18 Series Solution and Special Functions

18.1 INTRODUCTION

Generally the solutions of ordinary differential equations are obtainable in explicit form called a
closed form of the solution. However, many differential equations arising in physical problems are
linear but have variable coefficients and do not permit a general solution in terms of known functions.
For such equations, it is easier to find a solution in the form of an infinite convergent series called
power series solution. The series solution of certain differential equations give rise to special
functions such as Bessel’s functions, Legendre’s polynomials, Lagurre’s polynomial, Hermite’s
polynomial, Chebyshev polynomials. Strum-Liovelle problem based on orthogonality of functions is
also included which shows that Bessel’s, Legendre’s and other equations can be determined from a
common point of view.

18.2 POWER SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

Consider the differential equation

𝑑2𝑦 𝑑𝑦
𝑃0 𝑥 𝑑𝑥 2
+ 𝑃1 𝑥 𝑑𝑥
+ 𝑃2 𝑥 𝑦 = 0 … (1)

where 𝑃𝑖 ′𝑠 are polynomials in 𝑥.

If 𝑃0 𝑎 ≠ 0, then 𝑥 = 𝑎 is called an ordinary point of (1), otherwise a singular point. Ordinary

point is also called a regular point of the equation.

A singular point 𝑥 = 𝑎 of (1) is called regular singular point if, (1) can be put in the form

𝑑2𝑦 𝑄1 𝑥 𝑑𝑦 𝑄2 𝑥
+ + 𝑦 =0 … (2)
𝑑𝑥 2 𝑥−𝑎 𝑑𝑥 𝑥−𝑎 2

provided 𝑄1 𝑥 and 𝑄2 𝑥 both possess derivatives of all orders in the neighborhood of 𝑎.

A singular point which is not regular is called an irregular singular point.

Note: The power series method sometimes fails to yield a solution

e.g. 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0 …(3)

dividing by 𝑥 2 throughout, 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0 …(4)

1 1
Here neither of the terms 𝑃1 𝑥 = 𝑥 and 𝑃2 𝑥 = 𝑥 2 is defined at 𝑥 = 0, so we cannot find a
power series representation for 𝑃1 𝑥 or 𝑃2 𝑥 that converges in an open interval containing
𝑥 = 0.

Theorem I: If 𝑥 = 𝑎 is an ordinary point of the differential equation (1), i.e. 𝑃0 𝑎 ≠ 0, then

series solution of (1) can be found as:

𝑦 = 𝑎0 + 𝑎1 (𝑥 − 𝑎) + 𝑎2 (𝑥 − 𝑎)2 + ⋯ … (5)

1
 𝑑𝑦 𝑑 2 𝑦
Calculate the derivatives , from (5), and substitute the values of y and its derivatives in
𝑑𝑥 𝑑𝑥 2
differential equation (1).

The values of the constants 𝑎2 , 𝑎3 , 𝑎4 , … are obtained by equating to zero the coefficients of
various powers of 𝑥.

Putting the values of these constants in the solution (5), the desired power series solution of (1) is
obtained with 𝑎0 , 𝑎1 as its arbitrary constants.

Theorem II: When 𝑥 = 𝑎 is a regular singularity of (1) at least one of the solutions can be expressed
as,
𝑦 = (𝑥 − 𝑎)𝑚 [𝑎0 + 𝑎1 (𝑥 − 𝑎) + 𝑎2 (𝑥 − 𝑎)2 + ⋯ ] …(6)

Theorem III: The series (5) and (6) are convergent at every point within the circle of convergence at
𝑎. A solution in series will be valid only if the series is convergent.

𝒅𝟐 𝒚
Example 1: Solve in series the equation 𝒅𝒙𝟐
− 𝒙𝒚 = 𝟎.

Solution: Given differential equation is

𝑑2𝑦
− 𝑥𝑦 = 0 … (1)
𝑑𝑥 2

Here 𝑃0 𝑥 = 1, so 𝑃0 0 = 1, i.e. 𝑥 = 0 is the ordinary point of the differential equation (1).

Let the solution of differential equation (1) be

𝑦 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + 𝑎5 𝑥 5 + ⋯ … (2)

Differentiating (2) w.r.t. 𝑥,

𝑑𝑦
𝑑𝑥
= 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + 5𝑎5 𝑥 4 + ⋯ … (3)

Again differentiating w.r.t 𝑥

𝑑2𝑦
𝑑𝑥 2
= 2𝑎2 + 6𝑎3 𝑥 + 12𝑎4 𝑥 2 + 20𝑎5 𝑥 3 + ⋯ … (4)

Substitute values of y from (2) and its derivative from (4) in the differential equation (1), we get

2𝑎2 + 6𝑎3 𝑥 + 12𝑎4 𝑥 2 + 20𝑎5 𝑥 3 + ⋯

−𝑥 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + 𝑎5 𝑥 5 + ⋯ = 0

=> 2𝑎2 + 6𝑎3 − 𝑎0 𝑥 + 12𝑎4 − 𝑎1 𝑥 2 + 20𝑎5 − 𝑎2 𝑥 3 + ⋯ = 0

Equating each of the coefficients to zero, we obtain the identities,

2𝑎2 = 0, 6𝑎3 − 𝑎0 = 0, 12𝑎4 − 𝑎1 = 0, 20𝑎5 − 𝑎2 = 0

1 1 1
which further gives 𝑎2 = 0, 𝑎3 = 6 𝑎0 , 𝑎4 = 12 𝑎1 , 𝑎5 = 20 𝑎2 = 0

𝑎 𝑛 −1
Generalizing the results, 𝑎𝑛 +2 = 𝑛+2 (𝑛+1)
… (5)

2
Putting 𝑛 = 4, 5, 6 … in (5), we get

1 1 1
𝑎6 = 𝑎
6 (5) 3
= 𝑎
6 6 (5) 0
= 180 𝑎0 ,

1 1 1
𝑎7 = 𝑎
7 (6) 4
= 𝑎
12 7 (6) 1
= 504 𝑎1 ,

𝑎8 = 0.

Using the values of the constants in (2), the general solution of differential equation (1) becomes

1 1 1 4 1
𝑦 = 𝑎0 1 + 𝑥 3 + 𝑥6 + ⋯ + 𝑎1 𝑥 + 𝑥 + 𝑥7 +⋯ .
6 180 12 504

Example 2:

ASSIGNMENT 18.1

Solve the following differential equations in series

𝑑2𝑦 𝑑𝑦
1. 𝑑𝑥 2
+ 𝑥 𝑑𝑥 + 𝑦 = 0.
𝑑2𝑦
2. 𝑑𝑥 2
+ 𝑥𝑦 = 0.
𝑑2𝑦 𝑑𝑦
3. 1 − 𝑥2 −𝑥 + 4𝑦 = 0.
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦
4. + 𝑦 = 0, given 𝑦 0 = 0.
𝑑𝑥 2

5. 1 − 𝑥 2 𝑦′′ + 2𝑦 = 0, 𝑔𝑖𝑣𝑒𝑛 𝑦 0 = 4, 𝑦′ 0 = 5.

ANSWERS

𝑥2 𝑥4 𝑥6 𝑥3 𝑥5 𝑥7
1. 𝑦 = 𝑎0 1 − + − + ⋯ + 𝑎1 𝑥 − + − +⋯
2 2.4 2.4.6 3 3.5 3.5.7
1 1.4 6 1∙4.7 9
2. 𝑦 = 𝑎0 1 − 3! 𝑥 3 + 6!
𝑥 − 9!
𝑥 …
1.2 4 2.7 7
+𝑎1 𝑥 − 𝑥 + 𝑥 +⋯
4! 7!
𝑥2 𝑥4 3 𝑥6 5∙3 𝑥 8
3. 𝑦 = 𝑎0 1 − 2𝑥 2 + 𝑎1 𝑥 1 − 2
− 8
−6∙8
− 8∙6 ∙ 8
−⋯
𝑥3 𝑥5
4. 𝑦 = 𝑎0 𝑥 − 3!
+ 5!
−⋯
5 𝑥5 𝑥7
5. 𝑦 = 4 + 5𝑥 − 4𝑥 2 − 3 𝑥 3 − 3
− 7
−⋯

3
18.3 FROBENIUS METHOD

This method is named after a German mathematician F.G. Frobenius (1849 – 1917) who is
known for his contributions to the theory of matrices and groups. This method is employed to find the
power series solution of the differential equation

𝑑2𝑦 𝑑𝑦
𝑃0 𝑥 + 𝑃1 𝑥 + 𝑃2 𝑥 𝑦 = 0 … (1)
𝑑𝑥 2 𝑑𝑥

when 𝑥 = 0 is the regular singularity.

Working Procedure

(i) Let 𝑦 = 𝑥 𝑚 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯ + 𝑎𝑛 𝑥 𝑛 + ⋯ ) … (2)

be the solution of the differential equation (1), where m is some real or complex number.
𝑑𝑦 𝑑2𝑦
(ii) Substitute in (1) the values of 𝑦, 𝑑𝑥
, 𝑑𝑥 2
obtained by differentiating (2).

(iii) Find the indicial equation (a quadratic equation) by equating to zero the coefficient of the
lowest degree term in x.
(iv) Find the values of 𝑎1 , 𝑎2 , 𝑎3 , ⋯ in terms of 𝑎0 by equating to zero the coefficients of
other powers of x.
(v) Find the roots 𝑚1 , 𝑚2 (say) of the indicial equation. The complete solution depends on
the nature of roots of the indicial equation.

Case I: Roots 𝒎𝟏 , 𝒎𝟐 are distinct and do not differ by an integer

In this case, the differential equation (1) has two linearly independent solutions of the following
forms:

𝑦1 = 𝑥 𝑚 1 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯ )

𝑦2 = 𝑥 𝑚 1 (𝑏0 + 𝑏1 𝑥 + 𝑏2 𝑥 2 + 𝑏3 𝑥 3 + ⋯ )

The complete solution of the differential equation is given by

𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 .

𝒅𝟐 𝒚 𝒅𝒚
Example 3: Solve 𝟒𝒙 𝒅𝒙𝟐 + 𝟐 𝒅𝒙 + 𝒚 = 𝟎

𝑑2𝑦 𝑑𝑦
Solution: Given 4𝑥 𝑑𝑥 2 + 2 𝑑𝑥 + 𝑦 = 0 … (1)

Here 𝑥 = 0 is a singular point, let its solution be

𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚+2 + 𝑎3 𝑥 𝑚+3 + 𝑎4 𝑥 𝑚 +4 + … … (2)

4
From equation (2)

𝑑𝑦
𝑑𝑥
= 𝑚𝑎0 𝑥 𝑚−1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚 +1

+ 𝑚 + 3 𝑎3 𝑥 𝑚 +2 + … … … (3)

𝑑2𝑦
𝑑𝑥 2
= 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚−1

+ 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … … … (4)

Putting the above values in equation (1), we get

4𝑥 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚 −1 + 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … …

+2 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚+1 + 𝑚 + 3 𝑎3 𝑥 𝑚 +2 + … …

+ 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + 𝑎3 𝑥 𝑚+3 + 𝑎4 𝑥 𝑚+4 + … … = 0 …
(5)

Equating the coefficients of 𝑥 𝑚 −1 equal to zero

4𝑚 𝑚 − 1 𝑎0 + 2𝑚𝑎0 = 0 ⇒ 𝑎0 4𝑚2 − 4𝑚 + 2𝑚 = 0
1
Because 𝑎0 ≠ 0 ⇒ 4𝑚2 − 2𝑚 = 0 i.e. 𝑚 = 0,
2
1
∴ The solution of the indicial equation is 𝑚1 = 0 and 𝑚2 = 2.

Here, the roots are real, distinct and do not differ by an integer.
∴ Its solution is 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 … (6)
On equating coefficients of 𝑥 𝑚 , we get
4 𝑚 + 1 𝑚𝑎1 + 2 𝑚 + 1 𝑎1 + 𝑎0 = 0 or
2 𝑚 + 1 2𝑚 + 1 𝑎1 = −𝑎0
−𝑎 0
⇒ 𝑎1 = 2 𝑚+1 (2𝑚 +1)
… (7)

Likewise, 4 𝑚 + 2 𝑚 + 1 𝑎2 + 2 𝑚 + 2 𝑎2 + 𝑎1 = 0
𝑚 + 2 4𝑚 + 4 + 2 𝑎2 = −𝑎1 or
2 𝑚 + 2 2𝑚 + 3 𝑎2 = −𝑎1
−𝑎 1 𝑎0
⇒ 𝑎2 = 2 𝑚 +2 (2𝑚+3)
= 22 𝑚+2 𝑚+1 2𝑚 +1 (2𝑚+3)
… (8)

and 4 𝑚 + 3 𝑚 + 2 𝑎3 + 2 𝑚 + 3 𝑎3 + 𝑎2 = 0

𝑚 + 3 4𝑚 + 8 + 2 𝑎3 = −𝑎2

−𝑎 0
2 𝑚 + 3 2𝑚 + 5 𝑎3 =
22 𝑚+2 𝑚+1 2𝑚 +1 (2𝑚+3)

−𝑎 0
⇒ 𝑎3 = 23 𝑚 +3 𝑚 +2 𝑚 +1 2𝑚+1 2𝑚 +3 (2𝑚+5)
and so on. … (9)

5
Thus, for 𝑚 = 0, we get

𝑦(𝑚 =0) = 𝑦1 = 𝑥 𝑚 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + … … ) 𝑚 =0

1 𝑥 1 𝑥2 1 𝑥3
= 𝑎0 1 − 2 1.1 + 22 2.1.1.3 − 23 3.2.1.1.3.5 + … …

2 4 6
𝑥 𝑥 𝑥
= 𝑎0 1 − 2!
+ 4!
− 6!
+ … … = 𝑎0 cos 𝑥 … (10)

1
Likewise for 𝑚 = , we get
2

1
1 𝑥 1 𝑥2 1 𝑥3
𝑦(𝑚 =1) = 𝑦2 = 𝑎0 𝑥 2 1 − 21 3 + 22 5 3 − 23 7 5 3 + ……
2 .2 . .2.4 . . .2.4.6
2 22 222

3 5 7
𝑥 𝑥 𝑥
= 𝑎0 𝑥− 3!
+ 5!
− 7!
+ … … = 𝑎0 sin 𝑥 … (11)

Hence, on substituting the values of 𝑦1 and 𝑦2 in equation (3), we get solution as:

𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝐶1 cos 𝑥 + 𝐶2 sin 𝑥 .

Example 4: Find the series solution of the equation

𝒅𝟐 𝒚 𝒅𝒚
𝟐𝒙𝟐 − 𝒙 + 𝟏 − 𝒙𝟐 𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
OR
𝒅𝟐 𝒚 𝒅𝒚
Solve the equation 𝟐𝒙𝟐 𝒅𝒙𝟐 − 𝒙 𝒅𝒙 + 𝟏 − 𝒙𝟐 𝒚 = 𝟎 in power series.
𝑑2𝑦 𝑑𝑦
Solution: Given 2𝑥 2 −𝑥 + 1 − 𝑥2 𝑦 = 0 … (1)
𝑑𝑥 2 𝑑𝑥

Let its solution be

𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚+2 + 𝑎3 𝑥 𝑚+3 + … … … (2)

𝑑𝑦
So that 𝑑𝑥
= 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚+1

+ 𝑚 + 3 𝑎3 𝑥 𝑚 +2 + … … … (3)
𝑑2𝑦
And = 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚 −1
𝑑𝑥 2

+ 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … … … (4)
𝑑𝑦 𝑑2𝑦
On substituting the values of 𝑦, 𝑑𝑥
, 𝑑𝑥 2
in the given equation, we get

2𝑥 2 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚−1 + 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … …

−𝑥 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚 +1 + 𝑚 + 3 𝑎3 𝑥 𝑚 +2 + … …

+ 1 − 𝑥 2 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + 𝑎3 𝑥 𝑚 +3 + … … = 0

i.e. 2𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 + 2 𝑚 + 1 𝑚𝑎1 𝑥 𝑚 +1 + 2 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 +1 + … …

6
− 𝑚𝑎0 𝑥 𝑚 + 𝑚 + 1 𝑎1 𝑥 𝑚 +1 + 𝑚 + 2 𝑎2 𝑥 𝑚 +2 + … …

+ 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + … … − 𝑎0 𝑥 𝑚 +2 + 𝑎1 𝑥 𝑚+3 + … … … (5)

On equating the coefficients of lowest power of 𝑥 (i.e. 𝑥 𝑚 ) equal to zero on both sides,
2𝑚 𝑚 − 1 𝑎0 − 𝑚𝑎0 + 𝑎0 = 0 … (6)
⇒ 𝑎0 2𝑚 − 1 𝑚 − 1 = 0
1
⇒ Either 𝑎0 = 0 or 𝑚 = 1, .
2

Now equating the coefficients of 𝑥 𝑚 +1 equal to zero,

2 𝑚 + 1 𝑚 𝑎1 − 𝑚 + 1 𝑎1 + 𝑎1 = 0
⇒ 𝑎1 𝑚 2𝑚 − 1 = 0
Which implies either 𝑎1 = 0 or 𝑚 = 0, but 𝑚 ≠ 0,
∴ 𝑎1 = 0 … (7)
On comparing the coefficients of 𝑥 𝑚 +2 ,
2 𝑚 + 2 𝑚 + 1 𝑎2 − 𝑚 + 2 𝑎2 + 𝑎2 − 𝑎0 = 0
⇒ 2𝑚2 + 6𝑚 + 4 − 𝑚 + 1 𝑎2 = 𝑎0
⇒ 2𝑚2 + 5𝑚 + 3 𝑎2 = 𝑎0
𝑎0
⇒ 𝑎2 = 𝑚 +1 2𝑚 +3
. … (8)

Likewise, on comparing the coefficients of 𝑥 𝑚 +3 ,

2 𝑚 + 3 𝑚 + 2 𝑎3 − 𝑚 + 3 𝑎3 + 𝑎3 − 𝑎1 = 0
⇒ 2 𝑚 + 3 𝑚 + 2 𝑎3 − 𝑚 + 3 + 1 𝑎3 = 𝑎1
⇒ 𝑎3 = 0 (since 𝑎1 = 0) … (9)
𝑚 +4
Further, coefficients of 𝑥 ,
2 𝑚 + 4 𝑚 + 3 𝑎4 − 𝑚 + 4 𝑎4 + 𝑎4 − 𝑎2 = 0
⇒ 2 𝑚 + 4 𝑚 + 3 − 𝑚 + 4 + 𝑎2 = 𝑎2
2𝑚2 + 13𝑚 + 21 𝑎4 = 𝑎2
𝑎2
⇒ 𝑎4 = 𝑚 +3 2𝑚 +7
and so on … … (10)
𝑎0 𝑎
Now for 𝑚 = 1, 𝑎2 = 1+1 2.1+3
= 2.50 from (8) … (11)
𝑎2 𝑎0
𝑎4 = = from (10) … (12)
4.9 2.5.4.9

…… …… …… …… ……

1 𝑎0 𝑎0 𝑎0
For 𝑚 = , 𝑎2 = 1 1 = 3 = … (13)
2 +1 2. +3 . 4 2.3
2 2 2

𝑎2 𝑎 1 𝑎
𝑎4 = 𝑚 +1 2𝑚+7
= 2.30 1 2
0
= 2.3.4.7 … (14)
+3 +7
2 2

…… …… …… …… ……

7
 Thus 𝑦1 = 𝑦 𝑚 =1 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + 𝑎3 𝑥 𝑚 +3 + … …

𝑥2 𝑥4 𝑥6
= 𝑎0 𝑥 1 + 2.5 + 2.4.5.9 + 2.4.5.9.6.13 + … …

1
𝑥2 𝑥4 𝑥6
𝑦2 = 𝑦 𝑚=
1 = 𝑎0 𝑥 2 1 + 2.3 + 2.3.4.7 + 2.3.4.5.7.11 + … …
2

Hence 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 .

Case II: Roots 𝒎𝟏 , 𝒎𝟐 are equal, i.e. 𝒎𝟏 = 𝒎𝟐 .

In this case, one of the linearly independent solutions 𝑦1 is obtained by substituting 𝑚 = 𝑚1 and
the second solution is obtained as

𝜕𝑦
𝑦2 = 𝜕𝑚 𝑚 =𝑚 1
.

Thus the complete solution is given by

𝜕𝑦
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝜕𝑚 𝑚 =𝑚 1
.

𝒅𝟐 𝒚 𝒅𝒚
Example 5: Solve 𝒙 + − 𝒚 = 𝟎.
𝒅𝒙𝟐 𝒅𝒙

𝑑2𝑦 𝑑𝑦
Solution: Given 𝑥 𝑑𝑥 2 + 𝑑𝑥 − 𝑦 = 0 … (1)

Let its solution be 𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚+2 + … … … (2)

𝑑𝑦
∴ = 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚+1 + … … … (3)
𝑑𝑥

𝑑2𝑦
⇒ 𝑑𝑥 2
= 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚−1

+ 𝑚 + 2 𝑚 + 1 𝑥𝑚 + … … … (4)

Putting the above values in equation (1), we have

𝑥 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚−2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚 −1 + 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … …

+ 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚 +1 + … …

− 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + … … … (5)

Equating the coefficients of 𝑥 𝑚 −1 to zero,

𝑚 𝑎0 + 𝑚(𝑚 − 1)𝑎0 = 0

8
⇒ Either 𝑎0 = 0 or 𝑚2 = 0

But 𝑎0 ≠ 0 ∴ 𝑚 = 0, 0.

Now equate the coefficients of 𝑥 𝑚 on both sides,

𝑚 + 1 𝑎1 + 𝑚 𝑚 + 1 𝑎1 + 𝑎0 = 0 or (𝑚 + 1)2 𝑎1 + 𝑎0 = 0

0𝑎
⇒ 𝑎1 = − (𝑚 +1) 2. … (6)

Next equate the coefficients of 𝑥 𝑚 +1 on both sides,

𝑚 + 2 𝑚 + 1 𝑎2 + 𝑚 + 2 𝑎2 − 𝑎1 = 0

⇒ 𝑚 + 2 𝑎2 𝑚 + 1 + 1 − 𝑎1 = 0 or 𝑚 + 2 2 𝑎2 − 𝑎1 = 0

𝑎1 𝑎0
⇒ 𝑎2 = 𝑚 +2 2
= 𝑚 +1 2 𝑚 +2 2
and so on. ... (7)

Putting the values of 𝑎1 , 𝑎2 , ….in the assumed series solution (2),

𝑥 𝑥2 𝑥3
𝑦 = 𝑎0 𝑥 𝑚 1 + 𝑚 +1 2
+ 𝑚 +1 2 𝑚+2 2
+ 𝑚 +1 2 𝑚+2 2 𝑚 +3 2
+ …… … (8)

Differentiating (8) partially with respect to 𝑚

𝜕𝑦 𝑥 𝑥2
= 𝑎0 𝑥 𝑚 log 𝑥 1 + + + ……
𝜕𝑚 (𝑚 +1)2 𝑚 +1 2 𝑚 +2 2

2𝑥 2𝑥 2 2𝑚 +3
+𝑎0 𝑥 𝑚 0 − − + ……
𝑚 +1 3 𝑚 +1 2 𝑚 +2 2 𝑚 +1 (𝑚 +2)

𝑥 𝑥2 𝑥3
= 𝑎0 𝑥 𝑚 log 𝑥 1 + 𝑚 +1 2
+ 𝑚 +1 2 𝑚+2 2
+ 𝑚 +1 2 𝑚+2 2 𝑚+3 2
+ ……

𝑥 𝑥2 1 1
−2𝑎0 𝑥 𝑚 𝑚 +1 2 𝑚 +1
+ 𝑚 +1 2 𝑚 +2 2 𝑚 +1
+ 𝑚 +2 +

𝑥3𝑚+12𝑚+22𝑚+32+ …… … (9)

𝑥 𝑥2
Now 𝑦1 = 𝑦(𝑚 =0) = 𝑎0 𝑥 1 + + + …… … (10)
12 12 .22

𝜕𝑦
𝑦2 = 𝜕𝑚
= 𝑦1 log 𝑥
𝑚 =0

𝑥 1 1 1 1 1
−2𝑎0 1!
+ 2!2 1 + 2 𝑥 2 + 3!2 1 + 2 + 3 𝑥 3 + … … … (11)

Therefore, the complete solution is

9
 𝑥 𝑥2 𝑥3
𝑦 = 𝐶1 + 𝐶2 log 𝑥 1 + 1!2 + 2!2 + 2!3 + … …

1 1 1 1 1
−2𝐶2 𝑥 + 2!2 1 + 2 𝑥 2 + 3!2 1 + 2 + 3 𝑥 3 + … … .

Case III: Roots 𝒎𝟏 , 𝒎𝟐 are distinct and differ by an integer.

In this case, assume that 𝑚1 < 𝑚2 . If some of the coefficient of y series becomes infinite when
𝑚 = 𝑚1 , we modify the form of y replacing 𝑎0 by 𝑏0 𝑚 − 𝑚1 . Then the complete solution is given
by

𝜕𝑦
𝑦 = 𝑐1 (𝑦)𝑚 2 + 𝑐1 𝜕𝑚 𝑚 1

𝒅𝟐 𝒚 𝒅𝒚
Example 5: Solve the equation 𝒙 𝟏 − 𝒙 − 𝟑 + 𝟐𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙

𝑑𝑦 𝑑𝑦
Solution: Given 𝑥 1 − 𝑥 −3 + 2𝑦 = 0 … (1)
𝑑𝑥 𝑑𝑥

Let its solution be 𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚 +2 + … … … (2)

𝑑𝑦
∴ 𝑑𝑥
= 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚 +1 + … … … (3)

𝑑2𝑦
and = 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚−1
𝑑𝑥 2

+ 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … … … (4)

𝑑𝑦 𝑑 2 𝑦
On substituting these values of 𝑦, ,
𝑑𝑥 𝑑𝑥 2
in the given differential equation,

𝑥 − 𝑥 2 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −2 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚−1 + 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … …
−3 𝑚𝑎0 𝑥 𝑚−1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚 +1 + … … +2 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚 +2 +
……=0 … (5)

On equating the coefficients of lowest power of 𝑥 (i.e. 𝑥 𝑚 −1 ) on both sides,

𝑎0 𝑚 𝑚 − 1 − 3𝑎0 = 0 or 𝑎0 𝑚 𝑚 − 4 =0

⇒ Either 𝑎0 = 0 or 𝑚 𝑚−4 =0

But as 𝑎0 ≠ 0 ∴ 𝑚 = 0, 4

Likewise, equate the coefficients of 𝑥 𝑚 , 𝑥 𝑚 +1 , 𝑥 𝑚 +2 equal to zero, and find out the values of
unknowns 𝑎0 , 𝑎1 , 𝑎2 etc.

For the coefficients of 𝑥 𝑚 ,

10
 −𝑚 𝑚 − 1 𝑎0 − 3 𝑚 + 1 𝑎1 + 𝑚 + 1 𝑚𝑎1 + 2𝑎0 = 0

⇒ 𝑚 − 3 𝑚 + 1 𝑎1 = 𝑚 − 2 𝑚 + 1 𝑎0

𝑚 −2
⇒ 𝑎1 = 𝑚 −3
𝑎0 … (6)

For the coefficient of 𝑥 𝑚 +1 ,

− 𝑚 + 1 𝑚𝑎1 + 𝑚 + 2 𝑚 + 1 𝑎2 − 3 𝑚 + 2 𝑎2 + 2𝑎1 = 0

⇒ 𝑚 + 2 𝑚 − 2 𝑎2 = 𝑚 − 1 𝑚 + 2 𝑎1

𝑚 −1 𝑚 −1
⇒ 𝑎2 = 𝑎1 = 𝑎0 … (7)
𝑚 −2 𝑚 −3

Similarly,

𝑚 𝑚 𝑚 −1 𝑚
𝑎3 = 𝑎2 = 𝑎0 = 𝑎0
𝑚 −1 𝑚 −1 𝑚 −3 𝑚 −3
𝑚 +1 𝑚 +1 𝑚 𝑚 +1
𝑎4 = 𝑚
𝑎3 = 𝑚 𝑚 −3
𝑎0 = 𝑚 −3
𝑎0 … (8)
𝑚 +2 𝑚 +2 𝑚 +1 𝑚 +2
𝑎5 = 𝑎4 = 𝑎0 = 𝑎0 … 𝑠𝑜 𝑜𝑛
𝑚 +1 𝑚 +1 𝑚 −3 𝑚 −3

𝑚 −2 𝑚 −1 𝑚 𝑚 +1
∴ 𝑦 = 𝑎0 𝑥 𝑚 1 + 𝑚 −3
𝑥+ 𝑚 −3
𝑥2 + 𝑚 −3
𝑥3 + 𝑚 −3
𝑥4 + … … … (9)

2 1 1
Now, 𝑦1 = 𝑦 𝑚 =0 = 𝑎0 1 + 𝑥 + 𝑥 2 − 𝑥 4 − … …
3 3 3

2 3 4 5
and 𝑦2 = 𝑦 𝑚 =4 = 𝑎0 𝑥 4 1 + 𝑥 + 𝑥 2 + 𝑥 3 + 𝑥 4 + … …
1 1 1 1

Hence the complete solution, 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 .

ASSIGNMENT 18.2

Use Frobenius method to solve the following differential equations:

𝑑2𝑦 𝑑𝑦
1. 9𝑥 1 − 𝑥 𝑑𝑥 2
− 12 𝑑𝑥 + 4𝑦 = 0
𝑑2𝑦 𝑑𝑦
2. 4𝑥 𝑑𝑥 2 + 2 1 − 𝑥 𝑑𝑥
−𝑦 =0
𝑑2𝑦 𝑑𝑦
3. 𝑥 + + 𝑥𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦
4. 𝑥 1 − 𝑥 − 1 + 3𝑥 −𝑦 =0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦
5. 𝑥 +2 + 𝑥𝑦 = 0
𝑑𝑥 2 𝑑𝑥

6. 2𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 𝑥 + 1 𝑦 = 0
𝑑2𝑦 𝑑𝑦
7. 2𝑥 1 − 𝑥 𝑑𝑥 2
+ 1−𝑥 𝑑𝑥
+ 3𝑦 = 0

11
ANSWERS
1 1.4 1.4.7
1. 𝑦 = 𝐶1 1 + 3 𝑥 + 3.6 𝑥 2 + 3.6.9 𝑥 3 + … …
8 8.11 2 8.11.14 3
+𝐶2 𝑥 7/3 1 + 𝑥 + 𝑥 + 𝑥 + ……
10 10.13 10.13.16
1 1 1
2. 𝑦 = 𝐶1 1 + 2.1! 𝑥 + 22 . 2!
𝑥 2 + 23 . 3!
𝑥3 + … …
1
1 1 1
+𝐶2 𝑥 2 1 + 1 .3 𝑥 + 1.3.5 𝑥 2 + 1.3.5.7 𝑥 3 + … …
1 1 1
3. 𝑦 = (𝐶1 + 𝐶2 log 𝑥) 1 − 22 𝑥 2 + 22 .4 2 𝑥 4 − 22 .4 2 .62 𝑥 6 + … …
1 2 1 1 1 1 1
+𝐶2 22
𝑥 − 22 .4 2 1 + 2 𝑥 4 + 22 .4 2 .62 1 + 2 + 3 𝑥 6 + … …

4. 𝑦 = (𝐶1 + 𝐶2 log 𝑥) 1.2𝑥 2 + 2.3𝑥 3 + 3.4𝑥 4 + … …

+𝐶2 −1 + 𝑥 + 5𝑥 2 + 11𝑥 3 + … …
5. 𝑦 = 𝑥 −1 (𝑎0 cos 𝑥 + 𝑎1 sin 𝑥)
𝑥 𝑥2 𝑎1 𝑥2
6. 𝑦 = 𝑎0 𝑥 1 + 5 + 70 + ⋯ + 𝑥
1−𝑥− 2
+⋯
3𝑥 2 3𝑥 3 3𝑥 4
7. 𝑦 = 𝑎0 𝑥 1 − 𝑥 + 𝑎1 1 − 3𝑥 + + + +⋯
1.3 3.5 5.7

18.4 BESSEL’S EQUATION

In applied mathematics, many physical problems involving vibrations or heat conduction in

cylindrical regions give rise the differential equation

𝑑2𝑦 𝑑𝑦
𝑥2 +𝑥 + 𝑥 2 − 𝑛2 𝑦 = 0 … (1)
𝑑𝑥 2 𝑑𝑥

which is known as the Bessel’s differential equation of order n. The particular solutions of this
differential equation are called Bessel’s functions of order n.

Let 𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚 +1 + 𝑎2 𝑥 𝑚+2 + … …

𝑑𝑦
∴ = 𝑚𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑎2 𝑥 𝑚+1 + … …
𝑑𝑥

𝑑2𝑦
𝑑𝑥 2
= 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚 −1 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚

+ 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … …
Putting these in the given differential equation, we get
⇒𝑥 2 𝑚 𝑚 − 1 𝑎0 𝑥 𝑚−1 + 𝑚 + 1 𝑚 𝑎1 𝑥 𝑚 + 𝑚 + 2 𝑚 + 1 𝑎2 𝑥 𝑚 + … … + 𝑥 𝑚𝑎0 𝑥 𝑚−1 +
𝑚+1𝑎1𝑥𝑚+𝑚+2𝑎2𝑥𝑚+1+ ……+[𝑥2−𝑛2𝑎0𝑥𝑚+𝑎1𝑥𝑚+1+𝑎2𝑥𝑚+2+ ……=0
Equating to zero, the coefficient of lowest degree term in 𝑥, i.e. 𝑥 𝑚
𝑚 𝑚 − 1 𝑎0 + 𝑚𝑎0 − 𝑛2 𝑎0 = 0, 𝑎0 ≠ 0

∴ Indicial equation 𝑚 𝑚 − 1 + 𝑚 − 𝑛2 = 0

12
 ⇒ 𝑚2 − 𝑛2 = 0 ∴ 𝑚 = ±𝑛
𝑚 +1
Now coefficients of 𝑥 :
𝑚 + 1 𝑚𝑎1 + 𝑚 + 1 𝑎1 − 𝑛2 𝑎1 = 0
2
𝑚+1 − 𝑛2 𝑎1 = 0
⇒ 𝑚 is fixed 𝑎1 = 0
Coefficient of 𝑥 𝑚 +2 : 𝑚 + 2 𝑚 + 1 𝑎2 + 𝑚 + 2 𝑎2 − 𝑛2 𝑎2 + 𝑎0 = 0
2
𝑚+2 − 𝑛2 𝑎2 + 𝑎0 = 0
𝑎0
∴ 𝑎2 = − 𝑚 +2 2 −𝑛 2
2
Similarly, 𝑚+3 − 𝑛2 𝑎3 + 𝑎1 = 0
𝑎1
𝑎3 = − 𝑚 +3 2 −𝑛 2
= 0, as 𝑎1 = 0

So 𝑎1 = 𝑎3 = 𝑎5 = … … = 0
𝑎2 𝑎0
𝑎4 = − 𝑚 +4 2 −𝑛 2
= 𝑚 +2 2 −𝑛 2 𝑚 +4 2 −𝑛 2

𝑥2 𝑥4
So 𝑦 = 𝑎0 𝑥 𝑚 1 − 𝑚 +2 2 −𝑛 2
+ 𝑚 +2 2 −𝑛 2 𝑚 +4 2 −𝑛 2
− … (2)

Case 1: For 𝑛 = 0, 𝑚 = 0 as 𝑚 = ±𝑛

𝑥2 𝑥4
𝑦𝐼 = 𝑎0 1 − 22 + 22 .4 2 − … …

𝜕𝑦 𝑥2 −2
𝜕𝑚
= 𝑦 log 𝑥 + 𝑎0 𝑥 𝑚 − 𝑚 +2 2 −𝑛 2 𝑚 +2 2 −𝑛 2
+

𝑥4 −2 −2
𝑚 +2 2 −𝑛 2 𝑚 +4 2 −𝑛 2 𝑚 +2 2 −𝑛 2
− 𝑚 +4 2 −𝑛 2
+ ……
𝜕𝑦 𝑥 2 −2 𝑥4 −2 −2
𝑦𝐼𝐼 = 𝜕𝑚 𝑚 =0
= 𝑦𝐼 log 𝑥 + 𝑎0 − .
2 22
+ 22 .4 2 22
− 42 + … …

So, the solution is 𝑦 = 𝐶1 𝑦𝐼 + 𝐶2 𝑦𝐼𝐼

𝑥2 𝑥4
𝑦 = 𝐶1 𝑎0 + 𝐶2 log 𝑥 1 − 22 + 22 .4 2 − … …
𝑥2 2 2𝑥 4 1 2
+𝐶2 𝑎0 .
2 22
− 22 .4 2 22
+ 42 + … …
1
Case 2: For 𝑛 non integral and equal to 𝑛 (𝑛 = 𝑚) replace 𝑎0 in equation (2) by 2𝑛 𝑛+1
1 𝑥2 𝑥4
We get 𝑦0 = 2𝑛 𝑛+1
𝑥𝑛 1 − 22 𝑛+1
+ 22 𝑛+1 4.2 𝑛+2
+ ……

𝑥 𝑛 1 1 𝑥 2 1 𝑥 4
= 2 𝑛+1
− 𝑛+2 2
+ 2! 𝑛+3 2
+ ……

∞ 𝑟 1 𝑥 𝑛+2𝑟
= 𝑟=0 −1 𝑟! 𝑛+𝑟+1 2
= 𝐽𝑛 𝑥

∞ 𝑟 1 𝑥 𝑛+2𝑟
i.e. 𝐽𝑛 𝑥 = 𝑟=0 −1 𝑟! 𝑛+𝑟+1 2
… (3)

Similarly by putting 𝑚 = −𝑛, we get the other solution

13
 ∞ 𝑟 1 𝑥 −𝑛+2𝑟
𝐽−𝑛 𝑥 = 𝑟=0 −1 𝑟! −𝑛+𝑟+1 2

The resulting solution is

𝑦 = 𝐶1 𝐽𝑛 𝑥 + 𝐶2 𝐽−𝑛 𝑥
𝐽𝑛 𝑥 & 𝐽−𝑛 𝑥 as defined as above.
Case 3: If 𝑛 is integral
Let 𝑦 = 𝑢 𝑥 𝐽𝑛 𝑥 𝑦 ′ = 𝑢′ 𝑥 𝐽𝑛 + 𝑢 𝐽𝑛′
𝑦 ′′ = 𝑢′′ 𝐽𝑛 + 2𝑢′ 𝐽𝑛′ + 𝑢 𝐽𝑛′′
𝑑2𝑦 𝑑𝑦
Putting these in 𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 + 𝑥 2 − 𝑛2 𝑦 = 0

⇒ 𝑥 2 𝑢′′ 𝐽𝑛 + 2𝑢′ 𝐽𝑛′ + 𝑢 𝐽𝑛′′ + 𝑥 𝑢′ 𝐽𝑛 + 𝑢 𝐽𝑛′ + 𝑥 2 − 𝑛2 𝑢 𝐽𝑛 = 0

⇒ 𝑢 𝑥 2 𝐽𝑛′′ + 𝑥𝐽𝑛′ + 𝑥 2 − 𝑛2 𝐽𝑛 + 2𝑢′ 𝑥 2 𝐽𝑛′ + 𝑥 2 𝑢′′ 𝐽𝑛 + 𝑥𝑢′ 𝐽𝑛 = 0
𝑑2𝑦 𝑑𝑦
Now 𝐽𝑛 𝑥 is a solution of 𝑥2 +𝑥 + 𝑥 2 − 𝑛2 𝑦 = 0
𝑑𝑥 2 𝑑𝑥

∴ 𝑥 2 𝐽𝑛′′ + 𝑥𝐽𝑛′ + 𝑥 2 − 𝑛2 𝐽𝑛 = 0
We get,
2𝑢′ 𝑥 2 𝐽𝑛′ + 𝑥 2 𝑢′′ 𝐽𝑛 + 𝑥𝑢′ 𝐽𝑛 = 0
𝐽′ 𝑢 ′′ 1
⇒ 2 𝐽𝑛 + 𝑢′
+𝑥 =0 (divide by 𝐽𝑛 𝑢′ 𝑥 2 )
𝑛

Integrating 2 log 𝑒 𝐽𝑛 + log 𝑒 𝑢′ log 𝑒 𝑥 = log 𝑐

⇒ 𝑢′ 𝐽𝑛2 𝑥 = 𝐵 Where 𝐵 is constant of integration.
1
⇒ 𝑢′ = 𝐵 𝑥𝐽 2
𝑛

𝑑𝑥
Integrating 𝑢 = 𝐴+𝐵 2
𝑥 𝐽𝑛 𝑥

So the solution of 𝑦 in this case

𝑦 = 𝑢 𝑥 𝐽𝑛 𝑥
𝑑𝑥
= 𝐴𝐽𝑛 𝑥 + 𝐵𝐽𝑛 𝑥 2
𝑥 𝐽𝑛 𝑥

= 𝐴𝐽𝑛 𝑥 + 𝐵𝑦𝑛 𝑥

𝑑𝑥
where 𝑦𝑛 𝑥 = 𝐽𝑛 𝑥 2 is the Bessel’s function of the second kind and 𝐽𝑛 𝑥 is Bessel’s
𝑥 𝐽𝑛 𝑥

function of first kind.

18.5 RECURRENCE FORMULAE FOR 𝑱𝒏 𝒙

The following relations are the recurrence formulae for Bessel’s functions and are very useful in the
solution of Boundary value problems and in establishing various properties of Bessel’s functions:

𝑑
1. 𝑑𝑥
𝑥 𝑛 𝐽𝑛 (𝑥) = 𝑥 𝑛 𝐽𝑛−1 (𝑥)
𝑑
2. 𝑑𝑥
𝑥 −𝑛 𝐽𝑛 (𝑥) = −𝑥 −𝑛 𝐽𝑛+1 (𝑥)

14
 𝑥
3. 𝐽𝑛 𝑥 = 𝐽𝑛−1 𝑥 + 𝐽𝑛+1 (𝑥)
2𝑛
1
4. 𝐽𝑛 ′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 (𝑥)
𝑛
5. 𝐽𝑛 ′ 𝑥 = 𝐽𝑛 𝑥 − 𝐽𝑛+1 (𝑥)
𝑥
2𝑛
6. 𝐽𝑛+1 𝑥 = 𝐽𝑛 𝑥 − 𝐽𝑛−1 (𝑥)
𝑥

18.6 EXPANSION FOR 𝑱𝟎 AND 𝑱𝟏

∞ 𝑟 1 𝑥 𝑛+2𝑟
We know that 𝐽𝑛 𝑥 = 𝑟=0 −1 𝑟! 𝑛+𝑟+1 2

Taking 𝑛 = 0 and 1 in above Bessel’s function, we get

1 𝑥 2 1 𝑥 4 1 𝑥 6
𝐽0 𝑥 = 1 − 1! 2
+ (2!)2 2
− (3!)2 2
+⋯

𝑥 1 𝑥 2 1 𝑥 4 1 𝑥 6
and 𝐽1 𝑥 = 2 1 − 1! 2! 2
+ 2! 3! 2
− 3! 4! 2
+⋯

18.7 VALUE OF 𝑱𝟏 (𝒙)

𝟐

In Bessel’s functions, the function 𝐽1/2 is the simplest one, as it can be expressed in finite form.
Taking 𝑛 = 1/2 in the value of 𝐽𝑛 𝑥 , we get

𝑥 1/2 1 1 𝑥 2 1 𝑥 4
𝐽1/2 𝑥 = 2 3 − 5
2
+ 7
2
−⋯
Γ 1! Γ 2! Γ
2 2 2

𝑥 1/2 1 1 𝑥 2 1 𝑥 4
= 1 1 −31 1 + 531 1 −⋯
2 Γ ∙ Γ 2 2∙ ∙ ∙ Γ 2
2 2 22 2 222 2

𝑥 2 2 𝑥2 2 𝑥4
= 1 − + −⋯
2Γ 1! 3! 5!
2

𝑥 2
Now multiplying the series by 2
and outside by 𝑥
, we get

2 𝑥 𝑥3 𝑥5 2
𝐽1/2 𝑥 = 𝑥 𝜋 1!
− 3!
+ 5!
−⋯ = 𝜋𝑥
sin 𝑥

Similarly, taking 𝑛 = 1/2 in the value of 𝐽−𝑛 𝑥 , we get

2
𝐽−1/2 𝑥 = 𝜋𝑥
cos 𝑥

15
18.8 GENERATING FUNCTION FOR 𝑱𝒏 (𝒙)

𝟏 𝟏
To prove that 𝒆𝟐𝒙(𝒕− 𝒕 ) = ∞ 𝒏
𝒏=−∞ 𝒕 𝑱𝒏 (𝒙).

1 1 𝑥𝑡 𝑥
We have 𝑒 2𝑥(𝑡−𝑡 ) = 𝑒 2 × 𝑒 −2𝑡
𝑥𝑡 1 𝑥𝑡 2 1 𝑥𝑡 3 𝑥 1 𝑥 2 1 𝑥 3
= 1+ + + +⋯ + 1− + − +⋯
2 2! 2 3! 2 2𝑡 2 ! 2𝑡 3 ! 2𝑡

The coefficient of 𝑡 𝑛 in this product is

1 𝑥 𝑛 1 𝑥 𝑛+2 1 𝑥 𝑛+4
𝑛! 2
− (𝑛+1) ! 2
+ 2 ! (𝑛+1) ! 2
− ⋯ = 𝐽𝑛 (𝑥)

As all the integral powers of t, both positive and negative occurs, we have
1 1
𝑥 𝑡−
𝑒2 𝑡 = 𝐽0 𝑥 + 𝑡𝐽1 𝑥 + 𝑡 2 𝐽2 𝑥 + 𝑡 3 𝐽3 𝑥 + ⋯
+𝑡 −1 𝐽−1 𝑥 + 𝑡 −2 𝐽−2 𝑥 + 𝑡 −3 𝐽−3 𝑥 + ⋯
∞ 𝑛
= 𝑛=−∞ 𝑡 𝐽𝑛 (𝑥)

1 1
𝑥 𝑡−
Thus the coefficients of different powers of t in the expansion of 𝑒 2 𝑡 give Bessel’s functions of
various orders. Hence it is known as the generating function of Bessel’s functions.

∞ −𝒂𝒙
Example 6: Evaluate 𝟎
𝒆 𝑱𝟎 𝒃𝒙 𝒅𝒙

1 𝜋
Solution: We know that 𝐽𝑛 𝑥 = 𝜋 0
𝑐𝑜𝑠 𝑛𝜃 − 𝑥 sin 𝜃 𝑑𝜃

1 𝜋
𝐽0 𝑥 = 𝜋 0
cos 𝑥 cos 𝜃 𝑑𝜃
For 𝑛 = 0, 𝑜𝑟
1 𝜋
𝐽0 𝑥 = 𝜋 0
cos 𝑥 sin 𝜃 𝑑𝜃

𝜋
1 𝜋 2
⇒ 𝐽0 𝑏𝑥 = 𝜋 0
cos 𝑏𝑥 sin 𝜃 𝑑𝜃 = 𝜋 0
2 cos 𝑏𝑥 sin 𝜃 𝑑𝜃

𝜋
∞ −𝑎𝑥 ∞ −𝑎𝑥 2
So, 0
𝑒 𝐽0 𝑏𝑥 𝑑𝑥 = 0
𝑒 𝜋 0
2 cos 𝑏𝑥 sin 𝜃 𝑑𝜃 𝑑𝑥

𝜋
2 2 ∞ 𝑒 −𝑎 +𝑖 𝑏 sin 𝜃 𝑥 +𝑒 −𝑎 −𝑖 𝑏 sin 𝜃 𝑥
= dx dy
𝜋 0 0 2

𝜋 ∞
1 𝑒 𝑖 𝑏 sin 𝜃 −𝑎 𝑥 𝑒 − 𝑖 𝑏 sin 𝜃 +𝑎 𝑥
=𝜋 2
0 𝑖 𝑏 sin 𝜃−𝑎
+ − 𝑖 𝑏 sin 𝜃+𝑎 𝑑𝜃
0

𝜋
1 −1 1
=𝜋 2
0 𝑖 𝑏 sin 𝜃−𝑎
+ 𝑖 𝑏 sin 𝜃+𝑎
𝑑𝜃

𝜋
1 −2𝑎
= 2𝜋 2
0 𝑐 2 𝑏 2 𝑠𝑖𝑛 2 𝜃−𝑎 2
𝑑𝜃

16
 𝜋
1 2 2𝑎
= 𝑑𝜃
2𝜋 0 𝑎 2 +𝑏 2 𝑠𝑖𝑛 2 𝜃

𝜋
2𝑎 2 𝑠𝑒𝑐 2 𝜃
= 𝜋 0 𝑎 𝑠𝑒𝑐 𝜃+𝑏 2 𝑡𝑎𝑛 2 𝜃
2 2 𝑑𝜃

𝜋
2𝑎 2 𝑠𝑒𝑐 2 𝜃
= 𝜋 0 𝑎 2 +𝑏 2 𝑡𝑎𝑛 2 𝜃+𝑎 2
𝑑𝜃

Now take 𝑎2 + 𝑏 2 tan 𝜃 = 𝑡

∴ 𝑎2 + 𝑏 2 𝑠𝑒𝑐2 𝜃 𝑑𝜃 = 𝑑𝑡

Further, if 𝜃 = 0 𝑖𝑡 𝑖𝑚𝑝𝑙𝑖𝑒𝑠 𝑡 = 0

𝜋
𝜃= 2
𝑖𝑡 𝑖𝑚𝑝𝑙𝑖𝑒𝑠 𝑡 = ∞

2𝑎 ∞ 1 𝑑𝑡
∴ 𝑒 −𝑎𝑥 𝐽0 𝑏𝑥 𝑑𝑥 = 𝜋 0 𝑡 2 +𝑎 2 𝑎 2 +𝑏 2

2𝑎 ∞ 1
= 0 𝑎 2 +𝑡 2
𝑑𝑡
𝜋 𝑎 2 +𝑏 2

2𝑎 1 𝑡 ∞
= tan−1 𝑎
𝜋 𝑎 2 +𝑏 2 𝑎 0

2 ∞
= tan−1 − tan−1 0
𝜋 𝑎 2 +𝑏 2 𝑎

2 𝜋 1
= −0 =
𝜋 𝑎 2 +𝑏 2 2 𝑎 2 +𝑏 2

𝟒𝟖 𝟖 𝟐𝟒
Example 7: Show that 𝑱𝟒 𝒙 = 𝒙𝟑
−𝒙 𝑱𝟏 𝒙 + 𝟏 − 𝒙𝟐 𝑱𝟎 𝒙

Solution: We know

2𝑛
𝐽𝑛+1 𝑥 = 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛−1 𝑥

∴ for 𝑛 = 3

6
𝐽4 𝑥 = 𝑥 𝐽3 𝑥 − 𝐽2 𝑥 (1)

For 𝑛 = 2

4
𝐽3 𝑥 = 𝑥 𝐽2 𝑥 − 𝐽1 𝑥 (2)

For 𝑛 = 1

17
 2
𝐽2 𝑥 = 𝐽1 𝑥 − 𝐽0 𝑥 (3)
𝑥

Substituting 𝐽2 𝑥 from (3) in (2), we get

4 2
𝐽3 𝑥 = 𝑥 𝐽
𝑥 1
𝑥 − 𝐽0 𝑥 − 𝐽1 𝑥

8 4
= 𝑥2
− 1 𝐽1 𝑥 − 𝑥 𝐽0 𝑥 (4)

Now substituting for 𝐽2 𝑥 and 𝐽3 𝑥 in (1), we will have

6 8 4 2
𝐽4 𝑥 = − 1 𝐽1 𝑥 − 𝐽0 𝑥 − 𝐽 𝑥 − 𝐽0 𝑥
𝑥 𝑥2 𝑥 𝑥 1

48 8 24
= 𝑥3
− 𝑥 𝐽1 𝑥 + 1 − 𝑥 2 𝐽0 𝑥

Example 8: Show that

(i) 𝑱−𝟏 𝒙 = 𝑱𝟏 𝒙 𝐜𝐨𝐭 𝒙

𝟐 𝟐

𝟐 𝐜𝐨𝐬 𝒙
(ii) 𝑱−𝟑 𝒙 = − 𝝅𝒙
𝐬𝐢𝐧 𝒙 + 𝒙
𝟐

𝟐 𝟑 𝟑−𝒙𝟐
(iii) 𝑱−𝟓 𝒙 = 𝝅𝒙 𝒙
𝐬𝐢𝐧 𝒙 + 𝒙𝟐
𝐜𝐨𝐬 𝒙
𝟐

Solution: (i) We know

2 2
𝐽−1 𝑥 = 𝜋𝑥
cos 𝑥 and 𝐽1 𝑥 = 𝜋𝑥
sin 𝑥
2 2

𝐽 1 𝑥 2
− cos 𝑥
2 𝜋𝑥
∴ 𝐽1 𝑥
= 2
= cot 𝑥
2
sin 𝑥
𝜋𝑥

Hence 𝐽−1 𝑥 = 𝐽1 𝑥 cot 𝑥

2 2

(ii) We know

2𝑛
𝐽𝑛−1 𝑥 = 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛+1 𝑥
1
∴ For 𝑛 = −
2
1
𝐽−3 𝑥 = − 𝐽−1 𝑥 − 𝐽1 𝑥
2 𝑥 2 2

(iii) We know
2𝑛
𝐽𝑛−1 𝑥 = 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛+1 𝑥

1
∴ For 𝑛 = −
2

18
 1
𝐽−3 𝑥 = − 𝑥 𝐽−1 𝑥 − 𝐽1 𝑥
2 2 2

1 2 2
= −𝑥 𝜋𝑥
cos 𝑥 − 𝜋𝑥
sin 𝑥

2 cos 𝑥
𝐽−3 𝑥 = − 𝜋𝑥 𝑥
+ sin 𝑥
2

(iv) We know

2𝑛 2
𝐽𝑛−1 𝑥 = 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛+1 𝑥 , 𝐽−1 𝑥 = 𝜋𝑥
cos 𝑥, 𝐽1 𝑥 =
2 2

2
sin 𝑥
𝜋𝑥

3
∴ for 𝑛=−
2

3
𝐽−5 𝑥 = − 𝐽−3 𝑥 − 𝐽−1 𝑥
2 𝑥 2 2
(1)
1
and for 𝑛 = −2

1 2 cos 𝑥
𝐽−3 𝑥 = − 𝑥 𝐽−1 𝑥 − 𝐽1 𝑥 = − 𝜋𝑥 𝑥
+ sin 𝑥
2 2 2
(2)

∴ from (1) and (2), we will have

3 2 cos 𝑥 2
𝐽−5 𝑥 = − × − + sin 𝑥 − cos 𝑥
2 𝑥 𝜋𝑥 𝑥 𝜋𝑥

2 3 3
= 𝜋𝑥 𝑥2
− 1 cos 𝑥 + 𝑥 sin 𝑥

Example 9: Prove that

𝒅
(i) 𝒅𝒙
𝑱𝟎 𝒙 = −𝑱𝟏 𝒙 ,
𝒅
(ii) 𝒅𝒙
𝒙 𝑱𝟏 𝒙 = 𝒙𝑱𝟎 𝒙

𝒅
(iii) 𝒅𝒙
𝒙𝒏 𝑱𝒏 𝒂𝒙 = 𝒂 𝒙𝒏 𝑱𝒏−𝟏 𝒙

𝒅
(iv) 𝒅𝒙
𝒙−𝒏 𝑱𝒏 𝒙 = −𝒙−𝒏 𝑱𝒏+𝟏 𝒙

𝑑
Solutions: (i) We know that 𝑑𝑥
𝑥 −𝑛 𝐽𝑛 𝑥 = −𝑥 −𝑛 𝐽𝑛+1 𝑥

For 𝑛 = 0, we will have

𝑑
𝑑𝑥
𝑥 0 𝐽0 𝑥 = −𝑥 0 𝐽1 𝑥

19
 𝑑
𝑑𝑥
𝐽0 𝑥 = −𝐽1 𝑥

(ii) We know
𝑑
𝑥 𝑛 𝐽𝑛 𝑥 = 𝑥 𝑛 𝐽𝑛−1 𝑥
𝑑𝑥

For 𝑛 = 1, it will give

𝑑
𝑑𝑥
𝑥 𝐽1 𝑥 = 𝑥𝐽0 𝑥

𝑑
(iii) To prove 𝑑𝑥
𝑥 𝑛 𝐽𝑛 𝑎𝑥 = 𝑎 𝑥 𝑛 𝐽𝑛−1 𝑥

𝑡
Let 𝑎𝑥 = 𝑡 or 𝑥=𝑎

𝑡 𝑛
∴ 𝑥 𝑛 𝐽𝑛 𝑎𝑥 = 𝑎
𝐽𝑛 𝑡

Differentiating with respect to ′𝑥′, we get

𝑑 𝑑 𝑡 𝑛 𝑑𝑡
𝑑𝑥
𝑥 𝑛 𝐽𝑛 𝑎𝑥 = 𝑑𝑡 𝑎
𝐽𝑛 𝑡 . 𝑑𝑥

1 𝑑
= 𝑎 𝑛 . 𝑑𝑡 𝑡 𝑛 𝐽𝑛 𝑡 . 𝑎,

1
= . 𝑡 𝑛 𝐽𝑛−1 𝑡 ,
𝑎 𝑛 −1

1
= . 𝑎𝑥 𝑛 𝐽𝑛−1 𝑎𝑥 ,
𝑎 𝑛 −1

= 𝑎𝑥 𝑛 𝐽𝑛−1 𝑎𝑥

(iv) To prove
𝑑
𝑥 −𝑛 𝐽𝑛 𝑥 = −𝑥 −𝑛 𝐽𝑛+1 𝑥
𝑑𝑥

We know

∞ 𝑟 1 𝑥 𝑛+2𝑟
𝐽𝑛 𝑥 = 𝑟=0 −1 2
𝑟! 𝑛+𝑟+1

∞ 1 1
𝑥 −𝑛 𝐽𝑛 𝑥 = 𝑟=0 −1 𝑟
. 2𝑛 +2𝑟 . 𝑥 2𝑟
𝑟! 𝑛+𝑟+1

𝑑 ∞ 1 1
𝑥 −𝑛 𝐽𝑛 𝑥 = 𝑟=1 −1 𝑟
. 2𝑟 𝑥 2𝑟−1
𝑑𝑥 𝑟! 𝑛+𝑟+1 2𝑛 +2𝑟

∞ 1 𝑥 𝑛 +1+2𝑟
= −𝑥 −𝑛 𝑟=1 −1 𝑟−1
. 2𝑛 −1+2𝑟
𝑟−1 ! 𝑛+1+ 𝑟−1 +1

Taking 𝑟−1 =𝑘

∞ 1 𝑥 𝑛+1+2𝑟
= −𝑥 −𝑛 𝑘=0 −1 𝑘 . . 2
𝑘! 𝑛+1+𝑘+1

= −𝑥 −𝑛 𝐽𝑛+1 𝑥 .

20
Example 10: Show by the use of recurrence formula, that
𝟏
(i) 𝑱′′𝟎 𝒙 = 𝟐 𝑱𝟐 𝒙 − 𝑱𝟎 𝒙

𝟏
(ii) 𝑱′′𝟏 𝒙 = −𝑱𝟏 𝒙 + 𝒙 𝑱𝟐 𝒙

Solutions: (i) We know

𝑑
𝑑𝑥
𝑥 −𝑛 𝐽𝑛 𝑥 = −𝑥 −𝑛 𝐽𝑛+1 𝑥

∴ for 𝑛 = 0
𝑑
𝑑𝑥
𝐽0 𝑥 = −𝐽1 𝑥

Differentiating with respect to ′𝑥′, we will have

𝑑2 𝑑
𝑑𝑥 2
𝐽0 𝑥 = − 𝑑𝑥 𝐽1 𝑥

𝐽0′′ 𝑥 = −𝐽1′ 𝑥
1
But 𝐽𝑛′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥

∴ for 𝑛 = 1
1
𝐽1′ 𝑥 = 𝐽0 𝑥 − 𝐽2 𝑥
2

1
∴ 𝐽0′′ 𝑥 = − 𝐽0 𝑥 − 𝐽2 𝑥
2

1
= 𝐽2 𝑥 − 𝐽0 𝑥
2

(ii) We know
1
𝐽𝑛′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥

1
∴ 𝐽1′ 𝑥 = 2 𝐽0 𝑥 − 𝐽2 𝑥

Differentiating with respect to ′𝑥′, we get

1
𝐽1′′ 𝑥 = 2 𝐽0′ 𝑥 − 𝐽2′ 𝑥

But 𝐽0′ 𝑥 = −𝐽1 𝑥 and also

𝑛
𝐽𝑛′ 𝑥 = 𝐽𝑛−1 𝑥 − 𝐽𝑛 𝑥
𝑥

For 𝑛 = 2
2
𝐽2′ 𝑥 = 𝐽1 𝑥 − 𝑥 𝐽2 𝑥

1 2
∴ 𝐽1′′ 𝑥 = 2 −𝐽1 𝑥 − 𝐽1 𝑥 + 𝑥 𝐽2 𝑥

21
 1
= 𝐽2 𝑥 − 𝐽1 𝑥
𝑥

Example 11: Show that

(i) 𝟒 𝑱′′′ ′
𝟎 𝒙 + 𝟑 𝑱𝟎 𝒙 + 𝑱𝟑 𝒙 = 𝟎

(ii) 𝟒 𝑱′′𝒏 𝒙 = 𝑱𝒏−𝟐 𝒙 − 𝟐 𝑱𝒏 𝒙 + 𝑱𝒏+𝟐 𝒙 = 𝟎

𝑑
Solution: (i) We know 𝑑𝑥
𝑥 −𝑛 𝐽𝑛 𝑥 = −𝑥 −𝑛 𝐽𝑛+1 𝑥

for 𝑛=0
𝑑
𝑑𝑥
𝐽0 𝑥 = −𝐽1 𝑥

Differentiating with respect to ′𝑥′, we get

𝐽0′′ 𝑥 = −𝐽1′ 𝑥
1
𝐽𝑛′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥 (1)

∴ for 𝑛 = 1
1
𝐽1′ 𝑥 = 2 𝐽0 𝑥 − 𝐽2 𝑥

Differentiating again, it will give

1
𝐽0′′′ 𝑥 = 2 −𝐽0′ 𝑥 + 𝐽2′ 𝑥

1
= 2 𝐽1 𝑥 + 𝐽2′ 𝑥

From (1), for 𝒏 = 𝟐

1
𝐽2′ 𝑥 = 𝐽1 𝑥 − 𝐽3 𝑥
2

1 1
∴ 𝐽0′′′ 𝑥 = 𝐽1 𝑥 + 𝐽1 𝑥 − 𝐽3 𝑥
2 2

1
= 4 3 𝐽1 𝑥 − 𝐽3 𝑥

1
= 4 −3 𝐽0′ 𝑥 − 𝐽3 𝑥

∴ 4 𝐽0′′′ 𝑥 + 3 𝐽0′ 𝑥 + 𝐽3 𝑥 = 0

(ii) We know
1
𝐽𝑛′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥 (1)

Differentiating with respect to ′𝑥′, we get

1
′ ′
𝐽𝑛′′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥 (2)

22
 ′ 1
From (1) 𝐽𝑛−1 𝑥 = 2 𝐽𝑛−2 𝑥 − 𝐽𝑛 𝑥

′ 1
and 𝐽𝑛+1 𝑥 = 2 𝐽𝑛 𝑥 − 𝐽𝑛+2 𝑥

∴ From (2), we get

1 1 1
𝐽𝑛′′ 𝑥 = 2 2
𝐽𝑛−2 𝑥 − 𝐽𝑛 𝑥 − 2 𝐽𝑛 𝑥 − 𝐽𝑛+2 𝑥

1
= 4 𝐽𝑛−2 𝑥 − 2 𝐽𝑛 𝑥 + 𝐽𝑛+2 𝑥

∴ 4 𝐽𝑛′′ 𝑥 = 𝐽𝑛−2 𝑥 − 2 𝐽𝑛 𝑥 + 𝐽𝑛+2 𝑥

Example 12: Prove that

𝒅 𝒙
(i) 𝑱𝟐𝒏 𝒙 = 𝑱𝟐𝒏−𝟏 𝒙 − 𝑱𝟐𝒏+𝟏 𝒙
𝒅𝒙 𝟐𝒏

𝒅 𝒏 𝟐 𝒏+𝟏 𝟐
(ii) 𝒅𝒙 𝑱𝟐𝒏 𝒙 + 𝑱𝟐𝒏+𝟏 𝒙 =𝟐 𝑱
𝒙 𝒏
𝒙 − 𝑱
𝟐 𝒏+𝟏
𝒙

Solutions: (i) LHS = 2 𝐽𝑛 𝑥 𝐽𝑛′ 𝑥

2𝑛
But 𝐽𝑛+1 𝑥 = 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛−1 𝑥

𝑥
⇒ 𝐽𝑛 𝑥 = 2𝑛 𝐽𝑛+1 𝑥 + 𝐽𝑛−1 𝑥

1
and 𝐽𝑛′ 𝑥 = 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥
2

𝑥 1
LHS= 2𝐽𝑛 𝑥 𝐽𝑛′ 𝑥 = 2. 𝐽𝑛+1 𝑥 + 𝐽𝑛−1 𝑥 × 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥
2𝑛 2

𝑥 2 2
= 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥 = RHS
2𝑛

Hence the result

′
(ii) LHS = 2𝐽𝑛 𝑥 𝐽𝑛′ 𝑥 + 2𝐽𝑛+1 𝑥 𝐽𝑛+1 𝑥
𝑛
But 𝐽𝑛′ 𝑥 = 𝑥 𝐽𝑛 𝑥 − 𝐽𝑛+1 𝑥

𝑛
and 𝐽𝑛′ 𝑥 = 𝐽𝑛−1 𝑥 − 𝑥 𝐽𝑛 𝑥

′ 𝑛+1
⇒ 𝐽𝑛+1 𝑥 = 𝐽𝑛 𝑥 − 𝐽
𝑥 𝑛+1
𝑥

𝑛 𝑛+1
∴ LHS = 2 𝐽𝑛 𝑥 . 𝐽 𝑥 − 𝐽𝑛+1 𝑥 + 2 𝐽𝑛+1 𝑥 𝐽𝑛 𝑥 − 𝐽 𝑥
𝑥 𝑛 𝑥 𝑛+1

𝑛 2 𝑛+1 2
=2 𝐽
𝑥 𝑛
𝑥 − 𝐽𝑛 𝑥 . 𝐽𝑛+1 𝑥 + 𝐽𝑛+1 𝑥 . 𝐽𝑛 𝑥 − 𝐽
𝑥 𝑛+1
𝑥

𝑛 2 𝑛+1 2
=2 𝐽 𝑥 − 𝐽 𝑥 = RHS
𝑥 𝑛 𝑥 𝑛+1

Example 13: Prove that

23
 𝟏 𝟐
(i) 𝑱𝟎 𝒙 𝑱𝟏 𝒙 = − 𝟐 𝑱𝟎 𝒙

𝒓 𝒓
(ii) 𝟎
𝒙 𝑱𝟎 𝒂𝒙 = 𝑱𝟏 𝒂𝒓
𝒂

∞ −𝒂𝒙 𝟏
(iii) 𝟎
𝒆 𝑱𝟎 𝒃𝒙 =
𝒂𝟐 +𝒃𝟐

Solution: (i) We know 𝐽0′ 𝑥 = −𝐽1 𝑥

∴ 𝐽0 𝑥 𝐽1 𝑥 = − 𝐽0 𝑥 𝐽0′ 𝑥 𝑑𝑥
1 2
= − 2 𝐽0 𝑥

(ii) Let 𝑎𝑥 = 𝑡, ∴ 𝑎𝑑𝑥 = 𝑑𝑡, 0 𝑡𝑜 𝑟 → 0 𝑡𝑜 𝑎𝑟

𝑟 𝑎𝑟 𝑡 𝑑𝑡
∴ 0
𝑥 𝐽0 𝑎𝑥 𝑑𝑥 = 0 𝑎 0
𝐽 𝑡 . 𝑎

1 𝑎𝑟 1 𝑎𝑟 𝑑
= 𝑎2 0
𝑡𝐽0 𝑡 𝑑𝑡 = 𝑎 2 0 𝑑𝑡
𝑡 𝐽1 𝑡 𝑑𝑡

1 𝑎𝑟 1
= 𝑎 2 𝑡 𝐽1 𝑡 0 = 𝑎 2 𝑎𝑟 𝐽1 𝑎𝑟 − 0. 𝑥. 𝐽1 0

1
= 𝑎 𝑟 𝐽1 𝑎𝑟

∞ −𝑎𝑥
(iii) 0
𝑒 𝐽0 𝑏𝑥 𝑑𝑥

∞ −𝑎𝑥 1 𝜋
= 0
𝑒 .𝜋 0 cos 𝑏𝑥 cos 𝜑 𝑑𝜑 𝑑𝑥

Integrating the order of integration, we get

1 𝜋 ∞ −𝑎𝑥
=𝜋 0 0
𝑒 cos 𝑏𝑥 cos 𝜑 𝑑𝑥 𝑑𝜑

1 𝜋 𝑒 −𝑎𝑥 ∞
=𝜋 0 𝑎 2 +𝑏 2 𝑐𝑜𝑠 2 𝜑
−𝑎 cos 𝑏𝑥 cos 𝜑 + 𝑏 cos 𝜑 sin 𝑏𝑥 cos 𝜑 𝑑𝜑
0

𝜋
1 𝜋 𝑎 1 𝜋 𝑎 𝑠𝑒𝑐 2 𝜑 2 𝑎 𝑠𝑒𝑐 2 𝜑
=𝜋 0 𝑎 2 +𝑏 2 𝑐𝑜𝑠 2 𝜑
𝑑𝜑 = 𝜋 0 𝑎 2 𝑠𝑒𝑐 2 𝜑+𝑏 2
𝑑𝜑 =𝜋 0
2
𝑎 2 +𝑏 2+𝑎 2 𝑡𝑎𝑛 2 𝜑

𝜋
2 𝑎 tan 𝜑 2 𝑎
= 𝜋𝑎 tan−1 ×
𝑎 2 +𝑏 2 0 𝑎 2 +𝑏 2

2 𝑎 𝜋 1
= 𝜋𝑎 . × −0 =
𝑎 2 +𝑏 2 2 𝑎 2 +𝑏 2

Example 14: Starting with series with generating functions, prove that

𝟐𝒏 𝑱𝒏 𝒙 = 𝒙 𝑱𝒏−𝟏 𝒙 = 𝒙 𝑱𝒏−𝟏 𝒙 + 𝑱𝒏+𝟏 𝒙 and

𝒙𝑱′𝒏 𝒙 = 𝒏 𝑱𝒏 𝒙 − 𝒙 𝑱𝒏+𝟏 𝒙 (1)

1 1
𝑥 𝑡− ∞ 𝑛
Solutions: We know 𝑒2 𝑡 = −∞ 𝑡 𝐽𝑛 𝑥

Differentiating both sides with respect to ′𝑡′, we get

24
 1 1
1 1 𝑥 𝑡− ∞ 𝑛−1
2
𝑥 1 + 𝑡 2 . 𝑒2 𝑡 = −∞ 𝑛𝑡 𝐽𝑛 𝑥

1 1 ∞ 𝑛 ∞ 𝑛−1
𝑥 1+ −∞ 𝑡 𝐽𝑛 𝑥 =𝑛 −∞ 𝑡 𝐽𝑛 𝑥
2 𝑡2

Equating the coefficients of 𝑡 𝑛−1 , we will have

1 1
𝑥 𝐽𝑛−1 𝑥 + 𝑥 𝐽𝑛+1 𝑥 = 𝑛𝐽𝑛 𝑥
2 2

⇒ 2𝑛 𝐽𝑛 𝑥 = 𝑥 𝐽𝑛−1 𝑥 + 𝐽𝑛+1 𝑥 (2)

Now differentiating with respect to ′𝑥′, we get

1 1
1 1 𝑥 𝑡− ∞ 𝑛 ′
2
𝑡 − 𝑡 𝑒2 𝑡 = −∞ 𝑡 𝐽𝑛 𝑥

1 1 ∞ 𝑛 ∞ 𝑛 ′
𝑡− −∞ 𝑡 𝐽𝑛 𝑥 = −∞ 𝑡 𝐽𝑛 𝑥
2 𝑡

Equating the coefficients of ′𝑡 𝑛 ′, we will have

1 1
𝐽
2 𝑛−1
𝑥 − 2 𝐽𝑛+1 𝑥 = 𝐽𝑛′ 𝑥

1
⇒ 𝐽𝑛′ 𝑥 = 2 𝐽𝑛−1 𝑥 − 𝐽𝑛+1 𝑥 (3)

From (2), substituting 𝐽𝑛−1 𝑥 in (3), we get

1 2𝑛
𝐽𝑛′ 𝑥 = 𝐽 𝑥 − 𝐽𝑛+1 𝑥 − 𝐽𝑛+1 𝑥
2 𝑥 𝑛

𝑛
⇒ 𝐽𝑛′ 𝑥 = 𝐽𝑛 𝑥 − 𝐽𝑛+1 𝑥
𝑥

Example 15: Establish the Jacobi series

𝐜𝐨𝐬 𝒙 𝐜𝐨𝐬 𝜽 = 𝑱𝟎 − 𝟐𝑱𝟐 𝐜𝐨𝐬 𝟐𝜽 + 𝟐𝑱𝟒 𝐜𝐨𝐬 𝟒𝜽 − … …

𝐬𝐢𝐧 𝒙 𝐜𝐨𝐬 𝜽 = 𝟐 𝑱𝟏 𝐜𝐨𝐬 𝜽 − 𝑱𝟑 𝐜𝐨𝐬 𝟑𝜽 + 𝑱𝟓 𝐜𝐨𝐬 𝟓𝜽 − … …

1 1
𝑥 𝑡− ∞ 𝑛
Solutions: We know 𝑒2 𝑡 = −∞ 𝑡 𝐽𝑛 𝑥

∞ 𝑛 1
= 𝐽0 𝑥 + 𝑛=1 𝐽𝑛 𝑥 𝑡 𝑛 + −1 (1)
𝑡𝑛

1
Now, let 𝑡 = cos 𝜃 + 𝑖 sin 𝜃 and 𝑡
= cos 𝜃 − 𝑖 sin 𝜃

To get 𝑡 𝑝 = cos 𝑝𝜃 + 𝑖 sin 𝑝𝜃 and 𝑡 −𝑝 = cos 𝑝𝜃 − 𝑖 sin 𝑝𝜃

and thus 𝑡 𝑝 + 𝑡 −𝑝 = 2 cos 𝑝𝜃 and 𝑡 𝑝 − 𝑡 −𝑝 = 2 𝑖 sin 𝑝𝜃

∴ From (1)

25
 𝑒 𝑖𝑥 sin 𝜃 = 𝐽0 𝑥 + 2𝑖 𝐽1 𝑥 sin 𝜃 + 2𝐽2 𝑥 cos 2𝜃

+2𝑖𝐽3 𝑥 sin 3𝜃 + 2𝐽4 𝑥 cos 4𝜃 + … …

cos 𝑥 sin 𝜃 + 𝑖 sin 𝑥 sin 𝜃 = 𝐽0 𝑥 + 2𝐽2 𝑥 cos 2𝜃 + 2𝐽4 𝑥 cos 4𝜃 + … …

+𝑖 2𝐽1 𝑥 sin 𝜃 + 2𝐽3 𝑥 sin 𝜃 + … …

Equating the real and imaginary parts, we get

cos 𝑥 sin 𝜃 = 𝐽0 𝑥 + 2 𝐽2 𝑥 cos 2𝜃 + 𝐽4 𝑥 cos 4𝜃 + … …

and sin 𝑥 sin 𝜃 = 2 𝐽 1 𝑥 sin 𝜃 + 𝐽3 𝑥 sin 3𝜃 + … …

𝜋
Replacing 𝜃 by 2
− 𝜃, we get

cos 𝑥 cos 𝜃 = 𝐽0 𝑥 − 2 cos 2𝜃 𝐽2 𝑥 + 2𝐽4 𝑥 cos 4𝜃 + … …

and sin 𝑥 cos 𝜃 = 2 𝐽1 𝑥 sin 𝜃 − 𝐽3 𝑥 sin 3𝜃 + … …

Example 16: Prove that

(i) 𝐬𝐢𝐧 𝒙 = 𝟐 𝑱𝟏 𝒙 − 𝑱𝟑 𝒙 + 𝑱𝟓 𝒙 − … …
(ii) 𝐜𝐨𝐬 𝒙 = 𝑱𝟎 𝒙 − 𝟐𝑱𝟐 𝒙 + 𝟐𝑱𝟒 𝒙 − 𝟐𝑱𝟔 𝒙 + … …
(iii) 𝟏 = 𝑱𝟎 + 𝟐𝑱𝟐 + 𝟐𝑱𝟒 + 𝟐𝑱𝟔 + … …

Solution: We know
cos 𝑥 sin 𝜃 = 𝐽0 𝑥 + 2 𝐽2 𝑥 cos 2𝜃 + 𝐽4 𝑥 cos 4𝜃 + … …
and sin 𝑥 sin 𝜃 = 2 𝐽1 𝑥 sin 𝜃 + 𝐽3 𝑥 sin 3𝜃 + … …
𝜋
On taking 𝜃 = , we will have
2
(ii) cos 𝑥 = 𝐽0 𝑥 + 2 𝐽2 𝑥 cos 𝜋 + 𝐽4 𝑥 cos 2𝜋 + 𝐽6 𝑥 cos 3𝜋 + … …
= 𝐽0 𝑥 + 2 −𝐽2 𝑥 + 𝐽4 𝑥 − 𝐽6 𝑥 + … …
= 𝐽0 𝑥 − 2𝐽2 𝑥 + 2𝐽4 𝑥 − 2𝐽6 𝑥 + … …
𝜋 3𝜋 5𝜋
(i) sin 𝑥 = 2 𝐽1 𝑥 sin 2 + 𝐽3 𝑥 sin 2
+ 𝐽5 𝑥 sin 2
+ ……

= 2 𝐽1 𝑥 − 𝐽3 𝑥 + 𝐽5 𝑥 − … …

(iii) Taking 𝜃 = 0, we get

cos 0 = 1 = 𝐽 0 𝑥 + 2 𝐽2 𝑥 cos 2 × 0 + 𝐽4 𝑥 cos 4 × 0 + … … .
⇒ 1 = 𝐽0 𝑥 + 2𝐽2 𝑥 + 2𝐽4 𝑥 + … …

ASSIGNMENT 18.3

1. Compute 𝐽0 2 and 𝐽1 1 correct to three decimal places.

2. Express 𝐽5 𝑥 in terms of 𝐽0 𝑥 and 𝐽1 𝑥 .
3. Prove that
1
(a) 𝐽𝑛′′ 𝑥 = 4 𝐽𝑛−2 𝑥 − 2𝐽𝑛 𝑥 + 𝐽𝑛+2 𝑥
𝑑 2
(b) 𝑑𝑥
𝑥𝐽𝑛 𝑥 𝐽𝑛+1 𝑥 = 𝑥 𝐽𝑛2 𝑥 − 𝐽𝑛+1 (𝑥) .

26
 2 3−𝑥 2 3
4. Prove that 𝐽5 𝑥 = 𝜋𝑥 𝑥2
sin 𝑥 − 𝑥 cos 𝑥 .
2

5. Prove that
2
(a) 𝐽3 𝑥 𝑑 𝑥 = 𝑐 − 𝐽2 𝑥 − 𝑥 𝐽1 (𝑥)
1
(b) 𝑥𝐽𝑛 2 𝑥 𝑑𝑥 = 𝑥 2 𝐽0 2 𝑥 + 𝐽1 2 (𝑥) .
2

6. Show that
1 𝜋
a) 𝐽𝑛 𝑥 = 𝜋 0
cos 𝑛𝜃 − 𝑥 sin 𝜃 𝑑𝜃 , 𝑛 being an integer.
1 𝜋
b) 𝐽0 𝑥 = 𝜋 0
cos 𝑥 cos 𝜃 𝑑𝜃

c) 𝐽0 2 + 2𝐽1 2 + 2𝐽2 2 + 2𝐽3 2 + ⋯ = 1.

ANSWERS

1. 0.224, 0.44
384 72 12 192
2. 𝐽5 𝑥 = 𝑥4
− 𝑥 2 − 1 𝐽1 𝑥 + 𝑥
− 𝑥3
𝐽0 𝑥

18.9 EQUATIONS REDUCIBLE TO BESSEL’S EQUATION

In differential calculus, we come across such differential equations which can be easily reduced to
Bessel’s equation and thus can be solved by the means of Bessel’s functions. The following are some
examples of such differential equations:
𝒅𝟐 𝒚 𝒅𝒚
1. Reduce the differential equation 𝒙𝟐 +𝒙 + 𝒌𝟐 𝒙𝟐 − 𝒏𝟐 𝒚 = 𝟎 to the Bessel’s Equation.
𝒅𝒙𝟐 𝒅𝒙

𝑑𝑦 𝑑𝑦 𝑑2𝑦 𝑑2𝑦
Putting 𝑡 = 𝑘𝑥, so that 𝑑𝑥 = 𝑘 𝑑𝑡 and 𝑑𝑥 2 = 𝑘 𝑑𝑡 2 in the above differential equation, we get

𝑑2𝑦 𝑑𝑦
𝑡 2 𝑑𝑡 2 + 𝑡 𝑑𝑡 + 𝑡 2 − 𝑛2 𝑦 = 0 , which is the Bessel’s Form of Equation.

∴ Its solution is 𝑦 = 𝑐1 𝐽𝑛 𝑡 + 𝑐2 𝐽−𝑛 𝑡 , 𝑛 is non-integral.

or 𝑦 = 𝑐1 𝐽𝑛 𝑡 + 𝑐2 𝑌𝑛 𝑡 , 𝑛 is integral.
Hence solution of the given differential equation is
𝑦 = 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝐽−𝑛 𝑘𝑥 , 𝑛 is non-integral.
or 𝑦 = 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝑌𝑛 𝑘𝑥 , 𝑛 is integral.
𝒅𝟐 𝒚 𝒅𝒚
2. Reduce the differential equation 𝒙 𝒅𝒙𝟐 + 𝒂 𝒅𝒙 + 𝒌𝟐 𝒙𝒚 = 𝟎 to the Bessel’s Equation.

𝑑𝑦 𝑑𝑧
Putting 𝑦 = 𝑥 𝑛 𝑧, so that 𝑑𝑥 = 𝑥 𝑛 𝑑𝑥 + 𝑛𝑥 𝑛−1 𝑧

27
 𝑑2𝑦 𝑑2𝑧 𝑑𝑧
and = 𝑥𝑛 + 2𝑛𝑥 𝑛−1 + 𝑛 𝑛 − 1 𝑥 𝑛−2 𝑧 in the above differential equation, we get
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥

𝑑2𝑧 𝑑𝑧
𝑥 𝑛+1 𝑑𝑥 2 + (2𝑛 + 𝑎)𝑥 𝑛 𝑑𝑥 + 𝑘 2 𝑥 2 + 𝑛2 + 𝑎 − 1 𝑛 𝑥 𝑛−1 𝑧 = 0

Dividing throughout by 𝑥 𝑛−1 and putting 2𝑛 + 𝑎 = 1, we get

𝑑2𝑧 𝑑𝑧
𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 + 𝑘 2 𝑥 2 − 𝑛2 𝑧 = 0, which is the Bessel’s Form of Equation.

And its solution is 𝑧 = 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝐽−𝑛 𝑘𝑥 , 𝑛 is non-integral.

or 𝑦 = 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝑌𝑛 𝑘𝑥 , 𝑛 is integral.
Hence solution of the given differential equation is
𝑦 = 𝑥 𝑛 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝐽−𝑛 𝑘𝑥 , 𝑛 is non-integral.
or 𝑦 = 𝑥 𝑛 𝑐1 𝐽𝑛 𝑘𝑥 + 𝑐2 𝑌𝑛 𝑘𝑥 , 𝑛 is integral.
𝒅𝟐 𝒚 𝒅𝒚
3. Reduce the differential equation 𝒙 𝒅𝒙𝟐 + 𝒄 𝒅𝒙 + 𝒌𝟐 𝒙𝒓 𝒚 = 𝟎 to the Bessel’s Equation.

𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
Putting 𝑦 = 𝑡 𝑚 , so that 𝑑𝑥 = .
𝑑𝑡 𝑑𝑥
= 𝑚 𝑡1−𝑚 𝑑𝑡

𝑑2𝑦 𝑑 1 1−𝑚 𝑑𝑦 1 1−𝑚 1 2−2𝑚 𝑑 2 𝑦 1−𝑚 1−2𝑚 𝑑𝑦

and = 𝑡 . 𝑡 = 𝑡 + 𝑡 in the above differential
𝑑𝑥 2 𝑑𝑡 𝑚 𝑑𝑡 𝑚 𝑚2 𝑑𝑡 2 𝑚2 𝑑𝑡

equation, we get

1 2−𝑚 𝑑 2 𝑦 1−𝑚 +𝑐𝑚 𝑑𝑦

𝑡 + 𝑡1−𝑚 + 𝑘 2 𝑡 𝑚𝑟 𝑦 = 0
𝑚2 𝑑𝑡 2 𝑚2 𝑑𝑡

Multiplying throughout by 𝑚2 𝑡1−𝑚 , we get

𝑑2𝑦 𝑑𝑦
𝑡 + (1 − 𝑚 + 𝑐𝑚) 𝑑𝑡 + (𝑘𝑚)2 𝑡 𝑚𝑟 +𝑚 −1 𝑦 = 0
𝑑𝑡 2

To reduce this equation to the equation at point 2. above, we set 𝑚𝑟 + 𝑚 − 1 = 1

𝑟+2𝑐−1
𝑖. 𝑒. 𝑚 = 2/(𝑟 + 1) and 𝑎 = 1 − 𝑚 + 𝑐𝑚 = 𝑟+1
. Thus we get the equation as

𝑑2𝑦 𝑑𝑦
𝑡 +𝑎 + (𝑘𝑚)2 𝑡𝑦 = 0 which is similar to equation at point 2.
𝑑𝑡 2 𝑑𝑡

Hence its solution is

𝑦 = 𝑥 𝑛/𝑚 𝑐1 𝐽𝑛 𝑘𝑚 𝑥 1/𝑚 + 𝑐2 𝐽−𝑛 𝑘𝑚 𝑥 1/𝑚 , 𝑛 is non-integral.

or 𝑦 = 𝑥 𝑛/𝑚 𝑐1 𝐽𝑛 𝑘𝑚 𝑥 1/𝑚 + 𝑐2 𝑌𝑛 𝑘𝑚 𝑥 1/𝑚 , 𝑛 is integral.

18.10 ORTHOGONALITY OF BESSEL FUNCTIONS

28
 𝟏
𝟎, 𝜶≠𝜷
Prove that 𝟎
𝒙𝑱𝒏 𝜶𝒙 𝑱𝒏 𝜷𝒙 𝒅𝒙 = 𝟏 𝟐
𝑱𝒏+𝟏 𝜶 , 𝜶=𝜷
𝟐

𝒘𝒉𝒆𝒓 𝒆 𝜶, 𝜷 𝒂𝒓𝒆 𝒓𝒐𝒐𝒕𝒔 𝒐𝒇 𝑱𝒏 𝒙 = 𝟎.

Proof: Let 𝑢 = 𝐽𝑛 (𝛼𝑥) and 𝑣 = 𝐽𝑛 (𝛽𝑥) are the solutions of the following differential equations

𝑥 2 𝑢′′ + 𝑥𝑢′ + 𝛼 2 𝑥 2 − 𝑛2 𝑢 = 0 (1)

𝑥 2 𝑣 ′′ + 𝑥𝑣 ′ + 𝛽 2 𝑥 2 − 𝑛2 𝑣 = 0 (2)

Multiplying equation (1) by 𝑣/𝑥 and equation (2) by 𝑢/𝑥 and then on subtracting, we get

𝑥 𝑢′′ 𝑣 − 𝑢𝑣 ′′ + 𝑢′ 𝑣 − 𝑢𝑣 ′ + 𝛼 2 − 𝛽 2 𝑥𝑢𝑣 = 0
𝑑
⇒ 𝑥(𝑢′ 𝑣 − 𝑢𝑣 ′ ) = (𝛽 2 − 𝛼 2 )𝑥𝑢𝑣 (3)
𝑑𝑥

Now, integrating both sides of equation (3) within the limits 0 to 1, we get
1 1
𝛽2 − 𝛼 2 0
𝑥 𝑢𝑣 𝑑𝑥 = 𝑥(𝑢′ 𝑣 − 𝑢𝑣 ′ ) 0 = 𝑢′ 𝑣 − 𝑢𝑣 ′ (4)

Since 𝑢 = 𝐽𝑛 (𝛼𝑥) and 𝑣 = 𝐽𝑛 (𝛽𝑥)

∴ 𝑢′ = 𝛼 𝐽𝑛 ′ (𝛼𝑥) and 𝑣 ′ = 𝛽 𝐽𝑛 ′ (𝛽𝑥)

Substituting these values in equation (4), we get

1 𝛼 𝐽 𝑛 ′ 𝛼 𝐽 𝑛 𝛽 −𝛽 𝐽 𝑛 ′ (𝛽)𝐽 𝑛 (𝛼)
0
𝑥 𝐽𝑛 𝛼𝑥 𝐽𝑛 (𝛽𝑥) 𝑑𝑥 = 𝛽 2 −𝛼 2
(5)

Case I: 𝜶 ≠ 𝜷

Since 𝛼, 𝛽 are roots of 𝐽𝑛 𝑥 = 0, so we have 𝐽𝑛 𝛼 = 𝐽𝑛 𝛽 = 0. Thus equation (5) results in

1
0
𝑥 𝐽𝑛 𝛼𝑥 𝐽𝑛 (𝛽𝑥) 𝑑𝑥 = 0 (6)

Case II: 𝜶 = 𝜷

In this case RHS of (5) becomes 0/0 form. So to get its value, apply L’Hospital Rule, by taking 𝛼 as
constant and 𝛽 as variable approaching to 𝛼, we get

1 𝛼 𝐽𝑛 ′ 𝛼 𝐽𝑛 𝛽 0
Lim𝛽→𝛼 𝑥 𝐽𝑛 𝛼𝑥 𝐽𝑛 (𝛽𝑥) 𝑑𝑥 = Lim𝛽→𝛼
0 𝛽 2 −𝛼 2 0

1 𝛼 𝐽𝑛 ′ 𝛼 𝐽𝑛 ′ 𝛽
or Lim𝛽→𝛼 0
𝑥 𝐽𝑛 2 𝛼𝑥 𝑑𝑥 = lim𝛽→𝛼
2𝛽

1
= 𝐽𝑛 ′ (𝛼) 2
2

1
= 2 𝐽𝑛+1 (𝛼) 2
𝑢𝑠𝑖𝑛𝑔 𝐽𝑛 ′ = −𝐽𝑛+1 (7)

The relations (6) and (7) are known as Orthogonality relations of Bessel functions.

29
18.11 FOURIER BESSEL EXPANSION

If 𝒇(𝒙) is a continuous function having finite number of oscillations in the interval 𝟎, 𝒂 , then we
can write
∞
𝒇 𝒙 = 𝒋=𝟏 𝒄𝒋 𝑱𝒏 (𝜶𝒋 𝒙) = 𝒄𝟏 𝑱𝒏 𝜶𝟏 𝒙 + 𝒄𝟐 𝑱𝒏 𝜶𝟐 𝒙 + ⋯ + 𝒄𝒏 𝑱𝒏 𝜶𝒏 𝒙 + ⋯(1)

where 𝜶𝟏 , 𝜶𝟐 , … are the positive roots of 𝑱𝒏 𝒙 = 𝟎.

To determine the coefficients 𝒄𝒏 , multiply both sides of (1) by 𝑥𝐽𝑛 (𝛼𝑛 𝑥) and integrating within the
limits 0 to a, we get

𝑎 𝑎 𝑎2
0
𝑥 𝑓 𝑥 𝐽𝑛 𝛼𝑛 𝑥 𝑑𝑥 = 𝑐𝑛 0
𝑥 𝐽𝑛 2 𝛼𝑛 𝑥 𝑑𝑥 = 𝑐𝑛 2
𝐽𝑛+1 2 𝑎 𝛼𝑛

2 𝑎
⇒ 𝑐𝑛 = 𝑎 2 𝐽 2
𝑎 𝛼𝑛 0
𝑥 𝑓 𝑥 𝐽𝑛 𝛼𝑛 𝑥 𝑑𝑥
𝑛 +1

The relation (1) is called Fourier Bessel Expansion of f(x).

18.12 BER AND BEI FUNCTIONS

The differential equation generally encountered in the field of electrical engineering for finding the
distribution of alternating currents in wires of circular cross section is as follows:

𝑑2𝑦 𝑑𝑦
𝑥 𝑑𝑥 2 + 𝑑𝑥 − 𝑖 𝑥𝑦 = 0 (1)

which is the special case of first form of differential equation reducible to Bessel equation with 𝑛 = 0
3
and 𝑘 2 = −𝑖, so that 𝑘 = −𝑖 = 𝑖 𝑖 = 𝑖 2 (Refer Art 18.9).

Thus, the general solution of differential equation (1) is given by

3 3
𝑦 = 𝑐1 𝐽0 𝑖 2 𝑥 + 𝑐2 𝑌0 𝑖 2 𝑥

3
𝑖3𝑥 2 𝑖6𝑥 4 𝑖9𝑥 6 𝑖 12 𝑥 8
Now 𝐽0 𝑖 2 𝑥 = 1 − 22
+ (2!)2 24 − (3!)2 26 + (4!)2 28 − ⋯

𝑥4 𝑥8
= 1 − 22 .4 2 + 22 .4 2 .62 .82 − ⋯

𝑥2 𝑥6 𝑥 10
+𝑖 22
− 22 .4 2 .62 + 22 .4 2 .62 .82 .10 2 − ⋯ (2)

which is complex for x is real.

The series in the brackets of (2) is defined as

𝑥4 𝑥8
𝑏𝑒𝑟 𝑥 = 1 − 22 .4 2 + 22 .4 2 .62 .82 − ⋯

∞ 𝑚 𝑥 4𝑚
=1+ 𝑚 =1(−1) . 22 .4 2 .62 ⋯(4𝑚 )2

𝑥2 𝑥6 𝑥 10
and 𝑏𝑒𝑖 𝑥 = 22 − 22 .4 2 .62 + 22 .4 2 .62 .82 .10 2 − ⋯

30
 ∞ 𝑚 𝑥 4𝑚 −2
=− 𝑚 =1(−1) . 22 .4 2 .62 ⋯(4𝑚 −2)2

where ber stands for Bessel real and bei for Bessel imaginary.
3
Thus we have 𝐽0 𝑖 2 𝑥 = 𝑏𝑒𝑟 𝑥 + 𝑖 𝑏𝑒𝑖(𝑥)

3
Similarly, decomposing 𝑌0 𝑖 2 𝑥 into real and imaginary parts, we obtain another two functions
known as ker (x) and kei (x).

Properties of ber and bei functions

𝑑 𝑑
1. 𝑑𝑥
𝑥. 𝑑𝑥 𝑏𝑒𝑟 (𝑥) = −𝑥 𝑏𝑒𝑖 (𝑥)
𝑑 𝑑
2. 𝑑𝑥
𝑥. 𝑑𝑥 𝑏𝑒𝑖 (𝑥) = −𝑥 𝑏𝑒𝑟 (𝑥)

𝒚′ 𝟏
Example 17: Solve 𝒚′′ + 𝒙
+ 𝟏 − 𝟗𝒙𝟐 𝒚 = 𝟎

𝑦′ 1
Solution: 𝑦 ′′ + + 1− 𝑦=0
𝑥 9𝑥 2
1
⇒ 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 9 𝑦 = 0
Comparing with Bessel’s equation

𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0
1
We find 𝑛 = 3
∴ The solution of the given equation is 𝑦 = 𝑐1 𝐽1 𝑥 + 𝑐2 𝑌1 𝑥
3 3

𝒚′ 𝟏
Example 18: Solve 𝒚′′ + 𝒙
+ 𝟏 − 𝟔.𝟐𝟓 𝒙𝟐 𝒚 = 𝟎

𝑦′ 1
Solution: 𝑦 ′′ + + 1− 𝑦=0
𝑥 6.25 𝑥 2
𝑦′ 100
⇒ 𝑦 ′′ + 𝑥
+ 1 − 625 𝑥 2 𝑦 = 0
10 2
Comparing with the Bessel’s equation, we find 𝑛 = 25 = 5
∴ The solution of the given equation is 𝑦 = 𝑐1 𝐽2 𝑥 + 𝑐2 𝑌2 𝑥
5 5

𝟏
Example 19: Solve 𝒙𝒚′′ + 𝒚′ + 𝟒 𝒚 = 𝟎

1
Solution: Let 𝑡 = 𝑥 𝑚 , so that
1
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦 1 1−𝑚 𝑑𝑦
𝑑𝑥
= .
𝑑𝑡 𝑑𝑥
= 𝑚 𝑥 𝑚 −1 . 𝑑𝑡 = 𝑚 𝑡 . 𝑑𝑡

𝑑2𝑦 𝑑 1 𝑚 −1 𝑑𝑦 𝑑𝑡
𝑑𝑥 2
= 𝑑𝑡 𝑚
𝑡 . 𝑑𝑡 𝑑𝑥

1 𝑑𝑦 1 𝑑2𝑦 1
= 𝑚
. 1 − 𝑚 𝑡 −𝑚 . 𝑑𝑡 + 𝑚 𝑡1−𝑚 𝑑𝑡 2
× 𝑚 𝑡1−𝑚

1 𝑑𝑦 1 𝑑2𝑦
= 𝑚 2 1 − 𝑚 𝑡1−2𝑚 𝑑𝑡
+ 𝑚 2 𝑡 2−2𝑚 𝑑𝑡 2

31
 𝑑2𝑦 𝑑𝑦 1
∴ 𝑥 + + 𝑦
𝑑𝑥 2 𝑑𝑥 4

𝑡𝑚 𝑑𝑦 2
2−2𝑚 𝑑 𝑦 1 1−𝑚 𝑑𝑦 1
= 1 − 𝑚 𝑡1−2𝑚 +𝑡 + 𝑡 + 𝑦=0
𝑚2 𝑑𝑡 𝑑𝑡 2 𝑚 𝑑𝑡 4

1 2−𝑚 𝑑 2 𝑦 1−𝑚 1−𝑚 𝑑𝑦 1 𝑑𝑦 1

⇒ 𝑚2
𝑡 𝑑𝑡 2
+ 𝑚2
𝑡 𝑑𝑡
+ 𝑚 𝑡1−𝑚 𝑑𝑡
+4𝑦 = 0

𝑑2𝑦 𝑑𝑦 1
⇒ 𝑡 2 𝑑𝑡 2 + 1 − 𝑚 + 𝑚 𝑡 𝑑𝑡 + 4 𝑚2 𝑡 𝑚 𝑦 = 0

𝑑2𝑦 𝑑𝑦 1
⇒ 𝑡2 +𝑡 + 𝑚2 𝑡 𝑚 𝑦 = 0
𝑑𝑡2 𝑑𝑡 4

Comparing with

𝑑2𝑦 𝑑𝑦
𝑥 +𝑎 + 𝑘 2 𝑛𝑦 = 0
𝑑𝑥 2 𝑑𝑥

𝑚2
We get 𝑎 = 1, 𝑘 2 = , 𝑚−1=1 it implies 𝑚=2
4

1−𝑎
i.e. 𝑘 2 = 1 and 𝑛= 2
=0

∴ The solution of the given equation is

𝑦 = 𝑐1 𝐽0 𝑡 + 𝑐2 𝑌0 𝑡 = 𝑐1 𝐽0 𝑥 + 𝑐2 𝑌0 𝑥

𝟏
Example 20: Solve 𝒙𝒚′′ + 𝟐𝒚′ + 𝟐 𝒙𝒚 = 𝟎

Solution: Let 𝑦 = 𝑥 𝑛 𝑧 so that

𝑑𝑦 𝑑𝑧
= 𝑥𝑛 + 𝑛𝑥 𝑛−1 𝑧
𝑑𝑥 𝑑𝑥

𝑑2𝑦 𝑑2𝑧 𝑑𝑧
= 𝑥𝑛 + 2𝑛𝑥 𝑛−1 + 𝑛 𝑛 − 1 𝑥 𝑛−2 𝑧
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥

1
∴ 𝑥𝑦 ′′ + 2𝑦 ′ + 2 𝑥𝑦 = 0

𝑑2𝑧 𝑑𝑧 1
⇒ 𝑥 𝑛+1 𝑑𝑥 2 + 2𝑛 + 2 𝑥 𝑛 𝑑𝑥 + 𝑛 𝑛 − 1 + 2𝑛 𝑥 𝑛−1 + 2 𝑥 𝑛+1 𝑧 = 0

𝑑2𝑧 𝑑𝑧 1
⇒ 𝑥2 +2 𝑛+1 𝑥 + 𝑛 𝑛 + 1 + 𝑥2 𝑧 = 0
𝑑𝑥 2 𝑑𝑥 2

1
Taking 2 𝑛 + 1 = 1 i.e. 𝑛 = −2

𝑑2𝑧 𝑑𝑧 1 2 1
⇒ 𝑥 2 𝑑𝑥 2 + 𝑥 𝑑 𝑥 + 2
𝑥 −4 𝑧 =0

1 1
⇒ 𝑧 = 𝑐1 𝐽1 2
𝑥 + 𝑐2 𝑌1 2
𝑥
2 2

1
𝑥 𝑥
⇒ 𝑦 = 𝑥 −2 𝑐1 𝐽1 2
+ 𝑐2 𝑌1 2
2 2

32
Example 21: Solve 𝒙𝒚′′ + 𝒚 = 𝟎 (1)
1
Solution: Let 𝑡 = 𝑥 𝑚 , so that
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
𝑑𝑥
= 𝑑𝑡 𝑑𝑥
= 𝑚 𝑡1−𝑚 𝑑𝑡

𝑑2𝑦 𝑑 1 1−𝑚 𝑑𝑦 𝑑𝑡
and 𝑑𝑥 2
= 𝑑𝑡 𝑚
𝑡 𝑑𝑡
× 𝑑𝑥

1 1−𝑚 𝑑 2 𝑦 1 𝑑𝑦 1 1−𝑚
= 𝑚
𝑡 𝑑𝑡 2
+ 𝑚 1 − 𝑚 𝑡 −𝑚 . 𝑑𝑡 𝑚
𝑡

∴ 𝑥𝑦 ′′ + 𝑦 = 0

1 2−2𝑚 𝑑 2 𝑦 1 𝑑𝑦
⇒ 𝑡𝑚 𝑚2
𝑡 𝑑𝑡 2
+ 𝑚 2 1 − 𝑚 𝑡1−2𝑚 𝑑𝑡
+𝑦 =0

𝑑2𝑦 𝑑𝑦
⇒ 𝑡 2−𝑚 𝑑𝑡 2
+ 1 − 𝑚 𝑡1−𝑚 𝑑𝑡
+ 𝑚2 𝑦 = 0

𝑑2𝑦 𝑑𝑦
⇒ 𝑡 𝑑𝑡 2 + 1 − 𝑚 𝑑𝑡
+ 𝑚2 𝑡 𝑚−1 𝑦 = 0 (2)

Comparing both

𝑥𝑦 ′′ + 𝑎𝑦 ′ + 𝑘 2 𝑥𝑦 = 0

We will have

𝑎 = 1 − 𝑚, 𝑘 = 𝑚 and 𝑚 − 1 = 1

i.e. 𝑚 = 2, 𝑘=2 and 𝑎 = 1 − 2 = −1

1−𝑎 1+1
∴ 𝑛= 2
= 2
=1

Hence the solution of the equation (2) will be

𝑦 = 𝑡 𝑐1 𝐽1 2𝑡 + 𝑐2 𝑌1 2𝑡
1
⇒ 𝑦 = 𝑥 2 𝑐1 𝐽1 2 𝑥 + 𝑐2 𝑌1 2 𝑥

𝟐𝟎
Example 22: Solve 𝒚′′ + 𝟗𝒙 − 𝒙𝟐 𝒚 = 𝟎 (1)

1
Solution: Let 𝑡 = 𝑥 𝑚 or 𝑥 = 𝑡 𝑚 , so that
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
𝑑𝑥
= 𝑑𝑡 𝑑𝑥
= 𝑚 𝑡1−𝑚 𝑑𝑡

𝑑2𝑦 𝑑 1 1−𝑚 𝑑𝑦 𝑑𝑡
and 𝑑𝑥 2
= 𝑑𝑡 𝑚
𝑡 𝑑𝑡
× 𝑑𝑥

1 1−𝑚 𝑑 2 𝑦 1 𝑑𝑦 1 1−𝑚
= 𝑡 + 1 − 𝑚 𝑡 −𝑚 . 𝑡
𝑚 𝑑𝑡 2 𝑚 𝑑𝑡 𝑚

1 2−2𝑚 𝑑 2 𝑦 1 𝑑𝑦 20
⇒ 𝑚2
𝑡 𝑑𝑡 2
+ 𝑚 2 1 − 𝑚 𝑡1−2𝑚 𝑑𝑡
+ 9𝑡 𝑚 − 𝑡 2𝑚 𝑦 = 0

33
 𝑑2𝑦 𝑑𝑦
⇒ 𝑡2 + 1−𝑚 𝑡 + 𝑚2 9𝑡 3𝑚 − 20 𝑦 = 0
𝑑𝑡 2 𝑑𝑡

𝑑2𝑦 𝑑𝑦
⇒ 𝑡 2 𝑑𝑡 2 + 1 − 𝑚 𝑡 𝑑𝑡 + 9𝑚2 𝑡 3𝑚 − 20𝑚2 𝑦 = 0

2
Taking 3𝑚 = 2 i.e. 𝑚 = 3, we will have

𝑑2𝑦 1 𝑑𝑦 80
𝑡 2 𝑑𝑡 2 + 3 𝑡 𝑑𝑡 + 4𝑡 2 − 9
𝑦=0 (2)

Now let 𝑦 = 𝑡 𝑛 𝑧 𝑡 , so that

𝑑𝑦 𝑑𝑧
𝑑𝑡
= 𝑡 𝑛 𝑑𝑡 + 𝑛𝑡 𝑛−1 𝑧 ,

𝑑2𝑦 𝑑2𝑧 𝑑𝑧
= 𝑡𝑛 + 2𝑛𝑡 𝑛−1 + 𝑛 𝑛 − 1 𝑡 𝑛 −2 𝑧
𝑑𝑡 2 𝑑𝑡 2 𝑑𝑡

Substituting these in (2), we get

𝑑2𝑧 1 𝑑𝑧 1 80
𝑡 𝑛+2 + 2𝑛 + 𝑡 𝑛+1 + 𝑛 𝑛−1 + 𝑛− 𝑡 𝑛 + 4𝑡 𝑛+2 𝑧 = 0 (3)
𝑑𝑡2 3 𝑑𝑡 3 9

1 1
Now for 2𝑛 + 3 = 1, 𝑛=3

1 80 1 2 1 1 80 81
and 𝑛 𝑛 −1 +3𝑛 − 9
= 3 × −3 + 3 ×3 − 9
=− 9
= −9

∴ Dividing (3) by 𝑡 𝑛 and substituting for 𝑛, we will have

𝑑2𝑧 𝑑𝑧
𝑡2 +𝑡 + 4𝑡 2 − 9 𝑧 = 0 (4)
𝑑𝑡 2 𝑑𝑡

The solution of (4) is

𝑧 = 𝑐1 𝐽3 2𝑡 + 𝑐2 𝑌3 2𝑡
1
⇒ 𝑦 = 𝑡 3 𝑐1 𝐽3 2𝑡 + 𝑐2 𝑌3 2𝑡
1
3 3 3 3
⇒ 𝑦= 𝑥 2 𝑐1 𝐽3 2𝑥 2 + 𝑐2 𝑌3 2𝑥 2

1 3 3
= 𝑥 2 𝑐1 𝐽3 2𝑥 2 + 𝑐2 𝑌3 2𝑥 2

Example 23: Show that

(i) 𝒙𝒏 𝑱𝒏 𝒙 is a solution of the equation 𝒙𝒚′′ + 𝟏 − 𝟐𝒏 𝒚′ + 𝒙𝒚 = 𝟎 .

(ii) 𝒙−𝒏 𝑱𝒏 𝒙 is the solution of the equation 𝒙𝒚′′ + 𝟏 + 𝟐𝒏 𝒚′ + 𝒙𝒚 = 𝟎

Solution: Let 𝑦 = 𝑥 𝑛 𝐽𝑛 𝑥
𝑑𝑦
∴ 𝑑𝑥
= 𝑥 𝑛 𝐽𝑛′ 𝑥 + 𝑛𝑥 𝑛−1 𝐽𝑛 𝑥

𝑑2𝑦
and 𝑑𝑥 2
= 𝑥 𝑛 𝐽𝑛′′ 𝑥 + 2𝑛𝑥 𝑛−1 𝐽𝑛′ 𝑥 + 𝑛 𝑛 − 1 𝑥 𝑛−2 𝐽𝑛 𝑥

34
 ∴ 𝑥𝑦 ′′ + 1 − 2𝑛 𝑦 ′ + 𝑥𝑦

= 𝑥 𝑛 +1 𝐽𝑛′′ 𝑥 + 2𝑛𝑥 𝑛 𝐽𝑛′ 𝑥 + 𝑛 𝑛 − 1 𝑥 𝑛−1 𝐽𝑛 𝑥

+ 1 − 2𝑛 𝑥 𝑛 𝐽𝑛′ 𝑥 + 𝑛𝑥 𝑛−1 𝐽𝑛 𝑥 + 𝑥 𝑛+1 𝐽𝑛 𝑥

= 𝑥 𝑛+1 𝐽𝑛′′ 𝑥 + 𝑥 𝑛 𝐽𝑛′ 𝑥 2𝑛 + 1 − 2𝑛

+ 𝑛 𝑛 − 1 + 𝑛 1 − 2𝑛 𝑥 𝑛−1 + 𝑥 𝑛+1 𝐽𝑛 𝑥

= 𝑥 𝑛−1 𝑥 2 𝐽𝑛′′ 𝑥 + 𝐽𝑛′ 𝑥 + 𝑥 2 − 𝑛2 𝐽𝑛 𝑥 =0

As 𝐽𝑛 𝑥 is the Bessel function and is a solution of 𝑥 2 𝑦 ′′ + 𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0

Hence, 𝑥 𝑛 𝐽𝑛 𝑥 satisfy the given equation and therefore is a solution of it.

𝒖
Example 24: Show under the transformations 𝒚= 𝒙
Bessel’s equation becomes 𝒖′′ +
𝟏−𝟒𝒏𝟐
𝟏+ 𝟒𝒙𝟐
𝒖 = 𝟎; Hence find the solution of this equation.

Solution: We know that the Bessel’s equation is

𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0 (1)
𝑢
Taking 𝑦 =
𝑥

3
1 1
⇒ 𝑦′ = 𝑥
𝑢′ + − 2 𝑥 −2 𝑢,

3 5
1 1 1 3
and 𝑦 ′′ = 𝑥
𝑢′′ + 2 − 2 𝑥 −2 𝑢′ + − 2 − 2 𝑥 −2 𝑢

Substituting these into (1), we get

3 5 3
1 3 1 1 𝑢
𝑥2 𝑥
𝑢′′ − 𝑥 −2 𝑢′ + 4 𝑥 −2 𝑢 + 𝑥 𝑥
𝑢′ + − 2 𝑥 −2 𝑢 + 𝑥 2 − 𝑛2 𝑥
=0

3 1 1
3 −1 1 1 3
𝑛2
⇒ 𝑥 2 𝑢′′ + −𝑥 2 + 𝑥 2 𝑢′ + 4
𝑥 2 − 2 𝑥 −2 + 𝑥 2 − 𝑥
𝑢=0

3 3
3−2−4𝑛 2
⇒ 𝑥 2 𝑢′′ + 𝑥 2 + 4 𝑥
𝑢=0

1−4𝑛 2
⇒ 𝑢′′ + 1 + 4𝑥 2
𝑢=0 (2)

Hence the Bessel’s equation (1) becomes (2) as desired.

Now the solution of (1) is 𝑦 = 𝑐1 𝐽𝑛 𝑥 + 𝑐2 𝑌𝑛 𝑥 (3)

𝑢
⇒ 𝑥
= 𝑐1 𝐽𝑛 𝑥 + 𝑐2 𝑌𝑛 𝑥

⇒ 𝑢 = 𝑥 𝑐1 𝐽𝑛 𝑥 + 𝑐2 𝑌𝑛 𝑥

𝒖 𝒅𝟐 𝒚
Example 25: By the use of the substitution 𝒚 = 𝒙
so that the solution of the equation 𝒙𝟐 𝒅𝒙𝟐 +
𝒅𝒚 𝟏 𝐬𝐢𝐧 𝒙 𝐜𝐨𝐬 𝒙
𝒙 + 𝒙𝟐 − 𝒚 = 𝟎 can be written in the form 𝒚 = 𝒄𝟏 + 𝒄𝟐 .
𝒅𝒙 𝟒 𝒙 𝒙

35
 𝑢
Solution: Taking 𝑦 = 𝑥

3 1 3 5
𝑑𝑦 1 𝑑𝑢 1 𝑑2𝑦 𝑑2𝑢 𝑑𝑦 3
⇒ = − 𝑥 −2 𝑢 and = 𝑥 −2 − 𝑥 −2 + 𝑥 −2 𝑢
𝑑𝑥 𝑥 𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 4

Substituting these in the given equation, we get

1 3 5 1 3 1
𝑑2𝑢 𝑑𝑢 3 𝑑𝑢 1 1
𝑥 2 𝑥 −2 𝑑𝑥 2 − 𝑥 −2 𝑑𝑥 + 4 𝑥 −2 𝑢 + 𝑥 𝑥 −2 𝑑𝑥 − 2 𝑥 −2 𝑢 + 𝑥 2 − 4 𝑥 −2 𝑢 = 0

3 1 1 1 1 3 1
𝑑2𝑢 𝑑𝑢 3 𝑑𝑢 1 1
⇒ 𝑥2 𝑑𝑥 2
− 𝑥 2 𝑑𝑥 + 4 𝑥 −2 𝑢 + 𝑥 2 𝑑𝑥 − 2 𝑥 −2 𝑢 + 𝑥 2 − 4 𝑥 −2 𝑢 = 0

3 3
𝑑2𝑦 𝑑2𝑦
⇒ 𝑥2 + 𝑥 2 𝑢 = 0 It implies + 𝑢=0
𝑑𝑥 2 𝑑𝑥 2

Its Auxiliary equation is 𝐷2 + 1 = 0 it implies 𝐷 = ±𝑖

∴ 𝑢 𝑥 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥
𝑢 cos 𝑥 sin 𝑥
Hence 𝑦= 𝑥
= 𝑐1 𝑥
+ 𝑐2 𝑥

Example 26: Show that

𝒑
𝒙 𝒃𝒆𝒓𝟐 𝒙 + 𝒃𝒆𝒊𝟐 𝒙 𝒅𝒙 = 𝒑 𝒃𝒆𝒓 𝒑. 𝒃𝒆𝒊′ 𝒑 − 𝒃𝒆𝒊 𝒑. 𝒃𝒆𝒓′ 𝒑
𝟎

∞ 𝑚 𝑥 4𝑚
Solution: We know 𝑏𝑒𝑟 𝑥 = 1 + 𝑚 =1 −1
22 .4 2 .62 …. 4𝑚 2

∞ 𝑚 𝑥 4𝑚 −2
and 𝑏𝑒𝑖 𝑥 = − 𝑚 =1 −1 22 .4 2 .62 …… 4𝑚 −2 2

𝑑
⇒ 𝑑𝑥
𝑥 𝑏𝑒𝑖 ′ 𝑥 = 𝑥 𝑏𝑒𝑟 𝑥

𝑝 𝑝
∴ 0
𝑥 𝑏𝑒𝑟 2 𝑥 + 𝑏𝑒𝑖 2 𝑥 𝑑𝑥 = 0
𝑥 𝑏𝑒𝑟 𝑥 . 𝑏𝑒𝑟 𝑥 + 𝑥 𝑏𝑒𝑖 𝑥 𝑏𝑒𝑖 𝑥 𝑑𝑥

𝑝 𝑑 𝑑
= 0 𝑑𝑥
𝑥 𝑏𝑒𝑖 ′ 𝑥 . 𝑏𝑒𝑟 𝑥 − 𝑑𝑥 𝑥 𝑏𝑒𝑟 ′ 𝑥 𝑏𝑒𝑖 𝑥 𝑑𝑥

= 𝑏𝑒𝑟 𝑥. 𝑥 𝑏𝑒𝑖 ′ 𝑥 − 𝑏𝑒𝑟 ′ 𝑥 𝑥 𝑏𝑒𝑖 ′ 𝑥 𝑑𝑥 − 𝑏𝑒𝑖 𝑥 𝑥 𝑏𝑒𝑖 ′ 𝑥 +

𝑏𝑒𝑖′ 𝑥𝑥 𝑏𝑒𝑟′𝑥𝑑𝑥0𝑝

= 𝑝 𝑏𝑒𝑟 𝑝. 𝑏𝑒𝑖 ′ 𝑝 − 𝑏𝑒𝑖 𝑝. 𝑏𝑒𝑟 ′ 𝑝 hence proved

Example 27: If 𝒂𝟏 , 𝒂𝟐 , 𝒂𝟑 , … … 𝒂𝒏 are the positive roots of 𝑱𝟎 𝒙 = 𝟎, prove that

𝟏 ∞ 𝑱𝟎 𝜶𝒏 𝒙 ∞ 𝜶𝒏 𝟐 −𝟒
(i) 𝟐 = 𝒏=𝟏 𝜶 𝑱 𝜶 (ii) 𝒙𝟐 = 𝟐 𝒏=𝟏 𝜶 𝟑 𝑱 𝜶 𝑱𝟎 𝜶𝒏 𝒙
𝒏 𝟏 𝒏 𝒏 𝟏 𝒏

1 1 ∞
Solutions: (i) Let the Fourier Bessel expression of 2
is 2
= 𝑛=1 𝑐𝑛 𝐽0 𝛼𝑛 𝑥 and integrating with
respect to ′𝑥′ from 0 to 1, we get
11 1 1
𝑥𝐽
0 2 0
𝛼𝑛 𝑥 𝑑𝑥 = 𝑐𝑛 0
𝑥𝐽0 2 𝛼𝑛 𝑥 𝑑𝑥 = 𝑐𝑛 2 𝐽1 𝛼𝑛 2

36
 1 1 1
⇒ 𝑐𝑛 2 𝐽1 2 𝛼𝑛 = 2 0
𝑥 𝐽0 𝛼𝑛 𝑥

𝑑𝑡
Let 𝛼𝑛 𝑥 = 𝑡 it implies 𝑑𝑥 = 𝛼
𝑛

𝑥 → 0, 1 It implies 𝑡 → 0 𝑡𝑜 𝛼𝑛
1 𝛼𝑛 𝑡 𝑑𝑡
=2 0 𝛼𝑛 0
𝐽 𝑡 𝛼𝑛

1 𝛼𝑛 1 𝛼𝑛 𝑑
= 2𝛼 2 0
𝑡 𝐽0 𝑡 𝑑𝑡 = 2𝛼 2 0 𝑑𝑡
𝑡 𝐽1 𝑡 𝑑𝑡
𝑛 𝑛

1 𝛼𝑛 1
= 2𝛼 2 𝑡 𝐽1 𝑡 0 = 2𝛼 2 𝛼𝑛 𝐽1 𝛼𝑛
𝑛 𝑛

1 1
∴ 𝑐𝑛 𝐽2 𝛼𝑛 = 𝐽 𝛼𝑛
2 1 2𝛼 𝑛 1

1 1 ∞ 1
It implies 𝑐𝑛 = Hence = 𝑛=1 𝛼 𝐽 𝛼 𝐽0 𝛼𝑛 𝑥
𝛼 𝑛 𝐽1 𝛼 𝑛 2 𝑛 1 𝑛

∞
(ii) Let the Fourier-Bessel expansion of 𝑥 2 is 𝑥 2 = 𝑛=1 𝑐𝑛 𝐽0 𝛼𝑛 𝑥 and integrating from 0 to 1,
1 3
we get 0
𝑥 𝐽0 𝛼𝑛 𝑥 = 𝑐𝑛 𝑥 𝐽0 2 𝛼𝑛 𝑥 𝑑𝑥

1 𝛼𝑛 𝑡 3 1 𝑑𝑡
⇒ 𝑐𝑛 2 𝐽1 2 𝛼𝑛 = 0 𝛼𝑛 3 0
𝐽 𝑡 𝛼𝑛
𝑑𝑡, if 𝛼𝑛 𝑥 = 𝑡 it implies 𝑑𝑥 = 𝛼
𝑛

1 𝛼𝑛 2 𝑑
=𝛼 4 0
𝑡 𝑑𝑡 𝑡 𝐽1 𝑡 𝑑𝑡
𝑛

1 𝛼𝑛
=𝛼 4 𝑡 2 . 𝑡𝐽1 𝑡 − 2𝑡 . 𝑡𝐽1 𝑡 𝑑𝑡 0
𝑛

1 𝑑 𝛼𝑛
=𝛼 4 𝑡 3 𝐽1 𝑡 − 2 𝑑𝑡
𝑡 2 𝐽2 𝑡 𝑑𝑡
𝑛 0

1 𝑑 𝛼𝑛
= 𝑡 3 𝐽1 𝑡 − 2 𝑡 2 𝐽2 𝑡 𝑑𝑡
𝛼𝑛 4 𝑑𝑡 0

1 𝛼𝑛
=𝛼 4 𝑡 3 𝐽1 𝑡 − 2𝑡 2 𝐽2 𝑡 0
𝑛

1
=𝛼 4 𝛼𝑛 3 𝐽1 𝛼𝑛 − 2𝛼𝑛 2 𝐽 2 𝛼𝑛
𝑛

1
=𝛼 2 𝛼𝑛 𝐽1 𝛼𝑛 − 2𝐽2 𝛼𝑛
𝑛

1 2
=𝛼 2 𝛼𝑛 𝐽1 𝛼𝑛 − 2 𝛼𝑛
𝐽1 𝛼𝑛 − 𝐽0 𝛼𝑛
𝑛

1 𝛼 𝑛 2 −4
= 𝐽1 𝛼𝑛 − 𝐽0 𝛼𝑛
𝛼𝑛 2 𝛼𝑛

𝛼 𝑛 2 −4
= 𝐽1 𝛼𝑛 as 𝐽0 𝛼𝑛 = 0
𝛼𝑛 3

2 𝛼 𝑛 2 −4
∴ 𝑐𝑛 = 𝐽 𝛼𝑛 3
1 𝛼𝑛

37
 𝛼 𝑛 2 −4
Hence 𝑥2 = 2 𝐽0 𝛼𝑛 𝑥
𝛼 𝑛 3 𝐽1 𝛼 𝑛

Example 28: Expand 𝒇 𝒙 = 𝒙𝟐 in the interval 𝟎 < 𝑥 < 3 in terms of function 𝑱𝟏 𝜶𝒏 𝒙 where
𝜶𝒏 are determined by 𝑱𝟏 𝟑𝜶 = 𝟎.

Solution: Let the Fourier-Bessel expansion of 𝑓 𝑥 = 𝑥 2 is

∞
𝑥2 = 𝑛=1 𝑐𝑛 𝐽1 𝛼𝑛 𝑥 , multiplying both sides by 𝑥 𝐽 1 𝛼𝑛 𝑥 and integrating from 0
to 3,

we get
3 4 3
0
𝑥 𝐽1 𝛼𝑛 𝑥 𝑑𝑥 = 𝑐𝑛 0
𝑥𝐽1 𝛼𝑛 𝑥 𝑑𝑥

Let 𝑥 = 3𝑡 so that 𝑑𝑥 = 3𝑑𝑡

𝑡 4 1
8 0
𝑡 𝐽1 3𝛼𝑛 𝑡 3𝑑𝑡 = 𝑐𝑛 0
3𝑡 𝐽1 2 3𝛼𝑛 𝑡 3𝑑𝑡

1 1 4
∴ 𝑐𝑛 0
𝑡𝐽1 2 3𝛼𝑛 𝑡 𝑑𝑡 = 27 0
𝑡 𝐽1 3𝛼𝑛 𝑡 𝑑𝑡

1 3𝛼 𝑛 𝑧 4 𝑑𝑧 𝑑𝑧
𝑐𝑛 2 𝐽2 2 3𝛼𝑛 = 27 0
𝐽
81𝛼 𝑛 4 1
𝑧 3𝛼 𝑛
(where 3𝛼𝑛 𝑡 = 𝑧 and 𝑑𝑡 = 3𝛼 )
𝑛

1 3𝛼 𝑛
= 9𝛼 5 0
𝑧 4 𝐽1 𝑧 𝑑𝑧
𝑛

1 3𝛼 𝑛 𝑑
= 𝑧2 𝑧 2 𝐽2 𝑧 𝑑𝑧
9𝛼 𝑛 5 0 𝑑𝑧

1 3𝛼 𝑛
= 𝑧 2 . 𝑧 2 𝐽2 𝑧 − 2𝑧. 𝑧 2 𝐽2 𝑧 𝑑𝑧 0
9𝛼 𝑛 5

1 𝑑 3𝛼 𝑛
= 𝑧 4 𝐽2 𝑧 − 2 𝑧3𝐽 3 𝑧 𝑑𝑧
9𝛼 𝑛 5 𝑑𝑧 0

1 3𝛼 𝑛
= 9𝛼 5 𝑧 4 𝐽2 𝑧 − 2𝑧 3 𝐽3 𝑧 0
𝑛

1
= 9𝛼 5 81𝛼𝑛 4 𝐽2 3𝛼𝑛 − 2 × 27𝛼𝑛 3 𝐽3 3𝛼𝑛
𝑛

1
=𝛼 2 9𝛼𝑛 𝐽2 3𝛼𝑛 − 2𝐽3 3𝛼𝑛
𝑛

6
∴ 𝑐𝑛 = 𝛼 2 2 3𝛼𝑛 𝐽2 3𝛼𝑛 − 2𝐽3 3𝛼𝑛
𝑛 𝐽2 3𝛼 𝑛

∞ 3𝛼 𝑛 𝐽 2 3𝛼 𝑛 −2𝐽 3 3𝛼 𝑛
Hence 𝑥3 = 6 𝑛=1 𝛼 𝑛 2 𝐽 2 2 3𝛼 𝑛
𝐽1 𝛼𝑛 𝑥

ASSIGNMENT 18.4
1. Solve the differential equations:
𝑦′ 1
(i) 𝑦 ′′ + 𝑥
+ 8 − 𝑥2 𝑦 = 0

(ii) 4𝑦 ′′ + 9𝑥𝑦 = 0

38
 (iii) 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 4𝑥 2 𝑦 = 0
2. If 𝛼1 , 𝛼2 , … , 𝛼𝑛 are the positive roots of 𝐽0 𝑥 = 0, show that
∞
1 𝐽0 (𝛼𝑛 𝑥)
=
2 𝛼𝑛 𝐽1 (𝛼𝑛 )
𝑛=1
2
3. Expand 𝑓 𝑥 = 𝑥 in the interval 0 < 𝑥 < 2 in terms of 𝐽2 (𝛼𝑛 𝑥), where 𝛼𝑛 are determined
by 𝐽2 𝛼𝑛 = 0.
4. Prove that
𝑑 𝑑
(i) 𝑥. 𝑏𝑒𝑟 (𝑥) = −𝑥 𝑏𝑒𝑖 (𝑥)
𝑑𝑥 𝑑𝑥
𝑑 𝑑
(ii) 𝑑𝑥
𝑥. 𝑑𝑥 𝑏𝑒𝑖 (𝑥) = −𝑥 𝑏𝑒𝑟 (𝑥)

ANSWERS

1. (i) 𝑦 = 𝐶1 𝐽1 2 2𝑥 + 𝐶2 𝑌−1 2 2𝑥
3 3
(ii) 𝑦 = 𝑥 𝐶1 𝐽1 𝑥 2 + 𝐶2 𝑌−1 𝑥 2
3 3

(iii) 𝑦 = 𝑥 𝐶1 𝐽1 2 𝑥 + 𝐶2 𝑌1 2𝑥
∞ 𝐽 2 (𝛼 𝑛 𝑥)
3. 𝑥 2 = 4 𝑛=1 𝛼 𝐽 (2 𝛼 )
𝑛 3 𝑛

18.13 LEGENDRE’S EQUATION

Legendre’s equation is one of the important differential equations occurring in applied mathematics,
particularly in boundary value problems for spheres. It is given as

𝑑2𝑦 𝑑𝑦
1 − 𝑥2 − 2𝑥 +𝑛 𝑛+1 𝑦 = 0 (1)
𝑑𝑥 2 𝑑𝑥

where n is given real number. In most applications, n takes integral values.

The singularities of this equation are 𝑥 = ±1.
Substituting 𝑦 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚+2 + ⋯ (𝑎0 ≠ 0) in (1), we get
𝑎0 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 𝑎1 𝑚 + 1 𝑚𝑥 𝑚 −1 + ⋯
+ 𝑎𝑟+2 𝑚 + 𝑟 + 2 𝑚 + 𝑟 + 1 − 𝑚 + 𝑟 𝑚 + 𝑟 + 1 − 𝑛 𝑛 + 1 𝑎𝑟 𝑥 𝑚 +𝑟
+⋯=0
Equating to zero the co-efficient lowest powers of x, i.e of 𝑥 𝑚 −2 , we get
𝑎0 𝑚 𝑚 − 1 = 0 ⇒ 𝑚 = 0, 1 𝑎0 ≠ 0
Equating to zero the co-efficient of 𝑥 𝑚 −1 and 𝑥 𝑚 +𝑟 , we get
𝑎1 𝑚 + 1 𝑚 = 0 (2)
𝑎𝑟+2 𝑚 + 𝑟 + 2 𝑚 + 𝑟 + 1 − 𝑚 + 𝑟 𝑚 + 𝑟 + 1 − 𝑛 𝑛 + 1 𝑎𝑟 = 0 (3)
When 𝑚 = 0, (2) is satisfied and therefore 𝑎1 ≠ 0. Then (3) for 𝑟 = 0, 1,2, 3 … gives
𝑛 𝑛+1 𝑛−1 𝑛+2
𝑎2 = − 2!
𝑎0 ; 𝑎3 = − 3!
𝑎1 ;

39
 (𝑛−2) 𝑛+3 𝑛 𝑛−2 𝑛+1 (𝑛+3)
𝑎4 = − 4 .3
𝑎2 = 4!
𝑎0 ;
(𝑛−3) 𝑛+4 (𝑛−1) 𝑛−3 𝑛+2 (𝑛+4)
𝑎5 = − 𝑎3 = 𝑎1 ; 𝑒𝑡𝑐.
5. 4 5!

Therefore two independent solutions of (1) for 𝑚 = 0 are as follows:

𝑛 𝑛+1 𝑛 𝑛−2 𝑛+1 (𝑛+3) 4
𝑦1 = 𝑎0 1 − 2!
𝑥2 + 4!
𝑥 −⋯ (4)
𝑛−1 𝑛+2 (𝑛−1) 𝑛−3 𝑛+2 (𝑛+4) 5
𝑦2 = 𝑎1 𝑥 − 3!
𝑥3 + 5!
𝑥 −⋯ (5)

When 𝑚 = 1, 2 gives that 𝑎1 = 0. Therefore (3) gives

𝑎3 = 𝑎5 = 𝑎7 = 0
𝑛 𝑛+1 𝑛 𝑛−2 𝑛+1 (𝑛+3)
𝑎2 = − 𝑎0 ; 𝑎4 = 𝑎0 ; 𝑒𝑡𝑐
2! 4!

Thus for 𝑚 = 1, we get the solution (5) again. Hence the general solution of (1) is given by 𝑦=
𝑦1 + 𝑦2 .

Further, it is worth to note that if n is positive even integer, then (4) terminates at the term
containing 𝑥 𝑛 and 𝑦1 becomes a polynomial of degree n. Similarly, if n is positive odd integer, then
𝑦2 becomes a polynomial of degree n. Thus, whenever n is a positive integer (even or odd), the
general solution of (1) always contains a polynomial of degree n and an infinite series.

These polynomial solutions, with 𝑎0 and 𝑎1 chosen properly so that the value of the polynomial
becomes one at 𝑥 = 1, are called Legendre’s Polynomials of degree n and is denoted by 𝑷𝒏 (𝒙). The
infinite series with 𝑎0 and 𝑎1 chosen properly is called Legendre’s Function of second kind and is
denoted by 𝑸𝒏 𝒙 .

18.14 RODRIGUE’S FORMULA

Another presentation of Legendre’s Polynomials is given by

𝟏 𝒅𝒏 𝒏
𝑷𝒏 𝒙 = 𝒏! 𝟐𝒏 𝒅𝒙𝒏
𝒙𝟐 − 𝟏 (1)

is known as Rodrigue’s Formula.

𝑑𝑣
Proof: Let 𝑣 = 𝑥 2 − 1 𝑛 , then 𝑣1 = 𝑑𝑥 = 2𝑛𝑥 𝑥 2 − 1 𝑛−1

i.e. 1 − 𝑥 2 𝑣1 + 2𝑛𝑥 𝑣 = 0 (2)

Differentiating (2), n+1 times by Leibnitz’ theorem,
1
1 − 𝑥 2 𝑣𝑛+2 + 𝑛 + 1 −2𝑥 𝑣𝑛+1 + 2! 𝑛 + 1 𝑛 −2 𝑣𝑛

+2𝑛 𝑥𝑣𝑛+1 + (𝑛 + 1)𝑣𝑛 = 0

𝑑 2 (𝑣𝑛 ) 𝑑(𝑣𝑛 )
or 1 − 𝑥2 − 2𝑥 + 𝑛 𝑛 + 1 (𝑣𝑛 ) = 0
𝑑𝑥 2 𝑑𝑥

which is Legendre’s Equation and 𝑐𝑣𝑛 is its solution. Also its finite series solution is 𝑃𝑛 𝑥 .

40
 𝑑𝑛
∴ 𝑃𝑛 𝑥 = 𝑐𝑣𝑛 = 𝑐 𝑑𝑥 𝑛
𝑥2 − 1 𝑛
(3)

Putting 𝑥 = 1 in equation (3) for determining the value of the constant c, we get
𝑑𝑛 𝑛 𝑛
1=𝑐 𝑑𝑥 𝑛
𝑥−1 𝑥+1
𝑥=1
𝑛
= 𝑐 𝑛! 𝑥 + 1 + 𝑡𝑒𝑟𝑚𝑠 𝑤𝑖𝑡𝑕 𝑥 − 1 𝑎𝑛𝑑 𝑖𝑡𝑠 𝑝𝑜𝑤𝑒𝑟𝑠 𝑥=1
1
= 𝑐. 𝑛! 2 𝑛 , 𝑖. 𝑒., 𝑐 = 𝑛! 2𝑛

Substituting the value of c in (3), we get eqution (1) which is known as Rodrigue’s formula.

18.15 LEGENDRE’S POLYNOMIALS

By Rodrigue’s formula we have

𝑃0 𝑥 = 1, 𝑃1 𝑥 = 𝑥,

1 1
𝑃2 𝑥 = 2 3𝑥 2 − 1 , 𝑃3 𝑥 = 2 5𝑥 3 − 3𝑥 ,

1
𝑃4 𝑥 = 8 35𝑥 4 − 30𝑥 2 + 3 ,

1
𝑃5 𝑥 = 8 63𝑥 5 − 70𝑥 3 + 15𝑥 .

𝑁 −1 𝑟 2𝑛−2𝑟 ! 1 1
In general, 𝑃𝑛 𝑥 = 𝑟=0 2𝑛 𝑟! 𝑛−𝑟 ! 𝑛−2𝑟 ! 𝑥 𝑛−2𝑟 where 𝑁 = 2 𝑛 𝑜𝑟 2
(𝑛 − 1) according as n is

even or odd.

This general expression for 𝑃𝑛 𝑥 in terms of sum of finite number of terms can be derived easily
from Rodrigue’s formula.

Example 29: Show that 𝑷𝒏 −𝒙 = −𝟏 𝒏 𝑷𝒏 𝒙

2𝑛−2𝑟 !
Solution: 𝑃𝑛 𝑥 = 𝑁
𝑟=0 −1 2
𝑟! 𝑛−𝑟 ! 𝑛−2𝑟 !
𝑥 𝑛±2𝑟

𝑛 𝑛−1
Where 𝑁=2 or 2

∴ Replacing 𝑥 by – 𝑥, we will get

𝑁 𝑟 2𝑛−2𝑟 ! 𝑛−2𝑟 𝑛−2𝑟

𝑃𝑛 𝑥 = 𝑟=0 −1 𝑟! 𝑛−2𝑟 ! 𝑛−𝑟 !
−1 𝑥

2𝑛−2𝑟 !
= −1 𝑛 ∞
𝑟=0 −1 𝑟
𝑟! 𝑛−𝑟 ! 𝑛−2𝑟 !
𝑥 𝑛−2𝑟 , as −1 2𝑟
=1

= −1 𝑛 𝑃𝑛 𝑥

Example 30: Express the following in the Legendre Polynomials

(i) 𝟓𝒙𝟑 + 𝒙 (ii) 𝒙𝟑 + 𝟐𝒙𝟐 − 𝒙 − 𝟑 (iii) 𝟒𝒙𝟑 − 𝟐𝒙𝟐 − 𝟑𝒙 + 𝟖

41
 1
Solution: We know 𝑃𝑛 𝑥 = 𝐷𝑛 𝑥 2 − 1 𝑛
𝑛! 2𝑛

1 1
∴ 𝑃0 𝑥 = 1 𝑃1 𝑥 = 𝑥 𝑃2 𝑥 = 2 3x 2 − 1 𝑃3 𝑥 = 2 5𝑥 3 − 3𝑥

1
(i) 5𝑥 3 + 𝑥 = 2. 2 5𝑥 3 − 3𝑥 + 4𝑥 = 2𝑃3 𝑥 + 4𝑃1 𝑥
1 1
𝑥3 = 2𝑃3 𝑥 + 3𝑃1 𝑥 𝑥2 =
2𝑃2 𝑥 + 𝑃0 𝑥 , 𝑥 = 𝑃1 𝑥 , 1 = 𝑃0 𝑥
,
5 3
1 2
(ii) 𝑥 3 + 2𝑥 2 − 𝑥 − 3 = 5 2𝑃3 𝑥 + 3𝑃1 𝑥 +3 2𝑃2 𝑥 + 𝑃0 𝑥 − 𝑃1 𝑥 − 𝑃0 𝑥
2 4 2 7
= 𝑃3 𝑥 + 𝑃2 𝑥 − 𝑃1 𝑥 − 𝑃0 𝑥
5 3 5 3
4 2
(iii) 4𝑥 3 − 2𝑥 2 − 3𝑥 + 8 = 5 2𝑃3 𝑥 + 3𝑃1 𝑥 − 3 2𝑃2 𝑥 + 𝑃0 𝑥 − 3𝑃1 𝑥 + 8𝑃0 𝑥
8 4 9 22
= 𝑃3 𝑥 − 𝑃2 𝑥 − 𝑃1 𝑥 + 𝑃0 𝑥
5 3 5 3

18.16 GENERATING FUCTION FOR 𝑷𝒏 (𝒙)

𝟏
− ∞
To show that 𝟏 − 𝟐𝒙𝒕 + 𝒕𝟐 𝟐 = 𝒏
𝒏=𝟎 𝒕 𝑷𝒏 𝒙
Proof: We know that
1 13 135
1 . . .
(1 − 𝑧)−2 = 1 + 2 𝑧 + 22!2 𝑧 2 + 2 3!2 2 𝑧 3 + ⋯
2! 4! 6!
=1+ 1! 2 22
𝑧 + 2! 2 24
𝑧2 + 3! 2 2 6
𝑧3 + ⋯
1
− 2! 4! 2
∴ 1 − 𝑡 2𝑥 − 𝑡 2 =1+ 𝑡 2𝑥 − 𝑡 + 𝑡 2𝑥 − 𝑡 +⋯
1! 2 22 2! 2 24
(2𝑛−2𝑟)! (2𝑛)!
+ (𝑡 2𝑥 − 𝑡 )𝑛−𝑟 + ⋯ + (𝑡 2𝑥 − 𝑡 )𝑛 (1)
(𝑛−𝑟)! 2 22𝑛 −2𝑟 𝑛! 2 22𝑛

The term in 𝑡 𝑛 from the term containing 𝑡 𝑛−𝑟 2𝑥 − 𝑡 𝑛−𝑟

(2𝑛−2𝑟)!
= (𝑛−𝑟)! 2 22𝑛 −2𝑟
𝑡 𝑛−𝑟 . 𝑛 − 𝑟𝐶𝑟 −𝑡 𝑟
2𝑥 𝑛−2𝑟

(2𝑛−2𝑟)! 𝑛−𝑟 ! −1 𝑟 (2𝑛−2𝑟)!

= (𝑛−𝑟)! 2 22𝑛 −2𝑟
× 𝑟! 𝑛−2𝑟 !
−1 𝑟 𝑡 𝑛 2𝑥 𝑛−2𝑟
= 2𝑛 𝑟! 𝑛−𝑟 ! 𝑛−2𝑟 !
𝑡 𝑛 𝑥 𝑛−2𝑟

Collecting all terms in 𝑡 𝑛 which will occur in the term containing 𝑡 𝑛 2𝑥 − 𝑡 𝑛

and the proceeding
terms, we see that terms in 𝑡 𝑛
𝑁 −1 𝑟 (2𝑛−2𝑟)! 𝑛 𝑛−2𝑟
= 𝑟=0 2𝑛 𝑟! 𝑛−𝑟 ! 𝑛−2𝑟 ! 𝑡 𝑥 = 𝑃𝑛 𝑥 𝑡 𝑛
1 1
where 𝑁 = 2 𝑛 𝑜𝑟 2
(𝑛 − 1) according as n is even or odd.
1
− ∞
Hence (1) can be written as 1 − 2𝑥𝑡 + 𝑡 2 2 = 𝑛
𝑛=0 𝑡 𝑃𝑛 𝑥 , which is known as generating
function of Legendre’s Polynomials.

18.17 RECURRENCE RELATION FOR 𝑷𝒏 (𝒙)

I. 𝒏 + 𝟏 𝑷𝒏+𝟏 𝒙 = 𝟐𝒏 + 𝟏 𝑷𝒏 𝒙 − 𝒏𝑷𝒏−𝟏 𝒙 .

42
Proof: We have the generating functions
∞
(1 − 2𝑥𝑡 + 𝑡 2 )−1/2 = 𝑛=0 𝑃𝑛 (𝑥) 𝑡
𝑛
(1)
Differentiate partially w.r.t. t, we get
3
1 − ∞
− 2 1 − 2𝑥𝑡 + 𝑡 2 2 (−2𝑥 + 2𝑡) = 𝑛=0 𝑃𝑛 (𝑥) 𝑛𝑡
𝑛−1

3
− ∞
1 − 2𝑥𝑡 + 𝑡 2 2 (𝑥 − 𝑡) = 𝑛=0 𝑃𝑛 (𝑥) 𝑛𝑡
𝑛−1
(2)

1
− ∞
1 − 2𝑥𝑡 + 𝑡 2 2 (𝑥 − 𝑡) = 1 − 2𝑥𝑡 + 𝑡 2 𝑛=0 𝑃𝑛 (𝑥) 𝑛𝑡
𝑛−1

∞ 𝑛−1 ∞
(𝑥 − 𝑡) 𝑛=0 𝑃𝑛 (𝑥) 𝑡 = 1 − 2𝑥𝑡 + 𝑡 2 𝑛=0 𝑃𝑛 (𝑥) 𝑛𝑡
𝑛−1

Comparing the coefficients of 𝑡 𝑛 from both sides, we get

𝑥 𝑃𝑛 𝑥 − 𝑃𝑛−1 𝑥 = 𝑛 + 1 𝑃𝑛+1 𝑥 − 2𝑥𝑛𝑃𝑛 𝑥 + (𝑛 − 1)𝑃𝑛−1 (𝑥)

𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥 𝑃𝑛 𝑥 − 𝑛𝑃𝑛−1 (𝑥)

II. 𝒏 𝑷𝒏 𝒙 = 𝒙𝑷𝒏 ′ 𝒙 − 𝑷′ 𝒏−𝟏 𝒙 .

Proof: Differentiating (1) partially w.r.t x, we obtain
3
1 − ∞ ′
− 2 1 − 2𝑥𝑡 + 𝑡 2 2 (−2𝑡) = 𝑛=0 𝑃𝑛 (𝑥) 𝑡
𝑛

3
− ∞ ′
𝑡 1 − 2𝑥𝑡 + 𝑡 2 2 = 𝑛=0 𝑃𝑛 (𝑥) 𝑡
𝑛
(3)

Dividing (2) by (3), we get

𝑥−𝑡 ∞ 𝑛 𝑃 ′ (𝑥)𝑡 𝑛 −1
𝑛 =0 𝑛
= ∞ 𝑃 ′ (𝑥)𝑡 𝑛
𝑡 𝑛 =0 𝑛

∞ ′ ∞ ′ ∞ ′
𝑥−𝑡 𝑛=0 𝑃𝑛 𝑥 𝑡 𝑛 = 𝑡. 𝑛=0 𝑛 𝑃𝑛 (𝑥) 𝑡
𝑛−1
= 𝑛=0 𝑃𝑛 (𝑥) 𝑡
𝑛

Comparing the coefficient of 𝑡 𝑛 from both sides, we get

𝑥𝑃𝑛 ′ 𝑥 − 𝑃′ 𝑛−1 𝑥 = 𝑛 𝑃𝑛 𝑥

III. (𝟐𝒏 + 𝟏) 𝑷𝒏 𝒙 = 𝑷′ 𝒏+𝟏 𝒙 − 𝑷′ 𝒏−𝟏 𝒙 .

Proof: From relation I, we have
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 − 𝑛𝑃𝑛−1 𝑥
Differentiating w.r.t x, we get
𝑛 + 1 𝑃′ 𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑥 𝑃𝑛 ′ 𝑥 − 𝑛𝑃′ 𝑛−1 𝑥 (4)
′ ′
Using 𝑥𝑃𝑛 𝑥 − 𝑃 𝑛−1 𝑥 = 𝑛 𝑃𝑛 𝑥
Or 𝑥𝑃𝑛 ′ 𝑥 = 𝑛 𝑃𝑛 𝑥 + 𝑃′ 𝑛−1 𝑥 (5)
Now eliminating the term 𝑥𝑃𝑛 ′ 𝑥 from (4) using (5), we get
𝑛 + 1 𝑃′ 𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑛 𝑃𝑛 𝑥 + 𝑃′ 𝑛−1 𝑥 − 𝑛𝑃′ 𝑛−1 𝑥
𝑛 + 1 𝑃′ 𝑛+1 𝑥 = 𝑛 + 1 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑃′ 𝑛−1 𝑥
𝑃′ 𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑃′ 𝑛−1 𝑥

43
 2𝑛 + 1 𝑃𝑛 𝑥 = 𝑃′ 𝑛+1 𝑥 − 𝑃′ 𝑛−1 𝑥
IV. 𝑷𝒏 ′ 𝒙 = 𝒙 𝑷′ 𝒏−𝟏 𝒙 − 𝒏 𝑷𝒏−𝟏 𝒙 .
Proof: Rewriting (4) as
𝑛 + 1 𝑃′ 𝑛+1 𝑥
= 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑥 𝑃𝑛 ′ 𝑥 + 𝑛 𝑥𝑃′ 𝑛−1 𝑥 − 𝑃′ 𝑛−1 𝑥
= 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑥 𝑃𝑛 ′ 𝑥 + 𝑛2 𝑃𝑛 𝑥
= 𝑛 + 1 𝑥 𝑃𝑛 ′ 𝑥 + 𝑛2 + 2𝑛 + 1 𝑃𝑛 𝑥
= 𝑛 + 1 𝑥 𝑃𝑛 ′ 𝑥 + (𝑛 + 1)2 𝑃𝑛 𝑥
𝑃′ 𝑛+1 𝑥 = 𝑥 𝑃𝑛 ′ 𝑥 + (𝑛 + 1)𝑃𝑛 𝑥
V. (𝟏 − 𝒙𝟐 )𝑷𝒏 ′ 𝒙 = 𝒏 𝑷𝒏−𝟏 𝒙 − 𝒙 𝑷𝒏 𝒙 .
Proof: From Relation II, we have
𝑥𝑃𝑛 ′ 𝑥 − 𝑃′ 𝑛−1 𝑥 = 𝑛 𝑃𝑛 𝑥 (6)
Also from relation IV, we have
𝑃′ 𝑛 𝑥 − 𝑥 𝑃𝑛−1 ′ 𝑥 = 𝑛 𝑃𝑛−1 𝑥 (7)
Multiply equation (7) by x and subtracting form equation (6), we get
(1 − 𝑥 2 )𝑃𝑛 ′ 𝑥 = 𝑛 𝑃𝑛−1 𝑥 − 𝑥 𝑃𝑛 𝑥

18.18 ORTHOGONALITY OF LEGENDRE`S POLYNOMIALS

The Legendre Polynomial 𝑷𝒏 𝒙 satisfy the following orthogonality property

𝟏 𝟎, 𝒎≠𝒏
𝑷𝒎 𝒙 . 𝑷𝒏 𝒙 𝒅𝒙 = 𝟐
−𝟏 , 𝒎=𝒏
𝟐𝒏 + 𝟏
Proof: Both of the cases are discussed as follows:
Case I: 𝒎 ≠ 𝒏
Let the Legendre polynomials 𝑃𝑚 𝑥 and 𝑃𝑛 𝑥 satisfy the differential equations
1 − 𝑥 2 𝑃′′ 𝑚 − 2𝑥 𝑃′ 𝑚 + 𝑚 𝑚 + 1 𝑃𝑚 = 0 (1)
1 − 𝑥 2 𝑃′′ 𝑛 − 2𝑥 𝑃′ 𝑛 + 𝑛 𝑛 + 1 𝑃𝑛 = 0 (2)
Multiplying (1) by 𝑃𝑛 𝑥 and (2) 𝑃𝑚 𝑥 and then subtracting we get
1 − 𝑥 2 𝑃′′ 𝑚 . 𝑃𝑛 − 𝑃′′ 𝑛 . 𝑃𝑚 − 2𝑥 𝑃′ 𝑚 . 𝑃𝑛 − 𝑃′ 𝑛 . 𝑃𝑚
+ 𝑚 𝑚 + 1 − 𝑛(𝑛 + 1) 𝑃𝑚 . 𝑃𝑛 = 0
𝑑
𝑑𝑥
1 − 𝑥 2 (𝑃′ 𝑚 . 𝑃𝑛 − 𝑃′ 𝑛 . 𝑃𝑚 ) + 𝑚 − 𝑛 (𝑚 + 𝑛 + 1)𝑃𝑚 𝑃𝑛 = 0
𝑑
𝑚 − 𝑛 𝑚 + 𝑛 + 1 𝑃𝑚 𝑃𝑛 = − 1 − 𝑥 2 (𝑃′ 𝑚 . 𝑃𝑛 − 𝑃′ 𝑛 . 𝑃𝑚 )
𝑑𝑥

Integrating from -1 to 1 both sides

1 1
𝑚−𝑛 𝑚+𝑛+1 𝑃
−1 𝑚
𝑥 . 𝑃𝑛 𝑥 𝑑𝑥 = − 1 − 𝑥 2 (𝑃′ 𝑚 . 𝑃𝑛 − 𝑃′ 𝑛 . 𝑃𝑚 ) −1 =0
1
𝑃
−1 𝑚
𝑥 . 𝑃𝑛 𝑥 𝑑𝑥 = 0

44
Case II: 𝒎 = 𝒏
We know from generating functions that
1
− ∞
1 − 2𝑥𝑡 + 𝑡 2 2 = 𝑛
𝑛=0 𝑡 𝑃𝑛 𝑥 (3)
Squaring both sides and integrating w.r.t. x from -1 to 1, we get
1 1 1 ∞ 𝑛 2
−1 1−2𝑥𝑡 +𝑡 2
𝑑𝑥 = −1 𝑛=0 𝑡 𝑃𝑛 𝑥 𝑑𝑥 (4)
1
1 1 ln 1−2𝑥𝑡 +𝑡 2 1
Now −1 1−2𝑥𝑡 +𝑡 2
𝑑𝑥 = =− ln 1 − 2𝑡 + 𝑡 2 − ln 1 + 2𝑡 + 𝑡 2
−2𝑡 −1 2𝑡

1 2 2 1
=− ln 1 − 𝑡 − ln 1 + 𝑡 =− ln(1 − 𝑡) − ln(1 + 𝑡 )
2𝑡 𝑡
1
= ln(1 + 𝑡) − ln(1 − 𝑡 )
𝑡
1 𝑡2 𝑡3 𝑡2 𝑡3
= 𝑡− + − ⋯ − −𝑡 − − −⋯
𝑡 2 3 2 3
𝑡2 𝑡4 𝑡 2𝑛
=2 1+ + + ⋯+ +⋯ (5)
3 5 2𝑛+1
1 ∞ 𝑛 2 𝑑𝑥 1 ∞ 𝑛 ∞ 𝑛
Also −1 𝑛=0 𝑡 𝑃𝑛 𝑥 = −1 𝑛=0 𝑡 𝑃𝑛 𝑥 . 𝑛=0 𝑡 𝑃𝑛 𝑥 𝑑𝑥
∞ 1 2𝑛 2
= 𝑛=0 −1 𝑡 𝑃𝑛 𝑥 𝑑𝑥
1
= ∞
𝑛=0 𝑡
2𝑛
𝑃2
−1 𝑛
𝑥 𝑑𝑥 (6)
Using (5) and (6) in equation (4), we get
𝑡2 𝑡4 𝑡 2𝑛 1 2
2 1+ + + ⋯+ +⋯ = ∞
𝑛=0 𝑡
2𝑛
𝑃 𝑥 𝑑𝑥
−1 𝑛
3 5 2𝑛+1

Comparing the coefficient of 𝑡 2𝑛 on both sides we get

1 2
𝑃2
−1 𝑛
𝑥 𝑑𝑥 = 2𝑛+1 .

18.19 FOURIER LEGENDRE EXPANSION

If 𝑓 𝑥 be a continuous function and having continuous derivatives over the interval [-1, 1], then we
can write
∞
𝑓 𝑥 = 𝑛=0 𝐶𝑛 𝑃𝑛 (𝑥) (1)
To determine the coefficient 𝐶𝑛 , multiply both sides by 𝑃 𝑛 (𝑥) and integrate form -1 to 1, we get
1 1
−1
𝑓 𝑥 . 𝑃𝑛 𝑥 𝑑𝑥 = 𝐶𝑛 𝑃 2 (𝑥) 𝑑𝑥
−1 𝑛

(Remaining terms vanishes by the orthogonal property)

2
= 𝐶𝑛 . 2𝑛+1
1 1
𝐶𝑛 = 𝑛 + 2 . −1
𝑓 𝑥 . 𝑃𝑛 𝑥 𝑑𝑥 (2)

The series in (1) converges uniformly in interval [-1, 1], and is known as Fourier-Legendre Expansion
of 𝑓 𝑥 .

−𝟏 𝒏 𝟐𝒏+𝟏 !
Example 31: Prove that (i) 𝑷′𝟐𝒏 𝟎 = 𝟎 and 𝑷′𝟐𝒏+𝟏 𝟎 =
𝟐𝟐𝒏 𝒏! 𝟐

45
 1
∞ 𝑛 −
Solution: We know 𝑛=0 𝑡 𝑃𝑛 𝑥 = 1 − 2𝑥𝑡 + 𝑡 2 2

Differentiating with respect to ′𝑥′, we get

3
1 −
𝑡 𝑛 𝑃𝑛′ 𝑥 = − 2 1 − 2𝑥𝑡 + 𝑡 2 2 −2𝑡

3
−
= 𝑡 1 − 2𝑥𝑡 + 𝑡 2 2

3
∞ ′ −
Putting 𝑥 = 0, 𝑛=0 𝑃𝑛 0 = 𝑡 1 + 𝑡2 2

3 5 3 5 3
3 2 − ×− − ×− ×…… − −𝑛−1
4
=𝑡 1− 𝑡 + 2 2
𝑡 + ……+ 2 2 2
𝑡 2𝑛 + …
2 2! 𝑛!

′
Equating the coefficients of 𝑡 2𝑛 and 𝑡 2𝑛+1 , we get 𝑃2𝑛 0 =0

′ 𝑛 3×5×…… 2𝑛+1
𝑃2𝑛+1 0 = −1 2𝑛 𝑛!

𝑛 2𝑛+1 !
= −1 2𝑛 𝑛!2 2𝑛

′ 𝑛 2𝑛+1 !
𝑃2𝑛+1 0 = −1 22𝑛 𝑛!2

Example 32: Prove that

(i) 𝟏 − 𝒙𝟐 𝑷′𝒏 𝒙 = 𝒏 + 𝟏 𝒙𝑷𝒏 𝒙 − 𝑷𝒏+𝟏 𝒙

(ii) 𝟐𝒏 + 𝟏 𝟏 − 𝒙𝟐 𝑷′𝒏 𝒙 = 𝒏 𝒏 + 𝟏 𝑷𝒏−𝟏 𝒙 − 𝑷𝒏+𝟏 𝒙

(iii) 𝑷𝒏 𝒙 = 𝑷′𝒏+𝟏 𝒙 − 𝟐𝒙𝑷′𝒏 𝒙 + 𝑷′𝒏−𝟏 𝒙
1
−
Solution: We know 𝑡 𝑛 𝑃𝑛 𝑥 = 1 − 2𝑥𝑡 + 𝑡 2 2

(i) Differentiating with respect to ′𝑡′ and equating the coefficients of 𝑡 𝑛 , we will get

𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥𝑃𝑛 𝑥 − 𝑛𝑃𝑛−1 𝑥 (1)

Now differentiating with respect to ′𝑥′ and using the derivative with respect ′𝑡′, we get

𝑛𝑃𝑛 𝑥 = 𝑥𝑃𝑛′ 𝑥 − 𝑃𝑛′ −1 𝑥 (2)

From (1) & (2), we can derive

′ ′
2𝑛 + 1 𝑃𝑛 𝑥 = 𝑃𝑛+1 𝑥 − 𝑃𝑛−1 𝑥 (3)
′
𝑃𝑛′ 𝑥 = 𝑥𝑃𝑛−1 𝑥 + 𝑛𝑃𝑛−1 𝑥 (4)

From (1) & (4) eliminate 𝑃𝑛−1 𝑥

′
𝑛 + 1 𝑃𝑛+1 𝑥 + 𝑃𝑛′ 𝑥 = 2𝑛 + 1 𝑥𝑃𝑛 𝑥 + 𝑥𝑃𝑛−1 𝑥 (5)

= 2𝑛 + 1 𝑥𝑃𝑛 𝑥 + 𝑥 𝑥𝑃𝑛′ 𝑥 − 𝑛𝑃𝑛 𝑥 , From (4)

1 − 𝑥 2 𝑃𝑛′ 𝑥 = 𝑛 + 1 𝑥𝑃𝑛 𝑥 − 𝑛 + 1 𝑃𝑛+1 𝑥

46
 = 𝑛 + 1 𝑥𝑃𝑛 𝑥 − 𝑃𝑛+1 𝑥
′
(i) Eliminating 𝑃𝑛−1 𝑥 from (2) & (4), we get

1 − 𝑥 2 𝑃𝑛′ 𝑥 = 𝑛 𝑃𝑛−1 𝑥 − 𝑥𝑃𝑛 𝑥

1
= 𝑛 𝑃𝑛−1 𝑥 − 2𝑛+1 𝑛 + 1 𝑃𝑛+1 𝑥 + 𝑛𝑃𝑛−1 𝑥

𝑛
= 2𝑛+1 2𝑛 + 1 − 𝑛 𝑃𝑛−1 𝑥 − 𝑛 + 1 𝑃𝑛+1 𝑥

2𝑛 + 1 1 − 𝑥 2 𝑃𝑛′ 𝑥 = 𝑛 𝑛 + 1 𝑃𝑛−1 𝑥 − 𝑃𝑛+1 𝑥

(ii) (3)−2 ×(2) gives

′ ′
𝑃𝑛 𝑥 = 𝑃𝑛+1 𝑥 − 2𝑥𝑃𝑛′ 𝑥 + 𝑃𝑛−1 𝑥

Example 33: Using the Rodrigue’s formula, show that

𝒅 𝒅
𝒅𝒙
𝟏 − 𝒙𝟐 𝒅𝒙
𝑷𝒏 𝒙 + 𝒏 𝒏 + 𝟏 𝑷𝒏 𝒙 = 𝟎

1 1
Solution: We know that 𝑃𝑛 𝑥 = 𝐷𝑛 𝑥 2 − 1 𝑛
= 𝐷 𝑛 𝑉, 𝑉 = 𝑥2 − 1 𝑛
2𝑛 𝑛! 2𝑛 𝑛!

Now differentiating ′𝑉′ with respect to ′𝑥′ , we get

𝑉1 = 2𝑛𝑥 𝑥 2 − 1 𝑛−1
or 𝑥 2 − 1 𝑉1 = 2𝑛𝑥𝑉 or 1 − 𝑥 2 𝑉1 + 2𝑛𝑥𝑉 = 0

Differentiating 𝑛 + 1 times, we get

𝑛+1 𝑛
1 − 𝑥 2 𝑉𝑛+2 + 𝑛 + 1 𝑉𝑛+1 −2𝑥 + 𝑉𝑛 −2 + 2𝑛𝑥𝑉𝑛+1
2!

+ 𝑛 + 1 2𝑛𝑉𝑛 = 0

1 − 𝑥 2 𝑉𝑛+2 − 2𝑥 𝑛 + 1 − 𝑛 𝑉𝑛+1 + 𝑉𝑛 −𝑛 𝑛 + 1 + 2 𝑛 + 1 𝑛 = 0

1 − 𝑥 2 𝑉𝑛+2 − 2𝑥𝑉𝑛+1 + 𝑛 𝑛 + 1 𝑉𝑛 = 0

𝑑2 𝑑
1 − 𝑥2 𝑉
𝑑𝑥 2 𝑛
− 2𝑥 𝑑𝑥 𝑉𝑛 + 𝑛 𝑛 + 1 𝑉𝑛 = 0

But 𝑉𝑛 = 𝐷 𝑛 𝑉 = 2𝑛 𝑛! 𝑃𝑛 𝑥

𝑑2 𝑑
1 − 𝑥2 𝑑𝑥 2
2𝑛 𝑛! 𝑃𝑛 𝑥 − 2𝑥 𝑑𝑥 2𝑛 𝑛! 𝑃𝑛 𝑥 + 𝑛 𝑛 + 1 2𝑛 𝑛! 𝑃𝑛 𝑥 = 0

𝑑2 𝑑
1 − 𝑥2 𝑃
𝑑𝑥 2 𝑛
𝑥 − 2𝑥 𝑑𝑥 𝑃𝑛 𝑥 + 𝑛 𝑛 + 1 𝑃𝑛 𝑥 = 0

Example 34: Prove that

𝟏
(i) 𝑷 𝒙
𝟎 𝟐𝒏
𝒅𝒙 = 𝟎
𝟏 𝒎
(ii) −𝟏
𝒙 𝑷𝒏 𝒙 𝒅𝒙 = 𝟎 𝒎<𝑛

′
Solution: (i) we know 2𝑛 + 1 𝑃𝑛 𝑥 = 𝑃𝑛+1 𝑥 − 𝑃𝑛′ −1 𝑥

47
 ′ ′
∴ 4𝑛 + 1 𝑃2𝑛 𝑥 = 𝑃2𝑛+1 𝑥 − 𝑃2𝑛−1 𝑥

Integrating both sides

1 1
4𝑛 + 1 𝑃
0 2𝑛
𝑥 𝑑𝑥 = 𝑃2𝑛+1 𝑥 − 𝑃2𝑛−1 𝑥 0

= 𝑃2𝑛+1 1 − 𝑃2𝑛−1 1 − 𝑃2𝑛+1 0 − 𝑃2𝑛−1 0

= 1−1 − 0−0 =0
1 1 𝑚 1
(ii) −1
𝑥 𝑚 𝑃𝑛 𝑥 𝑑𝑥 = −1
𝑥 2𝑛 𝑛! 𝐷 𝑛 𝑥2 − 1 𝑛

1 𝑛 1 1
= 2𝑛 𝑛! 𝑥 𝑚 𝐷 𝑛−1 𝑥 2 − 1 −1 − −1
𝑚𝑥 𝑚 −1 𝐷𝑛−1 𝑥 2 − 1 𝑛 𝑑𝑥

1 1 𝑚 −1 𝑛−1
= 0−𝑚 𝑥 𝐷 𝑥 2 − 1 𝑛 𝑑𝑥
2𝑛 𝑛! −1

1 𝑚 1
= × −1 𝐷 𝑛−𝑚 𝑥 2 − 1 𝑛 𝑑𝑥
2𝑛 𝑛! −1

1 𝑚 𝑛 1
= 2𝑛 𝑛! −1 𝐷 𝑛−𝑚 −1 𝑥 2 − 1 −1 =0

As 𝐷 𝑛−𝑚 −1 𝑥 − 1 𝑛 𝑥 + 1 𝑛 = 0 will contain terms in 𝑥 − 1 and 𝑥 + 1 both and hence

when 𝑥 = ±, the value is zero.
𝟏
𝟏 − 𝟐𝒉𝒏
Example 35: Prove that 𝑷
−𝟏 𝒏
𝒙 𝟏 − 𝟐𝒙𝒉 + 𝒉𝟐 𝟐 𝒅𝒙 = 𝟐𝒏+𝟏.

1
−
Solution: We know 1 − 2𝑥𝑕 + 𝑕2 2 = 𝑕𝑚 𝑃𝑚 𝑥
1 1
∴ 𝑃
−1 𝑛
𝑥 𝑕𝑚 𝑃𝑚 𝑥 𝑑𝑥 = 𝑕𝑚 𝑃
−1 𝑛
𝑥 𝑃𝑚 𝑥 𝑑𝑥

0, 𝑛 ≠ 𝑚 2𝑕 𝑛
= 𝑕𝑚 2 = 2𝑛+1
2𝑛+1
, 𝑛=𝑚

Example 36: Show that

𝟏 𝟐𝒏
(i) −𝟏
𝒙𝑷𝒏 𝒙 𝑷𝒏−𝟏 𝒙 𝒅𝒙 = 𝟒𝒏𝟐−𝟏

𝟏 𝟐 𝟐𝒏 𝒏+𝟏
(ii) −𝟏
𝒙 𝑷𝒏+𝟏 𝒙 𝑷𝒏−𝟏 𝒙 𝒅𝒙 = 𝟐𝒏−𝟏 𝟐𝒏+𝟏 𝟐𝒏+𝟑

𝟏 𝟐𝒏 𝒏+𝟏
(iii) −𝟏
𝟏 − 𝒙𝟐 𝑷′𝒏 𝒙 𝟐
𝒅𝒙 = 𝟐𝒏+𝟏
𝟏
(iv) −𝟏
𝟏 − 𝒙𝟐 𝑷′𝒎 𝒙 𝑷′𝒏 𝒙 𝒅𝒙 = 𝟎

Solution: (i) We know 𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥𝑃𝑛 𝑥 − 𝑛𝑃𝑛−1 𝑥

1
𝑥𝑃𝑛 𝑥 = 2𝑛+1 𝑛 + 1 𝑃𝑛+1 𝑥 + 𝑛𝑃𝑛−1 𝑥

1
∴ −1
𝑥𝑃𝑛 𝑥 𝑃𝑛−1 𝑥 𝑑𝑥

1 1
= −1 2𝑛+1
𝑛 + 1 𝑃𝑛+1 𝑥 + 𝑛𝑃𝑛−1 𝑥 𝑃𝑛−1 𝑥 𝑑𝑥

48
 𝑛+1 1 𝑛 1
= 2𝑛+1 𝑃
−1 𝑛+1
𝑥 𝑃𝑛−1 𝑥 𝑑𝑥 + 2𝑛+1 𝑃 2
−1 𝑛−1
𝑥 𝑑𝑥

𝑛+1 𝑛 2 2𝑛
= 2𝑛+1 × 0 + 2𝑛+1 × 2𝑛−1 = 4𝑛 2 −1

1
(ii) We know 𝑥𝑃𝑛 𝑥 = 2𝑛+1 𝑛 + 1 𝑃𝑛+1 + 𝑛𝑃𝑛−1 𝑥

Changing 𝑛 → 𝑛 + 1
1
𝑥𝑃𝑛+1 𝑥 = 𝑛 + 2 𝑃𝑛+2 𝑥 + 𝑛 + 1 𝑃𝑛 𝑥
2𝑛+1

and changing 𝑛 → 𝑛 − 1
1
𝑥𝑃𝑛−1 𝑥 = 2𝑛−1
𝑛𝑃𝑛 𝑥 + 𝑛 − 1 𝑃𝑛 −2 𝑥

1
∴ −1
𝑥 2 𝑃𝑛+1 𝑥 𝑃𝑛−1 𝑥 𝑑𝑥

1 1
= −1 2𝑛+3
𝑛 + 2 𝑃𝑛+2 𝑥 + 𝑛 + 1 𝑃𝑛 𝑥 × 𝑛𝑃𝑛 𝑥 + 𝑛 − 1 𝑃𝑛−2 𝑥 𝑑𝑥

1 2
= 2𝑛−1 2𝑛+3
0 + 0 + 𝑛 𝑛 + 1 × 2𝑛+1 + 0

2𝑛 𝑛+1
= 2𝑛−1 2𝑛+1 2𝑛+3

1 1
(iii) −1
1 − 𝑥 2 𝑃𝑛′ 𝑥 2
𝑑𝑥 = −1
1 − 𝑥 2 𝑃𝑛′ 𝑥 . 𝑃𝑛′ 𝑥

1 1 𝑑
= 1 − 𝑥 2 𝑃𝑛′ 𝑥 𝑃𝑛 𝑥 −1 − −1 𝑑𝑥
1 − 𝑥 2 𝑃𝑛′ 𝑥 𝑃𝑛 𝑥 𝑑𝑥

1 1 2𝑛 𝑛+1
=0− −1
−𝑛 𝑛 + 1 𝑃𝑛 𝑥 𝑑𝑥 = 𝑛 𝑛 + 1 𝑃2
−1 𝑛
𝑥 𝑑𝑥 =
2𝑛+1

1
(iv) −1
1 − 𝑥 2 𝑃𝑚′ 𝑥 𝑃𝑛′ 𝑥 𝑑𝑥
1 1 𝑑
= 1 − 𝑥 2 𝑃𝑚′ 𝑥 𝑃𝑛 𝑥 −1 − −1 𝑑𝑥
1 − 𝑥 2 𝑃𝑚′ 𝑥 𝑃𝑛 𝑥 𝑑𝑥
1
= 0−0 + −1
𝑚 𝑚 + 1 𝑃𝑚 𝑥 𝑃𝑛 𝑥 𝑑𝑥 = 𝑚 𝑚 + 1 × 0 = 0

Example 37: Expand the following functions in terms of Legendre’s polynomials in the interval
𝟏, −𝟏

(i) 𝒇 𝒙 = 𝒙𝟑 + 𝟐𝒙𝟐 − 𝒙 − 𝟑 (ii) 𝒇 𝒙 = 𝒙𝟒 + 𝒙𝟑 + 𝟐𝒙𝟐 − 𝒙 − 𝟑

∞
Solution: (i) We know 𝑓 𝑥 = 𝑛=0 𝑐𝑛 𝑃𝑛 𝑥
1 1
Where 𝑐𝑛 = 𝑛 + 2 −1
𝑓 𝑥 𝑃𝑛 𝑥 𝑑𝑥

1 1
∴ 𝑐0 = 0 + 2 −1
𝑥 3 + 2𝑥 2 − 𝑥 − 3 × 1 𝑑𝑥

1
1 𝑥4 𝑥3 𝑥2 1 4 2 7
=2 4
+2 3
− 2
− 3𝑥 = 2 0 + 3 − 6 = 3 − 3 = −3
−1

49
 1 1 3 1
𝑐1 = 1 + 2 −1
𝑥 3 + 2𝑥 2 − 𝑥 − 3 𝑥 𝑑𝑥 = 2 −1
𝑥 4 + 2𝑥 3 − 𝑥 2 − 3𝑥 𝑑𝑥

3 2 2 3−5 6 2
= −2 5
−3 =3 15
= − 15 = − 5

1 1 1
𝑐2 = 2 + −1
𝑥 3 + 2𝑥 2 − 𝑥 − 3 3𝑥 2 − 1 𝑑𝑥
2 2

5 1
=4 −1
3𝑥 5 − 𝑥 3 + 6𝑥 4 − 2𝑥 2 − 3𝑥 3 + 𝑥 − 9𝑥 2 + 3 𝑑𝑥

5 2 4 9×2 4
=4 6×5−3− 3
+6 =3

7 2 4
𝑓 𝑥 = − 3 𝑃0 𝑥 − 5 𝑃1 𝑥 + 3 𝑃2 𝑥 + … …

(i) 𝑓 𝑥 = 𝑥 4 + 𝑥 3 + 2𝑥 2 − 𝑥 − 3 = 𝑐𝑛 𝑃𝑛 𝑥
1 1
𝑐𝑛 = 𝑛 + 2 −1
𝑓 𝑥 𝑝𝑛 𝑥 𝑑𝑥

1 1
𝑐0 = 0 + 2 −1
𝑥 4 + 𝑥 3 + 2𝑥 2 − 𝑥 − 3 × 1 𝑑𝑥

1 2 4 1 6+20−90 32
= + −6 = × =−
2 5 3 2 15 15

1 1
𝑐1 = 1 + 2 −1
𝑥 4 + 𝑥 3 + 2𝑥 2 − 𝑥 − 3 × 𝑥 𝑑𝑥

3 2 2 3 6−10 2
𝑐1 = 2 5
−3 =2× 15
= −5

1 1 1
𝑐2 = 2 + 2 −1
𝑥 4 + 𝑥 3 + 2𝑥 2 − 𝑥 − 3 × 2 3𝑥 2 − 1 𝑑𝑥

5 1
=4 −1
3𝑥 6 − 𝑥 4 + 3𝑥 5 − 𝑥 3 + 6𝑥 4 − 2𝑥 2 − 3𝑥 3 + 𝑥 − 9𝑥 2 + 3 𝑑𝑥

5 6 2 12 4 40
=4 −5+ − 3 − 6 + 6 = 21
7 5

32 2 40
𝑓 𝑥 = − 15 𝑃0 𝑥 − 5 𝑃1 𝑥 + 21 𝑃2 𝑥 + … …

ASSIGNMENT 18.5
1. Show that 𝑃′ 𝑛 −𝑥 = −1 𝑛+1 ′
𝑃 𝑛 𝑥 .
2. Evaluate the following:
1 2
(i) 0
𝑃 3𝑛 𝑥 𝑑𝑥
1
(ii) −1
𝑥 𝑚 . 𝑃𝑛 𝑥 𝑑𝑥 , 𝑤𝑕𝑒𝑟𝑒 𝑚 𝑖𝑠 𝑎𝑛 𝑖𝑛𝑡𝑒𝑔𝑒𝑟 𝑙𝑒𝑠𝑠 𝑡𝑕𝑎𝑛 𝑛.
3. Express 8 𝑃5 𝑥 − 8 𝑃4 𝑥 − 2 𝑃2 𝑥 + 5𝑃0 (𝑥) in terms of polynomial of x.
4. Use Rodrigues formulae to obtain 𝑃3 (𝑥) and 𝑃4 𝑥 .
𝜋/2
5. Find the value of 0
cos 𝑡 . 𝑃3 (sin 𝑡) 𝑑𝑡 .
6. Prove that
1 𝑃𝑛 (𝑥) 2𝑧 𝑛
(i) −1 1−2𝑥𝑧+𝑧 2
𝑑𝑥 = 2𝑛+1

50
 1
(ii) 𝑃 (𝑥)
−1 𝑛
𝑑𝑥 = 0 except when 𝑛 = 0 in which case the value of the integral is 2.

ANSWERS

1
2. (i) 6𝑛+1

(ii) 0
3. 63 𝑥 5 − 35 𝑥 4 − 70𝑥 3 + 27𝑥 2 + 15𝑥 + 3
1 1
4. 𝑃3 𝑥 = 2 5𝑥 3 − 3𝑥 , 𝑃4 𝑥 = 8 35𝑥 4 − 30𝑥 2 + 3

5. -1/8

18.20 STRUM – LIOUVILLE PROBLEMS

A differential equation of the form

𝑝 𝑥 𝑦 ′ ′ + 𝑞 𝑥 + 𝜆 𝑟(𝑥) 𝑦 = 0 (1)
is called Strum-Liouville Equation where 𝜆 is a real number.

Instead of initial conditions, this equation is usually subjected to the boundary conditions on the
interval 𝑎, 𝑏 as

𝛼1 𝑦 𝑎 + 𝛼2 𝑦 ′ 𝑎 = 0, 𝛽1 𝑦 𝑏 + 𝛽2 𝑦 ′ 𝑏 = 0 (2)

where 𝛼1 , 𝛼2 , 𝛽1 , 𝛽2 are real constants such that either 𝛼1 𝑜𝑟 𝛼2 are not zero and 𝛽1 𝑜𝑟 𝛽2 are not
zero.

The non trivial solutions of the differential equation (1) subjected to the conditions (2) exists only for
specific values of 𝜆, which values are termed as Eigen values or Characteristic values of the equation
(1). And the non trivial solution of (1) corresponding to these Eigen values are termed as Eigen
functions or Characteristic functions.

18.21 ORTHOGONALITY OF EIGEN FUNCTIONS

Two functions 𝑦𝑚 (𝑥) and 𝑦𝑛 (𝑥) defined on some interval 𝑎, 𝑏 are said to be orthogonal on this
interval with respect to the weight function 𝑟 𝑥 > 0, if
𝑏
𝑎
𝑟 𝑥 𝑦𝑚 𝑥 𝑦𝑛 𝑥 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑚 ≠ 𝑛
Also the norm 𝑦𝑚 of the function 𝑦𝑚 (𝑥) is defined to be non negative square root of
𝑏 2 𝑏 2
𝑎
𝑟 𝑥 𝑦𝑚 𝑥 𝑑𝑥. Thus 𝑦𝑚 = 𝑎
𝑟 𝑥 𝑦𝑚 𝑥 𝑑𝑥.

The functions which are orthogonal and having the norm unity are said to be orthonormal functions.

51
Theorem: If 𝒚𝒎 (𝒙) and 𝒚𝒏 (𝒙) are two eigen functions of the Strum-Liouville problem
corresponding to eigen values 𝝀𝒎 and 𝝀𝒏 respectively (where 𝒎 ≠ 𝒏), then the eigen functions are
orthogonal w.r.t. the weight function 𝒓(𝒙) over the interval 𝒂, 𝒃 .
Proof: Since distinct eigen values and their corresponding eigen functions are the solutions of the
Stum Liouville equation (1), so we can write it as
𝑝 𝑥 𝑦𝑚 ′ ′ + 𝑞 𝑥 + 𝜆𝑚 𝑟(𝑥) 𝑦𝑚 = 0

𝑝 𝑥 𝑦𝑛 ′ ′ + 𝑞 𝑥 + 𝜆𝑛 𝑟(𝑥) 𝑦𝑛 = 0

Multiplying first equation by 𝑦𝑛 and the second equation by 𝑦𝑚 , and then subtracting, we get

𝜆𝑚 − 𝜆𝑛 𝑟 𝑥 𝑦𝑚 𝑦𝑛 = 𝑦𝑚 𝑟 𝑥 𝑦𝑛 ′ ′
− 𝑦𝑛 𝑟 𝑥 𝑦𝑚 ′ ′

𝑑
= 𝑑𝑥 𝑟 𝑥 𝑦𝑛 ′ 𝑦𝑚 − 𝑟 𝑥 𝑦𝑚 ′ 𝑦𝑛

Now integrating both sides w.r.t. x from a to b, we get

𝑏
𝜆𝑚 − 𝜆𝑛 𝑎
𝑟 𝑦𝑚 𝑦𝑛 𝑑𝑥 = 𝑟 𝑥 𝑦𝑛 ′ 𝑦𝑚 − 𝑟 𝑥 𝑦𝑚 ′ 𝑦𝑛 𝑏
𝑎

= 𝑟 𝑏 𝑦𝑛 ′ 𝑏 𝑦𝑚 𝑏 − 𝑦𝑚 ′ 𝑏 𝑦𝑛 𝑏 − 𝑟 𝑎 𝑦𝑛 ′ 𝑎 𝑦𝑚 𝑎 − 𝑦𝑚 ′ 𝑎 𝑦𝑛 𝑎
The R.H.S. will vanish if the boundary conditions are of one of the followings forms:
I. 𝑦 𝑎 =𝑦 𝑏 =0
II. 𝑦′ 𝑎 = 𝑦′ 𝑏 = 0
III. 𝛼1 𝑦 𝑎 + 𝛼2 𝑦 ′ 𝑎 = 0, 𝛽1 𝑦 𝑏 + 𝛽 2 𝑦 ′ 𝑏 = 0

where 𝛼1 , 𝛼2 , 𝛽1 , 𝛽2 are real constants such that either 𝛼1 𝑜𝑟 𝛼2 are not zero and 𝛽1 𝑜𝑟 𝛽2 are not
zero. Thus in each of the three cases we get

𝑏
𝑎
𝑟 𝑦𝑚 𝑦𝑛 𝑑𝑥 = 0, (𝑚 ≠ 𝑛)

which shows that the eigen functions 𝑦𝑚 (𝑥) and 𝑦𝑛 (𝑥) are orthogonal w.r.t. the weight function 𝑟(𝑥)
over the interval 𝑎, 𝑏 .

Example 38: For Strum-Liouville problem 𝒚′′ + 𝝀𝒚 = 𝟎, 𝒚 𝟎 = 𝟎, 𝒚 𝝅 = 𝟎 find the eigen

functions.

Solution: For 𝜆 = −𝛾 2 , the general solution of the equation is given by

𝑦 𝑥 = 𝐶1 𝑒 𝛾𝑥 + 𝐶2 𝑒 −𝛾𝑥

Using the above mentioned boundary conditions we get 𝐶1 = 𝐶2 = 0. Hence 𝑦 𝑥 = 0 is not an

eigen function.

Also for 𝜆 = 𝛾 2 , the general solution of the equation is given by

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 𝑦 𝑥 = 𝐶1 cos 𝛾𝑥 + 𝐶2 sin 𝛾𝑥

Using 𝑦 0 = 0, we get 𝐶1 = 0

Using 𝑦 𝜋 = 0, we get 𝐶2 sin 𝛾𝜋 = 0 => sin 𝛾𝜋 = 0

∴ 𝛾 𝜋 = 𝑛𝜋 => 𝛾 = 𝑛, 𝑛 = ±1, ±2, ±3, ….

Thus the eigen values are 𝜆 = 0, 1, 4, 9, … and taking 𝐶2 = 1, we obtain the eigen functions as

𝑦𝑛 𝑥 = sin 𝑛𝑥 , 𝑛 = 0, 1, 2, …

ASSIGNMENT 18.6
1. Find the eigen values of each of the following Stum Liouville problems and prove their
orthogonality:
i) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦 0 = 0, 𝑦 𝑙 = 0
ii) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦 ′ 0 = 0, 𝑦 ′ 𝑐 = 0
iii) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦 𝜋 = 𝑦(−𝜋), 𝑦 ′ 𝜋 = 𝑦 ′ (−𝜋)
2. Show that the eigen values of the boundary value problem 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦 0 = 0, 𝑦 𝜋 +
𝑦 ′ 𝜋 = 0 satisfies 𝜆 + tan 𝜆 𝜋 = 0.

ANSWERS

𝑛𝜋𝑥
1. (i) sin 𝑙
, 𝑛 = 0, 1, 2, …
𝑛𝜋𝑥
(ii) cos 𝑐
, 𝑛 = 0, 1, 2, …

(iii) 1, sin 𝑥 , cos 𝑥 , sin 2𝑥 , cos 2𝑥 , …

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