R. I.

Badran Bessel's Differential Equation Mathematical Physics

Bessel's Differential Equation:

Recalling the DE y   n y  0 which has a sinusoidal

2

solution (i.e. sin nx and cos nx) and knowing that these
solutions can be treated as power series, we can find a
solution to the Bessel's DE which is written as:
x 2 y   xy   ( x 2  p 2 ) y  0 . The solution is
represented by a series. This series very much look like a
damped sine or cosine. It is called a Bessel function.

To solve the Bessel' DE, we apply the Frobenius method by



assuming a series solution of the form y   an x m  n .

n 0
Substitute this solution into the DE equation and after some
mathematical steps you may find that the indicial equation is
m 2  p 2  0 where m= p. Also you may get a1=0 and hence
all odd a's are zero as well. The recursion relation can be
found as

an
an2  
(n  m  2) 2  p 2 with (n=0, 1, 2, 3, ……etc.).

Case (1): m= p (seeking the first solution of Bessel DE)

We get the solution

 x2 x4 
y  a x p 1      
 2(2 p  2) 2  4(2 p  2)(2 p  4) 
This can be rewritten as:


x p2n
J p ( x)  y  a  (1) 2 n n

n 0 2 n!( p  n)!
1
a
Put  
2 p p!
The Bessel function has the factorial form

x p2n
J p ( x)   (1) n
,
n 0 n!( p  n)!2 2 n p
R. I. Badran Bessel's Differential Equation Mathematical Physics

This is because

a a p! a2 a p!
a2    2  , a4    ,
2(2 p  2) 2 ( p  1)! 4(2 p  4) 2!2 ( p  2)!
4

a4 a p!
a6    6  and so on.
6(2 p  6) 3!2 ( p  3)!
Since (p + n)! = (p + n + 1), and n! = (n + 1), the other form is
rewritten as

 2 n p
1  x
 J p ( x)   (1) n
 
n 0 (n  1)( p  n  1)  2 

Case (2): m= -p (seeking the second solution of Bessel

DE){sec. 13}

The solution in the factorial form is


x 2 n p
J  p ( x)   (1)n

n 0 n!(n  p)!2 2 n p

 2 n p
1  x
Or J  p ( x)   (1)n
 
n 0 (n  1)( p  n  1)  2 
Comments:

i) For integer p:
a. You can show that J-p(x)=(-1)pJp(x). Here J-p (x) is not
independent solution.
b. It is obvious that we have a problem with J-p (x) when x=0
because this second solution goes to infinity. While the
first solution still exist because it is finite.
c. When p= 2, the terms in the denominator with n= 0, 1 go to
infinity (because The Gamma of a negative integer is
infinity), and these terms do not contribute to the sum.
Such case does not exist for a positive p.

ii) For nonintegral p:

J-p (x) and Jp (x) are two independent solutions and a linear
combination of them is a general solution. This linear
combination is called Neumann function (termed by Np) or
Weber function (termed by Yp). However this function is
R. I. Badran Bessel's Differential Equation Mathematical Physics

valid for integral or nonintegral p and is also called the

Bessel function of second kind:
cos(p) J p ( x)  J  p ( x)
N p ( x)  Y p ( x) 
sin(p)

Important note:
It must be noted that this expression is an indeterminate form
(0/0) for integral p. However for x  0 it has a limit, which is the
correct second solution for integral p.

The best general solution may be written as

y  AJ p ( x)  BN p ( x) , where A and B are arbitrary constants. At
x = 0 all N's are  and the only solution is the Bessel
function of first kind Jp (x).

Some properties of Bessel function:

From the factorial form of Jp (x) you may get:

x2 x4 x6
J  ( x)  1        for p= 0
(1!) 2 2 2 (2!) 2 2 4 (3!) 2 2 6
x x3 x5 x7
J 1 ( x)         for p= 1
2 (1!)(2!)2 3 (2!)(3!)2 5 (3!)(4!)2 7

dJ  ( x)
From these tow expressions it follows that   J 1 ( x) .
dx

Recursion relations for Bessel functions:

d p
1. [ x J p ( x)]  x p J p 1 ( x)
dx
d p
2. [ x J p ( x)]   x  p J p1 ( x)
dx
2p
3. J p 1 ( x)  J p 1 ( x)  J p ( x)
x
4. J p1 ( x)  J p1 ( x)  2 J p ( x)
p p
5. J p ( x)   J p ( x)  J p 1 ( x)  J p ( x)  J p 1 ( x)
x x
R. I. Badran Bessel's Differential Equation Mathematical Physics

Note: Similar relations also hold for Np(x). [Try to prove such
relations].

Orthogonality and Normalization of Bessel function:

0
1  if ab
0 xJ p (ax) J p (bx)dx   1 J p21 (a)  1 J p21 (a)  1 J p2 (a)) if ab
,

2 2 2
where a and b are called zero's of Jp(x).