Jim Lambers

MAT 415/515
Fall Semester 2022-23
Lecture 13 (October 4, 2022)
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
g(x, t) = e(x/2)(t−1/t) = 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 r−s
= t
r!s! 2
r=0 s=0
 
∞ ∞ s
X X (−1)  x  n+2s
 tn ,
=  n = r − s.
n=−∞
(n + s)!s! 2
s=max{0,−n}

The bound on n is due to the requirements s ≥ 0 and r = n + s ≥ 0, so s ≥ −n.

1
 • It follows that for n ≥ 0,
∞
X (−1)s  x n+2s
Jn (x) = ,
(n + s)!s! 2
s=0

while Bessel functions of negative order are given by

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

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