Jim Lambers

MAT 415/515
Fall Semester 2013-14
Lecture 12 and 13 Notes

These notes correspond to Section 14.1 in the text.

Bessel Functions of the First Kind

Recall the Bessel equation
x2 y 00 + xy 0 + (x2 − n2 )y = 0.
For a fixed value of n, this equation has two linearly independent solutions. One of these solutions,
that can be obtained using Frobenius’ method, is called a Bessel function of the first kind, and is
denoted by Jn (x). This solution is regular at x = 0. The second solution, that is singular at x = 0,
is called a Bessel function of the second kind, and is denoted by Yn (x).

Generating Function for Integral Order

A generating function for a sequence {an } is a power series
X
g(t) = an tn ,
n

of which the terms of the sequence are the coefficients. Similarly, a generating function for a
sequence of functions {fn (x)} is a power series
X
g(x, t) = fn (x)tn ,
n

whose coefficients are now functions of x.

The generating function for the sequence of Bessel functions of the first kind, of integer order,
is
∞
X
(x/2)(t−1/t)
g(x, t) = e = Jn (x)tn .
n=−∞

To obtain an expression for Jn (x), we use the Maclaurin series for ex to obtain

g(x, t) = ext/2 e−x/(2t)

∞ ∞
X 1  x r r X (−1)s  x s −s
= t t
r! 2 s! 2
r=0 s=0
∞ X∞
X (−1)s  x r+s
= tr−s
r!s! 2
r=0 s=0
 
∞ ∞
X X (−1)s  x n+2s  n
=  t
n=−∞
(n + s)!s! 2
s=max{0,−n}

It follows that for n ≥ 0,

∞
X (−1)s  x n+2s
Jn (x) = ,
(n + s)!s! 2
s=0

1
while for n ≥ 0, we have
∞
X (−1)s  x −n+2s
J−n (x) = .
s=n
(s − n)!s! 2
Using an index shift, we obtain
∞
X (−1)s+n  x n+2s
J−n (x) = = (−1)n Jn (x).
(n + s)!s! 2
s=0

For noninteger n, rather than using the generating function, we can use Frobenius’ method to
obtain
∞
X (−1)s  x ν+2s
Jν (x) = ,
s!Γ(ν + s + 1) 2
s=0
where Γ is the Gamma function. As Γ(s) = (s−1)! for s a positive integer, this formula is consistent
with the one for integer order.

Recurrence Relations
Using the generating function g(x, t), we can obtain some useful recurrence relations involving
Bessel functions of the first kind. Differentiating g(x, t) with respect to x and t yields
  ∞
∂g(x, t) 1 1 (x/2)(t−1/t) X
= t− e = Jn0 (x)tn ,
∂x 2 t n=−∞
  ∞
∂g(x, t) x 1 (x/2)(t−1/t)
X
= 1+ 2 e = nJn (x)tn−1 .
∂t 2 t n=−∞

Replacing the formula for g(x, t) with its power series expansion in the above equations yields
∞   X ∞ ∞
X
0 n 1 1 n 1 X
Jn (x)t = t− Jn (x)t = Jn (x)(tn+1 − tn−1 ),
n=−∞
2 t n=−∞
2 n=−∞
∞   X ∞ ∞
X
n−1 x 1 n x X
nJn (x)t = 1+ 2 Jn (x)t = Jn (x)(tn + tn−2 ).
n=−∞
2 t n=−∞
2 n=−∞

Using index shifts, we obtain

∞ ∞
X 1 X
Jn0 (x)tn = Jn (x)(tn+1 − tn−1 )
n=−∞
2 n=−∞
∞ ∞
1 X n+1 1 X
= Jn (x)t − Jn (x)tn−1
2 n=−∞ 2 n=−∞
∞ ∞
1 X n 1 X
= Jn−1 (x)t − Jn+1 (x)tn
2 n=−∞ 2 n=−∞
∞
1 X
= [Jn−1 (x) − Jn+1 (x)]tn ,
2 n=−∞
∞ ∞
X x X
nJn (x)tn−1 = Jn (x)(tn + tn−2 )
n=−∞
2 n=−∞

2
 ∞ ∞
x X x X
= Jn (x)tn + Jn (x)tn−2
2 n=−∞ 2 n=−∞
∞ ∞
x X x X
= Jn−1 (x)tn−1 + Jn+1 (x)tn−1
2 n=−∞ 2 n=−∞
∞
x X
= [Jn−1 (x) + Jn+1 (x)]tn−1 .
2 n=−∞

Matching power series coefficients, we obtain the recurrence relations

2Jn0 (x) = Jn−1 (x) − Jn+1 (x),

2n
Jn (x) = Jn−1 (x) + Jn+1 (x).
x
From these recurrence relations, we can obtain the formulas
d n
[x Jn (x)] = xn Jn−1 (x),
dx
d −n
[x Jn (x)] = x−n Jn+1 (x),
dx
0 n±1
Jn (x) = ±Jn±1 (x) + Jn±1 (x).
x

Integral Representation
It is quite useful to have an integral representation of Bessel functions. From complex analysis, the
residue theorem states that if a function f (z) defined on the complex plane has the Laurent series
representation
∞
X
f (z) = an (z − z0 )n ,
n=−∞

and if C is any positively oriented simple closed curve in the complex plane containing z0 , then
I
f (z) dz = 2πia−1 .
C

Therefore, if we apply this theorem to the generating function for the Bessel functions of integer
order, we obtain
I (x/2)(t−1/t) I X ∞
e
n+1
dt = Jm (x)tm−n−1 dt = 2πiJn (x),
C t m=−∞

where C is any positively oriented simple closed curve in the complex plane containing the origin.
Now, suppose that we choose C to be the the unit circle, and we use the substitution t = eiθ ,
for which dt = ieiθ dθ. Then we have
Z 2π (x/2)(eiθ −e−iθ ) Z 2π
e iθ
2πiJn (x) = i i(n+1)θ
e dθ = i ei(x sin θ−nθ) dθ
0 e 0

which yields
Z 2π Z 2π
1 1
Jn (x) = ei(x sin θ−nθ) = cos(x sin θ − nθ) + i sin(x sin θ − nθ) dθ.
2π 0 2π 0

3
Taking the real and imaginary parts of both sides of the equation, we obtain
Z 2π
1 π
Z
1
Jn (x) = cos(x sin θ − nθ) dθ = cos(x sin θ − nθ) dθ,
2π 0 π 0
where the second integral is obtained via symmetry, and
Z 2π
sin(x sin θ − nθ) dθ = 0.
0

A special case of particular interest is

Z π
1
J0 (x) = cos(x sin θ) dθ.
π 0

Also, it is worth noting that although these integral representations were derived only for Bessel
functions of integer order, the relation on which they are based also applies to Bessel functions of
noninteger order. Specifically,
I (x/2)(t−1/t)
1 e
Jν (x) = dt,
2πi C tν+1
where C is a contour in the complex plane that encircles the origin t = 0.

Bessel Functions of Noninteger Order

Bessel functions of noninteger order satisfy the same recurrence relations as those of integer order,
as can be proven using the power series representation given earlier. However, one key difference
between Bessel functions of integer and noninteger order is that if ν is not an integer, then Jν
and J−ν are linearly independent solutions of the Bessel equation of order ν, which means that the
relation J−ν = (−1)ν Jν does not hold. However, if ν is an integer, then we must use some technique
other than Frobenius’ method, such as reduction of order, to obtain a second linearly independent
solution of the Bessel equation of order ν.

The Bessel Equation

We have seen that Bessel functions of the first kind, which are solutions of the Bessel equation,
satisfy the recurrence relations
2ν
Jν−1 (x) − Jν+1 (x) = 2Jν0 (x), Jν−1 (x) + Jν+1 (x) = Jν (x).
x
Now, suppose that a sequence of functions {Zν (x)}, but not necessarily Bessel functions, all satisfy
the above recurrence relations. Then, we have
 0
2 00 0 2 2 Zν−1 − Zν+1 Zν−1 − Zν+1
x Zν + xZν − ν Zν = x +x − ν 2 Zν
2 2
x2
 
0 1 0 1 x
= Zν−1 + Zν−1 − Zν+1 − Zν+1 − ν 2 [Zν−1 + Zν+1 ]
2 x x 2ν
2
 
x 0 ν−1 0 ν+1
= Zν−1 − Zν−1 − Zν+1 − Zν+1
2 x x
x2
= [−2Zν ]
2
= −x2 Zν .

4
In other words,
x2 Zν00 + xZν0 + (x2 − ν 2 )Zν = 0,
meaning that Zν is a solution of the Bessel equation.
Now, suppose that Zν (x) is replaced by Zν (kx) for some constant k. Proceeding as before, and
using the Chain Rule, we obtain
 0
2 00 0 2 2 2 Zν−1 − Zν+1 Zν−1 − Zν+1
x Zν + xZν − ν Zν = k x + kx − ν 2 Zν
2 2
k 2 x2
 
0 1 0 1 kx
= Zν−1 + Zν−1 − Zν+1 − Zν+1 − ν 2 [Zν−1 + Zν+1 ]
2 kx kx 2ν
2 2
 
k x 0 ν−1 0 ν+1
= Zν−1 − Zν−1 − Zν+1 − Zν+1
2 kx kx
k 2 x2
= [−2Zν ]
2
= −k 2 x2 Zν ,

where all Zν , Zν−1 and Zν+1 , and their derivatives, are evaluated at kx. It follows that

x2 Zν00 (kx) + xZν0 (kx) + (k 2 x2 − ν 2 )Zν (kx) = 0.

This slightly modified form of the Bessel equation will arise when solving partial differential equa-
tions (PDE) using separation of variables.