Scribd
Upload
88 views39 pages

Special Functions

Bessel functions concept

Uploaded by

Aakash Nair
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
88 views39 pages

Special Functions

Bessel functions concept

Uploaded by

Aakash Nair
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 39

5.

3 Special Functions
Bessels Equation of order v
x 2 y + xy + ( x 2 v 2 ) y = 0

(1)
where v 0, and x = 0 is a regular singular point of
(1). The solutions of (1) are called Bessel functions.

The Solution of Bessels Equation


Because x = 0 is a regular singular point, we know
there exists at least one solution of the

form y = n=0 cn x n+r. Then from (1),


x 2 y + xy + ( x 2 v 2 ) y

n =0

n =0

n =0

n =0

= cn (n + r )(n + r 1) x n+r + cn (n + r ) x n+r + cn x n+r +2 v 2 cn x n+r


= c0 (r 2 r + r v 2 ) x r

+x

cn [(n + r )(n + r 1) + (n + r ) v ]x + x
2

n =1

n+ 2
c
x
n
n =0

= c0 (r 2 v 2 ) x r + x r cn [(n + r ) 2 v 2 ]x n + x r cn x n+2
n =1

n =0

(3)

From (3) we have the indicial equation r2 v2 = 0, r1 =


v, r2 = v. When r1 = v, we have
(1 + 2v)c1 = 0
(k + 2)(k + 2+ 2v)ck+2 + ck = 0
or

ck + 2 =

ck
,
(k + 2)(k + 2 + 2v)

k = 0, 1, 2, L

(4)

The choice of c1 = 0 implies c3 = c5 = c7 = = 0,


so for k = 0, 2, 4, , letting k + 2 = 2n, n = 1, 2, 3, ,
we have
c2 n 2
c2 n = 2
(5)
2 n( n + v )

Thus
c0
c2 = 2
2 1(1 + v)
c0
c2
c4 = 2
= 4
2 2(2 + v) 2 12(1 + v)(2 + v)
c6 =

c0
c4
=

2 23(3 + v)
26123(1 + v)(2 + v)(3 + v)

M
(1) n c0
c2 n = 2 n
,
2 n!(1 + v)(2 + v) L (n + v)

n = 1, 2, 3, L

(6)

We choose c0 to be a specific value


c0 =

1
2v (1 + v)

where (1 + v) is the gamma function. See Appendix II.


There is an important relation:
(1 + ) = ()
so we can reduce the denominator of (6):
(1 + v + 1) = (1 + v)(1 + v)
(1 + v + 2) = (2 + v)(2 + v) = (2 + v)(1 + v)(1 + v)

Hence we can write (6) as


(1) n
c2 n = 2 n + v
, n = 0, 1, 2, ...
2 n!(1 + v + n)

Bessels Functions of the First Kind


We define Jv(x) by
x
(1) n

J v ( x) =

n =0 n! (1 + v + n ) 2

2 n+v

(7)

and
(1) n
x

J v ( x ) =

n=0 n! (1 v + n) 2

2 n v

(8)

In other words, the general solution of (1) on (0, ) is


y = c1Jv(x) + c2J-v(x), v integer
(9)
See Fig 5.3.1.

Example 1 General Solution: v Not an


Integer
Consider the DE
x 2 y"+ xy '+ ( x 2 1/4) y = 0

We find v = , and the general solution on (0, ) is


y = c1 J1/2 ( x) + c2 J 1/2 ( x)

Bessels Functions of the Second Kind


If v integer, then
cos v J v ( x) J v ( x)
Yv ( x) =
sin v

(10)

and the function Jv(x) are linearly independent.


Another solution of (1) is y = c1Jv(x) + c2Yv(x).
As v m, m an integer, (10) has the form 0/0. From
LHopitals rule, the function
Ym ( x) = lim Yv ( x)
v m

and Jv(x) are linearly independent solutions of


x 2 y"+ xy '+( x 2 m 2 ) y = 0

 Hence for any value of v, the general solution of (1)


is
(11)
y = c J ( x) + c Y ( x)
1 v

2 v

Yv(x) is called the Bessel function of the second


kind of order v. Fig 5.3.2 shows y0(x) and y1(x).

Example 2 General Solution: v an Integer


Consider the DE
x 2 y"+ xy'+( x 2 9) y = 0

We find v = 3, and from (11) the general solution on


(0, ) is
y = c1 J 3 ( x) + c2Y3 ( x)

DEs Solvable in Terms of Bessel Functions


Let t = x, > 0, in
x 2 y + xy + ( 2 x 2 v 2 ) y = 0

then by the Chain Rule,


dy dy dt
dy
=
=
dx dt dx
dt
2
d 2 y d dy dt
2 d y
= =
2
dx
dt dx dx
dt 2

(12)

Thus, (12) becomes


2

2
t 2 d y + t dy + (t 2 v 2 )y = 0


2
dt

dt
2
dy
2 d y
2
2
(
)y = 0
t
t
+
+
t

v
2
dt
dt

The solution of the above DE is y = c1Jv(t) + c2Yv(t)


Let t = x, we have
y = c1Jv(x) + c2Yv(x)
(13)

Another equation is called the modified Bessel


equation order v,
x 2 y + xy ( x 2 + v 2 ) y = 0

(14)

This time we let t = ix, then (14) becomes


2
d
y dy
t 2 2 + t + (t 2 2 ) y = 0
dt
dt

The solution will be Jv(ix) and Yv(ix). A real-valued


solution, called the modified Bessel function of the
first kind of order v is defined by
(15)
I ( x) = i J (ix)

Ch5_16

Analogous to (10), the modified Bessel function of


the second kind of order v integer is defined by
I ( x) I ( x)
(16)
K ( x) =

sin

and for any integer v = n,


K n ( x) = lim K ( x)
n

Because Iv and Kv are linearly independent on (0, ),


the general solution of (14) is
(17)
y = c1 I ( x) + c2 K ( x)

We consider another important DE:


2 2 2 c 2 a 2 p 2 c 2
1 2a
y +
y + b c x
+
y = 0, p 0
2
x
x

(18)

The general solution of (18) is


y = x a [c1 J p (bx c ) + c2Y p (bx c )]

We shall not supply the details here.

(19)

Example 3 Using (18)


Find the general solution of xy + 3 y + 9 y = 0 on (0, ).
Solution:
Writing the DE as
3
9
y + y + y = 0
x
x

according to (18)
1 2a = 3, b2c2 = 9, 2c 2 = 1, a2 p2c2 = 0
then a = 1, c = . In addition we take b= 6, p = 2.
From (19) the solution is
y = x 1[c1 J 2 (6 x1/ 2 ) + c2Y2 (6 x1/ 2 )]

Example 4 The Aging Spring Revised


Recall the model in Sec. 3.8
mx + ke t x = 0, > 0

You should verify that by letting


2 k t / 2
s=
e
m

we have
2
d
x
dx
s2 2 + s + s2 x = 0
ds
ds

Example 4 (2)
The solution of the new equation is
x = c1J0(s) + c2Y0(s),
If we resubstitute
s=

k t / 2
e
m

we get the solution.


2 k t / 2
2 k t / 2
x(t ) = c1 J 0
e
+
c
Y
e
2 0

Properties
(i)

J m ( x) = (1) m J m ( x)

(ii)

J m ( x) = (1) m J m ( x)

(iii)

0 , m > 0
J m (0) =
1 , m = 0

(iv)

lim x0+ Ym ( x) =

Example 5 Derivation Using Series


Definition
Derive the formula xJ v ( x) = vJ v ( x) xJ v+1 ( x)
Solution:
It follows from (7)
(1) n (2n + v) x
xJ v ( x) =

n
!

(
1
+
v
+
n
)
2
n =0

2 n+v

(1)
x

n =0 n! (1 + v + n) 2

= v

2 n+v

( 1) n x

n =0 n! (1 + v + n) 2

+ 2

2 n+v

2 n +v 1

( 1) n
x
= vJ v ( x) + x

1 ( n 1)! (1 + v + n) 2
1n=4
44442444443

k = n 1

(1)
x

k =0 k! ( 2 + v + k ) 2

= vJ v ( x) x

2 k + v +1

= vJ v ( x) xJ v+1 ( x)

The result in example 5 can be written as


v
J v ( x) J v ( x) = J v+1 ( x)
x

which is a linear DE in Jv(x). Multiplying both sides


the integrating factor x-v, then
d v
(20)
[ x J ( x)] = x v J ( x)
dx

v +1

It can be shown
d v
[ x J v ( x)] = x v J v1 ( x)
dx

(21)

When y = 0, it follows from (14) that


J 0 ( x) = J1 ( x),
Copyright Jones and Bartlett

Y0( x) = Y1 ( x)

(22)
Ch5_24

Spherical Bessel Functions


When the order v is half an odd number, that is,
1/2, 3/2, 5/2, ..
The Bessel function of the first kind Jv(x) can be
expressed as spherical Bessel function:

(1)
x

n=0 n! (1 + 1 / 2 + n) 2

J1/ 2 ( x) =

2 n +1 / 2

Since (1 + ) = () and (1/2) = , then


1
(2n + 1)!
1 + + n = 2 n+1

2
2 n!

Hence

(1)
J1/ 2 ( x) =
(2n + 1)!
n =0
n!
2 2 n+1 n!

and

x

2

2 n +1 / 2

2
J1/ 2 ( x) =
sin x
x
2
J 1/ 2 ( x) =
cos x
x

2 (1) n 2 n+1
=
x

x n=0 (2n + 1)!

(23)
(24)

Legendre Equation
Lengenders Equation of order n
(1 x 2 ) y 2 xy + n(n + 1) y = 0

(2)
where n is a nonnegative integer, and x = 0 is an ordinary
point of (2). The solutions of (2) are called Legendre
functions.

The Solution of Legendre Equation


Since x = 0 is an ordinary point of (2), we use
y = n = 0 cn x n

After substitutions and simplifications, we obtain


n(n + 1)c0 + 2c2 = 0
(n 1)(n + 2)c1 + 6c3 = 0
( j + 2)( j + 1)c j +2 + (n j )(n + j + 1)c j = 0

or in the following forms:

Copyright Jones and Bartlett

Ch5_29

n(n + 1)
c0
2!
(n 1)(n + 2)
c3 =
c1
3!
(n j )(n + j + 1)
c j+2 =
c j , j = 2, 3, 4, L
( j + 2)( j + 1)
c2 =

Using (25), at least |x| < 1, we obtain


n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4
y1 ( x) = c0 1
x +
x
2!
4!

(n 4)(n 2)n(n + 1)(n + 3)(n + 5) 6

x + L

6!

(25)

n ( n + 1) 2
( n 2 ) n ( n + 1 )( n + 3 ) 4

y 1 ( x ) = 1
x +
x
2!
4!

( n 4 )( n 2 ) n ( n + 1 )( n + 3 )( n + 5 ) 6

x +L
6!

( n 1)( n + 2 ) 3 ( n 3 )( n 1)( n + 2 )( n + 4 ) 5

y2 (x) = x
x +
x
3!
5!

( n 5 )( n 3 )( n 1)( n + 2 )( n + 4 )( n + 6 ) 7

x + L
7!

Legendre Polynomials
The following are nth order Legendre polynomials:
P0 ( x) = 1,
P1 ( x) = x
1
1
P2 ( x) = (3x 2 1),
P3 ( x) = (5 x 3 3 x)
2
2
1
1
4
2
P4 ( x) = (35 x 30 x + 3), P5 ( x) = (63 x 5 70 x 3 + 15 x)
8
8

They are in turn the solutions of the DEs. See Fig


5.3.5
n = 0 : (1 x 2 ) y 2 xy = 0
n = 1 : (1 x 2 ) y 2 xy + 2 y = 0
n = 2 : (1 x 2 ) y 2 xy + 6 y = 0
n = 3 : (1 x 2 ) y 2 xy + 12 y = 0
M

Generating function for Legendre Polynomial

Properties of Legendre Polynomial


(i)

Pn ( x) = (1) n Pn ( x)

(ii)

Pn (1) = 1

n
P
(

1
)
=
(

1
)
(iii) n

(iv)
(v)

P2 n +1 (0) = 0,
1 . 3 . 5 ......( 2 n 1)
P2 n ( 0 ) = ( 1)
,
2 . 4 . 6 ....... 2 n
n

Rodrigues formula:

1 d
2
n
Pn ( x) = n
( x 1) , n = 0, 1, 2, ...
n
2 n! dx

Recurrence of Legendre Polynomial

Legendres Polynomial Orthogonality


0 ,

=
Pm
(
x
)
.
Pn
(
x
)
dx
2

1
2n + 1 ,
1

nm
n=m

You might also like