Bessel Function

Ryusuke Numata
The University of Maryland
September 3, 2008

The Bessel’s differential equation is given by

( ) ( ) ( )
1 d du ν2 d2 u 1 du ν2
z + 1− 2 u= 2 + + 1 − 2 u = 0. (1)
z dz dz z dz z dz z

The Bessel functions are the solution to this equation. The definitions of the Bessel functions are given by
( z )ν ∑
∞
(−1)n (z/2)2n
Bessel Jν (z) = (z 6= negative real) (2)
2 n=0 n!Γ(ν + n + 1)
1
Neumann Nν (z) = Yν (z) = [cos νπJν (z) − J−ν (z)] (ν 6= integer, z 6= negative real) (3)
sin[νπ ]
1 ∂Jν (z) ∂J−ν (z)
Nn (z) = Yn (z) = − (−1)n
π ∂ν ∂ν
2 ( z)
= Jn (z) γ + log
π 2
[ k ]
(
1 z ) n ∞
∑ (−1)k ( z )2k ∑ 1 ∑ 1
n+k
− +
π 2 k!(n + k)! 2 m=1
m m=1 m
k=0

1 ( z )−n ∑ (n − r − 1)! ( z )2r

n−1
− (n = 0, 1, 2, · · · , z 6= negative real)
π 2 r=0
r! 2
where γ = 0.57721 . . . is the Euler’s gamma,
and the last term is replaced by 0 for n = 0. (4)
Hankel (first kind) Hν(1) =Jν (z) + iNν (z) (5)
Hankel (second kind) Hν(2) =Jν (z) − iNν (z). (6)
(1,2)
Jν , Nν , Hν are also called the first, second, and the third kind of the cylindrical function, and they are
collectively refered as the ν-th cylindrical or Bessel (in a broad sense) function.
Another expression for the Bessel function (of the first kind) having an integer parameter is
∫
i−n 2π
Jn (z) = cos nθeiz cos θ dθ. (7)
2π 0

1
Now we show this satisfies the Bessel’s equation. Jn satisfies the following recurrence relation,
2n
Jn−1 + Jn+1 = Jn . (8)
z
Proof.
∫ ∫
i−n+1 2π i−n−1 2π
z(Jn−1 + Jn+1 ) =z cos(n − 1)θeiz cos θ dθ + z cos(n + 1)θeiz cos θ dθ
2π 0 2π 0
∫
i−n 2π
= iz(cos(n − 1)θ − cos(n + 1)θ)e iz cos θ
dθ
2π 0
∫
i−n 2π
= 2iz sin nθ sin θeiz cos θ dθ
2π 0
∫
i−n 2π ∂ ( iz cos θ )
=−2 sin nθ e dθ
2π 0 ∂θ
( ∫ 2π )
i−n [ ]
iz cos θ 2π
=−2 sin nθe 0
− n cos nθe iz cos θ
dθ
2π 0
=2nJn .

Next, we evaluate the derivatives with respect to z.

∫
dJn i−n 2π
= i cos θ cos nθeiz cos θ dθ
dz 2π 0
∫
i−n 2π i
= (cos(n + 1)θ + cos(n − 1)θ)eiz cos θ dθ
2π 0 2
∫ ∫
1 i−n+1 i2 2π 1 i−n+1 2π
= cos(n + 1)θe iz cos θ
dθ + cos(n − 1)θeiz cos θ dθ
2 2π i2 0 2 2π 0
1 1 1 2n 1 n
= − Jn+1 + Jn−1 = − ( Jn − Jn−1 ) + Jn−1 = Jn−1 − Jn , (9)
2 2 2 z 2 z
d2 Jn dJn−1 n dJn n
= − + 2 Jn
dz 2 (dz z dz z)
n−1 n( n ) n
= Jn−2 − Jn−1 − Jn−1 − Jn + 2 Jn
z z z z
( )
2(n − 1) 2n − 1 n2 + n
= −Jn + Jn−1 − Jn−1 + Jn
z 2 z2
( 2 )
1 n +n
= − Jn−1 + − 1 Jn
z z2
( ) ( 2 )
1 dJn n n +n
=− + Jn + − 1 Jn
z dz z z2
( 2 )
1 dJn n
=− + − 1 Jn . (10)
z dz z2

2
Thus, Jn satisfies the Bessel’s equation.
(7) can be derived from the generating function expression of the Bessel function
∞
∑
eiz sin θ = Jn (z)einθ . (11)
n=−∞

By replacing θ by −θ, it is easily expanded to

∞
∑
e±iz sin θ = Jn (z)e±inθ . (12)
n=−∞

We also use a transform θ0 = θ ± π/2 to obtain the expression for exp(±iz cos θ). Plugging the relations
π π
sin θ = sin(θ0 ∓ ) = ∓ cos θ0 sin = ∓ cos θ0 ,
2 2
0 0 0
einθ =ein(θ ∓π/2) = e∓inπ/2 einθ = (∓i)n einθ (13)

into (11), we get

∞
∑
0 0
eiz sin θ = e∓iz cos θ = Jn (z)(∓i)n einθ . (14)
n=−∞

(This is called the Jacobi-Anger expansion.) Thus, we have the following relations,
∞
∑ ∞
∑
e±iz sin θ = Jn (z)e±inθ , e±iz cos θ = (±i)n Jn (z)einθ . (15)
n=−∞ n=−∞

Consider the integral ∫ 2π

1
cos nθeiz cos θ dθ. (16)
2π 0
Substituting the above expression yields
∫ ∫ ∞
1 2π
1 einθ + e−inθ ∑ l
2π
cos nθeiz cos θ dθ = i Jl (z)eilθ dθ
2π 0 2π
0 2
l=−∞
∞
∑i l ∫ 2π ( )
1
= Jl (z) ei(n+l)θ + ei(−n+l)θ dθ
2 2π 0
l=∞
in i−n
= Jn (z) + J−n (z)
2 2
i n ( )
= Jn (z) 1 + (−1)n i−2n = in Jn (z), (17)
2
wheere J−n (z) = (−1)Jn (z) is used. Thus, we obtain
∫
i−n 2π
Jn (z) = cos nθeiz cos θ dθ (18)
2π 0

3
It is straightforwardly calculated that
∫ 2π
1
cos nθe−iz cos θ dθ = (−i)n Jn (z). (19)
2π 0

Thus, ∫
(±i)−n 2π
Jn (z) = cos nθe±iz cos θ dθ. (20)
2π 0
Next, we consider ∫ 2π
1
sin nθe±iz cos θ dθ. (21)
2π 0
It is calculated as
∫ ∫ ∞
1 2π
±iz cos θ 1 einθ − e−inθ ∑
2π
sin nθe dθ = (±i)l Jl (z)eilθ dθ
2π 0 2π 0 2i
l=−∞
∞
∑ l ∫ 2π ( )
(±i) 1
= Jl (z) ei(n+l)θ − ei(−n+l)θ dθ
2i 2π 0
l=−∞
(±i)n (±i)−n
=− Jn (z) + J−n (z)
2i 2i
(±i)n ( )
= Jn (z) −1 + (±i)−2n (−1)n = 0. (22)
2i
Other combinations are
∫ 2π ∫ 2π
1 1
cos nθe±iz sin θ dθ, sin nθe±iz cos θ dθ. (23)
2π 0 2π 0

4
Each calculated as follows,
∫ ∫ ∞
1 2π
±iz sin θ 1 einθ + e−inθ ∑
2π
cos nθe dθ = Jl (z)e±ilθ dθ
2π 0 2π
0 2
l=−∞
∞
∑ ∫ 2π ( )
1 1
= Jl (z) ei(n±l)θ + ei(−n±l)θ dθ
2 2π 0
l=−∞
1 1 1
= J∓n (z) + J±n (z) = (1 + (−1)n )Jn (z)
2{ 2 2
Jn (z) n = even
= , (24)
0 n = odd
∫ 2π ∫ 2π inθ ∞
1 ±iz sin θ 1 e − e−inθ ∑
sin nθe dθ = Jl (z)e±ilθ dθ
2π 0 2π 0 2i
l=−∞
∞
∑ ∫ 2π ( )
1 1
= Jl (z) ei(n±l)θ − ei(−n±l)θ dθ
2i 2π 0
l=−∞
i i i
= − J∓n (z) + J±n (z) = ± (1 − (−1)n )Jn (z)
{ 2 2 2
0 n = even
= . (25)
±iJn (z) n = odd

We can combine these results in the following way,

∫ 2π ∫ 2π
1 1
einθ e±z sin θ dθ = (cos nθ + i sin nθ)e±z sin θ dθ
2π 0 2π 0
{
Jn (z) n = even
=
∓Jn (z) n = odd
=(∓1)n Jn (z). (26)

Or, we can write ∫

(∓1)−n 2π
Jn (z) = einθ e±iz sin θ dθ. (27)
2π 0

5
Summary
Here, we summarize the relations.
∑ ∑
e±iz sin θ = Jn einθ e±iz cos θ = (±i)n Jn einθ (28)
n n
∫ ∫
1 2π
(±i)−n 2π
cos nθe±iz cos θ dθ =(±i)n Jn (z) Jn (z) = cos nθe±iz cos θ dθ (29)
2π 0 2π 0
∫ 2π
1
sin nθe±iz cos θ dθ =0 (30)
2π 0
∫ ∫
1 2π
(±i)−n 2π
einθ e±iz cos θ =(±i)n Jn (z) Jn (z) = einθ e±iz cos θ dθ (31)
2π 0 2π 0
∫ 2π {
1 ±iz sin θ J (z) n = even
cos nθe dθ = n (32)
2π 0 0 n = odd
∫ 2π {
1 0 n = even
sin nθe±iz sin θ dθ = (33)
2π 0 ±iJn (z) n = odd
∫ 2π ∫
1 (∓1)−n 2π
einθ e±iz sin θ dθ =(∓1)n Jn (z) Jn (z) = einθ e±iz sin θ dθ (34)
2π 0 2π 0

Modified Bessel functions

By giving pure imaginary argument to the Bessel functions, we obtain the modified Bessel functions.
( z )ν ∑
∞
(z/2)2n
First kind Iν (z) = (35)
2 n=0 n!Γ(ν + n + 1)
{ −iνπ/2 ( iπ/2 )
e J e z (−π < argz < π/2)
= 3iνπ/2 ν( −3iπ/2 ) 6 negative real)
(z = (36)
e Jν e z (π/2 < argz < π)
π I−ν (z) − Iν (z) iπ iπ
= eiνπ/2 Hν(1) (iz) = e−iνπ/2 H−ν (iz)
(1)
Second kind Kν (z) = (37)
2 sin νπ 2 2
(ν 6= integer, z 6= negative real), (38)
[ ]
(−1)n ∂I−ν (z) ∂Iν (z)
Kn (z) =K−n (z) = − (39)
2 ∂ν ∂ν
( z)
ν=n
n+1
=(−1) In (z) γ + log (40)
2
∞
[ k ]
n ∑ n+2k ∑ 1 ∑ 1
k+n
(−1) (z/2)
+ + (41)
2 k!(n + k)! m=1 m m=1 m
k=0

1∑ (n − r − 1)! ( r )2r−n
n−1
+ (−1)r , the last term is replaced by 0 for n = 0. (42)
2 r=0 r! 2
These modified Bessel functions satisty the modified Bessel’s equation,
( )
d2 w 1 dw ν2
+ − 1 + 2 w = 0. (43)
dz 2 z dz z

6
 The generating function expression of In is given by
[ ( )] ∑∞
x 1
exp t+ = In (z)tn , (44)
2 t n=−∞

or by replacing t by eiθ
∞
∑
z
e cos θ = In (z)einθ . (45)
n=−∞

Integrals
∫ ∞
e−b /(4a
2 2
)
e−a
2
x2
xJ0 (bx)dx = (Weber) (46)
0 2a2
∫ ∞
be−b /(4a
2 2
)
−a2 x2 2
e x J1 (bx)dx = (47)
0 4a4
∫ ∞ ( )
e−b /(2a )
2 2
b2
e−a
2
x2
xJn2 (bx)dx = In (48)
0 2a2 2a2