Bessel Differential Equation

The Bessel differential equation is the linear second-order ordinary differential equation
given by

(1
)

Equivalently, dividing through by ,

(2
)

The solutions to this equation define the Bessel functions and . The equation
has a regular singularity at 0 and an irregular singularity at .

A transformed version of the Bessel differential equation given by Bowman (1958) is

(3
)

The solution is

(4
)

where

(5
)

and are the Bessel functions of the first and second kinds, and and are
constants. Another form is given by letting , , and (Bowman
1958, p. 117), then

(6
)

The solution is

(7
)
Bessel Function

A function defined by the recurrence relations

(1
)

and

(2
)

The Bessel functions are more frequently defined as solutions to the differential equation

(3
)

There are two classes of solution, called the Bessel function of the first kind and
Bessel function of the second kind . (A Bessel function of the third kind, more
commonly called a Hankel function, is a special combination of the first and second
kinds.) Several related functions are also defined by slightly modifying the defining
equations.

Bessel Function of the First Kind

The Bessel functions of the first kind are defined as the solutions to the Bessel
differential equation

(1
)

which are nonsingular at the origin. They are sometimes also called cylinder functions or
cylindrical harmonics. The above plot shows for , 1, 2, ..., 5. The notation
was first used by Hansen (1843) and subsequently by Schlömilch (1857) to denote what
is now written (Watson 1966, p. 14). However, Hansen's definition of the function
itself in terms of the generating function

(2
)

is the same as the modern one (Watson 1966, p. 14). Bessel used the notation to denote
what is now called the Bessel function of the first kind (Cajori 1993, vol. 2, p. 279).

The Bessel function can also be defined by the contour integral

(3
)

where the contour encloses the origin and is traversed in a counterclockwise direction
(Arfken 1985, p. 416).

The Bessel function of the first kind is implemented in Mathematica as BesselJ[nu, z].

To solve the differential equation, apply Frobenius method using a series solution of the
form
 (4
)

Plugging into (1) yields

(5)

(6
)

The indicial equation, obtained by setting , is

(7
)

Since is defined as the first nonzero term, , so . Now, if ,

(8
)
(9
)
(10
)
(11
)

First, look at the special case , then (11) becomes

(12
)

so

(13
)

Now let , where , 2, ....

 (14
)
(15
)
(16
)

which, using the identity , gives

(17
)

Similarly, letting ,

(18
)

which, using the identity , gives

(19
)

Plugging back into (◇) with gives

(20
)
(21
)
(22
)
(23
)
(24
)

The Bessel functions of order are therefore defined as

(25
)
(26
)
so the general solution for is

(27
)

Now, consider a general . Equation (◇) requires

(28
)
(29
)

for , 3, ..., so

(30
)
(31
)

for , 3, .... Let , where , 2, ..., then

(32
)
(33
)

where is the function of and obtained by iterating the recursion relationship

down to . Now let , where , 2, ..., so

(34
)
(35
)
(36
)

Plugging back into (◇),

(37
)
(38
)
(39
)
 (40
)
(41
)

Now define

(42
)

where the factorials can be generalized to gamma functions for nonintegral . The above
equation then becomes

(43
)

Returning to equation (◇) and examining the case ,

(44
)

However, the sign of is arbitrary, so the solutions must be the same for and . We
are therefore free to replace with , so

(45
)

and we obtain the same solutions as before, but with replaced by .

(46
)

We can relate and (when is an integer) by writing

(47
)
Now let . Then

(48
)

(49
)

But for , so the denominator is infinite and the terms on the left are
zero. We therefore have

(50
)
(51
)

Note that the Bessel differential equation is second-order, so there must be two linearly
independent solutions. We have found both only for . For a general nonintegral
order, the independent solutions are and . When is an integer, the general (real)
solution is of the form

(52
)

where is a Bessel function of the first kind, (a.k.a. ) is the Bessel function of the
second kind (a.k.a. Neumann function or Weber function), and and are constants.
Complex solutions are given by the Hankel functions (a.k.a. Bessel functions of the third
kind).

The Bessel functions are orthogonal in according to

(53
)

where is the th zero of and is the Kronecker delta (Arfken 1985, p. 592).

Except when is a negative integer,

(54
)

where is the gamma function and is a Whittaker function.

In terms of a confluent hypergeometric function of the first kind, the Bessel function is
written
 (55
)

A derivative identity for expressing higher order Bessel functions in terms of is

(56
)

where is a Chebyshev polynomial of the first kind. Asymptotic forms for the Bessel
functions are

(57
)

for and

(58
)

for (correcting the condition of Abramowitz and Stegun 1972, p. 364).

A derivative identity is

(59
)

An integral identity is

(60
)

Some sum identities are

(61
)

(which follows from the generating function (◇) with ),

(62
)

(Abramowitz and Stegun 1972, p. 363),

 (63
)

(Abramowitz and Stegun 1972, p. 361),

(64
)

for (Abramowitz and Stegun 1972, p. 361),

(65
)

(Abramowitz and Stegun 1972, p. 361), and the Jacobi-Anger expansion

(66
)

which can also be written

(67
)

The Bessel function addition theorem states

(68
)

Various integrals can be expressed in terms of Bessel functions

(69
)

which is Bessel's first integral,

(70
)
(71
)

for , 2, ...,
 (72
)

for , 2, ...,

(73
)

for . The Bessel functions are normalized so that

(74
)

for positive integral (and real) . Integrals involving include

(75
)
(76
)

Ratios of Bessel functions of the first kind have continued fraction

(77
)

(Wall 1948, p. 349).

The special case of gives as the series

(78
)

(Abramowitz and Stegun 1972, p. 360), or the integral

(79
)

Bessel Function of the Second Kind

A Bessel function of the second kind (e.g, Gradshteyn and Ryzhik 2000, p. 703,
eqn. 6.649.1), sometimes also denoted (e.g, Gradshteyn and Ryzhik 2000, p. 657,
eqn. 6.518), is a solution to the Bessel differential equation which is singular at the
origin. Bessel functions of the second kind are also called Neumann functions or Weber
functions. The above plot shows for , 1, 2, ..., 5. The Bessel function of the
second kind is implemented in Mathematica as BesselY[nu, z].

Let be the first solution and be the other one (since the Bessel differential
equation is second-order, there are two linearly independent solutions). Then

(1
)
(2
)

Take (1) minus (2),

(3
)
(4
)

so , where is a constant. Divide by ,

(5
)
(6
)

Rearranging and using gives

(7
)
(8
)

where is the so-called Bessel function of the second kind.

can be defined by

(9
)

(Abramowitz and Stegun 1972, p. 358), where is a Bessel function of the first kind
and, for an integer by the series

(10
)
where is the digamma function (Abramowitz and Stegun 1972, p. 360).

The function has the integral representations

(11
)
(12
)

(Abramowitz and Stegun 1972, p. 360).

Asymptotic series are

(13
)

(14
)

where is a gamma function.

For the special case , is given by the series

 (15
)

(Abramowitz and Stegun 1972, p. 360), where is the Euler-Mascheroni constant and
is a harmonic number.