Mathematical Physics Unit - 2: Bessel'S Equation
Mathematical Physics Unit - 2: Bessel'S Equation
Mathematical Physics Unit - 2: Bessel'S Equation
UNIT – 2
BESSEL’S EQUATION
DR. RAJESH MATHPAL
ACADEMIC CONSULTANT
SCHOOL OF SCIENCES
UTTARAKHAND OPEN UNIVERSITY
TEENPANI, HALDWANI
UTTRAKHAND
MOB:9758417736,7983713112
Email: rmathpal@uou.ac.in
STRUCTURE OF UNIT
• 2.1 INTRODUCTION
• 2.2 BESSEL’S EQUATION
• 2.4 BESSEL’S FUNCTIONS, Jn (x)
• 2.5 Bessel’s function of the second kind of order n
• 2.6 RECURRENCE FORMULAE
• 2.7 ORTHOGONALITY OF BESSEL FUNCTION
• 2.8 A GENERATING FUNCTION FOR Jn (x)
• 2.9 SOME EXAMPLES
2.1 INTRODUCTION
We find the Bessel’s equation while solving Laplace equation in polar coordinates by the needed of separation of variables. This equation has a number of applications in
engineering.
Bessel’s function are involved in
• The Oscillatory motion of a hanging chain
• Euler’s theory of a circular membrane
• The studies of planetary motion
• The propagation of waves
• The Elasticity
• The fluid motion
• The potential theory
• Cylindrical and spherical waves
• Theory of plane waves
• Bessel’s function are also known as cylindrical and spherical function.
2.2 BESSEL’S EQUATION
The differential equation
𝑑 𝑦2 𝑑𝑦
𝑥2 2 +𝑥 + 𝑥2 − 𝑥𝑛 𝑦 = 0
𝑑𝑥 𝑑𝑥
is called the Bessel’s differential equation, and particular solutions of this equation are
called Bessel’s fraction of order n.
2.3 SOLUTION OF BESSEL’S EQUATION
2 𝑑 2 𝑦′ 𝑑𝑦
𝑥 +𝑥 + 𝑥 2 − 𝑥 𝑛 𝑦 = 0. …(1)
𝑑𝑥 2 𝑑𝑥
Let σ∞𝑟=0 𝑎 𝑟 𝑥 𝑚+𝑟
𝑜𝑟 𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚+2 + ⋯ …(2)
𝑑𝑦
So that = σ∞
𝑟=0 𝑎𝑟 𝑚 + 𝑟 𝑥
𝑚+𝑟−1
𝑑𝑥
𝑑2𝑦
and = σ∞
𝑟=0 𝑎𝑟 𝑚 + 𝑟 (𝑚 + 𝑟 −1)𝑥
𝑚+𝑟−2
𝑑𝑥 2
Substituting these values in (1), we get
∞ ∞
− 𝑛2 ) 𝑎𝑟 𝑥 𝑚+𝑟 = 0
𝑟=0
ar (m + r )(m + r − 1) x m+ r
+ ar (m + r ) x m+ r
+ ar x m+ r + 2
−n 2
r =0
a x m+ r
r =0 r =0 r =0 r =0
ar [(m + r )(m + r − 1) + (m + r ) − n 2 ]x m+ r + ar x m+ r + 2 = 0
r =0 r =0
ar [(m + r )2 − n 2 ]x m+ r + ar x m+ r + 2 = 0.
r =0 r =0
Equating the coefficient of lowest degree term of xm in the identity (3) to zero,
by putting r = 0 in the first summation we get the indicial equation.
a0[m+0)2 – n2] = 0. (r = 0)
⇒ m2 = n2 i.e. m = n, m = - n a0 ≠ 0
Equating the coefficient of the next lowest degree term xm+1 in the identity (3), we put r = 1 in the first summation
a1 [m + 1)2 – n2] = 0 i.e. a1 = 0, since m + 1)2 – n2 ≠ 0
Equating the coefficient of xm + r + 2 in (3) to zero, to find relation in successive coefficients, we get
ar +2[(m+r+2)2 – n2] +ar = 0
1
⇒ 𝑎𝑟+2 = − .a
𝑚+𝑟+2 2 −𝑛2 r
Therefore, a3 = a5 = a1 = …. = 0, since a1 = 0
1
If r = 0, 𝑎2 = − .a
𝑚+2 2 −𝑛2 0
1 1
If r = 2, 𝑎4 = − a = a and so on.
𝑚+4 2 −𝑛2 2 𝑚+2 2 −𝑛2 [(𝑚+4)2 −𝑛2 0
On substituting the values of the coefficients a1, a2, a3, a4 …….. in (2), we have
𝑎0 𝑚+2 𝑎0
y = a0xm = − 2
𝑚+2 −𝑛 2 𝑥 + 𝑚+2 2 −𝑛2 [ 𝑚+4)2 −𝑛2
𝑥 𝑚+4 + ⋯
1 1
y = a0xm = 1 − 𝑚+2 2 −𝑛2
𝑥2 + 𝑚+2 2 −𝑛2 [ 𝑚+4)2 −𝑛2
𝑥4 − ⋯
For m = n
1 1
y = a0xn 1 − 𝑥2 + 𝑥4 − ⋯
4 𝑛+1 4 2 .2! 𝑛+1 𝑛+2
Solution of (1) is
𝑥2 𝑥4 𝑥 2𝑟
y = a0x-n 1 − + − ⋯ + (−1)𝑟 +⋯
2.2(𝑛 +1) 2.4.22 (𝑛 +1)(𝑛 +2) (2𝑟 𝑟 !).2𝑟 (𝑛 +1)(𝑛 +2)…(𝑛 +𝑟 )
x2r
= a0 x n (−1) r
r =0 22 r.r !(n + 1)(n + 2)...(n + r )
x n 1 1 x 2 1 x 4 1 x 6
⇒ 𝐽𝑛 (𝑥) = (𝑛+1)
− + − +⋯
2 1! (𝑛+2) 2 2! (𝑛+3) 2 3! (𝑛+4) 2
𝑥𝑛 𝑥2 𝑥4
⇒ 𝐽𝑛 (𝑥) = 1− + +⋯ …(2)
2𝑛 𝑛+1 2.(2𝑛+2) 2.4.(2𝑛+2)(2𝑛+4)
n+2r n+2r
(−1)r x
(−1)r x
J n ( x) = J n ( x) =
r =0 r ! ( n + r + 1) 2 r =0 r ! (n + r )! 2
(−1)𝑟 𝑥 2𝑟 𝑥2 𝑥4 𝑥6
If n = 0, J0 (x) = σ ( ⇒ J0 (x) = 1 − 2 + − +⋯
𝑟!)2 2 2 22 .4 2 22 .4 2 .62
𝑥 𝑥3 𝑥5
If n = 1, J1 (x) = − + 2 2 −⋯
2 22 .4 2 .4 .6
We draw the length of these two functions. Both the functions are oscillatory with a
varying period and a decreasing amplitude.
−1 𝑟 𝑥 −𝑛+2𝑟
Replacing n by – n in (2), we get J-n (x) = σ∞
𝑟=0 𝑟! −𝑛+𝑟+1 2
Putting the value of 𝑢 in the assumed solution y = u (x). 𝐽𝑛2 (𝑥), we get
2.6 RECURRENCE FORMULAE
These formulae are very useful in solving the questions. So, they are to be
committed to memory.
1. x 𝐽𝑛′ = 𝑛𝐽𝑛 − 𝑥 𝐽𝑛+1
4. 2𝑛 𝐽𝑛 = 𝑥 𝐽𝑛−1 + 𝐽𝑛+1
5. 𝑑
𝑥 −𝑛 𝐽𝑛 = −𝑥 −𝑛 𝐽𝑛+1
𝑑𝑥
6. 𝑑
𝑥 −𝑛 𝐽𝑛 = 𝑥 𝑛 𝐽𝑛−1
𝑑𝑥
Formula I. x ′
𝐽𝑛 = 𝑛𝐽𝑛 − 𝑥𝐽𝑛+1
Proof. We know that
−1 𝑟 𝑥 𝑛+2𝑟
𝐽𝑛 = σ∞
𝑟=0 2
𝑟! 𝑛+𝑟+1
−1 𝑟 𝑥 𝑛+2𝑟−1
= 𝑥𝐽𝑛 + 𝑥 σ∞
𝑟=0 𝑟−1 ! 𝑛+𝑟+1 2
−1 𝑠+1 𝑥 𝑛+2𝑠−1
= 𝑛𝐽𝑛 + 𝑥 σ∞
𝑠=0 2
[Putting r – 1 = s]
𝑠! 𝑛+𝑠+2
−1 𝑠 𝑥 𝑛+1 +2𝑠
= 𝑛𝐽𝑛 − 𝑥 σ∞
𝑠=0 2
𝑠! 𝑛+1 +𝑠+1
∞ −1 𝑟 𝑛+2𝑟 𝑥 𝑛+2𝑟−1 1
𝐽𝑛′
Differentiating w.r.t. ‘x’, we get = σ𝑟=0
𝑟! 𝑛+𝑟+1 2 2
∞ −1 𝑟 2 𝑥 𝑛+2𝑟
= σ𝑟=0 − 𝑛𝐽𝑛
𝑟! 𝑛+𝑟 2
∞ 𝑟
−1 𝑥 𝑛−1+2𝑟
=𝑥 − 𝑛𝐽𝑛
2
𝑟=0 𝑟! 𝑛−1 +𝑟+1
⇒ 𝒙𝑱′𝒏 = 𝒙𝑱𝒏−𝟏 − 𝒏𝑱𝒏
′
Formula III. 𝟐𝑱𝒏 = 𝑱𝒏−𝟏 − 𝑱𝒏+𝟏
Proof.
We know that
𝑥𝐽𝑛′ = 𝐽𝑛 − 𝑥𝐽𝑛+1 …(1) (Recurrence formula I)
𝑥𝐽𝑛′ = −𝑛𝐽𝑛 + 𝑥𝐽𝑛−1 …(2) (Recurrence formula II)
Adding (1) and (2), we get
2𝑥𝐽𝑛′ = −𝑥𝐽𝑛+1 + 𝑥𝐽𝑛−1 ⇒ 2𝐽𝑛′ = 𝐽𝑛−1 − 𝐽𝑛+1
Formula IV. 2𝑛𝐽𝑛 = 𝑥 (𝐽𝑛−1 + 𝐽𝑛+1 )
Proof.
We know that
𝑥𝐽𝑛′ = 𝑛𝐽𝑛 − 𝑥𝐽𝑛+1 …(1) (Recurrence formula I)
𝑥𝐽𝑛′ = −𝑛𝐽𝑛 + 𝑥𝐽𝑛−1 …(2) (Recurrence formula II)
1
⇒ 0 𝑥 Jn (𝛼𝑥). Jn (𝛽𝑥) dx = 0 Proved.
Then
0 + J n' ( ).J n ( )
1
→
lim xJ n ( x).J n ( x)dx = lim
0
→ 2 − 2
0
As the limit is of the form , we apply L’ Hopital’s rule
0
0 =
2
2
xJ ( x ) dx = lim = J ( )
2 2
n n
→
Proved.
2.8 A GENERATING FUNCTION FOR
Jn (x)
𝑥 1
𝑧−𝑧
Prove that Jn (x) is the coefficient of zn in the expansion of 𝑒 2
𝑡2 𝑡3
Proof. We know that et =1 +t+ + +⋯
2! 3!
𝑥𝑧
𝑥𝑧 1 𝑥 2 1 𝑥 3
𝑒 2 =1+ + − +⋯ …(1)
2 2! 2𝑧 3! 2𝑧
𝑥
𝑥 1 𝑥 2 1 𝑥 3
𝑒 2𝑧 =1− + − +⋯ …(2)
2𝑧 2! 2𝑧 3! 2𝑧
On multiplying (1) and (2), we get
𝑥 1
𝑧𝑧 𝑥𝑧 1 𝑥𝑧 2 1 𝑥𝑧 3 𝑥 1 𝑥 2 1 𝑥 3
𝑒 2 = 1+ + + +⋯ × 1− + − + ⋯ …(3)
2 2! 2 3! 2 2𝑧 2! 2𝑧 3! 2𝑧
The coefficient of zn in the product of (3), we get
1 𝑥 𝑛 1 𝑥 𝑛+2 1 𝑥 𝑛+4
= −( + − ⋯ = Jn (x)
𝑛! 2 𝑛+1)! 2 2!(𝑛+2)! 2
𝑥 1
𝑧
For this reason 𝑒 2 𝑧 is known as the generating function of Bessel’s functions.
Proved.
2.9 SOME EXAMPLES
Example 1. Show that Bessel’s Function Jn(x) is an even function when n is even and is
odd function when n is odd.
−𝑥 𝑛 +2𝑟 𝑥 𝑛 +2𝑟
Case I. If n is even, then n + 2r is even ⇒ =
2 2
−𝑥 𝑛 +2𝑟 𝑥 𝑛 +2𝑟
Case II. If n is odd, then n + 2r is odd ⇒ =−
2 2
Proved.
J n ( x) 1
lim = ;(n −1).
x →0 xn 2n n + 1
Solution. From the equation (2) of Article 29.3 on page 798, we know that
𝑥𝑛 𝑥2 𝑥4
Jn (x) = 1− + −⋯
2𝑛 𝑛+1 2.(2𝑛+2) 2.4(2𝑛+2)(2𝑛+4)
J n ( x) 1 x2 x4
lim n = lim n 1 − + − ...
x →0 x x →0 2 n + 1 2.(2n + 2) 2.4.(2n + 2)(2n + 4)
1
=
2𝑛 𝑛+1
Example 3. Find the value of J-1 (x) + J1 (x).
Solution. By using Recurrence relation IV for Jn (x) is
2n Jn = x (Jn – 1 + Jn + 1)
2𝑛
Jn – 1 (x) + Jn + 1 (x) = J (x)
𝑥 n
Put n = 0
J-1(X) + J1(x) = 0
Example 4. Prove that
𝒅
Formula V. (x-n. Jn) = -x-n Jn+1
𝒅𝒙
Proof. We know that 𝑥𝐽𝑛′ = 𝑛𝐽𝑛 − 𝑥𝐽𝑛+1 (Recurrence formula I)
Multiplying by x-n-1, we obtain x-n 𝐽𝑛′ = nx-n-1 Jn – x-n Jn+1
i.e., x-n 𝐽𝑛′ = nx-n-1 Jn =– x-n Jn+1
𝑑
⇒ (x-n Jn) = - x-n Jn + 1
𝑑𝑥
THANKS