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MPH-001

MATHEMATICAL
Indira Gandhi National
Open University
METHODS IN PHYSICS
School of Sciences

Block

1
PARTIAL DIFFERENTIAL EQUATIONS AND SPECIAL
FUNCTIONS
UNIT 1
Partial Differential Equations 9
UNIT 2
PDEs in Physics 31
UNIT 3
Bessel Functions 53
UNIT 4
Special Functions-I 75
UNIT 5
Special Functions-II 109
Programme Design Committee
Prof. V.B. Bhatia, Retd. Prof. Enakshi Sharma Prof. G. Pushpa Chakrapani Prof. Suresh Garg, Retd.
University of Delhi, Delhi University of Delhi, South BRAOU School of Sciences,
Prof. Abhai Mansingh, Retd. Campus, Delhi Prof. Y.K. Vijay IGNOU, New Delhi
University of Delhi, Delhi Prof. H.S. Mani, Retd. University of Rajasthan, Prof. Vijayshri
Prof. Feroz Ahmed, Retd. IIT Kanpur Rajasthan School of Sciences,
University of Delhi, Delhi Prof. S. Annapoorni Prof. J. Nag, Retd. IGNOU, New Delhi
Prof Yashwant Singh, Retd. University of Delhi, Delhi Jadavpur University Prof. S. R. Jha
Banaras Hindu University, Prof. D. Choudhury Prof. Zulfequar, School of Sciences,
Varanasi University of Delhi, Delhi Jamia Milia Islamia, New Delhi IGNOU, New Delhi
Prof. Deepak Kumar Prof. T.R. Seshadri Dr. Om Pal Singh Prof. Shubha Gokhale
J.N.U., New Delhi University of Delhi, Delhi IGCAR, Kalpakkam, School of Sciences,
Tamil Nadu IGNOU, New Delhi
Prof. Vipin Srivastava Prof. S. Ghosh
Central University of J.N.U., New Delhi Prof. Prabhat Munshi Prof. Sanjay Gupta
Hyderabad, Hyderabad IIT Kanpur School of Sciences,
Prof. Neeraj Khare
IGNOU, New Delhi
Prof. G.S. Singh IIT Delhi, Delhi Prof. R.M. Mehra, Retd.
IIT Roorkee, Roorkee Dept. of Electronics, South Dr. Subhalakshmi Lamba
Prof. V.K. Tripathi
Campus, University of Delhi, School of Sciences,
Prof. A.K. Rastogi. IIT Delhi, Delhi
Delhi IGNOU, New Delhi
J.N.U., New Delhi Prof. Pankaj Sharan, Retd.
Prof. A. K. Ghatak Jamia Milia Islamia, Prof. S. K. Kulkarni Dr. M.B. Newmai
IIT Delhi, Delhi New Delhi Pune University/ School of Sciences,
IISER Pune, Pune IGNOU, New Delhi
Prof. Rupamajari Ghosh Prof. Kirti Ranjan
J.N.U., New Delhi University of Delhi, Delhi

Course Design Committee


Prof. V.B. Bhatia, Retd. Prof. G.S. Singh Prof. Neeraj Khare Prof. Vijayshri
University of Delhi, Delhi IIT Roorkee, Roorkee IIT Delhi, Delhi SOS, IGNOU, New Delhi
Prof. Abhai Mansingh, Retd. Prof. A.K. Rastogi Prof. Pankaj Sharan, Retd. Prof. S. R. Jha
University of Delhi, Delhi J.N.U., New Delhi Jamia Milia Islamia, New Delhi SOS, IGNOU, New Delhi
Prof. Feroz Ahmed, Retd. Prof. S. Annapoorni Prof. Kirti Ranjan Prof. Shubha Gokhale
University of Delhi, Delhi University of Delhi, Delhi University of Delhi, Delhi SOS, IGNOU, New Delhi
Prof Yashwant Singh, Retd. Prof. D. Choudhury Prof. R.M. Mehra, Retd. Prof. Sanjay Gupta
BHU, Varanasi University of Delhi, Delhi Dept. of Electronics, South SOS, IGNOU, New Delhi
Prof. Deepak Kumar Prof. T.R. Seshadri Campus, Delhi University, Dr. Subhalakshmi Lamba
J.N.U., New Delhi University of Delhi, Delhi Delhi SOS, IGNOU, New Delhi
Prof. Vipin Srivastava Prof. S. Ghosh Prof. Suresh Garg, Retd. Dr. M.B. Newmai
Central University of J.N.U., New Delhi SOS, IGNOU, New Delhi SOS, IGNOU, New Delhi
Hyderabad, Hyderabad

Block Preparation Team


Prof. Vijayshri (Units 1-5) Dr. M.B. Newmai (Units 1-5)
School of Sciences, IGNOU, New Delhi School of Sciences, IGNOU, New Delhi
Course Coordinators: Prof. Sanjay Gupta, Dr. Subhalakshmi Lamba
Block Production Team
Sh. Rajiv Girdhar
AR (P), IGNOU
Acknowledgement: Shri Gopal Krishan Arora, EDP, SOS for CRC preparation.
June, 2023
© Indira Gandhi National Open University, 2023
ISBN:
Disclaimer: Any materials adapted from web-based resources in this module are being used for educational purposes
only and not for commercial purposes.
All rights reserved. No part of this work may be reproduced in any form, by mimeograph or any other means, without
permission in writing from the Copyright holder.
Further information on the Indira Gandhi National Open University courses may be obtained from the University’s office at
Maidan Garhi, New Delhi-110 068 or the official website of IGNOU at www.ignou.ac.in.
Printed and published on behalf of Indira Gandhi National Open University, New Delhi by Prof. Meenal Mishra, Director,
SOS, IGNOU.
Printed at
CONTENTS
Block and Unit Titles 1
Credit page 2
Contents 3

MATHEMATICAL METHODS IN PHYSICS: COURSE INTRODUCTION 5


BLOCK 1: Partial Differential Equations and Special Functions 7

Unit 1 Partial Differential Equations 9


1.1 Introduction 9
1.2 Method of Separation of Variables 10
1.3 Solving Laplace’s Equation 13
1.3.1 Cartesian Coordinates 13
1.3.2 Cylindrical Coordinates 17
1.3.3 Spherical Polar Coordinates 20
1.4 Summary 23
1.5 Terminal Questions 23
1.6 Solutions and Answers 24

Unit 2 PDEs in Physics 31


2.1 Introduction 31
2.2 Poisson’s Equation 31
2.3 Heat Diffusion Equation 36
2.4 Wave Equation 40
2.5 Integral Equations: Fredholm and Volterra Equations 43
2.6 Summary 46
2.7 Terminal Questions 46
2.8 Solutions and Answers 47

Unit 3 Bessel Functions 53


3.1 Introduction 53
3.2 Bessel Functions of the First Kind 54
3.2.1 Recurrence Relations 57
3.2.2 Generating Function 58
3.3 Bessel Functions of the Second Kind 64
3.4 Spherical Bessel Functions 66
3.5 Summary 68
3.6 Terminal Questions 68
3.7 Solutions and Answers 69

Unit 4 Special Functions-I 75


4.1 Introduction 75
4.2 Legendre Polynomials 75
4.2.1 Generating Function 78
4.2.2 Recurrence Relations 81

3
4.2.2 Orthogonality Relations 84
4.2.4 Rodrigues’s Formula 88
4.3 Spherical Harmonics 92
4.4 Hypergeometric Functions 96
4.5 Summary 100
4.6 Terminal Questions 100
4.7 Solutions and Answers 100

Unit 5 Special Functions-II 109


5.1 Introduction 109
5.2 Hermite Polynomials 109
5.2.1 Generating Function and Recurrence relations for
Hermite Polynomials 112
5.2.2 Orthogonality Relations for Hermite Polynomials 116
5.3 Laguerre Polynomials 118
5.3.1 Generating Function and Recurrence relations for
Laguerre Polynomials 119
5.3.2 Orthogonality Relations for Laguerre Polynomials 120
5.4 Sturm-Liouville Problem 121
5.5 Expansion in Orthogonal Functions 125
5.6 Summary 126
5.7 Terminal Questions 126
5.8 Solutions and Answers 126

4
MATHEMATICAL METHODS IN PHYSICS: COURSE
INTRODUCTION
In your study of physics at the UG level, you must have realized that much of the beauty and
elegance of physics stems from the language of mathematics that it uses. That is why we
would like to repeatedly emphasize that you should acquire a very good grasp of the
mathematics you need to understand physics at any level.
In this course we acquaint you with the areas of mathematics required for higher studies in
physics. Specifically, you will learn about partial differential equations and special functions
(Block 1), vector spaces, matrices and tensors (Block 2), complex analysis (Block 3), Laplace
and Fourier transforms (Block 4) and group theory (Block 5).
Our focus is mainly on how these methods and techniques are used in various areas of
physics ranging from classical mechanics to quantum mechanics, solid state physics and
theories of relativity.
In order to study this course effectively, we advise you to study the physics electives PHE-04
entitled Mathematical Methods in Physics-I, PHE-05 entitled Mathematical Methods in
Physics-II and PHE-14 entitled Mathematical Methods in Physics-III offered in the first B.Sc.
programme of IGNOU. We are not taking up ordinary differential equations (ODEs) and vector
analysis in this course as these are taught in detail at the UG level. These are listed for
recapitulation in the syllabus. Therefore, we advise you to study Block 1 of the course PHE-05
and Block 1 of PHE-04 thoroughly to refresh your knowledge of ODEs. These courses are
available in eGyankosh on the IGNOU website: www.ignou.ac.in. We will be referring to
several units of these courses as we build various concepts.
Finally, you should always sit with a pen and paper at hand while studying the course
material, work out all steps and all solved examples yourself. Avoid the temptation of looking
up answers before working out the unsolved problems given in each unit.
We hope you find this course useful and enjoy studying it. We wish you good luck.

5
6
BLOCK 1: PARTIAL DIFFERENTIAL EQUATIONS AND
SPECIAL FUNCTIONS
It is a truism that nothing is permanent except change. As you know, change in the physical
world manifests itself in a variety of forms. Whether you consider variations in electromagnetic
fields leading to electromagnetic waves, flow of heat in various bodies or current in electrical
circuits, you come across parameters that change in time and/or space. As a student of
physics, you know that the change in such functions is represented in terms of the ‘rates of
change’ or the derivatives of these functions with respect to some variables. You have learnt
in your UG physics courses that the behaviour of a variety of physical systems is modelled by
ordinary or partial differential equations. Boltzmann once said, “Equations are more intelligent
than the people who discover them”. Probably he was arguing for their beauty and elegance
in describing physical phenomena unfolded by nature!

Differential equations serve as useful tools in the study of change in the physical world. Most
of the general laws of nature in physics, chemistry, biology, astronomy, engineering and many
other areas find their most natural expression in the language of differential equations. Recall
from UG physics that ordinary differential equations (ODEs) involve differential equations that
have derivatives of the dependent variable with respect to only one independent variable.
involving functions of more than one variable. As you know, PDEs are differential equations
involving derivatives of functions of more than one variable. Partial differential equations arise
in such diverse areas as wave motion, heat conduction, electrostatics, magnetism,
hydrodynamics, aerodynamics, nuclear physics, to mention a few.

In this block, you will study partial differential equations (PDEs) and special functions, which
are solutions of partial differential equations having very interesting properties, and find use in
studying a wide variety of physical phenomena. The block is divided into five units. Unit 1
entitled Partial Differential Equations is an introductory unit in which we quickly recapitulate
certain basic concepts of PDEs and then discuss the solutions of Laplace’s equations in the
Cartesian, cylindrical and spherical polar coordinate systems. Laplace’s equation has wide
applications in physics. It can be applied to obtain the gravitational (electrostatic) potential in
free space devoid of matter (charge), to study the steady (time independent) flow of heat
across various bodies, to model surface waves on a fluid or to describe the irrotational motion
of an incompressible fluid. In Unit 2, as its title PDEs in Physics reveals, we discuss how to
solve other important PDEs in physics, namely, Poisson’s equation, heat diffusion equation
and the wave equation. We also discuss the Fredholm and Volterra integral equations. Then
we turn our attention to special functions.

The study of special functions is beautiful even from a purely mathematical point of view and
provides us very powerful tools to solve a wide variety of problems. For example, Bessel
Functions (Unit 3) have many applications in physics, ranging from the study of planetary
motion, cooling towers in power plants, diffusion of light at a circular aperture, e. m. waves in
cavity resonators, waveguides, diffusion across variable cross section to scattering of
neutrons by a nucleus, etc. The theoretical explanation of the description of an atom in terms
of principal, orbital, azimuthal and spin quantum numbers on the basis of Schrodinger
equation requires a knowledge of the properties of Legendre polynomials and spherical
harmonics. We discuss these in Unit 4 entitled Special Functions  I, which also deals with
hypergeometric functions.

The problem of a one-dimensional quantum oscillator and hydrogen atom are of significant
practical and theoretical interest. In Unit 5 entitled Special Functions  II, you will study 7
Hermite and Laguerre polynomials that are required to understand these problems. In fact,
these polynomials enable us to mathematically describe the microscopic world of molecules,
atoms and sub-atomic particles. In the next block, we take up some very interesting areas of
mathematical physics, namely, vector spaces, matrices and tensors.

One piece of advice before you start studying the block: You know that mathematical
methods of physics are best learnt by working through the text, examples, exercises in the
units called self-assessment questions (SAQs), and at the end of each unit called Terminal
Questions (TQs). You must therefore study with a paper and pen in hand and solve as many
problems as you can.

We hope that you will enjoy studying and working through the block. We wish you all the best!

8
Unit 1 Partial Differential Equations

UNIT 1
PARTIAL DIFFERENTIAL
EQUATIONS
Structure

1.1 Introduction 1.4 Summary


Expected Learning Outcomes 1.5 Terminal Questions
1.2 Method of Separation of Variables 1.6 Solutions and Answers
1.3 Solving Laplace’s Equation
Cartesian Coordinates
Cylindrical Coordinates
Spherical Polar Coordinates

1.1 INTRODUCTION
You have studied ordinary and partial differential equations (ODEs and PDEs)
You may like to
and the Cartesian, cylindrical and spherical polar coordinate systems in your refer to Unit 3 of
UG Mathematics and Physics courses. You would also be familiar with the PHE-04, Blocks 1
Fourier series and their determination for various functions. We will assume and 2 of PHE-05
that you have learnt about these topics in your UG courses. Otherwise, you and Block 4 of
may like to revise them from the references given in the margin and the Block PHE-14 to study
this unit. The
Introduction before studying this unit.
complete reference
of these courses is
As you are aware, partial differential equations are used to model a variety of
given in the Block
physical phenomena such as the propagation of waves, heat conduction, Introduction.
diffusion of particles, electric potential distributions in various systems, etc. In
this unit, you will recapitulate the method of separation of variables to reduce a
given PDE into a set of ODEs. You will then learn how to solve Laplace’s
equation in Cartesian, cylindrical and spherical polar coordinate systems.

In the next unit, we will discuss how to solve other important PDEs in physics.

Expected Learning Outcomes


After studying this unit, you should be able to:

 apply the method of separation of variables to reduce a given PDE to a set


of ODEs;
 obtain general solutions of simple PDEs; and
 solve Laplace’s equation using Cartesian, cylindrical and spherical polar
coordinates. 9
Block 1 Mathematical Methods in Physics
1.2 METHOD OF SEPARATION OF VARIABLES
You have learnt about PDEs in physics in your UG courses. You know that
linear and non-linear second order PDEs form the backbone of theoretical
physics. Apart from Laplace’s equation and Poisson’s equation, a few more
examples of important PDEs in physics are the heat diffusion and wave
equations; Integral equations; Fredholm and Volterra equations, Helmholtz
equation, Telegraph equation, Klein-Gordon equation, Schrödinger equation
and Dirac’s equation, etc. We will assume that you know the basic concepts
related to PDEs such as how to classify them on the basis of order, degree,
linearity and homogeneity. You may like to revise these concepts by studying
f (x, 0) the relevant portions of the references given in the Block Introduction.

In this section, we discuss the method of separation of variables, which is


the simplest and most widely used method used to solve PDEs. We will apply
this method to solve a few second order linear PDEs in physics in this unit and
h Unit 2 of this block. Let us now explain the method.
0 L/2 L x To illustrate the method of separation of variables, we consider a simple PDE

Fig. 1.1: A plucked that you are familiar with from your UG courses. You may recall that the
finite string fixed at vibrations of a plucked finite string (Fig. 1.1) fixed at both ends are described
both ends. by the following partial differential equation known as the wave equation:

 2f ( x, t )  2f ( x, t )
 v2 (1.1)
t 2 x 2

where f(x, t) gives the vertical displacement of the vibrating string from its
equilibrium position at any instant t. The constant v is called the wave velocity
because it is the velocity with which the disturbance at one point of the string
would travel along the string. Note that we have taken the string to be along
the x-axis.

Note that the PDE is linear as there is no term containing the powers of f or
product of f and its derivatives.

We now assume that the solution of Eq. (1.1) can be written in the form of a
product as:

f x, t   X x  T t  (1.2)

Physically, it means that the dependence of the unknown function f on one


variable is in no way affected by its dependence on the other variable. Does
this imply that there is no connection at all between X and T? No, it only
means that the function X does not depend on t and the function T does not
depend upon x. For instance, the function

f x, t   x sin t (1.3a)

is completely separable in x and t. On the other hand, the function

f x, t   x  t (1.3b)

is inseparable because the function cannot be written as a product of two


10 separate functions, each being a function of only x and only t, respectively. To
Unit 1 Partial Differential Equations
illustrate the method, we differentiate Eq. (1.2) twice with respect to x. This
gives:
f
 X T
x
and
 2f
 X T (1.4)
x 2
where prime(s) denote ordinary differentiation with respect to x. This
emphasizes the fact that the derivative is the total derivative and the function
X has only one independent variable. Similarly, if we differentiate Eq. (1.2)
with respect to t, we obtain
f
 XT
t
and
 2f
 X T (1.5)
t 2
where dot(s) denote ordinary differentiation with respect to t. We have used
primes and dots just to distinguish the independent variables with respect to
which differentiation has been carried out.
By inserting results contained in Eqs. (1.4 and 1.5) in Eq. (1.1), we obtain
X x  Tt   v 2 X x T t 

Dividing throughout by v 2 X x T t , we get

Tt  X x 
 (1.6)
v 2T t  X x 

The left hand side of Eq. (1.6) involves functions which depend only on t
whereas the expression on right-hand side is a function of x only. Note that v
is constant. Thus, if we vary t and keep x fixed, the right-hand side cannot
change. This means that Tt  / v 2T t  must remain constant for all t.
Similarly, if we vary x holding t fixed, the left-hand side must not change. That
is, the quantity X x  / X x  must be the same for all x. Mathematically, we
express this fact by saying that both sides must be equal to a constant, say, k.
Is this argument sound? To discover the answer to this question, let us write k
to represent either side Eq. (1.6). i.e.,
Tt  X  x 
k  (1.17)
v T t 
2 X x 

Then from the right-hand side of the above equation, we have

k     X x   0
 
t t  X x  

and from the left-hand side, we have

k     T2 t    0
   
x x  v T t 
11
Block 1 Mathematical Methods in Physics
Since the first order partial derivative of k with respect to t or x is zero, k must
be a constant. It is called the separation constant.

This step of being able to equate the two sides of Eq. (1.7) to a constant is
really the key to the process of separation of variables.

Thus, you can now rewrite the given equation as the following two ordinary
differential equations:

X x   k X x   0 (1.8a)

and
Tt   k v 2T t   0 (1.8b)

That is, by assuming a separable solution, we have reduced a partial


differential equation in two variables into two equivalent ordinary
differential equations.

The ODEs so obtained can be solved using the methods you have learnt in
the earlier UG courses. You may like to revise them from the reference given
in the Block Introduction. You will learn how to solve a few important PDEs in
physics in Sec. 1.3 of this unit and Unit 2. Now, before proceeding further let
us revise the method of separation of variables.

METHOD OF SEPARATION OF VARIABLES

1. The unknown function of two (or more) variables is expressed as a


product of two (or more) functions of each of these variables.

2. The assumed form of the solution is inserted in the given differential


equation. A second-order PDE in two variables splits into two ODEs.
When the number of independent variables is more than two, we get
ODEs equal in number to the independent variables.

3. You can solve the ODEs so obtained using known methods.

4. The general solution of a given PDE is obtained by taking the


product of the solutions of ODEs.

The same method can be extended to a PDE in three variables. Why don’t
you work out SAQ 1 to practice this method for three variables?

SAQ 1

Use the method of separation of variables to reduce the following PDE to a set
of three ODEs:

 2T 1 T  2T
  0
r 2 r r z 2

The equation in SAQ 1 describes the steady-state temperature distribution in a


cylindrical body, such as control/fuel rods in the reactor core.
12
Unit 1 Partial Differential Equations
We hope that you can now use the method of separation of variables to
reduce a PDE to a set of ODEs and solve it. Remember: The number of
ODEs equals the number of independent variables in the given PDE.

We now solve Laplace’s equation for different physical situations under


specific initial and boundary conditions.

We expect you to know what the terms initial conditions and boundary
conditions mean. You should revise these from the reference (PHE-05) given
in the Block Introduction.

1.3 SOLVING LAPLACE’S EQUATION


Laplace’s equation is one of the most important equations with many
applications in physics. For example, it is used in gravitational and
electrostatic potential theory, fluid mechanics, and for modelling steady state
heat flow, etc. In general, Laplace's equation describes steady state situations
(that do not depend explicitly on time), that is, situations of equilibrium. In this
section, you will learn how to solve Laplace’s equation in Cartesian, cylindrical
and spherical polar coordinates. We will give examples for all three types of
solutions.

Let us begin with the three-dimensional Laplace’s equation:

2f  0 (1.9a)

You have to learn how to solve Eq. (1.9a) in Cartesian, cylindrical and
spherical polar coordinates. Before studying Secs. 1.3.2 and 1.3.3, you may
like to revise the cylindrical and spherical polar coordinates from Unit 3 of
PHE-04 (refer to Block Introduction). We discuss these cases in the next three
sections.

1.3.1 Cartesian Coordinates


Laplace’s equation in Cartesian coordinates is given as:

 2f  2f  2f
  0 (1.9b)
x 2 y 2 z 2

Let us separate Eq. (1.9b) into three ODEs using the method of separation of
variables. Following the method, we write:
f x, y , z   X x  Y y Z z  (1.10)

Next, we differentiate the function f with respect to each one of the


independent variables twice and write:
f
 X YZ
x

 2f
 X YZ (1.11a)
x 2

f
 XY Z
y 13
Block 1 Mathematical Methods in Physics
2
 f
 X Y  Z (1.11b)
y 2

f
 X Y Z
z

 2f
 X Y Z  (1.11c)
z 2

Substituting Eqs. (1.11 a to c) in Eq. (1.9) and dividing the result by the
product XYZ, we get:
1
X Y Z  X Y  Z  X Y Z  0
XY Z

or
X  Y  Z 
   0 (1.12)
X Y Z

Notice that each of these terms on the LHS of Eq. (1.12) involves three
functions which depend only on single variables x, y and z, respectively. Since
x, y and z are independent variables, will the sum on LHS of Eq. (1.12) be
equal to zero? It will be zero only if each of these terms is equal to a constant
such that the sum of the three constants is zero. This means that we can
equate each term to a constant and write the three terms as three ODEs:
X  x  1 d 2 X
  k12 (1.13a)
X x  X dx 2

Y  y  1 d 2Y
   k 22 (1.13b)
Y  y  Y dy 2

Z z  1 d 2 Z
  k 32 (1.13c)
Z z  Z dz 2

Note that at least one of the three separation constants has to be negative for
Eq. (1.12) to hold. We have taken two of these constants to be negative and
one to be positive. Of course, the sum of the three constants has to be zero:
 k12  k22  k32  0 for Eq. (1.12) to hold.

So, we can now rewrite Laplace’s equation as three separate ordinary


differential equations:

X  x   k 12 X  x   0 (1.14a)

Y y   k22 Y y   0 (1.14b)

and
Z z   k32 Z z   0 (1.14c)

You know very well the solutions of these three ODEs:


X  x   A cos k1 x  B sin k1 x (1.15a)

Y y   C cos k 2 y  D sin k 2 y (1.15b)


14
Unit 1 Partial Differential Equations
and Z z   P cosh k 3 z  Q sinh k 3 z (1.15c)

where k 12  k 22  k 32 (1.15d)

The values of the constants A, B, C, D, P and Q are determined by the


boundary conditions and initial conditions that apply in any given physical
problem. The general solution of the Laplace’s equation is obtained by taking
a linear combination of all possible products of these solutions. We will now
illustrate how to obtain the general solution of Laplace’s equation in Cartesian
coordinates for a given physical problem. Let us consider the example of
determining the steady state temperature distribution in a rectangular metal
plate.

Example 1.1

A thin rectangular metal plate of length L and width B is sandwiched between


two sheets of insulation (Fig. 1.2a). The temperature of the plate is held at T0
at its top edge, T1 at its bottom edge and 0 C on its left edge. The plate is
insulated on its right edge and so, no heat flows in that direction.

Since the plate is very thin, we can assume that the temperature does not vary
in the z-direction. Therefore, the steady state temperature distribution of the
plate obeys the two-dimensional Laplace’s equation:

 2T ( x, y )  2T ( x, y )
 0 0  x  L, 0  y  B (1.16)
x 2 y 2

Fig. 1.2b shows the two-dimensional view of the plate in the x-y plane. Since
the plate is insulated on its right edge, no heat flows in that direction and the
partial derivative of T in the x-direction is zero (Fig. 1.2b).
z y
T  T0
B

x T
T0 0
x

x
T  T1 L
y
(a) (b)
Fig. 1.2: a) A thin plate between sheets of insulation; b) transverse view of the plate
showing boundary conditions for T ( x, y ).

Let us write down the boundary conditions for this problem. You can see from
Fig. 1.2b that

T L, y 
i) T 0, y   0, 0 0y  B (1.17a)
x

ii) T  x, 0   T1, T  x, B   T 0 0 x  L (1.17b)

Solve Laplace’s equation (1.16) for these boundary conditions.


15
Block 1 Mathematical Methods in Physics
Solution : We use the method of separation of variables to separate the two-
dimensional Laplace’s equation into two ODEs following the standard method:

T  x, y   X  x  Y y  (1.18a)

so that
X ( x ) Y ( y )
  0 (1.18b)
X(x) Y (y )

You may like to obtain the solutions for X(x) and Y(y) as explained in this
section. Solve SAQ 2.

SAQ 2

Obtain the general solutions X(x) and Y(y) of the ODEs given in Eq. (1.18b).

So, you have obtained the following solutions on solving SAQ 2:

X  x   A cos x  B sin x (1.18c)

and Y y   C cosh y  D sinh y (1.18d)

We now apply the boundary condition (i) given in Eq. (1.17a) and get

A=0

So, X  x   B sin x

Applying the second boundary condition in Eq. (1.17a), we get:

T  L, y 
 B  cos x x  L  0  cos L  0
x

(2n  1)
or n  , n  1, 2,... (1.18e)
2L

This yields:

X n x   Bn sin  n x

Inserting the value of  in the expression for Y(y) given by Eq. (1.18d), we get:

Yn y   Cn cosh  n y  Dn sinh  n y

The general solution of the Laplace’s equation for T x, y  is given by:


T  x, y    (Pn cosh  n y  Rn sinh  n y ) sin  n x (1.18f)
n 1

with  n given by Eq. (1.18c) and Pn  Cn Bn and Rn  Dn Bn .


16
Unit 1 Partial Differential Equations
We next apply the boundary condition (ii) given by Eq. (1.17b) to determine
the coefficients Pn and R n . At y  0,


T  x, 0    Pn sin n x  T1, 0x  L (1.19a)
n 1

From which we determine Pn to be:

L
2 4 T1
Pn 
L  T1 sin  n x dx 
(2n  1) 
(1.19b)
0

At y  B,


T  x, B    (Pn cosh  n B  R n sinh  n B ) sin  n x  T0
n 1
(1.20a)

or T  x, B    Gn sin  n x  T0 (1.20b)
n 1

where Gn  Pn cosh  n B  Rn sinh  n B (1.20c)

Then you can see that the coefficients Gn are given by:

L
2 4T0
Gn   T0 sin  n x dx  (1.21a)
L (2n  1) 
0

Solve the integral in Eq. (1.21a) and the steps that follow yourself. From
Eqs. (1.20c and 1.21a), we get the coefficients Rn in terms of the known
coefficients Gn and Pn :

Gn  Pn cosh  n B 4 T0  T1 cosh  n B
Rn  
sinh  n B (2n  1)  sinh  n B
(1.21b)

Thus, the unique solution of this problem is:

4  1
T  x, y   
 n  1 2n  1
T1 cosh  n y

T  T1 cosh  n B 
 0 sinh  n y  sin  n x (1.22)
sinh  n B 

1.3.2 Cylindrical Coordinates


In cylindrical coordinates (, , z), Laplace’s equation  2f (, , z)  0 is given
as:

 2f 1 f 1  2f  2f
   0 (1.23)
2   2 2 z 2 17
Block 1 Mathematical Methods in Physics
Again we have to separate Eq. (1.23) into three ODEs using the method of
separation of variables. We would like you to separate Eq. (1.23) into three
ODES taking f (, , z) as the product R() () Z(z). Solve SAQ 3.

SAQ 3

Separate Eq. (1.23) into three ODEs.

So, you have obtained the following ODEs on solving SAQ 3.

1 d 2Z
 2  0 (1.24a)
Z dz 2

1 d 2 d 2
   2 or  2  0 (1.24b)
 d 2 d 2

 dR  2 d 2R
   2 2  2  0 (1.24c)
R d R d 2

The general solutions of Eqs. (1.24a and b) are given by:

Z z   C1 e z  C2 e z , (1.25a)

  C3 e i  C4 e i (1.25b)

x   Let us now solve Eq. (1.24c). With the change of variable to x  , we can
recast it as the following equation (read the margin remark):
dR dR dx dR
  
d dx d  dx d 2R dR
x2  x  ( x 2  2 )R  0 (1.25c)
2
x dx
d 2R dR  dR 
   
d 2 d   dx  This is the Bessel equation and you will solve it in Unit 3. Here we give the
d 2R general solution, which is a linear combination of Bessel’s functions of the first
 2 kind J (x ) and Bessel’s functions of the second kind Y (x ) :
dx 2

R ()  C5 J ()  C6 Y () (1.25d)

So, the general solution of Laplace’s equation (1.23) in cylindrical coordinates


is:

 A e z e i J  ()  B e z e iY () 


 
 
 C  e z e  i J  ()  D e z e  iY () 
 
f (, , z )     (1.26)
   E e  z e i J ( )  F e  z e iY ( ) 
     
 
  z e  i J ( )  H e  z e  iY ( ) 
 G e    

18 Let us now apply Laplace’s equation to a system having cylindrical symmetry.


Unit 1 Partial Differential Equations

Example 1.2
z
T  T0
Consider a solid cylindrical cooling tower of radius 2 units and height 4 units
(see Fig. 1.3). Its base and the curved side are held at 0 and top at a
constant temperature T0 . The steady-state temperature distribution is
described by Laplace’s equation  2 T  0.
T  0
i) Specify the boundary conditions.
ρ  2 units
ii) Determine the steady-state temperature distribution in the cooling tower. y

Solution : x T  0 y

i) We can express the boundary conditions for the problem (Fig. 1.3) as: Fig. 1.3: A cylindrical
cooling tower of
T 2, z   0, 0  z  4, radius 2 units and
height 4 units.

T , 0   0, T , 4   T0 , 0    2

ii) Since the tower possesses cylindrical symmetry, its steady state
temperature distribution will be independent of . Hence, Laplace’s
equation in cylindrical polar coordinates for the steady state temperature
T(, z) in the cooling tower is:

 2T 1 T  2T
2 T    , 0    2; 0z4 (i)
 2   z 2

You can separate the PDE (i) into two ODEs in  and z. Substituting
T  R  Z z  and separating variables, you will obtain the following ODEs:

 2R   R   2 2R  0 (ii)

and Z   2 Z  0 (iii)

You may like to work out the steps leading to Eqs. (ii and iii) before studying
further.

The negative separation constant is used in Eq. (iii) since there is no reason to
expect the solution to be periodic in z.

Eq. (ii) is the zeroth order Bessel’s equation (see Sec. 3.2 of Unit 3 of this
block). So, the solution of Eq. (ii) is:

R  c1J 0 ()  c 2Y0 ()

where J 0 and Y0 are Bessel’s functions of the first and the second kind of
order zero.

Since the solution of Eq. (iii) is defined on the finite interval (0, 4), we write:

Z  c 3 cosh z  c 4 sin z
19
Block 1 Mathematical Methods in Physics
In order to have a bounded temperature T , z  at   0, we must define
c2  0 since Y0  x     as x  0. The condition T 2, z   0 implies that
R 2  0 or

J 0 2   0 (iv)

This equation will hold for 1  1 / 2, 2  2 / 2,.......n  n / 2 where


1,  2 ,.... n are zeros of the Bessel function. Lastly Z 0   0 implies c3  0
since sinh0  0 and cosh0  1. Hence, we have R  c1 J 0  n ,
Z  c4 sinh(n z) and

un  An sinh (n z) J0  n

The general solution is, therefore, of the form:


u r , z   An sinh (n z) J0  n  (v)
n 1

Finally, we discuss Laplace’s equation in spherical polar coordinates and


solve it for a physical system.

1.3.3 Spherical Polar Coordinates

Laplace’s equation in spherical coordinates (r, , ) is given as:

1   2 f  1   f  1  2f
 r    sin    0
r 2 r  r  r 2 sin      r 2 sin2  2
(1.27)

Once again, we leave it as a practice exercise for you to reduce it to three


ODEs. You should write f (r, , ) as the product R(r) () () and verify that
the three ODEs are:

d 2
 m 2  0 (1.28a)
d 2

d 2R dR
r2  2r  n2 R  0 (1.28b)
dr 2 dr

d 2  cos  d  2 m2 
  n   0 (1.28c)
d 2 sin  d  sin 2  

You should verify Eqs. (1.28a to c) before studying further.

The next step is to determine the solution of these ODEs. You know that the
solution of Eq. (1.28a) is given by:

()  Am e im  Bm cos   Cm sin  (1.29a)


20
Unit 1 Partial Differential Equations
For solving Eq. (1.28b), we use the Frobenius method and obtain the solution
for n 2  l (l  1) as:

Rl (r )  Dl r l  Fl r l 1 (1.29b)

You may like to solve Eq. (1.28b) yourself and verify Eq. (1.29b). Solve
SAQ 4.

SAQ 4

Solve Eq. (1.28b).

Eq. (1.28c) may be recast as the ODE for Associated Legendre polynomials
with the change in variable x  cos  and with m  0, 1,..., l . We do not work
this out as Associated Legendre polynomials are not a part of the syllabus
(you can refer to the Appendix of Unit 14, PHE-14 for these polynomials). We
just state the general solution here:

 l
f (r , , )    [Dl r l  Fl r l 1 ]Plm (cos ) [Bm cos   C m sin ]
l  0m  0

(1.30)

The general solution is also written as:

  [Dl r l 
 l
f (r , , )   Fl r  l 1 ]Plm (cos )e  im (1.31a)
l  0m  0

  [Dl r l 
 l
f (r , , )   Fl r  l 1 ]Ylm (, ) (1.31b)
l  0m  0

where Ylm (, ) are the spherical harmonics (Sec. 3.3 of Unit 3 in this block).

Let us now solve Laplace’s equation in spherical coordinates for a physical


problem.

Example 1.3

Consider a solid sphere of radius R and suppose that the surface of the upper
half of the sphere is kept at a constant temperature T0 . Let the surface of its
lower half be kept at zero temperature. Determine the steady state
temperature at a point inside the sphere.

Solution : Since the problem has spherical geometry, we use Laplace’s


equation in spherical polar coordinates to solve it. The steady-state
temperature distribution T (r , , ) satisfies the equation:

 2 T (r , , )  0 (i)
21
Block 1 Mathematical Methods in Physics
1   2 T  1   T 
or  r    sin  
r 2 r  r  r 2 sin     

1  2T
 0 (ii)
r 2 sin2  2

We will use the general solution given by Eq. (1.30).

Let us specify the boundary conditions for this problem. These are:

T , 
 0 0    or 0  cos   1
2

T (r  R )   (iii)
 
0,     or  1  cos   0
2

Note that the temperature of the sphere at its upper and lower surfaces is
constant, i.e., independent of . So, in Eq. (1.30 or 1.31a), we must have
m  0. Then Plm (cos )  Pl (cos ), the Legendre polynomials.

Note further that we have to determine the temperature distribution at a point


inside the sphere. Therefore, the coefficient Fl of the term r l 1 in the radial
part of the solution, [R l (r )  Dl r l  Fl r l 1 ], is to be taken as zero. Otherwise
the solution will become infinite at the origin. So, we retain only the term
containing r l . The general solution then becomes:


T ( r , )   C l r l Pl (cos ) (iv)
l  0

We can determine the coefficients Cl by applying the boundary conditions


specified above. Let us put x  cos  where x is not the coordinate x but just
stands for cos . So, we have:


T r R   Cl R l Pl ( x )  T0 u ( x ) (v)
l  0

 0, 1  x  0
where u( x )   (vi)
 1, 0  x 1

As you have learnt in your UG course or will learn in Unit 4, u(x) in Eq. (vi) can be
expanded in a series of Legendre polynomials as:

 1 3 7 11
u( x )   Al Pl ( x )  2
P0 ( x )  P1( x ) 
4 16
P3 ( x ) 
32
P5 ( x )  ...
l 0

(vii)
22
Unit 1 Partial Differential Equations
T0
From Eq. (v), the coefficients C l are Al and, therefore, substituting these
Rl
values of Cl in Eq. (iv), we get the solution unique to this problem (TQ 5) as:

1 3 r 7  r 3 
 0P (cos  )  P1 (cos  )    P3 (cos ) 
2 4 R 16  R  
T  T0  
 5 
 11  r  P (cos )  ... 
 32  R  5 

(viii)

With this discussion of Laplace’s equation, we end this unit and recapitulate
what you have learnt.

1.4 SUMMARY
In this unit, we have covered the following concepts:

 Method of separation of variables to reduce a given partial differential


equation into a set of ordinary differential equations.

 Laplace’s equation in Cartesian, cylindrical and spherical polar


coordinates.

 General solutions of Laplace’s equation in Cartesian, cylindrical and


spherical polar coordinates.

 Applications of Laplace’s equation in Cartesian, cylindrical and spherical


polar coordinates to various physical systems.

1.5 TERMINAL QUESTIONS


 2 x, t 
1. Separate the PDE   0 into two ODEs.
x 2 t

2. The Helmholtz equation in Cartesian coordinates can be written as

 2 2  2 
   f x, y , z   k 2 f x, y , z   0
 x 2 y 2 z 2 
 

Reduce it to three ODEs.

3. Obtain the steady state temperature u(x, y) for the rectangular plate of
Fig. 1.2 given the following boundary conditions:
U0 y uL, y 
u 0, y   ,  S 0y  B
B x
u  x, 0   0, u  x, B   0 0x  L

4. Verify Eqs (vii) and (viii) of Example 1.3. 23


Block 1 Mathematical Methods in Physics
1.6 SOLUTIONS AND ANSWERS
Self-Assessment Questions
1. To reduce the following PDE to a set of three ODEs,

 2T 1 T  2T
  0
r 2 r r z 2

we take T r , z   R r Z z  (i)

T dR  2T d 2R  2T d 2Z
Then  Z,  Z and R (ii)
r dr r 2 dr 2 z 2 dz 2

Substituting these equations in the given PDE, we get

d 2R Z dR d 2Z
Z  R 0
dr 2 r dr dz 2

On dividing throughout by ZR, we get

1  d 2R 1 dR  1 d 2Z
 2   (iii)
R  dr r dr  Z dz2

The LHS of this equality involves functions which depend only on r,


whereas the expression on RHS is a function of only z. So, both sides
must be equal to a constant, say, k. Hence the given equation separates
into the following two ODEs:

d 2 R 1 dR
  kR  0 (iv)
dr 2 r dr

d 2Z
and  kZ  0 (v)
dz 2
2. To obtain the general solutions of the separated ODEs,

X ( x ) Y ( y )
  0
X(x) Y (y )

we note from Eq. (1.17a) that X(x) vanishes at the boundaries and so, the
ratio cannot be positive as it will yield exponential function solutions that
would be positive at x  0. Hence, we write:

X ( x )
 k2 or X ( x )  k 2 X ( x )  0 0x  L
X(x)

and Y ( y )  k 2 Y ( y )  0 0y  B

As you know, the general solutions of the two ODEs are:

X x   A cos x  B sin x

and Y y   C cosh y  D sinh y


24
Unit 1 Partial Differential Equations

 2f
1 f 1  2f  2f
3. To separate the PDE 
   0 into three ODEs,
 2    2  2 z 2
we substitute f (, , z )  R() () Z ( z ) in it.

So, we get:
d 2R 1 dR 1 d 2 d 2Z
Z  Z  RZ  R 0
d 2  d  2 d 2 dz 2

Dividing the above equation by RZ, we get


1 d 2R 1 dR 1 d 2 1 d 2Z
   0
R d 2 R d  2  d 2 Z dz 2

1 d 2Z
We put   2 and
Z dz 2

1 d 2 d 2
  2   2  0
 d 2 d 2

 dR  2 d 2R
Then we have:    2 2  2  0
R d R d 2

These are Eqs. (1.24a to c).


4. We use the Frobenius method to solve the ODE. We expand R in the
following series about r  0, and take its first and second order derivatives
with respect to r :

R (r )   am r m  k
m 0


R (r )   am (m  k )r m  k 1
m 0


R (r )   am (m  k ) (m  k  1)r m  k  2
m 0

Substituting R and its derivatives in the given ODE, we get:



r k  am (m  k )(m  k  1)  2(m  k )  n 2  0
m 0

The indicial equation is the coefficient of r k for m  0 :


a0 k (k  1)  2k  n 2  0   k 2

 k  2k  n 2  0

 1  1  4n 2
or k 2  k  n2  0  k
2
Now we substitute n 2  l (l  1), so that

 1  1  4l 2  4l  1  (2l  1)
k 
2 2 25
Block 1 Mathematical Methods in Physics
This, we get 2 roots:

k1  l , k 2   l  1

So the solution is of the form Rl (r )  Dl r l  Fl r l 1, which is Eq. (1.29b).

Terminal Questions
 2 
1. The given ODE is:  0
x 2 t

We express  x, t  as a product of two separable functions:

 x, t   X x T t 

Substituting it in the given PDE, we get:

X x T t    X x  T t   0

Dividing throughout by X x  T t , we have:

X x  T t 
    k2
X x  T t 

so that the PDE is separated into the following ODEs:

X x   k 2 X ( x )  0

and

T t   2T t   0

where 2  k 2 / .
2. The Helmholtz equation in Cartesian coordinates is:
 2 2  2 
   f x, y , z   k 2 f x, y , z   0 (i)
 x 2 y 2 z 2 
 

Let us write
f x, y , z   X x  Y y  Z z  (ii)

Substituting Eq. (ii) in Eq. (i), we get:

d2X d 2y d 2Z
Y Z X Z XY  k2 X Y Z  0
2 2 2
dx dy dz

Dividing throughout by X Y Z and rearranging terms, we get:

1 d2X 1 d 2Y 1 d 2Z
 k2   (iii)
X dx 2 Y dy 2 Z dz 2

The LHS is a function of x alone, whereas the RHS depends only on y and
z. Let us choose

1 d2X
 l 2 (iv)
X dx 2
26
Unit 1 Partial Differential Equations
Then we can write:

1 d 2Y 1 d 2Z
 k 2  l 2  (v)
Y dy 2 Z dz 2

Here we have a function of y equated to a function of z. We now set

1 d 2Y
 m 2 (vi)
Y dy 2

so that

1 d 2Z
 k 2  l 2  m 2  n 2 (vii)
Z dz 2

where we have put k 2  l 2  m 2  n 2 . Eqs. (iv), (vi) and (vii) are the three
ODEs into which Helmholtz equation separates.

3. The ODE for the problem is:


 2 u( x, y )  2 u ( x, y )
 0 0  x  L, 0y  B (i)
x 2 y 2
We write u( x, y )  X ( x )Y ( y ) and separate the PDE into two ODEs as
follows:
X x  Y y 
  0, 0  x  L, 0y B
X ( x ) Y (y )

with the boundary conditions:

u L, y 
u 0, y  
U0 y
,  S 0y  B
B x
X ( x )Y (0)  0, X ( x )Y (B )  0, 0x  L

or Y (0)  0, Y (B )  0 0x  L

Y 
Since Y has to vanish at the boundaries y  0 and y  B, the ratio
Y
cannot be positive. Thus, we get the ODEs:

X   2 X  0, Y   2Y  0
whence X ( x )  M cosh x  N sinh x and Y ( y )  C cos y  D sin y

The boundary conditions on Y yield the following values of C and  :


n
C  0,  n  , n  1, 2, 3,...
B
ny
Thus, Yn ( y )  Dn sin , n  1, 2, 3,...
B
Thus, the general solution is

u( x, y )   (an cosh  n x  bn sinh  n x ) sin  n y (ii)
n 1

where an  M n Dn and bn  Nn Dn .
27
Block 1 Mathematical Methods in Physics
Applying the remaining boundary conditions, we get

U0 y
At x  0,  an sin n y  B
, 0y B
n 1

Using the half-range expansion technique for Fourier series (see Unit 7 of
PHE-05), we get the coefficients as follows:
B
2 U0 y
B B
an  sin  n y dy
0

Integrating by parts, we get:

2U0   y 1  sin  n y  
B B

an   cos  n y    
B 2    n 0  n   n  0 
 

2U0  B 2 
  cos n  0 
B 2  n 

2U0 cos n
or an   (iii)
n
u
At x  L, (L, y )  S, 0y B
x
Differentiating the series (ii) for u(x, y) term by term and applying the
above boundary conditions, we get
u 
(L, y )    n (an sinh  n L  bn cosh  n L) sin  n y
x n 1
 S, 0  y  B

So we must choose bn such that the coefficient of sin  n y will be


Cn   n (an sinh  n L  bn cosh  n L )
B
  S sin n y dy
2
where Cn 
B
0
B
2S  cos  n y 
   
2S
cos n  1  2S (cos n  1)
B  n 0 B n n

Thus,
Cn
 an sinh  n L
n
bn  (iv)
cosh  n L

Thus, the unique solution of the problem is given by:



u( x, y )   (an cosh  n x  bn sinh  n x ) sin  n y
n 1

Cn
 an sinh  n L
2U 0 cos n n 2S
with an   , bn  and Cn  (cos n  1)
n cosh  n L n
28
Unit 1 Partial Differential Equations
4. We have to expand the function

0 1 x  0
u( x )  
1 0  x 1

into a series of Legendre polynomials. So, we write:



u( x )   Al Pl ( x )
l 0

Comparing the above equation with Eq. (v) of Example 1.3, we can write:
 
T
 Cl R l Pl ( x )  T0  Al Pl ( x )  C l  0 Al
Rl
l 0 l 0

To determine the coefficients Al , we proceed as follows:

1  1
 u( x ) Pm ( x )dx   Al  Pm ( x )Pl ( x )dx
1 l 0 1

2
 Am . (  lm  0 for l  m and  lm  1 for l  m)
2m 1

2m  1 1
Am   u( x ) Pm ( x )dx (v)
2 1

From Eq. (v), for m  0, we get:

11 11 1
A0   P0 ( x )dx   dx 
20 20 2

For m  1, we get: Here we have used


the following results
31 31 3 for Legendre
A1   P1( x )dx   xdx  polynomials:
20 20 4
P0 ( x )  1
For m  2, we get
P1( x )  x
51 51 2
A2   P2 ( x )dx   (3 x  1)dx  0 P2 ( x ) 
1
(3 x 2  1)
20 20 2

71 71 1
A3  3 7 P3 ( x )  (5 x 3  3 x )
 P3 ( x )dx   (5 x  3 x )dx   2
20 40 16

and so on.
1 3 7 11
 u( x )  P0 ( x )  P1( x )  P3 ( x )  P5 ( x )  ...
2 4 16 32

So, Eq. (vii) is verified. To verify Eq. (viii), we substitute the values of C l in
the equation:

T ( r , )   Cl r l Pl (cos )
l 0 29
Block 1 Mathematical Methods in Physics
T0
Since Cl  Al , we get:
Rl
T
C0  T0 A0  0
2
T T 3
Cl  1 A1  Cl  0 . , and so on.
R R 4

Therefore,

1 3 r 7 r 
3 
 P0 (cos )  P1(cos )    P3 (cos ) 
2 4 R 16  R  
T  T0  
5
 11  r  
 32  R  P5 (cos )  ... 
   

30
Unit 2 PDEs in Physics

UNIT 2
PDEs IN PHYSICS
Structure

2.1 Introduction 2.5 Integral Equations: Fredholm and


Expected Learning Outcomes Volterra Equations
2.2 Poisson’s Equation 2.6 Summary
2.3 Heat Diffusion Equation 2.7 Terminal Questions
2.8 Solutions and Answers
2.4 Wave Equation

2.1 INTRODUCTION
In Unit 1, you have studied about the method of separation of variables to
solve partial differential equations and used it to solve Laplace’s equation in
Cartesian, cylindrical and spherical polar coordinates. You have also learnt
how to solve Laplace’s equations for various physical systems in different
geometries. In this unit, we discuss a few more important PDEs in Physics,
most of which you will be solving in later courses. Specifically, we discuss
Poisson equation, heat diffusion equation, wave equation, and the methods of
solving these equations for given initial and boundary conditions. We also
introduce integral equations and briefly discuss Fredholm and Volterra
equations. You will also learn about many interesting applications of these
PDEs in modelling a variety of physical phenomena.
In the next unit, we will discuss special functions like Legendre polynomials,
spherical harmonics, hypergeometric functions that are solutions of various
PDEs, some of which have been referred to in Unit 1.
Expected Learning Outcomes
After studying this unit, you should be able to:
 obtain the general solutions of Poisson’s equation, heat diffusion equation
and wave equation;
 solve Poisson’s equation, heat diffusion equation and wave equation for
various physical systems; and
 define an integral equation, write the Fredholm and Volterra equations of
the first and second kind, and convert a given differential equation into an
integral equation.

2.2 POISSON’S EQUATION


Poisson's equation is a very important equation in physics with major
applications in potential field theory. The electrostatic potential field due to a 31
Block 1 Mathematical Methods in Physics
given electric charge distribution or gravitational potential due to a given mass
distribution satisfies Poisson’s equation. You know from UG physics that if the
respective potential fields are known, we can calculate electrostatic or
gravitational force field. You will learn about many applications of Poisson’s
equations in the courses of this programme. Here we will discuss how to
obtain the general solution of Poisson’s equation and then apply it to a specific
example.
The general form of Poisson’s equation is:
 2 f ( x, y , z )  u( x, y, z) (2.1)

The term u( x, y , z ) on the right-hand side of Eq. (2.1) is known as the source
function. Notice that Laplace’s equation is a special case of Poisson’s
equation when u( x, y , z ) is zero. We also say that Poisson’s equation is a
generalization of Laplace's equation. Specifically, Poisson’s equation for the
electric potential  due to a distribution of charges in some region having
charge density ( x, y , z ) is given by:
( x, y, z)
 2   (2.2a)
0
where  0 is the permittivity of free space. The corresponding equation for the
gravitational potential due to some mass distribution having mass density
( x, y , z ) in a region is given by:
 2   4 G ( x, y, z) (2.2b)

where G is the universal gravitational constant. In this section, you will learn
how to obtain the general solution of Eq. (2.1). Let us start with a particular
case of gravitational potential and then generalise the result to any potential
function. Recall from UG physics courses that the gravitational field is
conservative and we can associate a gravitational potential function with it.
Consider a point particle of mass m situated at the origin. You know that the
gravitational potential (r) at a point P due to the particle at a distance r away
from it is given by:
Gm
 (r )   (2.3a)
r
 Gm
Where as you know from UG physics, F   rˆ is the gravitational force
r2
field and rˆ is the unit vector along r towards P. Now suppose there are many
point particles of masses mi at distances ri from P. Then from UG physics,
you also know that the total gravitational potential due to all these particles at
P is the sum of the potentials due to individual particles:
mi
 (r )   i  G  (2.3b)
i i ri

If we consider a continuous distribution of these particles inside a volume V,


with a volume mass density , then you also know from UG physics that the
total gravitational potential due to this mass distribution is given by:
GdV
  r
(2.3c)
32 V
Unit 2 PDEs in Physics
Note that, in general,  is not a constant. We now express the volume element
dV in spherical polar coordinates and write Eq. (2.3c) as:

G 2
  r
r sin  drd d
V

   G r sin  drd d (2.3d)


V

Eq. (2.3c/2.3d) is the solution of the Poisson’s equation (2.3a) for the
gravitational potential . We can use this equation to write the general solution
of Eq. (2.1). For this, we replace 4 G  by u and  by f in Eqs. (2.3c and d).
So, we can write:

1 u
f 
4  r dV (2.4)

So, Eq. (2.4) is the general solution of Eq. (2.1). Now, if the coordinates of the
point P are (x, y, z) and the ( x , y , z) is some point in the mass distribution
over which we integrate, such that r is the distance between these two points,
then we can write Eq. (2.4) as:

1 u( x , y , z)
f ( x, y , z )  
4  ( x  x  ) 2  ( y  y ) 2  ( z  z  ) 2
dx  dy dz

(2.5)

Note that Eq. (2.5) is a solution of the Poisson’s equation:

 2f ( x, y , z )  u( x, y , z )

Note also that Eq. (2.5) is a special solution of Poisson’s equation because it
tends to zero at infinity. Recall that generally we take the zero point for
gravitational (and electrostatic) potential energy at infinity. However, we can
obtain a solution of Eq. (2.1), which may be zero at any point rather than at
infinity. To find such a solution, we note that if f is a solution of Poisson’s
equation, and g is any solution of Laplace’s equation ( 2g  0), then

 2 ( f  g )   2f   2 g   2f  u (2.6)

Thus, f  g is a solution of Poisson’s equation. So, we can add any solution of


Laplace’s equation to the solution given by Eq. (2.5). We should however
ensure that the solution satisfies any given boundary conditions just as we
have done in Unit 1. Let us now apply this method to solve Eq. (2.2a) for the
electrostatic potential of a uniformly charged sphere at some point outside it.

Example 2.1

A point charge Q is situated at a point (0, 0, R) outside a sphere that is


grounded (see Fig. 2.1). Suppose that the centre of the sphere of radius a is at
the origin. Determine the electrostatic potential  due to the charge at any
point P outside the sphere.
33
Block 1 Mathematical Methods in Physics

z
P (x, y, z)
Q
(0, 0, R)

y
a

Fig. 2.1: Electrostatic potential due to a point charge near a grounded sphere.

Solution : We have to solve Poisson’s equation for this problem. The


potential  and the charge density  are related by Poisson’s equation:

 2    4 (in units of 1 / 4 0 , i.e., Gaussian units) (2.6a)

We have used Gaussian units for ease of writing equations. From Eq. (2.5),
the solution of Eq. (2.6) is:
1  4 ( x , y , z )
( x, y , z )  
4  ( x  x ) 2  ( y  y ) 2  ( z  z ) 2
dx  dy dz 

(2.6b)
In this problem, the sphere is grounded and hence, there is no charge on it.
The only charge in the problem is the charge Q situated at (0, 0, z). So, we
have:
Q ( x , y , z ) dx  dy dz  (2.6c)

and the potential Q due to charge Q is:


Q
Q ( x, y , z )  (2.6d)
x 2  y 2  (z  R )2

Of course, you know that the above equation could have been written down
straight away! Now, we will add a solution of Laplace’s equation such that the
general solution, which is its linear combination with Eq. (2.6d), is zero on the
grounded sphere. Since the problem has spherical symmetry, we will use
spherical polar coordinates. Therefore, we write the expression for Q as:

Q
Q (r , , )  (2.6e)
r 2  2Rr cos   R 2

Note that the solution of Laplace’s equation will be independent of the


coordinate  due to spherical symmetry. Also now the coordinate r denotes the
distance from the origin to the point P (x, y, z). So, we use Eq. (1.31a) of
Unit 1 with m  0 to write the expression for :

( x, y , z )   Q ( x, y , z )   [D l r l  Fl r l 1 ]Pl (cos )
l 0
(2.7a)
34
Unit 2 PDEs in Physics
Now, note that the point P is outside the sphere. Therefore, we retain only the
term r l 1 so that the solution does not become infinity as r  . Therefore,
the general solution becomes:

Q 
( x, y , z )    C l r l 1 Pl (cos )
r 2  2Rr cos   R 2 l 0
(2.7b)
The boundary condition for this problem is that the potential is zero at the
surface of the sphere, which means that
( x, y, z)  0 when r  a (2.7c)

Thus, we have:
Q
 (r , ) r  a 
a 2  2Ra cos   R 2

  C l a l 1 Pl (cos )  0 (2.8a)
l  0

From Eq. (2.7d), we determine the constant C l as follows:

Recall the expression for the generating function of Legendre polynomials


from your UG courses (or see Sec. 3.2 of Unit 3 of this course):

1 
g ( x, t )    Pn ( x ) t n (2.8b)
1  2 xt  t2 n  0

a
Substituting x  cos  and t  in Eq. (2.8b) and simplifying the
R
expression, we can write:

Q  al
 Q  P (cos )
l 1 l (2.8c)
a 2  2Ra cos   R 2 l  0 R

We next substitute the RHS of Eq. (2.8c) in Eq. (2.8a) and obtain the value of
the constant:
 al 
Q  R l 1
Pl (cos )   C l a l 1 Pl (cos )  0 (2.8d)
l 0 l 0

Q a 2l  1
or Cl   (2.8e)
Rl 1
Therefore, the particular solution for this problem is given by:
Q
( x, y , z ) 
r 2  2Rr cos   R 2
a 2l  1  l 1
Q  l  1 r Pl (cos ) (2.9a)
l 0 R

We can simplify this expression further by once again using Eq. (2.8b) with
a2
x  cos  and t  . Then we get:
Rr 35
Block 1 Mathematical Methods in Physics
Q
( x, y, z) 
r 2  2Rr cos   R 2
(a / R ) Q
 (2.9b)
r2  2r (a 2 / R ) cos   (a 2 / R )2

You may like to verify Eqs. (2.8c and 2.9b) before studying further. Solve
SAQ 1.

SAQ 1
Verify Eqs. (2.8c and 2.9b).

We now consider the heat diffusion equation, which is also called the heat
conduction equation or heat flow equation.

2.3 HEAT DIFFUSION EQUATION


The heat diffusion (alternately called the heat conduction or heat flow)
equation is expressed as:

1 u
 2u  (2.10)
k t

The function u(x, y, z, t) represents temperature of the object in which heat is


flowing and k is a constant that is a characteristic of the material of which the
object is made.
Fig 2.2: An insulated
bar with its left end We now solve the heat diffusion equation and consider its application in
immersed in ice.
Physics.

Let us first separate the variables in Eq. (2.10). So, we write:

u x, y , z, t   T x, y , z  F t  (2.11a)

Substituting Eq. (2.11a) in Eq. (2.10) and dividing by FT, we get:

 2 2  2 
T x, y , z   T
1 dF
F  
 x 2 y 2 z 2  k dt
 

1  2 2 2 
T x, y , z  
1 1 dF
 

T  x 2
y 2 2
z   k F dt

So, we get two separate ODEs:

 2 2 2 
   T x, y , z    c 2 T
 x 2 y 2 z2 
 

 2 2  2 
or    T x, y , z   c 2 T  0 (2.11b)
 x 2 y 2 z 2 
 

dF
and   c 2k F (2.11c)
36 dt
Unit 2 PDEs in Physics
Notice that we have chosen a negative separation constant. This is because
temperature cannot increase indefinitely with time as it would if we chose c 2
to be positive.

Do you recognize Eq. (2.11b)? It is the Helmholtz equation, which you have
reduced to three ODEs in Terminal Question 2 of Unit 1. We can solve it for a
given problem in physics. We can obtain the solution of the first order ODE
given by Eq. (2.11c) by simply integrating it. We get:

F (t )  exp(  c 2k t ) (2.11d)

Let us now solve the heat diffusion equation for a physical system.

Example 2.2

Consider the flow of heat in a uniform bar of length L, insulated along its
length. The temperature of the bar is modelled by the one-dimensional heat
diffusion equation

T  x, t   2T ( x, t )
 k , 0  x  L, t  0 (i)
t x 2

Suppose one end of the block is immersed in a block of ice, maintained at


0 C , while the other end is insulated (Fig. 2.2). This gives rise to the boundary
conditions:

T (L, t )
T 0, t   0, and  0, t  0 (ii)
x

If the initial temperature distribution is given by

x
T ( x, 0)  2L  x  (0  x  L ) (iii)
2

solve the heat equation (i). (Note that the initial condition is physically
consistent with boundary conditions at x  0 and x  L ).

Solution : Taking T  x, t   X  x  Y t  and  2 as the separation constant,


we separate Eq. (i) into the following two ODEs:

X  Y 
  2 (iv)
X kY

or X   2 X  0 (v)

and Y   k2Y  0 (vi)

The solutions of (v) and (vi) for X(x) and Y(t) are well known:

X ( x )  C1 cos x  C 2 sin  x (vii)

Y (t )  C3 e k t
2
and (viii) 37
Block 1 Mathematical Methods in Physics
From the boundary conditions for T(x, t), we have
T (0, t )  X (0)Y (t )  0

T
(L, t )  
dX (L) 
and Y (t )  0
x  dx 

Since Y(t)  0, X must satisfy the conditions:

X (0)  X (L )  0

When we apply the first of these conditions to Eq. (vii), we get C1  0. Thus,

X ( x )  C 2 sin  x

The second boundary condition gives us:

X (L )  C 2 cos  L  0

For a non-trivial solution, for which C2  0, we have

cos L  0

L   n   ,
1
or n  0,1, 2,...
 2

We call these values of  as  n , then we can write the solution for the space
part as:

 2n  1 
X n ( x )  C2n sin x , n  0,1, 2, 3
 2L 

Substituting  n in Eq. (viii), we get:

 2n  1  2 
Yn (t )  C 3n exp    k t
  2L  

Thus,

 (2n  1)  2 
Tn ( x, t )  X n ( x )Yn (t )  bn exp    k t
  2L  

(2n  1)x 
sin  , n  0,1, 2, 3,...
 2L

where we have put bn  C 2n C 3n . The general solution of the heat diffusion


equation for the given bar is:
  (2n  1)  2 
bn exp     2n  1x 
T ( x, t )     2L 
kt  sin
  2L  (2.12)
n 0  

Applying the initial condition (iii), we have



2n  1 x 
T ( x, 0)   bn sin  2L   f ( x ), 0  x  L (2.13a)
38 n 0
Unit 2 PDEs in Physics
x
where f (x)  2L  x  (2.13b)
2

We now have to determine bn in Eq. (2.12). For this, we use the half-range
expansion of f(x). You may like to revise this method from Sec. 7.5.1,
Unit 7 of PHE-05 before working out the steps that follow. Since f(x) is defined
on 0 < x < L and T(x, 0) is the sum of a sine series, we take the odd
 2m  1x 
extension of f(x). Multiplying the LHS of Eq. (2.13a) by sin   and
 2L
integrating from –L to L, we have


2m  1x 
L
  (2n  1)x dx
 bn  sin 2L  sin  2L 
n 0 L

L
 2m  1x 
  g ( x ) sin 2L  dx
L

where

 f (  x ) for  L  x  0


g( x )   0 for x  0


 f (x) for 0  x  L

2n  1x 
L
g ( x ) sin
2
Thus, bn 
L 
 2L  dx
0

2n  1x 
L
f ( x ) sin
2

L   2L  dx
0

2n  1x 
L
(2L  x ) sin
2 x

L 2   2L  dx
0

You can integrate by parts twice and see that:

16L2
bn 
( 2n  1) 3  3

Hence, the solution is given by:

16L2   2n  1  2 


 exp   
1 
T ( x, t )  kt
 3 n 0 (2n  1) 3   2L  
 

(2n  1) x 
sin   (2.14)
 2L
39
Block 1 Mathematical Methods in Physics
You may now like to work out an SAQ to solve the heat diffusion equation
yourself.

Note that in this case SAQ 2


the initial condition
does not match the In Example 2.2, solve the heat diffusion equation given that the initial
boundary conditions at temperature of the bar is constant (T0 ) and
x  0 and x  L. In
reality, when the ends T
T (0, t )  (L, t )  0, (t  0),
of the bar are put into x
the ice, it would melt to
match the temperature T ( x, 0)  T0 , (0  x  L )
of the ends of the bar,
which cool rapidly. Only Determine the expression for T ( x, t ) and discuss its behaviour at large values
later would we have of time.
T(0, t) = 0.

Let us now discuss the wave equation.

2.4 WAVE EQUATION


For simplicity we shall restrict our discussion to the solution of the
one-dimensional wave equation:

 2u 1  2u
 0  x  L, t 0 (2.15)
x 2 v 2 t 2

with given initial and boundary conditions. You have learnt how to separate
this PDE into ODEs in Unit 1. Let us now solve this equation, which has many
applications in mechanical waves (vibrating strings, torsional vibrations),
electromagnetic waves and other types of waves.

Let us consider the “plucked string” problem again [Fig. 1.1, Eqs. (1.8a and b].

A string is plucked at its mid-point and then released from rest from this
position (Fig. 2.3). The resulting vibrations are modelled by the wave equation
[Eq. (2.15)]. Suppose the string vibrates subject to the following boundary and
f (x, 0) initial conditions:
u(0, t )  0, u(L, t )  0 (2.16a)

 2hx L
 L , 0x
2
h 

0 u( x,0)   (2.16b)
L/2 L x 

Fig. 2.3: A plucked 2h1  x , L  x  L
 
finite string fixed at   L 2
both ends.
u
0 (2.16c)
t t 0

where h is a positive constant, which is small compared to L. These conditions


correspond to an initial triangular deflection and zero initial velocity.
40
Unit 2 PDEs in Physics
Let us first obtain the general solution of the wave equation for given boundary
conditions [Eq. (2.16a)]. The separated ODEs may be written as:

X    2 X  x   0 (2.17a)

and Tt    2v 2T t   0. (2.17b)

The solutions of Eqs. (2.17a and b) are given as follows:


X  x   A cos x  B sin x (2.18a)

and T t   C cos vt  D sin vt (2.18b)

Now since u 0, t   X 0  T t   0 and u L, t   X L T t   0, we must have


X 0   0 and X L   0. Using the first of these conditions, we find that A  0.
Therefore,
X  x   B sin x (2.18c)

The second condition now implies that


X L   B sin L  0 (2.18d)

This inequality will be satisfied if B  0 or sin  L  0. If B  0, then X  0 so


that u  0, which is a trivial solution. Hence, we must have B  0 and the only
option is sin  L  0. This implies that  L  n or   n / L for
n  0, 1, 2, 3,..... The solution for n  0 is a trivial solution. For any arbitrary
value of B, we obtain infinite solutions of the form:
n
X x   X n x   Bn sin  x n  1, 2, 3,..... (2.19)
 L 

Hence, the general solution of Eq. (2.15) which satisfies the given boundary
conditions for the plucked string is given by:
nvt   D sin  nvt B sin  nx 
u n  x, t   C cos     n  
  L   L   L 
nvt   b sin  nvt  sin  nx 
 an cos   n     (2.20)
  L   L   L 

where we have put CBn  an and DB n  bn since each value of n may require
a different constant. You should note that the subscript n has been added to
u  x, t . Do you know why? This is just to allow for a different function for each
value of n.

You would agree that u n  x, t  is not a solution of the given problem since
initial conditions have not yet been imposed. Moreover, since the wave
equation is linear and homogeneous, we expect that the most general
solution, which satisfies the given boundary conditions, is given by the linear
combination of all possible solutions:
 
nvt   nvt  sin  nx 
u  x, t    u n  x, t    an cos  L 
  bn sin 
 L



 L 

n 1 n 1
(2.21) 41
Block 1 Mathematical Methods in Physics
Let us now apply the initial conditions [Eqs. 2.16b and c)] to Eq. (2.21):

 2hx L
 L , 0x
2


nx 
u( x, 0)  
an sin
L
 (2.22a)
n 1 

2h1  x , L
xL
  L

2

u  nv nvt nv nvt  nx 


    an
 sin  bn cos  sin 
t t 0 n 1 L L L L  L 
t 0


nv nx
  bn L
sin
L
 0 (2.22b)
n 1

Note that Eq. (2.22b) will be satisfied only if bn  0 for all n. So now you have
to determine an , i.e., you have to expand u(x, 0) and hence its half-range
expansion in a Fourier sine series. Go through Sec. 7.5 of Unit 7, PHE-05 to
revise the half-range expansion of Fourier series and obtain the unique
solution for this problem.

SAQ 3
Show that the solution of the “plucked string” problem given above is:

8h  1 x vt 3x 3vt


 ...
1
u( x, t )   sin cos  sin cos
 1
2 2 L L 3 2 L L 

Another interesting application of the wave equation is in torsional vibrations.


Such vibrations can result from unbalanced torques on shafts in a wide variety
of machinery in cars, aircraft, turbines, railway engines, etc. Some common
examples of shafts are axles connecting the wheels of a car, spindles on a
spinning wheel, propeller shafts used for ship propulsion and shafts in belt and
pulley arrangements. You will also use the wave equation for electromagnetic
waves in the first and second semester courses on Electromagnetic Theory
and Classical Electrodynamics.

So far, you have studied differential equations involving the unknown function
and one or more of its ordinary or partial derivatives. You will now learn about
integral equations. In particular, you will learn about Fredholm and Volterra
equations. These equations have important applications in higher level
physics courses and you will learn about some of them in the other courses of
M. Sc. Moreover, some problems in physics cannot be modelled by differential
equations. For example, transport phenomena such as neutron transport in
reactors can be modelled using only integral equations or integro-differential
equations. Similarly, the momentum representation of Schrödinger equation
involves an integral equation. You may have learnt it in your UG course on
Quantum Mechanics.
42
Unit 2 PDEs in Physics

2.5 INTEGRAL EQUATIONS: FREDHOLM AND


VOLTERRA EQUATIONS
First, let us give some definitions.

By definition, an integral equation is an equation that involves a function


and its integral (s). For example,
b
f ( x )  u( x )   K ( x, ) f ()d for all x  [a, b] (2.23)
a

is an integral equation. The function K (x, ) is called the kernel of the


integral equation. The limits of integration a, b may be constant or variable.
Accordingly, we define Fredholm and Volterra equations as follows:

Fredholm integral equation is an integral equation in which the limits of


integration are constant.

So, an example of Fredholm equation is:


b
f ( x )  u( x )   K ( x, ) f ()d for all x  [a, b] (2.24)
a

where the limits a and b are constant.

If either or both limits of integration in an integral equation are not constant,


(i.e., these vary), it is called Volterra integral equation.

Examples of Volterra equation are:


b
f ( x )  u( x )   K ( x, ) f ()d for all x  [a(x), b] (2.25a)
a( x )

b( x )
or f ( x )  u( x )   K ( x, ) f ()d for all x  [a, b(x)] (2.25b)
a

b( x )
or f ( x )  u( x )   K ( x, ) f ()d for all x  [a(x), b(x)] (2.25c)
a( x )

Integral equations can further be classified as integral equations of the first


kind and second kind. Let us define them.

If the unknown function appears only under the integral sign, it is called an
integral equation of the first kind.

If the unknown function appears both inside and outside the integral sign, it is
called an integral equation of the second kind.

An example of Fredholm equation of the first kind is:


b

 K ( x, ) f ()d  g( x ) for all x  [a, b] (2.26a)


a 43
Block 1 Mathematical Methods in Physics
Examples of Volterra equations of the first kind are:

 K ( x, ) f ()d  g( x ) for all x  [a(x), b] (2.26b)


a( x )

b( x )

 K ( x, ) f ()d  g( x ) for all x  [a, b(x)] (2.26c)


a

b( x )
and  K ( x, ) f ()d  g( x ) for all x  [a(x), b(x)] (2.26d)
a( x )

As you can see, Eqs. (2.24) is an example of Fredholm equation of the


second kind for constant a and b. Eqs. (2.25a to c) are examples of Volterra
equation of the second kind.

If the functions u(x) and g(x) in Eqs. (2.24 to 2.26d) are zero, the equations
are called homogeneous integral equations.

You may like to revise the classification of integral equations by solving


SAQ 4.

SAQ 4

Classify each of the following integral equations as Fredholm/Volterra


equations of the first and second kind:
x b
2
a) f (x)   2  ( x  t ) y (t ) dt; b) y ( x )  f ( x ) 
b  (b  t ) y (t ) dt
0 0
x a
c) 2

y ( x )    ( x  1)(t  1) y (t ) dt; d) f ( x )   2  ( x  t ) y (t ) dt
0 0

Sometimes, a problem in physics may be modelled using both differential and


integral equations. And then we can choose which of the equations to solve.
We can also convert a given ODE into an integral equation and vice versa. Let
us explain how to convert an ODE into an integral equation. You will then
appreciate the importance of integral equations.

Suppose, we wish to convert the following ODE into an integral equation:

y   P ( x )y   Q( x )y  f ( x ) (2.27a)

with initial conditions:

y (L )  y 0 and y (L )  y 1 (2.27b)

We integrate Eq. (2.27a) and get:

x x x


y    P ( x )y dx   Q( x )ydx   f ( x )dx  y1 (2.27c)
44 L L L
Unit 2 PDEs in Physics
Next we integrate the first integral on the RHS by parts and get:

x x


y    Py  (Q  P )ydx   f ( x )dx  P (L )y 0  y 1 (2.27d)
L L

You should note that the initial conditions are reflected in this integral equation
through the constants of integration. Once again, we integrate Eq. (2.27d) and
get:
x xx


y   Py dx    Q(t )  P (t ) y (t ) dt dx
L LL
xx
   f (t ) dt dx  P(L) y 0  y 1( x  L)  y 0 (2.28)
LL

You can verify that the following equation is correct by differentiating both its
sides with respect to x:
xx x

 
f (t ) dt dx  ( x  t ) f (t ) dt (2.29)
LL L

We can use Eq. (2.29) to write Eq. (2.28) in a simpler form:


x


y ( x )   P (t )  ( x  t ) Q(t )  P (t ) y (t ) dt
L
x


 ( x  t ) f (t ) dt  P (L ) y 0  y 1 ( x  L )  y 0 (2.30a)
L

We can recast Eq. (2.30a) as an integral equation by substituting

K ( x, t )  (t  x ) Q(t )  P (t )  P (t ) (2.30b)


x
and g( x )   ( x  t ) f (t ) dt  P (L ) y 0  y 1 ( x  L )  y 0 (2.30c)
L

Then Eq. (2.28) takes the form of an integral equation:


x


y ( x )  g ( x )  K ( x, t ) y (t ) dt (2.31)
L

Can you identify which type of integral equation this is? It is a Volterra
equation of the second kind.
You may now like to practice this kind of conversion of an ODE into an integral
equation. Try SAQ 5.

SAQ 5

Convert the following ODE that models the oscillations of a simple harmonic
oscillator into an integral equation, and classify it:

y ( x )  02 y ( x )  0 with y (0)  1 and y (0)  0


45
Block 1 Mathematical Methods in Physics
Integral equations are solved using numerical methods and you will learn how
to solve them in the course on Computational Physics. We now end this unit
and summarise the main points covered in it.

2.6 SUMMARY
In this unit, we have covered the following partial differential equations:

 Poisson’s equation, with applications in determination of electrostatic and


gravitational potentials.

 Heat diffusion equation, also known as heat conduction equation and


heat flow equation with applications in heat flow in one-dimensional
systems.

 Wave equation with application in plucked string problem.

 Integral equations such as Fredholm and Volterra equations of the first


and second kind, and the conversion of an ODE into an integral equation.

2.7 TERMINAL QUESTIONS


1. Solve Poisson’s equation for a uniformly charged sphere of radius R and
surface charge q to obtain the electrostatic potential at a point inside the
sphere. (Hint: Assume a solution of the form Ar 2  B).

2. Consider a rod whose ends are kept at a constant temperature and its
lateral surface is insulated. The heat flow is described by the
one-dimensional heat diffusion equation subject to the conditions:

f 0, t   0, f L, t   0 for t 0

and f ( x, 0)  sin ( 4x / L ) for 0x L

Obtain a unique solution.

3. The one-dimensional wave


 equation for e.m. wave propagation in free
space is given by (for E yˆ )

 2E y 1  2E y
 0
x 2 c 2 t 2

Solve this equation if E y  0 at x  0 and x  L.

4. Derive an integral equation corresponding to the ODE:

y   2y  0

subject to the conditions: y (0)  2; y  (0)   2


46
Unit 2 PDEs in Physics

2.8 SOLUTIONS AND ANSWERS


Self-Assessment Questions

a
1. We substitute x  cos  and t  in Eq. (2.8b) and get:
R

1 1 R
 
1  2 xt  t 2 a 2 R 2  2aR cos   a 2
cos    
a
1 2
R R

 n
 Pn (cos )  R 
a

n  0

So, we get Eq. (2.8c):

Q 
al
 Q  P (cos )
l 1 l
a 2  2Ra cos   R 2 l  0 R

a2
We substitute x  cos  and t  in Eq. (2.8b) and write it as:
Rr

1 1 r
 
1  2 xt  t 2 a2  a2 
2
 a2 
2
1 2 cos     r 2  2r (a 2 / R ) cos    
Rr  Rr   R 

 n 
 a2   a 2n 
  Pn (cos )  Rr    Pn (cos )  R n r n 
n  0   n  0  

1   a 2n 
or   Pn (cos )  R n r n 1 
 a2 
2 n0  
r 2  2r (a 2 / R ) cos    
 R 

(a / R ) Q   a 2n  1 
or   n P (cos  )  
 a2 
2 n  0  R n  1r n  1 
r2  2r (a 2 / R ) cos    
 R 

which is Eq. (2.9b).

2. The general solution of this problem is given by Eq. (2.12):

   (2n  1)  2   2n  1x 


T ( x, t )   bn exp    kt  sin  
  2L    2L 
n 0   47
Block 1 Mathematical Methods in Physics
Using the half range expansion of T (x, 0), we get:

 2n  1x  2n  1  1


L
2 4T0 
bn 
L 

T0 sin
2L 

dx   
2n  1 
cos
2 

0


4T0
since cos
2n  1  0 for all n.
2n  1 2

Hence, the particular solution is:

4 T0   (2n  1)  2  2n  1x 


 exp    kt  sin 
1
T ( x, t )   
 n 0 2n  1  
  2L    2L

As t increases, all exponential terms tend to zero. Hence, T ( x, t ) tends to


zero.

3. Let us apply the given initial conditions to the general solution given by
Eq. (2.21):


nvt   nvt  nx 
u  x, t    an cos L 
  bn sin
 L
 sin



 L 

n 1

 2hx L
 L , 0x
2


nx 
u( x, 0)  
a n sin
L
 (i)
n 1 

2h1  x , L
xL
  L

2

u  nv nvt nv nvt  nx 


    an  sin  bn cos  sin 
t t 0 n 1 L L L L  L 
t 0


nv nx
  bn L
sin
L
 0 (ii)
n 1

Eq. (ii) will be satisfied only if bn  0 for all n. So now we have to


determine an . So, we expand u(x, 0) in a Fourier sine series and get:

L
nx 
u( x, 0) sin
2
an 
L   L 
dx
0

L/2 L
2 2hx sin nx  dx  2 2h1   sin
x nx 

L  L  L  L   L  L 
dx
0 L/2

4h   xL
L/2 L/2
nx  L2  nx  
   cos  sin L 
L2   n L 0 n22  0 

48
Unit 2 PDEs in Physics

4h   xL 
L L
4h L  nx  nx  
 cos    cos
L n  L L / 2 L2   n L L / 2 

L

L2 sin nx 
n 2 2  L  L / 2

4h L2 n 4h L2 n 4h  cos n  cos n 
 cos  sin   
L 2n
2 2 L n 
2 2 2 2 n  2 

4h  L2 L2 n  4h  n 
  cos n  cos    sin n  sin 
2
L  n  2n  2  n  
2 2 2 

8h n
 sin
n 22 2

Thus, the unique solution of the given problem is:

8h  1 x vt 3x 3vt


 ...
1
u( x, t )   sin cos  sin cos
 1
2 2 L L 3 2 L L 

4. a) Volterra equation of the first kind.


b) Fredholm equation of the second kind.
c) Volterra equation of the second kind.
d) Fredholm equation of the first kind.

5. Comparing

y ( x )   02 y ( x )  0 with y (0)  1 and y (0 )  1

with Eq. (2.27a) and the initial conditions, we can write:

P( x )  0, Q( x )   02 , f ( x )  0, L  0, y 0  1, y1  1

Substituting these values in Eq. (2.30a), we get the equivalent integral


equation, which is a Volterra equation of the second kind:


y ( x )   ( x  t ) 02 y (t ) dt  x
0

x
or y(x)  x  02  ( x  t ) y (t ) dt
0

Terminal Questions
1. We will use spherical polar coordinates to solve Poisson’s equation for the
( x, y, z)
uniformly charged sphere. Poisson’s equation  2    in
0
spherical polar coordinates for the sphere is:
49
Block 1 Mathematical Methods in Physics
 2 2  
 
r 2 r r 0

because for the sphere, the potential is independent of both  and .

Assuming a solution of the form   Ar 2  B, and substituting it in the


above Poisson’s equation, we get:
  
2A  4 A    6A    A
0 0 6 0

Now we apply the boundary condition that the charge at the sphere’s
4 3
surface (r  R ) is q, i.e., q  R  So, we get:
3
 q  q
  R2  B   B R2 
6 0 4 0 R 6 0 4 0 R

Therefore, the solution of Poisson’s equation at a point inside a sphere is


given by:
 2  q
  r  R2 
6 0 6 0 4 0 R

 4 3  1 
 (R 2  r 2 )  R  ,
60 3  4 0R 
  
or  (R 2  r 2 )  R2  (3R 2  r 2 )
6 0 3 0 6 0

2. We have to solve the one-dimensional heat diffusion equation:

1 f  2f
 (i)
v t x 2

subject to the conditions: f 0, t   0, f L, t   0

and f  x, 0   f  x  0xL (ii)

We write f  x, t   X  x  T t  and separate the PDE into 2 ODEs as


explained in Sec. 2.3 [you should work out all intermediate steps while
solving such problems to get to Eq. (iii)]:
dT
 k2 v T  0 (iii)
dt

d2X
and  k2 X  0 (iv)
dx 2

Eqs. (iii) and (iv) have solutions of the form:

T t   Ae  k v t and X  x   B cos kx  C sin kx


2

so that

f  x, t   X  x  T t   P cos kx  Q sin kx e  k v t


2

50
Unit 2 PDEs in Physics
The condition f 0, t   0 implies that P  0 and for f L, t   0 we get
k  nL. Hence, the general solution is given by:
   n  
2
nx 
f  x, t    Qn sin  exp  v t    (v)
n 0  L    L  

We now apply the following condition to Eq. (v):


f ( x, 0)  sin ( 4x / L ) for 0x L (vi)

We notice that for the condition (vi), only the terms for which n  4 is non-
zero in Eq. (v). Hence, we get Q 4  1 and the unique solution is:

 4x    4  2 
f  x, t   sin  exp  v t   
 L    L  

3. The given equation describes e.m. wave propagation in free space:

 2E y 1  2E y
 0
x 2 c 2 t 2
Let us make the substitution E y ( x, t )  X x T t  and separate the PDE
into ODEs:
1
X  T t   X  x T  0
c2

X  1 T
Dividing by X  x , T t , we get:   k 2
X c2 T

so that X   k 2 X  0 and T   02T  0 where 0  ck .

The solutions of these equations are of the form:


X  A cos k x  B sin k x

and T  C cos 0 t  D sin 0 t

The condition
X x  T t   E y  0 at x  0 and x  L

implies that for all t  0, X  x   0 at x  L. This leads to

X L   B sin K L  0

For a non-trivial solution, the eigenvalues are:


k n L  n or k n  n / L 

 nx 
with corresponding solutions: X n x   Bn sin 
 L 

The general solution is:


nx 
E y ( x, t )   Pn sin L 
 exp (i0n t )
n 51
Block 1 Mathematical Methods in Physics
4. Comparing

y   2y  0 with y (0)  2; y  (0)   2

with Eq. (2.27a) and the initial conditions, we can write:

P ( x )  0, Q( x )   2, f ( x )  0, L  0, y 0  2, y1   2

Substituting these values in Eq. (2.30a), we get the equivalent integral


equation, which is a Volterra equation of the second kind:


y ( x )  2 ( x  t ) y (t ) dt  2 x  2
0

52
Unit 3 Bessel Functions

UNIT 3
BESSEL FUNCTIONS
Structure

3.1 Introduction 3.4 Spherical Bessel Functions


Expected Learning Outcomes 3.5 Summary
3.2 Bessel Functions of the First Kind 3.6 Terminal Questions
Recurrence Relations 3.7 Solutions and Answers
Generating Functions
3.3 Bessel Functions of the Second
Kind

3.1 INTRODUCTION
In Units 1 and 2, you have learnt how to solve various partial differential
equations by separating them into ODEs. You have solved the ODEs using
the standard methods you have learnt in UG physics and mathematics. In
Units 3 to 5, we will introduce certain special functions that are solutions of
given ODEs. This nomenclature has genesis in the fact that these functions
are far more complex than elementary functions. Special functions find many
useful applications in Physics as you have already learnt in Units 1 and 2,
where we have referred to Bessel functions and Legendre polynomials.
Special functions have numerous applications in physics. Solutions of many
differential equations corresponding to physical problems can be expressed in
terms of special functions being discussed in Units 3 to 5.
In this unit, we will discuss Bessel functions. We will first discuss Bessel
functions of the first kind and solve the differential equation. You will learn
about their generating functions, recurrence relations and orthogonality
property. We will also discuss Bessel functions of the second kind and
spherical Bessel functions. In the next unit, we discuss the special functions
Legendre polynomials, spherical harmonics and hypergeometric functions.
Expected Learning Outcomes
After studying this unit, you should be able to:
 solve Bessel’s differential equation for the Bessel functions of the first kind;
 obtain Bessel functions of the first kind from the generating function, write
their recurrence relations and use them to solve physical problems;
 obtain Bessel functions of the second kind and use them to solve physical
problems; and
 write the expressions for spherical Bessel functions and use them to solve
physical problems. 53
Block 1 Mathematical Methods in Physics
3.2 BESSEL FUNCTIONS OF THE FIRST KIND
Bessel functions find wide uses in physics ranging from the study of planetary
motion, cooling towers in power plants, diffraction of light at a circular aperture,
e.m. waves in cavity resonators, waveguides, diffusion across variable cross
section to scattering of neutrons by a nucleus. In this section, you will revisit
how to solve Bessel’s differential equation given as:

x2
d 2y
dx 2
x
dy
dx
 
 x 2  m2 y ( x )  0 (3.1)

The parameter m is real and non-negative. You may have solved this equation
while studying UG physics. We will quickly revise the method of solving
Eq. (3.1).

You can see that it is an ODE of order 2 and degree 1 with variable
coefficients. You can also see that x = 0 is a regular singular point of this
differential equation. Let us use the Frobenius’ method (refer to Unit 3, Block
1, PHE-05) to solve
Eq. (3.1) about x  0. So, we write the function y(x) as:


y(x)   an x n r
n 0

And obtain the indicial equation. You may like to obtain the indicial equation
for practice. Solve SAQ 1.

SAQ 1

Obtain the indicial equation and its roots for Eq. (3.1).

You have obtained the roots of the indicial equation as  m . If m is real,


positive and non-integral, one solution of Eq. (3.1) is

 x2 x4 
1    ...
2 4
 2 1! (m  1) 2 2! (m  1) (m  2) 
y1( x )  a0 x m  
( 1)k x 2k
  ...
2k
 2 k! (m  1) (m  2)...(m  k ) 

x 2k  m
 a0  (1)k 22k k!(m  1) (m  2)...(m  k ) (3.2)
k 0

where a0 is an arbitrary constant. For k  0, the product


(m  1) (m  2)...(m  k ) occurring in the above expression is to be taken as
unity. Practice these steps yourself.

SAQ 2

Verify Eq. (3.2).


54
Unit 3 Bessel Functions
We can write Eq. (3.2) in a more compact form using the gamma function,
which is denoted by the symbol (m) . An interesting property of the gamma
function is
 (m  1)  m  (m) (3.3)


with  ( 1)  1 and  ( 1 2)  . You can read about the gamma function in
2
some detail in Block 3. By choosing the constant a0 to be:

1
a0 
2 m  1
m

we can rewrite the solution of Bessel’s differential equation as:

 2k  m
x

1k
y1( x )  Jm ( x )  ( 1)   (3.4)
k 0
k! (m  k  1)  2 

This expression represents the Bessel function of the first kind and of
order m. This series converges for all values of x, since there are no singular
points other than x  0; this result in an infinite radius of convergence.

When the value of m is non-integral, the other linearly independent solution of


Eq. (3.1) is obtained by replacing m by  m:
 2k m
x

1
y 2 ( x )  J m ( x )  ( 1)k   (3.5)
k 0
k! ( m  k  1)  2 

This expression defines the Bessel function of the first kind and order  m.
To make sure that you have understood these steps, you may like to solve
SAQ 3.

SAQ 3

2 1/ 2 2 1/ 2
Show that J1/ 2 ( x )  x sin x and J 1/ 2 ( x )  x cos x.
 

We have mentioned that for non-integral values of m, J m ( x ) and J  m (x ) are


two linearly independent solutions of Bessel’s differential equation. This fact is
reinforced by SAQ 3 since one solution involves the sine and the other
solution involves the cosine function.
From Eq. (3.3), note that if m is zero or a positive integer, denoted by n, we
can write
 2k  n
x
 k 1
Jn ( x )  ( 1)  
k 0
k! (n  k  1)  2 

 2k  n
x

1
 ( 1)k   (3.6)
k 0
k! (n  k )!  2 

Note that when n  k  1 is a positive integer, n  k  1  (n  k )!

For reference, we write explicit expressions of the first few Bessel functions: 55
Block 1 Mathematical Methods in Physics
x2 x4 x6
J0 (x)  1     ...
22 2 4  (2! ) 2 2 6  (3! ) 2

x x3 x5 x7
J 1( x )      ...
2 2 3  (1! )  (2! ) 2 5  (2! )  (3! ) 2 7  (3! )  ( 4! )

x2 1 x4 1 x6 1 x8
J2 (x)      ...
2 2  (2! ) 3! 24 (2! )  ( 4! ) 26 (3! )  (5! ) 28

Fig. 3.1 shows plots of the functions J 0 ( x ), J1( x ) and J 2 ( x ) . Note that:

 these functions exhibit oscillatory behavior; and


 become zero for a number of values of x.

J0(x)

J1(x)
Jn(x)
J2(x)

x
Fig. 3.1: Plot of Bessel functions of the first kind and orders 0, 1 and 2.

The values of x for which the Bessel functions become zero are said to be the
zeros of the Bessel functions. Note also that at x  0, J0 ( x ) is 1, but J1( x ) as
well as J 2 ( x ) (and indeed higher order Bessel functions) are zero. This readily
follows from the series given in Eq. (3.6). As x  0, we obtain J n (x ), which
corresponds to the first term with k  0 :
n
x 0 1x
Jn ( x )   
n!  2 
From this it readily follows that for n  0, J 0 (0)  1, whereas for
n  1, 2, 3,..., J n ( x  0)  0. .

It is important to note that it is not possible to use Eq. (3.5) to obtain the
Bessel function of first kind for negative orders  n (n  1, 2, 3,...) since the
gamma function occurring in the denominator will become infinite for
k  (n  1). (The first n terms in the series will, therefore, be zero). If we omit
these first n terms, we can write
 2k  n
x

1
J n ( x )  ( 1) k  
k 0
k! ( n  k  1)  2 

To put this result in a more convenient form, we introduce a change of index


by writing p  k  n . Then you may write
 2 pn
x

1
Jn (x)  ( 1) p n  
p 0
( p  n )! ( p  1)  2 
56
Unit 3 Bessel Functions
 2pn
x

1
 ( 1)n ( 1)p  
p 0
p! (n  p )!  2 

On comparing this expression with that given in Eq. (3.10) for J n (x ), we get

J n ( x )  ( 1)n Jn ( x ) (3.7)

That is, for integral n, J n ( x ) and J n (x ) are related through the factor ( 1)n .
This implies that when n is an even integer, J n ( x )  J n ( x ). However, when n
is odd, J  n (x ) is just the negative of J n (x ) . We may, therefore, conclude that
when n is integral, J n (x ) and J  n (x ) are solutions of Bessel’s differential
equation but these solutions are not linearly independent.

We now discuss the recurrence relations for Bessel functions of the first kind.
We can use recurrence relations for Bessel functions to obtain the values of
other Bessel functions and also to simplify expressions involving them.

3.2.1 Recurrence Relations


Let us first derive one of these recurrence relations. For this, we multiply
J m (x ) by x m and then differentiate the product with respect to x. This gives

 

(2k  2m ) x 2k  2m 1

d m
x Jm ( x )  ( 1)k
dx k 0
k! (m  k  1) 22k  m

On simplification, we can write



x 2k  m 1

dJm 1
m x m 1J m ( x )  x m  xm ( 1)k
dx k 0
k! (m  k ) 22k  m 1

 x m Jm 1( x ) (3.8)

Dividing throughout by x m , we obtain

m dJ
J m ( x )  m  J m 1( x ) (3.9)
x dx

If we multiply J m (x ) by x  m and differentiate the product with respect to x, we


obtain a relation analogous to Eq. (3.9).

m dJ
J m ( x )  m  J m 1( x ) (3.10)
x dx

You should solve SAQ 3 and obtain Eq. (3.10) yourself.

SAQ 4
Verify Eq. (3.10).

Note that Eqs. (3.9) and (3.10) connect J m (x ) and its derivative with respect to
x with Bessel functions of orders lower by one and higher by one. If you add 57
Block 1 Mathematical Methods in Physics
Eqs. (3.9) and (3.10) and simplify the resultant expression, the derivative term
is eliminated.
m
J m 1 ( x )  J m 1 ( x )  2 Jm ( x ) (3.11)
x

On the other hand, by subtracting Eq. (3.10) from Eq. (3.9) we get a relation
connecting the derivative of Bessel function of order m with Bessel functions
of orders m 1 and m  1:

 (x)
J m 1 ( x )  J m 1( x )  2J m (3.12)

 (x ) is the derivative of J m (x ) with respect to the argument x. You


where J m
may like to answer SAQ 5 to check whether you have understood the
concepts.

SAQ 5
Show that J1( x )  J 0 ( x ).

The derivation of recurrence relations given above holds for Bessel functions
of the first kind whose orders may be integral or non-integral. However, it is
more convenient to obtain the recurrence relations for the Bessel functions of
integral order from the generating function. You will now learn about the
generating function for Bessel functions of the first kind.

3.2.2 Generating Function


The generating function for Bessel functions of the first kind and integral order,
is given by:

g ( x, t )  exp   t    
x 1
Jn (x) t n (3.13)
2  t  n  

Note that the right hand side is a series containing positive and negative
integral (including zero) powers of t with coefficients which are Bessel
functions of integral order. We differentiate both sides of Eq. (3.13) partially
with respect to t, keeping x fixed. This gives:

exp   t   1 
1

x 1 x
  J n ( x ) n t n 1
2  t  2  t 2  n 


(t  1) exp   t    t 2 
x 2 x 1
or J n ( x ) n t n 1
2 2  t  n  

 x  1 
Now we replace the factor exp   t   occurring on the left hand side by
 2  t 
the series given in Eq. (3.13) to write:
 
 
x 2
(t  1) Jn (x) t n  J n ( x ) n t n 1
2 n   n  
58
Unit 3 Bessel Functions
We now equate the coefficients of like powers of t on the two sides of the
above equation. Equating the coefficients of t n 1, we get:

x x
Jn 1( x )  Jn 1 ( x )  n Jn ( x )
2 2

n
or Jn 1( x )  Jn 1 ( x )  2 Jn ( x ) (3.14)
x

This is the same recurrence relation as given in Eq. (3.11). To ensure that you
have understood the procedure, you should obtain the recurrence relation
given in Eq. (3.12) by starting from the generating function. Solve SAQ 6.

SAQ 6

Differentiate both sides of Eq. (3.13) partially with respect to x and obtain the
recurrence relation given in Eq. (3.12).

In the following example, you will learn further uses of the generating function
for the Bessel functions of the first kind.

Example 3.1

a) Starting from Eq. (3.13) show that

J0 ( x )  2J 2 ( x )  2J 4 ( x )  2J 6 ( x )  ...  2J 2k ( x )  ...  1

b) Starting from the generating function for the Bessel functions, show that
J0 (0)  1 and J n (0 )  0 for n  1, 2, 3,...

Solution : a) We put t  1 on both sides of Eq. (3.13) and note that the left
hand side equals 1:

exp   t    e0  1
x 1
 2  t 

The right hand side simplifies to:


 J n ( x )  J 0 ( x )  J1( x )  J 1( x )  J 2  J 2 ( x )
n  

 J 3 ( x )  J 3 ( x )  J 4 ( x )  J  4 ( x )  ...

You should note that here we have clubbed terms like J n (x ) and J n (x ) .
Recall that when n is an odd integer, J  n ( x )  J n ( x ) whereas when n is
even, J n ( x )  J n ( x ) . Therefore, the second, fourth and other similar
terms involving Bessel functions of odd integral order occurring on the right
hand side of the above expression drop out. On using these results we get:

J 0 ( x )  2J 2 ( x )  2J 4 ( x )  ...  1
59
Block 1 Mathematical Methods in Physics
b) We put x  0 on both sides of Eq. (3.13). This gives


1  J n (0 ) t n
n  

Note that the left hand side is a constant. The only constant term on the
right hand side will correspond to n  0; other terms will involve t n and
should, therefore, be zero.

J n (0)  0, for n  0

For n  0, it readily follows that J0 (0 )  1.

You have come across the applications of Bessel functions in Sec. 1.3.2 of
Unit 1 in this course. Let us take up one more example of how Bessel
functions are used in Physics.

Example 3.2
y
We need to study the vibrations of a circular membrane fixed at the perimeter
R for understanding the characteristics of sound produced by beating of a drum
r or a table (Fig.3.2). You may have studied the nature of the transverse
x
vibrations of a uniform flexible circular membrane fixed at its perimeter in your
UG courses (refer to Unit 6 of PHE-05). For radially symmetrical case, under
small oscillation approximation, transverse displacement f(r, t) at a distance r
from the centre O of the membrane satisfies the equation:
Fig 3.2: A circular
membrane fixed at the  2f 1 f 1  2f
  (i)
perimeter. r 2 r r v 2 t 2

T
where v  , T, the force per unit length on the membrane edge and m,
m
mass per unit area of the membrane. Solve Eq. (i) and obtain the modes of
vibration of the membrane.

Solution : We separate Eq. (i) into ODEs, and assume the time variation to
be harmonic. Then the radial function R(r) satisfies the equation:

d 2R dR
r2 r  r 2 k 2 R( r )  0 (ii)
dr 2 dr

where k   / v . Comparing Eq. (ii) with Eq. (3.1), we can see that Eq. (ii) has
solutions of the form:

R(r )  A J 0 (kr )  B Y0 (kr ) (iii)

where J0 ( kr ) and Y0 (kr ) are Bessel’s functions of the first and second kind,
60 respectively, of order 0. Since N0 (kr )    as r  0 but the displacement of
Unit 3 Bessel Functions
the membrane at the centre (r  0) is finite, therefore, B has to be 0. Further,
since the displacement is zero at r  a, the perimeter of the membrane is
fixed, and we must have A  0, which implies that

J0 (ka)  0

so that ka   0n (iv)

where  0 n ' s are the zeroes of the Bessel function J 0 ( x ) . By denoting the
permitted values of k by k n , we can write:


k n  on (v)
a

so that the corresponding angular frequencies of the normal modes of


vibration are given by

 v
n  knv  0n (vi)
a

v v v
In particular, 1  2.405 , 2  5.520 , 3  8.654 ,..., etc.
a a a

You should note that though an infinite number of natural frequencies may
occur, these are not integral multiples of the lowest frequency. The associated
solutions in this case are given by:

 r
Rn (r )  An J0 (kn r )  An J0  0n  (vii)
 a

where we have renamed the constant A as An . The general solution of Eq. (i)
is obtained from the superposition principle for all n:


f (r , t )   Rn (r ) cos (t  )
n 1


 A0J0  0n a  cos  0n a t   
r v
 (viii)
n 1

In Fig. 3.3, we show the nodes of three radially symmetrical modes of


transverse vibration for a circular membrane. For the mode with angular
frequency t , the perimeter remains at rest throughout; no other node is
present. For the second radially symmetric mode corresponding to angular
frequency 2 , the radial function R2 (r )  A2J0 (02 r / a ) will be zero along the
periphery as well as for

r
02   01
a

r 01 2.405
or    0.436
a 02 5.520 61
Block 1 Mathematical Methods in Physics

a 0.638a
a
a

0.436a 0.278a

1 2 3
Fig. 3.3: Nodes for three radially symmetric modes of transverse vibrations of
circular membrane.

So, there will be a node at r  0.436a . All the points along the circumference
of a circular membrane of radius a will always remain at rest for this mode of
vibration. Similarly, for the third radially symmetrical mode with angular
frequency 3, R3 (r )  A3 (r )  A3J0 (03 r / a ), which is zero at the periphery
and also when
r
03  01
a
r 01 2.405
so that    0.278
a 03 8.654
or r  0.278 a

r 02 5.520
For    0.638
a 03 8.654
we will have r  0.638 a

These nodes are shown in Fig. 3.3.

We end this discussion on Bessel functions of the first kind by writing their
integral representations. Such representations are very useful in dealing with
Bessel functions occurring in different physical problems.
Integral Representation of Bessel functions of the First Kind

1
J0 ( x ) 
cos ( x sin ) d (3.15a)
0
2
1 ix cos 
J0 ( x ) 
2 e d (3.15b)
0

1
Jn ( x ) 
 
cos (n   x sin ) d for n  0, 1, 2, 3,... (3.15c)
0

You will be proving these relations in TQ 3.


Let us take up an example to illustrate how integral representation of Bessel
62 functions is used in physics.
Unit 3 Bessel Functions

Example 3.3

In your UG course on optics you must have studied Fraunhofer diffraction at a


circular aperture. Use the integral representation of a Bessel function to arrive
at Airy’s formula.

Solution : Refer to Fig. 3.4, which shows a parallel beam of light incident on
a circular aperture A of radius a. The diffraction pattern is formed on a suitably
placed (effectively at infinite distance from A) screen S. Let  be the angle
which the direction of the diffracted ray makes with central direction OZ.

Lens Lens
S
Source Diffracting
Aperture

Fig. 3.4: Fraunhofer diffraction of light at a circular aperture.

According to the theory of diffraction of light, the amplitude of the light


distribution at a point P on the screen is given by:

n 2 2
i a sin cos
U (P )  C  e   d d (i)
0 0

Here  d d denotes an elementary area within the circular aperture in terms


of polar coordinates  and ,  is the wavelength of light and C, a constant.
From Eq. (3.15b) , we have the following integral representation of J0 ( x ) :

2
1
J0 ( x )   eix cos  d (ii)
2
0

2
If we choose x  a sin  and compare Eq. (i) with this result, we can

express U(P) in terms of J 0 ( x ) :

a
2
U ( P )  2 C  J 0   sin    d (iii)
  
0

Now we have to evaluate this integral. From Eq. (3.9), we have for m  1 :

d
x, J1( x )  x J 0 ( x )
dx

so that xJ 1( x )   x J 0 ( x ) dx 
0
63
Block 1 Mathematical Methods in Physics
2 2
On inserting this result in Eq. (iii) with x    sin  and x  a sin , we
 
obtain
 2 
2 J1 a sin  
U (P )  C  a 2    (iv)
2
a sin 

The intensity of light at P is then given by
2
  2 
 2J1    sin   
2
I (P )  U (P )  I 0    (v)
 2  
 a sin  
 2 

where I0  C 2 2a 4 . This is Airy’s formula.


From Sec. 3.3, we have that as x  0, Jn ( x )  x / 2 .

x
J1( x ) 
x 0 2
In other words, as angle   0, the expression within the square bracket in
Eq. (v) will have the limiting value 1. This means that I 0 signifies the intensity
at the centre of the diffraction pattern.

Let us now briefly discuss Bessel functions of the second kind.

3.3 BESSEL FUNCTIONS OF THE SECOND KIND


In physical problems where Bessel’s differential equation occurs, you may
need a general solution for integral order. However, from the discussion so far,
you may be tempted to think that it is not possible to get a solution which is
linearly independent of J n (x ). But it is not so; for non-integer m, a function
Ym (x ) sometimes denoted by Nm (x ) defined as:

J ( x ) cos(m)  J m ( x )
Ym ( x )  m (3.16a)
sin (m)

is a solution of the Bessel differential equation. It is called the Bessel function


of the second kind. This function is also called Weber function
[after Heinrich Martin Weber (1875-1913), with notation Yn(x), or Neumann
function after Carl Neumann (1832-1925), with notation Nn(x). We will use the
notation Yn(x). When m is an integer, say n, we take a limiting value of the
right side of the above equation as m  n :

cos nJ n ( x )  J n ( x )
Yn ( x )  lim Ym ( x )  (3.16b)
m n sin n

So, for non-integral n, Yn (x ) is a solution of Bessel’s differential equation (3.1),


which is linearly independent of Jn (x ) . In Fig. 3.5 we have shown the plots of
the Neumann functions of orders 0, 1 and 2.
64
Unit 3 Bessel Functions
However, when n is an integer, Eq. (3.16b) is of the indeterminate form 0/0.
We have to exclude these solutions sometimes in view of the physical
boundary conditions of a problem. Therefore, we obtain Yn (x ) for integer n,
by using l’Hospital’s rule:
d
cos mJ m  J m ( x )
Yn ( x )  dm
d
(sin m)
dm Yn(x)
J m J m
  sin mJ m  cos m 
 m m Y0(x)
Y1(x)
 cos m Y2(x)
mn

1  J m ( x ) J m ( x ) 
or Yn ( x )   (3.16c) x
  m m  m  n

We can use Eq. (3.6) for Bessel function of the first kind: Fig. 3.5: Plots of Bessel
 2k m functions of the second
x
 (1)k k! (m  k )!  2 
1
Jm ( x )  kind of orders 0, 1 and 2.
k 0

 2k m
( 1)k x
  k ! ( k  m  1)
 
2
k 0

and the digamma function defined as:


d ( x )
( x )  ln ( x )  ,
dx ( x )
to express Bessel function of the second kind as the following series. We write
the final result here without going into the detailed steps:

1   ( 1) k  x  2k  n  x 
Yn ( x )     
 k 0 k! (k  n )! 2 
ln 
2

( 1) k  x  2k n  x 
 ( 1) n   
k! (k  n )!  2 
ln  
 2 
k 0

n 1 2k n
x 1 (n  k  1)  x 

2
 J n ( x ) ln    
  2   k 0 k! 2
2k n
1  ( 1)k  x 
    (k  n  1)  (k  1) (3.16d)
 k 0 k! (k  n )! 2 

( z)
where we have used the result: lim  ( 1) n 1n!
zn ( z )

For n  0, the limiting value is:



2  x  J ( x )  2 ( 1)  x  2k
Y0 ( x ) 
 
  ln  0
 2 
   (k  1) (3.16e)
 k  0 k! k!  2 

where  ≈ 0.5772156649… is the Euler constant. 65


Block 1 Mathematical Methods in Physics
Bessel functions of the second kind satisfy all recurrence relations satisfied by
Bessel functions of the first order. These functions also have integral
representations given by:

2
Y0 ( x )  
 
cos( x cosh t )dt (3.17a)
0

2 cos( xt )

  2
dt, x0 (3.17b)
1 t 1

The most general solution of Bessel’s equation for any n is:


y ( x )  CJn ( x )  DYn ( x ) (3.18)
Since Yn (x ) diverges logarithmically, any boundary condition that requires the
solution to be finite at the origin must exclude it. If, however, there is no such
boundary condition, then we may consider Yn (x ) in the solution. Let us now
discuss the spherical Bessel functions.

3.4 SPHERICAL BESSEL FUNCTIONS


When we separate Helmholtz equation in spherical polar coordinates, its radial
part is given as:

d 2R dR
r2  2r  [k 2 r 2  n(n  1)]R  0 (3.19)
dr 2 dr
Let us see how. In Unit 1, you have encountered Helmholtz equation in
Cartesian coordinates and separated it into three ODEs:

 2 2 2 
    f  x, y , z   k 2 f  x, y , z   0 (3.20a)
 x 2 y 2 z 2 

Let us write this equation in spherical polar coordinates:

1    r 2 f     sin  f   1  2 f    k 2 f
sin  r    
  sin   2 
r 2 sin    r   
(3.20b)
You can separate Eq. (3.20b) into three ODEs by putting f (r, , ) as the
product R(r) () (). So, you will get:
1 d  2 dR  1 d  d 
 r    sin  
Rr 2 dr  dr  r 2 sin  d  d 

1 d 2
  k2 (3.21a)
r 2 sin2  d2

Multiplying the above equation by r 2 sin2 , we can write:

1 d 2
 r 2 sin 2  k 2 
1 d  2 dR 
r 
 d 2  Rr 2 dr  dr 

1 d  d 
  sin   (3.21b)
r 2 sin  d  d 
66
Unit 3 Bessel Functions
The LHS of Eq. (3.21b) is a function of  alone and the RHS, a function of r
and . Since r,  and  are independent variables, we put the LHS and RHS of
Eq. (3.21b) equal to a constant:

d 2 d 2
  m 2  or  m 2  0 (3.22a)
d 2 d 2

The normalized solution of Eq. (3.22a) is:


1
 m ()  e im (3.22b)
2
The function  m ( ) is orthonormal with respect to the variable . Note that we
have used a negative constant because in problems in physics,  appears
mostly as the azimuth angle, which suggests periodic solutions rather than
exponential ones. Substituting Eq. (3.22a) in Eq. (3.21b), we can write:

1 d  2 dR  1 d  d  m2
r   r 2k 2    sin  
R dr  dr   sin  d  d  sin 2 
(3.23a)
You can see that in Eq. (3.23a), the variables are separated. Again, we equate
each side of Eq. (3.23a) to a constant, say C. Then we have:

1 d  d  m 2
 sin    C  0, (3.23b)
sin  d  d  sin 2 

1 d  2 dR  CR
and  r   k 2R  0 (3.23c)
r 2 dr  dr  r2

d 2R dR
r2  2r  [k 2 r 2  n(n  1)]R  0
dr 2 dr
which is Eq. (3.19) if we put C  n(n  1). In Eq. (3.23c), if we substitute

Z(kr )
R(kr ) 
(kr )1 2

then it becomes:

d 2Z
 k 2 r 2  n(n  ) 2  Z  0
dZ 1
r2  r (3.24)
dr 2 dr  2 

1
This is Bessel’s equation. Z is a Bessel function of order n  where n is an
2
Z n  1 2 (kr )
integer. The function occurs very often in physics. The functions Z
(kr )1 2
are called spherical Bessel functions.
The spherical Bessel functions corresponding to Bessel functions of the first
kind are denoted by j n (x ) and defined as:


jn ( x )  J n  1 2( x ) (3.25)
2x
Fig. 3.6 shows the plots of spherical Bessel functions j n (x ). 67
Block 1 Mathematical Methods in Physics

j0(x)

jn(x)
j1(x)

j2(x)

Fig 3.6: Plots of spherical Bessel functions.

There are some more functions like Hankel functions, modified Bessel
functions and spherical Bessel functions corresponding to these Bessel
functions, which will be discussed as and when you encounter them in other
physics courses.
We now end this discussion and summarise the unit.

3.5 SUMMARY
In this unit, we have covered the following concepts:
 Bessel equation and its solutions by the Frobenius method.
 Bessel function of the first kind, its generating function, recurrence
relations and integral representation.
 Bessel function of the second kind and its recurrence relations.
 Spherical Bessel functions.

3.6 TERMINAL QUESTIONS


1. If a function Z m (x ) satisfies the recurrence relations

m
Zm1( x )  Zm1( x )  2 Zm ( x )
x

dZm ( x )
and Zm 1( x )  Zm 1( x )  2 ,
dx

show that it satisfies Bessel’s differential equation also.


n
1 d 
2. Prove that J n ( x )  ( 1)n x n   J 0 ( x ).
 x dx 


3. Show that J0 ( x  y )  J0 ( x )J0 ( y )  2  ( 1)n Jn ( x ) Jn ( y ).
n 1

2
1 ix cos 
4. Show that J0 ( x ) 
2 e d.
68 0
Unit 3 Bessel Functions
5. Recast the radial part of the Schrӧdinger equation for a spherically
symmetric potential given below as an ODE for spherical Bessel function
and solve it:
d 2R(r ) 2 dR(r )  2mE l (l  1) 
    R(r )  0
2
dr r dr  2 r2 
where R(r ) is zero at r  R.

3.7 SOLUTIONS AND ANSWERS


Self-Assessment Questions
1. We write Eq. (3.1) as follows and use Frobenius method to solve it. We
assume a solution of the form:

y(x)   an x n r (i)
n 0

Differentiating Eq. (i) with respect to x, we get


dy
 a n (n  r )x n  r 1
dx n

d 2y
and
dx 2
  an (n  r )(n  r  1)x nr 2
n

dy d 2y
Substituting y ( x ), and in Bessel equation, we get
dx dx 2

 (n  r )(n  r  1) an x n r   (n  r ) a n x n r
n n 0
 
  an x n r 2  m 2  an x n r 0 (ii)
n 0 n 0

On equating the coefficients of the lowest power of x to zero, we get the


indicial equation:
a0 r (r  1)  r  m 2   0

For a0  0, the indicial equation r 2  m2  0 has roots r  m .

2. We continue from the solution of SAQ 1. Depending on the value of m, the


solutions can differ vastly:

y 1( x )   an x n m (i)
n 0

and y 2 (x)   bn x n m (ii)
n 0

To find y1, we put Eq. (ii) of SAQ 1 in expanded form of x equal to zero.
Then all odd subscripted coefficients vanish. For even subscripted
coefficients, it leads to the recurrence relation:
( 1n )
a 2n  a0
2 2n n! (m  1)(m  2)...(m  n ) 69
Block 1 Mathematical Methods in Physics
so that
 x m 2 x m 1 
y 1( x )  a 0  x m    ...
 2 2 (m  1) 2!2 n (m  1) (m  2) 
3. We put m  1 2 in Eq. (3.4) to write:
1
 2k 
x

1 2
J1/ 2 ( x )  ( 1) k  
 3  2
k 0 k !  k  
 2
Through repeated use of Eq. (3.3), we can write

 k     k   k     k    k   k  ...


3 1 1 1 1 1
 2  2  2  2 2  2

  k    k  ...   
1 1 5 3
 2 2 2 2

Then
1
3 2k 
k!  k  2 2  2  4  6...(2k  2)2k  3  5...
 2

(2k  1) (2k  1)  21/ 2


3
 2
3
 (2k  1)!   21/ 2
2

1 
Since (3 / 2)  (1/ 2)  , we have
2 2

 (1) k (2k  1)  2 1/ 2
1
J1/ 2 ( x )  x 2k 1x 1/ 2
k 0 

2 1/ 2
 x sin x


x3 x5 x 2k  1
because sin x  x    ...   ( 1)k
3! 5! k 0
(2k  1)!

Similarly, putting m  1/ 2 in Eq. (3.4), we get


1
 2k 
x

1 2
J 1 / 2 ( x )  ( 1) k  
k 0
k ! ( k  1 / 2)  2 

In this case, the denominator of a general term is:


1
1 2k 
k!  k   2 2  2  4  6...(2k  2) 2k  k    k  ...
1 3
 2  2 2
3 1
 1/ 2 2k 21/ 2
2 2

 2  4  6...1 3(2k  3) (2k  1)  2 1/ 2


1
2

 (2k )!  2 1/ 2
70
Unit 3 Bessel Functions
1
 2k 
2 1/ 2

1 x 2
Hence, J 1/ 2 ( x )  ( 1) k  x cos x
k 0
( 2k )!  2 1/ 2 

x2 x4 x 2k
since cos x  1    ...   ( 1) k
2! 4! k 0
(2k )!

4. Multiplying both sides of Eq. (3.4) by x m , we get



x 2k

1
x m J m ( x )  ( 1) k
k 0
k! (m  k  1) 2 2k m

x 2k 1
 x J m ( x )  (1)k
d m

2k
dx k 1
k! (m  k  1) 2 2k m

x 2k 1m
 (1) k k! (m  k  1) 2 2k m1
k
 x m
k 1

(k   1) x 2k  m 1
 x m  (k   1) ! (m  k   2) 2 2k  m 1
k  0

where we have introduced k   k  1. Then


 2k  m 1
x J m ( x )   x m (1) k   1   x 
d m

dx k  0
k ! (m  k  2)  2 

  x m J m 1 ( x )

On differentiating as indicated on the left hand side, we get:


dJ m
 mx m1J m ( x )  x m   x m J m1( x )
dx
Multiplying both sides by x m and changing sign leads to:
m dJ
J m ( x )  m  J m1( x )
x dx
This is the required Eq. (3.10).
5. In Eq. (3.10), we put m  0. Then
d J0
  J 1( x )
dx
or J1( x )  J 0 ( x )

6. Differentiating both sides of Eq. (3.13) partially with respect to x, we get:



1 1 x  1 
 t   exp   t   
2 t 2 
Jm
t  m 
 (x) t m 
 
or (t 2  1)  J m ( x ) t m  2t  J m ( x ) t m
m   m  

In the last step, exp   t   has been replaced by the right side of
x 1
2  t 
Eq. (3.13). Equating coefficients of t m 1on both sides of the above
equation, we get
 (x)
J m 1( x )  J m 1( x )  2J m
71
Block 1 Mathematical Methods in Physics
Terminal Questions
1. We are given the recurrence relations:
m
Z m 1( x )  Z m 1( x )  2 Zm (x) (i)
x
and  (x)
Z m 1 ( x )  Z m 1( x )  2Z m (ii)

On adding (i) and (ii) and multiplying the resultant expression by x/2, we
get:
 (x)
xZ m 1( x )  mZ m ( x )  xZ m (iii)

Differentiating both sides with respect to x, we get:


 1( x )  mZ m
Z m 1( x )  xZ m  (x)  Zm
 ( x )  xZ m
 ( x )
 ( x )  xZ m
 (m  1) Z m  ( x )

Multiplying all terms in the above equation by x, we get:


 1( x )  x(m  1)Z m
xZ m1( x )  x 2 Z m  (x)  x 2Zm
 ( x )

Subtracting from the two sides of the above equation, the corresponding
sides of (iii) multiplied by m, we get:
 1( x )  xZ m
(1  m)xZ m1( x )  x 2 Z m  (x)  x 2 Zm
 ( x )  m 2 Z m ( x )

(iv)
Now we subtract the two sides of Eq. (ii) from the corresponding sides of
Eq. (i) and multiply by x/2. We then get:
 (x)
xZ m 1 ( x )  mZ m ( x )  xZ m
Next, we change m to m  1 in the above equation. Hence,
 1( x )
xZ m ( x )  (m  1)Z m 1( x )  xZ m

Multiplying the above equation by x and rearranging terms, we get:


 1( x )   x 2 Z m ( x )
(1  m)xZ m1( x )  x 2 Z m (v)

Comparing Eqs. (iv) and (v), we get:


 ( x )  x 2Zm
xZ m  ( x )  m 2 Z m ( x )   x 2 Z m ( x )

or  ( x )  xZ m
x 2 Zm  (x)  x 2  m 2 ) Zm (x)  0
Thus Z m (x ) satisfies Bessel’s differential equation.

2. We will prove this result by the method of induction. So, we assume that
the relation is true for n  l , so that

1 d l
J l ( x )  ( 1) l x l   J0 (x) (i)
 x dx 
Now we have to show that the relation is also true for n  l  1. Let us
start with
1 d  l 1 l
( 1) l 1 x l 1  J 0 ( x )  ( 1) l x l 1 1 d  1 d  J ( x )
  0
 x dx  x dx  x dx 

 ( 1)l x l
d
dx
 
( 1)l x l J l ( x ) [using (i)]
72
Unit 3 Bessel Functions

 x l x J l (x )  x l
d l  x 1 d J ( x )  lx 11 J ( x )
 l l 
dx dx
1 dJ
 J l ( x )  l  J l 1 ( x ) [Using Eq. (3.10) with m  l . ]
x dx
Thus if the relation to be proved is true for n  l , it is also true for
n  l  1. Let us check what happens when n  1. Then the right side of
Eq.(i) becomes:
1 d
( 1) x J 0 ( x )  J 0 ( x )  J1( x )
x dx
Thus, the relation is true for n  1. Hence, from what has been proved
above, the relation is true for n  2, 3, 4... The relation is, therefore,
proved.
3. We start with the relation:

exp ( x  y ) t    exp  x t   exp y  t  
1 1 1
  t    t    t 

In Eq. (3.14), the left hand side signifies the generating function for
J l ( x  y ) . Hence, we can write:
  
 J l ( x  y )t l   Jn (x) t n  J k ( y )t k
l   n   k  

On the left hand side J 0 ( x  y ) occurs as the term independent of t. We


will get terms independent of t on the right had side for n  k  0, i.e., for
k   n. Therefore, we can write:

J0 (x  y )   J n ( x ) J n ( y )
n  

Since J n ( y )  ( 1) n J n ( y ) and J n ( x )  (1) n J n ( x ), we get:



J 0 (x  y )  J 0 (x ) J 0 (y )  2  (1) n J n (x ) J n (y )
n 1

4. We take n  0 in Eq. (3.15c). Then


 
1 1
J0 (x) 
 
cos(  x sin ) d 

cos ( x sin )d 
0 0

Since cosx sin (   )  cos ( x sin ) and sinx sin(   )   sin ( x sin ) for
any value of , we can write:
2 

 cos( x sin ) d   cos ( x sin ) d


 0
2 
and  sin ( x sin ) d   sin ( x sin ) d
 0
2
1
 J0 (x) 
2  cos ( x sin ) d
0 73
Block 1 Mathematical Methods in Physics
2
1
and 0
2  sin ( x sin ) d
0

2 2
1 1
Hence, J 0 ( x ) 
2  [cos ( x sin )  i sin ( x sin )] d 
2  e ix sin  d
0 0

Considering the range 0 to 2, cos has all the values that sin  assumes,
and the above integral may be written as:
2
1
J0 (x) 
2  e ix cos  d
0

5. Multiplying the given equation:


d 2 R( r ) 2 dR(r )  2mE l (l  1) 
    2  r 2  R(r )  0
dr 2 r dr

by r 2 , we get the differential equation [Eq. (3.23c)]:

 k 2 r 2  l (l  1)R(r )  0
d 2 R( r ) dR(r )
r2  2r (i)
dr 2 dr
2mE Z(kr )
with k 2  . In Eq. (i), if we substitute R(kr ) 
2 (kr )1 2

then it becomes:
d 2Z
 k 2 r 2  n(n  ) 2  Z  0
dZ 1
r2  r (ii)
dr 2 dr  2 

which is the differential equation for spherical Bessel function of order


1
n  where n is an integer. The general solution of this equation is a
2
linear combination of the spherical Bessel functions of the first and second
kind. However, since the spherical Bessel functions of the second kind
diverge at the r = 0, we usually do not consider them for physical
problems. So, we consider only spherical Bessel functions of the first kind
and the solution is:


j n (x)  J n 1 2 ( x )
2x

74
Unit 4 Special Functions-I

UNIT 4
SPECIAL FUNCTIONS-I
Structure

4.1 Introduction 4.3 Spherical Harmonics


Expected Learning Outcomes 4.4 Hypergeometric Functions
4.2 Legendre Polynomials 4.5 Summary
Generating Function 4.6 Terminal Questions
Recurrence Relations 4.7 Solutions and Answers
Orthogonality Relations
Rodrigues’s Formula

4.1 INTRODUCTION
In this unit, we discuss Legendre polynomials, spherical harmonics and
hypergeometric functions. We will solve respective differential equations,
write their generating functions and obtain recurrence relations for each
special function.
In the next unit, we discuss Hermite and Laguerre Polynomials, the Sturm-
Liouville problem, and explain how to expand a given function in terms of
orthogonal functions.
Expected Learning Outcomes
After studying this unit, you should be able to:
 obtain Legendre polynomials by solving Legendre’s differential equation as
well as from the generating function and Rodrigues’s formula;
 derive the recurrence relations, orthogonality relation for Legendre
polynomials and use them to solve problems in physics;
 obtain spherical harmonics by solving the ODE as well as from their
generating function and derive their recurrence relations; and
 obtain Hypergeometric functions by solving the ODE as well as from their
generating function and derive their recurrence relations.

4.2 LEGENDRE POLYNOMIALS


In Unit 1, you have learnt how to solve Laplace’s equation in spherical polar
co-ordinates (r, , ) and seen that the solutions are expressed in terms of
Legendre polynomials. Similarly, the solution of the (, ) part of the
Schrӧdinger equation for an electron is expressed in terms of Legendre
polynomials. In your UG courses, you must have learnt how to solve
Legendre’s differential equation using the power series method. Its solutions
75
Block 1 Mathematical Methods in Physics
are called Legendre polynomials, which are new functions with very interesting
properties.

In this section, we revisit the solution of Legendre’s differential equation and


obtain the Legendre polynomials in two different ways: By solving the
differential equation and from the generating function. (You should refresh
your knowledge by studying Unit 3 of the course PHE-05 entitled
Mathematical Methods in Physics-II.) Then we discuss the properties of
Legendre polynomials; especially the orthogonality property. We have
discussed many applications of Legendre polynomials. We expect you to
study these examples carefully and link them up with the relevant topics. It is
important to study Legendre’s associated differential equation (refer to
Appendix of Unit 14 of the course PHE-14) but we shall not go into the
mathematical rigor of the properties of the associated Legendre polynomials.

You have learnt about Legendre’s differential equation in your UG courses


(see Examples 1 and 3 of Unit 3, Block 1, PHE-05):

(1  x 2 )y   2xy   n(n  1)y  0 (4.1)

You can obtain the solution of this equation by solving SAQ 1. It is:

n(n  1) 2 n(n  2)(n  1)(n  3) 4


y  a0 1  x  x  ...
 2! 4! 

(n  1)(n  2) 3 (n  1)(n  3)(n  2)(n  4) 5


 a1  x  x  x  ...
 3! 3! 
(4.2)

SAQ 1

Solve Eq. (4.1) and obtain its general solution given by Eq. (4.2).

Note from Eq. (4.2) that for an even integer n  0 , the first bracketed term in
this series (with even powers of x) terminates leading to a polynomial solution.
For an odd integer (n > 0), the latter term in the series (with odd powers of x)
terminates and gives a polynomial solution. So, for any integer n  0 ,
Legendre’s equation has a polynomial solution. For n  0,1, 2, ..., Eq. (4.2)
leads to the following solutions of Eq. (4.1):

y  a0 , n0 (4.3a)

y  a1 x, n 1 (4.3b)

y  a0 (1  3 x 2 ) , n2 (4.3c)

 3x  5x3 
y  a1  , n  3 (4.3d)
 2 
 

These expressions (of y) are, apart from multiplication constant, the


Legendre polynomials Pn (x ). The multiplicative constant is chosen so that
76 Pn (1)  1.
Unit 4 Special Functions-I
We can write Eq. (4.2) as:
y  a0 y 1( x )  a1y 2 ( x ) (4.4)

where y1( x ) and y 2 ( x ) are linearly independent. You should note that
Eq. (4.4) does not give the general solution of Legendre’s differential
equation. To understand the general solution we have to reconsider the
recursion formula arrived at while solving Legendre’s equation (solution of
SAQ 1):
(n  k )(n  k  1)
ak 2   ak ; n  0,1, 2, ..., (4.5)
(k  1)(k  2)
Note that the coefficients ak  2 will vanish when (i) n  k and/or (ii)
n   (k  1). ak  2  0 implies that the series terminates with ak as the last
non-zero coefficient. That is how we get polynomial solutions. While obtaining
the polynomial solutions Pn (x ), we considered the polynomial solutions with
n  k only.
When we take n  (k  1), the series obtained diverges for x  1. This
solution is unbounded. It is called a Legendre function of second kind and
denoted by Qn (x ) . Thus, the most general solution of Legendre’s differential
equation can be written as:
y  A1 Pn ( x )  A2 Qn ( x ) (4.6)

Here we shall restrict ourselves to Legendre polynomials of the first kind,


that is Pn (x ) . Let us now derive the expressions for Pn (x ) .

From Eq. (4.5), we note that if k  n, an  2  0 and, by induction,


a n  4  0  a n  6 ...

The continue our discussion, we invert Eq. (4.5) to obtain


(k  1)(k  2)
ak   ak 2
(n  k )  (n  k  1)
By taking k  n  2, n  4,..., we get:
n(n  1)
a n 2   an
2(n  1)
(n  2)(n  3) n(n  1)(n  2)(n  3)
an 4   an 2  an
4(2n  3) 2  4(2n  1)(2n  3)

This yields the polynomial solution


 n(n  1) n 2 n(n  1)(n  2)(n  3) n 4 
y  an  x n  x  x  ...
 2(2n  1) 2  4(2n  1)(2n  3) 
(4.7)
The Legendre polynomials Pn (x ) are defined by choosing

(2n  1)(2n  3)...3! (2n )!


an  
n! 2 (n! ) 2
n

This choice of the coefficients an ensures that Pn (1)  1 when n  1. Thus, 77


Block 1 Mathematical Methods in Physics
(2n )!  n n(n  1) n 2
Pn ( x )   x  x
2 n (n! ) 2  2(2n  1)

n(n  1)(n  2)(n  3) n 4 


 x  ... (4.8)
2  4(2n  1)(2n  3) 

We now work out a simple example to enable you to fix these concepts

To show the equivalence Example 4.1


of expressions in
Eq. (4.8), we note that Starting from Eq. (4.8), prove that
even terms are not
1
occurring in the numerator P0 ( x )  1, P1( x )  x and P2 ( x )  (3 x 2  1)
defining the coefficient an . 2
So, we multiply the
Solution : From Eq. (4.8), we have
numerator and
denominator by (2n )!  n n(n  1) n 2
Pn  x    x  2(2n  1) x
2n(2n  2) (2n  4)...4  2 . 
2 n (n! ) 2
This gives
(2n ) (2n  1) (2n  2) n (n  1)(n  2)(n  3) n 4 
 x  ...
2  4(2n  1)(2n  3) 
(2n  3)..4  3  2  1
an 
n! (2n ) (2n  2) For n = 0, substituting 0! = 1 and x 0  1, we readily obtain P0 ( x )  1 .
(2n  4)...  4  2
For n  1,
2n!

n! 2n(2n  2)...  4  2 2! 2x
P1( x )  x x
Now (2n )( 2n  2) ...  4  2
21  (1! ) 2 2

 (2n )  2(n  1)... 4!  2 2  2  1 0 


P2 ( x )   x  2  ( 4  1) x 
 2(2)  2(1) 2 2  (2! ) 2  

 2 n n! 24  2 1  1
  x    (3x 2  1)
So that the expression for 4 4  3 2
a n reduces to
2n! In this way, you can obtain expressions for higher order Legendre
an 
2 n (n! ) 2 polynomials. For practice, you may like to solve SAQ 2.

SAQ 2
Determine P3 ( x ).

So far we have obtained expressions for Legendre polynomials by solving


Legendre’s differential equation. These expressions can also be generated
from a function of two variables, say x and t. When expanded in powers of t,
the x-dependent coefficients define the Legendre polynomials. This forms the
subject matter of discussion for the following section.

4.2.1 Generating Function


Consider the function

g ( x, t )  (1  2xt  t 2 ) 1/ 2   Pn ( x )t n (4.9)
78 n 0
Unit 4 Special Functions-I
1/ 2
We expand (1  2 xt  t 2 ) 1/ 2  1  (2 x  t )t  in powers of t for t  1 using
binomial expansion:
 1 1  1  3 
[1  t (2x  t )]1/ 2  1    t (2x  t )     t 2 (2x  t )2
2 2!  2  2 
t (2x  t )  1 3  2  1 3  5  t 3 (2x  t )3  ...
 1  t (2x  t ) 2   
2 2 4  2 46
1  1  3  5  3
     t (2x  t )  ...
3!  2  2  2 
1 3
 1 (2xt  t 2 )  t 2 ( 4 x 2  t 2  4 xt )
2 8
5 3
 t (8 x 3  t 3  12x 2t  6 xt 2 )  ...
16
1 2 3 2 2 3 4 3 3
 1  xt  t  x t  t  xt
2 2 8 2
5 3 3 5 6 15 4 2
 x t  t  t x  ...
2 16 4
1 1
 1  xt  (3 x 2  1) t 2  (5 x 3  3 x ) t 3  ... (4.10)
2 2
On equating the coefficients of t n for n  0,1, 2 and 3 in Eqs. (4.9) and (4.10),
we find that the first few Legendre polynomials are given by
P0 ( x )  1
P1( x )  x
1
P2 ( x )  (3 x 2  1)
2
1
P3 ( x )  (5 x 3  3 x )
2
You should note that these expressions are the same as obtained in
Example 4.1 and SAQ 2. The coefficient of t n in the above expansion will be:
1 3  5...  (2n  1)
(2x ) n
2  4  6...2n
1 3  5...  (2n  3) (n  1)
 . (2x )n 2
2  4  6...  (2n  2) 1!
1 3  5...(2n  5) (n  2)(n  3)
 . (2x ) n 4
2  4  6...(2n  4) 2!
This may be rewritten as:
1 3  5...(2n  1)  n n(n  1) n 2
x  x
n!  2(2n  1)
n (n  1) (n  2) (n  3) n 4 
 x  ...
2  4(2n  1) (2n  3) 

You can readily identify this with Eq. (4.8). So we may conclude that Eq. (4.9)
with t  1 signifies the generating relation for Legendre polynomials and 79
Block 1 Mathematical Methods in Physics
1
g ( x, t )  is called the generating function for Legendre
1  2 xt  t 2
polynomials.

For x = 1, Eq. (4.9) gives 1  2t  t 2 
1/ 2
  Pn (1) t n
n 0

The left hand side now reduces to (1  t ) 1, which has series representation as

 t n . Then the above expression takes the form:
n 0

 
 tn   Pn (1) t n
n 0 n 0

On comparing the coefficients of t n , we get Pn (1)  1 so that the expression of


the generating function gets validated.
a
The generating function is useful in solving physical problems involving the
potential associated with any inverse square force. To illustrate this we
O q z
consider an electric charge q placed on the z-axis at z = a (see Fig. 4.1). From
Fig. 4.1: An electric
UG courses, you will recall that the electrostatic potential at a non-axial point
charge q placed at due to this charge at a distance r1 from it is given by:
z = a.
1 q
V  (4.11)
4 0 r1

From the properties of a triangle, we can write:

r1  r 2  a 2  2ar cos 

On inserting this expression in Eq. (4.11), we get

q 1
V 
4 0 r 2  a 2  2ar cos 

q 1
 (4.12)
4  0 r a 2
1     2  cos 
a
r  r 

For r  a, the expression under the radical sign may be written as


a
(1  2xt  t 2 )1/ 2 where x  cos  and t  ; t  1. From Eq. (4.10) we note
r
2 1/ 2
that when (1  2xt  t ) is expanded in powers of t for t  1, the coefficient
of t n can be identified with Pn (x ) .

On inserting this result in Eq. (4.12), we get


a n
 Pn (cos ) 
q
V  (4.13)
4   0 r n 0 r 
80
Unit 4 Special Functions-I

Example 4.2
Calculate the values of P2n (0) and P2n 1(0 ).

Solution : Putting x = 0 in Eq. (4.9), we get



(1  t 2 ) 1/ 2   Pn (0)t n
n 0

Using binomial expansion, we can write:


1 2 3 4
(1  t 2 ) 1 / 2  1  t  t  ...
2 8
1 3  5  ...  (2n  1) 2n
 ( 1)n t  ...
2n n!

 P0 (0)  P1(0)t  P2 (0)t 2  ...  P2n (0)t 2n

On comparing the powers of t 2n in the above equation, we get:


1  3  5...  (2n  1)
P2n (0)  ( 1) n
2 n n!

Since in the expansion of (1  t 2 )1/ 2 we only get even power of t, we have:

P2n 1(0)  0

You may now like to solve SAQ 3 on generating functions.

SAQ 3

Prove that
a) Pn ( 1)  ( 1) n and
b) Pn ( x )  (1) n Pn ( x )

We shall now use the generating function to obtain the recurrence relations or
recursion relations for Legendre polynomials. This nomenclature stems from
the fact that expressions for higher order polynomial can be derived from
knowledge of expressions for lower order polynomials.
4.2.2 Recurrence Relations
To obtain two primary recurrence relations, we differentiate g ( x, t ) partially
with respect to t and x, respectively.
You have learnt that the generating function [Eq. (4.9)] for Legendre
polynomials is:

 Pn ( x ) t n
1
g ( x, t )  
1  2tx  t 2 n 0

Differentiating the above expression partially with respect to t, we get:



g  1   2x  2t 
   
t  2  (1  2 xt  t 2 ) 3 / 2 n 0

nPn ( x ) t n 1
81
Block 1 Mathematical Methods in Physics

x t
or
(1  2xt  t 2 ) 3 / 2
  nPn ( x ) t n1
n 0

We rewrite this result as:



(x  t )
 1  2 xt  t 2   nPn ( x )t n 1
1  2 xt  t 2 ) n 0

and use the generating function to write:


 
(x  t )  Pn ( x ) t n  1  2 xt  t 2   nPn ( x ) t n1
n 0 n 0

or
 
1  2xt  t 2  nPn ( x )t n 1  (t  x )  Pn ( x ) t n 0
n 0 n 0

On re-arrangement of terms, we obtain:



 (n  1)Pn ( x ) t n1  (2n  1)xPn ( x ) t n  nPn ( x ) t n1  0
n 0

To collect the coefficient of t n , we replace n by n – 1 in the first term and by


n + 1 in the last term. Then equating the resulting expression to zero, we get:

n Pn 1( x )  (2n  1)x Pn ( x )  (n  1) Pn 1( x )  0

(2n  1)x Pn ( x )  (n  1) Pn 1( x )  nPn 1( x ) (4.14)

This is one of the two important recurrence relations and correlates any
Legendre polynomial with its adjoining polynomials. For example, by putting
n  1 in Eq. (4.14), we get:

3 x P1( x )  2 P2 ( x )  P0 ( x )

But we know that P0 ( x )  1and P1( x )  x. Hence, we find that:

3 x 2  2P2 ( x )  1

1
or P2 ( x )  (3 x 2  1)
2

Similarly, P3 ( x ) can be obtained using expressions for P1( x ) and P2 ( x ); P4 ( x )


can be obtained using expressions for P2 ( x ) and P3 ( x ), and so on.

To derive the second recurrence relation, we differentiate g ( x, t ) partially with


respect to x:

  1   2t 
  
g  2
 
x 1  2 xt  t 2 3 / 2 n 0

Pn ( x ) t n

82
Unit 4 Special Functions-I
so that

 Pn ( x ) t n
t

(1  2 xt  t 2 ) 3 / 2 n 0

or

 Pn ( x ) t n
t
 (1  2 xt  t 2 )
1  2 xt  t 2 n 0

On combining this result with Eq. (4.9), we get:


 
t  Pn ( x ) t n  1  2 xt  t 2   Pn ( x ) t n
n 0 n 0

On rearranging terms, we obtain:


 
 2x Pn ( x )  Pn ( x ) t n 1   1  t 2 Pn ( x ) t n
n 0 n 0

 
  t n Pn ( x )   Pn ( x ) t n  2
n 0 n 0

As before, on collecting coefficients of t n 1 from both sides and equating


them, we get the second recurrence relation:
2 x Pn ( x )  Pn ( x )  Pn 1( x )  Pn 1( x ) (4.15)

Another very useful recurrence relation is obtained by combining Eqs. (4.14)


and (4.15). To this end, we first differentiate Eq. (4.14) with respect to x and
multiply the result by 2. This gives

2(2n  1) Pn ( x )  2(2n  1)x Pn ( x )  2(n  1) Pn 1( x )  2n Pn 1( x )

We rewrite it as:

2(2n  1)x Pn ( x )  2(n  1) Pn 1( x )  2nPn 1( x )  2(2n  1) Pn ( x )

Next, we multiply Eq. (4.15) by (2n+1). This leads to:

2(2n  1)x Pn ( x )  (2n  1) Pn ( x )  (2n  1) Pn 1( x )  (2n  1) Pn 1( x )

Substituting for 2(2n  1)x Pn ( x ) in this relation, we obtain:

2(n  1)Pn 1( x )  2n Pn 1( x )  2(2n  1) Pn ( x )

 2(2n  1) Pn ( x )  (2n  1) Pn 1( x )  (2n  1) Pn 1( x )

On simplification, we obtain:
Pn 1( x )  Pn 1( x )  (2n  1) Pn ( x ) (4.16)

Eqs. (4.14) and (4.16) are the prime recurrence relations for the Legendre
polynomials. Using these recurrence relations and Legendre’s differential
equation, you can obtain the following relations:
83
Block 1 Mathematical Methods in Physics

Pn 1( x )  (n  1) Pn ( x )  x Pn ( x ) (4.17a)

Pn 1( x )  x Pn ( x )  n Pn ( x ) (4.17b)

(1  x 2 ) Pn ( x )  n Pn 1( x )  nx Pn ( x ) (4.17c)

and (1  x 2 ) Pn ( x )  (n  1) x Pn ( x )  (n  1) Pn 1( x ) (4.17d)

You should note that recurrence relations are identities in x and simplify proofs
and derivations.
Two functions A(x) and
B(x) are said to be SAQ 4
orthogonal on the Prove Eqs. (4.17a to d).
interval (a, b) if they
satisfy the relation
b 4.2.3 Orthogonality Relations
 A( x ) B( x ) dx  0
One of the important characteristics of Legendre polynomials is that they are
a
From your UG courses orthogonal. This property enables us to express a given function defined on
(refer to Block 2 of the interval (–1,1) in a series of Legendre polynomials. It is therefore important
PHE-05), you may for you to master its applications. The mth and the nth order Legendre
recall that sine and polynomials Pm (x ) and Pn (x ), respectively, satisfy the equations:
cosine functions are
orthogonal in the   2x Pm
(1  x 2 ) Pm   m(m  1) Pm ( x )  0 (4.18a)
interval (1, 1). A
function whose norm is and (1  x 2 ) Pn  2x Pn  n (n  1) Pn ( x )  0 (4.18b)
unity, i.e.,
We multiply the first equation by Pn (x ) and the second equation by Pm (x ) .
 f 2 dx  1 is said to Next we subtract the latter product from the former. This leads to the relation:
be normalised. A
  Pm Pn )  2x(Pn Pm
(1  x 2 ) (Pn Pm   Pm Pn )
system of normalised
functions which are  [n(n  1)  m(m  1)] Pm Pn
orthogonal is said to
be orthonormal. You can verify quite easily that the left hand side is equal to
d
(1  x 2 ) (Pn Pm  Pm Pn ) so that we can write
dx
d
(1  x 2 ) (Pn Pm  Pm Pn )   [n(n  1)  m (m  1)] Pm Pn
dx
On integrating both sides over x from x = –1 to x = +1, we obtain:
1


[n(n  1)  m(m  1)] Pm ( x ) Pn ( x ) dx
1

  Pm Pn ] 11
 (1  x 2 ) [Pn Pm

You should note that (1  x 2 ) vanishes for both the limits ( x  1) implying that
the right hand side will be zero always. Further, when m  n, for the above
relation to hold we must have:
1

 Pm ( x )Pn ( x ) dx  0 (4.19)
84 1
Unit 4 Special Functions-I
which means that the scalar product of Legendre polynomials of different
orders (in the range  1  x  1) is zero. Eq. (4.19) constitutes the
orthogonality relation for Legendre polynomials. Let us now evaluate the
1
integral  Pm ( x )Pn ( x ) dx for m  n . In other words, we have to evaluate the
1
1
integral  [Pn ( x )]2 dx .
1

 Pn ( x ) t n
1
From the generating relation we recall that 
1  2t x  t2 m 0


 Pm ( x ) s m
1
We can also write: 
1  2 sx  s 2 m 0

Multiplying these equations and integrating with respect to x, between x  1


and x  1, we get
1
dx
 
1  2t x  t 2  1  2sx  s 2 
1

 1 
 
    Pm ( x ) Pn ( x ) dx  s m t n
m  0 n  0
1 

From Eq. (4.19) we understand that the RHS survives only for terms for which
m  n. We also observe that when we consider terms for which m  n, the
notations t and s become identical and we can write:
1 1 1 
  2n
 1 2 t x  t 2  
dx 2
  [ Pn ( x )] dx t
1 1 
1 

To evaluate the integral on the LHS, we put 1  2 t x  t 2  u so that


du
 2t dx  du or dx   . When x  1, the limit of integration changes to
2t
u  1  2t  t 2  (1  t )2. Similarly, when x  1, we have u  1  2t  t 2  (1  t )2 .
Hence,
(1t )2 (1t )2
du 1 du 1
   ln u (1t )2
2
1  
2 t u 2t u 2t (1t )
(1t ) 2 (1t ) 2

2  1 t  1  1 t 
 ln   ln  
2t  1  t  t  1  t 

We now recall the series expansion of a logarithmic function:


t2 t3 t4
ln (1  t )  t     ...
2 3 4
and
t2 t3 t4
ln (1  t )  t     ...
2 3 4
85
Block 1 Mathematical Methods in Physics
so that

1  1 t  1
ln    ln (1  t )  ln (1  t )
t  1 t  t

1 2t 3 2t 5 
  2t    ...
t  3 5 

 t2 t4  
t 2n

 2 1 
 3 5

 ...  2
 
2n  1
  n 0

  1  
   2  t 2n
Thus,    [Pn ( x )] 2 dx  t 2n    
2n  1 
n 0 
1 
 n 0 

On equating the coefficient of t 2n , we get


1
2
 [Pn ( x )]2 dx  2n  1 (4.20)
1

We can combine Eqs. (4.19) and (4.20) to write


1
2
 Pm ( x ) Pn ( x )  2n  1  mn (4.21)
1

where mn is the Kronechers’s delta, defined as

 m n  0, when m  n 


 1, when m  n 

Eq. (4.21) tells us that the scalar product of a Legendre polynomial of a


particular order with that of another order is zero, whereas it is non-zero for the
product of a Legendre polynomial with itself (in the range  1 x  1) . This
suggests that Legendre polynomials of different orders are orthogonal.

Completeness of Legendre polynomials

In vector analysis, we define a set of orthogonal basis vectors as complete if


there is no other vector orthogonal to them all in the number of dimensions
under consideration. By analogy, we define a set of orthogonal functions as
complete if there is no other function orthogonal to all of them. From UG
courses, you know how to use an infinite series of sine and cosine terms to
express a function, say temperature distribution, in a Fourier series on ( , )
(see Unit 7, Block 2 of PHE-05).

Now you will learn how to expand a function in a series of Legendre


polynomials, which form a complete orthogonal set on (1,1) . The
completeness means that any well-behaved function f(x) can be approximated
to any desired accuracy by a series of Pk (x ) through the relation:

f (x)   Ak Pk ( x )  1  x  1 (4.22)
86 k 0
Unit 4 Special Functions-I
To obtain the coefficient AK , we multiply both sides by Pm (x ) and integrate the
resultant expression in the range  1 to  1:
1  1

 Pm ( x ) f ( x ) dx   Ak  Pm ( x ) Pk ( x ) dx
1 k 0 1

Using orthogonality relation [Eq. (4.21)], we can write:

1 
 Ak  2m  1  km 
2
1 Pm ( x ) f ( x ) dx 
k 0



2 2 Am
 Ak  km 
2m  1 k 0 2m  1

since  km  0 except for k  m and mn  1.


1
2m  1
Hence, Am 
2 
Pm ( x ) f ( x ) dx
1

1
2k  1
or Ak 
2 
Pk ( x ) f ( x ) dx (4.23)
1

We shall now illustrate this with the help of an example.

Example 4.3

1, 0  x 1

Expand the function f ( x )   in a series of the form
0, 1 x  0

 Ak Pk ( x ) dx .
k 0

Solution : From Eq. (4.23), we have


1
2k  1
Ak 
2 
Pk ( x ) f ( x ) dx
1

2k  1  
0 1

2   
 Pk ( x ) f ( x ) dx  Pk ( x ) f ( x ) dx 

1 0 

We are given that

0 for  1  x  0

f (x)  
1 for 0  x  1

On inserting these values in the expression for Ak , we get


1
2k  1
Ak 
2 
Pk ( x ) dx
87
0
Block 1 Mathematical Methods in Physics
Now, refer to Example 4.1 and SAQ 2. We recall that P0 ( x )  1, P1( x )  x,

(3x 2  1) 5x 3  3x
P2 ( x )  , P3 ( x )  , and so on. Therefore,
2 2
1 1
1 1 1
A0 
2 
P0 ( x ) dx 
2
dx 2
0 0

1 1
3 3 3
A1 
2 
P1( x ) dx 
2
x dx 4
0 0

1 1
5 5
A2 
2 
P2 ( x ) dx 
4 
(3 x 2  1) dx  0
0 0

and
1 1
7 7 7
A3 
2 
P3 ( x ) dx 
4 
(5 x 3  3 x ) dx  
16
0 0

11
Proceeding in this way, you will find that A4  0, A5  , and so on. Thus,
32
we can write:
1 3 7 11
f (x)  P0 ( x )  P1( x )  P3 ( x )  P5 ( x )  ...
2 4 16 32
You may now like to solve SAQ 5.

SAQ 5

a) In Example 4.3 you must have observed that Ak  0 for even k  0 . Re-
establish this result using the recurrence relation given by Eq. (4.16).

b) Expand f ( x )  x 2 in a series of the form  Ak Pk ( x ) .
k 0

You have learnt how to obtain Legendre polynomials from the generating
function. There is another simple way of arriving at the Legendre polynomials.
This is through Rodrigues’ Formula, which we now discuss.

4.2.4 Rodrigues’s Formula


Let us consider the function

v  ( x 2  1) n

and differentiate it with respect to x. This gives


dv
 n( x 2  1) n 1  2x  2nx( x 2  1) n 1
dx

so that
dv
( x 2  1)  2nx( x 2  1) n  2nxv
88 dx
Unit 4 Special Functions-I
That is, v satisfies the differential equation
dv
(1  x 2 )  2nx v  0
dx
Differentiating it again with respect to x, we get:
d 2v dv dv
(1  x 2 )  2x  2nx  2nv  0
dx 2 dx dx
or
d 2v dv
(1  x 2 )  2 (n  1)x  2nv  0 (4.24)
dx 2 dx

If you differentiate it again with respect to x, you can write the resultant
expression as:
d 21v d 11v dv
(1  x 2 )  2x  2(n  1)
dx 21 dx 11 dx

d 11v dv
 2(n  1)x  2n  0.
dx 11 dx

This can be re-arranged and written in a compact form as:


d 21v d 11v dv
(1  x 2 )  2x(n  1  1)  (1  1) (2n  1) 0
dx 21 dx 11 dx

After r differentiations, you will get


d 2 r d 1r v drv
(1  x 2 )  2 x(n  r  1)  (r  1) (2n  r ) 0
dx 2r dx 1r dx r
When r  n, we get the nth derivative of Eq. (4.24):

d n 2v d n 1 d nv
(1  x 2 )  2x  n(n  1) 0
dx n 2 dx n 1 dx n
This equation can be rewritten as:
d 2  d nv  d  d nv  d nv
(1  x 2 )    2 x    n(n  1) 0
dx 2  dx n  dx  dx n  dx n

On comparing it with Legendre’s differential equation


d 2y dy
(1  x 2 )  2x  n(n  1) y  0
dx 2 dx

you will note that d nv / dx n satisfies the Legendre’s equation. So can write

d nv
Pn ( x )  C
dx n
d nv
That is, Pn (x ) is a constant multiplier times . On substituting for v, we
dx n
obtain
dn
Pn ( x )  C ( x 2  1) n
dx n 89
Block 1 Mathematical Methods in Physics
where C is a constant. To determine this constant, we have to consider terms
with the highest power of x on both sides. From Eq. (4.8) we recall that the
(2n )!
term with the highest power of x it the expression for Pn (x ) is xn.
2 (n! ) 2
n

Hence,
(2n )! dn
xn  C x 2n  C.2n(2n  1) (2n  2)...[2n(n  1)] x n
2 n (n! ) 2 dx n

(2n )! n
C x
n!

On comparing the coefficients of x n on both sides, we get:


1
C
(2 n ) n!

Hence, we can write:


1 dn
Pn ( x )  ( x 2  1) n (4.25)
(2 n )n! dx n

This is known as the Rodrigues’ formula for Pn (x ) . We now consider an


application of this formula.
Example 4.5
Obtain the value of P3 ( x ) using Rodrigues’s formula.

Solution
From Eq. (4.25), we can write:

P3 ( x ) 
1 d3  1  d 3 ( x 6  3 x 4  3 x 2  1)
( x 3  1) 3   
(2 3 )3! dx 3  48  dx 3

Differentiating the expression in the small brackets with respect to x, you will
get:
d
( x 6  3 x 4  3 x 2  1)  6 x 5  12x 3  6 x
dx
We differentiate again the resultant expression with respect to x and get:
d2 d
( x 6  3 x 4  3 x 2  1)  (6 x 5  12x 3  6 x )
dx 2 dx
 30 x 4  36 x 2  6

and
d3 d
( x 6  3 x 4  3 x 2  1)  (30x 4  36x 2  6)
dx 3 dx
 120 x 3  72 x

P3 ( x )   .24 (5x 3  3x )  (5x 3  3x )


1 1

 48  2
90
Unit 4 Special Functions-I
You may now like to solve SAQ 6.

SAQ 6
Obtain P4 ( x ) using Eq. (4.25).

We have discussed the basic operations involving Legendre polynomials. We


now intend to discuss their applications in physics. The most instructive
applications arise while solving Laplace’s equation in spherical polar
coordinates for potential and temperature related problems. You should go
through the following examples carefully as you can learn a lot of good
physics.
Example 4.6
z
A conducting sphere is placed in a uniform electric field of strength E0 , as
shown in Fig. 4.2. Calculate the electrostatic potential at a point outside the
sphere. E0
Solution : We note that due to spherical symmetry, the potential function will
be independent of the azimuthal angle  . From Unit 1, recall that Laplace’s V=0
equation can be split into the following differential equations: Fig. 4.2: A conducting
d 2R dR sphere placed in a
r2  2r  l (l  1)R  0 (i) uniform electric field.
dr 2 dr
and
1 d  d 
 sin    l (l  1)   0 (ii)
sin  d  d 
where l (l  1) is the separation constant. You have seen that Eq. (i) of these
equations is the radial part of Laplace’s equation and has solutions of the
form:
Bl
Rt (r )  Al r l 
rl 1

Note that Eq. (ii) is Legendre’s equation, which has Legendre polynomials as
solutions. Hence, the solution of Laplace’s equation with azimuthal symmetry
(no  dependence) is given by:

  Al r l  r l 1  Pl (cos )
B
V ( r , )  (iii)
t 0

To determine the constants An and Bn , we have to impose boundary


conditions. Since the original uniform electric field (before the sphere is placed
in electric field) is E0 , we must have In this case, only the
potential outside the
V (r   )  E 0 z  E 0 r cos  (z  r cos ) sphere is relevant as
or potential inside a
V  E 0 r P1 (cos ) (P1( x )  x ) (iv) conducting sphere is
zero.
As r  , the second term in the bracket on the right side of Eq. (iii) will
disappear. Thus, on comparing Eqs. (iii) and (iv), we get:
A0  0, An  0 for all n > 1 91
Block 1 Mathematical Methods in Physics
and

A1  E 0 (v)

For the second boundary condition, we choose the surface of the sphere to be
at zero potential. Thus, from Eq. (iii) we have:

 B  P (cos )
V (r  a )   A0  0    1  E 0 a  P1(cos )  
B
Bt t 0
 a  a 2  l 1 a l 1

If this equality is to hold for all values of , each coefficient of Pl (cos) must
vanish. Hence, we have:

A0  B0  0, Bn  0 for n  2

and B1  E 0 a 3

Inserting these results in the above expression, we find that the electrostatic
potential is given by:

E0a 3
V  E 0 r P1(cos )  P1(cos )
r2
 a 
3
 E 0 r cos  1  
 r3 

You should now solve SAQ 7 for practice.

SAQ 7

For a sphere of radius a such that V (r , ) r a  V0 cos 3 , obtain the potential


at a point inside the sphere. Assume that there are no charges at the origin.

We now discuss the spherical harmonics, which forms the basis of many
important concepts in quantum mechanics, especially, those related to the
structure of atom.

4.3 SPHERICAL HARMONICS


In Unit 1, you have encountered Helmholtz equation in Cartesian coordinates
and separated it into three ODEs:

 2 2 2 
    f  x, y , z   k 2 f  x, y , z   0 (4.26a)
 x 2 y 2 z 2 

Let us write this equation in spherical polar coordinates:

1    2 f    f  1  2f 
 sin   r    sin      k 2f
r sin 
2           2
 r r sin 

(4.26b)
92
Unit 4 Special Functions-I
You can separate Eq. (4.26b) into three ODEs by putting f (r, , ) and then
divide by R(r) () (). So, you will get:

1 d  2 dR  1 d  d 
r   sin  
Rr dr 
2 dr  r sin  d 
2 d 

1 d 2
  k2 (4.27a)
r 2 sin2  d2

Multiplying the above equation by r 2 sin2 , we can write:

1 d 2
 r 2 sin 2   k 2 
1 d  2 dR 
r 
 d 2  Rr 2 dr  dr 

1 d  d 
  sin   (4.27b)
r 2 sin  d  d 

The LHS of Eq. (4.27b) is a function of  alone and the RHS, a function of r
and . Since r,  and  are independent variables, we put the LHS and RHS of
Eq. (4.27b) equal to a constant:
d 2 d 2
  m 2 or  m 2  0 (4.28a)
d 2 d 2

The normalized solution of Eq. (4.28a) is:


1
 m ()  e im (4.28b)
2
The function  m ( ) is orthonormal with respect to the variable . Note that we
have used a negative constant because in problems in physics,  appears
mostly as the azimuth angle, which suggests periodic solutions rather than
exponential ones. Substituting Eq. (4.28a) in Eq. (4.27b), we can write:

1 d  2 dR  1 d  d  m2
r   r 2k 2    sin  
R dr  dr   sin  d  d  sin 2 
(4.29a)

You can see that in Eq. (4.29a), the variables are separated. Again, we equate
each side of Eq. (4.29a) to a constant, say C. Then we have:

1 d  d  m 2
 sin    C  0, (4.29b)
sin  d  d  sin 2 
and
1 d  2 dR  CR
r   k 2R  2  0 (4.29c)
r dr 
2 dr  r

Note that Eq. (4.29b) is the same as Eq. (1.28c) and now we will solve it. For
simplicity of calculations, we put C  l ( l  1) as we did in Unit 1 while obtaining
the solution given by Eq. (1.29b). Let us recast Eq. (4.29b)as follows:

d 2 d
sin 2   sin  cos   m 2  l (l  1) sin 2    0 (4.29d)
d 2 d
93
Block 1 Mathematical Methods in Physics
This equation is called the Legendre’s associated differential equation. If
we set m  0, i.e., there is no  dependence, then Eq. (4.29d) reduces to
Legendre’s differential equation. We can transform Eq. (4.29d) by introducing
a change of variables:
x  cos 

so that sin 2   1  x 2 and by the chain rule:

d d dx d
 .   sin 
d dx d dx

d d d
 sin  cos    sin 2  x   x 1  x 2 
d d dx

Similarly, we can write:

d 2 d  d  d  d 
      sin  
d 2 d  d  d  dx 

d d 2  dx
  cos   sin 
dx dx 2 d

d 2 d d 2 d 2 d
so that   cos   sin 2   1  x 2  x
d 2 dx dx 2 dx 2 dx

On inserting these results in Eq. (4.29d), we get

1  x 2  1  x 2  d d 
2 d
x   x 1  x 2 
 dx 2 dx  dx

 m2  l (l  1) 1  x 2   0

Dividing throughout by (1  x 2 ) , we get Legendre’s associated differential


equation in x:
2 d  
1  x 2  d  2x   l (l  1) 
m2
   0 (4.30)
dx 2 dx  1 x 2 

We would like to point out here that solutions of Legendre’s associated


differential equation are labelled by both parameters l and m and written as
Plm (x ) .

For non-negative integral values of m and l, the general solution of Eq. (4.30)
is given by:

  C1Plm ( x )  C 2Q m
l (x)

 C1Plm (cos )  C2 Qlm (cos ) (4.31)

Note that Plm (x ) is finite for  1  x  1(which conforms with x  cos ) and
Qlm (x ) is unbounded for x  1 . For this reason, we consider only Plm (cos)
as an acceptable solution and that too with integral values of m and l.
94
Unit 4 Special Functions-I
The associated Legendre polynomials are connected with Legendre
polynomials through the relation:

Plm ( x )  1  x 2 
m/2 dm
Pl ( x ) (4.32)
dx m

where Pl (x ) is the lth Legendre polynomial. You must note that if m  l ,


Plm ( x )  0.

Orthogonality
Just like Legendre polynomials, the associated Legendre polynomials Plm (x )
are also orthogonal in the range  1  x  1 . Mathematically, we write
1 2 (l  m)!
1 Plm ( x ) Pkm ( x ) dx  2l  1 (l  m)!  kl (4.33)

As before, we can expand f(x) in a series of the form:



f (x)   Ak Pkm (z) (4.34a)
k 0

where
1
(2k  1) (k  m )!
Ak 
2(k  m )! 
f ( x ) Pkm ( x ) dx (4.34b)
1

From Eq. (4.33), we can write the normalized associated Legendre


polynomials as:

2n  1 (n  m )! m
m
n (cos )  Pn (cos )  n  m  n
2 (n  m )!
(4.34c)
We are now ready to define spherical harmonics. Note that the function
 m ( ) is orthonormal with respect to the variable  (the azimuthal angle) and
the function m
n (cos) is orthonormal with respect to the variable  (the polar
angle). We define spherical harmonics as the product of these two functions:

2n  1 (n  m )! m
Ynm (, )  Pn (cos )e im (4.35a)
4 (n  m )!

Thus, spherical harmonics Ynm (, ) are functions of the two angles  and ,
which are orthonormal over the spherical surface. Sometimes, a phase factor
(1)m known as the Condon Shortley phase is used in the expression for
spherical harmonics, which then becomes:

2n  1 (n  m )! m
Ynm (, )  ( 1) m Pn (cos )e im (4.35b)
4 (n  m )!

Eq. (4.35b) is useful in quantum theory of angular momentum. From


Eq. (4.35b), the first few spherical harmonics are:

1
Y00 (, )  (4.36a)
4 95
Block 1 Mathematical Methods in Physics
3
Y10 (, )  cos  (4.36b)
4

3
Y11 (, )   sin  e i (4.36c)
8

3
Y11 (, )   sin  e i (4.36d)
8
and so on.
The orthogonality relation for spherical harmonics is given as:
2 
m1 
  Yn 1
(, )Ynm2 (, ) sin  d d   n1, n2  m1, m2 (4.37)
2
0 0

You may like to know why this nomenclature is used for these functions.
Firstly, these functions are defined over the surface of a sphere with , the
polar angle, and , the azimuth. The term “harmonic” is included in the
nomenclature because solutions of Laplace’s equations were called harmonic
functions and the spherical harmonics represent the angular part of such
solutions. You may like to solve an SAQ now.

SAQ 8

Write the expressions for the spherical harmonics Y20 (, ), Y21 ( , ) and
Y22 (, ).

In the last section of this unit, we discuss the hypergeometric functions.

4.4 HYPERGEOMETRIC FUNCTIONS


Hypergeometric function is a special function represented by the
hypergeometric series, which is a generalization of a geometric series. The
hypergeometric series has the form of a power series in which the coefficients
are replaced by ratios of rational functions of constants. Hypergeometric
function is the solution of the following differential equation:

x(1  x ) y  ( x )  [c  (a  b  1)x ] y ( x )  ab y ( x )  0 (4.38)

where a, b and c are constants. Eq. (4.38) is also called Gauss’s


hypergeometric equation. You can verify that Eq. (4.38) has regular
singularities at x  0 and x  1. For solving Eq. (4.38), we cast it in the
standard form of a second order linear ODE:

y   p( x )y   q( x )y  0 (4.39a)
[c  (a  b  1)x ] ab
where p( x )  and q( x )   (4.39b)
x(1  x ) x(1  x )
Let us determine the solutions of Eq. (4.39a) for the singularities using the
Frobenius method (refer to Sec. 3.4, Unit 3 of PHE-05, IGNOU B. Sc. Course).
To apply this method, we write Eq. (4.39a) as:

96 x 2 y   x 2 p( x )y   x 2q( x )y  0
Unit 4 Special Functions-I

or x 2 y   xb ( x )y   d ( x )y  0 (4.39c)

where
[c  (a  b  1)x ]
b( x )  xp ( x ) 
(1  x )

abx
and d ( x )  x 2 q( x )   (4.40)
(1  x )

We expand the functions xp(x) and x 2q( x ) in powers of x as follows:

c  (a  b  1)x
b( x )  xp ( x ) 
(1  x )

 [c  (a  b  1)x ] (1  x  x 2  ...)   bn x n (4.41a)
n 0

abx
and d ( x )  x 2 q( x )  
(1  x )

  abx (1  x  x 2  ...)   dn x n (4.41b)
n 0

Let us now solve Eq. (4.39a) for both regular singular points.
Solution for the regular singularity at x  0

We expand y in the following series about x  0, and take its first and second
order derivatives with respect to x:

y (x)   am x mk
m 0


y ( x )   am (m  k )x mk 1
m 0


y ( x )   am (m  k ) (m  k  1)x mk 2
m 0

We substitute y(x) and its derivatives in Eq. (4.39c) and write:



y (x)  x k  (m  k ) (m  k  1) am x m
m 0

    
 xk  
m  0
(m  k ) am x m  
  n  0
bn x n 


    
 xk  
m  0
am x m  
  n  0
dn x n   0

(4.42)

We now determine the indicial equation by equating the coefficient of x k in


Eq. (4.42) to zero. It is the lowest power of x in the equation obtained by
putting m  0 in it. Thus, 97
Block 1 Mathematical Methods in Physics
Coefficient of x k is: k (k  1)  kb0  d 0  0

From Eq. (4.41a), b0  c and d 0  0

Hence, the indicial equation is:


k (k  1)  kc  0  k  0 and k  1  c

k  0 corresponds to a Frobenius series solution if 1 c  0 or the


difference (1  c )  0  1  c is not a positive integer. Note that the second
condition implies the first one, so if 1  c is not a positive integer, then c is
neither zero nor negative integer. Then k  0 corresponds to a Frobenius
series solution of the form

y  x0  an x n  a0  a1x  a2 x 2  ... (4.43)
n 0

where a0  0. Substituting Eq. (4.43) into Eq. (4.38) and equating the
coefficients of x n to zero, we get:
ab (a  1)(b  1) a(a  1)b(b  1)
a1  a0 ; a2  a1  a0
c 2(c  1) 2c(c  1)
(a  n )(b  n )
an1  an (4.44)
(n  1(c  n )
With these coefficients and by letting a0  1, the solution becomes:

ab a(a  1)b(b  1) 2
y  1 x x  ...
c 2c(c  1)

a(a  1)...(a  n  1)b(b  1)...(b  n  1) n
 1  n! c(c  1)...(c  n  1)
x (4.45)
n 1

This is known as the hypergeometric series, and is denoted by the symbol


F (a, b, c, x ). It is called by this name because it generalises the familiar
geometric series as follows:
When a  1 and c  b we obtain:
1
F (1, b, b, x )  1  x  x 2  ...  (4.46)
1 x
If either a or b is either zero or negative integer, the series (4.46) breaks off
and is a polynomial; otherwise the ratio tests shows that it converges for
|x| < 1, since Eq. (4.45) gives:
a n 1x n 1 (a  n ) ( b  n )
 x  x as n  
an xn (n  1) (c  n )

When c is neither zero nor negative integer, F (a, b, c, x ) is an analytic


function called hypergeometric function on the interval x  1.

It is the simplest particular solution of the hypergeometric equation and it


remains unchanged when a and b are interchanged: F (a, b, c, x )  F (b, a, c, x )

98
Next we consider the solution corresponding to k  1  c.
Unit 4 Special Functions-I
If 1  c is neither zero nor negative integer, i.e., c is not a positive integer, then
there is a second independent solution of Eq. (4.38) near x  0 for k  1 c.
We can find this solution by substituting

y  x 1c (a0  a1x  a2 x 2  ...)

in Eq. (4.38) and calculating the coefficients. The other way of finding the
solution is to change the dependent variable in Eq. (4.38) from y to z by writing
y  x 1c z .

After mathematical manipulation, Eq. (4.38) becomes:


x(1  x )z   [(2  c )  ([a  c  1]  [b  c  1]  1)x ]z 
 (a  c  1)(b  c  1)z  0 (4.46)

which is the hypergeometric equation with the constants a, b and c replaced


with a  c  1, b  c  1 and 2  c.

We already know that Eq. (4.46) has the solution:


z  F (a  c  1, b  c  1, 2  c, x )

near the origin, so our desired second solution is:

y  x 1c z  x 1c F (a  c  1, b  c  1, 2  c, x )

So, when c is not an integer, we have two independent Frobenius


series solutions and hence,
y  c1F (a, b, c, x )  c 2 x 1c F (a  c  1, b  c  1, 2  c, x ) (4.47)

is the general solution of the hypergeometric equation (4.38) near the


singular point x  0. Note that the above solution is only valid near the origin.
We now solve Eq. (4.38) near the other singular point x  1.
Solution for the regular singularity at x  1

The simplest way in which we can obtain this solution from the one we have
already determined, is by introducing a new independent variable t  1 x
Hence, x  1  t, dy / dx   dy / dt and d 2 y / dx 2  d 2 y / dt 2 .

Then x  1 corresponds to t  0 and transforms Eq. (4.38) into:


t (1  t ) y   [(a  b  c  1)  (a  b  1)t ] y   aby  0

where the primes denotes the derivatives with respect to t. Since the above
equation is a hypergeometric equation, its general solution near
t  0 can be written down at once from Eq. (4.47) by replacing x by t and c by
a  b  c  1 and then we replace t by 1  x to get the general solution of
Eq. (4.38) near x  1.
y  c1F (a, b, a  b  c  1,1  x )

 c 2 (1  x )c ab F (c  b, c  a, c  a  b  b  1,1  x ) (4.48)


In this case it is necessary to assume that c  a  b is not an integer.
Eqs. (4.47 and 4.48) show that the adaptability of the constants in
Eq. (4.38) makes it possible to express the general solution of this
equation near each of its singular points in terms of the single function F. 99
Block 1 Mathematical Methods in Physics
Any differential equation in which the coefficients of y , y  and y are
polynomials of degree 2, 1 and 0, respectively, and also the first of these
polynomials has distinct real roots, can be brought into the hypergeometric
form by a linear change of the independent variable (TQ 5). Thus, such ODEs
can be solved near their singular points in terms of the hypergeometric
function.
Let us now summarise the unit.

4.5 SUMMARY
In this unit, we have covered the following concepts:
 Legendre equation and its solutions by the Frobenius method.
 Legendre polynomials, generating function, recurrence relations and
Rodrigues’s formula.
 Spherical harmonics.
 Hypergeometric equation, hypergeometric functions.

4.6 TERMINAL QUESTIONS


1. Calculate the values of P2n (0) and P2n 1(0 ).

2. Evaluate the integrals


1
a)  x Pn 1( x ) Pn ( x )dx;
1

1
b)  xPn ( x ) dx
1

3. Determine the steady-state temperature inside a sphere of radius a


given that its upper hemisphere is maintained at a temperature
T  T0 and the lower hemisphere is maintained at temperature
T  T0 .

4. Prove Eq. (4.37).


5. With a suitable change of variable, obtain the solution of the
following ODE near x  0 :
y
(1  e x ) y    ex y  0
2

Hint: Change the independent variable, e x  t.

4.7 SOLUTIONS AND ANSWERS


Self-Assessment Questions
1. We write Eq. (4.1) as follows and use power series method to solve it:

2x n(n  1)
y   y  y 0 (4.1)
(1  x2) (1  x 2 )
100
Unit 4 Special Functions-I
2x n(n  1)
Hence, p( x )   and q( x )  .
(1  x 2 ) (1  x 2 )
The functions p(x ) and q (x ) have regular singularities at the points x  1
and x   1. We use power series method to obtain the solution of this
equation. Substituting

y (x)   am x m
m 0

y ( x )   am mx m1
m1


y ( x )   am m (m  1)x m2
m 2

in Eq. (4.1), we get:



(1  x 2 )  m (m  1)am x m2  2x
m 2
 
 mam x m 1  n(n  1)  am x m  0
m 1 m 0
or
  
 m (m  1)am x m  2   m (m  1)am x m  2  mam x m
m 2 m 2 m 1


 n(n  1)  am x m 0
m 0
th
Collecting the coefficient of the m power of x in the above equation, we
can write:
(m  2) (m  1)am  2  m (m  1)am  2ma m  n(n  1)am  0
or
m (m  1)  2m  n(n  1)
am  2  am
(m  2) (m  1)
m (m  1)  n(n  1)
 am
(m  2) (m  1)
(n  m) (m  n  1)
 am , m  0, 1, 2,...
(m  2) (m  1)

From this recurrence relation for the coefficients an , we can write:


n(n  1) (n  1) (n  2)
a2   a0 , a3   a1,
2! 3!

(n  2) (n  3) (n  2) n (n  1)(n  3)
a4   a2  a0 ,
12 4!
( n  3 ) ( n  4) (n  3) (n  1) (n  2) (n  4)
a5   a3  a1,
20 5!
and so on. 101
Block 1 Mathematical Methods in Physics
Substituting these values in the series for y, we get Eq. (4.2):
n(n  1) 2 n(n  2)(n  1)(n  3) 4
y  a0 1  x  x  ...
 2! 4! 
(n  1)(n  2) 3 (n  1)(n  3)(n  2)(n  4) 5
 a1  x  x  x  ...
 3! 3! 

P3 ( x ) 
6! x3  3  2 x
2.  
2 3 (3! ) 2  25 
1 2  3  4  5   5 x 3  3 x  1
    5 x 3  3 x 
866  5  2

3. a) Putting x  1 in Eq. (4.12), we get



1  2t  t 2    Pn  1 t n
n 0

or 1  t  1   Pn (1)t n
n 0

 1  t  t 2  ...  ( 1) n t n  ...   Pn (1) t n
n 0
 Pn ( 1)  ( 1) n

c) We observe that the generating function remains unchanged even if


we replace x by  x and t by  t. Thus,


g (t, x )  g ( t, x )  1  2(t ) ( x )  (t ) 2 1/ 2
 
  Pn (  x ) ( t ) n   (1) n Pn ( x ) t n
n 0 n 0
 
so that  Pn ( x ) t n   (1) n Pn ( x ) t n
n 0 n 0

 Pn ( x )  (1)n Pn ( x )

or Pn ( x )  (1) n Pn ( x )

4. Upon adding Eqs. (4.15) and (4.16), we get


2Pn 1( x )  2(n  1) Pn ( x )  2 x Pn ( x )

 Pn 1( x )  (n  1) Pn ( x )  x Pn ( x )

which is same as Eq. (4.17a).


On subtracting Eq. (4.16) from Eq. (4.15), we get
2Pn 1( x )  2n Pn ( x )  2 x Pn ( x )

 Pn 1( x )  xPn ( x )  n Pn ( x )

which is identical with Eq. (4.17b).


In Eq. (4.17a), we replace n by (n – 1). This gives
Pn ( x )  nPn  1( x )  x Pn 1( x )
102
Unit 4 Special Functions-I
Now, multiplying Eq. (4.17b) by x, we get

xPn 1( x )  x 2 Pn ( x )  nx Px ( x )

On comparing the above two equations, we get

1  x 2 Pn ( x )  n Pn1( x )  nxPn ( x )


which is Eq. (4.17c).
Upon replacing n by (n  1) in this expression, we get

1  x 2 Pn 1( x )  (n  1)Pn  (n  1)x Pn1( x )


Using Eq. (4.17a), we get

1  x 2  (n  1)Pn ( x )  x1  x 2  Pn ( x )


 (n  1) Pn ( x )  (n  1)x Pn 1( x )

or  (n  1)x 2 Pn ( x )  x 1  x 2 Pn ( x )  (n  1) x Pn 1( x )

Since x  0 (in general), we get

1  x 2 Pn ( x )  (n  1) x Pn ( x )  (n  1) Pn1( x )
which is the result contained in Eq. (4.17d).
2k  1 1
5. a) Ak 
2 0Pk ( x ) dx

Using Eq. (4.16), we can write


1 1 1
Ak  
2 0
Pk 1( x )  Pk 1( x ) dx  Pk 1( x )  Pk 1( x ) 10
2
1
 Pk 1(1)  Pk 1(1)  Pk 1(0)  Pk 1(0)
2
1
 Pk 1(0)  Pk 1(0)
2
Hence, for even k (other than k  0), Ak  0

b) f (x)  x 2   Ak Pk ( x )
k 0

We have to find Ak , k  0, 1, 2, 3,... such that

x 2  A0 P0 ( x )  A1P1( x )  A2 P2 ( x )  A3 P3 ( x )  ...

 3 x 2  1  5x 3  3x 
 A0 (1)  A1( x )  A2    A3    ...
 2   2 
Since the left hand side of the above equation is a polynomial of
degree 2, we must have A3  0, A4  0, A5  0, and so on.

x 2   A0  2   A1x  A2 x 2
A 3

 2  2
A 3
 A0  2  0, A1  0, and A2  1
2 2 103
Block 1 Mathematical Methods in Physics
1 2
Thus, A0  , A1  0 and A2 
3 3
1 2
 x2  P0 ( x )  P2 ( x )
3 3
Alternatively, you can calculate A k s using the relation

2k  1 1 2
Ak 
2 1 
x Pk ( x ) dx

6. P4 ( x ) 
1 d4
x 2  14
2 4 4! dx 4


1 d4
x 8  4x 6  6x 4  4x 2  1
16  24 dx 4


1
8  7  6  5x 4  4  6  5  4  3x 2  6  4  3  2  1
16  24


1
35x 2  30x 2  3
8

7. We consider a sphere of radius a such that V ( r , ) r a  V0 cos 3  and


assume that there are no charges at the origin. Since V must satisfy
Laplace’s equation and the boundary condition has no  dependence, the
solution will be obtained in terms of Legendre Polynomials. We write the
general solution as:

  An r n  t nn1  Pn (cos )
B
V ( r , )  (i)
n 0

From this form of the solution, we note that V can be finite at the origin
only if Bn  0 for all n. Then Eq. (i) reduces to:

V ( r , )   An r n Pn (cos ) (ii)
n 0

On applying the given boundary condition, we have



V (r , )  V0 cos 3    An a n Pn (cos ) (iii)
m 0

To solve for Am we rewrite cos 3  in terms of Legendre polynomials.


For this, we recall that P3 (cos )  (5 cos 3   3 cos ) / 2 and then we write

2 3
cos 3   P3 (cos )  cos 
5 5
Since cos   P1(cos ), we can write:

2 3
cos 2   P3 (cos )  P1(cos )
5 5
Inserting this result in Eq. (iii) we obtain:


1
[2V0 P3 (cos )  3V0 P1 (cos )]  An a n Pn (cos ) (iv)
5 m 0
104
Unit 4 Special Functions-I
Using the orthogonality property of Legendre polynomials, you can see
that A1  3 V0 / 5a and A3  2V0 / 5a 3 . Hence

3 2
V (r , )  V0 (r / a) P1 (cos )  V0 (r / a)3 P3 (cos )
5 5

8. Using Eq. (4.35b), we get:

2n  1 (n  m )! m
Ynm (, )  ( 1) m Pn (cos )e im
4 (n  m )!

5 3 1
Hence, Y20 (, )   cos 2   
4  2 2

5
Y21 (, )   3 sin  cos  e i ,
24

5
and Y22 (, )  3 sin 2  e 2i
96
Terminal Questions
1. Putting x  0, in Eq. (4.12), we get

(1  t 2 ) 1/ 2   Pn (0)t n
n 0

Using binomial expansion, we can write


1 2 3 4
(1  t 2 ) 1/ 2  1  t  t  ...
2 8
1  3  5...  (2n  1) 2n
 ( 1) n t  ...
2 n n!

 P0 (0)  P1(0) t  P2 (0)t 2  ...  P2n (0)t 2n

On comparing the powers of t 2n , we get


1  3  5...  (2n  1)
P2n (0)  ( 1) n
2 n n!

Since in the expansion of (1  t 2 ) 1/ 2 we only get even powers of t, we


have:
P2n 1(0)  0

2. a) Starting from the recurrence relation:


(n  1) Pn 1( x )  (2n  1)xPn ( x )  nPn 1( x )  0

we multiply both sides by Pn1( x ) and integrate the terms with respect
to x between the limits 1 and  1. This yields:
1 1
(n  1) 1Pn1( x ) Pn1( x )dx  (2n  1)1 xPn ( x )Pn1( x ) dx
1
n 1 Pn21( x ) dx  0 105
Block 1 Mathematical Methods in Physics
From Eq. (4.21), we have:
1

 Pn 1( x ) Pn 1 ( x ) dx  0
1

1 2 2
and 1 Pn21( x ) dx  2(n  1)  1  2n  1
1 2n
 0  (2n  1) 1 xPn ( x )Pn1( x ) dx  2n  1  0
On rearranging terms, we get
1 2n
(2n  1) 1 xPn ( x )Pn1( x ) dx  2n  1
1 2n
so that 1 xPn ( x )Pn1( x ) dx  (2n  1) (2n  1)
1
b) To evaluate the integral  x Pn ( x ) dx, we note that x  P1( x ), so that
1
1
1
 x Pn ( x ) dx  1P1( x ) Pn ( x ) dx. Therefore, the orthogonality relation
1
1
for Legendre polynomials [Eq. (4.21)] implies that  x Pn ( x ) dx  0 for
1
2 2
n  1 and  for n = 1.
2 1 1 3
3. We need to solve Laplace’s equation in spherical coordinates subject to
the given boundary conditions. You know the solution of azimuthally
symmetric Laplace’s equation in spherical coordinates. Since temperature
distribution is independent of , we can write

  Am r m  r mm1  Pm (cos )
B
T ( r , )  (i)
m 0

Since temperature will be finite at the centre of the sphere (r = 0), we must
have B m  0, for all m; otherwise the solution will diverge. Hence, Eq. (i)
reduces to:

T ( r , )   Am r m Pm (cos ) (ii)
m 0

As per the given boundary conditions, we can write the temperature


distribution on the surface of the sphere as:
 T0 1 x  0

f (x)   (iii)

 T0 0  x 1
where x  cos  . Applying the boundary conditions to Eq. (ii), we get

f (x)   Am a m Pm ( x ) (iv)
m 0
106
Unit 4 Special Functions-I
To determine the constants Am , we use the orthogonality relation. So, we
multiply both sides of Eq. (iv) by Pl (x ) and integrate the resultant
expression over x in the range –1 to +1. This yields:

 Am a m 1 Pl ( x ) Pm ( x ) dx
1 1
1 Pl ( x ) f ( x ) dx  (v)
m 0

Using the orthogonality relation for the Legendre Polynomials, we get


2l  1 1
Al 
2a l 1 
Pl ( x ) f ( x ) dx

2l  1
T0  Pl ( x ) dx  Pl ( x ) dx 
0 1

2a l  1  0 
2l  1  T0   1
  
1
 2  a   0 
  l   Pl ( x ) dx  Pl ( x ) dx 
0   (vi)

Since Pl (  x )  ( 1)l Pl ( x ), the above expression simplifies to

(2l  1) (T / a l ) 1P ( x ) dx

 0
0
l  l  odd
Al   (vii)


0 l  even

From this you can readily write the values of first few coefficients:
3T0 1 3T 1 3T
A1 
a 0 
P1 ( x ) dx  0
a 0
x dx 
2a 
7T0 1 7T 1  5 x 3  3 x  7T
A3 
2 0 
P3 ( x ) dx  0 
a 3 0  2 

 dx   0
8a 3

Hence, the temperature distribution inside the given sphere is:


 3r 7r 3 
T (r , )  T0  cos   (5 cos 3   3 cos )  ...  (viii)
3
 2a 16a 

2n  1 (n  m)! m
4. Substituting Ynm (, )  Pn (cos )eim from Eq. (4.35a) in
4 (n  m)!
Eq. (4.37), we get:

2n1  1 (n1  m1 )! 2n 2  1 (n 2  m 2 )!
4 (n1  m1 )! 4 (n 2  m 2 )!
2 

  Pn (cos )e im1 Pnm2 (cos )e im2 sin  d d


m1
1 2
0 0

  n1, n2  m1, m2 (i)

Let us first consider the integral over , which is:


2

 e im  e im  d
1 2  2 m1,m2 (ii)
0

as you know from your UG integral calculus. Substituting Eq. (ii) in Eq. (i),
its LHS becomes: 107
Block 1 Mathematical Methods in Physics
(n1  m1)! (n  m2 )!
(2n1  1) (2n2  1) 2
(n1  m1)! (n2  m2 )!

 Pn
m1
(cos ) Pnm2 (cos ) sin  d (iii)
1 2
0

From Eq. (4.33), we have:


1 2 (l  m)!
1 Plm ( x ) Pkm ( x ) dx  2l  1 (l  m)!  kl
With x  cos , the above equation becomes:
 2 (l  m)!
0 Plm (cos ) Pkm (cos ) sin  d  2l  1 (l  m)!  kl (iv)

Using Eq. (iv) in Eq. (iii), we get:


(n1  m1)! (n  m2 )!
(2n1  1) (2n2  1) 2
(n1  m1)! (n2  m2 )!

 Pn
m1
(cos ) Pnm2 (cos ) sin  d   n1, n2
1 2
0

Combining the results of Eqs. (iv) and (ii), we get the orthonormality
relation of the spherical harmonics [Eq. (4.37)].
5. We change the variable as e x  t, and have:
dy dy dt dy dy
  ex t
dx dt dx dt dt
d 2y d  t dy   t dy  t 2 d 2 y
and  t  
dx 2 dt  dt  dt dt 2
The ODE then becomes:
 dy d 2 y  t dy
(1  t )  t  t2    ty  0
 dt dt 2  2 dt

d 2y
   t 
3 dy
or t (1  t )  y 0
dt 2 2  dt
Comparing this equation with the hypergeometric equation [Eq. (4.38)], we
find that:
3
c  , (a  b  1)  1, ab   1  a  1, b   1
2
The general solution as per Eq. (4.48) at t  1 or x  0 is:
y  c1F (a, b, a  b  c  1,1  t )

 c2 (1  t )c a b F (c  b, c  a, c  a  b  1, 1  t )
1
or y  c1F (1,  1,  ,1  e x )
2
5 1 5
 c 2 (1  e x ) 3 2 F ( , , , 1  e x )
2 2 2
108
Unit 5 Special Functions-II

UNIT 5
SPECIAL FUNCTIONS-II
Structure

5.1 Introduction 5.4 Sturm-Liouville Problem


Expected Learning Outcomes 5.5 Expansion in Orthogonal Functions
5.2 Hermite Polynomials 5.6 Summary
Generating Function and Recurrence 5.7 Terminal Questions
Relations for Hermite Polynomials 5.8 Solutions and Answers
Orthogonality Relations for Hermite
Polynomials
5.3 Laguerre Polynomials
Generating Function and Recurrence
Relations for Laguerre Polynomials
Orthogonality Relations for Laguerre Polynomials

5.1 INTRODUCTION
In Unit 4, you have learnt about Legendre polynomials, their generating function,
recurrence relations and orthonormality. You have also learnt about spherical
harmonics and hypergeometric functions. You have solved their respective
differential equations and problems based on these special functions.
In this unit, we will discuss the special functions Hermite and Laguerre
polynomials. You will learn about their generating functions, recurrence relations
and orthogonality property. We will also discuss the Sturm-Liouville problem.
Finally, we will explain how to expand a given function in terms of orthogonal
functions.
Expected Learning Outcomes
After studying this unit, you should be able to:
 solve the differential equations for Hermite and Laguerre polynomials;
 write generating functions of Hermite and Laguerre polynomials and obtain
recurrence relations for Hermite and Laguerre polynomials.
 state orthogonality properties of Hermite and Laguerre polynomials and
use them to solve physical problems;
 define a Sturm-Liouville problem, and state and apply the properties of a
Sturm-Liouville problem to solve ODEs; and
 expand any given function in terms of orthogonal functions.

5.2 HERMITE POLYNOMIALS


You may have studied Hermite’s differential equation and its solutions in UG
physics or mathematics courses (refer to SAQ 3 in Unit 3 of PHE-05). It is
given as: 109
Block 1 Mathematical Methods in Physics
d 2y dy
 2x  2ny ( x )   (5.1)
dx 2 dx
Hermite’s polynomials find applications in quantum theory of harmonic
oscillators. You can obtain the general solution of Hermite’s differential
equation by solving SAQ 1. It is:
 ( 2) n 2 ( 2) 2 n (n  2) 4
y  a0 1  x  x
 2! 4!
( 2) 3 n(n  2) (n  4) 6 
 x  ...
6! 
 ( 2) (n  1) 3 ( 2) 2 (n  1) (n  3) 5 
 a1  x  x  x  ...
 3! 5! 
(5.2)
The constants a 0 and a 1 may take arbitrary values.

SAQ 1

Solve Eq. (5.1) and obtain its general solution given by Eq. (5.2).

If n is a non-zero negative integer, the series given in Eq. (5.2) will be an


infinite series. You may now like to know: What happens if n is zero or an even
positive integer? To understand this, let us consider the case corresponding to
n  6. You can see that the fifth and all subsequent terms of the series (not
explicitly shown) in the first square bracket in Eq. (5.2) will be zero as their
numerator will have a factor (n – 6). It means that for n  6, the first series will
( 2)3 6  4  2 6
terminate at x .
6!
To extend this discussion for the general case, let us write n  2m,
m  0, 1, 2... Then the series in first square bracket of Eq. (5.2) will terminate
at the term:
( 2) m (2m ) (2m  2) 2m ( 1) m m!
x  (2x ) 2m
(2m )! (2m )!

and all subsequent terms will have their numerators equal to zero. The series
in the second square bracket of Eq. (5.2) will however, remain an infinite
series. But if we choose a1  0, we will obtain a particular solution of Eq. (5.1),
which is a polynomial of degree 2m in x. However, you should note that such a
polynomial will contain only even powers of x and the coefficient a0 will still be
arbitrary. For the series to appear more systematic, we choose the constant
a0 to be
(1) m (2m)!
a0 
m!
The polynomial so obtained is called Hermite polynomial of degree 2m and
is denoted by the symbol H2m ( x ) :

( 1) m (2m)! (1) m1(2m)!


H 2m ( x )   ...
m!
(1)(2m)!
 (2x )2m 2  (2x )2m (5.3)
110 (2m  2)!
Unit 5 Special Functions-II
Note that the term containing the highest power of x is (2x ) 2m .

Similarly, when n is a positive odd integer, say 2m  1; m  0, 1, 2,..., the


second series in Eq. (5.2) will terminate at:
( 1) m m! (2 x ) 2m 1
(2m  1)! 2

and the first series remains an infinite series. As before, we get a particular
polynomial solution of Hermite’s differential equation by putting a 0  0 and
choosing a1 as

( 1) m (2m  1)!


a1  2
m!
This leads to Hermite’s polynomial of degree 2m  1:
( 1) m (2m  1)! ( 1) m 1(2m  1)!
H 2m 1( x )  2x  (2x ) 3
m! 3! (m  1)!

( 1)(2m  1)!
 (2x )2m 1  (2 x )2m 1 (5.4)
(2m  1)!

We would like to point out here that Eq. (5.4) contains only odd powers of x;
the term containing the highest power of x is (2x ) 2m 1.

We can now combine Eqs. (5.3) and (5.4) by taking n to be any positive
integer including zero, and define the Hermite polynomial of degree n as: Any solution of
Eq. (5.1) can be
n(n  1)
H n ( x )  (2x ) n ( 2 x ) n 2 multiplied by an
1! arbitrary constant to
obtain another
n(n  1) (n  2) (n  3) ( 1) n / 2 n!
 (2x ) n 4  ...  solution. Then the
2! (n / 2)! question arises: Why
are we taking the
(if n is even) (5.5a) constants a0 and a1
n(n  1) in this particular
H n ( x )  (2x ) n  ( 2 x ) n 2 manner? This is
1!
because Hermite
n 1 polynomial of degree
n(n  1) (n  2) (n  3) ( 1) 2 n!
 (2 x ) n 4  ...  2x n is defined in such a
2!  n  1! way that the term
 
 2  containing the highest
power of x is ( 2 x )n .
(if n is odd) (5.5b)
where we have written the terms in decreasing powers of x.
From Eq. (5.5) we can write the first few Hermite polynomials as follows:
H0 ( x )  1

H 1( x )  2 x

H 2 ( x )  4x 2  2

H 3 ( x )  8 x 3  12x

H 4 ( x )  16x 4  48x 2  12 (5.6)


111
Block 1 Mathematical Methods in Physics
A plot of some of these polynomials is shown in Fig. 5.1. For ease in scaling,
H n ( x )(n  0)s are divided by n 3 .

n=0 Hn(x) n=1 n=2


n=3
n=4

n=5

H (x)
Fig. 5.1: Plots of Hermite polynomials H0 ( x ), n (n  1 to 5).
n3
The series representation of Hermite polynomials becomes somewhat
unwieldy, particularly when we have to evaluate integrals involving Hermite
polynomials. In such situations and for the derivations of many other
properties of Hermite polynomials, it is convenient to use the generating
function for Hermite polynomials. So, we now state the generating function for
the Hermite polynomials and derive the recurrence relations for Hermite
polynomials of different orders and their derivatives.
5.2.1 Generating Function and Recurrence Relations for
Hermite Polynomials
The generating function for Hermite polynomials is:

tn
g ( x, t )  e 2 xt  t 
2
 Hn ( x ) n! (5.7)
n 0

As in the case of Bessel functions and Legendre polynomials, the generating


function for Hermite polynomials is expanded in powers of t and the
x-dependent coefficients are related to the special function. Therefore, we
rewrite g(x, t) as
g ( x, t )  e 2 xt  e t
2

and express the exponential functions in their respective power series to get

(2xt ) j  t 2m
g ( x, t )   j! m0
 ( 1) m
m!
j 0
 
(2x ) j 2m j
   (1)m j! m!
t
j 0 m 0

To obtain the coefficient of t n , we put j  2m  n. You should note that this


equality can be satisfied for various combinations of the values of j and m,
namely j  n, m  1; j  n  2, m  1; j  n  4, m  2; and so on. If n is
n n 1
even, we will have j  0, m  and if n is odd, we will have j  1, m  .
2 2
Thus, the coefficient of t n is:
( 2 x ) n ( 2 x ) n 2 (2x ) n 4
   ...
n!0! (n  2)!1! (n  4)!2!
112
Unit 5 Special Functions-II
n n 1
( 1) 2 ( 1) 2
The last term in this series is for even n and 2 x for odd n.
 n  n  1
0!  ! 1! !
2  2 
tn
Thus the coefficient of , i.e. H n (x ) will be obtained by multiplying the above
n!
expression by n!. You should recognize that the resultant expression is
identical to that given in Eq. (5.5). Let us use the generating function to relate
Hermite polynomials of different kinds.
Example 5.1
Establish the relation between H n (x ) and H n (  x ) using the generating
function.
Solution : In Eq. (5.7) for the generating function, we change x to  x and t to
 t .This will leave the exponential function unchanged so that
( t ) n tn
e 2 xt t 
2
 H n (x )
n!
  ( 1) n H n (  x )
n!
n

On comparing this expression with that given in Eq. (5.7), you will get
H n ( x )  ( 1) n H n (  x )

or H n (  x )  ( 1) n H n ( x )

From this we note that if we change the sign of x, the Hermite polynomials for
even positive integral values of n do not change whereas those with odd
positive integral values of n just change sign. This result is, of course, obvious
from the fact that Hermite polynomials contain only even (odd) powers of x
when n is even (odd).

Now we will use the generating function to obtain the recurrence relations for
Hermite polynomials.
Recurrence Relations
When we differentiate both sides of Eq. (5.7) partially with respect to t, we get:

t n 1
(2 x  2t )e 2 xt t 
2
 H n ( x ) (n  1)!
n 1

Replacing e 2xt t on the left hand side by the right hand side of Eq. (5.7), we
2

get:
 
tn t n 1
(2 x  2t )  H n ( x ) n!   H n ( x ) (n  1)!
n 0 n 1

Equating coefficients of t n 1 from the two sides, we have:


H n 1( x ) H ( x ) H n 2 ( x )
2x 2 n 
(n  1)! n! (n  1)!

On multiply throughout by (n  1)!, we can write


H n  2 ( x )  2 xH n 1( x )  2(n  1) H n ( x ) (5.8) 113
Block 1 Mathematical Methods in Physics
You should note that this recurrence relation connects Hermite polynomials of
three successive orders.
We will now illustrate how the generating function and this recurrence relation
can be used to obtain expressions of some lower order Hermite polynomials.
You should go through the following the example carefully.
Example 5.2
Starting from the generating function for the Hermite polynomials, obtain
expressions for H 0 ( x ) and H1( x ) and then use the recurrence relation given
in Eq. (5.8) to obtain expressions for H 2 ( x ), H 3 ( x ) and H 4 ( x ).

Solution : We first write the exponential in the generating function given in


Eq. (5.7) as a power series in 2 xt  t 2 :

(2 xt  t 2 ) 2 tn
e 2 xt t  1  (2 xt  t 2 ) 
2

2!
 ...  Hn (x)
n!
n 0

You should note that H 0 ( x ) corresponds to a term independent of t. on the left


side, the term independent of t is 1. Hence, we can write:
H0 (x)  1
Further, H1( x ) occurs as the coefficient of t. On the left hand side, the
coefficient of t is 2x. Therefore,
H 1( x )  2 x
From the recurrence relation in Eq. (5.8) with n  0, we get:
H 2 ( x )  2 xH 1( x )  2H 0 ( x )
On substituting for H1( x ) and H 0 ( x ), we obtain:

H 2 ( x )  4x 2  2
If we repeat this procedure for n  1 and n  2, we get:

H 3 ( x )  2xH 2 ( x )  4H1( x )  2x( 4x 2  2)  4(2x )  8x 3  12x

and H 4 ( x )  2xH 3 ( x )  6H 2 ( x )  16x 4  48x 2  12


Note that these expressions for Hermite polynomials are the same as given in
Eq. (5.6) and obtained from the series given by Eq. (5.5). Proceeding in this
way, you can calculate higher order Hermite polynomials. You are advised to
obtain expressions of a couple of these.

You can obtain another recurrence relation by partially differentiating both


sides of Eq. (5.7) with respect to x:
H n 1( x )  2( n  1)H n ( x ) (5.9)

where the prime denotes differentiation with respect to the argument x. We


leave the derivation of this result as SAQ 2 for you.

SAQ 2
Differentiate the generating function for Hermite polynomials partially with
respect to x and obtain the recurrence relation given in Eq. (5.9).
114
Unit 5 Special Functions-II
On combining the recurrence relations given in Eqs. (5.8) and (5.9), we get:
H n 2 ( x )  2 x H n 1( x )  H n 1( x ) (5.10)

By changing (n  1) to n in Eq. (5.10), we can write:


H n 1( x )  2 xH n ( x )  H n ( x ) (5.11)

Again differentiating both sides of this equation with respect to x, we get:


H n 1( x )  2H n ( x )  2 xH n ( x )  H n ( x )

On combining this with Eq. (5.9), we get:


2(n  1)H n ( x )  2H n ( x )  2 xH n ( x )  H n ( x )

We can rearrange this equation and write:


H n ( x )  2 x H n ( x )  2nHn ( x )  0 (5.12)

Do you recognise this equation? It is Hermite’s differential equation (for


positive integral or zero value of n) for H n (x ) . It means that if the polynomials
H n (x ) satisfy the recurrence relations in Eqs. (5.8) and (5.9), they must
satisfy Hermite’s differential equation.
The generating function has many other uses. You can utilize it to obtain
Rodrigues’ formula, which gives a compact expression for Hermite
polynomials.
Rodrigues’ Formula
We write Eq. (5.7) in expanded form:
t2 tn
e 2xt t  1  t H1( x )  H 2 ( x )  ...  H n ( x )  ...
2

2! n!
Successive partial differentiation of both sides with respect to t yields:
nt n1
t
e
 2xt t 2
 2t
 H1( x )  H 2 ( x )  ... 
2! n!
H n ( x )  ...

e 
 2 2 xt t 2

 H2 (x) 
32
H 3 ( x )  ... 
n(n  1) n 2
t H n ( x )  ...
t 2 3! n!

e 
 n 2 xt t 2

 Hn (x) 
(n  1) n(n  1)...2
(n  1)!
t H n 1( x )  ...
t n
For t  0, this expression simplifies to:

Hn (x)   e 
  n 2 xt t 2 
 
 t n  t 0

Since e 2xt t  e x e ( x t ) , we can rewrite this expression as:


2 2 2

2   2
n
Hn (x)  e x  e ( x t ) 
 t n
 t 0

We note that e ( x t ) is a function of x – t, and for such a function the partial


2

derivative with respect to t can be obtained from the partial derivative with
115
Block 1 Mathematical Methods in Physics
respect to x by just changing the sign. So for nth order partial derivative, the
sign will change n times. Hence, we can write:

n   2
n
H n ( x )  e x ( 1)  e ( x t ) 
2

 x n
 t 0

dn
 ( 1) n e x (e  x )
2 2
(5.13)
dx n

This is Rodrigues’s formula for the Hermite polynomials.


You may like to apply Rodrigues’s formula for a simple case. Solve SAQ 3.

SAQ 3
Use Rodrigues’s formula to evaluate H 4 ( x ) .

Yet another interesting application of the generating function for the Hermite
polynomials is in evaluation of integrals involving their product with suitable
polynomials. Of particular importance is the result that the integral over x from
  to   of the product of two Hermite polynomials of different degrees with
e  x is zero. (The function e  x is called the weight function.) These are
2 2

termed the orthogonality relations of Hermite polynomials. You will now


learn how to obtain as well as apply these relations. Along with the values of
similar integrals for Hermite polynomials of the same degree, we can calculate
the expansion coefficients when a function is expanded in terms of Hermite
polynomials.
5.2.2 Orthogonality Relations for Hermite Polynomials
To obtain orthogonality relations for Hermite polynomial, we can start with
Hermite differential equation as in the case of Legendre and Bessel
polynomials, or the generating function for the Hermite polynomials. For the
sake of variety here we consider the latter option:

tn
e 2 xt t 
2
 Hn (x)
n!
n 0

Next we change t to u and express the expansion as a power series in u:



um
e 2 xu u 
2
 Hm (x)
m!
m 0

Now we multiply these equations and the resultant expression by e  x . This


2

gives:
 
t nu m
e  x 2 xt t 2 xu u 
2 2 2 2

e  x H n ( x )H m ( x )
n! m!
n 0 m 0

You can rewrite the left hand side as:

e 2tu e ( x t u 2xt 2xu2tu )  e 2tu e ( x t u )


2 2 2 2

Proceeding further, we integrate both sides with respect to x from   to  


and, on the right hand side, interchange the order of the summations and
116 integration. The leads to
Unit 5 Special Functions-II
    t nu m
  
Consider the integral:
 e ( x t u ) dx  e  x H n ( x )H m ( x )dx
2 2
e 2tu
n 0 m  0
n! m! 
 z 2 dz
(5.14) I e

Do you recognise the integral on the left side? By changing the variable of

integration from x to z through the substitution x  t  u  z, so that dx  dz,
 
 2 e z dz

 e z dz 0
which is just (1/ 2) and is equal to
2
you can rewrite it as  (read
 We put z 2  p so that
the margin remark). So, the left hand side of the above equation reduces to 2z dz  dp
1/ 2 e 2tu . On expanding the exponential in a power series, we can write or 2dz 
dp
z
  
 t nu m (2tu ) n  p 1/ 2dp
 
e  x H n ( x )H m ( x ) dx
2

n! m!
 
n!
 Hence,
n 0 m 0 n 0

 (2tu )1 (2tu ) 2 (2tu ) n  


  1    ...  ... 1/ 2  p
 1! 2! n!  I p e dp
0
On equating the coefficients of t n u m , we get:  (1/ 2)

 e x H n ( x )H m ( x )dx  0 if n  m
2


 e x H n ( x ) H m ( x ) dx  2 n n! 1/ 2 if n  m
2
and

On combining these results, we can write:



 e x H n ( x ) H m ( x ) dx  2 n n! 1/ 2  nm
2
(5.15)

where  nm is the Kronecker delta.

In words we can say that the Hermite polynomials of different degrees are
orthogonal to each other on the interval ( ,  ) with weight function e  x .
2

You may recall that for the Legendre polynomials, the weight function is unity
and the range of integration varies from  1 to  1.
You may now like to solve SAQ 4 on evaluation of integral involving Hermite
polynomials.

SAQ 4
Use the generating function for Hermite polynomials to evaluate the integral


 xe  x
2
H n ( x ) H m ( x ) dx


We hope that you have understood the properties of Hermite polynomials. We


can apply this knowledge to solve the one-dimensional harmonic oscillator
problem in quantum mechanics. This enables us to understand the nature of
small vibrations of atoms in molecules and quantization of the electromagnetic
field where energy of the field may be written as a sum of harmonic oscillator
type energy terms. You will study this in the first semester course on Quantum
Mechanics.
117
Block 1 Mathematical Methods in Physics
We will now discuss Laguerre polynomials.

5.3 LAGUERRE POLYNOMIALS


Laguerre’s differential equation is a linear second order ODE:
d 2y dy
x  (1  x )  ny ( x )  0 (5.16)
dx 2 dx
where n is a parameter. You can see that x  0 is a regular singular point of
this equation. The solution around this point can be obtained using the power
series method (refer to Unit 3, Block 1 of PHE-05):

y(x)   a j x a  j , a0  0 (5.17)
j 0

If n is not a positive integer or zero, this will remain an infinite series. However,
for particular case when n is a positive integer or zero, the series will terminate
at the (n 1)th term and reduce to an nth degree polynomial in x. If we further
choose a0  1, the resultant expression defines the Laguerre polynomial,
Ln (x ) :
n n(n  1) 2 n(n  1)...1 n
Ln ( x )  1  x x  ...  ( 1) n x
(1! ) 2 (2! ) 2 (n! ) 2

x x2 xn
 1  n C1  n C2  ...  (1) n n Cn (5.18)
1! 2! n!
From this equation it readily follows that Laguerre polynomials for the first few
values of n are:
L0 ( x )  1

L1( x )  1  x

x2
L2 ( x )  1  2x 
2
3 2 x3
L3 ( x )  1  3x  x 
2 6
2 3 x4
and L4 ( x )  1  4 x  3 x 2  x  (5.19)
3 24
Fig. 5.2 shows a plot of Laguerre polynomials versus x.

Ln(x) L2(x) L5(x)

L0(x)

x
L4(x)

L1(x) L3(x)

118 Fig. 5.2: Laguerre polynomials Ln (x ) for n  1 to n  5.


Unit 5 Special Functions-II
The Rodrigues’s formula for Ln (x ) enables us to express it in a compact
form:

ex d n
Ln ( x )  ( x ne x ) (5.20)
n! dx n

You may now like to solve SAQ 5 for practice.

SAQ 5

Show that the Laguerre polynomial defined in Eq. (5.20) is identical with that
given in Eq. (5.18).

5.3.1 Generating Function and Recurrence Relations for


Laguerre Polynomials
The generating function for Laguerre polynomials is:

e  xt /(1t )
g ( x, t ) 
1 t
  Ln ( x )t n t 1 (5.21)
n 0

If we differentiate both sides of Eq. (5.21) partially with respect to t, we get:



e  xt /(1t )
(1  t  x )
(1  t ) 3
  Ln ( x ) nt n 1
n 1

On combining this result with Eq. (5.21), we can write:


 
(1  t  x )  Ln ( x )t n  (1  t ) 2  Ln ( x )nt n 1
n 0 n 1

On equating the coefficients of t n 1 from the two sides and rearranging terms,
we obtain a recurrence relation which connects Laguerre polynomials of three
successive degrees:
(n  2)Ln 2 ( x )  (2n  3  x ) Ln 1( x )  (n  1)Ln ( x ) (5.22)
We now make a direct expansion of g ( x, t ) given in Eq. (5.21) in powers of t: The binomial series of e x
and (1  x) p (all x and p)
 xt  2  1 
   
xt 1 are
g ( x, t )  1    ...  
 1  t  2!   1  t    1  t  x2 x3
e x  1 x    ...
2! 3!
 1   ... 1  t  1
xt
 1 t  (1  x ) p  1  px 
p( p  1) 2
x
2!
 1  1  xt  2 xt 2  ... p( p  1) ( p  2) 3
 x  ...
3!
From this we note that the coefficient of t 0 and t 1 are 1 and 1 – x,
respectively. So we can say that L0 ( x )  1 and L1( x )  1  x . If we now put
n  0 in Eq. (5.22) and substitute for L0 ( x ) and L1( x ), we obtain
x2
L2 ( x )  1  2x . Proceeding in the same way we can successively
2
generate the Laguerre polynomials of all degrees.
In order to get another recurrence relation for the Laguerre polynomials, we
differentiate both sides of Eq. (5.21) partially with respect to x. This gives: 119
Block 1 Mathematical Methods in Physics

t   xt 

dLn n
exp    t
(1  t ) 2  (1  t )  n 0 dx

This can be rewritten as:


 
 
dLn n
t Ln ( x ) t n  (1  t ) t
n 0 n 0
dx

On equating the coefficients of t n 1 on both sides, we get:


dLn 1 dLn
  Ln ( x ) (5.23)
dx dx
Using binomial expansion The recurrence relations given in Eqs. (5.22 and 5.23) can be combined to
we can write
obtain other relations. However, we will not go into these details.
 
 ... (1 t )1
xt
1  You have earlier learnt the orthogonality relations for Legendre, Bessel and
 1  t 
Hermite functions and their importance in understanding various physical
 (1  xxt (1  t )1  ...)(1  t )1 problems. In the following section, we obtain orthogonality relations of
  t2   Laguerre polynomials.
 1  xt 1  t   ...  ...
  2!   5.3.2 Orthogonality Relations for Laguerre Polynomials
   
 2  There are different ways of obtaining orthogonality relations for Laguerre
1  t  t  ...
 2!  polynomials. We start with the differential equations satisfied by Laguerre
 
polynomials of degrees n and k:
 t3 
 1  xt  xt 2  x  ... d 2 Ln dLn
 2!  x  (1  x )  nLn ( x )  0 (5.24a)
  dx 2 dx
(1  t  ...) d 2 Lk dLk
x  (1  x )  kLk ( x )  0 (5.24b)
xt 3 dx 2 dx
 1  xt  xt 2   ... 
2! We multiply Eq. (5.24a) by e  x Lk (x ) and Eq. Eq. (5.24b) by e  x Ln (x ) and
t  xt 2  xt 3  ... subtract the latter from the former. Then we can write the resultant expression
as:
d  x 
x e Lk ( x ) n  Ln ( x ) k 
dL dL 
   (n  k ) e  x Ln ( x )Lk ( x )  0
dx   dx dx 
We integrate this expression over x from 0 to  :
 
x e  x Lk ( x ) n  Ln ( x ) k   (n  k ) e  x L ( x )L ( x ) dx  0
dL dL
 dx dx 
0
 n k
0

Note that the expression within the square bracket is zero for both the limits (at
 because of the exponential factor and at zero because of the x factor).
Hence, we obtain:


(n  k ) e  x Ln ( x ) Lk ( x ) dx  0
0

Thus, if n  k

 e  x Ln ( x ) Lk dx  0 (5.25)
0
120
Unit 5 Special Functions-II
Thus, Laguerre polynomials of different degrees are orthogonal to each other
on the interval (0,  ) with weight factor e  x .
To obtain the orthogonality relation for n  k, we take the products of the two
sides of Eq. (5.21) with themselves. This gives:
 
e 2 xt /(1t )
(1  t ) 2
  Ln ( x ) t n  Lk ( x )t k
n 0 k 0

As before, we multiply both sides of this equation by e  x and integrate from 0


to  . This gives:
 1t   
 x

1
(1  t ) 2  e 1t dx  
t n t k e  x Ln ( x ) Lk ( x ) dx (5.26)
0 n 0k 0 0

Note that we have changed the orders of summations and integration on the
right hand side. For n  k, the right side of above equation reduces to
 
 t 2n  e  x L2n ( x ) dx.
n 0 0

e x
To proceed further, we use the formula  e ax dx  
a
. Thus, the left hand

side of Eq. (5.26) can be written as:


1t 
1 t  
 ( )
1 1 1
 e 1t  
(1  t ) 2 1 t  (1  t ) (1  t ) 1  t 2
0

For t  1, we have:

 t 2n
1
 1  t 2  t 4  ... 
1 t 2 n 0

  
so that  t 2n   
t 2n e  x L2n ( x ) dx
n 0 n 0 0

On comparing the coefficients of t 2n for all n, we obtain:



x 2
e Ln ( X ) dx 1 (5.27)
0

We now combine Eqs. (5.25 and 5.27) to write the orthonormality relation for
Laguerre polynomials as:

 e  x Ln ( x ) Lk ( x ) dx   nk (5.28)
0

Let us now discuss the Sturm-Liouville problem.

5.4 STURM-LIOUVILLE PROBLEM


You have learnt how to express a given function as a linear combination of an
orthogonal set of functions, for example, Legendre polynomials in Unit… The
question is: How do we determine or identify such orthogonal sets of 121
Block 1 Mathematical Methods in Physics
functions? When is an orthogonal set of functions complete a complete set?
Sturm Liouville theory helps us find the answers. So, in the final section of this
unit and block, we discuss the Sturm-Liouville problem, as it is referred to in
many texts.
We begin by stating: What is a Sturm-Liouville problem? The Sturm-Liouville
problem comprises a second order linear differential equation along with
certain boundary conditions. The Sturm-Liouville ODE on a finite interval [a, b]
is of the form:
d  d 
p( x ) y  q( x )  r ( x )y  0, x  [a, b] (5.29a)
dx  dx 

In brief, we write it as:


[ p( x )y ]  [q( x )  r ( x )]y  0 (5.29b)

Note that in the Sturm-Liouville equation (5.29a or 5.29b), p, q and r are


specific functions of x, and  is a parameter. Since  is a parameter, it can be
replaced by other variables or expressions. So, we can recast many ODEs
that occur when we separate PDEs into ODEs by separation of variables in
Sturm-Liouville form.
A Sturm-Liouville problem consists of:
 Sturm-Liouville equation (5.29a or 5.29b) on an interval [a, b] and

 boundary conditions, which, as you know, specify the behaviour of y at


x  a and x  b.
It is also assumed that the functions p, p, q and r are continuous and p > 0 on
(at least) the open interval a < x < b. This ensures that solutions of Eq. (5.29a
or b) exist.
Thus, the regular Sturm-Liouville problem can be stated as follows:

[ p( x )y ]  [q( x )  r ( x )]y  0 (5.29b)


c1y (a )  d 1y (a )  0 (5.29c)
c 2 y (b )  d 2 y (b )  0 (5.29d)

So, in the regular Sturm-Liouville problem:


 c1, c 2  0 and d1, d 2  0 ;

 p, p , q and r are continuous on [a, b];


 p and r are positive on [a, b].

The boundary conditions (5.29b and c) are homogeneous, mixed, separated


boundary conditions.
A Sturm-Liouville differential equation on an interval [a, b] with periodic
boundary conditions and p(a)  p(b) is called a periodic Sturm-Liouville
problem/system.
A Sturm-Liouville differential equation on an interval [a, b] with any of the
122 following conditions is called a singular Sturm-Liouville system.
Unit 5 Special Functions-II
1. p(a )  0, boundary condition at x  a is dropped, boundary condition at
x  b is homogenous mixed;

2. p(a )  0, boundary condition at x  b is dropped, boundary condition at


x  a is homogenous mixed;

3. p(b)  p(a)  0, and no boundary condition; and

4. interval [a, b] is infinite.

You should note that:


1. If p(a)  0 and there is no boundary condition at x  a, then y is
considered a solution if y (a)  . This is also true for the other cases
listed at 2, 3, and 4 above.

2. If the interval is infinite, then y can be a solution only if it is square


integrable.

You must remember that:

A non-zero solution y of the Sturm-Liouville problem [Eq. (5.29b)] along with


the boundary conditions, is called an eigenfunction, and the corresponding
value of  is called its eigenvalue. The eigenvalues of a Sturm-Liouville
problem are the values of  for which non-zero solutions exist.

We can talk about eigenvalues and eigenfunctions for regular or singular


problems. Our goal is to determine all values of  for which a nontrivial
solution y exists. Let us now consider an example of a Sturm-Liouville problem
and convert a given equation into Sturm-Liouville equation.

Example 5.3

a) Determine whether the following ODEs are Sturm-Liouville equations and


whether the given boundary conditions together with the Sturm-Liouville
equations constitute the Sturm-Liouville problem:
i) y   my  0, 0  x  a,

y (0)  y (a)  0,

ii) x 2y   xy   (m2 x 2  n2 )y  0, 0  x  c,

y (0 )  0

b) Convert Legendre’s differential equation (4.1) into a Sturm-Liouville


problem.

Solution : a) i) Let us check if the ODE with the given boundary conditions
is a Sturm-Liouville equation. Comparing with Eq. (5.29b), we note
that in this ODE:
p( x )  r ( x )  1 and q( x )  0

So, p, p, q and r being constants are continuous and p, r > 0 on the
open interval 0  x  a. Therefore, its solutions exist and it is a Sturm-
Liouville problem. 123
Block 1 Mathematical Methods in Physics
ii) Dividing the ODE by x, we can write it as:
n2
xy   y   (x  )y  0, 0  x  c,
x
p( x )  r ( x )  x and q( x )  0

Comparing it with Eq. (5.29b), we note that:


n2
p( x )  r ( x )  x and q( x )  
x
Note that at x  0, p(x ) and r (x ) are not positive. The function q (x )
diverges at x  0, which means that it is not continuous at x  0.
Further, the boundary condition at x  c is not given. So, this is not a
regular Sturm-Liouville problem.
b) Legendre’s differential equation is:
(1  x 2 )y   2xy   n(n  1)y  0

Note that we can write:


(1  x 2 ) y   2xy   [(1  x 2 ) y ] :

Comparing the above equation with Eq. (5.29b), we note that:


p( x )  1  x 2 , q( x )  0, r ( x )  1,
and the parameter  is n(n  1). So, the Sturm-Liouville form of Legendre’s
equation is:
[(1  x 2 ) y ]  y  0 with   n(n  1).

We will now state a few properties of the Sturm-Liouville system of equations.


Properties of the Sturm Liouville System
We can get a lot of information about the eigen values and eigenfunctions
without actually solving the Sturm-Liouville differential equation simply by
virtue of its properties such as the following:
1. The eigen values are always real and bounded below but not above. So,
the eigen values form an increasing sequence of real numbers
 1   2   3   4  ... with lim  n  .
n 

2. If the interval [a, b] is finite, then eigen values are discrete.


3. The eigenfunction y n corresponding to  n is unique (up to a scalar
multiple), and has exactly n − 1 zeros in the interval a < x < b.
4. Eigen functions are oscillatory in nature.
5. Suppose that y m and y n are eigenfunctions corresponding to distinct
eigenvalues  m and  n , then y m and y n are orthogonal on [a, b] with
respect to the weight function r(x):
b

 y m ( x )y n ( x ) r ( x )dx  0
a

124 This is the orthogonality property of the Sturm-Liouville system.


Unit 5 Special Functions-II
Let us take up an example to illustrate the above properties.

Example 5.4

Determine the eigenvalues of the regular Sturm-Liouville problem:


y   my  0, 0  x  a,

y (0)  y (a)  0,

Do you recognise this equation? This is the ODE separated for the space part
of the one-dimensional wave equation and you know that non-zero solutions
occur only for:

n 2 2
n  (eigenvalues)
a2

The unique eigenfunctions corresponding to these eigenvalues are:


nx
y n  sin
a
for n  1, 2, 3, ... You also know that these eigenfunctions satisfy the
orthogonality property:
a
mx nx
 sin a
sin
a
dx  0 (5.30)
0

since r ( x )  1 for this problem.

Let us now discuss how to expand a given function in terms of orthogonal


functions.

5.5 EXPANSION IN ORTHOGONAL FUNCTIONS


You have already learnt how to expand a given function in terms of Legendre
polynomials in Unit 4. Let us now generalise this method for any given set of
orthogonal functions.
Suppose, the functions y n (x ) form a set of orthogonal functions on an interval
[a, b] that satisfy Eq. (5.30). Then we can expand any given function f(x) in the
same interval in terms of the set of functions y n (x ) as follows:

f (x)   cn y n (x)
n

where the coefficients c n are determined from the orthogonality property of the
functions y n (x ) [Eq. (5.30)] as:
b
1
cn 
Nn  f ( x )y m ( x ) dx
a

where N n is the normalization constant given by:


b

 y n ( x )y m ( x ) dx  N n  mn
a 125
Block 1 Mathematical Methods in Physics
This is how we can determine c n and expand a given function in terms of
orthogonal functions.
We will now summarise what you have learnt in this unit.

5.6 SUMMARY
In this unit, we have covered the following concepts:
 Hermite polynomials, their generating function, recurrence relations and
orthogonality relations.
 Laguerre polynomials, their generating function, recurrence relations and
orthogonality relations.
 Sturm-Liouville problem, properties of Sturm-Liouville problem and its
solution.
 Expansion of any given function in terms of orthogonal functions.

5.7 TERMINAL QUESTIONS


1. Two operators
1  d  1  d 
a    and a    
2 d  2 d 
m
where   x operate on the harmonic oscillator wave function

1
 2
 n  Nn e 2
H n 
1/ 2
 m 1/ 2 
N n  
1
where  
   2 n n! 1/ 2 

Show that a  n  n  n 1 and a  n  n  1  n 1

and (aa  aa)  n   n

2. The ‘zero’ line in the fundamental band of the near infrared absorption
spectrum of HCI35 gas occurs at 3.46 × 10–6m. This corresponds to a
transition from a state with vibrational quantum number zero to a state with
quantum number one. Calculate the force constant for HCI bond assuming
harmonic oscillator potential.
3. Expand the following function in terms of Legendre polynomials:
0,  1  x  0,

f (x)  
1 0 x 1

5.8 SOLUTIONS AND ANSWERS


Self-Assessment Questions
1. Solve and obtain its general solution given by Eq. (5.2).
d 2y dy
 2x  2ny ( x )  
126 dx 2 dx
Unit 5 Special Functions-II
Since x  0 is an ordinary point of Hermite’s differential equation
[Eq. (5.1)], its solution in the form of a power series in x is given by

y a j x j (i)
j 0

with
2(n  j )
a j 2   aj (ii)
( j  1) ( j  2)

You should verify Eq. (ii) on your own. Eq. (ii) tells us that for even positive
integral value of j, the coefficients a j can be expressed in terms of a0 and
for odd positive integral values of (j > 1) the coefficients can be expressed
in terms of a1 :
2n
a2   a0
12

2(n  2) ( 2) 2 n(n  2)


a4    a2   a0
34 1 2  3  4

2(n  1)
and a3   a1
23
(n  3) (2) 2 n(n  1)(n  3)
a5   a3  a1
45 23 45
Substituting these results in Eqs. (i) above, we obtain Eq. (5.2).
2. Differentiating both sides of the generating function for Hermite
polynomials partially with respect to x, we get:

tn
2t e 2 xt t 
2
 H n ( x )
n!
n 0

We can rewrite it as:


 
tn tn
2t  
Hn (x)
n! n 0
H n ( x )
n!

n 0
Equating coefficients of t n 1 from both sides, we get:
H ( x ) H n 1( x )
2 n 
n! (n  1)!

or
Hn 1( x )  2(n  1) Hn ( x )

3. According to Rodrigues’ formula:

H 4 ( x )  ( 1) 4 e x
2 d4
dx 4

e x
2

Since
dx
e 
d  x2
 2xe  x2

d 2  x2
dx 2
e  
 (2x ) 2 e  x  2e  x
2 2
127
Block 1 Mathematical Methods in Physics
d3
3
2 2

e  x  (2x )3 e  x  8 x e  x  4 x e  x
2 2

dx
 (2x ) 3 e  x  12x e  x
2 2

d4
e x   (2x ) 4 e x
2 2
 24 x 2 e  x  24x 2 e  x  12e  x
2 2 2

dx 4
 H 4 ( x )  16x 4  48x 2  12

4. From the expression for the generating function of Hermite polynomials,


we can write:


 x e x e 2 xt t  2 xu u dx
2 2 2



  
t nu m
    x e x 2
H n ( x ) H m ( x ) dx
n! m!
(i)
n 0 m 0  

Following the steps used in arriving at Eq. (5.14), we can rewrite the left
hand side as:

2
I e 2tu
 xe ( x t u ) dx


We now change the variable of integration and put z  x  t  u . Then the


above integral takes the form:

I  e 2tu  ( z  t  u ) e z
2
dz



 e 2tu 0  t   u      (t  u )
(2tu ) n
n!
n 0

   t u  t n u n 1 
2 n n 1 n
(ii)
n 0
n !

On equating the coefficients of t n u m of the series in (ii) with the


corresponding coefficients from the right hand side of (i), we obtain the
required result:


 x e x H n ( x ) H m ( x ) dx  2 n  (n  1)! if m = n + 1
2



 2n 1  n! if m = n – 1
0 otherwise

5. Show that the Laguerre polynomial defined in Eq. (5.20) is identical with
that given in Eq. (5.18).
Recall Leibnitz rule for the nth derivative of the product of two polynomials
u(x) and v(x):
dn d nu d n 1u dv d nv
(uv )  v  n C1  ...  n Cn u
128 dx n dx n dx n 1 dx dx n
Unit 5 Special Functions-II
Now we choose u( x )  x n and v ( x )  e  x . Then using Leibnitz rule, we
can write:
ex d n
x nen  
ex 

n! n!
n! e  x  n C1 x( )e  x  n C2 x 2 ( 1) 2 e  x
n! dx n n!  1! 2!

 ...  n Cn x n ( 1) n e  x 

x x2 xn
 1  n C1  n C2  ...(1) n n Cn
1! 2! n!
which is Eq. (5.18).
Terminal Questions
d n 2 dH n 
1.  N n e (1/ 2)    H n   
d  d 

 N n e (1/ 2)   H n ()  2n H n 1()


2

1  d 
 a n     n
2 d 
N
 n e (1 / 2) 2n H n1()
2

2
1/ 2
 m 1/ 2 
2n  
Nn 1
But   2n
2    2 n n! 1/ 2 

1/ 2
 m 1/ 2 
 
1
  n
   2 n 1(n  1)! 1/ 2 

a n  n N n 1e (1/ 2) H n 1()  n  n 1


2
Hence,

1  d 
Further, a  n      n
2 d 

Nn
 e (1/ 2) 2H n ()  2n H n 1()
2

2
Nn
 e (1/ 2) H n 1()
2

1  m 1/ 2 1 
 n 1  e (1/ 2) H n 1()
2
 
2 n  1    2 n! 
n 1/ 2


 n  1 N n 1e (1/ 2) H n 1()  n  1  n 1


2

The operators a and a are called raising and lowering operators (step up
and step down operators) or (in the context of quantum field theory)
creation and annihilation operators. Again,

aa   a  a n  a n  1  n 1  a  n  n 1

 n  1 n  1  n  n n  n  (n  1  n )  n

 n 129
Block 1 Mathematical Methods in Physics
2. Let  be the frequency of the ‘zero’ line. Then
c 3  10 8
  Hz
 3.46  10 6
Also
k
h  E n 1  E n 0    

2
k  2  3
   1014 
  3.46 

where k is the force constant and  is the reduced mass of H and Cl 35 ,


i.e.
1 35
  1.66  10 27 kg
1  35

6  2
 1.66  
35
Then k   10 Nm 1  479 Nm 1
36  3.46 

3. We put:

f (x)   an Pn ( x ) (i)
n 0

We have to determine the coefficients a n . For this, we multiply both sides


of Eq. (i) by Pm (x ) and integrate from  1 to  1. You know that Legendre
polynomials are orthogonal, all integrals on the RHS are zero except the
one containing a m . So, we use the orthogonality relation for Legendre
polynomials and get:

 an 1Pn ( x ) Pm ( x )dx  c m . 2m  1
1 1 2
1 f ( x )Pm ( x )dx 
n 0

Using this result, we get:


1 1
1f ( x )P0 ( x )dx  c0 1[P0 ( x )]2 dx
1 1
or 0 dx  c 0 .2, c0  ;
2
1 1
1f ( x )P1( x )dx  c1 1[P1( x )]2 dx
1 2 3
or 0 xdx  c1. 3 , c1 
4
;

1 1
1 f ( x )P2 ( x )dx  c 2 1[P2 ( x )]2 dx
1 3 1 2
or 0  2 x 2  2 dx  c 2 . 5 , c 2  0.

1 3 7 11
 f (x)  P0 ( x )  P1( x )  P3 ( x )  P5 ( x )  ...
2 4 16 32

130

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