Math Method
Math Method
Math Method
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
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
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
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.
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)
f x, t x t (1.3b)
Tt 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 Tt / 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.,
Tt X x
k (1.17)
v T t
2 X x
k X x 0
t t X x
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
Tt k v 2T t 0 (1.8b)
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.
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
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.
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.
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)
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.
X x k 12 X x 0 (1.14a)
and
Z z k32 Z z 0 (1.14c)
where k 12 k 22 k 32 (1.15d)
Example 1.1
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
T0 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 0y B (1.17a)
x
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).
We now apply the boundary condition (i) given in Eq. (1.17a) and get
A=0
So, X x B sin x
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
T x, 0 Pn sin n x T1, 0x L (1.19a)
n 1
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
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)
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
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
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
Z z C1 e z C2 e z , (1.25a)
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
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; 0z4 (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:
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)
u r , z An sinh (n z) J0 n (v)
n 1
1 2 f 1 f 1 2f
r sin 0
r 2 r r r 2 sin r 2 sin2 2
(1.27)
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
The next step is to determine the solution of these ODEs. You know that the
solution of Eq. (1.28a) is given by:
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
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)
[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).
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.
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
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.
T ( r , ) C l r l Pl (cos ) (iv)
l 0
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:
2 2 2
f x, y , z k 2 f x, y , z 0
x 2 y 2 z 2
3. Obtain the steady state temperature u(x, y) for the rectangular plate of
Fig. 1.2 given the following boundary conditions:
U0 y uL, y
u 0, y , S 0y B
B x
u x, 0 0, u x, B 0 0x L
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
d 2R Z dR d 2Z
Z R 0
dr 2 r dr dz 2
1 d 2R 1 dR 1 d 2Z
2 (iii)
R dr r dr Z dz2
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 0x L
X(x)
X x A cos x B sin x
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
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
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
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
Terminal Questions
2
1. The given ODE is: 0
x 2 t
x, t X x T t
X x T t X x T t 0
X x T t
k2
X x T t
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)
d2X d 2y d 2Z
Y Z X Z XY k2 X Y Z 0
2 2 2
dx dy dz
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
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.
u L, y
u 0, y
U0 y
, S 0y B
B x
X ( x )Y (0) 0, X ( x )Y (B ) 0, 0x L
or Y (0) 0, Y (B ) 0 0x 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
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
, 0y 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
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, 0y 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
Thus,
Cn
an sinh n L
n
bn (iv)
cosh n L
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
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
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
11 11 1
A0 P0 ( x )dx dx
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
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.
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
G 2
r
r sin drd d
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)
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)
Example 2.1
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.
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)
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
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
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.
1 u
2u (2.10)
k t
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
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
T (L, t )
T 0, t 0, and 0, t 0 (ii)
x
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 ).
X Y
2 (iv)
X kY
or X 2 X 0 (v)
The solutions of (v) and (vi) for X(x) and Y(t) are well known:
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
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
X (L ) C 2 cos L 0
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
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
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 1x
extension of f(x). Multiplying the LHS of Eq. (2.13a) by sin and
2L
integrating from –L to L, we have
2m 1x
L
(2n 1)x dx
bn sin 2L sin 2L
n 0 L
L
2m 1x
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 1x
L
g ( x ) sin
2
Thus, bn
L
2L dx
0
2n 1x
L
f ( x ) sin
2
L 2L dx
0
2n 1x
L
(2L x ) sin
2 x
L 2 2L dx
0
16L2
bn
( 2n 1) 3 3
(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.
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 , 0x
2
h
0 u( x,0) (2.16b)
L/2 L x
Fig. 2.3: A plucked 2h1 x , L x L
finite string fixed at L 2
both ends.
u
0 (2.16c)
t t 0
X 2 X x 0 (2.17a)
Hence, the general solution of Eq. (2.15) which satisfies the given boundary
conditions for the plucked string is given by:
nvt D sin nvt B sin nx
u n x, t C cos n
L L L
nvt b sin nvt sin nx
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:
nvt nvt sin nx
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 , 0x
2
nx
u( x, 0)
an sin
L
(2.22a)
n 1
2h1 x , L
xL
L
2
nv nx
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:
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
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 )
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.
b( x )
b( x )
and K ( x, ) f ()d g( x ) for all x [a(x), b(x)] (2.26d)
a( x )
If the functions u(x) and g(x) in Eqs. (2.24 to 2.26d) are zero, the equations
are called homogeneous integral equations.
SAQ 4
y P ( x )y Q( x )y f ( x ) (2.27a)
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
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
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:
2.6 SUMMARY
In this unit, we have covered the following partial differential equations:
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:
2E y 1 2E y
0
x 2 c 2 t 2
y 2y 0
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
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 n0
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
4T0
since cos
2n 1 0 for all n.
2n 1 2
3. Let us apply the given initial conditions to the general solution given by
Eq. (2.21):
nvt nvt nx
u x, t an cos L
bn sin
L
sin
L
n 1
2hx L
L , 0x
2
nx
u( x, 0)
a n sin
L
(i)
n 1
2h1 x , L
xL
L
2
nv nx
bn L
sin
L
0 (ii)
n 1
L
nx
u( x, 0) sin
2
an
L L
dx
0
L/2 L
2 2hx sin nx dx 2 2h1 sin
x nx
L L L L L L
dx
0 L/2
4h xL
L/2 L/2
nx L2 nx
cos sin L
L2 n L 0 n22 0
48
Unit 2 PDEs in Physics
4h xL
L L
4h L nx nx
cos cos
L n L L / 2 L2 n L L / 2
L
L2 sin nx
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 22 2
5. Comparing
P( x ) 0, Q( x ) 02 , f ( x ) 0, L 0, y 0 1, y1 1
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
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
4 3 1
(R 2 r 2 ) R ,
60 3 4 0R
or (R 2 r 2 ) R2 (3R 2 r 2 )
6 0 3 0 6 0
1 f 2f
(i)
v t x 2
d2X
and k2 X 0 (iv)
dx 2
so that
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 nL. Hence, the general solution is given by:
n
2
nx
f x, t Qn sin exp v t (v)
n 0 L L
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:
4x 4 2
f x, t sin exp v t
L L
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
The condition
X x T t E y 0 at x 0 and x L
X L B sin K L 0
nx
with corresponding solutions: X n x Bn sin
L
P ( x ) 0, Q( x ) 2, f ( x ) 0, L 0, y 0 2, y1 2
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
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).
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
SAQ 2
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
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.
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.
2k n
x
1
( 1)k (3.6)
k 0
k! (n k )! 2
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:
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 1x
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
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.
(2k 2m ) x 2k 2m 1
d m
x Jm ( x ) ( 1)k
dx k 0
k! (m k 1) 22k m
x m Jm 1( x ) (3.8)
m dJ
J m ( x ) m J m 1( x ) (3.9)
x dx
m dJ
J m ( x ) m J m 1( x ) (3.10)
x dx
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)
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.
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
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
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
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:
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
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
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
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
Example 3.3
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
n 2 2
i a sin cos
U (P ) C e d d (i)
0 0
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
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.
J ( x ) cos(m) J m ( x )
Ym ( x ) m (3.16a)
sin (m)
cos nJ n ( x ) J n ( x )
Yn ( x ) lim Ym ( x ) (3.16b)
m n sin 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
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!
zn ( z )
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
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 d2
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
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)
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.
m
Zm1( x ) Zm1( x ) 2 Zm ( x )
x
dZm ( x )
and Zm 1( x ) Zm 1( x ) 2 ,
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.
dy
a n (n r )x n r 1
dx n
d 2y
and
dx 2
an (n r )(n r 1)x nr 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
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 ...
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
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)!
(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 )!
x m J m 1 ( x )
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)
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 m1( 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
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 11 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
Since cosx sin ( ) cos ( x sin ) and sinx sin( ) sin ( x sin ) for
any value of , we can write:
2
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
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
j n (x) J n 1 2 ( x )
2x
74
Unit 4 Special Functions-I
UNIT 4
SPECIAL FUNCTIONS-I
Structure
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.
You can obtain the solution of this equation by solving SAQ 1. It is:
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 , n0 (4.3a)
y a1 x, n 1 (4.3b)
y a0 (1 3 x 2 ) , n2 (4.3c)
3x 5x3
y a1 , n 3 (4.3d)
2
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)
We now work out a simple example to enable you to fix these concepts
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 ).
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
r1 r 2 a 2 2ar cos
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
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 ).
P2n 1(0) 0
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
or
1 2xt t 2 nPn ( x )t n 1 (t x ) Pn ( x ) t n 0
n 0 n 0
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 )
3 x 2 2P2 ( x ) 1
1
or P2 ( x ) (3 x 2 1)
2
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
t n Pn ( x ) Pn ( x ) t n 2
n 0 n 0
We rewrite it as:
2(2n 1)x Pn ( x ) (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
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
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
2 1 t 1 1 t
ln ln
2t 1 t t 1 t
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
m n 0, when m n
1, when m n
Pm ( x ) f ( x ) dx Ak Pm ( x ) Pk ( x ) dx
1 k 0 1
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
1
2k 1
or Ak
2
Pk ( x ) f ( x ) dx (4.23)
1
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
2k 1
0 1
2
Pk ( x ) f ( x ) dx Pk ( x ) f ( x ) dx
1 0
0 for 1 x 0
f (x)
1 for 0 x 1
(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.
v ( x 2 1) n
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 21v d 11v dv
(1 x 2 ) 2x 2(n 1)
dx 21 dx 11 dx
d 11v dv
2(n 1)x 2n 0.
dx 11 dx
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
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!
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
SAQ 6
Obtain P4 ( x ) using Eq. (4.25).
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
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
SAQ 7
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.
2 2 2
f x, y , z k 2 f x, y , z 0 (4.26a)
x 2 y 2 z 2
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 d2
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
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
d d dx d
. sin
d dx d dx
d d d
sin cos sin 2 x x 1 x 2
d d dx
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
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
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)
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
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)
where
1
(2k 1) (k m )!
Ak
2(k m )!
f ( x ) Pkm ( x ) dx (4.34b)
1
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 )!
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
Y11 (, ) 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 (, ).
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 )
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 mk
m 0
y ( x ) am (m k )x mk 1
m 0
y ( x ) am (m k ) (m k 1)x mk 2
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)
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 )
an1 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
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
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 1c z .
y x 1c z x 1c F (a c 1, b c 1, 2 c, x )
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 .
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 )
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.
1
b) xPn ( x ) dx
1
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 m1
m1
y ( x ) am m (m 1)x m2
m 2
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)
(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 25
1 2 3 4 5 5 x 3 3 x 1
5 x 3 3 x
866 5 2
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 )
1 x 2 Pn ( x ) (n 1) x Pn ( x ) (n 1) Pn1( x )
which is the result contained in Eq. (4.17d).
2k 1 1
5. a) Ak
2 0Pk ( x ) dx
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 14
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
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
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
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
we multiply both sides by Pn1( x ) and integrate the terms with respect
to x between the limits 1 and 1. This yields:
1 1
(n 1) 1Pn1( x ) Pn1( x )dx (2n 1)1 xPn ( x )Pn1( x ) dx
1
n 1 Pn21( 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 Pn21( x ) dx 2(n 1) 1 2n 1
1 2n
0 (2n 1) 1 xPn ( x )Pn1( x ) dx 2n 1 0
On rearranging terms, we get
1 2n
(2n 1) 1 xPn ( x )Pn1( x ) dx 2n 1
1 2n
so that 1 xPn ( x )Pn1( 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 mm1 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
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)
(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
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
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
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
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.
SAQ 1
Solve Eq. (5.1) and obtain its general solution given by Eq. (5.2).
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 ) :
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)(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
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
and express the exponential functions in their respective power series to get
(2xt ) j t 2m
g ( x, t ) j! m0
( 1) m
m!
j 0
(2x ) j 2m j
(1)m j! m!
t
j 0 m 0
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
2!
... Hn (x)
n!
n 0
H 2 ( x ) 4x 2 2
If we repeat this procedure for n 1 and n 2, we get:
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)
2! n!
Successive partial differentiation of both sides with respect to t yields:
nt n1
t
e
2xt t 2
2t
H1( x ) H 2 ( x ) ...
2! n!
H n ( x ) ...
e
2 2 xt t 2
H2 (x)
32
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
2 2
n
Hn (x) e x e ( x t )
t n
t 0
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
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
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
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
e x H n ( x ) H m ( x ) dx 2 n n! 1/ 2 if n m
2
and
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
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.
L0(x)
x
L4(x)
L1(x) L3(x)
ex d n
Ln ( x ) ( x ne x ) (5.20)
n! dx n
SAQ 5
Show that the Laguerre polynomial defined in Eq. (5.20) is identical with that
given in Eq. (5.18).
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
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 /(1t )
(1 t ) 2
Ln ( x ) t n Lk ( x )t k
n 0 k 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
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
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
Example 5.3
y (0) y (a) 0,
ii) x 2y xy (m2 x 2 n2 )y 0, 0 x c,
y (0 ) 0
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
y m ( x )y n ( x ) r ( x )dx 0
a
Example 5.4
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
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
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.
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
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
12
2(n 1)
and a3 a1
23
(n 3) (2) 2 n(n 1)(n 3)
a5 a3 a1
45 23 45
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
or
Hn 1( x ) 2(n 1) Hn ( x )
H 4 ( x ) ( 1) 4 e x
2 d4
dx 4
e x
2
Since
dx
e
d x2
2xe x2
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
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
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 nen
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
1 d
a n n
2 d
N
n e (1 / 2) 2n H n1()
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
1 d
Further, a n n
2 d
Nn
e (1/ 2) 2H 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
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
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
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