Bessel’s equation

Dr. Motilal Panigrahi

Associate Professor, Nirma University
Bessel’s equation
• 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝜈 2 𝑦 = 0 …(1)
• where 𝜈 is a constant.
• To solve this we apply Frobenius Method of solution.
• The point 𝑥 = 0, is a regular singular point of (1).
• So we seek solution in the form
•𝑦= ∞ 𝑛 𝑛𝑎 𝑥 𝑛+𝑟
with 𝑎0 ≠ 0.
• Then we have
• 𝑦′ = ∞ 𝑛 (𝑛 + 𝑟)𝑎 𝑛 𝑥 𝑛+𝑟−1 , 𝑦 ′′ = ∞(𝑛 + 𝑟)(𝑛 + 𝑟 − 1)𝑎 𝑥 𝑛+𝑟−2
𝑛 𝑛

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Bessel’s equation
• 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝜈 2 𝑦 = 0 …(1)
•𝑦= ∞ 𝑎
𝑛=0 𝑛 𝑥 𝑛+𝑟 …(2)

• 𝑦′ = ∞ 𝑛=0 (𝑛 + 𝑟)𝑎 𝑛 𝑥 𝑛+𝑟−1 ,

• 𝑦 ′′ = ∞ 𝑛=0 (𝑛 + 𝑟)(𝑛 + 𝑟 − 1)𝑎 𝑛 𝑥 𝑛+𝑟−2

• So equation (1) becomes

∞ ∞

𝑥2 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛+𝑟−2 + 𝑥 (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛+𝑟−1

𝑛=0 𝑛=0
∞
+ 𝑥2 − 𝜈2 𝑎
𝑛=0 𝑛 𝑥 𝑛+𝑟 =0

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Bessel’s equation
• So equation (1) becomes
∞ ∞

𝑥2 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛+𝑟−2 + 𝑥 (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛+𝑟−1

𝑛=0 𝑛=0
∞
+ 𝑥2 − 𝜈 2
𝑎
𝑛=0 𝑛 𝑥 𝑛+𝑟
=0
Or,
∞ ∞

𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛+𝑟 + (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛+𝑟

𝑛=0 𝑛=0
∞ 𝑛+𝑟+2 ∞ 2 𝑛+𝑟
+ 𝑎
𝑛=0 𝑛 𝑥 − 𝑛=0 𝜈 𝑎 𝑛 𝑥 =0

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Bessel’s equation
∞ ∞

𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛+𝑟 + (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛+𝑟

𝑛=0 𝑛=0
+ ∞ 𝑎
𝑛=0 𝑛 𝑥 𝑛+𝑟+2
− ∞𝑛=0 𝜈 2
𝑎 𝑛 𝑥 𝑛+𝑟
=0
Observe that 𝑥 𝑟 is
common in all the series, so we can take out 𝑥 𝑟 from
each term, and then we get
∞ ∞

𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
∞ 𝑛+2 ∞ 2 𝑛
+ 𝑛=0 𝑎𝑛 𝑥 − 𝑛=0 𝜈 𝑎 𝑛 𝑥 =0

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Bessel’s equation
∞ ∞

𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 + 𝑟)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
+ ∞ 𝑛=0 𝑎 𝑥 𝑛+2 −
𝑛
∞
𝑛=0 𝜈 2𝑎 𝑥 𝑛 = 0
𝑛
Now collecting the coefficients of 𝑥 0 , we get
𝑟 𝑟 − 1 𝑎0 + 𝑟𝑎0 − 𝜈 2 𝑎0 = 0
𝑜𝑟, 𝑟 2 − 𝜈 2 𝑎0 = 0
But we have assumed in the beginning that 𝑎0 ≠ 0, and hence
𝒓𝟐 − 𝝂𝟐 = 𝟎…(3)
The equation (3) is called indicial equation.
Thus 𝑟 = 𝜈 𝑜𝑟 − 𝜈.

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Case-1 𝑟 = 𝜈
∞ ∞

𝑛 + 𝜈 𝑛 + 𝜈 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 + 𝜈)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
+ ∞ 𝑎
𝑛=0 𝑛 𝑥𝑛+2
− ∞
𝑛=0 𝜈 2
𝑎 𝑛 𝑥 𝑛
=0
• The coefficients of 𝑥 1 , gives
• 1 + 𝜈 1 + 𝜈 − 1 𝑎1 + 1 + 𝜈 𝑎1 − 𝜈 2 𝑎1 = 0
𝑜𝑟, 𝜈 + 𝜈 2 + 1 + 𝜈 − 𝜈 2 𝑎1 = 0
𝑜𝑟, 2𝜈 + 1 𝑎1 = 0
As𝜈 ≥ 0, so 2𝜈 + 1 ≠ 0, therefore, 𝑎1 = 0.

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Case-1 𝑟 = 𝜈
∞ ∞

𝑛 + 𝜈 𝑛 + 𝜈 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 + 𝜈)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
+ ∞ 𝑎
𝑛=0 𝑛
𝑛+2
𝑥 − ∞
𝑛=0 𝜈 2
𝑎 𝑛 𝑥 𝑛
=0
• The coefficients of 𝑥 𝑛 for 𝑛 ≥ 2 gives
• 𝑛 + 𝜈 𝑛 + 𝜈 − 1 𝑎𝑛 + 𝑛 + 𝜈 𝑎𝑛 + 𝑎𝑛−2 − 𝜈 2 𝑎𝑛 = 0
𝑜𝑟, 𝑛 + 𝜈 2 − 𝜈 2 𝑎𝑛 = −𝑎𝑛−2
𝒂𝒏−𝟐
𝑜𝑟, 𝒂𝒏 = − … (𝟒)
𝒏 𝒏 + 𝟐𝝂
This equation is a recurrence relation.
Dr. Motilal Panigrahi, Associate Professor, Nirma University
Case-1 𝑟 = 𝜈
𝑎𝑛−2
𝑎𝑛 = −
𝑛(𝑛 + 2𝜈)
As, 𝑎1 = 0, we get
𝑎3 = 𝑎5 = 0 = 𝑎7 = ⋯
𝑎0 𝑎0
𝑎2 = − =− 2 ;
2 2+2𝜈 2 (1+𝜈)
𝑎2 −1 2 𝑎0 −1 2 𝑎0
𝑎4 = − = =
4 4+2𝜈 4 4+2𝜈 22 (1+𝜈) 24 (2!) 2+𝜈 (1+𝜈)

−1 3 𝑎0
𝑎6 = 6
2 (3!) 3 + 𝜈 2 + 𝜈 (1 + 𝜈)

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Case-1 𝑟 = 𝜈
Thus in general, we get
−1 𝑛 𝑎0
𝑎2𝑛 = 2𝑛
2 𝑛! 𝑛 + 𝜈 … 2 + 𝜈 (1 + 𝜈)
Now we can substitute these values in (2), and we get one solution as
𝑦𝜈 = 𝑎0 𝑥 𝜈 + ∞ 𝑎
𝑛=1 2𝑛 𝑥 2𝑛+𝜈

∞
−1 𝑛
= 𝑎0 𝑥 𝜈 1 + 𝑥 2𝑛
22𝑛 𝑛! 𝑛 + 𝜈 … 2 + 𝜈 (1 + 𝜈)
𝑛=1

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Thus

∞
−1 𝑛
𝑦𝜈 = 𝑎0 𝑥 𝜈 1 + 𝑥 2𝑛 … (5)
22𝑛 𝑛! 1 + 𝜈 2 + 𝜈 … (𝑛 + 𝜈)
𝑛=1

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Case-2 𝑟 = −𝜈
∞ ∞

𝑛 − 𝜈 𝑛 − 𝜈 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 − 𝜈)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
+ ∞ 𝑛=0 𝑛𝑎 𝑛+2
𝑥 − ∞
𝑛=0 𝜈 2
𝑎 𝑛 𝑥 𝑛
=0
• The coefficients of 𝑥 1 , gives
• 1 − 𝜈 1 − 𝜈 − 1 𝑎1 + 1 − 𝜈 𝑎1 − 𝜈 2 𝑎1 = 0
𝑜𝑟, −𝜈 + 𝜈 2 + 1 − 𝜈 − 𝜈 2 𝑎1 = 0
𝑜𝑟, 1 − 2𝜈 𝑎1 = 0
If 2𝜈 is not an integer, then, 𝑎1 = 0.

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Case-2 𝑟 = −𝜈
∞ ∞

𝑛 − 𝜈 𝑛 − 𝜈 − 1 𝑎𝑛 𝑥 𝑛 + (𝑛 − 𝜈)𝑎𝑛 𝑥 𝑛
𝑛=0 𝑛=0
+ ∞ 𝑎
𝑛=0 𝑛 𝑥𝑛+2
− ∞
𝑛=0 𝜈 2
𝑎 𝑛 𝑥 𝑛
=0
• The coefficients of 𝑥 𝑛 for 𝑛 ≥ 2 gives
• 𝑛 − 𝜈 𝑛 − 𝜈 − 1 𝑎𝑛 + 𝑛 − 𝜈 𝑎𝑛 + 𝑎𝑛−2 − 𝜈 2 𝑎𝑛 = 0
𝑜𝑟, 𝑛 − 𝜈 2 − 𝜈 2 𝑎𝑛 = −𝑎𝑛−2
𝒂𝒏−𝟐
𝑜𝑟, 𝒂𝒏 = − … (𝟔)
𝒏 𝒏 − 𝟐𝝂
This equation is a recurrence relation, here note that this is same as (4)
except that 𝝂 replaced by −𝝂.
Dr. Motilal Panigrahi, Associate Professor, Nirma University
Case-2 𝑟 = −𝜈

∞
−1 𝑛
𝑦−𝜈 = 𝑎0 𝑥 −𝜈 1 + 𝑥 2𝑛 … (7)
22𝑛 𝑛! 1 − 𝜈 2 − 𝜈 … (𝑛 − 𝜈)
𝑛=1

Now we recall the Gamma function which we have read before.

Recall that
Γ 𝑛 + 1 = 𝑛Γ 𝑛
Therefore,
Γ 𝑛+𝜈+1 = 𝑛+𝜈 𝑛−1+𝜈 … 1+𝜈 Γ 1+𝜈
Dr. Motilal Panigrahi, Associate Professor, Nirma University
Now
Γ 𝑛+𝜈+1
𝑛+𝜈 𝑛−1+𝜈 … 1+𝜈 =
Γ 𝜈+1

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Thus

∞
−1 𝑛
𝑦𝜈 = 𝑎0 𝑥 𝜈 1 + 𝑥 2𝑛 … (5)
22𝑛 𝑛! 1 + 𝜈 2 + 𝜈 … (𝑛 + 𝜈)
𝑛=1 ∞
−1 𝑛 Γ 1 + 𝜈
= 𝑎0 𝑥 𝜈 1 + 𝑥 2𝑛
22𝑛 𝑛! Γ 𝑛 + 1 + 𝜈
𝑛=1
2−𝜈
Now if we choose 𝑎0 = , then what we get is denoted by
Γ 1+𝜈

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 2−𝜈
𝑎0 = makes,
Γ 1+𝜈

∞
−1 𝑛 Γ 1 + 𝜈
𝐽𝜈 = 𝑎0 𝑥 𝜈 1 + 𝑥 2𝑛
22𝑛 𝑛! Γ 𝑛 + 1 + 𝜈
𝑛=1∞
2−𝜈 −1 𝑛 Γ 1 + 𝜈
= 𝑥𝜈 1 + 𝑥 2𝑛
Γ 1+𝜈 22𝑛 𝑛! Γ 𝑛 + 1 + 𝜈
𝑛=1
∞
𝑥 𝜈 1 −1 𝑛
= + 𝑥 2𝑛
2 Γ 1+𝜈 22𝑛 𝑛! Γ 𝑛 + 1 + 𝜈
∞ 𝑛=1
𝑥 𝜈 −1 𝑛 𝑥 2𝑛
=
2 𝑛! Γ 𝑛 + 1 + 𝜈 2
𝑛=0
Dr. Motilal Panigrahi, Associate Professor, Nirma University
𝑇ℎ𝑖𝑠 is known as Bessel’s function,

∞
𝑥 𝜈 −1 𝑛 𝑥 2𝑛
𝐽𝜈 (𝑥) =
2 𝑛! Γ 𝑛 + 1 + 𝜈 2
𝑛=0
This is called Bessel’s function for 𝑥 > 0, 𝜈 ≥ 0, of the first kind of order
𝜈.
Similar to this, we have the other solution
∞
𝑥 −𝜈 −1 𝑛 𝑥 2𝑛
𝐽−𝜈 (𝑥) =
2 𝑛! Γ 𝑛 + 1 − 𝜈 2
𝑛=0

Dr. Motilal Panigrahi, Associate Professor, Nirma University

For 𝜈 not an integer these two solutions are
linearly independent, and hence the solution is
• 𝑦 = 𝑐1 𝐽𝜈 𝑥 + 𝑐2 𝐽−𝜈 𝑥

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Now we find some recurrence relations of
Bessel’s function
𝑑
• i) 𝑥 𝜈 𝐽𝜈 𝑥 = 𝑥 𝜈 𝐽𝜈−1 𝑥
𝑑𝑥
𝑑
• ii) 𝑥 −𝜈 𝐽𝜈 𝑥 = −𝑥 −𝜈 𝐽𝜈+1 𝑥
𝑑𝑥
𝜈
• iii) 𝐽𝜈′ 𝑥 + 𝐽𝜈 (𝑥) = 𝐽𝜈−1 𝑥
𝑥
′ 𝜈
• iv) 𝐽𝜈 𝑥 − 𝐽𝜈 𝑥 = −𝐽𝜈+1 𝑥
𝑥
• v) 2𝐽𝜈′ 𝑥 = 𝐽𝜈−1 𝑥 − 𝐽𝜈+1 𝑥
2
• vi) 𝐽 𝑥 = 𝐽𝜈−1 𝑥 + 𝐽𝜈+1 𝑥
𝜈 𝜈

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 𝑑 𝜈 𝜈
i) 𝑥 𝐽𝜈 𝑥 = 𝑥 𝐽𝜈−1 𝑥
𝑑𝑥

• Proof:
∞ −1 𝑛 𝑥 2𝑛+𝜈
• 𝐽𝜈 (𝑥) = 𝑛=0
𝑛! Γ 𝑛+1+𝜈 2
𝜈 ∞ −1 𝑛
• 𝑥 𝐽𝜈 𝑥 = 𝑛=0 𝟐𝒏+𝝂 𝑥 2𝑛+2𝜈
𝟐 𝑛! Γ 𝑛+1+𝜈
𝑑 𝜈 ∞ −1 𝑛
• 𝑥 𝐽𝜈 𝑥 = 𝑛=0 𝟐𝒏+𝝂 (2𝑛 + 2𝜈)𝑥 2𝑛+2𝜈−1
𝑑𝑥 𝟐 𝑛! Γ 𝑛+1+𝜈
−1 𝑛
• = ∞ 𝑛=0 𝟐𝟐𝒏+𝝂 𝑛! (𝒏+𝝂)𝚪 𝒏+𝝂 (2𝑛 + 2𝜈)𝑥 2𝑛+2𝜈−1

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Proof contd..

−1𝑛
∞ 2𝑛+2𝜈−1
•= 𝑛=0 𝟐𝟐𝒏+𝝂 𝑛! (𝒏+𝝂)𝚪 𝒏+𝝂 (2𝑛 + 2𝜈)𝑥
𝜈 ∞ −1 𝑛
•= 𝑥 𝑛=0 𝟐𝒏+𝝂−𝟏 𝑥 2𝑛+𝜈−1
𝟐 𝑛! 𝚪 𝒏+𝝂
−1 𝑛 𝑥 2𝑛+𝜈−1
•= 𝑥𝜈 ∞𝑛=0 𝑛! 𝚪 𝒏+𝝂 2

−1 𝑛 𝑥 2𝑛+𝜈−1
•= 𝑥𝜈 ∞𝑛=0 𝑛! 𝚪 𝒏+𝟏+𝝂−𝟏 2 = 𝑥 𝜈𝐽
𝜈−1 𝑥

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 𝑑 −𝜈 −𝜈
ii) 𝑥 𝐽𝜈 𝑥 = −𝑥 𝐽𝜈+1 𝑥
𝑑𝑥
• Proof:
−1 𝑛 𝑥 2𝑛+𝜈
∞
• 𝐽𝜈 (𝑥) = 𝑛=0 𝑛! Γ 𝑛+1+𝜈 2

∞ −1 𝑛
• 𝑥 −𝜈 𝐽𝜈 𝑥 = 𝑛=0 𝟐𝒏+𝝂 𝑥 2𝑛 (Observe that first term
𝟐 𝑛! Γ 𝑛+1+𝜈
that is when n=0 is a constant)
𝑑 −1 𝑛
• 𝑥 −𝜈 𝐽𝜈 𝑥 = ∞ 𝑛=1 𝟐𝟐𝒏+𝝂 𝑛! Γ 𝑛+1+𝜈 (2𝑛)𝑥 2𝑛−1
𝑑𝑥
∞ −1 𝑛 2𝑛−1
•= 𝑛=1 𝟐𝟐𝒏+𝝂 𝒏 𝒏−𝟏 !𝚪 𝒏+𝝂+𝟏 (2𝑛)𝑥

Dr. Motilal Panigrahi, Associate Professor, Nirma University

Proof contd..
∞ −1 𝑛 2𝑛−1
•= 𝑛=1 𝟐𝟐𝒏+𝝂 𝒏 𝒏−𝟏 !𝚪 𝒏+𝝂+𝟏 (2𝑛)𝑥

−𝜈 ∞ −1 𝑛−1 2𝑛+𝜈−1
•= −𝑥 𝑛=1 𝟐𝟐𝒏+𝝂−𝟏 𝑛−1 !𝚪 𝒏+𝝂+𝟏 𝑥
−1 𝑛−1 𝑥 2𝑛+𝜈−1
•= −𝑥 −𝜈 ∞𝑛=1 𝑛−1 !𝚪 𝒏+𝝂+𝟏 2

• Replacing 𝑛 − 1 by 𝑚 we get
∞ −1 𝑚 𝑥 2 𝑚+1 +𝜈−1
• = −𝑥 −𝜈 𝑚=0 𝑚! 𝚪 𝒎+𝟏+𝝂+𝟏 2
∞ −1 𝑚 𝑥 2𝑚+𝝂+𝟏
•= −𝑥 −𝜈 𝑚=0 𝑚! 𝚪 𝒎+𝟏+𝝂+𝟏 = −𝑥 −𝜈 𝐽𝜈+1 𝑥
2

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 𝑑 −𝜈 −𝜈
Note: 𝑥 𝐽𝜈 𝑥 = −𝑥 𝐽𝜈+1 𝑥
𝑑𝑥
• When 𝜈 = 0,
𝑑
• 𝐽0 𝑥 = −𝐽1 𝑥
𝑑𝑥
That is
𝐽0 ′(𝑥) = −𝐽1 𝑥

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 ′ 𝜈
iii) 𝐽𝜈 𝑥 + 𝐽𝜈 (𝑥) = 𝐽𝜈−1 𝑥
𝑥
𝑑
• 𝐴𝑠 𝑥 𝜈 𝐽𝜈 𝑥 = 𝑥 𝜈 𝐽𝜈−1 𝑥 ,
𝑑𝑥
• 𝑜𝑟, 𝑥 𝜈 𝐽𝜈′ 𝑥
+ 𝜈𝑥 𝜈−1 𝐽𝜈 𝑥 = 𝑥 𝜈 𝐽𝜈−1 𝑥
• Divide by 𝑥 𝜈 , we get
𝜈
𝐽𝜈′ 𝑥 + 𝐽 𝑥 = 𝐽𝜈−1 𝑥
𝑥 𝜈

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 ′ 𝜈
iv) 𝐽𝜈 𝑥 − 𝐽𝜈 𝑥 = −𝐽𝜈+1 𝑥
𝑥
𝑑
• 𝐴𝑠 𝑥 −𝜈 𝐽𝜈 𝑥 = −𝑥 −𝜈 𝐽𝜈+1 𝑥
𝑑𝑥
• 𝑜𝑟, 𝑥 −𝜈 𝐽𝜈′ 𝑥 − 𝜈𝑥 −𝜈−1 𝐽𝜈 𝑥 = −𝑥 −𝜈 𝐽𝜈+1 𝑥
• Divide by 𝑥 −𝜈 , we get
𝜈
𝐽𝜈′ 𝑥 − 𝐽 𝑥 = −𝐽𝜈+1 𝑥
𝑥 𝜈

Dr. Motilal Panigrahi, Associate Professor, Nirma University

v) ′
2𝐽𝜈 𝑥 = 𝐽𝜈−1 𝑥 − 𝐽𝜈+1 𝑥
• 𝐴𝑑𝑑𝑖𝑛𝑔 𝑖𝑖𝑖 𝑎𝑛𝑑 𝑖𝑣 , 𝑤𝑒 𝑔𝑒𝑡

2𝐽𝜈′ 𝑥 = 𝐽𝜈−1 𝑥 − 𝐽𝜈+1 𝑥

Dr. Motilal Panigrahi, Associate Professor, Nirma University

 2
vi) 𝐽𝜈 𝑥 = 𝐽𝜈−1 𝑥 + 𝐽𝜈+1 𝑥
𝜈
• 𝑆𝑢𝑏𝑡𝑟𝑎𝑐𝑡𝑖𝑛𝑔 𝑖𝑣 𝑓𝑟𝑜𝑚 𝑖𝑖𝑖 , we get

2
𝐽𝜈 𝑥 = 𝐽𝜈−1 𝑥 + 𝐽𝜈+1 𝑥
𝜈

Dr. Motilal Panigrahi, Associate Professor, Nirma University