PlanetPhysics/Bessel Equation

The linear differential equation

in which is a constant (non-negative if it is real), is called the Bessel's equation .\, We derive its general solution by trying the series form

due to Frobenius.\, Since the parameter is indefinite, we may regard as distinct from 0.

We substitute (2) and the derivatives of the series in (1): Thus the coefficients of the powers , , and so on must vanish, and we get the system of equations

The last of those can be written Because\, ,\, the first of those (the indicial equation) gives\, ,\, i.e. we have the roots Let's first look the the solution of (1) with\, ;\, then\, ,\, and thus\, From the system (3) we can solve one by one each of the coefficients , , \, and express them with which remains arbitrary.\, Setting for the integer values we get

(where\, ). Putting the obtained coefficients to (2) we get the particular solution

In order to get the coefficients for the second root\, \, we have to look after that or\, .\, Therefore where is a positive integer.\, Thus, when is not an integer and not an integer added by , we get the second particular solution, gotten of (5) by replacing by :

The power series of (5) and (6) converge for all values of and are linearly independent (the ratio tends to 0 as\, ).\, With the appointed value the solution is called the \htmladdnormallink{Bessel function {http://planetphysics.us/encyclopedia/BesselEquation2.html} of the first kind and of order } and denoted by .\, The similar definition is set for the first kind Bessel function of an arbitrary order\, (and ). For\, \, the general solution of the Bessel's differential equation is thus where\, \, with\, .

The explicit expressions for are

which are obtained from (5) and (6) by using the last formula for gamma function.

E.g. when\, \, the series in (5) gets the form Thus we get analogically (6) yields and the general solution of the equation (1) for\, \, is

In the case that is a non-negative integer , the "+" case of (7) gives the solution but for\, \, the expression of is , i.e. linearly dependent of .\, It can be shown that the other solution of (1) ought to be searched in the form\, .\, Then the general solution is\, .\\

Other formulae

The first kind Bessel functions of integer order have the generating function :

This function has an essential singularity at\, \, but is analytic elsewhere in ; thus has the Laurent expansion in that point.\, Let us prove (8) by using the general expression of the coefficients of Laurent series.\, Setting to this\, ,\, ,\, \, gives The paths and go once round the origin anticlockwise in the -plane and -plane, respectively.\, Since the residue of in the origin is\, ,\, the residue theorem gives This means that has the Laurent expansion (8).

By using the generating function, one can easily derive other formulae, e.g. the integral representation of the Bessel functions of integer order: Also one can obtain the addition formula and the series representations of cosine and sine:

All Sources

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[1] [2]

References

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  1. {\sc N. Piskunov:} Diferentsiaal- ja integraalarvutus k\~{o rgematele tehnilistele \~{o}ppeasutustele}.\, Kirjastus Valgus, Tallinn (1966).
  2. {\sc K. Kurki-Suonio:} Matemaattiset apuneuvot .\, Limes r.y., Helsinki (1966).