would have written /" (ijnr)
where Stokes wrote f^ (r).
In this notation

Stokes

and

was

followed

Proc.

56
lu

order

obtain

to

Sn =(-)""*"!
Sn in the

and
analysis,

of his

course

origin,Rayleigh found

finite at the

solution

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

to take

it necessary

then

"/'" (-0"^^m,SJ"

j J,,+ ^(mr).

twrj

IX p

"'^/'''^
(i^^"

and

that

[e
-j^^

J^^^(r)

{271+ 3)

in his earlier papers,

(1884),pp. 139"149;
pp.

519

pp. 486
Math.

xxx.

^^"(^)
=

it is evident

T{n

"

"

/" ( ir)].
-

of the

found

types e+''"/"
(" t")which

in his treatise

Soc.

(1882), pp.

xiii.

51

f\

\n,
f"
o
+
(-)"i-3.5...(2,.
K

"

-^T^i-'^"+j(^)
found

it convenient

to

also Proc.

Hydrodjaiamics and
the notation f

on

^" iz)

"

modify
London

this

ingly
notation, and accord-

Math.

Eayleigh,Phil.

Phil. Trans,

while

149

"

(1909),pp.

Trans,

161

665

has been

736, and

"

V."(2)
=

Cn {^)
=

it is

the
certainly

best

to

Papers,
A, (1904),pp. 87"110
[Scientific
t
he
symbol
f,i{z)
by Xn{^)- Love,
rejjlace

A, (1915),p.

ccxv.

'

CCIII.

it convenient

Soc.

notation

of the Royal Soc.

found

""J'

5)

,7+r^

^" (2)
=

Chemie,(4) xxxvii.
(1912), p. 29
191
this
notation is
(1913),p.
;

and

(1901),

xxxii.

-^^^

of the Royal

yet another

XXVIII.

Soc.

*-

-"

(1912) pp.

^^^^

f '^Y

l).(^_^J
^.
-,\

he used

zdzj

V.

xv.

"

(d
while

212;

"

(1883),
; Phil. Trans, of the Royal Soc. CLXXiv.
A, (1906),
by Eayleigh, Proc. Royal Soc. lxxvii.
(1912), pp. 300
312],and by Love*, Proc. London

120"150

that

189

66;

"

^"^^^^1.3.5...
+ 3)'''2.4(2?i
+ 3)(2w +
(2n + l)L^~2(2?i

SO

to write

it convenient

that

%)

however.Lamb
Subsequently,
pp. 11"20,

^"

(1899),pp. 308"321.

this notation

With

e"-

27"43

followed

was

Papers, v.
[Scientific

499

"

Soc.

he

2.4.(2?i + 3)(2?t+ 5)

Math.

(1885),pp.

xvi.

and

549;

"

London

Froc.

+
/" (ir)

Lamb
origin.

finite at the

solutions

requiredfor

i" +

ir

"

for the combinations

notation
simjile

^^

'

In order to have
are

3-4 that

"

It follows from

112

omitted

the factor

"

)" and

wrote

by Sommerfeld, Ann. der Physikiind Chemie, (4)


pupils,namely March, Aim. der Physik mid
Ann. der Physik und
Chemie, (4) XLI.
Rybczyiiski,

used

of his

two

and

(Wj,+.(.)=.-i(^-^-^J
"

{hTrZ)^
+
iJ_
[J,,
+, {^) ( )"
-

adapted

for the

on
investigation

(Z)],
electric

which

waves

was

the

subjectof their researches.


\

"

(d )
"J-

stated,

he

t This
p. 82 ;
not

modified
is

nearer

the definition
the notation

except that Heine

in his

memoir, Journal

defined

e~^^
"

but, as

in bis later work.


used

by Heine, Handbuch

(z)to be twice
i^,j

fiirMath.

lxix.

the

(1869),pp.

der

i. (Berlin,
Kugelfimctionen,
1878),

expression on
128

"

141.

the

right in his treatise,but

3-5]

BESSEL

notation

Sommerfeld's
used

and

Vn

v" +

is
in

)"nv"

modified form
slightly
of
and f,,
place \/r"
; see

light,K. Danske Videnshahernes


(1898),pp. 405"502.]

second solution

57
of the notation

Selskahs

of

3*5.

FUNCTIONS

his memoir

used

by

L.

Lorenz,who

reflexion and

on

refraction

i.
Skrifter,
(6)vi. (1890),[Oeuvresscientijiques,

order.
of BesseVs equation
forfunctionsofintegral

("3'] 2) that,whenever v is not an integer,


a fundamental
system of solutions of Bessel's equationfor functiong^joforder v is formed by
the pairof functions ./^{z) and J_^ {z). When
is an integer(= n),this is no
v
of
the
relation J_n {z) (")'*
J^ {z).
longerthe case, on account
It has been

seen

It is therefore necessary to obtain a solution of Bessel's equationwhich is


linearly
independentof J",{z);and the combination of this solution with Jn{z)
will

fundamental

give a

The

system of solutions.

which

solution

the full details of the

will

be

now

constructed

involved
analysis

obtained

was

in the construction

by Hankel*;
firstpublished

were

by Bocherf.
An
his

constructingHankel's solution was discovered by Forsj'th


;
on
generalmethod of Frobenius,Journal fiirMath, lxxvi.
(1874),
235, for dealing with any linear difterential equation. Forsyth'ssolution was
in his lectures on
differential equations delivered in Cambridge in 1894, and it
been published in his Theory of Differential
Equations, iv. (Cambridge, 1902),
Treatise
and
in
his
on
Differential
102,
Equations (London, 1903 and 1914),

alternative

method

is based
jjrocedure
214

pp.

"

contained
has

since

pp.

101

"

Chajjtervi.

note

of

the

1.

It is evident

that, if

negativeor zero),the

be unrestricted,and

if

be

integer(positive,

any

function

J,.{z)-{-YJ_^{z)
is

solution of Bessel's

vanishes

when

functions

equationfor

of order

; and

this function

n.

so
Consequently,
long as

i^

n,

the function

J,{z)-{-TJ_Az)
V

is also

solution of Bessel's

assumes

undetermined

an

We

shall

equationfor functions
n.
form| when v

and this function

li"/,W-(-)"/-.(^)_
V-n

r-*n

and

we

shall shew

Math.

Ann.

t Annals

it is

that

(1869),pp

r.

of Math.

vi.

solution

of Bessel's

equationfor

functions

of

469"472.

(1892),pp.

See

85"90.

also

und

filrMath,
Niemoller,Zeitschrift

Phys.

(1880),pp. (;5-71.
X The

essence

the equation when


the

of order

evaluate

now

XXV.

"

integer n and

of Hankel's
p

is not

which

has

is
investigation
an
a

integer,which
limit when

v-*-n.

the
assumes

construction
an

of

an

undetermined

expressionwhich
form

when

is

satisfies

equal to

58
order

and

independentof Jn (2);
linearly
solution required*.

that it is

be the second

to

[chap. Ill

FUNCTIONS

BESSEL

OF

THEORY

It is evident

so

that it may

that

dv
as

"

dv

of the differential coefficients exist f.

since both

v-^n,

be taken

Hence

Mz)-{-YJ..{z)

lim

exists; it is called
To

Bessel function

it
distinguish

from

"

second kind of order

of the

which

functions

other

are

n.

also called functions

of

kind it may be described as HankeVs


function.FollowingHankel,
shall denote it by the symbolJ "^ni^)so that

the second
we

(1)

lim

{z)

Y"

and

also

(2)

dJ,{z)

Y,(^)

It has

be shewn

to

now

Since the two

_,_y,dJ-,{zy
^

dv

that Y,; (z)is

functions J""

dv

(/=?l

solution of Bessel's

functions
analytic

(z)are

equation.

of both

and

order of

v,

the

and

differentiations on J^.^(z) with respect to z


v
performingpartial
of indifference ". Hence
the
of
the result of differentiating pair
equations

is

matter

with respect to

When

may

be written

1-^

J-;
dz^

-o

dv

dz

combine

we

^
dv

{z-

V-)
^

"

"

the results contained

dJA^)

IvJ

;r-

dv

in this formula,

(z)
/

"^
^^v

U.

find that

we

_^_y^^^J-A^y
2v{jA^)-{-rJ-A^)],
=

dv
*

The

reader

limitingform

will realise

+ See "3'1.

X The
function

is

It is conventional

in many

symbol
equal

that,given a solution

of this solution

coefficients while
Of course,

dv

to

solution
to write

parts of the

to

are

differential

\Yith

written

variations in v are not


theorj',
actuallyused by Hankel,

was

I/tttimes Hankel's function

" See, e.g. Hobson, Functions

of a Real

equation, it is

corresponding limitingform

differentiations

differentiations with respect


which
r,j(2),

of

of the

respect to

as

obvious

that

equation.

total differential

partialdifferentialcoefficients.
contemplated.
as

is used

("3-54).

Variable

not

of the

(1921),"" 312, 313.

in this work

to

denote

60

(^)

is

term-by-termdifferentiation

the result of

and

y%^)

[chap, iti

FUNCTIONS

BESSEL

OF

THEORY

log(1^)_ flog r(l.+

1)

7/1

.-

{m !)2

m=0

derivate
logarithmic

is customary, the

t/tdenotes, as

where

+ l)},
{logi^-l/rO"^

Gamma-

of the

function *.
Since

('"+ !)"

0"V'

when

"

bj using
may
The convergence
replacedby m.
concerninganalyticfunctions.

(1)

Yo(^)=2

(2)

Yo(^)

S^

See Modern

\^]J

Yo (z)

The

solution of Bessel's

\'\J ^{m

1)

")

1)

I-

that
1

is

be noticed

J^^-y^T^
|i

reader will observe

5"3.

to

V'''

log(1.)}/o (^)

of

{iog(i^)-^(,,,+l)},

m=0

(8)

Yo(2)
is
\//-(m-|-l)
theorem
general

series for

series in which

consequence

Analysis,"

expansionare

of the

convergence

immediate

an

S/
log(i.)../o-(^)-

the

...

ratio-test for the

is also

of the

forms
following

The

2, 3,

m=\,

D'Alembert's

be estabhshed

(log2

Yo (z)+

7) /o (^)

functions

equationfor

of order

The

zero.

expansionof

this function is

VW!)

m=0

This

function

Neumann,
But

adopted as

was

the canonical

obtained

was

Euler's result in his

as

notation

own

2'^

kind of order

44; see "


equation,long before,
by

of Bessel's

is that the

rii\

of the second

function

1867), pp. 42
(Leipzig,

solution

-"

(m \y

m=l

Theorie cler Bessel'sche?i Functionen

the series

(-)-(|^n

"

generalsolution

of the

zero

by

3'57.

"

Euler

f.

equation

xxddy + xdxdy + gx'^ycx^=0


6Ag'-

2Aq
IS

22Ag^

"

100.4/

,.3"

.t'4"
+ etc.

''

n?

1
.

8?i5

27w^

1.8.

9'

9'

,,.2)1
_

nn

'^
a

"

.3?"+

Analysis,Ch.

-^^^.r-"
1.4h^"

7l?l

Modern

xii.

^(1):
where

7 denotes

Euler's

t Inst. Calc. Int.

11.

4?r

1.4.

"P''
"

%i^

1.4.

"7,

^(m

l)=

27

a;3"+
9?i"
1.4.9.

64?i9

9^

.r*"-etc.

.i;3"
+
1.4.9.

16?i8

that, when
+

-+...

Ua'

16?i8

^"_etc.,

is

positiveinteger,then

+--Y,

....

(Petersburg, 1769), "977,


i.

It is to be remembered

constant, 0-57721.57

(1781) [published1781], pars

Mathematica, pp.

pp.

2.33"235.

186"190.

See

also

Acta

Acad.

Petrop.v.

3-52]

BESSEL

and

wliere A

in the first line

numerators

548

22

100

16

gave the

...

We

shall

Y,i(^),where

successive

11

548

7.22-9.6,

25

1 00

etc.

in

rii-CTm

"

ascendingseries

an

and

the

definition
of

Hankel's*

expansionof the more


generalfunction
positive
integer.[Cf.equation(4)of " 3'5.]

obtain

now

determine

!)
'^-^,
ml
7nJ

1 ) a-m

(2'"+

expansionof Yn(^)

The

3*52.

to

the formula

evidentlyexpressedby
O-m

100

3528

2(1
^
\1

If
is

followinglaw

5.6-4.2,

22,

this law

61

3.2-1.0,

He

arbitraryconstants.

are

FUNCTIONS

is any

It is clear that

"Zo ^v [m ! r (i'
+

dv

1)

(_)".(1^).+.

X
^om.^.r {v +

when

where

v-^n,

is

I)

III

^^^

'"

positive
integer.That

'dJA2)

^)

(1)

i-f'{hzY+-'''{\

is to say
1

cv

evaluation

The
of

(i/r

I'

at

the series for J_^

break

in the

{z)into

and

in the former

part

0 ^

We

;"=H7/i!r(-:/

l)

l)'

r (v

in) sin (v

"

"

m)

TT

^^

m+l) 1)

"

0,l,% ...,n-\.

pole

replace

we

Now, when

iii

of the

parts,thus

T(-v

for which

terms

two

low! r{-v

tedious because

little more

\dJ_Az)ldv\=nis a

of

TT

n,
'

~d
dv
=

r (:^ 7/0sin (v
((|^)-''+-'"
-

JJf='

TT

[{^z)-''+'"'r(v-m)
yfr(v
{tt-i

m) ir]

"

sin (i/-m)7r+
III)

r (w
(l^r)-"+27n

m)

cos

cos

(v"m)

tt

-tt-^

TT.
(/I III)
-

3/ai/t. Anil.

i.

(1869),p.

471.

log(^z)sin (i/-?")7r}]"="

BESSEL

OF

THEORY

62

[chap. Ill

FUNCTIONS

Hence
"n+2m

n-i(-)nr^n-m)(^z)
2

dv

\.//l: ,_.,{-loga^)
!
w^!
+

("

=n

"/r(-7?

m)

1)1,

that is to say

(2),

az;

"(

x[log(-|-^)-A|r("i+l)}
when

replace by
m

we

??

?7i

have

combining (1) and (2) we

On

series.

in the second

Hankel's

formula, namely
(

00

'"'
m

,"=o

{7+ log(1^)1/,,(^) (1z)- f


-

(-)'"(l^)"+^^^il1

In the first term

{m

0) of

the last summation,

so

...

111

1)}

^^^~^^;r^^'
(i^)""
1

the

in {| is
expression

-.

Lommel*)
(following

%{^)-

(4)

7n)\

-+1

convenient
frequently

\n+im,

,111

11

It is

{n

{2log{^z)-^lr{7n+l)-ylr(n +

ml

'

\m

to write

-J^{z)\ogz,

dv

that
n

'^"^^^

(5)
when

negativeinteger,
^^ (z)is defined by
right.
is

the

on

We

Y" (z)

2 J,

complete solution

contained
936

expression

of

(z)]ogz+ %, {z)+ {-r 3-n {z).

+ ay
-j-^^

was

given in

logarithmicfactor) by Euler, Inst.


of this equation are

Cede.

the form

Int.

li.

of

series

(partof

which

(Petersburg,1769),"" 935,

solutions

x^ Ji (2ai^2)j ^4 Yi
Euler
this

the limit of the

thus have

(6)
The

+ l)}
{log2+ 'v/r(j;4-??l

nZ^miriWm^l)

also gave

(2aia;i).

{ibid.
"" 937, 938) the complete solution

oi xi

Q);solutions
-j^-\-ay
=

equationare

x^ Ji (4a2 ^i), .^i


Y2
*

Studien

ilber die BesseVsehen

Functionen

x^).
(4a*
(Leipzig,1868),p.

77.

of

3-53, 3-54]

BESSEL

The

3-53.

is

the

function

integer.The

an

values of

odd

of the second

of the

when

this statement, observe

prove

VTT

J^ {z)cos

p-n
sni

I'lr

have

Y,, [z) + lim

Y" (z),

when

evident

is
equation,
has any

(i)v

integer
The

function

second kind
v

is

vw

J^z)

Y,(4

Y^(^),defined

value for which

should

reader

function

either

form
by (1) or by the limiting
equationfor functions of order v both
is not an integer,
and when (ii) is an
combined
with " 3*5 (3).
equation(2)

2v

type) of order v; and

avoid

2,

be careful to observe
of

v,

is continuous

The

i'

except when z is zero; and, in


Y" (2),as v^^n, uniformly with

n,

Weber-Schldfi
functionof the

("3"5o)

Sept.

Journal
function

Ann.

Journal

dated

function

of the

is any

Ann.

fur
1872

filr Math.

i.

slightly
by Weber
the
failure
producedby
is half of an odd integer.

which

i' and

given by

was

in order
Schlafii^'

of the

definition when

to

the

(1869), p. 472.

Math,
and

(1873),p. 9; Matli.
respectively.In a
10-5, dated
(1873),pp. 75

lxxvi.

Oct.

lxxv.

of the second
(U Mat.

kind

second

modified

was

or
negative.
integer,
positive

second kind.

the inconveniences

Math.

of the

that,in spiteof the change of form, the


at

order of the function


*

Bessel function

the definition fails only when

Y^(2) approach their limits /" (2)and


except in the neighbourhood of 2
0, where n

definition of the

Hankel

"

fact,Jt,{z)and

The

"

J^y {")'

"

Y,, (^),defined in this way, is called

Y^ (2),qua

3*54.

J_^ (z)'

"

solution of Bessel's

(of Hankel's

The

respectto

completein
by the limit

integer.

an

Note.
function

that

the latter result follows from

is defined

an

"

(" )"cos

limY.(^)

of that

restricted
un-

proved that

(2)
It is now

for

is half of

failure is

vtt
v

VJT
v

we

its

that

J^,{z)cos

{-)" lim

so

Hankel*

when

The

function

lim

(3)

cos

and

onlywhen

it is easy to reconcile this definition with

Tre""^
lim Y^

integerand

an

case, the

the rightand
on
expression
definition of " 3*5.

To

adopted by
excepted)is
was

vanishingof sin 2p7r.

of the
the

is

but, in the former

case

defined

sin 2v7r

definition fails both

because
integer,

has been

"

'

the latter

kind

definition which

values of 2v
(integral

(1)
This

63

of ^,(z).
definition

Hitherto
order

FUNCTIONS

1872

"

kind

Ann.

paper

May

vi.

(1873),p.

written

1872, Weber

(see "" 3'57, 3-58).

(2)vii. (1875),p.

17 ; this paper

is dated

Oct.

148.

few

4, 1872.

These

months
had

used

papers

before

are

these,

Neumann's

64

THEORY

The

which

function

adoptedby Weber

was

J^ {z)cos

VTT

sin
is

symbol K,

so

formula*

by the

J_y (z)

"

viT

integer).

an

^tt; and
that,with his definition,

Schlafli,
however, inserted
the

the canonical function of the

as

of functions of the firstkind

in terms
second kind is expressible

(or the limit of this,when

[CHAP. Ill

FUNCTIONS

BESSEL

or

his function

denoted

he

factor

by

^^^J.^(^)cosz^^-J^)_

^^

sm

VTT

Subsequent writers,however, have usuallyomitted this factor ^tt,e.g. Graf


and Gubler in their treatise f,and also Nielsen, so that these writers work with
Weber's

function.

The

by
symbol K is,however, used largelyin this country, especially
denote
function
to
different
Bessel
of
3"7),
a
Physicists,
("
completely
type
and so it is advisable to use a different notation. The procedurewhich seems
to produceleast confusion is to use
the symbol Y^,{z)to denote Weber s function,
of NielsenJ,
after the manner
and to adopt this as the canonical function of
the second

in

kind, save

order
integial

instances

rare

the

when

the insertion of the number

saves

ir

function

of

in certain formulae.

thus have

We

JA^)^o^v'--J-A^)

n ^ {z)
^

(1)
^
^

cos^

(2)

lim

F,.{z)

[Note.

Schlafli's function

pp. 85"90,

and

pp. 23

Sehafheitlin

30.

"

the

Tre""^'

Sehafheitlin

which

Mathews

Y" (.).

been

used

Math.

(1892),
(1895),
and Heaviside
Weber's
function
with the sign changed,so
use
we
(with Nielsen) denote by Y^ {z) is written as
Yy (z)by
Gn (z)by Heaviside||.
7i)as
Annals

of

by Bocher,

Math.

viii.

of

Annals

(1894), pp. 57"61;

vi.

ix.

-.

" and (when

Gray and
symbol Y".

J^i^)^^^^'^-J-^i^)

has

by McMabon,

function

smyTT

that

of Hankel's

use

sometimesH

Weber's

use

function,and

they

denote

by

it

the

Weber's
definition was
by an integral(see " 6-1) which is equal to this expression; the
expression (with the factor hw inserted)
was
actuallygiven by Schlafli.
+ Einleituiujin die Theorie der BeHsel'schen
Funktionen, i. (Bern, 1898), p. M et seq.

% Nielsen, as in the case


Y" [z),Handbuch

of

index, thus
are

obvious

objections to such

" See, e.g. Journal


Bessel'schen
IIProc.

change
^] A

functions, writes

Theorie

der

the

number

indicatingthe

order

Cylinderfunktionen (Leipzig,1904),p. 11.

notation, and

we

it for the

reserve

obsolete

function

as

an

There
used

by

("3-58).

Neumann

other

der

Funktionen

fur

Math.
cxiv.
(1895),pp.
(Leipzig,1908).

31"

44, and

other

Royal Hoc.
in

papers;

also Die

Theorie

der

liv.
(1893),p. 138, and Electroma"inetic. Theory, ii. (London, 1899), p. 255;
sign has been made from his Electrical Papers, ii. (London, 1892),p. 445.

Treati'^e

on

Bessel Functions

(Loudon, 1895),pp.

65

"

66.

3-55]

BESSEL

FUNCTIONS

Lomrael, in his later work, used Neumann's

function

iiher die BesseVsclien Functi")7ien

in his Studien

65
of the second

kind

1868), pp.
(Leipzig,

85

"

(see" 3'o7),but
86, he used the

function

Yn {z)+ {^l^{n+^)
+ log2} Jn (z),
l-rr
F" (z) is the function

where

(" + i) makes
\|/-

of the term

presence

of Weber.

Julius, Archives

complicated;see

One

the

disadvantageof
formulae

recurrence

x.xviii.
iVeerlandaises,

this function

is that

for the function

(1895), pp.

221

much

the
more

225, in this

"

connexion.]

Heine's definition
of the functionof the second kind.

3"55.

definition

The

givenby Heine* of the function of the second kind possesses


some
advantagesfrom the aspect of the theoryof Legendre functions ; it
of Mehler's formula ("o'71),namely
enables certain generalisations
Km

P" (cos din) /" {O),


=

expressedin a compact form. The function,which Heine denoted by


in terms
the symbol Kn {z),is expressible
of the canonical functions,
and it is
differs only
equalto "\irYn{z) and to
|Y"(2); the function consequently
in signfrom the function originally
used by Schlafli.
to

be

"

The

of Heine's

use

the function

function

{z). In this form

it Gn

This

function

revival of the

(which will
cosine

been

has

of Heine's

use

function

become

and

sine;
the

to

tabulated first by AldisJ


extensively
Beports,1913, 1914 and 1916.

unfortunate,both
distinctly

seems

kind

and

pointsof resemblance
adoption|jof Jn{z)and 6-'"
(2)as

Vu (z)present many

so

use

the Continent
many
years ago
in their treatise t, and they term

the

that
of

cosz

and

-^tt sinz

as

other than that

senses
symbol G^
writers,namely Heaviside, Proc. Royal Soc. Liv. (1893),p.
Dougall,Proc. Edinhuryk Math. Soc. xviii. (1900),p. 36.

two

and

canonical
It

is

also be

(aswas

the
the
parable
com-

pointed

justexplainedby

138

and

of the fact

functions

must

account

on

account

on

to the relations between

canoniciil functions.

{z)has been used in

that the

out

also

apparent in Chapters vi and vii) that the relations between

more

./"(z)and

on

Mathews

of the second

of functions
existingmultiplicity

functions

and

subsequentlyin British Association

Airey", and

of the

the

died out

to have

seems

used by Gray
occasionally

was

stated in

at least

" 3-54),

treatise has been

pointedout by Morton,
signof y in formula
had apparentlybeen copied
" 3"51 (3)supra. It was also stated by Morton that this error
noticed by GrayH) J. J. Thomson,
by various other writers,including(ashad been previously
and
Researches
in
Rec"iit
Electricity
Magnetism (Oxford,1893), p. 263. A further error
Note.

Nature,

An

error

in

signon

(1901),p.

lxiii.

Haiidbuch

.i Treatise

Proc.

der
on

p. 245
the error

29 ;

of Heine's

is

equivalentto

Kugelfanctionen, i. (Berlin,1878),
Bessel

Functions

pp.

change in

185

"

the

248.

(London, 1895),pp. 91, 147, "242.

(1900),pp. 32
RoijulSoc. lxvi.
(6)xxii. (1911),pp. 658"663.
the historical point of view there
"

43.

" Phil. Mag.


IIFrom
and
has

also
not

for
even

11 Nature,
W.

B. F.

function

usiug Neumann's

is

but

something
Heine's

to be said for

function, being

using Hankel's
more

modern

function,

than

either,

this in its favour.


xlix.

(1894),p.

359.
5

THEORY

66

noticed

Heine

hj

called

for

The

which

formulae

those which

satisfied

are

(1)

p. 248

on

to

confusing notation employed

most

same

satisfied

are

by J^ (z); they are

the

form

same

follows

^Y,{2),

Y,_,(2)+Y^^,(2)
=

"

by Y^ (2)are of
as
consequently

F,_,(^)-F,+,(^) 2IV(^),

(3)

2Y:{2)^vY,{2)

(4)

zY:{2)-vY,{z)

formulae

in these

function
To

function

the

2\\_,{2),

-zY,.^,{z\

be

may

replacedthroughoutby

the

Y.

them

prove

" 3'2 (3) and (4) in

take

we

[z^J",{z)]
=

^
if we

(J^o ^'^'o)-

(2)

and

the function

symbol Ko to denote
W
symbol Kq denotes

the

nses

the

formulaefor V^ (2)and Y^ {2).

Recurrence

recurrence

to be due

seems

of his treatise Heine

p. 245

on

^TTJ'oin this work, while

3-56.

as

work

in Thomson's

Morton

by

[CHAP. Ill

FUNCTIONS

BESSEL

OF

z^

multiplythese by

/,_! (^)

cot

vir

[z^/_, {z)\

and

cosec

and

vrr,

then

/_,+!{z);

-z-

the forms

have

subtract,we

[z^F, {z)]
=

dz

(3) follows

whence

at

z"

F,_, (2),

Equation(4) is derived

once.

in

similar

from

manner

the formulae

{z-"J, (z)]
=

By

addition
The

and

formulae

but since F^

replacev by

z-"

subtraction
are,

{z)and

proceedingto

the

so

./,+!
(z),
of

[z-^/_, {z)]
=

j^

(3) and (4) we


the

far,proved on

its derivatives
limit when

obtain

are

tends

to

(2) and (1).

hypothesisthat

continuous
an

./_,_,{z).

?-"

functions

is not
of

integralvalue

v,

integer;

an

the result of

n, is

simply to

n.

Again,the effect of multiplyingthe four equationsby 7re'"'''sec vir, which


is equalto 7re'''='=^'"^
the functions Fby the functions
sec
{v " l)7r,is to replace
Y
throughout.
In
Studien

tlie

case

of functions

iiher die BesseVschen

instructive
Neumann's

to establish

them

of

integralorder, these formulae


(Leipzig,1868), p. 87.
such functions directly
from the

Fimctionen
for

connected
investigation

with

the formula

were

The

given by Lommel,
reader

series of

"

(4)will be discussed

will find it

3"52.

in

" 3-58.

68

It

shewn

was

typefor 7'"'(z).

of Poissons
integral

The

3-571.

by

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

that

Poisson*

gixcosa,
^Qg (a;sin- co)do)
Jo

is

equationfor

solution of Bessel's

an

associated

The

identified

with

if

so,

Ave

the

"(-)"/," (-2)
^
=

of summation

order

TT

at

once

F""

(1)
from

which

The

{z cos 6) log(4 sin^ 6)dO

we

2?i~i

observe

of the

cos27i^

that, since

Parseval's

the definition of

integral
("2 2) and

['"cos
{z

6) log{iz sin- 6) dd,

cos

of summation

and

non-uniformly convergent
(

integrationhas
^

near

To

0.

)"Jin {^)lnis convergent, it follows from

(-)"^2"(2)/'i= lim

a-*-l-0

Journal

associated
Cours

a-".l-0

TT n=l

y 0

Abel's theorem

Theorie

ii.

(Paris,1840), pp. 122"124,

and

difficulty
% that

,a"cos2n^

cos

{zcos

6)'

de. VEcole

d' Analyse,

examined,

this

B. Polytechnique, xii.
(cahier19), (1823), p. 476. The
partialdifferential equation had been given earlier {ihid.p. 227). See

(1857),pp.

(-)"a" J2"(2)/"= hm

2
n

be

to

now

overcome

'"

2
n=l
1=1

result is obvious.
order

is

./0

the formula

{z)

Neumann's

change

because

with

obtain

rh
cos

this result combined

de

{z cos 0) z

cos

TT

F'"'{z),
we

be

can
integration

"cos2/?6'

/"*-

from

and

that

2 2 ^~^n

analysisby
given here, with

Jo

nir

that

assume

deduce

changed,we

the

of detail.

in matters

and

F""'(z); and

function

the

have

" 2'2 (9) we

From

of

this result is of sufficient interest to be

slightmodifications

some

(z sin 6) log(4^^cos^ 6) dO

cos

by Neumannf

Avhich he obtained

argument

integral
-

was

and

zero

in the form
of the integral
expression

Stokes obtained an
subsequent!}^
ascendingseries (see" 3'572).

and

of order

functions

Spitzer,Zeitschriftfur

solution
also

Math,

,.

ctd.

und

of

an

Duhamel,

Fhys. ii.

16.5"170.
der

fiir Math,

BesseVsr.hen
imd

Cf. Bromwich,
:J:

Functionen
(Leipzig,1867),pp.
Fhys. xxv. (1880),pp. 65 71.
Theory of InfiniteSeries," -51.
"

45

"

"9.

See

also

schrift
Niemoller,Zeit-

3-571, 3-572]
Now, since

is less than

1,

FUNCTIONS

69

(a"cos 2n6)/n does

with

integration(by comparison

of

range

BESSEL

2a"),and

uniformly throughout the


converge
the interchangeis permissible
; that

so

is to say
2

""
/'*'"
/ cos (2cos 5)

n=i

fk"

2
2;i(9
d6"-

cos

/iN

I
^

'^

Hence

22LW

^_^^

n=i

If

--

cos(scos^)log('l
-2acos2^-|-a2)c/(9.

lim

ijjj^

proceed to

now

,"

do

have

we

We

(scos ^)

1
=

a"cos2?i(9

"
,

cos

^.^,g

^^log (1

(_ ^jQg

2a

2(9+ a'-i)
C^5.

cos

that*

shew

"

cos(scos^){log(l-2aco.s2^

0.
a2)-log(4asin-^)}(;(9

a-*'l-0.'
0
It is evident
and

that

26l+ a2-4asin2

1 -2acos

log(1

so

bound

Hence, if A be the upper


I

cos

^) {log(1

(sCOS

2a

2a

2^ -j-a-)
^

cos

t of jcos

(1 -af^O,

log(4a sin^ 6).


6) \when

{zcos

0^6

^ ^tt,

have

we

log (4a sin'^6)]d6

-2(9
+ a2)

cos

^ .4 I

{log(1

2a

cos

26 + a'-)
-

log(4a sin^ 6)]d6

"

a"

1.2
/AnI

cos
"-'^"

-^"

"1

log(1/a)

log(2 sin d)\dd

^^

"=l

2/(^

*7rJlog(l/a),
term-by-term integrationbeingpermissiblesince

1.

a"

Hence, when

\ cos {zCOS 6) {log(1 2a cos 26 + a^) log(4o sin'-6)\d6


Jo
a-"-l -0; and this is the result to be proved.
'

as

"i7r/llog(l/a)^0,

1,

a"

Consequently

1
i (-)"'^2''("^)=
lini
_

^
TT

and

'

[-"cos(2COS^).log(4asin2^)c

"''cos(2cos(9).log(4sin2^)rf^.

,,^

justified.
interchangeis finally

the

reader

The
combined

with

"

3"5

integral.
d^y

differential

The
m

is

Stokes

stated

solution

equationconsidered

This

constant.

is Bessel's

(presumably with

f
The

t If
+

p.

value
is

Trans.

42.]

by

Stokes

equation for

reference

1850

functions

was

of order

Poisson) that it

to

^
was

dy

.,

^-m-i/

zero

known

and

0, where

argument -im:.

that the

general

was

J
*

integralfor J^ (z)

(5).

Stoles' seriesfor the Poisson-Neumann

3-572.

Poisson's

this result from

to deduce
will find it interesting

of this limit

real,^
Camh.

""

i^c+D log {zsin2 6)}cosh

was

1 ; if not, A
Phil.

Soc.

(mz

cos

6) dO.

ix.

assumed

by Neumann.

{z)\\
exp
Papers,
(18-56),
p. [38]. [Mathematicaland PhijsicaJ

{]I

iii.

(1901),

70
It is easy to

^n {CThe

notation,the value of the expressionon

that,with Neumann's

see

series

logz)J" (imz)+ 2Z)

WiC+D

it is

(,^'i; J
"

dd,
it may

be

that

order
kind, of integral

Bessel function of the second

The
Neumann*

of F""'{z)by induction

in terms

(1)

is
this

^if^

nY^^'^ (z)

of the

formula

recurrence

...

^)}.

from

by

the formula

^F"'^+i)(z\

type

same

defined

n, was

as

"2'12(4).It

is evident

equationthat
F(") (^)

(2)

(- ^r

F'"'(z)satisfies the

Now

of F""' {z).
definition

Neumanns

3-58.

from

forroula fi-om which

recurrence

logsin

i^(l^
2#^|i7rlog2
-j^%os2"^logsin^c^^

which

right

equal to

cos^'^0

-j^r-^

obtained

by parts, Stokes
and, by integrating

Stokes

by

,1=0

deduced

the

i^W iimz).
log(4m)} Jo {imz)-^\tTD

expandedinto

expressionwas

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

(4
(^)""")

equation

and, if we

apply the operator-f

-"r-

theorem,

and

we

equationn times, and

use

Leibniz'

get

so

This

equationis at

once

reducible

(4)
and

this

to

so

to

V, F"") {z)

F'"' (z)is

Again,(3) may

solution of Bessel's
be written

0,

equationfor

functions

of order

?i.

in the form

Theorie

its order

t The

der BesseVschen

is not

an

Functionen

(Leipzig,1867), p.

integer.

analysis is simplified
by taking iz-

i,

zdz~

so

that

_d
d^'

51.

The

function is undefined

when

3-58, 3-581]

BESSEL

FUNCTIONS

71

that

SO

whence

obtain another

we

(5)

\^

When

combine

we

formula

recurrence

/iFe^){z)

^F"-^'

(1) with (5) we

at

(2).
the other

deduce

once

recurrence

ormulae
F'"-i' {z)+

(6)

F'"+') {z)

F'") (z),

(7)

F""-i' (^)

F'"+"

satisfies the
ConsequentlyF*"' (^")
and

Y" {z). It follows from

" 3-57

F"") (^)

(8)

(^)

same

r/T''""iz\
^ -*
.

formulae

recurrence

i TT F" (^)+ (log2

iY" (^)+ (log2

7) ./,(4

und

The

which reduce.s"to
integral,
Zeitschrift
fur Math,
by Spitzer,

definite

expansionof F'"' {z).

Neumanns

3*581.

Jn{z\ F"(2)

7) /, {z)

solution of the equation Vh (y) 0 in the form of a


integralof J^3'571 when n
0, has been constructed
iii.
(1858),pp. 244-246; cf. " 3-583.
Phys.

the

as

(2) that

of the
generalisation

been

" 8"57 (1) has

formula

givenby Neumann*;

it is

s"

To
the

2m)

111
where

(-)-^ {n

+
9

+"""""""'

establish this result,we

^o

^-

first define the

functions L^

(z) and

Un (2) by

equations

(2)

Z.,(.)

/. (.)log.

(3)

U,,(z)

.,

/,.{z)+

^-~^, ^
j^ ;^^

/"

(^),

SO

that
We

F")

Zo (^)

(z)

shall prove

(z)
(4) X"^.:

and

then
*

Ln{z) and

the
t^^C^)satisfy

L,: (z)+ injz)L" (z), Un^,{z)

(1) will be evident by induction

Theorie

die BesseVschen
and

that

f/o(^).

der

BcsseVschen

Functionen

Functioncn

(Leipzig,1867),

1868), pp.
(Leipzig,

Haentzschel, Zeitschriftfiir Math.

from

82"84

xxxi.
uiidPIii/.^.

recurrence

formulae

U,: {z)+ {niz)U,,(z\

" 3-58 (2).


See

p. o'i.

Otti,Bern

also

Lommel,

Stmiien

Mitthellungen,1898, pp. 31"

(1886),pp.

25"33.

iiher
3") ;

THEORY

72
that

It is evident

dz\ z'' \~^^^dz\ z'" ]


Jn^.(z)log .

z"

-^

dzl

z''

J
=

Sn

-"-^

("Y\m

*"

Z"^,(Z)+ Un^,(Z)

dz

z'^

since the

induction

and

that it vanishes

The

The power

the

equation(1) is therefore
sefies for

Ln jz)+ Un {z)

{"""-"(Z)

rightvanishes
values
for all integral

expressionon

the truth of

3'582.

z^

0, it is evident

when

of

Hence

??.

by

established.

Un(z).

Un(z),which was defined in " 3'581 (3)as


has been expressedby Schlafli* as a power
coefficients,
coefficients,
namely

function

establish this result,observe

series of Bessel

series with

simple

in:{n + m)i

1)1=0

To

(" + m) /",.",,(.)}

J^ "^(;^:^ {^^Jn,.m-.(z)
"

-"

z''

have

part of (4) is proved. It follows from " 3'58 (2) that

the second
y"^+'"(Z)

and

dz\

m{n^m)

,^=1

"i^^^

"

^n

and

J^___|l+___^^_^^^

(4) is proved. To prove the second part, we

''dz\z"'

(z)

^^"^^^^^

"

the first part of

,,t^{n-m).m\dz\z'''^-'^

^"+i

f ^^^
^,in-m).ml

-Jn^.{z)\ogz +

and

[CHAP, III

FUNCTIONS

BESSEL

OF

that it is true

when

7i

by " 3"51 (3) and


expressionon the

the
differentiation,
|3"57(1);and that,by straightforward
formula as that of " 3"581 (4) for Un (z);
recurrence
rightsatisfies the same
equation(1) is then evident by induction.
Note.
of

It will be found
2w

(|2)"

in the

to establish this result by evaluatingthe


interesting
expansionon the rightof " 3-581 (3).
*

Math.

Ann.

in.

(1871),pp. 146"147.

coefficient

3-582-3-6]

BESSEL

reader will

The

(2)

easily
prove

now

%. (z) {7
=

(3)

F"" {z)

(4)

47rYn{z)

3 '583.

The

different from
observe

L"(z) +

to

Un {z),

of

obtain

y(")

"3-571

{z).
for

F(")

(2) was

generalised by Lommel,

(Leipzig,1868), p. 86,

Lommel's

^ly^^
j

J, (z)log.=

so, from

sin d) cos^"
(.-

cos

^-^"

with

result in Neumann's

that, by difierentiation of Poisson's integralfor J^ (2),we

^
and

%, (z)+ {log2-y]J, (z),


%,(z).

Functionen

Neumann's;

formulae
following
-

Ln {z)+

formula

73

log2}J, {z)

fiber die BesseVschen

Studien

the

of Poisson^s type for


intagral

Poisson- Neumann

The

FUNCTIONS

notation

notation, we

ratlier
first

have

{log(^cos^ d)-^{,

J)}dO,

" 3-582 (3),

r^fi^WMf

'"

^'"'
and

^")
=

(1)
hence, since \^(^) \//=

r(")

(1)

{z)

^y

^.

log2

"

^'''''' ^) ^'^""'^ '1"S^^'^^^

^'^^

it is to be remembered

coefficients and

powers

of

(^sin ^) cos2" 0 log(4 cos^ 6) d6

COS

Jn (2)+ /^"(2),
{^ {n + h_)-y\r
(i)}

that Z"

as
(2)is expressible

finite combination

of Bessel

z.

of the

3*6. Functions

the formula

'"

,1,

in which

have

log2, we

(n + 1) y} c/^ + Ln (z),
"/'

third kind.

theory of Bessel functions,especially


those which are based on Hankel's researches (ChaptersVI and Vll)on integral
and asymptoticexpansionsof J^ {z)and Y^ {z),two coiiibinarepresentations
of frequentoccurrence.
tions of Bessel functions,namely J^.{z)
are
"iY^,{z),
in the theoryof "Bessel functions
also present themselves
The combinations
of purelyimaginaryargument" ("3"7).
In

developmentsof

numerous

consequentlyseemed

It has
functions

Jv{z) "iY^{z)

as

the

desirable

standard

to

regardthe pairof
and he
Bessel's equation,

Nielsen*

solutions

of

to

functionsof the third kirid; and,in honour of Hankel,


The two functions of the third kind
Nielsen denotes them b}^the symbol H.
defined by the equations
f
are
them

describes

"^"^"

is

Since
in which
*

\^j

the functions enter


det K.

Ofversigt oier

t Nielsen

uses

der

the

Vaiiskc

same

and
linearly,
Vide.nskahernes

have

the
Y^{z) satisfy

" 3-54 (1),we

with

tsm^TT

J^{z) and

J,,(z) iY^ (z).

sides
the right-hand
integer,

an

hucli der Theorie

Hf^ (z)

J.,(z)+ iY, {z\

combined
these definitions,

From

When

l'^
(z)

(1)

as

"

are

to

recurrence

be

ismi/TT

replacedby

their limits.

formulae

3-56),
(""3-2,

since the functions of the third kind


Selskabs

(Leipzig,1904), p.
Cylindcrfunktionen
11/ [z).
symbols Hi''{z),

Forhandlinger, 1902, p.
IG.

125.

Huiui-

[gHAP.Ill

'

74
linear functions

are

these

same

Hence

we

at

can

it follows
of J" (z)and Y^ (z),
coefficients)

(withconstant
formulae

recurrence

dH^^\z)

".

rf^

"

satisfied

are

"'-1^

"^'

,,^

.,.

dz

.;r,(2)

^a)."^

(6)

that

of the third kind.

functions

dHf\z)

,,.
^

by

the following formulae

write down

once

FUNCTIONS

BESSEL

OF

THEORY

.^^^-.jy^i)
^(^"(.),z^^^^-rH''\z)
-zH%(z).
(.)
-.

dH^!;\z)

dnf{z)

a)

,,.

Hm

Note.

266 ; (6)xiv.
(1897),i").
Eayleigh on several occasions,e.g. Phil. Mag. (5)xlhi.
iv.
[Scientific
Papers, (1904),p. 290; v. (1912),pp. 410"418],has used the

(1907),pp. 350"359

denote

symbol D^ (z)to
3'61.

the function

the
connecting

Relations

It is easy to obtain the


function in terms
of functions
that

of the formulae

some

which

Nielsen

calls

three kinds

followingset

(2)

^iriH

[z).

of Bessel functions.

of formulae, which

of the other two

kinds.

express each
reader will observe

The

simply the definitions of the

are

functions

the

on

left.

H^H^)+ ^f(^)
r,

,-,,

^^^

Y.^z) -YA^)

'^''^'^-

+ e-^''^Hfiz)
e^^^H^\z)
F-,

^^^

"^-A^)-

Y
.,x
^^^^^^

.ox

^"^^

...

F, (^)
'

sirTW

_/..(^)-/-.(^)cos^7r

Yi

'

_e^''^Hl'^{z)-e-^-'Hf\z
",

^^

g-j^^^

^r-.(^)-e--"r,(^)
HW^s_J-A^)-e-'"''JA^)
sin

sin

T/TT

jim,.^e^"'JAz)-J-A^)
"

(7)

From

^tt

'

H^^\z)-Hf\z)

/.(^)cos.7r-J_.(^)

"

(6)

VTT

sin;;7r

i^-.l^)-

(5)

(^)cos

cos

^STT^tT

^Y.,{z)-e^-iY,{z)

isinyTT

(5) and (6) it is

H^]l(z)
=

obvious

e"-

'

i/tt

sinvTT
that

^i^^(z),

?;(z)
=

'

e"

7/f^ (z).

76

" 3-54(1) that

It is clear from

m,

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

[J,(z),n i^)]
=

cosec

_2_

Wi

vir

[J.(z),J_. (^)l

"

irz'
result is established

This

of

hypothesisthati^

be

integeror
system of solutions.

siderations
con-

Hence

not.

an

integer;but

an

r, (^)l 2/(7r0),

mi{JA^\
v

is not

that

shew
continuitj^

(1)
whether

the

on

F^ {z)alwaysform

Jv{z) and

mental
funda-

that

It is easy to deduce

ra{/.W.Y.Wl

(2)

jjjj^,

and, in particular*,

im[Jn{z),^n{z)]=2lz.

(3)
When

we

Y^ (z),it is found
Wi

(4)
so

that

of the

third kind

of /"

in terms

{z)and

that

[H?(z),hT

functions

the

the functions

express

of the

solutions for all values of

{z),F, {z)]

C^)}=-^i(m{J.
third kind

also form

ii/iTTz),

fundamental

system of

v.

Math.

Soc.

formulae

connected

(1) and

(3) have been given by Basset, Proc. London


ential
they are readilyobtainable by expressingsuccessive differcoefficients of J^iz) and
peated
JV (s) by reYt,{z)in terms of J^"(2),JJ {z),and r^(2)',
the earlier ones
differentiations of Bessel's equation. Basset's results (of which
are
frequentlyrequiredin physicalproblems) are expressed in the notation used in this
work by the followingformulae :
Various

with

(1889),p. 55;

XXI.

(5)

J, (z)IV

(z)- 1\ {z)JJ' (2)=

(6)

j; {z)} v

(--) yj {z)J," (z)

(7)

J. (z)IV" (2)

(8)

j; (z)IV" iz)

(9)

J."{z)JV" (z) Vu'iz)J.'" (2)

(10)

J, {z)}v-)(-') y. (z)

(11).

(^)
j; {z)r,(iv)
(z) JV {z)^.("")

J-2,

^)
(^1
n (2)J.'" (2) ^.
('^-1)
r; (z)J.'" (z) ^2(I"
1)
=

'

'

A (1
-

J^^Kz)=^A,
(1

Throughout

these

formulae

1\ may

be

multipliedby -sini/7r; and J^, Yy may


expressionson the rightare multipliedby

be

Cf.

Lommel,

Math.

Ann.

iv.

2i/2+3 ,\
+
V
^-

/v*+ Uv'^

(^^4

replacedby J_"

are

if the

replacedby

expressionson

the

right

throughout if the
S^^\
ZT^^^^

2i.

(1871),p. 106,

and

Hankel, Math.

Ann.

vni.

(1875), p. 4-57.

3-7]

BESSEL

An

associated

Math.

Ann.

formula, due

to

FUNCTIONS

Lomtnel*

77

Math.

Ann.

(1871), [".106, and

iv.

Hankel,

(1875),p. 458, is

viii.

J,{z)Y,,^{z)-J,,^{^z)l%{z)^-\.

(12)

irz

This

is

proved

Bessel

3'7.

iu the

differs from

which

in

occurrence

way

as

"

(7).

32

functionsof pwely imaginaryargument.

differential

The

same

equation

Bessel's

equationonlyin the coefficient of y, is of frequent


it is usually
Physics;in such problems,

problemsof Mathematical

desirable to present the solution in

J^ (iz)and ./_^(iz)or J^,(iz)and

real form, and


unsuited

Y^ (is)are

the function e~-'"'^''


J^

However

is regardedas

its phase,
not with reference
of the function
of arg z,

J^ (iz)would

it

by

the

systems

for this purpose.

(iz)is a real function of

of the equation.It is customary to denote

When

the fundamental

which

is a solution

symbol /^ (z)so

that

convenient to define
complex variable,it is usually
the
of
value
to
principal
arg iz,as the consideration
but
with
value
reference
to the principal
suggest,

that

so

(- vr " arg z^^ir),


(/" (z) e-i"-'J" {zif\
\I, {z) e^'"^*'
J\,(ze--^'^'), (ITT " arg ^ " TT ).
=

introduction

The

"

argument
that

of the

symbol /;,(z) to denote "the function of imaginary


It should be menuse.
tioned
f and it is now in common
of
before
the
Basset's
work, NicolasJhad
publication
years
of the symbol F^,{z),
but this notation has not been used by

is due to Basset
four

suggestedthe

use

other writers.
the Continent
on
as
compared
positionsof Pare and Applied Mathematics
are
remarkably illustrated by the fact that, in Nielsen's standard
the second
solution K^iz), which will be defined
treatise ", neither the function Iv{z)i
nor
in
of
their
in physicalapplications.
is
mentioned,
even
spite
importance
immediately,
The

with

relative

this

The

country

function

I-"{z) is also

solution

of

(1),and it is easy

to

prove

(c"

"3-12)that

^(3)
*

Lommel

m
gave

the

[L,{z\ /_. (.)}

corresponding formula

for Neumann's

^-^^
.

function

of the second

kind.

first publishediu 1880.] Basset,


(1889),p. 11. [This paper was
f
but he subsequentlychanged
order to be t+"J"((^),
of integral
in this paper, defined the function
it, in his Hydrodynamics, ii. (Cambridge, 1888), p. 17, to that given iu the text. The more
definition is now
recent
universallyused,
+
Sci. de VEcole
Ann.
norm.
supplement, p. 17.
S2ip. (2)xi. (1882),
der Cylinderfunktionen
der Theorie
(Leipzig,1904).
" Handbuch
Fvoc.

Camb.

Pliil. Soc.

vi.

78
It follows that, when
a

fundamental
In the

of functions

case

by
The

system of

the methods

function

an

order,a
integral

of

""3*5

of

lim

K^ (z)

(4)

solution has to be

second

structed
con-

3"54.

"

will be

Kn (z),which

solution,is defined by the

second

[CHAP. Ill

FUNCTIONS

the functions 7^ (z)and /_^ (z)form


integer,
solutions of equation(1).

is not

BESSEL

OF

THEORY

adopted throughoutthis
equation

work

as

the

^-//_,(2)-/,"
V

"

equivalentdefinition (cf " 3'o)is

An

It may be verified,
by the methods
the order v is equal to n.

Macdonald*,

by

the

solution of

defined, for unrestricted

K^,{z) has been

function

The

" 3'5,that /r" {z)is a

of

values

(1)when

of

v,

by

equation
K,{z)

(6)

^7r^-''^''^~^''^.

Sm

it may
and, with this definition,

I^TT

be verified that

Kn{z)=\miK,{z).

(7)
It is easy to deduce

from

h! (iz) iTTie-*'"''
H[,(iz).
^TTie-^-""'

K, (z)

(8)

(6) that

physicalimportanceof the function Ky(z) lies in the fact


solution of equation(1) which tends exponentially
to zero
z-^^
as
values. This fundamental
positive
property of the function will be
The

that
x"

it is

through

established

in " 7-23.

^,,(2)is due to Basset,Proc. Camh. Phil. Soc. vi. (1889),p. 11, and
his definition is equivalentto that given by equations(4) and (5); the infinite integrals
by
in "i^6'14, 6:15. Basset subsequently
which
he actuallydefined the function will be discussed
The

definition

modified
18

pp.

"

order

In

Gray
omit

19, and

and

to

his definition of the function


his final definition is

obtain

Mathews

the factor

of

function

in their

1/2",so

equivalent to

which

work, A

Hydrodynamics,il. (Cambridge,1888),

in his

-"

r-,

satisfies the

Treatise

that their definition is

on

-^^

same

^-^
"

recurrence

Bessel Functions

formulae

as

/^ (z),

(London, 1895), p. 67,

equivalentto.

ira/_^)_a7j^)-|
The

of this definition to functions

only simple extension

of unrestricted

formula

K^
*

Proc.

(2) in- cot


=

London

Math.

I/TT

{/_^(2)-/^(3)},

Soc.

xxx.

(1899), p. 167.

order

is

by

the

3-71]

Analysis," 17'71)but

(of.Modern
it vanishes

whenever

formulae

is

1v

will be used

function

been omitted

although it

function

factor is not

undesirable

so

those

disadvantageof

that it would

it is

the serious

as

A"^{z);

have been

not

the
satisfying

connected with

"

advantageousifa

K^,(z)are

not

of

common

occurrence.

Iv{z)and K^(z) analogousto


Bessel functions. The proofs
ordinary

formulae
for the

for

left to the reader.

are

^L (Z),/C-x (Z)

(2)

/.-,{z)+ L^, {z)

(3)

zlj (z)+ vl, {z) zl,_,{z), zK: {z)+ vK, (z)

(4)

zi: (z)

/C+i (^)
=

vh (z) zl,+,(z), zKJ {z)


=

/C-i {z)+ /C+,{z)

1: {z\

vK, (z)

^^ (')'

2K: (z),

zK,_, (z),

zK,^, {z),

[z^K.{z}] (-)-^''-^._,"{z\
{z^L(z)] ^"-'"/.-m{z),(^^)"
(^)"
=

\zdz) \

s"

z^-^'^^

(8) I^n{z)

\zdz) \

'

K: (z)

(7) I,'{z)=L(z),

id)

factor ^n had

/"(^)and Ky{z).

/.-:(Z) L^. {Z)

The

rence
recur-

the

(1)

^^^

same

change,and the presence of the


factor in Schliifli's
function
corresponding

to make

the presence of the


of /^(i)and

now

of the formulae

5)

that
disadvantage

but in view of the existence of extensive tables

inadvisable

now

give various
constructed in ""3*2 3*6
shall

the

linear combinations

3'71. Formulae
We

suffers from

integer. Consequentlyin this work, ^lacdonald's

has

the definition of

from

(" 3'54)because

79

/^ (s).

as

of Macdonald's

"

this function
odd

an

of formula (8)shews
inspection

An

FUNCTIONS

BESSEL

formulae
integral
following

are

'

Z^^'"

K, (z),

(^zY

liijJL

onlywhen
cos

R(v

6) sm'''dde

e^^^o^^sin-"Odd

^ifll"
=

valid

I'^osh
(z

r7"XTVr7rx

K_,{Z)=K"(Z).

Iniz),

lAz)

Z^

/'''cosh
(z cos d) sin^'edd

[ (1

cosh (^0 dt.


t-y-'-

/,

h)"

80

These

results

due

are

InH (^)

(10)

(-)"-(n+ r)!

,%r\{n-r)\{2zr

sj{'lirz)

I
(^i 4- 7'")

^^

{Z)
I-(n+h)

(11)

(-Y(n + r)l
:^
z
^(2-rrz)
I r=-orl{n-r)l(2zy

,^orl(7i-ry.{2zyy

(n + r)\

(^Ve-S
2z)

^",,(^)

,.ZQr\(n-r)\(2zyy

e^

^^

(12)

Ill

also have

We

to Basset.

[chap.

FUNCTIONS

BESSEL

OF

THEORY

'

r=Qr\{n-ry.{2zy

(18)
K. (A

(14)

^i^"
f (m

{m
{logi^z) \y\r

log(iz) 7. {z)+

(15)

2,"=o

1),

m!(^^)"-""
/'l9\n+2jn

00

m!(M

,=0

Hi)!

1)

^^/r(n +

)},

+ 1

7n

"

Z'o(^)

(16)

e^''"^0

{log(2^ sin^ ^) + 7]dO,

(17)
K, (^e"-')

(18)

7C {z)

e-'"-'

iri ^^'^"^ /^ (^),


sin

(19)

5ie{7.,(2),
A^(^)}=-1/^,

(20)

/. (z)K,.^,(z)+ /,+,(z)K^ {z)


integralinvolved

The

integralsinvolved

memoir

"Zur

The
pp.

Theorie

"

in

been

(9)and

the

der Nobili'schen

recurrence

formulae

have

used

by

he added

Soc.

been

Hertz

yet another

in which

notation

^=0;

Math.

Soc.

discussed
der

he

an

odd

those

described

by

"

in his

Riemann

Physikund Chemie, (2) xcv.

also discussed

Camb.

the

Phil. Soc.

(1899), pp.

xxix.

(3) II. (1920),pp. 8

Dissertation, 1880
to

(cf." 3-572).

Stokes

series in (14) were

order is half

in his Berlin

by

given by Basset, Proe.

of Japan,

of this type whose

discussed

Farbenringe,"Ann.

19; by Macdonald, Proc. London

Functions

and

(16)has

"

Aichi, Proc. Phys. Math.

were

in

139, in the specialcase


series for /q(2).
130

(1855),pp.
power

1/z.

The

I/TT

110

"

ascending

vi.

(1889),

115; and

integer,as in equations(10)and
{Ges.Werl-e,1. (1895),pp. 77
"

in

"

by.

19.

341.

(12),
91

J;

3-8]

BESSEL

class of functions which

functions of order

be defined

may

(1 )
x

ments

we

ber

{x)+ i bei {x) /o {^iVO

ber

Hence

we

first examined

were

by

Thomson*; they

ber and

bei denote

definitions

I^,
(^vVO,

real functions.

expressedby

For

complex aro-u-

the formulae

(z)" i bei (z) ./"(zi\I"i) h{z^J" i).


=

have

g|-....
bor(.)=l-y;^

(3)

(2!)-^(6!f

third kinds have been


The

'

""""

(10!)-^

second and
functions of any order of the first,
and Whitehead".
effected by Russell:J:

Extensions of these definitions

W.

by

equationj=

adopt the

(2)

zero

the

is real,and

where

in certain electrical problemsconsists of

occurs

arguments have their phasesequalto {iror ftt.

Bessel functions whose


The

81

functionsber {z) and bei {z)and their generalisations.

TJiomsons

3-8.

FUNCTIONS

to

kind of order

functions of the second

pair of equationsresembling(2), the

by Russell by
I^ being replacedby the
defined

were

zero

function

function K^, thus


ker

(5)
Functions
to

{z)" i kei {z) K^ (zVi i).


=

of unrestricted order

defined

were

i"

by

third kinds, thus

Bessel functions of the firstand

(6)

ber,(z)" i bei,(z) J, (^e**'^'),

(7)

her,(z)" i hei,(z)

It will be observed

(8)

of

(z)
=

"

hir hei

(z), kei (z) ^tther (z),


=

" 3"7 (8).

due
series,
following

The

if,""(ze^^'"').

that||

ker

in consequence

to

Russell,are

without

obtainable

:
difficulty

+ lTrhei{z)
ker{z)= -\og(^z).her(z)

(9)

with reference

Whitehead

Presidential

Address

to

(1890), p. 492.]
Papers,
f In the case of fLinetious

the

Institute

of

Electrical

Engineers,1889.

[Math,

and

PIiijs.

in.

of

order, it is customary

zero

to omit

the suffix which

indicates

the order.

Phil.

Mag. (6)xvii. (1909), pp. 524" 552.


" QuarterlyJournal, xlii.
(1911),pp. 316"342.
IIIntegralsequal to ker

(3)XXII.

{z)and

kei

(1884), p. 450 [Ges. Werke,

\V. B. V.

(z)occur

i.

in

memoir

by Hertz,

Ann.

der

Physik

nnd

Cheinie.

(1895),p. 289].
6

82
kei

(10)

(z)

ber (z)
{z) l-rr

bei

log(1^)

E.Wtw^"'"'^'^-

also been

It has
ber^

Eussell

by

ber2(2)+bei2(.)

(11)

"

had

this result

but

that

first few

the

of

terms

expansion

the

of

thus
(2)have simple coefficients,

bei^

(j)+

observed

[CHAP. Ill

FUNCTIONS

BESSEL

OF

THEORY

l+MV"+ii^+Mf,
obtained, with

previouslybeen

in the
5-41); the coefficient of (l^)^"

expansion on

...,

(cf.

notation, by Nielsen

different

the

l/[(mIf (2m) !].

rightis

expansions involvingsquares and products of the general


functions have been obtained
by Russell ; for such formulae the reader is
and also to a paper by Savidge*.
referred to Russell's memoir
Numerous

Formulae

the results of

analogousto

; it is sufficient to quote the

Whitehead

(12)

ber_" (z)

cos

vir

(13)

bei_" (z)

cos

vtt

(14)

her_^(2^) cos

vtt

(15)

hei_^ {z)

vir

reader

The
been

worked

The

by

sin

will be

functions

B. A. Smith

3*9.

"

here
following

sin

vtt

her^(z) sin

vir

her,,(z)+

vtt

"

cos

discussed

by

[hei^(z) bei^(z)],
"

ber^ (z)],

[her^(z)

"

he\^,
{z),

hei,,
(z).

the

able to construct

of order

ptt

bei,,
(z)+ sin

which

formulae

recurrence

have

Whitehead.

lengthby

at

out

ber^(z)

been

have

""8-61, 3"62

in

examined

unityhave recentlybeen

detail

some

f.

The definition
of cylinder
functions.

Various

theoryof

the

have studied
and Nielsen",
writers,especially
SonineiJ:

analyticfunctions

of two

variables

the
satisfy

"^^{z)which

general
pairof

formulae

recurrence

(1)

'^._,(5)+ -^#.+1
(^)

"

^. (^),

(2)

"^.-1(^)

in which
are

and

satisfied

in

hy

Functions
Sonine

'^Vi(^)

unrestricted

are

each

which

complex variables.

of the three kinds

satisfy
onlyone

in his elaborate memoir

2*^; (^x

of Bessel

of the two

brief account

These

formulae

recurrence

functions.

formulae

are

also discussed

of his researches

will be

Chapter X.
*-^

Phil.

Mag. (6)xix.

"fProc. American
X Math.

Ann.

" Handbttch

xvi.

(1910),pp.

Soc. of Civil

49"58.

Engineers,

xlvi.

(1920),pp.

375

"

425.

(1880),pp. 1"80.

der Tiieorie der

Cylinderfunktionen(Leipzig,1904),pp. 1, 42

et seq.

by
given

84

THEORY

Some

writers*,

Fourier

(cf. ""

Bessel

Bessel
the

Jn{z)

Bessel

Fourier-

function,

call

the

of

Jn{z)

seems

work

of

desirable

of

order

any
to

do

to

customary

Bessel's
but

so,

in

predecessors

his

used

were

associate

name

invention

the

with

because

also

before

long

of

of

them,

the

great
and

simple

time

Bessel
because

only

not

advance

made

compact

notation

by

functions.

Bessel's

(1836),

name

p.

associated

was

[Oes.

13

with

Werke,

Math.

(1891),

vi.

by

functions

the

p.

Journal

Jacobi,

"Transcendentium

101].

definitis

integralibus

determinandis

in

usus

que

coefficients

generally
the

on

it

1'4),

1-3,
become

has

for

called

who

Ill

function.

Although

it

Heine

following

[CHAP.

FUNCTIONS

BESSEL

OF

ill.

exposuit

fur

Math.

/j.* naturam
Bessel

in

xv.

varios-

commentatione

celeberrima."

recent

more

series

of

letters

Nicolas,

E.g.
Jonrnal

cylinder

function.

fiir

controversy
in

Ann.

Math.

Sci.

lxix.

the

on

Nature,

LX.

de

VEcole

(1868),

pp.

norm.

p.

to

name

(1899),

128.

101,

sup.

Heine

applied

be

149,

(2)

xr.

also

to

174;

(1882),
seems

the

functions

(1909),

Lxxxi.

is

p.

to

be

found

in

68.

supplement,
to

be

responsible

for

the

term

CHAPTER

IV

DIFFERENTIAL

4'1. Daniel
The

solution

EQUATIONS

Bernoulli's

solution

givenby

Bernoulli*

of Riccati's equation.
of the

equation

-^^az''
+ bif

(1)

-^

dz

in

consisted

shewing that

0'

while

of

"l-

h have

and

means

"

when
_S

any

the index
_12

_8-

and
algebraic,
exjxjnential

justgiven are comprisedin

is

zero

or

Ifi

f, then

the

Ifi.

equationis
The

logarithmicfunctions.

soluble
values

by

of

the formula

" 1

Im

where

of the values

_12.

values

constant

has any

integer.
positive

Bernoulli's method

of solution is as

follows

If

be called the index of the

it is firstprovedthat the general


equationJof index
equation,
of
index
into the generalequation
N, where

is transformable

'^

N=-

(3)

1'

proved that the generalequationof


generalequationof index v, where

it is also

and

into the

(4)

n-

index

is transformable

4.

the
because
equationof index zero is obviouslyintegrable,
4 is integrable.
variables are separable.
Hence, by (4),the equationof index
this
If
tinued
Hence, by (3),the equationof index
| is integrable.
process be conthe
arrive
at
we
by usingthe transformations (3) and (4) alternately,
set of soluble cases
given above, and it is easy to see that these cases are
comprisedin the generalformula (2).
Riccati

The

"

"

pp.
n

Exercitationes
473

is not

475.

"

The

restricted to be

t It is assumed
be

quaedain iiuithematicae
notation
an

used

by

(Venice,1724),pp.

Bernoulli

has

been

77

80;

Acta
;

Eruditorum,
and

in

this

1725,

analysis

integer.

that neither

Ji is

nor

zero.

If either

were

zero

separable.
t That

"

slightlymodified

is,the equation in which

r;

and

h have

arbitraiy values.

the variables

would

obviously

86

OF

THEORY

Daniel

4*11.

Bernoulli

[CHAP. IV

FUNCTIONS

BESSEL

of Riccatis equation.
transformations

procedurehave been indicated,we


transformations are effected.
requisite

that the outlines of Bernoulli's

Now

proceedto givethe analysis


by which
Take

index

equationof

the standard

" 41 (1)as

the

and make

the substitutions

^"+'
"

[Note.
The

n.

The

substitutions

factor

+ \ in the

The

Y'

possiblebecause

are

denominator

is that the transformed

presence

-^

'

included

the values of
among
Bernoulli ; the effect of its

inserted

by
simple than

not

was

equationis

1 is not

"

more

if it

omitted.]

were

equationbecomes
1

clY

V-2

,7*7

^^

'

that is
dY

where

in

Again

The

where

and

+ 1) ;
n/(?i

h{n + \YZ^

" 4"1 (1) make

this is the

"

4 ; and

"

transformations

equationis soluble
solution in

generalequationof

the substitutions

index

N.

"

this is the

generalequationof

described

in

in the

The

When

the

stated.

cases

"

The

2.

finite number

in

this

v.

effected,and

proceduredoes

equationwith

equationwith

vjz,and

the

with
equation,

""4'1, 411

which

of transformations

To solve the

therefore

are

But

limiting
form of Riccatis

processes described
Riccati's equation,the value to

" 4'] (2),is

" 4"1

index

the

so

give the

not

compact form.

4" 12.

write y

aY\

equationbecomes

The

index
of the

index

"

2 is

"

2.

appliedto
continually

are

index

the

index

tends, when

not
consequently

types hitherto under

in

soluble

by

-*"

consideration.

2, namely

"

equationbecomes
dv
z

tt

bv-

dz

and

this is

an

equationwith

Hence, in this
of

the variables

limiting
case,

elementaryfunctions.

Riccati's

separable.
equationis

still soluble

by

the

use

13]

4-1 1-4-

This

solution
If

[). 185.

which

is

implicitly
given by Euler,Inst.

was

write

we

EQUATIONS

DIFFERENTIAL

(cf." 4-14)y

^^^
'T^-'

~"r

87

Calc. Int.

(Petersburg,
1769)," 933,

ii.

equation which

determines

r)

is

homogeneous, and consequentlyit is immediately soluble.

Euler

does

although he
which

not

gave

both

connects

mention

to

seem

the

the solution of the

equation of

any

limitingcase
homogeneous

Riccati's

of Riccati's
linear

type with

linear

equation explicitly,

equationand

the transformation

equation.

It will appear subsequently


(""4*7 4-75)that the only cases
the cases
Riccati's equationis soluble in finite terms
which have
are
"

examined

This
than

theorem, due

converse

soluble

cases

will
notation),

First transform
constants

follows

as

(1)

Riccati's

Define

new

ah

-c\

cases

^'

'"'"'"

those in which

are

variable

by

the

so

zu

equationin

'

odd

integer.

equation

-^

that the

2q-2;

1/q is an
1

variables and

equationis

the soluble

recondite

cases.
specified

" 4"1 (1),by takingnew


equation,

-v/h,

(2)
and

in the

more

the transformed

equationis soluble

much

solution of Riccati's equationin the


a
constructing
changes
by Euler*, and this method (withsome slight
explained.

be

now

C(jurse,

of

devised

was

of the values

one

of Riccati's equation.

Elder's solution

method
practical

been

(orboth) is zero.

Liouville,is,of

to

now

_9

or

that the

Bernoulli's theorem

4"13.

in

in which

also the trivial cases

has

_S_K.

_4_4-

0-

and

the index

; that is to say, those in which

in which

dw
ciz

is

2c.^-

A solution in series of the last

(?

) ^^^'-''^'^
=

0-

equationis

providedthat
Ar+,

(2qr +

q +

l){2qr +

8^c(r +

~A7
-Nov.

[1764],pp.

Comm.
154"169.

Acad.

Petrop.

1)

'

viii.

(1760" ] 761) [176:^],pp.

:5" 63

and

ix.

(1762-1763)

88

THEORY

and
+

so

1/(27H+ 1);

this

and

^m^"*'" if q has either of the values

with the term

the series terminates

[CHAP. IV

FUNCTIONS

BESSEL

OF

solution*

proceduregivesthe

examined

Bernoulli.

by

generalsolution of Riccati's equation,which is not obvious by this method, was


by Hargreave, QuarterlyJournal, vn. (1866),pp. 256"258, but Hargreave's
given explicitly
two years later Cayley,Phil. Mag. (4)
form of the solution was
complicated;
unnecessarily
tion
vii.
348"351
(1894),
xsxvi.
Papers,
[Collected
pp. 9"12], gave the generalsolu(1868),pp.
chief
diiference
between
the
Euler's
r
esembles
s
olution,
in a form which closely
particular
The

the two

solutions

being the

reversal of the order of the terms

of the series involved.

simpler form of the equation than (2),because he took


Cayley used a slightly
multiplesof both variables in Riccati's equation in such a way as to reduce it to

(5)

0.

Cayley's
generalsolittion of Riccati's equation.

4'14.

We

,-2_^2,-2

constant

have

equationis reducible

that Riccati's

justseen

the form

to

dz

given in " 4'13 (2);


this equation,which
equation.
When

make

we

and

shall

we

is to

the

explainCayley'sfmethod
regarded as a canonical form

be

and, if f/jand

U^

are

respect to

the
system of solutions of this equation,

form

of Riccati's

constants
arbitrary

and

equationis

primesdenote differentiationswith

z.

To express

U^ in

Ui and

finite form,
V

so

that the

in

lu

equationsatisfied by zy
proceedingin ascendingpowers
^-1
q{q-\)

1-

write

we

{cz^jq),

exp

is " 4-13

(4). A solution

of this

we

When

Phil.

take

the memoirs

(iriKSi^l)^,2,2.

.,^+

q{q-l)2q{2q-l)

J This

cV9

Uj^to be exp (czi/q)


multiplied
by this series.

the index

of the Eiccati

Mag. (4) xxxvi.

by

equation

of z'i is

(q-l){Sq-l)(oq-l)
q{q-l)2q(2q-l)Sq{Sq-l)
and

Riccati's

0 ;

fundamental

of

solving

the equationbecomes
(\ogv)/dz,

c^z^-^-^v

solution of the canonical


g'eneral

Avhere Cj and C^ are

substitution!
r]

(1)

of

now

Euler

(1868),pp.

which

were

equation is
348"351

2, equation (4) is homogeneous,

[CollectedPapers, vir. (1894),pp. 9"12].

cited in " 4-13.

is,of course, the substitution used

in

1702

by

James

Bernoulli; cf. "

1-1.

Cf. also

4-14]

DIFFERENTIAL

Now

U"

EQUATIONS

equation(1) is unaffected by changing the signof

U,

^
exip("cz'i/(j)

integer.
multipliedby
Ui, U^ form
If q

ratio

the

Since

qiq

(q-l){3q~l){5q-l)
q(q-l)2q{2q-l)Hq{Sq-l)

U^

fundamental

the

were

equation(1) in

when

q is the

U^ is the

algebraicfunction

an

so

take

we

(q-l){3q-l)

series terminate

both of these

and

c,

^q{q-l)2q{2q^'''''

'"

1)

and

89

of
reciprocal

of an
reciprocal

odd

exponential function

exp

of z-J, it cannot

of solutions of

system
an

odd

(fz"i +

"

be

constant

...

positive
{2cz'^lq)
;

and

so

(1).

we
negativeinteger,

should

write

the form
"P

(v/z)
0,
-c'{l/z)-"i-'{vlz)
d{l/zy
=

it follows that

whence

where

Fi

j^

V2

and

detail in
The

""4-4

reader

equation,when

It is to be
to terminate

"

4-42

and

constants, and

(+ cz^/q)

exp

series which

The

see

72 are

"

have

been

now

l)

q{q

obtained

l)2q{2q

will be examined

...

l)

in much

greater

4-42.

should

have

it is soluble

noticed

with

c-z-"i+

-q{q

that

the term

uo

the following
in constructing
solutions
difficulty

of Riccati's

in finite terms.

the

series

the
as
"'1,U2 (or l"i,V.^,

before the first term

Glaisher,Phil.

Trans,

which

of the Royal

has

Soc. cLXxn.

zero

be) are supposed


may
factor in tlio numerator
;

case

(1881),p.

773.

90

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

Among the writers who have studied equation (1)are Kummer, Journal fur Math. xii.
(1834),pp. 144"147, Lobatto, Journal fiirMath. xvii. (1837),pp- 363"371, Glaisher (in
the memoir
reference has just been made), and Suchar, Bull, de la Sac. Math, de
to which
" 4-3.
France,xxxii. (1904),pp. 103"116
; for other references see
The

reader
soluble

obtainable

by taking j

2 in

second

the

(1),and

included

it is not

so

of Riccati's

form

equationwhich

This is

reduced
easily
independentvariable.
To solve the

examined

was

Schlafli
equation,

arrived

the

at

generalsolution

of the
2/

solution of

(1) is

m!

r(a

equationin

y is

between

function

1, 0

Later

Ann.

c.,F{-a-l,t)

cd-^'F

(-

a,

t)

somewhat

s, defined
1
'*'
2

as

the series

a^
"

a^

1
"""

2^2+1)

2T 3

"

0^2+17(2
+

"^

""*

2)

'

used
of Schlafli's function,was
evidentlyexpressiblein terms
by Legendre,
of his proofthat tt is irrational.
(Paris,1802), note 4, in the course

the function
his Math.

di Mat.

was

studied

notation

(witha

different

Papers(London, 1882), pp.

(2)i. (1868),p.

series (" 1"1)is to be associated

t This

t).

de Geometrie

fragment in
*

a,

equation and Bessel's equation is thus


is necessary ("4*43)
tedious investigation
Cayley'ssolution and Schlafli's solution.

between

Elements

1)

Riccati's

is

'

evident ; but

The

exhibit the connexion


Note.

new

then

c^F{a,t)+

rendered

c,F(a, t)+ c.d-"F (-

cV^+^Fja
"

connexion

pn

F(a,t)=

1=0

which

was

'

00

to

equation

Iff

The

Schlafli

wrote

dt

The

by

" 4-13(2) by taking "t-^'la as

of

the form

to

''"^

the

cases.

^^t^-t-^-Ht\

(1)

and

the soluble

among

coMonical form of Riccati's equation.


Schldflis

4-15.
The

that

and

diately
0, the equation(1) is homogeneous and immeq
Bernoulli (" M) is
order equation solved by James

that when

will observe

should

be

232.

with

The

reader

will

Schlafli's solution

compared

with

notation) by Clifford;see
346

see

rather

the notation

posthumous

349.

"

that
than

of " 4-4.

James
with

Bernoulli's

solution

Cayley'ssolutiou.

in

92
reader

The

the

majority of

Univ. Nach.

And

the results

5, 7, and

1898, nos.

of the equationdiscussed
generalisation

obvious

(1)

Euler*.

by

either P

is

" 41

Qy^Ry^

P +

ox

are

any

Set. Math.

pointed out by Enestrom, EncyclopMiedes


of this type namely
equation
special
It

in

given functions of z. This equationwas investigated


R is identically
It is supposed that neither P nor
zero; for,if
R is zero, the equationis easily
integrable
by quadratures.

P, Q, R

where

4.

1899, no.

Riccati equation.
generalised

4*2. The
An

short paper
a
by Siacci,Napoli Rendiconti, (3) vir.
monograph on Riccati's equation,which apparentlycontains
of this chapter,has been producedby Feldblum, Warschau

also consult

should

139"143.

(1901),pp.

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

was

nxx

dx

nyy dx +

"

xx

dy

ii.

16, " 10, p. 75, that

xy dx

studied
pn'mi gradtts
by IManfredius, De constructione aeqiiationmndifferentialum
(Bologna,1707),p. 167. "Sed tamen haec eadem aequationon apparet quomodo construiab
bilis sit,neque enim videmus
quomod5 illam integremus, nee quomodo indeterminatas
was

invicfem

separemus."

The

equation(1) is easilyreduced to
order,by takinga new
dependent variable
1 d

(2)
The

equationthen

C^^^*

if in
Conversely,

the

logu

dz

(/^

dR] du

Tin

rv

generallinear equationof
dhi

/,.

(4)

the second

order,

du

P^d?-^P^dz'-P''''=^'

(where

jJo,Pi, p^

are

given functions

(5)

it

equationto

determine

of

write

z),we

e/.'/d2^

y is

^J _ft_"!j,_y.

(6)

dz

which

defined

equationof the second


by the equationf

becomes

/r,\

the

the linear

is of the

Riccati

type

same

equationwith

as

po

/)o

of the generalised
completeequivalence
equationof the second order is consequently

(1). The

the linear

established.
The

equationsof

1896, pp.
*

Nov.

Johnson,
t This
Calc. Int.

Comm.
Ann.

Acad.

of Math.

is the
II.

this section have

been

by Anisimov,

examined

[Jahrhuchilber die Fortschritte der'Math.

1"33.

Petrop.viii. (1760
ni.
(1887),pp. 112

generalisation of James

1761) [1763],p.

"

"

1896, p. 256.]

32 ;

see

also

short

paper

by

W.

W.

115.

Bernoulli's

(Petersburg, 1769),"" 831, 852,

Univ. Nach.

Warschau

pp.

substitution

88, 104.

("1-1). See

also

Euler, Inst.

4-2,4-21]

DIFFERENTIAL

Elder

4'21.

93

concerningthe generalisedRiccati equation.

theorems

EQUATIONS

solution of the
that, if a particuhir
by Euler*
Riccati equationis known, the generalsolution can
be obtained
generalised
solutions are
known
the general
by two quadratures; if two particular
solution is obtainable by a singlequadrature
f. And it follows from theorems
if
and
Picard
three
discovered by Weyr
solutions arc known,
that,
particular
be effected without a quadrature.
the generalsolution can
It

has

To

prove

and

shewn

been

he
the first result,let i/,,

write y

equationin

^/v- The

yo +

solution
particular

is

'^ {Q+2R"j,)v
+

of which

0,

the solution is
V

and, since
To

of

{f{Q+ 2%o) dz] + JR

exp

l/(y

"

the truth
t/o)"

"

y^ be two
y

dz

of the first theorem

the second, let y^ and

prove

{J{Q+ 2%,0 dz]

exp

0,

is manifest.

solutions, and
particular

write

ih

"

"

y-Vi

The

result of

"

dw

3/0-yi

and, when
and

dz

we

"

dz

substitute

for

last

Ih'^v

equationis

Vq

(dyjdz) and {dy^jdz)the


equationis reduced to

(y^'^^ y^
-

1 dz

"

y in the
-

p _^ q

Qya + Ry^^,the

P +

dy,

_^

{w"\y-

1) for

{yiW "y")l{w
substituting

values

iv

"

F +

Qy^+ Ry^-

1 diu
-r,

tu

so

that

where
we

tu

that y

see

exp

|/(i?y" Ryi)dz],
-

w,
integration.Hence, from the equationdefining
is expressedas a function involving
a
singlequadrature.

is the constant

r,

dz

of

solutions alreadyspecified,
prove the third result,let y^ and y^ be the
le^2 be a third solution,and let c' be the value to be assignedto c to make
To

y reduce

Then

to y.,.

yo-

c_

y-ya

yo

^
'

y-yi
this is the

and
*

t
Math.

Nov.
Ihid.
XL.

Gomm.
p.

59,

in
integral

Acad.

and

(1850),p.

Fetvop.
ix.

361.

viii.

form

u-i-i/^'

free from

quadratures.

(1760" 17G1) [1763],p. 32.

(1762"1763) [1764],pp.

163"164.

See

also

Minding,

Journal

fUr

94

generalsolution

It follows that the

in
expressible

the form

four solutions,obtained

by

then the cross-ratio


C\, Co, C^, 0^ respectively,

the values

givingC

is

y-i,yi be any

that, if ^/i,y-u

it is evident

Hence

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

{yi-y2)(y3-yA)
(2/l-2/4)(2/3-2/2)
is

; for it is

of z
independent

equalto
(6\-a)((73-C,)
(C.-QCCa-O,)'

In

the obvious

spiteof

noticed

been

until

it does

of this theorem,

character

not

have

to

seem

fortyyears ago*.

some

Riccati equationmay be derived from


of the generalised
properties
has given
linear equation("4*2). Thus Rafifyf
of the corresponding
properties
methods
of reducingthe Riccati equationto the canonical form
two
Other

|
these
form

the methods

correspondto
by changesof

of
propertie.s

Various
functions

the

been

have

"'

^(f);

reducinga linear equationto its normal


dependent and independentvariables respectively.

the

obtained

of

solution

by

of Riecati's

C. J. D.

equation in which P, ", R are


far Math. xxv. (1843),pp.

1356; cxxviii.
(1899),pp. 410
Comptes Reiidus,xcvi.(1883),pp. 1354
de V Assoc. Francaise
Jamet, Comptes Rendus
(1901),pp. 207
(Ajaccio),
228;
Autonne,

"

"

Fac. des Sci. de Marseille.,


xii.
The

behaviour

hagen, Nieuw
The

(1902),pp. 1

"

equation of

of P, "^,R
near
singularities
Wiskunde,(2)VI. (1905),pj). 209
"

the second

order

whose

23

37

"

412; and

"

Atm.

de la

21.

of the solution

Archiefroor

rational

Hill,Journal

primitiveis of

has

been

studied

by

Falken-

248.

the type

Cir)i+C2r]2+ C3rj3
^

where

the Riccati

no.
Toidouse,IX. (1895),

and

Comptes Rendus,
*

de

Weyr,

VEcole

Ahh.
norm.

is devoted

Noiiv.

Ann.

cxxxvix.

hdhm.

Ges.

s^ip.

(2) vi.

to

equation has various


t

of integration(which is an
obvious
generalisation of the
equation),has been studied by Vessiot,A7m. de la Fac. des Sci. de
6 and by Wallenburg,Journal fitrMath. CXXi.
(1900),pp. 210
217;

constants

Ci, c^, c-^ are

primitiveof

C1C1+ C2C2+ CSC3'

the

(1903),pp.

1033

"

Wiss. (6)viii. (1875"1876), Math.


Mem.
i.
Picard's
(1877),pp. 342"343.
thesis, in

theory of surfaces

and

applications.

de Math.

1035.

(4)ii. (1902),pp.

529"545.

twisted

curves"

p.

30; Picard,

which

theory

the
in

Ann.

result

which

is

Sci.
tained,
con-

Kiccati's

4-3]

DIFFERENTIAL

Various

4'3.
The
Bessel's

EQUATIONS

95

of Bessel's equation.
transformations

about to investigate
derived
are
equationswhich we are now
transformations
of
the dependentand
equationby elementary

from
pendent
inde-

variables.
first type which

The

where

is

unrestricted

an

shall consider

we

The

constant.

equationis of fi-equent
occurrence
is
problems,
usuallyan integer.
p

and, in such
physicalinvestigations,

in

is*

equation has been encountered


Theory of Sound by Poisson,Journal
Stokes, Phil. Trans, of
pp. 249"403;

in the

of Heat
and the
Tlieory of Conduction
xn.
Polytechnique,
(cahier19), (1823),
the Royal Soc. 1868, pp. 447"464
[Phil.Mag. (4)
XXXVI.
(1868),pp. 401"421, Math, and Phys. Papers, iv. (1904),pp. 299"324]; Eayleigh,
Soc. iv. (1873), pp. 93"103, 253- -283
Math.
Proc. London
[Scientific
Papers, i. (1899),
in
in
which
2
The
the
occurs
specialequation
138,
139].
Theory of the Figure of
p
pp.
The

de

VEcole

the Earth;

Ellis,Camb.

see

Since

Journal,

Math.

equation(1) may

li.

be written

d(uz-i)

^d-{uz-^)

(1841),pp. 169"177,

193"201.

in the form

.",,.

_,

,1..,,

its general.solution is

(2)

ii

zi%+.{ciz).

the equationis equivalentto


Consequently

Bessel's

equationwhen p is
unrestricted,and no advantageis to be gained by studyingequationsof the
form (1) rather than Bessel's equation.But, when
tions
the solujj is an integer,
of (1) are
"in finite termsf" (cf." 3 4), and it is then
expressible
desirable to regard(1) as a canonical form. The relations between
frequently
various types of solutions of (1) will be examined
in detail in ""4'41
4'4:).
"

Tiie second

type

of

the

dependent variable

The

roots

vz~P

equationis
which

of the

indicial

we

thus

are

generalsolution

(4)
"'"

Mem.

See

t This
Las

Plana, Mevi.
was

just been

di Fis.

known
made.

della B. Accad.
della
to

transformation

equationhave
and

"

p, and

zero

so

we

of
root.

write

dv
2

zP+^'",,+,(ciz).

delle Sci.

Soc. Italiana

Plana, who

p+l

(1) by

is
v

di Mat.

2p

from

indicial

equationof (1) are


led to the equation
c?-y

the

the

makes

/Q\

of which

derived

di Torino,

studied

xxvi.

(1821), pp. 519"538,

(1828),pp. 183"188.
equations (1)and (5)in the paper

delle Sci.

andPaoh,

xx.

to which

reference

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

96

Ann. Sci. de VEcole nm-m.


sup.
Equation (3),which has been studied in detail by Bach,
L.
Ann.
Lorenz,
see
certain
investigations;
in
physical
(2) III. (1874),pp. 47"68, occurs
i. (1898),pp. 371"
[OeuvresScientifiques,
(188.3),
der Physikund Chemie, (2)xx.
pp. 1"21
Solutions
of equation(3)
287"291.
396];and Lamb, Hydrodynamics (Cambridge,1906),""
examined
been
by Catalan, Bulletin
fractions (cf.
"" 5-6,9-65) have
in the form of continued
See also Le Paige,ibid. (2) XLi.
(1871),pp. 68"73.
R. de Belgique,(2)xxxi.
de VAcad.
935"939.

(1876),pp. 1011"1016,

Next,

we

in its normal

derive from
We

form.

(3),by a change of independentvariable,an equation


where q
write z
l/{2p+1), the equationthen
^^Iq,
=

becomes

'^^,-cV^-'v

(5)

0,

its solution is

and

(6)

When
taken

to

into the

is absorbed

factor

constant

a'i/qy'^'^^'^m,){ci^'^lq).

symbol '^,the

solution may

be

be

r*"^l/(2,)(c^"W(Z)"
has

Equation (5),which
Mem.

uher die BesseVschen

Studien

encountered

Tonno,

in

1868), pp.
(Leipzig,

Functionen

of the researches

interesting

account

been

studied by Plana,
Cayley, Phil. Mag.
9"12]; and Lommel,

112"118.

been

system of equationswhich has now


by Glaisher*, whose
systematically

The

" 4-14, has

(1821),pp. 519"538;

xxvi.

Papers,vii. (1894),pp.
[Collected

348"351

(1868),pp.

(4) XXXVI.

alreadybeen

delle Sci. di

della R. Accad.

constructed

important memoir

equationshave been studied from a different aspect by


regardedthem as degenerateforms of Lame's equationsin

the invariants g.^and

433"438;

contains

an

Haentzschel
which

both

of

zero.

by Glaisher should
Messenger,viii. (1879),pp.

followingpapers

The
pp.

g-^ are

cussed
dis-

of earlier writers.

The
who

has been

also be consulted
20

Proc.

23;

"

Phil.

London

Mag. (4) xliii.


Math.

(1872),
(1878),

Soc. ix.

pp. 197"202.
It may

be noted

that the forms

of

equation(1) used by

various

writers

are

as

^J+y=^^^"
d^R

-j^"

(Plana),

n{n + \)

a-u="

",
"

follows:

/p

"

(Glaisher).

u.

of a
by Greenhill|in his researches on the stability
Equation (5)has been encountered
variable
u
nder
When
of
the
the
cross-section
action
of
cross-section,
pole
gravity.
constant, the specialequation in which j f is obtained, and the solution of it leads to

vertical
is

Bessel functions
*

Phil. Trans,
and

Dublin

of order

of

the

Math.

Royal

1
.

Soc.

Journal,

clxxii.

(1881),pp. 759

"

828 ;

(1854),pp. 272"290.
Math,
und
t Zeitschrtftfiir
Phij". xxxi.
(1886),pp. 25"33.
Phil. Soc. iv. (1883),pp. 65"73.
X Proc. Camb.
ix.

see

also

paper

bridge
by Curtis,Cam-

4-31]

DIFFERENTIAL

Lommel's

4'31.

transformations
of Bessel's equation.

examined
types of transformations of Bessel's equationwere
by
two
of a somewhat
occasions;his earlier researches* were
special

Various
Lommel

97

EQUATIONS

on

type, the later f

much

were

In the earlier

general.

more

that
after observing
investigation,

the

generalsolution

of

is

(2)

3/

Lommel

proceededby

generalsolution
which

is

^'"g;(^),

direct transformations

where
z^''~''9$\{jz^),

a,

to construct

/3,7

it will be sufficient to quote, is that the

the

equationwhose
His

constants.

are

result,

generalsolution of

is

(4)

it

/3 0, the generalsohition of (3) degeneratesinto

When

and

when

unless jiv \H
The

into
0, it degenei'ates

zero.

solution of

(3)was

be sufficient to quote the

givenexpHcitlyby Lommel
followingfor refei'ence :

in

nvmierous

specialcases.

It will

^^-'^A^.
cfe^+.-rf^+n.^'-?)^*=^'

(5)

"=.i''%^.(v/.).'

0;
,g* (l_,)J+l"

(7)

ctz-

az

(9)

^2 /32/.-23

(11)

P^"zu0;

An

2^''-"'2?,(7^^).

--'

0;

u=

u=zi^i(izi),2H#j("ul).

of Stokes' researches

account

zi-^i/c,^)
(yz?).

on

the

solutions

of

equation (11)will

be

given in

"" 6-4,10-2.
*

Studien

(1871),pp.
t Math.
w.

B.

liber die

Bessel'scken

Functionen

(Leipzig,1868),pp. 98"120;

Math.

Ann.

475"487.
Ann.

F.

xiv.

(1879),pp.

510"536.

iii.

98

THEORY

Lommel's

OF

later researches

appeared at

about

the

same

to

the

two

by Pearson*, and several results are common


procedurewas to simplifythe equationf

d^jylxi^)] 2v-ld[ylx(z)]
d[y^{z)Y
yjriz) d^Jriz)
of which

the solution is

reduction

the

y}r{z)

adequateto

'

%(^)]%(^)

^ ^

%(^)

-'^

J -^

equation

take

"^(^) ^'(^){%(^)Plt(^)}"-^-

(14)
If

^^

x(^)Ja^

i^iz)

define the function (f)


(z)by the

It Avillbe

Lommel's

equationbecomes

l[ylr(z)
Now

memoir

papers.

(^)

as

x(^){^i^)V'^Mf(^)}-

(z)
[yjr

dz^

time

("4'3)

(12)
On

[chap. IV

FUNCTIONS

BESSEL

we

eliminate

dz"-

(^)"it is apparent

^{z)

that the

generalsolution

of

dz^\_4^\"l,{z)\
2cf"{z)
l

yfr'
(z)]

+
4"\^}r'(z)yfr{z) + |^2(^)_^.+ ^'ir{z)\
j

1J

'Z

IS

(^(z)yfr(z)]

As

"^^)

special
case,

if we

take (p(z)
=

1,it is seen

that the

generalsolution

2-

of

IS

(18)

y=snir(z)/f'{z)}."^^{.jr(z)}.

Next, returningto (13),we

take x

(z) [y\r
{z)Y-\ and
=

we

find that the

general

solution of

is

(20)
*

Messenger,

y=W{z)Y'i^^{y^{z)].
ix.

(1880),pp. 127"131.

The

functions

(z)and i/(z)are

arbitrary.

100
4-3 this is

By "

where

is

in
integrable

integer;

an

if

finite terms

that

so

J)4s

(l-r)^}

(2)

,.

The

in the trivial
equation is also obviouslyintegrable

2="

compact notation,invented

is convenient
write

the
expressing
subsequently

for

and

now

{0L)n
The

notation

which

by

series which

{a +

...

will be used

and

Pochhammer*

2)

Pq,

...,

"

(a)"

1.

("i)n
{Cli)n ("p)n
"

"

"

rr~Y~Y~\

''

"

\Pi)n \Pi/n

"

"

"

7T\
\Pq)n

,.

particular,
^"{Ph

i -i"^

,F,(p:z)=

functions defined

by

2;(p)2

^.{ph

z-

0^^-\p)n

n=0

The

modified

In

2.

b}^Barnesf,
We shall
investigated.

1),

n-

ap, pi, p.,

m=

is,in general,

...,

be

to

are

00
ITT

pJ^gK^i,0(2,

and

.4=0

cases

for series ofhypergeometrictype.

l)(a + 2)

ci{a+

^^^^

of Pochhamvier

The notation

4-4.

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

ni{p)n

the first three

series

are

called

generalised
hyper-

geometricfunctions.
It may be noted here that the
differential equation

and, when

p is not

an

Various

iF^(a; p; z) is

an
integer,
independentsolution

z^-^

It is evident

function

.,F,{a-p

l; -I-p;

of this

solution of the

equationis

z).

that

have been studied


integralrepresentationsof functions of the types ji^j,
0F2,0-^3
3Iath. Ann.
xli.
(1893),pp. 174"178, 197"218.

by Pochhammer,
*

Math.

Ann.

xxxvi.

t Proc. London
of the

suffixes

_p and

Math.

(1890),p. 84 ; xxxviii.
Soc. (2)v. (1907),p.

q before and

after the F

(1891),pp. 227, 586,


60.

The

to render

inodilieation
evident

587.

due

Cf.

" 4-15.

to Barnes

the number

is the insenion

of sets of factors.

4-4, 4-41]
4 '41.

We

DIFFERENTIAL

Various

shall

EQUATIONS

solutions in series.
examine

now

various solutions of the

^-c^u
and

obtain

101

relations between

in Pochhammer's

equation

1-^-2 u,

them, which

will for the most

part be expressed

notation.

It is

supposed for the present that p is not a positiveintegeror zero,


since the equationis unaltered
and, equally,
by replacing
p by
^3" 1, it is
supposedthat p is not a negativeinteger.
"

It is

alreadyknown ("4-3)that the generalsolution*


solutions
givesrise to the special

this

zP+'

The

which

.oF,{p + r, i c'z');
be written

equationmay

is

and
z^^S'p+'^iciz),

.oF,{l-p; i c'z').

3-P

in the forms

suggestedby the fact that the functions e*"^^ are


original
equationwith the right-handside suppressed.

solutions of the

are

When

^ is written

(^
When

for

1) (^

jt)

the
{djdz),

solve these in series

we

+ l; 2p
zP+'e^'.^FAp

^p+i Q-cz

last

,^F,{p+ l; 2p

2c^^

jj) {ue^'')"

(weT")

we

are

z'P e''

2; 2cz) ;

o.

four expressions
for u:
following

led to the

2; -2cz);

pairof equationsbecome

,F,(- p

z-^' e''-

-2cz);

-2p:

.iF^{-p\ -2p;

2cz).

the left are


of series,
the two expressions
on
Now, by direct multiplication
And the expressions
in ascendingseries involving
zV'^'^,
z^"^-,
zP'^\
expansible
....

on

the

involve
rightsimilarly
the

are

powers

when

same

2p

is not

we
integer,

an

2cz)

e'"

^oFAp
e''.,F,(-p; 2p

J^)

2cz)

These

formulae

due

are

to

Kummerf.

values of p, the truth of (2) is obvious


We
*

to consider

have

now

It follows

from

"

3-1

that

the

cases

fUr Math.

xv.

(1836),pp.

138"141.

of

2p^2;

2cz)

ic'^')^

,F,(- p

2p

2cz)

oF^{i-p; \"fn
(1) has been provedfor general

replacing
p by

when

specialinvestigationis

integer.
t Journal

e-"

When
on

I ;

sets

have

must

,F, (p

of the two

none

....

e'^'.,F,(p+l;2p-v2-

(1)

Since

z'^, z^-p,z--'',

2p

is

an

-p

l in

"

(1).

integer.

also necessary

when

is half

of

an

odd

102

the solutions which contain z'P


p has any of the values i, f |, ...,
3-52),
factor have to be replacedby series involvinglogarithms(""3-51,

When
a

as

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

of

only one solution which involves only powers


equation(1) still holds.
previousreasoning,
of the
values 0, 1, 2,
a comparison
When
p has any of the
and

is

there

By

z.

lowest

powers
obvious

...

of

in the solutions shews

involved

that there

relations of the form

no

are

(1) stillholds ; but it is not

that

z-P,F,{\-p- ic^z"-)z-Pe'\FA-p- -'2p: -2cz)

We
and

shall

(2) which

^; \"z^

are

not

zero.

of (1)
have to give an independentinvestigation
consequently
of series.
depends on direct multiplication

In addition

Note.

which

constants

are

z-Pe-'\F,{-p; -2p; 2cz)+ hzP+\F, {p + ^ ; \c'z%

kj,ko

kzP+\F,ip

where

the

to

should

researches,the reader

Kummer's

consult

the

tions
investiga-

Papers,
(1868),pp. 348"3.51
[Collected
by Cayley,Phil. Mag. (4)xxxvi.
Phil.
(1872),pp. 433"438;
9"12] and Glaisher,Phil. Mag. (4) XLiii.

of the series

(1894), pp.

VII.

Trans, of the Royal Soc.

The

the solutions in series.

between

Relations

4'42.

(1881),pp. 759"828.

CLXXii.

equation
e'\F^{p+ \\ 2p + 2; -2cz)

which

part of equation(1) of " 4-41, is

forms

due

generalformula

to

p;

of the

case
particular

more

which
presently)

e^.FAp-a;

p;

0,

and p subjectto certain conventions


(whichwill
have to be made
when a and p are negative
integers.

holds for all values of

be stated

2; 2cz),

Kummer*

.FAa;

(1)
which

e-'\F,{p+ \; 2p

that p is not a negative


integerand then the coefficient of
^" in the expansionof the productof the series for e^ and iF^{p a; p ; -t) is
We

first suppose

"

nC"i {p

"=o(w-m)! w!(p)^

w!(p)nm=o
1=0

"),"(1

n)r,

,(1 -a-n)n

nl(p)n
(a)"
'

ifwe
in

firstuse

the numerator;
result

The

values
*

III.

Vandermonde's

!(p)n

theorem

f and

then

reverse

the order of the factors

and the last expression


is the coefficient of ^^ in iFi(a,p', 0-

requiredis therefore

established when

and p have

generalcomplex

J.

Journal

(1874),p.

fur Math.

xv.

(1836),
pp.

138

"

141;

see

Ann.
also|,Bach,

Sci. de VEcole

norm.

sup.

(2)

55.

t See, e.g. Chrystal,Algebra, ii. (1900),p. 9.


X Another
Trans.

Camb.

the theory of
on
(1908),pp. 254"257.

proof depending
Phil.

Soc.

xx.

contour

integrationhas

been

given by Barnes,

4-42]

DIFFERENTIAL

103

EQUATIONS

unless
equation(1)is obviously
negativeinteger,
meaningless
of (1) in these
also a is a negativeintegerand |a ]" |p |. The interpretation
will be derived by an appropriate
circumstances
limiting
process.
p is

When

so
negativeinteger(= N) and let p not be an integer,
is valid. The
series iF-^{"N; p: ^) is now
a
that the precedinganalysis
sists
^) is an infinite series which conterminatingseries,while ^F^ip + N ; p;
in
\vhich
the
earlier
followed by terms
factors p + N,
of iV + 1 terms

First let

be

"

"

p +

N
p +

li^'i
(p + iV
is any

; p ;

then

^11'*^

"

-\-l,N

the last term

in which

then

we

the

does

numerator

to

see

01 =.F,(-.Y;

replaceN hy
-M-

ordinarycase

and

"

^)^

and

from

have

M+2;

^)

This could

,F,(-N;
have

been

value, and
integral

an

with

this result combined

(.5)

Cf.

far

^^^^"*"\
^-^^+-,
...

the term

as

the

vanishing

though

as

^^\ i.e.

their ratio

that

-M;

^ by
,F,{N

Ol

have

^,we
M;

-J/;

(2),(3) and (4)

we

-^1
1

e^.FiN +1;

^v

H-

2; -^),

deduce

fi'om (1)by givingp-a


directly
making p tend to its limit.

derived
then

2 ;

that

0^=e^^F,{Iy-M",-^r:-n-^.

-M;

v. (1871),
pp.77"
Gayley,Messenger (oldseries),
462],and Glaisher, Messenger, viii. (1879),pp. 20" "23.
*

in

.^^M+l^ (,Y+

of (1) we

,F,(M-N-\-l-

y^

in

factor,w^hile

zero

proceednormallyas

being cancelled

N\{M-N)\

an

-0^,

contain

not

wnth terms

denominator

-M:

,F,iN-M;

(4)

form
M, and the limiting

"

that the series is to stop at the term

this convention, it is easy

When

-*

^)-]=e^,F,(N-M;-M;

means

and

,F,(-N;

(3)

equality.

of

With

....

the limit when

it is to continue

factors in numerator
one

2,

that the series is to

symbol ']means
and
(^^'~^\

be written*

symbol 1

As

...

"

N,N
integers

in w^hich the

were

both

,i^,(-iV; -.";

(2)

in

in the denominators.

I, p +2,

p, p +

be cancelled

can

cancelled,the series for i^i(- iV; p; ^) and


functions of p near
continuous
M, where
p

'may proceedto

we

(1) may

"

of the

Hence

the

in the numerators

in the sequences

...

these factors have been

When

of

2,

the later factors of the sequences

with

82

Papers, vm.
[Collected

(insteadof

a)

(lB95),pp.4oS"

104

THEORY

We

examine

next

which

forms

[CHAP. IV

FUNCTIONS

BESSEL

equation

the

^\F, (^ +

(6)

OF

1 ;

2p

2 ;

2cz)

o^^i
(^

f ; \c'z%

which

equation(1) in " 4'41,and

of

the remainder

is also due

to

Kummer*.
the coefficient of
suppose that 2p is not a negativeinteger,
the productof the series on the left in (6) is
If

we

(- 2r

"

{p

{-Y

1)",

Now

"

2'"

expansionof (1

l{n

(1
2t)-P-'

and
t)'^+^'-^\

it is

so

m)

2t)-v-'(1

dt

r"-i
^)"+2i"+i

no+)

-".\

"" in the

equalto

1
\

(1

(1

!/2)-p-h"-'"-irfM,

t/(l t)and the contours enclose the originbut no other singularities


integrands.B}^expandingthe integrandin ascendingpowers of u, we

of the

"

that the

see

2;)-!)"_",

l)n-m is the coefficient of

"C,rt
(^J+ l)m ("n-2p-

/"(0+)
/"(0+)

27r*

where

lX"(-n-

"""

(p

(2p + 2)," (2p + 2)" ,"^o

{n-m)\m\

,"=o

2,"

{czy'in

integralis

if n is odd, but it is equal to ~^i~~^

zero

when

is

even.

Hence

it follows that

jczT'

^
_

and

this is the result to be


When

the

make

we

p tend

limiting
process

same

lim

,F^{p +

\:

proved.
to the

as

value of

negativeinteger, N,

we

find

by

before that

2p+2;

2cz)

,F,(1-N;

2iY;

2cz) 1

^'^

(-V-'(N-1)]N^
^

i2N-2)l(2N)Y

(- ^"^"""' ^^^ (^' 2^5


"

2cz).

'

It follows that

oF,{^-N; ic'z"-)e'''.,F,{l-N;2-2N;

-2cz)n

(-Y(]V-l)\Nl

^^''^''''" ^^^^^"
(2^)!

"^

""

(2i\r-2)!
If

we

change the signsof

"

and

throughoutand

2iV^'-2c^"-

add

the results

so

obtained,

find that

we

(7)

2.,F,{^-N;

lc-^z')=e".,F,(l-N; 2-2N+

e-''
.

-2cz)1

^F, (1

iY;

2N; 2cz) ~^

Journal
filr Math. xv. (1836), pp. 138"141.
In connexion
Barnes, Trans. Camh. Phil. Soc. xx. (1908),p. 272.

with the proof given here,

see

4-43]

DIFFERENTIAL

the other terms


the

course,

For

on

"

see

The

rightcancelling
by

proofof

of

use

Rummer's

equation(1).
with

This

is,of

different notation.

formulae, by the methods

gration,
inte-

of contour

6"5.

equation.
Sharpes differential

equation

.g |

(1)

which

J-^r+},
(icz)in finite terms

for
expression

Barnes'

4 "43.

the

105

EQUATIONS

is

(. + 4),

0,

of Bessel's equation for functions of order zero,


generalisation
of
the
reflexion of sound by a paraboloid.It has been
occurs
theory
which
reduces to
investigated
by Sharpe*,who has shewn that the integral
unityat the originis
a

in the

y=G\

(2)

(io^{zGo^6+A\o^(tot\d)d6,
Jo

where
"iff

(3)

['"cos
(A logcot

hd) dd.

Jo
This

is the

its convergence

write

(4)
^

'^

It is easy

to

values of A

from

see

for which

cos

cos

(^0+.

j/(^)

of the

'

tanh

and
(f),
tanh

To

vestigat
in-

it becomes

"^)
^

cosh(/)

./(,

this form

integral(" 2'3).

of Parseval's

appropriatemodification

that
integral

for

it converges

(complex)

1, andf

"

"

cosh ^ttA.

IT

in great
integTalhas been investigated
successive
given elaborate rules for calculating

The

y in powers
A

of

simpleform

reader should
*

by Sharpe

coefficients in the

and

of the solution

have

no

(which

was

e"'2,Fi(i+ iU;

expansionof

1;

2{z).

xii.

(1884),pp.

66"79

result.

; Proc.

Comb.

Phil. Soc.

pp. 101"136.
e.g.

has

givenby Sharpe)is

not

this
in verifying
difficulty

Messenger, x. (1881),pp. 174"185

t See,

he

z.

2/

The

detail

Watson, Complex Integrationnnd

Canchtfs Theorem

(1914),pp.

64-

-65.

x.

(1900),

106

OF

THEORY

the second.

Equationsof order higherthan

4"5.

[CHAP. IV

FUNCTIONS

BESSEL

equationof any order,which is soluble


its possibility
of Bessel functions,has been effected by Lommel*;
by means
depends on the fact that cylinderfunctions exist for which the quotient
Wy (z)l^_y(2)is independentof 2.
The

of

construction

differential

functions

of the

Each

possess
Now

and

is the

this

form

fundamental

hence

2v.

and

2n,

(ii)if

or

have

we

result that the functions

that 7^"=

so
(" )"c^",

ic exp

values
possible

2^^

Jn(y V^)?

{r-rriln). (r
obtain

we

that
=

0, 1, 2,

solutions

2n

of

1)

n"
,..,

these

(2),and

system.
we
H^'\,+i,

Next, if '^"+.denotes

and

off

value such

all

if

integer,n,

an

Yn,

either J,ior

By giving7

is

"

1.

solutions

has any

(i)if

order

obtain Lommel's

equationwe

^/2)are
2i^Yn{'y

where

2?i +

if 9^n denotes

Hence

From

either

case

) K-.n
(Iy)-^*'""
(7 V^),

rightis of

the

on

not.

in the form

2^"^^ (7 ^2)

cylinderfunction
This

integeror

an

" 3'9 (5) is written

when

(1)
the

is

iT,'''
{2), H^'^^(z)

of the third kind

the functions

[""2-31, 3-5]; and


it ("3"61),whether

property

this

order, possesses
Yn{z), of integral

and

Jn{z)

2'^'"''^^
H^^\+),
(7 ^^z)is

have

that
so
'^_(n+A)e'"+^"^'^n+i,
=

solution of

d^-^_(^cr^
where

has any

value

the solutions

and
*

Studien

ilber

so

that

such

obtained

die BesseVschen

g^
7^''+! c^"+i Q-^n+\)n%^

-ic
form

exp
a

Functionen

+ ^)},
{r7rij{n

fundamental

^j^g^^

(r

0, 1, 2,

2?i)

system.

(Leipzig,18G8), p. 120;

Math.

Ann.

11.

(1870),

pp. 624"635.

has

The

been

more

generalequation

discussed

by Molins,

Mem.

de VAcad.

des Sci. de

Toulouse, (7)viii.

(1876),pp.

167

"

189.

108
These

four

give the following equationsand

cases

(6)

(8)

g|,"g|.l";

^^

w;

These

to be the

seem

^*{"^i(^)
+ #i(^2)},

onlyequationsof Nicholson's type which are


case
2, the equation(5)is homogeneous.
n

in the

their solutions

u=z-^{"^i{izi)+WU"^h],

of Bessel functions

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

soluble with
Nicholson's

the aid

general

equation is associated with the function


2 +

^3-2fx

2fi

"^^V4-2/x'
4-2/i'
4*6.

z^-'^

l+2fi

4-2/x' (4-2^)V

equations.
Symbolicsolutions of differential
mathematicians

Numerous

given solutions

have

of the

equation" 4'3 (1)

namely

"--=^-^^".

(1)
in

symbolicforms, when
connected
intimately

are

It has been

j:)is
with

positive
integer(zeroincluded).These

the

(|4'3) that

seen

formulae

recurrence

the

generalsolution

for Bessel
of the

forms

functions.

equationis

2i%+^{ciz);
and

the

from

recurrence

formula

" 39 (6) we

have

{ciz)].
[z-i'S^
lj"j'

zi%^,(ciz) (- ciyzP^^
=

Since

where

any

function
cylinder

and

/3 are

of the form

as
'W^{ciz)is expressible

constants, it follows that

the

generalsolution

of

(1) may

be written

(2)

"

.P"(4Y?"!!"^"r.
\zdzj

where
*

modification

of this,due

/8'= /3/c.This
ajc,
"

to

may

Glaisher*, is

be

seen

aV^+/3'e~'^^
once.
by differentiating

Phil. Trans,
remarked
of the Royal Soc. clxxii.
(1881), p. 813. It was
by Glaisher that
equation (3)is substantially
given by Earnshaw, Partial
DifferentialEquations (London, 1871),
p. 92. See also Glaisher, QuarterlyJournal, xi. (1871),p. 269, formula
(9),and p. 270.

4-6]

DIFFERENTIAL

109

EQUATIONS

equivalentto (2) was set by Gaskiti as a problem* in the Senate House


published by Leslie Ellis,Camb. Math. Journal, ii.
Examination, 1839 ; and a proof was
195, and also by Donkin, Phil. Trans, of the Royal Soc. CXLVii.
(1857),
(1841), pp. 193
the
of
c^
that
the
In
the
set
tion
soluas
was
43
57.
s
o
by
Gaskin,
sign
question
clianged,
pp.
involved circular functions instead of exponentialfunctions.
Note.

result

"

"

Next

""/)".'
z-f

operatingon

function

function

the

operators z^

with

to

to

is

Equations (1914),"
It is easy to

from

see

reversal of the
zP+'

at

the

reverse

now

The

Nouvelle

CLXXii.

X It

function

of

z.

no

2) (^

(4-T
=

^*'"^" ^

was

2^)+ 4) (^

2jj+ 6)

:^,
the

on

(^

operators in the last result,and

of the

left)

2) (^- 4)
-

(^

...

(^

2p

(^

2) ^

e-"z'+^)e
e-'^^"-'"]
(e-o^)...
(e-"^).
[^e^e^^

part

2)

dzj

by

get

e"^-^'" [(^ +2^-2)

second

of (5).
time, by repeatedapplications

the

with those
e~"^ (beginning

functions

previousprocedurewe

problem

Cambridge

2^

order

^p+i
*

a) Z,

(5) that

successive

past the operators one


We

presents

e^i-P)B(^

bring the

we

Z is any

e"' ./(^

33.

when

specialdifficulties when/ (5) is a polynomial in


present investigation.See, e.g. Forsyth, Treatise on Differential

this formula
in the

case

and

constant

proof of

is the

as

it is supposed
right,
applicationof the

.|^a.

.",

The

the

write

/(^) (e"'Z)
a

1/^-^"-before

symbolicformula

the

use

(5)
in which

the

on

(d/dz).

then

the operator

multipliedby

is

It is convenient

S,

that
Glaisherf,

to

z'-

In

and

due

symbolictheorem,

^""(:^J
ii^,dz)

(*)

that

the

shall prove

we

2p

4)

e-t^i'-^t"]

z-i'^-

of

question 8, Tuesday afternoon, Jan. 8, 1839

; see

the

p. 319.

UniversityCalendar, 1839,
Math.
Corr.
ii. (187(3),
pp. 240"243,

349"350

and

Phil.

Trans,

of

the

Eoijal Soc.

(1881),pp. 803"80.5.
was

remarked

by Cayley, QuarterlyJournal,

Glaisher, that differential operators of the form

s"+'

xn.

(1872),p. 132, in

^-2-", i.e.

",

obey

footnote

to

paper

the commutative

by
law.

no

THEORY

proved. If

this is the result to be

and

dz)

',dz

When
the

replace
p hy p

we

2P+1

(6)
we

of

1, we

find that

z-P

I
"

"cz

dz)

'

1p"\

,d y+^

/3'e
"cz

(xe'^ +

\fdz)

^i'+3

solutions of the

that

zP+^V

(8)

see

+ ^edyae'^'

/
"

(7)

The

(2) and (3) with the aid of (4) and (6),we


forms :
in the following
(1) is expressible

transform

generalsolution

[chap. IV

FUNCTIONS

BESSEL

OF

Z2P

equation
d^v

2p

dv
c^v

"

dz-

0,

dz

correspondto (2),(3),(7) and (8) are

which
[(3)of "4-3],

(9)

^e-"'

yae^^+

!^"-P+i

zdzj

d, \^+^

(10)
(11)

(12)

-\

dz)

Z'

z^'

ae"^
d_\P+'
'Tzj

'

4-

^'e'

^2p

obtaining(7)is due to Boole, Phil. Trans, of the


Royal Soc. 1844, pp. 251, 252 ; Treatise on Differential
Equations (London, 1872), ch. xvii.
also
423
Math.
and
Dublin
see
Journal, IX. (1854),p. 281.
425;
Curtis,
Cambridge
pp.
solution (9)was
first given by Leslie Ellis,Camb.
The
Math.
Joxirnal,11. (1841),-p\).169,
de Math.
xi.
193, and Lebesgue, Journal
(1846), p. 338; developments in series were
obtained from it by Bach, A^m.
Sci. de VEcole norm.
sup. (2) in. (1874),p. 61.
A

diflferent and

direct method

more

of

"

dP'V

symbolic solutions

Similar
John

equation -1-5

vi. (1886
Hopkins UniversityCirculars,

A
pp.

for the

transformation

of the

solution

-c-z^'i~^v=0

discussed

by Fields,

7),p. 29.

"

(9), due

to

Williamson, Phil. Mag. (4)

xi.

(1856),

364"371, is
(13)

{ae''-\-Sie-").
c'""(^^.-\

-1

is derived

This
functions
We

of

thus

from

the

equivalenceof

obtain

the
1

equivalenceof

when

operators -",-",

they operate on

being supposed that


manifest.

the

followingoperators

:ci)"j]=""^"="*{C:^*)"a
=

is then

the

cz.

^2^ +

it

were

the

(p.^y-p +
-{cz)

_\cz^ccj czj

operators operate

on

function

\_\cdcj cj'
of

cz

and

Williamson's

formula

4'7]

DIFFERENTIAL

Liouvilles

4*7.

EQUATIONS

HI

classification
of elementarytranscendental functions.

givea proofof Liouville's generaltheorem (which was mentioned


of solving
in "4-12)concerningthe impossibility
Riccati's equation"in finite
in
classical
the
discovered
cases
terms
by Daniel Bernoulli (and the
except
form
index
shall
of
of Liouville's* theory
we
"2),
give an account
limiting
of a class of functions known
transcendental functions;
as elementary
and we
notation for handlingsuch functions.
shall introduce a convenient
Before

we

"

For

write

brevitywe

f
I (I(z)),

k (z) l{z)^ logz,

I,{z)

e,{z) e(z)

e.(z) e(e(z)),

I (I,
(Z)),

I,(z)

...,

e-Az)

(e,(z)),

,,f(z) ,f{z)=Jf{z)dz, ,,f(z) ,[,f{z)],,,/(,)

l,,/(^)},

e',

fimction

of

is then

said to be

....

elementarytranscendental function\

an

function
algebraic

of z and of functions of the


as
an
expressible
types
where
the
functions
Cr^iz), '?rX(^).
auxiliary
^{z), -^(z),xi^) ^^^
lr(j)(z),
of
of
second
and
of
in
terms
set
a
^^
functions,and so on;
auxiliary
expressible
providedthat there exists a finite number n, such that the nth set of auxiliary
functions of z.
functions are all algebraic

if it is

The

order

of

elementarytranscendental

an

function

is then

defined

follows:

as
inductively

function of
(I) Any algebraic

is of order

zero|.

(II) If /,.
[z)denotes any function of order
of functions

of

r,

then

function
algebraic

any

of the types

lfr{z),efr{z\ ,f,(z),f.(z), fr_,(z),...f(z)


(intowhich

at

least

of the first three enters)is said to be of order

one

(III) Any function is supposedto be expressedas


order.
possible
order

Thus

of order

not

elfr(z) is to be
?"

replacedby

?'

1.

function of the lowest

fr{z),and

it is

function of

2.

with this and the followingsections,the reader should


study Hardy,
of Infinity
(Camb. Math. Tracts, no. 12, 1910). The functions discussed by Hardy
inider
of a slightly
restricted character than those now
more
consideration,since,for
were
to
his Btirposes, the symbol s is not required,
and also,for his purposes, it is convenient
of
the
postulate
reality the functions which he investigates.
In

connexion

Orders

It may

be noted

merely remarked
*

Journal

de

that

Liouville

that it had

Math.

ii.

many

(1837),pp.

study propertiesof the sj'mboly


propertiesakin to those of the symbol I.

did not

56"10.5

t It is supposed that the integralsare


X "Une
" For
not

be

fonction
the

as

in.

(18.38),
pp.

523"547

(1839),pp.

iv.

423"45(5.

all iudeiinite.

fiuie

explicite."
irratioiKtl
investigation,
functions.
algebraic

purposes

regarded

in detail,but

of this

powers

of :, sucli

as

z^

of

course

must

112

of the solution of the

character

of the
investigation

The

linear differential
equations.
concerning

theorem*
first

Liouvilles

4-71.

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

equation

d}u
,

transcendant

x{z) is a

in which

orderf n,

has been

made

by Liouville,who

of order ni + \, where
which is of orderf n,
^ n, then either there exists a solution of the equation
in the form
expressible
else there exists a solution,u^, of the equation
If equation(1) has

of

theorem
following

has established the

or

^^=^^%(^"'

(1)

solution luhich is

(2)
where

u,

(f)^{2).ef^{z),

of 4"^{2)does

the order

order fu,,and

is of
ft,.{z)

transcendant

exceed

not

fj.,and

/m

is

such that n^fi":m.

equation(1) has a solution


function of one
/m+i(^)is an algebraic
of
?/m ("^X^fm(^)as well as (possibly)
If the

Let

m.

concentrate

us

shall first shew

(I) We
m

1, then

solution

the types 6 and

can

how

1, let it be

functions

functions

whose

of

order

fm+i{^); then
the types If^(z)^
does

not

function of
particular
accordingto its type.

on
or

more

or

attention

our

let it be called ^, ^

three types,and

of order

"

that,if (1) has

to

prove
be constructed

which

does not

one

solution

involve

exceed
of the

of order

functions

of

^.

function of 6;
F(z, 6),where F is an algebraic
of order ni + 1 which
in F
(otherthan 6 itself)
occurs

let /,"+i
(z)
For, if possible,

and
is

any

function

of

independentof
algebraically
it is easy to shew

Then

^^'

'^^^

dz'

that

dz^^f^Xz)dz

df,,{z)Yd-^F\d \

\
^

6.

{z)
(/,"

"^

f 8^

dz

beingsupposedthat z and
differentiations.
the partial

it

are

dOdz
\

df,,{z)\-\dF
"^

{z)
^dz (/,"

the

dz

\\de

in

independentvariables

^ ^^ ''

"

performing

expressionon the right in (3) is an algebraicfunction of 6 which


when
6 is replacedby lf"^{z).Hence
vanishes identically
it must
vanish
for all values of 6 ; for if it did not, the result of equating it to
identically
would
whose
zero
algebraicfunction of transcendants
express lfm{z)as an
orders do not exceed ni together
with transcendants
of order wi + 1 which are,
ex
algebraically
independentof 6.
hyputhesi,
The

Journal

t This
t

Null

de Math.

iv.

phrase is

used

solutions

are

(1839), pp. 435"442.


as

an

abbreviation

disregarded ;

if

of
were

"

elementary transcendental

of order

less than

function

n, then

would
,

less than

n, which

is

contrary

to

hypothesis.

dz''

of order

".-'

be of order

4-71]

DIFFERENTIAL

113

EQUATIONS

the rightof (3) vanishes when 6 is replaced


the expression
on
particular,
this change is made the
constant
; and when
hy 6 +c, where c is an arbitrary
the left of (3) changesinto
on
expression
In

which

is therefore

is to say

That

zero.

^^-^

(4)
When

differentiate

we

-F{z,0

d'Fjz, 0

c)

'

solutions of

(1) for

all values of

^0' Ke,

(1). For

of

consequentlysolutions
either F

they do

If

put

we

0 after

be called

brevitythey will

Fg form

and

ol' (1)

system of solutions

fundamental

or

not.

they do

not,

have*

must

we

Fe
where

"""

'

""""

Now

If

c)

d-F{z,e)

dF{z, d)

are

find that

c, we

independentof z.
become
expressions

these
performingthe ditferentiations,

which

dc'

ac
are

with regardto
(4) partially

dF(z, e

0.

c).x(2)

is

independentboth

of

AF,

and

On

0.

we
integration

find that

F:=(^e^',
where

involves

(of order

transcendants

independentof 6. But this is


algebraically
F and
function of 9; and therefore
algebraic
of solutions of (1).
Hence

in
Fg^ is expressible

where
in 6

and B

(with constant

and "I"2
are
"l"i

the roots

of the

-^ ^,e^^
^.e'^^

only value
/3

0 ; and

of F

which

then F is

be

B.

".

the form

linear

equation

e'^^["i",
+ "i".d\,
nature

same

as

while
cj)^

and

jB are

"

0.

function
algebraic
linear function
"f 0.
is

an

of 6 is obtained

function of the type ^,

wc

can

prove

when

that

linear function of '^.


*

w.

Ax

"

if f^,^^^
{z)involves
Similarly,
it must

equationof

equation
X-

The

an

BF,

or

of the

functions

by

this may be regarded


as
is
its solution

and
coefficients)
F

where

AFe

Now

constants.

are

of F and Fg

terms

Fee

exceedingm + 1) which are


because e^^ is not an
impossible
Fq form a fundamentalsystem

not

Since

must

involve

0, b'ecannot

be

zero,
identically

114

It follows that,in

write

may

of order

^p,q(z)are

involved

we

the functions
m

functions of the types 6 and ^,

fm^^{z)involves

(z),
te, {z)d,{z)...dp{z) ^, {z)% {z)...\ (z) ir,^
,

/"^,{z)
of order

as

that
so
linearly,

it involves them

where

far

so

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

in them

onlyfunctions

the

of the type 0.

are

in

of the terms
any one
function of O^,6.,, ^i, ^2,
Take

1 at most, and

(z)which
f,n+i

is of the

highestdegree,qua

let it be

and

""",

...

e,(z)6,{z)...dp {z).^,{z)...^Q {z) tp, Q {z).


.

used, it follows that


Then, by arguments resemblingthose previously
d

is

solution of

function

-f

(z) is a solution of (1).


(1); i.e.i/rp
^

is either
'\jrpQ(z)

But

of order

the types 6 and

of order not

function

which

involves

functions

exceedingm,
of the

else it is

or

type 0

and

of

not

^.

In the former

repeat the process of reduction

we

case,

order,and in the latter

case

we

that

see

solution

some

to

functions of lower

of the

equationis

an

function of functions of the type @.


algebraic

of order greater than


is

solution which
where
"^^{z),

of order

the transcendant

G is

of order
Then

yu.+

fi

and 0^

prove

our

solution which

of functions

n,

then

attention

on

(1) has
it has

of it

power

of the

order which

an

that, whenever

greater than

is a transcendant

solution of order

{z)is of

ef^{z)only in having a

concentrate

and
ef^{z),

then either it has

algebraicfunction

an

shall next

transcendant

We

n,

f^ {z)is of order

(II) We

where

provedthat,if (1)has

have therefore

We

else it has

type ef^{z)and

does not exceed /x.

solution

solution
as

or

which

which

is

involves

factor.

transcendant
particular

of the

form

then the
an

solution may be written in the form G{z, 0),


postulated
function of 0 ; and any function (otherthan 0 itself)
algebraic
which occurs
in G is algebraically
independentof 0.

it is easy to shew

that

Ovr

^[/m"(^)+{/m'W]^^3-G^.x(^)

the rightis an algebraic


on
function of 0 which vanishes
expression
when
0 is replaced
and so it vanishes identically,
by ef^{z),
by the arguments
it vanishes when
used in (I). In particular
0 is replacedby c 0, where
c is
of
But
its
value
is
then
z.
independent
The

^^

-'

(? (5,c

0)

{z).

116

THEORY

Liouvilles

4*72.
We

have

second theorem

'J
(^) i^ of order 7i]has

of order greater than

scendant

differential
equations.

"%W

linear

concerning

IV

that, if the equation

justseen

(1)
[in which

[CHAP.

FUNCTIONS

BESSEL

OF

then

n,

is

which

solution

have

it must

elementary tran-

an

solution of the form

0M (^)e/;{z),
where

/u.^

equationhas

If the

/;.

solution for which

Liouville's theorem, which


order

(logu^jdz is

of d

than

more

shall

we

equalto

solution

one

value be chosen, and

the smallest

has
/u.

of this type, let


let it be

called

u^.

prove, is that,for this solution,the

now

n.

Let
d

log u,

^
~

dz
and

then

is of order yu.at most

If N=n,
satisfied

by

If

N"n,

then

^1
+

solution whose

the

order N

^'

not

exceed

is

is gi'eater than

n.

iV

an

1.

"

If t contains
our

attention

on

We

than

more
a

call the ijrsttliree transcendants


transcendant

one

function
particular
t

solution of (2). The

used

and

this is

solution

differentiation with

for

in

" 4"7l,we

jF (z,6

all values

respect to

of

solution of (1) ; and

c=o

we

have
U2

so

itiJFg

dz,

that
du.y

of

(1) is

independent

l{exil"jF{z,e
c)dz]

write

c) dz,

_dc
is also

concentrate

find that,if iV^" n, then

find that the function

c, we

does

respectively.

type d, we
we

order

c)

solution
corresponding
exp

6, ^,

of this type, and

F(z,d
a

of the

the types

of

F(z,e).

By arguments resemblingthose

is also

equation

(^)'

function of at least one


transcendant
algebraic
of transcendants
whose
";fN-i{z),
ef^-iiz)and (possibly)
IfN-ii^),
Now

^/x.

t, namely

(2)
has

let the order of t be iV, where

requiredis proved.

theorem

the

dui
,

"

u.

of

z.

Hence,

defined

as

by

4-72,4-73]
But

DIFFERENTIAL

the Wronskian

of any

EQUATIONS
solutions of

two

ih'Fe
where

G is

If 0

u,

Hence

Mj is

an

consider any

function

so

(1); and

we

write

Cr{z,"),
used

in

" 4-71

it., defined

and

those used

earlier in

as

0=1

have

that

da,

This

is

Wronskian

and
constant, C'l,

so

function, not only of


Consequentlyu-^ is an algebraic
?r,but also of those of type 0 which

the types 6 and


^/l is

The

N, if N

^ ^

"

4"73.
We

shall

this is the theorem

to

that the

by writing
*

See

e.g.

t Journal
concerned

"various

Forsyth,
de Math.

with

Treatise
iv.

the

to
modifications)

"1841),pp. 1"13,

36.

1
,

on

Bessel's

hence the order

no

integral.
algebraic

uz~

i^

==

"v

"

is an

function
algebraic

of

z.

\-

DifferentialEquations (1914),"65.

(1839),pp.
general

equation

no

We

/a +

be established.

(otherthan a null-function)which
integral
firstreduce the equationto its normal form

has

therefore

is of order

u,

be greater than

cannot

has
that BesseVs equation
theorem-]-

shew

now

that N

shews
And

Liouville's

in t ; and

occur

of

n.

contradiction

d([ogu,)ldzis n.

all the transcendants

that
hypothesis

This is contrary to the

of order N.

where

was

we

expJG^(^,cQ-y)dz

du;

of

in t ;

occurs

dc
solution of

C :^0, and

in t.

occur

type " which

find that the function


7)

hypothesis
; so

it is an algebraic
function
similarly

which

of the

by arguments resemblingthose

this section, we

is

is contrary to

sJiCIF,).

of the types 6 and

and,

so

C,

algebraic
functionof 6 ; and

of all the functions

Next

(1) is a constant*; and

constant.

0, J" is independentof ^,which

117

case

429"435

; vi.

in which

equation was

Liouville's

(1841),pp.

4"7.

i^) is

polynomial; the

given

any

in his later paper.

first investigation

application(with

Journal

de

Math.

vi.

118

THEORY

OF

[CHAP. IV

FUNCTIONS

BESSEL

This is of the form


dht

where

xW="^^-i^^-i.

(2)

let Bessel's equationhave an algebraic


integral
; then (1) also
possible,
which
this
integral,
integral.Let the equation
algebraic
expresses
w,
f
unction
of
be
z
algebraic

If
has

an
an

as

64{u,z)

(3)
where

is

in

polynomialboth

and

ii

in

it is

; and

supposed that S"

is

irreducible*.
Since

is

solution of

have

(1) we

MuuMi-'l"4uz^uUz-\-r9lzz-S"r^^-6"^^ux{z) ^.

(4)

The

equations(3) and (4) have


(3) satisfy
(4).

of

For, if not, the left-hand


have

Let all the roots

is

rational function

of

for which

Let

any

this

Hence

z.

(3) be

of

; and

is not

sum

such value of

than

s" would

Mj, lu,

S4

itself,and

all the

roots

of ii)would

this would

be reducible,which

be

is contrary to

Then, if s is any positive


integer,

w,^.

...

there

hence

(3) and (4) {(luafunctions

sides of

factor other

highestccrmmon
polynomialin u and in
hypothesis.
a

root, and

common

is at

least

value of

one

exceeding

not

zerof.
be taken, and

let

M
"

tf

"

\
M

Also

let

Tf ,

(5

1)

(s

1)

'du.

^i z/^*-'"r'^X
\

m=\

where
prove

1, 2,

r=

...

Since

s.

u^, lu,...

u^j

are

dz J

all solutions

:Jof (1),it is

easy to

that
dW

'^"=,r.,

(5)

dW

~^=^Vr^^+

(6)

.^4 has

That

If not, all the

roots

Because

satisfied

is to say,

(4)is

of

no

factors which

(3) would

by

r{s-r+l)x{z)W,-u

be

are

polynomials in

(r

or

zero.

all the roots

of

(3),qua

equation in

".

in

or

1, 2,

in both

...

"

and

1)

z.

4-73]

DIFFERENTIAL

W^ is a rational function

Since
that

so

EQUATIONS

,..

of z, it is

"

A^ and

where

Bn,q are
only in

values
integral

Let the

constants,

of

a,y)in Wr is 1/(2

1/(2

there is

Hence

contradiction

higherpower

that there

shews

are

?"

have

the left of (7) than

no

terms

(5) and (6) it is easy

From
which

Tfo.is

in

of

term

of

(2r).(s

geometricseries
of

degreesX

2 and

"

is odd.

When

is even,

is then necessary

by

(,"
-

highestdegree

to

that the

shew

equatingcoefficients of
s\

-\A,.

,F, (1,

oFi{h,-^s; ^

the left vanishes


that

the term

analysisgiven by Liouville,

t The

point,because
in view

he
of

IV.

is; i

only of

the

hyper-

z^~'^ in

(7) is

hs] l)y.

hj; 1)

0,

(.9 1)
"

apparently

the fact that

only when
of

Journal

overlooked

the

here

is

X,

highest degree
de

Math.

based
Mem.

on

^^^

is

in

zero^f*.

xi^)

(1839), p. 435; see also Genocchi,


lxxxv.
(1877),pp. 391"394.
; Coniptes Eendus,

1-

7,

algebraicfunction
delle

made
Sci.

to

seems

fail at

failure

vanishing. The

suggestion

Accad.

^^

(1841),p.

vi.

possibilityof

('"^*^
(z)+ J'tn-h
jf^^j

subsequent part of the proof given


299"362

hj] l),-+a,

theorem,

Vandermonde's

It is to be remembered

!"; i

highestdegree on the left and rightof (7) are


Hence
TFo vanishes
which is impossible.
A. respectively,

XA^.sl

on
expression

\)..^,(i,

2r +

...

Math.

of

that the term

shew

1.3.0

pp.

\A",{'^s-^2)z^-\....

of

^^

The

are*

that the first ?" + 1 terms

the result of

is to say
so,

highestdegree in

of

be taken.

\Ak.s\

and

must

"""

3)

1 indicates
to

are

whenever

That

aq)~^ in W^

"

expressionfor W^

this

that the terms

see

possibleto

1) (s

is odd, the terms

Bn,q(z

identically.

complicatednature

more

the suffix

If

of the type

right.This

the

on

highestdegree in W^r+\ is

\A,z"^-' 2.4...
where

of

^;,^M.3...(2r-l).s(s-2)...(s-2r+2).

induction

An

it is

"

-K

\A",z^-\ A^sz\

simpleinduction

to

in Ifo, l^i" ^2, 1^3.

occur

A^z\

By

vanish

\j{z a^y.

.9.

...

J.a=^0, because

if it does not

last term

that

assume

now

may

1, 2,

on

n=

We

in TFo be

(5) and (6) that the highestpower

where
UqY'^'',

"

"

positive

assumes

ciq^ 0.

occurs

"

from

n
integers,

are

and

which
l/(^ a.q)

easy induction

by an

A.

the last summation

highestpower

It follows

and

in partial
fractions,
expressible

__?".?

119

of

z,

by "

3-4.

by Liouville,Journal
di

Torino,

xxiii.

this
evitable
in-

seems

The
de

(18(51)),

120

THEORY

We
s

proved that,when
in the form
Wn is expressible

have

is even,

therefore

where

does
J.o,s

[CHAP,

FUNCTIONS

BESSEL

OF

is odd, Wo vanishes,and that,when

~"

()

vanish.

not

expresses the coefficients in an


in terms
of powers of the roots, it appears that M must
of the sums
in the form
0 is expressible
and that the equationrS4 {u,z)
From

IV

Newton's

which

theorem

equation
be even,

'1 ii''-'^'-}%.(l/z)
0,

u^'+

(8)

r=l

where

^^

the functions

When

solve

we

of

series of

where

is

vanish

not

the constant

the series which

And

l/z,we

find that

in the

positive
integerand,

because

of

ascendingpowers
in the form
is expressible

(8) in

each of the branches

polynomialsin l/z.

are

of

case

branch

one

in the functions

terms

at

^,.are

least,Cq does
not

all

zero.

of the form

are

00

?n

convergent*for all sufficiently


largevalues of

are

When

substitute the series into the left-hand

we

the coefficient of the constant


be

Co must

zero,

thus obtained

On

4"74.
We

shews

the
now

are

contrary

is

in

what

in

so,

just been
equationhas no algebraic
integral.

order

of

prove Liouville's theorem f that Bessel's


has no
solution (excepta null-function)

in finite terras
expressible

" 4"73,we

an

odd

by
integer.

Bessel's

reduce

of

means

equationto

elementarytranscendental

its normal

form

"="^"^)-^{z)

Now

-I

write d

p(p

t Journal

t,and

"

p=

"

^.

have

we

^^^.,i_"0-l).o.

Goursat, Cours

convergence

and
l)/2''

(logu)/dz

(2)
*

find that

for every branch,


proved. The contradiction

has

positionto

(1)
where

(1),we

in finite
Bessel's equation
terms.
impossibility
of integrating

functions,if 2v is not
As

to

side of

in the result is Co, and

term

that Bessel's

equationfor functions
which

z.

of
de

d' Analyse,ii.

series derived
Math.

vi.

(Paris,1911),pp. 273"281.

in this

manner

(1841),pp. 1"13,

from
3G.

an

Many

treatises

algebraicequation,

assume
tacitly

the

4-74]
Since
has

order zero, it follows from

(z)is of

If

has

(2)

t, as
integral,

an
an

have

i.e.it must

is of order zero,

which

Since

irreducible

an

is

az

(4)
in the

As

polynomialin

solution

expresses

this

0,

t and

z.

have

solution of (2),we

have

must

algebraic
integral.

an

S4 (t,z)
S^- is

(2)

let the equation which


algebraicintegral,
of
function
algebraic
z, be

(3)
where

" 4'72 that,if Bessel's equation

finite terms, then

in
integralexpressible

an

121

EQUATIONS

DIFFERENTIAL

[x (^)

^*
1']

0.

of " 4*73, all the


analysis
corresponding

branches

of t

satisfy
(4).

of t, and let three


than two branches
First suppose that there are
more
values of u (defined
as
of them be called ti,to,U, the corresponding
exp ^tdz)
.solutions
of
all
Wronskians
functions
and
the
These
are
so
(1)
being "i, Uo, u^.

du-i
""'

'"''di
~

constants, which

are

Now

du2
~dJ

will be called

is
1.2

"

not

Mo

Cj ^ 0, and

would

U0U3

(and similarly
UsUi
Ui

therefore

u^

is

Next

suppose
LetTthe branches

and
that

be

so

=
.

has not

has

two

Mj

[F'+
be fixctorised so

Mo)is an

function
algebraic

oi

of

more

z.

than

branches, so
U and

This, as
two

we

have

seen

are

rational

4t7F=0.

and
integers,

"4-73,

quadraticin t.
functions of z.
By

that -SW{t,2) is
are

in

branches.

that

is constant, k,^ and

z.

V=Az^U{z-a,;)'''t,
where

-"

find that

^^^
V

have

and

U " \/V, where

in (2) we
substituting

Let

equation(3) would

Gi/{ts to).

function
algebraic

an

be the case,

cannot

the

zero,

were

so

But

and

,,

{is" 1.2}'.

U-iUs

"

therefore be reducible.

ii^Us

Therefore

dui
~d^

''"'

"

Jz

dvo
K'S -J-

"J

because, if it

zero,

pairof equal roots, and


Hence

'''

C\, C^, 0^.

dtt-i

ri

(J

^3

duo

dii-^

verifythat

it is easy to
'

and

dui

'''^~'''~cU'

'

k,, and

a,, are

not

zero.

122

From

rr
_

4^

and

consider the

Now

that

is evident

is greater than

of them

of the

principal
part
of the

none

numbers

4, which

that Kg is 0 or
the numbers
Kg are

"

Again,if we

consider

principal
part

the

the

1 in ^

"

Hence

have

t cannot

as

for
expression

the

where

An and

values

onlyin

Bn^g are

constants,

that X

"^

highest

Kg.

consider

and

fractions
partial

\l{z ag)cannot

of t in

IS

Ug ^ 0.
find that

(2) we
Anz-

(h=-k

(^q)

5,,,

^^
\Z

that

B\

^1^5=
consider

"

we

may

-PSp"1^
=

Ojg)J

0.

side

near

a^ we
the first and that

see

that

0,

principal
parts near

take ^_i

J'

1.

{A_y-A_,==p(p+1);

K=l,

"v-^,

the

positive

ii assumes
integers,

X, are

principal
part of the left-hand
in
^ to a higherpower
than
occur

if we
Similarly,

be

'

the

"

be rational.

it must

so

Zg {Z~ ag)-

and

and

l^^+

n,q\^

It then

that the

see

we

n.

'"^'''

Since p=

all

Hence

-K

this value

substitute

n=-K

SO

oo

(z),so

in

Anz''+

the last summation

nAnZ^^-^

we

one

1
n=

If

consideration.

from

near

2, and, if any

"

equation

branches

two

as

many

t=

we

It

a^.

hypothesis.

let
Accordingly,

If

less than

near

z) is reducible,which
/-4{t,
consequently

It follows that \JV is rational,and


is contrary to

the left

2.

"

cancel with

in V must

power

equalto

have

we

U,

excluded

both

are

be

the
satisfy

Kg + ^fCq
SO

of (5)

on
expression

can

k^

2 it must

"

'

4"{z- Clq)

the first member

into
by substituting

then

^9

""?

IV

that

(5) it follows

of

member

the second

[CHAP.

FUNCTIONS

BESSEL

OF

THEORY

without

-p

0 and

oo
,

0, ^o'
loss of

find that

we

-l.

generality.

follows that
u

z-Pe^''U(z-ag).
(J

if we
Accordingly,

must

this

have

replaceu by

solution

which

polynomialdoes not

z'P

is

vanish.

e^'^

in

(1),we

polynomialin

z,

see

and

that the

equation

the constant

term

in

124

THEORY

Solutions

4"8.
The

equation.
ofLaplace's

(" I'S) to
which
equation,
We

shall

Whittaker's*

the vibrations of

Bessel coefficients arise in

how

shew

an

problem of

in the

occurs

now

with

in connexion

be

generalBessel coefficient has been


equation,equivalentto Laplace's

the

of
analysis

in

first appearance

seen

[CHAP. IV

FUNCTIONS

BESSEL

OF

circular membrane.

natural

from

manner

equation
Laplace's

solution of

d-'V

d'V

d'V

The

solution in

questionis
^^

(2)

in which
In

/denotes an

/(^

^*

^^^

*^

*V^i^

^*' ^) ^"'

"TT

of the two

function
arbitrary

solution
a
particular,

variables involved.

is

ixcosu

ek(z+

iysinu) QQ^.^^^^^,^^

'

TT

in which
If

we

k is any

and

constant

is any

integer.

coordinates,defined by
cylindrical-polar

take

cos

(f),y

p sin

the

equations

^,

this solution becomes

gfcz
.

gikpcoi{u-4,)
(jQg y^n^du

e^^ I

"It

manner

and

this is

analytic

near

(v + 0) dv,

j^^y QQg

j,j0^y^

27ri'" e*^ cos

In like

2e^^ I eifcpCOS"
QQg

by " 2'2.

ei*p'="s"
cos

"IT

m(j" /," (A;/3),


.

solution is

"IT

equal to 27rt"* e^"^sin m^


the origin.

Both
J",^
(A:/?).

of these

solutions

are

nates,
coordiAgain,if Laplace's
equationbe transformed!^^ cylindrical-polar
it is found

to become

'^

dp"*

Monthly

Notices

of the R.

A.

'^
dp'^
p- d(f"^- dz^~

S.

lxii.

'

(1902), pp. 617"620;

3Iath.

Ann.

lvii.

(1902),

pp. 333"341.

t The
W.

simplest method
Thomson, Camb. Math.

of

effecting the

Journal,

iv.

transformation

(1845),pp.

33"42.

is

by using Green's

theorem.

See

4-8, 4-81]
and

DIFFERENTIAL

solution of this

normal

EQUATIONS
which

equationof

125

e*^ is a factor must

be such

and, if the solution is to be one-valued, it must


independentof (f),
is an
where
to
ni
minteger.Consequentlythe function of p
factor of V must
be annihilated by

is

"

that

be

equal

which

is a

'

dp^
and

therefore it must

be

dp

multipleof

p'

./,"
(kp) if it is

to be

analytic
alongthe

line p =0.
We

thus obtain

the solutions

anew

e^^

md)

J,n(kp).

sm

These

solutions

Maxwell's

of

derived

been

have

method

Hobson*

by

harmonics
differentiating

the sohition

from

with

respect

to

^^J"(kp) by

Clerk

axes.

Laplace'sequationinvolvingBessel functions has been obtained by


coordinates
the equation in cylindrical-polar
Hobson
from
by regardingcjdz
{ibid.
p. 447)
obtained
The
solution
is
as
a symbolic operator.
so
Another

solution of

^-

sin

arbitraryfunction

where/(2)is an
a

of the

function

function
London

of

kind

involves
of this solution when '^'"j
interpretation
Other
solutions
a
involving Bcs.sel
question.
been
given by Hobson, P)-oc.
arbitraryfunction have

shall

examine

now

the

"^

"^

the

from

I'TT

wtere
In

'

of the
of propagation
velocity

waves,

/(^

denotes

sin

cos

"TT.

F denotes
Loudon

Math.

Ann.

an

t
(1904),pp. 122"137,

sin

cos

+ ct, u,

v)dudv,

of the three variables involved.

is
+

1/sin

function
arbitrary

(1902),
and

silli} + Z":osu

+ ct)

^ /f^f^i\dudi*

(I

Matli. Soc.
lvii.

+ y sin

arbitraryfunction

an

solution
a
particular,

Froc.

equationis

i'TV

"ikixsmucasi"

where

dt^

cr

aspect.

same

Whit taker's f solution of this

(2)

the

motions

wave

dz'

dy'

represents the time and

492"494.

motions.

equationof

dx'

in which

(1895),pp.

xxvi.

of ivave
equations

^^

to

Soc.

Solutions of the

4*81.

is open

operator actingon an
xxiv.
(1893),pp. 55"67;

an

Math.

We

second

"'"V'^rf^

but the

xxii.

pp.

of

and

v.

(1892),pp. 431"449.
See
also Havelock, Proc.
H4o.

342"

xxxvi,
Watson, SIr.ssrnijcr,

(1907),pp.

London

98"106.

Math.

f^oc.

(2) ii.

The
is the

lies in the fact that it

solution
particular

this

physicalimportanceof
generalsolution in which

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

126

the

the

all have

waves

frequencykc.

same

and let ("",


be the
y\r)
{x,y, z) be (r,6, "^),
for
which
the
referred
to
new
axes
direction
(m,v)
angularcoordinates of the
polaraxis is the direction {6,4")and the plane -^ 0 passes through the
Now

of

polarcoordinates

let the

cos

ft)

sin

sin

(f)) sin

(v

(n,v)

{v

cos

shew

that

(f)),

sin ^fr.

to be

Sn (u,v)sin

we

then

may

u, where

notes
S,,de-

write

Sn {d,(/)
; Oi, ir),

in (w, ^) of

Sn is a surface harmonic*

co

"

Sn {U, V)
where

sin 6 sin

{u,v) of degreen

in

surface harmonic

cos

function
arbitrary

take the

Now

cos

trigonometrythen
spherical

of

formulae

well-known

^-axis. The

degreen.

thus get the solution

We

Vn

-TT.'
0

Sn is a surface harmonic

Since

sin codwdyjr.
Sn(d, (});ft),i/r)

gikrcosm

e^^"*

of

in

degreen

write

we
("","\jr),
may

Sn {6,"f";
(0,ir) An (0,(f")Pn (cOSft))
=

11

-\- S

sin mylr\Fn"'
cos
[A J"'\6,(f))
(cos(o),
m^fr + BJ""^6,(i))

and """'""
An^"'^{6,
(^,"^)are independentof
"/")
An{6, 4"),

where

to

and

-v/r.

with respect to yjr,


we
Performingthe integration
get

Vn

lire'^'^^An
(0,(t") e^fc'-cos.op^^
^qq^^) sin (odo)

=(2'7r)U-e''^"'^'I^^^An(

"

by " 8-32.
Now
t

by

the

the

equationof

same

factor,leaving6 and

"^unaltered

of the constant

Hence
to say,

lim (^"~''
Vn) is

is
r''An{d,"f")

motions, and
This

follows

motions

wave

is unaffected

i.e.if we
factor,

constant

so

k which
a

if we

and

t
multiplyr
{0,(f))
may
t.
r and
multiplies

multiplya;, y, z and
constant
by the same

that An

solution of the

equation of

be

to

be independent!

motions, that is

wave

solution

(independentof t) of the equationof wave


is consequently
a solution of Laplace's
equation.Hence An (^,"/")
from

the fact that

Laplace's operator is

an

invariant

for

changes of rectangular

axes.

t This

taken

is otherwise

obvious, because

S,^may

be taken

independent of A-.

4-82]
is

DIFFERENTIAL

surface harmonic

of

EQUATIONS
If

degreen.

to be any such harmonic,


An id,"/))

eikcty-hj

we

127

it to be

assume

to
permissible

take

obtain the result that

we

^kr)F,r (cos6)

^^^

vid"
sm

is

solution

of the equationof wave


frequencykc.

motions*; and the motion

representedby

this solution has


To

that

justifythe assumption

/
di- V

A,^{6,cf))
may

of the

solution

the normal

construct

,bV\
,cV\

drj

be any

equation of
/

0
c

sin 6 d0

^dV\
^dV\

dd

surface

a-'I'

1
^

harmonic

of

degreen,

we

motions

wave

sin^ 6

i^d^V

dcfi^ c"- dfi

'

cos

which

has

factors of the

form

t;'*"'

The

mcb.

factor which

involves

6 must

then

he of

sm

the form

P""*(cos6) ; and the factor which

involves

is annihilated

by

the operator

l)U-^r^
-(r'^"yn(n
dr
so

that if this factor is to be

Theorems

4'82.

analyticat

derived

dr

from

the

originit

solutions

be

must

of

the

multipleof e/^+^{kr)j^h:

equationsof

Mathematical

Physics.
It is

to
possible

Bessel

of the

equationor

Thus, if we

(or,at any rate,

prove
functions

render

to

by a comparisonof
motions.
equationof wave

cerning
probable)theorems convarious solutions of Laplace's

take the function

e^^J^i
+ a"
[k^J{p'

lap

"

^)],

cos

by making a change of originto the point(a,0, 0),we


coordinates.
of Laplace's
equationin cylindrical-polar
factor and it is analytic
at all pointsof space. It
a
in the form
expect it to be expansible

see

that it is

solution

This solution has e*-'^


as
is therefore

natural

to

00

e^^ J.ot/o
{kp)-1-2 2
?"

{A,ncos mj)

B"i sin m^) J,"(kp)

Assuming

the

consideration
in p and
/We

a,

observe that the function under

of this expansion,
we
possibility

is

an

and
function of cf),

even

A,n is of the

form

so

B,n

0 ;

c," is

Cm.Jm{ka),where

and, from the symmetry

independentof

p and

a.

thus get
+ aJo \k's/{p"

-lap cos

S e,"c,"Jm0"'p)
'fn{ka)cos

^)}

mcf).

111=0

expand both sides in


coefficients of (k-pacos "^)",
we
If

we

powers

Cf.

and

cos

get
C,)i=

of p,

Bryan, Nature,

i,

lxxx.

(1909),p.

309.

and
(f),

compare

the

128

and

expansion*

led to the

are

we

so

[CHAP. IV

FUNCTIONS

BESSEL

OF

THEORY

00

"/))} S f,",/m(kp) Jm (ka)cos 7n(f,,

2a p cos

+ a-Jo {k\/(p-

of which

which
take e'*"'^*+^*,

Again,if we

to

be

given in " 11-2.

is a solution of the

motions,

equationof wave

moving in the direction of the axis of z from


representsa wave
we
with frequencykc and wave-length27r/Ar,
expect this expression
to
00
00
be expansible
f in the form
which

and
+

proofwill

formal

more

I Cni^^J^^^^(kr)Pn{cOS
(^^"^kct
6),
where

is

Cn

constant

that

; so

r^y

gikrcose
=

\KrJ

If

we

the coefficients of

compare

nl

and

so

c"

^;

4*83.

Solutions

of the

be

analysis
justexplainedhas
equation
d^-V

"

normal

function

solution
of

and

of this

been

dxp^

dx.r

d'^V

c-

dt-

equationof frequencykc
vW-

by

the

case

of

which

is

as
expressible

"2-+

"""+

VX

the operator

j^

such

by Hobson" to

only,where

be annihilated

so

dimensions.

d^ p-1
and

extended

...

ofp

space

d^V
1-

r=

must

given in " H'o.

d-V
1

dx{'

find that

expansion:}:

equationin

wave

The
the

side,we

,1=0

proofwill

formal

more

each

(kr cos 6)^ on

''"2'"+*r(n
+ |)'2".(w!/'

\icr/

of which

n=0

thus led to the

are

we

c,,i'^/"^.
(kr)Pn (cOS6).

(jr

solution,containing
time-factor e^*^^
a
must

be of the form

e""'''^^^p.,,(kr)/{kr)i^p-^K
*

This

t The

is due
tesseral

to

Neumann,

harmonics

X This

expansion is due

" Proc.

London

Matli.

Theorie
do

to

Soc.

not

occur

der

Bessel'sclten Functionen
because

Bauer, Journal
xxv.

(1894),pp.

the function

fur Math.
49

"

75.

lyi.

(Leipzig,1867), pp.

is symmetrical

(1859),pp. 104,

about
106.

59"65.

the axis of

z.

4-83]

DIFFERENTIAL

describes the

Hobson
of rank p

such

succeeded

Hobson

in

be written in the form

combined

notation

By using this

function
a
as
ikr)/{kr)^^P~''^
quotient'(^jip-a)
cylinder

function may

with

an

example of

provinga
equalto

Xp

no

cos

when

shall consider

we

a"

odd

an

for

'

%ir

expansionfor

an

p],
"/")

cos

regard(^as beingconnected with Xp by the equation


is a solution of the wave
by e'^'^*
equation,
0. This function multiplied
it is expressible
write p
r sin "p,
as a function of
we
p, "^,t and of

it is convenient

and

\k s/'if+

^j-dimensional
space,
of
functions
cylinder
integersimultaneously.

of theorems

half

such theorems
J

where

the concept of

number

order and of order


integral
As

129

EQUATIONS

to

other coordinates.
Hence
e''*"*./
{kV(r-+

is annihilated

by

by

dp

dr

dec./

'

are

cf) d(f)

sm

r-

functions which

normal

"/")
jp]

cos

the operator

dr^
Now

2ar

the operator

dp'^
that is to say,

a-

annihilated

r-

d(f)'^

by this operatorare

of the form

oa

Fn (cos^ !^)is the coefficient*

where

(l -2a

By
J

the

used
reasoning

+
{k\l{r-

a^

2ar

"

in

cos

of aV' in the

cos

" 4*82,

we

expansionof

+ a'y-^p.
(f)

infer that

"^)\p]

1
=

/N^ow

{ka)Pn (cos"t"p).
i]^r)
Jn+,,,.,
^n-/"+i^-i
{kap=Hh^^^^
all the

expand

on
cos
{k'^ar
"^)'*

each

side ;

Bessel

functions

and

equate the

coefficients oi'

find that

we

2^

2" r

A^

(?t+ i/J
-

)
^

"

^M+hp-,
so

that An
*

So

,^ 1

1^ ^^^
+

2flP-^(n +

ip^

2"+iP-i r {n +

h^p-l)V

{hp

n\ r

(1^

1)

'

1).

that, in Gegenbauer's notation,


I'u (cos"p\p)^

W.

lp)f

15. K.

C^/'-^cos./.).
!)

130

OF

THEORY

expansion

thus obtain the

We

{kV(r2
/jp_,
(r^+
2iP-

a^

2ar

"f))]
(f))^^'

2ar

+a^-

"

[CHAP. IV

FUNCTIONS

BESSEL

cos

cos

^^ i
(*^
'/\;f_,

*p-l)e/,^i^-i(^^r)/^,p_,(A:a)Cf-^(

which holds for Bessel functions of


proofof this expansion,
analytical
will
all orders (thoughthe proofgiven here is valid onlywhen }) is an integer),
be givenin " 11'4.
An

4"84.
Two

Batemari's solutions

of the generalised
equationof wave

solutions of the

systems of normal

rr

a^

8^

motions.

equation

d-V

1 B^F
_

have been
the two
If

also established

connexion

between

systems.
take

we

variables p,

new

equationtransforms

the

who

investigated
by Bateman*,

normal

Xi

^2

a,

^y

cos

"^ defined by

the

-yfr,

^,

Wx

cos

p sin Xr

^i

(^

sin -\/r,

equations

into

solution of this

equationwith frequencykc

is

J^ (kpcos "t")
J^ {ka sin "f")
e' ('*x+''"^+^fO^
where

"I"is any

constant.

Further, if we

write
p

so

that(r,
^) form
%, i/r,

?" cos

of

system

sin

(f",(T=r

"^,

polarcoordinates,equation(2) transforms

into

^,g.
'

^ir.??7,l?!r
ar^

dr

r-

cot"/"-tan"/)aF
"^

d(l"^

df

r^

a'^F

"*"

Now

normal

annihilated

are

K^" +
or-

solutions of this

7, 5^ +

Messenger, xxxm.

cos-

"^a^'

equationwhich

a^Fia^F
~

r-

have

sin- "/"
a-"/r-c^ 1)"

'

e""('^x-l-'"/'-t-^cO
as
a factor

the operator

by

rdr

1
^

r^

'^ +

^
v

loT^

6
(cot
v
r

[a"^2

(1904),pp. 182"188;

"

tan

"i)
r/
^^

Proc. Lo7idon

-^r~

Math.

-.

^^^^^
Soc.

sm'

)"
,
'

"j"\

(2)in. (1905),pp.

111"123.

CHAPTEK

PROPERTIES

MISCELLANEOUS

this

have

shall discuss

chapter we

place in the
namely
common,

found

not

feature

one

in

preceding chapters,and

that

they

all obtainable

are

indefinite

some

(^)
1%"+^'^.
dz

(1)

l~z--^^

(2)

"^, {z)dz

these formulae,
generalise

To

which

by

which

have

but
of

processes

integrals.

" 3'.9 (5) and (6) at

formulae

recurrence

functions

Bessel

character.

shall first evaluate

The

propertiesof

some

two

definitely
elementary
We

FUNCTIONS

BESSEL

integralscontaininga singleBessel function.


Indefinite

5*1.
In

OF

z^+^

the

to

results

^C+i {z),

'e,^ (z).

z-"^'

lead

once

consider

j%''^^f(zy^^{z)dz;
integralbe equal to

let this

+ B(z)K^,(z)l
z''+^{A(z)"^^(z)

where
The

(z) and
result

{z) are

to

be

determined.

of differentiation

^"^Vl^) K

(z)^

z"^'

is that

\a' (z)"^^{z)+
+

In
take

order

(^)

that

{z) and

B' (z),and

{z) may

{z)

z"-^^

^''^"^^{z)-A{z)^^
(^)|

[B'{z)-^^.^j
{z) +

depend

not

on

the

{z)"W. {z)\.

cylinderfunction, we

then

f{z)^A'{z)^^^^A{z)^B{z).
Hence

it follows
'

(3)

z^^^

that

^^
\^"{z)
+

B'

(z) -f B

z^^^

This

result

formula
die
due
pp.

(with

BesseVschen
to

was

obtained

diflPerent
Functionen

Nielsen, Nyt

by Sonine, Math.

notation) had

been

(Leipzig,1868),

Tidsskrift,ix.

(z)].
^^ {z)dz
[E {z) ^^ {z)+

Ami.

p. 70.

(1898), pp.

{z)%\^, {z%

(1880), p. 30, though

xvi.

obtained

Some

73"83

developments
and

Ann.

di

ber

and

equivalent

an

previously by Lommel,

Studien

of formula
Mat.

(3)

vi.

iiher

(3) are
(1901),

43"46.

For

some

associated

Quarterly Journal,

XLii.

integralswhich
(1911),pp.

338

involve
"

340.

the

functions

bei,see

Whitehead,

5-1, 5-11]

MISCELLANEOUS

THEOREMS

reduction formula, which


following

The

is

133

obvious

an

of (3),

consequence

be noted:

should

z'^^''",{z)dz

(4)

ifji'V-

r z"--'K

'C+i {z)+ {^J^-v)zi^^,{z)'\.


[^'^^'

5" 11.

two cylinder
containing
integrals
functions.

Lommel's

which
simplestintegrals

The
derived

the Wronskian

from

{z)dz

contain

formula

"

of

312

are

those

which
integrals

contain

^^^^

functions

(2),namely

/_. {z)j; (z)

/. iz)J'_. (.)

Bessel

two

TTZ

which

gives
dz

"

(I)

J^^{z)

2 sin

VTT

./.,
(Z)J_, (Z)

2 sin

VTT

^^

^^

/, (z)

'

from " 3"6o (1),


similarly,

and

dz

^^

V^{z)
2J^{z)'

; zJ^H^)

(3)

'

77

zJ,{z)YAz)-2'''^
JA^)'
dz

(5)

two

given

TT

zY:-{z)
reader

The
any

J-.{z)
J^ {z)

IT
^

are

should

have

cylinderfunctions
due

to

Lommel,

(3) with the result due


Some

of the
Math.

to Euler

order

same

Ann.

verified

which

in the denominator.

was

quoted

"

Math.

Ann.

The

to

xiv.

The

fornmlae

reader

should

actually
compare

1 '2.

Lommel*,

by differentiation that,if y

in

due

f (P-Qyy'}'^^

then

similar

(1871),pp. 103"116.

rv.

more

once

F,(2r)'

in evaluatingthe
difficulty

no

results,also
interesting
of Bessel's equation.
genei'alisations
It is at

J^ (z)

are

obtained

the
and "?;satisfy

"'''""

(1879),pp. 520"536.

from

equations

134

THEORY

Now

apply this

^v denote

I,

result to any

equationsof

two

functions
cylinder

any two

[chap. V

FUNCTIONS

BESSEL

OF

" 4"31 (17). If


have
we
respectively,

the type of

of orders \x and

".,^^^^.,.^^Ap^
dz

(6)

dz

cj^'iz)
4"(z)

'^ ^'^"' +^^l^(-)n


4|^P(7)I
-2;p(7)^
"

where

functions
arbitrary

are
(z)and y{r(z)
(f)

This formula

As

use.
generalto be of practical
multiplesof 2^,say kz and Iz. It

be

{k^-l^)z-

^^.

is too

and ^{^(z)
to
(f){z)

(7)

of

IX'

"

take

special
case,

is then

found

that

%(kz)'"^Mlz)dz

\k%^, {kz)f {Iz) m^ (kz)^?,+i


-ifji-v)9^^{kz)%\ {Iz).
(Iz)]
-

The
k
(ii)

If

take ix=

we

(8)

{kz)

This formula
It becomes
numerator

v,\i is found

6
^

may

{tz)dz

(i)/u,i/,

cases
special

is

that

k''-V

be verified

nugatory when

the expression
on
by differentiating

k=l, for the denominator

is then

the

right.

zero, while the

constant.

If this constant
when

stillfurther in two
the left simplifies

on
expression

l.

is omitted, an

of THospital's
rule
application

shews

that,

l-^k,

(9)

z"^^{kz)%\ {kz)dz

result of

[kz^^^,(kz)'6; {kz)

kz90^(kz)f^V+i{kz) '^^(kz)#^+1(kz)}.

The

-^

using recurrence

formulae

to

the derivates

remove

on

the

rightof (9) is
(10)

z^^ (kz)9^^(kz)dz

\z-'[W^ (kz)%% (kz) 9^^_,(kz)%%+, (kz)


-

-^,^,{kz)"f,-,{kz)]

5-11]

MISCELLANEOUS

of these formulae

Specialcases

K' {kz)
f~^

dz

(11)

{kz)f
^~z'W^
_^

are

135

^z' {'e;~
{kz) '-^^_.
{kz)'^,^,{kz)]

|(l^\ 9B,'{kz)

Iz^-

a 2)

THEOREMS

{kz)dz

{2'^^^
{kz)'f
\z"-

(/.^)J

'^;^

_^

{kz)+ W^_, {kz)Wf_^_,


{kz)

9?,^,{kz)^_^^,{kz

the

latter

function
To

equationbeing obtained

of order

obtain

is found

"

by regardinge~'^'''-Yi}
^{kz) as

cylinder

fi.

different class of

take
elementaryintegrals

k=l

in

(7) and

it

that
^" ^^'*'
^'"^^' ^^"^
iic.)^=r fe-^(fe)-g,

"^"^'^'-"^'^^'
^'^'

"

(13)

^S^{kz)^,{kz)
The

result of

(-14)

?^

making

z/

in this formula

^-/a

^
(^"^)6. ^ (A;^
T

""

last

'

~a

'

0 fJi

^g'M(A:^)^^.(A^-^)
^M+i(^)l
_^

^^ (yr,^)

(15)

we

mtegrating,

and

then

re-

have

j ./m-H^^)^
=|^{/..,(A-,^)!i|M(^-^)-/.
2^^.M^-4
+

method

of

equivalent to (11) are


(Paris,1822), "5^318"319,

formulae

Lommel's
Various

result will be

obtainingthis

Results
Chaleur

V,^^^^=2/.t^(^)

kz.

Arfalternative

other

by multiplyingthe equations

~^"^\^) respectively,subtractmg and

case
special

placingz by
As

'

'""^'

equationis also readilyobtainable


^.'^,(^) 0,

"

2~ 1

The

is

of this section

as

seem

old

in the
to

as

Fourier's

treatise,La

of functions

case

have

been

givenimmediately.

of order

discovered

Analytiquede

Theorie
zero

before

but

the

none

la

of the

publicationof

memoir.

specialcases

of the

formulae

Napoli Rendiconti,(2)ni. (1889),pp.


XII.
(1902),pp. 99"108.

91"99

have
and

been

worked

out

in detail

by Chessin, Trans. Aaid.

by Marcolongo,
of St Louis,

Sci.

136

THEORY

cylinderfunctions;

Indefimte integralscontainingtwo

5'12.

[CHAP. V

FUNCTIONS

BESSEL

OF

LommeVs

second method.
An

alternative

integrals
justdiscussed.

of the
form

been

has

method

The

consists in

method

^ {z"^^ (z)#. (z)]


=

this method

By

suitable for numerical

more

Lommel*

givenby

their values

some
evaluating

are

obtained

in

computation.

adding the

results

two

(z)W,^, (z)+ %^, (z)W'.(z)]


{'^,

-z"'

(p +

v) z'"-'1^^{z)W,{z),

^+

z""-^ ^^+, {z)%\^, {z),

^{p-^-v-2)

that

so

(p +

v){~z^-'
%\ (z)^,{z)dz+

/x +

(p-fM-vz^

and

then
Thus

(1)

2) r

(2)
As

^^+, (z)W

,+1

(z)dz

{z)+ ^,+, (z)^,+1(z)l

givingspecialvalues to p.
we

have

fz-"^-''-^%^Az)'^^^,{z)
dz

'^e(^)%%
J ^'^""-''+i
cases
special

(^)f/^

g^^^^_^^^

c^^

['

'

z-^-+^'^C^
{z)dz

(4)
Again,if p

be made

zero
,

{^, (z)^^ (z)+ -e+^ (z)'^^^,


(zy^.

4^ l^,'(z) "^W, (z)},


^^^("^,^(z) "^^,+,(^)}.
+

it is found

that

that,by summing formulae


if.+

^'^+ '^'^-^^
^'^'^"^^^^"^'

of these

"^V+i(^)
f^-'"-'

(3)

(5)

ZP-'

re (z)f

^"^^
^'^^^
2(/7^+l)

so

for

K (z)%\ {z)+ ^^^, {z)%\^, (z),

of this type, we

get

%\ (z)W,(z)^-(p,
2n) j'
W,^,,(z)^?.+,
v)f
(z)^
+

Math.

Ann.

xiv.

(1879), pp. 530"536.

5'12-5-14]
if /u.
particular,

In

0,

z^

137

THEOREMS

MISCELLANEOUS

dz

j %\{z)'"n{z)~

(6)

r,

"-ll

r-

'^0(^)^0 (^)+ 2
m

where

1, 2, 3,

there

But

seems

+ '^niz)'^n{z)
'",n{z)'^\n{z)
I

to be

no

....

j%{z)%\ {z)^
For
I.

xi. (1881),p.
Rayleigh,Phil. Mag. (.5)

(1)see

for

Papers,
{Scientific

217.

(1899),p. 516.]

So7mie's

5 "IS.

in
expressible

be

extended

by Sonine,Math.

Ann.

(1880),pp. 30"33,

xvi.

that

the form

-f {"/^(^)}
{0 (^)}
{^ (^)H^ (s)-2?^^,
(^)-^M i'^(^")J;5.

but the results

been

of conditions

the discussion

may

functions.
containingtioo cylinder
integrals

analysisof " .5-1 has

The
to

of

specialcase

simpleformula

+ C

+i" (.-)
{0 (z)}
^^^,{^ {z%
-gf^^j
(z)"^^{0 (.-)}
%-^^^{V.(3)}

are

too

complicatedand

not

important to justifytheir
sufficiently

insertion

here.

reduction formula.
Scliafheitlins

5 '14.

reduction

formula

for

I'z"^9^%''{z)dz,
is

which

natural
and

Schafheitlin*

^v{z)
To

as

varies

appliedby
(" 15"6).

the formula

obtain

of the formula

extension

we

him

to discuss

observe

" 5"1 (4),has been discovered by


of
the rate of change of the zeros

that

'

2"^{z'-v')'i^J'{z)dz

--fz^W.i^)\z^^^z^m^)dz
'

-^ [_ ^^+2^"^_
(^)r^; (^)]+
Now, by
+
(/j.

^;2
I {^^+-2

(^)+ (^

1 , ^^+1

-i^^
(^)'^-;(^)|dz.

integration,
partial

[z"^+''^\''{z)]
S)\'z'^+"(^J-'(z)dz
=

Berliner

1%'^+'
{z) +
K' (z)[z"^:

v. (1906),
p. 88,
Sitzunf/nberichte,

dz,
{z"- v')K (^)l
-

138

THEORY

and

[CHAP.

FUNCTIONS

BESSEL

OF

so

+ 1)
{fjL

'^/^{z)dz
I%'^+^

Hence,

r^'^+^K"

{z)]+

'^,(^)-g^;(^)dz.
(^'^ v'^)
['2'^+^
-

substitution,

on

{lji+\)\%"^{z'--v')9^-'{z)dz
-^/^(2) (/x+ 1) z^^' '^v(z)'^J (z)]
[^'^+"

1%^^+-'
9^.(z)%%' (z)dz

{fi+3)

[V+^ W^

and

{z9S:
[^'^+1
(^)
-

this is the reduction

5'2.

Expansionsin
shall

We

in " 2'7.
(1^)'"^
Chapter XVI.
result of

The

" 27

'i'/{z)
J^*^

dz.

v'\

+
1) '^.(^)}^

in

at

^f^

z^9Sj'{z)dz
^'

^'^+^

[z'
-

7.^+

H/^

(^)].
^)1'^^.^

question.

of Bessel functions.

series

discuss

now

i (m

formula

for

for

dz

+ lf-v^z"^+'^ii,'{z)]
{hAjJi

{z) (/x+ 1) {1{^l+ 1)^

2)['
{ti+l)[v'-\{fi+
z"^+^^i^fj'{z)dz
+

(z)W;{z)
1%'^+'^,

-22.^1

find that

we
By reari'anging

{fji
+

z"'+'"^.{z)
"^J {z)+ z"^+-''g?,2
{z)

"W:^(z)-(fi+1)
[z"'+'

+ If
{{fi

of the

tained
simplestexpansionsof the type obgeneraltheoryof such expansionsis reserved

some

The

of the expansion
suggests the possibility

once

00

+
(i.)^=s(^i"MIV
.")^^^^(,)_

(1)
is due

which

establish the

To

is

Gegenbauer*

to

series of

and

is valid when

expansion,observe

fi is not

negativeinteger.

that

analyticfunctions which converges uniformlythroughout any


of the ^;-plane
(cf " 3'13);and since

domain

bounded

J^+on(Z)]
{(i^)"^

it is evident

(^z)~'^

(z)-(fl+
{nJ^+^n-l
-^_^
^^

that the derivate

of the series

now

under

n) J^+2n+l(z)],
consideration

i"n

is

1=

n-

Wiener

Sitzungsberichte,lxxiv.

^"

(2),(1877),pp.

124"130.

0,

140

By

we
analysis,

of the

slightmodification

[CHAP. V

FUNCTIONS

BESSEL

OF

THEORY

that, if k is

prove

may

any

constant,

oi^i
{fi+

This

formula

in"

n, -n\

+ 2n)J^,+^n
1\ A--)
(yu,
{z).

some
requiredin establishing

will be

generalexpansions

more

11-6.

+ h)].
\\/{z
of {z + A)**''./^
expansions

LommeVs

5'22.

It is evident

+ h)],
A)~^"J"^[s/{z
qua

that {z +

" .3"21 (6),w^e

Am

00

J. {V(^+ h)]=1
(.+/o^''

These

formulae

(2) we

deduce

are

from

h, is analytic
combined

[z-i^j.
(v^)l

-^

-.

some

yirzj

(4)

--^

sin

z-\-h

+ 2zt)
^/{z^=

0; and

so,

in

J.n-i(z),

m.

,n=o

"

when

^ in (1)and
^
slightchanges in notation,
take

we

2zt)=^

^(z^

cos

(V^).

{.i^/.
(V^)]

If

" 3*4, after making

f+Wl
m

dtie to Lommel*.

l^\

(3)

(Jm

+ ^)} is analyticexcept
{\/('2'
Again, (^+ A )"'/,.
providedthat |A |" j^^ |,we have

(2)

have

{z + hr^^j.yiz +h)]

(1)

of

theorem
by Taylor's
consequently,

for all values of the variable,and


with

function

./i_^(z),

"

equation(4) being true only when |i|"^|2^j. These formulae are due to
Glaisherf,who regarded the left-hand sides as the generatingfunctions
odd integer,
associated with the functions whose
order is half of an
just as
efficients.
(^ 1/0} is the generatingfunction associated with the Bessel coexp f^^'
"

Proofs

been

givenby

is somewhat
*

of (3) and

Studien

Glaisher ; the

algebrainvolved

in

of this
investigations

nature

formidable.
ilber die BesseVschen

by Bessel, Berliner

Abh.

t Quarterly Journal,
Trans,

(4) by direct expansionof the right-handsides have

of the Royal

Soc.

1824
xii.

Functionen

[1826],p. 35,

(1873),p.

clxxii.

136

(Leipzig,1868),pp.
for the Bessel

; British

Association

(1881),pp. 774"781,

813.

11

"

16.

Formula

(1) was

given

coefficients.

Report, 1878, pp. 469"470.

Phil.

5-22]
shall

We
In

(1) replacez

J, {W(l

(5)

// by

and

modifications

various

enumerate

now

h)\ (1 + hr

(1) and (2).

of

^"2^and then

and

z-

141

THEOREMS

MISCELLANEOUS

;;,

-^

/.^",(^),

and, in particular,

If

/.(^V2)^2^^

(6)

from

In like manner,

providedthat |.^^|"
A'

make

we

A-)H (1 + AO-i" i

when

is

an

1 + 0,

the series

W'i

integer.If

rightis convergent. The convergence


is not an integer,
then, for largevalues

the

on
v

is obvious
of ?",

"^

in]

TT

the condition

is any

^-^^^/.-,"(^),

m=0

is R {v) " 0, and

for convergence

the convergence
satisfied,
when

find that

1, we

"

-^

find,by Abel's theorem,

we

"??l!

Hence

1.

A--*-l+0

providedthat

make

J^^-Az).

(2),

J. {W(l

(8)

If

then

and
(5) by (1 + A:)^"

divide

we

"7f

when
Consequently,

is absolute.

if the

condition

is

R (v) " 0, and also

integer,
S

(9)
if

In like manner,

^-^

R(v)"

^f^J.-,"{z)

0.

also when

1, and

"

is aiii/ integer,
we

have

/. (W2)

(10)

2-^"

^^

J,_",{z).

III--

It should

be observed

for functions
and

j^"I"

1 ;

of the
so

that functions
first kind

in

of the

may

be

substituted

(8) providedthat |A j" |^ |

(1),(2),(5) and

that

111 =

(12)

r, y{2
(z + h)i''

h)]

(13)

F. [zV(l

AOJ
=

^i^^]:"'^!-"-)
Y,_,,wz),

5
(1

"*-!

Y^ {zv(i

S
Z^)^"
/"

(14)

kind

second

^7"^^iW-" (--),

t ^
^01 (1 + k)-^-"
=

}-;_,"
(4

142

THEORY

[CHAP.

FUNCTIONS

BESSEL

OF

the functions of the second kind as a


may be proved by expressing
of functions of the first kind ; by proceedingto the limit
linear combination
These

when

tends

to

integralvalue, we

an

they hold

that

see

for functions

of

order.
integral
the

correspondingresults
substitute the symbol W

By combining (11) (14) with


"

kind, we

first

the

that

see

we

may

for functions
for the

of

symbol

throughout.
last formulae

These

234

(1918),pp.

by Lommel,

noted

were

Chapter xi.
that
242,
they are

"

Stadien, p. 87.

of

some

Numerous
generalisations
by Airey, Phil. Mag. (6) xxxvi.

observed

It has been

given in

will be

of them

in calculations

use

connected

with

of

zeros

Besael functions.

When

that, when

(5) and (13),and

combine

we

|X^

"

(_\m

x^

when
and, in particular,

("\m

results

two

X-' S

/. (X^)

"g',^",
{z),

is unrestricted,
00

These

find

we

il^\m

(\-2
-\\m
U__^^_Ji-Ai^

00

(16)

replace\/(l-\-k)by X,

1" 1,

^. (M

(15)

then

(\2
^^

-\\m.(lp'\m

^''^

described*
fi*equently

are

J.^,n{z).

theorems
multiplication

as

for

Bessel functions.

(when

observed

be

It may

is taken

the result

that

equal to

(2/zr

-{a-l)\

(17)

of

treating(14) in

i-i^

?n=0

An

alternative

proofof

xiii.
Sitzungsberichte,
see

formulae) Wagner,
A

[Note.
Lommel

Bern

Ann.

special
years

before

27r

as

(8) is that

the

of formula
the

F"_,"(4

has been

aid of the methods

pp. 115

given by Bohmer, Berliner


of complex integration
;
extensions

(fornumerous

of the

119; 1896, pp. 53"60.

"

(1),namely that in which

publicationof his treatise ;

see

1, was

discovered

der Math,

Archiv

area

consisted, in

taking the integral

I I c,os,{^r
cos

of the circle ^~+

with resi:)ect
to
integrating

sin (^r cos

difif'erentmethods.

rj is

^i^-^")

cos{^cose)iimU{l-P).riim6}~^^

^^
7 _i
(-)'"(lrsing)2"^
J^^i(?-cosg)

(2?n+ l)!

"7r"i=o
-

ml

TO=o

Schafheitlin,Die

two

di
6
_-v'(i-{=)'''sin

6 + r^r sin 6)

e.g.

6 + r]r sin Q) d^d-q

and evaluatingit by
rf'"l.,

_i

See,

by

xxxvii.
"

result of

The

way

"

(1904), p. 108, and

lix.

^
the

same

356.

His method

over

''''

formula
multiplication

Mittheilungen,
1895,

case

seven

(1861),p.

the

(1913),p. 35, with

also Nielsen, Math.

the

integern)

an

Theorie

der

Besselschen

"=

b/

'

(/-cos^)'"*!
Funktionen

(Leipzig,1908), p.

83.

5-23, 5-3]

MISCELLANEOUS

changing to polarcoordinates

the result of

and

'2n

"TT

{ri}cos

cos

{(f) d)}p dp d(f)


=

"

these equationswe
If we
compare
and r^ sin- ^.]
r'^cos''^^

obtain

expansionof a

Bessel

5*23.

The

From

formula

Bessel functions
If

fjb and

The

/""^ r^

"

which

"n

the

(f))
pdpdcf)

I)

case

functionas
has

(rpcoh

cos

./

i/

l with

series

deduced

and

replacedby

of Bessel functions.
series
interesting

an

of

represents any given Bessel function.

unequal,and

are

(1) in

(7),Lommel

5'22

^"

"^"n'

143

{p,(p)is
1

/"jr ri
I
I

1
-"

THEOREMS

jx is not

we
negativeinteger,

have

repeatedseries is absolutelyconvergent; consequentlywe


have
it by replacing
n, and then we
p by tn

may

arrange
re-

"

and

hence, by Vandermonde's

This

formula

1868), pp.

putting

22
=

"

case
23, in the sjjecial

0, it is found
=

/i

/i=0,

ilher die Bessel'schen

with
0; by differentiating

have

we

Lommel's

MJ

"

An

compared

addition

with

Neumann's

(1)

of

i
7/1

the

"

|2; |" j^ ], being unrestricted.


similar but more
generalformula
%\{z

to
*

ilv

"

3'571.

"

of any

order is

J.-"^{t)J,n{z),
00

t)=
m

is due

"

to Be.ssel functions

This

(2)

lit

expansiongiven in "

" 2'4

J,{z + t)=

where

^^'ff
"f
;/'^

formula for Bessel functions.

of the formula

extension

An

formula

is due

to Schlafli* ; and

%\-,n{t)J,.{z)
X

Soninef.

Math.

Ann.

then

"J/l^\

53.

and

formula

be

(Leipzig,
v

l"l

m=0

1^ Y, (z) ./o(^) {y+ log(1-0}


+
should

respect to

i ^-^~^{"r-''J,..,n{z)
J,{z)\0g{hz)-''^f^-}^
"}

(3)
This

Functionen

that

and, when

Studien

given by Lommel,

was

knY,{z)

(2)

theorem,

in.

(1871),pp.

13-')" 137.

^'^'''-x^'i-

(1^80), pp. 7"8.

144

THEORY

It will first be shewn

the

that

series

where

r,

R, A

When

in

sin

when

ascendingorder

Ju-m(i)Jm(^)
positive,

is largeand

uniformly

7? ^ I^ I^ A,

r,

numbers
unequalpositive

are

and

is

rightof (1)

the

on

functions of both
convergent series of analytic

I2^ I^

[CHAP. V

FUNCTIONS

BESSEL

OF

vir.i^Ry.ir/Ry

is

(m

of

magnitude.

comparablewith
v)

and

of the
the convergence
series for {l"rjR)". When

series is

comparable with that


largeand negative{=

is

of the
"

binomial

n), the

general

is comparablewith

term

V{v
the

and

uniformityof

n+\).n\

follows for both

the convergence

of values

sets

of

iii

by

the test of Weierstrass.


is

Term-by-termdifferentiation

il-P) i
\"jt

so
consequently
permissible*,

J.-.n{t)Jrr,{z)=l

CZj^=-tx^

\J\-n,{t)
J^{z)

m=

"x"

"

""

J^-m (0 [Jm-l{2) Jm+i (^)}


-

rearrangement, that all the

on

J' m{z)]
,_,n{t)

it is seen,

-ao

1,1=

and

that

terms

on

the

rightcancel,so

that

Hence, when

12^ ]" ji| the

series

2
m

of

and

with

F{z

which

respect
+

is

to

1),then

we

put

0,

we

that

see

"

oc

and
{t)^J^{t),

the

truth

evident.

Again,if the signsof

and

in

in=

and

when

(3)

function
analytic

as
a
expressible
functionof z-\-t only,since its derivates
and t are
identically
equal. If this function be called

m=

If

J^,-m(t)Jm {z)is an

this result is combined

have

"

with

(1),we

see

that

I Y^_rr,(t)J,n{z).

Y,{z + t)=
m=-

(1) be changed,we

Cf. Modern

CO

Analysis, "5-8.

of

(1) becomes

5'4r]

MISCELLANEOUS

with

this is combined

When

reader will

The

(1),equation(2) becomes

J,^,n{t)J,,{z\

'i^,{t-z)=

%%^,,(t)J,n {Z),

Ann.

is

iiber die BesseVschen

Studien

Functionen

by Graf,
given* explicitly
of these formulae will be
generahsations

integer; while (4),(5) and (6) were

an

(1893),pp.

XLiii.

|,

";

"

given by Lommel,

results,(3) was

1868),when
(Leijjzig,
Math.

i"

|^ |"

F,+",(0 "/".
(4

2
)"

evident.

that,when

Y,{t-z)=
these

method

same

J,{t-Z)=

(6)
Of

the

readily
prove by

(4)
(5)

145

THEOREMS

141

142.

"

Various

given in Chapter xi.

of Bessel functions.

Products

5'4.

ascendingseries for the productJ^ (z)J^ (z) has been givenby various
stated to be due to Schonholzerf,who
writers;the expansionis sometimes
published(in1870)
publishedit in 1877, but it had, in fact,been previously
examined
been
has
More
by Orr",while
by Schlafli^.
recentlythe product
has givenexpansions
(c" " 5-42)for productsof the forms
Nicholsonjl
The

l^^(z)Yn (z).

J^ (z)Yn (z) and


In the

presentsection

the differential equationsatisfied

shall construct

we

by the productof two Bessel functions,and solve it in series. We shall


of series.
by direct multiplication
("541) obtain the expansionanew
Given

differential

two

equationsin

the

productvw,

have

we

y"

v"iu

-{I

where
*

See

also

[Jahrbuch
yXJeber

Epstein,Die

vier

iiber die Fortschritte

Gubler, Einleitung

Nielsen, Ann.

in

die

Theorie

Sci. de VEcole

396, Meissel obtained

2v'tu',

respect to

some

z.

Reclinungsoperationen mit BesseVschen


1893"1894,
pp. 845"846].

norm.

who
der
sup.

1904), p. 20.
derfiinktionen(Leipzig,
p.

J)y

Ftniciionen

attribute

the

According

expansion to

Funktionen,

BessrVschen

(3)xviii.

l^mndertmgen

(1901),p. 50
to

Nielsen,

Integratioimceges
include

Math.

Ann.

Graf

Ann.

de

Frogramm,

Math.

(4)ii. (1902),

1862.
that he

uses

iii.

IIQuarterly Journal,

xliii.

and

(Bern, 1900), pp. 85"87, and


der Theorie der CylinHandbuch
ii.

None.

series for productsin the Iserhhn

des

Schonholzer

A trivial defect in SchlaHi's proof is


(1871),pp. 141-142.
only when R(fi + i" + l)"0.
contour
integralwhich (ashe pointsout) converges
93"100.
pp.
" Proc. Camb. Phil. Soc. x. (1900),

(Bern,1894),

der Math.

authorities

The

2v'w' + vtu"

bestimmterlntegralemit Hiilfevon

die Auswertlmng

(Bern,1877),p. 13.

differentiations with

primesindicate

forms

their normal

dz-

az-

if y denotes

then

(1912),pp. 78"100.
10

146

THEORY

OF

^Jy"(^

It follows that

^) 2/1

2^"^' + 2v'rv"
-2Ivw'-2Jv'w

and

y'"+ 2(1

hence

J)

+ 4//
2/'"

(1)

to shew

but, if I ^ J, it-iseasy

This

Appell,Comptes Rendus,
To
a

Orr

form ; both

2/'2/=0;

in connexion

with

(1),see

211"214.

results to Bessel's

applythese

normal

viv').

the equation
satisfies

equation used by Git;

(1880),pp.

xci.

{I- J) (v'w

differentiation that

by

differential

of the

is the form

I =J, y

when

case
Hence, in the special

to

(/' +J')y

[CHAP. V

FUNCTIOjNS

BESSEL

the equationhas
equation,

Nicholson

and

effect the

to be reduced

reduction

by taking

it
z^^^{z) as a new dependent variable,but, for purposes of solution in series,
is simplerto take a new
independentvariable by writing

d^_d^

^-^^ ^^'' ^'^^^ ^^^

that

so

^"

equationsatisfied by J^ {z)Jy (z),when

the

Hence

5?

(^=- .=)"=
.^^ 4e-,}

2 (2^=- .'"
-

/x- ^ v', is

0,

that is to say

[^^-2(fi'+ v')^2

(3)
and

the

(fM' vj] y

+ 4e-"'
(^ +

1)(^

2)3/

0,

equationsatisfied by J^ {z)J"" (z)is


0.

^(^^-4z;2)2/+ 4e2"(^+ l)?/

(4)

Solutions

in series of

(8) are

m=0

where

" /j^"

a=

and

4(a
Cm

If

2m-l)(a

"

{a +

fx +

take

we

+ 2ni
/m +

){cc+

/J,

"

2m) (a

2m)c,"_i
+ 2m) {a
yu,+
z/

"

'
"

fi

"

2m)

and*
1

^'~2''+''r{fi
+ i)r(v
we

obtain

^
,"^oml
and

(-)'"(1^)'^+'^+""
T(fi +
+ m + l)r {/jl
+ 7n
{fi+
V

the other series which

signsof

i)'

the series

either fx

or

or

are

both

solutions of
/x and

v.

v+2m
+

l)

l)r (v +

(3) are

obtained

1)'
by changing the

148

earlier

procedure does not


given by Nielsen, Math.

mode

obvious

This

of

writers;it was

[CHAP. V

FUNCTIONS

BESSEL

OF

THEORY

been

have

to

seem

Ann.

noticed

by

of the

any

(1899),p. 228.

lii.

obtained
by Bessel,Berliner Abh. 1824,
Jq{z)cosz and J(i{z)ii\mwere
and
for
results
J^ (2)sin 2 were
and
the
J^{z)cos,z
corresponding
39,
[1826],pp.
schen
Functionen
iiher
die
BesseV
Studien
Lommel,
deduced
from
Eoisson's integralby
ber
the
functions
and
bei have
deductions
Some
16
18.
concerning
1868),pp.
(Leipzig,
been made
by Whitehead, QuarterlyJournal, XLii. (1911),p. 342.
series for

The

38

"

"

if we multiplythe series for J^(az) and J^ibz),


we
generally,
a'^h"
is
coefficient
of
(-)"'
(|2r)^+''+-""
expansionin which the
More

an

fow!T{v

l).{m -n)\ r{fi +

m-n

tt'-"'
oF^(- m,

'

obtain

l)
m;

//-

1/

1 ;

6-/a^)

+
r(yLt

m!

and

l)r(i/ + l)

so

{hazY (Ibz)"
r(^ + l)

(2) J^(az)J,{bz)
=

2^1 (- m,
^ (-)'"(|a^)^'"
Jlo
mWiji
this result

and

in
expressible
One
another

whenever
simplified

is the

case

case

we

is the

then

Ave

I-

/ox

the

1; "/a')

l)

hypergeometricseries

a,

which

/i- =

has

alreadybeen

v".

the formula*

use

r("-^-fl)r(i)

-1)=

that

see

case

ia,providedthat

Fia ^- a-^4-1and

hiiTT
cos
i-y" (^azy''+^

m-

(4) J_.(az)L(az)=

If

(6)
an

we

take

e^'^"
in

2
=oml

(3) we

Cf,

the

Kummer,

(-)'"(^a^)2''+^'"
m-^
l)r{i' + 2m+

(-)- (i"^r

which

T{v

ber,2(^)+ bei.H^)

expansionof

is

compact form.

of reduction

case

In this

be

can

-fi-m;

cos

1)'

(I.- lm)7r

find that
S

^^

i2i/+4W

~-^,

leadingterms

Journal fur Math.

Avere

xv.

given in " SS.

(1830), p. 78, formula

(53).

discussed ;

5-42]
The

MISCELLANEOUS

(1906),pp.

XV.

from

490

of the
been

series have

Some

types J^^ {z)and J^^ (z)J

By giving/*
e--"

(7)

by Nielsen,Attidella R. Aecad. dei Lincei,(5)


Monatsheftefar Math, und Phys. xix. (1908),pp. 1G4" 170,
differential equation satisfied by J^,{a.z)J^v{bz).

and

497

"

consideration

discovered

(3),(4),(5) were

formulae

"

/._, {zsin ^)

in

by

importance.

is easy to prove

that

^'"''
^^"'^"^y\) (2 sin By-^ S rT^^TZT^
\^v

1-

M=o

in which

of this formula

case
special

to be of any

(2),it

The

(1910),p. 55, for products of the

given,QuarterlyJournal, XLi.
but they are too cumbrous
(/:),

values
special

the

149

THEOREMS

2i/ is

n)

integerhas

an

given

been

Hobson*.

been

outline of

kind.

productsJ^ {2)F" (z),J,n{z)Yn (z),and Y,n(z)F" (z)


is an
the subjectof detailed studyby Nicholsonf ; the following
modifications.
with some
his analysis

have

We

{J^(Z)/. (Z)]
I;

TtJ,(z)Yn {Z)
=

where

second

series for the

The
have

Bessel functions
of the
involving

Products

5'42.

is to be made

equalto

I [J,(^)/-. (^)l,

(-r

performed.

after the differentiations have been

Now

|;{/.(^)J.(^)}=l0g(|^)./.(^)^.(^)
2

r=0

rlT{fi +

x{f(fjL+

2r +

l)r{fM

l)-ylr{/u.+v

l)r{v+ri-l)
1)

+
(z.
i/r

?"

1)}

and

[J,{z)J_. (z)}
1^
=

logiiz).J, {z}/_, (z)


+
(i^)^--+^'T(/^-i^
(_)'"

50

irlr

(fM-

1)

+
+ 2r -\-l)-^lr{fl-v
{^|r{f^-v

parts, S and

divide the last series into two

We

1) r (fi+

.=0

r=o

l)

2r +
r

(-

l)-^jr{-v +
In

the

1)
r

former

l)]

part

we

r=n

have

^^"

Proc.

Lotidon

Math.

1 (-i' +
Soc.

xxv.

l)

(1894),p.

0(3 ;

see

also

Cailler,Mem.

de

l"i Soc.

de

Phijg.de

xxxiv.
(1902"1905), p. 316.
had been
The
expansion of Jo(z)Yo(z)
t Quarterly Journal, xliii. (1912), pp. 78"100.
p. 21.
1904),
(Leipzig,
der Theorie der Cylinderfunktionen
previouslyby Nielsen, Handbuch

Geneve,

giveu

150

OF

THEORY

undetermined

while in the latter part there is no


r

is

replacedin

this part

by

+ r, it is

[CHAP. V

FUNCTIONS

BESSEL

to be

form

evaluated.

When

that

seen

"

--^

(;. n + r
(l^r-"+^'r!r(;a+

2^

\.to
X

r\{n+r)\T{fi

+ ?i
(yu,
-v/r

1)

1)!

l)

2r +

+ r
(yLt
"/r

r+\)

+ "
[21og(i^)+ 2"/r(yLt

1),(n

7r/,(^)J.(^)

(1)

l)
+

1)

-^/rO^+r+l)-^/r(r+l)}.
The
m

0, 1, 2,

by

and

continuous

function

rightin (1).

series for

The

of /a at yu- m where
series for 7rJ'm{z)
Yn{z) is obtained by replacing
fx,

the

so

...,

the

on

rightis

the

expressionon

series
by constructing

be calculated

Yj,i
{z)F" {z)can

for

'd-J"y.{z)J"^{z)'
dfxdv
in

similar

have

been

5*43.

integral
for J^ {z)J^ {z).

The

by

; the

" 5*41

has
integral

this value when

0,l,2,

...

provided

R(fi + v)"-l.

It is then

evident

J^{z)J^{z)
that,when

that

change of
difficulty.
This

p. 263.

formula

the

order

is due

to

T^

(fi-v) 6 dO,

l,

"

J^ (z)J, (z)

the

COS

--"

R{/jb+ v)"

(1)

integral
("2*6) for Jn^(z)is obtainable

formula*

to the result of

so

which is extremelylaborious,
analysis,
will not be repeatedhere.

givenby Nicholson, and

applyingthe

details of the

of Neumann's
generalisation

that

The

manner.

m,

"=

fj.

('^J^+,
{2z
cos

of summation

Cauchy

6) cos (fi v) dde


-

Jo

; for

and

proof by

integration
presents

contour

see
integration,

no

Modern

serious

Analysis,

5-43-5-51]
If

be

MISCELLANEOUS

integerand R(/ji n) "


positive

"

J^ (z)J,,(z)

(2)

151

1, then

"

^-t)!['V^_,
{2zcos d) cos
if /a and

is also true

this formula

and

THEOREMS

are

both

(ix+ n)\ede,

but
integers,

are

otherwise

unrestricted.
Formula

given by Schlafli,Math. Ann. iii. (1871), p. 142, when yi"v are both
cxi.
general formula is due to Gegenbauer, Wiener Sitzungsherichte,
(2a),

(1) was

integers;the
567.

(1902),p.

The

5*5.

A natural

expansiono/QzY'^''as

series

formulae

of the
generalisation

ofproducts.

of Neumann

and Gegenbauer
(""2'7)

("5-2)is that
+ i)r(.
(i,w..-r(,.
(2^r

a^
(i)

i)

r(/x

i)

The

formula

is true

if p, and

proofappliesonly if i2 (^ +

" 5"2

From

multiplyby

we

6
cos'*+''

^^

(p

cos

"

following

^/^+,+,",(22cos^).

it is clear
integrate,

and

(/u-p)Odd=

cos

^"T^

"

v)6

"

Jo

77"

the

1.

"

have

we

(zcosey+''= s
If

1) "

i'

but
negativeintegers,

not

are

"

from

"5"43that

/^

"

"i'

the result follows

and

of fx and

the result

is at

formula

The

Lxxv.

5'51.

the left ; for other


on
by evaluatingthe integral
continuation.
may be established by analytic
deducible

once

from

formulae

given by Gegenbauer, Wiener

values

herichte,
Sitzungs-

(2),(1877),p. 220.

series

LommeVs

of squares of Bessel functions.


Lommel*

expansionderived by

An

t/,,+m(2),
'-/^+"i,(2^)

from

the formula

2vdJ^^{z)

-j"irz~'='^^-'^'^-'^^^'^^^

2(v + 2n)dJU,,,(z)

r,

/,x
J-^_i {z)

IS

~r-

so

a^

71=0

that

2JzJ\_i(z)dz

i (v + 2n)J\^,,,(z)

p. 532

The
;

results of this section


Milnchener

Ahh.

xv.

will be fouud

in Math.

(1886),pp. 548"549.

Ann.

11.

(1870),pp.

632"633

xiv.

(1878),

.152

Hence, by

have

" 5'11 (11),we

..

Iz^ {./^_i
(z) J,-,(z)J, (z)}

(1)

takingzero as the lower limit


beginningof the series,it may be

when

on

If

take in turn

we

have

we

+ 2n) J%+,n{z),
(i/
0

by adding on

R{v)"0\

that the restriction

seen

terms

so

at the

is superfluous.

R{v)"0

add and subtract the results

h;,v %,and

[CHAP. V

FUNCTIONS

BESSEL

OF

THEORY

obtained,

("3*4)
z

(2)

-=

sm2.^

(3)
while, by taking7-

1.

"

(_)n("+i)/.^^^^(^)^
that

see

we

(w + i)/Wi(4

Iz^ [J:(z)+ J,'(z)]

(4)

Another

formula

of the

(2n + 1)J%"^, (z).

type is derived

same

"

'v+n

the
by differentiating

series

("3')
;

M=0

for it is evident

that

"^

00

2^

J-

end

'v+n \2)

e,i Jv+n

Z"

(^)^

i^)

v+n

00

and

so.

Avhen

R(v) "0,

+ J,^,(z)]
J,(z)lJ,_,(z)

2vJj^{z)/z,

obtain

we

J"+n (2)[Ju+n-i
(^) '/^-f-n+i
i^)}

"n

modification

of Hansen's

formula

("2-5),

namely
(5)

enJ-\^,,{z)2v\ J.'{t)~.

2
"

.'0

An

of this formula, namely


importantconsequence
bound
for |J^ {x)\,will be given in " 13 42.

By takingy

i, it is found

en

an

upper

sin^ t
2 r^
+

sni

TT

^.cZ^
2t

so

(6)

I J\+,{z)

where, as usual,the symbol Si denotes


Lommel

in the third of the memoirs

-Si{2z),.
TT

n=^0

by

of

TTJo

2 sin^^

and

value

that

/-n+i {z) -\
"

the

the "sine
to

This
integi'al."

which

reference

result is given

has been

made.

5-6]

MISCELLANEOUS

5"6.

Continued

Expressionsfor quotientsof
immediatelyfrom the

it is at

Bessel

functions
formula

recurrence

are

givenby ^3'2(1);thus,

i^V{^(1^+ 1)1 i^V{(^+ i)(^-f2)1

J^_,iz)

\z-/{(v+rn~l)(v+m)}
This formula

is

easilytransformed

/,_, (z)
results

+ ni)
^z J^+rn^i(z)l{v

i^

"

These

fractions

be written

AM=W^

^^^

continued

as

apparent that

once

(u
^ ^

153

fraction
formulae.

deducible

if the formula

THEOREMS

2vlz-2(v

J"+,"(2)

"

into

l)/z-...-2(v + m)!z

./,+",
{z)

for

generalvalues of i^; (1)


Bessel* for integral
values of v. An equivalent
result,due
then
that, if Q" {z) /,+!{z)l[^z
J" {z)],
true

are

was

to

'

discovered

by
is
Schlomilchf,

Other

(4)

formulae, givenby Lommel:|:,


are

J^+^{z)

Z"'

J,{z)

^^

2{v + \)--l{v

Z"-

2)-2{v\-^)-...-2{v

^2{v+

'

JJz)
Bessel functions

The

Z"

m)-

Zj,+,n+l{2)
J.^m{z)
'

'

l)-2(v

in all these

2)-...-2(,^

formulae

may

J.+.ni^)

m)-

obviouslybe replacedby

any

functions.
cylinder
It

assumed

was

so
neglected,

b}^Bessel that, when

Berliner

writers ;

Graf,

see

Ami.

Abh.

the

00

last

quotientmay

be

Mat.

des

(2) xxiii.

t Zeitschrift
fiirMath,

only.
I Stiidien iiher
und
Math,
Phys.

+ l)] \z^'l[{v^l){v+2)]
\z"-l\v{v

(1824),[1820],p.

Kncydopedie
di

-^

that

JAz) _hzlv
1
J,_,{z)

/m

Sci.

31.

Math.

Formula
11.

(2) seems

28, " 08,

(1895),p. 47.
uiid Plnjs.11. (1857),
p.

142

p. 217.

not
A

to have

_....

been

given by

ditt'erent form
slightly

considered

Schlomilch

the earlier
is used

by

integral values of

pp. 292"297.

die
xxx.

BessePsclien

Fiinctiunen

(1858),p. 332,

and

(Leipzig,1868), p. 5;
Giinther, Archiv

der

see

Math,

also
uiid

Spitzer, Archir
Phys-.

lvi.

dcr

(1874),

154

THEORY

[CHAP. V

FUNCTIONS

BESSEL

OF

though it happens to
assumptionis justifiable,
be so, and a rigorous
proofof the expansionof a quotientof Bessel functions
fraction will be given in " 9'65 with the help of the
into an infinite continued
theoryof Lommel's polynomials."
obvious

It is not

that this

"

[Note.
the fraction
tends

The

tends

pjom

to that

to

limit
be

limit ; this may

as

The

reader

continued
pp. 483
been

will find

fraction

sinw,

memoir*

considered

q,a

discussion

elaborate

an

by Perron,

of the

fractions

types

considered

and

231"247

(1860), pp.

that

case

^'"^"'

though

^"'

"

oi J^{z)/J^_i(s)as
representation
xxxvii.
Sitzttngsberichie,

equation,depending on such
by Wilton, QuarterlyJournal,XLVI. (1915),pji. 320

continued

LVii.

the

on

MUnchenei'

contiguous hypergeometric functions


Math.

a,"=-l.]

m,

of Riccati's

504; solutions

"

between

in

that,even

by taking

seen

jt?"i=m +

the
necessarily

it is not

"i-*-co

is

obviouslycorrect

is not

assumption

the

why

reason

been

The

323.

"

connexion

the relations

noticed

necting
con-

Journal

by Heine,
Lvur.
fiir Math.

Christoffel,Journal

(1907),

representation,have

in this section and

has

filr
(1861),

pp. 90"92.

Hansen's

5*7.
It

was

stated

expression
for J^(z)as
Hansen

by

limit

ofa hypergeometric
function.

j-that

i-4fJ
"^'"=j",i"Tl)-'^-(^'''^^

"

We

shall prove this result for general(complex)values of


throughcomplex values.
fjLtend to infinity
If X=

This is

numbers

For
term

and

the (m+ l)th term


I/tj,
_i

m!

V{v

continuous

(lessthan

\2^)
+

function
2

n
+

1)

of h and

of the

expansionon

when

the

and

rightis

[(l+ rS)(l+ r7,)].

1'

77 ;

and, if 80

the series of which


|~i),

arbitrary
positive

770 are

it is the

{m

l)th term

verges
con-

uniformlywith respect to h and ?; whenever both |S |" So and 1 77 1^ 770.


the term
in question
is numerically
less than the modulus
of the {m + 1 )th
of the (absolutely
convergent)expansionof

the
Since
*

1/8,fi

and

This

uniformityof

the convergence

the convergence
memoir

is the

follows from

is uniform, the

subject of

paper

of the

sum

by Nielsen,

the test of Weierstrass.

Milnchener

terms

is

continuous

Sitzungsberichte,xxxviii.

(1908),pp. 85"88.
t Leipziger Abh. 11. (1855), p. 252 ; see also a Halberstadt
[Jahrbuch ilber die Fortschritte dcr Math. 1909, p. 575.]

dissertation

by

F.

Neumann,

1909.

156
We

take

Murphy's formula
P" (coszjn) o/^i
(=

and

modification

that

then

\z\ ^ 2\n\, and

when

,F, (where

is

we

can

the two

compare

1 ; 1 ; sin^'^z/n),

applicablewith

the

slight

series

,F, (1/So,
1|^ +

^B^

1 ; 1 ;

|^

^),

number
less than f j^ |~^
and the comparison
positive
arbitrary
\n\" l/8o-The details of the proofmay now be left to the reader.

Bqis an

is made

n,

1 ; 1 ; sin- ^z/n);

precedingsection
the inequality

use

we

n,

the

reasoningof

the

[CHAP. V

FUNCTIONS

BESSEL

OF

THEORY

when

the series for P" (cosz/n)


positive
integer,
to appealto Tannery'stheorem
to complete
terminates,and
firstnoticed by Giuliani ; the earlier writers took for
the proof This fact was
of the passage to the limit.
grantedthe permissibility
When

is restricted to be

it is convenient

In the

generalised
Legendre functions (of unrestricted order '7"i),
depends on whether the argument of the functions is between
of

case

the definition
+

1 and

"

P"so

not

or

for real values of

(between

.F, ((cos
^) ^^^^^^
=

l;m

.,

0 and

have

ir)we
l;

|.r/.),

sm^

that

lim"-P,r"'(cos-)=j;"(^),

(2)
but otherwise,we

have

Pn'"^ (cosh ~]

p
so

j^^oPi(^^^\^

n,

1;

-\-1 ;

smh^

|-^/"),

that

(3)

lim n^-P,r-^

(cosh
-)

/,,{z).

The
from

formula for functions of the


corresponding
the equationwhich expressesf
Q""*in terms
?i~'"

sin

lim

(4)
This formula

n IT

second

Qn"'[cosh

kind may be deduced


of P""* and P"~"' ; it is
=

Km (2).

has been

it is most
given(with a different notation)
by Heine ;]:;
the integral
of Laplace's
easily
provedby substituting
type for the Legendre
function,proceedingto the limit and using formula (5) of "6-22.
*

Cf.

Bromwich,

+ Cf.

Theory of InfiniteSeries," 49.


Barnes, QuarterlyJournal, xxxxx.
(1908),p. 109; the equation is
sin
_"

2r

??^

sin

mir

n)

P~"^

nir

g/"

in Barnes'

notation, which

t Journal

fiirMath.

lxix.

is

in this work.

adopted
(1868),p.

131.

"

'"

^"

T-

r(l-m

n)

T{l

n)

5-72]

MISCELLANEOUS

different from those justdiscussed,is


formula, slightly

Another

(5)

lim P,,

"

this is due

Laurent*, and it may

to

Pn (cose)
The

[Note.
to be

g^)

/o (2.);

provedby usingthe

be

second of

Murphy's

namely

formulae,

used

157.

THEOREMS

generallybelieved
Thus

Bessel functions.

Functions^ Lamfs

it

that there
stated

was

Functions

Bessel functions]
are
[i.e.

and

with

in

the main

luith Mehlers

^^).

be

emphasized because it
Legendre functions and
his Eleuientan/Treatise on Laplace's
(London, 1875), p. vi, that "these
subjectof this book."]

Functions

BesseVs

associated
Integrals

5"72.

no

tan-

must

connexion

Todhunter

connected

not

of this section

was

by

1 ;

n, -n;

formulae

of the

existence

^e 2F1 (-

cos"

between

formula.

the formulae
of the last
completelydifferent method of establishing
and
this
Mehler
method
section was
also,later,by Rayleigh;
givenby
depends
of
thus
a
on
use
integral,
Laplace's
A

":

P,j (cos6)

\ (cos 6

i sin 6

cZd)
"/))"^

cos

1 T"
g" log (cos0+i

__

sine

"/))
^^Jj

cos

Since

uniformlyas

when

go

-^

i sin

log{cos{zjn)+

0 ^

{zjn)cos 0}
have

tt, we

at

iz

-^

cos

once

1 f"

lim
Heine

of

f and de
Laplace'stype

Bessel functions
results in

" 6'22
has also

Mehler

P" (cos2/n)

Ball.I have
for

made

Legendre

when

/'^

2
"^

If

be shewn

it may
y\r^

n"p

by using the

the

limit

integral

cos

(9)}

])resentssome

^|rd^

/"^cos
"

-.u,

--r:y,
'^

to

Mehler- Dirichlet

that
2

passage

his

{n + ^) (f)d(f)

cos

J 0 V{2 (^os(p

P"(coss/")^bvit the

to

of Y^,{z).
representations
integral

his formula

given a proof of

third kinds ; reference will be made

deal with

we

d(f) J^ (z).

similar passages to the limit with integrals


In this way
Heine
functions.
has defined

and

of the second

e'' '"''"^

\'V

because
little difficulty

the

integralis an

proper
im-

integral.
Various
*

Juuriml

enoneous

de
on

Journal

have

formulae

which
givenrecently
384"385;

(3) i. (1875),pp.

Math.

account

been

of

Math.
J'iir

arithmetical

an

lxix.

Nacli.

cxxviii.

(1891),col.

formula

actuallygiven by

Laurent

is

error.

(1808),p. 131.

pp. 383"386.

t Ai"tr.

the

in which

exhibit the way

1"4.

See

also

Journal,
Sharpe, (juarterli/

xxiv.

(1890),

158
the

Legendre

Thus,

formal

approachesits limit
expansiondue to Macdonald*

function

its

as

degree tends

to

infinity.

is

(n + 1)-" (cosi^)-""[Jm (^')

where

[CHAP. V

FUNCTIONS

BESSEL

P^-'-lcos^)

(1)

a;

(2?i+ 1) sin ^6.

upper limit for the error due to


Legendre function of largedegreeby a Bessel function,aref
exhibit

formulae,which

Other

OF

THEORY

(2) Pn (cos7])"

an

replacing

Qn (cOS7])

ITT-l

|(^+ 1)tan 77}" iY^ {(n+ 1) tan 77}]


V(sec7;)e" ("+*)""("-tan')) [/,,

4"9i
\/(sec11)

Pn (cosh^j

(3)

(4) Qn (coshf)

(^)

^-^-^

/o (nf) +

j)
e-("+4)(f-tanh
^(gech I) 7^0{(w+

i) tanh ^|

"6"3V(sech|).e-"^^+^)^
"^

i? (n) +

where, in (2),0
less than

^ir,and, in (3) and (4),f ^

^ ?; "

unityin absolute

its real part is

magnitude,and

0 ; the numbers

be

complex
may
the proof of these results is too

positive.But

i,
6^,62,6s are

providedthat
lengthyto be

givenhere.
Th

The

expressible
by Hansen's formula as a
to investigate
methods
hypergeometricfunction has led Olbricht;):
Bessel's equationis expressible
confluent form of equations
a
as

"

fact that

limit of

which

by

formulae of OlbricJd.

5 73.

associated with
If

Riemann's

take the

we

Bessel

function

is

P-functions.

equation

S-^|-(-'^"
of which

and

fundamental

the

compare

system of solutions is the pairof functions

equationwith

the
'a,

pU
Proc.

obtained

London

Math.

previouslyby

+ Watson,

Tram.

the

Soc.
same

Camh.

equationdefined by
b,

1,

/3', 7',

(2) xiii. (1U14),pp. 220"221

writer,Proc.
Phil.

Soc.

xxii.

London

Math.

(1918),pp.

pp. 151"160.

X Nova

Acta

the scheme

c,

^,

A,
*

o.

Caes.-Leop.-Acad.
(Halle),1888,

pp. 1"48.

associated

; some

Soc.
277"

xxxi.

308 ;

results

(1899),p. 269.
Messenger, xlvii.

had

been

(1918),

5-73]

MISCELLANEOUS

THEOREMS

159

namely
fl-"-"-

d^y
^

d^;^

-^-^'

1
^

f"a^(g -h){a_^

"

] dz

"

{h -c){by3/3^

c)

1-7-y]

"

7y(c-a)(c-6)

a)

"

_^

_^
2'

"

"

=0,

(2: a) (s' b) {z
-

"

that

see

we

latter reduces

the

while

0,

h, c, /3,/3',7, 7' tend

remain

finite

We

thus

(their sum
obtain

a=

the

7'

"

J/

0,

2^/3,

fi,

^,

/i,

Pl

scheme

for

lim

those

which

Note.

have

It has

(1886),p. 31, that

whose

when
zero.

solution

the

the

^2

{6- and

h +

7'

0.

2i/3,
z

'y,
7

"p,

7,

Hansen's

formula

-4a/3,

but

constructed

is

0,

a-hv,

schemes

observed

7,

00,

^^".

v+l-a-^.

they

are

will be

by Haentzschel,

of

no

great importance and

sufficient

Zeitschrift
fur

examples.
Math,

unci

Phys.

xxxi.

equation

(/m), may
{% 4-3) is iih^"^v

invariants

directlyfrom

ii/,

been

now

been

^,

[_ij,^
l^-\v,

other

given

/3/3' 77'

7 4-

before.

0,

pJ

(;^::)
has

7' as

J^ {z)derived
r

Olbricht

/3 + /3'and

that

way

/^,

IX,

V-

of 7 and

values

same

fx,

"

is

scheme

\-v-ii,
the

such

while

"

scheme

lim

with

+ ^Q-}.
^[{ix+ i-)-

similar

Another

o!

IX,

"

infinityin

to

I7,

if

former

being 2/a+ 1)

lim

where

the

to

c)

"

and

g-^ of

the

be

derived

Weierstrassiau

by

confluence

Lame's

from

eUiptic function

are

made

equation

to

tend

to

VI

CHAPTER

REPRESENTATIONS

INTEGRAL

Generalisations

6'1.

this

In

Poisson's

of

Bessel's

functions

in

applied

Chapters

and

vii

It

that

happens

the

shall

we

integralwhich

formulae

singleexponentialunder
examine

shall therefore

integralswill
formulae

and

integral are

Bessel's

of

more

and accordingly
integral,

type, deferringthe study of integrals

is due

of

choices

large.

Poisson's

in substance

the circumstances

Hankel

to

" 3*3 (4),since

is

" 3"3

expressiblein

are

can

contour

approximate

integralsign,while

the

functions, Avhich

circular

is

with

be obtained

investigationof generalisationsof

give

now

the

or

Poisson's

The

6"2.

shall

we

simplestof

The

"

to

type

applicationsof

study integralsof

now

Bessel's

of

the

obtain

to

suitable

elegantformulae

integrals.The

applications of

than

elementary character

of

viii

asymptotic expansions for /^ (z) when

integralsassociated

integral("2'2). By

definite

as

FUNCTIONS

contour

integration,
largenumbers

Bessel

BESSEL

integral.

various

study

integral(""2'3,3"3)and

express

also be

Foisson's

shall

chapter we

of the contour
which

of

OF

the

*.

this formula

other

of

terms

in which

Poisson's

contains

formulae

contain

exponentials.

two

We

integralsof the type

contour

2^1e'^'Tdt
J

are

solutions

of Bessel's

not

of z, and

that

of

the

equation;

it is
and

end-points,a

h, are

complex

is

function

numbers

of t but

independent

z.

operating on

" 3"1, is

in

V", defined

TdA

'

of

result

The

e'-'

integralwith

gu'fj(i

^2~)^n + (^2v+

fb
J

Math.

and

Ann.

AV(2)

expressed

detail

i.

is due
in

(1869), pp.

473

Schladi,

Ann.

to

the

notation

by Gubler, Zurich

the

theory

pp.

235

"

Bruxelles,

of the

262
xxis.

linear

lvi.

The

485.

"

di

explained

operator

Mat.
in

discussion

4-15.

(1903), pp.
140

432
"

equations
"

143.

444.

See

Te'-'^
Ttdt

i2vVl)Tt-^^{T(t^-l
dt,
of

(2) i. (1868), pp.


"

1) ("+'

xxxni.
Vierteljahrsschrijt,

differential

(1905), pp.

Bessel's differential

follows:

as

^"+2

the

e^~^'T{t'-l)

t"''+i

are

that

supposed

which
also

The

the

for Iv(z}
corresponding integi-als

though

232"242,

integrals have

(1888),pp.

147

also

"172,

they satisfy,by Graf,


de

la

Vallee

Poussin,

been

and,
Math.
Ann.

Schlafli's

results

examined
from

the

Ann.

de

in great

la

aspect of

xlv.

(1894),

Soc.

Sci. de

6-1]

INTEGRAL

we
by a partial
integration.
Accordingly

if T, a, h

are

so

chosen

161

REPRESENTATIONS

obtain

solution of Bessel's

l)Tt,
eiztT(t^-l)
^^{T{t^-l)]^{2v
+

The

former

of these

that

so

it is

that

we

0.

multipleof
integration,

constant

the

path of
^

1)"+
e''^*(^2

that

closed circuit such

is

choose

may

initial value after t has described the circuit,


or
at

that

equationsshews

(t^" I)""*,and the latter shews


either

equation

that

returns

"

that e'^ {t- 1)"+

so

to

its

vanishes

each limit.
A

of the first type is

contour

passinground
figure-of-eight
clockwise.

the

point

if

and round
t
And,
we
suppose
of
is
the
second
t
hat
contour
real
of
the
a
z
positive,
temporarily
type is
part
both the points
which starts from -|-ooi and returns
there after encircling
one
t

counter-clockwise

-1,-1-1

counter-clockwise

(Fig.1

and

"l

If

Fig.2).

we

take

a,

"

1, it is

Fig.1.

Fig. 2.

necessary

to

suppose

that

R{v

h)"0, and

we

merely obtain

Poisson's

integral.
To make
of ^

1 and

"

axis

on

We

the

the many- valued function (i"


^ + 1 to vanish at the point A
"

rightof

therefore

^=

we
1)""*definite*,

where

the contours

take the
cross

phases

the real

1,

proceedto

examine

the contour

integrals

"(i+, -1-)
+

of the values i ^| ^,
It is supposed that v lias not one
"1, and both integralsvanish, by Cauchy's theorem.
,

at

w.

B. F.

tt

CCI

...

; for then

the

integrandsare analytic

11

162

THEORY

It is

differentiations

analyticfunctions

are
integrals

In

order

expand

the

under

to

in
integi-and

the

convergent with

respect

/"(!+,-1-)
J

Now

odd;

or

we

2
m

and so,

1)""^is an
takingthe

or

even

left with

the

To

from
u

"

"

1) "
0

0 ;
1

to

on

the

evaluate

the

the

is

even

origin,
we

are

/"(!+)

rightoi

contour

taken

Jo

(2m):

/
;
{'^lll)

u^"^-Hn-iy-idu,

Jq

right,we

then
the

on

the

1 vanish

"

when

be

temporarilythat
the straightline

assume

deformed

into

first part, going from

second

part, returningfrom

in each case, the

"

and

\.

the

may

twice;

l)"-*dt

f^'" (f^,

/"(1+)
(_\7nf.v+2)n
^

integralson

{\"u)e~''',and on
{\ u) 6+"',where,

We

accordingas

rightvanish, and

the phasesof
\/u; in the last integral

the real axis

i? (i/
+

i^

s
7/1

on

a"

is

the

on

(_\m^v+2m

00

of t

1)""^dt

symmetricalwith respect to the

t'^ (P

JA

equation
-

writingt

r-

of the series

efe*(^f- 1)"-*dt

JA

r{,\+,-l-)

odd function

an

-1-)
/"(1+,
2"

on

ml

to be

contour

that the alternate terms

see

then

dt=

f^it^"

It follows that

,;in2:v^m

oo

^^t (f-ly-i

z-

v.

integralin terms of Bessel functions,we


series being uniformly
of z, the resulting

the contour.

on

of

for all values

powers

to t

convergent,
permissible.Also, both

integralsign are
of

first

the

express

are
{")" 0, both integrals

that, when

phase oil

is

"u

to

we

have

0, we

have

1,

1 to
zero.

thus get
f(l+)
ti""-h(xi

r\

1)^-*du

tcn-h (1
{e-(""-*)'r^' e(''-*)T'}

2t

Now

both

sides of the

cos

VTT

du
u)"-^-

^^--

and

be observed

to

[CHAP. VI

FUNCTIONS

BESSEL

OF

"

"

"

equation

f"^'""-"
("- 1)-'

rf. =

2i

cos

analyticfunctions of v for all values


this result,which
continuation*,
analytic
for all values of
persists
are

I"^^"ili""i)

of v; and

by the generaltheoryof
proved when R(v + ^)"0,

so,

has been

v.

-R

Modern
Analysis," 5-5. The reader will
("+ i)" 0, by repeatedly using the recurrence

P+^.-4

(u

1)"+-*

du

is obtained

find

it

possible

+J'"-"_1
"

nA-h

f"^\,"-i("

J0

u-1

the

result, when

i)v+"H du,

the formula
by integrating

(m
|^{u'"+^(u-l)''+"+ill)u"'-^(u-l)''+" (,
the

obtain

to

formula

Jo
which

also

integral is then expressed in


has a positivereal part.

terms

of

au

integralof the

same

"

!) M"'-i(u_!)"' "-*;

type in which

the

exponent of

164

THEORY

Thus, when

and

R(z)"0
r"'i

-^is not

positive
integer,

/"(-!+.1+)

7/V'"rtVi "y

"

(2)

BESSEL

2/

[chap. VI

FUNCTIONS

OF

27rtr(|)

This

also obtained

equationwas

Next

by

Hankel.

consider
f(-i+,i+)
,

where
of

co

00

esp(-!to)

defines
or negative.This integral
angle,positive
is analytic
when

is an

which

acute

iTT +

"

and, if z is

subject

into the second

analyticcontinuation

of

ZttI

has any

jR

(2)"

0 and

(v+ ^)"0

we

can

the
an

have

we

value between

0);

e^^Hf- ly-Ut,
"^tt

By giving a suitable value*, we


any assignedvalue of arg z between
When

function

J cciexp(-iuy)

{^)

for

|arg z j" ^tt,the contour


justconsidered. Hence
over
by the new integral

that

defined

that

so

contours

be

J-t,(z)can

J-.(^)='^%
yrnV
arg

K^TT

arg

of the two

of values of arg z;

range

(3)
where

ft) "

the further condition

to

be deformed

extended

^ir+

obtain

can

tt

"

take

may

and

o)

and

the

(o.

of J_^(z)
representation

a
tt.

contour

to

be

that

shewn

in

Fig.3,

/\

Fig.3.

supposed that
By takingeach straightline
in which

it is

the radii of the circles


in the contour

made
ultimately

are

we
separately,

small.
indefinitely

get

^"^^^s^T/:" '-'"'-")-*

J-.{z)-

+
*

If

iw Ibe
of J

increased
-I,

(z)valid

in

series of

for any

stages to an
preassigned value

e^"e'^'(''-i)(l-"2)i/-i^^1
appropriate value
of arg

may

(greaterthan

be obtained.

a
Jtt),

sentation
repre-

6-11]
On
"

bisectingthe

third

(4) J-A^)

which

Weber

t in the

the formula

to

integrals
by it,
Gubler*, which corresponds

is

l^\-^^{l
+ t^^r-hdt+rcoB{zt
^J;jf[smvTT
vn).{l-t^yL
Jo
J

{" + 2)

and, if this be combined

formula

the various

^,
i

n(^)

and replacingt in
integration
for J^v{z),due
a formula

integralfor ./^(s)
;

(5)

of

obtain

we
t, "t, t, it respectively,

to Poisson's

path

165

REPRESENTATIONS

INTEGRAL

""

K^J

with

Poisson's

2{^zr
=

"r(v+*)r(i)
was

it is found
integral,

that

I e-'i{\-irt'^Y-hdt\
j\m{zt).{\-t^-)''-hdt-

also discovered
values
of integral

case

by Gubler,though
of

it had

been

stated by
previously

v.

has gone before the reader


After
closelyconnected with (1),namely
what

should

have

in obtaining
a
difficulty

no

formula

(6)
in which

rightof

it is
i

supposed

the

that

phase

of t'^"\

vanishes

when

is

Modifications
of HankeVs

6 '11.

of

contours

" 6"1

By making
Zurich

und

the

into the contours

which

the contours

(1888), p. 159.

See

also

are

to
parallel

the real

Graf, Zeitschriftfiir Math,

and

(1893),p. 115.

xxxvm.

Phys.

portionsof

those

xxxiii.
Vierteljahrsschrift,

t Journal
pp. 86"00.

on

Fik'. 5.

Fiff.4.

Phys.

the real axis

integrals.

contour

Taking R {z)" 0, let us modifythe two


shewn in Figs.4 and 5 respectivefy.

on

l.

filrMath,
The

iii.

lxxvi.

formula

(1873),p. 9.

was

(1892),pp. 142,

examined
234.

Cf.

Hayashi, Nyt

in the

case

i-^O

Tidssk

riftfor

Math,

xxiii.

is, (1012),

by Escherich, MonatsheftcfiirMath,

166

THEORY

axis

off to

move

obtain

BESSEL

OF

(so that
infinity

[chap. VI

FUNCTIONS

integrals
along them

the

tend

to

zero),we

followingformulae:

the two

(-1-)

(1+)
X

(2) J_.U)

-1+coi

r(^-v) e"- (i0)


27rtT(|)

r(i+)
(1+)
,

/"(-!+)

X
I

./"1

l+ooi

In the firstresult the

many-valued functions

phase of
phase of f-

be 0 at J. and

t^"1

the

1 is 0 at JL cmd

"

To
in the
^-

avoid confusion
same

1 is +

"

to

(3) J.A^)

to have

formulae; and when


(1) is of course

i?,the formula

at

TT

the

phase of ^- 1 interpreted
it is supposedthat the phase of
unaltered,while (2)is replaced
by

27rt r

(-1-)

e^^{t-- \y-^dt-\-e-vm\
l+

alteration

e^'^{t--iy-^dt
-1

OOl

in

the

00

direction of the contour

the
integrals,

In the last of these

convention

has been

determiningthe phase

reversed

of i^

"

has

the insertion of the factor g-slv-jj^ri

necessitated
On

"

(1)

(1+)

the

the

and

interpreted
by taking

B, while in the second

at B.

it

"

it is desirable

in both

way

is

at

tt

00}

to be

are

be +

to

comparingequations(1) and (3)with "

3"61

equations(1)and (2),we

that

see

H.^H^)

(4)

^^\-"r}a'fl''^'
e^^^{t^-iy-idt,

(5)
*""* ^

unless
We

is

in
integer,

an

can,

however, obtain

value (w),from
continuous

which

consideration

functions

of

ir""i'
{z)
=

near

and

-1

oot

equations(1)and (3)are

case

(4)and

(5) in

the

case

when

not
v

Thus

n.

-JTl

(t)

r(|-n).(i^)^
iriVil)

for ^"*^'{z).
similarly

has

of the fact that all the functions

lim fr;i'(z)

y^n

\2.'

1+ooi

fi^^)

e'^^if-iy-idt,
1+ooi

independent.
an

integral

involved

are

6-12]
As

INTEGRAL

REPRESENTATIONS

167

of " 6'1, the


of (4) and
corresponding
analysis
ranges of validity
extended
round
the
and
contours
the
by swinging
using
theoryof

in the
be

(5)may

continuation.
analytic
if

Thus,

(6)

^77"

"

"y

f TT

"

6)

'^1' i-

both

providedthat, in
^TT4- ").

"

27r and
If

and

^"' (^'

1)^

cotexp(

"

obtained

thus

27r,and

^^^'

"-

!w)

"

lies between

of ^^'^'(5)when

of H^^-^(z) when

arg

has

arg

^tt+

"

any

and

"

has any value


value between

tt.

increased

be

o)

round

tt

"

\2)

(6) and (7),the phase of

are
Representations

between

1)"--dt;

^^-vwrf^I

^;=) (z)

(7)

^"* (i'

have

Itt,we

"

have

we

'^\.;ViV

^.'^'(z)

while, if

f TT,

"

the

beyond

singular points of

the
the

limits stated, it is necessary


integrand,and numerical

make

to
errors

the

are

coil

contours

liable to

occur

of the integralsunless great care


is taken.
Weber, however,
interpretation
the
to determine
(1890), pp. 411"412,
adopted this procedure.Math. Ann. xxxvii.
with H,m (s),HyC^) (z).
of " 3-62 connectingH^C^)( z\ Hj:^)( .-)
in the

Note.

The

formula

2ii\{z)

makes
Hy('^){z)-HJ~'){z)

possibleto

it

Hankel
obtained
and
in this manner
loop integrals,
be
of
view
w
ill
in
this
not
reproduced
investigation
Yn(3);
Hankel's other method
which has been described in " 3-52.

offunctionsof the
Integralrepresentations

6"12.

In the formula
between

tt

"

and

27r,and

that

that the

phase of

contour; and
(1)

(o

has any

given value

^,

shall write

we

e-^^i z-^ (

t-l=
so

3^^(2)in

" 3-52 for


greater simplicityof

Itt" /3" Itt.

"

Then

phase of
equation

define /3 by the

the

express

series of

third kind.

that the

" 6-11 (6) suppose

arg
so

the

of

terms

has
mulae
for-

it follows

H^^ (z)

m).

increases

from

tt

/3 to

tt

/3 as

t describes

the

immediatelythat

-^^

7,f,

(- uy-^

e-

-.

1 +

du,

value. Again,if ^ be a given


phase of 1 + ^iulzhas its principal
of
affords a representation
this formula
acute
or
negative),
angle (positive
in which
the sector of the 2r-plane
i/'^"i"
{z)valid over
where

the

_-

+ /3"
-Itt

arg

zk^it

13.

168

[CHAP. VI

FUNCTIONS

BESSEL

OF

THEORY

from " 611 (7),


Similarly*,

/3 is any

where

or
negative)and
angle(positive
|7r+ /3 " arg ^ " Itt+ ^.

acute

t,by " 3-61 (7),H^^^'^{2) e""' iT^D (^),it follows that we lose nothing
to deform
that R(v + ^)"0; and it is then permissible
so
v
by restricting
taken twice; for the
into the line joiningthe originto 00 expt/3,
the contours
tend to zero
at the origin)
taken round a small circle (with centre
integrals
Since

the radius of the circle|.

with

deformingthe

On

where

/3may

the

specified
manner,

{^^l.^,;^
I

HJ'" (.)

(3)

(1) in

of

contour

be any

l)"0,

from

In like manner,

find that

(l 2i)^-.

.-" "-*

and
or
negative)
angle(positive

acute

R{v

we

Itt+ /3 "

arg

"

/3.

tt

(2),

rxexp'jS
2 \^ g"Hz"ivTr"iTT)

iu\''~^

*''
i."w=Q VTTTirl.-"''-K^-s)

w
where

^ may

be any

R(v
results (3) and

and
or negative)
angle(positive

acute

l)"0,

|7r+ yS.

/3"arg^"

yet been

proved when

odd positive
integer.
(where ?j 0, 1, 2, ...)
similar work of " 6"11,that (3) and (4)are true when
it follows,as in the somewhat
^,
also
be obtained for such values of
results
The
by expanding the integrands
", #,
may
in terminatingseries of descendingpowers of z, and integrating
term-by-term;the formulae
are
so obtained
easilyreconciled with the equationsof " 3' 4.
The

in view

But

of the

(4) have

-f7r

not

continuitynear

of the functions

2u

is

an

involved

....

importancein the
generalformulae (3) and (4) are of fundamental
of J"" (z)for largev^alues of \z\. These
discussion of asymptoticexpansions
of the formulae will be dealt with in Chapter Vll.
applications
The

arg

u=2z

l3 (so that arg z is restricted


cot 6, it follows that

To

There

obtain

formula,write
e~^" 2-^ ( h),
f-h l
=

is

an

even

to be

function

Cf. Modem

an

If we
Schafheitlin".

acute

and
angle),

"

this

seems

be

to

to

of

no

then

r^-cos''-*(9.e-"'"^-''^+^'^

2"+'^"

rT(.^,^

,^.

is due

of the formulae

useful modification

,^

,^

2e"'"
(1 -^iufz).

simple direct proof that

v.

Analysis,"

12-22.

"

Journal

fur Matlu

cxn-.

(1894),pp. 31"44.

take
write

6-13]
and

INTEGRAL

REPRESENTATIONS

that

hence

008"-'^$. sin
li''

2^1 ^^

(7)

169

(z-vO

hO)

These

formulae, which

of

valid

_.^^^^^g
^"

sin^-'+i^
^''(^)-r(i;+i)r(i)Jo

,.

rf^,

onlywhen

R(v + ^)"0, were


of the zeros
of Bossd
functions
appliedby Schafheitlin to obtain properties
obtained by him from the consideration that the
(""15'32
15"35).They were
the rightare solutions of Bessel's equation
which behave in the
on
expressions
the
near
manner
appropriate
origin.
are

course

"

integral I

The

u^'^^{l + ii)'^~^
du, which

e~"^

is reducible

integralsof the types

to

Jo

occurringin (3)and (4)when


(1904),pp.

Lix.

The

ix

v,

has been

studied

this section

of differential

are

also discussed

6*13.

detail

some

The

from

by Nielsen,Math.

the aspect of the

equationsby Brajtzew, Wm'sckau

1, 2 [Jahrhuchiiher die Fortschritte der Math.

nos.

in

Ann.

89"102.

of
integrals

solutions

Mehler-Sonine
generalised

1903, pp. 575

theory of

Polyt.Inst.
577].

"

Nach.

totic
asymp-

1902,

integrals.

Some

definite integrals
elegant
maybe obtained to representBessel functions
of a positive
variable of a suitably
restricted order. To construct
them, observe
is less than |, it is perthat, when z is positive
(= x) and the real part of
missible
to take ")
Itt in " G'll (6) and to take "
^tt in " 6'11 (7),so
that the contours
those shewn
in Fig.6. When, in addition,the real part
are
of V is greater than
the contours
to deform
(afterthe
|, it is permissible
of " 6"12) so that the first contour
consists of the real axis from + 1
manner
v

"

"

to
"

1 to

twice while

taken

00

"

taken

00

second

the

contour

consists of the real axis from

twice.

-^.^

r,^^

N.
/

Fig. 6.

We

thus obtain the formulae


^
Ri^)

(,.;)
=

I/f^(-3)
(^,)
=

(i^^lM

[V*{t'

e-.(-*t--)

^"^Skl^^-^
(1

the second

(1

iriv

being derived

from

(o)

dt,
1)^-^

it? 1)"-^dt,
e=(-5)-)^e-'-'
-

.'1

t by
" Gil (7)by replacing

1.

170

THEORY

replacez; by

In these formulae

1^

and

the transformation

use

formulae
then

['* e^^*dt

iT.W (a;)

(1)

-l"R{v)"^,

and

x"0

follows that, when

givenby " 3-61 (7). It

[CHAP. VI

FUNCTIONS

BESSEL

OF

=iY{l-v)T(i).{lxy] {t'-iy-^i
'

so

e-^'^^dt

[*

that
dt
f'"sin (a:;^)

(3)

/. (^)

(4)

Y^ {x)

r(i-^)r(i).(i^)v'i
(f^-i^i'
2

Of

these

results,(3) was

Other

specialcase.

Symbolicformulae

"When

R{z)"0

where

the

denotes

If D

and

of 1

phase

Ann.

"

due

(i/
+^)

is any

Ann.

v.

(1872),p. 142, in the special

0 and

(4) in the same


given in " 6-21,

Maodonald.

and

0, it is evident

i^ lies between

and /
{djdz)

Mat/t.

^^.^ ^^^^^

(1880),p. 39, gave both (3) aud


the Mehler-Sonine
integralswill be

Hargreave

to

"

^^^^^

xvi.

of
generalisations

6*14.

given by Mehler,

v-0, while Sonine, Math.

case

^^ J, ^^^

(xt) di

r"" cos

from

formula

" 6-11 (6)that

\tt.

"

polynomial,then

f(it).e^^^=f{D)e^\
and

so, token

is

v+\

have
we
positive
integer.,

-r("+i)r
When

is not

of
representation

("''+""'

positiveinteger,the last expressionmay be regarded as a symbolic


^^O {z\ on the understanding that/(Z))(e"'^/2)
is to be interpretedas
a

',

0 dt.
e^^'/(^"

Consequently
(1)
and

SO

similarly

that

B^K^-s(z)=

ly

(i+i)y-j"i!iizi^2^,

THEORT?"

172
in which

phasesof

the

both

^^ are

" 8-71 (9),

Now, from

zero.

have

we

and

so

^^

7_, (z) /. (z)

(3)

that is to

"

'

obtain the formula

we

^^i^i^^
fe"
Jo
(i/

K, (z)

(5)
^

result set

formulae

Hobson

by

as

all valid when

are

Basset's

6*16.
When

sinh^''^d^,
The
will

for K^, {xz).


integral

and
positive

is

'^"

t)

Tripos,1898.
problem in the Mathematical
R{v + l)"0 and [arg^ |" Itt. The reader
from " G'll (6).
(4) directly

find it instructive to obtain

^
1

(*"-!)'-**,
/C(^)='^^|4^/V'

whence

Iarg

^^iMiy

say*

(4)

of 1

and

t--l

[CHAP. VI

FUNCTIONS

BESSEL

OF

is

complex

number

derived
for H^^^
{xze^-"^)
the integral
I" l-TT,

subjectto

from

condition

the

"611 (6)may

be written

in the form

of a circle from p to
taken round arcs
integral,
Hence, by Cauchy's
oo
tends to zero
as p
by Jordan's lemma.
p gijTTi-iargz^
the line
until it becomes
theorem, the path of integration
may be openedout
iu, the phase of
which R (zt) 0. If then we write zt
{u-jz^)1 is tt
on
in the ?t-plane.
at the origin

Now, when

the

R(v)^-l,

It then

follows from
=

(.r^e^-O
iT^l^

J..V.(^^-i)"^-^

2r(i)

e-^^'^du

V{v+\). {Izy p
and

so

we

have

Basset's formula
,^

valid when
Basset
*

The

,_^_V{v

\).{"zy r""

co^xu.du

\)^0, x "0,\ arg z\"\7r. The formula was


integralvalues of
only,by regardingKq{x) as

R{v

f, for

"

"

" 3-7 (8) that


iTTie-i"-*

K, {xz)

"

integralon the rightwas examined


(1855),pp. 130"139.

in the

case

by Kiemann,

Ann.

obtained
the
der

Physik

Chemie, (3)xcv.

t Proc. Camh.

Phil.

Soc.

vi.

(1889),p.

Hydrodynamics,

ii.

by

limit of

(Cambridge, 1888),p.

19.

und

6-16, 6-17]

REPRESENTATIONS

INTEGRAL

173

it by the corresponding
Legendre function of the second kind and expressing
of
limit of the integral Laplace's
type (Modern Analysis,
" 15"33).The formula

for

is obtainable
Kn ("^^)
Basset

of
by repeatedapplications

similar
a
investigated

also

formula

for

the operator

"

j-

I^,(xz),but there is an

error

in his result.
mathematicians
before Basset.
integralon the rightin (1)was studied by numerous
Poisson (see " 6"32),Journal
these investigators
de I'Fcole Polytechnique,
were
ix.

The

Among

Catalan, Journal

(1813), pp. 239"241;

de Math.

(1840),pp.

v.

la Soc. R. des Sci. de

de

corrections,Mem.

some

de Math.

110"114

(reprintedwith

Liege,(2) xii. (1885),pp.

(1843),pp. 20, 21; ix. (1844),pp. 193"210;


97.
These writers evaluated
u.
1848),pp. 96
Studien,
(Leipzig,
Analytischen
is
when
ianite
a
terms
in
positiveinteger.
j/+|
Serret, Journal

viii.

"

Other

who

writers

(1873), pp.
; J. J.

815

360

365

"

Phil. Soc,

Camh.

Ellis,Trans.

Leslie

be mentioned

must

QuarterlyJournal,

cos

.Ku

(1882),pp.
Oltramare, Comptes

and

provedby

writer

last named

213"215

Glaisher, Phil. Trans, of the Royal Soc.

Thomson,

Journal,xx. (1885),pp. 250"260


XXIV.
(1895),part il. pp. 167"171.
The

(1849), pp.

viii.

SL-hlomilch,
the integral

Enneper, Math.

CLXXii.

377"381

xviii.

Rendus

de

Ann.

lxii.

232

vi.

(1881),pp. 792"
Coates,Quarterly
V Assoc. Frangaise,

that
integration

contour

du

31); and

"

Malmsten, K. Svenska V. Akad. Handl.


Acta Reg. Soc. Sci. Upsula,x. (1832),
p.

are

(see" 7-23); Svanberg,Nova

(1841),pp. 65 "74

20

(-)"-'

/e--"-^Vi"\-j
["(i"-'

TT

r c^"-!

(-)"-i7r

e-

+pY_
The

former

of these results may

be obtained

/.

cos

and

obtainable

the latter is then

Whittakers*'

6" 17.

Formulae

xu

the equation
by differentiating

du

^^

ire

'^P

by using Lagrange'sexpansion.

of Hankel's
generalisations
in

of the type contained

equationshould

p=l

be constructed

integrals.

" 3'32 suggest that

solutions of Bessel's

in the form

zi\'e^''Tdt.
J

be shewn

It may

by

the methods

" 6'1

of

that

v,.|."/%.""|^
r*

and

so

the

functions
each

end

integralis a
of order v"\

d"T

("

solution if T is
and

dT

solution of

the values of the

Legendre'sequationfor
at
integrated
part are the same

of the contour.
*

Proc.

London

Math.

Soc.

xxxv.

(1903),pii.

19S"

206.

174

the contour
Legendre function Q^_j(^),
may start
is
where
acute
or
an
negative)
angle(positive
iexp(" ?'")),
satisfies the inequalities
to be

If T be taken
end

and

at

+00

providedthat

the

Itt+

"

If T

taken

be

arg

^TT+

z"

Py-^{t),the

be

to

"

of P^_i (^ at
singularity
logarithmic

to
joining
impossible
in
considered
the special
"3'32; for a detailed
case
in the generalcase, see " 10"5.

We

proceedto

now

"

take various

is

(when

"

0).

possible;but the
an
|
integer)

contour

same

take the line

it

makes

[CHAP. VI

FUNCTIONS

BESSEL

OF

THEORY

to

t-

is not

"

as

except in

contour

discussion

of the

integral

in detail.

contours

First consider
/"(-!+,1+)
zi

e'''Q,..(t)dt,
J

phase of

the

where
contour

crosses

1 and

1^1
=

the similar

t is

ootexp("

the

at

zero

/(o)

the real axis. Take

the

point on
the contour

to

expand Qv-^{t)in descendingpowers


of " 6'1,that
analysis

rightof ^ 1 at
lie whollyoutside
=

of t.

It is thus

which

the

the circle

found,as

in

r(-i+.i+)
(lz\^-e-^^"^^'!'^^

J^ (^)

(1)

^Hn^n
^

I'

and

"

\2)

""*

xi

exp

Q-i (0 dt,

2u))

therefore

J-A^)

(2)

-^l,^.

^''
J

""^va/

If
kinds

combine

we

and

these formulae

r
i (
cos
(I)
2 )

TT

use

Q-^-k (t)dt

iu")

the

relation*

connectingthe

two

find that

Legendre functions,Ave

of

ixiiexp

VTT

J
J ooiexp(ia.)
ooiexp(iai)

Again,consider
"(1+)

zH

e'''Q,_^{t)dt;
J

at:
"K

i AT-n
exp ((
7

"

uj)

},.\)
i

this is a solution of Bessel's


the line R

rightof
z

-^-\- coi.
^

"

00%,

Hence
we

be taken to lie on the


and, if the contour
equation,
is 0 [z^exp {"a\z \)]
{t) a, it is clear that the integral
as
the integral
is a multipleof ^^"' (^).Similarly
by making
=

find that
/"(-1+)
?iU

"'~'Q,_,{t)dt

J ooiexp(
Tlie relation, discovered

"

i"o)

is
by Schlafii,

p"(.) =

*^{Q"

(.)-"_"_,(.)}:

TT

cf. Hobson,

Phil.

Trans,

of the Royal Soc.

clxxxvii.

(1896),p. 461.2

6-2]
is

INTEGRAL

REPRESENTATIONS

multipleof iT/-'(z). From

H^^H^)

(4)

*-

V2/

C^z^h
p-h'v+h)ni r(-l+)
^

H^^^ {z)

with

(TLz\h pk(v +

TT

this is also obvious


The
of

1 is

"

from

which
integral

h)Tvi

r{-\

COS

VTT

e^'^P._i (0 dt;

j-exp{-ioj)

rjj

(3).
differs from

the point+
(6)onlyb}^encircling
inside such
analytic

(5) and (6),arg {t+ 1) vanishes where the


the rightof
1, and, in (5),arg (" 1) is
tt
In

on

"

"

6*2. Genei^alisations
We

system

Schlaflif.The
to

We

the

Hankel's

take

that

at

"

contour.

the real axis

crosses

point.

of Bessel
representations
contour
integralsdue to
which

formula

fundamental

in
integral

Bessel's

various

integralsand

definite

of

contour

1 instead

of BesseVs integral.

examine

shall next

Q,_,(t)dt,

Schlafli's relation,

since the integrandis

zero

e-'

l^.\^.^^^^^
(2/

H.^^ (z)

(6)

e"^Hl_,{t)dt,
exp(-iaj)

00!

"

(1) it is then clear that

of

^^p.i. I

hence, by " 3"61 combined

and

consideration

7*

(5)

175

will be obtained

of functions

case

well-known

whose

order is

by

Sonine*

and

is

reduced
easily
integer.

an

of the
generalisation;]:

functions

Eulerian

second

integral
1

r(o+)

l)^^i].^
^

V{v
in which

the

phase of

increases from

tt

"

to

tt

'""^*^^'

"

as

describes the contour, and

then

\^

2
Consider

'

^
TT

e^ dt.

obtained

the function

t-"-^-^

the signsof
by interchanging

summation

the right;it is
on
integi'ation

and

/"{0+)

Z-)

function of z for all values of z, and, when


expanded in
analytic
ascendingpowers of z by Maclaurin's theorem, the coefficients may be obtained
with regardto z under the integral
signand making z zero
by differentiating
after the differentiations ". Hence
This is

an

S LJ_llfZ_
t-''-'exp\t-~[dt=
'/h!

-00

Matlmnatical

t Ann.

di Mat.

also be consulted.

Hopkins
+

Cf.

Collection,

'it)

v.

(Moscow, 1870) ; Math.


His

Ann.

memoir, Math.

(2)v. (1873),p.

204.

In

Graf, Math.

addition,see

t-''-^--U'dt,
J

"j=o

UniversityCirculars,xiv. (1895),pp.
3Iodern Analysis," 12-22.

Ann.
20

"

lvi.

-00

xvi.

An7i.

(1880),pp. 9"29.
(1871),pp. 134"149,

iii.

(1903),pp. 423"432,

and

21.

" Cf. Modern

sliould

Chessin,

Analysis,"" 5-32,

4-44.

John

176

THEORY

and

so

have

we

at

"^'W=y/_j-'--pK4*
result,which

This

When
it passes
real axis.
On

the first to

was

writingt

Sonine's

given in

was

Again,writingu

J, (Z)

(3)

jarg^ [" ^tt. This

valid when

In this formula

Fig.8, with

about

angle arg

an

find that, when

|arg

the

originuntil
the negative

with

\" |7r,

earlier paper

e2Sinh",-K!.
^^y^

^r".

is the first of the results obtained

take the contour

vertices at

oc

(p.335).

have

e'",we

the contour

by Sonine;

2^-L""~''"'exp|i^(i.--j|^z^.

^"'^^)

form

then

Izu, we

by Schlafli,was rediscovered
pointout its importance.

may swing round


direction making

Iarg z\"^7r, we
in a
to infinity

(2)

in

discovered

was

the latter writer

This

[CHAP. VI

FUNCTIONS

BESSEL

once

(1)

and

OF

"

to

iri,
"

consist of three

iri,rri and

sides of

by

Schlafli.

as
rectangle,

m.

ni

-TTl

Fig. 8.
If
on

write t +

we

for

tti

the lines joining0 to

(4)

/.(2)=-

valid when
If
if R

we

jarg
make

(v)" 0, so

is still true
The
second

tri,
we

f''cos(i/6'-^sin^)rf^-^H^^
["e-^'-^^'^ht
^^^

\" ^tt.

the rightis continuous


on
and,
" ^tt,the first integral
arg^
also is the second, and /^ (z)is known
So (4)
to be continuous.

when

-^

^r

is

pure

imaginary if R (v) is positive.

integrals
justdiscussed
memoir;

to the real axis and + id for w


parallel
s generalisation
of BesseVs integral
get Schlafli

the sides

iv on

in that

memoir

modifications
appropriate
or
(positive
negative)and

were

examined

he obtained

of the contour.
if

For

methodicallyby Sonine in his


definite integrals
numerous
by
acute
if
be
angle
example, yfr an

6-21]

replacedby
(tt+^|^)^. By takingthe contour

the contour
+

00

corners
as

REPRESENTATIONS

INTEGRAL

in

be

(3) may

177

which

goes from
be three sides of

one

to

i,(tt+ y}r)
i,and
y}/)i, (tt -v/r)
modification of (4),
at

cc

(v

"

"

viip

"

with
rectangle

obtain,

e'^''*"''"-'^^*'cos(i^^-^cos-v|rsin^)rf0

e-"'* sin

f"

ITT

Again,if we take -^ to be
be replaced
by one which

anglebetween

an

passes from

oo

0 and

tt,

,,^.,,

the contour

to go
(|7r4 "y\r)i

"

Jo

TT

so

"

fn

Ju{z)

(5)

i to
(tt yfr)

"

(tt+ -v/r
)i,we

co

"

in

(3)may

and
(|7r4-\|r){,

find that

we

riT + ^

(6)

1
1["

./^(^)
=

1
^_

cos(i^^-^sin6')r/6?

f"

g-zsinh"sin^-.,?
g-j-^
COsh t COS
(2r

ttJ 0

providedthat |arg
When

"
{i")

\is less than


and

is

both

and
"\\r

tt

"^

I^TT

dt,
J^a/t)

^.

"

positive
(= x),we

take

may

"|r

cosh
(a;

in the last

formula,and get*
fi'^

(7)

./^(a;)
=

Another
the contour

by

Jordan's

cos

1 r^

{yO

"

sin

e""' sin

0)dd +

c/^.
I^'tt)

"

out
importantformula,derived from (1),is obtained by spreading
axis on the rightof the origin;
until it is parallel
to the imaginary
this is permissible
if R{v)"
lemma
1, and we then obtain the
"

formula

J.(^)=^-^^-J t-''-^exi^]t--\dt,
4^1
J

(8)

^TTl

in which

may

which
Integrals

(1899),pp. 121"161

Whipple, Proc.

resemble

W.

London

Math.

Soc.

(2) xvi.

94

(1917),pp.

substitute Schlafli'sintegral
" 6-2

we

rightof

the

of

importancein

Soc.

the

tion
investiga-

Math.

Proc. London

of

Soc.

xxx.

(2)i. (1904),pp. 393"414;

HI.

"

second and third kinds.

(4) for both of the Bessel functions

equation
=

v-TT

/_,.{z)cosec

vtt,

find that
C^

fir
"n

basis of many

is the
integral

Math.

Jackson, Proc. London

Y^ {z) /" {z)cot


we

this

given in this section are


a
prism ; see Carslaw,

those

lightby
H.

which represent
uf the
functions
Integrals

6-21.

the

have any

of the diffraction of

on

"

value
positive
investigations.
c

Sonine's

If

Y, {z)
=

cot

COS

VTT

J (,

{v6
-

sin d) dd

cosec

cos

pit

(r6^+

cos

VTT

W.

13. V.

Cf.

Gubler, Math.

sin

dt
e-"'-''"'^''

Jo
*

^)dB

.'0

Aiiit.

xi.ix.

f"e"'-""'!''
dt.
J^

(18',)7),
pp. 583"584.
^-^

178

OF

THEORY

Replace^ by

tt

^ in the second

"

[CHAP. VI

FUNCTIONS

BESSEL

the

on
integral

and
right,

it is found

on

duction
re-

that
1

(1) Y, (2)
=

/'""

sin {2 sin

C"

-\ (e"*+

e-v6)d6-

e""* cos

v-n)g-^inhf ^^^

discovered by Schlafli (who actually


formula,practically
ing
gave the correspondformula

By

means

which
function),

for Neumann's

of this result

can

we

TTlj

Iarg zIk^tt;

when

is valid when

\" ^tt.

evaluate

_x

take the contour

for we

[arg

be rectilinear,
in
as

to

li

"

Fig.9,and

Fig. 9.

write
the

iri for

t, id, t +

"

the three parts of the contour

on

then

we

see

that

is equal to
expression
1

"] ("00

and

p"vni

/""

this is

equalto /" (z)+ i Y^{z)from


Hence, when |arg z\"^7r, we have

formula

roo

(1) combined

with

" 6"2 (4).

".( "'e^sinhw-w^'
^^^

(2)

jy^d'(z)

(3)

JY,(^)
(z)=

.!
TTlJ

"'

e^ ^'"h

fi^

-uw

-co

Formulae

discovered by Somnierfeld, Math. Ann. XLVii.


equivalentto these were
(1896),
The only difierence between
these formulae
and Sommerfeld's
is a rotation
of the contours
through a rightangle,with a correspondingchange in the parametric
variable; see also Hopf and Sommerfeld, Archiv der Math, und Phys. (3) xviii.
(1911),
"

pp. 327"357.

pp. 1"16.

By

an

obvious

change of

(4)

ir,(')
{z)

(5)

H.^^ (z)

"

variable

I
1

we

M-"-^

roc

A.,
^

may

write

(2) and (3) in the forms

expU^[u
-

exp(-7ri)

,-.-.

exp

du,
^^j
/

|.(u-i)|
.

du

"

180

OF

THEORY

Modifications
thus found

of

w
by
by replacing

obtained

(2) and (3) are

[CHAP. VI

FUNCTIONS

BESSEL

"

^iri; it is

that*

HJ^'H2)

(8)

ei2coshw-vw^^

"

2g" i'"ri fao+iTT

gizcosh

ir^(-'
(Z)

(9)

qqqY^ J^W

dw,

Jo

TTl

d^
g-izcoshw-,'W

r-

TTl

-oc+hni

2ei
g-izcosh

qqq]^ j/|y

dw,

TTl

providedthat |arg zIk^tt.


(=") in (6) and (7)
by taking^^ positive
and "l"R{v)"l.
of Jordan's lemma
A double application
(to circles of
shews that,in such circumstances,we may
largeand small radius respectively)
take
^7rin (6) and
^tt in (7). It is thus clear,if u be replacedby
Formulae

(o

"

of

interest
special

arise

"

that
ie'',

(10)

HJ'^Ux)

e^^coshi-.'^^^^

r-

ijkvni

(11)

ff/"^(x)

hence, when

"

J^,(x)=
-

F^(a;)
=

"

1^

g-ixcoshtcogh i,t dt,


.

"TTl

00

"

"

iit(i^)
"
1, we

J 0

have

C'^

sin

TTJ

(13)

cosh z^^f/",

Opkvrri I"ao

roc

g-ixcosht-ut fli

0 and
2

(12)

J0

7n

TTl

and

cosh
e'-'^

__

j_oo

TTl

(x cosh

"

^ vtt) cosh
.

vt

dt,

-I

(" cosh

cos

"

j/tt)cosh
.

i/^ c?^;
.

and, in particular
(cf."6'13),

F.w=-?r5^*,

(15)
.

when
The
Math.

replacecosh

we

last
Ann.

Proc. Camb.

two
xvi.

formulae

by
are

^.
due

to

Meliler,Math.

aud
(1880),p. 39, respectively;

Phil. Soc.

viii.

(1895),pp.

122

slightlydifferent form of (14) has


if in (14) we
(1901),pp. 369"384;
write

also been

discussed

SoDinc,

by Basset,

Journal,
given by Hardy, Quarterly
find that
J{ah),xt^au
+ bjw,we

The

reader

will find it instructive

A(cos^)

^
=

77

combined

(1872),p. 142, and

xxxii.

^^)^^=.yo{2v/("6)}.
j'%in("u

(16)
Note.

they have

v.

128.

"

been
x

Ann.

with

the formula
*

Cf.

to obtain

f'- sin(n +

(14) from

the formula

^|)(^

je ^/{2(cos^-cos0)}"^

5^5-71 (1). This

was

Mehler's

Coates, QuarterlyJournal,xxi.

originalmethod.

(1886),pp.

183"192.

6-22]

INTEGRAL

which
previousanalysis

is

easilymodified

(2) and (3) are

formulae
If in

(3) the
"

SO

that

prove

(!"""'""-"""
dw.

valid when

arg^:

^tt if E

be three sides of

to

(v)"

0.

with
rectangle

corners

that
I"^

'

ir

Sin

VTT

e'^'^'^cosvede

e-'^^^^'f-"'
dt,

that
2 sin

/_. (z)

hence, when

and

jarg^

77 77

e-^c"**h"
cosh vt

L {z)
=

"

K,

(5)
a

to

as

00"17}

iri,it is found

IJ2)=-

(4)

is taken

contour

x
Tri, iri,-rri,

"

so

"

=J"-V
-iTT%

00

givenfully;theyare
mainly in terms of the

|arg z\"^'ir,

/, (z)

(3)

at

of sufficient interest to be

K^ (z)are

of " 62
analysis

hence, when

The

in the discussion

F{a, t)of " 415.

function
The

involved

arc

Schlafli*,though he expressedhis results

to

and

of the

modifications
of I^ (z)and

due

181

/"(^) and Ky(z).


representing
Integrals

6 "22.
The

REPRESENTATIONS

dt,

^tt,

{z)=re-^coshtcosh

jjt
.

dt,

Jo
obtained

formula

From

by Schlaflif by

the results

evaluate

can

e^ cosh

z\"^7r.

\ arg

For

it is

cc

"

d^

that
r^+TTi]

r=o-7r/

"I

_!-. J
27^^ [j_^_^,-

27nJ
"

w-uw

"ni

easilyseen
=

tions.
elaborate transforma-

of somewhat

means

justobtained, we
27ri

when

"

^.j

d^fj
gZCOS\MV-VW

J oo-ni)

TTi

e-"^'''^''-'''dt
+ I,(z)

"l-TTlJ
_:

1i
(2)v. (1873), pp. 199"205.
(2) v. (1873),pp. 199"201
(1868),p. 131, as the definition to

Ann.

di Mat.

Ann.

di

Math.

Lxix.

Mat.

I/TTl

+ L{z\
[I_^{z)-L{z)]

sm

vir

this

which

formula

reference

was
was

used
made

by Heine, Journal Jur


in " 5-72.

[CHAP. VI

FUNCTIONS

BESSEL

OF

THEORY

182

and

hence

e^'''I.Az)-e-'"''I,{z)

oo+wi

g0COShW-vW(^,;y

(6)

"

27rlj

Again,we

KAz)

(7)

^r

hence, by the processes used in

and

e-'^^'^"-''Ult,

" 6-21,
r

n
fee exp ( ill)
/""=exp(-i".)
1
-

^"(^)

(8)
when

"

TT

"

fi)

"

u"^exp

and

TT

vir

the form

(5) in

write

may

2i sin

-oc-TTl

'

-) du,

Oexpiuj

^tt+

"

1\)

iWw

"

"

arg

^tt+

"

(o.

Similarly
r

sinz^TT /'""exp(,r-a"),"^

(9)

e""'

.s

/_, (^)

e-''"

-r/x

I, (z)

it-"-^ exp

7^

this is valid when


The

0 "

aX

27r and

for the formulae

contours

J0exp{-7r+"o)j

^tt+

"""

(8) and

arg

(9) are

"

^tt+
shewn

ix)

nz(u+-h
V

du ;

"^^/j

co.

in

Figs.13

and

14

respectively.

Fig. 14.

Fig. 13.

Further, when

(= x) and
positive

is

"1"

round
be swung
it
is
thus
axis
found
that
imaginary
;
in

(8) may

the

path of integration
half
of the
positive

R(v)"l,

until it becomes

the

Iv

-^v(^) le"^""'
=

so

y"""^ exp

^-lixiv-

that

(10)
and,

on

(11)

K^ (x)
=

changing the signof

^^^
le-i""j e-f^sinh(-vt

v,

K^ (x)

I ei""^*r
J

e-'*sinht+vt ^f^
00

6-23]

INTEGRAL

From

these results

(12)

we

REPRESENTATIONS

that

see

IvTT.K^ (x)

cos

183

g-'^sinht ^q^]^ ^^

that

SO

K^,(x)

(13)

f"^

(a;sinh 0 cosh

cos

COSjl^TTJo
these formulae

and

In

all valid when

are

"

0 and

;4

(^^,

"l"R(v)"

i.

particular
K, [x)

(14)

{x snih 0

cos

dt

result obtained
It may

by

be observed

Jo

Mehler*

"
{z^)

0.

whom

exp

among

(cahier16), 1813,

p.

integralon

The

the

be mentioned

may

-I)

^ze'
=

j^ { "}

provided that

the substitution

make

A'.(^) I {^y

(15)

(t"+

in 1870.

if,in (7),we

that

),/

: 0

^^^^

T,

we

find that

been

righthas

studied

Poisson, Journal

237; Glaisher, British Association


and

bj

de V Ecole

Report, 1872,

maticians,
mathe-

numerous

ix.
Pol^technique,

pp.

15

"

17; Proc.

Bull, des Sci. Math.

(2) xvi. (1892),


Kapteyn,
(1880),pp. 5"12;
whicli
has
the
discussed by
in
values
and
were
integrals
special
\
f
pp.
odd
half
of an
Int.
415
when
Inst.
Calc.
is
iv.
and,
1794),
v
(Petersburg,
;
Euler,
p.
been
evaluated
has
Exercices
de
Cidcid
t
he
i. (Paris,
by Legendre,
Integral,
integer, integral
1811), p. 366; Cauchy, Exercices des Math. (Paris,1826), pp. 54
56; and Schlomilch,
The
280.
gration
Journal fur Math, xxxiii.
integralin which the limits of inte(1846),pp. 268
958
has
been
examined
xii.
Binet,
Rendus,
are
(1841),pp.
by
arbitrary
Gomptes
Phil. Sac.

Camb.

41

in.

The

44.

"

"

"

"

962.

6*23.
The

Hardy

of Du
formulaefor integrals

Reyinond's
type.

integrals
r=c

r-a

/j,2
_

I sin
Jo
in which
of Du

Bois

./" "

Bois

0, "1"B

sin

"

i""^

dt,

gO.
cos

t
.

cos

{v)" 1, have

been

^""^

"

dt,

Jo

examined

by Hardy f

as

examples

Reymond's integrals

r txtf^'^t.f-'dt,

Jo

cos

a differential equation
f{t)oscillates rapidlyas ^ 0. By constructing
of Bessel
them in terms
in expressing
of the fourth order, Hardy succeeded
them is to make use of the results
functions ; but a simplerway of evaluating

in which

of

6-22.
""6-21,
*

Math.

Ann.

t Messenger,

(1881),p. 182.
(1911),pp. 44"51.

xviii.
xl.

184
If

it is clear that

replacet by xe\

we

sin ^ sin

t"-''dt

"

sin (^e"*)e"*c?^
{xe^)

sin

x"

Jo

[CHAP. VI

FUNCTIONS

BESSEL

OF

THEORY

-"

roo

j^ "v

J
=

hence

and

_,

(2a;)],

have

we

-rT-^
sinisin^.^''-irf^

(1)

"00

7i
2e-^'"^'
iT^(2a;) 2ei'"^^

and

{2x)
[7rtW'""'f/'^_^*
(2.2;)TTte^"-*H^^^j,

i^"

gf*^^
g-2ia;cosli(gSiasinhf g-2ia;siiilitj
fg2ij;cosh"

+ /_,(2^)-/,(2./0][/.(2.t")-J"_,(2.r)

similarly

(2)
When

^ cos

cos

these formulae

zero,

become

+ A'"(2a.O,
sinisin^.^
|7rFo(2a-)
t
t

(3)

.'0
"

(4)

cos

^'"^^ IttFo (2a;) K, {2x).

cos

6 "24.

it

Jo

[/_.(2^) /.,{2x)+ /_,.{Ix) 1" {2x)].

value
special

has the

cZ^

r-i
.

extension of BesseVs integral.


Theisinger^s

curious

extension

of Jacobi's formulae

of

obtained

has been

" 2*2

in the

of

case

and

Ji{x) by Theisinger,Monatskefte
fiirMath, und Phj/s.xxiv. (1913),pp. 337
shall now
formula which is valid for functions
of Theisinger's
give a generalisation
V

"

where
If

341

Jq {x)
; we

of order

h"v"\.

is any

it is obvious

positivenumber*,
^

J^(x)=
'"' '

^^fj [""
e-"'^"'"cos(A'cos^)sin2''^c?^

j^

A)r(i) jo

r(r

integralthat

Poisson's

from

'-"f/

"

^r(r+|)r(i)jo
^^^

(i-e-"^8ine)cos(^cos^)sin2''^"Z^.
)
\
I
^

/"in"

Now

sin-" "9o?^
(9)

COS
(1 -e-"^sinfl)
(.rCOS

}0
Ttt

contour

find that the last

1-exp

above

origin,and

sinh ix sin ^

cos

u;

6) sin-" ^cZ^

5)
"?2
/._-l/A^''

(.-!/.)}
(lag;.origin. Take

the

write

\^

+tan

z"

the

parts

^^,
sui

T"

(x cot

r,-

sui

ix tan

(^)

^0)

e""^'cot-" d)
.

f ^-^--^W^^-^^^t'^)
sin Gr
l"^).e-

"-'

tan

/o

"

4A I

Jo

sin

/I
/I
JLN
cot d)
cot (/")
(ia.r
cos
(iax
\_
4.

4.

In

cot^"

-^

sui(.rcot0)

[-'"

2'

of the contom*;

-r

"

sin (.rtan

vn)

Theisinger's
analysis,a

^^

sin

-"^

+ ^"

to be the real axis with

contour

the two

on

2/

expressionis equal to

/"!

passes

the

at

;rs

sin

the

"

[x

where

"

snili

^
^^'V
j_t sinhl:|.rz(2-l/2)}

__

indentation

g"

^^TT

aarsin^

sin

is

au

"p

-^

c^
^sm0

r-",
(.rcot 0)

cot^" d,

even

c?6

i"^)

'-.

integer.

-^-^
sin

we

an

thus

6-24-6-31]
and

INTEGRAL

REPRESENTATIONS

185

therefore

(1)

.wis/

"

"

-^.(""")=

e-"^-^"'e

(.rcos^) sin'^"^c^^

cos

""

j
The

case

to

(h-un)
sni

(I

hecause

I'^A,

fails when

l differs from

cot

"

the radius

with

zero

cot 0) cos (Ur


(ia.v
"

transformation

tend

not

"*"'

sin

the

he works

^i/(*") f
^-fej^I^^-

with

"

The

form

sui

the indentation

does

given by Theisingerin the

(7) which

3"3

'^

(.rcot (Ji)

integralround

of the indentation.

(1) because

_^^
(f_^50)
^ot^^ "i

gives

'"

(2)

"""'=''"^

f-""

"

4,

,1

/I
(iax cot (b

i.j\

(^a.rcot 0)

sm

xj

cos

T-

jo

d cos
cos
("""
e) sin2''-'.^

"ii

X-

sin'''
(i^ tan

vtt)

"

"^

T-

sni

^ cW

i(i)

deb
,,,

fJ-icot-"--

.,

(a-cot (/))

(h ^-J"

^sni^"^

providedthat ^"v "f.

6*3.

The

Three
obtained

of K^{z).
equivalence
of the integral
representations

different types of
in

""6*15 (4),6"22

which represent K^ {z) have


integrals
and
G"16
(5)
(1),namely

now

been

e--^'""'"*coshi/".c?^,

Jo

demonstrated in 1871 by
directly
of the second and third as early
Schlalii*;but Poisson proved the equivalence
of the
1813, while Malmsten
as
gave a less direct proof of the equivalence
second and third in 1841.
We
proceedto describe the three transformations
in question.

The

equalityof

6'31.
We

the first and

arises from

(1)
r("+^)
.

be established

may

We

have,of

at first to taket
*

more

t The
tion

or

of the

Ann.
by Schliifli,

analysisused

di Mat.

(2) v. (1873),

{\z)^
j ^_,^

^y_.^^^ ^r

"

j,

e-^coshs cosh vOde

j"

'

and
of K^ (z),
comparison of two of the integralrepresentations
that
of
2"323.
by analysisresembling
^

course,

to suppose

-~h"R

{v)"

tliat R

{z)"

0 to

secure

convergence,

and

which

it is convenient

1.

filrMath. xvii. (1837),pp. i-iS" 242, but it is


elaborate than Scblatii's invesligation.
for larger values of 11 (c)eitlier by the theory of analyticcoutinuaresult is established

earlier

Au

much

abstract

201, to prove the relation

"

which

was

Scldiifli's
transformation.

first give an

pp. 199

second

by the

proof is

use

of

due

recurrence

to

Kuinmer,

fornuilae.

Journal

186

THEORY

Now

where

on

define S

by

and

x^l;

the

cosh

0, we

J,
that,by

see

have

we

u,

integrandin

last factor of the

Replacingx by

so

equation

theu^ii t=x-{x-l)

expanding the

[CHAP. VI

FUNCTIONS

BESSEL

OF

of

powers

and

term-by-term.
integrating

that

uFii)

(coshd-ty

partialintegration,

^'^^^""'"^^
1 e-^^^i^esinh ^sinh r^cZ^
/""e-^eoshecoshr^c/^^^"^^^","'"^^

jo

r(i)

jo

"FC*)

r(i-.)jo

F(I^)/,i/"'""'"-'""'

rci-.-) ji
2"

of the

the transformation

6*32.
The

to Poisson*

is true

when
of the

course

of

and
If

we

by

presents
integrations

no

and
great theoretical difficulty,

transformation.

proof that

is due

of the

zt"

is established.

Poisson's
direct

order

re-'^f"-iy-idt;
J

the inversion

jo

j-.

^""'r(i)

Journal

de VEcole

x"0
|arg2|"-|7r,
proofthat R{v)"^
an

appeal to

replace^ by

suflficientto prove

new

ix. (1813),pp.
Polytechnique,

and

R{v)"

and

|arg

"

-g,

|"

formulae

recurrence

variable

jo {w^+z-^y^h

defined

jtt,

and

by

but

it is convenient

and

to derive

the

the

The

239"241.
to

equation
in the

assume

the result for other

values

theory of analyticcontinuation.

equation v^x^e'^,

we

see

that

that

f%x".r_i,/.v..
pcos(^,70rfu_lr(l)
"2,-i/.v^^
*

See

also

Paoli,Mem.

di Mat.

di Fis.

della Soc.

Italiana

delle Sci.

xx.

(1828),p.

172.

it is

188
and

the first is

of the third

unboundedness

multipleof

the second

C is

independentof

C, make

and

x-^0

then

(.)r (^) _Cri2v)

sotnat

R{p)"0,

follows,when

requiredtransformation

'

z'"

2z^^T{v+ i)

if we

the

use

duplicationformula

function.

for the Gamma

in finite terms
expressible

for it is

"

transformation

of Malmsten's

consequence

,.

"

,,

",,,

immediate

An

constant

(u^+ z^)

the

he

JX

-^

determine

To

.v.

/
and

of the

In view

that

so

J 0 {U +2')"
where

third.

the first must

that

it is obvious

x-^+oo,

as

and

of the second

linear combination

consequentlya

[CHAP. VI

FUNCTIONS

BESSEL

OF

THEORY

is

r,

that

"^

[
,

cos

xu

du

^^

^"

2m

equal to
roc

^' ^^
2^-i{(n-l)!}^j,
'

"-i(2a's)'"(2/i-"i-1):

^g-w

given by Catalan,
evaluatingthe integralis simpler than a method
is not rigorous in all its
Journal de Math. v. (1840),pp. 110
114; and his investigation
is discussed
by Serret,Journal de Math. viii. (1843),pp. 20,
stages. The transformation
also
193
see
216;
Cayley,Journal de ,Math. xii. (1847),p. 23G
21; IX. (1844), pp.
This

method

of

"

"

Papers,i. (1889),p. 313.]


{Collected

Airi/sintegral.

6*4.
The

integral
r

{t^" xt) dt

cos

Jo

of Light in the
appearedin the researches of Aiiy* "On the Intensity
which are
of a class of integrals
neighbourhoodof a Caustic" is a member
tabulated by Airy
in terms
of Bessel functions. The integral
was
expressible
laborious. Later, De Morgan "(but the process was excessively
by quadratures,
obtained a series in ascending
powers ot'x by a process which needs justification
either by Stokes' transformation (which will be explained
immediately)or by
the use of Hardy'stheoryof generalised
integrals^.

which

Trans.

Camb.

Phil.

Soc.

vi.

(1838),pp. 379"402.
cos

In

Airy used the

form

(iv'^mro)die,
-

thif?is easilyreduced

but

f The result was


(1849),pp. 595"599.
+

to the

communicated

Quarterly Journal,

xxxv.

integralgiven above.
to

Airj'on

(1904),pp.

22"66

March

11, 1818

; 2'rans.

Camb.

see

Trans.

Phil. Soc.

Camh.

xxi.

Phil.

Soc.

(1912),pp.

viii.

1"48.

6-4]

INTEGRAL

It

noticed

was

Stokes

and

The

Stokes*

also obtained

values of x, both

with

by

reader

will observe

189

is annihilated by the
integral
operator

asymptoticexpansionsof
negative.

and
positive

the

integralfor large

that Stokes' differential


forms

{loc.cit.p. 187),but

Stokes

that the

the

of the transformed

one

REPRESENTATIONS

of Bessel's

integral is identical
equation for Aii-y's
equation (^ 4-3). This fact was noticed by

made
of it until Nicholson,Phil. Man.
specialuse was
(6)
of Bessel functions of
XVIII.
(1909),pp. 6"17, expressedAiry'sintegraldirectlyin terms
orders
considerable importancef; see
"7'.. These Bessel functions have latelyassumed
(1910),p. 267, and the approximate formulae described in " 8'43.
Weyl, Math. Ann. Lxviii.
no

Subsequently Hardy, QuarterlyJournal, XLi. (1910),pp. 226"240, pointed out


between
Airy'sintegraland the integralsdiscussed in 5^.^
6"21,6-22,and
of Airy'sintegral("" 10"2
various generalisations
examined
10'22).

the

nexion
con-

he then

"

To

observe
we
Airy'sintegral;]:,

evaluate

that it may

be written in the form

1 r*
^

consider this

Now

exp {if

ixt)dt.

integrandtaken alongtwo

of

arcs

circle of radius

with

the arcs terminating


and pe^'^',
at p, pe"'^''
origin,
pe^^respectively.
tend
these
to
The integrals
arcs
oc
zero
along
by Jordan's lemma, and
asp
obtain
Stokes'
transformation
we
hence, by Cauchy'stheorem,
the

at

centre

-*

rcoexp^TTt

/"CO

{f "xt)dt

cos

-^
2

Jo

lr
"^

.'0

.'CO exp f TTJ

[e^""'
exp (- T^
second

the contour

of the

originand

the third

"

exp {iV""

e^'^'
^t)

ixt)dt

^'^'

integralconsists

exp (- T^ "

of tvro

dr ;
i'^'xr)]

emerging from the


re^'^*
for t on these
by writingre^'^^

integralis obtained

rays

rays.
series
Now, since the resulting

Jo
*

pp.

Trans.

(-

exp

73

" e-s"''
xt) dr

convergent, it may

are

^-^

Phil.

Camb.

329"349.]

See

also

Soc.

ix.

Stokes'

(185ii),
ppletter of

t'"
'^""'-

111=0

12, 1848,

ScientificCorrespondence, 11. (Cambridge,1907),pp. 159


t The
account

pp. G09"

X The
Soc.

Sci.

functions

occur

in

problem (with
619; xxx.
(1915),pp.

of the

Bruxelles, xvi.

" Bromwich,

dr,
(- 7-*)

[Math,

and

Airy,

Sir

to

Pli,/s.Paper.-",11. (1883),
G.

G.

Stoke/^,Memoir

and

160.

problem concerning the stabilityof motion of a viscous fluid; an


(1914),
bibliography)is given by Kayleigh,Phil. Mag. (6)xxvin.
329"338.
Papers, vi. (1920),pp. 266"275; 341"349.]
[Scientific

Cf. Plardy, loc.


(1892),pp. 150"180.

integral is convergent.
de

"

exp

that"

.0

166"187.

May

be shewn

Theory of InfiniteScries, " 176.

cit. p.

228,

or

de la ValltJe

Poussin, Ann.

de la

190

OF

THEORY

and

so

cos(f

(Im
(+ a;)*"cos

^
S

xt)dt=

^^="^

^
"J

Avhich

a;

(1)

to be

{t^ Xt)dt

cos

(" ^)" sin f (m

De

by

"

".

1) TT

r
.

When

Morgan.

of Bessel functions,we

terms

is to be taken

!
{^vt+ ^j)/m

the series

obtain

the

on

Nicholson's

right

formulae, in

:
positive

/2x\/a-

^TT'\/(^x)

,x

T"'exp(-Tnc?T
Jo

(" i^)
,^=0^?^!
r(?n +

This is the result obtained


in
expressed

r=^

i7r

f)
TT
^^"

ml

,,^^0

'

are

[chap. VI

FUNCTIONS

BESSEL

J-"[373/

J,

i2x\Jx

V'3V3,
2x \Jx
/2x.\/x\

'2x\/x\
f2x\/x\

(2)

^-^l-3V3J-^n"3V3J
\Jx

Barnes'

6*5.

/2ijc^/x\

"

integral
representations
of Bessel f unctions.

of a type introduced by Pincherle*


and Mellinf,
Barnes^
By usingintegrals
of Bessel functions which render possible
has obtained representations
an
easy
4"42.
formula of "
proofof Rummer's

Let

consider

us

the residue

of
r

at

2m

r,

where

of the residues is

?'

0, 1, 2,

(2m

s) {izf

This residue is (")'"


(iz)'^"''^^'lrl,
so the sum

("^'n^amg-iz^

Hence, by Cauchy'stheorem,
J, (z)e"''
if the

(v +

that the
that

suppose

s)

"

the

2^'" .mWiv

^.

"

R{v)

When

"

|, and

"

choose

this last condition


r

(2m

~o 2^"'.mir(v
rn=t
is convergent and

Rend,

Lincei,

ser.

t Mellin
J

Gamb.

of this

del R.

has

Istituto

type, see

given a
Trans,

Barnes,

ds,

the

l)

be

contour

verified,by using

so

that, on

it,

is satisfied the series

s)

l)

equalto

4, Rendicoiiti,

Phil.

It may
points0, 1, 2,
are
integrals
convergent.

00

"

formula
Stirling's

r(2m-s).{izy
/"""+'
i

2'Tri^=0

encloses

contour

Now

(hzy 5
=

Lombardo,

(2) six. (1886),pp. 559"562;


(1888),pp. 694"700, 792"799.

iv.

summary
xx.

of his

(1908),pp.

Proc.

London

Atti

researched,Math.
270

Math.

"

279.
Soc.

For

(2)v.

della

Ann.
lxviii.
(1910),pp.
bibliographyof researches
65.
(1907),pp. 59
"

R.

Accad.

305
on

"

dci

337.

inte;,Mals

6-5]

onlypolesof

The

calculate the

we

Gauss.

to

integrandinside

the

191

If therefore

the

contour

of the residues at these

sum

change the

we

order

have

we
integration*

and

of summation

due

formula

well-known

the

by

REPRESENTATIONS

INTEGRAL

0, 1, 2,

at

are

When
....

find that

we
poles,

that

so

J^ {z)e--

(1)

1^1

relation.

is Kummer's

which

('^ I
f^^r+1)

,h {z)e^'

(2)

'^'^" +

R{v)

"

which

; 2z. +

are

v,

2iz),

1 ;

2iz).

relations

\, are

"

1 ;

find that

we

Y%'ll) i

analyticfor all values of


true.
continuation,they are universally
of

; 2r +

In like manner,

formulae, proved when

These

and

connectingfunctions
by the theoryof analytic

so,

to represent Bessel functions by integrals


in
possible
To
do
involved.
consider
is
the
function
f
actor
this,we
exponential

It is also

which

no

T{-v-s)T{-s){lizy^-^^,
function

qua

of

5.

It has
5

residue at

The

0, 1, 2,

the

polesat

2,

....

is

the residue at

"

vir

in

i^

(-)"'(2 ^)'"^'"'
m\ T {v -{-m + 1)

'

sin

'

is

-iri-"

(-)"(l2)-''+='"
'

sin

ml

vTT

(v +

1)

'

that

so

ds,
(lizY^''
^-^.ir{-v-s)r(-s)

7re-i"''+i'"'
i/,'-'
(z)

(3)

and, in like

where
the
in
X

manner,

Treic+it'^''
^,w

(4)

"

l,-v

...; -v,-v

TTJ^

while

points

the contours

start

{z)

from

~[r(-v-

and

return

to +

integrandcounter-clockwise. When |arg


be opened out, so
(4) the contours
may
i. If

(5)

we

s) r (- s)(- yzy+'' ds,

iz

to

the directions of the contours

reverse

7re-i"'+^'-'
H/'^

(z)

^. f'^"'
r (ItTI J

Cf.

Bromwich,

hir

\"

as

the polesof
encircling
in (3)or jarg (" iz)\" |7r

after

oo

start
we

from

oo

i and

find that

ds,
s) V (- s)(^izy^''

-c-jai

'Theoryof InfiniteSeries, " 176.

end

at

192

THEORY

OF

BESSEL

[CHAP. VI

FUNCTIONS

providedthat \arg izlK^ir; and

number
c is any
positive
providedthat \arg (" iz)|" ^tt;and, in each integral,
is parallel
to the imaginaryaxis.
exceedingIl{v)and the path of integration
There is an integral
resemblingthese which represents the function of the
and the argument
R(v)"0
firstkind of order v, but it converges only when
in questionis
The integral
of the function is positive.

in the

it is obtained

and

Barnes'

the

offunctionsof the
representations

^vK^)e

Consider

for the

2i.^/7r}^
r(s
the

now

{2zy

third kind.

Gamma

function

we

write

may

l)r(2i.+ s+l)sins7r"

integral
"'

2iVt.
in which

precedingintegrals
; the reader
integrandis 0 {\sl"""^).

the contour, the

formula
By using the duplication
results justobtained in the form

\^}

the

as

way

js |is largeon

will notice that,when

6'51.

same

T{-s)r(-2v-s)r(v

i).{2izyds,

_c

the

differs from the integrandin (1) by a factor which is


integi-and
in s. It is to be supposedtemporarily
that 2v is not an integerand
periodic
is so drawn that the sequences of poles0, 1, 2,
that the path of integration
;
while the sequence
of
2j^,1
2v, 2
2i^, lie on the rightof the contour
lies on the left of the contour.
In the first
^, "v~^,
poles
f,
shall
shew
if
iz
the
taken
round
circle
that,
we
a semiplace,
jarg
|" |7r,
integral
of radius p on the rightof the imaginaryaxis tends to zero
y:) ;
as
p
...

"

"

"

...

"

''

"

"

"

"""

for,if s

have

we
pe'^,

i).(2,"r
,r(-.)r(-2..-")r(.+.H).(2,-.).^p^^"/r
(s) (2i/
1)
(2i^ s)
+ . +

5 +

sm

STT

sm

TT

and, by Stirling's
formula,
r{v

i).(2izy

''^r(s
+ i)r{2i^

i)

pe'^log(2iz)-(v

and the real part of this tends to


term

with
of
p

s
cos

and

is

When

logp.
p
jsin 6 j}and the
\ exp \piT
times the integrandis
6

cos

log122 [
"

this tends to

p sin ^
"

as

"

pe'^)(logp

when

"

^
tt "
-|-

id)+ pe^^ h log(27r);


-

in

because the dominant


^tt,
^tt,|sin s-k \is comparable
the real part of the logarithm

pOamO

"

6 is nearlyequalto "
dominant

arg 2iz
/a

"

term

pcosd\ogp
if | arg iz i"

|7r.

pcosd

-{-

"

2p\^\nd\,

6-51]

INTEGRAL

Hence
the

times the

round
integral

to pass between

REPRESENTATIONS

integrandtends

all alongthe

to zero

the semicircle tends to

193
and
semicircle,

if the semicircle is drawn

zero

so

so
as

(and not through)the polesof the integrand.

It follows from

Cauchy'stheorem

that,when

|argiz\" |7rand

2v is not

an

then
integer,

r'
J

be calculated

may

2v

(- s)r (-

s)r (v +

i).{2izyds

"x"i

"-

residues at the

the
by evaluating

poleson

the

rightof

the

contour.

The

residues of
r

at 5

and

TT

r ((- .9)

2^ +

"

(v +

7)1

1) (2/^)-^
.

respectively

are

1) {2iz)'"'

2/. -s)r{v+s

r (-

TT

;/

1) (2i")-2''+"'

sin 2viT
and

rn

!F

+
(2i/

'

1)

sin ^vir

nil

r(" 2i^+

1)

hence

-Pr r
=

r{-s)T{-2v-s)T(v

s+l).{2tzYds

^^+i' -^^"
snr2;^r(2TTT)-^^^^+^-

H2^)-vr^r(i-z.)

g"

TT^e'^

sin 2t'7r
It follows that,when

i,,..(,,

(2)

|argiz |" f tt,

^-'"-'""=-(^-)-(2-)"

77 '^
-j-.i

X
"

and

when
similarly,

2/v

r (i.
+
.9)

s +

1) i2izyds,

s) r (r+

.9 +

1) (- 2{zyds.

jarg (" iz)\" f tt,

F.'^'(2)

(3)

(- s)r (-

XI

giiz-.'Tr)
cos (i^tt)
(22:)"
.

r ((- .s)

2i'

-XI

The

restriction that

is not

to be an

integermay

be removed

by a limiting
process, but the restriction that
integercannot be removed, since then poleswhich must
would have to coincide with poleswhich must
contour
manner

AV. B. F.

2i" must

be
be

on

on

in the usual
not

the

be

an

rightof

the left.

13

odd
the

VII

CHAPTER

EXPANSIONS

ASYMPTOTIC

Approximate formulae for Jv{z)-

7*1.
In

Chapter

ascending powers of the argument


well adapted for numerical
are

series

since the
large compared with 4 (i^+ 1), 4 (i^+ 2), 4(^ + 3),
fairlyrapidlyfor such values of z. But, when |-^ I is large,the
slowly,and an inspectionof their initial terms affords no clue

z^ is not

converge
converge

; when

i^

is

possiblethe calculation
Bessel's equation when
There

the

of

the

be

calculated

without

of formulae

fundamental

difiiculty.

which

recondite

aspects of the problem

latter,and

investigationof

problem
the

render

of solutions

system

of

large.

it is

be considered

to

that

made

was

behaviour

until

postponed

however, be mentioned

It must,

the

to

large,the expressionsfor Jj^^{z)

to

series

this statement

exception to

one

determination

values

; the

is

than

more

is

is not

functions

..

when
largeis very different from the investigation
former
investigationis, in every respect, of a more
V

The

character

of the

reallytwo

are

when

large.

the

chapter is

this

objectof

is

Y^,{z). There

integerwhich

an

("3'4) enable

in finite terms
The

{z) and

of J^

values

approximate

the

obtained

were

multipliedin some
computation when

z,

series

These

by log z.

functions

Bessel

representationsof

various

III

of series of

in the form
cases

FUNCTIONS

BESSEL

OF

by

the

Chapter

of Jq {x), for

some

is not

recondite

viii.

first step towards

Carlini*

gation
investi-

the

solution

before

years

of

Poisson'sf

large positivevalues

of x,

was

published.
The

formal

expansion obtained

by

Poisson

was

1^

3^

1-

5^

-Hsin(^-i,r).|^^-3J^^
+

when

is

large and

and

since

positive. But,
Poisson

to

be
*

Ricerche

1817).

his method

regarded as suggestiveand

An

siilla convergenza

t Journal

de

of Jv

Mathews,

of these

account

VEcole

on

che

serie

investigations has

to

Bessel

Poisson's
Functions

series

of

the

on

right are

serva

than

alia soluzione

already been

given

(London, 1895), pp.

34

"

vergent,
con-

in

dominant

the

term) is

convincing.

del

prohlema

di

Keplero (Milan,

in " 1*4.

(cahier19), (1823), pp.

investigation of Jq (^) has

not

remainders

obtaining the

ingenious rather

Pohjteclinique,xii.

{x) similar

Treatise

della

the

investigationof the

no

gave

series,his analysis(apart from

since

..

350

been
38.

"

352

see

constructed

" 1-6.

An

by Gray

vestigation
in-

and

196

of the formula

generalcharacter

The

of Weber, 3Iath. Ann.

the researches

and

memoir;

vi.

by Lommel,
publicationof

Studien

indicated

(Leipzig,1868), just before

Functionen

iiber die BesseVschen

F" (z)had been

for

[CHAP. VII

FUNCTIONS

BESSEL

OF

THEORY

the

(1873),pp.

146

"

149

Haukel's
also be

must

mentioned.

asymptoticexpansionof K^{z)
at an
earlydate by Kummer*
asymptotic)
formula
of
addition
the
the
corresponding
also contains
known
paper by Malmsten:]:
expansionof K^ {z).
The

study of

close

the remainders

(and proved to be
investigated
with
was
reproduced,
for /^ {z),
by Kirchhoff f ; and a littleof the asymptotic
an
investigation
was

; this result

asymptotic expansions of J^ {x\ Fq {x\ Iq {x)

in the

Sci. de I'Ecole norm.


Ann.
by Stieltjes,
Kq{x)
sup. (3) in. (1886),
been
extended
Didl. des Sci.
of
his
have
and
233
by
Callandreau,
analysis
252,
parts
pp.
of
include
functions
110
to
Math. (2) XIV.
(1890), pp.
114,
any integralorder; while
when
the variables are
results concerningthe remainders
complex have been obtained by
Weber, Alath. Ann. xxxvii.
(1890),pp. 404"416.
has

and

been

made

"

"

expansionshave

The

1906, pp.

239

"

265, and

also been

Ann.
investigatedby Adaraoft",Petersburg
1905.
by Valewink|| in a Haarlem
dissertation,

Inst,

polyt.

Investigations
concerningasymptoticexpaosionsof t/^[z)and F" {z),when
to be most
l^iis largewhile v is fixed,seem
simplycarried out with the aid
of Poisson's type. But Schlafli*[has shewn
that a largenumber
of
of integrals
of integrals
results are obtainable by a peculiartreatment
of Bessel's type,
Barnes**
has
discussed
the
while, more
recently,
asymptoticexpansionsby
of the Pincherle-Mellin
means
integrals,
involvinggamma-functions,which
examined

were

||6"5,6"51.

Asymptoticexpansionsof HJ^^ (z)and HJ-^ (z)afterHankel.

7'2.
We

in

shall

obtain

the

asymptoticexpansionsof the
third kind, valid for largevalues of \z\;the analysis,
apart
modifications,will follow that givenby Hankel ff.
Take

valid

R{v

now

The

-|7r"/3"|7r
l)"0.
expansionof

and

the factor

^'^

Journal

fur Math.

Svenska

xvii.

V. Akad.

" See the Jahrbuch

(1837),pp.
Handl.

lxii.

Tra)is.

tt Math.

Camb.
Ann.

Phil.
i.

of the

slight

some

(1869),pp.

xx.

228"242.

f Ibid,

(1841),pp.

^, provided that

xlviii.

(1854),pp.

1907, p. 492.

di Mat.

270"279.

of

is

"""'

65"74.

der Math.

(1908),pp.

491"495.

3,^ +

"

2:4:1^

H Ann.
Soc.

arg^^

in descendingpowers
(1 + liu/z)"'^

iiber die Fortschritte

IIIbid. 1905, p. 328.


**

^tt-f-/3"

-^

2z

t K.

from

" 6'12 (3),namely

the formula

when
+

functions

(2) vi. (1875),pp. 1"20.

348"376.

7-2]

ASYMPTOTIC

EXPANSIONS

197

since this

but

expansionis not convergent all alongthe path of integration,


replaceit by a finite number of terms plusa remainder.

shall

we

For

all

values
positive
integral

"2zJ

V^i2/

"^'

",=o

It is convenient

to

take p

any

effect of this choice is that, when

the choice has been

8 is

sin S,

"

2iz

S.

"

so

that

2S.

"

""'^^-h
"

"I

independentof

TT,

so

^e-!'"''):(sinS)""''-^-i'
^p,
=

z.

its expansionfor (1 + ^iu/zy-^and integrating


term-by
substituting

On
term,

is

Ap

^2-77

"7r

is restricted

given,z

consideration,and

under

2{z/
say, where

choose

ut\

ut

1-

then

we

made, then

1-

ii

'

(Itt+ /3)

"

2S ^ arg

TT

"

for the values of t and

and

"

2tz/

satisfies the
"

When

(p~\)l\2izJ Jo

j/3|^|7r S, Iarg^The

have*

we

largethat R(v"p
l)^0;
inequalities

so

positive
angle S which

of p,

find that

we

|)
_^
l).{2izy

+
(|-i/),".r(i^
"p"i

Z,

mlT{v

^^(j)'

where

^^

(1) I "

i?
^'

(I

^).

(1

i(3

exp

ty-' dt

.-U

^-(p-iy:r(v+i)(2iz)p\]o

I^^v+p- ^^f^
;

^Bp.\zrp,
where

5^

is

function

Hence, when

when

is such

and
angle";
function
The
*

due

of the

formula

Cf. Blodern
to

Graf

pp. 86"87.
Math.

the

Soc.

and

t Cf. Modern

v,

8 which

p and

and

R(v-p-l)"0

that

tt

independentof

R(v+l)"0,

Analysis, "5-41.

valid when
The

Modern

(1920),pp. 6"9

as

die

acute
being any positive
symbol which denotes a

|-^ |

oo

^^

this may

R(p-p-l)"0;

of this form

use

in

Gubler, Einlcitung

of z~J^

Theorie

der

of the

z.

have

we

2S ^ arg 2^ ^ 27r
28, 8
is the Bachmann-Landau

(1)is also

Analysis, " 2-1.

is

symbol 0
order of magnitudef

Cf. Whittaker,
xxxviii.

of

MacRobert,

BcsseVschen

(7;/(/.pp.

seen

by

to be
expansion seems
Fiinktioncn, i. (Bern, 1S9S).

binomial

Analysis (Cambridge, 1902), " 161; Gibson,


and

be

10"19.

Proc.

Edinburgh

198

THEORY

[chap. VII

FUNCTIONS

BESSEL

OF

^)"0 and then taking an integerq so largethat


which is contained in [ ] in (1) is then
B,(^i,q ^)".0; if the expression
rewritten with q in placeof p throughout,it may be expressedas p terms
each of which is 0 (^"^0or o {z~^')
followed by q"p
+ 1 terms
; and the sum

supposingthat R(v

"

"

"

"

of these q
In

similar

work)

can

we

is therefore 0

p + 1 terms

"

{z~v).

(by changing the sign of

manner

from

deduce

throughoutthe previous

" 6'12 (4) that

+^^^
ir,W(^)=('A'j%-^.-4--i:r)
"J'
_,r=o m!(-2.-.)-

(2)

277 +

Hankel,
If,following
{v,m)

28 ^ arg z^ir

of -values of

is

given

now

-1h.

write

we

(i

(-)

that the domain

and

providedthat R{v + \)"0


by the inequalities

v\n il + v)y,

ml

{v +

!r

(i/
-

{4i^^ 1^}{4i/- 3-^} {4i^^ (2m


-

"

"

1)
+ I)

m
m

1)^}

2-'^.m\

become
expansions

these

2 \^

(3)

Sl=W^'^-i

TV 2f /

''"^

For

^Ay e-M3-A.^-i^,

ir;^)(^)

(4)

brevitywe

write these

(5)

(v,m)

0(z-p)

equationsthus

WzJ

(2t2)"'

,^.0

(6)
Since

(v,m) is

" 3'61 (7),which

of

V,

"

when

|
z

function

even

of

of order

it follows

v,

"

"

with

the

the real

of

sponding
corre-

part of

^^" (^)

(;^)'

(8)

m^

(A)*

(z)

anglejustless than

Stt.

when

i-J

..F,U
+ .,l-v;

^'"'^--'"^"''^'

e-^^-i"'-^-^ .^0

"

tt

"

arg

"

"

(i
+

^,

27r,and (8) when

valid for all values

(6) are
of

i/

formulae

functions,the expansions
generalised
hypergeometric
are

(7)

(7)is valid

the

from

that the restriction that

is unnecessary.
So the formulae (1)
is confined to one or other of two sectors

In the notation of

of which

t,

functions of the third kind of order

connect

fimctions
exceeds

an

"

2^-^
'

27r "

arg

"

tt.

7-21]

ASYMPTOTIC

7 '21.

199

AsymptoticexpansionsofJ^{z),J-^(z)and Y^{z).
combine

we

the formulae
Bessel

(which express

functions of the third

of

functions

" 7-2,we

deduce

of the

from

first and

second

(-r

"
"

cos

"

(z

vir

'-^to

irz

-^A^)'^

7H

COS(^

" 3-61
of

{Izf
^

\
=

''

'

{^zf"i+i

()

(-)'" (^.2w)
"

'

^-^
"

2
cos

irt+l
(^2r)-

J-. {z)

{v,2m)

(-)"^(^',
2//i+l)'

f 7r). N

I i^TT"

"

"

^^-^

sm(2'-iz/7r-i7r). S

"

\lTZj

(3)

of

in terms

(2#-

-sm{z-h"rr-\Tr).
(2)

kinds

kind) that

'/.iz)

(1)

the formulae

"

If

EXPANSIONS

m-=0

"

1
/
1
%\Vl{z-^\vtt
-\it)

F_.(^)^

case

of functions

Y, ^z)

oi

order
integral

2??i + i)"
(-)"^(/',

co^{z

"

\mr

"

(2^)-"'+i

(-)"* {n,2m)
(2^)-"^
.

s\n{z-\mT-\'Tr). %
+

(-)'".(n,2m +1)'

{'TT).S
m

formulae

\-"^}

only),

1)1

These

C0s(2'
+ |z/7r:^7r).S

2lT

(5)

1)'

(in the

{-f.{y, 2m)

sin(^+ |z^7r ;f7r).2


+

and

.^-^-

1
.

(4)

(-)"'"
(^.2m
^

^^^-^

all valid for

largevalues of |^ |providedthat |arg z\"Tr;


and the error
due to stoppingat any term
is obviously
of the order of magnitude
of that terra multiplied
however, this factor Ijz vcaxy
by Ijz.Actually,
be replaced
of HJ^^^(z)and
by Ijz-; this may be seen by takingthe expansions
further than the last term
H^'--'
(z) to two terms
requiredin the particular
combination

with

are

which

we

have

to

deal.

dealt with when


which
are
" 7"2, the integrals
R{v)" -I represent H^,^^^
(z) and H^^-^(z),but, when R(v)"-1, the integrals
from which the asymptoticexpansionsare
derived are
those iv/iichrepresent
of J^,{z)
of
and H^"^^^(z).
treatment
This difference in the mode
H^^'"_^{z)
writei'S to think* that
and Yt,(z)
led some
for such values of i' seems
to have
formula (1) is not valid unless R{v) "
^.
As

has

been

seen

in

"

Cf.

Sheppard, Quarterh/ Journal,

xxiii.

(188:)),p.

223

Searle, QnarterhjJournal,

xxxix.

to have
originatedfrom Todhunter, An Elementary Treatise
(1908),p. ()0. The error
appears
(London, 1875), pp. 312"313.
Laplace'sFunctions, Lame's Functions and BesseVs Functions

on

200
The

[CHAP. VII

FUNCTIONS

BESSEL

OF

THEORY

asymptoticexpansionof Jo {2) was obtained


round a rectangle
e*'^'
(indentedat
(1 t^)~^
theorem
1 + X i. Cauchy's
givesat once
-

and

by Lipschitz*by
" 1) with

grating
inte+ 1

at

corners

.'0

-1

"

ei""^ e-"'+""^zr ^ (2

ui)"-dn

0,

then proceedson the lines alreadygiven; but in order to


analysis
obtain asymptoticexpansionsof a pair of solutions of Bessel's equationit
which
involves at some
method
to use
a
stage the loop
seems
necessary
discussed in Chapter vi.
integrals
the

and

the initial terms


explicitly
equations(1)" (4); they are as follows :

be convenient

It may

involved in

(-y^ {v, 2m)


.r^o
i^^T"'

to note

expansions

3^)

(4.V"-1-)(iv-

in the

2!

(8^)^

"^

4!(8^)^
(4t/^ 1-)(4i/- 30 (4i/- 5'^)
3! (82^)3

^ (-yn.{v,2m + l.)_4i"--l1182
(2zym+i
""=o
The

reader

should

notice that

J,^{z)+ J,^^Hz)o^2/(m),
a

formula

given by Lommel, Stttdien,


p.
The

Note.
of

method

which

by

F,i(2)in his Studien, pp.

respect to

but

of

93

asymptotic expansion with


It should

be noticed

that

endeavoured
to obtain the asymptoticexpansion
the expansions of J^^ (z)with
by
differentiating
97,
that the term-by-term differentiation of an
known
now
Lommel
was

"

it is

course

67.

respect to
Lommel's

later

parameter raises various theoretical difficulties.


work, Math. Ann. iv. (1871),p. 103, is free from

which occur
These errors
have been enumerated
in his earlier work.
errors
algebraical
Archives
The
221
225.
xxviir.
by Julius,
A'eerlandaises,
asymptoticexpansions
(1895),pp.
of '-Ai
Ann.
of Math. viii. (1894),
(^) and T"{z) have also been studied by McMahon,
282.
fiirMath, und Phys. xiv. (1903),pp. 275
61, and Kapteyn, Monatshefte
pp. 57
the

"

"

"

novel

asymptoticexpansionshas been discovered


some
importancein the analytictheoryof the
of the exsuch investigations
the dominant
terms
pansions

of
application
3'ears : they are

in recent

divisors of numbers.

In

these

of

adequatefor the purpose in view. This fact combined with the


consideration that the theoryof Bessel functions forms onlya trivial part of
it seem
desirable merely to mention
in questionhas made
the investigations
and
the more
recent
the work of Voronoifand WigertJ
papers by Hardy".
are

Journal

\ Ann.
Math.

fiirMath.

Sci.

de

Kongresses
Acta

in

lvi.

VEcolc

norm.

sup.

Heidelberg, 1904,

Mathematica,

%Quarterhj Journal,
pp. 1"25.

(1859),pp. 189"196.

xxxvii.
xlvi.

(1904),pp. 207"268,

(3) xxi.
pp. 241

459-534;

Verh.

dcs

Int.

245.

"

140.
(1914),pp. 113
(1915),pp. 263"283;
"

Proc.

London

Math.

Soc.

(2) xv.

(1916),

7-22]

ASYMPTOTIC

Stokes'

7"22.

!arg2^|"7r.If
between

and

tt

"

/.,(z)
=

we

201

phenomenon.

" 7-21 (1) for J^{z) was

formula

The

EXPANSIONS

established

for values

took axg z to lie between


0 and
have
tt)we should consequently

e-"^'-A

27r

of

such

that

lies
(so that arg^'g"''''

(2'e~"')
2

CO

e"

"'

(ire

cos
TT

"

i/TT

"

tt)

"/-HI

that,when

so

"

arg
/

"

2m
^ (-)"'"(J^,

Wi

(2lp

III

The

and
the

27"
(-)'".(!/,

sin(^+ |i^7r
+ Itt) S

"

shall

make

now

derived

expansionsof "7'21 are

throughoutthe sector in
asymptoticexpansion

close examination

which

tt

"

from

"

arg

iy

=11

expansion is superficially
quite different

" 7"21 (1). We

1)'

cos(^ + li/7r+ i7r) S

this

'lir,

"

TTZ

and

^-

--^^

ze'

expansionof
change.

from

the

of this

the formula

27r,the function HJ^^ (z)has

"

\m

The

expansionfor //^''-^
(z),namely
corresponding
^;^) (^)oo

(1)

"

-Hz- 4"

J-)

('\'"'\

TTZ

is,however, valid for the


valid for the sector

"

arg

E,^'^
(z)
=

and

this

(2)

sector
2^ "

cos

'Iir we

VTT

27r " arg z " tt. To obtain an expansion


the formula of " 3"62 (6),namely
use

H,^-^{ze-^')
+

e"^'

gives
-('B-ii/jT-iTr)
H,('Hz)c^(~Ye

{v,m)
..o(2izy"

^(-r.(^,-)
2cos...(iY.^-i-^\lT4yJ

The

F,'"{ze-^%

"i

\-'"^

expansions(1) and (2) are both valid when 0"arg^"7r;


them has the asymptoticexpansion

.'

now

the

difference between

2cos^7r.(" ) e''^+i-+i-" S
and, on

account

oi lower' order

U'-W

"

is
this exi)ression
the series,
multiplies
duo to stopping
than the error
of magnitude{when \z\\blarge)
of the factor e'^ which

202
at

OF

THEORY

term
definite
stop at the pth

expansion(1); for

term.

Hence

when

occurs

used in

0"arg2^"7r,

where

this

is 0

error

between
discrepancy

onlyapparent, since the

when
(e~^^z~P~^)

(1)and (2),which
(1) has to be

series in

its remainder.

with
conjunction

Generallywe

is

the

[CHAP. VII

FUNCTIONS

of the

any

we

BESSEL

have

the constants

have

values which

depend on the domain of values


increased (or decreased)
while
assignedto arg z. And, if arg z is continually
I^ Iis unaltered,the values of Cj and Co have to be changed abruptlyat various
stages,the change in either constant
being made when the function which
it is negligible
multiplies
compared with the function multiplyingthe other
I {z) is positive,
That
is to say, changes in Cj occur
constant.
when
while
in
when
is
I
changes Cg occur
{z) negative.
It is not
Cj

and

Ca are

c,

Ci

where

difficult to prove
follows :
as

le2p{"'+i)"

Co

^"^i^^',
|e-^+i)

c,

p is any

This
Stokes
which

confined

functions which

Soc.

to

possess

discontinuous

in which

le2?"(''+i)-^

him

Bessel

in

arg

"

{2p + 1) tt],

[2p7r"

arg

"

(2p + 2) tt],

asymptoticexpansionsof
involved

which

constants

discovered

was

by

in the

by

simpletype*.

asymptoticexpansionof the analyticfunction


in (March?) 1857, and the discoverywas

Stokes

made

at three o'clock in the morning. See Sir George


The
i. (Cambridge, 1907), p. 62.
Scientific
Correspondence,
h
is
the
Trans.
Camb.
Phil.
t
:
are
xniblished
following
discovery
are

and

Stokes

third of these

to

seems

have

been

the last paper

Acta

Math.

; 283"298

written

by

(1902),pp. :39.3-"
(1905),
pp. 283-287.]

xxvi.

; V.

Stokes.

and K^(z).
of Iy,{z)
Asymptoticexpansions

7 '23.
The

"

series of papers.
It is a phenomenon
functions,and it is characteristic of integral

Xl. (1871),pp. 412"425;


(1864),pp. 106"128;
[Math, and Phys. Papers,IV. (1904),pp. 77"109

The

the constants

X.

397.

assignedto

1 ) TT

discontinuity
of the

discovered

was

apparentlyone of those
Gabriel Stokes,Memoir
papers

e2^(''+^)-^,
[(2^
-

by

fact that the constants

Jy (z)are

of the

discussed

was

is not

that the values to be

or
integer,
positive
negative.

phenomenon
and

The

Ci, c^

" 7'2 (5) combined

formula

shews
K^ (z)and H^^^'"
(iz),

at

once

with

equation" 3"7 (8),which

connects

that

^^'W~y ''"!"(2ir

(1)

(")'

1 H^

"

'

2!(8^)-

1!82

CO

Cf.

Bromwich,

t Stokes
the latter

Theory of InfiniteSeries,"

illustrated the

being

those

change

associated

with

with

133.

the aid of Bessel

functions

Airy'sintegral("6'4).

whose

orders

are

0 and

"

204

THEORY

be

quoted here.

functions of

The

of the third kind which

are

order had

zero

[CHAP. VII

EUNCTIONS

to deal with

it convenient

Russell*; he found

BESSEL

OF

been examined

the

previously
by

logarithms!of the functions

involved,and his formulae

be written

may

as

follows:

iber(^)^expg(^)cos
^^

\hei(z)V(27r^)sin

'^ ^'

|ker(z)^expa(-^)cos
^"'^

^'

^{-Iz/Tr)sin^^

[kei(^)

where
13

25

_z

"^^^^~V2"^8^V2
384^^/2
^^^

The

Iarg

\" |7r in

These

the

of

case

results have

(1910),p.

been

the formulae

Hadamard's

result

the

of

case

(1) and

expressedin

modified

form

by Savidge,Phil. Mag. (6) xix.

expansions.
modification
of the asrjmptotic

which

so
expansions,

that

is of

the reader should

no

importance is due to
modifythe various asymptotic
luith a negligible
convergent series together
mainder
re-

that it is possible
to

formulae
have

theoretical

considerable

theybecome

The

term.

will-be stated for real values of the

in making
difficulty

the modifications

but
variables,

appropriate

complex variables.
We

u,

" ^ir in
|arg^-j

are

(2).

Hadamard:[:;he has shewn

to

3842V2

162'^

8^v'2

51.

7*25.
A

of
validity

of

ranges

V2

""'

128^*

take firstthe

of

case

when
/"(";)

"

\.

"

When

U^)

ilxy
ede
ii^V^n
f'^^^''""sini) (i)Jo

rf
1 (i^
+

(- '"'^" ""^'
nSm) ir'^

"

2(2xye''

"

i^-v)
^

the last result


We

may

being valid

write this

equationin

e^
_

because

[^w2.+2m
exp (_ 2u-x)du,

where

y denotes

Phil.

is convergent.
integrals

the form

r{r

l, 2x)
l).m':{2xym

"incompleteGamma-function"

of

'

Legendre".

Mag. (6) xvii.

t Cf. the similar


Bull,

the

the series of

I (^-v\,^.y(v+

V(27r")^=o

'"
"^'~'-

Jo

"""

replacesin |^ by

have

we

we

(1909),pp. 531, 537.


procedure due to Meissel, which

de la Soc. Math,

de

France,

xxxvi.

will be

(1908),
pp.

77"85.

explained

in

" 8-11.

" Cf, Modern

Analysis, " lG-2.

7-25, 7-3]

e~-^-)which
0{x''^"-'^h
In the

is

of the

case

EXPANSIONS

205

of x, the difference between

largevalues

For

is

ASYMPTOTIC

o(l) for each integralvalue of

n.

we
ordinaryBessel functions,

take

the

expressionfor

the function of the third kind


/

so

\-S plix-iv:r-j;ntfee

'i),\v-h

that
fl

(2)
and

!."(,)
=

(A)',

-^-^';'"'_7"''+'"+.%
0(..-.-n

,-,.-i..-i"

similarly
^ir-xj

(y + I)

! ("

2ta;)^

these results it is easy to derive convergent series for the functions


of the firstand second kinds.
From

for functions
gave the formulae
of any order exceeding | is obvious.

Hadamard
functions

of order

zero

only ;

but

the extension

to

"

7'3.

Formulae

for

in the

the remainders

asymptoticexpansions.

in
shewed
which
that the remainders
investigation
order of
the asymptoticexpansionsof H^,^^^
{z) are of the same
{z) and i/^"-'
magnitude as the first terms neglected.In the case of functions of the first
In

and

" 7'2

second

theorem

to

we

an

gave

kinds, it is easy

to

the effect that when

obtain
v

more

is real*

and

exact
x

is

and

rather

remarkable

positivethe remainders

asymptoticexpansionsof J"^ {x) and Y"t,(x) are


condite
remore
and, by a slightly
numericallyless than the first terms neglected,
("7"32),it can be proved that the remainders are of the
investigation
neglected.
sapie signas the first terms

after

Let

certain stage in the

us

write

We

"-'!(i-v"r+(i-i^.n'^-^'"-)

may

take

v^O

without

losing generality.

206

[CHAP. VIT

FUNCTIONS

BESSEL

OF

THEORY

that

SO

(1) /i,

{x)={-^) [cos(oc+ IvTT Itt)P

(x,v)

Sin

{x^-lvir-Itt)Q {x,v)\

cos

{x + lvir- {it)Q (x,v)].

yrrx/

/ 2 \*

(2) F"^ {sc)

"

l{v)

the variables

real,and

are

that, if p

It follows

[-2x)
and,

V^2x)
1 ;

It follows

'

be

taken

on

\.2ixJ

|, there

\2ixJ

{2p)l

in this formula, we

real,
^"^' since 6o is obviously
"

exists

1 ^

'

have*

\2x)

{2p)\
^o^

'

1.

that
integration

^^Zo

(2p)! (2xyp r(p

(2"0 ! i2xy^^

doe-" zf+2p-* du

'

^)Jo

'

the

if+'^P-^
du

T{v

2p^ I),

in the expansionof P (x, v) does not


after p terms
in absolute value, providedthat 2p" v
^.

(p

l)th term

"

the formula

From

(l +"'Y""=

2x)

V
find in

I e-"

Jo

that the remainder

see

exceed

of

"

value, such that

,Zo (2m)! \2ixJ

\h

we

^tt since

since

and

we

large that 2p^v

so

ml

2xJ

take h to be

may

1-

results combined

|^o1^

where

^2^^

"r=o

adding the

on

so

exceedingunityin absolute

6, not

number

of " 7"2,we
and, in the analysis

yrrx

Now

+
[sin{x^-lvir-^tt)P (^,i^)

similar

{x,v) does not

(i

"r=o

V)m

(" MV"

"^

\2ixJ

ml

e.Jl- v),^+,/+ U\'P+^


{2p + l)l \2ixJ

that the remainder

manner

exceed

the

{p +

after p terms
in absolute

l)th term

'

in the

expansion
value,providedthat

2p-^v-%.
These

results

were

reproduced by Gray
p. 70, but small
Camb.

This

(1859),pp.

xvii.

was

189"196.

Math.

Ann.

in their Treatise

have

been

pointed out

i.
on

(1869), pp. 491


Bessel Functions

in both

"

494, and

were

(London, 1895),
investigations
by Orr, Travis.

(1899),pp. 172"180.

of if^,
{x) we

case

result

Mathews

inaccuracies

Phil. Sac.

In the

given by Hankel,
and

obtained

in

have

the formula

rather

different

mariner

by Lipschitz,Journal

filrMath.

lvi.

7-31]

ASYMPTOTIC

EXPANSIONS

207

and

and, when

j)'^v

where

^i "$ 1, and

"

\, the

"

last term

be written

may

integration,

so, on

m)
v^^jv,
?H

where

0 "$ ^o "^ 1 when

This is

by

the

methods

; the

the fact that

after the

7'31.
The

(1 +

of

manner

(1 +

" 7'3

proved not only that


with Jo (x),Yf,
(x)and

"

(2^)pJ
'

|.
those

obtained

for P

{x,v) and

the greater exactness

why
and does not
^ut/xy~P~iis positive
+ (1
liut/xy-^'i
liut/xy~P-i.
reason

Q (x,v)

is secured
oscillate in

is,of

sign

The 7'esearckes
results of

;^

result than

exact

more

same

course,

jj ^

(2^-)'"

{v,p)
'

on
of Stieltjes
Jo{x),Y^Xx) and Kq(x).

put into

who
preciseform by Stieltjes*,
in the asymptoticexpansions
associated
the remainders
less than the first terms neglected,
Kq (x)are numerically
were

but also that the remainders

have the

more

sign as those

same

terms.

also examined
and we
shall not reproduce
Iq (x),but his result is comj'licated
Stieltjes
It is only to be expectedthat /q(."")
is intractable because in the dominant
expansion
the terms
all have the same
sign whereas in the other three asymptotic expansions the
alternate in sign.
terms

itt.

It is evident

from

0)=^r

{x,

Q (x,0)
In these

formulae

" 7 "3

the definitions of

u-i

e--

f%"

w-i

{(1+ |m)-i + (1
{(1+ iuO-i

dv,
|V")-*]

(1

im)-^}du.

replace(1 + ^iu)~^by
2 r^TT

that

d(f)
1 "

^^'

Si^^ ^

'

norm.
(188G),pp. 233"252.
sjyj. (3)in.
by Schafheitliii, Jithre.fhericlit der Deutschen
/^(.r)has also been examined
for tlie
to use
Lagrange's form
129, but he appears
Math.-Vereinigung,xix. (1910), pp. 120
remainder
in Taylor'stheorem
when
it is inapplicable.

Ann.

t The

Sci. de. VEcole

function

"

208
evident

It is then

that

1
i iu)--^
+ (
^
^

1 +
(
^

Iiu)~^
=

'^

-^

TT.

"

['"{1
xu^
_

2
^ttsin-*^

1 +

where

[CHAP. VII

FUNCTIONS

BESSEL

OF

THEORY

(-)^-'(Art^sin" "^)?'-i

sin^ (/"
+ ...+

+ 1 '*'sin" 0)}d(j",
i-y iiu'sin" (/))^V(1

integer(zero included).
positive

jj is any

Now, obviously,

where

1 ; and

0 and

0 lies between

l{(l+ l|u)-4+ (l-lm)-4}

If

Jo

hence

^^^^f^(in)"-...
l-^^(iu)^
+

function
positive

the

multiplyby

we

l+^u'sm-"f)

e~"*

and

m"^

it is evident
integrate,

that
(^i;

^(,a;,u;

'^ ^

2!(8;r)'^

(2p

2)! (8^)^-^
l^3^5^..(4"-l)2

where

"

^i " 1, and

result which

had

we

and
integer(zeroincluded);
positive
proved for P {x,0).

p is any

to be

from
Similarly,

this is the

the formula

find that
l-.3^52

r-

(2) Q(^,0)-

+,^

118^+3,(8^)3
"""

()'

l-.3^5^..(4^-3)(2p-l)!(8^)^P-i
l^3^5^."(4p
,

^'^

(2^ +

l)l)!(8a;)^^+i
+

'

"6.2"1, and p is any positive


integer(zeroincluded); and this is the
result which had to be proved for Q {x,0).
where

In the

case

oi

took
Kq{x),Stieltjes

^'JJ

K, {x)

e-"^

and

replaced
by
(1 + lu)~^
^
^

"i'^

By

and
justexplained,
an

obtain the
a

method

"-^ (1 +

du,
lu)-'-

dd)

; the

Jtfsm-'"|)
givesagain the result

TT.o

method

the formula

1+

procedure then follows the

of

" 7*3.

svicceeded in applying the result of Stieltjes


to
ingeniousdevice,Callandreau*
results
for functions of any integral
oi'der ; but we shall now
corresponding
explain
which is effective in obtainingthe preciseresults for functions of a,ny real order.
*

Bull,

des Sci. Math.

(2)xiv.

(1890), pp. 110"114.

7-32]

ASYMPTOTIC

signsof tJieremainders

The

7*32.

with J" ix)and


It has

in the

209

asijmptotic
expansionsassociated

Y^ {x).

alreadybeen

functions

two

EXPANSIONS

and

P{x,v)

simplertype.

shall

We

that J^ {x)and

seen

Q{x,i')which
extend

now

Y^ {x)are

in terms
of
expressible
asymptoticexpansionsof a
of Stieltjes
("7'31)so as to

have

the result

shew

that for any real value* of the order v, the remainder


the expansion
of P (a;,
v) is ofthe same
signas (inaddition to
less thanf)the

|; a
{p + l)thterm providedthat '2p" v
restrictions
The
which
2])"v f
"

p enable the theorem

on

be stated in the

to

terms

of

beingnumerically
result
corresponding
these conditions lay

"

holds for Q (x,v) Avhen

after p

manner:
following

In the

oscillatory
parts of the series for P {x, v) and Q {x, v),the remainders
less than, the first
terms
sign as, and numerically
of the same
neglected.

are

By

modification
slight

"""^ Kl
^^^l^^
f"^~"'

P G'P"
^)

and, exactly
as in

11(1+ iuo-i

" 7 '3,we

(1

of the formulae

shew

may

reader will

when

2p

"v

see

that

|,the last term

"

du,
ii")"-^!

liuty-^p+i (1
-

the

on

rightis of fixed

dt
^iuty-'p^i]

if

establish the theorem

can

we

+ (1
'"'O"-^'

{^m)l

(-)^(l-^Wi^r-Y^-^
^^,^_, ,^^

The

have

that

m=o

" 7"3,we

(_r-(h ^'Uihuy^^

iiuy-^ Ji

of

we
can
prove that,
and
its
sign
signis that of

{-y.{l-i'),,auypi(2p)i.
It is

sufficient to
clearly

-^1(1

(1
ty^-'I i {(1+ iiutY-'i"+'^
-

2p-v-i^o
is

this

Now
positive.

that

shew

is equaltoij:
expression

I
-

In-

{2p-v-^)T{2p-p-l)]o^

li
typ-'~
^
^

in

" 7-3

we

may

take

{2p

"

ru
+ i)JoJo
"

,^y^
1

As

Jo

r/9
1

I^x-v-"-^
\e-^"+='"'"'
-

f f"(1 ^y'""^""^

dt
1iuty-'P+i]

{2p-v

:r.

i-^O without

I V^-"-^

e-^

loss of

^i'^^2^w^)^-'d\dt
"

ty-"-sin (hXut)dtdX.

.'o

^)Jo

proved in g 7"3.
X Since isin (hXut)\^i\ut, the condition
iofiniteintegral.

[(1

rf\dt
e-^ '^-i'""}

generality,

t This has already been

W.

B. P.

2p"v-h

secures

the

absolute

convergence

of the

^^

210

THEORY

Now

(1

second

OF

mean-value

theorem,

f (1

number

Jo

Since

(2p

I
"

"

2/5

I'

"

into

"

we
^) is positive,

f (1

consideration

'under

succeeded

in

transforming

dt
iiuty-'p+^

the

is

positive.

(1

and
integrandis positive,

so

the

expression

is to say,

That
1

0.

ii {(1+ ^iuty-'p^i (1
typ-"-

that

.'0

in which
infinite integral

an

have

hence, by the

1, exists such

r sin (IXut)dt ^
"-

"

0 and

f,between

0'^~'sin (iXut)dt=

of t; and

decreasingfunction

typ~'is a monotonic

"

[CHAP. YJL

FUNCTIONS

BESSEL

{(1+ liuy-

liuy-i]

p^i(-r

"

(I

v)Uiur-

nZo
0:^0 when

(-y.(i-v\p{h^y^
^

i^my.

{2p)l

alreadybeen seen ("7"3)that in


these circumstances
0 ^ ^ ^ 1 ; and then, on multiplying
|^ {^ 1. Consequently
obtain the property
the last equationby e~^^ it""^and integrating,
at once
Ave

where

stated for P
The

2i

K'

2jw"i/ |. And

(x,v).

corresponding
property
i"'^'-^ (1
-

the details of the


Note.

{l"Uuy-^

it has

"

The
Hes

for

Q (x,v) follows from the equation

i"')'-'i -,!o
=

'"J:t

will easily
be suppliedby
analysis

analysisfails
between

and

the reader.

when

if we
take p
0, but then the phase of
"h"v"^
and
so
"h(v-^)7r,
l{{l+liuy-h + {l-Uuy-h} has the
the same
signas
manner,
^{{l+^iu)''~i{\ -iiu)''~h}/iha,ii
=

signas unity,and, in like


^^^ hence P{x, v) and Q {x, v) have the same
sign as
2 (""""")'''
expansions,so the conclusions are still true ; and the conclusion
i"./"f if^ 0.
same

"

the

first terms

is true

for

in their

Q {.v,
v) when

7*33.

Weber's

formulae for the

remainders

in the

expansionsoffunctions

of the third kind.


Some

which are satisfied by the remainders


in the asymptotic
inequalities
o
f
and
hg^ve
been givenby Weber*.
These inequaliJT^'^i
expansions HJ^''(z)
(^^-^
ties
their importanceto the fact that theyare true whether 2 and v are real
owe
which we
shall give it will be supposedfor
or complex. In the investigations
that
is real,though it will be obvious that modifications of detail
simplicity
to complex values
only are adequateto make the mode of analysis
applicable
;/

Math.

Ann.

xxxvii.

(1890),pp.

404"416.

212
where

functions

of

(z)
(z)^,"''(z)+ B' (z)ZT,'^'

0,

(A'

(z)and B (z)are

^ H/^^ (z)

Y'(z)^ H^^

(z)+ B' (z)

=^

that

chosen

so

[CHAP. VII

FUNCTIONS

BESSEL

OF

THEORY

e'-"-i"
(iTT.)-^

/(-2i^U

i'^"

'

It follows that

and

J'^)

{z) ^7ri^TTzrie^;-J"

A'

|l^

H/^^ (z),

so

(.
{iTT
tt/J

A(z)==A-i,
J. is

where

S;" {z; p)

for
expression

similar

B (z),and

the
By considering
difficult to

Hence

we

behaviour

J'^)

"^^^

and

write Hankel's

may

l-2i(. + 0P

of both

that A=l

see

it follows that

hence

g-'X^-J"
{^'rrz)\
{z)]
[AH,^'^
{z)+ 5^,'-^'

(^J
-h^'rrp.{v,p)l
is not

^"^^'

constant.

obtain

We

^"^ ^'
l\^
{-2i(z

0}-^e^-^^^^-^-i^^

sides of this

equationas

^^

-^

it

oo
,

0.

in the forms

formulae

"^

^"'^ ^^^

"

the remainder

where

^"'""^'""''"1-"'"
(^
(")"

72^*"may

be defined

the

by

(^
i7rp.(.,^.)j^

i?/'

Since

(z)^ 0,

see
we
inequalities,

we

have

that the

'

i')+ ^i'"'!'

Equation
^^-

1_2,"(,_^,)}.

+ i^),and
\z+ t]"^\J{r^
so, by using the crude
modulus
of the last integranddoes not exceed

Hence
+ i2)-i(p+i)
dt,
I$ 2'-p G'p I{v,p) jr (7-'
Ijs^"i'

Jo

when

and

so,

and

similarly

These
the
and

are

p^l,

we

have

the results obtained

analysisno hypothesishas
p;

in this respect Weber's

other writers.

by

been

Weber

made

and

it will be observed

that in

concerningthe relative values of

results differ from

the results obtained

by

7-34]

ASYMPTOTIC

7*34.

Approximationsto

When

the argument

(with the

in it

the

small ; at

remainders

in the

of

time

to

after the smallest

the

argument

ingeniousmethod for meeting these


shall explainthe method
we
by Stieltjesf;
method.

and
Jo ("^^)

to

apply the

We
so

the results which

state

be

term)

is not

particularly
sufficiently
largefor the

slowly.

very

converge

may

numerical

An

and

asymptoticexpansions.

remainder

same

ascendingseries

Kq{x)

213

Bessel function is not very large*,


the asymptotic
well adaptedfor numerical
computationbecause the smallest

expansionis not
term

EXPANSIONS

in detail

devised

appliedto the function


by Stieltjes
by applyingthe

obtained

were

difficultieswas
as

Yf^{x).

transformation

indicated

in

" 7"31

the formula

to

" 6'15 (4),

that
e-^" du

e-^

e-^V2
TT

i'*" e-'^'^dedu
.',)
.'o "*(! + I'usin^^)
r

/"" rjTT p-xu

p-1

hi sin' Oy^dddu

-^(-

IT

IT

X^ r

Now
when

the value of
is

6-="''{\U BIXV d)V


{"^
dd
1

/Now,
e~^

is

as

of the series for K^

increases from

0 to

oo

2) and then decreases


1

where

^j)+

(when

increases from

"

oo

to

to

ue-^"

oo
,

"

The
about

t Ann.

range

of values

4 to about

of

.r

under

norm.

sup.

nearlyequal to

remainder

that

then

and

zero

and,
=

2x

after the

a,

from 0 up to
write

so

we

maximum
"

"

e-'-^'\
for similar reasons,

wc

write

e"'''.

contemplation for
(8)in.

the

so

the

functions

10.

Sci. de VEcole

is

increases
^ue~^"'

sin- 6

from

choose p

(x),we
=

consider

to

numericallyless than unity;

du.

is least
(0,ni)l{2xy"'

where

^-T^

,-,

in order
large; accordingly,

smallest term

dd du

.'oi""(l+i"/sin-^)

for which

^"rnr

v^'{0,ni)
+ {-y R,
L".
(2*')'"
=0

."X

K'^xj

iri

"i

x/T
Jo Jo w^l
+|"sm-^)

(1886),pp. 241"252.

is
^'o(-Oi"'i "'"-o(-''}
.7o("'")"

214

domain

The

(|,77)plane; and it is

of the

the whole

becomes
integration

of

[chap, vn

FUNCTIONS

BESSEL

OF

THEORY

that

found

i.^

TT*

-00

("%s

-00

where
a

by
the

'

It follows* that

arithmetic.

largevalues

for

asymptoticexpansionof R^

^0,2

24'

^,"

tedious

rather

some

^"

"

0,0

x\^e-"-^

of p

"

'

the dominant

terms

of

are

c^o,2+ cr2,o

R^'^2

'p

ITJ

that

so

(2)

"^' +

|_2

TT/

It is easy to

J9

that the

to

stopping at

V)

"

'

of the smallest

one

...

is

terms

roughly half

of the first

omitted.-

term

In like
in

due

error

that

theorem
verifyby Stirling's

'{-)
so

?V

1,
A~2(--V^-'7.+

proved that,if P {x,0) and Q {x,0) are


Stieltjes

manner

defined

as

" 7*3,then

^X"=^9|=;^^(-)'i^;",

i'(^,0)

(3)

-s"-"'"ff:r^'^(-)^ie;

.3(..o)

(4)

""=0

where
'''

R^(P)r^(^\^^

(5)

TT/

^""

"

p is chosen

of this character

similar

formulae

have

und

Phys.(3)xx. (1913),pp.
Reports,1913, 1914.
It would
Bessel

be of

functions

to
functions),

J,
^

L2
_2

"""

vw
Vtt/
so

as

be

to

nearlyequal to

and

x,

is defined

to

p.

Eesults
some

1_2

i^^'"-.
--

providedthat
\iQ.X

240"244

zero

order

Bessel functions

tabulatingBessel

actuallyused

interest

some

of

useful for

are

been

to

(as well
of

(1914),
pp.

(3)xxil.

extend
as

the

functions

for that purpose

in the critical range;


der Math,

by Airey,Arcliiv

30"43

and British Association

has established for


Stieltjes
other
logarithmicintegraland some

results,which

for the

order.
arbiti'ary

Cf. Bromwich, Theory of InfiniteSeries,"" 133, 137,


proved in " 8'3.

and

174,

or

the

lemma

which

will be

7-35, 7-4]
Deductions

7"35.
If

ASYMPTOTIC

^.

which

6 in the formulae

2 tan

(2^)"+* f*-sin"-*

Schafheitlin's

resemble

It is obvious

215

s integrals.
from Schafheitliri

replacea by

we

EXPANSIONS

" 7 "32,we

of

^ sin

deduce

(i/ 1) 6/
-

,^

of "6*12.
integrals

these results that

from

P (.'T,
V) " 0,

Q (*",
i^)"

interesting
consequence

(-

Q ('^,
v) " 0,

An

that

0.

"

,.

"

f)

(h "

i'

"

f)

"

1)

(_

of these results is that

we

can

"

that

prove

Q (x,v)/F (x,v)
is

function
increasing

an

function
For

of

when

"

of

when

h;"v

"

"h:

and

it is

that

decreasing

^.

"

have

we

Q'{x,v)P{x,v)-P'{x,v)Q{x,v)

where
n//i

.N

^^^' ^^
so

(sin^ sin d))"-*


^^^^ ^

(cos^cos.Jj^^^
,

.,

-.^

,,

*^"

'"'

^"

"

ix

*^^ ''''^" ^^'^'

"

"

that
+ P(c^,^)
F(0, cf")

If
add

we

the

has the

'^)
^Pi-(^^"
^^'^"^^^7^
^

^^^

t-^^

in the
interchangethe parametricvariables 0, cj)
results so obtained we see that,when
l"v" %,
the
result.
and
this
same
signas I" v ;
pi'oves

7'4.
In

"

^) (^

double

"^)-

and
integral
integral

the double

of Bessel functions.
expansions
investigation
ofthe asymptotic
Schlaflis
memoir

which

hardlyto

seems

its importance deserves, Schlafli*


elaborate

(2

of
investigation

the

have

received

has

which
recognition
elegantbut somewhat
the

given a very
asymptoticexpansionsof

the fvmctions

of the

third kind.

integralformulae from which he derived these expansionsare


is not so well
of Bessel's integral
generalisations
; althoughBessel's integral
the asymptoticexpansionot
adapted as Poisson's integralfor constructing
The

the

Ann.

di Mat.

(2) vi. (1875),


pp. 1"20.

importance of this memoir

is

The

only standard

recognisedis the treatise

by

work
Graf

on

and

Bessel
Gubler.

functions

in which

216

Jt,{z)when
in

OF

THEORY

largeand v is fixed,yet Schlafli's method not onlysucceeds


in a neat and
but also it expresses the remainders
expansion,

is

[CHAP. VH

FUNCTIONS

BESSEL

the
obtaining

compact form.
Schlafli's procedureconsisted in

^.j

H-"-

the
selecting

and

of

contour

of
takingintegrals
i7-e-

in
integration
-

He

and

being 0

(I) Let

tt

took

two

contours, the

and

it is

supposedthat

firsttake the

us

p is

where

way

is

tt

it,the phcifie*
of

that,on

l/w)
for the

constants

and
positive

contours
respective

is real.

write

pe*",

l +

6 is real,and

and
positive

du,

such

2 +

be

phase to
u

type

|" (u ^)
J

exp

ire'"(?/
is constant.

the

then

+ pe'^)
re^'p^e-'^/il

is

is

and
negative,
Hence

its

consequently
equalto

conjugatecomplex.

have

we

sin (a + 2^)

..,,

^^

Next

choose

sin
a

sin ^
.".
'

(a + ^)

sin

parametricvariable "^such

new

(a + ^)
that

"/) 2^
=

and

a-7r,

then

!("-(/))
i (a + 0)

cos

(2)

cos

Now,
from

^ varies from

as

the

originat

at
infinity

angle(tt

an

"

angle

an

"

"

(tt

"

"

ot)to (tt

a) with

(tt
"

laid

|(a

cos

a),u

"

a) with the

If this restriction is not


than

-rsin-"^

(m-1)2
'

traces

the

"

out

0) cos |(a + 0)
contour

real axis and


positive

real axis,providedthat
positive

on

the

contour

passes

to

emerging
passingto
0 "

"

27r.

more
infinity

once.

We

shall

for
specified

value

a,

as

laythis

now

formula

restriction

on

and

" 6*22 (9),providedthat

then
we

the contour

give to

and

is of the type
arg

the

same

is permissible.

It follows that
e""'

/_^ (re'*)
-

e'^^i

I^(re^")
=

'2isin

where
*

The

"method

Chapter

vir

is defined in terms
reader
of

viii.

will find it

of

2^IZ'j'""
(" ")1
1^''''"
% ^'^''P

which

"

"^by equation(2).

to
interesting

steepest descents"

compare
is

the

applied to

general methods
obtain

various

of this section

with

the

asymptotic expansions in

7-4]

the

ASYMPTOTIC

and so, replacing


to replacing
u by 1/u,
Changing the signof "^is equivalent
of
the thii'dkind,we have
the left by its value as a function
on
expression

11 /-e'""
L
r 'or"
+ u") exp

) X
(.S)ei""'i/,w (j-e'("-^^-)
=

(2) it follows

From
as

0 to

ir

"

a:

and, if we

?-e'"'(" lf/u

when
positive

is

the contour,

on

we

write

have
dt

dt

du

0 to +

t,

^'

"

from
varies monotonically
"/)

that t is

^^

d(f".
^]\^^^

from
"re"^{i( 1)-/hincreases steadily*

that

so

217

EXPANSIONS

"

'

H
the range

(a

re'"

of values of arg

+ u.-i)
^/{rt)
Tfi() e-H'^-")^("i

being less

than

tt.

Next, by Cauchy'stheorem,

it is convenient
outside

to

take the

the contour

because

point^=1 inside the contour, but ^


the originis a branch-point.

must

be

It follows that
iii+ u-i i

'" +" !/"+'

^--Ht-1)(^^

_
_

Hence
i/"+, i+)

r
r ("+.
e-J'"^'exp(re''^)
"

rr

/rx

^^

m
"

Now

",

it is evident

2" is any
to

On

making
1

that
fP
(-)y l;p

^mpn
(^_y,i

that p exceeds

both

R(v

in the last

this substitution

"

(wjththe

will be convenient

h) and R("v

r (i;-I-m
"^^"-^^

notation

of

(9

'^^~r(v-m+

i).

4-

A)

I (v,m)

i,).(2vil) (2m)!

that

deduce

" 7'2),we

"

quently
subse-

integrandand observingthat

1/M.+,1+)
/"("+,

"2^j

^""H?- l)"^^c?^

+ ^^/(7-e'-)
(^- 1)-^

positive
integer(zero included). It

suppose

g-i^r*

27r'-'?;r^e*- JoJ

p-i

where

"x

^^

r j'-i

\i

("V"

(i'w)

where

-^^*'
"

J
2"W(27r),'o
t?

SincG

sin0(l+2cosacos0

sin-"*
^^

"

d(j)cos

cos

(T^n:p^(7^e^'M(^^^"^+T^"^}

(p

"

(cos a

+
~"

"

cos

cos-"/))

(/")-

"'

218

OF

THEORY

[chap. VII

FUNCTIONS

BESSEL

First consider

p is

When

to

contour

so

largethat

be

as

circles tend
If

the two

on

both

R(v

"

^) and R{"v

take the
we
-|),
and
small
large

"

Fig.15; and when the radii of the


the integrals
respectively
along them

in

shewn
oo

it exceeds

and

tend

to

zero.

write

we

now

to

^"^p-id^

/"("+,1/U+, 1+)

rays

all that survives of the

(whichare

(-)Pcos

contour),we

TT

.-kP-"-*
(1

vir

find that

Jo

tx

xy-^'''^d.v

{I

x)/{re^'')

Fig.15.
Now

the numerator

modulus

of the

of the denominator

values of

it is

never

integrandis positive(when
is

less than

never

less than

|sin

1 when

is

^tt"

"

and the
real),
|7r; for other

!.

Therefore
^ft

d'

do \cos

vir

^
l^7rrV(2
1"

e-ittP-i xP-''-i(1

dxdt
a:)P+''-i

^TJ")j 0 J 0

where

j^o 1is 1 or |cosec


is complex,it is easy to

a
see

\accordingas

V^

is negativeor

that
cosi^TT

(7)

cos

i^

6o\{R(v),p)j

(vtt)1
~

cos

'

{27')P

6^I{v,
p) I^ {2r)P,
When
positive.

220

THEORY

and

[CHAP. VII

FUNCTIONS

BESSEL

OF

hence, if now
t

re^''(u"lf/u,

find that

we

expresseda second solution of Bessel's equationin a


consequently
be deduced ; and the analysis
form from which its asymptoticexpansioncan
(z),the final result being that,when
proceedsas in the case of 77^'^*
We

have

-f7r"arg^"-|7r,

^.'M.)=Q^--"--f:!:[i^;^^"i

(13)

as
l{z)^0 or l{z)^0,
|02.\does not exceed 1 or |secarg^ ]accoi'ding
providedthat v is real and l) + l"\v\; and R (d^)" 0 when I(z)^0. If is
complex the form of the remainder has to be modified,justas in the case of (8).

where

functions

of

"

as

was

that

in this

it is unnecessary

v,

exceed

must

in (3) and (11) are


that, since the integrands

be observed

It should

to suppose
investigation
based on
of
investigations
integrals

in

necessary

even

R {v)

Poisson's type.

investigation*
of asymptotic
expansionsof Bessel functions.

7"5. Barnes

of functions.of
asymptoticexpansions

The

which

formulae

Barnes'

from

obtained

were

r{~s)V{-2v-s)V{v

the third kind follow


in

6'51.
""6*5,

Let

immediately
consider

us

i){-^izyds

"cci"v"p
'

T{~s

(-2iz)-''-i'
J

If

"

r{-s
"

cc

Di-2izyds.

have

v+2))r(-s-v+p)

r(s-p

i)(-2izycis

T'

v+p)r(-s-v+p)r{s-p

iarg (" iz)\^%Tr 8, we

\r(-s

v+p)r(-s-v+p)r(s-p

i)e^''-^y''^ds

is convergent
integral

the last

and

"

and

so

the first integral


of all is

{(-2iz)-'-P\
.

But, by the arguments of


of the residues at the poleson
TT^H^^^^{z)l{f^^~'"'^
cos
VTT

"

"

^,

"

"

%,

"

...

is
" 6"51,the first integral
the

(22^)"]
plus
V"

p +

(-)"'r (1/+

Tram.

Camb.

\.

Phil.

"

"

^Tvi timcs

The

residue at

^) r (-

Soc.

xx.

the

1/

i^

it is

so

the

sum

equalto

of the residues at

sum

"

times

'Im

rightof the contour, and


"

h)

(1908), pp. 273"279.

??i"

is

7-5, 7-51]
and

ASYMPTOTIC

jarg (" t" |^ f-n- S

when

so,

221

EXPANSIONS

"

(iy,...,-.p,;i.g",o(..-.)this is

and

//^'-'
(2')
may
The

reader should

obtain

to
possible

been

^ by
by replacing

of
" 7'2. The investigation
throughout.

notice that,althoughthe determination

of the remainders

magnitude
of the

be constructed

in

result obtained

the

equivalentto

is

of the 07'der

of

transparently
simple,it is not

formulae, concerningthe magnitude and the sign

concrete

remainders, which

by

this method

ultimately
suppliedby

are

the methods

which

have

considered.
previously

7*51

ofproductsof Bessel functions.


Asymptoticexpansions

asymptoticexpansionsof the four


J"y(z) in which the coefficients have simple forms, even
productsJ"fj,{z)
for this is that the productsi/^"'
when
//^"^(2^)and
The reason
(2^)
fx
for
which
no
H^^i (z)H^'"'(z) have asymptoticexpansions
simple expression
in the tv/o expansions
exists for the generalterm ; the leading terms
are
It does

not

possibleto

seem

obtain

v.

2e"2*'~THA*+.'+i)-'
^

2fx-+ 2p'

TTZ

4^12

however, do possess simple


(2)^^""(^),
{z)and//^"-'
ir^"^'
products
{z)H^^-^
deduce asymptoticexpansions
can
asymptoticexpansions
; and from them we
The

for

J^{z)J^{z)+Y^{z)Y,{z)
and

for

J^ (z) F, (z)
-

V^ (z)./,{z).

the expansionsis by Barnes' method,


simplestway of constructing
in
A
consideration of series of the type obtained
just explainedin " 7'5.
The

" 5"41 suggests that


27n

examine

should

the

integral

/";r(2.+i)r(^"i;-..)r(t^-.)r(''7

the contour
contour

the

we

and

contour

is to be chosen
the
;

polesof

and

so

that the

polesof

the other four Gamma

(2s + 1) lie on

the left of the

functions lie on

the

rightof

not
are
temporarilysupposed that /u,, and fi "
is convergent
integrandhas no double poles.Tlie integral

it is

so that the
integers,
providedthat Iarg (?2)I" |7r.

i^

222

THEORY

First

evaluate

is
m

equal
+

to

minus

^{/x+ v)

lie to the

the

of

sum

round

the

right of

the

residues

at

the

VII

enclose

the

to

contour

; the

originalcontour
poles,and

these

[CHAP.

the

expression
residue

at

is

v)'7r'm\ r{/x

sin /ATT. sin v7r.sm(fi +

It follows

FUNCTIONS

BESSEL

integralby swinging

poles which

of

sequences

the

OF

')n

l)r{v

l)r i/x+

m+

l)

that

27rt

sin fXTT sin

vir

sin (i;

sin

yti)7r

"

sin

(,a+ v)7r

(/a i/)tt
"

sm(/ji+ v)'Tr

{J,(z)J,{z)+Y,(z)YAz)\
sin

+ v)7r
{/J,

^3g-j(M+w"|2cosit7rcosi/7r+tsm//i+ i')7r}
^S

^^^-

^"7

"

\r
t^
/
\
^
1 Az)-ru.
(z)
^

\)

(z)J^ {z)\

TT^

[[/,(^)j,(^)+F^(^)r,(^)}
2sin|(/x + v)Tr
cot

i (/. I/)TT {/^ {_z)F, (^)


-

F^ {z)J, (^)}]

-2cos|C+^)J{^-^-"-^-(-"^^-(-"^'^+

By writing
arg iz I and

"

tan

(^) F, {z)
i (/. ^) TT {./,
-

for i

|arg (" iz)\are

cot

the

throughout
less than

H/*

") '^

Y, (z)/, {z)]].
deduce

analysis we

fvr,i.e. if jarg^: j"

"

!-^(Z) I^.(^)

tt,

1
,.

that, if both

then

(2)^. (^)l]

7-51]

ASYMPTOTIC

EXPANSIONS

223

and

results hold

^) TT

[J,(z) r. (z)

F" (2)/. (z)]]

.) (-^^ .)
("-^^

These

J (^

tan

.in

..

(i.r

ds.

for all values

of fi and v (whether integers


or
not)
providedthat,in the case of the former u+ v and fj, v are not even integers,
and. in the case
of the latter /jl+ v and fu, v are not odd integers.
"

"

We

obtain

now

(1) and (2) after


We

firsttake

the

the

be

p to

J -xi-p

-xi

"

either

(when

is equal to 27ri
integrandis inserted)
the polesbetween
the contours.
Since

residues at

the left of

on

tegrands
integerso largethat the onlypolesof the inof
and
then
F
R{s) "2)-j are poles
(2s+ 1) ;

an

the left of the line

on

the functions

asymptoticexpansionsof
of " 7'5,
manner

times

the

of the

sum

r~'~'f(s)(izrds=^0{z-^P-i),
J

deduce

we

that the

txi-

"

when
asymptoticexpansions,

(3) [J^(z)J, (z)+ Y^ (z)n (2)]

cot

11

Sm

^) 'r

z\

"

ir, are

[J,(z)Y. iz) /, (z)Y, (z)]


-

V
TT

"

"^

H/^

[arg

TT^

r(-'y
r(^V",i)r5g+,"+i)
,^.(-rT(^%."+i)

+,.+i

iTZ-

I,
i-'^;
-\)
..F.(^'+i.
^"+1,
'-/+i.
.".^;7"
^
^
2
2
^^-y
V 2
I (yu, i^)
sm

"

TT

and
.

(4) [./^
{z)J, iz)+ Y^ {z)F, (z)]+
2
TT^COS

//i+
//A

^{iJb v)7r
"

^'^

IZ
1/

l
1

tan

\{y,-v)'rr.
{z)F, {z) J, {z)Y,{z)]
\_J^

^l"V
/A

?-'

"

l
1

V
^'

"

\
1

ix+l1
/i+

"

^
/i.
"

1
"\

v
i^
.

.
_

'

'

'

'2'

W*

224

THEORY

the

In

special

in

Formula

(5)
(6)

formulae

is,
pp.

and

der

(4)

VII

to

{1.3.5...(2m-l)l^\

(-r{1^3^5"""(2.^-l)}-

by

stated

Walter

to

by

(2.)-

of

Camb.

by

A.

p.
Phil.

repeated

(Leipzig,
Gregory

Lorenz,

(1898),

I.

P)-oc.

Orr,

Cylinderfunktionen

attributed

however,

discovered

scientijiqties,

transformations

on

der

Theorie

Lodge,

while

Soc.

integrals
1904),

x.

the

(1900),

247
"

British

Selskahs

general

more

p.

by

given

was

245

pp.

Vidensk.

Danske

K.

435],

99.

Nielsen,

the

Association

proof
Hand-

expansion

Report.,

(5)
1906,

494"498.

is

not

method

Jy'

{z)
an

to

easy

after

such

[Oeuvres

v^ere

depends

which

It

of

reduces

formula

(2m)!

been

have

to

seems

(1890).

vi.

(3)

(5)

last

JHz)+YHz)^-''~
Jo(^)+io(^)-^^^-^

Sh-ifter,

huch

the

v,

[CHAP.

FUNCTIONS

particular,

m
(b)

of

jx

JH^)+Y^^{z)^^

(5)

and,

when

case

BESSEL

or

is

used.

Yy-

estimate.

number

any
An

{z)

estimate

will

exactly
of

alternative
be

given

in

terms

the
these

method
in

magnitude

" 13"75,

of

or

asymptotic
obtaining
and

it

will

the
then

the

sign

of

the

mainder
re-

expansions

when

asymptotic

expansion

be

possible

this

to

form

CHAPTER

A'lII

FUNCTIONS

BESSEL

OF

LARGE

ORDER

functionsof large order.

8"1. Bessel

of descriptive
subjectof this chapteris the investigation
properties,
equalitie
includingapproximate formulae, complete asymptoticexpansions,and inThe

of various

functionsconcerned

are

results

Carlini's

formula

with

with

Bessel

functions ; and

primaryimportancewhen
many

of the

results

the

the orders

happen

to

perties
pro-

ofthe

be

true

orders.
positive

shall first obtain

associated

of

large,though

are

of all

for functions
We

types connected

will be examined

which

which

are

of

("1'4). Next,

purely formal
we

shall

character,

obtain

certain

approximate formulae with the aid of Kelvin's* "principleof stationary


the contour
shall examine
discovered by
we
integrals
phase." And finally,
to obtain asymptoticexpansions
when
Debyet ; these will be employed firstly
the variables concerned
of
to obtain numerous
are
real,secondly,
inequalities
to obtain asymptoticexpansions
varyingdegreesof importance,and thirdly,
both the order and the argument are complex.
of Bessel functions in which
in which
and sc are positive,
it is
v
dealingwith the function /^ (sc),
consideration
have to be divided into three
found that the problems under
classes,accordingas x/v is less than, nearlyequal to, or greater than unity.
in the corresponding
Similar sub-divisions also have to be made
theorems
with complex variables.
concerned
In

The
and

trivial

problem

is fixed,may

of

determining the asymptotic expansion of Jy (z),when

he noticed

It is evident, by

to the

this
l/v^(27r);

tV|
=

large

logi^z)-{v

that
expansion of " .3-1,

^)logv}.
V

where

is

here.

theorem
applyingStirling's

Jy (z) exp [v+

result

has

been

pointed out

by Horn,

Math.

Ann.

Lll.

(1899),

p. 359.
for functions of largeorder,
of approximate formulae
physicalapplications
writers may be consulted:
Macdonald, Proc. Royal Soc. lxxi.
(1903),pp. 251
theJi^Howing
A
258 ; Lxxii.
; Phil. Trans, of the Royal Soc. cxx.
(1904),pp. 59"68
; xc. A (1914),pp. .50"61
und
der
Ann.
xxx.
Chcmie,
(1909),
57"136;
Physik
(4)
Debye,
11.3"144;
pp.
(1910),pp.
Ann. der
Rybczyiiski,
(1912),pp. 29"50;
March, Ann. der Physikund Chemie^ (4) xxxvii.

[Note.

For

"

Phil.

Mcifj.(5)xxiii.

In connexion

with

the

(1887),pp.
principle,see

Math.

W.

B.

Ann.
F.

lxvii.

Stokes,

(1883),p. 341.]
(1909),pp. 535"558;

[Math, and Phys. Papers,


t

252"255.

[Math, and Phijs.Papers, iv. (1910),


pp. 303"306.]
Trans.

Camb.

Phil. Soc.

ix.

(185G), p. 175 footnote.

ii.

Milnchener

xl.
[5], (1910).
Sitzungsberichte,

15

226
und

Physik

pp. 516"537

Love, Phil. Trans,

of

the

Royal

Soc.

waves

Mag. (6) xix. (1910),


131 ; Watson,
(1915),pp. 105

ccxv.

"

The

546"563.

Royal Soc. xcv. A (1918), pp. 83"99,


the problem of the propagation of electric
largelyconcerned with attempts to reconcile
Proc.

8'11.

Nicholson, FMl.

(1913),pp. 191"208;

Chemie, (4) XLi.

[CHAP. VIII

FUNCTIONS

BESSEL

OF

THEORY

the

over

theoretical

works

sui'face of the

with

all deal

quoted

with

earth, and

are

experimentalresults.]

firstextension of Carlini's formula.

MeisseVs

approximation ("1-4) obtained by Carlini is the first term of the


asymptoticexpansionof a Bessel function of largeorder ; subsequentterms
in the expansionwere
formallycalculated by Meissel, Astr. Nach. cxxix.
manner
:
284, in the following
(1892),col. 281
The

"

(1)

function

{z)by

if we

define

then

equation(1) transforms

of

now

we

equation

+ ZU
{z)-v-'il- z")
[u{z)Y'\
=

that, for largevalues of

assume

iio, u^, u.2, ih,

(Z)

VUq +

on

functions

denote

of

which

...

independent of

are

128(1-2^)-

16^ + 368^3 + 924^5 + 374^' +


"5.=

it is
integration,

found

'

(cf." 1'4)that

jlog^'^^
^,^

^ ^

V(l

(16

1 5122-

"'"5T60l"{
322-^ +

l}i log(1

^^)

42^ + z'

((1-^2)^ j

2 + 32^
24i;

-U-

ISz^

32(1-2-)'

8(1-^^)^'

64^ + 560^3 + 456^5+2,52'

+ ^^

8(1-^-^)^

(z)dz

series

...,

W2=^

"

2(1-^^)'

4^+10^^

j\

2882"

v,

by

the coefficients of the various


powers

zero

z-)]/z,Ui=ir7z.

Uo=Wil-

on

(z)is expansiblein

find that

the left,we

Hence,

+
Un/v+ u-s/v^

Ml +

in (2) and equatingto


substituting
of

v,

0.

of v, thus

descendingpowers

where

the

i);

into

z''{u'{z)+

(2)
If

v^{l-z^)JAvz)

,-^^-_+._^_
a

be written

equationmay

It is clear that Bessel's

2322"

-z'-f
lQv''{l
-

36542-*

375^"
_

(1-^^)^
+

132"

z-^)

228

THEOKY

OF

BESSEL

where

(1) P.

sec"'/3)
^^(4sec^y8
+

(32 sec^ yS+

-^"^

g"'

288

(768 sec^yg+

/3 + 232

sec^

sec*/3+

41280

(2)

Q,

/3-)-13

sec"

/3)

sec"y9+ 17493 sec"/3

14884

^8+

103

375 sec"

yS)

sec^o

sec^^ /3)

'

"

"

"

3sec=/3)
z;(tan^-/3)-^||^(2
+

57601/^

(16

o^^-Va

322od0j^*

1512

sec-

3654

/3

(256 +X8720 sec-y3+

/3

sec*

1891200

1914210

sec"/S

sec^/3+ 4744640
sec^yS+ 67599

sec^"

/3)

....

J^ {y sec /8)in

To determine

^TT,and compare
type givenin " 7*21
to

the results
;

of these

terms
so

obtained

that, as /3

see

we

P.
we

sec"

4242

+
'

and

[CHAP. VIII

FUNCTIONS

with

take yS to tend
we
expansions,
the expansionsof Hankel's

\'k,

"

", Q.~z^(sec/S-^7r),

"

infer that

(3)

ir,w iysec /3)

(4)

^,*="(i/
sec
/3)

e-^^+'^Q.'-^'"',
a/(^-^)
a/(^-^^)
"

e-^--^"Q-+^'''^

"

It follows that

(5)

J, (v sec y8)

(6)

F. (^'^^^^
P^ and

where

("8'41)that
and

Y^ (vsec
Formulae

which

easilybe
values

rigorousmethods

the

reader

(Q,

'"'''''^^

^^"' ^'^)'

"

ivr),

valid for small values of yS,i.e.asymptoticexpansions

are

equal,cannot

The

e-P"'cos

by (1) and (2). It will appear subsequently


these formulae are actually
asymptoticexpansionsof t/^(y sec /3)
/3)when v is largeand ^ is any assignedacute angle.
Y^ (z)which

that, for such

defined

Q^,are

of Jt,(z) and

y/'(?^^)
v/(^^)

are

obtained

of the

from

will observe

valid when

by

this method

that the
8*11.

are

both

largeand

but it will be

variables,approximationscan

Schlafli's extension

correspondinganalysisof "

and

of Bessel's

approximation has

been

be

nearly

are

in

" 8'2

obtained

by

seen

integral.

carried

two

stages further

than

in

8-2]

FUNCTIONS

The

Note.

dominant

OF

in the

terms

LARGE

ORDER

229

expansions(5)and (6),which

be written

may

in the

form

J^{x)

(7)

M^cos{Q^-^7r),

}\ix)

M,sm{Q,-^7r),

1'

3f"

where

Qv

"

the

publicationof

Physical Optics, K. Danske


i. (1898),
[OeuvresScientifiques,
pp. 421

Videnskahernes

had

obtained

sin

arc
^'^) ^vir-\-v
'J{-'^'^

been

memoir

two

before

years

on

The

Lorenz

procedure of
has been

which

proved

in

[_

^.^L
then
^

to

the exact

use

whence

the

from

the Wronskian

Subsequent researches on
of the Royal Soc. ccx.
(1907),pp. 697"707
; (6)xix.
(1911),pp. 67"80;

closelyconnected

1906, pp.

8*2,
and

of the result

consequence

.r*

formula

follows without

(1910),pp.

131

been

that

prove

difficulty.

Lorenz

by

144, and

"

(1910),pp. 228"249;

(8),has

" 3'63 (1),to

{^-l}^

the lines laid down


A

of

are

publishedby

A.

due

to

Macdonald, Phil.

Nicholson,Phil.

Mag. (6) xiv.


Math. Soc. (2)
result concerningQ^ i-Qv, which
Lodge, British Association Report,

516"537;

(2) xi. (1913),pp. 104"126.

with

in

trxAI^^'

x-y.-\

approximation .stated for Qv

Trans,

is

L. Lorenz

'

easilydeduced

by

(6) vi. (1890).


Skrifter,

equation

Q.

IX.

"^'-

dx
is

granted that,as

2.4

.'-

'

which

paper

SelsJcahs

" 7 '51,

iro:

and

Meissel's

436.]

"

take for

to

was

{vjx),

Proc. London

494"498.

principleof stationary
i^hase.Bessel functionsof equal order

The

argument.

of stationary
principle
phase was formallyenunciated by Kelvin* in
of the principle
connexion with a problemof Hydrodynamics,
though the essence
is to be found in some
much
earlier work by Stokes f on Airy's
("6'4)
integi-al
and Parse val's integral
and
also
in
a
posthumous paper by Riemann^.
("2-2),
The

The problem
integral

which

propounded

Kelvin

?/

-"/
"In

which
time

to find

[m [x

an

approximate expressionfor

corresponding
Phil.

The
wave-length 27r/??i.

Mag. (5)xsiii.

t Cavib. Phil.

Trans,

Werke

Ges. Math.

the

dm,
tf{m)}]

disturbance
at
expresses the effect at placeand time {x,t) of an impulsive
waves
(0,0),when f{m) is the velocityof propagation of two-dimensional
to

cos

was

principleof interference

set

forth

placeand
in

by

water

Stokes

Papers, iv. (1910),


pp. 303"306.]
(1887),
pp. "252" 255. [Math, and Phijs.
pp. 341, 351.]
Papers,ii. (1883),
(1856),pp. 175, 183. [Math, and Phijs.
(Leipzig,1876),pp. 400"406.
ix.

230

BESSEL

OF

THEORY

[CHAP. VIII

FUNCTIONS

and wave-velocity
of group-velocity
suggested to Kelvin
Rayleigh in their treatment
outside
the
that,for largevalues of .v tf{m),the parts of the integral
-a, n + a)
range (/x
of interference if /a is a value (or the value)of m
account
of values of m are
on
negligible
and

"

which

makes

"^[m{x-tf(,m)}]
=

(/^-a, /x + a), the expression7n{x"tf{m)] is then

In the range
three terms

and

0.

of its

replacedby

the

first

expansionby Taylor'stheorem, namely

that, if*

it is found

v/[-Mm/"(m) + 2/'(m)]'

/"
then

c/o+ 0-2}
{",i2y'(/x)

cos

7rv^f-2r;Mr(M)
+ 2/'(M)}]

M'

C0S,V/'(M) + i7r}
+ 2/'(;.)}]"
v/[-27^^[M/"(M)

replacedby

the

case

to

and

oo

o-,

which

are

largeeven

though

be

small,have

been

oo
.

that in
foregoinganalysisthat Kelvin's principleis,effectively,
the
the
is
function,
importantpart of
integral
of the integralof a rapidlyoscillating
xohich the phase of the trigonometrical
that part of the range of integration
near

It will be

due

limits for

integralthe

In the last

from

seen

functioninvolved

is

the

stationary^.

subsequentlybeen noticed J that it is possibleto give a formal


for a largeclass of oscillating
mathematical
functions,
proofof Kelvin's principle,
formula due to Dirichlet.
" of an integral
by usingBromwich's generalisation
It has

The

of the
Let
let ybe

j,M

of Bromwich's

form

to
principle

Bessel functions

be

follows

the

tions
applica-

f t''-'sin t .dt=

r a;''-^F(x)smvx.dx^F(+0)

The

as

adequatefor

"

fji"

method

1, the sines may


which

has

sin ^/jltt;
(+ 0)T (fi)

Jo

Jo

and, if0

is

will be

when x^O;
functionof x which has limited total fluctuation
Then,if"l"fj,"l,
functionof v which is such that vy^- cc as v-^ oc

F{x)
a

which

theorem

replacedby cosines throughout.

he

justbeen explainedwill

now

be used

to obtain

an

for a
at m=fjL;
m{.x-tf{m)) has a minimum
the sign of the expression under the radical is changed.
maximum
in the writingsof Cauchy. See
search reveals traces of the use
of the principle
t A persistent
16 of his Theorie
de la propagation des Ondes, crowned
Sept. 1815,
e.g. equation (119) in note
21/"?m.presentes par divers savants, i. (1827).[Oeiivres,
(1)i. (1882),p. 230.]
*

This

t Proc.

is the

Camb.

" Bromwich,

appropriatesubstitution

Phil.

Soc.

xix.

when

(1918),pp. 49"55.

Theory of InfiniteSeries,"

174.

8-2]

FUNCTIONS

which

This formula,
largeand positive.

by Cauchy*, is

discovered

was

is

231

ORDER

LARGE

Jv{v) when

for

approximateformula

OF

r(i)

JA^)

(1)

^2

^1

2^
.

3^ TTV^

of stationary
of the principle
paratively
phase,comby means
investigated
by Nicholson, Phil. Mag. (6) xvi. (1909),pp. 276"277, and Rayleigh,
recently,
Papers,v. (1912),pp. 617"620]; see
Phil. Mag. (6)xx. (1910),
[Scientific
pp. 1001"1004
42"48.
Soc.
Camb.
Phil.
xix.
Proc.
also Watson,
(1918),pp.
This

From

and

has been

formula

that

" 6"2 (4) it is evident

obviously
sm

vir

77

^^
g_^,j+sinhi!)
-rr

Jo

Hence

J^ U)
Now

let

(f) 6
=

I"cos[v(6

,.(0

(l/v).

Imi

But

then

sin 0, and

"

6)}cie +

sin

"

6l-*.0

COS

"

6"

in the interval (0,tt),


cos
6) has limited total fluctuation
hence, if (f)'^/{l

and

"

itfollows
from Bromzvich's theorem

cosi/d)

"

^"
0

that

6^

cos

"

then

(1) follows

It stillhas
this result

we

to

be

at

,_a

,,

""

v(pd(p

cos

once.

proved

observe

'

I 9
-^'
0

r^x r(i)cos^7r,

and

r*

,,

-a9'^"

"^^/(lcos 6) has

that

total fluctuation

limited

; to

establish

that
d

(p-ismeg{d)

^s

tl-cos^J 3(l-cos^)'_

d~6

";(^)=illl^^^3(^-sin^),

whelT
so

5f(0) 0, ^(7r-0)=+oo,

that

^'(^) (1
=

therefore, by integration,
g{d)^0

and

monotonic

'

and

it is

Comptes Eendus,

Cauchy's methods

obviouslybounded.
xxxviii.

will be

(1854),p.

given in " 8"21.

cos

+ cos ^) ^ 0,
^)2/(l

when
The

993.

O^e^n.
result

Consequently 0*/(l-cos^) is

rpquiredis therefore proved.

[Oeuvrcs, (1) xii.

(1900),p. 663.]

proof by

232

THEORY

By

and

it may

tedious

some

also be

obtain

proved that

JJ(v)=^^^o(v-i);

(3)

associated formula

an

[CHAP. VHI

FUNCTIONS

to
integrations
by parts*,it is possible
approximation,
namely

of

means

second

BESSEL

OF

is

r.w~-M).

(4)

terms,

give the dominant


machinery
powerfulanalytical

these

which

asymptoticexpansions,of
with the
will be investigated

The

aid of

more

results

in ^ 8-42.

Meissel's third

8'21.

expansion.

to
integral
just discussed has been used by Cauchyf and Meissel:]:
is a largeinteger.
obtain the formal asymptoticexpansionof Jnin) when
w
obtained by Cauchy and (in
be explainedhow this expansionwas
It will now
of the promore
a
complete form) by Meissel; the theoretical justification
cesses
in " 8 '42.
employed will be investigated

The

Taking the

formula
1

Jn {n)

let

write 6

us

sin 6

"

f'^

{?i
(6

cos

"

sin

"

small values of t,
^t^; it then follows that,for sufficiently

/9_/_l_l/3i
u
i -f "^"qI
"

-r

_V-x

/5i
-r

Y4^^t'

"

Xo

1,

^\, Xa

1213.
7 20 7 200000'

"

*-5

Xi

~"

tioo

^^

'

/2m+l

asio^' ^^

A"jt,

""

and

^)|cW,

tt^tswuT)'

"""*

It follows that

Jn(n)

-r\

'^
.

When

is

^nt^is largeat
large,
J,,(7i)
~

(2m

l)X",tAcos(Ut')^dd.

[ m=0

limit,and Meissel inferred that

the upper

(2"i+

1 ) X",

SeeProc.

Camb.

Phil.

t Comptes Rendus,

161"164,

pp.
+

Astr.

formula

Soc.

xxxviii.

(?
.

'7r,H=o

Cit"

r"

cos

(^n f) dt,

.0

(1918),pp. 42" i8.


(1854),pp. 990"993,
xix.

1104"1107.

[Oeuvres, (1) xii.

(1900),

167"170.]

Nach.

(1),Meissel

cxxvii.

(1891),col.

stated "Sclion

vor

359"

362;

cxxviii.

dreissigJahren

war

(1891),col. 145"154.
zu
folgendenFormel

ich

Concerning

gelangt."

8-21, 8-22]

OF

FUNCTIONS

LARGE

233

ORDER

a
("6'4); and hence, by
integral"
"generalised
signindicating
term-by-termand usingEuler's formula, Meissel deduced that
integrating

G is the

where

:i: X.,r("m

/.(n)--

(1)

also gave

Meissel

exhibits

approximationfor A,",valid

an

of the

divergentcharacter

the

-)

f)

cos(im-hi)7r.

when

is

large;and

this

approximation is obtainable by the theory developed in the memoir


des fonctions de tr5s grands nombres," Joiirnal de Math.
I'approximation

of

The
"Sur

tion
approxima-

expansion (1).
Darboux,

(3)iv. (1878),

5"56, 377"416.

pp.

AVe consider
be

the

monogenic) are

and

near*

of 6
singularities

the

which

pointsat

the
"(127r)^

t=

fim

function

of t ; the

2/-7r and

where
(12r7r)5,

/=

"1,

"2,

"3,

...

are

}^
t
(367r)3il
+

(127r)-^i

approximation to X,h

theory of Darboux, an
jrithe expansionsof the two

fails to

singularities
(where 6

expansion of

in the

terms

the

6^

dominant

"27r

By

qua

is the

the last formula

comprisedin

functions

of the

sum

coefi"cients of
;

that is to say

that

(367r)*

'^

-^

(2/n-i)
^

2
1
*.*."...

\,"

"'

(2m

1)! (12,7)*'"

2r(2?n,-l-")
sfm'
+ 2).(127r
3^r(t)r(2?rt
and

formula,
by Stirling's

so,

("^)

"

in

2j"

(18)^r(f)(m+l)Ml^'r)^"'
is Meissel's

This

loc.

by Cauchy,

an

approximation of

the

same

character

was

obtained

cit.,
p. 1106.

of Kelvins
cqyplication

The

8"22.

approximation;

to J^,(vsec^).
'principle

of stationary
phase has been appliedby Rayleighfto obtain
principle
acute
angle,
an
approximateformula for J^ {v sec /3)where /3is a fixed positive
and V is large
I.
The

in

As

" 8*2

have

we

J,(vsecl3)

fcos[v(6

/^

TJ"

and

(a minimum)
/3sin 6 is stationary

sec

"

Write

"

from
*

These

are

t Phil. Mag.

sec

0 to
the

13sin 6

Royal

lxxi.

"

tan

which
singularities

(G)

xx.

(1910), p. 1004.
Phil.

Trans,

(1903),pp. 251"258;

/3sin 6)}cW+

Oil Iv),

when

j3.

that ^ decreases
so
/3-t-"/",

/3 and then increases

J See also Macdouald,


Soc.

sec

as

to zero

6 increases from /3 to

as

6 increases

tt.

nearest
to the origin,
Papers, v. (1912),p. 620.]
[Scientific
of the RoijalSoc. ccx. A (1910),pp. 131"144;
lxsii.
(1904),pp. 59"68.
are

and

Proc.

234

THEORY

[CHAP. VIII

FUNCTIONS

BESSEL

OF

Now

{v(6

cos

"

/3sin 6)]dd

sec

/"T-^ + tan^"

dd

^^

tan

"

/3)}
j-. dcfi.

JO

_^tan^-/3

and

(10

{i^
("^+ ^

COS

as

"^V(2tany8)
rf"/)

/S.

"

in the range 0^0


has limited total fluctuation
Hence, t/ (^*(dd/dcf))
BroniwicK

from
follows

[v(0
pcos

that

theorem

/3sin 6)]dd

sec

+ /3
[v("/"

cos

vi/ tan

and

f^7r,it

/3)}//gl

tan

[v(tan^

cos

/3

"

-^^^

/3)

tt],

so

{v(tan /3

^)
V(i.^tan^)

cos
^
/.(.sec^)^

(1)
The

^tt}
'

formula

F.(.secffl~^'"'-'";,f^r^^:'"
v(2-i''''tan;S)

(2)
"^

"'\

is derived
The

in

similar

reader

r-/

from

manner

will observe

" 6"21 (1).

that these

the dominant

are

in Meissel's

terms

expansions" 8'12 (5),(6).


complete the rigorousproof of

To
limited

these formulae

have

we

to shew

that

has
(f)^
{dd/d(j")

total fluctuation.
the square

Now

of this

is equalto
function,namely 0 {d6ld(f))^,
^

/3sin ^

sec

3 +

tan

^
_

(1
say.

sec

But
cos

^ (1

cosec

sec

cos

The

and

so

k{6)

decreases
from

B increases

when

/3cos

/3cosee

6)"^-2 ((9-sec/Ssin6
^ (1 sec (3cos 6)^

/3+ tan ^

numerator, k (d),of this fraction has the differential coefficient


"

as

(9)2

/3cos

0 ^ ^ ^

and

cos

/3cos

steadilyas

^tt to

6 cosec^ ^ (1

B increases

since

k{B) 0
h' {B) changes sign once
tt

from
when

/3cos

sec

to

6)^,

^tt,and

^"^7r,

then

increases

it follows

that

(from negative to positive)in

steadily
h'{B)^0

the

range

0t$"9^7r.
Hence
|Jh (B)|is monotonic
(and decreasing)when 0 ^ ^ ^ ^, and it has one stationary
and continuous
{6)\ is bounded
point (a minimum) in the range ^ ". B "
; since !s,fh
0 ^ B ^ ir, as had to be
when 0 "$ 0 ^TT it consequentlyhas limited total fluctuation when
proved.
tt

236

[CHAP. VIII

FUNCTIONS

BESSEL

OF

THEORY

integranddoes not
oscillate rapidlyon
it ; and so we
expect that an approximate value of
may
of the integrandin the
from
the integral
will be determined
a consideration
neighbourhoodof the pass : from the physicalpointof view, we have evaded
the interference effects (cf.
" 8'2)which occur with any other type of contour.
The

contour

The

mode

has

the

8'6,8"61

that

so

the

will be
asymptoticexpansionsfrom the integral
specialfunctions which will be studied in ""8'4 8 '43,
of

of derivation

from
clearly

seen

selected*

been

now

"

but it is convenient

enunciate

to

this stage

at

in provingthat the expansionswhich


subsequently
asymptoticin the sense of Poiucare.

be useful
are

Lemma.

when
F{t) be analytic

Let

\t\r^a

8, luhere

"

will

f which

lemma

will be obtained

0, B "0

let

and

00

IT I^ a, r beingpositive;also, let \F (t)\" Ke^'',luhere K


^ a.
positivenumbers independentof t, ivhen r is positiveand
asymjjtotic
expansion
when

e-"-" F

(t)dr

is valid in the

1arg
where

is

!^ ^TT A,
-

number.
arbitrary
positive

an

It is evident
such

z/

the

largeand
\v\issufficiently

when

of Poincare

sense

Then

are

(m/r)v-'^"'

:i:a,nT

'^

Jo

and

that, if M

be

fixed

any

a
integer,

K^

constant

can

be found

that
M-l

whenever

^ 0 whether

^ a

or

+ i2j/,
e-''^a"iT""*/^'-^dT

e-^'F{T)dT= 2
^0

therefore

and

J 0

ni=l

e^^dr
\Rm\^\ \e-"'' \ K^r^^^'^^-^

where

JO

K,T{Mfr)/{R(v)-b]^/^

providedthat
valid

remains

compared

when

even

with

is the

{v)" b, which
have

We

v.

6 is

function

therefore

Jo

For

the lemma
an

Burkhardt's

account

j)i

London

such

cosec

that

A.

R{v)

"

The

analysis

b is not

small

proved that

is established.
of researches

article in the

t Cf. Proc.

of

\v\"b

% a^T (m/r)v-"^''+ 0 {y-^^l"-),

e-''F{r)dT=
so

when

31-1

/""

and

case

in which

the

contour

der

Math.

Wiss.

Encyclopddie

Math.

Sac.

(2)xvii.

(1918),p.

is the
ii.

133.

real axis

(1916).

see

pp. 1343

"

1350

of

8-31]

FUNCTIONS

construction

The

8'31.

It has been
with

shall

we

method

whether

steepest descents
with

In accordance

On

contours.

examine

now^

of

explainedin " 8*3, we

function

the

once

sinh

have

seen

these three

(I)

When

that

cosh

find

can

completesolution

It will be sufficient to confine

iv

it

discussed

that

0,

are

descents,as

viv,

"

equation

v={)\

"

three

distinct

to

cases

consider,

We
equal to 1, respectively.

or

sider
con-

iv,where

u,

that

2?i7rt.

attention

our

such

(1) is
+

sinh

lu

to the
"

stationary
pointsf" a; at
the equation
so

is zero, and

vw

is
w

viv)

"

0.

real,and this equationbecomes

are

cosh
so

and

z/sechct,

/ {x sinh
W^rite

of steepest

number
positive

imaginarypart of

to be

of the contour

of

these pointsthe

functions associated

in turn.

cases

xjv" 1, w^e

the

real.

are

stationary
pointsof

shall have

we

a;

then

the method

to solve the

(2)
and

less than, greater than,

xjv is

the variables

positive,
of the contours
appropriatefor the
in "|6'2,6"21.
types investigated

any

in which

237

hypothesisthat

the

first to find the

have

of ^v, i.e.we

it is at

when

of
principles

(1)
and

contours*

of the

are

qua

ORDER

""6-2,6'21 that the various types of


of the form
represented
by integrals

be

along suitable

taken

of Debyes

LARGE

in

seen

J^ {x) can

OF

sin

cosh

"

0,

or

vcosha
,

coshw

"

-.

(S)

siU'y

givesa divergentintegral.We therefore consider the


contour
spond
given by equation(3). To values of v between 0 and tt, correpairsof values of it which are equal but oppositein sign; and as v
value of u steadily
increases from 0 to tt, the positive
increases from ot to + x
The

/-'

paper,

The

contour

contours

Math.

+ The

parallelto

Ann.

investigatedin this section


i.xvii.

(1909),pp. 535

"

are

those

which

were

discussed

558, except that their orientation

of taking stationarypoints other


imaginary axis.

effect

the

than

"

would

be to

is

in

Debye's earlier

different;cf. "6-21.

translate

the

contour

238

THEORY

BESSEL

OF

[chap. VIII

FUNCTIONS

The

equationis unaltered by changing the sign of


symmetricalwith regard to the axes ; the shape of
between
in Fig.16.
and v
v
tt is shewn
=

tt

"

and

the

so

contour

the part of the

is

contour

Fig. 16.

If

sinh

cosh

"

(sinhw

"

that t (which is real on


it is easy to verify
increases in the directions indicated by the
As
+

to 0 and

00

along the

travels

from

contour

increases to +

then

shewn

curves

in the

figure)

arrows.

iri to

"

oc

since,by

; and

the

cosh a),

"

tti,

decreases

from

" 6"2 (3),

27rtJoo-,ri
have

we

obtained

J^(cc)when

cc

and

from

contours

solution

phenomenon, on

to

"

a:jv " 1, we

find

can

we

take the

acute
positive

(sinhtu

that,replacingiv by
(5)

cosh

10

"

cos

cos

"

yS

of the

second
Stokes'

that

of the

e"|uation

0,

i/3.
which

contour

/3) sin /3

sin /3+

angle/3 such

roots

now

are

"

(y

"

sin?;

we

/3cos /3,

iv,the equationof the


li

concerning

discussion

/9,

sec

pointi/3,the
stationary
/

detailed

give information concerninga


problem is complicatedby
stationary
pointson the contour.

tv""

are

so

The

information

this

which
points,
stationary
cosh

When

1.

derive

""8'4,8*5.

a;=v

the relevant

can

iri

of the two

account

(4)
and

we

xlv"

equation;but

of Bessel's

(II) When

largeand

are

which

from

curve

givensubsequentlyin

integralwill be
The

contour

/3)cos ^

is

obtain

is

8-31]

OF

FUNCTIONS

of

for values

Now,

0 and

between

sin ^ + (v
has

minimum

one

values of

(v

0 and

between

of

for values

of

infinite when

are

The
half of

is 0

t;

or

"

0 and

00

is

; for

zero

other

these

v.

equation(5) givestwo
coincide only when
v

y8cos /3) (sinhw


"

"

iri,T decreases

tt,

sin

givenby equation(5) is as

(sin/3

it is easy to verifythat
directions indicated by the
to

real values
=

/3. They

tt.

shape of the curves


Fig.17 ; and if
T

sin

the value of the function

and
(equalbut oppositein sign),

"

(i' /3)cos l3 "

between

/3

tt,

sin /3+

Hence,

the function

/3)cos

"

/3)at which

tt,

239

ORDER

LARGE

(which is

arrows.

from

oo

As
to

real
w

on

"

cos

in the

then

upper

13),

the curves) increases

travels

and

shewn

alongthe

contour

increases to +

oo

in the

from
and

"

so

we

Fig. 17.

have

obtained

curve

when
ZT;,'^'
(.*")

will be
of the" integral

from
x

and

which
v

are

["6"21 (4)]we
largeand x/v "

can

1.

derive information
The

cerning
con-

detailed discussion

given in "" 8'41, 15'8.

stationary
point"i/3, we should have obtained the
to
in the lower half of Fig.17, and the curve
oc
shewn
curves
going from
discussed
00
TTi givesan
integralassociated with HJ-^ (w); this also will be
obtained
form a fundamental
in " 8"41.
The
two
now
system of
integrals
that there is a marked
distinction between
solutions of Bessel's equation,
so
the case x/v " 1 and the case
xjv " 1.
If

we

had

taken

the

"

"

240

THEORY

(III)
from

The

(I)or
are

in which

case

from

OF

(II)by takinga

as

limitingcase

The

/3 equalto 0.

cosh
shewn

they are

be derived

may

or

[chap. VIII

FUNCTIONS

now

curves

either

to be

sidered
con-

0 and

"

(6)
and

BESSEL

in

v/sin
v,

Fig.18.

Fig.18.

from

curves

the

from

to

"

which

curve

"

given in ""8-42,8-53,8-54.

will be

Geometrical

8*32.

the
concerningB.y^{y)and B.}'^'^{v)
by considering
information
while
is
obtained
oc
+ mi,
concerningJ^,(v)
from
vrz'.The detailed investigato
x
Trt
x
+
tion
passes

information

obtain

We

of Dehye'scontours.
p-operties

Bessel

interestingi-esult which will be found


functions (5^
15'8),and which is also used

which

will be stated in " 8'43,is associated

An

"

to

of
important in dealing with zeros
proving certain approximate formulae
with the second of the three contours
cussed
just disis
that
the
the
branch
question
slope*of
from

in

exceed J3.

in

question,

It is evident

the

that,for

curve

du
sinh u-^r
.

sin (v

^)

"

^^

"

(v

sm^

has

sin(i; ^)secv-(i;-j3)cos/3
"

8) coti

"

V cos

'.

"

do

But

in

" 8-31). The theorem


and does not
iri is positive
of

(Fig.17

be

to

..

positivederivative

the

cos^tan^v, and

hence

it

follows that
sin (w

"

has the

same

for the

curve

Proc.

"

{v ^) cos
"

V cos

signt as v ^. Therefore since v ^ and


consideration,
dvjdu is positive.
"

"

/3
are

both

positiveor

both

negative

under

Camh.

Phil.

(3=0, the slope is 0

on

Soc.

xix.

(1918),p. 105.
originand

the left of the

better results of this

type

is obvious

from

+ This

^)

exist.
a

figui-e.

Since, in the limitingcase


is

^/3 immediately on

the

(Fig. 18) in which


right of the origin,no

8-32,8-4]
Again, to

OF

FUNCTIONS

dvjdu does

that

prove

exceed

not

241

ORDER

LARGE

write

y/S,we

'

sin

that

and then it is sufficient to prove

+ l ^0.
3^/.'2(^")-^^2("i;)

the

Now

the left (whiclivanishes

expressionon

J^

''^

[(t' ,3){sin2(. +

a\
(v-B)cos,B-\
^
^'

when
positive

has the

has

This

0"v

~z

and

it

since

so,

Ijetween

value
positive

of

of r, there

the values of Wj and

0 and

^ 8'31

in

signan

same

tt

and

Next

0, it is
v

i^

(3,it follows that

it is

not

neo-ative.

obtain

now

the

asymptotic

the argument is less than

" 8'31 (I);


are

to
and it is clear that,corresponding

will be called u\ and

values of w, which

two

w.,

imaginarypart,and

supposedthat

sech

/0"o)"0.

"

-7-7
dr j

^t,

Ami.

lxvu.

(1909),pp.

a,

in

ascendingpowers of r.
in
it follows that the expansionof
this expansion,
a.)-;by reverting
{w
and

Wi

tu.^ in

"

",=o

asymptotic expansions contained

B. F.

^^

(dr

J0

expansionsof

drjdtvvanish when lu
a term
a beginswith
lu
of the form
expansions

by Debye, Math.

g-*'

^^
'Itti

and

"i=oW
The

a.

discuss the

we

powers of
obtain
we

w.

0-

therefore

differ onlyin the signof their

./,{v sech a)

when

then have

We

SintJe

ixjsitive

is

shall

we

l{w,)"0,

where

beinglargeand positive.

retain the notation

it will be

{v /3)].

/3,and consequently

the results obtained

the order,both

Wo;

sin

"

expansionof the function of the firstkind in which

any

cos

expansion*of J^ {v sech a).


asymptotic

The

From

We

the result stated.

proves

8"4.

5-^.,,

(v)has the
Therefore,since y\r'

l3 for its only minimum

sin ^

the derivate

+ 3cos2i;

(sin-i'-(-3cos^y)-

"tt.

signas

same

"

^) has

r--

sm^v

-^~,

i7sin/3-3cos vsin(i;-/a)
-'
i

4sin*";cos^

"

-x-

positive denvate

the

has

,,

,,

v]cos /3+ sin^

cos-

sin2
ly
But

when

535"

in this section and

m+l
in Si

8'41, 8-42

were

established

55B.

16

242

BESSEL

OF

THEORY

and, by Lagrange'stheorem, these


values

of

IT

valid for

expansionsare

small
sufficiently

Moreover

I.

dr

mwA
r(0+'0+V^wA

1
a,n

i{m+l)
['d^Jr

27ri
("+)

dw

=JLf
27nJ
The

[chap. VIII

FUNCTIONS

circuit in the

r-planeis necessary in order to disposeof the


circuit round oc in the w-planecorresponds
fractional powers of
; and a single
circuit
double
the last contour
to a
round
the originin the r-plane. From
integralit follows that a^n is the coefficient of l/{w a) in the expansionof
^-iiin+i)jjj ascendingpowers of w
thus enabled
to calculate the
are
a; we
double

"

"

coefficients a,,,,.
Write

IF and

0.=

"

Co

"

| sinh

a, Ci

and

so

(cosh W

"

| cosh

1)

"

cosh

"

coefficients in this

(sinhTT

Tf)

"

c,3F^+...),
a,

c^

^^ sinh

"

expansionof {co+

coefficient of Tf'" in the


The

have

TFHco + CiTf

where

sinh

"

we

Ci Tf +

expansionwill

Therefore

a,
c,

W^

be called

a", is the

("+i'.
...)-*

ao(m), ai(?)i),
azivi),

...,

have

we

ao(m)

Co-^("'+^),
+ 1
Gi]
"271! -^o;
m

771

1) (m

'co

2.1!
m

(m

C.2

S)

Cf

2^2!
+ l)(m
(?)i

Cs

3)

2ciC2
"

2^2!

Co'

l)(m

(m+

(1)

+ 5) d^
3)(/?i
3{

2^3!

a,{m)-c,

2.1!

-Co

V Co'

2^2!

2^3!

(m

CoV
Co

Co-'

1) (?H + 3) (m

5) (m

2*. 4!

On

substitution

we

f aQ=a"^

(0)

I Oi

I tto

"!

(1)

do

(2)

(2)
\a,

":;(3)

a,

I tta

(4)

"

"

"

find that
("

sinh

a)~*,

(" I sinh ot)~*{Icoth a},


(" 1 sinh a)~^{^ -j^coth^ a},
-

("

coth
I sinh a)~^ {y^^

"

^j coth* a},

(- i sinh a)-t{y^g /Jj.coth^a


-

'

^%%\ coth^a},

7) Cj^
'c*

244

THEORY

8'41.

[CHAP. VIII

FUNCTIONS

BESSEL

OF

asymptotic
expansionsof J" {vsec /8)and Y^ {v sec ^).

The

asymptoticexpansionof a Bessel function in


less than the order,both being large; we shall now
which the argument was
obtain the asymptoticexpansionsof a fundamental
system of solutions of
Bessel's equationwhen the argument is greater than the order,both beinglarge.
In

" 8"4

obtained

we

the

retain the notation

We

positivevalue
passes from

"

of

there

t,

to

oo

of

it is clear that,corresponding
to any
of

values

two

are

these

+7^^;

go

" 8"31 (II);

the

lying on

will be called w^ and

values

which

contour

it will

and

w^,

supposedthat

be

R
We

e-*"

-.

except that

r^\dr,
dr

[ar

The

analysisnow
proceedsexactlyon
is replacedthroughoutby i/3,
and the Bessel

v8ec^.

0.

\~

J i)

TTi

(wo)"

have

then

HJ^^^(v sec yQ)


Avhere

(wj)" 0,

the

"8*4

lines of

function

is of the

third kind.
It is thus

found

that

{div.
^

Q-Xr

determine

To
arg

the

[{iL\i^)lr]

--"-

"

\dr

phase

5 TT

as

dr]
of a^, that

0, and

^^

a"

af"^^

"t=o

is of ("

we
|tsin/3)~*,

observe

that

so

ei'VV(ism/3).

Consequently
(taii/3-^)-i"
g..i
tan
^'i^vir

In like manner,
in the real axis of

(2)*

If

(4)

is

we

(^)(. sec

B)

have

(1) and (2),we

Aj
|)
{\) {\vitan /8)+

^m

"

'

precedingcontour

that

valid when

are

r(m

the reflexion of the

^ri*!-^^^!!^
^

largeand positive,
we

combine

yS)^.^o

by takingas contour
the w-plane,
find
we

In these formulae, which


and

"

ir,""(i/sec/3)^

(1)

to make

r(m

is

|)
fixed

A^
angle

acute
positive

the substitutions

find that

J^ {v sec yS)

-^

2
/
^x
1
Z
cos(i/tany9-^/3-|7r)
.

vir

tan

/3

m=o

(-y"r(2m
r(i)

|)

A
2m

'(iJ/ tan ye)-"'

sin(.tan^-.^-l.)J/^^iM).

8-41, 8-42]

FUNCTIONS

ORDER

245

-^^r
"

7,

dominant

/D
(z/tan /3

sin

"

in these

terms

stationary
phase in " 8*21

(-)'"r(2m
-^

o
V
1
z^/3
1
tt) S

expansionsare

which

formulae

been

have

established

give adequate approximationswhen

to

argument

and

order of the Bessel

however, possible

to

the

use

variables to be

and

complex

are

the

nearlyequal. It is,
pansions
determiningasymptoticext
hat
arise
no
ha]3pens
complications
by
are

complex.

numbers

of

large modulus,

such
that

that
z

\z

"

"

v\ is
in
(z^),

be small.

shall write
i'

and

argument

for

will appear that it is necessary to assume


of low rank in the expansions
order that the terms
may
We

order and

""8'4,8"41 obviouslyfail

concerned

method

same

in

large.It

not

principle

shall discuss the functions

Accordinglywe

where

the

(or /S) is small, that is when

function

in these circumstances,and it

supposingthe

by

Asymptoticexpansionsof Bessel functionswhose


nearlyequal.

The

A^^---.

those obtained

8*42.
are

i)
^

=^--

"

of

LARGE

F"(i'sec/9)~

(5)

The

OF

it is convenient

to

z(l -e),

temporarilythat

suppose

|arg^!"|7r.
We

then

iy"^'*
(z)

(1)

where
and

have

".

is that shewn

the contour

in

Fig.18;

w)

dtu,
zeiv]

this contour

on

sinh

"

is real

negative.
write

We

and

the values of

and

W2,

[z(sinhlu

exp

real
We

(2)

of which

w^

"

sinh w,

to any
corresponding
is a complex number

value of r will be called lUi


positive
with a positive
real part, and w., is

negativenumber.
then

have

H^^''
(z)

e-'"-

"

jexp

(zeiu^)
-~

exp

{zew.^-j^)"dr.

246

THEORY

The
obtain

OF

expansionof t in powers
expansionsof the form

of

{zeiu^)
^

exp

BESSEL

beginswith

T-s

ttr

don

valid when

To determine

7H

we

h,nt^"*,

small.
[t jis sufficiently

the coefficients b^awe


+ )
/"(0+,0+,0

observe

that
^^

^^yjS

^^P^"^^^^"-(l^)r
^

Gtti

^""P ^'''''^

67ri]

hence

'^

(IT

are

in lu^,
and

term

2 ei('"+i'-'6,"TH

these

,"=o

T-3
exp(^6m,)5^'

and

[chap. VIII

FUNCTIONS

(w

(m+i)

"'"+^)
iv)i

sinh

"

of ^ 8'4, a singlecircuit in the r-plane


analogousinvestigation
circuit is necessary to disposeof the fractional
and the triple
is inadequate,
the originin the r-planecorresponds
of t; a triplecircuit round
powers
circuit in the ?y-plane.
to a single
As

in the

It follows that bniis


in the

equalto

igJc^+D^i

multiplied
by

the coefficient of w'"

expansionof
exp

The coefficientsin this

"

expansionwill be

w)/^'}"*^"*^^).
called

6o(//i),
6i(m),b.^im),
...

that

It is easy to shew

fbo{m)

lu
(zeiu){(sinh

6^^'^+'\

~2~

J'

60

(3)

o.K^u)

For

brevitywe

e^z^

(vi+ l)ez

60

124

120

write

b,,{m) m^+'^Bm{"z\
=

.50400

J"

so

that

8-42]
that*

so

By {ez)

ez,

B,{ez)

h^'z'-j'-Eez,

B, {ez) j^^z^
=

[Bs{0)

We

+ "|toe^"
ij^e'z^

Bs{0)
-^^Sjjj,

"

jjiisooo' -'"io(0)"

"

6 5

5-ioOOOO-J

have

then

diUi

ex^(zewyp
dr

00

e^^+'^-^6''"'+'^
B,,,{ez)Ti''\

lT-i

"i

dw"

00

-p
exp (zew.)

e"'"+i)-''
6i('"+^"
5"

T-' 2

(zeiv)(dw/dT)]satisfies the
[exTp

and

+ ^^,
^B,{ez) i-,^'z^-i-^e-^z'

(4)

conditions

(e^)r^'",

of the lemma

of

i"

^,w (^)

(5)
and

00

o^

"8'3.

of 5 8'3 that

the lemma

It follows from

,^1'^

e3"-+"'^^B,, (ez)
smh{m

e-3(-+i)-5,,(6^)sini(^"i-Hl)7r.-

l)7r.

similarly

H^^H^)^-^

(6)

deduce

We

at

that

once

ram

'^

(V)

J.{z)

(8)

i^(^)~-o;l^ (-r^5,"Msin4(m

From
1)1

247

ORDER

LARGE

OF

FUNCTIONS

is

the

1)

l)7r.-4^^^

Cauchy-Meisselformula " 8-21 (2),it is to

be inferred that,when

large,
^^"'^^^

^^^

(_)m (-|)s

""

but there

to

seems

dominant

The

be

terms

no

very

in

(7) were

'

r(").(7/i+ i)Hl27r)3'"

simpleapproximateformula
by Meissel, in

obtained

for

Kiel

5"i {ez).

Programmi,

1892;

obtained

which seem
by
similar results,
" 8-43,
some
terms
in (8) as well as in (7) were
Koppe in a Berlin Programml, 1899. The dominant
also investigated
by Nicholson, Phil. Mag. (6) xvi. (1908),pp. 271"279, shortlybefore the
ap^aranceof Debye's memoir.
to resemble

and

The

values

the

same

the

as

integration is
The

values

of

(0), L'lo(0) were


Bo(0), /"'2
...

apart from

col. 3.59"362;

of the contours

use

analysisgiven

to evade

of

the

in this

section.

those

stated

in

were

(1891),
given by Meissel, Astr. Nach. cxxvii.
Meissel's analysis (of.
" 8-21)is substautially
The

object

of

using the methods

.Bo{ez),
B-,[ez]and

(1916),p. 524.
t See the

See

Jahrhuch

the Jahrhuch

of

contour

produced by using generalisedintegrals.


B^ (ez)will be found in a paper by Airey,Phil. M(h;. (0)xxxi.

the difficulties

ilber die Fortschritte

der Math.

iiber die Fortxcliritte der

Math.

1892, pp. 476"478.


1899, pp. 420,

421.

248

OF

THEORY

We
has

consider the

next

far been

so

BESSEL

extent

imposed on

which

to

formulae

[CHAP. VHI

FUNCTIONS

which
jarg2^|"^7r,

condition

the

(5) (8),is removable.


"

The

of the integrandin (2),qua function of t, are the values


singularities
of T for which Wi (or w^) fails to be a monogenic function of t, so that the
the values of
to those values of w for which
are
singularities
corresponding
t

dr/dw
They

therefore the

are

points
T

where

all

assumes

0.

2u7ri,

values.
integral

It is

to swing the contour


permissible
consequently
through any angle t)
less than
and
then
a
or
we
right angle (either positively
negatively),
obtain the analyticcontinuation
of ^^'^'(z) or
the range
H^^'-^
(z) over
^TT 77 " arg^: " ^TT 7]. By giving77 suitable values, we thus find that
the expansions
(5) (8) are valid over the extended region
"

"

"

"

TT

"

If

confine

attention

"

"

arg

TT.

to real

that the solution of the problem is


we
see
variables,
quite complete ; we
asymptotic expansionsof J^ (x)valid when x and
are
largeand (i)xjv " 1, (ii)
x/v " 1, (iii)
|^| not largecompared with x^. But there
transitional regions between
and also between
and in these
are
and (iii),
(i)and (iii)
(ii)
transitional regionsxjv is nearly equal to 1 while \x
is
these
transitional
In
v\
large.
regionssimple expansions(involvingelementary functions only in each term) do not exist.
But important approximate formulae
have been discovered
by Nicholson,which involve
Bessel functions of orders " J. Formulae
of this type will now
be investigated.
we

our

have

not

determined

i*

"

formidae valid
Approccimate

8'43.
The

failure of the formulae

Nicholson*

to

second
investigate

manner
following

In the

""8*4

in the transitional

8'42

"

regions.

approximationsto

Bessel's

regionsled
integralin the

of functions

case

of

Jn (^)
and, when

of

in the transitional

COS

{nd

"

n,

sin

6) dO,

it follows from Kelvin's


nearlyequal(bothbeinglarge),
of stationary
principle
phase ("8*2) that the importantpart of the path of
is the part on which 6 is small ; now,
this part of the path,
on
integration
sin 6 is approximately
equalto ^" \6'^.It is inferred that, for the values of
X

and

and

order
integral

under

are

consideration,

Jn{x)'^IT

cos

{nd -xd

IxO')dd

}Q

rQos{ne-xd-^lxe^)dd,

TJ" Jo
TTJO

XXIV.

Phil.

Mag. (6) xix.

(1916),pp.

239"250.

(1910),pp. 247"249;

see

also

Emde,

Archiv

der

Math,

und

Phys. (3)

8-43]
and

FUNCTIONS

the

when

is
expression

last
"

n,

and, when

"

OF

of

one

LARGE

ORDER

249

Airy'sintegrals
("6*4). It

follows

that,

n,

Jn{x)^^\^ ^j{/_i

(2)

J:.i,

where

the arguments

The
Nicholson

of the Bessel functions

the

on

rightare ^ {2{x

correspondingformula for F" {x) when x"


; with the notation employed in this work

)i)|=/a,'

"

also found

was

by

it is

F,.(.)~-j^i^l'{J_,-J,}.
3^

(3)
chief

disadvantageof these formulae is that it seems


impossibleto
of validity
and the order of
determine, by rigorousmethods, their domains
introduced
in using them.
magnitude of the errors
The

With

view

and
integrals,

remedying

to

discovered

this

method

defect, Watson*

which

actuallyit is very laborious),


by means
Nicholson's are obtained togetherwith an
The

method

of

limit for the

upper

iunction whose

Bessel

be written

i^sech a) may

in the

J^ {v sech a)
where

"

sinh

beingchosen

the contour

Debye.'s
theoretically
simple (though
which
formulae
analogousto
errors

involved.

:
employed is the following

for
Debye'sintegral

x{=

examined

is

"

"

its argument

e"^'' div,

exceeds

formf
"

(coshlu
that

so

order

"

is

-iTTt

1)

cosh

"

IX, -TTI

on
positive

(sinhw

"

iv),

it.

expanded in ascendingpowers of w, Carlini's formula is obtained


the lowest,
when
we
approximate by neglectingall powers of lu save
obtained
and when
0, Cauchy's fornnila of "82(1) is similarly
a
|ry"^sinha;
of w save
the lowest, \iv^.
all powers
by neglecting
If

is

"

"

suggest that

considerations

These
first two

terms,

givean

not

The

^w'-sinh

Proc.

Camb.

Phil.

is deducible

shall

we

where

t This

^vf

"

cosh

the

a,

approximationvalid throughoutthe

which
integral

whether

namely
"

nlay

to examine

it is desirable

"

Soe.
from

region.

is therefore
investigate

| IF- sinh
xix.

first transitional

(1918),pp.

"8-31 by making

^ W'^ cosh

a,

96"110.
a

change of originin the "--plane.

250

THEORY

and

in the

the contour

If TF

it.
on
positive
hyperbola

complex variable W is so chosen that


is the right-handbranch of
-{-iV,this contour
C^tanha

and this

that

It therefore has to be shewn


CO

is

the

it^^=iF^

of the third order with

has contact

curve

[chap, vin

FUNCTIONS

the

planeof

BESSEL

OF

Debye'scontour

at

the

origin.

approximationto

an

/"ocexpCaTrO

+7ri

e-^'Uhv

e-''^dW.

is

differ by
integrals

These

ro

Jo)

for
of an upper bound
problem is reduced to the determination
\[d{tu"W)ldT]\. And it has been proved,by exceedinglyheavy analysis
which will not be reproducedhere,that
and

the

so

{lu

W)

Stt sech a,

"

di
and

so

(div

dW]
dT

{dr

Gtt

i
,

Hence
xexp(i7r2)

dW^-^,
V

where

|^j|"

To

1.

evaluate

the

" 6"4),modify the


W

tanh

"

If we

making angles"\'ttwith

and

tanh

{\vtanh^ a) f
Jo
"

into two

contour

write W""

e^"^exp

right(which is of the type discussed in


lines startingfrom the point at which

the

on
integral

becomes
the respective
on
^q-^I-^^
rays, the integral

tanh- o}d^
{-\v^'-\ v^e^'""'

exp

e~^''exp

the real axis.

(^V

tanh^

a) / exp {"^v^^

I v^e

"

^"^

tanh'^a\d^.

Jo

Expand the integrandsin powers of tanh- a and integrateterm-by-term


procedurewhich is easily
justifiedand we get on reduction
"

"

"77*tanh
and

hence

we

exp

tanh* a) [/_i{^v tanh^ a)


(^i^

obtain the formula


tanh

(4)

sech a)
Jt,{v

7r\/3

exp

[v(tanh a

^ tanh=^a
+

where

[^i |"

I^(^vtanh^*a)],

"

1. This is the

more

form
precise

"

tanh^ a)
"x)}K^(lv

oc
a)},
{i/(tanh
8^ii^~'exp

of Nicholson's

"

approximation(1).

252

expand the integrandsin


found

[CHAP. VIII

EUNCTIONS

BESSEL

OF

THEORY

and
of tan- /3,integrate
term-by-term,

powers

it is

that
eXp jTTt

OO

g-^"" dW
00

"

"

tan /8exp ("


^-rri
X

V3

equatingreal

(5) J^ {v sec yS)


+

and
itan

:3-Han

F^ (i^
sec
13)

(6)

/Q)

vi tan*

/i (^i^
tan* yS)]
[e-i-'
J_j (ii/tan* /S)-h e*'^'

Tre^-^ tan

On

/ tail ;3

"

-* tan

tan

^^^ ^_

^^^^ ^, ^^,^,
^^^ ^,^^3^^_
^^^.

imaginaryparts,it is at

found

once

that

/3cos [v(tan/S

^tan*/3 /3)}[/-j-f /j]

/3sin {i/
(tan/3

yQsin [v(tanyS

tan*
1

/3cos {1/
(tan/3

tan*

tan*

yS)|[/-j

/3

J{\+ 24^^/^',

/3)}[./_-H J^.]
/S /9)}[/_
J^]+ 24^3/1^,
/8

rightis
tan* ^; and |0.^ and j^gl are both less than 1. These are the more
precise
1^1/
forms of Nicholson's formulae (2) and (3); and theygive effective approximations
the right.
terms
on
except near the zeros of the dominant
where

the

It is

argument

of each

of the

functions

J"i

upper limits obtained


of the actual values of the errors.

highlyprobablethat

in
largely

Bessel

excess

the

8*5.

of J^ {vx)luhen
Descriptive
properties*

The

contour

which
integral,

"

obtained

was

a;

in

on

the

for the

are

errors

1.

"8"31(I)to represent

yieldan asymptoticexpansionof the function.


But the contour
is really
of much greater importancethan has hitherto
integral
of a function,whereas an
is an exact representation
appeared;for an integral
asymptoticexpansioncan onlygive,at best,an approximaterepresentation.
And the contour
1)
integral(togetherwith the limitingform of it when x
is peculiarly
information concerning
well adaptedfor givinginteresting
/" {vx)
when
V is positive.

Jv {v sech a) was

shewn

in

" 8*4

to

In the contour

take
integral

%u
so

that

With

logr,

the contour

equalto

its

and
positive

write

log{?'e'^|,

0.

selected,
X

is

be

to

sinh

conjugatecomplex,and

"

the

path

of

is its own
integration

flexion
re-

in the real axis. Hence


foc+-rri

qv

The

(2)XVI.

results of this section

(1917),pp.

150"174.

are

(X sinh w"w)

^y

in rather greaterdetail
investigated

in Proc. London

Math.

Soc.

8-5]

FUNCTIONS

Changing

find that the

the notation,we

is

"

sin 6

that

x^md{

log

\
X

last

This

6-

for /", the value of (lu

is made

this substitution

and, when

so

the contour

equationof

so

253

2^

1
+

ORDER

LARGE

OF

'-

cot ^

sin ^0

be
expressionwill invariably

V(^'

denoted

"

*' sm^

the

by

x'sinh w) is

6).
symbol* F(6,x),

that

-re-^'P^''-^Ue,

J,(vx)

(1)

under
by differentiating
it is found that
justified)

.//(")=

(2)
is also

Before

from

J^'{vx)

proceedingto

is convenient

easilydeduced
=

to set

^-.
'liri

the

X-

"

easily

sm-

equation

''-"''
e" ^"'^''"'^

sinh

lo

dw.

further results

obtain

concerningBessel functions,it
oi F(6,x). The reader will
properties!

record various

on

is

'\J{U'
^p^^ldff.
ifV-"..
u)
TT

This

integralsign (a procedurewhich

the

and

easilyverifythat

4^,o,.)
-^-^.o.

(4)
SO

that

F{e,x)^F(0,x)^F(0,l)

(5)

0;

also

and

^
.

n/n

"

Next

we

^'

sin 6

shall establish the

more

abstruse

cos

property

F(e,x)^F(0,x)-\-^(e^--x''sm'e)/^(l^x').
'

(7)
To

"

prove

it,we

shall firstshew
^
,a

This

function

will not

"

that
a;^sin ^

COS

be confused

with

Schlafli's function

defined

t It is supposed throughout the followinganalysisthat 0".r^l,

in

0^0

" 4'15.
^tt.

254

BESSEL

OF

THEORY

[CHAP. VIII

FUNCTIONS

It is clear that

"^/(l+x%

g(7r,x)=l
that,if g{d,x),qua

so

that

value

greatest value when

6 had

that, no

not

at

or

"

(^o'
-

tt,

its

then

tt,

/^

sin^ d^f

therefore
g

so

0 and

^'sin ^oCos ^o)^

(^0

sin- ^o)^

X-

6q between

2^0

A'- cos

(6,^

value

its greatest value

\J{1+X'). If, however, g{6,x) attained

less than

1"

and

of 6, attained

function

be

would

{6,x) ^g {do,x) \/{l


=

where

matter

exceed

g(d,x)

af-cos

2^o)^ \/(l+ ^),

attains its greatest value, that

value

does

V(l +-'^'')-

Hence

dF(0,^)

d-x^sinlcos.e
_

and

so

whence

(7) follows

at

once.

of the
Another, but simpler,
inequality

prove

this,observe that
^{0'
^-^^^^
"

and

type is

F(d,x)^F{0,x)+^d'^{l-x').

(8)
To

same

integrate
; then
From

the

these results

and // (px)qua
J^{i"x)

we

x^

sin^ e)^e

V(l

^),

is obvious.
inequality
are

now

in

functions of

to
position

obtain

theorems

concerning

v.

Thus, since

dJ^(vx)

i1

dv

rF(d,
dd
x) e-"^^''""^

0,

TTJO

decreasing
integrandbeing positiveby (5),it follows that Jt,(vx)is a positive
is a positive
// (I'a;)
decreasing
function
functionof v\ in like manner,
ofv.
the

Also, since

OV

TT.'0

integrandbeingpositive
b}^(5),it follows that e"^^^-^'J^{vx) is a decreasing
is e"^'*^-*)
//(i/a;).
functionofv; and so also,similarly,
the

8-51]

OF

FUNCTIONS

LARGE

ORDER

255

have

Again,from (8) we

Q"vF[0,X)j-ir
g-vF{0,X)j-ir
exp

J, (vx)^

"^

1
^')1cie
[- i z;(9-V(
-

{}

r
g-vF(0,x) /-co
CO

exp[-^ve\/(l-x-)]dd,

"
A

SO

that
g"vF(0.x}

(1
The

\/{2'7rv)
a;^)*

expressionis easilyreduced

last

so

values
positive

o^

for all*

The

v.

for JJ

result
corresponding

approximate expression
expressionis always in error by

Carlini's

8-11) for J^{vx); and


(""1*4,
excess,

Carlini's

to

{vx) is derived

from

(7). Write

e--x-^in-e=G{d,x),
G for

replaceG {6,x) by

and

brevity.

Then
^

2xJ: {vx)

fV^^(^- 'Ei^

[G (6,x)]-icW

-'

cL"

Tr.'o
fv^
g-vFtO,:r)
T
.

exp

G-^dG
I- ^vG/'^il+ x'^)]

exp

[- ij.{?/^(l
+^2)1 Q-hdG,

g-vF{0,x} rao
^

and

so

xJJ {vx)^ e-^^'f.^) (1

(10)
The

of the factor

absence
It is

in

to
possible

very similar
This

Wfi shall

large values
t Cf.

^^^^'"^

will be

It is evident
of

Froc.

is remarkable.

shall establish

we

is less than

concerninga single

its order.

that, when

the lemma

prove

the rate
*

argument

-16-^

lemma

the denominator

F {6,x).
concerning

now

^^^

results which

the

whose

Lemma

8"51.

the formula

,^"2)V^/(27^I^).

manner.

concludes

Bessel function

The

prove

\/(l"a;-)from

used

^^'^^^

immediatelyto

0^0

^tt,

then

^ ^-

^^-^"^sin-^

prove

an

importanttheorem

cerning
con-

of increase of J^ {vx).

from

Debye's expansion that

the

expression is in

v.

London

0 ":a;^l and

Math.

Soc.

(2)xvi.

(1917),p.

157.

error

b^-excess

for

siificientUj

256

OF

THEORY

If

sin- 6)

\J{"^ X"

BESSEL

shall first prove

H{6, x),we

dO
is

function
non-decreasing

function
non-decreasing

{6

sin 6

X-

dd

6?--A'-sin-^

sin 6

of

"

cos

of 6.

differential coefficient of this last function

The

sin^ d)(1

cosec^ O-l-^
d)-^[{d^-

cos

that

of 6 ; that is to say that

(l-^cot^)is

[CHAP. VIII

FUNCTIONS

2a;2(1

^ cot

a^)

^='cot ^ cosec'^ 9

6*

(^2cosec-

of 6 is

6){d cosec

i
-

Of

cos

sin^ 6){\- x-)

sin- (9(1- a,-'^)-],

in this expression
is positive
and every group of terms
(or zero)in consequence
of elementarytrigonometrical
inequalities.
first observe

we
trigonometrical
inequalities,

establish the

To

(9+ sin ^

(i)

(ii) 6 +

sin (9cos

(9

26-

0 $ ^ ^ tt,

sin'-(9^0,

(9-2(9-1

cos

that,when

cot

"9^

0,

(iii)sin^-^cos^-^sin^'^^O,
because

the

the

expressionson

left vanish

when

and

have

the

positivedifferential

coefficients

(i) 2(cos^-"9-isin^)2,(ii) 2 (cos^


and

(9cosec

^)2, (iii)sin

(9((9-sin ^

cos

^),

then
(92cosec2 6-6'^ cot 6

6-1

cosec-

{6-cosec2 ^

sin^ 6

1)(1

^ cot

^)+

cosec

(sin6

^)+

cosec

(sin^

-6

con

6-

1 sin-"*
6) ^ 0,

cos

^ sin^ 5) " 0,

^2cosec2^-l-Jsin2^
6 cosec^ 6

so

{6+

sin 6

cos

sin^

6-26'^

are
proved.
inequalities

that the

consequentlybeen

It has

shsAvn that

re
de
where

the variables

entiations with

understood

are

regardto
d

^ "'

\m

bo 6 and

to

^. It is

now

[FH

obvious
d

x,

and

primes denote

differ

that
{F')

rj

dd
this inequality
from
integrate

and, if we

0 to

6, we

get

F'H

0
_

Since

and
of H

the

F' and

truth

{6,x)

HJH'

vanish

of the lemma

in the last

when

becomes

inequality.

is equivalent
to
0, this inequality

obvious

when

we

substitute

the value

8-52J

FUNCTIONS

The monotonic

8"52.

OF

LARGE

property of J^(vic)fJ^(v).

prove a theorem of some


and 0 ^if ^ 1, then J^ {ikv)/J^
is fixed,
(v)is
We

shall

to the effect that,if oc


importance,
nun
-increasing
functionof v, when

now

is positive.

will
[The actual proof of the theorem
since
some
small
n
umber),
positive
arbitrarily
X-

257

ORDER

only wlien S $./""!, (wliere8 is


introduced in the jjroof
contain
expressions

is obvious

denominators; but the theorem

in their

lie valid

true

in

seen

for values

(1)

'J

--,

dJ^,{vx)

observe that,with the usual notation,

^Te-'Fi^'^^dylr,

f'^

Stta-Jo

[G^l^"^')}"^^^"
e-"^"'^'-)
dO,
dd
'

differentiate under

the

integral
sign,

F{ylr,x)e-''^^*'''^dAlr,

dv

"n"

cKjivx)

dvdx

as

it is

Ov

ox

J,{vx)=

we

; moreover,

fact that

" 0,

-^

-,

dpooc

To establish this result,we

dx

an

and
^ 8 since e"^*"-^) J^ (i/.r)

that

{yx)

dJ^iix)

.r

It will first be shewn

and, when

0 ^

functions of
when x is sufficiently
small
non-increasing
its real importance to the
Chapter xvii, the theorem owes
of x in the neighbourhood
of uniiT/.]

e-''F(o,ce)iJ^
(^)are
will be

when

an

27rxjo

27rxj

^^^
j_.d_G{ex)^_^,^,^^^

^"'

dO

^"''^^''"'
"fj^^

"l^

F{0, x) {G (6,x)]-i
0

_,dG{d,x)
{G(e,x)]i^^l^-^,F{e,x){G{e

V
TTX

'

dd

J 0

.xe-'"f"'."(W

by parts the
integrate

if we

of the two

integrals.

it follows that

Hence

'

former

dx

dvdx

ztt^xJoJo

dv

where

'dF(e,x)

n{e,ir) 2{Gid,x)]i

dd

[dF{d,x)

:^2[G{d,x)\^

dd

F(ylr,x)-F(0,x)dG{9, ^
2G(e,x)

dd

F(0, x) F(e, x) dG (0,x)


dd
'"G{d,x)
-

^0,

by usingthe inequality
x) ^F{0, x) combined
F{-\\r,
W.

B. F.

with the theorem

of

^ 8"51.
l?

258

THEORY

Since

(0,yjr)is

that is to say,

BESSEL

[chap. VIII

FUNCTIONS

the repeatedintegral
cannot
negative,
proved that

be

not

have

we

OF

.d'~Ju(vx) dJv{vx)dJ^(vx)

T/

dx

negative;

dv

that

so

J^ivxyr^0.
this inequality
between
Integrating

dJy(vx)

the limits

1^

and

1, we

get

/^

dv
that

so

dJy(vx)

are
J^{i'x)and J^"(t')

Since

this inequality
positive,
may

both

be written

in the form
3

(2)

dv

[J,(vx)/J,{v)}^0,

and

this exhibits the result which

is

function
non-increasing

write

If,for brevity,
we

F(e)^ log

(1)
the formulae*

The

proved,namely that J^(vx)/J^(v)

be

v.

of J^(v) and JJ{v).


Properties

8 "53.

(2)

of

to

was

for

F{6)

in

placeoi F{d, I),so

-^^r"

"'

^(^'
-

that
^'"' """

are
Jv{v) and Jv'{v)

.;(.) lj7^^^^ia|^^-.."
,/""4/"-....,
=

in the

first term

expansionof

{6) in ascending powers

shall prove a series of inequalities


leadingup
function of 6.
result that F {6)16^is a non-decreasing

4^7(^ \^'^) '^^^

^^'^

of 9 is
to

the

'

We

that

shall firstshew

dd\
To prove

this

we

observe

cot

value

It is to
V.

be understood

e)id^Y
,

P^-

that

\{\-e

F' id)

e-^

that Jl,'(v)means

ua,

.-,

the value

of

,i". Q

when
dJ" {.r)ld.r

.r

lias the

particuhir

260

THEORY

[CHAP. VIII

FUNCTIONS

ofJ^{v) and J^'{v).


properties

Monotonic

8"54.

BESSEL

OF

It has

alreadybeen
functions of
decreasing

("8"5) that

seen

It will

v.

the

functions

be shewn

now

J^ (p) and

JJ (v) are

that both v^J^,


(v)and

v^JJ{v)

steadilyincreasing functionsof v.

are

To

the first result

prove

dv

StT J

observe

we

that

TT

Oe-^P^^)
"Stt

^ I

(^)

dd
(^)l^""^'^'^

3^

.' 0

"J7'

"0,
since the

integrated
part
positive.
v^ Jv (v)is

Hence

vanishes

each

at

function
increasing

an

of

("8"53)the integrandis

; and

therefore

0-44731.
v^J,{v)"lim {i.-^
/,(!/)] r(i)/(2^3^7r)

(1)

In connexion

this result it may

with

be noted

Ji (1) 0-44005,
the second

To prove

e--ne)

Stt

by " 8*53 (5),and

so

the
result,by following

\v^j; (v)]^2i'-^
dv

that

2^8 (8) 0-44691.

limit and

method

same

we

find that

sin2 0)

^(^2
_

v^ J^ iv)is

function
increasing

an

of

v.

Hence
v-^ J:

(2)

It is to be noted

J J (v)]
{v^

lim

{v)"

is that the

is

0-41085.

which

is

0-32515,

4^8'(8)

0-.38854.

property of v^JJ {v)jJ^{v).

The monotonic

A theorem

(|)/(2*
tt)

that

Ji'(1)

8"55.

3^ r

more
slightly

recondite than the theorems

justproved

quotient

functionof v.
steadily
increasing
It is not

asv-^-Qo,

possible to deduce

and
f (v)~(p{v),

propertiesof/(j')in

if

these monotonic

is monotonic,
(j){v)

the absence

of further

propertiesfrom
nothing

information

can

be

the

asymptotic expansions. If,

inferred

coucerning /(j*).

coucerning monotonia

8-54, 8-55]

FUNCTIONS

prove this result we


for the four functions

To
8*54

OF

the

use

LARGE

261

ORDER

integrals
alreadymentioned

dv

Taking the parametricvariable


placeof 6, we find that

in

"" 8"53,

dv

in the first and

third

be -^ in

to
integrals

where

n, {6,^)

sin^ 0)

IF' (0)V(^-'

l^~^^^ (6)
F

sin ^

cos

^
,

"

M^_-_^_^)

The

by " 8'51.
(cf " 8"52);
0 and

(",r (6) F(e)]

to

function
overcome

XT/

'j-^^ \ifr(f)

CT

F(n.

does not seem


to be essentially
n^{d,-yfr)
positive
this difficulty,
interchangethe parametricvariables

it will be found

when
yjr,

that

Now, from the inequality


justproved,
n, (d,f)

Hi ("/.,
d)

"

2 sin- -^

sin i|rcos x/r


+ i/r
^|^^
-

^2

^^p'

,.

-p,

ti,,\)

^*^^ ^^^

P/Z3M

/zdn

^sin^cos6^-2sin-^
,

^^^^^""

^V(^--sm-.)

Since 0-^
of

^J{0- sin- 0) and


-

0i?"(^) F{0) are

0, the ftictorsof the first term

in the

sum

functions
("8-53)increasing
or
the rightare both positive

both
on

and third terms


negative;and, by
and therefore
Hence
+ i\ {^, 0) is positive,
Hi {0,~^)
positive.

both

which

""8-51,8-53, the

establishes the result stated.

second

arc

both

262

THEORY

OF

BESSEL

[CHAP. VIII

FUNCTIONS

of Bessel functionsof largecomplex order.


Asymptoticexpansions

8 '6.

(""8-31 8'42) b}-Debye in connexion with ./^(.r)


and x are largeand positive
and Y^{x) where
extended*
were
subsequent!}^
of complex variables. In the following
which is,in
to the case
investigation,
detailed than Debye'smemoir, we shall obtain asymptotic
some
respects,more
expansionsassociated with J^ {z)when v and z are largeand complex.
results obtained

The

"

supposedthat jarg

It will firstbe

where

and

between
and

TT,

i^ and vjz if

real and

/3 are

while

"

to
integrals

The

is

be

that

cosh 7

to

sinh

"

(v
The

replacew by

we

/3)cosh

shape of

a cos

the

the

integrandis
equationis

slopesof

(u

curve

sinh
a.)

"

the
as

moves

away

and

Rf(w)

has

the two

from

As

rcc

"

e^/(""dw,

at

sin y8

sin /3+

branches

shall therefore

we

vestigat
in-

be written

cosh

sin

in the form
cosh

sin /3

0.

(u -a){v- y8)sinh

Itt + ^arc tan (tanh a

cot

(tanh o

cot

acute

an

cos

/3

0,

through that pointare

jTT -!-^arc tan

denotes

and

7,

Ifij).

/3),
y8),

creases
angle,positiveor negative; Rf{iu) in-

away from 7 on the first branch, while it decreases as w


The increase (or decrease)
is steady,
7 on the second branch.

tends to +

(or

"

oc) as

tu

moves

off to

unless
infinity

the

curve

double-point
J.

Miinchener

That
"j+

tan
moves

second

stated

were

arc

(a,/3)is

near

"

where

iv,this equationmay

the

to

ic.

cosh
{(u ay -{v- /8)-}
so

correspondence

-one

whose

curve

e-zf{w)^^^

If(w)
If

one

/3 is restricted

rcc-H

stationary
point of
the

_oo

-t
=

is

".r^^\-'-f^'^'^
dw,

i7;2)(^x
=

complex. There

we

TTlJ

f(iv)

1/3),

are
investigated

H,^'^{z)=

where

cosh (a +

shall write

we

lie between f 0
suppose
may have any real value. This restriction prevents zjv from
has already("8"4) been investigated.
1 and 1, but this case

lyingbetween

cosh 'y

"^Tr, and

and AV(.r)
xl.
Sitzungsherichte,
[5],(1910);the asymptotic expansions of /^(.r)
explicitly
by Nicholson, Phil. Mag. (6)xx. (1910),pp. 938"943.
is to say 0"/3"7r.

will be

seen

later,this is the exceptionalcase.

8-6, 8-61]

(i)and (ii)denote

If
marked

in Fig'.19,

givenby

the

that

of which

contours

that of

portionare

shall write

we

"""* J

identical with
analysis

by

263

ORDER

(i)

by 7),it is found

LARGE

of the

the whole

those numbers

with

TTi

and

OF

FUNCTIONS

(ii)

(exceptthat 2/3is to be

" 8'41

replaced
(z) and S^,'-'
asymptoticexpansionsof S^^^^
(z) are

the formulae

(1)

"SV'^'
(z)

(2)

S,-"{z)

"where

'

v/(- h v-wi tanh 7) ",10

'

{hv tanh 7)'"

(^)

(|)

y
-_

'

s/{- h,v-rritanh 7) ," "

arg

and the value of arg

(" | viri tanh 7)


i sinh

("

7) which

sinh

(" i

+ arg

arg

'

(- 1 1' tanh 7)"^

lies between

^tt

"

7),

and

^ttis to

be taken.

(i)

Fig. 19.

The

values of ^4o,A-^,A.^,

are

...

^i

^0=1,
-4.

(3)

It remains
and

tIs

to do this

to express

coth=
5"ff

7 +

iff^ coth^

if^,'"
(^)in
{z) and ff^'^'

study of

intensive

an

i-Acoth^7"

the

If{^)

"SV'"
(^);

of "S^'i'
(2)and

terms

which

on

curve

7,

^/(7)

is necessary.
8-61.
The

The form

equationof

(1)-

{v

"

the

/3)cosh

curve

cos

"

a) sinh
"

where

{u,v) are

when

sin |8

cosh

coordinates

sin

and

0"

cosh

/3"

sin /3

TT-v

and

acute

tt

y8 are

written

though many

angle are

stilltrue

for

and

/S,we

of the results which


when

^ is

an

obtuse

shall also at
will be

angle.

0,

tt.

the

that 0"/8"i7r,
an

Cartesian

equationis unaltered by a change of sign in both u


in which a ^ 0 ; and since the equationis
first study the case

Since
shall

current

complex.

are

in the last section is

introduced

y8+ {u

the variables

when

of Debyes contours

and

a,

we

unaltered

first suppose

proved when

(3 is

264

THEORY

the left in

the expression
on
brevity,

For

d(f){u,v)
=

--~

sinh

(1) will
.

B^

sm

[chap. VIII

FUNCTIONS

BESSEL

OF

v).
(f)(u,

Since

smh

"

be called

sm

v,

ou

it follows that, when


the

is

vanishes
given,dcp/du

has at most

two

real roots ; and

0 "

?' "

0,

of these is infinite whenever

one

is a

multiple

have*

we

TT,

(f"{-X ,v)
(a,v)
(f)
and

root

one

so

of the

cosh

(f){+x ,v)

OC

"

is less than

and

"

"

equationin

finite root

of the

(^(w,0) 0,
seen

that, in each

to +

OC

as

tends to + 0

When

is

minimum

"

the

a,

becoming equalwhen

both

0.

is less than

to

tt

"

0, and

a,

so

for values of

when
configuration

vanishes
^,d(f"{u,v)ldu

the

largerroot

tends

at

li

0 and

lies between

o, and

"

hence

"

tt.

^(v/, /3) has


"

value
2 cosh

It

0,

consider

or

tt

curve

Next

/3|" 0^

justless than 0 or just


the equation(f)
(u,v) 0 has a largenegativeroot. The shape
is therefore roughlyas shewn
by the continuous lines in Fig.20.

greater than
of the

+ sin

"^(;^,7r)0,

this root

case,

CC

"

equations

it is

u,

the other is greater than

the
By considering

sin

{{v /3)cos fS

4"(% v)

a.

"

There

are

now

sin /8(1

two

is

so

TT.

When

at

value of u, and

only one

equationin u,
(p(w,v)

of

for

cases

"

/3cot /3

"

to consider

/3cot y8

"

"

tanh

tanh

a)

accordingas
a

or
(I)positive
(II)negative.
*

minimum

Since

d(p (a,v)ldv=cosh a. (cos^

value

zero

at

/J.

cos

v), and

this has

the

same

sign

as

i"

j3,(p (a, r) has

8-61]

FUNCTIONS

The

domains

OF

of values of the
1

is

/3cot /3

"

numbered

in

"

for the

tanh

cosh

in

Fig.21; in
expressionis negative;the

the

complex v/z

265

t/3 for which

numbered

are

2, 3, 6a, 6b, la, 7b

domains

ORDER

complex y

positive(in the strip0"$/3^7r)

domains

LARGE

1, 4, 5

(a + ^yS)have

the

the
responding
cor-

numbers

same

Fig.22.
N^

6/"

6c?

Fig.21.
When

(I)

y8cot /3

"

that the

curve

never

is that the

curve

after

so

dotted

upper

has

real root

no

between

0 and

(f)("a,v)has
that

so
negative,

Also
so

-h (a,

that the

/3
"

the real axis, the


on

27r) has

^V'"'
{z)when
Next
=

we

"

have

("
negative,the equation(f)

a,

v)

(cos /3

at

at

does not

cross

pass off to

a,
v

its value

/3,and

"

0 and

lies between

v).

cos

"

there

/3

"

is

27r.

its value there is negative,

and

'lir; hence, after

jB
"

irl,as shewn

by

crossing

the dotted

curve

discussion

the

the line

0, 0
to

"

associated

curve

with

/3$ Itt.

consider

"/"
(a,v)

on
expression
u

of the j^artof the

what

happens to

the

curve

crossingthe

after

TT.

Since
and

cosh

maximum
0

"

27r,for

"

must

Tjiiscompletesthe

therefore
onlypossibility
shewn
off to
x
as
by the

rightof Fig.20.

the

line

/3. The

"

singlemaximum
v) is negativewhen

"^(" a,

curve

is

v)jdv

a,

(p(u,v)

purve

real axis goes

tanh

"

/S)is essentially
positive,

"

the line

/3cot /3

"

is positive,
"^(u,

crossingthe
Fig.20.

{"
d(f)

Therefore

tanh

"

crosses

in

curve

When

(II)

Fig.22

the

cosh

[{v /3)cos /3
when
rightis positive
a

"

"

sin
/'

sin

(3,the

/3},
curve

never

crosses

a.; also

0 {u,iitt) {u
=

"

a.)sinh

sin /3+ (mr

jS)cosh

a cos

y8+ cosh

sin /5,

266

and

this is

when
positive
the rightmust
on
infinity
When

i.e.when

(a,/3)lies in

found

that the

passes off to

7r

curve

BESSEL

OF

THEORY

"

numbered
any of the domains
27r
does not cross
v
^, and

Fig.23.

Fig.23

Fig.21, it is
after crossing

1, 2 and 3 in
the

so

"

in

shewn

as

tti

corner

go off to

"

of

(tt /3)cot y8" 0,

which

curve

in the north-east

shewn

as

tanh

that the parts of the

a, so

lie

[chap. VIII

FUNCTIONS

by

curve

broken

curve.

Fig. 23.
We

have

now

numbered

6a in

to

consider

Fig.21.
1

and

("
(f)

a,

v) has

negative.The
u

"

Now

In such
tanh

"

maximum

after

curve,

a,

happens

(a,/8) lies in

when

the domain

circumstances

"

2tt

v
crossing

v=27r

0 ;

(tt /S)cot /3"

"

at v

until it has got above

("
"f)

what

tt,

"

^, the value of "})


("

"

a, 'Itt

remains
consequently

/3)being

the

on

rightof

y3.

in the intervals
v) is increasing

(;g,27r-/3),(27r+ /3,47r-)S), (^tt+ y8,Gtt


let the firstof these intervals in which

/3),
.

be
positive

it becomes

+ /8,2i/7r+27r-yS).
(2il/7r

Then

^ (u,^Mir

and
positive,

so

the

therefore go off to

2ir"
curve

has

^)

cannot

meet

minimum

cross

the

the left,and

on
infinity

-00

it cannot

lower
go to infinity
horizontal line in more

at

line

"

v=

a, at

which

2M'Tr + 2Tr

consequently
goes

"

its value is

it must

to

+(2M+l)7ri;
than

this,for then

than

two

points.

the

complete curve

would

268
The

reader

pass from
the

region 1

regionsla
Soc.

to
interesting

iri and

cc

from

The

differences between

and

76 appear

/3 |7r,the contours
expansions appropriateto

that the

so

for the

the formulae
been

have

to

regions6a and 66 and


by Debye, and by Watson,

overlooked

also for the


Proc.

Royal

91.

8'5) to Bessel coefficients in


(""8"11,
complex has been effected by Kapteyn* who has
1 is not
zany value, real or complex,for which

argument is
that, when z has
the

real

go

of Carlini's formuhi

extension

shewn

7^^'to

for J^ (nz).
Kapteyns inequality

An
which

that,in the critical case

prove

qc

"

[CHAP. VIII

FUNCTIONS

valid.

are

A, (1918),p.

xcv.

8*7.

to

oo

"

Note.

will find it

'BESSEL

OF

THEORY

"

then

numberf
positive

z''eKp{n\/(l
-z^)}
{1+ V(l 2')]^

\Jn(nz)\^

(1)

This
not

formula

precisethan

in the denominator

appear

powerful for
To

is less

the purposes

obtain

Carlini's formula

right,but nevertheless
it is required;]:.

for which

in which

the contour

be chosen
If

formula
integral

the

r'*-i

^-^.

{Inz{t

exp

circle of radius e", where

e"^'^,we

J^ (nz)

1/0}dt,

is

positivenumber

to

get

[n [^z(e^e'" e-"e-'")

exp

Now, if M be the maximum

iO]]dO.

value of

id]\

Iexp [\z(e"e'^ e-"e-'^)-u-

on

{irrn)"^
(1"z-)* does

inequalityis sufficiently

subsequently.
write t

we

is

the

/'""+'

J,^(nz)

the factor

the

on

consider
inequality,

the

because

the contour, it is clear that


M-.

IJn {nz)I"
But

if ^

where
/je'",

and
positive

p is

is real,then

\z {e^e'^ e-"e-'^)
-

is

|p fe"cos {a+ 6)
this attains its maximum

and

"

"

e~"

cos

i9

(a

the real part of

6)]
"

u,

value when
tan

coth

"

tan

a,

its value is then

and

p
*

Sci. de I'Kcole

Aim.

t Since

both

sides

inequalityis still true


radicals

J See

norm

(1)are

when

z-

accordingto tlie way


Chapter xvii.

sup.

of

V(sinh^u

sin- a)

(3)x. (1893),pp.

continuous
1 is

when

: for such
positive

in which

"

u.

91^120.

approaches the
values

approaches the cuts.

real

of z, either

that

the

given to

the

axis it follows

sign may

be

8-7J

OF

FUNCTIONS

Hence,

choose

now

u
[np v/(sinh-

exp

minimum,

the

equation*

sin- a)
// +
/v/(sinhof m, when

function

qua

sinh

as

small

as

this method.

this choice of
2

and, by takingz

it may

be

"

is chosen

cosh

u
\/(sinh-

"

"

root
positive

of

'

+ sin- a)

cosh

(cosh2ii

"

be real,it is clear that the

to

be the

to

proved that

\/(l "s^Osinh

e-''^),

"

positive
sign must

be taken

in

Hence

ambiguity.

and

be

expression

has

the

nu].

"

the right may


on
expression
attainable by
strongest inequality

With

sin- a)

that the

so

get the

in order to
possible

The

269

ORDER

values of a,
for all positive

j^
IJji(npe"^)
We

LARGE

sinh
[1+ x/(l z"")]

cosh

e-"'

e"-'^

so
z

log

exp V(l

i^^"
log

1 +

V(l

V(sinh-u

2^)^

2')

sin^ a) \exp v'(l

g2M

sinh^

'
"2")

g2la

sin- a

sinh
=

and

it is

now

V(sinh-u

as

both

iz exp

of this

interesting
consequence
1-J I$ 1 and

I1
To construct
=

the domain

pe'",and define

by

z'^)

the

at

;Jn

(nz) i ^

the last

cosh

write
is satisfied,
inequality

p'

that,when

exp v(l "2')

l+^/(l-z')
then

p
This

sin- a)
u +
\/(sinh-

equation is

long

sin- a)

once

so

"

equation
u

"

'

u
+
\/(sinh-

shews
previousanalysis

"

V(i-^')

in which
u

\/(l "2")
I

"

sinh

The

u,

"

is that
inequality

"

sin- a)

( 1 +v(i-^T'

\z exp \/(l
^^

before

li

clear that

/h (n^) I^
An

cosh

quadratic in sinh-

"

with

0.

one

positiveroot.

as

270

[chap.

FUNCTIONS

BESSEL

OF

THEORY

VIII

It

that

follows

2u

As

sin^

p-

sinh

increases

from

sinh

{u cosh

sinh

"

u).

'

2u

sin-

1-1997

to

increases

from

0
z

from

creases

and

to

the

on

Fig.

in

is shewn

theory
When
the

take
TT

is then

It

0-6627434

arc

of

The

24.

Fig.

24

tan

of

(coth

in

; it

will

of the

order

contour

domaiu

series

Kapteyn
the

of

boundary

Bessel

integraiion
w

a)

tan

clear

exp

that

\/(l

de-

^^)

"

^1

be
real

/""

\J

exceed

considerable

but

positive
radius

of
If

axis.

take

we

cosh
'

1 +

is
circle

of

not

This

origin.

curve

unity.

in

importance

(u

not

6"

to

cos

6"

on

be

these

2a cosh

(v

rays

get

"vv

do

u)

ex-^

"

{v

u)]

dv\
)

vahie

is

given

by Plummer,

Dynamical

Astronomy

(Cambridge,

1918),

p.

we

inclined

we

rays,

integer

an

b\- two

terminated

|^ |
v)-

i-estricted

so

This

the

xvil).

function
to

be

to

prove

the

containing

curve

| J" (nz) j certainly does

which

the

to

sini/TT

=$3/"

oval

an

(Chapter

\J^{vz)\4:M''-{-

and

....

inside

and

to

...,

47.

CHAPTER

POLYXOxMIALS

The

objectof

in various

occur

ASSOCIATED

WITH

definition
of Neumanns

The

9'1.

IX

EESSEL

FUNCTIONS

On(t).
polynoynial

this

chapteris the discussion of certain polynomialswhich


connected
with Bessel functions.
types of investigations

first of these

The

in Neumann's*
polynomialsto appear in analysisoccurs
function /(^)
problem of expanding an arbitrary
;inalytic
into a series of the form Xa^.Jni^)-The function On{t),which is now
usually
is
defined
called Neumanns
the
coefficient
of
as
enJn {z) iu the
jJolynomial,
expansionof l/(^ z) as a series of Bessel coefficients f, so that

of the
investigation

"

.-^

(1)

Jo (z)0, (t)+ 2.1,(z)0, (t)+ 2J, (z) 0, (t)+

this definition

From

it will

and

...

^n-Jn{z)Onit).

expressionfor the function,


explicit
then appear
that the expansion (1) is valid whenever
\z\" ^t
obtain this expression,
that |2;|
"
assume
|^|and, after expanding
ascending j)owers of z, substitute Schlomilch's series of Bessel
("27) for each power of 2'.
shall derive

we

an

order

In

l/{t z)
"

to

in

coefficients
This

proceduregives
1

^ ^_

1
=

7I

Assuming
*

Tluorif

dcr

2M

"

e2m'J2m{z)+

ni=0

l f'

Maih.

Lxvii.

deriv^tlie

(1867), pp. 310


differential

"

'6\\.

Neumann's

equation which

will

m-l)l

Js^2m{2)l.

'"i

repeatedseries

(Leipzig,1867),

Functioiicn

"

(./n0

that the

for the moment

BeascVschen

(s + 2m).(s

-f^j :i

pp.

is absolutely
convergent

"

lo, 83

see

also

Journal

:|',

fiir

procedure,after assuming; the expansion (1),is


solve it
to
be given subsequently (" !)-12)and

to

in

series.
f In anticipation of " 16 11, we observe
by substituting for l/(( :) in the formula

that

the

expansion

of

an

arbitraryfunction

is obtained

{z-^)f[t)(lt

X Cf. Pincherle's
pp. 224"225.

rather

more

general investigation,Reiuliconti

Jt. Lst.

Loiiibardo,[2)xv.

(1882),

272

effect

we

is

BESSEL

OF

THEORY

s by
rearrangement by replacing

series of Bessel coefficients ;

1
=

Accordinglythe

functions

e"

0.(0

(3)
It is easy to

(4)

We

("

the

equations

1):

"^

(2"

2)

before there is any

4
.

(2"

2) (2n

"

"

"

4)

denominator

of a
possibility

r
factor

negative.

or

have

"

by

l/".

i +
^^;^^

and the series terminates

being zero

defined

that

see

On (t)

e.

^,,

I ^n {z)

'

,n-2m+i

It**"

series
2m, and the rearranged

"

n.(n-m-l)l)
|"i(.-i)2"-^r"-i
^ ".
",

On{t) are
1

^x

thus get

we

..

f2m^2m (^)+

[CHAP. IX

FUNCTIONS

to

now

consider

"

2"

should

be convergent.

(4),we

have

,"!o

r,i

{s+ 27n).{s+ m-l)\

r7i"+"i1 \

To

for

is that the series

\l{t z). A sufficient condition


"

of rearranging the repeated series


permissibility

the

prove

'"'''+2'''
f.^/
If

^\

that this is

I''**

2-

^'"
"

actuallythe

^,"!o
-n^Hs

case,

observe

we

^ir^l) !

that,by "

2*11

^^^iil^l)

"2(^l2i)' + 2"'{exp(i|0P)}/(2m)!
"(i|.i)"exp(il^|2).
Hence
2'

"

^,I|7^I

s=l

''

f"

^
\,m=0

+ 2?w).(s+ OT-l)!,
(.s

^r~
"'

,,1

\z\'

"

^l"^..2m(^)|U2
^iexp(i|0p)
,

"

I'

s=l

,,,

",

Ig Iexp (^ Iz P)
^
"

I^Ki^l-MI)
The
under

absolute

of the repeatedseries is therefore established


convergence
the hypothesis
that i^|"!i{j.
And
the expansion(1) is valid when
so

\z\" \t\,and the coefficients


by (2) and (3).

of the

Bessel

functions

in the

expansionare

defined

It is also easy to establish the uniformity


of the convergence
the
(1) throughout
regions\t\^R, |^^ |^ r, where R "r"0.

of the

pansion
ex-

9-1]

ASSOCIATED

When

these

POLYNOMIALS

the
satistied,

are
inequalities

273
moduli

of the

sum

of the terms

does

not

exceed

Since

the

(g+ 2m).(g + m-l)!

i -^

the

follows from

convergence

right is independent of

the

expressionon

(^r)"-^2'"exp
(|-/-2)1
exp (ir^)
and

", the

uniformityof

the

of Weierstrass.

test

a Bessel function
by Neumann
of the secoyid
used (cf.
kind*; but this tei'm is now
""3"53, 3*54)to describe a certain solution
of Bessel's equation,
and so it has become obsolete as a description
of Neumann's
of degree n + 1 in l/t,
function. The function 0"(0 is a polynomial
and it is
polynomialof order n.
usuallycalled Neumanns

The

function

called

0"(Owas

in Neumann's

If the order of the terms

\n

"

\{yi

or

"

found

once

for

\)"m

S^(l,_,.)!(iO--

(6)

(n~

t^

The

^^

-I

results

in

^"

the methods

" 21

of

(8)

1 ""^)
(n-

t'

3^

in the formula

be combined

mav

Ctf-

(n odd)

equations(5),(6) and (7) were


By

^^ '^'"^

/,)_l^^V^^,Jii(iZi+"^-i)'

These

in

that

0" it)
5

(5)

polynomialis reversed by writing


(2),accordingas n is even
or
odd, it is at

givenby

Neumann.

provedthat
easily

1, it is

\enOn{t)\^i.{n\).{^\t\)"^exip il\t\%

(9)

enOn(t) i^.(nl).{H)"^{l+ d),

(n"l)

"

where

|^ j^ [exp(^ \t f)

From

the series

l]/(2/;2).
-

it follows that the series San Jn

these formulae

whenever

(^)On (t)is convergent

is absolutely
convergent ; and, when
-an{zjt)"'

is outside

the circle of convergence


of the latter series. anJn{^)0,i(t)does not tend to
and so the former series does not converge.
,as^7i
oc
zero
Again,it is easy
-^

to

prove that,as

*;

en

By analogy with

oo

-^

the

W.

B. F.

"

Legendre function

'

Cf. Modern

^"Sl
|l^^

Jn {Z)On {t)

"

71

of the second

(/^-^)|
,

kind, y" {t),which

is such

that

Analysis, " 15"4.


18

274

OF

THEORY

and

[CHAP. IX

FUNCTIONS

BESSEL

which

hence

it may be shewn*
that the pointson
the circle of convergence
at
either series convergesfare
identical with the pointson
the circle at

which

the other

series is convergent. It may


also be proved that, if either
series is uniformlyconvergent in any domains
of values of z and t, so also is
the other series.
Since

series

the

functions
analytic

the

rightof (1) is a uniformlyconvergent


\z\" \t\,it follows by differentiation J that

on

when

(-)i.{p + qV._

,.r..

^ ^

where

p, q

It may

are

dPJn(2)d"iOn(t)

"

^^/n

{t-zf+9+i

be convenient

to

l/f;

Os (t)

+ 24"/t*,
S/t'

0, {t)

5/t'+ 120/^ + 1920/^".

We

0, (0

V^

0, (0

l/t+ IQ/t'+ 192/i^

4/^^

polynomial 0" (0, for


1898, pp. 4, 5.
Mittheilunyen,

The

shall

obtain

1)0.^,(0 + {n + 1) 0,Ut)

0,^, (0

(2)

been

calculated

by

^^^"^B!W,
^''Onit)
^"\~
(,,,^1)
=

0"+,(0

20,/ ( t),

(n ^ 1)

-0,(t)=Oo'(t).

(3)
The

15, have

...

the formulae
^

(1) ("

0, 1, 2,

formulae satisfied
hy On(t).

recurrence

now

following
expressions:

0, (t)

coefficieuts in the

9*11

'

^^q

record the

placeon

Otti,Bern

^^p

positive
integers(zero included).

any

0" (t) 1/t,

The

series of

first of these

stated

Math. Ann.
iii. (1871),p. 137, and
proved b}by Schliifli,
LXV.
(2),(1872),pp. 33
35, but the other two were
Sitzungsberichte,
was

Gegenbauer, ^Viener
proved some
years earlier by Neumann,

"

Theorie der BesseVschen

Functionen

(Leipzig,
1867),

p. 21.

Since

them, but
are

shall not repeat


we
earlyproofsconsisted merelyof a verification,
mulae
forgive in their placean investigation
by which the recurrence
derived in a natural manner
from
the corresponding
formulae
for

Bessel coefficients.

Taking |^ |" |^ |,observe that,by " 91 (1) and " 2-22 (7),
{t-z)^ enJn {z)On (0
"=0

It is sufficient to

use

=
-

e" COS*

the theorems

that, if 2?)"is convergent,

llbjn^ is absolutely convergent.


t This was
pointed out by Pincherle, Bologna Memorie,
X Cf. Modern

Analysis, "

|n7r Jn {z),
.

n=0

o*33.

so

also is

(4)iii. (1881

"

"Zbjn, and

2), p. 160.

that

then

276

BESSEL

OF

THEORY

By combining (1) and (2) we

at

(4)

ntOn-x (t)-{n--l)Onit)

(5)

ntOn+^(t) (n^
-

If ^ be written

1) (^ +

(w

(7)

(/I+ 1) (^

The
the

by

equivalentformulae

(n-l) tOn (t)+

-(n

(0

formulae

1) On (0

1 ) On

(t)

sin' i?i7r},

[tOn+^
(t)

sin^ Ititt.

become

{iOn-,(0

^i

sin- Inir,

l) tOn (t)+

sin^ l^iir]

order
integral
polynomialof negative

Neumann

by Schlafli*

defined

was

equation
0.n(t)
definition

this

With
values of

From

?i

formulae

(1) (7)

valid

are

"

all

for

integral

equation^satisfied
hy On(t).
differential

The
the

the

i-rOn(t).

n.

9*12.

1) (^

" 9'11 (6) and (7),it is clear

formulae

recurrence

1) On (0

1) {- ntOn+,{t)+

(^

{tOn(t)

"

sin''|n7r}

j~ X

that

r(^

ft

and

the

(8)

(^

obtain

once

these
{djdt),

for t

(6)

1 ) 0"

[CHAP. IX

FUNCTIONS

2) On+i(t)+

cos^

"

+
2^7r}

sin^ ^mr

sin^ ^nir,

the differential
On (t)satisfies
equation
consequently

(^

On(t)
1)^On (t)+ (t^ 71')
-

d^y

dy

/,

n-

"

is
and

so

the

only solution

sin- |??7r.

7?

sin- hiir

t-'Wn(t),

of (1) which

equation

"^^-^^

y=On{t)

+
^/iTT

cos^ hiir

1\

-d-'-tIV--^)y

"i"

cos-

of the differential

generalsolution

It follows that the

is

as
expressible

terminatingseries

is On (t).
convenient

It is sometimes

^-^^

to write

dt'^tdt^V

(1) in

f-

the form

^"^^'

where
/ox

^"^

(**"^^")

Moth.

Ami.

t Neumann,
Lxvii.

/A_i^/^'

^""^^^

(1867),p.

Tii.

(1871),p.

Theorie

314.

der

[nit'.

(71odd)

138.

Bessel'schen

Functionen

(Leipzig,1867),p. 13;

Journal

fiirMath.

9-12, 9-13]
method

Another

and

ASSOCIATED

of

POLYNOMIALS

constructing the differential equation is

f (J^
'

^^^^" ^^^
i^"""^*^"

so

277

+^

a;

2z^

f2"'^2"
(2), 2=

"-2

22

e2n

that

r^2
'"'}

("-2)3 ("-2)2

Now

observe

to

"-Z

+ l)"^2n l(4
l(2^i

00

and

hence

t+

fi

"/"(2).

e",9'"(0

'2

"i=0

Therefore
^'

e",./"
(2)

5 ^4
"""

^ "*"^'

^" ^^^ ^'"^"


^^^]
""'j
~

"

7(=0

On
as

equating to

" 9"11,we

in

the coefficient oi

zero

obtain

at

Neumann's

9'13.

It has been

the difterential

once

shewn

by

with

On{z).

that, if G be any closed contour,

Neumann*

\ 0^{z) On {z)dz

(1)

just
identity,

equationsatisfied by On (t).

associated
integrals

contour

side of this

left-hand

the

J^iz) on

^"

{m

0,

and

i^n)

Jc

! J^{z)On{z)dz

(2)

(m?^n')

0,

J c

[Jn (z)On (z)dz

(3)
k is the

where
the

The

firstresult is obvious

of

Om{z) On{z)

is

Cauchy'stheorem,
and the residue
origin,

is at the

simplepoleat

prove

the second

similar

and
origin,

the

manner

of the contour

because

the

there is

zero.

the

the residue at

larity
onlysingu-

grand
onlypole of the intethis pointis l/e".

V, {zOn(z)} z'gn (z)

0,

and
and /,"(z)respectively,
by zOn (z)

subtract.

If U {z) be written in

.dJjAz)
,.d{zOn(z)}_^
(
''^^

^""^^^
the result of

dz'

(Z)+ ZU{Z)
*

Theorie

{W?

dz

'

the form

assumes
subtracting

Z'U'

round

result,multiplythe equations

V,,J^ {z)

/-

of

from

third result follows in

The

To

of

the number

originover

27rikl"n,

circuits
positive
negativecircuits.

of the number

excess

der BesseVschen

Zj,n{Z)On {Z) Z'gn {z)Jm (z),


?i^)
=

Functionen

(Leipzig,18G7), p.

!!".

placeof

278

THEORY

and

BESSEL

or

[CHAP. EX

FUNCTIONS

hence

[zU {zyic+ (w'

The

hence

(2) when

deduce

we

Two

due
corollaries,

(4)

^-.

(5)

^ n^.
Ann.

Jn {X + y) 0^ (y)dy

"

The

m^

Schlafli,Math.

to

+ )
/"(0
/"(0

first is obtained

the second

9*14.
It

was

follows

by making

Neumann's
stated

by

Neumann*

'"
=/;

We

shall

now

prove

by

where

is any
of (1) will then
a

"

2-4

{x).

"

(1),namely

of variable.

change

that

^""' +

^^'^^^""'
-

induction

^'"'"

e-'du.

formula
equivalent

the

ia

/"ooexp

l\

On {z)

(2)

the formula

QC

obvious

an

)"J^

Jn+p{x)J_j,{y),

2
"

(^)+ (

,,

("^),

integral
for On{z).

0. (.)

(1)

J^,

that

are

Jr,-m (*")
+ (-)'"^n +

by applying(2)and (3) to

P=

(1871),p. 138,

iii.

0^ (^ +y) Jn Lv)dy

"4("+.y)=
and

(z)dz.

integrated
part vanishes because U(z) is one- valued, and the integral
for all values of z ; and
rightvanishes because the integrandis analytic

the

on

dz=\
{z)J^
z^^g^
J

rr) \ J^ {z)On {z)

[[t+ V(l

anglesuch

that

|a. +

+[t- V(l
"^)}"

arg

2^

|" ^tt;

on

e-' d^,
r-'))"]

writingt

u/z,the

truth

be manifest.

modification

equation(2) is

of

""

On (z) I

(3)
To

prove

(2) we

cosh
e-^sinhfl
f '"{e""
+ (-)""-"*}

observe

that

foaexpia

"

te-'^dt;

Jo

Jo

by usingthe

ia

fee exp

e-''dt, Oi(^)=

Ooiz)=
and so,

Odd.

Jo

formula

recurrence

Too

" 9'11 (2),it follows

that

we

may

write

expia

"\in{t)e-''dt,

On(z)=
J 0

where

(4)

(0
it) 2t"Pn
(t) (t"n-i
"\"n+,
-

0,

and

(5)
*

Theorie

p. 312.

"^o(0=l. "PAt)
=

der BesseVschen

Functionen

t.

(Leipzig,1867),p. 16;

Journal

fiir Math,

lxvii.

(1867),

9-14]

solution of the difference

The

4",(t) A[t
=

where

and

equation(4) is

+ 1)}"
-\-B\t-V(l + ^0}".
^{t^-

independentof

though they might be


B
(5) shew, however, that A
\\ and the

are

conditions

The

279

POLYNOMIALS

ASSOCIATED

n,

functions
formula

of t.

(2) is

established.
This

given in

proofwas
/"oc exp

written

have

symbolic form

by

Sonine*

who

wrote

where
(^"(Z)) {\lz)

/
'/:

^" {t)e~"' dt, D standing for {djdz).

of this result is due


completelydifferent investigation
is based on
the expansionof " 9"1 (1),which we
analysis

whose

we

ia-

to
now

Kapteynf,
write in

the form

When

j^ i" !2^ i we

"

"=o

have

-r,=

if p be

so

chosen

exp

J0

ii\ du

\^

("=-oo

that
1

=K^-^)-

w
z

It follows that

^-r
shall

We

now

will be sufficient

shew
to

=r[

be made

du.
i^i"4^:"i2i!.^"(f)
e~"

interchangeof summation
that, for any given values of ^

shew

and

is justifiable;
it
integration
(such that | C 1" I^ |),

Z"'

small by taking
arbitrarily

large| ;
sufficiently

\u"s/{u^+ z^)\^^{u
and

and

that the

n=N^\

can

now

\z\),

so

|2!" Jul

Math.

t ^rm.

Ann.

Sci. de

xvi.

(1880),p. 7. For

VEcole

J Cf. Bromwich,

norm.

sup.

similar

investigationsee "
syinbalic

(3)x. (1893),p.

Series, " 176.


Theonj of Infinite

108.

G-l-l supra.

280

OF

THEORY

Therefore, since !f |" i2 |,we

BESSEL

have

{u"J{u^ + z')Y

the

and
when

the left can

expressionon
and

[CHAP. IX

FUNCTIONS

be made

IC^+^ Iexp {Iz \+ i IC?}

small by taking N
arbitrarily

sufficiently
large

fixed.

are

|^ j" |^^ | we

Hence, when

have

"3

.'0

b"=-""

ienJniOOniz),

"

is defined
0" (i^)
by the equation

where
.

and

it is easy to

?i+

1.

the

that 0"

see

{z),so defined,is

polynomialin \jz of degree

in powers of z and integrated


term
term, it is easy to reconcile this definition of On{z) with the formula " 9'1
When

9' 15.

integrandis expanded*

Sonine's

investigation
of Neumanns

by
(4).

integral.

An

and suggestive
of a generaltype
extremelyinteresting
investigation
of expansionof l/(a z) is due to Soninef; from
this generalexpansion,
Neumann's
formula ("9*1) with the integral
be derived without
of " 9'14 can
Sonine's generaltheorem
is as follows:
difficulty.
"

Let
so

that

(w) be an arbitrary
functionof w
a/t
is the functioninverse to yjr.
-//v

Let Zn and

and, if yjr
{w)

cc, let lu

beingassumed

that the series

on

the

^nAn,

rightis convergent.

Suppose that for any given positivevalue o{ x,\w\"\-^{x)\ on


C surroundingthe origin
and the pointz, and \'w\"\^{x)\on
curve
*

Cf. Hobson,

t Mathematical

X This
Wiss.

II.

Plane

Trigonometry (1918)," 264.


(Moscow), v (1870),pp.

Collection

but
slightly,

modified

^ (x),

"

A^ be definedby the equationsl

Then

it

is connected

323

"

382.

Sonine's

notation

o.

closed

closed

has

been

the

and //i
his.
symbols \f/
are
with Laplace's transformation.

(Analysis)
{m"),

pp. 781"784.

See

Burkhardt, Encyclopadie der

Math.

9*15, 9-16]
curve

surroundingthe originbut

'

n-=OJ

'"^,f^' f

Then

W'^

J r]

[JC

"

the pointz.
enclosing

not

J C

27ri Jo

281

POLYNOMIALS

ASSOCIATED

tu

-/fi{x)

"

QZ"il(W\"aiX

2'rriJ J

"

jf^{x)

Jo

provided that

that the various transformations


In order to obtain

(w

take
expansion,
1/w), ^ (x)^x"

if it is assumed

permissible.

are

Neumann's

yfr{iv)
and

the result is established

(a); and

R{z)"R

^(x" +

),

then

""

11=

-'X
QO

1,

Since

^"

(-)" ^-n

dx,
+ 1)}-"]
^(ar + 1)]"+ (-)" [x" V(*'-'

e--"" [[x"

we

at

Sonine

so

notes

the

that

he

memoir

328) that

(p.

expansion of l/(a-2) converges when |2 |" ja j; and


of his generalexpansion.
gives further applications

The

9*16.

series

The

intesfral
o'

obtain Neumann's

once

(2),which
(- )"e"i!"0"

is

generating function

of t except zero.
Kaptejn*
converge for any value
of Borel, in the following
:
manner
series after the method
1

'""
,

part of his

generatingfunctionof On {z).

does not

in the later

/^

'""

"^

n.(n +

"

'^

"i=0

n=()

inj

however, has

with

"summed"

m-l)\t~''
.

(^2*/

{n + ^).{n+m)l t^"-^'^

"

\i''

"(=o

associated

'''^

_1

_1

Nieuw

1 + r^

Archief

^ n.{n

""

m-l)\

f^"'(l+t^)_\

{2m)

voor

Wiskunde

t-'"'

'^

+
'(l+i'^)
(2TO+ 1)! i!^'"

pp.
(2),vi. (190.5),

49

"

55.

0"(2),
the

282

OF

THEORY

BESSEL

[CHAP. IX

FUNCTIONS

"

-57

-Tj

is

convergent

long as (1

so

fi)zjtis

"

"

and

"-

this

integral

negative.

not

00

There

is

in verifyingthat the series


great difficulty

no

"

)"f"^"0"(3)is

an

asym-

n=o

ptoticexpansion of the integralfor small positivevalues of t when |arg 2 1" tt, and
integralmay be regardedas the generatingfunction of On (2). Kapteyn has built up
of the

theoryof

The

9 "17.

function

Neumann's

the

much

ihis result.

from

of Kapteyn s typefor On{nz).


inequality

possibleto deduce from


which closely
resembles
by On (n^;)
8-7.
in "
It is

We

so

Neumann's

satisfied
integralan inequality
satisfied by J^inz) obtained
inequality

the

have
"

^" (^^^)
=

the

2^ f 1^^^^^'^^^'
^

being a
path of integration

where

that

+ {w
^'^^"

in the

contour

value of the radical is taken

e-""- dw,
V(w^ + ^-)}"]

w-plane,and

which

so

givesthe integrandwith

the

greater modulus.
Now

is

the

pointof
stationary

and
\/(l "2^),

so

"

where

is one
path of integration
stationary
point.
If
the
ta

the

surface of the type indicated

stationary
point is
+

for which

cc

are

at

lower

the

only pass

level than
z

(2)
Hence, since

" 8*3

in

on

the

integrandis greatestat

is constructed

the surface ; and

over

both

the
w

the

ty-plane,
=

and

the pass if

exp V(l

Z-)

be drawn when
can
(2) is
joiningthe originto infinity
and since the integral
involved in (1)is convergent with this contour,
satisfied,
it follows that, throughoutthe domain
in which (2) is satisfied,
the inequality
a

contour

^')
V(l
On(nz)"r^^
\/(l 2^)
1 +

(3)

is satisfied for
character

as

some

the

constant

value of A

of " 8"7.
inequality

exp
;

""'

"

and this is an

of
inequality

the

same

284

THEORY

The

differential

OF

equationof

BESSEL

which

[CHAP. IX

FUNCTIONS

J." "(")is

solution is

where

The

generalsolution

of

(8) is An, (t)+

'^^+"(0-

1"-'

"

Of these results,
(3),(4),(8) and

due

(9) are

Gegenbauer ;

to

he

and

also

proved that
(10)
where

"

An, (t)e-* dt

formula
corresponding

The

a"

in the

I
"tti J
"

formulae
following

for Neumann's

On (t)e^^^dt
may

polynomialis

i^ cos

\narc

also be mentioned

I Ajt,
"{z) An
Jc

(12)

"

;*"""""*

(11)
The

expansionof (1 2az -\-a^)'"\ this


the residue of (t^^^)"*
is easily
An,v{t)at the origin.
provedby calculating

Cn {z)is the coefficient of

formula

(v) (v + n) C." (z),

2" i- r

y{z)dz

cos

z],

(m

0,

and

^ n)

'

[2-''J,^,n(z)An,Az)dz0,

(13)

(m^ :^w=)

J c

( z-''J,+niz)An,,{z)dz27rik,

(14)

.'c

and k is the excess


of the number
C is any closed contour, vi
0, 1,2,
circuits over
the number
of negativecircuits of C round the origin.
of positive
where

The

firstand

the second

third of theSe last results

is derived

from

the

^i'+mdv+m{z)= 0,
whence

(m

we

are

the method

provedby

of

" 9'13

equations
^v+n{z^ An,v\Z)\= Z
"

gn,v\Z),

find that

n) {2v\- m

n)

z-"

J^+ni(z)A

J c

9*3.

n,

{z)dz

\ z''-" gn,

{z)dz
{z)J"^+,"

0.

J c

polynomialSn (t).
Schldfli's

polynomial0" (t) was


polynomialcloselyconnected with Neumann's
of some
of its
investigated
by Schlafli. In view of the greater simplicity
Neumann's
convenient
it
rather
than
it is frequently
to use
nomial.
polyproperties,
A

9-3]

t" ^:^^l^l^)}(lt)--^-m^
(u^l)

S,"(t)

(1)

polynomialis

of the

Schlafli's definition*

So(t)

comparing (1) with " 9-1 (2),we


=

substitute

we

the former

l)Sn-^ (t)-^(n

2)H-'

the

by using
Neumann's

(0
l) .9"+,

cos-

nt-'

of course,

Sn{t),without

of

definition

n-TT,

S,,(t)
-

2t-' cos^

Other

get

be

proved by elementaryalgebra
of
appealingto the properties

is

polynomialof negativeorder

true

for all

from

values
integral

of

w.

forms

(3) and (4).

of the

formulae

recurrence

which

be derived

may

(5) are
(t)
nS" (t) tS,,'

2 cos-^ Imtt,

(8)

tS"_,(t)

(9)

(t) 7lS,,
(t)+ tSn (t)
tS,,+,

wfc

these formulae
for t (d/dt),

write ^

(10)

{^+77)Sn(t) tSn_,(0-2

(11)

(^

n) Sn (t)
=

UTT.

become
i
COS'-^
7l7r,

2 COS^ i

tSn+,(t)+

2 COS-1

WTT.

Jt-followsthat

(^"- n-)Sn {t) t('^+


-

and

/^tt.

formula, pointedout by Schlafli,


interesting

easilyderived

If

polynomial.

definition of Schlafli's

The

and

nS^'(t)

and, with this definition,


(4) and (5) are

is

U-'

S,,(t)

the result to (4),we

add

2 and

(4) and (5) may,

formulae

The

The

" 9-11 (1)

formulae

recurrence

the latter,

multiplythis by

we

hmr.

cos2

that
-

and from

that

once

0,j(t)in the

Sn+^it)+ .S;_i{t)

(4)

If

for the functions

find from

and (2),we

i (n

at

see

|/iSn (t) tOn (t)

('3)
If

0.

On

nil

"=o

(2)

285

POLYNOMIALS

ASSOCIATED

so

(12)

Sn{t) is a

"

l-

n) Sn-i (t)+

-In

2t sin'^
^ UTT

4-

{t)+
^'-*S'"

solution of the differential

Math.

Ann.

in.

2u

|mr

cos-

i nir,

cos-

1 ?i7r.

equation

'',+{PH-)u^-lt sin^ \
t'^i^^+t
*

cos^

mr

(1871),p.

138.

2n

from

(4)

286
It may

be convenient

BESSEL

OF

THEORY

to

the

record

placeon

S, (t) 2/t+ 16 It',

S, (0

+ 768/t',
S, (t) 2/t+ 48/t'

S, (t)

:
following
expressions

8/t'+ 96/f,

+
12/t'

[CHAP. IX

FUNCTIONS

384/^^

7680/^.

by Otti,are
generaldescendingseries,given explicitly

The

(|n + m-l):
^
2 ,il_.^.i..,,n
(ln-m)l{ity

Sn{t)=

(13)

(neven)

,=1

_2

coefi"cients in the

{ii" 1^)
-

^^

"

errors)by Graf and

"

1,2,

formulae

12, have been calculated by Otti,

...

obvious
reproduced (with some
Funktionen,ii. (Bern,

are

der BesseVschen

Theorie

24.

1900), p.

9"31.

Formulae

the polynomialsof Neumann


connecting

alreadyencountered
and Schlatli,
namely

have

We

for
polynomial "S'"
{t),

14; Otti's
1898, pp. 13
Mittheilungen,
Gubler, Einleitungin die

Bern

(/?.^1-){n? 3-)
+""""
^i
.

-^+

'

t-

The

2n(n- -2-)(n- -4^-)

2n{n"-2'-)

2n

Neumann

formulae

two

\n Sn (t) tOn (t)


=

"

and

Schldfli.

connectingthe polynomialsof

cos'^ |?l7r,

Sn-^(t)+ S,^^(t) Wn{t),


=

of which

is

the former

an

immediate
from

functions,and the latter follows


other

connectingthe

formulae

we

eliminate

cos-|w7rfrom

definitions

formulae.
due

are

" 9"3 (3) and

we

either

of the

number

shall

now

discuss

" 9"3 (8) or (9),we

find that

(1)

Sn-At)-Sn'{t) 20nit),

(2)

S"^,{t)+ S,;{t) 20n{t).

Next,

on

summing equationsof

(3)
and

.Sf"
{t)
=

-2

^^T'^*Sf'"_""_i
(t)+

sin^ i

UTT

find that

: S, it),

hence

(4)

Sn {t)+ S,,_,(0

's'^

2
m

" 9'3 (5),we

the type

Comptes Rendus,

cxxv.

(1897),pp. 421"423,

n-m-i

(t)+ S, it).

860"863;

of

Crelier*; they are

to

alreadyobtained, and

derivable from the formulae


easily
the more
importantof them.
When

functions

two

of the

consequence
the recurrence

BernMittheilungen, 1897, pp. 61"96.

9-31, 9-32]

ASSOCIATED

POLYNOMIALS

287

Again from " 9"3 (7)and (5) we have


4 [On-,it)+ On^. {t)] Sn-, (t)+ 28,,(t)+ S,,^,
(t)
S"
\Sn
{S,^2(t)
(t) Sn^,(t)}
(t)]4"Sn(t)
=

that

SO

Sn" (t)+ S, (t) 0"_, {t)+ 0,,+,


(t).

(5)

is the most

This

of
interesting
formulae

summing

Again,on

(6) On {t)

-2

of the

0'"_.","_!

(0

0"(t)+ 0n-At)

-2

9'32.
The

type of "9'11(2),we
sin-^1

Sn(z)

'rr

III

stated

Gubler's

by

Graf*

nir

0, {t)+

when

obviously
the

7i

the

+ 0,{t)+0,{t).
0',,_,,,_,(t)

sum.

proof being suppliedlater

is most

IT

temporarilyby

Y,n {Z)

"n

is

the

,"

{z)

"ft=-"-l

n-l

irJ.n-,{z) S
m,=

it

Yn+i{z)

n"

TT

now

and

it is clear that
(f}n{2),

?i-l

"

If

l.

n+1

Jn+i{Z)

in Graf

readilyproved by induction;

also,by "3'63(12),when

0, and

m-

Y,,{z)-'7TYn-,{z) 1
+ l

-{2n7rlz)Jn(z) S
in

we

Oo (0,

nfl

at

| n-Tr

cos^

[Jn(^)ym(2)-J"n(z)Yn(^)}

formula

rightbe denoted

Now

find that

-n

in 1893,

treatisef.This
true

on

Graf'sexpressionof Sn(z) as
peculiar
summatory formula

(1)

sum

Crelier.

by

hence

(7)

was

obtained

-.11=

and

the formulae

"

J ,,{z)

)i+\

Y,,(z)+ ('In-rr/z)
Yn{z)
"

m=

I
-

/,"(4
n

the rightby suppressing


or
on
terms
modify the summations
inserting
all
end
that
the
summations
the beginningand
fi'ora
to n ; and
run
so
n
coefficients
of
the
the
then see
that
and 2 F," (2)
sums
!"t/"i(2)
complete
"

vanish.

It follows that

(z)
{z) {2n\z)
(f)n
(2)+ "/)"_!
"^"+,
7r/"+,{z)\F"+, {z)+ F_"_j {z)] IT F"+i(2){./"+j
{z)+ /_"_, {z)\
^
IV, ^z) [J,,
J"_j {z)[F" {z)+ Y_, {z\\+'TT
+
(z) J_n {z)]
|i^ (_ i)"}!/"_^(^)r,^(^) /" ( .) F,_^ (2)}
-

TT

4^~^cos--^?i7r,

formula
by "3'63(12);and so (^n{z)satisfies the recurrence
by Sn{z),and the induction that "i"n(z)Sn{z) is evident.

which

is satisfied

Math.

Ann.

xliii.

(1893),p.

t Einleitiuig in die Theorie

dcr

138.
Besserscli'm

Funkliou""n,11. (Bern, 1900), pp.

34

"

41.

288

THEORY

9'33.
If

Creliers

r X

On (^)

and

ia

exp

[[t+ V(l

o-

1z\
exp

"_ f"

Hence

/a

e-^^

[{^+ v(l

dt

;^+

P)Y'\e-^' dt,

t^r +{t- V(l

t^r] dt

V(l+^^)]"-|^_^(l+f2)j"_^^
^

V(l+"0

rfi.

'^-^^^-Jo
equation,which

Sn{z)=

write

^=')

Ann.

iii.

(1871),p. 146, in

the form

"{enB-^-y^e-ne^e-ZBinhdcld^

in Crelier's researches*

is fundamental

We

v(i

given by Schlafli,Math.

was

(2)

of which

we

shall

give an

now

outline.

temporarily
Tn

and

it follows that

(1)

This

"^2^Jo

t^)Y+{t- V(l

find that

^'

''I

[CHAP.IX

FUNCTIONS

"9'14(2),namely

by parts,we
integrate

On {z)

BESSEL

integral
for Sn{z).

the formula

take

we

OF

{t+ x/(l+ t^)}^


-{t- V(l

t')Y\

then
T

-*"

71+1

"^fT"T
-t
-*-

0
'-')

"

-* n"

"

that

so

"in+i
=

1
-..

2t +
-

-*

and

^^

2^ +

continued

quotientof

fraction

having

so

the suffixes n,
It follows

"

It

follows that

...,

number

2vXl

the

2t}n

of elements

that|TJK(2t)n-i is independentof
r,

Tn^^jT^is

K{-lt,2t,...,2t)n-,'

denotingthe

..+2r

that

Tn+i_ K{2t,2t,
Tn"

+ 2^+.

elements.

simplecontinuants^

two

^'^2^

^;
the

n/ J-n"i

therefore

in the continuants.
; and

since

K{2t\=\,

have

we

T,,
=

Comptes Rendus,

cxxv.

t Chrystal,Algebra,
X Since

ii.

all the elements

this abbreviated

notation.

-l^{\+t^).K{2t)n-,,
860"863

(18!)7),
pp. 421"423,

; Bern

Mittheilungen,1897, pp. 61"96.

(1900),pp. 494"502.
of the continuant

are

the same,

the continuant

may

be

expressedby

9-33,9-34]

ASSOCIATED

289

POLYNOMIALS

and hence
exp ia
/"a3

K{2t)n-^e-''dt.

Sn{z)=2

(3)

Jo
to obtain
possible
of continuants.
Sn (z)by usingproperties

From

this result it is

9*34.

expansionof Sn{t + z) as
Schldfiis

We

shall

to

series

recurrence

formulae

for

of Bessel coefficients.

Schlafli*

that, when

\z\"' t\,

expanded in the form

be

Sn (t+ z) can

result due

the

obtain

now

all the

I S,_",{t)J,,(z).

Sn(t + z)^

(1)

00

"

values of n
this formula for positive
simplestmethod of establishing
It is evidently
true when
n
is by inductionf.
0, for then both sides vanish ;
the rightis equalto
when 7i
on
1, the expression
The

I {^",,_i
(0 +

20o (t)./"{-z)h

J,,(- z)
'SV, (t)}

m=l

e",0,n{t)Jra{-z)
0

2l(t+ z)

8, (t+ z),

by " 9-1(1)and "9-3(7).


Now, if
0, 1, 2,

n,

...

the

assume

we
we-

S^_, {t + z}- 2S,:(t+ z)

have

we

induction

"

? {Sn-,a-^
it)
-

the

"

is established ;

used the obvious

Math.

Ann.

left to the reader

t The
W.

extension

B. F.

to

"

Qo

J,",
2.S""_",
(Z)
{t)\

to

obtain the second

line in the

analysis,

result that

(1871),pj:).139
(of." 9-1).
iii.

z).
z)=^^s,,(t

s,:{t+
*

of orders
(1) for Schlafli's polynomials

have

S,,+,
{t+ z)

and

of

truth

"

141;

negative values of

tlie examiuation

follows

on

the

of the convergence

of the series is

value?,by " 9-3 (6).


proof for positive
10

290.

THEORY

BESSEL

OF

[CHAP. IX

FUNCTIONS

The

expansion was obtained by Sclilafli by expanding every term on the rightof (1) in
ascendingpowers of z and descending powers of t. The investigation
given here is due to
concerned
with a more
was
Sonine, Math. Ann. xvi. (1880), p. 7 ; Soniue's investigation
as
generalclass of functions than Sehlafli's polynomial,known
hemi-cylindrical
functions
(5510-8).
When

make

we

of

use

equation" 9'3 (7),it is clear that, when

i On-rn{t)J,niz).

On{t + z)=

(2)

m=

This

[^^ |" |^ |,

00

"

Lxvi.
proved directlyby Gegenbauer, Wiener Sitzungsberichte,
(2),(1872),
in
of
220
z
ascending powers
by Taylor'stheorem, used
223, who expanded 0" {t+ z)
obvious formula
[cf.j^9'll(2)]

pp.
the

was

"

(3)
and

2"

"^'
dtp

( )- ,C", 0"_p+2,H{t),
^^2^

,"=(

rearrangedthe resultingdouble
Graf's

It is easy to deduce

series.

results

\z\ "

(validwhen

\t\),

00

(4)

Sn{t-z)=^

S"^,"(t)J.Az),

(5)

On{t-z)=

On^,n(t)J,n(z).

m=

definitionof Neumann's

9'4.

The

The

problem
of

polynomialiln{t)-

analyticfunction into a
arbitraryeven
coefficients was
f by the
suggestedto Neumann

expanding an

of Bessel

series of squares
formulae

of

^00

" 2'72,which

express

even

any

of

power

as

series of this type.

preliminaryexpansion,correspondingto the expansionof l/(t z)


and the function n" (i) will
given in " 9"1, is the expansionof \l{t-"z'^)]
that
be defined as the coefficient of enJn{z) in the expansionof l/(f- z^),
so
The

"

"

,T^

(1)

Jo'(^)^0 (0

"i

To

obtain

^J^ (^)-^1(0

2/2^(z)a

(0

and, after
" |i |,
explicit
expressionfor n"(^),take ^'j
in ascendingpowers of z, substitute for each power of z
l/(^^ z"^^
an

"

mil

pp.

'Math.

Ann.

BesseVschen

xliii.

(1893), pp.

Functionen

Ill

"

142;

see

also

Epstein, Die

(Bern, 1894). [JuJirbuchilber

die

vier

Fortschritte

liechnung"operationen
1893"1891,

der Math.

845"846.]
t LeipzigerBerichte, xxi.

(1869),pp.

221"256.

[Math.

Ann.

in.

panding
ex-

the

(1871).pp. 581"610.]

292

By reasoningsimilar
that the domains
the

are

BESSEL

OF

THEORY

that

to

it is easy to shew
of the series Sa^ J^ {z)n,i{t)and 2a,i{zjty^

given at

of convergence

the end

" 91,

of

same.

The

have

reader should

in verifying
the
difficulty

no

curious formula, due

Kapteyn*,

to

n"(o

(10)

The

9*41.
The

-2^/;'o..(J|-,)rf^.

formulaef 07' n" {t).

recurrence

to " 9"11 (2) and (3) are


corresponding

formulae

|n"'(o
^H^-5^-??4",

(1)

"

(2)

(2/0n/ (0

-^

(3)

(2/0Ho'(0

There

to

seems

Neumann

Take

and

be

2z/{t' zj
-

t-^

2n, (0

is that described

-zi

(z)

The
in

method

by

which

| 9'11.

observe

that

{J\-,(z) /Vi (z)]/"'


-

regard to t,and with regardto

z,

that

Jo (z)/"'(z)Ho {t)+ zl

zl

[J\_,{z) J\^, {z)\n" (0/n


-

[J^^.,{z)-J\+,{z)]{n^{t)-n,{t)]|n.

comparing these res'dts,it is clear

(0-

m,

expansion" 9*4 (1),and

differentiations with

"

Tn}

expansionof " 2*5,

2 J"o{z)J:

by

iHo {t) in, (0,

these formulae

the fundamental

find

71

simpleanalogue of " 9*11 (1).

no

obtained

that,by Hansen's

On

("^2)

We

[CHAP. IX

FUNCTIONS

e"Jn'{z)^n{t)+

n=0

that

\J\^,{Z) J\^AZ)\ .[Unit)-^o{t)]ln


=

0.

M-1

On

selectingthe coefficient of Jn{z) on the left and


" 9'1),we at once obtain the three stated formulae.
(cf.
*

Ann.

LtipzigerBerichte, xxi.

Sci. de VEcole

norm.

sup. (3)x. (1893),


p. 111.
(1869),p. 251. [Matli.Ann.

iii.

equating it

(1871),p. 606.]

to

zero

9-41, 9-5]

ASSOCIATED

POLYNOMIALS

293

Oegenbaner's
generalisation
of A^eumanns
polynomialI^nCOIf we expand z'^'^^l{t
z) in ascendingpowers of ^ and replaceeach power
series
of productsof Bessel functions given in " 5"5,
a
z by its expansionas
find on rearrangement (by replacing
s hy n
2m) that
9*5.

"

of
we

"

2'"+" +

"

i |, r(ju+ |^+l)r("/ + ^g+ l) {fM+


(m=o~ r{fi+v^s+l)

t'-"'

s^o

00

()

JfjL
+ ^s +

" A" 9/x +

(ft+

2?n

"i"

(w=0

\^)

+ As +

??i

supposedthat |^ |" |i | and

theoretical difficulties than

then

are
consequently
equation

(1) Bn,^,,{t)
=

the

m)

+ -^n-m+l)T(fj,+
) r (i/
n

-'Im

v-{-n-

m)

l)

of

greater

" 9"1.

defined by
polynomial5".^_^(^),

the

-^3

formulae, none
be noted

l)V{v + \n-m

l)V{fi+ v+n-m)

by Gegenbauer*; it
investigated
of which are of a simplecharacter.

polynomialwas

It may

ml

corresponding
rearrangement

^''V{lx+ \n-m

recurrence

2m)V in-Vv

the rearrangement presents no

led to consider

We

This

2m

the

+
m\V{iJi,^-v

it is

\^) f

//)r (/A+ i?i

1/

"

"

i'

satisfies various

that

B,n.,.At)=^nt^n{t).
of Gegenbauer'sformulae are worth placing
generalisations
following
record. They are obtained by expanding the Bessel functions in ascending
on
series and calculating
the residues.
(2)

The

^. \^'''^\-^
J,{^t%m6)B,"

(3)
(4)

^.^

J. {2tsin

t-"

2'^+"

(/i+

t;

,,^,At)dt=i).

At) dt
(l")B,n.,,,
1 )r

2/0 r (/x+

(/A+

1/

w) sin" (f"

_
~

n\ r(/i +
X

In the

(5)

3^2(-

n,

1)

sin- "/)).
+ \,\^JL^\v^r\\
^l^\,ii.^"V'^n\\^l"\"\v

in which

case
special

i^+

/x

i', this

reduces

to

^ r"V''/,(2"sin(^)i^,";...(0rf^=2-=''(
LlTl J

This

formula

may
*

be stillfurther

Wiener

equalto ^ttor ^tt.


by taking"/"
specialised

(1877),
pp.
lxxv, (2),
Sitzungsberichte,

218"222.

294:
9'6.
The

The

genesisof Lommel's*

the

which

are

obtain

for
explicit
expressions

The

'polynomial
Rm,v{z).

known

result of

J^ (z) /,_i(z)
{2vlz)
-

used to express Jv+m (-2^)


in terms
of J^ (z) and
linearly
coefficients in this linear relation are
polynomialsin 1/z

obviouslybe

J"-i(z); and

[CHAP. IX

FUNCTIONS

formula

recurrence

.7^+1
{z)
may

BESSEL

OF

THEORY

as

LortimeVs

polynomials. We

shew

proceed to

how

to

them.
the system of

.Z^+i
{z),J^+2i^), Jv\-m-\
i^)from
eliminating
"

"

"

equations
7^+^+1{z)

{2(v + p)lz]J,+p{Z)+ ./,+p_i


{Z) 0,

is

seen
easily

1,

1,

-22-i(i/+ ffi-2),

0,

0,

1,

0,

0,

0,

0,

0,

0,

0,

-2z-'^{v+m-\\

By expanding in
Jv+m (2)is unity;

cofactors of the
and

1,

0,

1,

0,

0,

0,

0,

cofactor of
row

1)

cofactor of

we

see

that

the

cofactor of

0,
1,

-23-i(i/+ m-3),

-2z-i{v

0,
0,

1,

J^-i (2)is this determinant


(" )"^~'
and

-22-i(v+l)

J" (z)is
(" )"'~^

-2z-^{p+m-2),

1,

of the last

first column,

the cofactor of

-2?-i(j/+ m-l),

modified

l),

-2z-^v

by the suppression

column.

("y"~^J^(z) is denoted

thus defined,is called Lommel's


I^m,v{z),
and it is also of degreeni in v.
The

771

...

0,

Jy{z\
J,_i{z)-{2v/z)J,(z),

The

0, 1,

be

to

Jv^m{z\

The

(p

and
by the symbol ("y'^Em,y{z)'"
polynomial.It is of degreem in \jz

effect of

the last row


of the determinant
and column
suppressing
by
which Rm,v ("2')
is defined is equivalentto increasing and diminishing
m
by
and
the
cofactor
of
is
so
J^-i
/
2,"_]
(")'"~^
unity;
{z) (")*"-!
"+i {z).
v

Hence

it follows that

Jy+m {Z) Jv {Z)R,n, {Z) + /^_i{z)i?,"_i,


^+i {z)

"

Math.

Ann.

iv.

(1871),pp.

108"116.

0,

9-6, 9-61]

ASSOCIATED

295

POLYNOMIALS

that is to say

It is easy to see that*


fraction
the continued

2z-'(p+ ni-1)
The
He

function

by

somewhat

coefficients
which

way

It had
recurrence

'

2z-'

elaborate

(v +

2)

2z-'

(i'+

induction

8)

by

of

means

equation(1).

polynomial

to determine

simpler

the

Bessel functions in the

two

by Bessel,Berliner Abk., 1824, p. 32, that, in


formulae,polynomials ^b_i (2),At-i (z)exist such that
observed

9-62

2^-'

coefficients in the

; it is,however,

by usingthe series for the productof


will be explainedin " 9'61.

been

[cf."

where

of the last convergent of

numerator

defined by Lommel
was
R,n,^^,(z)
for the
an
explicit
expression

derived

then

is the
R,n^^{z)

consequence

of the

(8)]
^n-l (z)B,,{z) A,,(z)B"_i{z)=
-

"

^^

^,

,^^^

It

should

Lommel's

be

that

noticed

notation

they

(^0

the

same

shews

P"

"

(x)J

The series for LommeVs

It is easy to

see

Crelier|use

ix)

notation

which

differs from

P"
,

ix)J

{x\

liolynoviial.

J_^_,"(^),qua
)'"
formulae as /"+,"{z);

that ("

recurrence

write equation (i) in the form

,/

9'61.

and

Graft

^y,g^^

integerm, satisfies
of " 9'6 also
analysis

function of the
and

hence

the

that

{Z)
(-)'"./_,_,^

(1)

(z).
./_,{Z)R,n.,.(z)
+ ./_,+,
(Z)Rra-l,.+l

and
(z),
(z)and " 9-6 (1) by ./_^+i
Multiplythis equationby ./,_i

add

the results.

It follows that

(z)+ (-)- /_,_,"(z)/,_!(z)


(2) J,+" (z)./_,+!
=

[Ju(z)/_,+!(z)+ ./_,(z)/,_,(z)]
R,n,u{z)
2 sin

VTT

Rm,v{z),
TTZ

Cf.

t Ann.

Chrystal, Algebra,
di Mat.

(2) xxiii.

11.

(1900),p.

(1895),pp.

502.

45"

fi5; Einh'ilang

tionen,11. (Bern, 1900),pp. 98"109.


t Anu.

di

Mat.

(2) xxiv.

(1896),jip.

131"163.

in die

Theorie

der

BesscVschen

Funk-

296

have

by " 3-2 (7). But, by " 5-41, we

when

Ave

^Qn\V{-

in

1) r(i/+ n)

?i +

last summation

in the

replacen

[CHAP. IX

FUNCTIONS

BESSEL

OF

THEORY

b}-m

Now

p + 1.

it is clear

that
+ 2j)+ 1) !
{V+})m+p+^ (??t

(m+jj

and

when

so,

the series for the

combine

we

2)p

the Bessel functions,


we

productsof

find that
2 sin

vir

"

izT^H-jn

")" (i^)-'"+^^-i

sin

(-)"(m -n)\r{v+
"|"'

vir

n) (|^)-^+^*-^
,

_
~

for which

the terms

("

on

V~

"to

vanish

n"^m.

! (m

n)

of the presence

account

on

'

2n)ir{v

of the factor

+ n)n in the numerator.

When

is not
7?

n^

^s"(-r On

f.\
ii,,,,{z)-

^d;

infer that

we
integer,

an

^^^^

^^"(^Y

n)l r (v + m
n\{m-2n)\r(v
-

^
c

n=o

But

the

(^ +

definition
original

of

"^

n) (|^)-'"+^"

n)

''""1
(

,)-^n^-^n

(t*+ ";

R,n"iz),by

of

means

determinant, shews

that

or
not;
R^^{z) is a continuous function of v for all values of v, integral
.and so, by an obvious limitingprocess, we infer that (3) is a valid expression
for Rjft"(z)
when
is an integer.When
even
z/ is a
negativeintegerit may
be necessary to replacethe quotient
v

^(^

^n

n)

r{v+n)

n-v-n
r{-v-m

^^
^_^",
^
^
^

+
+

l)
+ l)

in part of the series.


The

series

(3) was

result,in
Archiv

der Math.

given by Lommel, Math. Ann. iv. (1871),pp. 108


notation,had,however,been publishedby him

different
7md

Phys.xxxvii.

(1861),pp.

354

"

of
result,dependingon the equivalence
interesting
firstnoticed by Graf*, namely that
was
(4)
R,n,{z) (-)'"Rm, -.-",+! {z).

mentioned,

Ann.

di Mat.

(2) xxiii.

111;

an

ten years

valent
equiearlier,

355.

An

"

(1895),p.

56.

the

quotients
just

9-62]

(Iz)-'" oF, (I
(5) 72,"_
(2) (v)"i
=

orders

[^^ -2{{v
where

and
+

i"

mf

(v

and

(d/dz);

is
i?", (2^)

so

+
+ 4"z^(^'^
If}-']

solution of the differential

2v +

2)(^

2i;

m) (^

,u

p. 251
pp. 332

2) ;

equation

4^-^^(^+ 1)^

0.

Ann.
stated by Hurwitz, Math.
xxxill.
(1889),
equation equivalent to this was
a
given by Nielsen, Ann. di Mat. (3) vi. (1901),
lengthy proof of it was
; and
from
be obtained
from the proof just given,may
334 ; a simple proof,differing
"

fornuila

(5).
Various

9*62.

of LommeVs
'properties

We

proceedto enumerate
in his
publishedby Lommel

polynomial.
which
concerning Rm,i'{z),

theorems

some

functions

the
satisfying
=

replacedby any
and, in particular,
are

r,_i (z)E",_",
,+, (z),

F, {z)R", {z)

};,+",
{z)

(1)

formulae

recurrence

same

were

of 1871.

memoir

In the firstplace,
" 9'6 (1) holds if the Bessel functions
other

3^

2)]y

+
An

z"-).

"

[(^ + m) (^ +

(6)

+ my -{vIf]^'^ + {{i'

in, \ -v-m;

of

l,it follows from 1 5"4

"

v,

functions of
productsof cylinder
that it is annihilated by the operator

linear combination

is a
R,"^v{z)/2

Since

I m, -\m;

have

(cf.|"4*4,4*42 ), we

of Pochhammer

In the notation

297

POLYNOMIALS

ASSOCIATED

it follows that

whence

(2) 7,+,,(z)o\_, {z) J,^,,(z)F"_i (z)


R,n,A^)[l\{z)/,_, {z)
-

Next, in

vhy

" 9'61 (2),take


The

m.

be

to

J, {z)F,_,(2)|= 2R,nA^)l{irz).
-

integer; replacem

even

an

becomes

equationthen

2 (-)'"sin
+ J-.-,. {Z)j_,n.l+.{Z)
(3) J,+,n(z)Jm+i-.(z)

VIT.

and, in'the

speciafcase
v

}2,we

R.^,n,.-m{z)l(-7r

get

{z)
J%n^,(z)+ J^_,"_i

(4)

by 2//",and

(-)- i?,,,,i_,"
iz)l(7rzl

that is to say

(2^r--""(2m-n)!(2m-2")!
^,
^
^"
.,,,

J^"+. {z)+ ./-_,"_"


(z)

(5)

"

"

"

This

is the

order is half of
In

of the asymptoticexpansionof " 7-51


case
sj)ecial
odd integer.
an

we
particular,

have

J%(z)

JU(z)

--,

irz

/,

/,

(6)

45

225,

when

the

298
Formula
direct

published in 1870 by Lommel*


expansions (" 3"4)

(5) was

[CHAP. IX

FUNCTIONS

BESSEL

OF

THEORY

derived

who

it at that

time

by

of the
multiplication

^...iWT(-)".-^-,-i
by

followed

of

cases
special

As

/ 2

\*

(7)

\5

2 \^

={~)

(-)"^J_rn-i(2)

j sin
(^^

R"t,
J (^)+

from

deduce

By squaringand adding we

2 \^

/
^

cos

product.

have

" 9*6 (1) and " 9"61 (1),we


/ 2

the coeflQcients in the

to determine

lengthy induction

somewhat

w-(i)*(T.T^-."-;i/'"-

R.^-i,
I (z).

(4) thatf

(z) (-)'"R^m,i-,H (^).


R%n,^ (2)+ R\n-:,^,

(8)

replacem by

if,in " 9*6 1 (2),we


Finally,
replacev hy v m, we get

integer2m

the odd

1 and

then

"

J^^m+i \Z)J

(9)

\Z)

-v+m+i

J^^jn^i(z)
i^z)

J_i,_^_i

"

(3)v. (1901),p. 23, is that

di Mat.

result,pointed out by Nielsen,Ann.


interesting

An

sin v7rR2,n+i,"-,n
{z)l{'rrz)
(-)"""

if

we

have

of
identity

any

the

type

/m (2)"/i, ("2) 0"


+

the

where

functions

"

/,"(2)are

m=o

algebraicin

z,

we

at

can

infer the

once

identities

two

0,
f,n{z)-Rm.v{z)

l(2)sO,
/",(2)/i!".-l,"

m=0

7rt=0

the form

in
identity
by writingthe postulated

(2)} 0,
/,"(Z){J^{z)R,n,v{l)-J.-\{z)Rm-l,v^i

"

7)1=0

" 4-74 combined

and

with

observingthat,by
algebraicfunction. Nielsen pointsout
pp. 331

"

340, that this result leads

in this

to

many

(3),the

" 3*2

memoir, and

formulae for Lommel's

9 '63. Recurrence

Jf+m (2) Jv {z)Rm, Az)=

by

in his

to

seem

(3) vi. (1901),

series of Lommel's
der

Handhuch
be

Theorie

of sufficient

polynomial.

1 and

i^

"

1 ;

on

Jv-\{z)Rm-\

v+i

comparing the

(z),
two

for
expressions

that
=

Math.

t This

Ann.

result

11.
was

der

practical

(^)lR,n,(z).
+ i?^+i_
Jy-X{z) [R,n_,^
(z)} [Jy(z)+ J"^_2
^_i
y+, (z)
*

an

formula

In the fundamental

replacem and
Jv+m {z),we see

its sequel,ibid.

expansions in
interesting

will be found
of these formulae
polynomials; some
Cylinderfunktionen(Leipzig,1904), but they do not
importance to justifytheir insertion here.

"

(2)is not
quotientJ^-i {z)lJv

(1870),pp.
obtained

627"632.

by Lommel,

Math.

Ann.

iv.

(1871),pp.

115"116.

300

THEORY

9"64.

Three-term

It is

possibleto

which

the

from

theoryof

the

from

deduce

continued

polynomials.
formulae

recurrence

by Crelier*.

[CHAP. IX

FUNCTIONS

Lommel
connecting

relations

discussed

has been

BESSEL

OF

relations

The

class of relations

by Crelier

obtained

were

fractions.

J^^m{z)and i^," {z),qua functions


three contiguous
formula connecting
the same
of m, satisfy
recurrence
precisely
of the arguments of " 9*6 (modifiedhy replacing
functions;and so a repetition
shews that
Lommel
the Bessel functions by the appropriate
polynomials)
First observe that

"

(^)(^)Rn-i.f+m+i
Rm+u,i'{z)Rm,^{z)Rn,v+m(^) J^m-i.f

(1)

Next

that

" 9-63 (2) shews

"

in

" 9-63 (2) replacem by m


; it is
{nt+ v)/zfrom the two equations

and

then

eliminate

and

by v+l,

that

seen

\^) Rm,v \^) -f^'m"2,i'+i K^/y


Rm"\,v\Z)"tl'm-\,v+\
~

"

and

so

1.

"

is

the value
It is

the left is unaffected

on

independentof
consequently

(^) 1,
Rm,Az) Rm.f+l(^) Rm+hA^) Rm-l,^+l
due to Bessel (cf " 96) in the special
case
v
essentially

\^)
Rm, \Z)R^n-n+i,
v+n

Rni+i. \Z) Rm-n,


v

so

replacedm by

had

if in " 9"63 (2) we


generally,
found that
should have similarly
More

and

v\^)Rm"n, v+n \^)


Rjn-A,

the value of the function

we

i/

by

+ n,

Rm, \^) tlm"n"\,


v-\-n V'Jy
v

and

into

by changing m
m

"

givenin

Replacem

If

and

since its value when

result

(4)

"

0.

R,n,("2')
Rm-n+\,v+n {^) J^m+i,{^)Rm-n,v+n \^) Rn~i, \Z),

(3)
a

the left is unaffected

on

It is

1.

"

\Z)

+n

consequentlyindependentof
find from " 9-63(10) that
is Rn-,,,{z),
we

result

we

and, since its value when

?";

into

by changingm

Crelier's formula

have

unity,we
(2)

of the function

and

different form
n

by

Lommel

by

1 and

f.

1 in this

?n-

it is found

and
equation,

that

Rn,v\2')Rm,v{z)Rm-n-'i,v+n+\{z)
l^m-n-\,v+n^i{z)
Rin-'i,v{z)
tween
rewrite this equationwith p in placeof n and eliminate Rm-\,v{z)be=

"

the two

we
equations,

that

see

\^)
{^)~ Rp, {z)Rm-^n-i,
Rn, (^)Rm-2}--i,v+p+\
v+n+i
{z)Rm-p-i,v+p+i
(^)J
(^) Rm-n-i,v+n+i
(^)Rm-n-\,v+n+i
R,n^^{z)
\^Rm-p-2,v+p+\
V

""

J^m,v\Z) iin"p"i,v+p+i \Z),

by (3).
we

If

obtain

we

transform

the second

factor of each term

Crelier's result {loc.cit.p.

(5) Rn, (z)Rp-m-i,


v+m+i
V

{z)

"

Ann.

di Mat.

(2)xxiv.

(1890),p.

Rp, iz)Rn-^m-i,v+m+i
v

136

of

" 9'63 (10),

143),

by means

et seq.

{z)
\Z)Rm, v\Z) -tl^;"-ji-i,
f+TH-l

^^atJi. Ann.

iv.

(1871),p.

115.

9-64J

ASSOCIATED

POLYNOMIALS

301

generallinear relation of the types considered by Crelier;it


three polynomials
Rn,,(z),Rp^^{z)which have the same
R,"^^{z),

This is the most


connects

any

parameter

the

and

argument

same

The

z.

formula

be written

may

more

symmetrically

that is to say
S

(7)

^"
Rn,A2)Rp-m-^,pJrm+\{z)
=

1)1, n, p

similar

functions

which
be obtained
may
orders differ by integers.
If we

result

whose

connects

three

any

eliminate

Bessel

'/"+m-i(z) between

equations*

the

\^)
v+n
]''
'J

\Z)

v+p

^^

'J

'J v+in

i^n"m,v+m \^)

'J v+in"i

\^) "ti'n"m"i,v+tn+\
\^)"

\^)
\^) ^^p"}n,v+7ii

'J v+m"\

\^) -'^p"m"i,i'+m-\-i
\^)"

v-\-tii\^)

find that

we

\Z) iip"),i"\,v+m+\
(-2') "' v+p \^) ^n"m~l,v-\-m+i\^)
"

"v

'J

^^

'J

the last
m,

",

n,

v+m

\^) V^n"m^u+in,\^) -t^p"m"-i,v+m-\-\


\^)
J^p"m^f+ni\^) ^n"m"i,i'+vt+i
\^)\

v+m

\^) -ti'p"n"l.i'+n+i
\^) i

is obtained
expression
V by 0, n
m,
m, p
"

"

of (5) derived by replacing


case
special
respectively.

from
i"

It follows that

n, p

m,

and

obviouslywe

can

the

prove
S

(9)

generalequation

more

^,
'^^+n{2)Rp-jn-i,i'+m+i(^)
=

'

m,n,p

where

^denotes

The
Graf

last two

and

Gubler

BesseVschen

[Note.

formulae
hint

use

have

to

never

seem

If

(2) to

we

eliminate

and/SO, replacingv hj

Jv-m\Z)=

resultingequation,
"j

positivevalues

result is

the

of the

{z),

(z)I^m~\,v

\Z)i

have

we

(z)Rm-2,

deduce

v-m

equation

parameter

(-)+"i'-l (-)"?n

1,

+ \

v-m

{Zj-

that

"

that

(^)+ "^i/
+ m-1

(z)Rin~-",
v+1

find that

we

"^v-m {z) Jv (z)R


that is to say

"^'v

By using " 9'G3 (10),we

equations

m,

109.

{^) Jv {Z)R,n-\, (Z)-Jv-\ {z)Rm--2. +

J^ 4.

"

the

J^-i {z)from

m-l

simplifythe
J" (2)

It is

though
previouslystated explicitly,
equations,Einleitungin die Theorie der

Funktionen,ii. (Bern,1900), p}). 108,

been

of such

the existence

at

W^
and

cylinderfunction.

any

-m,

i^9-6

(z)-J^-\ (z)R-m-l,

(1),which

??;,is still true

supposed temporarily tliat


symmetrical,this restriction

may

for

is the snmllest
be removed.

has

hitherto

v+1

(^)"

been

considered only for

negative values.]
of the

intepiers?;(, ",

See also the note

p;

but since the final

at tlieeiul of the section.

302

shall

We

limit

Hurwitz

9'65.

Lommel

of a

[CHAP. IX

FUNCTIONS

polynomial.

that

prove

now

BESSEL

OF

THEORY

(iy-^^".-i(^)
j^ (^).

lim

(1)

252, to discuss
(1889),pp. 250
appliedby Hurwitz, Math. Ann. xxxiii.
has an
of the zeros
assigned real value (" 15"27). It has also
the reality
oiJy{z) when
been examined
52, and by Crelier,Bern
by Graf, Ann. di Mat. (2) xxiii. (1895),pp. 49
result

This

was

"

"

pp. 92

1897,
Mittheilwngen.,

have

" 9-61 (3) we

From

96.

"

'

"=o?'!r(z' +

r(i/ + 7?i+l)
Now

?i

l)' (m-2w)!r(y

l)

write

{m

n)\ r (//+

"

"

1)

{m-2n)ir{v
so

^"''''"''

l)

that
6

If

of 6

numerator

n){m
m){v +

"

{v +

"

"

"

(m, n)

is

numericallyless

"

...

denominator, providedthat
Hence, when

7i "

N, and

1)'

the

in the
in the

N.

"

"

\v\,then each factor


factor
corresponding

in

than

1)

2?/ +

(m
1) ...{v+ m
1)

be the greatest integercontained

now

(m

(m, n)

2N,

"

I6 {m, n) \" 1,
while,w^hen

has any

fixedvalue,
lim
in-*-

is

the theorem

and

Again, since
of values

of

the

(by the

from

'
"=o

!T

(j/+

/I

1)

is established.

of 2

convergence
test due

that

Tannery'stheorem*

"!r(l/+7l+l)

of Hurwitz

1,

"-);"^^""'",

absolutely
convergent, it follows

m-*x"n

{m, n)

Since

to

'

^^

in any

is uniform

"

bounded

that the convergence

it follows
Weiei'strass),

domain

of

+ i)
(i0)''+'"i?,",,+i(2)/r(v+'/"
to its limit is also uniform

Cf.

t An
excluded

in any

bounded

domain

of values

Theory of InfiniteScries," 49.


small
the origin
region of which
arbitrarily

of

z.

Bromwich,
from

this domain

when

[v]^

0.

is

an

internal

point

must

obviouslybe

9-65, 9-7]

ASSOCIATED

the theorem

From

POLYNOMIALS

of Hurwitz

it is easy

fraction for t/^_i


{z). For, when
{z)IJ"

VI-*-

by " 9-63 (1).

On

carryingout
JXo

,/_1-'"h

"

derive

to

./"{z) ^ 0, we

2pz-'

inn

303

have

-^'m,
v+i \Z)

y.

the process of reduction

\Z

infinite continued

an

and

that
noticing

"^2{v+m-l)z

"

9^-1

-'"'"i.v+m
v^y

(I'+ m)

find that

we

1
=

2vz-'

and

+ 1) ^-^
(i.

(2/+ 2) ^-1

(v + m)

...

'

^-1

hence
1

(2)
This

procedure avoids
of the continued

J.-^{^
be

neglected;

9"7.

The

In order
convenient

the

"^V+

is due

to

Graf, Ann.

to discuss

of the
properties

di Mat.

the

wi-s-oo,

last

modified

m-iv^n

-^

(2)

(1895),p.

52.

of Lommel

zeros

it
polynomials,

is

in the notation, for the

define the

"

polynomials.

by making a change
polynomialscontain onlyalternate

gm,v\Z)

7(i

(2)xxirr.

follow Hurwitz

{-yV

(1)

necessityof jn-ovingdirectlythat, when

modified notation for Lommel

to

(i.+ 2)^-1

fraction

the method

Accordinglywe
equation*

so

(17+ 1)^-1 -2

--2vz-^--

that Lommel

reason

element

may

2i.^-i

Lommel

{v +

r{v

powers

of the variable.

polynomialgm,v{z)by
+

m-

the

l)z'''

n+l)

that

(2)

By making the requisite


changes in notation
will easily
obtain the following
formulae :
(3)

g.n+,,Az) {v +

(4)^

gm+^,.-l {Z)

""9"63,9"64,the

reader

\)g"r,.{z) zg",_,^^{z), ["9-63 (2)]


-

vg,n,Az)

in

["^'OS (1)]

(-)"
^5''m-i,.'+i

^^.-..(^)+i/".-i-.,.-:(4["9-(^'K7)]
^^{^''i/,.,.(^)|

(5)

ym+-2

(6)

{z~"'-'
g,u, (z)}
=

dz

g,n+,,.-1

{z)

{z)
(7) gm,Az)g,"+,"+,
{z)-g,"^.^^{z)g,n-i,y+i
=

grn-,:, (z),
.

z'''go,v (z)g,^^+",+i
(z).

case
[A special

This

notation

differs in

unimportant detailf* from

["9-63 (4)]

the notation

used

of

" 9'64 (5).]

by Hurwitz.

304

OF

THEORY

These

results will be

down

the

BESSEL

requiredin

the

analoguesof all the other

sequel;it will
formulae

eliminatingalternate
importance.The eliminant is

The
some

result of

{if+ m)
where

c,n

(z)

{v +

C,n {z)ffm,

{2)

gm+2,u

thus obtain the set of

We

{z) {v +
+

from

2)

the

2)Z'

iU

of

(z),

1z].

"

equations
:

(^)
{v + 4)^G,.

Ciiz)g,^,{z) (i/+ 6) z''g.2,^{z),

write

(3) is

system

g"t_o^

c, (z)g,^,{z)-(u +

to

9'64.

"

(i.+ 2)g,^ {z)


,

(8)

functions

be necessary

not

|"9*6

of

I) [(v+ m){v

[CHAP. IX

FUNCTIONS

4")z'g^,{z),
.

"
=

2m

(v+

2) g^^

c.^rn-^(z)g^_^^

{z)

^(z)-(v+

c.^ {z)g^^

(v + 2s) (/2S+2,(z)

2s +

2)z^g^^o,{z),
"

{z).
^{z)-{v + 2m) z'^g.^^n-i,
v

The

9*71.

shall

We

1/ "

"

cdl

2, in which

u'hen
ofg.2m,v{z)

zeros

giveHurwitz'

now

cl^'^
of gzm,v(z)

zeros
"

reality
of the

case

all

theyare
negative.

is

2.

"

that luhen

also that

of them

one

his theorem*

proofof

real; and

exceeds

"

positive,
except when

is a polynomialin z of degree m, we
observingthat g-2m,v{2)
that the set of functions g."m,v{z),
form
"7m-2,.'(^),
g2,v{z),
ga,v{z)

After
shew

"""

of Sturm's functions.

the real
To

Sufficient conditions

of the set of relations

existence

oi

zeros

prove

that the

We

with

case

are

set

(i)the

(ii)the theorem

that

(/2ot,v(^)-

function
the

of the real variable z,

except

at

the

quotientis discontinuous.

l/'"''"
tA
^^2m,2m-2,
g'^m~2,u(z)
dz [g.an-2,v{z))

have

-r-

W^

where
from

for this to be the

(8),combined

shall

alternate,it is sufficient to prove that the quotient

zeros

of the denominator, where

zeros

" 9"7

alternate with those of


g^m-^^viz)

is a monotonic
g2m,v{z)lgim-2,v{z)

and

2, the

"

r, ..

{z)
g,-, (z)g's,
y

g^,u

| 9'7 (3) it follows

(z)g'r,{z);
"

that

+ (v + 2m) 5l21,"i-l.2"n-2,
^^""m,2,n-2
g-2m~2,A^)
-

Z" S(?B2m-3,m-4
+ (r +
^512R.,,"_i.2m-2
=

SO

2""

2) g%m-^,y{z),

that

^^"m,^n-2 g'^-2A^)
=

{v-^ 2m) 1. {v + 2r) z'-^'^^-' g%r-^,.{z),


r

and
when

therefore,if
V

"

"

is expressible
as
^ 1, ^^2m,-im-2

2.
*

Math.

Ann.

xxxiii.

(1889),pp.

254"256.

sum

of

positiveterms

9-71, 9-72]
The

ASSOCIATED

graph that the real

of

zeros

.-

Sturm's

theorem

The

reason

quotientg^m,
I.

(1918),"

that the number

The

of

on
g^m^vi^)
of the number
of alternations of sign
end of
at the right-hand
i^),
(2')
^'o,."

"

"

zeros

of zeros
is the excess
and not the deficiency
is that the
why the mimber
is
and
function
a
not
of z,
an
function,
(^)
decreasing
increasing
{^)/g2m-2,
version of Sturm's theoi-em. See Burnside and Panton, Theoryof Equations^
v

96.

0, oc

of

of alternations at the left-hand end.

arrangements of signsfor the

The
"

in the usual

as

the number

over

g.2m-2,i"(z)
separate those of ^a^, (^)-

any interval of the real axis is the excess


in the set of expressions
go.m,v{z),
g2m-2,
the interval

305

property is therefore established,and it is obvious from

monotonic

It follows from

POLYNOMIALS

are

or

upper

negative
; and

as

follows

lower

of functions when

has the values

signsare

to

be

taken

of Hurwitz'

the truth

set

accordingas

from

is obvious

theorem

-I-1

is

or
positive
inspection

an

of this Table.

9"72.

Negativezeros

Let

be less than

^"

when
ofg.2m,^,{z)
-

"

2.

"

integers
2, and let the positive

defined

be

by

the

inequalities
"

It will
has

no

has

Provided
zero.
negative
2m is positive.

It will firstbe shewn


with those of

that*, ivhen

negative
zero; hut that,when

one

that

be shewn

now

This

2s

2s"v"-

that the

"

2.

liesbetween

liesbetween

that,in each

negativezeros

2.s and

1 and

2s-

case,

25
2s

1, g^mA^)
2, g.im,v{z)

is taken to be

so

large

(ifany) of g-mA^) alternate

g2"i-2,v{^)-

proof differs

from

the

proof given by Hurwitz;

see

Proc.

London

Math.

Soc.

(2)xix.

(1921),pp. 266"272.
20
W.

B. F.

306

THEORY

By

i(^)f
"'('2^)
+5'2w+i,i'"
9'^^-^,''\^)
1^5'aOT-i,

that

9im,v\Z) \g2m-\,v-A^) 9'2m-\,v\^)\


~

"

[CHAP. IX

FUNCTIONS

quoted in " 9'7,it is clear

of the formulae

means

BESSEL

OF

^- go,n^2,v{^)92^n^^,v-i{z)-g2m~i,v-i{z)92m,
(v + 2m) g\n_-^^^{z)

{v+ 2m) g%n-i,u(z)z-'''~'goA^)9i,"'+27n-i{z)


-

^(v

27n){g\,"^,,^{z)-z"-'^'']

"0,
and
providedthat v + 2m is positive
the
postulated, quotient

is

The

existence

negative.Therefore,in

the alternation

decreasingfunction,and

is

of the system of

of the

the circumstances

is evident.

zeros

equations" 9'7 (8) now

shews

that the set

of functions

+92s-i,M,
-92s-2,A^)"
form

The

functions.

of Sturm's

set

these functions

signsof

+, +,
and

there

are

functions

when

alternations

of

is

^^

+, +,

....

-,

sign.

oo

+,

are

(-)*,

...,

When

is zero,

the

signs of

the

are

", ",

the

(-y9o,,(z)

.-.,

signsbeing

upper

",+,

...,

when

taken

...,(-)*,

+,

"2s

"

"

1, and

2s"

"

the lower

signs

there are
2s"
1 "v""2s"2;
s and
s + 1 alternations
being taken when
2s
has
of signin the respective
Hence, when "2s"v"
l, 92m,v(z)
cases.
2s
2s
has one
1 "
"
2, g2m,vi^)
no
negative
negativezero ; but when
therefore
stated
is
The theorem
zero.
proved.
"

"

"

"

9*73.

Positive and

complexzeros

As

" 9"72,define

the

in

It will

be shewn*

now

"

"

when
of g.^^t,{z)

positive
integers by
-

2s

"

that when

7/ "

2s

"

the

paper

This

lies behueen

"

proof is

of

cited in " 9"72,

more

elementary character

than

"

2.

inequalities

2.

2s

"

"

"

2s and

but that,when v lies between


zeros;
positive
Provided
1 positive
2s
zeros.
that,in
g"im v{z)has m
that m+
V is positive.
has

"

the

"

2s

2s"

"

"

each case,

1, gim,v{z)

and
m

2s

"

is so

proof given by Hurwitz

"

2,

large

see

the

CHAPTER

The

and

functions Ji,{z)

FUNCTIONS

BESSEL

WITH

ASSOCIATED

FUNCTIONS

10"1.

H.

and

E^ (2^)investigated by Anger

F.

Weber.
the propertiesof various functions
chapter we shall examine
certain
definitions are
representationsof Bessel functions.
suggested by
defined by integralsresembling Bessel's
shall first investigatefunctions
this

In

and

Poisson's

integral,and,

functions

connected

with

of which

by Lommel,
The

It is defined

the

by

J, (^)

This

function

It follows

from

distinct.

took

" 6"2 (4) that,

function

the

of the
limit

upper

investigatedthe

(1880), pp.

cussed
^TT

noted

by Anger

B in the

"

is

that

the

i
=

I"sin(v0

should

reference

function

"

terms

of

co"{v6-ziim6)dd=z-

der

la Conn,

give Anger's
t Zurich
of

name

des
to

cos2

Naturf.
V"

Additions

vn

range

of

cos

E"

J^ (2)and

integration,

by Lommel,

to researches

cob

6)dd

(vd -zsin

Jt,(z)+ sin

(j/^-2 siu ^)
p. 15

vtt

(1855),pp.

v.

"Z^

2iT
cos

vn

(2

(cf." 10-12),but

E^

"

f) siu
as

actually dis-

was

(2); for, if

/""^
I cos

--

'

which

replace 6 by

we

get

we

he

(21/77-1/^ +

sin

^) 0?^

(z).
"29. It

was

shewn

by Poisson

that

I'TT,

did

no

more

it

seems

reasonable

function.

xxiv.
I'iirteljahrsschriJ't,
(1879), pp.

Hv(z).

also

0) dO.

(i*^- 2 .sin 6) d6

cos

Ges,. in Danzig,

Temps, 1836,
the

sin

also be made

27r_/o

Schriften

he

equation

/""

Neueste

but

v.

and

Weberf,

are

/'2'r
1

half of the

to

the

by

order

n.

J"(^) is

function

and

F.

H.

by

by Anger*,

the

27r; and

functions

two

studied

was

of argument

later

defined

integer,the

be

integralvalue

the

has

J" (^)

as

function

easilyexpressiblein

right-hand

27r_/o

integral.

183-208.

/"Sn-

1
"

be

may

Bessel's

^) f/^.

when

an

integralto

E^(e)

this function

with

Ann.

type

discussed

was

connexion

is not

It

suggested by

sin

Jn(z)

to

when

the

E, (z)

xvi.

J^ (z),is

Anger's

function

(2)

Math.

several

propertiesof

particularcase.

1'cos(i/^

same

of

as

function

similar

obviouslyreduces

convenientlydescribed

In

examined,

gral
inte-

class of functions, first defined

study a

are

We

equation

(1)

he

functions

be

to

discussing the

shall

!'"(z) we

Bessel

first function

after

whose

33

"

76.

Weber

omits

the

factor

l/iriu

his

nition
defi-

10-1]
To
in the

ASSOCIATED

FUNCTIONS

309

expand J"(z) and E^(^) in ascendingpowers


and proceedthus :
integrals
I

sin" 0 sin v6d0"

cos"*

^VTT

sin

cos
(f)
v(f)d(j)

cos"'
0

TT

!sin

^j/tt

2'"r(im-|i/ + l)r(im
a

formula

due

0 sin {^vir+ vcf))


dcf)

by

^tt+ (}ifur

hw

"

of z, write

ii.+ l)'

Cauchy*.

to

In like manner,
'^

"

n
sm'"rn d

aja
/'^cf^

cos

Jptt

! COS

'"

"

^i-

"

=--

z,

-"

But, evidently,
I

J,(^)=so

00

\i

\m,

^lin fn

( _\tn

sin^"*^cosi/^(^^+-

^2m+l

'^V

:i

,,

fn

sin^"+' ^ sin ?/^fZ6',

Tvr

that

(3)

J^ {z)

{-y-(^zr

^vrr X

cos

=0

(m

|j.+ 1) i' (m

sinii'7r S
r

=0

and

^2/+ 1)

(m

ij/+

1)r (/w+

1;/+

1)

'

similarly

(4) E, (^) sin ii^TT S


=

(-)-(l^)^
+
or(m-iz/+l)r(m
cos

"

1
|z/7r

r (m

,"=o

These

results may

be written

J^{z)

sin

22

"
_

i;2

22
("

Ll'-^'
1

"

COS

(6) E.(^)

(l'-I^-)(S--Z^2)(12_j,2)('32_j,2)(52_y2)

vir

Z*

2-

1--

9i_

VTT

T.+,-^
J/-

(2--i;^)(42-i;-)
^""'

I'TT

The

memoir)

equivalentto

formula
in

17, 1854;

see

Mem.

(l^-I/^XS^-V^)

_r--V-

IT

Results

these

were

correspondingto (5) was


to Cauchy which
was

letter

ComptesRendus,
sur

...

^2)(4-2^2) {2?-v^)(^^-^
(G^-j,^)
j.2)

vir

TT

COS

"

s^

VTT

1 +

(-r (W^^'
+ f)
1) r (m + ii/

1^^+

in the alternative forms

smvir

(5)

ij.+ l)

les

xxxix.

""

(12_j,2)(32_j,2)(52_j,2)

givenby Anger

and

Weber.

given by Anger (beforethe publicationof his


communicated

(1854),pp.

to

the French

Academy

128"135.

integralesdefiniea (Paris,
1825),p. 40.

Cf. Modern

Analysis,
p.

263.

on

July

310
For

it is convenient
("10'7),
subsequently

will be apparent

which

reason

[CHAP. X

FUNCTIONS

BESSEL

OF

THEORY

to write
z^

z^

"*"

(7)

Sq^v\Z)

(8)

s_,^,{z)

,.2\/Q2_,.2\
/'12_
(p_j;2-)(32_j,2^(1^-7^0(3"
i/2^(52-I/-^)

-.^
I2_y2

"""'

1
-

-,

z^

^-

^,,^22

^2)

(z)

s_i

E,

(z)

-^

(z)

So,.

7r

(11)

v6

cos

from

formulae
following

the

(^).

5_i,,

TT

It is easy to deduce

(^'X

i;(l-coSi'Tr)^

l-4-cosy7r
-ci

'

TT

TT

(10)

"

5o,

/iA\

"

j^sini"7r

sini/TT
/
\
T
J,
{z)

(9)

"

^2-)

^2-)
(42

have

and, with this notation,we


/n\

(22

^2

cos

(z sin 6) dd

cos

sin d)dd
(2^

sin

(^ sin 6) dd

sin

sin 6) dd
(2;

"

sin

(1

i^tt

these results
s_i

(2),

Jo
sin vd

(12)

"

vrr)

cos

"

s_i

(z),

j,

Jo

(13)

sin vd

sin

i'tt

""

(z),

Jo

(14)

vd

cos

(I

cos

1/

sin

i/tt)*" (2^),
.

"/

riff

(15)

(16)

cos

cos "^)
rf(^
i'(^cos (^^

cos

v(f"sin (zcos 0) cZ(^

sin

(1906),pp.

Also, Hardy, Messenger,xxxv.

158

6)

(v^-2sm

sm

proved that, when

10*11.

"

is

positive,
zero,

or

equal to hn

is

-r

-."

COS

fi"^

wI/TT

Jt,{z)+ J^t,{z)=

"

COS

,\

-r

J^{z)

"

"

)j"

is 1, 0

or

Anger'sfunctions.

COS

{z COS d")d(p,

Jo
,

J_^{z)=

vd)

4 sin Ai/7rr*''
/

where
(2),

" 10*1 (9),(10),(15) and (16) that


TT

{2)

?;" Jn

negative.

the formulae

from

4
/I

(1)

-3-,

his functions
with
Webe7-'s formulae connecting

It is evident

620.

"

real,it

is

611

the integral
166, has investigated

"

Jo

namely
section,

LVii.
(2),(1868),pp.
by Unferdinger,Wiener Sitzutigsberichte,

examined

accordingas

in this

(n6-cosd)dd,

has

COS

lesin*
J

and

discussed
resembling the integrals

Integralssomewhat

been

-|-i/7r
(^'X
s_j

^vir ^o (z).

cos

Jo

have

"

'

"

,.7,

cosv(f"sin{zcos(b)d(p,

"

TT
.

10-11, 10-12]

ASSOCIATED

(3)

E^(z) + E_^(2)

(4)

E^ (z)

It follows

on

J, (z)

1/0sin (^cos A) d^,

cos

"

^^

I
'

addition
cot

E_^ (z)

311

FUNCTIONS

(zcos 0) dxf).

v"b cos

cos

that

IvTT[E^(z)

(s)} I tan |i/7r


{E^(^)+ E_^ (z)\

E_^

that

so

sin

(5)
and

I'TT

J" (z)

cos

i'tt

E^ (z)

E_^ {z),

similarly
sin

(6)
The

formulae

The
Weber

recurrence

have

been

It is evident

E^ (2:) J_^ (z)


=

(5) and (6) are

cos

"

due

i^tt

J^ (z).

Weber.

to

fornmlaefor J^(^) and E"(^).

Recurrence

10'12.

vir

which

formulae
determined

by

functions of

Anger

J^ (2)
=

(cos

TT

j0

{v6

cos

sin

dd
6^)

Zj

f":^{sin(i;^-^sin^)}r

-"

2 sin

vir

TTZ

and

--"R^{z)=~V
f

E,_, (z)+ E,+, {z)

")sin {vO

6'

cos

^\^^.{cos{vO

TTZ

sin

sin 6) dd

d)\de

f'C'

2(1

coSfTr)

"

TTZ

It is also very easy

that

to prove

j._, (^)

(s)
j.,+,
-

j; {z)

1e,_,(^)-e.+,(^)-2e;(^)
From

these results

we

deduce

the

2i/
,

(2)

j,_,(^)-j,+,(^)-2j;(^),

I/)J, {z)

(^

(4)

("^ v)J, (z)


-

0,
o.

sm

TTT

J._,(^)+ J.+:(^) -J.(^)-

(3)

eightformulae

(1)

and

that
integrals

(2)
J"_i (z)+ J".+i

by the

Weber.

the definite

from

satisfied

are

J,_i (2)+

-^^

(sini;7r)/7r,

zJ^+, {z) (sinj;7r)/7r,


-

312

OF

THEORY

E,_,(^)-E,+i(^)

(6)

(^ + z.)E, (2)

(8)

(^
^,

Next

E,_i (^)+ (1

v)E, {z)
=

[CHAP. X

FUNCTIONS

2E;(^),

(7)

where

0E,+, {z) (1

i/7r)/7r,

cos

i^ttVtf,

cos

usual,stands for z(djdz).

as

the differential

construct

we

y2)j^ (^) (^

(^2

so

BESSEL

""

equations;it is evident

that

J,)[^j^_j (z)+ (sin7/7r)/7r}

(^ +

{vsin v'Tr)l'Tr

J"_i (z)
z--)

"

"

z'^Jy,
(z)+ (zsin v7r)/Tr (vsin z/7r)/7r,
-

"

that
T7

/ \
V^J^(^)

(9)

(^

sin
I')

7"7r
.

TT

We

also have

C^' v')E, (z) {'^-v) {zE,_,(z)+ (1


=

so

"

(^ +
^^

E^_i (^)
i^)

2^

E^ {z)
"

z(l +

cos

i/7r)/7r}

cos

(1

i^7r)/7r

cos

y (1
i/7r)/7r
"

cos

"

v'ir)l'ir,

that

V,E,(^)

(10)

vr

TT

Formulae

obtained
equivalentto (9) and (10) were
by Anger, Neueste Schriftender
and
xxiv.
Danzig, v. (1855),p. 17
by Weber, Zurich Vierteljahrsschrift,
formula
(9) had been discovered earlier by Poisson (cf." 101).
47, respectively;

Naturf.Ges. in
(1879),p.

10" 13.

in
Integralsexpressible

terms

of

the

functionsof Anger

and

H. F. Weber.
It is evident

from

the definitions that

rex^{"i(vd-zsme)}de.

J^(z)"i-E,{z)=-

(1)

with formulae obtained


of this result,combined
By means
definite integrals
in terms
is possible
to express numerous
Thus, from " 6*2 (4) we have
Bessel,Anger and Weber.

(2)
when

larg^

e-''"-"inh"dt
the

"|7r;

result

^-

is valid

in

(3)

when

|arg^|

|7r,provided that

have

r
0

e-'^-^-i''
dt

-^
sin

I'TT

622, it

{J,(z) J, (z)],

"

of the functions of

R{v)"0.

Again,we

""6"2

I/_, (z) J., (z)},


-

10-13, 10-14]
SO

that, when

ASSOCIATED

combine

we

FUNCTIONS

313

(2) and (8),

"

f e-2"i"h"cosh

(4)

dt

vt

h7r tan

{J,(z) J, (z)] \iv|E, {z)+ F, (z)},

vtt

e-"'"''' sinh vt dt^hir

(5)

cot

| i/tt {J,(z) J, (^)j


-

[E,(^)+ F, (z)].

tt

Jo

I e~^^"'^^^
cosh
integi'al

The

pt

dt has

ah-eadybeen

but
("6'3);

evaluated

Jo
^

.'0

does

not

powers

of

in a simpleform; its expansionin ascending


expressible
from the formula of " 6'2'2 (4),

be

to

appear

be obtained

can

2 sin

2 /"'^

/_^ (z)+ /. (z)

f"^

VTT

g-^^^o^'^*
sinh vtdt,

;'^f^^+

e^"="*^
cos

but, since
T"

i"

/I

.-.

"'""'"'"

The
9"33

formulae

i^TT

"

I'

"

7/i

,\

is an

2-

'

be evaluated

cannot

nugatory when

(2) (5)are

'""

"

consideration

under
integral

the

(" )*"sin

W(ir+^=^'('

7,1

"" ''"

-^"-^

in any

simpleform

but
integer,

from

"

*.

""6'21,

have

we

f'e"f"

(6)

i"h'

dt

l {.%(z) ttE, (z)

TT

Y, (z)},

Jo

g-nl-z.uAU ^^

(7)

(_y.+

(^)+ ^E, iz)+


{,S;^

TT

F" (^)}.

io
The

integrals

associated

'^

./0
been

have

noticed

sinh 0 rf",
.' U'
'

Whipple,

Proc. London

10-14.

"in

COJS

these types

Jo

sui

Math.

Soc.

(1885),p.

in researches

occur

(2) xvi.

cosh ")c/i!
(.f

e""^

by Coates,QuarterlyJournal.,xx.

of
integrals

Various

COS

e-"'

(1917),p.

on

diftVaction

by

prism ;

see, e.g.

106.

oflargeargument.
of Anger- Weber functions
expansions
Asj/mptotic

It follows from

" 101

(2)that, in order

to

obtain the

is largeand |arg^' |"^-7r,it


l^-j
asymptoticexpansionof the integrals
of J"A^)

260.

when

gTvt

"

zsmh

asymptoticexpansion

is sufficient to

obtain

the

^Jf

Jo
To

carry

sinh
*

out

t in
i^f/cosh
See

shall
we
investigation
of
series
ascendingpowers

this
a

expand

cosh

t
vt/cosh

and

of sinh t.

Anding, Sechsstelline Taft'lnder Be-fttelschen Ftinktionen imanhiriren Arfiumeuts (Leipzig,


Moth.
die Furtschritk' der Matli. 1911, pp. "l'J3" 494],and Takeuehi, Tohoku

1911) [Jahrbuchiiber
Journal,

first

xviii.

(1920),pp. 295"296.

314
If e^^=

have, after the

u, we

SO

II

-*"

^"

" 7"4,

of

manner

^h

^'"-^\y

"

[CHAP. X

FUNCTIONS

f(u + .llu+)

W*" +

BESSEL

OF

THEORY

l/uh ]

v\t

\d^,

that

coshz.^

^i"'-^{^-l)d^

r("+.i/"+.i+)

c?r.

"

(2m)!

TT

and, if
to

take

we

so

in

be that shewn
(wH-,l/M+.l

largethat R(p + ^"^v) " 0, and


Fig.15 of " 7 "4,we find that

i''~i

^P+

then

take

the contour

d^

(^- 1)^-1 {(t-l^'-4fsinh*"]

2iri]

(-)Pcos^y7r (^xP-^^-^jl -xY+^^-^dx


_

Jo

TT

If

and

{-)Pqo^Ivttr(p+i

^i ^1, since

0 ^

1 + 4ic (1

It follows that, when


cosh vt
_

"

TT

in the form

^i/)r(p 4-^-^1/)

a;)sinh'-^ ^

R{p "\-\"\v)^Q,

COS^I'TT 'i'
(-rr(m

cosh t

"

(2jO)!

TT

where

4a;(l a;)sinh2i

be written

real,the last expressionmay

t are

1 +

1.
we

have

KWr(m
(2m)

m=o

^-i.)

^2 ,i"h ^""

(2;?)!
For

complex values

the condition
reader

0 ^

will be

sections of

^j :";1

familiar

Chapter

Similarlywe

equationhas to be modified by replacing


by a less stringentcondition, in a way with which the
in view of the similar analysisoccurringin various

of

and

this

vii.

have
1

nu+,iiu+)

316

OF

THEORY

BESSEL

[CHAP. X

FUNCTIONS

ofAnger-Weber functions
Asymptoticexpansions
oflargeorder

10*15.

and

argument.
We

obtain

of a type similar
asymptoticexpansions,
in Chapter viii, which represent J^ {z) and
expansionsinvestigated
when
iV \and |z \are both large.

shall

view

In

now

of the results obtained

asymptoticexpansionsof

in

" 1013,
integrals

the two

it will be

the

to

adequate to

E" {z)

obtain

-f
TJo

in

As

Chapter viii,

write

we

where

/3:$ tt and

0 ^

(I)

We

is not

first consider
/

cosh

1/""

zsinh"-7/

j g"
'""Jo

increases
steadily

shall take this function


It is easy to shew

of ^

that

"
T

as

z("coshy+sinh

from

0 to

00

variable

new

t) ^/

When
vizis positive.

it is supposedtemporarily
that

t cosh 7 + sinh t

iri.

integral

ttJo
in which

cosh 7,

nearlyequal* to

the

g"

(a + t/3)

as

cosh 7 is positive,

^ increases from

0 to

00

we

t.

is

of t, except possibly
when
a monogenic function
(2%+ 1 ) Trt cosh -y+ sinh-y+ y cosh y,

where
is an
of these vakies of t is a real
n
none
integer;and, when coshy is positive,
positivenumber ; for,when y is real,(2?i+ 1) Tr/cosh y does not vanish,and, when y is a pure
the imaginary axis and the originis not one
the singularities
on
of
are
imaginary ( 2/3),
them
since y is not equal to iri.
=

The

expansionof dtfdrin ascendingpowers

a "-m

;(o+)

where

and

a",
'"

so

powers

a,"

"

liri J
.

rrrr,

we
particular

l/t in

expansionof

cosh

2(1

of

in

cosh

7)^'

'

24(1+

cosh 7
cosh 7)7'

" 83,

we

are

now

in

positionto

write

expansion

(1)

fV''*-^"*"h"(^"
i lML?i"
~

Expansions valid

near

ascending

54 cosh 7 + cosh- 7
720(1 + cosh 7)10

225
'3

general theorem

'

7'

'

t"^*"-!

the

the

1+

the

2iri

dt
/"(+")
j
t^'"+"

have

1
_

From

T--""+i dr

is the coefficient of

of t. In

'

^
dT

T-

.
"

is

T-

dt

"

r^

of

Tri

are

obtained

at the end

of this section.

down

10-15]

317

FUNCTIONS

ASSOCIATED

far,been established
; it has, so
expansionis valid when vjzis positive
that jarg^-j
"
the hypothesis
^tt,but, by a process of swinginground the
on
the range of validity
the
in the r-plane,
to cover
contour
may bo extended
domain in which |arg z \" it.
This

Next,

If

that cosh 7 is real.


for its equation

sinh

modifications

the

consider

we

write

we

sin y8+

It

sinh

studythe

in which

curve

cosh

by

"1"(ti,
v) is unaffected

Since

cosh

cos

cosh

-f

which

on

curve

sin

by methods

is real has

0.

resemblingthose

write

sin /3 +

u+iv,

by abandoningthe hypothesis

the

has to be examined

shape of this curve


" 8'61. For brevitywe
The

of

caused

cosh

of

change

It is evident

" 0.

cos

sin

cf"(u,v).

sign of

both

that the

curve

and

has the

first

we

o,

originas

its centre.
Since

it follows that, when


value of u, and

has,

at

most,

multipleof
0

When

the

so

has

and, when
"

"

"

/B

ir,

00

t')
=

value of

the maximum

cosh

(J)(+

"

sin /5 {1

tanh

"a

contour

does
"

not

the

meet

00
,

y)

CO

"

^{u, v),qua function of

line

"

tt)
=

"

/3

(tt

is at

u,

"

ir

/3)cot /S}.

0 has
or

no

real root, and

so

the

(by symmetry)

the
line

fB.

providedthat the point (a, /3) lies in one of


"1"(a, v)=0
1, 2, 3 in Fig.21 of " 8-61, the contour
the shape of the contour
continuous
curve
indicating

Hence

the

is

being

the equation^ {u, /3


negative,

TT

only one

is infinite whenever

of these

one

If this is

for

have

TT, we

"

"

sin v,

tt.

the value of "I"(u, v) then

a,

real roots ; and

two

sin /3 + sinh

assignedvalue, d(i"/bu vanishes

any

equationin

"I"("

sinh

9"I"{u,v)/du

the domains
lies as
when

bered
num-

in
a

Fig. 25,
is positive

Fig. 25.

and

the broken

curve

increases is marked

the

by

an

shape when
arrow.

a.

is

negative;the

direction in which

318

OF

THEORY

It follows that
domains

the

BESSEL

[CHAP.

FUNCTIONS

is valid when

expansion(1)

(a,^) lies in any of the

1, 2, 3.

Next,

have

we

consider

to

the

asymptoticexpansionwhen

(a,/3)does

not

To effect our purpose we have to determine


lie in any of these domains.
the
"t"(w,v)
0 which
destinations of the branch of the curve
passes through the
=

origin.
Consider
'^

first the

(a,v) has maxima

at

"y =
V

the

cannot

curve

to

the

is the smallest

strip
"

a "

cannot

curve

line

/3 and minima

"

and

when
positive
line

the

cross
cross

goes downwards
until it gets below

tanh

cross

goes off to

function

the

the

the

below

the

tt.

"

originis therefore
v=

^Ktt

"

which

point at
pointat
+

"

which

confined

/3,where

which

{(2K + 1) tt

line

(2K

"

in
infinity

/?}cot /9"

1) ir

0.

^, and

it

so

the direction of the line

"

crosses

the

^Kir.

get

we

(ML?^

r'^^',-.t-.sinh.^^^ L 5

get

we

(2-)!a.
l[^^^^%-.-"i..h.^,^l
V

(3)

TTJo

7r""

By combining these results with those


expansionsfor the domains 6a
asymptotic
If,however, y3is obtuse and
w

the
L

is

the

"

-atanha-{(2Z+

e-"^-

-"'^

/"-x+(2i+i)7r;

in

" 8'61,

below

(a,tt

"

line

/Sjcot y8"

goes below the


13)and it does not
v

"

(2L

0.

get
S

^dt^-

l-^'''
,

get
1

the

which

branch

along the

obtain

we

7a.

and

1) tt

while,if a is negativeand ^ is obtuse, we

l\

z"^"-'

obtained

and /3 is obtuse, we
Hence, if a is positive

the
positive,

origincannot cross the line


i"-axis again,so it must
go to
is the smallest integerfor which

at

(5)

"

the line

while, if a is negativeand /3 is acute,

(4)

"

where

at v

above

at

(2)

cross

the line

and /3 is acute,
Hence, if a is positive

axis of

The

is greater than

which

integerfor
1

The

that "^(a,v) is

branch

The

TT.

it cannot
similarly

and

TT,

"

1) tt

and /S is acute.
positive

"

it follows
positive,
Hence

{2n

is

(2??+ 1) tt + /3,
fi tt)is now
being greater than the preceding;and since (f)(a,

minimum

each

in which

case

/9mV
.-."-"i..^'*~i
S "--|i^".
00

1) tt,

10-15]

ASSOCIATED

FUNCTIONS

319

By combining these results with those obtained


asymptoticexpansionsfor the domains 4, 5, 6b and
Since

give the

not

(1) is the onlyone

formula

for a," when

consider the

(II) Next

Qvt-zsm\it
^^

only difference between this


the sign of cosh 7; and so, when
have
5 in Fig.21 of "861, we

a,/ is derived from

1106.

r*
/

g-zi-"coshy+sinh")
(^^

and
7

the

previousintegralis the change in


1, 4,
any of the regionsnumbered

lies in

cosh 7

'

be

cosh 7,
9

(1) failed when

this

deal with

after the method

of

(1- cosh

7)^'

^'

"24(1

" 8-42.

"

so

cosh

that

-cosh

7)

the

'

pansion
previousex-

write

we

case

vrjo

when 7 is small,justas
significant
was
nearlyequalto iri.

z{\

"

e),

It is thus found

"

sinh^,
that

oC^

TTJo

'Sir ' 0

and

namely

^'

expansionfails to

To

(1854),p.

".

This

y is zero,

by changing the signof

a",

,_
_

shall

TtJo

The

the

integral

TTJo

^"

we
practical
importance,

largeand

xxxviii.

i"^-'

where

is

by Cauchy, Comptes Rendus,

obtained

obtain

^-^-^'"^(^)

was

is of

" 8"61, we

76.

expansionsin greater detail.

other

approximate formula

An

which

in

m=0

hence

(7)
A
p. 313.

result

e"'

equivalentto

S
"""'^'rfi~^

this has been

.i^a,m+i,

given by Airey,Proc. Roi/alSoc.

"

xciv.

A, (1918),

320

THEORY

10*2.

Hardy

OF

BESSEL

generalisations
of Airys integral.

considered
by Airy and
integral
manner:
by Hardy* in the following
The

If

sinh

Stokes

has

("6'3)

been

generalised

"^,then
{2
1

cosh 20

46'-+ 2

2 sinh

3"/"

85=*+ 65

2 cosh

4(^

16s* +165^

I,2
and

[chap. X

FUNCTIONS

sinh

h"\)
=

32s" + 405=* +

10s,

generally
2

^?'jj
nc^ {2s)\F,(- ir.,i
=

In ; 1

l/s%

SI

the cosh

sinh

or

Now

being taken accordingas

is

even

odd.

or

write

Tn (t,
a)

si^,(- in, 1

P.

1
-

;1

7j

4a/"0.

that

so

f^ +
r,ao)
T.,{t,a) t^ +
T, (t,a) P+

Then

the

2a

f]at

iaf

three integrals
are
following

"

Gin

(1)

'2o?

generalisations
f of Airy'sintegral
:

{a)=i^ Tn it,a) dt,


cos

Jo

Sin(a)=

(2)

sin

Tnit,a) dt,

Jo

Bin

(3)
be shewn

It may

;[that

(")=["
a)}dt.
exp {- Tn (t,
the

first two

or
negative)if n
(whetherpositive
is complex ; and it is
a
converges when
function of a.
an
integral

real

When

is

of Bessel

functions

other two

involvingthe

Before
which

; but

when
function

to

the

obvious
fairly

third

is

integral

that Ein

(a) is

in terms
expressible
first only is so expressible,
the
are

of H. F. Weber.

we
evaluatingthe integrals,

reduce

indeed

is odd, the

But

2, 3, 4

three functions

the
integer,

even

an

convergent when

are
integrals

Cin (a) and Sin (") when


Gin (a)+ iSin (a)

observe
a

functions
integral

exist

is real ; for take the combination

exp

that

{iTn {t,a)}dt.

Jo
*

Quarterly Journal,

t The

xli.

in
sine-iutegral

pp. 168"182.

[3Iath.and

the

(1910),pp. 226"240.
case

"

was

examined

by Stokes,

Phys. Papers, ii. (1883),pp. 332"349.]

X Hardy, loc. cit.,p. 228.

Camb.

Phil.

Trans,

ix.

(1856),

10-2, 10-21]

ASSOCIATED

when
taken round an arc of
integral,
the origin(the arc being terminated
by

Jordan's lemma, the

By

with

radius R

at

centre

tends
complex coordinates R, Re^'"'"'),

with

321

FUNCTIONS

to

zero

circle of

the

points

R^^oc

as

therefore

And

rooexp(j7r?7")
+ iSin (a)
Cin (cc)

ei-^'/n exp

where

te"^"''"; and

"

of

integralfunction

an

be treated

Cin (cc) i Sin (a) may

combination

dr,
{- T" (t,oLe-"'"'^)]

integralis

last

the

{i1\ {t,a)}dt

exp

in

similar manner,

The

a.

and

the

result is then evident.

ofAiry-Hardy integrals
of even

'The evaluation

10'21.

To evaluate

Sin {a), Ein{a) when n is even,


integrals
Cin{oL),
and then, making the substitution
a is positive,

the three

that
temporarily

suppose

in the

we
integrals,

order.

2a* sinh

find that,by

we

{ujn)

" 6'21 (10),

2a* r""

Cin (a)+ iSin (a)

sav

Cin (a) + iSi, (a)


If

we

In

^^^

{e*"^'/"
J-vn (2a*")
-

equate real and imaginaryparts,we

e-*-V" J,^^
(2a*")}
.

have

similar manner,

""4 (a)

2a* T"

that,by

exp

"

"
so

du
i cosh u) cosh {ujn)
(2a*"

iriain-' e*'''"
iTi/^^^'
(2a*"),

that is to

exp

"

(" 2a*" cosh u) cosh {u/n)du,

" 6-22 (5),

(3)

^V"(a)

(2a*/n)iiri;."(2a*").

Tljese results have been obtained

on

the

that
hypothesis

is positive;
and

functions of a which reduce to


expressionson the rightare the integral
Hence,
or negative.
Cin (a),Sin (a)and Ein (a)when a is real,whether positive
when a is negative
the equations
(1),(2),(3)are stillvalid,so that,for example,

the

we

have

^*" ^"^
"

whether
W.

vilT(,n + l-lln)
2wsin(j7r/r0,,?o
a be positive
or
negative

B. F.

"

"

J,,
pil r{"u

l +

Vn)\
2T

'

322

OF

THEORY

Hence, replacinga by

"

BESSEL

/3,we

that, when

see

[CHAP. X

FUNCTIONS

and
/3 is positive

is even,

then

" 4-31 (9) that,when


annihilated by the operator

It follows from

8i,i(a) are

and

that

Einia) is annihilated

the

of the

case

because
the definitions,

from
directly

the

twice under

evaluate

it is difficult to

the

not

obtain

obtained
integrals

Gin (a) when

is odd,

and
Gin{oL)

this result*

by differentiating

convergent.

of Airy-Hardy integrals
of odd

The evaluation

10"22.
To

signare
integral

functions

^,2Qn-2

functions

first two

the

the operator

by
-Z

In

is even,

we

suppose

order.

temporarilythat

is

and then, by " 6"22 (13),


positive,
2a-

Gin (a)

r^
cos

"

n
.

du
(2a^"sinh n) cosh {iijn)

That

is to say,

ft"(")

(1)

??^^2ilW!0^.,"(.2".")
j/_""(2ci") /"" (2al")i.
-

2n sin

device

Using the

explainedin " 10'21, we

It follows that the

and, whether

be

(^tt/t?)

even

see

equation" 10-21 (4) is true


or

yS is positive.

that, when

whether

odd, Gin (a)is annihilated

by

be

even

or

odd ;

the operator

J^^(-)"n--=a"-^
+

for all real values of


*

It has

been

integrals."

o.

proved by Hardy,

loc.

cit.,p. 229, with

the

aid of the

theory of "generalised

324

THEORY

and

OF

hence, for all real values

17"2

(7)
This

It should

be noticed

'^^'^
(")
"*'~i

^'

Stokes

in the

^'

case

w\

{sin(Uhi)
'

X
=

The

a, and

"

formulae

his methods
in the

of

v-

Cauchys

In connexion

(- l)-^"'^+''
}

(- 1)*'"+''}

(2/3i")-J,/,,
{/_,/"
(2y3i")l

precedingthree sections
obtainingthem were different and
n

real.

/3 are

of the

case
special

10'3.

and

3.

X
{Tr/n)

nsm

"

{sin{^M
^^^^^^

where

"* '""'*

that

Si, (a)+ (-)4-+^)


Ein (a)

(8)

[CHAP. X

FUNCTIONS

of a,

givenby

equationwas

BESSEL

due

are

he gave

to
some

Hardy, though
of them only

3.

numbers.

with

of Bessel's integi'al
which was
defined
generalisation
studied by Giuliani (see " 10"31),
it is convenient
by Bourget,and subsequently
class of functions known
to investigate
a
as
Cauchy'snumbers.

The
the term

in

typicalnumber, N_nic,m,is defined by Cauchy*


independentof i in the expansionof

of t.

ascendingpowers

the last two

are

Cauchy'stheorem
1

(1)

supposedthat

n,

k, and

are

the coefficient of

of
integers

which

negative.

not

It follows from

It is

as

^-..M.

,"(0+)

that
1 \^" /

\""

t-'-'lt+^){t~-)dt
2;".J
27r
cos*
+ {-y e"^*}
I [e-'"^

Orn+k

r-rr

cos

TT

It is evident
if it is
*

pp.

from

d sin'" BdS

(^niTT

"

nd) cos*

6 sin'"Odd.

Jo

the definition that

is zero
iV^_n,fc,m

if "n-\-k

is odd

or

negativeinteger.

Comptes Rendu"",
682"687,

850"854.

xi.

(1840),pp.

473"

475, 510"511;

xii,

(1841),pp. 92"93;

xiii.

(1841),

10-3]

ASSOCIATED

From

N_nX,n. i-)^ NnX^a


=

results,togetherwith

These
numbers
The

formulae

recurrence

(3)

('*)

-'"'"",t,m

_n,

immediate

they are

formulae

k. in

^^-n-rl,
k-1,
-^' n+i,i-,m"

^^

"

t'-''(t+

ijtf-'(t

r"

(t+ ijtf{t

1/0"'

"'"''(t +

1/0^'
{t

of the

of numbers

terms

different class of

existence

to

)ii "

"(-i"
i,fc,

n"

"

+ r"-i
i/t)""

1/0"~'

1'""'^

Cauchy'snumber
^-n,o,mtypes H^n.k.O'

of these formulae

successive

of the identities

1/0'"

means

-^'

By

^-n-i,k-l,

{t+ i/tf(t

which

are

r"

from

givenby Bourget*.

consequences
=

(-)""*N^Xm-

recurrence

be calculated,were

may

325

that

(1) it is seen

(2)

and

FUNCTIONS

is

any

1/0'^

(^+ 1/0*(^

I/O'""'-

in
ultimately
expressible

formulae, also due

recurrence

{t+ i/tf-'(t

Bourget,owes

to

equation

the

d f

l\

It follows that

+7) }*
h^)\ {'-7)s {'-"('

27ri (1

by

{m

(5)
and

differentiation

On performingthe
integration.
partial
1 ) N_n^k,m

nN-n,k-l, m+i

nN_n.k+i,m~i

(A'
-

see

we

1 ) i\^_",
k-2.

that

m+2,

similarly
1 ) -^^-n,
m
/t,

+
(^"

(6 )

Developments

due

of Math.

Chessiu, Annals

to

(m

x.

1 ) iV_",
^.+0

6), pp.

(1895

"

"

",_2.

2, are

r=0
.s

-^ -n,

(8)
These

may

Another

be deduced
formula

by

due

k, ?rt=

induction

to Chessin

)'gC^. iV_"

"

3_2,-,

fr, ))i-8'

(3) and (4).

from
is

A^-n,k,.n=

(9)

i-YkCp-r-mOr,

("=0

where

hU-+m

"

the coefficient of
n). This is proved by selecting

{t+iiifxit-i/ty".
*

Journal

de Math.

(2)vi. (1861),pp.

33"54.

t"

in the

product

its

326

OF

THEORY

The

10"31.
The

JnA^)=
is

Giuliani.

the

of Bessel's integral
generalisation

2^.j'"^'r"-(^
^)'expji^(^-^)|
+

and
integer,

an

[CHAP. X

FUNCTIONS

get and

our

is defined by
Jn,k{z)

function

(1)
where

functionsofB

BESSEL

k is

positive
integer.

It follows that
1

Jn

(2')
=

jfc

f'"

^r-

Ztt

and

J-,,^
(,-)
=

r(2

d)\ (2 cos Qf dd,


.

The
pp. 42

^(2) has
"/",

Jo

(1888), pp.

151

satisfied

the function.

by Bourget, Journal de Math. (2) vi. (1861),


astronomical
Giornale di Mat.
applications
; while Giuliani,
constructed
linear differential equation of the fourth
a

[Note.
contains

by

An

171, has

"

earlier paper

propertiesof

another

studied

been

55,for the sake of various

"

XXVI.

order

function

by Giuliani, Giornale
of
generalisation
1
-

we

from

(1887),pp.
integral,
namely
xxv.

198

"

202,

to be

seem

incorrect.]

powers

of 2^,we

deduce

from

" lO'B

that

(1) that

(4)

= J"(4
J",o(^)

Again

from

" lO'S (2) and (3) it is

evident

that

J_,,,(2) (-)-^-J",(^),

(5)

(6)

(z)
Jn,k{z) Jn-xk-i{2)+ Jn+i,k-i

',

and, if we

take ^'

1 in this

(7)
These

Bessel's

Mat.

expand the integrandof (1)in

it is evident

di

/ cos("(9-2PsinP^)(:/^,

parts of the analysisin this paper


If

6'/cos
(?i6'-^sin 6*)fZa

cos

TT

and

sin

"

-"

therefore

(2)

but

{" i {nO

exp

formula,

J",,iz)
=

results

obtained

were

^J,,(z).
and

by Bourget;

the

reader

should

have

no

in provingthat
difficulty

(8)
Other

(9)
(10)

2/Va^)
formulae

recurrence

J,,,+,
{z)
=

Jn-,,ic{z)Jn+,A').

(due

(z)
^ j:,,,^,

to

Bourget and

^J^"}1

Giuliani

(^)},
{^,^_,
/,^^,_,
, (^)
_

4/'Vt_,(z) /".,(z) 4/",,_3


{z).
=

are
respectively)

10-31]
The

ASSOCIATED

differential

FUNCTIONS

equationis most

327

simply constructed

the method

by

used

Giuliani ; thus

by

^n Jn,k(^)

f'"d

{- (n +

IT

;Tn
dd

2k

in

and

cos

(z)-"
IkzJ'n^j,

z^\u

^ [ \jQ {nd

{z)+
2kzJ'n^k

6) sin {nd

cos

sin

6)](2 cos df

dd

Of-' sin OdO

6) (2 cos

6) sin {jid

cos

IT

{nd

cos

sin

sin

6)1
(2

df-^ sinj^f/^

cos

6')
;^ {(2cos

sin d]dd,
^)^-^

so

V, Jn,k{Z)

2kzJ'n" {Z) kK/,,_k


(Z)+

4.k (k

1) /,,,_,
(z).

d^
this

Operatingon

equationby

(^,l)IV, ./.,,(z)
+

and

hence

(11)

we

2^

was

1, and

using(10),it
k

Giuliani's

follows that

(k

1) /,,,(z),

equation

+ (/^+ 2)^ n^}


(z)+ {'2z'
J'\, (z)+ {2k + 5) ^J"'",,
J"n^,{z)
-

(2^"+ 5) zJ'n^k
{z)+ {z'+ k

It

(z)+ k^Jn,k
{z)\
2kzJ'"^k

have

;7^,

also observed

by

Giuliani

'2-

{z)
n')J^,^.

0.

that

S e,",Ln,k{z)
2nd
cos
(12) e'-"i""(2cos6?)^-=
rt

this is verified

by applying Fourier's

i S

rule

e.n+iJ2n+i,k
{z)sin {2n + l)d;

(cf." 2'2) to the function

on

the

right.
A

somewhat

(1883),col.

The

most

"

similar
8.

n^N

^^^^

function

it follows

J{z;

V,

by Bruhns,

Jc)has been studied


is defined by the series

important property

(14)
whence

This

function

{z;

v,

of this function

k)-J{z;

V,

J^+l)

is that

j^^^^^f^:^^ff^f:^y

that
//
"^^''

z^_

Astr. Nach.

"2vJ^^.2m{z)

''''^^-,"?,(v
+ 2".-2)(.

+ 2m

2)'

civ.

328

THEORY

10*4.

OF

BESSEL

[CHAP. X

FUNCTIONS

definition
of Struve's function'H.^{z).

The

completelyexamined the functions defined by integrals


it is natural to investigate
defined by
a function
resemblingBessel's integral,
an
integralresemblingPoisson's integral.This function is called Struve's
functions of this
function, although Struve investigated*
only the sjDecial
of the generalfunction have
type of orders zero and unity. The properties
been examined
at some
lengthby Siemonf and by J. Walker;):.
Now

that

have

we

Struve's function

H^ (z),of order

v,

is defined

2(izy
r(i;+ i)r(|).io

providedthat R(v)

"

by

the

equations

sm(zcosO)sin'''Odd,

-h.

similar
By analysis

that of

to

(1^)"

" 3'3,we

have

(-)"*227ft+".m!
r(i),"=o(2m + l)!r(^ + m + f)'

that

so

(2)

H,(^)=

The

R(v)

function

exceeds

"

H^ (z)is defined

this

It is evident

not.

or

by

It is easy to

all values of

v,

whether

function
integral
resultingexpressionis also an

that

the
and, if the factor (^z)"be suppressed,
function of

equationfor
H^(z) is an

of

tegral
in-

z.

[cf ""2-11 (5),3-121 (1)]that

see

^'^

"'W=IWPT?Ti)"'^'*'

where

(4)
and
*

1 1is the smallest of the numbers

I^0

Mem.

de VAcad.
Imp. den Sci. de St Petersbourg, (7) xxx.
(1882),no. 8; Ann. der Physik,
und
1016.
See also Lommel,
Archiv
der Math,
(1882), pp. 1008
(1861),
Fhijs.xxxvi.

(3)XVII.

+ fl,li'
+ li,
+ f|,li'
|i/

"

"

p. 399.

t Prograinm, Luisenschule
pp.

X The
this

Berlin, 1890.

[Jahrbuch ilber die Fortschritte

der

Math.

1890,

340"342.]

AnalyticalTheory of Light (Cambridge, 1904), pp.


with the exception of (3),
section,
(4),(10)and (11),are

892

"

there

895.

The

given.

results contained

in

10-4]
We

and

can

obtain

thus

formulae

recurrence

329

FUNCTIONS

ASSOCIATED

similarly
^
c?^

b-H
^

"

(-)-(2m + l)^^
^^to2''+-^-+ir (m + f) r (v +

(5V=
^
^^

^)

/_y"+i22m+2

"

1^ (m
^,""_i2'^+^+-^

I) r (i;+

1)

l)r(i)"^"H.+iC^

~2''r(z.+

H,_. (.). H,"

(6)

H._.(.)-H."(.)

(.)+

2H,^,(2),

have

we
particular

^ {m, (^)]

(9)

J^llV-^^^
2H/,.)-p^(i|]l^^.

=.

(a + WH,(")

(7)

^ H.

(.)

(5)

In

find that

comparing these results,we

On

zU, (z),

{Ho(^)}
=

C^-^ V-')H, (2)


-

v) |^H,_i(z)}

(^

z('^-v

l)II,_,{z)

to

V,H,(^)

p. 218.

been

This

bears

L^ (z)which

function

J^(s)has

studied

function

(in the

is defined

L. ^^ (2)=

(11)
'

should

reader

case

by

the

^(^'+ i)^(|)"

have

to

Struve's

function

Journal^
0) by* Nicholson, Qxiarterly

XLn.

See

also

(1911),

equation

#)r(:.+m

+ A) r (1) / 0
(,.

in
difficulty

f)

^
"'^"''''
"'^^"^^'''*^'* ^-^

^^'

"
{%")
"\.

obtaining the

fundamental

propertiesof

function.
*

/^ (z)bears

as

*^^^

no

relation

same

being valid only when

integralformula
The

the

",=or(w

the

^"""'*^^^'

(z)satisfies the differential equation

(10)
The

(^).

H,

r(i.+ |)r(i)
that H^

have

Again,from (7) and (8),we

so

Gubler, Zurich

xlvii.
(1902),p.
I'ierteljahrsschrijt,

421.

this

330
10*41.

The

It

noticed

[CHAP. X

FUNCTIONS

BESSEL

OF

THEORY

for H^(^).
loop-integral

" 10*4 that the integraldefinition of H^ {z) fails when


limit. We
does not converge
at the upper
R{v)": ^, because the integral
avoid this disability
in placeof the definite
a loop-integral
can
by considering
integral.
was

in

"

Let

take

us

(f

ly-^-sin

zt

dt,

Jo
where

the

phase of

the contour
t

f^

l vanishes

"

the

at

the real axis,and

crosses

the

pointon

rightof

does

the contour

1 at which

enclose

not

the

point

-l.

If

"

r(i+)
-

dt

zt

2i

cos

the

phase of

(1)

^^ is

"

R(v)"

H.

zt
.

dt,

^^

{z)

have

^, we

"

"

;Vil
(2 )
1

"f' ^y-"-"i"

'i

dt-

'

"' 0

equationare analyticfunctions of v for all* values of v ;


generaltheoryof analyticcontinuation,equation(1) holds for

sides of this

by

the

all values of
From

v.

this result,combined

(2)
To

t-y-^sin

zero.

in

so,

Jo

Hence, when

Both

(1

VTT

Jo
where

ment
seg-

ly-i sin

{t-

and

into the

\, we may deform the contour


suppose that Ti{v)"
(0,1) of the real axis,taken twice, and we find that
we

" 6"1 (6),we

deduce

that

{z)=^^^ ;;Vi\-'^e-' {t^

j^{z)+ iH,
transform

with

this result,let

be

"

any

1 )"'-dt.

or
angle(positive
negative),

acute

We
then deform
+ w.
^tt-f "" and |-7r
the four parallel
lines
the contour
into that shewn
in Fig. 26, in which
make
with the imaginaryaxis. It is evident that, as the lines
an
angle
the
real
axis
the integrals
to
off to infinity,
move
parallel
along them tend to
The integral
zero.
alongthe path which starts from and returns to 1 + so ie~''"
is equal to i/^w {z); and on the lines through the originwe
write t
iu, so

and

let the

phase
"

of

lie between

"

"

that

on

them

(f- 1)"-*
=

eT {"'-h)W

(1 + ^c^y-h,

It follows that

/, (z)+ in, {z)

The

isolated

undetermined

values

form.

i/.a)(^)+

|,

|,

...

are

jT^^y^p
^^^j^
excepted,because

the

e-'

(1 + u^-^ du,

expressionon

the

rightis

then

an

332

OF

THEORY

If

write

we

ix in

(3),where

BESSEL

we
positive,

is

deduce

and, by considering imaginary parts,we

which

R{v)"\,

that

sin

du
{xu) (1 +i{2)''-2
.

jo

r(i/+*)r(i)

given by Nicholson, QuarterlyJournal,

result

that,when

see

{W

lty{x)=-I_^{x)-

(6)

[chap. X

FUNCTIONS

(1911),p. 219, in

XLii.

the

specialcase

in

0.

Tlie

10*42.

asyni])totic
expansionof

jz \is large.

lating
asymptoticexpansionwhich may be used for tabuthe argument z is large,
the order v being fixed.
Struve's function when
Since the corresponding
asymptoticexpansionof V^,(z)has been completely
in Chapter Vil, it follows from | 10"41 (4) that it is sufficient to
investigated
determine
the asymptoticexpansionof
We

As

shall

in

now

obtain

{z)when

H^

an

^ 7 '2,we

have

^2sv-J

P^^i-y^'.ik-vXr.U

(-1)

am

mlz''

uHy-p-^
r
f^5^//-')-^?)

(-)^.a-^)pw^
+

(pWe

take p
for which

so

largethat

R (v

"

h)^0, and take S

"

S, Iargi:
|/3|-$^7r"
so

that

is confined

then

yS|$ Jtt S,

"

"

^7r

"

28.

have
1 +

so

be any

plane for which

2S ^ arg

TT

"

We

of the

the sector

to

to

ill\/t\,
1! ^

sin

"

5V

6,

arg

{I "

ill\Jt
"'rr.

that
1 +

say, where

~Y

I
^

A^ is independentof

It follows

on

e^-i/WI

(sin8)2i2W-2p-i A^,
=

z.

that
integration

/"
J

-^

7)1

mlz^

ao

where

^p

-^

"1^--

0 (^-2^).

exp ip

e-"

c?w
it'^P

dt.

positive
angle

10-42, 10-43]
We

{arg z\"Tr

that, when

deduce

providedthat R{p"

333

FUNCTIONS

ASSOCIATED

and

in

-[-\)^0;but, as

is

|^

large,

" 7'2, this

last restriction may

be

removed.
This

asymptoticexpansionmay

'

p,

^1

7r"i=ol (^ + 1

"

in the form

"-

^\

4-

'

Tm

F,(^)+

V (m

/'-I

H,(^)

(2)

also be written

"+1
v^n.-.+i

w)(^2-y"*

Q(^'^~^M-

the
that, if is real and z is positive,
difficulty
in the asymptoticexpansionis of the same
terms
after
sign
numericallyless than the first term
neglected,provided that
as, and
established
by the method used in " 7-32.
'R{'p-\-\"v)'^^.This may be
It may
remainder

be

proved without

'p

asymptoticexpausion* was given by Kayleigh,Proc. London Math. Soc. xix. (1888),


case
0, by Struve, Mem. de VAcad.
Imp. des Sci. de St Petershourg,
(7)
and
Ann.
und
der
Chemiey
-p.
no.
101,
XXX.
(.3)xvii. (1882),p. 1012 in the
Phys.
(1882),
8,
was
case
\; the result for general values of
given by J. Walker, The Analytical
Theory of Light (Cambridge, 1904), pp. 394"395.
The

in the

p. 504

i'

has any of the values ^, %,


terminatingseries and Y^ {z)is also
If

that, when

is half of

...,

then

is expressible
(1 + u-/^-)""as

in a finite form.
It follows
expressible
odd positive
in terms
H^ {z) is exjDressible
integer,
In particular

an

of elementaryfunctions.

[Hj(^)=(-)"(!^),
cos

^^^

l-r,r
.X

10"43.

^^^

2\

/2\V

"

COS^

order.
asymptoticexpansionof Sti'uve'sfunctions
of lai-ge

The

obtain

asymptoticexpansions,of a type similar to the


in Chapter viil, which
expansionsinvestigated
represent Struve's function
H^ {z) when j \and |z \are both large.
shall

We

now

As

usual, we

shall write
V

cosh

(a + t/3)
=

cosh 7

shall confine the investigation


to the special
case
we
and,x^r simplicity,
cosh 7 is real and positive.The more
by the methods
complex may be investigated

which

of

no

see

generalcase
" 8'6

used in

importanceand it involves
great practical
For

an

asymptotic expansion of

Kayleigh,Phil. Mag. (6)viii.

the associated

(1904),pp.

481"487.

some

in

in which
and

cosh 7 is
" 10' 15, but it is

rather intricate

analysis.

integral

Papers, v. (1912),
[Scientific
pp.

20G"

211.]

334

THEORY

The

method

t3"pe,and

steepestdescents has

of

not,

be

to

" 10"41 (3),we

of

of the formula

In view

consider

of
integral

an

of Bessel's

the

Poisson's

type.

integral

dw

L-^z(l
+u'-y
which

[CHAP. X

FUNCTIONS

appliedto
to one
previousinvestigations,

in the

as

BESSEL

OF

write in the form

we

div

f'
"ZT

where

cosh 7

that

It is evident
so

log(1 + tv^).

r,

function

qua

of

has

w,

stationary
pointswhere

two
7 is equaleither to a or to lyS,
points
give rise to the stationary

that, since

which

have

cases

e-y,

be considered,

to

(I) e"", (II)e""^.


consider

Accordinglywe

zjvis greater than

(II)in which
(I) When
increases

is

from

real

to

oc
,

decreases

then

the
separately

to e"^

In order to obtain

a,

first increases

cosh

"

which

zjvis less

is real when

from

0 to e~"

"

1, and

is real,and, as

cosh

increases
log(1 + e^")and finally

than

1.

number
positive

(I)in

cases

alongwhich

iv

o.log(i -\-e~^),
to

ao

increases,
we
continually
suppose
the
that w
moves
originto the pointe~'^,and
leaves the real axis at right
then starts moving along a certain curve, which
and increasing.
which t is positive
on
angles,
To

variables

in the

it has
We

now

double

sinh ^,

on
^-plane,

cosh
and

of this curve,

^ sin

1^+

?;

which

2 cosh

make

6""

^'7"

sinh

^0,

is real,has for its

(tanh ^ tan 1;),

tan

arc

equation

write
2

arc

tan

J,

(tanh ^ tan 77)

cosh ^ sin
examine

the values of

0, A, B, C have

^goes from

increases from

i^(f,r})as ^

traces

-t]

out

the

whose
rectangle

corners

complex coordinates
0,

As

to

point*at ^o-

"

and

it is convenient

real.

^, rj and ^0 are
curve

by writing
w

The

destination

find the ultimate

change of

where

contour

along the real axis from

first

arc

0 to A,

sinh 1,

arc

sinh 1

F{^, t])\s,
equalto

| tti,

2 sinh

^iri.

f,and
|/cosh'-

0 to 1.
*

Except

when

0, in which

case

it has

triplepoint.

this

steadily

10-43]
When

^ is

this

increases
steadily
establish

To

Note.

this

U(l+2fi)
r~

1
"

dt
t+

because

2t^
5-

^j

When
from
is

tt

as

cosec

tan

r]

rj

observe

^ *"'

2fi (2 + fi)

derivate
t,has the positive

C;

to

''"

"'"

with

^tt.

\t+7^

vanishes

0 to

that

(t + 2fi

t^Tiu^)

77,

increases from

J2 and

^ goes from

7r/\/2as

1 to

\
^
'^''

^''

"

7^^
V \/2

BG, F(^, 77)is equal to

^is on

to
irls^'I

tan

arc

result,write

t, which

tan

arc

from

335

AB, F (^,??)is equalto

on

\/2
and

FUNCTIONS

ASSOCIATED

sech

ir

^,and this increases steadily


when
^ is on CO, F {^,-q)
finally

and

zero.

the curve,

Hence

on

part of the

inside the

curve

{^,77)is equalto sech

except at the double

rectangleOABC,

the

which

rectangle

must

a, cannot

pointon

the side OA

pass from

this double

emerge
; and

from
so

point

to

the
the

singularpointC.
The

contours

and

broken

in

the

continuous

for
2t'-plane

curves

which

has

the

0, i

values

shewn

are

in

Fig.27 by

respectively.

Fig. 27.

Cdnsequentlya

in the

contour

part

of the real axis

the

singularpoint i; and,

0 to +

joiningthe
as

on
tf-plane,
to
e""
origin

traces

out

which
and

is real,consists of the
from

curve

this contour,

00
.

It follows that, if the

expansionof d^/ch in

^i=
ar

"i=o

r'"

powers

of

is

this

pointto

increases

ft'om

336

THEORY

BESSEL

OF

[CHAP. X

FUNCTIONS

then

o"j

and

10-4

hence, by

have

(1),we
/

XT

(1)

"

(II) When
0 to

CO

62

2 cosh 7,

6i

-^--^^"

V
S

6 cosh- 7

"

63

20 cosh^ 7

4 cosh 7,

"

a
pure imaginary(= i^), t is real and increases
travels alongthe real axis from 0 to 00 ; and so

";
.-

Hence, from

''^"^

2(*^)''

is

7
as

that

It is easy to prove

bo= I,

r
\
H,(^)~-i/,(^)+p"

/-.x

from

(1

dn,
".)'-"

steadily

/;.-"
[^^^ *"|
4r.

(3) it follows that

" 1041

i ^'^H.(.)~F.(^)+^//^/";,,,

(2)

providedthat jarg

\" ^tt. This

result

of values of arg z, after the

domain
From

results
corresponding

the

expectedthat

these results

be extended

can

of

manner

in the

somewhat

wider

" 8"42.

theoryof

valid for suitable

are

to

Bessel functions,it is to be

domains

of

complex values

of the arguments.
In

we
can
pcirticular,

that,in the

prove

Ii"(vx)

(3)
when

1 1is large,|arg
1-

expressionon

[Note.
should

we

that

we

get

10"44.
When

"

lO'l

is

If in

have
a

(I)we

obtained

case

"

right.

had

taken

The relation between


the

order

?;

is

two

as

from

magnitude

of

..,^
^^
''""^"^*

w"0

crosses

H,i (z)and

of

to

?"; =

e~" and

placeof

the line

thence

iJy(2). This

to

w=

"

i,

indicates

/3=0.]

E" (z).

positiveinteger(or zero),Ave can deduce from


H" (z)by a polynomialin z; and when n
functions differ by a polynomialiu 1/z.

(4) that E,i (z)differs from

the
negativeinteger,

is of the order

containingiJy (2)in

phenomenon

purelyimaginary argument,

.,,,7

.^

the contour

the formula

error

^''i''

"

of

I^ (vx)

fixed,and the

"

the

of Stokes'

of functions

ri+j(i+x^)

the

is

x
|" ^tt,

^
times

case

"

10-44, 10-45]
For, when

is

positive
integeror

337

FUNCTIONS

ASSOCIATED

have

we

zero,

r{hu

\)T{\m

\)

'

and
CO

"

"=o

and therefore,since

Jn(z)

,"

{\m

(1

1)r

pn) r (?i+

(i//i
+

1)

'

have

Jn(z),we

\"mri (l"\n+m

"

|m)

that is to say

(1)

E,.

In like manner,
=

??

"

L-)"ft

T/ie si^n of Str live

10'45.
We

when

E_. (.)

(2)

{s)=l%
ii^""^Ml"L^H,. (.).

shall

is

negativeinteger,

H-" (4
^"'-"-^Vtf""'"'
-

function.

prove the

result that lrl^(x)


is positive
when a; is
interesting
and
has
v
alue
than
This
to
or
positive v
result,
greater
equal ^.
any positive
which was
1, is derivable from a
pointedout by Struve* in the case
definite integral
(which will be established in " 13'47) which is of considerable
importancein the Theory of Diffraction.
now

i^

To obtain the result

parts and then

we

see

by

elementajymethod, we integrate
" 10'4(1)by
that,for values of exceeding|,
an

iw"
cos
cos
(.a;
6) sin-""^6
V{v + h)V{\) \i

(2z; 1)

'

/=

^^"^'fx
1
1

(2^' 1)

n
/
/ 1 X
(^ + 2)^ (i) I

4^

"

tvWtt

COS

['"cos
{x
cos

{x cos d) sin-"--^ cos

d) sin-"--^ cos

Odd]

h
sin^''--'6'
^ 11
cos

ddd"^

J
-

cos

{x cos 6)}dO

^0,
since the
*

Mem.

integrandis positive.
de

VAcad.

Imp. des Sci.

proof given here is the natural


w.

B. F.

de

St

extension

Petersbourg, (7)xxx.
of Struve's

no.
(188'2),
8, pp.

100"101.

The

proof.
22

338

OF

THEORY

When

be

cannot
h, the partialintegration

is less than

[CHAP. X

FUNCTIONS

BESSEL

performed ; and, when

|,we

have

(^.)*(l-cos.^')^0,

Hi(.^")
=

is

the theorem

and

completelyestablished.

proved in " 10"42 with that of


expansion which was
comparison of the asj'mptotic
H^ {x) is positive
largeand positive,
Y^ (,v)
given in " 7"21 shews that, tc/ien x is sufficientiji
that Hk (.r)is not one-signedwhen
term
of the
if
" ^ ; for the dominant
" 3 and
of
is
H^
{x)
asymptoticexpansion
A

j'

1/

^
(
I sin (x
'
\lTXj

or

accordingas

i/

"

or

i^

The

"

theorem

function
is positivefor
sufficiently
largevalues.

functions

of x,

values

for the

an

essential

positivevalues

difference

between

i and

"

i/

Struve's

asymptotic expansions of Chapter vii


Y^ (x)are not of constant sign.

extended

more

function

result

not

merely

and

Bessel

that, for sufficiently


large

shew

J^ {x)and

take the

we

proves the
of x when

integral.
Theisinger's

10 "46.
If

indicates

theorem

The

of this section

all

i-n)

that Struve's
for

Ivn

"

"

r(.'+*)r(i)

equation

7r2

/"in-

J -hn
f

/"*

r.

JUi'piQ

te'e

A-

1\"1

l + iz dz
'

IZ

and

the

choose
+itau

z=.

be

the

imaginary axis,indented

the

at

then

write

di"

pT

"

{h (^) I"oix))
=

+ *0)
{x cot ^) logtan (iir

cos

-^^

so
"

/o (^) Lo i-v)="i

(1 )
a

origin* and

find that

1^, we
TT

and

to

contour

formula
If

order

cos

given by Theisinger,MonatsheftefUr

^^

{x tan "/")
logcot {h"i")
Math,

und

Phys. xxiv.

(1913),p.

341.

we
find,on changing
replacex by .vsiu 6, multiply by sin 6, and integrate,
i
n
the
the
on
integrations
right,
absolutely
convergent integral

we

the

of the

-^ | f

'"

I
so

El {x tan "^)logcot (|0)

(^ (^ "^" ^) ^o (-^sin 6)}sin


'

6de

that

'"

(2)

El {x tan 0) logcot (*0)

cos

expanding the integrandon


Theisinger.

on

The

presence

indentation.

of the

-^

the

rightin

logarithmic factor

powers

ensures

of

the

(f)
(p
x.

f
2'

\-e-'
'

This

curious

convergence

result is also due to

of the

integralround

tlie

340

is thus

function

The

-uUr L

/cos
_

equalto

/,

-vw)

'"'

'""
"""^'-'^'^

t=l,

I r(m-i/
i^Try

(m
(^^) 2-"/r
jlog

and

be

"- '"*
^"""".^-'

that*, near

it is known

Now

to

seen

[CHAP. X

FUNCTIONS

BESSEL

OF

THEORY

1) + A/r
(m

|)r(m

i/

i;

i) /I

ty

1) + Vr(m

1)1
,

since
+ i)
"'-"\,-.n-.
/i-^r^^^^''^-^r(/.

2/ii^M+l

"^",-"..-"fL^M'",,J'-'r(M+i)
i:
V
2

obtain

we

the

"2'^^'^+i

expansion
asymptotic
iiT,"'(^)

(7) W, (^)

GC

+
TT

V(27r2^)
+

functions

Some

which

(m
yfr

^ + v)

"

^iri]

yfr{m+J)-\og2z"

satisfyequations of the same


general type as (1) have
of the Coll. of Sci. Imp. Univ. Japan, iv. (1891),p. 310.

been

noticed by Nagaoka, Journal

The

10'6.

functions
composingYn{z).

reader will remember

The

order,may
integral
IX

be written

that the Bessel function


in the form

'""-^(n-m-\)\

of the second

("3"52)

'

,,

!)-"/.(.+
I^'"g(i^)-V'(''"+
+.!"Jid'+l)!
The
which

series
has

the

rightmay be expressedas the sum


thus
fairly
simplerecurrence
properties,
on

Cf.

kind, of

Barnes, QuarterlyJournal,

xxxix.

",.

1)1.

of four functions,each

(1908),p.

111.

of

10-6]

ASSOCIATED

341

FUNCTIONS

where

(2)
m

and

(of." 3-.582)

(-rd^f^"""

Un{z)=

(3)

The
pp. 142

functions
"

The

due

are
investigations

to

studied

by Schlafli,Math.

Tn {z)

Otti*

to Gi*af and

and

["(i
TT-d)

indicated

establish this result,observe

(z sin

sin

Ann.

by

the

ill.

(1871),

equations

Gublert.

by
simply represented

Tn{z) is most

function

(4)
To

been

T'n(2) ^i-nd Un{z) have

147, though he used the sHghtly different notation

recent

more

+ l)--"/r(l)}
{i/r(/|+w

?u!(n + "i)!

=0

the definite

integral

nO) d9.

that

(-y"(|2)"+-"*

Tn{z)

de

"i"_j"_j

{m

+
e) r (?i

1 +

e)Je=,
-r^y^

1
27rt

./_i

(/i+ 2m)!
27n\^".';"_i
2

TT

'7^^

where

t has been

e"'9(-i" sin

2,

V^+'^^

e=0

/"'"+"
(-)""(i^y^+--"^
(1 + tY+'''^
log^

j_i

(n + 2m)!
Lae,""_j,,_j

Jo

,.

CW,

"

(n + 27H)!

m"-irt-i

replacedby

^f +"-'".(^-Itt)

;;

"^^

f'^^^

eC-^'-'^ii.

It follows that

Now

(-

iz sin

^)"+2'"

(- iz sin ^)
jcosh

(n even)
(n odd)

_
~

(h

,^"_j"_j

and

2?/i)!

[sinh(-

iz sin

6)

so

TTl

Bern Mittheilungen,
1898, pp. 1"56.
Einleitimgin die Theorie der BesseVscken Funktionen,
treatise,
87, should also be consulted.
pp. 77
t

"

11.

(Bern,1900),pp.

42

"

09.

Loramel's

342
If 6 is
second

of

obtained
The

"

at

once.

for Un (z)is obtained by observingthat


integral
corresponding

r (1 +
~d_I (-)'^(1^)"+^"^

_9e,"=o

(o)

from

p-"w

-rr^

7/i

e)

"=0

e)j-,+,(^)}

that

sin

(n(9
-

sin

formulaefor Tn{z) and

Recurr-ence

" 10"6 (4)we

[^e-""-^smhf^^,

^) rf^ + (-)"

Jo

TT

From

(n +

6)

fiog(i^)-t(i)K"W
+

10*61.

1 +

"=0

deduce

" 6*2 (4),we

!r

Ki^)-^r(i

ae
so,

[chap. X

FUNCTIONS

obtained by considering
^ in the integral
only the
replacedby tt
is
is due to Schlafli,
the formula (4),which
the two
exponentials,

Un {Z)

and

BESSEL

OF

THEORY

(Jn(z).

that

see

Tn-^{z)+Tn+^{z)-(27l/z)Tn(z)
=

sin (zsin ^
(Itt (9)
-

n^) {2cos

2n/z]dO

r (hir-6)^{cos(zsin d-ne)}de

-"

TTZ

civ

"

4
=

COS^

Jn (z),
^

??7r

integrating
by parts and usingBessel's integral.

on

Thus

(1)

T^ {z)+
Tn-. {z)+ 7^,,+,
{z) (2n/2)
=

Again
and

T"' (^)
=

/"'^

I (Itt

"

"

^)sin

Invr J" {z)]\z.


{cos^
-

{z sin ^

cos

nd)(^5*,

"

so

(2)
From

it follows that

these formulae

(3)

(SV+ n) Tn {Z)

(4)

(^

and

hence

(5)

"

(cf.
" 1012)

) Tn {z)

zTn-, (Z)

2 COS^

-z

Tn+,{z)+

IITT

2 cos^ * nTT

2 J"

(z),

2/" (^),

find that

we

V,jTn {z)
=

[zsin2 1

?i7r

cos^

Iwtt}
-

4h

Jn (z).

10-61, 10-62]
With
for Jn

ASSOCIATED

the aid of these formulae

{z),Y" {z)and

combined

deduce

Sn [z),we

343

FUNCTIONS

with

the

" 10"6

from

formulae
corresponding

(1)that

(6)

Un-, {z)+ Un^,{z)

{2n/z)Un (z) (2/z)J,,(z),

(7)

f^"_:(Z)

Un+,{Z)

(8)

(^ + n) Un {z)

(9)^

(^-^0

U,(z)

V,,Un(z)

reader

may

to

T_n (z)

-zUn^,(z),

-2zJ,^,(z).
the definition,
" 10'6

(3).

T_n(z),of negativeorder,by the


find that
^ in the integral
we
replace^ by

we

tt

f"(1
7^

"

^) sin (z sin

^) sin (^ sin

(ivr

3-58(2)]
[of.""3-58(1),

the function

define

of " 10"6 (4). If


equivalent

{21Z)J, {z),

from
verifythese directly

It is convenient

and

U,: (Z)

zUn-. [z)+ 2J, {z),

(10)
The

"

nO) cW

nO }"

"

inr)dd,

so

T_,,{z) (-r+^TA^).

(11)
We

define

now

it is then

found

i-Y {Un (Z)

t7_,{Z)

Series

shall

We

now

for Tn{z) and


shew

how

Tu (Z)+ Sn (z)].

Un{z).

to derive

the

expansion

Tn{z)= t -{Ju+2nAz)-Jn-,,niz)]

(1)

from

of

that

(12)

10-62.

hold for all values

U^niz) by supposhig" 10"6 (1) to

" 10-6 (4). The

method

"''

which

shall

we

is to substitute

use

sin 2m0

^---0=^
TT

integralfor Tn (z),and then integrateterm-by-term.This procedure


since the Fourier series does not converge uniformlynear
justification,
^d 6
justquoted is untrue for these two
iT, and, in fact,the equation

in the
needs
^

values of 0.
To
series

justifythe process*,let
converges uniformly when

S and

S ^ ^ ^

be
tt

small positivenumbex's.
arbitrarily

S, we

"

^^

{\7T-6)The

pp. 257"

analysisimmediately following is
-262. The

value

of the constant

due

an

integer mo

Since

the

that

2m(9

sm

m=i

find

can

such

"f,
m

to D.

Jackson, Palermo

is 1-8519...

Rendiconti,

xxxii.

(1911),

344

OF

THEORY

throughout the
of 6 between

8 ^ 6 ^

range

0 and

-M^

2m0

sin

,
=

'

{l+2cos2^

Jrr

"^

sni

the

2cos2i"i!}o?^

f(M+h)^

07

Jtt I

ao;

./(23f+l).f.

'

the second

^tt,by

sin

dt=

theorem, since tlsint is

mean-value

it is easy

of .r~isinjp

graph

to

that

see

the

last

expressioncannot

'-

"

jo

...

function.
(increasing)

By drawing
exceed

6 and

0 between

"

] ^

value of

SUl

[h^s\n('2,M+\)t
^

some

g
(

iTT ;

monotonic

+ 2cos4^

t
|''i'rsin(2i/+l)"
dt

all values

"l

m=l

for

Again, for

8, for all values of M exceedingWq-

"

have

we

tt,

ir

[CHAP. X

FUNCTIONS

BESSEL

dx in absolute

value

if this be called hnA.

we

have

Tn{z)

I
J0

2
^

m=i

sm(2Sin^-"^)rf^
"*

sin 2?u^l

-^^
/TJ(i:r-^)[
2

'

[sin
(zsine-

nd)dd

"i

m=l

sin
U

J TT-Sj 11'

(2

sin 6

"

n6)\d6

"

m=l

"-{7r.48 + (7r-2S)f}^,
where

is the upper

Since

(2J.8

4-

bound

of

|sin {zsin 6

n6) |

small, it follows from the definition of


e) 5 is arbitrarily

an

infinite series that*

I r 'i'^-?^
sin (zsin

Tn {z)=-

and

nd) cW

Wn+2m (-3")Jn-2m \^)h


"

I3r

the result is established.


It will be remembered

series of Bessel

and
as

that, in
power

10"63.

Uniz) has alreadybeen


coefiicients by the equation

" 3-582, this

series

that

definition

given in

" 10 Q

t)=
m=

This

expansion was

(z)

(3).

series

of Bessel coefficients.

expansion

Tn(z

(1)

("3'581) as

identified with the definition of Un

was

Graf'sexpansionof T^ {z+ t) as

It is easy to obtain the

defined

discovered

Tn-,,{t)J^\z),

"00

by Schlafli,Math.

Aitn.

iii.

(1871),p.

146.

10-63, 10-7]

that

" 10-6(4),it is evident

for,from

T;^(^+ ^)

["(
1

TT

TTl

sin

6) sin {tsin e-nd-\-z

345

FUNCTIONS

ASSOCIATED

j/i

0) dd

cc

I ./,"(^)sin (^sin ^^["(1,^-^)


j

TT

by using " 2"1

(71-m)l9)r/^,

CO

series under

since the

the order

and

of summation

vergent,
integralsign is uniformlyconbe changed,and the
integration
may

the

result is evident.
The

proof of the formula


the
; it depends on

There

pp. 425

444, as

"

includes

as

(1)
where
this

V,y
k and

kz"-+\

(^ + 1).

+ \r-- v^-]
[{f,
{(^+ 3)^ .^j

,r-

(-)-(iy"+--^

=kz^-^

^,

+ l)r(l^
I (-)"n(l^)em+2r(l;.-l^

,_i

,"to V{l^Ji-\v+ m+^,)^{\^l-^\v


the

rightare

is evidentlyundefined
s^^^{z)
odd negativeinteger*.Apart from
(1) is evidently

an

solution of

(3)

2/

In like

manner

the

|. + |)
+

^)

in the form

written

function

is

on
brevitythe expressions

The

integralof
particular
with
is
z'^^'^,
beginning

that

of

equation,
proceedingin ascendingpowers

/x +

It is easy to shew

constants.

/* are

(2)

For

S^^y(z)and s^^t,{z).
functions

specialcases the polynomialszOn {z) and


and Schlafli,
derived by Loramel, Math. Ann. ix. (1876),
was
of the equation
integral
particular

function,which

8n {z)of Neumann

plicated
com-

more

{z+ t).
equallysimple expressionfor "/""

no

genesisof LommeV

The

10"7.
A

to be

seems

given by Graf, Math. Ann. xliii. (1893),p. 141, is


with " 2-4.
of the series of " 10-62 combined

use

either of the

when

this restriction the

numbers

general

+ A-S,,,(0).
'^,(2r)

generalsolution

of

IS

y-z-'-^''-'Hr^,{z)+ks,,A^))-

(5)
*

The

solution

of the

equation for such

values

of

/x

and

is discussed

in

" 10-71.

346

THEORY

Next

let

us

consider

the

assume

as

parameters."We
where

(z)and

BESSEL

OF

solution of (1)

of

determined

J,{z)A'(z)+ J_A^)B'(z)

that

see

;7r

z'^ J_^

sm

Hence

(6)
where

i/

of

B{z)

z"^ Jy

2 sin

sm

{")dz.

vTT

(1) is

J^ {z)

z^

J_^ {z)dz

J_^ {z)

J^ {z)dz

z^

vK

the lower limits of the

a
Similarly

{z)dz,

v-TT

solution

equations

kz^-\

lTT

A(^)

of

0,

using" 3" 12 (2),we

the

by

J',(z)A' (z)+ J'_, {z)B' {z)


On

of "variation

method

the

by

solution*

functions

{z)are

[chap. X

FUNCTIONS

are
arbitrary.
integrals

of (1) which

solution

is valid for all values

of

v,

whether

integersor not, is
(7)

i^'T^ F, {z)

z^

J^ {z)dz

./,{z)

z^

Y^ (s)dz

real
It is easy to see that, if both of the numbers
positive
/x + i^ + 1 have
If we
expand
parts,the lower limits in (6) and (7) may be taken to be zero.
the

integrandsin ascendingpowers
as a
rightin (6) is expressible
power
than

"

/m "

is

odd

an

Ave

the

that

see

containingno

we
integer,
negative

the

expressionon

of z
powers
neither
(3),it follows that, since

series

Hence, from

z^'^^,
z^^^,z^'^'^,

numbers

of z,

other

of the

have

must

TT

(8) V..(^)

J^ {z)

In

(9)
and

in this formula
It should

(10)

(z)dz

zi^ Jv

J.

was

supposed that

of the second

l7r

we

{z)dz

Jo

result it

functions

s^^Az)

z'' /.^

VTT

obtainingthis

introduce

we

2 sin

Y^ {z)
may

be observed

z^

kind,

we

J^ {z)dz

proceedto

is not

integer;but

an

if