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FRANK BOWMAN
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BESSEL
FUNCTIONS


INTRODUCTION TO BESSEL FUNCTIONS By Frank Bowman Dover Publications Inc. New York
This new Dover edition first published in 1958, is an unabridged and unaltered republication of the first edition. Standard Book Number: 486-60462-4 Library of Congress Catalog Card Number: 58-11271 Manufactured in the United States of America Dover Publications, Inc. 180 Varick Street New York, N.Y. 10014
PREFACE This small book has grown out of lectures given from time to time in the College of Technology, Manchester. It is hoped that it may serve as an introduction to the larger treatises on Bessel functions and their applications. The author is indebted to Dr. W. N. Bailey for reading the manuscript, and Mr. H. Tilsley for drawing the figures, and particularly to Dr. S. Verblunsky for reading the manuscript and proofs and for many helpful suggestions. F. B. V
CONTENTS CHAPTER I. Bessel Functions of Zero Order PAGE II. Applications III. Modified Bessel Functions IV. Definite Integrals . V. Asymptotic Expansions VI. Bessel Functions of any Real Order VII. Applications . Index VII
TABLE I -■■■■-- —— X. 0 1 2 2-405 3 3-832 4 5 5-520 6 7 7-016 8 8-654 9 10 10173 11 11-792 12 13 13-324 14 14-931 Jo(aO- + 1 + + -— — — —■ < + + + + — .— . — ■ — • + ' + ' + ' + ' •7652 •2239 0 •2601 •4028 •3971 ■1776 0 ■1506 3001 3001 1717 0 0903 2459 2497 1712 0 0477 2069 2184 1711 0 Ji(s). 0 + + + + — — — — — . + + + + ■ — . — ■ — . — . i + • •4401 •5767 •5191 •3391 0 •0660 ■3276 •3403 •2767 0047 0 2346 2715 2453 0435 0 1768 2325 2234 0703 0 1334 + -2065 ix
TABLE II Roots of the Equation Jn(x) = 0 1 2 3 4 5 Jo-0. 2-405 5-520 8-654 11-792 14-931 Ji = 0. 3-832 7-016 10-173 13-324 16-471 J2 =0. 5-136 8-417 11-620 14-796 17-960 J3 = 0. 6-380 9-761 13-015 16-223 19-409 ,^ = 0. 7-588 11-065 14-373 17-616 20-827 J5-o. 8-771 12-339 15-700 18-980 22-218 A few of the more modern books on Bessel Functions are given below; a comprehensive bibliography will be found at the end of Watson's " Theory of Bessel Functions ". Watson, " Theory of Bessel Functions " (Cambridge, 1922). Gray and Mathews, " Bessel Functions " (2nd edn., London, 1922). Nielsen, " Handbuch d. Theorie d. Cylinderfunktionen " (Leipzig, 1904). Schafheitlin, " Die Theorie d. Besselschen Funktionen " (Leipzig, 1908). McLachlan, " Bessel Functions for Engineers " (Oxford, 1934). Weyrich, " Die Zylinderfunktionon und ihre Anwendungen " (Leipzig 1937). x
CHAPTER I BESSEL FUNCTIONS OF ZERO ORDER § 1. BesseVs function of zero order. The function known as Bessel's function of zero order, and denoted by J0(x), may be defined by the infinite power- series J0(x) = 1-- + W~& ~~ 22 . 42 . 62 + ' ' " (1,1) If uT denotes the rth term of this series, we have ur (2r)2 which -> 0 when r -> oo, whatever the value of x. Consequently, the series converges for all values of x, and since it is a power-series, the function J0(x) and all its derivatives are continuous for all values of x, real or complex. § 2. BesseVs function of order n, when n is a positive integer. The function Jn(x), known as Bessel's function of order n, may be defined, when n is a positive integer, by the infinite power-series Xn / £C2 X^ \ J«(x) = 2^TlV ~~ 2 . 2w+2 + 2 . 4 . 2w + 2 . 2w + 4 — * ' 7 (1.2) which converges for all values of x, real or complex. In particular, when n = 1 we have Jl(x) = 2 ~ 2^71+ 2^. 4^. 6 ~ ¥7¥TWTs + ' ' ' (1,3)
INTRODUCTION TO BESSEL FUNCTIONS and when n == 2 X' X' X 6 X 8 J20*0 = 27i ~~ 22. 4. 6 + ¥. 42. 6 . 8 22. 42. 62. 8 . 10 + . . . (1.4) We note that Jn(x) is an even function of x when n is even, odd when n is odd. The graphs of JQ(x), Ji(#) are indicated in Fig. 1. 10 •8 •6 •4 •2 0 .-2 -•4 1 1 i ^ J 2\ .1 /V) 3 \ 4 5/ «0»- 6 > 7 8 \ 9 X 10 Fig. 1. Extensive tables of values of Jn(x), especially of J0(#) and J^x), have been calculated on account of their applications to physical problems.* § 3. BesseVs equation of zero order. By difiEerentiating the series for J0(x) and comparing the result with the series for Jt(x), we find f dJ0(x) dx = — J^x). (1.5) (( (( * See Watson : " Theory of Bessel Functions " ; Gray and Mathews : Bessel Functions " ; Jahnke und Emde : " Funktionentafeln " ; Dale : Five-Figure Tables." d f Cf. — (cos x) = — sin x. dx
BESSEL FUNCTIONS OP ZERO ORDER 3 Again, after multiplying the series for Jt(x) by x and differentiating, we find d fa{xJi(x)} = xJo(x)- • • • (1-6) Using (1.5), we can write (1.6) in the form d / dJJx)\ T , v ,, „. /^ + ^ + ^^) = 0. . (1.8) Thus y — J0(x) satisfies the linear differential equation of the second order or ^+11+^ = 0, • • (L10) which is known as BesseVs equation of zero order. § 4. Bessel functions of the second kind of zero order. A solution of Bessel's equation which is not a numerical multiple of J0(x) is called a Bessel function of the second kind. Let u be such a function, and let v — J0(x) ; then, by (1.10), xu" + u' + xu = 0, xv" + v' + %v = 0. Multiplying the first of these equations by v and the second by u and subtracting, we have x[u"v — uv") + m'v — mv' = 0, d which, since u"v — uv" = -r-(u'v — uv'), d can be written -r-{x(u'v — uv')} = 0.
4 INTRODUCTION TO BESSEL FUNCTIONS Hence x(u'v — uv') = B, where B is a constant. Dividing by xv2, we have u'v — uv' B v2 xv2 that is, "t~(- ) — dx\v/ xv2 and hence, by integration, - = A + B —. v J aw2 Consequently, since 0 = Jo(#)> u = AJ0(a:) + BJoO*)]"^^ . (1.12) where A, B are constants, and B =)= 0 since u is not a constant multiple of J0(x), by definition. § 5. If, in the last integral, J0(x) is replaced by its series, and the integrand expanded in ascending powers of x, we find for the first few terms xJ02(x) ~ x + 2 + "32 + ' ' ' and therefore 3»{x)\Jh)=Jo(a;)(log x + xi+ws + --:. 1 - 2"2 + • • ■) (l + 128 + • * • ^.2 g^.4 = Jo(») log » + ~l - Y28 + " * " Consequently, if we put r0(») = J0(x) lo§ ^ + J - 128 + • • • (L13) then F0(#) is a particular Bessel function of the second kind ; it is called Neumann's Bessel function of the second kind of zero order; the general term in its expansion can be obtained by other methods (§ 8).
BESSEL FUNCTIONS OF ZERO ORDER 5 Since J0(x) -> 1 when x -> 0, it follows from (1.13) that Y0(x) behaves like log x when x is small, and hence that Y0(x) -> — oo when x -> + 0. § 6. It follows from (1.12) that every Bessel function of the second kind of zero order can be written in the form AJ0(a:) + BY0(x). The one that has been most extensively tabulated is Weber's,* which is denoted by Y0(x) and is obtained by putting A=-?(log2-y), B = - and hence Y0(tf) = -{r0(s) - (log 2 - y)Jo(tf)}, . (1.14) TT where y denotes Euler's constant, defined by y = lim(l +1+^ + . . . +- —log n)= 0-5772... (1.15) n^oo\ 2 3 n ° / We note that, when a? is small, Y0(s) = -{log x - (log 2 - y) . . .} . (1.16) TT the remaining terms being small in comparison with unity. As far as applications are concerned, it is usually sufficient to bear in mind that Y0(x) is a Bessel function of the second kind whose values have been tabulated ; that x must be positive for Y0(x) to be real, on account of the term involving log x in (1.13); and that Y0(#)-> — oo when x -> + 0. The graphs of J0{x) and Y0(x) are shown together in Fig. 2. § 7. General solution of BesseVs equation of zero order. Since J0(x) and Y0(x) are independent solutions of the equation ^ + 1^ + 2, = 0, (J. Jb JC CvJb * Watson, § 3.54.
6 INTRODUCTION TO BESSEL FUNCTIONS the general solution can be written y==AJ0(x) + BY0(x), . . (1.17) where A, B are arbitrary constants, and x > 0 for Y0(x) to be real. If we replace x by kx, where h is a constant, the equation becomes 1 d2y , 1 dy , &2 dx* ^ kx kdx ^y 10 •8 •6 •4 •2 0 ^o<*> 1 v/ /~ I Yo \ 1 \ \ 2\ 1-«/ V \ \ \ 3 4 V 5 6 lj 8 \ 9 10 Fig. 2. Multiplying by &2, we deduce that the general solution of the equation d2y , 1 dy , 7Q do;2 ' x dx ^ u can be written (1.18) (1.19) y = AJ0(te) + BY0(fe) where k > 0 for Y0(&#) to be real when a; > 0. § 8. 2¾ general solution by Frobenius's method. Bessel's equation belongs to the type to which Frobenius's method of solution in series can be applied. Put d2 . d ^3 (^ + 35+*)* ' (1.20)
RESSEL FUNCTIONS OF ZERO ORDER 7 and make the substitution y = afi + cxxp+* + c2xP+* + czxp+* + . . . (1.21) We obtain, after collecting like terms, Li/ = p^-1 + (P + l)2c^ + {(P + 2)2c2 + 1)^+1 + {(p + 3)2c3 + cJ^+2 + . . . (1.22) Now let c19 c2, c8, . . . be chosen to satisfy the equations (p + l)2Ci = 0, (p + 2)*c2 + 1 = 0, (p + 3)2c8 + cx = 0, . . . Then, unless p is a negative integer, Cj :==1 C3 == Cg === C7 = ... == u, X c« = c, = — (P + 2)*' c2 (p + 4)2 (p + 2)»(p + 4)2 Substituting these values in (1.21) and (1.22), we deduce that, if '-"b-T^+u+inrnr-'"} (L23) and if p is not a negative integer, then *S+S+^=p2a5e_i- • • • (i-24) Putting p = 0 in (1.23) and (1.24) we see again that y = J0(x) =1-- + __ - ___ 4- . . . is a solution of Bessel's equation Further, differentiating (1.24) partially with respect to p, we get £®+£@D+-(¾)-*-+"->••* and hence, when p = 0, ^VM + 1/^, W^l -0 ^"Up/o ^IWi \ Wo ~ from which it follows that (^y/^p)p^o is a second solution. Now, from (1.23), Xdx* x
8 INTRODUCTION TO BESSEL FUNCTIONS JJ-zMogz|l (p + 2)2+(p + 2)2(p + 4)2 • • .} p ( 2x* __1 2a;4 / 1 1 \ + * \(p + 2)2 P + 2 (P + 2)2(P + 4)Ap + 2 + M^J 2a° / 1 1 1 \ | + (p + 2)2(P + 4)2(P + 6)2lp + 2 + p + 4 + p + 6j --7- Hence, putting p = 0 and Y0(#) = (½^p)p=o we obtain the second solution #2 x* ,, . ,v . #6 Fo(») = Jo(^)loga; + 2i - WT&k1 + *) + 22 . 42 . 62^ + * + *)"" . . . (1.25) which is Neumann's Bessel function of the second kind of zero order, in a form which indicates the general term (§5). It follows that the general solution of the equation can be written y = AJ0(z) + BY0(x), which is equivalent to (1.17). § 9. To examine the convergence of the series that follows J0(x) log x in (1.25), we can put, by (1.15), 1 + 3 + \ + • • • + \ = log n + y + €n' ' (L26) where en -> 0 when n -+ oo. Hence if ur denote the rth term of the series, we have ^~i ~ ~ W? log(r- 1) + y + €r-19 which -> 0 when r -> oo, whatever the value of x. Consequently, the series converges absolutely for all values of x, real or complex. § 10. Integrals. We notice next certain integrals involving Bessel functions in their integrands. Firstly, from (1.5) and (1.6) we have I3x(x)dx = — J0(ff), • • (1^27) $xJ0(x)dx = xJ^x). . . (1.28) Secondly, we note that the indefinite integral SJ0(x)dx .... (1.29) cannot be expressed in a simpler form, but on account of its importance the value of the definite integral
BESSEL FUNCTIONS OF ZERO ORDER 9 [XJ0(t)dt . . . (1.30) Jo has been tabulated.* Thirdly, we shall obtain a reduction formula for the integral $xnJ0(x)dx. . . . (1.31) Put un = $xnJ0(x)dx = jxn"1d{xJ1(x)}, by (1.6). Then, integrating by parts, we have un = xn~x . xJt(x) — jxJ^x) . (n — l)xn"2dx = xn3x(x) + (n — l^-HJ^x), by (1.5) ; and on integrating by parts again, un = xnJt(x) + (n — 1)^-^0(^) — (n — l)2Sxn~2J0(x)dx, that is, un = xnJx(x) + (n — 1)^-^0(2:) — (n — l)X-2 (1-32) which is the reduction formula required. It follows that, if n is a positive integer, the integral (1.31) can be made to depend upon (1.28) if n is odd, or upon (1.29) if n is even. § 11. LommeVs integrals. Put u = J0(olx), v — J0(jix), where a, j8 are constants ; then, by § 7, writing u' = du/dx, u" = d2uldx2, . . . we have xu" + u' + ol2xu = 0, . . (1.33) xv" + v' + fi2xv = 0. . . (1.34) Multiplying the first of these equations by v and the second by u and subtracting, we get x(u"v — uv") + (u'v — uv') = (/32 — ol2)xuv, d that is, -j-{x(u'v — uv')} = (/32 — ol2)xuv, and hence, by integration, (/32 — oi2)lxuvdx = x(u'v — uv'), * Watson, p. 752.
10 INTRODUCTION TO BESSEL FUNCTIONS and therefore (/32 — a2)JaJo(a#)J'0(fix)dz = x{aJ0'(ux)J0(fix) - pJ0'(px)J0(Kx)}, (1.35) since u' = olJq(olx), v' = j8J0'(j8:r). Again, multiplying (1.33) throughout by 2xu\ we have d 2xu'-r-{xu') + 2oL2x2uuf = 0, 7 or -r-(x2u'2 + a2A2) — 2ol2xu2 = 0. Integrating, we get x2u'2 + a2#2^2 = 2oL2$xu2dx, and hence 2<x2SxJ02(a.x)dx = ol2x2J 02(olx) -f x2ol2J0'2(olx), and therefore SxJ02(xx)dx = %x2{J02(olx) + J^kx)}. . (1.36) In particular, when we integrate between the limits 0 and 1, we find from (1.35) and (1.36), respectively, (jS2 - a2)[ xJ0{aux)J0(fix)dx = aJ0'(a)Jo(i3) ~ j8J0Wo(a), (1-37) f xJ02(oLx)dx = l{J02(a) + Ji2(a)} . (1.38) J o Corollary 1. If a, /? (/32 4= a2) are two roots of the equation J0(x) == 0, then I xJ0(olx)J0(j3x)dx = 0. J o This follows immediately from (1.37). Corollary 2. If a, /3 (/32 4= a2) are two roots of the equation xJ0'(x) + HJ0(#) = 0, where H is a constant, then 1 xJq(olx)J0(fix)dx = 0. J o This also follows at once from (1.37).
BESSEL FUNCTIONS OF ZERO ORDER 11 Examples I 1. Show that (i) $x2J0(x)dx = x2Jx(x) + xJ0(x) — jJ0(x)dx9 (ii) Sx^J^dx = x(x2 - 4)Ji(a) -f 2x*J0(x), (iii) ]x*J0(x)dx = x*(x* - 9)J1(x) + Sx(x2 - 3)J0(z) + 9JJ0(a;)^. (iv) fx \ogxJ0(x)dx = J0(#) + # logo; Ji(t»). 2. Show that r1 1 (i) I xJ0(oix)dx = — Ji(oc), J o oc f1 11 If* a2J0(aa;)da; = -J^a) + -^(a) 5l J\(t)dt, q OC OC OC J q JI a2 4 2 a3J0(aa;)da; = —Jx(a) + —J0(oc), 0 OC OC (iv) [*(: 4 2 a2)J0(aa;)da; = —^(oc) sJ0(a). a3 AX ' a2 3. If a is any root of the equation J0(x) = 0, show that r1 1 (i) I J1(oLx)dx = —, J0 a Jot J±(x)dx = 1, 0 J 00 Jx(x)dx = 1. o If a ( + 0) is a root of the equation J±(x) = 0, show that (iv) f xJ0(atx)dx = 0. J o 4. If J0 == J0(x), Jx == Ji(#), show that (i) fijjdx = - iJ02, (ii) ^xJtiJ1dx = — J#J02 + JJJ02dr, (iii) JattaJjdx = ^jy. 5. Show that (i) Ja;J02<to = i*2(J02 + Ji2), (ii) ]xJx2dx = Ja;2(J02 + Ji2) - xJ0Jl9 (iii) 2Sx*J0*dx = ^3(J02 + Ji2) + i*2J0Ji + i^Jo2 - iJJo2^ (iv) 2!x*JSdx = J^W + Ji2) - f*2J0Ji - I^Jo2 + IPV^, (v) 3Ja3J02<fo = lx*(J0* + Jx2) + xsJ0J1 - x2Jt29 (vi) SfaPJSdx = itf4(J02 + Ji2) - 2a?3J0J1 + 2:^2. 6. If u = fxJ0(<zx)J0(f}x)dx, v = $xJ\(<xx)J\(fix)dx, show that ecu — Pv = xJ ^clx)! 0(fix)9 fiu — OLV = #J0(a#) J !(/?#).
12 INTRODUCTION TO BESSEL FUNCTIONS Deduce the values of u and v, and by differentiating partially with regard to j3, and then putting j9 = a, deduce the values of $xJ 02(oLx)dx, jxJ12(ccx)dx. 7. If f(x) is any Bessel function of zero order, show that dx J0(x) xJ02(x) where B is a constant; and hence that, if a, j3 are two consecutive positive roots of the equation J0(x) = 0, the fraction f(x)/J0(x) increases steadily from — oo to + oo (or decreases steadily from + oo to — oo) when x increases from a to 0. Deduce that the equation f(x) — 0 has one root between a and 0. § 12. Behaviour of Bessel functions when x is large. If in Bessel's equation Xdx^&x^Xy-"> we make the substitution u = y^x . . . (1.39) we find that u satisfies the equation d2u 0+= u. dx2 \ 4:X2, Now, when x is large enough, l/4#2 is as small as we please compared with 1, and then we have approximately d2u _ dx2 of which the general solution is u = C cos (x — A), and we infer, by (1.39), that every solution of Bessel's equation behaves like C cos (x — A) when x is large, where C, A are constants. In fact, it will be shown in § 80 that, if x > 0, J1°{X) = Qx)\°°* (X ~ i) + P{X))■> ■ (L40) Y°{x)=GDVk* -1)+q{x)}' • (L4i) where p(x) -> 0 and q(x) ~> 0 when x -> + oo.
BESSEL FUNCTIONS OF ZERO ORDER 13 Hence any solution f(x) of Bessel's equation of zero order may be written in the form f(x) = AJ0(tf) + BY0(z) (A2 + B2)* {cos (x - A) + r(x)}, (1.42) where A = \tt + tan~1(B/A), and r(x) -> 0 when x -> + °°- Corollary. Every solution tends to zero when x -> + oo. § 13. Roots of the equation f(x) = 0, where f(x) denotes any Bessel function of zero order. Iff(x) denotes any Bessel function of zero order, it follows from (1.42) that, for large values of x, the roots of the equation f(x) — 0 are approximately those of cos (x — A) = 0. We infer that the equation f(x) = 0 has an infinite number of real roots, and that the large roots are A + (s — |)7r, approximately, where s is any large positive integer. In particular, the large positive roots of the equation J0(x) = 0 are (s — £)77-, those of Y0(x) = 0 are (s — f)77-, approximately, where s is any large positive integer. § 14. None of these roots can be a repeated root. Proof. Let a be a root, and note, firstly, that a =j= 0> since no Bessel function of zero order vanishes when x = 0. Secondly, suppose that a could be a repeated root ; then /(a) = 0, /'(a) = 0, and by substituting x — a in the differential equation xr(x)+f(x) + xf(x) = 0, . . (1.43) it would follow that a/"(a) = 0, and hence /"(a) = 0, since a #= 0. Moreover, by differentiating the differential equation and putting x = a again, it would follow that /'"(a) = 0, and, by repeating this process, that all the derivatives of f(x) would vanish when x = a. Consequently, from Taylor's series = (-) \ttxJ
14 INTRODUCTION TO BESSEL FUNCTIONS we should have f(x) s 0. Hence, x = a cannot be a repeated root. § 15. Roots of the equations J0(x) = 0, Jx(x) = 0. I. The equation J0(x) = 0 has an infinite number of real roots, all simple. This follows from §§ 13, 14 as a particular case. Another proof of this theorem will be given later (§ 96, II). II. The equation J0(x) = 0 has no purely imaginary roots. Proof. Put x = ip, (/3 4= 0), in (1.1). Then Jo(^) = ! + 22 + 22 . 42 ^~ 22 . 42 . 62 ^ ' * ' which cannot vanish, since all the terms on the right are positive. Hence x = if} cannot be a root of J0(x) == 0. III. The equation J0(x) = 0 has no complex roots. Proof. Suppose that a + ib could be a root (a 4= 0, b 4= 0). Then the conjugate a — ib would also be a root, because the coefficients in the series for J0(x) are all real; and, since (a + ib)2 4= (a — ib)2, it would follow from § 11, Cor. 1, that I xJ0{(a + ib)x}J0{(a — ib)x}dx == 0. But this is impossible, because the integrand is positive throughout the range of integration, being the product of x and a conjugate pair of complex numbers. Hence, a + ib cannot be a root. IV. The equation J0'(x) = 0 has an infinite number of real roots. Proof. By Rolle's theorem, since J0(tf) and J0'(^) are continuous, the equation J0'(^) = 0 has at least one root between every pair of roots of J0(x) = 0, and hence, by I, has an infinite number of real roots. V. The equation J^x) = 0 has an infinite number of real roots. This follows from IV, since J^x) = — J0'(^).
BESSEL FUNCTIONS OP ZERO ORDER 15 VI. The equations J0(x) = 0, 3x(x) = 0 have no common root. Proof. By I, J0(x), Jo'M have no common root. But Ji(x) = ~~ Jo'Wj therefore J0(x), Ji(#) have no common root. VII. The equation xJ0'(x) + HJ0(a) = 0, . . (1.44) where H is any real constant, has an infinite number of real roots. Proof. Put </>{x) s xJ0'{x) + HJ0(a)> . . (1.45) and let a, |3 be a pair of consecutive positive roots of the equation J0(x) = 0. Then <£(a) - aJ0'(a), fl|8) = j8J0'(|8). . (1.46) Now, since a, jS are simple roots of J0(x) = 0, neither J0'(a) nor J0'(/3) can be zero ; and since J0(x) is continuous, J0'(a) and J0'(j8) must be of opposite sign. Since a and jS are positive, it follows from (1.46) that </>(<*) and </>(/3) are of opposite sign, and hence, since <j)(x) is continuous, that the equation <f>(x) = 0 has a root between a and /3. Consequently, the equation <j)(x) = 0 has an infinite number of real roots, at least one between every pair of consecutive roots of J0(x) = 0. § 16. A few of the smaller positive roots of the equations J0(x) = 0, Sx(x) = 0, along with those of the equations in(x) = 0, (n = 2, 3, 4, 5) are given in a table at the beginning of the book. § 17. Fourier-Bessel expansion of zero order. Let a1? a2, a3 . . . denote the positive roots of the equation J0(x) = 0, arranged in ascending order of magnitude. In general (see § 99), any ordinary function of mathematical physics f(x), arbitrarily defined in the interval
16 INTRODUCTION TO BESSEL FUNCTIONS 0 < x < 1, can be represented over this interval by an infinite series of the form f(x) = AxJofcai) + A2J0(a;a2) + A3J0(#a3) + . . . (1.47) which is called the Fourier-Bessel expansion of f(x) of zero order. For the expansion to hold good up to x = 1, a necessary condition is plainly /(1) = 0, since every term of the expansion vanishes when x = 1. § 18. Assuming the expansion to hold good, and that term-by-term integration can be justified, the coefficients A1? A2, A3 . . . can be determined with the aid of Lommel's integrals (§ 11). Multiply (1.47) throughout by xJ0(xois)dx and integrate between the limits 0 and 1 ; then the general term on the right-hand side will be •l xJ 0(xaLr)J 0(xa.s)dx o which vanishes when r 4= «5, by § 11, Cor. 1. Consequently, every term on the right vanishes except the one in which r = s, and we get I xf(x)J0(xaLs)dx = As\ xJ02(xo(.s)dx = ^ASJ^(oLg), Jo Jo by (1.38), since J0(as) = 0. Hence 2 f1 As= xf(x)J0(xa.8)dx. . . (1.48) The simplest cases in which this integral can be evaluated in terms of tabulated functions are (i) f(x) = a polynomial in x (see § 10), or log x; (ii) f(x) = J0(Jcx), where k is a constant (see § 11); (iii) f(x) = (1 — x*)*, where p > — 1 (see § 91). Ex. Find the Fourier-Bessel expansion oif(x) = 1 — x2. In this case we have, by (1.48), I; 2 f1 A« == T 2/ \ X(l — X2)J0(XQLa)dxt
BESSEL FUNCTIONS OF ZERO ORDER 17 and hence, replacing a by as in Exs. I, 2 (iv), and putting J0(as) = 0, Consequently, I _ X2 ^ S f Jo(g«l) , JoQe«i) , Jpfotta) _L A la^J^ax) a23Ji(a2) as'J^aa) " " "J' which may also be written 1-^=87-¾¾ . . . (1.49) where the summation extends over the positive roots of the equation Jo(s) = 0. This expansion holds good over the range — 1 < x < 1, since 1 — x2 is even. We may gain an idea of the numerical values of the coefficients from the table at the beginning of the book; thus we find approximately 1 - x2 = MO&Tofca!) - -140J0(ira2) + -045J0(a;as) - -02lJ0(ira4) + -012J0(ira6) — . . . § 19. Dini expansion of zero order. An expansion similar to (1.47), but based upon the roots of the equation xJ0'(x) + HJ0(x) = 0, . . (1.50) is called * the Dini expansion of f(x) of zero order. Three cases may be distinguished, depending upon the values of the constant H. I. If H > 0, the Dini expansion has exactly the same form as (1.47), viz. f{x) = AXJ^xolj) + A2J0(xcl2) + A3J0(a:a3) + . . . where 0Cj, ^2j ^3j ... are the positive roots of (1.50), and 0 <x < 1. The coefficients are determined in the same manner as before. We multiply both sides by xj^xu^dx, and integrate between the limits 0 and 1 ; then the general term on the right-hand side will be xJ 0(xoLr)J 0(xoLs)dx I 0 * Watson, p. 580.
18 INTRODUCTION TO BESSEL FUNCTIONS which vanishes when r =}= s, by § 11, Cor. 2. Consequently every term on the right vanishes except the one in which r = s, and we get xf{x)J 0(xoL8)dx = As xJ02(xoL3)dx = lAs{J02(as) + JxV,)}, Jo Jo by (1.38), which determines the coefficient As. II. If H — 0, equation (1.50) becomes xJ0'(x) = 0 or xj±(x) — 0, which has a double root x = 0, and in this case the series has an initial constant term, thus f(x) = A0 + AiJoOraO + A2J0(aa2) + . . . (1.51) which may be regarded as an expansion based upon the roots, 0, of the equation J±(x) — 0. The constant A0 may be obtained by multiplying throughout by xdx and integrating from 0 to 1. Thus we get, using Exs. I, 3 (iv), f1 f1 1 xjixjCbX '•—'■ -ci-0 I x ax — o'Aq Jo Jo which gives A0. Since Ji(as) = 0, the constants As (s =t= 0) are given now by •1 xf(x)J 0(xx3)dx = lAsJ02(as). o III. If H< 0, the equation (1.50) has two purely imaginary roots, and the Dini expansion involves an initial term depending on them (see § 98, III). Examples II 1. If a is a typical positive root of J0(x) = 0, obtain the following expansions :— J0{0LX) i; 4 (ii) x2 = 2> 3T . ,J0(ax).
BESSEL FUNCTIONS OF ZERO ORDER 19 (iii)Jo(M = 2Jo(^(g8lJffi(g). (-) * = 22{^T) - FJ?(=jI/*)*}^«)- (v) log I = 2^ Jo(okb) 2. If a denotes a typical positive root of Ji(ck) = 0, obtain the following expansions :— (^ = 1 + ^2¾¾ 2 ^-a2J0(a) <fi>(1 - *2>2 = i - "S^g- 3. In an expansion of the form f(x) = A0 + 2 AJ0(aa;), (0 < x < 1), a where Ji(a) = 0, show that JA0 is the average value of xf(x) over the interval 0 < x < 1. 4. If a is a typical positive root of J0(x) = 0, and — a < r < a, show that a2 _ r2 = 8a2J 1_T (f?\ ^-a3J Ja) \a/ 5. If f(x) is defined arbitrarily in the interval 0 < x < h, and a is a typical positive root of J0(x) = 0, show that 2J (—)
CHAPTER II APPLICATIONS § 20. Uniformly stretched uniform membranes. Bessel functions find their simplest applications in certain ideal problems of mathematical physics, e.g. the vibrations of a uniformly stretched uniform circular membrane. It is assumed that the ideal membrane is perfectly flexible, i.e. that the stress across any line drawn on the Fig. 3. membrane is a tension perpendicular to the line at every point and in the tangent plane to the membrane. Consider such a membrane, plane in its equilibrium position, under the action of a uniform tension T per unit length over its boundary, and let T' be the tension per unit length across a line element AB (Fig. 3). Take rectangular axes in the plane of the membrane, with Oy parallel to AB, and let AB = dy. Through A, B draw lines parallel to Ox, meeting the boundary in C, D respectively. Let CD = ds 20
APPLICATIONS 21 and let the normal to the element CD make an angle j/r with Ox. Consider the equilibrium of the element of membrane ACDB. Resolving in the direction of the #-axis, and remembering that the stress is everywhere perpendicular to the boundary, so that the stresses across the edges AC, BD have no components in the direction of the #-axis, we have Tdy = Tds . cos ifs = T . ds cos if, = Tdy, and hence, dividing by dy, T' = T; thus the tension per unit length across any line drawn in the membrane is constant and equal to that over the boundary. § 21. Differential equation of the small vibrations of such a membrane. Suppose the plane of the membrane horizontal and the effect of gravity negligible, and consider a motion in which the displacement of every point is small and the gradient is everywhere small. Let ABCD (Fig. 4) be arectangular element of edges dx, dy, with its centre at the point (x, y) and its edges parallel to the co-ordinate axes ; and let z -pio. 4. be the displacement of the centre from its equilibrium position. The motion of the element is caused by the tensions acting across its boundary and by possible external forces. Now the tension across a line element of length dy passing through the centre parallel to the edges AD, BC is Tdy, and its component perpendicular to the xy plane is approximately Tdy . ^, = T-dy, u lx9 ^x *' y 0 1 ! D, C Aj dx i i dy B i i
22 INTRODUCTION TO BESSEL FUNCTIONS since the gradient is small. The corresponding components across the edges BC, AD are respectively Ix u lx\ to V 2 These act in opposite directions on the elementary rectangle, and together they contribute d22 to the forces causing its motion. A similar contribution d22 T—j:. dx dy is supplied by the tensions across the edges AB, DC. If we suppose that in addition there is an external force Z per unit area, and that the mass per unit area is cr, the equation of motion of the element is d22 /d22 <)22\ (Tfc^.-^2=-T^—+ —J .dxdy + Z.dxdy + . . . the dots at the end indicating unknown terms of higher order of smallness in dx, dy. Hence, dividing by dxdy and putting c2 = T/cr, we obtain, in the Hmit, the differential equation u2 Vto2^^2/ <*' ' ' § 22. Polar co-ordinates. In polar co-ordinates, if we consider the motion of the element ABCD (Fig. 5) bounded by the circles r ± \dr and the radius vectors d ± ?dd, the ten- FlG 5 sions across the edges AD, BC contribute a component 1( T^. rdd) . dr, = TfS + lpf.rdr dO,
APPLICATIONS 23 to the forces causing the motion of the element, and the contribution from the edges AB, DC is ~ T- . dr\ ,dd, = r(~^\ .rdrdd. i0\ no The equation of motion of the element now leads to the differential equation ^ = C.(^ + I^ + I^+? (22) M2 W2 ^ r7>r^ r* WV ^ a K ] This could also be deduced analytically from (2.1) by changing the independent variables from x, y to r, 9. § 23. Special cases. I. If the membrane is vibrating freely, i.e. if there is no external force, then Z = 0. If, in addition, the motion is symmetrical about the origin, i.e. z is independent of 0, we have <te/d0 = 0, and under these conditions equation (2.2) reduces to II. If z is the same at every point along any line parallel to the y-axis, so that z is independent of y, then 'dz/'dy = 0 and equation (2.1) reduces to ^ - c2— (2 4) The general solution of this equation is known to be z^f(x — ct) + ¥(x + ct), . . (2-5) where /, F are arbitrary functions, and by considering either term of this solution we are led to a physical meaning of the constant c. Thus, if we consider the first term and put zx — f(x — ct), .... (2.6) then zx represents a displacement in which, at time t = 0, *!=/(*) (2-7) At time t' later, taking a new origin at the point x = ct', zx = 0, and putting x — x' + ct', we find *1 = /(*')•
24 INTRODUCTION TO BESSEL FUNCTIONS Comparing this with (2.7), we infer that (2.6) represents a displacement which is travelling in the positive direction of the #-axis, unchanged in shape, and covering a distance ct' in time t', so that the displacement is travelling with uniform speed c. Similarly, if we put z2 — F(x + ct) we should find that z2 represents a displacement travelling in the negative direction of the a>axis with uniform speed c. Thus, c is the speed with which a one-dimensional displacement could travel, unchanging in shape, across the membrane. It maybe verified that c = V(T/a), has the dimensions of velocity. § 24. Normal modes of vibration. It is known that, when any mechanical system is vibrating freely about a position of stable equilibrium, it has normal modes of vibration. A normal mode of vibration is one in which all the particles of the system vibrate with the same period and pass through their mean positions simultaneously. § 25. Symmetrical normal modes of vibration of a circular membrane, with the circumference fixed. Let a be the radius of the membrane. The motion being symmetrical about the centre, the equation to be satisfied by the displacement z is (2.3), viz. d2z fbh 1 lz\ /0 Qv H* = C\*i + r»)- ' ' (2>8) For the normal modes of vibration, z must be of the form z = R cos (cut — e), . . (2.9) where R depends upon r only ; and since the circumference is fixed, the solution must satisfy the condition z = 0 when r = a, for all values of t. . (2.10) Substituting (2.9) in (2.8) and dividing throughout by cos (cot — e), we find that R must satisfy the equation dm l <m co2 ^ dr2 r dr c2
APPLICATIONS 25 and hence, by § 7, that R must be of the form R = «.(2) + BY.(=). Now, in the present problem, 2 is small at the centre r = 0. But the Bessel function of the second kind Y0(cor/c) becomes infinite at r = 0 (§6). Consequently, the constant B must be zero, and hence Z = AJ0(—J cos (cot — e). . . (2.11) It remains to satisfy the boundary condition (2.10). Substituting z — 0, r = a, we get Jo(^)=0. . . . (2.12) This equation determines the possible values of co and gives, since co must be positive, wa _ 0^1) ^2j 35 • • • O^o • • • C where oc-i, &9' • • • are the positive roots of the equation J0(x) = 0. It follows that, for the ideal membrane, there are an infinite number of normal modes of vibration, whose periods 277-/0^, 27r/co2J . . . 27r/cos, . . . are determined by Cal Ca2 Cas /o i Q\ COi = , (Oo = , . . . CO* = , .... IZi.lOJ a a a If we distinguish the successive normal modes by the suffixes 1, 2, 3, . . . we can write zx = dJo^) cos (coxt - €l), Z2 = C2J°(^r) C°S W "~ ^ Z3 = C3J0( —-J COS (co3£ — £3), . . .
26 INTRODUCTION TO BESSEL FUNCTIONS where C1? C2, C3, . . . denote arbitrary constants which must, however, be small compared with a, so as to keep the displacement small at every point of the membrane. In the first normal mode a radial section through the membrane at any instant has the shape of the graph of y = J0(x) from x = 0 to x = a1? since r varies from 0 to a (Fig. 6.1). In the second mode the shape is that of y = J0(x) from x = 0 to x = a2. There is a nodal circle at r = aoL1joL2 (Fig. 6.2). Fig. 6.1. Fig. 6.2. Fig. 6.3. In the third mode the shape is that of y = J0(x) from x = 0 to x = a3. There are two nodal circles at r = aa1/a3, r == aoL2/oLz, respectively (Fig. 6.3) ; and so on. § 26. General initial conditions. The most general motion of the membrane can be represented as a sum of arbitrary multiples of the normal modes, thus ^ = 2 CSJ0(^) cos M - es), . (2.14) or, what amounts to the same thing, *>, /roL\ z== Z Jo(-^)(As cos <*J + Bs sin cost). (2.15)
APPLICATIONS 27 Every term of this expression satisfies the differential equation (2.8) and the condition that z = 0 at r = a; and the coefficients As, Bs can be chosen so as to satisfy arbitrary initial conditions. For, let these be z = <f>(r), 0 < r < a, t = 0 ; . (i) lz/U = ifs(r), 0 < r < a, t = 0. . (ii) Then, putting t = 0 in (2.15) and using (i), we get *<r> = AlJo(^) + A2J0(^) + A3J0(^) + . . . Also, differentiating (2.15) with respect to t and then putting t = 0, and using (ii), we get The coefficients As, Bs have to be chosen so that these equations are satisfied by values of r between r = 0 and r = a. If we put x = rja, the equations become (f)(ax) = AXJ ^xolj) + A2J0(#a2) + A3J0{xol3) + . . . which have to be satisfied between x = 0 and a; = 1. Consequently, by (1.48), 2 f1 As = y-r/—vl #<£(&#) J0(#as)cfcr, . . (2.16) Ji (as)Jo 2 fi Bs = —TTi—\l %Max)J0(xaL8)dx. . (2.17) ^8^1 (as)Jo With these values of the coefficients, the value of z is given by (2.15). Examples III 1. If z = C(a2 - r2) and cte/<tf = 0 when t = 0, show that r /TOLA COLxt (rOL2\ CK2t hi—l) cos—- Jo(—-J cos—- \ a J a , \ a ) a «i8Ji(«i) oci'Ji(ai) 2. A uniformly stretched circular membrane, with the circumference fixed, is acted upon by a force Z = F cos pt per unit area,
28 INTRODUCTION TO BESSEL FUNCTIONS where F is a constant. Show that, in the notation used above, the forced oscillation thus caused is given by s = op>Zpa/c)Mi;) - j»(t)} cos^ provided 2w/p is not a natural period of vibration. 3. If the membrane has the form of a circular annulus of radii a, b, the condition z = 0 being satisfied round both the circles r = a, r = b, show that the periods of the normal modes of vibration are 2tt/(x) where a> satisfies the equation '•(?)y-(t) - '•(?)*•(?; 0. If b > a, show that the large roots of this equation are given by co(b — a)/c = S7T, approximately, where s is a large positive integer. [Use (1.40), (1.41).] § 27. Small oscillations of a uniform flexible hanging chain, in a vertical plane. Take the origin 0 at the equilibrium position of the lower end of the chain (Fig. 7). Let I be its length, A its mass per unit length. Fig. 7. Consider the motion of an element PQ of length dx, with its midpoint at a height x above 0. Let T be the
APPLICATIONS 29 tension at the middle point of the element. The horizontal component of this tension is approximately — T~byJ~dx, and the corresponding components at the ends P, Q are These act in opposite directions on the element and cause its motion ; the equation of motion is therefore Xdx.^ = l(T^).dx+ . . . M2 7)x\ 7>x/ the dots at the end indicating unknown terms of higher order of smallness. Now T = gXx approximately, the vertical motion being ignored ; hence Xdx . —?= — (gXx—)dx 4- . . . U2 Dxv lx/ Dividing by Xdx, since A is constant, we have, in the limit, the differential equation 3 - £(■&• • • ■ <»•> § 28. To find the normal modes of vibration, we make the substitution y = X cos (wt — €), . . (2.19) where X is a function of x only, and after dividing by cos (out — e) we find that X must satisfy the equation d2X. . dX. , a)2 v A /0 rtAX ^+^ + Tx = 0- • ' (2'20)- This, as it stands, is not a Bessel equation, but the substitution * x^lgr2 . . . (2.21) * See Lamb : ** Higher Mechanics," p. 219, for the physical meaning of the new independent variable r.
30 INTRODUCTION TO BESSEL FUNCTIONS transforms it into the Bessel equation cZ2X , 1 dK , ^, + 7^ + ^ = 0, • • (2.22) from which follows X = AJo(cot) + BYo(o)t). . . (2.23) The constant B must be zero, for the same kind of reason as in § 25, and hence y = AJ0(o)t) cos (cot — e) = AJ</2w J-\ cos (cot — e). . (2.24) The condition that y — 0 when x = I gives the equation J0(2^) = °> ' " • (2'25) which determines the values of co, and hence the periods of the normal modes of vibration ; thus 2coaJ- = al5 a2, . . . a„ . . . . (2.26) where al5 a2, . . . are the positive roots of J0(x) = 0, and the corresponding periods can be written 2 o I1 2 o I1 2 o I1 — x 27Ta/-, — X 27TA/-, . . . — X 2ffJ-, . . . or 0-832 X 2ttJ--, 0-363 X 2ttJ--, . . . The corresponding normal modes are of the form Vi = CiJo(<*i\J-i) ^s {oht — ei)> y2 = Cj^JJc^J-jJ cos (w2£ — £2), . . . In the second normal mode (Fig. 8) there is a node given by a2\/(^/^) = al5 or £=(^y ==0-190.
APPLICATIONS 31 The part of the chain below the node vibrates in its own first normal mode, i.e. the period of the second mode for the whole chain is that of the first mode for the part below the node. In the third mode there are two nodes, in the fourth three nodes, and so on. Examples IV 1. If the initial conditions are y = m{l — x), 0 < x < I, t = 0, ly/lt = 0, 0 < x < I, t = 0, show that o ifr / lx\ C0S ^l* . t ( lx\ cos ^2^ , 1 y = g^J.^-j-j^ + J.^-j-j^ + . . .), where u>s = \oLs\/(gjl), 2. Show how to satisfy the general initial conditions y = <f>(x), 0 < x < I, t = 0, (ty/dj = ^(x), 0 < x < I, t = 0. [Cf. § 26.] 3. A uniform flexible chain of length I, suspended from one end, rotates about a vertical axis through that end, in relative equilibrium. Show that the possible values of <*), the angular velocity, are given by a)X = icdVigfi)* w2 = i*2V(g/i)> w3 = l^V(gli)> . . . where cc19 a2, a3, . . . are the positive roots of J0(x) = 0; and hence that the periods of rotation are the same as the periods of the normal modes of vibration in a vertical plane. § 29. Conduction of heat in an isotropic solid. Suppose that one face of a uniform plate, of thickness d, is maintained at temperature u and the opposite face at temperature ux. Also, suppose the plate to be intersected at right angles by a cylindrical surface of cross-sectional area S. Then the quantity of heat Q that flows perpendicularly to the faces from the first to the second in time t within the cylindrical surface varies directly as u — ul9 S and t and inversely as d, and we write Q = K u-^ g ^ ^ ^ (2>27)
32 INTRODUCTION TO BESSEL FUNCTIONS where K is a constant, called the coefficient of thermal conductivity of the material of which the plate is made. This is the law, founded on experiment, upon which the classical theory of the conduction of heat is based. § 30. In order to adapt the law to an isotropic body bounded by any surface, we imagine the body dissected by isothermal surfaces. An isothermal surface is one at every point of which the temperature is momentarily the same. The direction of flow of heat at any point is normal to the isothermal surface through the point, because there is no temperature-gradient in any direction tangential to the surface. Let u and u + du be the temperatures of two neighbouring isothermal surfaces, and dS an element of the surface u at a point where dn is the normal distance between it and the surface u + du. Then the quantity of heat dQ that passes in time dt across dS in the direction from the surface u to the surface u + du is given by dQ= -K^dSdt. . . (2.28) ^n Next, let dS be any element of surface at any point of the body, and let the normal to dS make an angle 0 with the normal to the isothermal through that point (Fig. 9). Let u be the temperature of the isothermal, and let dn be the element of the normal to the isothermal between it and the neighbouring iso- . thermal u + du. Also, let dnt be u+du ' ' 2 the element of the normal to dS between the same two isothermals. Then, since the projection of dS on the isothermal surface is dS cos 0, the quantity of heat dQ that flows across d$ in time dt is given by dQ = — K— . dS cos 9 . dt. ?>n
APPLICATIONS 33 But dn = dnx cos 0, and therefore dQ = - K^S dt. 'dn- (2.29) p Vd dy dz rdx Hence, since ^uj^n1 is the temperature gradient perpendicular to dS, the law (2.28) holds good for any element of surface dS, whether it is part of an isothermal or not. § 31. Differential equation of the conduction of heat. To find the differential equation satisfied by the temperature at any point in the interior of an isotropic body, we begin by considering a small rectangular parallelepiped with its centre at the point ¥(x, y, z) and its edges, of lengths dx, dy, dz, parallel to a convenient set of Cartesian axes (Fig. 10). Let u be the temperature at P, and let 'buj'bx, 'bu/'by, Tsuj'bZ, 'duj'dt be its rates of change with respect to the space co-ordinates x9 y, z and the time t. We shall find two expressions for the increase in the quantity of heat contained within the parallelepiped in time dt, and equate them. Firstly, the quantity of heat that flows across a section through P parallel to the yz plane is, by (2.28), — K — .dydz . dt. ?)X * The quantities that flow across the two faces parallel to this section are therefore ^2u dx\ Fig. 10. ( -k£±k.' ^X d#a - J . dydz . dt.
34 INTRODUCTION TO BESSEL FUNCTIONS The upper sign corresponds to an inflow across the face nearer to the yz plane, the lower to an outflow across the opposite face, and by subtraction the nett inflow across the two faces is "dX' 'Kr^^dxdydzdt. There are similar contributions to the inflow across the other two pairs of opposite faces, and by adding it follows that a first expression for the increment dQ in the quantity of heat contained within the parallelepiped is given by dQ==K(^2 + ^ + ^)dxdydzdt. . (2.30) Secondly, let p be the density of the material and s its specific heat. Then the mass of the parallelepiped is pdxdydz, and since the increase in temperature during the interval dt is "buJU . dt, a second expression for the increment dQ is given by dQ = s . p dxdy dz . —dt. . . (2.31) Equating these two expressions for cZQ, and dividing by sp dx dy dz dt, we find the equation satisfied by the temperature u, viz. lu fb2u 7i2U 7i2U\ where K = —. . . . (2.33) sp § 32. Special cases. I. If the flow is two-dimensional and parallel to the xy plane, so that u is independent of z and dw/dz = 0, the equation reduces to
APPLICATIONS 35 In polar co-ordinates (cf. § 22), the same equation reads ~bu _ /3¾ 1 7>u 1 3%\ ,„ 0_. and if the flow is radial, so that u is independent of 6 and 'duj'dd = 0, it reads U=K\lfi + r»)- ' ' (2'36) II. If the flow is one-dimensional and so takes place in one direction, which we take to be that of the #-axis, then 'bu/'by = 0 and bujbz = 0, and the equation further reduces to U=K^ ' " " (2'37) III. Steady flow.—The flow is said to be steady when the temperature at every point is constant, so that u is independent of the time t and is a function of the space co-ordinates only. The equation satisfied by u is then found by putting 'bu/M = 0 in the appropriate equation above. § 33. Boundary conditions. Besides satisfying the differential equation in the interior of the body, the temperature u must generally satisfy certain equations over the surface, usually called the boundary conditions. Three cases will be mentioned here :— I. The surface may be maintained at a constant temperature, say u0, perhaps by means of liquid at temperature u0 flowing round it. In this case the function obtained for u in the interior of the body, a function of x, y, z and t, must reduce to w0 when the space co-ordinates refer to a point on the surface. More generally, the temperature over the surface may be any given function of position and time. II. The surface of the body may be impervious to heat, in which case the condition to be satisfied over the surface
36 INTRODUCTION TO BESSEL FUNCTIONS will be TiujTtn = 0, i.e. the temperature gradient will be zero in a direction normal to the surface. III. The body may be surrounded by a gas into which heat is radiating from the surface. In this case, if u is the surface temperature of the body, and u0 that of the surrounding gas, we make the assumption that the body loses heat at a rate proportional to u — u0 and we put the rate equal to H(u ■— u0) per unit area per unit time, where H is a constant, called the coefficient of emissivity or exterior conductivity. With this assumption, consider the quantity of heat dQ gained in time dt by a coin-shaped element, of thickness e, with one of its flat faces of area dS in the surface (Fig. 11). The quantity of heat that flows across the interior flat face by conduction is K . 7>uj7>n . dSdt, by (2.28), where 'du/'dn is the temperature gradient in the direction of the inward normal; while the quantity Fig. 11 l°s^ ky radiation from the other flat face is H(u — u0)dSdt; consequently, ignoring the flow across the narrow cylindrical surface of the element, we have dQ = K—cZS dt — TL(u — un)dS dt. 7>n But dQ is also given, as in (2.31), by dQ = s . pedS . —dt. The first of these expressions for dQ is proportional to the area of the element, the second to its volume ; on equating them, dividing by dSdt, and making e tend to zero, we get K— = H(u — Un), 7m or :r- = Hu — Uq), • • • (2.38) 7>n
APPLICATIONS 37 where h = H/K. This is the condition that must be satisfied when the space co-ordinates in u refer to a point on the surface. § 34. Cooling of long circular cylinder. To take an example, consider the cooling of a long circular cylinder, initially heated to a uniform temperature ul9 when its surface is maintained at a constant temperature u0. Let the radius of the cylinder be a, and suppose it so long that its length may be theoretically regarded as infinite. The problem is then a two-dimensional one, in which the flow of heat is radial, and the equation to be satisfied by the temperature u in the interior of the cylinder is (2.36), viz. <m _ /¾¼ 1 7m\ Hi "~ KYbr*+r Tr)' The temperature at the surface is supposed to adjust itself instantaneously to the value u0, so that the boundary condition to be satisfied is u = u0, r = a, 0 < t < oo. The initial condition is u = uL, 0 < r < a, t = 0. Further, u will approximate to u0 as t increases, and will always be finite throughout the cylinder and in particular at r = 0. The problem is a little simplified by first making the substitution v = u — u0 . . . (2.39) Then v must satisfy the following equation and conditions : ¥=Kb+7W; • • • (2-40) v = 0, r == a, 0 < t < oo ; . . (i) v = ux — uQ, 0 < r < a, t = 0 ; . (ii) v -> 0 when t -> oo ; . . . (iii) v is finite, 0<r<a30<£<oo. . (iv)
38 INTRODUCTION TO BESSEL FUNCTIONS Using a standard method of seeking particular solutions of partial differential equations, we make the substitution v = UT . . . (2.41) in the equation, where R denotes a function of r only, and T a function of t only ; the result can be written *T dt ~R,\dr* + r dr)' ' ' ( ] On the face of it, one #ide of this equation is a function of r only, the other a function of t only, and since r and t are independent variables, an equation of such a type is impossible, unless each side is equal to the same constant. Accordingly, put each side equal to a constant A ; then T and R must satisfy the separate equations ^ = AkT, . . . (2.43) d2R ldB, ■& + 7Te=XR' • • {2M) The solution of (2.43) is of the form T = Ae*Kt, where A is an arbitrary constant. This form, however, is only possible if A is negative, on account of condition (iii) ; accordingly, put A = — fx2, then T = Ae-** and (2.44) becomes from which follows, by § 7, R = BJ0(/*r) + CY0(/xr), where B, C are constants, and jjl > 0 for Y0(//,r) to be real when r > 0. But since Y0(//,r) -> — oo when r -> 0, we must put C = 0 by condition (iv), and hence, merging A and B into one constant, v = Ae"^KtJ0(jir).
APPLICATIONS 39 Condition (i) will also be satisfied if J0(/xa) = 0, i.e. if pa = ol, or n = cx.ja, where a is a typical positive root of the equation J0(x) = 0. Substituting this value of jtz, we now have the solution 0 = Ae-^\T0(^), which satisfies all the conditions except (ii). But, since (2.40) is a linear equation, the sum of any number of solutions is also a solution. Consequently we can write down the more general solution v = 2 Ae~Mla2J0(^j, . . (2.45) (X- where the summation extends over the positive roots of the equation J0(x) = 0. This solution satisfies every condition but (ii), since this is true of every term. But it can be made to satisfy (ii) also ; for, putting t = 0, we have only to choose the constants A so that ii, — uv <x 0 = 2AJo(^)> (0<r<a), or, if x = r/a, Ui — u0 = 2 AJ0(olx), (0 < x < 1). » By (1.48) and Exs. I, 2, (i), we find A = 2(u1 — u0) aJx(a) and substituting this value of A in (2*45) and the resulting value of v in (2.39), we obtain the final solution u = u0 + 2(Ul - -o)I-j^e-^Jo(?), (2.46) where the summation extends oVer the positive roots of the equation J0(x) = 0.
40 INTRODUCTION TO BESSEL FUNCTIONS Examples V 1. If the initial condition is u — u0 + ^(f)> (0 < r < a), and the boundary condition is u = u09 (0 < t < oo), show that the solution is /ar\ u = w0 + 2Ae-*2«WJ— J, a where the summation extends over the positive roots of J0(x) = 0, and 2 r1 A = T I a^(a#)J0(a#)cfo. 2. If the initial condition is u — u0 + ^(r), (0 < r < a), and the surface is impervious to heat, so that the boundary condition is 'bu/'br = 0, (r = a, 0 < t < oo), show that the solution is = u0 + A0 + 2Ae"*2,"/o!Jo(3> where the summation extends over the positive roots of J^x) = 0, and r1 2 r1 A0 = 21 x<t>(ax)dx, A = 1 x<f>(ax)J 0(oix)dx. Jo Jo(a)Jo 3. If the cylinder is at a uniform temperature ux initially, and at time t = 0 is placed in a gas at temperature u0, show that the solution is u = u„ + 2(Ml - Mo)2-^^> e-«WJ0(f), where the summation extends over the positive roots of the equation I xJ q'(x) + ahJ0(x) = 0, and h has the same meaning as in (2.38).
CHAPTER III MODIFIED BESSEL FUNCTIONS § 35. Modified Bessel functions of zero order. If we put k = i = \/("™ 1) ^1 (1-18), we obtain the equation d2y , 1 dy ^ /0 ,x which is called the modified Bessel equation of zero order; it can also be written s(Bs)=ay- • • • (3,2) A solution of this equation, and the only one, except for a constant factor, that remains finite when x = 0, is denoted by I0(x) and is given by * loM = Jo(«0 = ! + 22 + 22742 + 22 42 . 62 + ' " " (3'3) which is called the modified Bessel function of the first kind of zero order. § 36. A modified Bessel function of the second kind can now be defined as any solution of (3.1) which is not a constant multiple of I0(x), an(l can be expressed in the form AI0(*) + BI0(,){^, (cf. § 4), where A, B are any constants (B 4= 0). When x is small this solution (cf. § 5) behaves like AI0(&) + b|i0(») log x - ~ - . . .J * Cf. cosh x = cos ix. 41
42 INTRODUCTION TO BESSEL FUNCTIONS In particular, if we put A = log 2 — y, B = — 1, where y denotes Euler's constant (§6), we obtain a particular modified Bessel function of the second kind which is denoted by K0(#), thus K0(x) = (log 2 - y)I0(x) - \ I0(x) log x X' . (3.4) We note that, when x is small, K0(x) = (log 2 — y) — log x . . . . (3.5) the remaining terms being small in comparison with unity ; so that K0(#) -> + oo when x -> + 0. The graphs of I0(#), K0(#) are shown together in Pig. 12. Ex. 1. Show that the equation I0(x) = 0 has no real root; and that the equation I0'(#) = 0 has no real root except x = 0. Ex. 2. Show that tr%. Ko(a-) = -gftl'o(^) + iY0(ix)}f
MODIFIED BESSEL FUNCTIONS 43 provided that log (ix), which occurs in Yn(ix), has the value \iti + log x when x is positive. § 37. The general solution of (3.1) can now be written y = Alo(a) + BKo(a), . . (3.6) where A, B are arbitrary constants. Corollary. The general solution of the equation *!L + I ^ _ khj = 0, Ct££ ££ CiX where k is a constant, can be written 2/ = AI0(fc») + BK0(Jh;), . . (3.7) where k > 0 for K0(£#) to be real when x > 0. § 38, Since I0(#) is a solution of (3.2), we have =(-¾ - *«■>• • • (3-8» and inversely Jxl0(x)dx = xl0'(x). . . . (3.9) Replacing x by ax, we have further jxl0((xx)dx = -I0'(o#), . . . (3.10) oc and, as in § 11, we find, if a, j8 are constants, (/32 — a.2)$xl0(a.x)l0(l3x)dx = x{pi0'(px)I0(*x) - (rio'MIoCto)}, (3-11) JzI02(oaOfc = |~{IoaM - I0'2(aa;)}. . (3.12) § 39. Laplace's equation in cylindrical co-ordinates, when the dependent variable is independent of 6. When Laplace's equation 3+£+3- • ■ <«•> is expressed in terms of cylindrical co-ordinates r, 0, z, it reads ^ + l^.I^ + ^! = o (314) Dr2 ^ r Dr^r2 Id2 + lz2 * " l '
44 INTRODUCTION TO BESSEL FUNCTIONS and if u is independent of 6, reduces to ^+1^+ >!j = 0. . . (3.15) 7)r2 r dr <)z2 v We shall now find solutions of this equation of the form u = RZ, where R is a function of r only, and Z a function of z only. When we substitute u = ^SJL in (3.15), we find that the resulting equation can be written 1 /<Z2R 1 dR\ _ 1 <WZ R,\dr2 + r~dr / Z dz2' each side of which must be equal to the same constant, for the same kind of reason as in § 34. Firstly, putting each side equal to — /z2, we find solutions of the form u = (AJ0(/xr) + BY0(/xr)}(C sinh pz + D cosh /zz), (3.16) or the equivalent form u = (AJ0(/xr) + BY0(jur)}(Ce-'l» + De^). (3.17) Secondly, putting each side equal to + /x2, we find u = (AI0(/xr) + BK0(/xr)}(C sin pz + T> cos pz). (3.18) Thirdly, putting each side equal to zero, we find u = (A + B log r)(Cz + D). . . (3.19) In each case, A, B, C, D denote arbitrary constants. We must suppose /x > 0 for Y0(/xr) or K0(/xr), to be real when r > 0. § 40. Steady flow of heat in a finite cylinder. Consider the flow of heat in a finite cylinder of radius a and length Z. Suppose that over one end the temperature is a given function of the distance from the centre of that end, and that the other end and the curved surface are maintained at a constant temperature, which we take as the zero temperature. Further, suppose that these conditions have persisted for some time, so that a steady state has been reached in which ^u/Tit = 0 at every point (§ 32, III).
MODIFIED BESSEL FUNCTIONS 45 Then, putting ~du/U = 0 in (2.32), we see that u satisfies Laplace's equation. Cylindrical co-ordinates are appropriate to the present problem, with the pole at the centre of one of the ends and the 2-axis along the axis of the cylinder. Then, as u does not depend on 6, the equation satisfied by u is (3.15), viz. ^ + 1^ + ^ = 0. . . (3.20) The boundary conditions we take to be u = 0, (z = 0, 0 < r < a), . . (i) u = 0, (r = a, 0 < z < I), . . . (ii) u == c/)(r), (z = Z, 0 < r < a), . . (iii) u is finite, (0 < r < a, 0 < z < Z). . (iv) With these conditions in mind, we select from (3.16), (3.18), (3.19) the types of solution likely to be suitable. Firstly, having regard to (iv), we must put B = 0 in each case, since Y0(/xr), K0(/xr), and log r all become infinite at r = 0. Next, having regard to (i), we put D = 0 in each case. We then have possible solutions of the form J0(/xr) sinh /z2, I0(/^) sin fiz, z. Of these three solutions, the first will satisfy (ii) if J0(/xa) = 0, that is, if jjua = a, or jjl = aija, where a is any positive root of the equation J0(#) = 0. The second cannot satisfy (ii) because the equation I0(x) == 0 has no real root (§ 36, Ex. 1) ; and the third obviously cannot satisfy (ii). Hence we select the solution u = AJ0(—} sinh — \a J a which satisfies all the conditions but (iii). The same is true of the more general solution u (X 2AJ0(^)sinhf, . . (3.21)
46 INTRODUCTION TO BESSEL FUNCTIONS where the summation extends over all the positive roots of J0(x) — 0. Further, this more general solution will also satisfy (iii) provided the constants A are determined so that (putting z = I) 4>{r) = Z AJo(^) sinh p (0 < r < a), or, if r = ax, <f>(ax) = 2 AJ0(a#) sinh —, (0 < x < 1). a a Hence, by (1.48), ad 2 f1 A sinh— = _ 0/ , I x6(ax)J Jo:x)dx . (3.22) a Ji2(a)J0 When the value of A, thus found, is substituted in (3.21), we obtain the final solution. Examples VI 1. If 4>(r) = u0, a constant, show that the solution is J0 — smh — u = 2^2. jj» « aJi(a) sinh — a where J0(a) = 0. 2. If the boundary conditions are u = u09 (z = 0, 0 < r < a) ; u = 0, (r = a, 0 < 2 < I); m = 0, (2 = Z, 0 < r < a) ; show that the solution is a(l - z) u = 2m»z— — « aJi(a) sinh — a where J0(a) = 0. 3. If the boundary conditions are u = 0, (z = 0, 0 < r < a) ; w = 0, (z == Z, 0 < r < a) ; u = u0, (r = a, 0 < z < I) ; show that the solution is T fmiTr\ . m-nz W = - > _____ , where ra = 2s — 1.
MODIFIED BESSEL FUNCTIONS 47 4. Show how to solve the problem when the boundary conditions are u = «/»(r), (z = 0, 0 < r < a) ; u = <f>(r), (z = I, 0 < r < a) ; w == f(z), (r = a, 0 < z < I). 5. If the boundary conditions are u = 0, (2 = 0, 0 < r < a) ; M = ff>(r), (z = 1, 0 <r < a); "bufbr = 0, (r = a, 0 < z < I), so that the curved surface is impervious to heat, show that the solution is u — A0z + 2 AJ0 ( — ) sinh —, where the summation extends over the positive roots of the equation Jx(x) = 0, and the coefficients A0, A are given by ^1A0 = I x<j>(ax)dx, Jo £AJ02(a) sinh—= I x<f>(ax)J0(oLx)dx. d J 0 Verify that, if <f>(r) = uQ, a constant, this solution reduces to u = u0z/l, as is obvious from physical considerations. § 41. Large values of x. It is plain from the series (3.3) that I0(x) tends to +00 when x is large. In what follows we shall need an approximation to I0(x) when x is large and positive. To obtain such an approximation, we first put u = y\/x . . . (3.23) in (3.1), and find that u satisfies the equation which, when x is large compared with 1, takes the approximate form u" = u, of which the general solution is u = Aex + ~Be~x, where A, B are arbitrary constants. This suggests that any solution of (3.24), which tends to 00 when x ->■ + 00, will approximate to Aex when x is large and positive. § 42. To attempt to improve upon this approximation, we make the substitution u = ve X
48 INTRODUCTION TO BESSEL FUNCTIONS in (3.24), and find that v satisfies the equation £+£+£-<»• • ■ <«) Assuming that this equation can be satisfied by a series of the form "=1+ci+&+! + --- • <3-26> l*/ \AJ \AJ we substitute this series for v in the equation and obtain, after collecting like terms, &> - (¾¾+{». *. - © v X3 + J2 . 3c3 - ( • ) c2 ■5\2 1 1- = 0 x* By equating the several coefficients to zero, it follows that the equation is formally satisfied by the series, provided the coefficients are given by 1 = 8' 32 12. 32 <>i c, = 2.81 2 ! 82' 52 12. 32 . 52 Co — ——— Co — it O O <2 3 . 8 * 3! 83 and hence 12 12 Q2 12 02 K2 *=1 + 8^+2T(8^+T!W+--- (3-27) We are thus led to the expansion t^ Aey, , 1' , l'.3» 1».3».5» \ ^ = 7^ + 8^ + 21(8^ + 3I(to)» +•••> (3-28) where A is some positive constant; it will be seen later (§ 81) that A = 1/V(2tt). When A has this value, (3.28) is an asymptotic expansion (§ 78) of I0(x) ; the series on the right is divergent, but it
MODIFIED BESSEL FUNCTIONS 49 has the property that the sum of the first n terms gives an approximation to I0(#) when x is large enough, with a percentage error as small as we please. Ex. 1. Show that, when x is small, xl0(x) _ #2_ l/a^V , }f^\ 2I0'(aO + 8 3V 8/ +6U/ Ex. 2. Show that, when x is large, ^) = 1 + 2+ 3 I0'(x) ' 2x " 8a;2 ' § 43. Application to alternating current in a wire of circular cross section. The differential equations of the electromagnetic field are based upon two laws which are sometimes distinguished by the names of Ampere and Faraday, viz. Ampere's law.—The line integral of magnetic force round a closed circuit is equal to 47r x (the integral of electric current through the circuit). Faraday's law.—The line integral of electric force round a closed circuit is equal to — — (magnetic induction through at the circuit). § 44. To apply these laws to determine the current density at radius r in a wire of circular cross-section, through which alternating current is flowing, let a be the radius of the wire, p its specific resistance, and fx its permeability; let x be the current density and H the magnetic intensity at radius r and time t. Firstly, consider a closed circuit which is a circle of radius r, with its pIG# 13. axis along the axis of the wire (Fig. 13). Applying Ampere's law to this circuit, we have 27rrH = 4«r[rx . 2irrdr, . . (3.29) Jo
50 INTRODUCTION TO BESSEL FUNCTIONS and hence, after differentiating with regard to r, 1 ^ / TTX r ^(rH) = 47r*' • • • (3-30) Secondly, consider a closed circuit which is a rectangle with one of its sides, of length I, along the axis of the Fig. 14. cylinder and the two perpendicular sides of length r (Fig. 14). Applying Faraday's law, we have 2) fr px0l — Pxl= — -I /juHldr, otj o where #0 denotes the value of x when r = 0 ; and by differentiation with regard to r, ^ = ^- • • ■ (3.31) To eUminate H, multiply (3.31) by r, differentiate with regard to r, and use (3.30); this leads to the equation from which x can be found, and then H is given by (3.29). § 45. Let the total current through the wire be C cos cot, an alternating current of period 2tt/o). It is convenient to regard this current as the real part of the complex number Cei(t}t, and correspondingly to regard x as the real part of a complex number z that satisfies the equation r lr\ dr/ ~J~ u' ' ' ^3,33) Accordingly, we seek a solution of this equation of the form z = V{r)&*9 . . . (3.34) remembering that when F(r) has been found, the real part of z will be the actual current density.
MODIFIED BESSEL FUNCTIONS 51 Substituting (3.34) in (3.33), we find that F(r) must satisfy the equation ;*(•§)-^- • • ^ d2F 1 d¥ _ dr2 r dr "™ ' where F denotes F(r), and 4. = ^, t = i +»(*!22£)\ . (3.36) Hence, by § 37, P(r) = Alo(fcr) + BK0(fcr). The constant B must be zero, since z is finite at r = 0, and therefore z = AI0(kr)ei(ot. . . . (3.37) The constant A can be found in terms of C. For, since Gei0>t is the total current, we have Ceiwt = \"z. 27rrdr Jo and therefore C = 27rA\\l0(kr)dr = 2^^¾¾ by (3.10). This gives A in terms of C, and hence «= dW0^- • ' (3-38) Ex. Show that H is the real part of § 46. Equivalent resistance and internal self-inductance of a length I of the wire. The electromotive force along a length I of the surface of the wire, where r = a, is the real part of kCl0(ka) ioa
52 INTRODUCTION TO RESSEL FUNCTIONS If we equate this to (R + io)h)Ceia)t, then R is called the equivalent resistance and L the internal self-inductance of length I of the wire ; this gives 27ral0 (to) Further, if R0 is the resistance of length I for steady current, Pi Ro = —h ira2 and, by division. R + toL __ ka I0(ka) R0 " 2 I0'(te)' • • (6mM) § 47. Low frequency. Now, if we put (3.36) in the form k2a2 __ 7TjjLcoa2. __ . 2 __ /7r/zcoa2\* ^s" ~ ~^r* ~ •*j * - v~2^;' we find, from (3.39), using § 42, Ex. 1, when the frequency is small (co small, k small), R + io)h . , . „ , /c4 i/c6 and hence, by equating real and imaginary parts, — — i±!L4 <aL_ 2_k6 R0~ 3 " * "' R0~" 6--- or, since R0 = plj-na^, and a> = 2p/c2/7r/xa2, R = R0(l + |. ...), L = |(l-^- . . .). (3.40) § 48. 13¾¾ frequency. Again, if the frequency is large (w large, k large) we have, from (3.39), using § 42, Ex. 2, R + iayL _ ka 1 3 R0 2 ' 4 ' 16to ' • • = (1 + %)K + ] + 4 ' 32(1 + i)K
MODIFIED BESSEL FUNCTIONS 53 and hence, by equating real and imaginary parts, R 13 coL 3 R0 ' 4 ' 64* • • •' R0 64* " " " or R = R0(, + i + ^. ..), L = ^(1-^...)(3.41) § 49. Verification of the value found for the equivalent high-frequency resistance. As a further example, we may verify the formula just obtained for the resistance R, when the frequency is high, by showing that the heat Q, generated per unit time in length I, is ^RC2. We have, in fact, x being the real current density, Q = PlC f%2 . 2irrdrdt = 2ttP1 f [^-—Vrdrdt, where z denotes the complex number conjugate to z. Now for rapidly alternating current, the average value of z2 or z2 with respect to t, over an interval of a second, is practically zero, and hence Q = TTpl \l I" J 0 J 0 zzr dr dt, that is, substituting the value of z from (3.38), and writing k for the conjugate of k, 477¾210 (ka)I0 (ka) J0 Jo Using (3.11), and putting q = ka, q = ka, we can write the result of the integration pZC* (qqf / I„(g) _ I0(g) \ H 47«.« 32 - qAqI0'(q) ql0'(q))> or, since g = ka = 2(1 + i)K, plCW/ I.(g) _ I„(g) \ V 77«* Vjlo'te) W'
54 INTRODUCTION TO BESSEL FUNCTIONS and therefore, by § 42, Ex. 2, since k is large for rapidly alternating current, 0:-,W i 1 i 3 _I__L__L \ * Tra2 \g ^ If ^ Sq* * ' ' q 2g2 8ga' ' 7 7ra2\2 ' 8 ' 128/c * " = -2^(- + 1+6^ -..)=^, which is the result we set out to verify. § 50. The skin effect. To conclude this application to the flow of alternating current in a cylindrical wire, we shall verify that, for sufficiently high frequencies, the current flowing through a coaxial cylinder of radius r is small compared with the total current, even when r is nearly equal to a, thus showing that most of the current flows through a thin layer at the surface—the well-known " skin effect." By (3.38) the whole current flowing through a coaxial cylinder of radius r is the real part of 27Tal0(ka))0 uv ' al0 (lea) The ratio of this to the total current Ceio)t is rlo'(fr) al 0'(ka,y and, by (3.28), when k is large, this is approximately equal to r _^_ V(ka) _ /t\* *.--f) a V(fcr) e*« ' W which, for any fixed value of r, however small a — r may be, is as small as we please when k is sufficiently large, i.e. when the frequency is high enough.
MODIFIED BESSEL FUNCTIONS 55 § 51. Kelvin's ber and bei functions. The functions named ber x and bei x by Lord Kelvin may be defined by iJ—jn~x) — ber x + i bei x. Now, since {(1 + i)x/\/2}2 = ix2, we have, by (3.3), t /1 + L\ __ i i ^! . (^2)2 i (^2)3 , H V2 / ~~ + 22 ■+" 22. 42"+" 22. 42. 62 "^ and hence, by equating real and imaginary parts, ^ a = X - 2T~P + 2'. 4»°! 6» . 8'~ (3-42) /yi2 /y»6 /ytlO tel x = 22 - 2a. 42. 62 + 22. 42 . 62. 82. 102 ~~ ' ' * (3'43) § 52. If we now write (3.36) in the form fc=L+_V m=(^)*, . . (3.44) the results of the application begun in § 44 can be written in terms of the ber and bei functions. Thus (3.38) will be found to be expressible in the form imC ber mr + i bei mr ., /0 AS. 2ira ber ma + & bei ma and (3.39) in the form R + iuyL _ ima ber ma + i bei ma . . R0 ~" 2 ber' ma + i bei' ma' In these forms the real and imaginary parts are in evidence. Numerical calculation can be made with the aid of the tables published in Kelvin : " Math, and Phys. Papers," III, p. 493 ; Jahnke und Emde : " Funktionenta- feln " ; McLachlan : " Bessel Functions for Engineers," etc. § 53. The reader will realise that a complete familiarity with the behaviour of the function J0(#) for all values ot.x, real or complex,
56 INTRODUCTION TO BESSEL FUNCTIONS would render it unnecessary to give separate names to the functions I0(x), ber x, bei x, etc. Ex. 1. Given that y — I0( —jirx) *s a solution of the equation ld_/ dy\ _ . xdx\dx) ~~ ly' by putting y — u + iv in this equation, separating real and imaginary parts, and eliminating u and v in turn, show that ber# and bei x both satisfy the equation xdxL dx\xdx\ dx/ J J Ex. 2. If a, j3 are constants, show that j8I0'(j9)J0(a) - aJ0'(a)I0(j3) , JxJq(olx)Io(Px) dx — o a2 + j32 and obtain the Fourier-Bessel expansion a where J0(a) = 0, 0 < a; < 1. Deduce the Fourier-Bessel expansions of ber kx and bei lex.
CHAPTER IV DEFINITE INTEGKALS § 54. BesseVs integral for J0(x). If we expand the function eixsind in ascending powers of x, we get ^sma _ i , fa sin e ■ (ix sin fl)2 (½ sin fl)3 Now integrate both sides between the limits 0 = 0, 6 = 27T, and use the formulae i 2ji sinn0d» = 0, (nodd), 0 (» — l)ln — 3) . . . 3 . 1 0 , , — v /v ' - . 27T, (weven); »(» — 2) . . . 4 . 2 this gives /*2jl / /yt2 /yt4 \ j^ eixmed9 = ^ _ |. + _5_ _...). (4.1) and hence, since the series in brackets is J0(x), 1 c2n J0{x) = ±\ (f***'d6. . . (4.2) Equivalent forms are given by n J0(x) = - f2 eixsin ed6 = - [ Vcos dd6, . (4.3) 77 J n 77 J o 2 or, on separating the real parts, n n J0(#) = - 1 cos (x sin 0)d0 == - I cos (x cos 0)d9. (4.4) 77 Jo 77 Jo 57
58 INTRODUCTION TO BESSEL FUNCTIONS Any one of the above definite-integral forms of J0(x) may be called BesseVs integral for J0(tf),* being a particular case (when n = 0) of Bessel's integral for Sn(x), (§ 86). § 55. Lipschitz's integral. If, in the well-known integral j e~ax cos bxdx = 9 , L9, (a > 0), a1 -j- b* we replace b by b cos 9, we get I e~ax cos (bx cos d)dx = 9 , ,» ^. J 0 v ' a2 + 62 cos2 0 Since the infinite integral on the left is uniformly convergent with respect to 9, we may integrate under the integral sign with respect to 0 from 0 to \tt ; we thus find f°° 7 f§ /l m 7fl P adfl e~aa! da cos (bx cos u)dd = , r-^, Jo Jo Jo a2+ 62 cos2 0 and hence by (4.4), if a > 0, »00 ]_ oe-»J.(fa)*c=v(fl, + y) • • (4.5) which is known as Lipschitz's integral.^ Corollary. When a -> 0 we get, if b > 0, r i oo x J0(bx)dx =-7. . . (4.6) o b and in particular, if 6 = 1, J0(x)dx = 1. . . . (4.7) i 00 0 § 56. Weber's discontinuous integrals. Interchanging a and b in (4.5) gives, if b > 0, i co I J0(ax) . e~hxdx = -—-— . (4.8) * Also called Parseval's integral, for historical reasons (Watson, p. 21). t Watson, p. 384.
DEFINITE INTEGRALS 59 Since both sides of this equation are analytic functions of b when the real part of b is positive, it follows that, if b >0, J"Max) . r<*♦«.>.& = v{a2 + \b+ -c)2} (4.9) and hence, if b > 0, \yo(ax) . «r<» +*»■& = ^^ = X2 + Y* (O0) where X + iY = yV + 62 - c2 + 2i6c). . (4.11) By equating real and imaginary parts in (4.10), we deduce that /»00 1 J0(ax) . Jo ►00 ]£ e~bx cos cxdx = ya V2, . (4.12) f00 Y I J0(a#) . e~6ajsinc#efcr = y2 j, va* " (**^) From (4.11) we have X2-Y2 = a2 + 62-c2, . . (4.14) XY = 6c, . . . . (4.15) and hence, by eliminating Y and X in turn, we find that X2 and — Y2 are the two roots of the equation in 6 * +b-z = l, . . . (4.16) c2 + e ■ e and that 2X2 = a2 + 62 - c2 + V{(a2 + 62 - c2)2 + 462c2}, . (4.17) 2Y2 = - (a2 + 62 - c2) + -v/{(a2 + &2-c2)2 + 462c2}. (4.18) Suppose a > 0, c > 0. Then, by following the continuous change in X + *Y" when c increases from 0, we see from (4.11) that X and Y are both positive. Now let b -> 0 ; then, if a > c, X -> yV - c*)> Y -> 0 ; but, if a < c, X -> 0, Y -> V(c2 - «")• Hence we find from (4.12), (4.13) respectively
60 INTRODUCTION TO BESSEL FUNCTIONS I 00 JQ(ax) . cos cxdx = 0, (a < c), (4.19) o (a > c) ; (4.20) i oo i JJax) . sin c# dx = —rm ^, (a < c), (4.21) 0 V (c ~ a2) ' = 0, (a > c), (4.22) We have supposed a > 0, c > 0. If a < 0 or c < 0, we need only note that both integrals are even functions of a, and that the first is an even function of c and the second an odd function of c. § 57. We shall next prove that i J0(ax) . e"hx . dx = tan-1^ . (4.23) Q X J\. where X is given by (4.17). Proof. Since the infinite integral on the left of (4.12) is uniformly convergent with respect to c, we may integrate with respect to c under the integral sign from 0 to c. We thus find f°° T / v h~ sinc#7 fc Xdc IA ft.x ] J0(ax) . e-*» . —^-dx = ]qX2 + Y2- <4'24) Now from (4.14), (4.15), XdX - YdY + cdc = 0, YdX + XdY - bdc = 0, and hence dc dX Xdc — cdX X2 + Y2 bY-cX X(X2 + c2)' ' from which follows (4.25) f Xdc (Xdc — cdX A - c .. n„. Jg + T'^J x* + c* ■ = ton~1x; • (4-26) hence and from (4.24) follows (4.23), which was to be proved.
DEFINITE INTEGRALS 61 § 58. Now suppose a > 0, c > 0, in (4.23), and let 6-^0. Then, as above, if a > c, X ->■ \^(a2 — c2), and tan-^c/X) -> tan-^c/yV — c2)} = sin^c/a); but, if a < c, X -> 0, and tan_1(c/X) ->■ 7r/2. Accordingly, wo have i oo sin. Cic 7T J0(ax) dx — -~, (a< c) . (4.27) = 8111^-, (a>c). . (4.28) If c = 0 the integral vanishes. If a < 0, or c < 0, we need only note that the integral is an even function of a, but an odd function of c. Ex. Deduce the following well-known integrals as particular cases of the integrals in §§ 56-58 :— J 00 l) pOO c e~bx cos ex dx = j-—i— | e~bx sin ex dx = r—-i—-, 0 o2-fc Jo b2 + c2 i: 00 , sin ex 7 , , c e-6x fix = tan_17, o x o 00 sin ex , tt . 7T _. . a# = -,0, — -5, according as c > , =, < 0. X 2i £ § 59. Electrostatic potential of an electrified disc. It was shown by Weber * that the potential of the electrostatic field caused by an electrified circular disc could be expressed as an integral of the same form as (4.23). Let the disc be situated in the xy plane, with its centre at the origin and its axis along the 2-axis ; let c be the radius of the disc, and Q the total charge of electricity upon it. Let V be the potential at any point due to the charge on the disc. The differential equation satisfied by V in free space is Laplace's equation 2)2V 2)2V 2)2V *? + ** +1* = °' • • (4-29) * Cf. Riemann-Weber: " Die Partiellen Differential-Gleichungen d. Math. Physik," I, 6th edn., 1919, p. 342.
62 INTRODUCTION TO BESSEL FUNCTIONS which, in cylindrical co-ordinates r, 9, z, when V is independent of 0, as in the present problem, becomes 2)2V 1 7>V 2)2V <)r2 r ?>r <>z2 v ' This equation, by (3.17), has a solution of the form V == e~"z J0(ar), where a is any constant, and it follows, by differentiation under the integral sign, that if z > 0 /•00 V = A e--J 0{<xr)f{a)daL . . (4.31) Jo is also a solution, where A denotes any constant, and /(a) any function of a. Now the charge distributes itself so as to make V = const, over the disc but not beyond it, and this condition is satisfied • if we put/(a) = , for we then have V = AfV"J0(ar) ^L^a) . . (4.32) which, by (4.27), (4.28), reduces when z -> 0 to V = |ttA if r < c, V = A sin"1 (c/r) if r > c. It remains to determine the constant A in terms of the charge Q. Now, if a is the surface density on the upper face of the disc, we have *"" = ~ fe),_. == A]0 J°(ar) Sin Cada = V(«2 - r>) if r < c, by (4.21) ; and hence A . . (4.33) 47r<v/(c2 - r2)' Taking into account both faces of the disc, we have therefore re re n> Jo* Q = 2joa.2Br*-Aji7F-^ = Ac. (4.34)
DEFINITE INTEGRALS 63 Hence A = Q/c, and by (4.33), (4.32). Q 4:7tc<\/(c2 — r2)' a = (4.35) tt Q f °° ^t/ xsinca7 ,4 nn\ V = - e-az J0(ar) da, . (4.36) the constant potential over the disc being 7rQ/2c. This gives V for positive values of z. For negative values of z we need only note that V is an even function of z. § 60. Further, by (4.23) it follows that V^-tan-1^, • • • (4.37) where 2X2 = r2 + z2 - c2 + <s/{(r* + ^2- c2)2 + 4c2z2} (4.38) Formulae (4.33), (4.37) can be found by other methods (cf. Jeans : " Electricity and Magnetism," § 288). Ex. Verify from (4.37) that V^ ,, ^—-r when +/(r2 + z2) J ' ' V(r2 + z2) is large compared with c. Examples VII 1. Show that 00 Jou o a; — 1. 2. Show that J0'(#) -> 0 when a; -> <x>, and by integrating the equation J ."(as) + ±J.'(x) + J0(x) = 0 Ju and using (4.7), show that 00 Ji(*) j da; — 1. 0 *^ 3. If w, v, w denote the integrals c^_xJ^x)dx_ r00 J0'(x)dx r00 a;J0"(a;)da; Jo V(«2 + »»)' Jo V(«2 + x2)9 Jo V(«2 + x*Y
64 INTRODUCTION TO BESSEL FUNCTIONS respectively, show that u + v + w = 0, gj + av + 1 = 0, dv a- w = 0. aa Deduce that, if a > 0, 00 #J0(#)dr r°° J^a;)^ 1 — e~a Jo V(a2 + *2) ' Jo V(<*2 + a;2) a 4. Show that (i) f f 008(-008^).^^^0 = 2^^^(-). (ii) fa f2"log^ -cos(^ cos ¢) .rdrdd = 27rc2|l - J0(-)}. (iii) p f %2 - r2)cos^cos ¢) .rdrdO = ^W,/'-). (iv) f J I0( r) cos (-cos fl) . rdrdO = [As to the form of the result in (iii), see Exs. XI, 2, (i).] 5. If r, p, z denote the distances of a point from the origin, the z -axis, and the xy-pl&ne respectively, show that if z > 0 100 1 e-'tJ0(pt)dt = -. Also, if R, R' denote the distances of the point from (0, 0, c), (0, 0, — c) respectively, show that if z > c R' — R f °°(z$ + 1) sinh ct — ct cosh ct ,T , , —2—= ]0 p . e-rtj0(/rf)<ft. 6. Show that 1 p2w l r2w I0(a) = — e-^ sin 0 ^^ = e* sin 0 dO. ATT J o ^77" J o § 61. The Gamma-Function. In the next two chapters we shall need the elementary properties of the Gamma-function T(n), which may be defined in the first place when n is real and positive by the integral f00 r(n) = I e-xxn-xdx9 (n > 0); . . (4.39) J 0
DEFINITE INTEGRALS 65 the condition n > 0 being necessary for the convergence of the integral at the lower limit. In particular, when n — 1 we have {00 e—dx = 1. . . . (4.40) 0 Again, integrating by parts, we have p -1 00 poo r(n) = — e-*xn-x + (n — 1) \ e-axn~Hx, and therefore, if n>l, r(n) = (n - l)r(n - 1), . . . (4-41) and hence, when n is replaced by n + 1, r(n + 1) = nr(n). . . . (4.42) It follows by repeated application of this formula that, if n is a positive integer, r(n +1) = n(n - l)(n - 2) . . . 3. 2 . 1 T(l), that is, by (4.40), r(n + 1) = n ! . . . (4.43) If we substitute x2 for x in (4.39) we have also T(n) = 2f e-^x%n-xdx, . . (4.44) § 62. The integral r J 0 cosTO 9 sinn 6d8 can be expressed in terms of Gamma-functions. We consider the double integral J 00 f 00 e-^-y^m-lyZn-ldx dy 0 ^0 in two ways. Firstly we have, by (4.44), J oo poo e-xzX2m-idx \ e-**y*n-xdy = £r(ra)r(w). o J 0 Secondly, by transforming to polar co-ordinates, n '2 f°0 U J 2 f °° I e-f2(r cos fl)2"1-1^ sin 6)^-^drdd o Jo {oo <»2 e-f2r2m+2n-i^r cos2™-^ sin8"-1^ dO 0 ^0 n '2 = \r(m + n) f cos2"1-1^ sin2n"l0 d0, Jo
66 INTRODUCTION TO BESSEL FUNCTIONS by (4.44). Equating the two values of u thus found, we have, if m > 0, n > 0, n f2 cos2—i 0 sin2-* 9dd = ^m)r(n)x. . (4.45) Jo '2r(m + n) v ' It follows that, if m > — 1, n > — 1, ' (^)r Onr) l cos™ 0sin» 0d0 =—- -—\ \ T . . (4.46) In particular, putting m == 0, n = 0, we have f- r^,_{Hi)}2_{nt)}2 2"" Jo ~ 2r(l) ~ 2 ' and hence r(^) = Vw. . . . . (4.47) Further, from (4.41), we have r{i) = ir(i) = w> r(i) = %r(i)= ^Vir, r(i) = ir{i) = ^^V«, and so on. § 63. Again, from (4.42), we have ) = Qi±i>, . . . (4.48) Hn n from which it follows that r(ri) -> + <x> when n -> + 0. For our present purpose we may now suppose that (4.48) defines r(n) firstly for values of n between — 1 and 0, then for values between — 2 and — 1, then for values between — 3 and — 2, and so on ; the Gamma-function will then have been denned for all real values of n ; for example, by (4.48) and (4.47), we shall have n- i) = zri= -2V*, l\~ s) — _ ii = j—3^"' and so on.
DEFINITE INTEGRALS 67 The graph of r(n) for real values of n is indicated in Fig. 15. Note that r(n) -> ± ooasw approaches a negative integer or zero. § 64. The Beta-function. The Beta-function, B(m, n), may be defined, in the first place for positive values of m and n, by the integral B(m, n) = \ a;m-1(l — x)n-xdx. (4.49) The conditions m > 0, n > 0 are necessary to ensure convergence of the integral at the lower and upper limits respectively. The Beta-function can be expressed in terms of the Gamma- function. For, if we put x = cos2 0, we find B(m, n) = 2 [2 cos2™-1 0 sin2"-1 0 dO, . and hence, by (4.45), r(m)r(n) B(m, n) = — ;—r. . v r(m + n) (4.50) (4.51)
68 INTRODUCTION TO BESSEL FUNCTIONS Examples VIII 1. Show that co r(n) {«-> 1(71) e-axx*-Hx = —~9 (n>0, a > 0). (ii) V° e~x*dx = ^-. Jo ^ (iii) [^ e*—*dx = ^ eZax~x2dx = -V-e*2. a °o 1 /m + 1' J00 i /m -4- i\ ar»e-«nda; = - W—I—j, (m > - 1, n > 0). 2. Show that, if n > — 1, re Jt f2 sin" 9d9 = f2 cosn Odd = Jo Jo vvr^ n + 1 2rf^' 3. Show that, if — 1 < n < 1, jr ^.^,.-,(1 + -),(1-:). 4. By evaluating the integral '2 J" sin2n-l ^COS2"-1 0d0, J o in two ways, show that r(n)r(n + i) = Zi-^VirrVn). 5. Evaluate Lipschitz's integral Jco e~axJ 0(bx)dx, 0 when 0 < b < a, by using the expansion of J0(bx), and Ex. 1, (i). 6. Prove that, if a > 0, JCO 1 e~axJ0(b Vx)dx = ~~e-b2l*a. 0 ^ 7. Show that, if m > 0, n > 0, B(m, n) = l ——^— du = \ ——— dv. Jj ww+n J0 (1 + v)m+n § 65. Euler's constant in an integral form. As a preliminary to the next paragraph, we shall now obtain one form in which Euler's constant y (§6) can be expressed by definite integrals. We have
DEFINITE INTEGRALS 69 y = lim (1 + ~ + o + • • • + - — log n) n->oo z ° n = lim (sn — log n), n->oo where ^=1 + - + - + ... + -. Now we can write sn in the form ?„ = f * (1 + a + *« + . • • + *«-i)e&? = f * ^ J o J o ■*• Put 1 — # = —, #=1 , dx = ; n n n then 5, - tt'-('-3"}! -a:+D{'-('-3"}? and hence Proceeding to the limit * when n -> oo, we obtain . dt- f — (ft. . . (4.52) 0 v J J t J oo g-* —eft. This integral will be required in § 75. We have, if x > 0, 00 p—t pi p—t t*COp—t = pi-(1 - ^ + r g* J1 1 — e~* r00 .—*—* + ], --(1:-0^-+1; 00 e>, * See Bromwich : " Infinite Series," p. 459 ; Whittaker and Watson : " Modern Analysis," § 12.2.
70 INTRODUCTION TO BESSEL FUNCTIONS and hence, by (4.52), > oo Q-t /•* i — e~t —dt = -logo; - y + ] J2 (ft J* / £ £2 .^-21+31--- ^-logx-y + a-^ + ^L-... (4.63) In particular, when # is small, ooe-« —-eft == — log # — y. . . . (4.54) Examples IX 1. Show that y = 1 + (i + log i) + (J + log J) + (i + logf) + • • • 2. By integrating both terms in (4.52) by parts, show that 100 er% log t dt. 0 3. Show that i"(l) = - y. 4. Show that ,00 e-xv x2 x? —dv= -logx-y + X~2T2] + 2.2! ' 3.3!
CHAPTER V ASYMPTOTIC EXPANSIONS § 67. HankeVs definite integral for J0(x). Returning to the integral (4.3), viz. n J0(a;) = H2 e«" «"»•«», 7TJ _n 2 and making the substitution dt t = sin 0, dd = V(i - n' we obtain 2 ri £ixt •^^Lva-*»)**• • • (5-1) The real part of the integrand is an even function of t, the imaginary part is an odd function ; hence we have also J°(x)=If, v(i~t2f- • • (5-2) § 68. We can at once verify that the integral on the right of (5.1) is a solution of Bessel's equation, by differentiating under the sign of integration. For, put then d2y dy /d2y \ dy +£+x^x{d + y) + dx2 ' dx ' * \dx2 u J { dx dt 71 C1 C ifpixt -\
72 INTRODUCTION TO BESSEL FUNCTIONS i 1 w~iv/(1 _ t2)eixt)dt = [- »V(1 - t2)e as was to be verified. l = 0, -1 § 69. HankeVs contour integral. Now consider the integral y = \a^r=i?f • ■ ■ (5-3) as a contour integral in the plane of the complex variable t, assuming for simplicity that x is positive. Then we find, as above, *2+l+**=[-.vu - **-l and hence, if we put a = ± 1, b — irj, and let rj -> -f oo, Xdx* + dx+Xy~{)' More generally, it is easy to see that we should still get this result if we put a = ± 1, b = R(cos [5 -\- i sin /3), and let R -> oo, provided sin /3 is positive, that is, provided 0 < /3 < 77. It follows that y is a solution of Bessel's equation if the integration is carried out along any path joining either of the points t = 1, t = — 1, to an infinitely distant point in the upper half of the £-plane. Thus, the path might be any straight line drawn from either of the points t = 1, t = — 1, to infinity in the upper half of the £-plane. (Actually, in the limit, this line may coincide with the real axis from 1 to + °°> or from — 1 to — oo, but this cannot be inferred by differentiation under the sign of integration, because the integrals obtained in this way are not then convergent.)
ASYMPTOTIC EXPANSIONS 73 § 70. Again, the function V(i - *2) is a regular function of t at all points in the £-plane, except the branch points £ = 1, t = — 1, of the denominator. Consequently, by Cauchy's theory of contour integration, the value of the integral r gi xt Jvo^)** • • • (5A) taken round any simple closed contour which does not enclose either of those points, is zero. § 71. It is sometimes convenient to choose a contour part of which consists of an arc of a circle of infinite radius with its centre at the origin. The value of the integral (5.4), taken along any such arc in the upper half of the £-plane, vanishes when x is positive, by a well-known theorem in contour integration.* § 72. When the integral (5.4) is to be evaluated along any contour, it is necessary to pay attention to the continuity of y^l — t2), the denominator of the integrand. We shall assume that x is positive, and confine ourselves to contours in the upper half of the £-plane ; accordingly, for the sake of following the way in which y"(l — t2) varies, we indicate in Pigs. 16-1, 16-2 the correspondence between the upper half of the £-plane and a plane on which y^(l — t2) is represented, the branch points £ = 1, £=-1, in the first of these planes being marked by indentations. The value of <y/(l — t2) at t = 0 is taken to be + 1- § 73. Use of the contour HBDPH. Hankel functions. Pirst take the integral (5.4) round the closed contour HBDPH. The part of the integral corresponding to each * Whittaker and Watson, § 6.222.
74 INTRODUCTION TO BESSEL FUNCTIONS of the infinitesimal circular quadrants at H and B vanishes, and so does that corresponding to the infinitely distant arc DF of an infinite circle (§ 71). Consequently, since the value of the integral taken round this closed contour is zero (§ 70), )ixt pf*=0- . (5.5) ,1 p+1„ ,-1 V ^ VJ-i Ji J -l+.w VX1 — Now, by (5.1), we have ttJ0{x) = J iixt V(i - n dt; (5.6) + / OO fa*- 'G 1 K lA^JLB OO -1 r O Fig. 16*1. t-plane. C! B\ +oo ^. .Q~>-' +oo -/oo Fig. 16-2. V(l — J2)-plane. and, in accordance with an accepted notation, we put 77 ri+ioo \ K0U(x) = J >iz* V(i - t«) cZtf, . n dt;. (5.7) (5.8) then, from (5.5), we have Jo(*) = i{Hoft>(a:)+H,<«>(a)}. . . (5.9) § 74. The functions H^ar), H0<2>(a:) which are also solutions of Bessel's equation (§ 69), are called Hankel
ASYMPTOTIC EXPANSIONS 75 functions after Hankel, who wrote an outstanding memoir on Bessel functions.* We shall next express these functions as integrals in which the range of integration is real. Along BD put £ = 1 + irj, dt = idrj ; then, paying attention to the continuity of \/(l — t2), (§ 72), we must write V(l ~ t*) = V(~ 2wj + 772) = V2e~^ V(t7 + frq*)9 and hence, by (5.7), 77 f00 e^e^^idri from which follows ^) = ^^)^-77^^^ . (5.10) ^ Jo V(v + ¥1) or further, putting u = xrj, In the same kind of way we find from (5.8) ^-(=)^50-^ <6-12> Thus, when x is positive, H0(1)(a), H0(2)(tf) are a conjugate pair of complex numbers,f and J0(x) is the real part of either, by (5.9). We shall prove that their imaginary parts are iY0(x), — iY0(x) respectively. § 75. Use of the contour ABDEA. Take the integral (5.4) round the contour ABDEA. This gives al fl+ioo pO \ fiixt .+J, +L)w^=0- • (613) Along AE we put t = irj, dt = idrj ; V(i - <2) = V(i + v2); * Math. Annalen, I, 1869. t H0(l)(a?), Hq(2)(#) are not conjugate when x is not real. H,
76 INTRODUCTION TO BESSEL FUNCTIONS then, having regard to § 67 and (5.7), we can write (5.13) in the form Putting Ho^)^) = J0(x) + <Y(»), . . (5.14) and separating the imaginary parts, we find 77v f00 er*n f1 sin art ,, which we may also write, with rj = sinh u, t = sin 6, v — eM, n -Y(a:) = — I 6-* sinh u gu + gin (^. gin 0)^0 ^ Jo Jo n = — I e 2V *; 1_ I sin (a: sin 0)d0. Ji ^ Jo The first integral on the right may be expanded in the form 2 ^ dv. i; + 2»+2!V2t;/ +' ' * v Now, suppose that x is small. Then, by Exs. IX, 4, the first term of this expansion is approximately equal to !og (ix) + 7> or lo§ x — (log 2 — y)- The remaining terms are small in comparison; for example, since e~*xv < 1, the numerical value of the second term is less than i 00 x , a? x 2<A = 2- Again, since sin (x sin 6) < a? sin 0, the value of the second integral in the above expression for \ttY(x) is less than j n 2 a? sin 9 dO, — #.. 0
ASYMPTOTIC EXPANSIONS 77 It follows that, when x is small, Y(x) = -{log x - (log 2 - y) . . .}. . (5.15) 77 Now, since J0(x) and H0(1)(#) are solutions of Bessel's equation (§ 69), it follows from (5.14) that Y(x) is also a solution, and hence that Y(x) = AJ0(z) + BY0(aO, where A, B are certain constants. Then, by (5.15) and (1.16), when x is small, 2 -{log x - (log 2 - y) . . .} 77 = A(l — . . .) + B-{log x - (log 2 - y) . . .}. 77 Equating coefficients of log x, and then the terms independent of x, we find B = 1, A = 0, and hence Y(x) - Y0(x). Consequently, by (5.9) and (5.14), we have now shown that H0(1)M = J0(a) + iY0(x), . . (5.16) H0<2>Oz) - J0(a) - iY0(»). . . (5.17) Also J0(x) = HH0(1)(tf) + W*)}, . . (5.18) Y0(tf) = - HH0<i>(:r) - HoW(a:)}. . (5.19) § 76. Use of the contour DBCD. If x is positive, the integral (5.4), taken along the part of an infinite circle that bounds the positive quadrant, vanishes (§ 71). Hence, if we evaluate the integral round the closed contour DBCD, part of which consists of an infinite circular quadrant, we get /f1 f°°\ e*xt (L.+1 )7iH^s* = °' that is, by (5.7)
78 INTRODUCTION TO BESSEL FUNCTIONS Now, along BC (see Fig. 16-2), V(i -*») = - W(t2 - l), and therefore 77- poo pixt ^B^(x)^-i\iW-jf, . (5.20) from which follows, on equating real and imaginary parts, Ex. 1. Obtain Mehler's integral forms : 2 f oo J0(x) = - \ sin (x cosh u)du, 7rJ0 2 f°o Y0(sc) = 1 cos (x cosh w)dw. ttJo Ex. 2. Struve's function of zero order, H 0(x)9 may be defined by Show that 77-.. . , # #3 #5 2h.(») - p - pr-gs + x.. 3.. 6i - • • • • (5-23) Also, by taking the integral Jpixt V(i - *2) round the contour ABDEA show that ^Jo v(l + T) § 77. Asymptotic power-series and asymptotic expansions. We shall digress to explain the meaning of an asymptotic power-series and an asymptotic expansion. Definition 1.—An expansion of a function f(x) in the form \AJ \AJ \AJ
ASYMPTOTIC EXPANSIONS 79 will be called an asymptotic power-series for f(x), if it has the property that, for every fixed value of n, f(x) = a0 + - + -2+. . - + -^iH rs ' (5-25) where en(x) -> 0 when x -» oo. It follows from the definition that:— I. A convergent power-series of the form (5.24) is a particular case of an asymptotic power-series. II. The sum Sn(x) of the first n terms of an asymptotic power-series for f(x) is an approximation to f(x), in the sense that the difference f(x) — Sn(x) is as small as we please compared with l/#w-1 when x is large enough. Proof. Put *,(*) = /(*) - S.{x) = a" +Jn(x); then Rn(x) _ an + en(x) 1/x*-1 X which is as small as we please when x is large enough, since €n(x) -> 0 by the definition. COR. The difference f(x) — Sn(x) is as small as we please compared with the last non-zero term in Sn(x), when x is large enough. III. The sum of the asymptotic power-series of two functions f(x), g(x) is the asymptotic power-series of their sum f(x) + g(x). IV. A given function f(x) cannot have two different asymptotic power-series for the same range of values of x. To prove this, suppose two different series possible, and consider their difference. V. On the other hand, two different functions can have the same asymptotic power-series. For example, it follows from the definition, and by remembering that lim (xne~x) = 0, that the asymptotic power-series for e~* is X-* 00 0 + 0 + 0 + . . . , (x > 0). Consequently, f(x) -\- e~x has the same asymptotic power-series as f(x), for x > 0.
80 INTRODUCTION TO BESSEL FUNCTIONS VI. A function may have no asymptotic power-series. Such a function is e*, (x > 0), since e* -* + <x> when x -> + <x>. VII. The product of the asymptotic power-series of two functions f(x), g(x) is the asymptotic power-series of their product f(x)g(x). In particular, since the asymptotic power-series of e~* is 0 + 0 + 0 + . . . , it follows that, if f(x) has an asymptotic power- series, then the asymptotic power-series of the product e~x .f(x) is 0 + 0 + 0 + . . . , (x > 0). VIII. Let f(x) be a function whose derivatives of all orders exist at x = 0. Then Maclaurin's series /(*) =/(0) + a/'(0) + |V"(0) + |V"'(0) + . . . whether it converges or not, has the property that, for every fixed value of n, /(*) =/(0) + */'(0) + ... + (^iriyi/^Ho) + ^{/(n)(0)+ *?„(*)} where rjn(x) -> 0 when x -> 0. By writing 1/x for x it follows that, if /(n)(0) exists for all values for n, the function /(1/x) is represented asymptotically by the power-series for large values of x. § 78. Definition 2.—If the asymptotic power-series of the quotient f(x)/g(x) is given by g(x) x x2 x* we shall say that /(x)-^)(a. + 5+§ + 5 + ...) is an asymptotic expansion of f(x).
ASYMPTOTIC EXPANSIONS 81 We shall also say that the sum of the asymptotic expansions of two functions is an asymptotic expansion of their sum. § 79. Asymptotic expansions of the Hankel functions. Now write (5.11) in the form 2\*e*(*-i»> /V where (Z \* 0H*-*WJ / l\ /(j) = )D7i1+T) du' Differentiating n times under the integral sign and putting x = 0, we find 13 5 2n- 1 £ Jo and hence, by §§ 61, 62, /<«>(o) = (-r\ll ■ ■ • ^r1 ■ U?^un~idu' /<">(o) = (-)»l-*-5--; {2n~1]. £ • Wn + I) 2" 2' = (-)» 12. 32. 5a . . . (2n - 1)2. ^¾^. O Thus, /(n)(0) exists for all values of w, and it follows, by (5.26), that f(l/x) is represented for large values of x by the asymptotic power-series , f i 12. 32 a2 12. 32. 52 a3 , 1 V77\ 8a: + 2! (8z)2 3! (8a:)3 + ' ' 'J Substituting this series for /(1/a:) in (5.27), we obtain Ho(1)(*} = Qx)'^X " ^(1 " ^ + P " 32 ^ Sx ' 2! (8a:)2 12. 32 . 52 a3 ~~ 3! (8a;) 3 + • • -j J
82 INTRODUCTION TO BESSEL FUNCTIONS and, replacing i by — i, we have also / 2 \ * f 7 1 2 02 9*2 ttb/ L 8a: ' 2! (8a;)2 12 . 32 . 52 i3 H 3l (&z0~3 + ' ' '. These are asymptotic expansions of the Hankel functions in accordance with the definition of § 78. They have been derived on the assumption that x is positive (§ 69), but it can be proved * that they remain true when x is replaced by z, = | z | eie, provided that — tt < 9 < 2tt in the case of H.0{1)(z)> and that - 2tt < 6 < tt in the case of H0<2>(z). Note that the series in brackets do not converge for any value of x. § 80. Asymptotic expansions of J0(x) and Y0(x). If we now put 12 32 1 12. 32 52. 72 1 P = 1 ~ ~TT (tej"«+ 4! ' (to)*-- • * (5'28) 1 12 32 52 1 Q = te TT~ (top + • • * ' * • • (5,29) we can write the asymptotic expansions of the Hankel functions in the form Ho«(a!) = (—) V"-*">(P - *Q), . . (5.30) \ttx/ Ho(2)(*0 = (-)^-^^(2 + *Q), • (5.31) and hence, by (5.16), l°{x) = GD*{P cos (* ~ i) + Q "K* ~ l)}' (5-32) JJx) = / 2\* Y°{x) = (™) {p sin (* ~ i)_ Q cos (* ~ i)} (5-33) which are the asymptotic expansions of the standard Bessel functions of zero order, in accordance with the second definition in § 78. * Watson, p 198.
ASYMPTOTIC EXPANSIONS 83 The following deductions may be made :— I. J0(x) = (—J lcos(x — ^j +2>(*)1, • (5-34) Y°{X) = (^)\Sin(X ~ l) + q{x)}' ' (5'35) Jo'{x)=~d)i{Sin(X~1l)+r{x)}' • (5>36) where p(x), q(x), r(x) all -> 0, when x ->■ + °°»* II. The positive roots of the equation J0(x) = 0 are given approximately by as = (s — \)tt. . . . (5.37) This approximation is fairly good even for s = 1, 2, 3, . . . § 81. Asymptotic expansion of I0{x) and K0(#). The asymptotic expansions of the modified Bessel functions of zero order, I0(x), K0(#), may be deduced from the formulae I0(x) = 30(ix) = i{RoM(ix) + Ho<»(«e)}, . (5.38) K0(x) = ^HoW(te), . . (5.39) the second of which will be proved below (§ 82). Assuming that the asymptotic expansions of TLq^^x), H0(2)(#) hold good when x is replaced by ix (§ 79), we have HoU>M =-<(A)V.{l - "L + ^f ^- • • •} (5.40) *^ = &**{l + 8^+^(8^ + ---} • <8-41> From (5.40) and § 77, VII, it follows that, if x > 0, the asymptotic power-series of ^/xS.^(ix) is 0 + 0 + 0 + • • • and hence further that e~* <>/xTL0W(ix) = 0 + 0 + 0 + ...; . (5.42) * As regards J0'(#), an asymptotic power-series deduced from a Maclaurin series, as in § 78, VIII, can always be differentiated.
84 INTRODUCTION TO BESSEL FUNCTIONS also, from (5.41), e~x'yfxH.^\ix) has the asymptotic power- series, e-v*h.«(«> = Q\i + h+lrf(k>+---} (5-43) Remembering § 77, III, we have by addition and (5.38) the asymptotic power-series 2e-V*Io(*)=(|)i{l +i + ^f(8^+ • • i and hence the asymptotic expansion l + Sx + ^T(Sxf+ • • '}• (5*44) Again, from (5.39) and (5.40), the asymptotic expansion of K0(x) is given by /7T\* f 1 12 32 1 1 Ko(*> = (¾) 6~T - 8-, + -2! - (teji ~ " • J- <5-45) Note.—From the integral (5.20) we conclude that H0{1)(ix) is a pure imaginary, and with this conclusion (5.40) is consistent. But (5.41) appears to imply that H0(2)(£e) is real, and that this is not true follows from (5.38). Actually, from (5.41) we can only deduce that, in the asymptotic power-series (5.43) of e-xA/xH.0{2)(ix), when x > 0, the imaginary part is of the form 0 + 0 + 0+. . ., and this is confirmed by (5.42), since the imaginary part of H0{2)(ix) is — H0(1)(£»), as we see from (5.38). § 82. It remains to prove (5.39). Proof. Since *KQW(x) is a solution of Bessel's equation, it follows that T3.0^(ix) is a solution of the modified equation (3.1), and hence, by (3.6), that • -T^^ix) = AI0(x) + BK0(x), . . (5.46) where A, B are certain constants. IoM = >« a/(2ttx)
ASYMPTOTIC EXPANSIONS 85 Now, from (5.20) we have Jo ,0VI (•+*)*> j; i *> and it follows, as in § 75, that when x is small ^0W(ix) = - log x + (log 2 - y) . . . Substituting in (5.46), and using (3.5), we have, when x is small, — log x + (log 2 — y) . . . = A(l + . . .) + B{- log x + (log 2 - y) . . .}. Equating coefficients of log #, and then the terms independent of x, we find B = 1, A = 0. Consequently, putting these values in (5.46), we have Ko(x) = ^HoW(«r), . . (5.48) as was to be proved. Ex. 1. Obtain the asymptotic expansion of K0(#) directly from the integral (5.47), which, with (5.39), gives Joo e~xt Begin by putting £=1+-.1 Ex. 2. Calculate J0(#) from (5.32) when x = 10, and compare the result with that tabulated at the end of the book. Ex. 3. From (5.44) obtain the asymptotic expansions of ber x and bei x (see § 51) :— ber* = tW){Pcos (72 - i) + Qsin (72 - I)}' bei x = Vo£)(Psin (72 -1) ~ Qcos (72 -1)}'
86 INTRODUCTION TO BESSEL FUNCTIONS where P=l + a00Bi+ __00BT + . .. ~ 1 . 77 , P. 32 . 2tT , Q = ~ sin T + sin — + . . . 8a; 4 2 !(8#)2 4 Ex. 4. Show that the asymptotic expansion of Struve's function H 0(x) can be written / x at / x . 2 /, 1 , P. 32 P. 32. 52 . \ H o(«) = Y0(aO H 1 . H t ; +...). x ' 7ra?V as8 a4 a;6 / [See § 76, Ex. 2.] Ex. 5. Show that (see e.g. Hardy: " Pure Mathematics," 7th edn., § 167) (l + />)-* = Sn + Rn, where S„ = 1 - \h + *-^2 - f-1!1!^ + • • • to n terms, If the real part of h is positive or zero, show further that 13 5 /„ _ i\ ir„k 2'2'2 'n;( g>i/*i-• Deduce that, in the asymptotic power-series for/(1/a?) in § 79, the modulus of the difference between f(l/x) and the sum of the first n terms of the series is less than the modulus of the (n + l)th term for every positive value of x.
CHAPTER VI BESSEL FUNCTIONS OF ANY REAL ORDER § 83. Bessel functions of any order. We can define Jn(x), when n is any integer, to be the coefficient of tn in the expansion of the function e^ ", . . . . (6.1) in ascending and descending powers of t. Now, xt xt , 1 /xt\2 , 1 /xt\3 Consequently, picking out the coefficient of tn in the product of these two series, we find by the above definition, if n is a positive integer, that Jn(#) = ^1(1 - 2nnl\ 2.2n + 2 + 2.4.2n + 2.2n + ± -•••)» (G-2> and that J-n(#) = o' . (1 - + 2.4.2^ + 2.2^ + 4 • " 'J' (6'3) 2»nl \ 2 .2n + 2 2.4.2½ +~2 . 2» + 4 The first of these agrees with the original definition of Jn(x) in § 2 ; the second can be written J-n(») = (-)nJn(»). • • (6.4) 87
88 INTRODUCTION TO BESSEL FUNCTIONS The graphs of J0(x), J^x) have been given in Fig. 1. Those of J2(tf), J*ix)> JeOz) are shown in Fig. 17. § 84. If n is not an integer, Jn(x) can be defined by the series Jn(x) = & / n + 1)\ 2nr(n + 1) 1 X' + 2 . 2n + 2 x* 2 . 4 . 2n + 2 . 2½ + 4 . . .), (6-5) where 71 denotes the Gamma-function (§ 61). •6 0 1 2 , Jo c^z 3 4 6 |itJ 6 7\ s^6 9 X 10 Fig. 17. In particular, by putting n = |, n = — \ in turn, we find Ji(a;) = Gi)*sin *• J-*(a;)=w) cosa:- . (6.6) • (6.7) §. 85. The modified Bessel function In(x) is defined by the series .2 lnW - 2nri<n + ^(1 + 2 . X' 2n + 2 + x' 2 . 4 . 2n + 2 . 2½ + 4 [cf. (3.3)]. We note that + . . .) (6.8) . (6.9)
BESSEL FUNCTIONS OF ANY REAL ORDER 89 In particular, we find I4(a;) = (—J sinha?, . . (6.10) l_,(x) = (—) cosh a;. . . (6.11) \7TX/ § 86. BesseVs integral for Jn(x). In accordance with the definition in § 83, + J0(x) + J^t + J2(x)t2 + . . . (6.12) which, by (6.4), may be written cH'-l) = J0(a.) + J^ft -1) + J2(x)(t* + £ + JB(x)(tfi-±) +. . . (6.13) Making the substitution t = eie, we get eix*[ne = J0(x) + lAS^x) sin 0 + 2J2(a:) cos 20 + . . . (6.14) and hence, by equating real and imaginary parts, cos (x sin 0) = J0(#) + 2J2(#) cos 20 + 2J4(a:) cos 40 + . . . (6.15) sin (x sin 6) = iJ^x) sin 0 + 2J3(a:) sin 30 + . . . (6.16) These are Fourier expansions, and from them it follows, by the ordinary rule for finding the coefficients in a Fourier series, that, if n is even, If* J„(#) = - cos (x sin 6) cos n0d0, . (6.17) ttJo 0 = - sin (x sin 0) sin n0d0 ; . (6.18) ttJo while, if w is odd, 1 f* 0 = - cos (x sin 0) cos w0 d0, . (6.19) If71 Jn(x) = -1 sin (# sin 0) sin w0 d0. . (6.20)
90 INTRODUCTION TO BESSEL FUNCTIONS By adding we find, if n is any positive integer, 1 f * Jn(x) = - cos (nd — x sin 0)d0, (6.21) 77 J o which is known as BesseVs integral for Jn(x). Examples X 1. By considering the expansion of the product j('-f) JH) e . e in ascending and descending powers of t, in two ways, obtain the Addition formula for J0(x), viz. (i) Jo(* + 2/) = J0(s)Jo(y) - 2Ji(*)Ji(y) + 2J2(x)J2(y) - . . . By putting i/ = — x, y = x in turn, show that (ii) 1 = J0*(x) + 2JV(a) + 2J22(z) + • • • • (iii) J0(2a;) = J0*(x) - 2J^{x) + 2J22(a) - . . . Show also that (iv) J1(2«) = 2J0(a)J1(aj) - 2J1(a)J8(a) + 2J2(a)J3(a;) - . . . [Compare the trigonometric formulae 1 = cos2 x + sin2 x, cos 2# = cos2 x — sin2 x, sin 2# = 2 sin x cos #.] 2. Show that Jo(* + W) = J0(a)Io(y) - 2J2(^)I2(2/) + 2J4(z)I4(2/) - *{2J1(aj)I1(y) - 2J,(aj)I8(y) + . . .} 3. Show that 00 eixcosO = JQ(X) _|_ 2^inJn(x) cos nd. n=l By considering the integral J2tt eix cos 0 . e-iy cos (0-«)d0 o in two ways, obtain the generalised Addition formula for JQ(x), viz. :— 00 Jo{\/(a2 + y2 — %XV °os a)} = J0(x)J0(y) + 2^JB(a;)J„(t/) cos na. 4. Show that, if n is an integer, 00 J„(* + 2/) = 2 J*(*)J«-*>(2/)- p = — CO
BESSEL FUNCTIONS OF ANY REAL ORDER 91 5. By expanding cos nd, sin nd on the right-hand side of (6.14) in ascending powers of sin 0, and then arranging both sides in ascending powers of sin 0, and equating coefficients, show that 1 = J0(x) + 2J2(z) + 2J4(a;) + 2J6(z) + . . . x = 2{J1(a) + 3J3(*) + 5J5(z) + 1J7(x) + . . •} x* = 8{J2(x) + 4J4(a) + 9J6(a) + 16J8(aO + . . .} 6. Obtain the expansions in the last example also by differentiating (6.14) with respect to 0 repeatedly and putting 6=0. 7. By expanding Jn(bx) and integrating term by term, show that, if n >—1, a> 0, 8. Show from Ex. 1, (ii), that, if x is real and n a positive integer [Jo(*)|<l, |J„(*)| <1/V2. 9. Prove from the series for J„(z) that, if n > 0, and r = | z |, 1 Jw(2) I < 2«r(n + I)" ' Deduce that J'„(z) -> 0 when n -> 4" oo , for all values of z. 10. If z — a; + iy, (2/ > 0), and if 0 < t < 1, prove that | cos zt | < ev. Hence, using Hankel's integral (§ 93) for J„(z), prove that rnev I Jn{z) I < 2T(n + 1)* where r = \z\. § 87. BesseVs differential equation of order n. If we write y = xn~ 2 . 2w + 2 + 2 . 4 . 2w + 2 . 2w + 4 ~ ' ' " (6'22) we find at once, on differentiating term by term, that d ( dy\ _ 8 „ _ (n + 2)V+ii xdxVdx) ~nX 2.2n + 2 (n + 4)V>+ * + 2 . 4 . 2ra + 2 . 2w + 4
92 INTRODUCTION TO BESSEL FUNCTIONS Also ^2/^tn+2 ,™2/vt7i+4 n2y n2xn 2 . 2n + 2 + 2 . ± . 2n + 2 . 2n + 4 By subtraction, d/Jy\ _ _+2 , ^+4 a / dy\ . ,. , 5 dx\ dx/ J ' 2 . 2n + 2 = — x2y, and hence xJ~(xt) + (x* " w% = °> ■ • (6*23) or ^ + ^ + (^-.^)^ = 0, . (6.24) which is known as BesseVs equation of order n. Since y = 2nr(n + l)Jw(ff), it follows that ^¾^ + "^r +(*2 - n2)J«w = °; (6-25> in other words, y — Jn{x) is one solution of Bessel's equation of order n. The general solution of this equation will be referred to later. § 88. Bessel's equation may also be written d2y , 1 dy , /_ n2\ _ ... ft/ix Replacing x by fcr, we find that y = Jn(kx) is one solution of the equation S+MS+(*•-£)»-«>■■ • <6-2" § 89. Recurrence formula. If we write down the series for Jn-i(a?) and Jn+iO*0> add and subtract them, and compare the sum with the series for Jn(x), and the difference with the series for the derivative Jn'(x), we find the following two formulae, which, together with other forms in which they can be
BESSEL FUNCTIONS OF ANY REAL ORDER 93 expressed, are known as the recurrence formulce of the Bessel functions :— 2n -;Jn(x) = Jn-^X) + Jn+1{x), . . (6.28) 2Jtl» - J^x) - Jn+iO*0- • • (6.29) By adding and subtracting and dividing by 2, we obtain the two formulae n Jn-i(x) = -;J«(z) + Jn'(x), ■ • (6.30) n Jn+lO*0 = - JnW - Jn», • • (6.31) which express Jw_i(#), Jn+i(#) in terms of Jn(x), Jn'(x). The last two formulae can also be written d^XnJn{x)} - Xnj^ix), . . (6.32) dx d f Jnfo)) = __ J«+i(g) dx[ xn ] xn In particular, (6.33) fa{xJi(x)} = ^Jo0*0> • • (6.34) ^J0(x) = - J^x), . . (6.35) results which have already been noticed in § 3. Inversely, we have \xn3n_x{x)dx = xn3n{x), . . (6.36) JJ^fa =_££!>; . . (6.37) and hence also, if a is a constant (4= 0), [xn3n.1{<^)dx = ^^, . . (G.38) \Jn+^)dx = _ W^ (639) J xn a.xn v '
94 INTRODUCTION TO BESSEL FUNCTIONS § 90. By differentiating (6.31) repeatedly, and after each differentiation substituting for 3n"{x) from the differential equation (6.25), it follows that Jn+1(#) and all its derivatives can be expressed in the form VJn{x) + QJn'(s), where P, Q are polynomials in 1/x. Moreover, Jn_i(#) and all its derivatives can be expressed in this form also, as we see by treating formula (6.30) in the same way. Corollary 1. Jn{x) and all its derivatives can be expressed in the form PJ» + QJ*'(s), where P, Q are polynomials in 1/x, and n — p is any integer, positive or negative, or zero. Corollary 2. If n is an integer, Jn(x) and all its derivatives can be expressed in the form PJ0(aO + QJo'(s), where P, Q are polynomials in 1/x. Examples XI 1. Show that (i) J,"(a) = - J0(x) - i J.'(ar), (ii) J „'"(*) = i J,(ar) + (| - l) J.'(*). 2. Show that 2 (i) Jt(x) =-Ji(a;) - J0(tf), Ju (ii) J3(X) = (| - l)^) - |J„(Z), ("0 J«(*) = (f - 3 J^» " (S - O"1^- 3. Show that (i) J,'(«) = IU*) + (J - l) Jo'(*), (ii) J,'(«) = (3 " l)j.(«) + (^-j)-1"^)-
BESSEL FUNCTIONS OF ANY REAL ORDER 95 4. Show that (i) J2(X) = JQ(x) + 2J0"(a), (ii) Jz(x) = 3^) + 4J/», (iii) Jn+2(z) = J2n + 1 - 2n{n2x~ ^}^) + 2(n + l)Jn"(tf). 5. Show that / 2 \ * /sin x \ J#> = fe j ("IT ~ cos V' ( 2 \ \ ( . cos x\ J-#>=U)'(-Sin* x and express J:>(#), J- &(x) similarly. 6. Show that (i) Jf+ifo) = __ i A ^-(^) ' £n+1 a; rfx a;" Deduce that ^ ' xn+T \x dx) Xn ' 7. Show that (i) 2JB'(a>) = Jn-t(x) - Jn+1(x), (ii) 4J/'(a?) = J„_2(x) - 2Jn(z) + J„+2(*), (iii) 8Jn'"(a>) = Jn_3(z) - SJ^x) + 3Jn+1(aj) - J,+ ,(aj)f 8. Show that (i) zJ0(*) = 2{Jx(a;) - 3J3(*) + 5J6(z) -...}, (ii) $JQ(x)dx = 2(^(^) + J3(x) + J5(a;) + ...}, (iii) JxJ02(x)cto = 2{Jx2(x) + 3J32(a) + 5J52(x) + • • •} Obtain corresponding results when J0{x) is replaced by Jn(x) on the left-hand sides. 9. Show that n Jo(a?)Ji(») ~ J«(a)J*+i(aO = 2 ^ Jr(a;)J/(aj). r = l Deduce that Joo Jn(t)Jn+1(t)dt = iJ02(tf) + Jl2M + ... + J«*(a0, a: ^i;^ = i J0*(x) + Jx2(^) + ... + JViM + WW- X
96 INTRODUCTION TO BESSEL FUNCTIONS 10. Show that [xnJn(x)dx = (2rc — l){xn-1Jn-1(x)dx — xnJn-x(x). Deduce that, if n is a positive integer, I xnJn(x)dx depends upon fj0(#)cfo. Evaluate 11. Show that if n > 0 {oo poo 0 Jo Deduce that, if n is a positive integer, J 00 Jn(x)dx = 1 0 [for n — 0, seo (4.7)] ; and also that r 00 J«(z)^ 1 -dx — -. x n Hence, if b > 0, show that f°°T tu w l f°°J»N, 1 J„(o.r)aa; = T, I v cfa Jo 6 J0 a; 1 n' 12. Show that 2w —■!,,(») = I„-i(«) - I»+i(«), 2rtt(^) = in-iW + i„+iW. 13. Show that / 2 \ I / . sinh a; I«(a;) == — cosh x , *v \irxj \ X J cosh #\ ^= (i)*(sinha;- a; 14. Show that y — ln(kx) is one solution of the equation d*y , ldy fi., , ™2 dx2 x dx (*- + J>-«- (When & = 1, this equation is called the modified Bessel equation of order n.)
BESSEL FUNCTIONS OF ANY REAL ORDER 97 15. If n is an integer, show that Jn(x) can be expressed in the form Jn(x) = J2(x)An_2 + Jx(a;)Jn_3 where ^„-2> ^„_3 are polynomials in l/x; express them as determinants of order n — 2, n — 3 respectively. § 91. Sonine's integral. Consider the integral Jn, v = f V - x*)p • *"* ^ni^dx, . (6.40) Jo where n > — 1 and a is a constant. When p = 0, we find at once, using (6.38), ^,0 = ^1^. • - • (6.41) Next, suppose that p is a positive integer. Then, by (6.38), we have and hence, after integrating by parts, j -¾ u n. 33 un+li J>-1 Applying this reduction formula repeatedly, we get T -2"P!T that is, by (6.40) and (6.41), fl(l - &)• . **ijn{«x)dx = 2PF{1 + 1}J„+P+1(«). (6.42) Jo a17 Changing the notation by putting x for a, and £ for #, we can write this result in the form Jn+„+1(*) = 2*r(T+ i)l/wM) • *n+1(1~ *')f*' (6,43) It holds good if n > — 1, f> > — 1. For, although we have so far supposed p to be a positive integer, it is easy
98 INTRODUCTION TO BESSEL FUNCTIONS to verify that this restriction is unnecessary, by expanding Jn(xt) and integrating term by term, using § 64. The conditions n > — 1, p > — l9 are necessary to ensure convergence at the lower and upper limits respectively. Putting ni = n + p + 1, we obtain another form of the last result, viz. J»(«) = 2nJr{m - n)\0J"{xt) ■tn+1(l ~ t%)m-n-ldt (6-44> where m > n > — 1. § 92. The integral on the left of (6.42) or on the right of (6.43), (6.44) will be called here Sonine's integral* It is one of several integrals with which his name is associated in the theory of Bessel functions. Sonine's integral enables us to express a Bessel function Jm{x) as an integral involving Jn(xt), of lower order, provided that m > n > — 1. § 93. Deductions from Sonine's integral. Put n = ■— J in (6.44) ; then, since J-i{xt) = (Js)*cos "*' by (6.7), we find, if m > — J, xm r1 Jm{x) = 2"»-V^(m + l)j „ °°8 ** • (1 - t')m-'dt, (6.45) which may be called HankeVs integral for Jm(x). Putting t = sin 0, we have, further, if m > — J, tc Xm f2 J«(a) - 2m.ly^m + X)J0COS (:r sin 0) cos2W 0 rfl9' (6,46) which is known f as Poisson's integral for Jm(#), or BesseVs second integral for Jw(#). * " Sonine's First Finite Integral," Watson, p. 373. | Watson, p. 24.
BESSEL FUNCTIONS OF ANY REAL ORDER 99 Examples XII 1. Show that, if n > — 1, J«+i(a) > a (i) \ xn+1Jn(czx)dx J o (ii) f V+Hl - x*)Jn(*x)dx = 2Jw+22(oc), (iii) rV+vi - x*)*jn{oix)dx = 8Jw+3b(qc). 2. By writing x*» = {1 — (1 — a2)}* = 1 - »d(l - a*) + *<78(1 - a;2)2 - . . . show that, if p is a positive integer, 2f x^+iJ0(<xx)di J 0 In a similar way, when n > — 1 find the value of the integral f xn^^+1Jn{aix)dx. J 0 3. Show that, if n > — 1, a) rv+^a^z = **±iW - 2J-^(a). Jo a a2 (ii) (V+'J,,^)^ = ^^ - ^u#) + !£-±J<£L>. J 0 a a-1 a*5 4. Show that f« a?J0(igy) rf _ si 5. Show that sin ay n sin x (i) f J0(# sin 6) sin 0 dO = Jo 71 (ii) f2 J^a sin 0) sin2 0 dB = J n sin x — x cos # o x JX 2 (iii) (2JM(xSine)sin«+iflde= (£j J^i(as).
100 INTRODUCTION TO BESSEL FUNCTIONS 6. Show that, if n > 0, Deduce that there is a number f such that J-w = s^nri? • • • (6-47) where 0 < f < x. 7. By writing (6.44) in the form m\ / 2m-nr(m — n))0 nK ' v ' v ' and using the mean value theorem for integrals, show that there is a number £ such that ^W^'W), • (0.48) where 0<£< x, m>n> — 1. 8. By putting m = ^, x = it in (6.48), show that, if — 1 < n < J, the equation Jn(%) = 0 has a root between 0 and it. Also, by putting m = — ±, x = \tt, show that if — 1 < n < — J, the equation Jn(%) = 0 has a root between 0 and \tt. 9. If p is a positive integer, and n > | + 2p, show that T M - XP+1 f °° Jn(**)(*8 ~ 1)P,7, Deduce that .00 {00 Jn(atf)*-n+2p+1cft 1 1f 2 /2\2 /2\s 1 10. Assuming the first result in the last example to hold good * when p > — l,n> ^ + 2p, deduce that, if — }2 < m < -J-, T f — 2m+1 f°° sma^ * It can be deduced from Watson, p. 417, (5), The condition p > — 1 is necessary for the convergence of the integral at the lower limit ; n > J + 2p is necessary for convergence at the upper limit, since Jn(xt) C cos (xt — A) behaves like when t is large (see § 95). Vixt)
BESSEL FUNCTIONS OF ANY REAL ORDER 101 11. Making the same assumption as in the last example, show that 00 xJ0(xy)dx cos ay i a v(*2 - «2) y § 94. LommeVs integrals. Put u = Jn(ax), v = Jn(fix) ; then, by (6.27), using dashes to denote differentiation with respect to x, we can write the equations satisfied by u and v in the forms XU" + u> + (a* _ ^xu = o, . (6.49) xt," + v' + ()82 - ^xv = 0, . (6.50) from which we find, by the method of § 11, that (j82 — a2)J#Jn((x.x)Jn(f3x)dx = x{aJ nr (cae)J n(fix) — pJn'(f}x)Jn(a.x)}. (6.51) Again, multiplying (6.49) throughout by 2xu', we have d 2xu'-rr(xu') 4- 2(ol2x2 — n2)uur = 0, ax d or -t-{x2u'2 + (&2x2 — n2)u2} = 2ol2xu2. Integrating, we get x2un -f- (a2#2 — n2)u2 = 2a.2$xu2dxi and hence l#Jn2(oc#)<&r = — x2Jn'2(a.x) -f [x2 ^\Jn2(o(.x) -, (6.52) which may also be written, with the aid of (6.30), (6.31), f x2 \X3 n2(0LX)dx = -rt{Jn2(aa:) — Jn-l(aaOJn+l(atf)}. (6.53) In particular, when we integrate between the limits 0 and 1, we find from (6.51) and (6.53), provided n > — 1 to ensure convergence at the lower limit,
102 INTRODUCTION TO BESSEL FUNCTIONS (/?2 — a2) I xJ n(a.x)J n(fix)di J o \ x iff \ i tit \| i = «Jn'(a)J„(j3) - ySJ»'0S)Jn(a), (6.54) 1 aJn2(aa:)6Za; == |{Jn2(a) — Jn-i(a)Jn+i(a)}. (6.55) o Examples XIII 1. If a, 0, (jS2 * a2), are two roots of the equation Jn(x) — 0, show that, if n > — 1, {xJn(cLx)Jn(f$x)dx — 0. o Show also that the same result holds good if a, /?, (j32 * a2), are two roots of the equation xJn'(x) + HJn(z) = 0, where H is a constant. 2. Show that (6.54) can be written in the form (jS2- <X.*)^xJn(KX)Jn(Px)dx= ^$n-MJn+AP) - Jn+l(*)Jn-l(P)}. 3. Derive (6.52) from (6.51) by differentiating partially with respect to /?, and then putting j3 = a. 4. Write down the differential equations satisfied by Jm(x), Jn(x), and show that, if m + n > Q> 0 5. Show that (m« - n')fJ-(i8y"(a!)«fa = a{Jm'(a)Jn(a) - J.(a)J.'(«». J£C2 aJn'Mda = ^{J«2(a:) - J„-i(a:)Jn+i(«)}- (ii) J x*»+*Jn(x)Jn+1(x)dx = hx*»+*Jn+1*(x). Jx2n+2 x*»^Jn*(x)dx = ^--^{Jn^x) + J„+1»(*)}. ^2n+1J«-l(^)Jn+l(^)^ = 4n _L 2^-1^^^1^) + J«MJ« + >(»)}• 6. If n > — 1, show that CxIn*(Kx)dx = £{In2(a) + I.-i(a)I.+ 1(a». J 0 7. Show that (cf. Exs. XI, 8) i*2{J02(x) + Ji2(*» = Ji20*0 + 3J32(a^) + 5J52(z) + • • •
BESSEL FUNCTIONS OF ANY REAL ORDER 103 Show also that lx*{Jn\x) - Jfl^1{x)Jn+1{x)} - (n + l)Jn+12(x) + (n + 3)Jn+32(*) + (n + 5)Jn+52(a;) + . . . Deduce that -r = j!>(aj) + 3J32(a) + 5Js2(a) + IJr^x) + . . . ^r 2 * * * 55-^ = J^a) - 3J32(a) + 5J52(a) - 7J72(.r) + . . . 7JT "5" 2 2 2 § 95. Large values of x. If we make the substitution u = y^Jx . . . (6.56) (cf. § 12) in Bessel's equation (6.24), we find that the equation satisfied by u is £--(1-^1--- • <6-5" 2 Now, when x is large enough, the term (n2 — 1)/%2 is as small as we please compared with 1, and then we have approximately d2u dx2 = — u. of which the general solution can be written u = C cos (#—A), and we infer that every solution of Bessel's equation of order n can be written in the form y == -^{cos (x-\) + r{x)}9 . . (6.58) where C, A are constants, and r(x) -> 0 when x -> + °°- We deduce that I. If x > 0, y <\/x is bounded. II. If y = f(x) is any solution of Bessel's equation, the equation f(x) = 0 has an infinite number of real roots, and consecutive large roots differ by tt approximately. We shall now examine the roots of the particular equation Jn(x) = 0 more closely.
104 INTRODUCTION TO BESSEL FUNCTIONS § 96. Roots of the equation Jn(x) = 0, when n is real. If a is a root of the equation Jn(x) = 0, it is plain from the series for Jn(x) that — a is also a root. It will therefore suffice to confine our attention to positive roots. I. If k > 1, the equation Jn(kx) = 0 has at least one root between a and a -\- tt, when a is sufficiently large. Proof. Put u = u(x) — \/(kx)Jn(kx) ; then, replacing x by kx in (6.57), we find £ = - (*'- *^)». ■ • (C-59) Also, put v = sin (x — a) ; then g = -*>. . . . (6.60) Multiplying the first of these equations by v and the second by u and subtracting, we get d ( dv du\ /72 n2 — l\ t uj ih- = ' fc2 -— 1 z-^ )uv. dx\ dx dxl \ x2 I Now integrate between the limits x = a, x = a + tt. Then, at the lower limit, v = 0, dv/dx = 1 ; at the upper limit v == 0, dv/dx = — 1 ; hence 'a+n' n2 — Is ra-rn / — u(a + tt) — u(a) = I (¾2 — 1 — x2 uvdx. In the integrand on the right, u is continuous throughout the range of integration if a > 0; v is positive ; and the rest of the integrand is positive if a is large enough. Consequently, by the mean value theorem for integrals, we have, for sufficiently large values of a, [a+n / ™2 1\ _ u{a + 7T)- U{a) = «(|)J ^ (¾2 - 1 ^j-lj vdx, where a < £ < a + tt. Since the integral on the right is now necessarily positive, it follows that u(a), u(£), u(a + tt) cannot all be of the same sign, and hence that the equation u(x) = 0 has at least
BESSEL FUNCTIONS OP ANY REAL ORDER 105 one root between a and a -\- tt. The theorem to be proved follows at once. Corollary. The equation Jn(x) — 0 has at least one root between a and a + kn, where k is any number greater than 1, and a is any sufficiently large number. II. The equation Jn(x) = 0 has an infinite number of real roots, all simple. Proof. From I, Cor., it follows that, if k > 1, the equation 3n(x) = 0 has at least one root between every consecutive pair of terms of the sequence a, a + fen, a + 2ibr, a + 3Jbr, . . . provided a is sufficiently large. The equation Jn(x) = 0 has therefore an infinite number of positive real roots. That all these roots are simple follows from the differential equation, as in § 14. (See also Exs. XIV, 3.) III. If n > — 1, the equation Jn(x) = 0 has no purely imaginary root. Proof. This follows from the series for Jn{x), by the same kind of reasoning as in § 15, II. IV. If n > — 1, the equation 5n{x) = 0 has no complex roots. Proof. This follows from Exs. XIII, 1, by the same kind of reasoning as in § 15, III. Corollary. From II, III, IV it follows that, if »> —1, the equation Jn(x) = 0 has an infinite number of simple real roots and no others, except possibly x = 0. V. If n is any real number, the equation Jn(x) = 0 has no root in common with either of the equations Jn-i(#) = 0> Jn+i(x) = 0 (except possibly x = 0). Proof. From the recurrence formulae (6.30), (6.31), it would follow that a common root of Jn(x) — 0 and either of the equations Jn_x(^) = 0, Jn+1(x) = 0, would be also a root of Jn'(x) = 0, which is impossible, since all the roots of Jn(x) = 0 are simple (except possibly x = 0). (See also Exs. XIV, 3.)
106 INTRODUCTION TO BESSEL FUNCTIONS VI. If n is any real number, the equation J„+i(#) = 0 has at least one root between every pair of positive roots of Jn{x) = 0. Proof. Since Jn(x)/xn and its derivative are continuous, it follows from the recurrence formula dx Jn(»)l Jn+lfc) by Rolle's theorem, that the equation 3n¥1(x) = 0 has at least one root between every pair of roots of Jn(x) = 0. VII. If n is any real number, the equation Jn-^x) = 0 has at least one root between every pair of positive roots of Jn(x) = 0. Proof. This follows in the same kind of way from the recurrence formula ^{xnJn(x)} = aPJ^x) and Rolle's theorem. VIII. If n is any real number, the positive roots of Jn(x) = 0, Jw + x(x) = 0, interlace. Proof. Prom VI, the equation Jn + x(x) = 0 has at least one root between every adjacent pair of positive roots of Jn(x) = 0 ; and from VII, Jn(x) = 0 has at least one root between every adjacent pair of positive roots of Jn + ±(x) = 0. It follows that between every adjacent pair of positive roots of either equation there lies one and only one root of the other, i.e. the roots of the two equations interlace. IX. If n is any real number, the equation xJnf(x) + JLJn(x) = 0, . . (6.61) where H is a real constant, has an infinite number of real roots. This follows by the same kind of proof as in § 15, VII. Note.—Equation (6.61) includes as particular cases Jn'(x) = 0, (H = 0); J«-i(a) = 0, (H = »); Jn+iO*0 = 0« (H = — n).
BESSEL FUNCTIONS OP ANY REAL ORDER 107 Examples XIV 1. If a is a root of Jn(x) = 0, show that (i) Jn'(a) = Jn_i(a) = — JB+1(a). /,-,-\ Jn+2(^) _ %Jn+iM __ _ 2Jn-i(*) _ _ Jn-2(a) in) ; z~ — — — 1 • n+1 a a n — 1 2. If a is a root of Jn'(#) = 0, show that = J„_i(a) = J„+i(a). a 3. If a is a positive root of Jn(x) = 0, (n > — 1), show that J o Deduce that the equation Jn(x) — 0 has no root in common with any of the equations Jn'(x) = 0, J„+i(#) = 0, J„_i(#) = 0, xJn'(x) + HJn(sc) = 0, except possibly a; = 0. 4. If a is a positive root of Jn'(x) = 0, (r* > — 1), show that j" ^^(0^)^=°6 2~,W Jn'(«) = - iJJoOOY'ta). Deduce that, if a is the least positive root of J„'(#) = 0, and jS the least positive root of Jn{x) — 0, then j3 > a > n. Deduce also that the maximum values of Jn(x) are all positive, and that the minimum values are all negative. 5. If a is a positive root of Jn{x) = 0, (n > — 1), show that f xJn2(ax)dx — — JaJn'(a)Jn"(a). J 0 Deduce that J„'(a), J„"(a) are of opposite sign, and interpret this on the graph of Jn(x). 6. Show that the graphs of Jn+1(x), Jn-i(x) intersect at a point below each maximum point, and at a point above each minimum point on the graph of Jn(x). 7. Show from (6.48) that the smallest positive root of the equation Jn(x) = 0 increases as n increases, if n > — 1. 8. If a is a root of Jn(x) = 0, deduce from the result in Exs. XIII, 4, by differentiating partially with regard to m, and then putting m = n, that L ~bn Jx=a aJn'(a)J0 x
108 INTRODUCTION TO BESSEL FUNCTIONS Hence show, by differentiating the equation Jn(a) = 0, that da. 2n c*Jn2(x) clol _ 'in Caon*[x) dn aJn+12(a)J0 x I Deduce that, if n > 0, the positive roots of Jn(x) = 0 increase as n increases. 9. If Jn(a) = 0, (n > 0), show that JxJn-x2(ax)dx = I xJn2(oix)dx = \ xJn+l2(ccx)dx. 0 ^0 Jo 10. If y = f(x) is any solution of Bessel's equation of order n, show that the equation f(x) = 0 has one root between every consecutive pair of positive roots of the equation J„(#) = 0. [See Exs. I, 7.] § 97. Fourier-Bessel expansion of order n. Let a1? a2, a3 . . . denote the positive roots of the equation Jn(x) = 0, (n > — 1), arranged in ascending order of magnitude. Then it follows from (6.54) that, if r 4= s, xJ n(xoLr)J n(xoLs)dx = 0, . (6.62) o and from Exs. XIV, 3, that xJn2(xoLs)dx = |Jn+i2(as) . . (6.63) o It can be proved (see § 99) that, if n > — J, a function f(x) which is arbitrarily defined in the interval 0 < x < 1, subject to certain conditions of integrability, can be expanded in an infinite series of the form f(x) = A1Jn(a:a1) + A.2Jn(aa2) + A3Jn(^a3) + . . . (6.64) The coefficients As can be formally determined by multiplying throughout by xJn(xa.s)dx and integrating between the limits 0 and 1. For, we then have I xf(x)Jn(xa.s)dx = JaJ xJn(xar)Jn(xa.s)dx. Jo rsml Jo By (6.62) every term on the right vanishes except the one in which r — s, and hence, by (6.63), xf(x)Jn(xcLs)dx = iAsJn+12(as), J o f
BESSEL FUNCTIONS OF ANY REAL ORDER 109 from which 2 f1 ^8= t 17—\ xf(x)Jn(xaL8)dx. . (6.65) Jn+i (as)J0 The expansion (6.64) is called the Fourier-Bessel expansion oif(x) of order n. § 98. Dini expansion of order n. An expansion similar to the Fourier-Bessel expansion, but based upon the roots of the equation x~n{xJn'{x) + HJn(a:)} = 0, . . (6.66) is called the Dini expansion off(x) of order n. Three cases may be distinguished, depending upon the values of the constant H :— I. If H >— n, the Dini expansion has exactly the same form as the Fourier-Bessel expansion, viz. f(x) = A1Jn(^a1) + A2Jn(#a2) + A3Jn(aa3) + . . . where oc^, 0^25 ^3? • • • are the positive roots of (6.66). By the same method as before, the determination of the constants As depends upon the integrals i l xJn(xoir)Jn(xoLs)dx = 0, (r 4= s), 0 (see Exs. XIII, 1), and xJn2(xa.s)dx = i{Jn2(as) —Jn-i(as)Jn+1(as)}, J 0 which follows from (6.55). Hence we find 2| xf(x)Jn(xoLs)dx Jw2(as) — Jn-i(as)Jn+i(as)' II. If H =— n, equation (6.66) becomes x~n{xjn'(x) — nJn(x)} = 0, that is, %~n+1Jn+i(x) = 0>
110 INTRODUCTION TO BESSEL FUNCTIONS which has a double root x — 0, and in this case the Dini expansion has an initial term of the form A0xn, so that now f(x) = A0Xn + A±J ^^) + A2Jn(X0L2) + ..., which may be regarded as an expansion based upon the positive roots (including zero) 0, a1? a2, a3, . . . of the equation Jn+1(x) — 0. The constant A0 may be found by multiplying throughout by xn+1dx and integrating from 0 to 1 ; thus, i w^=A°\r+id*=2(^ftj' which gives A0, the remaining terms on the right vanishing in virtue of i V+1J„(a;as)da; = J"+l(oCs) = 0, (a, #= 0). 0 as The constants As(s 4= 0) are now given by 1 1 xf{x)Jn(xc(.&)dx = lAsJn2(as). 0 III. If H < — n, equation (6.66) has two purely imaginary roots, ± ia0, and the Dini expansion begins with a term depending on them ; * it is of the form f(x) = A0ln{xoL0) + AJnixxJ + A2Jn(aa2) + . . . The coefficients As (5 4= 0) are found as in I, and A0 is found by multiplying throughout by xln(xoi0)dx and integrating from 0 to 1. [See Exs. XV, 8.] § 99. Validity of the expansions. We shall not attempt here to establish the validity of the Fourier- Bessel and Dini expansions, but refer the reader to Watson, " Theory of Bessel Functions," Chap. XVIII, where the expansions are proved to be valid in the open interval 0 < x < 1 when n > — J, provided that f(x) has bounded variation in every closed interval contained in the open interval 0 < x < 1, and that the integral f | f(t) \ ^/1 dt 0 exist?. It must be pointed out that these are not necessary conditions * Watson, p. 597.
BESSEL FUNCTIONS OF ANY REAL ORDER 111 for the expansions to be valid : they are sufficient conditions on which a proof of the validity of the expansions can be based. We may add that, if f(x) is continuous, the Dini expansion converges uniformly to f(x) in any interval 0 < a < x < 1. The Fourier-Bessel expansion converges uniformly in any such interval if and only if the condition/(1) = 0 is satisfied, this condition being plainly necessary because the Fourier-Bessel series at x = 1 is 0 + 0 + 0 + . . . .; if this condition is not satisfied, the interval of uniform convergence does not extend to the end point x = 1. For the end point x = 0, see Watson, § 18.55. § 100. Example. One function that can be represented by a Fourier - Bessel or Dini expansion is xn(l — x2)v, (n > — J, p > — 1). For, by § 97 and (6.42), we find the Fourier-Bessel expansion r(p+l) 4 a*-*Jn+1»(a) ' where the summation extends over the positive roots of Jn(x) = 0. Again, by § 98, II, and (6.42), we find the Dini expansion an(l-s2)P= r(n + 2)x" 0ff1 ~ Jw+P+1(a)J«(aaQ r(p +1) r(n + p + 2) ^ " 4 a^Jn2(a) ' where the summation extends over the positive roots of Examples XV 1. Obtain the following (Fourier-Bessel) expansions, in which the summations extend over the positive roots of Jn(x) = 0. i x« = 2 > nK ' ~ aJn+1(oc) (ii) z«(l - *■) = 8(n + 1)X J7/?!- (hi) a«(i - »■)■ = i6TJw\'ttt)J;/(flf). ~ asJw+12(a) (iv) a"+2* = T ^1^ where ^- Jn+i2(a) 2 /2\2 /2\3 A = aJw+l(a) ~~ PW) J"+2(a) +p(p ~ l\~) J«+s(a) - • • • and p is a positive integer [see Exs. XII, 2].
112 INTRODUCTION TO BESSEL FUNCTIONS WW^,(^(a,_^iW. Off 2. Show that, if p > ■— 1, (1 - a*)v = l + 2*+*r(v + i)YJ^l{a)Jo{ax) U } p + 1 + (P+1,i a*+ij0t(a) where the summation extends over tho positive roots of J^x) = 0. 3. Show that, if n > — |, -(1 - ^ = (n+1;:+3) -32(w+2) 2 ss?) whore tho summation extends over the positive roots of the equation J«+i(«) = 0. 4. Show that, if — 1 < x < 1, 00 V(l - x2) = " (1) ./n-^ = ff 2 Jl(fi7r) sin S7TX; 8 = 1 00 (ii) W(l -x>) = ff 2 Jl(r7r) Sin r7rX' where r = s — J; ... x (3x ^ Ji(a) sin oca;) (1U) V(l - *2) " "\T + ^ sin* a J where the summation extends over the positive roots of the equation x = tan x. 5. Show that, if — 1 < x < 1, 1 5. (i) V(l -a2) = "" ^- J°(r7r) C°S ^ s = 1 where r = s — \; 1 °° (") V(1 __ ^) = i + w 2 Jo(57r) C0S S7r*' » = 1 G. If <? > 0, — 1 < # < 1, and J0(a) = 0, show that JQ(CC)J0(0LX) Deduce that 1 _ 9 ^ sin a J0(a#) 1 - x2) ~ Z* ~~^~ J?(a)' V( a
BESSEL FUNCTIONS OF ANY REAL ORDER 113 Multiply throughout by xdx, and by integration deduce that 1 — \/(l — x2) _ 9^r sin a Jx(ax) x ~ 2L a2 ^1( a) * ex 7. Deduce the Fourier sine and cosine series as particular cases of the Fourier-Bessel expansion. 8. Assuming the validity of the Dini expansion in III, § 98, show that the coefficient A0 is given by 21 xf(x)In(xa0)dx A — J0 In2(a0) + In-xCaoJIn+^ao) § 101. The Fourier-Bessel double integral. The following argument * shows the plausibility of expressing an arbitrary function in the form of a double integral analogous to the Fourier double integral. Let a function f(x) be defined from x = 0 to x = h, by f(x) = <f>(x), 0 < x < a, . . (i) f(x) — 0, a < x < h. . . (ii) Then by Exs. II, 5, we have /m=Ip^>j.(¥)j.(?H where the summation extends over the positive roots of the equation J0(x) = 0, and 0 < x < h. It follows from (ii) that, if 0 < x < a <h, #»=zpjy>>j.(¥) *®* Now every term of this series tends to zero when h -> oo. Consequently, when A is large, a finite number of terms at the beginning of the series can be neglected. Hence, if for ol8 in the 5th term we make the substitution (5.37) as = (s — £)77-, the error that we make by this substitution in the first few terms of the series will vanish when h -> oo. * Cf. Riemann-Weber, I, p. 199 (6th edn.).
114 INTRODUCTION TO BESSEL FUNCTIONS Again, by (5.36), with this substitution, Ji2(as) = sin2 (a, — ~) = 7T0LS \ 4/ 7T0LS and hence 00 ^w=i9J>wjo(x)j»(t)^ Now put 2/s = J, oy = y,+1 -ys = ~, oo -a then </>(a) == 2 2/*82/ </>(t)Jo(^ys)Mtys)tdt, 8=1 J° and we infer that, in the limit when h ->■ oo, Ioo pa J0(xy)ydy <j>{t)J<>{yt)tdt. . (6.68) o Jo If the function </>(#) is suitable (see Note below), we can put a = oo, and we then have a function, defined from 0 to oo, expressed as a double integral, thus TOO TOO #r)= 30{xy)ydy\ <f>(t)J0(yt)tdt . (6.69) Jo Jo This formula and the more general formula Ioo poo 3n{xy)ydy\ <j>(t)Jn(yt)tdt . (6.70) o Jo can be proved rigorously under certain conditions. Note.—Sufficient conditions on which a proof of the validity of (6.70), when x > 0, can be based are : n > J, 4>(t) has bounded varia- Ioo I ¢{^) I V* dt o exists. [See Watson, § 14.4.] Examples XVI 1. Verify (6.70) when (i) +(t) = j ; (ii) <j>(t) = t«e-"<\ [Use Exs. XI, 11 ; Exs. X, 7.]
BESSEL FUNCTIONS OF ANY REAL ORDER 115 2. Show from (6.70) that if {00 <f>(x)Jn(xy)xdx = 4>(y), 0 {00 ip(x)Jn(xy)xdx = <f>(y). o (i) By putting n = 0, j>{x) = e~amfx9 verify that, if a > 0, 6 > 0, I J 0 00 xJ0(bx) e~ab dx — Via2 + x2) b ' [See (4.5) and Exs. VII, 3.] (ii) By putting n = 0, <j>(x) = smax9 verify that x xJ0(xy) sin ay dr = 0 V(«2 - *2) 2/ ' [See (4.21) and Exs. XII, 4.] (iii) By putting n — 0, <f>(x) = , verify that x i 00 xJ0(xy)dx cos ay V(*2 - «2) y ' [See (4.19) and Exs. XII, 11.] § 102. General solution of BesseVs equation. We have seen (§ 87) that y = Jn(x) is a solution of Bessel's differential equation, d2y 1 dy dx2 +^2+0-^-^-- • <6-71» Since this equation remains unaltered when n is replaced by — n, a second solution is y = J_n(#), and if n is not an integer the general solution can be written y = A3n{x) + BJ_n(z). . . (6.72) But, if n is an integer, J_n(#) = ( — )nJn(x), and (6.72) is no longer the general solution. In this case, by the same method as in § 4, the general solution can be written in the form y = AJn(z) + BJn(x)\^^y . . (6.73) If we substitute for Jn(x) its series in the last integral, and expand the integrand in ascending powers of x, the
116 INTRODUCTION TO BESSEL FUNCTIONS integral takes the form \(J&i + . • •+^ + ^ + ^+ b** + b*fi + ...)dx = ~~ 2^ ~~ * • • ~ 2^ + a» iog * + b0 + b-f + b-f + . . . where b0 is a constant of integration. When this expression is multiplied by Jn(x) and the product substituted in the second term of (6.73), we obtain a second solution of the form Jn(x)(a0 log x + b0) + — (c0 + ctx2 -f c2x* + . . .) Here o? o? i> 2? • . • are definite constants ; the constant b0, however, is arbitrary, and its value can be chosen so as to give the most convenient form to the second solution. The form which is now generally accepted as the standard one is known as Weber's, and is denoted by Yn(x). In terms of Jn(x) and Yn(#), the general solution takes the form y = AJn(a) + BYn(a). • . (6.74) There is no need here to determine the actual values of the coefficients in the expansion of Yn(x). It is sufficient to remember that any second solution of the equation, when n is an integer, behaves like l/xn when x is small, and involves log x. § 103. If we replace x by kx in (6.71), we obtain the equation 3+=2+(- -£»-•• • <"5> of which the general solution may be written y = AJn(kx) + BYn(kx), . . (6.76) or y = AJn(kx) + BJ_n(kx), . . (6.77) according as n is an integer or not.
BESSEL FUNCTIONS OF ANY REAL ORDER 117 § 104. Transformations of BesseVs equation. A number of transformations of Bessel's equation, together with their solutions, can be obtained by finding the equation satisfied by y = x«Jn(pxr) . . . (6.78) where a, j8, y are constants. If we put v = L £ = fr?> • • • (6-79) (6.78) gives rj = Jn{£), and hence t>% + (% + «• - »■), = 0, which may be written Now £ by (6.79), and hence >d_/td7i\ _l±(rd7A *d£Vd£)~y* dx\ dx)' Again, from (6.79) we find di) _ y' <xy dx cc"_1 xa' and further, r d /. dv\ _ y" (2« - W ■ «V dx\ dxj x*~* «"-i "^ a;"' Hence the equation satisfied by ?/ is 1 / 2/" (2a - 1)2/' , oA/ ^-+3) + (^-^=0, y2 Va*-2 of" or d2y 2 a — 1 dy , ^02 2/vt2v_2 , a2 — w2y2> cZ#2 a: dx + (pyx*?-* + a Jly)y = 0. (6.80)
118 INTRODUCTION TO BESSEL FUNCTIONS The general solution of this equation is y = x*{A3n{fr?) + BYB(j8a?)}, . . (6.81) or y = x«{AJn(Pxv) + BJ.n(]3^)}, . (6.82) by §103, according as n is an integer or not. § 105. Particular cases of equations whose solutions can at once be written down in terms of Bessel functions are obtained by giving particular values to the constants a, /3, y, n. For example, (i) a = 0, y = 1, gives dx* ^xdx^\p xVy ' (ii) a = \ gives (iii) a = \, /3=1, y = 1, gives d2y ( n2 — iN da:2 + (i-^r-; ,. . ! „ 2¾ m + 2 1 (1V) a = *> ^ = ^+2« y = -^r> n = ^+2> ^lves (v) a. = n, ]8 = 1, y = 1, gives d2w 2¾ — 1 dy , — + 2/ = 0 ; Cvu!/ X CLX (vi) a = — n, jS = 1, y = 1, gives cZ2v , 2n 4- 1 dy Examples XVII 1. Show that the general solution of the equation 4^+9^ = 0 can be written y = V*{AJ_i(a;f) + BJi(a#)}. Also solve the equation in series.
BESSEL FUNCTIONS OF ANY REAL ORDER 119 2. Show that the general solution of the equation ^ + 4^=0 is y = V^{AJ_i(x2) + BJi(x2)}. Also solve the equation in series. 3. If y satisfies the equation d2y dx2 u and if dy/dx = a when x = 0, show that y can be written in either of the forms / x6 x12 \ y = ^ + B(i-0+gaflallal2-..-j, y = ax + C V^^Lj (%) > where B, or C, is an arbitrary constant. 4. Show that Riccati's equation y + by2 = cxm dx ^ u is transformed into ^-r — bcxmu — 0 dx2 by the substitution by = --=-. u ax Hence show how the solution of Riccati's equation can be expressed in terms of Bessel functions. 5. Use the last example to show that the general solution of the equation -1 = x2 + y2 dx ' ^ can be written AJ_g(jx2) + Jf(^2) y~Xm J^dx2) - AJidx2) where A is an arbitrary constant. From this solution, or by solving the equation in series, verify that, if y = a when x — 0, y = a + a2x + o,zx2 -f (a4 + i)#3 + • • • If y — 0 when x — 0, show that x3 x1 2xxl y = 3" + 63 + 2079 + ' ' '
120 INTRODUCTION TO BESSEL FUNCTIONS § 106. Contour integral for Jn(x). It follows from the definition of Jn{x) in § 83 that, when n is an integer, Jn(x) is the residue of the function e2\ t) tn+l .... (6.83) at t = 0, and hence that Jn(x) can be expressed as a contour integral in the form jm=M/H)&- • (6-84) where C denotes any simple contour surrounding the origin. Moreover, by a simple modification, Jn(x) can be expressed as a contour integral which can be regarded as defining Jn(x) for all values of n, real or complex.* It is, however, beyond the scope of this book to pursue the study of Bessel functions further from this point of view. § 107. HankeVs contour integral. From (6.45) it follows that J-<*> = w^k+T)Leixt{1 - ****• (6-85) We can verify that this expression satisfies Bessel's differential equation ; for if we put y = xn\ eixt(l — t2)n~Ut, we find by differentiation ^2¾ + 4^ + (a2 - n2)y dx2 dx v w = — ixn+1 i {ixeixt(\ — t2)n+* — (2n + l)teixl(l — t2)n~l}dt = - ixn+1[X ^xt(l - t2)n+*}dt = — fa«n+ip««(l — t2)n+* = 0, if n > — |. * Whittaker and Watson : " Modern Analysis," § 17.2.
BESSEL FUNCTIONS OF ANY REAL ORDER 121 § 108. More generally, if we put y = xn\ eixt(l — t2)n~Wt, J a we find that ,2d2y . Jy X' dx' + x-y- + (x2 — n2)y = — ixn+1\eixt{\ — t2)n+i a and hence, if x > 0, that y is a solution of BesseFs equation of order n if the integral is taken along any contour from either of the points t = ± 1 to an infinitely distant point in the upper half of the £-plane (cf. § 69). Accordingly, we can define further solutions (Hankel functions) when n > — \, x > 0, by the formulae - H""^) = 2-V.i> + «1. e"'(1 - ^- - H"M<*> = 2-V^(» + nil,/"" " '"'""* These functions of order w correspond to H0(1)(#), TL0(2)(x) in the theory of Bessel functions of zero order (§ 73). From them we can, for example, develop the asymptotic expansions of order n.
CHAPTER VII ^---—■ / ^*"^ 1 f / ^r 1 f 1 ^ 1 f I s I f y 1 x I*/ I/ 1 f / If lf/ \t ii/ It If/ ■ L'/ Q \ xM p\ /\ jC *Xv. \ /\ s ^*v \ \ \ \ \ \ \ X \ \ * \ \ \ * \\ \\ \\ \\ V x 1 c Fig. 18. S A APPLICATIONS § 109. Kepler's problem. In the ideal problem of planetary motion a planet P moves in an ellipse under the gravitational attraction of a sun S situated in one of the foci, the area swept out by the radius vector SP during any interval of time being proportional to that interval (Fig. 18). Let A'A be the major axis of the ellipse, and let a line drawn through P perpendicular to A'A meet the circle described on A'A as diameter in the point Q. Draw CP, CQ, SQ. In the usual notation of the ellipse, let 2a be the length of the major axis A'A, 26 that of the minor axis, and e the eccentricity. Further, let a point M describe the circle AQA' at such a constant speed that it coincides with P at A and A'. Let the time t be measured from an instant when P is passing through perihelion at A, and let r = SP, 0 = angle ASP, <j) = angle ACQ, i/» = angle ACM, all measured at time t. In the terminology of astronomy, 9 is called the true anomaly, <f> the eccentric anomaly, and ip, which is proportional to t, the mean anomaly. Kepler's problem was to express such variables as r, 6, $ explicitly in terms of the time t, or, what comes to the same thing, in terms of the mean anomaly ifs. 122
APPLICATIONS 123 § 110. BesseVs solution. Consider, for example, the expression of </> in terms of i/j. Since i/j and the area ASP are both proportional to t, we have, if T is the period in which the complete ellipse is described, t _ ip __ area ASP _ area ASQ T ~~ 2^ ~ Mb — ^2 * Now area ASQ = sector ACQ — ASCQ = \a2<j> — \ae . a sin </>, and hence ifj = <f> — e sin </>. . . (7.1) The problem is now to solve this equation for </>, so as to express <j> explicitly in terms of i/j. It is evident that </> — ip is an odd periodic function of (p, with period 27r, and may therefore be expanded in a Fourier sine-series. Consequently, we put cj> _ tfj = Bx sin ifj + B2 sin 2i/j + B3 sin 3^ + . . . (7.2) The coefficients Bn are now given, in accordance with the usual rule, by 77 Cn 2Bn = 1 {</> — $) sin nipdifj L At Jo Jo rb In the first term on the right, </> — i/j vanishes at both limits, and in the second term the integral of cos rnfjdip between the limits 0 and 7r, is zero ; consequently 2 f* Bn = — J cos nip dcp TTTIJq 2 f» = — I cos (n<f> — ne sin <f))d(f), 7rnj0 by (7.1), and hence, by (6.21), 2 Bw = -J«(»e). . . . (7.3)
124 INTRODUCTION TO BESSEL FUNCTIONS Putting n = 1, 2, 3, . . . and substituting the values of B1? B2, B3, . . . in (7.2), we obtain sin 2ifj / / . of t / xsin 0 sin ' ¢ = ^ + 2^(6)-^ + J2(2e)—^ + J3(3e)8i^ + . . .} (7.4) which is the expression required.* Next, it is evident that r is an even periodic function of ifj, with period 2tt, so that r can be developed into a Fourier cosine-series of the form r = ^A0 + Ax cos ifj + A2 cos 20 + A3 cos 3^ + . . . . We leave it to the reader to show that r = a(l — e cos </>), and to deduce that r- = 1 + *■ - 2e{j/(e)2£ii + J2'(2e)^ + . . j (7>5) Again, 0 — ip is evidently an odd function of ifj, with period 27T, so that there is an expansion of the form g _ tfj = Cx sin ip + C2 sin 2ifj + C3 sin Sip + . . . For the determination of the coefficients in this case, see Watson, " Bessel Functions," p. 554. Ex. Show that 1 1 — e cos <j> Deduce that 1 = 1 + 2{Jx(e) cos 0 + J2(2e) cos 20 + J3(3e) cos 3«/» + . . .} = 1 + 2{Jx»(6) + J22(2e) + J32(3e) + ...}. § 111. Critical length of a vertical rod. When a thin uniform elastic rod has its lower end clamped vertically, the vertical position of equilibrium is stable if 00 * Series of the type /.A8Jw+8{(w + s)x}, where As is independent of x, s = 0 are called Kapteyn series (Watson, Ch. XVII).
APPLICATIONS 125 the length of the rod is less than a certain critical length. But for a rod of this critical length, the vertical position is one of neutral equilibrium only, so that, if the upper end is slightly displaced and held fast until the rod is at rest, it will remain in the displaced position when released.* This will appear in what follows. § 112. Let I be the length of the rod, a the radius of its cross-section, w the weight per unit length. Put I=|7ra4, and let E be Young's modulus for the material of which the rod is made. ~~*t i ^ Suppose the rod to be in equilibrium in a position deviating slightly from the vertical (Fig. 19). Take the origin 0 at the upper end of the rod in the vertical position, the #-axis vertically downwards, and the 2/-axis in the plane of the rod. Let P be a point (x, y) on the rod, and Q a point (£, 77) above P. Consider the equilibrium of the part of the rod above P. The moment about P of the weight of an element wd£ at Q is wd£(rj — y), and by integration we obtain the moment about P of the weight of the part of the rod above P. Again, by the usual theory of elastic rods, the moment of the elastic forces about P is EI d2y/dx2. Hence, since the part above P is in equilibrium, Fig. 19. EI d2y dx2 = W(7] Jo y)d£. By differentiation with respect to x, we get w-^-dt; J Q CLX mdi = [w{r} ~y)]^ * dy = 0 — w-r-x, dx * Greenhill: Proc. Camb. Phil Soc, IV, 1881.
126 INTRODUCTION TO BESSEL FUNCTIONS that is, EI;ri + wxlf — °- • • • (7-6) Put k2 = wfEl; then Comparing this equation with (iv), § 105, we deduce that i=v^m+BJi(^)}, . „8) which can also be written, by expanding the Bessel functions, £-0-178 + ---)+^-5^ + --)- <7-9' where A, B or a, b are arbitrary constants. Two conditions that must be satisfied by the particular solution required are : (i) d2y/dx2 = 0 at x = 0, since there is no bending moment at the upper end ; (ii) dy/dx = 0 at x — Z. Condition (i) gives 6 = 0. Condition (ii) can only be satisfied by a = 0, unless I satisfies the equation h2 73 JU76 £679 - 2.3^2.3.5.6 2.3.5. 6. 8. 9^" " K } that is, the equation J-*<cr) = 0- ■ • ■ (7-n) Now * the least root of the equation J-^{x) = 0 is x = 1-8663. Hence the rod cannot bend from the vertical until the length I is given by , 3 9kT* ~ = 1-8663, and hence Z3 = 7-84EI/W. . . . (7.12) * Gray and Mathews : " Bessel Functions," p. 317.
APPLICATIONS 127 This gives the critical height of the rod. For example, for a steel rod of diameter 0-1 inch, density 0-28 lb. per cu. in., E = 13,000 tons per sq. in., we find I = 80 in., approximately. § 113. From a practical point of view, it is perhaps easier to solve equation (7.7) in series, and to solve (7.10) by trial. The solution is given here as an example on Bessel functions of fractional order. Ex. In the problem of the small vibrations of a flexible string of length I with its ends fixed, the displacement y satisfies the differential equation Vy _ T a»y where T is the tension and p the line density. Show that the normal modes of vibration are given by y = X cos (cot — e), where X is a function of x which satisfies the equation and vanishes at x = 0 and x = I. Hence, if P = Po M + y J = Po£, show that g + ^X = 0, (*«=*gf), and deduce that the periods 2ir/a> of the normal modes are given by V&2T where fi is a root of the equation Ji(/x)J_j(A^) =- J_j(At)Jj(A/x), and A - V(l + k)\ § 114. Circular membrane with the circumference fixed. Normal modes of vibration. We return to the problem of the vibrations of a circular membrane with the circumference fixed, no longer assuming
128 INTRODUCTION TO BESSEL FUNCTIONS that the vibrations are independent of 6. With the same notation as in § 25, the differential equation to be satisfied is ^-^+1^.1¾ /713) To find the normal modes of vibration, we try a solution of the form z = R® cos (cot — e), where R, 0 are functions of r, 6 only. The result of the substitution can be written in the form dr2 + r dr + c2 /R ~~ 0 d0*' ' ( } which is only possible if each side of this equation is equal to the same constant, since the variables r, 6 are independent. Putting both sides equal to n2, we deduce that 0 and R respectively satisfy the equations d20 _ = -*«©, . . . (7.15) d2R . ldR . (to* n\^ n „_._, Prom (7.15) we then have 0 = C sin (nd - j8), where C, jS are arbitrary constants. Now, if the membrane is subject to no constraining force except that at the circumference, z must be a single-valued function of position and so must be of period 2tt in 0. Hence n must be an integer, which, without loss of generality, we may take to be a positive integer, or zero. The general solution of (7.16) can then be written B = AJ.(^) + BY.(2), and as the particular solution required for the present problem is plainly one that remains finite when r -> 0, we must put B = 0, since Yn(x) -* oo when x -> 0.
APPLICATIONS 129 Hence, merging A and C into one constant, we have the solution z = AJn(y) sin (rc0 - j8) cos M - c), . (7.17) where A, /J, e are arbitrary constants, and n is any positive integer, or zero. Further, if z = 0 at r = a, for all values of 0 and t, the equation j.(t) = ° • • • (7J8) must be satisfied by o>. Accordingly, coa —■ — ocj, a2, a3, . . . c where, since co is positive, a1? a2, a3, . . . denote the positive roots of the equation Jn(x) = 0. Consequently, the normal modes of vibration are given by z - AJB(^) . sin (nd - j3) . cos (^ - c), (7.19) where a is any positive root of Jn(%) = 0. § 115. The normal modes when n = 0 have been discussed in § 25. For the discussion of any other single mode, the constants /J, e are of no importance, as they depend only upon the initial line from which 6 is measured, and the instant from which t is measured. Consequently, any normal mode for which n 4= 0 may be written in the form z = AJn( —) . sin nd . cos —. . . (7.20) \a/ a This represents a doubly infinite system of normal modes, for there is an infinite number of values of n, and an infinite number of values of a for each value of n. When n = 1 we have ctcc8 a z == AJxf—^J . sin 0 . cos
130 INTRODUCTION TO BESSEL FUNCTIONS where Jx(as) = 0, (s = 1, 2, 3, . . .)• In each mode of this set, the radii 0 = 0, 0 = tt together form a nodal diameter. For s = 2, there is one nodal circle, for 5 = 3 two nodal circles, and so on (Figs. 20.1, 20.2, 20.3). 5=1 Fig. 20.1. When n = 2 we have z = A J2 5=2 Fig. 20.2. 5=3 Fig. 20.3. roLs\ . nn cta.s M . sin 20 . cos —-, a a where J2(as) = 0, (s = 1, 2, 3, . . .). In each of these modes the radii 0 = 0, 9 = tt together form one nodal 5-1 Fig. 21.1. 5=2 Fig. 21.2. 5=3 Fig. 21.3. diameter, and the radii 9 = \n, 6 = ftt form another (Figs. 21.1, 21.2, 21.3). § 116. General initial conditions. The most general solution that can be obtained by adding together arbitrary multiples of the normal modes may be written * = f i ^n(-) . sin (nd - £) . cos (—' - e), (7.21)
APPLICATIONS 131 where qls denotes the 5th positive root of Jn(x) = 0. The suffixes n, s might have been appended to the arbitrary constants A, j8, e, but have been omitted to lighten the appearance of the formula. These arbitrary constants can be chosen to satisfy general initial conditions such as z = </>(r, 0), t = 0, . . (7.22) 7>z/7)t = i/t{r9 0), t = 0. . . (7.23) § 117. In particular, if the membrane is started from rest, with an initial displacement given by z = <j)(r, 0), we have to satisfy the conditions z = 0(r, 0), J = 0, . . . (i) dz/M -= 0, $ = 0. . . (ii) Condition (ii) is satisfied by putting e = 0 in every term, and we may then write the solution, with a slight change of notation, in the form Z = 2 2 J»( ^ ) (A". s c°3 ^0 + Bn, a sin ^) COS Putting t = 0, we see that, in order to satisfy (i), the coefficients A, B must be determined from the expansion OO 00 fa, ")=Z I Jn(~)(A- » C0S nd + B*. . Sil1 ^)- To find AWj s, multiply both sides by Jnf—-] . cos nd . rdr dO, and integrate over the membrane. Then every term on the right vanishes except the one that involves An, s and we get f f*r#(r, 0) jj^cos nOdrdO J o J 0 "■ a ~ K' 8J o J rJ.X^s)cos2w0cZrd0
132 INTRODUCTION TO BESSEL FUNCTIONS = 7rAn> sl ax . Jw2(#as) . adx Jo as in (6.63). This determines Ant8. To find Bw>s we first multiply the expansion throughout by nV a . sin n6 . rdr dO, and integrate over the membrane as before. Examples XVIII 1. Show how to find the periods of the normal modes of vibration of a membrane in the form of a sector of a circle of radius a and angle w/m, the condition z = 0 being satisfied at every point of the boundary. Also show how to find the solution which satisfies the arbitrary initial conditions z = 4>(r, 0), (0 < r < a, 0 < 0 < irfm), Izfbt =■ 0(r, 0), (0 < r < a, 0 < 0 < n/m). 2. Investigate the normal modes of vibration of a complete circular membrane of radius a, with the condition z — 0 satisfied all round the circumference and also along the radii 0 = 0, 0 = 2n (a sector of angle 2n). Show that in the simplest case, in which there are no nodal radii, A . S-rrr . 0 Siret z = —7- sin — sin - cos -, \r a 2 a where s is an integer. [Note that in this case the nodal circles divide any radius into equal parts.] 3. Show that the normal modes of vibration of a sector of a circle of radius a and angle 120°, with the condition z = 0 satisfied at every point of the boundary, in the simplest case, in which there are no nodal radii, are given by A / a . roc roc\ . 30 eta. — sin cos — sin -=- cos ■\/r\roL a a J 2 a where a denotes a typical positive root of the equation x = tan x.
APPLICATIONS 133 4. Discuss the normal modes of vibration of a membrane in the form of a circular annulus bounded by concentric circles of radii a, b, with the condition z = 0 satisfied at every point of both circles. 5. In the problem of the circular membrane of radius a (§ 26), vibrating with circular symmetry and satisfying the condition z = 0 at r = a, if the initial conditions are -°('-S)'- S-* where p > 0, show that , - C . 2«/XP + DZa-^o © cos f. where J0(a) = 0. 6. In the problem of the uniform flexible hanging chain of length I, making small oscillations in a vertical plane (§ 27), if the initial conditions are ,_.(,-■)+,(,-■)•, *_„. show that „ = a V a2(X ~ a6Ji(a) "° V"t"V«y """ V2\Z 0 «r- a*a - 2(a2 — 8)6 T ( \x\ /at lg\ a where J0(°0 = 0. 7. Show that a solution of the equation ~b2v 17iv v ~b2v Sr* r 7yr ~ r2 dz2 ~~ > which satisfies the boundary conditions, v = 0 when z = 0 and when r = a, Vr(a2 — r2) , ?; = when z = I, a3 is v J, f ^) sinh ^ = icvj u; 2., * a3J2(a) sinh - where Ji(a) = 0. 8. Laplace's Equation (§ 39) in cylindrical co-ordinates, r, 0? z is l)r2 ~^~ r Tr ~*~ r* Yd2 ~*~ ^z2 "
134 INTRODUCTION TO BESSEL FUNCTIONS Show that the solutions of the form u — f{z)g(r)h(0), which are everywhere finite and single-valued functions of position, are given by u = (Ae-w -f- Be^)Jn(/xr)(C sin nO + D cos nO), u = (A sin fiz + B cos fj,z)In(fxr)(C sin nO -f- D cos nO), u = (Az + B)rn(C sin nO + D cos n0), where n is a positive integer or zero. 9. If U, V are two solutions of Laplace's equation, both continuous and one-valued throughout a region bounded by a simple closed surface, it is known from Green's theorem that where ~b/~bv denotes differentiation in the direction of the outward (or inward) normal to the surface, and the integral is taken over the surface. Prove (6.54) when n is a positive integer, by putting U = e-"z Jn(ar) cos nO, V = e~~P* J„(j8r) cos nO, integrating over the surface of the cylinder bounded by r = 1, z = 0, z = I, and making I ->• + <x>. 10. Solve the problem of § 40 when the boundary conditions are u = 0, (z = 0, 0 < r < a) ; u = 0, (r = a, 0 < z < I) ; u = <f>(r, 0), (z = I, 0 < r < a). 11. Solve the problem of § 40 when the boundary conditions are u = 0, (z — 0, 0 < r < a) ; u — 0, (z = Z, 0 < r < a) ; u = f(z, 0), (r = a, 0 < z < I). [This requires a double Fourier series.] 12. Solve the problem of § 40 when the boundary conditions are u =. \ji(r, 0), (z = 0, 0 < r < a) ; u— <f>(r, 0), (z = I, 0 < r < a); it = f(z, 0), (r — at 0 < z < /).
Addition theorem for J0(x), 90. generalised, 90. fpr Jn(x)9 90. Alternating current in wire, 49. Ampere, 49. Asymptotic power-series, 78. expansions, 48, 78, 81, 85. Ber x, bei x, 55, 85. Bessel functions, 1, 87, 120. second kind, 3, 5, 116. Bessel's equation, 3, 91, 115. first integral, 58, 89. second integral, 98. Beta-function, 67, 68. Chain, vibrations of, 28, 31, 133. Conduction of heat, 31, 40, 44, 134. Dini expansion, 17, 109. Disc, electrified, 61. Euler's constant, 5, 69. Faraday, 49. Fourier-Bessel expansion, 15, 108. double integral, 113. Frobenius, 6. UAMM A -function, 64. Green's theorem, 134. Kapteyn series, 124. Kelvin, 55. Kepler's problem, 122. Laplace's equation, 43, 133. Lipschitz's integral, 58, 68. LommePs integrals, 9, 101. Mehler, 78. Membrane, annular, 28, 133. circular, 24, 127, 133. circular sector, 132. Modified Bessel functions, 41, 88, 96. Neumann, 4, 8. Normal modes of vibration, 24. Parseval, 58. Poisson, 98. Potential of electrified disc, 61. Recurrence formulae, 92. Riccati's equation, 119. Riemann-Weber, 61, 113. Roots, 12, 13, 42, 100, 104, 107. SKiN-effect, 54. Sonine's integral, 97. Struve's function, 78, 86. Transformation of Bessel's equation, 117. Vertical rod, 124. Weber, 5, 61, 116. discontinuous integrals, 58. Hankel functions, 74, 121. Hankel's integrals, 71, 72, 98, 120. Heat conduction, 31, 40, 44, 134.