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Bessel Functions and their Applications

ANALYTICAL METHODS AND SPECIAL FUNCTIONS


An International Series of Monographs in Mathematics
FOUNDING EDITOR: A.P. Prudnikov (Russia)
SERIES EDITORS: C.F. Dunkl (USA), H.-J. Glaeske (Germany) and M. Saigo (Japan)

Volume 1
Series of Faber Polynomials
P.K. Suetin
Volume 2
Inverse Spectral Problems for Differential Operators and Their Applications
V.A. Yurko
Volume 3
Orthogonal Polynomials in Two Variables
P.K. Suetin
Volume 4
Fourier Transforms and Their Approximations
A.M. Sedletskii
Volume 5
Hypersingular Integrals and Their Applications
S.G. Samko
Volume 6
Methods of the Theory of Generalized Functions
V.S. Vladimirov
Volume 7
Distribution, Integral Transforms and Applications
W. Kierat and U. Sztaba
Volume 8
Bessel Functions and Their Applications
B.G. Korenev
Forthcoming:
Volume 9
H-Transforms: Theory and Applications
A.A. Kilbas and M. Saigo

This book is part of a series. The publisher will accept continuation orders which may be cancelled at any
time and which provide for automatic billing and shipping of each title in the series upon publication.
Please write for details.
Bessel Functions and their Applications

B.G. Korenev

London and New York


First published 2002
by Taylor & Francis
11 New Fetter Lane, London EC4P 4EE
Simultaneously published in the USA and Canada
by Taylor & Francis Inc,
29 West 35th Street, New York, NY 10001
Taylor & Francis is an imprint of the Taylor & Francis Group
© 2002 Taylor & Francis
Translated by E.V. Pankratiev
Typeset in 10/12 Garamond by
Newgen Imaging Systems (P) Ltd, Chennai, India
Printed and bound in Great Britain by
TJ International Ltd, Padstow, Cornwall
All rights reserved. No part of this book may be reprinted or reproduced or utilised in any
form or by any electronic, mechanical, or other means, now known or hereafter invented,
including photocopying and recording, or in any information storage or retrieval system,
without permission in writing from the publishers.
Every effort has been made to ensure that the advice and information in this book is true
and accurate at the time of going to press. However, neither the publisher nor the authors
can accept any legal responsibility or liability for any errors or omissions that may be
made. In the case of drug administration, any medical procedure or the use of technical
equipment mentioned within this book, you are strongly advised to consult the
manufacturer’s guidelines.
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
Library of Congress Cataloging in Publication Data
A catalogue record has been requested
ISBN 0-415-28130-x
Contents

Preface vii

Introduction 1

P a r t 1. F o u n d a t i o n of t h e t h e o r y of B e s s e l f u n c t i o n s 5

Chapter 1. T h e Bessel equation. Properties of Bessel functions 7


1. T h e Bessel differential equation. Application of power series. Cylindrical
functions of the first kind 7
2. Cylindrical functions of the second kind (Neumann functions) 10
3. Cylindrical functions of the third kind (Hankel functions) 11
4. Cylindrical functions of a pure imaginary argument 11
5. Cylindrical functions of a complex argument 12
6. Formulae of differentiation, recurrence relations 14
7. Cylindrical functions with a half-integer index 16
8. Some notation for functions of half-integer and fractional index. Airy
integral 17
9. Wronski determinant 19
10. Bessel integral and Jacobi expansion 22
11. Addition theorems 26
12. Lommel expansion 31
13. Differential equations reducible to the Bessel equation 31
14. T h e Poisson integral 37
15. Some indefinite integrals 40
16. Functions contiguous to Bessel functions. Particular solutions of the
inhomogeneous Bessel equation 43
17. On integration of the inhomogeneous Bessel equation. Cauchy functions 50
18. P r o d u c t s of Bessel functions 56
19. Integral representations of Bessel functions 59

Chapter 2. Definite and improper integrals. Series in Bessel functions 65


20. Definite integrals 65
21. Improper integrals 69
22. Dual integral equations 87
23. Roots of the Bessel functions 93
24. Series of Fourier-Bessel and Dini 96
25. Schlömlich series 104
26. N e u m a n n series 113
27. Lommel functions of two variables 114

V
Vl CONTENTS

28. On partial cylindrical functions 120


29. Asymptotic expansion of Bessel functions 125
30. On Bessel functions with a large index 128

P a r t 2. A p p l i c a t i o n s of B e s s e l f u n c t i o n s 131

Chapter 3. Problems of the theory of plates and shells 133


31. Oscillations and stability of a circular plate 133
32. Equilibrium of a circular plate lying on an elastic foundation. Axially
symmetrical deformation 155
33. Equilibrium of a circular plate lying on an elastic foundation. Non-
axially symmetrical deformation 162
34. Calculation of a circular conic shell under the action of axially symmetrical
loadings and non-uniform heating 170
35. T h e m e t h o d of compensating loadings in problems on m e m b r a n e s and
plates 184
36. The problem on equilibrium of an unbounded plate which lies on a
uniform elastic foundation whose model has a circular s y m m e t r y 208

Chapter 4. Problems of the theory of oscillations, hydrodynamics and heat


transfer 215
37. On the oscillations of a thread 215
38. Stability and transverse-longitudinal bending of a rectilinear rod;
stability of the plane form of the bending of a strip 219
39. Plane heat waves in a half-space and a layer; heat waves in a rod 241
40. A die which lies on an elastic half-space whose m o d u l u s of elasticity is
a power function of the depth 247
41. Application of integral equations to the solution of some problems on
membranes and plates 250
42. On wave propagation in electric power lines 256
43. T h e action of an impulse on cylindrical and prismatic tanks filled with
a fluid 257

Appendix A. Brief information on g a m m a functions 265

Bibliographical notes 267

Bibliography 271

Index 275
Preface

A large number of diverse problems concerning practically all the most i m p o r t a n t


areas of m a t h e m a t i c a l physics and various technical problems is connected with
applications of Bessel functions. References where these functions are present are
actually immense.
Different parts of Bessel function theory are widely used when solving problems
of acoustics, radio physics, hydrodynamics, atomic and nuclear physics and so on.
Applications of Bessel functions to heat conduction theory, including dynamical
and linked problems are very numerous.
In elasticity theory the solutions in Bessel functions are effective for all spatial
problems, which are solved in spherical or cylindrical coordinates; also for different
problems concerning the oscillations of plates and the equilibrium of plates on an
elastic foundation; for a series of questions of the theory of shells; for problems on
the concentration of the stresses near cracks and others.
In each of these areas there is a wide range of different applications of Bessel
functions.
Bessel functions are well studied and there are a large n u m b e r of reference
books which contain the formulae and different tables.
T h e study of the theory of the Bessel function from the viewpoint of its appli-
cations has to be of interest for a large number of engineers and researchers. Special
parts of different courses of m a t h e m a t i c a l physics are devoted to the presentation
of the theory of Bessel functions (see the courses of R. Courant and D. Hilbert,
P.M. Morse and H. Feshbach, A.N. Tikhonov and A.A. Samarski and others). At
the same time, monographs devoted to the special functions also p u t an emphasis
on the study of the Bessel functions. It concerns, for instance, the second part
of "A course of modern analysis" by E . T . W h i t t a k e r and G.N. Watson, the book
"Special functions and their applications" by N.N. Lebedev, the book "Transcen-
dental functions" by A.N. Kratzer and V. Franz, the monograph by N.Ya. Vilenkin
"Special functions and theory of group representations" and others.
There are several books concerning the theory of Bessel functions in Russian.
We mention two editions of the book by R . O . K u z ' m i n "Bessel functions", the
translation of the book by E. Grey and G. Matyuse "Bessel functions and their
applications in physics and mechanics" as well as the translation of the most detailed
course in the theory of Bessel functions, namely, the book by G.N. Watson "A
treatise on the theory of Bessel functions".
This book contains a brief presentation of the elements of the theory of Bessel
functions which is accompanied by examples of the applications of the theory to
the solution of various physical problems.

vii
Viii PREFACE

T h e book is intended for the reader who is, basically, interested in the appli-
cations of the theory, not the theory itself. This fact determined the choice of the
topics as well as the style of the presentation. T h e a u t h o r ' s intention was t o give the
reader the opportunities to find the most necessary information so t h a t afterwards
the reader can consciously use the reference literature and can, all by himself or
herself, apply the Bessel functions to the solution of applied problems.
Applying the m e t h o d s of the theory of Bessel functions, an engineer-researcher
must have a general notion of the foundation of the theory and clearly represent
the m u t u a l connections between its different areas. This is the reason why the
deduction of the formulae, given in this book in a large number, are i m p o r t a n t for
the reader who is interested in applications. For the same reason, when choosing the
schemes of the deduction, we prefer those which use some properties of the Bessel
functions in order to clarify other properties. T h e m u t u a l connections between
different parts of the theory can be seen more clearly by this approach.
Some short remarks or introductory sections of an heuristic n a t u r e are also
intended to clarify the connections of the theory with physical applications. This is
the viewpoint t h a t should be used when considering some conclusions related, for
example, with the addition formulae, the Bessel integral, improper integrals and
others, as well as the applications of the Bessel functions considered in the second
part of the book.
T h e book consists of two parts.
T h e first part of the book contains the presentation of the foundation of the
theory of Bessel functions, the second part contains the applications. For the sake
of convenience of reading, the first part is divided into two chapters.
In the first chapter, which contains comparatively simple material, we first
consider the m a i n properties of the solutions of the homogeneous Bessel equation,
which are based on the representation of the solutions in the form of series in
increasing powers of the argument. T h e n we give the Bessel integral, the Poisson
integral and, in Section 19, some their generalizations (which can be skipped in the
first reading because of their complexity). T h e N e u m a n n addition theorems a n d the
foundation of the theory of products of Bessel functions are considered. Questions
concerning differential equations which can be reduced to the Bessel equation and
the inhomogeneous Bessel equations are considered in detail. In this connection we
consider here, in particular, the functions contiguous to Bessel functions. Moreover,
we consider some integrals here whose deduction immediately follows from the
properties of Bessel functions which are investigated in this chapter.
The second chapter can be skipped in the first reading. In this case one should
return to this chapter only as the case m a y require. It contains the theory of
definite and improper integrals as well as the elements of the theory of dual integral
equations. Then the representation of the functions by the series of Fourier-Bessel,
Dini and Schlomilch is presented. Before this group of sections we consider the roots
of Bessel functions. Then we consider problems concerning the inhomogeneous
Bessel equations which are more complicated t h a n those considered in the first
chapter, which lead to Lommel functions in two variables. From the same viewpoint
we briefly discuss some facts concerning the partial cylindrical functions. In the
conclusion of the chapter, we consider very briefly the asymptotic expansions of
Bessel functions.
T h e second part of the book devoted to the applications also consists of two
chapters. In the first one we consider problems concerning plates and shells of
PREFACE ix

rotation. Among them some problems on the oscillations of a circular plate and
on the equilibrium of a plate on a Winkler-type foundation are considered, as
well as problems which can be reduced to the use of the method of compensating
loadings. The method of initial parameters is considered in detail in the context of
the problem of the axially symmetrical deformation of a circular conic shell.
In the second chapter we collected comparatively different problems concern-
ing questions of the theory of oscillations, hydrodynamics, heat theory and others.
Section 11 of this chapter stands apart. In this section we consider the boundary
problems whose solution can be reduced to singular equations. Although we for-
mally consider plates and membranes here, the solution has a more general nature
and is less connected with concrete applications. If the reader wishes, he can read
the second part of the book independently of the first one. In this case the reader
can treat the second part as a continuation of the introduction, and look in the first
part only to make inquires.
The author conceives it his pleasant duty to express his deep gratitude to Pro-
fessor S.G. Mikhlin, who has attentively read the manuscript, for his very valuable
notes and, not least measure, for the great attention he dave this work and advice
given when discussing it.
The author sincerely thanks his disciples, A.I. Tseitlin for the notes produced
after reading the manuscript, L.M. Reznikov and M.Ya. Volotski for help during the
preparation of the manuscript for publication and verifying the numerous formulae.
B. Korenev
Introduction

In m a n y problems of m a t h e m a t i c a l physics, whose solution is connected with the


application of cylindrical and spherical coordinates, the process of separation of the
variables results in the differential equation

d2u du
z2 2 + z
2 2
+ (z – v )u = 0, (0.1)
dz dz
which is called the Bessel equation, and its solutions are called cylindrical or Bessel
functions.
First, we shall show in some examples what kind of problems results in the
Bessel equation, and then we shall consider different properties of Bessel functions
and their applications.
Consider small free oscillations of a thin homogeneous circular m e m b r a n e . T h e
differential equation of the membrane oscillations has the form

1 ∂2w ∂2w 1 ∂w 1 ∂2w


2 2 = 2 + + 2 2 , (0.2)
c ∂t ∂r r ∂r r ∂φ
where w is the m e m b r a n e deflection; t is the time; r and φ are polar coordinates;
1/c2 = ρ/N where ρ is the membrane mass relative to the unit of the area; N is
the m e m b r a n e tension.
We apply the m e t h o d of separation of the variables, setting

w = u(r)T(t)Φ(φ); (0.3)
then from 0.2 we immediately obtain

T(t) = sin(αt + A), (φ) = sin(nφ + B),

where α and A are the circular frequency and initial phase of the oscillations,
respectively; n is the number of nodal diameters: B is a constant which can easily
be expressed via the angle between the first nodal diameter and the polar axis; u(r)
is a function of the variable r to be determined.
After substituting (0.3) into (0.2), we obtain the following equation with respect
to u:
d2u 1 du α2 n2
+ + – u = 0. (0.4)
dr 2
r dr c 2
r2

If we introduce a new variable ξ = α r / c , then equation (0.4) takes the form

d2u 1 du n2
+ + 1– u = 0. (0.5)
dξ2 ξ dr ξ2

l
2 INTRODUCTION

In the introduction we denote the function u = un(ξ) and call ξ the argument and
n the index. In the problem under consideration ξ is a real number and the index
n is a natural number; non-integer indices will be denoted by v.
Further, we consider the problem of the oscillations of a membrane which has
the form of a circular sector with a central angle γ under the assumption that the
membrane is inflexibly fixed along the whole contour.
We shall seek the solution of equation (0.2) in the form
π(k+1)
w = uv(r) sin(αt + A) sin φ, k= 0,1,2,...,
γ
where k is the number of nodal radii lying inside the sector. If ν = π(k+1)/γ is a
non-integer, then the problem reduces to solving the Bessel equation
d2uv 1 duv ν2
+ + 1– uv = 0 (0.6)
dξ2 ξ dξ ξ2
with a non-integer index v.
As a next example of an application of the Bessel equation we consider the prob­
lem of integration of the Laplace equation in cylindrical coordinates. Such problems
occur very often in mathematical physics. For instance, considering the problem
of heat conduction theory in the case when the temperature field is stationary and
there are no heat sources, the temperature T(r, φ, z) satisfies the equation
∂2T ∂2T 1 ∂T 1 ∂2T
+ + + 2 = 0. (0.7)
∂z2 ∂r2 r ∂r r2 ∂φ
If we seek a partial solution of equation (0.7) in the form
Tn = e–az sin(nφ + B)un(r) , (0.8)
then, substituting (0.8) into (0.7), we obtain for the function un(r) the equation
d2un 1 dun 2 n2
+ + α – un = 0.
dr2 r dr r2
Let us consider the problem of the determination of the displacement w(r, φ)
of a membrane which lies on an elastic Winkler-type foundation (this means that
along with the loading, the membrane is subjected to some reactive forces which
are proportional with a coefficient k0 to its deflections).
The differential equation of the elastic surface of the unloaded part of the
membrane has the form
∇2w – λ2w = 0, λ1 = k0/N, (0.9)
2 2
∂ 1 ∂ 1 ∂
∇2 = + + 2 2 ,
∂r2 r ∂r r ∂φ
where N is the tension of the membrane; k0 is called the bedding constant of the
foundation material. If we write equation (0.9) in the polar coordinate system
and assume that the membrane occupies a circular domain, then, seeking a partial
solution in the form wn = un(ξ) sin(nφ + B), we obtain for the function un the
equation
d2un 1 dun n2
+ + – –1 un = 0, (0.10)
dξ2 ξ dξ ξ2
where ξ = λr.
INTRODUCTION 3

If we introduce a new variable x = iξ, then equation (0.10) will be transformed


into the Bessel equation with an imaginary argument.
T h e problem of equilibrium of a floating plate which has been considered by
Hertz, can be reduced to the solution of the equation
∇2∇2ω + λ4ω = 0, λ = 4 γ/D, (0.11)
where γ is the volumetric weight of the liquid, D is the flexural rigidity of the plate.
If we seek a partial solution of equation (0.11) in the form
ωn = un(ξ)sin(nφ + Bn),
then, as can be easily verified, the function un(ξ) can be represented in the form

un(ξ) = u1,n(ξ) + u2,n(ξ),


where one of the functions in the right-hand side satisfies the first of equations
(0.12) and the second function satisfies the second equation 1
d2un 1 dun n2
2 + – ± i un = 0. (0.12)
dξ ξ dξ ξ2
Thus, the solution of this problem results in Bessel functions of a complex
argument ξ i.
One can find m a n y other different applied problems whose solution connected
with integration of the Laplace equation, the wave equation, the heat equation, a
system of wave equations and so on, in cylindrical, spherical, and conic coordinates
results after the separation of variables in the Bessel equation. Some differential
equations of second order with variable coefficients can also be reduced to this equa­
tion. In the cases when there are sources distributed over the volume, the problems
can often be reduced to integration of the inhomogeneous Bessel equations. A series
of such problems will be considered in the second part of this book.

1
This problem in detail will be considered in p. 155.
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