Special Functions by Dr. M.

Sankar, SCE, Bangalore - 57

LECTURE NOTES OF
ENGINEERING MATHEMATICSIV (Sub Code: 06 MAT41)
Text Book:
Higher Engineering Mathematics by
Dr. B.S.Grewal (36th Edition 2002)
Khanna Publishers,New Delhi
Reference Book:
Advanced Engineering Mathematics by
E. Kreyszig (8th Edition 2001)
John Wiley & Sons, INC. New York

SPECIAL FUNCTIONS
Prepared by
Dr. M. SANKAR
Professor and Head
Department of Mathematics
Sapthagiri College of Engineering
Bangalore 560 057

Introduction
Many Differential equations arising from physical problems are linear but have variable
coefficients and do not permit a general analytical solution in terms of known functions.
Such equations can be solved by numerical methods (Unit I), but in many cases it is
easier to find a solution in the form of an infinite convergent series. The series solution of
certain differential equations give rise to special functions such as Bessels function,
Legendres polynomial. These special functions have many applications in engineering.

Series solution of ODE

d2y
dy
Consider the 2nd order ODE f ( x) 2 g ( x) h( x) y 0 , where f(x), g(x) and h(x)
dx
dx
are functions in x and f(x) 0. The series solution of above type of DE is explained as
follows:

1. Assume the solution of (1) in the form y a r x r

r 0

2. Find the derivatives y/ and y// from the assumed solution and substitute in to the
given DE which results in an infinite series with various powers of x equal to
zero.
3. Now equate the coefficients of various powers of x to zero and try to obtaina
recurrence relation from which the constants a0, a1, a2,. can be determined.

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

4. When substituted the values of a0, a1, a2,. in to the assumed solution, we get the
power series solution of the given DE in the form y = Ay1(x) + By2(x), where A
and B are arbitrary constants.
In general, The above type of DE can be solved by the following two methods:
Type I (Frobenius Method) Suppose f(x) = 0 at x= 0 in the above differential

equation, we assume solution in the form y a r x k r

r 0

where k, a0, a1, a2,. are all

constants to be determined and a0 0.

Type II (Power Series Method) Suppose f(x) 0 at x= 0 in the above differential

equation, we assume solution in the form y a r x r where a0, a1, a2,. are all
r 0

constants to be determined. Here all the constants ars will be expressed in terms of a0
and a1 only.

Problems :
d2y
1. Obtain the series solution of the equation
y0
dx 2

----- (1)

Let y a r x r

----- (2) be the series solution of (1).

r 0

Hence, y / a r r x r 1 ,
r 0

y // a r r (r 1) x r 2 ,
r 0

Now (1) becomes

r 2

r 1

a r r (r 1) x r 2 a r x r 0
Equating the coefficients of various powers of x to zero, we get
Coefficient of x2 : a0(0)(-1) = 0

1
Coefficient of x : a1(1)(0) = 0

Equating the coefficient of xr (r >=0)

and a0 0.
and a1 0.

ar
( r 0)
(r 2)(r 1)
Putting r = 0,1, 2, 3, in (3) we obtain,

a r 2 (r 2)(r 1) a r 0 or a r 2

a2

a0
a3
a1
a2 a0
a
; a3
; a4

; a5
1 ;
2
6
12
24
20 120

-------(3)

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

a5
a4 a0
a1

; a7

; and so on.
30
720
42
5040
Substituting these values in the expanded form of (1), we get,
y a 0 a1 x a 2 x 2 a3 x 3 a 4 x 4
a6

x2 x4

x6
x3 x5
x7

a1 x

i.e., y a 0 1
2 24 720
6 120 5040

x2 x4 x6

x3 x5 x7
y a 0 1

a1 x

is the required
2! 4! 6!
3! 5! 7!

solution of the given DE.

Hence

Series solution of the Bessel Differential Equation

Consider the Bessel Differential equation of order n in the form

d2y
dy
x (x2 n2 ) y 0
2
dx
dx
where n is a non negative real constant or parameter.
x2

(i)

We assume the series solution of (i) in the form

y a r x k r where a0 0

(ii)

r 0

Hence,

dy
a r (k r ) x k r 1
dx r 0

d2y
a r (k r )(k r 1) x k r 2
2
dx
r 0
Substituting these in (i) we get,

x 2 a r (k r )(k r 1) x k r 2 x a r (k r ) x k r 1 x 2 n 2
r 0

r 0

a x

r 0

k r

r 0

r 0

r 0

r 0

i.e., a r (k r )(k r 1) x k r a r (k r ) x k r a r x k r 2 n 2 a r x k r 0
Grouping the like powers, we get

a r (k r )(k r 1) (k r ) n 2 x k r a r x k r 2 0
r 0

r 0

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

a r (k r ) 2 n 2 x k r a r x k r 2 0
r 0

(iii)

r 0

Now we shall equate the coefficient of various powers of x to zero

Equating the coefficient of xk from the first term and equating it to zero, we get

a 0 k 2 n 2 0. Since a 0 0, we get k 2 n 2 0, k n
Coefficient of xk+1 is got by putting r = 1 in the first term and equating it to zero, we get

i.e., a1 (k 1) 2 n 2 0. This gives a1 0, since (k 1) 2 n 2 0 gives, k 1 n

which is a contradiction to k = n.
Let us consider the coefficient of xk+r from (iii) and equate it to zero.
i.e, a r (k r ) 2 n 2 a r 2 0.

ar 2
(k r ) 2 n 2
If k = +n, (iv) becomes
ar 2
a
ar
2 r 2
2
2
(n r ) n
r 2nr
ar

(iv)

Now putting r = 1,3,5, .., (odd vales of n) we obtain,

a3

a1
0 , a1 0
6n 9

Similarly a5, a7, .. are equal to zero.

i.e., a1 = a5 = a7 = = 0
Now, putting r = 2,4,6, ( even values of n) we get,
a0
a0
a0
a2
a2

;
a4

;
4n 4 4(n 1)
8n 16 32(n 1)(n 2)
Similarly we can obtain a6, a8,
We shall substitute the values of a1 , a 2 , a3 , a 4 , in the assumed series solution, we get

y a r x k r x k ( a 0 a 1 x a 2 x 2 a 3 x 3 a 4 x 4 )
r 0

Let y1 be the solution for k = +n

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

a0
a0

y1 x n a 0
x2
x 4
4(n 1)
32(n 1)(n 2)

2
4

x
x
i.e., y1 a 0 x n 1 2
5

2 (n 1) 2 (n 1)(n 2)

This is a solution of the Bessels equation.

(v)

Let y2 be the solution corresponding to k = - n. Replacing n be n in (v) we get

x2
x4
y 2 a 0 x 1 2
5

(vi)
2 ( n 1) 2 ( n 1)( n 2)

The complete or general solution of the Bessels differential equation is y = c 1y1 + c2y2,
where c1, c2 are arbitrary constants.
n

Now we will proceed to find the solution in terms of Bessels function by choosing
1
a0 n
and let us denote it as Y1.
2 (n 1)

i.e., Y1

4
x 2 1

1
x
1

2 n (n 1) 2 (n 1) 2 (n 1)(n 2) 2

xn

2
4
1

x
1
x
1

(n 1) 2 (n 1) (n 1) 2 (n 1)(n 2) (n 1) 2

We have the result (n) = (n 1) (n 1) from Gamma function

x

2

Hence, (n + 2) = (n + 1) (n + 1) and
(n + 3) = (n + 2) (n + 2) = (n + 2) (n + 1) (n + 1)
Using the above results in Y1, we get
2
4
1

x
1
x
1

(n 1) 2 (n 2) 2 (n 3) 2

which can be further put in the following form

n
0
2
4
0

(1)1 x
(1) 2 x
x (1)
x
Y1



(n 2) 1! 2
(n 3) 2! 2
2 (n 1) 0! 2

x
Y1
2

x

2

r 0

(1) r

x

(n r 1) r! 2

2r

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

x
(1) r
2
r 0

n2r

(n r 1) r!

This function is called the Bessel function of the first kind of order n and is denoted by
Jn(x).

x
Thus J n ( x) (1)
2
r 0

n2r

(n r 1) r!

Further the particular solution for k = -n ( replacing n by n ) be denoted as J-n(x). Hence

the general solution of the Bessels equation is given by y = AJn(x) + BJ-n(x), where A
and B are arbitrary constants.
Properties of Bessels function
1. J n ( x ) ( 1 ) n J n ( x ) , where n is a positive integer.
Proof: By definition of Bessels function, we have

x
J n ( x) (1)
2
r 0

n2r

x
Hence, J n ( x ) ( 1 ) r
r 0

n2r

.(1)

(n r 1) r!
1

.(2)

( n r 1 ) r!

But gamma function is defined only for a positive real number. Thus we write (2) in the
following from

x
J n ( x ) ( 1 ) r
r n
2

n2r

( n r 1 ) r!

..(3)

Let r n = s or r = s + n. Then (3) becomes

x
J n ( x ) ( 1 ) s n
s 0
2

n2s2n

( s 1 ) ( s n )!

We know that (s+1) = s! and (s + n)! = (s+n+1)

x
( 1 ) s n
s 0
2

n2s

x
( 1 ) n ( 1 ) s
s 0
2

1
( s n 1 ) s!

n2s

1
( s n 1 ) s!

Comparing the above summation with (1), we note that the RHS is Jn(x).
Thus, J n (x) ( 1) n J n (x)
2. J n ( x ) ( 1 ) n J n ( x ) J n ( x ) , where n is a positive integer

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

x
Proof : By definition, J n ( x) (1) r
2
r 0

x
J n ( x ) ( 1 ) r
r 0
2

n2r

x
1n ( 1 ) r
r 0
2

1
(n r 1) r!

( n r 1 ) r!

x
( 1 ) r 1n 2 r
r 0
2

i.e.,

n2r

n2r

1
( n r 1 ) r!

n2r

( n r 1 ) r!

J n (-x) ( 1) n J n (x)

Thus,

Since, ( 1 ) n J n ( x ) J n ( x ) , we have J n ( x) ( 1) n J n (x) J n (x)

Recurrence Relations:
Recurrence Relations are relations between Bessels functions of different order.

d n
x J n ( x ) x n J n 1 ( x )
dx

Recurrence Relations 1:
From definition,

x
x n J n ( x ) x n ( 1 ) r
r 0
2

n2r

x
( 1 ) r
r 0
2
( n r 1 ) r!

2( n r )

2( n r )x 2( n r )1
d n
x J n ( x ) ( 1 ) r
dx
r 0
2 n 2 r ( n r 1 ) r!

x ( 1 )
n

r 0

x n ( 1 ) r
r 0

( n r ) x n 2 r 1
2 n 2 r 1 ( n r ) ( n r ) r !

( x / 2 ) n 1 2 r
( n 1 r 1 ) r!

x n J n 1 ( x )

d n
x J n ( x ) x n J n 1 ( x )
dx
d n
Recurrence Relations 2:
x J n ( x ) x n J n 1 ( x )
dx

Thus,

From definition,

x
x n J n ( x ) x n ( 1 ) r
r 0
2

x
( 1 ) r
r 0
2

2r

n2r

1
( n r 1 ) r!
1

( n r 1 ) r!

2 r x 2 r 1
d n
x J n ( x ) ( 1 ) r
dx
r 0
2 n 2 r ( n r 1 ) r!

--------(1)

1
( n r 1 ) r!

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

x n 1 2 ( r 1 )

r 1

2 n 1 2( r 1 ) ( n r 1 ) ( r 1 )!

x n ( 1 ) r 1

Let k = r 1

x n 1 2 k

k 0

2 n 1 2 k ( n 1 k 1 ) k !

x n ( 1 ) k

d n
x J n ( x ) x n J n 1 ( x )
dx
x
Recurrence Relations 3: J n ( x ) J n 1 ( x ) J n 1 ( x )
2n
d n
We know that
x J n ( x ) x n J n 1 ( x )
dx

Thus,

x n J n 1 ( x )

--------(2)

Applying product rule on LHS, we get x n J n/ ( x ) nx n 1 J n ( x ) x n J n 1 ( x )

Dividing by xn we get J n/ ( x ) ( n / x )J n ( x ) J n 1 ( x ) --------(3)
Also differentiating LHS of

d n
x J n ( x ) x n J n 1 ( x ) , we
dx

get

x n J n/ ( x ) nx n 1 J n ( x ) x n J n 1 ( x )

Dividing by xn we get J n/ ( x ) ( n / x )J n ( x ) J n 1 ( x ) --------(4)

Adding (3) and (4), we obtain 2nJ n ( x ) xJ n 1 ( x ) J n 1 ( x )
x
J n 1 ( x ) J n 1 ( x )
2n
1
Recurrence Relations 4: J n/ ( x ) J n 1 ( x ) J n 1 ( x )
2
Subtracting (4) from (3), we obtain 2 J n/ ( x ) J n 1 ( x ) J n 1 ( x )

i.e.,

Jn( x )

i.e.,

J n/ ( x )

1
J n 1 ( x ) J n 1 ( x )
2
n
x

Recurrence Relations 5: J n/ ( x ) J n ( x ) J n 1 ( x )
This recurrence relation is another way of writing the Recurrence relation 2.
n
x

Recurrence Relations 6: J n/ ( x ) J n 1 ( x ) J n ( x )
This recurrence relation is another way of writing the Recurrence relation 1.
Recurrence Relations 7: J n 1 ( x )

2n
J n ( x ) J n 1 ( x )
x

This recurrence relation is another way of writing the Recurrence relation 3.

Problems:
Prove that ( a ) J 1 / 2 ( x )

2
sin x ( b )
x

By definition,

x
J n ( x ) ( 1 ) r
r 0
2

n2r

Putting n = , we get

1
( n r 1 ) r!

J 1 / 2 ( x )

2
cos x
x

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

x
J 1 / 2 ( x ) ( 1 ) r
r 0
2

J1/ 2( x )

1 / 22r

1
( r 3 / 2 ) r!

2
4

x
1
1
1
x
x

2 ( 3 / 2 ) 2 ( 5 / 2 )1! 2 ( 7 / 2 )2!

--------(1)

Using the results (1/2) = and (n) = (n 1) (n1), we get

(3 / 2)

3
15
and so on.
, ( 5 / 2 )
, (7 / 2 )
2
4
8

Using these values in (1), we get

J1/ 2( x )

J1/ 2( x )

x 2
x2 4
x 4
8

2 4 3 16 15 .2

x 2
x3
x 5
x

2 x 6
120

2
x

x3 x5

x
3!
5!

2
sin x
x

Putting n = - 1/2, we get

x
J 1 / 2 ( x ) ( 1 ) r
r 0
2

J 1 / 2 ( x )

1 / 2 2 r

1
( r 1 / 2 ) r!

2
4

x
1
1
1
x
x

2 ( 1 / 2 ) 2 ( 3 / 2 )1! 2 ( 5 / 2 )2!

--------(2)

Using the results (1/2) = and (n) = (n 1) (n1) in (2), we get

J 1 / 2 ( x )

J 1 / 2 ( x )

2 1
x2 2
x 4
4

x 4
16 3 .2

2
x

x2 x4
1

4!
2!

2
cos x
x

2. Prove the following results :

( a ) J5/ 2( x )
( b ) J 5 / 2 ( x )

2 3 x2
3
2 sin x cos x and
x x
x

2 3 x2
3
2 cos x sin x
x x
x

Solution :
We prove this result using the recurrence relation J n ( x )
3
x

Putting n = 3/2 in (1), we get J 1 / 2 ( x ) J 5 / 2 ( x ) J 3 / 2 ( x )

J5/ 2( x )

3
J3 / 2( x ) J1/ 2( x )
x

x
J n 1 ( x ) J n 1 ( x )
2n

------ (1).

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

i .e., J 5 / 2 ( x )

J5/ 2( x )

3 2 sin x x cos x
2
x sin x
x x
x

2 3 sin x 3 x cos x x 2 sin x

2 ( 3 x 2 )
3

sin
x

cos
x

x
x x 2
x
x2

J 5 / 2 ( x ) J 1 / 2 ( x )

Also putting n = - 3/2 in (1), we get

J 5 / 2 ( x )

3
J 3 / 2 ( x )
x

3
2 x sin x cos x
2
3
J 3 / 2 ( x ) J 1 / 2 ( x )

cos x

x
x
x
x
x

2 3 x sin x 3 cos x x 2 cos x

2 3
3 x2

sin
x

cos
x

x
x x
x2
x2

d 2
2
J n ( x ) J n21 ( x ) nJ n2 ( x ) ( n 1 )J n21 ( x )
3. Show that
dx
x
i .e., J 5 / 2 ( x )

Solution:
L.H.S =

d 2
J n ( x ) J n21 ( x ) 2 J n ( x )J n/ ( x ) 2 J n 1 ( x )J n/ 1 ( x ) ------dx

(1)

We know the recurrence relations

xJ n/ ( x ) nJ n ( x ) xJ n 1 ( x )
xJ n/ 1 (

------- (2)
------- (3)

x ) xJ n ( x ) ( n 1 )J n 1 ( x )

Relation (3) is obtained by replacing n by n+1 in xJ n/ ( x ) xJ n 1 ( x ) nJ n ( x )

Now using (2) and (3) in (1), we get
L.H.S =

d 2
n1
n

J n ( x ) J n21 ( x ) 2 J n ( x ) J n ( x ) J n 1 ( x ) 2 J n 1 ( x ) J n ( x )
J n 1 ( x )
dx
x
x

2n 2
n1 2
J n ( x ) 2 J n ( x ) J n 1 ( x ) 2 J n 1 ( x ) J n ( x ) 2
J n 1 ( x )
x
x
d 2
2
Hence,
J n ( x ) J n21 ( x ) nJ n2 ( x ) ( n 1 )J n21 ( x )
dx
x
1
4. Prove that J 0// ( x ) J 2 ( x ) J 0 ( x )
2

Solution :
We have the recurrence relation J n/ ( x ) J n 1 ( x ) J n 1 ( x ) -------(1)
1
2

Putting n = 0 in (1), we get J 0/ ( x ) J 1 ( x ) J 1 ( x ) J 1 ( x ) J 1 ( x ) J 1 ( x )

1
2

1
2

Thus, J 0/ ( x ) J 1 ( x ) . Differentiating this w.r.t. x we get, J 0// ( x ) J 1/ ( x ) ----- (2)

Now, from (1), for n = 1, we get J 1/ ( x ) J 0 ( x ) J 2 ( x ) .
1
2

Using (2), the above equation becomes

1
J 0 ( x ) J 2 ( x )orJ 0// ( x ) 1 J 2 ( x ) J 0 ( x ) .
2
2
1
Thus we have proved that, J 0// ( x ) J 2 ( x ) J 0 ( x )
2
J 0// ( x )

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

2
x

5. Show that (a) J 3 ( x )dx c J 2 ( x ) J 1 ( x )

(b) xJ 02 ( x )dx x 2 J 02 ( x ) J 12 ( x )
1
2

Solution :

d n
x J n ( x ) x n J n 1 ( x )
dx

(a) We know that

or x n J n 1 ( x )dx x n J n ( x ) ------ (1)

Now, J 3 ( x )dx x 2 x 2 J 3 ( x )dx c x 2 x 2 J 3 ( x )dx 2 x x 2 J 3 ( x )dx dx c

x 2 x 2 J 2 ( x ) 2 x x 2 J 2 ( x )dx c ( from (1) when n = 2)

2
2
c J 2 ( x ) J 2 ( x )dx c J 2 ( x ) J 1 ( x ) ( from (1) when n = 1)
x
x
2
Hence, J 3 ( x )dx c J 2 ( x ) J 1 ( x )
x
1
1
(b) xJ 02 ( x )dx J 02 ( x ) x 2 2 J 0 ( x ) J 0/ ( x ). x 2 dx (Integrate by parts)
2
2
1
x 2 J 02 ( x ) x 2 J 0 ( x ) J 1 ( x )dx
(From (1) for n = 0)
2
d
1
d

xJ 1 ( x ) xJ 0 ( x ) from recurrence relation (1)

x 2 J 02 ( x ) xJ 1 ( x ) xJ 1 ( x )dx
dx
2
dx

1 2 2
1
1
x J 0 ( x ) xJ 1 ( x )2 x 2 J 02 ( x ) J 12 ( x )
2
2
2

Generating Function for Jn(x)

x

To prove that e 2

( t 1 / t )

tnJn( x )
n

or
x

If n is an integer then Jn(x) is the coefficient of tn in the expansion of e 2

( t 1 / t )

Proof:
x

We have e 2

( t 1 / t )

e xt / 2 e x / 2t

( xt / 2 ) ( xt / 2 ) 2 ( xt / 2 ) 3
( xt / 2 ) ( xt / 2 ) 2 ( xt / 2 ) 3

1!
2!
3!
1!
2!
3!

(using the expansion of exponential function)

( 1 ) n x n
( 1 ) n 1 x n 1
xt
x 2t 2
x nt n
x n 1 t n 1
x
x2
1
2 n n 1
1
2 2 n n
n 1 n 1

2 n! 2 ( n 1 )!
2 t n!
2 t ( n 1 )!
2 1! 2 2!
2t 1! 2 t 2!

If we collect the coefficient of tn in the product, they are

xn
n

2 n!

xn2
2

n2

( n 1 )! 1!

xn4
2

n4

( n 2 )! 2!

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

n

1 x
1
x


n! 2 ( n 1 )!1! 2

n2

1
x

( n 2 )! 2! 2

n4

x
( 1 )r
r 0
2

n 2r

1
J n( x )
( n r 1 )r!

Similarly, if we collect the coefficients of tn in the product, we get Jn(x).

Thus,

x
( t 1 / t )
2
e

Result:

tnJn( x )
n
x
( t 1 / t )
2
e

J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1

Proof :
x

e2

( t 1 / t )

tnJn( x ) tnJn( x ) tnJn( x )

n 0

n1

n1

n1

t n Jn ( x ) J0 ( x ) t n Jn ( x ) J0 ( x ) t n ( 1)n Jn ( x ) t n Jn ( x ) {Jn ( x ) ( 1)n Jn ( x )}

n1

Thus,

x
( t 1 / t )
e2

J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1

Problem 6: Show that

1
cos( n x sin )d , n being an integer
0
1
(b) J 0 ( x ) cos( x cos )d
0

(a) J n ( x )

(c) J 02 2 J 12 2 J 22 J 32 1
Solution :
x

We know that e 2

( t 1 / t )

J 0 ( x ) t n ( 1 ) n t n J n ( x )
n 1

J 0 ( x ) tJ 1 ( x ) t 2 J 2 ( x ) t 3 J 3 ( x ) t 1 J 1 ( x ) t 2 J 2 ( x ) t 3 J 3 ( x )

Since J n ( x ) ( 1 )n J n ( x ) , we have
x

e2

( t 1 / t )

J 0 ( x ) J 1 ( x )t 1 / t J 2 ( x ) t 2 1 / t 2 J 3 ( x ) t 3 1 / t 3
p

----- (1)

Let t = cos + i sin so that t = cosp + i sinp and 1/t = cosp - i sinp.
From this we get, tp + 1/tp = 2cosp and tp 1/tp = 2i sinp
Using these results in (1), we get
x
( 2 i sin )
2
e

e ix sin J 0 ( x ) 2J 2 ( x ) cos 2 J 4 ( x ) cos 4 2iJ 1 ( x ) sin J 3 ( x ) sin 3

-----(2)
Since eixsin = cos(xsin) + i sin(xsin), equating real and imaginary parts in (2) we get,
cos( x sin ) J 0 ( x ) 2J 2 ( x ) cos 2 J 4 ( x ) cos 4 ----- (3)
----- (4)
sin( x sin ) 2J 1 ( x ) sin J 3 ( x ) sin 3
These series are known as Jacobi Series.
Now multiplying both sides of (3) by cos n and both sides of (4) by sin n and
integrating each of the resulting expression between 0 and , we obtain

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

and

J n ( x ), n is even or zero
1
cos( x sin ) cos nd
0 , n is odd
0

n is even
0,
1
sin( x sin ) sin nd
0
J n ( x ), n is odd

Here we used the standard result cos p cos qd sin p sin qd 2 , if p q

0

0 , if p q

From the above two expression, in general, if n is a positive integer, we get

Jn( x )

1
1
cos( x sin ) cos n sin( x sin ) sin n d cos( n x sin )d
0
0

(b) Changing to (/2) in (3), we get

cos( x cos ) J 0 ( x ) 2J 2 ( x ) cos( 2 ) J 4 ( x ) cos( 4 )

cos( x cos ) J 0 ( x ) 2 J 2 ( x ) cos 2 2 J 4 ( x ) cos 4

Integrating the above equation w.r.t from 0 to , we get

cos( x cos )d J 0 ( x ) 2 J 2 ( x ) cos 2 2 J 4 ( x ) cos 4

sin 2
sin 4
2J 4 ( x )
J 0 ( x )
cos( x cos )d J 0 ( x ) 2 J 2 ( x )
2
4
0
0

Thus, J 0 ( x )

1
cos( x cos )d
0

(c) Squaring (3) and (4) and integrating w.r.t. from 0 to and noting that m and n being
integers

4J 4 ( x )2
2
2

4J 3 ( x )2
2
2

2
2
2
cos ( x sin )d J 0 ( x ) 4J 2 ( x )

2
2
sin ( x sin )d 4J 1 ( x )

Adding, d J 02 ( x ) 2 J 12 ( x ) 2 J 22 ( x ) J 32 ( x )

Hence, J 02 2 J 12 2 J 22 J 32 1

Orthogonality of Bessel Functions

If and are the two distinct roots of Jn(x) = 0, then
if
0,

xJ n ( x )J n ( x )dx 1 J / ( ) 2 1 J ( )2 , if
n 1
0
2 n
2

Proof:
We know that the solution of the equation
x2u// + xu/ + (2x2 n2)u = 0 -------- (1)
x2v// + xv/ + (2x2 n2)v = 0 -------- (2)
are u = Jn(x) and v = Jn(x) respectively.

Special Functions by Dr. M. Sankar, SCE, Bangalore - 57

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

x(u// v - u v//)+ (u/ v uv/)+ (2 2)xuv = 0
or

d
x u / v uv / 2 2 xuv
dx

Now integrating both sides from 0 to 1, we get

2 xuvdx x u / v uv /

u
1
0

v uv /

------- (3)

x 1

Since u = Jn(x), u /

d
J n ( x ) d J n ( x ) d ( x ) J n/ ( x )
dx
d ( x )
dx

Similarly v = Jn(x) gives v /

d
J n ( x ) J n/ ( x ) .
dx

Substituting these values in (3), we

get
1

J n/ ( )J n ( ) J n ( )J n/ ( )

2 2

xJ n ( x )J n ( x )dx

------- (4)

If and are the two distinct roots of Jn(x) = 0, then Jn() = 0 and Jn() = 0, and hence

(4) reduces to xJ n ( x )J n ( x )dx 0 .

0

This is known as Orthogonality relation of Bessel functions.

When = , the RHS of (4) takes 0/0 form. Its value can be found by considering
as a root of Jn(x) = 0 and as a variable approaching to . Then (4) gives
1

Lt xJ n ( x )J n ( x )dx Lt

J n/ ( )J n ( )
2 2

Applying LHospital rule, we get

2
J n/ ( )J n/ ( ) 1 /
J n ( ) --------(5)
0

2
2
n
We have the recurrence relation J n/ ( x ) J n ( x ) J n 1 ( x ) .
x
n

J n/ ( ) J n ( ) J n 1 ( ). Since J n ( ) 0 , we have J n/ ( ) J n 1 ( )

1
2
1
1
Thus, (5) becomes Lt xJ n ( x )J n ( x )dx J n/ ( ) J n 1 ( )2
0
2
2
1

Lt xJ n ( x )J n ( x )dx Lt