Bessel_function
Bessel_function
Bessel functions, first defined by the mathematician Daniel Bernoulli and then generalized by
Friedrich Bessel, are canonical solutions y(x) of Bessel's differential equation
for an arbitrary complex number , which represents the order of the Bessel function. Although and
produce the same differential equation, it is conventional to define different Bessel functions for
these two values in such a way that the Bessel functions are mostly smooth functions of .
The most important cases are when is an integer or half-integer. Bessel functions for integer are Bessel functions describe the radial
also known as cylinder functions or the cylindrical harmonics because they appear in the solution to part of vibrations of a circular
Laplace's equation in cylindrical coordinates. Spherical Bessel functions with half-integer are membrane.
obtained when solving the Helmholtz equation in spherical coordinates.
Definitions
Because this is a linear differential equation, solutions can be scaled to any amplitude. The amplitudes chosen for the functions originate from
the early work in which the functions appeared as solutions to definite integrals rather than solutions to differential equations. Because the
differential equation is second-order, there must be two linearly independent solutions. Depending upon the circumstances, however, various
formulations of these solutions are convenient. Different variations are summarized in the table below and described in the following sections.
Type First kind Second kind
Bessel functions Jα Yα
Bessel functions of the second kind and the spherical Bessel functions of the second kind are sometimes denoted by Nn and nn, respectively,
rather than Yn and yn.[2][3]
where Γ(z) is the gamma function, a shifted generalization of the factorial Plot of Bessel function of the first kind, , for integer
function to non-integer values. Some earlier authors define the Bessel function of orders .
the first kind differently, essentially without the division by in ;[5] this
definition is not used in this article. The Bessel function of the first kind is an
entire function if α is an integer, otherwise it is a multivalued function with
singularity at zero. The graphs of Bessel functions look roughly like oscillating
sine or cosine functions that decay proportionally to (see also their
asymptotic forms below), although their roots are not generally periodic, except
asymptotically for large x. (The series indicates that −J1(x) is the derivative of
J0(x), much like −sin x is the derivative of cos x; more generally, the derivative
of Jn(x) can be expressed in terms of Jn ± 1(x) by the identities below.)
For non-integer α, the functions Jα(x) and J−α(x) are linearly independent, and
are therefore the two solutions of the differential equation. On the other hand, for
integer order n, the following relationship is valid (the gamma function has simple
poles at each of the non-positive integers):[6]
This means that the two solutions are no longer linearly independent. In this case, Plot of Bessel function of the first kind with
in the plane from to .
the second linearly independent solution is then found to be the Bessel function of
the second kind, as discussed below.
Bessel's integrals
Another definition of the Bessel function, for integer values of n, is possible using an integral representation:[7]
This expression is related to the development of Bessel functions in terms of the Bessel–Clifford function.
In the case of integer order n, the function is defined by taking the limit as a non- Plot of Bessel function of the second kind, , for
integer α tends to n: integer orders
where is the digamma function, the logarithmic derivative of the gamma function.[3]
Yα(x) is necessary as the second linearly independent solution of the Bessel's equation when α is an integer. But Yα(x) has more meaning
than that. It can be considered as a "natural" partner of Jα(x). See also the subsection on Hankel functions below.
When α is an integer, moreover, as was similarly the case for the functions of the first kind, the following relationship is valid:
Both Jα(x) and Yα(x) are holomorphic functions of x on the complex plane cut along the negative real axis. When α is an integer, the Bessel
functions J are entire functions of x. If x is held fixed at a non-zero value, then the Bessel functions are entire functions of α.
The Bessel functions of the second kind when α is an integer is an example of the second
kind of solution in Fuchs's theorem.
(1) (2)
Hankel functions: Hα , Hα
Another important formulation of the two linearly independent solutions to Bessel's
(1) (2)
equation are the Hankel functions of the first and second kind, Hα (x) and Hα (x),
defined as[19]
These forms of linear combination satisfy numerous simple-looking properties, like asymptotic
formulae or integral representations. Here, "simple" means an appearance of a factor of the form
ei f(x). For real where , are real-valued, the Bessel functions of the first and
second kind are the real and imaginary parts, respectively, of the first Hankel function and the real and
negative imaginary parts of the second Hankel function. Thus, the above formulae are analogs of
(1) (2)
Euler's formula, substituting Hα (x), Hα (x) for and , for , , as
explicitly shown in the asymptotic expansion.
Plot of the Hankel function of the
The Hankel functions are used to express outward- and inward-propagating cylindrical-wave solutions
(1)
of the cylindrical wave equation, respectively (or vice versa, depending on the sign convention for the first kind Hn (x) with n = −0.5 in
frequency). the complex plane from −2 − 2i to
2 + 2i
Using the previous relationships, they can be expressed as
If α is an integer, the limit has to be calculated. The following relationships are valid, whether α is an
integer or not:[20]
These are useful in developing the spherical Bessel functions (see below).
The Hankel functions admit the following integral representations for Re(x) > 0:[21]
where the integration limits indicate integration along a contour that can be chosen as follows: from −∞ to 0 along the negative real axis,
from 0 to ±πi along the imaginary axis, and from ±πi to +∞ ± πi along a contour parallel to the real axis.[18]
when α is not an integer; when α is an integer, then the limit is used. These are chosen to be real-valued for real and positive arguments x. The
series expansion for Iα(x) is thus similar to that for Jα(x), but without the alternating (−1)m factor.
Using these two formulae the result to + , commonly known as Nicholson's integral or Nicholson's formula, can be obtained to
give the following
given that the condition Re(x) > 0 is met. It can also be shown that
1
only when |Re(α)| < and Re(x) ≥ 0 but not when x = 0.[23]
2
π
We can express the first and second Bessel functions in terms of the modified Bessel functions (these are valid if −π < arg z ≤ 2 ):[24]
Iα(x) and Kα(x) are the two linearly independent solutions to the modified Bessel's equation:[25]
Unlike the ordinary Bessel functions, which are oscillating as functions of a real argument, Iα and Kα are exponentially growing and decaying
functions respectively. Like the ordinary Bessel function Jα, the function Iα goes to zero at x = 0 for α > 0 and is finite at x = 0 for α = 0.
1
Analogously, Kα diverges at x = 0 with the singularity being of logarithmic type for K0, and 2 Γ(|α|)(2/x)|α | otherwise.[26]
Modified Bessel functions of the first kind, , for Modified Bessel functions of the second kind, , for
. .
Two integral formulas for the modified Bessel functions are (for Re(x) > 0):[27]
Bessel functions can be described as Fourier transforms of powers of quadratic functions. For example (for Re(ω) > 0):
It can be proven by showing equality to the above integral definition for K0. This is done by integrating a closed curve in the first quadrant of
the complex plane.
Modified Bessel functions of the second kind may be represented with Bassett's integral [28]
Modified Bessel functions K1/3 and K2/3 can be represented in terms of rapidly convergent integrals[29]
The modified Bessel function is useful to represent the Laplace distribution as an Exponential-scale mixture
of normal distributions.
The modified Bessel function of the second kind has also been called by the following names (now rare):
The two linearly independent solutions to this equation are called the spherical Bessel functions jn
and yn, and are related to the ordinary Bessel functions Jn and Yn by[31]
The zeroth spherical Bessel function j0(x) is also known as the (unnormalized) sinc function. The first
few spherical Bessel functions are:[33]
and[34]
The first few non-zero roots of the first few spherical Bessel functions are: Spherical Bessel functions of the first kind , for
.
Non-zero Roots of the Spherical Bessel Function (first kind)
Order Root 1 Root 2 Root 3 Root 4 Root 5
1.570796 4.712389 7.853982 10.995574 14.137167 Spherical Bessel functions of the second kind , for
2.798386 6.121250 9.317866 12.486454 15.644128 .
Generating function
The spherical Bessel functions have the generating functions[35]
Differential relations
(1) (2)
In the following, fn is any of jn, yn, hn , hn for n = 0, ±1, ±2, ...[37]
(1) (2)
Spherical Hankel functions: hn , hn
There are also spherical analogues of the Hankel functions:
In fact, there are simple closed-form expressions for the Bessel functions of half-integer order in terms
of the standard trigonometric functions, and therefore for the spherical Bessel functions. In particular,
for non-negative integers n:
The spherical Hankel functions appear in problems involving spherical wave propagation, for example
in the multipole expansion of the electromagnetic field.
For example, this kind of differential equation appears in quantum mechanics while solving the radial
component of the Schrödinger's equation with hypothetical cylindrical infinite potential barrier.[38]
This differential equation, and the Riccati–Bessel solutions, also arises in the problem of scattering of
electromagnetic waves by a sphere, known as Mie scattering after the first published solution by Mie
(1908). See e.g., Du (2004)[39] for recent developments and references.
Riccati–Bessel functions Sn
Following Debye (1909), the notation ψn, χn is sometimes used instead of Sn, Cn. complex plot from −2 − 2i to 2 + 2i
Asymptotic forms
The Bessel functions have the following asymptotic forms. For small arguments , one obtains, when is not a negative
integer:[4]
For the Bessel function of the second kind we have three cases:
1
For large real arguments z ≫ |α2 − |, one cannot write a true asymptotic form for Bessel functions of the first and second kind (unless α is
4
half-integer) because they have zeros all the way out to infinity, which would have to be matched exactly by any asymptotic expansion.
However, for a given value of arg z one can write an equation containing a term of order |z|−1:[40]
1
(For α = 2 the last terms in these formulas drop out completely; see the spherical Bessel functions above.)
It is interesting that although the Bessel function of the first kind is the average of the two Hankel functions, Jα(z) is not asymptotic to the
average of these two asymptotic forms when z is negative (because one or the other will not be correct there, depending on the arg z used).
But the asymptotic forms for the Hankel functions permit us to write asymptotic forms for the Bessel functions of first and second kinds for
complex (non-real) z so long as |z| goes to infinity at a constant phase angle arg z (using the square root having positive real part):
For the modified Bessel functions, Hankel developed asymptotic expansions as well:[42][43]
1
When α = , all the terms except the first vanish, and we have
2
Properties
For integer order α = n, Jn is often defined via a Laurent series for a generating function:
an approach used by P. A. Hansen in 1843. (This can be generalized to non-integer order by contour integration or other methods.)
Infinite series of Bessel functions in the form where arise in many physical systems and are defined
in closed form by the Sung series.[45] For example, when N = 3: . More generally,
the Sung series and the alternating Sung series are written as:
and
which is used to expand a plane wave as a sum of cylindrical waves, or to find the Fourier series of a tone-modulated FM signal.
is called Neumann expansion of f. The coefficients for ν = 0 have the explicit form
with
More generally, if f has a branch-point near the origin of such a nature that
then
or
Another way to define the Bessel functions is the Poisson representation formula and the Mehler-Sonine formula:
1
where ν > − and z ∈ C.[48] This formula is useful especially when working with Fourier transforms.
2
Because Bessel's equation becomes Hermitian (self-adjoint) if it is divided by x, the solutions must satisfy an orthogonality relationship for
appropriate boundary conditions. In particular, it follows that:
where α > −1, δm,n is the Kronecker delta, and uα,m is the mth zero of Jα(x). This orthogonality relation can then be used to extract the
coefficients in the Fourier–Bessel series, where a function is expanded in the basis of the functions Jα(x uα,m) for fixed α and varying m.
1
(where rect is the rectangle function) then the Hankel transform of it (of any given order α > − ), gε(k), approaches Jα(k) as ε approaches
2
zero, for any given k. Conversely, the Hankel transform (of the same order) of gε(k) is fε(x):
which is zero everywhere except near 1. As ε approaches zero, the right-hand side approaches δ(x − 1), where δ is the Dirac delta function.
This admits the limit (in the distributional sense):
1
for α > − . The Hankel transform can express a fairly arbitrary function as an integral of Bessel functions of different scales. For the
2
spherical Bessel functions the orthogonality relation is:
Another important property of Bessel's equations, which follows from Abel's identity, involves the Wronskian of the solutions:
where Aα and Bα are any two solutions of Bessel's equation, and Cα is a constant independent of x (which depends on α and on the particular
Bessel functions considered). In particular,
and
For α > −1, the even entire function of genus 1, x−αJα(x), has only real zeros. Let
Recurrence relations
(1) (2)
The functions Jα, Yα, Hα , and Hα all satisfy the recurrence relations[50]
and
where Z denotes J, Y, H(1), or H(2). These two identities are often combined, e.g. added or subtracted, to yield various other relations. In this
way, for example, one can compute Bessel functions of higher orders (or higher derivatives) given the values at lower orders (or lower
derivatives). In particular, it follows that[51]
and
and
where Cα denotes Iα or eαiπKα. These recurrence relations are useful for discrete diffusion problems.
Transcendence
J'ν(x)
In 1929, Carl Ludwig Siegel proved that Jν(x), J'ν(x), and the logarithmic derivative
Jν(x)
are transcendental numbers when ν is rational
and x is algebraic and nonzero.[52] The same proof also implies that Kν(x) is transcendental under the same assumptions.[53]
and as a consequence
Multiplication theorem
The Bessel functions obey a multiplication theorem
where λ and ν may be taken as arbitrary complex numbers.[54][55] For |λ2 − 1| < 1,[54] the above expression also holds if J is replaced by Y.
The analogous identities for modified Bessel functions and |λ2 − 1| < 1 are
and
Bourget's hypothesis
Bessel himself originally proved that for nonnegative integers n, the equation Jn(x) = 0 has an infinite number of solutions in x.[56] When the
functions Jn(x) are plotted on the same graph, though, none of the zeros seem to coincide for different values of n except for the zero at
x = 0. This phenomenon is known as Bourget's hypothesis after the 19th-century French mathematician who studied Bessel functions.
Specifically it states that for any integers n ≥ 0 and m ≥ 1, the functions Jn(x) and Jn + m(x) have no common zeros other than the one at
x = 0. The hypothesis was proved by Carl Ludwig Siegel in 1929.[57]
Transcendence
Siegel proved in 1929 that when ν is rational, all nonzero roots of Jν(x) and J'ν(x) are transcendental,[58] as are all the roots of Kν(x).[53] It
is also known that all roots of the higher derivatives for n ≤ 18 are transcendental, except for the special values and
.[58]
Numerical approaches
For numerical studies about the zeros of the Bessel function, see Gil, Segura & Temme (2007), Kravanja et al. (1998) and Moler (2004).
Numerical values
The first zeros in J0 (i.e., j0,1, j0,2 and j0,3) occur at arguments of approximately 2.40483, 5.52008 and 8.65373, respectively.[59]
See also
Anger function Lerche–Newberger sum rule
Bessel polynomials Lommel function
Bessel–Clifford function Lommel polynomial
Bessel–Maitland function Neumann polynomial
Fourier–Bessel series Riccati-Bessel Functions (https://mathworld.wolfram.com/Ri
Hahn–Exton q-Bessel function ccati-BesselFunctions.html)
Hankel transform Schlömilch's series
Incomplete Bessel functions Sonine formula
Jackson q-Bessel function Struve function
Kelvin functions Vibrations of a circular membrane
Kontorovich–Lebedev transform Weber function (defined at Anger function)
Lentz's algorithm Gauss' circle problem
Notes
1. Wilensky, Michael; Brown, Jordan; Hazelton, Bryna (June 2023). "Why and when to expect Gaussian error distributions in
epoch of reionization 21-cm power spectrum measurements" (https://doi.org/10.1093%2Fmnras%2Fstad863). Monthly
Notices of the Royal Astronomical Society. 521 (4): 5191–5206. arXiv:2211.13576 (https://arxiv.org/abs/2211.13576).
doi:10.1093/mnras/stad863 (https://doi.org/10.1093%2Fmnras%2Fstad863).
2. Weisstein, Eric W. "Spherical Bessel Function of the Second Kind" (https://mathworld.wolfram.com/SphericalBesselFunctiono
ftheSecondKind.html). MathWorld.
3. Weisstein, Eric W. "Bessel Function of the Second Kind" (https://mathworld.wolfram.com/BesselFunctionoftheSecondKind.ht
ml). MathWorld.
4. Abramowitz and Stegun, p. 360, 9.1.10 (https://personal.math.ubc.ca/~cbm/aands/page_360.htm).
5. Whittaker, Edmund Taylor; Watson, George Neville (1927). A Course of Modern Analysis (4th ed.). Cambridge University
Press. p. 356. For example, Hansen (1843) and Schlömilch (1857).
6. Abramowitz and Stegun, p. 358, 9.1.5 (https://personal.math.ubc.ca/~cbm/aands/page_358.htm).
7. Temme, Nico M. (1996). Special Functions: An introduction to the classical functions of mathematical physics (2nd print ed.).
New York: Wiley. pp. 228–231. ISBN 0471113131.
8. Weisstein, Eric W. "Hansen-Bessel Formula" (https://mathworld.wolfram.com/Hansen-BesselFormula.html). MathWorld.
9. Bessel, F. (1824). The relevant integral is an unnumbered equation between equations 28 and 29. Note that Bessel's
would today be written .
10. Watson, p. 176 (https://books.google.com/books?id=Mlk3FrNoEVoC&pg=PA176)
11. "Properties of Hankel and Bessel Functions" (https://web.archive.org/web/20100923194031/http://www.math.ohio-state.edu/~
gerlach/math/BVtypset/node122.html). Archived from the original (http://www.math.ohio-state.edu/~gerlach/math/BVtypset/no
de122.html) on 2010-09-23. Retrieved 2010-10-18.
12. "Integral representations of the Bessel function" (https://web.archive.org/web/20221003054117/https://www.nbi.dk/~polesen/b
orel/node15.html). www.nbi.dk. Archived from the original (https://www.nbi.dk/~polesen/borel/node15.html) on 3 October
2022. Retrieved 25 March 2018.
13. Arfken & Weber, exercise 11.1.17.
14. Abramowitz and Stegun, p. 362, 9.1.69 (https://personal.math.ubc.ca/~cbm/aands/page_362.htm).
15. Szegő, Gábor (1975). Orthogonal Polynomials (4th ed.). Providence, RI: AMS.
16. "Bessel Functions of the First and Second Kind" (http://www.mhtlab.uwaterloo.ca/courses/me755/web_chap4.pdf) (PDF).
mhtlab.uwaterloo.ca. p. 3. Archived (https://ghostarchive.org/archive/20221009/http://www.mhtlab.uwaterloo.ca/courses/me7
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18. Watson, p. 178 (https://books.google.com/books?id=Mlk3FrNoEVoC&pg=PA178).
19. Abramowitz and Stegun, p. 358, 9.1.3, 9.1.4 (https://personal.math.ubc.ca/~cbm/aands/page_358.htm).
20. Abramowitz and Stegun, p. 358, 9.1.6 (https://personal.math.ubc.ca/~cbm/aands/page_358.htm).
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22. Abramowitz and Stegun, p. 375, 9.6.2, 9.6.10, 9.6.11 (https://personal.math.ubc.ca/~cbm/aands/page_375.htm).
23. Dixon; Ferrar, W.L. (1930). "A direct proof of Nicholson's integral". The Quarterly Journal of Mathematics. Oxford: 236–238.
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24. Abramowitz and Stegun, p. 375, 9.6.3, 9.6.5 (https://personal.math.ubc.ca/~cbm/aands/page_375.htm).
25. Abramowitz and Stegun, p. 374, 9.6.1 (https://personal.math.ubc.ca/~cbm/aands/page_374.htm).
26. Greiner, Walter; Reinhardt, Joachim (2009). Quantum Electrodynamics. Springer. p. 72. ISBN 978-3-540-87561-1.
27. Watson, p. 181 (https://books.google.com/books?id=Mlk3FrNoEVoC&pg=PA181).
28. "Modified Bessel Functions §10.32 Integral Representations" (http://dlmf.nist.gov/10.32.E11). NIST Digital Library of
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29. Khokonov, M. Kh. (2004). "Cascade Processes of Energy Loss by Emission of Hard Photons". Journal of Experimental and
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33. Abramowitz and Stegun, p. 438, 10.1.11 (https://personal.math.ubc.ca/~cbm/aands/page_438.htm).
34. Abramowitz and Stegun, p. 438, 10.1.12 (https://personal.math.ubc.ca/~cbm/aands/page_438.htm).
35. Abramowitz and Stegun, p. 439, 10.1.39 (https://personal.math.ubc.ca/~cbm/aands/page_439.htm).
36. L.V. Babushkina, M.K. Kerimov, A.I. Nikitin, Algorithms for computing Bessel functions of half-integer order with complex
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37. Abramowitz and Stegun, p. 439, 10.1.23, 10.1.24 (https://personal.math.ubc.ca/~cbm/aands/page_439.htm).
38. Griffiths. Introduction to Quantum Mechanics, 2nd edition, p. 154.
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40. Abramowitz and Stegun, p. 364, 9.2.1 (https://personal.math.ubc.ca/~cbm/aands/page_364.htm).
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External links
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Encyclopedia of Mathematics, EMS Press.
Karmazina, L. N.; Prudnikov, A.P. (2001) [1994], "Cylinder function" (https://www.encyclopediaofmath.org/index.php?title=Cyli
nder_function), Encyclopedia of Mathematics, EMS Press.
Rozov, N. Kh. (2001) [1994], "Bessel equation" (https://www.encyclopediaofmath.org/index.php?title=Bessel_equation),
Encyclopedia of Mathematics, EMS Press.
Wolfram function pages on Bessel J (https://functions.wolfram.com/Bessel-TypeFunctions/BesselJ/) and Y (https://functions.
wolfram.com/Bessel-TypeFunctions/BesselY/) functions, and modified Bessel I (https://functions.wolfram.com/Bessel-TypeFu
nctions/BesselI/) and K (https://functions.wolfram.com/Bessel-TypeFunctions/BesselK/) functions. Pages include formulas,
function evaluators, and plotting calculators.
Weisstein, Eric W. "Bessel functions of the first kind" (https://mathworld.wolfram.com/BesselFunctionoftheFirstKind.html).
MathWorld.
Bessel functions Jν (http://www.librow.com/articles/article-11/appendix-a-34), Yν (http://www.librow.com/articles/article-11/app
endix-a-35), Iν (http://www.librow.com/articles/article-11/appendix-a-36) and Kν (http://www.librow.com/articles/article-11/appe
ndix-a-37) in Librow Function handbook (http://www.librow.com/articles/article-11).
F. W. J. Olver, L. C. Maximon, Bessel Functions (https://dlmf.nist.gov/10) (chapter 10 of the Digital Library of Mathematical
Functions).
Moler, C. B. (2004). Numerical Computing with MATLAB (https://web.archive.org/web/20170808214249/http://tocs.ulb.tu-dar
mstadt.de/124154883.pdf) (PDF). Society for Industrial and Applied Mathematics. Archived from the original (http://tocs.ulb.tu
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