Appendix B: Bessel Functions

A linear second-order ordinary differential equation with variable coefficients of the form

(if m = 0, Cauchy-Euler eqn! d2 y dy

Seek y ~ x r ) x2 2
+x + (m 2 x 2 − v 2 )y = 0 (B.1)
dx dx

is known as Bessel’s differential equation of order v, where m is a parameter and v is any real
constant. Since only v2 appears in Eq. (B.1), we may also consider to be non-negative with-
out loss of generality. The general solution of Eq. (B.1) may be obtained by using the method
of Frobenius and the result is [2]

y( x) = C1 J v (mx) + C2Yv (mx) (B.2)

where the functions Jv(mx) and Yv(mx) are known as the Bessel functions of the first kind and
the second kind of order v, respectively. For all values v ≥ 0, the function Jv(mx) is defined by

∞
(mx/2)2 k + v
J v (mx) = ∑k=0
(−1)k
k ! Γ( k + v + 1)
(B.3)

If v ≠ n = 0, 1, 2,..., the function v (mx) is defined by

J v (mx)cos( vπ ) − J − v (mx)
Yv (mx) = (B.4a)
sin( vπ )

and for values of = 0, 1, 2,..., it is given by

n− 1 2k−n
2  mx  (n − k − 1)!  mx 
Yn (mx) =
π
 ln
2
+ γ  J n (mx) −

1
π ∑k=0
k!
 
2 

∞
(mx/2)2 k + n
−
1
π ∑
k=0
(−1)k φ ( k ) + φ ( k + n) 
k !(n + k )!
(B.4b)

The function J–v(mx) in Eq. (B.4a) is obtained by replacing v by –v in Eq. (B.3); that is,

∞
(mx/2)2 k − v
J − v (mx) = ∑ (−1)
k =0
k
k ! Γ( k − v + 1)
(B.5)

493
494 Appendix B

If v = n = 0, 1, 2,..., then the functions Jv(mx) and J–v(mx) are linearly dependent, because they
are related to each other in the form

J n (mx) = (−1)n J − n (mx) (B.6)

If, however, ≠ n = 0, 1, 2,..., the functions Jv(mx) and J–v(mx) are linearly independent.
Hence, the solution (B.2) can also be written as

y( x) = D1 J v (mx) + D2 J − v (mx), v ≠ n = 0, 1, 2 , (B.7)

The gamma function appearing in the above equations is defined by the integral

∞
Γ(α ) =
∫ 0
e − ttα − 1 dt , α >0 (B.8)

Integration by parts gives the following important relation:

Γ(α + 1) = αΓ(α ), α >0 (B.9)

Hence, Eq. (B.9) together with (1) = 1 yields

Γ(n + 1) = n!, n = 0, 1, 2, (B.10)

It can be shown that for fractional numbers the following relation holds:

π  1
Γ( v)Γ( v − 1) = with Γ  = π (B.11)
sin( vπ )  2

Furthermore, the expression (k) in Eq. (B.4b) is defined as

φ(k ) = ∑ n1
n= 1
with φ (0) = 0 (B.12)

and = 0.5772156... is Euler’s constant.

It is difficult to predict the behavior of Bessel functions from their series representations.
For integer values of v, the general behavior of these functions is depicted in Figs. B.1 and
B.2. Note, however, that Bessel functions of the second kind Yv are unbounded at x = 0 for
all values of v ≥ 0. In Table B.1 we present the numerical values of Jn(x) and Yv(x) for n = 0
and 1. In Table B.2 we give the first 40 zeros of J0(x) and the corresponding values of J1(x).
Furthermore, in Table B.3 we list the first 10 zeros of Jn(x) for n = 1, 2, 3, 4, and 5.
Appendix B 495

Jn(x)

1.0
J0(x)

J1(x)
0.5
J2(x)

x
2 4 6 8 10

–0.5

FIGURE B.1
Bessel functions of the first kind.

Yn(x)
Y0(x)
0.5
Y1(x)
Y2(x)

0.0 x
2 4 6 8 10

–0.5

–1.0

FIGURE B.2
Bessel functions of the second kind.

Modified Bessel Functions

A linear second-order ordinary differential equation with variable coefficients of the form

d2 y dy
x2 2
+x − (m 2 x 2 + v 2 )y = 0 (B.13)
dx dx

is known as the modified Bessel’s differential equation of order v. The general solution of Eq.
(B.13) can be written as

y( x) = C1 J v (mx) + C2 K v (mx) (B.14)

Iv
496 Appendix B

TABLE B.1
Numerical Values of Jn(x), Yn(x), In(x), and Kn(x)
X J0(x) J1(x) Y0(x) Y1(x) I 0(x) I1(x) K 0(x) K 1(x)
0.0 1.0000 0.000 –∞ –∞ 1.000 0.000 ∞ ∞
0.1 0.9975 0.0499 –1.5342 –6.4590 1.0025 0.0501 2.4271 9.8538
0.2 0.9900 0.0995 –1.0811 –3.238 1.0100 0.1005 1.7527 4.7760
0.3 0.9776 0.1483 –0.8073 –2.2931 1.0226 0.1517 1.3725 3.0560
0.4 0.9604 0.1960 –0.6060 –1.7809 1.0404 0.2040 1.1145 2.1844
0.5 0.9385 0.2423 –0.4445 –1.4715 1.0635 2.2579 0.9244 1.6564
0.6 0.9120 0.2867 –0.3085 –1.2604 1.0920 0.3137 0.7775 1.3028
0.7 0.8812 0.3290 –0.1907 –1.1032 1.1263 0.3719 0.6605 1.0503
0.8 0.8463 0.3688 –0.0868 –0.9781 1.1665 0.4329 0.5653 0.8618
0.9 0.8075 0.4059 0.0056 0.8731 1.2130 0.4971 0.4867 0.7165
1.0 0.7652 0.4401 0.0883 –0.7812 1.2661 0.5652 0.4210 0.6019
1.1 0.7196 0.4709 0.1622 –0.6981 0.3262 0.6375 0.3656 0.5098
1.2 0.6711 0.4983 0.2281 –0.6211 1.3937 0.7147 0.3185 0.4346
1.3 0.6201 0.5520 0.2865 –0.5485 1.4693 0.7973 0.2782 0.3725
1.4 0.5669 0.5419 0.3379 –0.4791 1.5534 0.8861 0.2437 0.3208
1.5 0.5118 0.5579 0.3824 –0.4123 1.6467 0.9817 0.2138 0.2774
1.6 0.4554 0.5699 0.4204 –0.3476 1.7500 1.0848 0.1880 0.2406
1.7 0.3980 0.5778 0.4520 –0.2847 1.8640 1.1963 0.1655 0.2094
1.8 0.3400 0.5815 0.4774 –0.2237 1.9896 1.3172 0.1459 0.1826
1.9 0.2818 0.5812 0.4968 –0.1644 2.1277 1.4482 0.1288 0.1597
2.0 0.2239 0.5767 0.5104 –0.1070 2.2796 1.5906 0.1139 0.1399
2.1 0.1666 0.5683 0.5183 –0.0517 2.4463 1.7455 0.1008 0.1228
2.2 0.1104 0.5560 0.5208 0.0015 2.6291 1.9141 0.0893 0.1079
2.3 0.0555 0.5399 0.5181 0.0523 2.8296 2.0978 0.0791 0.0950
2.4 0.0025 0.5202 0.5104 0.1005 3.0493 2.2981 0.0702 0.0837
2.5 –0.0484 0.4971 0.4981 0.1459 3.2898 2.5167 0.0624 0.0739
5.6 –0.0968 0.4708 0.4813 0.1884 3.5533 2.7554 0.0554 0.0653
2.7 –0.1424 0.4416 0.4605 0.2276 3.8417 3.0161 0.0493 0.0577
2.8 –0.1850 0.4097 0.4359 0.2635 4.1573 3.3011 0.0438 0.0511
2.9 –0.2243 0.3754 0.4079 0.2959 4.5027 3.6126 0.0390 0.0453
3.0 –0.2601 0.3391 0.3769 0.3247 4.8808 3.9534 0.0347 0.0402
3.1 –0.2921 0.3009 0.3431 0.3496 5.2945 4.3262 0.0310 0.0356
3.2 –0.3202 0.2613 0.3071 0.3707 5.7472 4.7343 0.0276 0.0316
3.3 –0.3443 0.2207 0.2691 0.3879 6.2426 5.1810 0.0246 0.0281
3.4 –0.3643 0.1792 0.2296 0.4010 6.7848 5.6701 0.0220 0.0250
3.5 –0.3801 0.1374 0.1896 0.4102 7.3782 6.2058 0.0196 0.0222
3.6 –0.3918 0.0955 0.1477 0.4154 8.0277 6.7927 0.0175 0.0198
3.7 –0.3992 0.0538 0.1061 0.4167 8.7386 7.4357 0.0156 0.0176
3.8 –0.4226 0.0128 0.0645 0.4141 9.5169 8.1404 0.0140 0.0157
3.9 –0.4018 –0.0272 0.0234 0.4078 10.369 8.9128 0.0125 0.0140
4.0 –0.3971 –0.0660 –0.0169 0.3979 11.302 9.7595 1.1160 1.2484
4.2 –0.3766 –0.1386 –0.0938 0.3680 13.442 11.706 0.8927 0.9938
4.4 –0.3423 –0.2028 –0.1633 0.3260 16.010 14.046 0.7149 0.7923
4.6 –0.2961 –0.2566 –0.2235 0.2737 19.093 16.863 0.5730 0.6325
(Continued)
Appendix B 497

TABLE B.1 (CONTINUED)

Numerical Values of Jn(x), Yn(x), In(x), and Kn(x)
X J0 (x) J1(x) Y0(x) Y1(x) I 0(x) I1(x) K 0(x) K 1(x)
4.8 –0.2404 –0.2985 –0.2723 0.2136 22.794 20.253 0.4597 0.5055
5.0 –0.1776 –0.3276 –0.3085 0.1479 27.240 24.336 0.3691 0.4045
5.2 –0.1103 –0.3432 –0.3313 0.0792 32.584 29.254 0.2966 0.3239
5.4 –0.0412 –0.3453 –0.3402 0.0101 39.009 35.182 0.2385 0.2597
5.6 –0.0270 –0.3343 –0.3354 –0.0568 46.738 42.328 0.1918 0.2083
5.8 –0.0917 –0.3110 –0.3177 –0.1192 56.038 50.946 0.1544 0.1673
6.0 0.1506 –0.2767 –0.2882 –0.1750 67.234 61.342 0.1244 0.1344
6.2 0.2017 –0.2329 –0.2483 –0.2223 80.718 73.886 0.1003 0.1081
6.4 0.2433 –0.1816 –0.1999 –0.2596 96.962 89.026 0.0808 0.0869
6.6 0.2740 –0.1250 –0.1452 –0.2857 116.54 107.30 0.0652 0.0700
6.8 0.2931 –0.0652 –0.0864 –0.3002 140.14 129.38 0.0526 0.0564
7.0 0.3001 –0.0047 –0.0259 –0.3027 168.59 156.04 0.0425 0.0454
7.2 0.2951 0.0543 0.0339 –0.2934 202.92 188.25 0.0343 0.0366
7.4 0.2786 0.1096 0.0907 –0.2731 244.34 227.17 0.0277 0.0295
7.6 0.2516 0.1592 0.1424 –0.2428 294.33 274.22 0.0224 0.0238
7.8 0.2154 0.2014 0.1872 –0.2039 354.68 331.10 0.0181 0.0192
8.0 0.1717 0.2346 0.2235 –0.1581 427.56 399.87 0.0146 0.0155
8.2 0.1222 0.2580 0.2501 –0.1072 515.59 483.05 0.0118 0.0126
8.4 0.0692 0.2708 0.2662 –0.0535 621.94 583.66 0.0096 0.0101
8.0 0.0146 0.2728 0.2715 0.0011 750.46 705.38 0.0078 0.0082
8.8 –0.0392 0.2641 0.2659 0.0544 905.80 852.66 0.0063 0.0066
9.0 –0.0903 0.2453 0.2499 0.1043 1093.6 1030.9 0.0051 0.0054
9.2 –0.1367 0.2174 0.2245 0.1491 1320.7 1246.7 0.0041 0.0043
9.4 –0.1768 0.1816 0.1907 0.1871 1595.3 1507.9 0.0033 0.0035
9.6 –0.2090 0.1395 0.1502 0.2171 1927.5 1824.1 0.0027 0.0028
9.8 –0.2323 0.0928 0.1045 0.2379 2329.4 2207.1 0.0022 0.0023
10.0 –0.2459 0.0435 0.0557 0.2490
10.5 –0.2366 –0.0789 0.0675 0.2337
11.0 –0.1712 –0.1768 –0.1688 0.1637
11.5 –0.0677 –0.2284 –0.2252 0.0579
12.0 0.0477 –0.2234 –0.2252 –0.0571
12.5 0.1469 –0.1655 –0.1712 –0.1538
13.0 0.2069 –0.0703 –0.0782 –0.2101
13.5 0.2150 0.0380 –0.0301 –0.2140
14.0 0.1711 0.1334 0.1272 –0.1666
14.5 0.0875 0.1934 0.1903 –0.0810
15.0 –0.0142 0.2051 0.2055 0.0211
15.5 –0.1092 0.1672 0.1706 0.1148
498 Appendix B

TABLE B.2
Zeros xk of J0(x) and the Corresponding Values of J1(x)
k xk J1(x k) k xk J1(x k)
1 2.4048 +0.5191 21 65.1900 +0.09882
2 5.5201 –0.3403 22 68.3315 –0.09652
3 8.6537 +0.2715 23 71.4730 +0.09438
4 11.7915 –0.2325 24 74.6145 –0.09237
5 14.9309 +0.2065 25 77.7560 +0.09049
6 18.0711 –0.1877 26 80.8976 –0.08871
7 21.2116 +0.1733 27 84.0391 +0.08704
8 24.3525 –0.1617 28 87.1806 –0.08545
9 27.4935 +0.1522 29 90.3222 +0.08395
10 30.6346 –0.1442 30 93.4637 –0.08253
11 33.7758 +0.1373 31 96.6053 +0.08118
12 36.9171 –0.1313 32 99.7468 0.07989
13 40.0584 +0.1261 33 102.8884 +0.07866
14 43.1998 –0.1214 34 106.0299 –0.07749
15 46.3412 +0.1172 35 109.1715 +0.07636
16 49.4846 –0.1134 36 112.3131 –0.07529
17 52.6241 +0.1100 37 115.4546 +0.07426
18 55.7655 –0.1068 38 118.5962 –0.07327
19 58.9070 +0.1040 39 121.7377 +0.07232
20 62.0485 –0.1013 40 124.8793 –0.07140

TABLE B.3
Zeros xn,k of Jn(x)
k n=1 n=2 n=3 n=4 n=5
1 3.832 5.136 6.380 7.588 8.771
2 7.016 8.417 9.761 11.065 12.329
3 10.173 11.620 13.015 14.373 15.700
4 13.324 14.796 16.223 17.616 18.980
5 16.471 17.960 19.409 20.827 22.218
6 19.616 21.117 22.583 24.019 25.430
7 22.760 24.270 25.748 27.199 28.627
8 25.904 27.421 28.908 30.371 31.812
9 29.047 30.569 32.065 33.537 34.989
10 32.190 33.717 35.219 36.699 38.160

where the functions Iv(mx) and Kv(mx) are known as the modified Bessel functions of the first kind
and the second kind of order v. respectively. For all values of ≥ 0, the function Iv(mx) is given by

I v (mx) = (i)− v J v (im

imx),), i = −1
mx (B.15)
x
For ≠ n = 0, 1, 2,..., the function Kv(mx) is defined by

π I − v (mx) − I v (mx)
K v (mx) = (B.16)
2 sin( vπ )
Appendix B 499

and for the values of = n = 0, 1, 2,..., it is given by

n− 1 2k−n
 mx  (n − k − 1)!  mx 
K n (mx) = (−1) n+ 1
 ln
2
+ γ  I n (mx) +

1
2 ∑k=0
(−1) k
k!
 
2 
(B.17)

∞
(mx/2)2 k + n
1
+ (−1)n
2 k=0
∑
[φ ( k ) + φ ( k + n)]
k !(n + k )!

The function I–v(mx) in Eq. (B.16) is obtained by replacing v and –v in Eq. (B.15). If is
not an integer or zero, the functions Iv(mx) and I–v(mx) are linearly independent. Hence, the
solution (B.14) can also be written as

y( x) = D1I v (mx) + D2 I − v (mx), v ≠ n = 0, 1, 2 , (B.18)

If v = n = 0, 1, 2,..., then the functions Iv(mx) and I–v(mx) are related to each other in the form

I n (mx) = I − n (mx) (B.19)

The general behavior of these functions for integer values of v is shown in Figs. B.3 and
B.4. Note again that the modified Bessel functions of the second kind Kv are unbounded
at x = 0 for all v ≥ 0. In Table B.1, we also present the numerical values of In(x) and Kn(x) for
n = 0 and 1.

Asymptotic Formulas for Bessel Functions

For large values of x (x → ∞), the Bessel functions behave as

2  π vπ 
J v ( x) ~ cos  x − −  (B.20a)
πx  4 2 

In(x)

24.0 I0(x)
I1(x)
16.0

8.0 I2(x)

1.0
0.0 x
1 2 3 4 5

FIGURE B.3
Modified Bessel functions of the first kind.
500 Appendix B

Kn(x)

2.0

K2(x)
1.0
K1(x)

K0(x)
0.1
x
1 2 3 4 5

FIGURE B.4
Modified Bessel functions of the second kind.

2  π vπ 
Yv ( x) ~ sin  x − −  (B.20b)
πx  4 2 

ex
I v ( x) ~ (B.20c)
2π x

π −x
K v ( x) ~ e (B.20d)
2x

Note that the asymptotic values Iv(x) and Kv(x) for large x do not depend on v.

Derivatives of Bessel Functions

Some derivatives of Bessel functions are as follows:

 v
 mWv − 1 (mx) − Wv (mx), W = J , Y , I
d  x
Wv (mx)  =  (B.21a)
dx  − mW (mx) − v W (mx), W = K
v−1
 x
v

 v
 − mWv + 1 (mx) + Wv (mx), W = J , Y , K
d  x
Wv (mx)  =  (B.21b)
dx   mW (mx) + v W (mx), W = I
v+1
 x
v
Appendix B 501

 mx vW (mx), W = J , Y , I
d  v   v−1
x W ( mx ) =
  (B.21c)
dx 
v
 − mx Wv − 1 (mx), W = K
v

 − mx vW (mx), W = J,Y, K
d  −v   v+1
x W ( mx ) =
  (B.21d)
dx 
v −v
 mx Wv + 1 (mx), W=I

Equations Transformable into Bessel Differential Equations

The solution of the second-order ordinary differential equation

d2 y dy
x2 2
+ (1 − 2 k )x + (α x 2 r + β 2 )y = 0 (B.22)
dx dx

where k, , r, and are constants, can be written in the form

 α r
y ( x ) = x k Zv  x  (B.23)
 r 
where

1 2
v= k − β2 (B.24)
r

If α /r is real, then Zv is to be interpreted by Eq. (B.2) or Eq. (B.7), depending on whether

v is a positive integer (or zero) or not, respectively. On the other hand, if α /r is imaginary,
then Zv stands for Eq. (B.14) or Eq. (B.18), again depending on v. If = 0, then Eq. (B.22) is a
Cauchy–Euler equation and has the solution

y( x) = x k (C1x rv + C2 x − rv ) (B.25)

Recurrence Relations

2v
Wv − 1 (mx) + Wv + 1 (mx) = Wv (mx), W = J , Y (B.26a)
mx

2v
I v − 1 (mx) − I v + 1 (mx) = I v (mx) (B.26b)
mx
502 Appendix B

2v
K v − 1 (mx) − K v + 1 (mx) = K v (mx) (B.26c)
mx

References
1. Arpaci, V. S., Conduction Heat Transfer, Addison-Wesley, 1966.
2. Hildebrand, F. B., Advanced Calculus for Applications, 2nd ed., Prentice-Hall, 1976.
3. Jahnke, E., Emde, F., and Lösch, F., Tables of Higher Functions, McGraw-Hill, 1960.
4. Özı ık, M. N., Heat Conduction, 2nd ed., John Wiley and Sons, 1993.