Bessel function

In mathematics, Bessel functions, first defined by the Swiss mathematician Daniel Bernoulli and named after Friedrich Bessel, are canonical solutions y(x) of Bessel's differential equation:

<math>x^2 \frac{d^2 y}{dx^2} + x \frac{dy}{dx} + (x^2 - \alpha^2)y = 0<math>

for an arbitrary real number α (the order). The most common and important special case is where α is an integer n.

Although α and −α produce the same differential equation, it is conventional to define different Bessel functions for these two orders (e.g. so that the Bessel functions are mostly smooth functions of α).

Contents

1 Applications 2 Definitions 2.1 Bessel functions of the first and second kind 2.2 Relation to hypergeometric series 2.3 Hankel functions 2.4 Modified Bessel functions 2.5 Spherical Bessel functions 3 Asymptotic forms 4 Properties 5 References

Applications

Bessel's equation arises when finding separable solutions to Laplace's equation and the Helmholtz equation in cylindrical or spherical coordinates, and Bessel functions are therefore especially important for many problems of wave propagation, static potentials, and so on. (For cylindrical problems, one obtains Bessel functions of integer order α = n; for spherical problems, one obtains half integer orders α = n+½.) For example:

• electromagnetic waves in a cylindrical waveguide
• heat conduction in a cylindrical object.
• modes of vibration of a thin circular (or annular) membrane.

Bessel functions also have useful properties for other problems, such as signal processing (e.g. see FM synthesis or Kaiser window).

Definitions

Since this is a second-order differential equation, there must be two linearly independent solutions. Depending upon the circumstances, however, various formulations of these solutions are convenient, and the different variations are described below.

Bessel functions of the first and second kind

These are perhaps the most commonly used forms of the Bessel functions.

• Bessel functions of the first kind, J_α(x), are solutions of Bessel's differential equation which are finite at x = 0 for α an integer or α non-negative. The specific choice and normalization of J_α are defined by its properties below; another possibility is to define it by its Taylor series expansion around x = 0 (or a more general power series for non-integer α):

<math> J_\alpha(x) = \sum_{m=0}^\infty \frac{(-1)^m}{m! \Gamma(m+\alpha+1)} {\left({\frac{x}{2}}\right)}^{2m+\alpha}. <math>

• Bessel functions of the second kind, Y_α(x), are solutions which are singular (infinite) at x = 0.

Y_α(x) is sometimes also called the Neumann function, and is occasionally denoted instead by N_α(x). It is related to J_α(x) by:

<math>Y_\alpha(x) = \frac{J_\alpha(x) \cos(\alpha\pi) - J_{-\alpha}(x)}{\sin(\alpha\pi)},<math>

where the case of integer α is handled by taking the limit.

Both J_α(x) and Y_α(x) are holomorphic functions of x on the complex plane cut along the negative real axis. When α is an integer, there is no branch point, and the Bessel functions are entire functions of x. If x is held fixed, then the Bessel functions are entire functions of α.

For integer order n, J_n and J_-n are not linearly independent:

<math>J_{-n}(x) = (-1)^n J_n(x)<math>

<math>Y_{-n}(x) = (-1)^n Y_n(x)<math>

in which case Y_n is needed to provide the second linearly independent solution of Bessel's equation. In contrast, for non-integer order, J_α and J_-α are linearly independent, and Y_α is redundant (as is clear from its definition above).

The graphs of Bessel functions look roughly like oscillating sine or cosine functions that decay proportional to 1/√x (see also their asymptotic forms, below), although their roots are not generally periodic except asymptotically for large x.

Relation to hypergeometric series

The Bessel functions can be expressed in terms of the hypergeometric series as

<math>J_\nu(z)=\frac{(z/2)^\nu}{\Gamma(\nu+1)} \;_0F_1 (\nu+1; -z^2/4).<math>

Hankel functions

Another important formulation of the two linearly independent solutions to Bessel's equation are the Hankel functions H_α⁽¹⁾(x) and H_α⁽²⁾(x), defined by:

<math>H_\alpha^{(1)}(x) = J_\alpha(x) + i Y_\alpha(x)<math>

<math>H_\alpha^{(2)}(x) = J_\alpha(x) - i Y_\alpha(x)<math>

where i is the imaginary unit. These linear combinations are also known as Bessel functions of the third kind. (The Hankel functions express inward- and outward-propagating cylindrical wave solutions of the cylindrical wave equation.) They are named for Hermann Hankel.

Modified Bessel functions

The Bessel functions are valid even for complex arguments x, and an important special case is that of a purely imaginary argument. In this case, the solutions to the Bessel equation are called the modified Bessel functions of the first and second kind, and are defined by:

<math>I_\alpha(x) = i^{-\alpha} J_\alpha(ix)<math>

<math>K_\alpha(x) = \frac{\pi}{2} i^{\alpha+1} H_\alpha^{(1)}(ix).<math>

These are chosen to be real-valued for real arguments x. They are the two linearly independent solutions to the modified Bessel's equation:

<math>x^2 \frac{d^2 y}{dx^2} + x \frac{dy}{dx} - (x^2 + \alpha^2)y = 0.<math>

Unlike the ordinary Bessel functions, which are oscillating, I_α and K_α are exponentially growing and decaying functions, respectively. Like the ordinary Bessel function J_α, the function I_α goes to zero at x=0 for α > 0 and is finite at x=0 for α=0. Analogously, K_α diverges at x=0.

Spherical Bessel functions

When solving for separable solutions of Laplace's equation in spherical coordinates, the radial equation has the form:

<math>x^2 \frac{d^2 y}{dx^2} + 2x \frac{dy}{dx} + [x^2 - n(n+1)]y = 0.<math>

The two linearly independent solutions to this equation are called the spherical Bessel functions j_n and y_n (also denoted n_n), and are related to the ordinary Bessel functions J_α and Y_α by:

<math>j_n(x) = \sqrt{\frac{\pi}{2x}} J_{n+1/2}(x),<math>

<math>y_n(x) = \sqrt{\frac{\pi}{2x}} Y_{n+1/2}(x) = (-1)^{n+1} \sqrt{\frac{\pi}{2x}} J_{-n-1/2}(x).<math>

The spherical Bessel functions can also be written as:

<math>j_n(x) = (-x)^n \left(\frac{1}{x}\frac{d}{dx}\right)^n\,\frac{\sin x}{x} ,<math>

<math>y_n(x) = -(-x)^n \left(\frac{1}{x}\frac{d}{dx}\right)^n\,\frac{\cos x}{x}.<math>

The first spherical Bessel function <math>j_0(x)<math> is also known as the sinc function. The first few spherical Bessel functions are:

<math>j_0(x)=\frac{\sin x} {x}<math>

<math>j_1(x)=\frac{\sin x} {x^2}- \frac{\cos x} {x}<math>

<math>j_2(x)=\left(\frac{3}{x^2}-\frac{1}{x}\right) \sin x - \frac{3} {x^2} \cos x<math>

and

<math>y_0(x)=-j_{-1}(x)=-\,\frac{\cos x} {x}<math>

<math>y_1(x)=j_{-2}(x)=-\,\frac{\cos x} {x^2}- \frac{\sin x} {x}<math>

<math>y_2(x)=-j_{-3}(x)=\left(-\,\frac{3}{x^2}+\frac{1}{x}\right) \cos x - \frac{3} {x^2} \sin x.<math>

There are also spherical analogues of the Hankel functions:

<math>h_n^{(1)}(x) = j_n(x) + i y_n(x)<math>

<math>h_n^{(2)}(x) = j_n(x) - i y_n(x).<math>

In fact, there are simple closed-form expressions for the Bessel functions of half-integer order in terms of the standard trigonometric functions, and therefore for the spherical Bessel functions. In particular, for non-negative integers n:

<math>h_n^{(1)}(x) = (-i)^{n+1} \frac{e^{ix}}{x} \sum_{m=0}^n \frac{i^m}{m!(2x)^m} \frac{(n+m)!!}{(n-m)!!}<math>

and h_n⁽²⁾ is the complex-conjugate of this (for real x). (!! is the double factorial.) It follows, for example, that j₀(x) = sin(x)/x and y₀(x) = -cos(x)/x, and so on.

Asymptotic forms

The Bessel functions have the following asymptotic forms. For small arguments 0 < x << 1, one obtains:

<math>J_\alpha(x) \rightarrow \frac{1}{\Gamma(\alpha+1)} \left( \frac{x}{2} \right) ^\alpha <math>

<math>Y_\alpha(x) \rightarrow \left\{ \begin{matrix}

 \frac{2}{\pi} \ln (x/2)  & \mbox{if } \alpha=0 \\ \\
 -\frac{\Gamma(\alpha)}{\pi} \left( \frac{2}{x} \right) ^\alpha & \mbox{if } \alpha > 0 

\end{matrix} \right.<math>

where α is non-negative and Γ denotes the gamma function. For large arguments x >> 1, they become:

<math>J_\alpha(x) \rightarrow \sqrt{\frac{2}{\pi x}}

       \cos \left( x-\frac{\alpha\pi}{2} - \frac{\pi}{4} \right)<math> 

<math>Y_\alpha(x) \rightarrow \sqrt{\frac{2}{\pi x}}

       \sin \left( x-\frac{\alpha\pi}{2} - \frac{\pi}{4} \right).<math>

Asymptotic forms for the other types of Bessel function follow straightforwardly from the above relations. For example, for large x >> 1, the modified Bessel functions become:

<math>I_\alpha(x) \rightarrow \frac{1}{\sqrt{2\pi x}} e^x,<math>

<math>K_\alpha(x) \rightarrow \sqrt{\frac{\pi}{2x}} e^{-x}.<math>

Properties

For integer order α = n, J_n is often defined via a Laurent series for a generating function:

<math>e^{(x/2)(t-1/t)} = \sum_{n=-\infty}^\infty J_n(x) t^n,<math>

an approach used by P. A. Hansen in 1843. (This can be generalized to non-integer order by contour integration or other methods.) Another important relation for integer orders is the Jacobi-Anger identity:

<math>e^{iz \cos \phi} = \sum_{n=-\infty}^\infty i^n J_n(z) e^{in\phi},<math>

which is used to expand a plane wave as a sum of cylindrical waves, or to find the Fourier series of a tone modulated FM signal.

The functions J_α, Y_α, H_α⁽¹⁾, and H_α⁽²⁾ all satisfy the recurrence relations:

<math>Z_{\alpha-1}(x) + Z_{\alpha+1}(x) = \frac{2\alpha}{x} Z_\alpha(x)<math>

<math>Z_{\alpha-1}(x) - Z_{\alpha+1}(x) = 2\frac{dZ_\alpha}{dx}<math>

where Z denotes J, Y, H⁽¹⁾, or H⁽²⁾. (These two identities are often combined, e.g. added or subtracted, to yield various other relations.) In this way, for example, one can compute Bessel functions of higher orders (or higher derivatives) given the values at lower orders (or lower derivatives).

Because Bessel's equation becomes Hermitian (self-adjoint) if it is divided by x, the solutions must satisfy an orthogonality relationship for appropriate boundary conditions. In particular, it follows that:

<math>\int_0^1 x J_\alpha(x u_{\alpha,m}) J_\alpha(x u_{\alpha,n}) dx = \frac{\delta_{m,n}}{2} J_{\alpha+1}(u_{\alpha,m})^2,<math>

where α > -1, δ_m,n is the Kronecker delta, and u_α,m is the m-th zero of J_α(x). This orthogonality relation can then be used to extract the coefficients in the Fourier-Bessel series, where a function is expanded in the basis of the functions J_α(x u_α,m) for fixed α and varying m. (An analogous relationship for the spherical Bessel functions follows immediately.)

Another orthogonality relation is the closure equation:

<math>\int_0^\infty x J_\alpha(ux) J_\alpha(vx) dx = \frac{1}{u} \delta(u - v)<math>

for α > -1/2 and where δ is the Dirac delta function.

Another important property of Bessel's equations, which follows from Abel's identity, involves the Wronskian of the solutions:

<math>A_\alpha(x) \frac{dB_\alpha}{dx} - \frac{dA_\alpha}{dx} B_\alpha(x) = \frac{C_\alpha}{x},<math>

where A_α and B_α are any two solutions of Bessel's equation, and C_α is a constant independent of x (which depends on α and on the particular Bessel functions considered). For example, if A_α = J_α and B_α = Y_α, then C_α is 2/π. This also holds for the modified Bessel functions; for example, if A_α = I_α and B_α = K_α, then C_α is -1.

(There are a large number of other known integrals and identities that are not reproduced here, but which can be found in the references.)

References

• Milton Abramowitz and Irene A. Stegun, eds., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (Dover: New York, 1972)
  • Chapter 9 (http://www.math.sfu.ca/~cbm/aands/page_355.htm) Bessel Functions of integer order
    • Section 9.1 (http://www.math.sfu.ca/~cbm/aands/page_358.htm) J, Y (Weber) and H (Hankel)
    • Section 9.6 (http://www.math.sfu.ca/~cbm/aands/page_374.htm) Modified (I and K)
    • Section 9.9 (http://www.math.sfu.ca/~cbm/aands/page_379.htm) Kelvin functions
  • Chapter 10 (http://www.math.sfu.ca/~cbm/aands/page_435.htm) Bessel Functions of fractional order
    • Section 10.1 (http://www.math.sfu.ca/~cbm/aands/page_437.htm) Spherical Bessel Functions (j, y and h)
    • Section 10.2 (http://www.math.sfu.ca/~cbm/aands/page_443.htm) Modified Spherical Bessel functions (I and K)
    • Section 10.3 (http://www.math.sfu.ca/~cbm/aands/page_445.htm) Riccati-Bessel Functions
    • Section 10.4 (http://www.math.sfu.ca/~cbm/aands/page_446.htm) Airy functions
• George B. Arfken and Hans J. Weber, Mathematical Methods for Physicists (Harcourt: San Diego, 2001).
• Frank Bowman, Introduction to Bessel Functions (Dover: New York, 1958) ISBN 0486604624.
• G. N. Watson, A Treatise on the Theory of Bessel Functions, Second Edition (Cambridge University Press, 1966).de:Besselsche Differentialgleichung

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