GENERATING FUNCTIONS FOR BESSEL FUNCTIONS

LOUIS W E I S N E R

1. Introduction. On replacing the parameter n in Bessel's differential

equation
(\ w 2dv dv , 2 2, A
(1.1) x ~r~2 + x~r + \x — n )v — \)
ax ax
by the operator y{d/dy), the partial differential equation Lu = 0 is con-
structed, where
2 2
n o\ T ^ , d 2 d d 2 [ N2 / dV 2
(1.2) Z, = « ^ ? + « _ _ y ^ i - , - + x =^-J - ^ +,.
n
This operator annuls u(x, y) = v(x)y if, and only if, v(x) satisfies (1.1) and
hence is a cylindrical function of order n. Thus every generating function of
a set of cylindrical functions is a solution of Lu = 0.
It is shown in § 2 that the partial differential equation Lu = 0 is invariant
under a three-parameter Lie group. This group is then applied to the system-
atic determination of generating functions for Bessel functions, following the
methods employed in two previous papers (4; 5).

2. Group of operators. The operators

d _i d . -i d n d , -i 2 à
A = y— }B = y —+ x —,C= - y—+ x y —
by ox dy ax dy
satisfy the commutator relations [A, B] = — B, [A, C] = C, [B, C\ = 0, and
therefore generate a three-parameter Lie group. From these relations and the
operator identity
(2.1) - x~2L = BC - 1,
where L is the operator (1.2), it follows that A, B, C are commutative with
x~2L and therefore convert every solution of Lu = 0 into a solution. In
particular
(AJn(x)yn = nJn{x)y\AJ.n(x)yn = nJ„n(x)yn,
(2.2) \BJn(x)yn = Jn^{x)yn-\BJ_n(x)yn = - J_n+1(x)yn~-\
[CJn(x)yn n+1 n
= Jn+i(x)y , CJ-n(x)y = - J-.n^(x)yn+\
where n is an arbitrary complex number.

Received February 5, 1958. This research was supported in part through a summer fellow-
ship of the Canadian Mathematical Congress.
148

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 IÎESSEL FUNCTIONS 149

The operator A generates the trivial group x' = x, y' = ty, (t ^ 0), which
is used for purposes of normalization. The extended form of the group generated
by the commutative operators B, C is described by
(2.3) eiB+cCf(x, y) = /([(* - 2cy)(x + 2b/y)f, [y(xy + 2b)/(x - 2cy)f),
where b and c are arbitrary constants and f(x, y) an arbitrary function, the
signs of the radicals being chosen so that the right member reduces to f(x, y)
when b = c = 0. If fix, y) is annulled by L, so is the right member of (2.3).

3. Generating functions annulled by operators of the first order.

Since Jv(x)yv is annulled by L and A — v, it follows from the operator identity
m+ccA-m-cc = A + b B _ c C
(4, p. 1035) and (2.3) that
(3.1) G(x,y) = ebB+cCJv(x)yv
= (xy + 2bf\xy~1 - 2c)^vJv{[x - 2cy)(x + 2b/y)]h)
is annulled by L and A + bB + cC — v. While any cylindrical function of
order v may be employed in place of J„(x), it is sufficient to confine attention
to the Bessel functions of the first kind.
If b — 0, we choose c = 1, so that
on

G(x,y) = (xy)v(x2 - 2xy)~hvJv([x2 - 2xy]h) = YJ gnJv+n(x)yv+n.

n=0
The indicated expansion is justified by the observation that (xy)~vG(x, y) is
an entire function of x and y. Since G is annulled by A — C — v, we find,
with the aid of (2.2), that gn-i = ngn (n = 1 , 2 , . . . ) . Multiplying G by
(xy)~~p and then setting x = 0, noting that

(3.2) x Jv{x)\x=o = 2irr~(~~4^z\) '

we have go = 1 ; hence gn = \/n\. Thus

(3.3) x\x~ - 2xy)-i'Jv([x2 - 2xyf) = £ Jp+n(x)yn/nl,

which may be identified with Lommel's first formula (3, p. 140).

If c = 0, we choose b = I, whence
(3.4) G(x, y) = (y2 + 2y/x)iv Jv([x2 + 2x/yf)
= (2 + xy)v(x2 + 2x/y)-*vJv([x2 + 2x/yf).
From the last expression it is evident that G has a Laurent expansion about
y = 0:
oo

G(x,y) = YJ ZnJn(x)yn, \xy\ < 2.

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 150 LOUIS WEISNER

Since this function is annulled by A + B — v, we find, with the aid of (2.2),

that gn+i = (v — n)gn, {n = 0, ± 1, zt 2, . . .). Setting x = 0, we have
go = l/T(v + 1); hence gn = 1/T(y — n + 1). Replacing 3/ by ^y-1, we
obtain

(3.5) (xy)~\x2 + 2xyfvJv{[x2 + 2xyf) = £ Mx)(- y)n/T(v + n + 1),

W——00

\2y\ > \x\.

Writing (3.4) in the form
G(x, y) = (xy)v(l + 2/xy)v(x2 + 2x/yYhvJv{[x2 + 2x/y]h),
it is evident that (xy)~vG is expressible as a power series in y~l, convergent
for \xy\ > 2. We obtain, after simplification,
CO

(3.6) (1 + 2y/x)h'J,([x2 + 2xy]i) = £ J^n(x)yn/n\, \2y\ < \x\,

which may be identified with Lommel's second formula (3, p. 140).

If be 9e 0, it proves convenient to choose b = \w, c = — \w, whence
(3.7) G(x, y) = (w + xy)*v(w + x/y)~*vJv([w2 + x2 + wx(y + 3>-1)]*)

= £ gnJn{x)y\ \xy\ <\w\.

Replacing y by 2y/x and then setting x = 0, we obtain, with the aid of (3.2),

(1 + 2y/wfjy{[w2 + 2wy]i) = £ &/7»!. |2y| < |w|.

Comparing with (3.6), we infer that gn = J„-n(w), (w = 0, 1, 2, . . .). Simi-

larly, replacing 3; by x/2;y and then setting x = 0, we obtain
00

z£/(w2 + 2wy)*vJv([w2 + 2wy]*) = X) £-n(~ y)n/nl

Comparing with (3.3) we conclude that g-n = JJf+n(w), (n = 0, 1, 2, . . .).

Hence
(3.8) (w + xy)*v(w + ^/y)"*7 F ([w 2 + #2 + wx(;y + y~l)f)
00

= 22 Jv-n(w)Jn(x)ynJ \xy\ < \w\,

n=—oo

which may be identified with Graf's addition theorem (3, p. 359) by sub-
stituting y = — e~^. Another expansion of (3.7), valid for \xy\ > \w\, may
be obtained from (3.8) by replacing y by y~l, interchanging x and w, and
multiplying by yv.
We have now obtained, in normalized form, functions annulled by L and
differential operators of the first order of the form r\A + r2B + rzC + r4,
where the r's are constants and r\ ^ 0. Generating functions annulled by
rJB + rzC + r4 are not included in (3.1) but may be derived independently.

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 BESSEL FUNCTIONS 151

Since [B, C] = 0, we seek a solution of the simultaneous equations (B — \)u

= 0, (C — l)u = 0. This solution is annulled by r2B + r3C + r4, normalized
so that r2 + r3 + r4 = 0. By (2.1) it is also annulled by L. We find the
solution to be the familiar generating function

(3.9) Axiy-y-1) _ Jn(x)yn

ei*(v-y-*) = £
n=—œ

of the Bessel functions of integral order.

4. Generating functions annulled by A(B - C) + %{B + C) + 4<* - 1.

By a suitable choice of new variables the equation Lu = 0 may be trans-
formed into one solvable by separation of variables. A solution so obtained,
if possessed of suitable analytic properties, provides a generating function
for Bessel functions. We shall present several examples.
Choosing new variables
£ = h^ij"1 - y + 2i), 7? = \x{y~l - y - 2i),
the equation Lu = 0 is transformed into
A„du . d u . _ du _ du /s. , ~
+2 2 tt ,,) 0
^-^â7 ir *r " "" -
Four linearly independent solutions are obtained by separation of variables:
Wl = ^^(aîiîfii^aîi;^),
= {*e-* (€+ Vi(« + i ; 3/2; « i F ^ a ; J; *?),
W2

^ 3 = ^ V ^ V i f o 4; « ^ ( a + 4; 3/2; , ) ,
^4 = tti7)V*(tfVi(« + *; 3/2; { ^ ( a + 4; 3/2; T?),
where a is an arbitrary constant. These functions are also annulled by

= 4f(f - v)'2L -A(B - C) - \{B + C) + 1 - 4a,

where ^4, i3, C are the operators of § 2, and hence by
A(B - C) + J ( 5 + C) + 4 « - 1.
This operator provides recurrence relations for the coefficients of the expansions
of the generating functions; but these relations will not be used.
When expressed in terms of x and y, the function U\ is seen to have a
Laurent expansion about y = 0:
ehx{v~v~l\Fi(a\ 4; \x/y - \xy + râ)iFi(a; 4; \x/y - \xy - ix)
oo

= S gnJn(x)yn.
n=—oo

Replacing 3; by 2^/x and then setting x = 0, we have by (3.2)

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 152 LOUIS WEISNER

eVi(«;è;-y)]2= È gnfln\.

By Rummer's formula,
S[iFi(a-, *; - y)] 2 = ^ ( « î i ; - y ) ^ * - «; * ; y ) .
The expansion of the right member in powers of y may be obtained with
the aid of Chaundy's formula

a , \ —c — (a)n(- yf
iFi(a;c; - y) lFfa'; c'; y) = X
.c', 1 — a —» J
n=o n\{c)n
(2, p. 70). However, this expansion may be expressed in a more suitable
form by means of the transformation formula
ah a 2 , a*', 1 r ( 0 2 ) r ( 0 x + 0 2 - a i -a2 -q8)
3 ^
- 01, 02 . r(j9 2 - a 8 ) r ( i 8 i + j 8 2 - a i - a2)
0i - ai, 0i — a2, a 3 ; 1
X *Ft
-01, 01 + 02 — «i — a 2 J
(1, p. 98), whence
(4.1) 1F1(a;c- - y)^^'• c';y)
y£s (C + C' — a — a')n n 77 a', c + 6"' + w — 1, — n\
= 2^ jr\ y sF5 c', c -\- cf — a — a' •]
Thus
e'liF.ia; | ; - 3>)]2 = £ 3 F 2 (a, », - n; £; ±; ! ) / / « ! ,

and gri is determined for n = 0, 1, 2, . . . . Since the generating function is

unaltered when y is replaced by — y~\ g_„ = gn. Hence
(4.2) ^ " - " " V i f o è; W ? - **y + ix)iF1(a; £; i x / y - Jay - we)
oo

= X *F2(a, n, — n; | ; \\ l)Jn(x)yn.
n=—co

Since %* — (hx)*(y~* + ^y5)> u% n a s an expansion of the form

oo

X) K/ w+è (x) + bnJ-n-h(x)]yn+\

n=—co

Applying the methods described above, we obtain, after multiplying bv

{2y/xf
(4.3) (1 + iy)e^y-y-1\F1(a + J; 3/2; J*/? - £*y + {*)
X iFi(a; i ; Jx/y — \xy — ix)

= (*/2*)* £ 3^2(«, w + 1, - »; 1, J; l ) / w + i ( x ) [ i / i + 1 + ( - y)""].

Replacing i by — i, we obtain the expansion which arises similarly from u->t.

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 BESSEL FUNCTIONS 153

Since (£77)* = \x{y + y~l), u^ has a Laurent expansion about y = 0. We

obtain, after replacing a by a — J,
(4.4) ixfr + ; y - V X ( ^ ~ V i ( « ; 3/2; J s / y - Jxy + ix)
X iFi(a; 3/2; \x/y - %xy - ix)
= S « a ^ a ^ + l, 1 - » ; 3 / 2 ; 3 / 2 ; l ) / n ( x ) / .

With the aid of these results the elementary solutions of the three-dimen-
sional wave equation in parabolic cylindrical co-ordinates may be expressed
in terms of cylindrical wave functions.

5. Generating functions annulled by B2 + SCA + 4C. When we choose

new variables £ = xy — (x/y)1, rj = xy + (x/y)*, the equation Lu = 0
becomes
d2 u d2u 1, ,
â? " a? + 4ft ~ ' ^ = °-
The following solutions are obtained by separation of variables:
«1 = 0 ^ ( 2 / 3 ; - [£ + a]V36) 0 / ? i(2/3; - fo + s] 3 /36),
«2 = « + 2)o^i(4/3; - [{ + 2 ] V 3 6 ) 0 ^ ( 2 / 3 ; - [7, + 2)736),
u3 = (, + «)ofi(2/3; - [f + z]V36)0JFi(4/3; - h + 2 ] 3 /36),
«4 = (É + a) (17 + z)oFi(4/3; - [f + 2] 3 /36) 0J P 1 (4/3; - [, + a]»/36
where 2 is an arbitrary constant. These functions are also annulled by

{j + | « + a) = 2{[(* - ^)(£2 - i,2)]"1!, + |J + JCM + f + !

and hence by i? = B2 + SCA + 4C + 4z.
The functions «i and u\ have expansions of the form
en

w=—00

Applying /£, we obtain the recurrence relation

gn+2 + ±zgn + H2n - 1 ) ^ _ ! = 0 (» = 0, ± 1, ± 2, . . .)
by means of (2.2). No explicit solution is available for arbitrary z. A solution
is readily obtained for 2 = 0. We find that
(5.1) 0 Fi(2/3; - [xy - (x/ 3 f;*]V36) 0 F 1 (2/3; - [xy + (x/y;*] 3 /36)
oo

= E ( - 24) m r( W + l/6)/ 3 T O (x)3/ 3 m /r(l/6),

(5.2) | ( * y - */y)oF!(4/3; - fcy - (*/y)*]V36)

X 0 ^ ( 4 / 3 ; - [*y + (x/y) è ]'/36)
= £ ( - 24)~r(m + 5/6)/ S O T + 2 (x) 3 ' 3 m + Vr(|)

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 154 LOUIS WEISNER

For u2 we obtain similarly

(5.3) [xy - ( * / y ) V i ( 4 / 3 ; - [xy - (x/y)h]*/Z%)

0 ^ ( 2 / 3 ; - [xy+ (x/yW/m)

= - (*/2)* £ (- 24:)~mJZm+in{x)y-*m-ll2/m\
TO=0
oo

+ 2 E ( " 24) w r(m + è ) / 3 w + i ( x ) ^ 3 w + 1 / r ( i ) .

6. Generating functions annulled by A2 + a(2CA + C) + (3C2 - v\

If we choose new variables
£ = i[(x 2 + 2aVy)* - (x2 + 2iVy)*],
7? = |[(x 2 + 2aVy)* + (x2 + 26Vy)*], (a2 ^ 62),
where a and 6 are constants and the signs of the radicals are chosen so that
£ = 0, 7] = x when y = 0, the equation Lw = 0 becomes

%d u 2d u du du , 2 2x n

Comparing with (1.1), it follows that L annuls the four functions J±v(£)J±v(ri),
where v is arbitrary. These functions are also annulled by

2c lL A
?-KP
df + *Tt
d£ + ? - "* = **(** + & + ^)" + * + ^ + b^(2CA + C)
, 2T2/-.2 2

+ a 6 C — *> ,
where c — (a2 + b2)/(a2 — 62), and hence by
7? = A2 + ±(a2 + b2) (2CA + C) + a2b2C2 - v2.
Employing the methods described previously, and applying the well-known
formulae

(\od)\UzY ^ _(- i ) W
X F ( - « , - M -n;u+ 1;/SV«*).

(a, /S; 7; 2) = (1 - z r " p ( « , T - 0; 7; ^ T j )

the following results are obtained:

(6.1) 2 2 T ( , + l)(a 2 - &T*/,($)/,(i,)
^ (a6)n _ / , 0 . ! . 1 (a + b A T / \ +
)y" \

(a2 ^ J 2
, f l M 0 , ^ - 1, - 2 ).

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 BESSEL FUNCTIONS 155

(6.2) 2 2 ' I > + l)(a 2 - bY'J^)J-r(v)

\y\ < Min(|x/2a 2 |, |x/26 2 |), {a ^b\ab^0,v^ - 1, - 2, . . .)•

(6.3) T(v + l)(a + b)'(a - b)-vJr(£)J-r(v)
^ ( - abf J , , , 1 (a - bf\ T . . n

\y\ > Max(|x/2a 2 |, |x/26 2 |), (a2 * b\ ab ^ 0, v ^ - 1, - 2, . . .),

and the left member has the value (sin vir)/vir when x = 0.
The excluded case ab = 0 may be treated similarly. Setting a = 0, b2 — — 2,
the following generating functions, annulled by A2 — 2CA — C — v2, are
obtained :

(6.4) / , ( * [ * - (x2 - 4*y)*]) J , ( i t * + (x2 - 4x;y)*])

= y. 1_ /2» + 2w\ , w ,^r+n
• „ +n (x)(;y/2)'

(6.5) / , ( * [ * - (x2 - 4*y)*])/_,(i[* + (** - 4*y)*])

< 1*1.
„=o I (v + n + 1 ) \ « /

(6.6) eniJr(Ux - (x2 - 4xy) è ])/_„(i[x + (x2 - ixyV])

= J
»So r ( * ) r ( n + 1 - v)Y{n +l+v) » ^ ^ "

+ tx-*sinvT £ ^ " " ^ ^ " - W * ) ^ ) " " * , |4y| > |x|,

n=0 til

where the left member has the value (sin vir)/vir when x = 0. Formulae (6.4)
and (6.5) are limiting cases of formulae (6.1) and (6.2) respectively.

REFERENCES

1. W. N . Bailey, Generalized hyper geometric series (Cambridge, 1935).

2. T. W. Chaundy, An extension of hypergeometric functions, Quart. J. Math., 14 (1943), 5 5 -
78.
3. G. N. Watson, A treatise on Bess el functions (2nd éd., Cambridge, 1944).
4. L. Weisner, Group-theoretic origin of certain generating functions, Pacific J. Math. 4, supp.
2 (1955), 1033-9.
5. — Generating functions for H ermite functions, Can. J. Math., 11 (1959), 141-147.

University of New Brunswick,

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