Académique Documents
Professionnel Documents
Culture Documents
Table of Contents
Chapter 7: Bessels Differential Equation
7.1 Introduction
7.7 Applications
Summary
Exercise/ Practice
Glossary
Introduction
in case where
where
Kind) and
Dividing
is the Bessel Polynomial of order (also known as the Bessel Function of First
is the Bessel Function of Second Kind.
by
The functions
and
are analytic everywhere except at the points
. The
singularity occurs in the Bessel Equation due to the
sitting in the denominator. Thus, we
study the general solution in the interval
.
The Frobenius Series Method can be applied to achieve a solution to a second order
differential equation only for ordinary points or regular singular points (here for
simplicity
for
which
the
series
solutions
will
have
the
forms
or
respectively.
and
at
is,
but
So we conclude that
method at
.
7.2
7.2.1
Now with term by term differentiation of the series solution, we get
and
in the Bessels DE
7.2.2
7.2.3
In
starting from
with coefficients
with coefficients
So in
, we equate separately the sum of the coefficients of each power of
for the LHS to be identically zero. (Note that RHS of
is zero).
The coefficient of zeroth power of
i.e., of
to zero
is
7.2.4
i.e. of
is
And similarly collecting terms of higher orders of , we have the coefficient of nth power of
i.e. of
as
7.2.5
7.2.6
This is called the recurrence relation / formula. It gives each coefficient in terms of the
second one preceding it so that all odd s depends on each other while all even s
depends on each other. Fortunately, as
none of the odd
survives and we are left
with only the even coefficients.
We could also have obtained the the indicial equation by putting
7.2.7
We seek solutions for
7.3
and
Case 1:
The recurrence relation
becomes
7.3.1
We can tabulate few of the coefficients, using the above recurrence relation, as
For
For
For
For
in the series
7.3.3
The factor
in the denominator suggests that a factorial
could be created if we were to multiply by
provided only if were a positive integer.
However, since
necessarily may not be a positive integerbut any positive
in place of
So we can write,
7.3.4
thus
7.3.5
Since
is still arbitrary and since we are looking for a particular solution we can
conveniently choose
so that finally we have
7.3.6
Substituting these coefficients back in the assumed solution we get
7.3.7
7.3.8
7.3.9
This is the Bessel function of first kind of order . Thus the Bessels equation of order
has no finite singular points except the origin. This series converges for all
. To further
ensure convergence to real values function for all values of , the factor
must be replaced
by
in
above. Let us open the summation and analyse the Bessel function of first
kind i.e.,
7.3.10
We see that this expression has infinite terms. Note that
roots for each value of . Let us put
and observe the form of
7.3.11
and
7.3.12
We see the resemblance of
and
to the graphs of
and
http://mathworld.wolfram.com/BesselFunctionoftheFirstKind.html
we get
7.3.14
Since
to get
7.3.14
Similarly, we calculate for negative
and evaluate
7.3.15
Substituting half integer value of
we get
7.3.16
On opening the summation we get
Since
7.3.17
From the expressions of
functions
and
etc.
7.4
in
are
and
in
linearly independent.
Case 2:
Since occurs in the Bessels equation in the form of square
it follows that the series
solutions obtained
will also be satisfied for
, provided that the gamma
functions appearing in the denominator of
are all defined. This is necessarily the
case unless is an integer; hence as long as is not an integer the function
is the
second particular solution of Bessel equation of order
7.4.1
10
Also
contains negative powers of and so it is obvious that in the neighbourhood of
the origin
is unbounded, while
which does not contain negative powers of
remains finite. Hence, as long as is not an integer
and
are two linearly
independent solutions of the Bessels differential equation. Thus the second solution
when is not an integer is
. Therefore, a complete solution of the Bessel
differential equation when is not an integer is
7.4.2
If
7.4.3
While the second linearly independent solution, the Bessel function of second kind should be
of the form
7.4.4
And not the second solution from
which is
7.4.5
is also
7.4.6
Now when
the denominator has terms like
and
But
is not
defined as it is either
. This implies that for
. Thus it follows that all
terms of
will be zero till
so limits of summation change to
7.4.7
If we make a substitution of
as
7.4.8
Note that
shows to us that if
are linearly dependent and then
solution of Bessels differential equation.
is an integer then
and
cannot be a general
11
7.5
7.5.3
If we let
then can vary from
independent of ; and so
to
and must be
7.5.4
7.6
The Bessel Polynomial follow some recurrence relation among themselves. We study some
of them important ones;
R.1
12
Multiplying by
throughout we get
7.6.1
The second term on the
has
can write the second term as
. We
For
; we have
and so that its contribution to the
term is zero. In fact the
contribution in the series actually starts from
. Thus we should write the second term
as
Let us put
; to get
So we see that
13
Thus we establish the recurrence relation R.1. by using the expression of the second term
in
The second recurrence relation is
R.2
Again using the definition of Bessel polynomial we write
Multiplying by
throughout we get
we get
7.6.2
The
in
14
R.1
And rewrite the second recurrence relation as
R.2
Add the two relations to obtain the third recurrence relation.
7.6.3
The fourth recurrence relation is
R.4
Subtract the two recurrence relations R.1 and R.2 to get the fourth recurrence relation.
7.6.4
) as
R.5
) of recurrence relation is
15
R.6
Again we find that
and
and
,
which are
E.1.2
In the recurrence relation we use
16
E.1.3
Exercise A:
generated by
satisfy the
Let
17
Now since
, i.e.
using we get
7.7.3
From
7.7.9
The first integral disappears for all values of integral
so if
7.7.10
From
7.7.11
18
and
and dividing by
values of
7.7.12
Since for every value of , one of the integrals vanishes, and the other ( remaining one)
contributes to
. Finally using the cosine formula for difference of two quantities we get
zeros.
Step 1: The Bessel functions have oscillating behaviour. They have infinite
number of zeros which are unequally spaced. The zeros are not periodic like the
sine and cosine. Let us analyse what a combination of Bessel functions yield by
using equations
and
E.1
E.2
If we put
If we put
, another
. Both
and
are periodic functions with infinite zeros. Thus Bessel functions are
oscillating with infinite zeros.
7.8
19
to
, where
equation is
7.8.5
With general solution
. We see that
and
are the
with
and
by
and
and dividing by
we get
7.8.10
7.8.11
and
i.e.
20
and
, then
7.8.12
. If
form in the RHS. So we first apply L Hospital rule ( differentiate only w.r.t
7.8.13
Now since
we have
7.8.14
For
to
we have
7.8.15
in
Using
7.8.16
Now since
because
is the zero of
condition
7.9
Applications
A.1 Students may come across in partial differential equation while solving
the problem of a circular membrane that one of the solutions obtained is a
zeroth order Bessel equation.
The Laplacian in 2- Dimensional polar coordinates is
21
A1.1
Assuming circular symmetry i.e., no variation in , the Laplacian reduces to
A1.2
When a circular membrane is made to vibration under under circular symmetry we
can write the wave equation as
A1.3
Boundary Conditions: Since the circular membrane (as in the case of a musical
instrument like the Tabla, Drum etc) is fixed at the boundary therefore the boundary
conditions are for
. At all the times, the circumference of the circular membrane
is held fixed thus
A1.4
Initial conditions at time
the start
A1.5
where
is transverse displacement of membrane as a function of
the initial velocity imparted at each point on the membrane.
By separation of variables
while
is
A1.6
the
reduces to
A1.7
(which
A1.8
If we write
then
A1.9
22
we can get
A2.3
(which
A2.4
Now let
so that
23
A2.5
A2.6
which is a Bessel Equation of Order Zero with solution
. As
, it blows to infinity at
and the displacement everywhere cant remain
finite. Thus
is not part of the physical solution. We finally have,
A2.7
so that
where
fixes a value of
A2.8
represent a Normal Mode of frequency
A.3 When we look at a star through a circular lens the light waves passing
through diffracts and spread out to form what is known as Airys pattern.
Let a wave be emitted from some point S on the lens with coordinate
and arrives on the screen at angular coordinates
.
The waves emitted from the aperture are in phase and all have the amplitude e
however they all travel different distances to reach the their destination
, so the
resultant amplitude at
A3.1
24
A3.2
where is the amplitude per unit area emitted by the aperture. Expecting a circular
symmetrical diffraction pattern on the screen we can assume that
A3.3
A3.4
Now using the recurrence relation
A3.5
we rewrite
as
A3.6
A3.7
A3.9
25
Summary
We note in this special equation that can be any real number, a positive or negative
integer, positive or negative real number, positive or negative half integer or fractions.
The general solution is given by
where
Kind) and
is the Bessel Polynomial of order (also known as the Bessel Function of First
is the Bessel Function of Second Kind.
is a regular singular point and we may apply the power series method at
The recurrence relation / formula. It gives each coefficient in terms of the second
one preceding it so that all odd s depends on each other while all even s
depends on each other. Fortunately, as
none of the odd
survives and we are
left with only the even coefficients.
and
as the index
Bessel Function of First Kind (When index is positive or half integer (positive real
number))
Note that
has infinitely many roots for each value of
resemble graphs of
and
respectively.
. The
and
26
If is an integer i.e., the roots of the indicial equation differ by an integer i.e., by
we expect that the first solution is
then
While the second linearly independent solution, the Bessel function of second kind should be
of the form
27
Both the above conditions can be combined to write the condition of orthonormality as
+++++++++++++++
28
29