1 Solutions in Cylindrical Coordinates: Bessel Functions
1 Solutions in Cylindrical Coordinates: Bessel Functions
1 Solutions in Cylindrical Coordinates: Bessel Functions
1
To see that this equation is of Sturm-Liouville form, divide through by ρ :
∂ ∂R m2
ρ + k2 ρR − R=0 (1)
∂ρ ∂ρ ρ
Now we have a Sturm-Liouville equation (slreview notes eqn. 1) with f (ρ) = ρ,
g (ρ) = m2 /ρ, eigenvalue λ = k2 and weighting function w (ρ) = ρ. Equation (1)
is Bessel’s equation. The solutions are orthogonal functions. Since f (0) = 0,
we do not need to specify any boundary condition at ρ = 0 if our range is
0 ≤ ρ ≤ a, as is frequently the case. (We do specify that R remain finite.) We
do need a boundary condition at ρ = a.
It is simpler and more elegant to solve Bessel’s equation if we change to the
dimensionless variable x = kρ. Then:
∂ ∂R m2
k kρ + k2 ρR − k R = 0
∂kρ ∂kρ kρ
d dR m2
x + xR − R = 0
dx dx x
The equation has a singular point at x = 0. So we look for a series solution of
the Frobenius type (cf Lea Chapter 3 §3.3.2):
∞
[
R = xp an xn
n=0
∞
[
R = (n + p) an xn+p−1
n=0
[∞
d dR
x = (n + p)2 an xn+p−1
dx dx n=0
2
Let’s look first at the solution with p = +m. We can step down to find each ak .
If we start the series with a0, then k will always be even, k = 2n, and
−1 −1
a2n = a2n−4
2n (2n + 2m) (2n − 2) (2n − 2 + 2m)
(−1)3
= a2n−6
23 n (n − 1) (n − 2) 23 (n + m) (n + m − 1) (n + m − 2)
(−1)n 1
= a0 n
2 n! 2n (n + m) (n + m − 1) · · · (m + 1)
Then
n
1 (−1) 1
a2n =
2m Γ (m + 1) 2n n! 2n (n + m) (n + m − 1) · · · (m + 1)
(−1)n
= (3)
n!Γ (n + m + 1) 22n+m
The function Jm (x) has only even powers if m is an even integer and only odd
powers if m is an odd integer. The series converges for all values of x.
Let’s see what the second solution looks like. With p = −m the recursion
relation is:
ak−2
ak = (5)
k (k − 2m)
where again k = 2n. Now if m is an integer we will not be able to determine
a2m because the recursion relation blows up. One solution to this dilemma is
to start the series with a2m . Then we can find the succeeding a2n :
which is the same recursion relation we had before. (Compare the equation
above with equation (3). Thus we do not get a linearly independent solution
this way1 . (This dilemma does not arise if the separation constant is taken to
be −ν 2 with ν non-integer. In that case the second recursion relation provides
1 This happens because the two roots of the indicial equation differ by an integer: 2m.
3
a series J−ν (x) that is linearly independent of the first.) Indeed we find:
∞
[ (−1)n Γ (m + 1)
J−m (x) = a x2(n+m)−m
2n 2m
n=0
n!Γ (n + m + 1) 2
∞
[ n
(−1) Γ (m + 1) 2m x m+2n
= a2m
n=0
n!Γ (n + m + 1) 2
and if we choose
(−1)m
a2m =
Γ (m + 1) 2m
then
m
J−m (x) = (−1) Jm (x) (6)
With this choice Jν (x) is a continuous function of ν. (Notice that we can also
express the series using equation (3) for the coefficients, with m → −m and
n → k + m,and where a2n ≡ 0 for n < m. )
We still have to determine the second, linearly independent solution of the
Bessel equation. We can find it by taking the limit as ν → m of a linear
combination of Jν and J−ν known as the Neumann function Nν (x) :
Now we expand the functions to first order in ε. We use a Taylor series for the
Bessel functions. Note that ε appears in the index, not the argument, so we
have to differentiate with respect to ν. .
m
Jm+ε (x) (−1) − J−(m+ε) (x)
Nm (x) = lim
ε→0 (−1)m επ
(−1)m m dJν dJ−ν
= lim (−1) Jm + ε − J−m + ε
ε→0 επ dν ν=m dν ν=m
4
The derivative has a logarithmic term:
% &
dJν d [∞
(−1)n x 2n
= xν
dν dν n=0
n!Γ (n + ν + 1) 2
dxν [
∞
(−1)
n x 2n d [
∞
(−1)
n x 2n
= + xν
dν n=0 n!Γ (n + ν + 1) 2 dν n=0 n!Γ (n + ν + 1) 2
and
dxν d ν ln x
= e = ln xeν ln x = xν ln x
dν dν
and so dJν /dx has a term containing Jν ln x. This term diverges as x → 0
provided that Jv (0) is not zero, i.e. for ν = 0. The function Nv (x) also
diverges as x → 0 for ν = 0, because it contains negative powers of x. (The
series for J−ν starts with a term x−ν .) Nν is finite as x → ∞ because Jν goes
to zero sufficiently fast.
Two additional functions called Hankel functions are defined as linear com-
binations of J and N :
(1)
Hm (x) = Jm (x) + iNn (x) (7)
and
(2)
Hm (x) = Jm (x) − iNn (x) (8)
Compare the relation between sine, cosine, and exponential:
1.0
J
0.8
0.6
0.4
0.2
0.0
2 4 6 8 10 12 14
-0.2 x
-0.4
5
For small values of the argument, we may approximate the function with the
first term in the series:
1 x m
Jm (x) ≈ for x 1 (9)
Γ (m + 1) 2
The Neumann functions are not well behaved at x = 0. N0 has a logarithmic
singularity, and for m > 0, Nm diverges as an inverse power of x :
2
N0 (x) ≈ ln x for x 1
π m
(m − 1)! 2
Nm (x) ≈ − for x 1, m > 0 (10)
π x
For large values of the argument, both J and N oscillate: they are like damped
cosine or sine functions:
u
2 mπ π
Jm (x) ≈ cos x − − for x 1, m (11)
πx 2 4
u
2 mπ π
Nm (x) ≈ sin x − − for x 1, m (12)
πx 2 4
and thus the Hankel functions are like complex exponentials:
u k
(1,2) 2 mπ π l
Hm ≈ exp ±i x − − for x 1, m (13)
πx 2 4
Notice that if m > 1, the large argument expansions apply for x m rather
than the usual x 1.
6
1.4 Orthogonality of the Jm
Since the Bessel equation is of Sturm-Liouville form, the Bessel functions are
orthogonal if we demand that they satisfy boundary conditions of the form
(slreview notes eqn 2). In particular, suppose the region of interest is ρ = 0
to ρ = a, and the boundary conditions are Jm (ka) = 0. We do not need a
boundary condition at ρ = 0 because the function f (ρ) = ρ is zero there. Then
the eigenvalues are
αmn
kmn =
a
where αmn is the nth zero of Jm . (The zeros are tabulated in standard references
such as Abramowitz and Stegun. Also programs such as Mathematica and
Maple can compute them.) Then
] a
a2 2
ρJm (kmn ρ) Jm (kmn3 ρ) dρ = [Jm (kmn a)] δ nn3 (19)
0 2
Next we make use of the orthogonality of the Bessel functions. Multiply both
sides by ρJ0 (k0r ρ)and integrate from 0 to a. (Note here that the weight function
w (ρ) = ρ. This is the first time we have seen a weight function that is not 1.)
Only one term in the sum, with n = r, survives the integration.
] a ] a ∞
[
V ρJ0 (k0r ρ) dρ = ρJ0 (k0r ρ) an J0 (k0n ρ) sinh (k0n h) dρ
0 0 n=1
] a
2
= ar ρ [J0 (k0r ρ)] dρ sinh (k0r h)
0
a2 2
= ar [J0 (k0r a)] sinh (k0r h)
2
7
To evaluate the left hand side, we use equation (16) with m = 1 :
] a ]
1 a d
ρJ0 (kρ) dρ = (kρJ1 (kρ)) dρ
0 k 0 dkρ
1 a
= ρJ1 (kρ)|a0 = J1 (ka)
k k
So
Va 2
ar = J1 (k0r a)
k0r a [J0 (k0r a)]2 sinh (k0r h)
2
V 2
=
k0r a J1 (k0r a) sinh (k0r h)
where we used the result from equation (15) that J0 = −J1 . Finally our solution
is: ∞
[ J0 (α0n ρ/a) sinh (α0n z/a)
Φ = 2V
α
n=1 0n 1
J (α0n ) sinh (α0n h/a)
The first two zeros of J0 are: α01 = 2.4048, α02 = 5.5201, and thus the first
two terms in the potential are:
# $
J0 2.4048 ρa sinh 2.4048 az J0 5.5201 aρ sinh 5.5201 az
Φ = 2V + + ···
2.4048J1 (2.4048) sinh 2.4048 ha 5.5201J1 (5.5201) sinh 5.5201 ha
∂ 2Z
= −k2 Z ⇒ Z = a sin kz + b cos kz
∂z 2
At z = 0, Z (z) = 0, so we need the sine, and therefore set b = 0. We also need
Z (h) = 0, so we choose the eigenvalue k = nπ/h.
This change in sign of the separation constant also affects the equation for
the function R (ρ) because the sign of the k2 term changes.
∂ ∂R m2
ρ − k2 ρR − R=0
∂ρ ∂ρ ρ
8
which is called the modified Bessel equation. The solutions to this equation
are Jm (ikρ) . It is usual to define the modified Bessel function Im (x) by the
relation:
1
Im (x) = m Jm (ix) (21)
i
so that the function Im is always real (whether or not m is an integer). Using
equation (4) we can write a series expansion for Im :
∞ m+2n
1 [ (−1)n ix
Im (x) =
im n=0 n!Γ (n + m + 1) 2
[∞
1 x m+2n
= (22)
n=0
n!Γ (n + m + 1) 2
and
x
K0 (x) ≈ −0.5772 − ln for x 1 (26)
m 2
Γ (m) 2
Km (x) ≈ for m > 0, x 1 (27)
2 x
9
10
I,K
8
0
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0
x
Modified Bessel functions. K solid I dashed Black m = 0,Blue 1, Red 2
The recursion relations satisifed by the modified Bessel functions are similar
to, but not identical to, the relations satisfied by the Js. For the Is, again we
can start with the series:
∞ x 2n
d Im 1 [ 1
m
= m
dx x 2 n=0 n!Γ (n + m + 1) 2
1 [
∞
n x 2n−1
=
2m n=1 n!Γ (n + m + 1) 2
Now let k = n − 1 :
∞ x 2k+1
d Im 1 [ 1
=
dx xm 2m k!Γ (k + m + 2) 2
k=0
1 [∞
1 x 2k+m+1
=
xm k!Γ (k + m + 2) 2
k=0
d Im Im+1 (x)
= (30)
dx xm xm
and similarly
d
(xm Im ) = xm Im−1 (31)
dx
Expanding out and combining, we get:
10
For the Ks, the relations are:
d d Km (x) Km+1 (x)
(xm Km ) = −xm Km−1 ; =−
dx dx xm xm
and consequently:
2m
Km−1 − Km+1 = − Km
x
Km−1 + Km+1 = −2Km (33)
11
The solution is of the form
+∞ [
[ ∞ nπz k nπρ nπρ l
Φ (ρ, φ, z) = sin eimφ Amn Im + Bmn Km
m=−∞ n=1
h h h
To do the integral on the right hand side, express the sine in terms of exponen-
tials.
] 2π ] 2π iφ
3 e − e−iφ −im3 φ
sin φe−im φ dφ = e dφ
0 0 2i
2π
= (δ m3 1 − δ m3 ,−1 )
2i
Only one term with m = m survives the integration on the left hand side. Thus
h pπa h 2π
2πAm3 p Im3 = 2V (δ m3 1 − δ m3 ,−1 )
2 h pπ 2i
4V 1 (δ m3 1 − δ m3 ,−1 )
Am3 p =
pπ 2i Im3 pπa h
% nπρ nπρ &
4V [
∞ nπz 1
iφ I1 h −iφ I−1 h
Φ (ρ, φ, z) = sin e −e
π
n=1, odd
h 2in I1 nπah I−1 nπa
h
12
But I1 = I−1, (eqn 23), so
4V
∞
[ nπz sin φ I nπρ
1
Φ (ρ, φ, z) = sin h
π h n I1 nπa h
n=1, odd
The dimensions are correct, and the 1/n gives us reasonable convergence. The
ratio
I1 nπρ
h
≤ 1 for ρ ≤ a.
I1 nπa
h
The potential at ρ = 0 is zero, as expected. The m = 1 "source" (the potential
on the surface) generates an m = 1 response. Again we can look at the first few
terms (here 10) . Let’s take h/a = 2 and φ = π/4 (red) and Φ = π/2 (black)
phi/V 1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
rho/a
13
That is, the Kronecker delta becomes a delta function, and the countable set
of eigenvalues nπ/L becomes a continuous set of values −∞ < k < ∞.
The same thing happens with Bessel functions. With a finite domain in ρ,
say 0 ≤ ρ ≤ a, we can determine a countable set of eigenvalues from the set of
zeros of the Bessel functions Jm . If our domain in ρ becomes infinite, then we
cannot determine the eigenvalues, and instead we have a continuous set. The
orthogonality relation:
] a ρ ρ a2 2
Jm αmn Jm αmk ρdρ = [J (αmn )] δ nk
0 a a 2 m
becomes: ] ∞
δ (k − k )
ρJm (kρ) Jm (k ρ) dρ = (34)
0 k
(The proof of this relation is in Lea Appendix 7.) Then the solution to the
physics problem is determined as an integral over k. For example, a solution of
Laplace’s equation may be written as:
[ ] ∞
Φ (ρ, φ, z) = eimφ A (k) f (kz) Jm (kρ) dk
m 0
Now we can make use of the orthogonality of the eimφ . Multiply both sides by
3
e−im φ and integrate over the range 0 to 2π. On the LHS, only the term with
m = 0 survives the integration, and on the RHS only the term with m = m
survives.
] 2π ] 2π [ ] ∞
a ρ −im3 φ imφ −im3 φ
V0 sin e dφ = e e dφ Am3 (k) Jm3 (kρ) dk
0 ρ a 0 m 0
] ∞
a ρ
2πV0 sin δ m 0 = 2π
3 Am3 (k) Jm3 (kρ) dk
ρ a 0
14
—a Fourier Bessel transform. Next2 multiply both sides by ρJm (k ρ) , integrate
from 0 to ∞ in ρ, and use equation (34) to get:
] ∞ ] ∞] ∞
a ρ
V0 sin Jm (k ρ) ρdρδ m0 = Am (k) Jm (kρ) Jm (k ρ) ρdρdk
0 ρ a 0 0
] ∞
δ (k − k ) Am (k )
= Am (k) dk =
0 k k
which determines the coefficient Am (k ) in terms of the known potential on the
plane. Only A0 is non-zero, as expected from the azimuthal symmetry.
On the RHS, let ρ/a = x. We get (dropping the primes on k)
] ∞
A0 (k)
V0 a2 sin xJ0 (xka) dx =
0 k
This integral is GR 6.671#7. So
+
0 if 0 < 1 < ka
A (k) = V0 a2 k √ 1
if 0 < ka < 1
1−(ka)2
So finally we have
] 1/a
kJ (kρ) −kz
Φ (ρ, z) = V0 a t 0
2
e dk
0 1 − (ka)2
] 1
uJ0 u aρ −uz/a
= V0 √ e du
0 1 − u2
with u = ka. For z = 0 we have
] 1
uJ0 u ρa 1 ρ
Φ (ρ, 0) = V0 √ du = V0 sin GR 6.554#2
0 1−u 2 ρ/a a
which gives us back the potential on the plane.
The charge density on the plane is given by
σ
E · ẑ =
z=0 ε0
So we need
]
∂Φ V0 u2 J0 u ρa
1
= − √ du
∂z z=0 a 0 1 − u2
] 1
(−1)n u ρ 2n
∞
[
V0 u2
= − √ du
a 0 1 − u2 n=0 [n!]2 2 a
]
(−1)n ρ 2n 1 u2(n+1)
[∞
V0
= − 2
√ du
a n=0 [n!]
2a 0 1 − u2
2 We also drop the primes on the m for convenience.
15
Let x = sin θ, dx = cos θdθ Then the integral is
] π/2 ] π/2
sin2(n+1) θ (2n + 1)!! π
In = cos θdθ = sin2(n+1) θ dθ = GR 3.621#3, Lea Ch2 P29d
0 cos θ 0 (2n + 2)!! 2
Thus
V0 π [ (−1)n ρ 2n (2n + 1)!!
∞
∂Φ
= −
∂z z=0 a 2 n=0 [n!]2 2a 2n+1 (n + 1)!
V0 π [ (−1)n ρ 2n (2n + 1)!!
∞
= −
a 4 n=0 (n!)2 2a 2n (n + 1)!
1.0
sigma a/epsV
0.8
0.6
0.4
0.2
0.0
1 2 3 4 5 6 7 8 9 10
rho/a
-0.2
Convince yourself that this agrees with the field line diagram. (The dashed line
is the potential.)
16