lClcfltllles Hom lllesc UelllllLJUllS.

In a similar fashion, the Bessel functions are simply defined as the solutions
to Bessel's equation, Eq. (C.I). This equation is a linear, second-order, ordi
nary, homogeneous differential equation and as such has two linearly independ
ent solutions. The general solution is then obtained by adding these two solutions,
each solution being multiplied by an arbitrary constant. The method of Frobenius
gives one such solution to be
n +2p

J)x)

(-1)1' f(n

+P

(C.2)

Ji

whcre f(n + p
sen ted by the
of the first

J) rcprcsents Euler's gamma function. This series is repre,

for convenience and is called the "Bessel function

-n+

I (

~O

Thus, a general solution to Eq. (C.I)

A Short Summary of Bessel

Functions with Brief Tables

IS

B.I ..

However, this solution is not always the genera! one, for if the constant

11

is ar

integer, an expansion of the two series given in Eqs. (C.2) and (C.3) will 5ho\\
since rem) = (m - I)' for m = an

An equation of some importance which is encountered quite frequently in certain

of applied mathematics (Chapters 3 and 4 of this book) is
dv
+ 1 -=+

(.

x dx

n2)

I - -;-2 y
x

0,

(C. I)

in which 11 is constant. This is called Bessel's equation

forms of the solution to this equation are termed Bessel JlltlctlOn
Much of the difficulty that is often experienced by many students in gaining
an understanding of Bessel functions may be avoided if one approaches their
definitions as simply the solutions to a particular differential equation. The same
approach may be used to define other more familiar functions. For example, the
method of Frobenius for expressing the solutions of a differential equation as
infinite series shows that the two solutions to

.I

So, when

is an integer (usually thc case in physical problems involvll1g Besse

the two solutions given above are not linearly independent. The resul
is a single solution to Bessel's equation, but since it is a second-order equation
two independent solutions are required. Thus, in the case of n
an
(including 0), a second solution must be
The second solution is
11

dx 2

2'I 2:' (- I)P + I

o

V
"

1++
2

X4

2'

4!

6!

'Y

Euler's constwt

576

x
-+
3!
5!

p)

21"'"

(CA

q;J(P)]]'

I;" I
k
I r'

+'''+-=2:

lim [q;J(m) - In ml

0.5772157.

rtt--1oX

Y1

2)

p!

+2p

(tl

I)!(~'

(n - p

In this expression,

are
Y1

If

2r>~O

. I

d y

for n an integer.

note that

A SUMMARY OF BESSEL FUNCTIONS

57?

Y -I/(X)
For n

Substitution of Eqs. (C.9) and (e. 10) into the solution of Eq. (C.8) gives the
following way of expressing the solution of Eq. (C. 7) (using the case of n
as an

2: (

o the seeond solution is

(~ +

Yo(X)

IT

1)1' + I (x/2fp

p!p!

p=()

!.p(p) .

(C.5)

Al,,(x)

for n

BYIl(x) >

0 Or an integer.

d 2y
dx2

I dy
X dx

CI,,(x)

DLn(x).

(C.6)

O.

Summarizing: For

This may be altered by use of the transformation

1
i" +

DKn(x) ,

n2)
X2 Y

IT

in which C and D are other arbitrary constants involving A. B, and i. For n

an

Consider now the following variation of Bessel's equation:

-. +

= Cln(x) +

the general solution to Eq. (C.l) is

+ B ~[~

y -

I dy

x dx

ex,

giving

n2)
X2 Y

0,

the solution is

z dz

(I

O.

y
y

This latter form is the standard form of Bessel's equation as stated in Eq. (C. I ).
Thus, the solution to Eq. (C.6) is

= Al,,(ex)

+
+

y=

Bl

BY,,(ex),

integer.

Consider the equation

I dy
+ - + (

I-

x dx

This equation may be transformed by z

form of Bessel's equation:

ix

O.

(C.7)

into the standard

I
I

n integer,

BJ ,,(ex),

= AJn(cx) + BYIl(cx) ,

n -'-'- integer.

For
dX2

+ -

+ (

- -n2) y
X2

dx

CI,,(cx)

DI .. (ex).

Ll,,\CX)

DKII(cx),

0,

the solution is

integer.

Also:

\~

dz
So the solution to

I dy

dz

+ (I

0.

(e. 7) may be written

Alll(ix)

y =

Bl

integer,

BY,,(ix),

integer.

(e.8)

It is conventional to define new functions of real argument rather than leave the
solution in the forms given above. These definitions are:
"Modified Bessel function of the first kind": In(x)

i "lll(ix).

(c. 9)

"Modified Bessel function of the second kind":

Kn(x)

IT

"2 i"+

I [i"ln(x)

10)

I
I

J. ,Jx)

( -- I )''In(x)

L,,(x)

..ex)

Kn(x)
In (X)

Values of I n , Yn , I,p and K" for n

integer.

and n = I are given in Tables C.l and

and 1, are those most frequently
encountered in physical problems which are described mathematically by Bes
sel's equation.
From the definition of I n in Eq. (C.2) one may write
C. 2 at the end of this appendix. These orders,

n. +2p

L (
p=O

u21l +2p

If u is a function of x and if the above function is differentiated with respect

to x,

_1)"+21'
2(n
(2

2:(
p=o
"
2: (

U"

nn

1)1'

U"

+p +

2)

,,+21'

1)/'

'nn

1'=0

p)p! (

21',,1

u\

+2,,--1

du

dx

dx

After expanding the left side of this equation, the

derivative of the Bessel function is obtained:

By similar reasoning, the

functions may be obtained:

du

II.

dx'

analogous

[Y

dx Y,,(u)
d
dx

I(U)

j du

n K,,(u)
u

K"

cases are of

d) Jo(ax))

aJ

(e 12)

elu
dx'

n
U

II)

for the other Bessel

_ I(U)

dx
The following

formula for the

11

(eI3)

J -du,

(C.14)

dx

use:
J(ax)

= aY. I(ax)

IS)

aL I(ax)

dx

dx

aK

I (ax)

aKI(ax),

Two more general differential equations which lead to solutions

Bessel functions are given below, The solutions are also given and may be
verified by substitution.

+--

0,

xO[AJ,,(bx C )

BL"(bx C ) ] ,

1)

a-'J

dx

+ at I)'

1)2

0,

In the above solutions, if the arguments of the Bessel functions are imagina
the modified functions (L K") should replace those shown.

dx

a(2a

y = x" e"xfAJ..(bx')

du

du

dx J,,(u)

'

dx

du

dx

l!. )

-dly2 + [ (I - 2a) -1 + 2a -dy +

TABLE C.2 Selected Values of the Modified Bessel Functions

of the First and Second Kinds, Orders Zero and One

TABLE C.1 Selected Values of the Bessel Functions of the First

and Second Kinds, Orders Zero and One
x

1f}(x)

11 (x)

0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
3.2
3.4
3.6
3.8
4.0
4.2
4.4
4.6
4.8
5.0
5.2
5.4
5.6
5.8
6.0
6.2
6.4
6.6
6.8
7.0
7.2
7.4
7.6
7.8
8.0
8.2
8.4
8.6
8.8
9.0
9.2
9.4
9.6
9.8
10.0

1.00000
+ 0.99002
+ 0.96039
+0.91200
+ 0.84629
+ 0.76520
+0.67113
1-0.56686
+0.45540
+ 0.33999
+ 0.22389
+ 0.11036
+ 0.00251
-0.09680
-0.18503
0.26005
-0.32019
- 0.36430
-0.39177
0.40256
0.39715
-- 0.37656
0.34226
0.29614
-0.24042
0.17760
-0.11029
-0.04121
+0.02697
+ 0.09170
+ 0.15065
+0.20175
+ 0.24331
+ 0~27404
+0.29310
+ 030007
+ 0.29507
+ 0.27859
+0.25160
+0.25541
+0.17165
+ 0.12222
+ 0.D6916
+0.01462
- 0.D3923
0.09033
--0.13675
-0.17677
-0.20898
- 0.23227
0.24594

0.00000
+ 0.09950
+0.19603
+ 0.28670
+0.36884
+0.44005
+0.49830
+ 0.54195
+ 0.56990
+0.58152
+ 0.57672
+0.55596
0.52019
+0.47082
+0.40971
+ 0.33906
+0.26134
0.17923
+ 0.09547
+0.01282
0.06604
-0.13864
0.20278
-0.25655
0.29850
0.32760
-0.34322
0.34534
- 0.33433
-0.31103
0.27668
-0.23292
0.18164
--0.12498
-0.06252
0.00468
+005432
+0.10963
+0.15921
+0.20136
+0.23464
+ 0.25800
+ D.27079
-t 0.27275
+0.26407
+ 0.24531
+0.21471
+0.18163
+0.13952
+0.09284
+0.04347

Yo(x)

YI(X)

co

co

-1.0811
0.60602
-030851
--0.08680
+0.08825
+0.22808
+0.33790
+ 0.42043
I 0.47743
+0.51038
+ 0.52078
+0.51042
I- 0.48133
+0.43591
+0.37685
+0.30705
0.22962
+0.14771
+0.06540
0.01694
-0.09375
0.16333
-0.22345
0.27230
0.30851
-0.33125
034017
0.33544
-0.31775
0.28819
-0.24830
-0.19995
0.14523
-- 0.08643
0.02595
+ 0.03385
+0.09068
+0.14243
+0.18722
+ 0.22352
+0.25011
+0.26622
+0.27146
+ 0.26587
+0.24994
+0.22449
+0.19074
+0.15018
+ 0.10453
+ 0.05567

- 3.3238
1.7809
- 1.2604
0.97814
0.78121
-0.62113
0.47915
-0.34758
0.22366
0.10703
+ 0.00149
+0.10049
+0.18836
+0.26355
+0.32467
+0.37071
+0.40101
+0.41539
+0.41411
+0.39792
+036801
+ 0.32597
+0.27374
+0.21357
+0.14786
+007919
+0.01013
0.05681
0.11923
-0.17501
-022228
0.25955
--0.28575
0.30019
-0.30267
-0.29342
0.27315
0.24280
0.20389
0.15806
-0.10724
- 0.05348
-- 0.00108
+0.05436
+0.10431
+0.14911
+0.18714
+0.21706
+0.23789
+0.24902

I
I

Io(x)

ll(x)

(21 'IT )Ko(x)

(2/'IT)K 1(x)

0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
3.2
3.4
3.6
3.8
4.0
4.2
4.4
4.6
4.8
5.0
5.2
5.4
5.6
5.8
6.0
6.2
6.4
6.6
6.8
7.0
7.2
7.4
7.6
7.8
8.0
8.2
8.4
8.6
8.8
9.0
9.2
9.4
9.6
9.8
10.0

1.000
1.0100
1.0404
1.0920
I. 1665
1.2661
1.3937
1.5534
1. 7500
1.9896
2.2796
2.6291
3.0493
3.5533
4.1573
4.8808
5.7472
6.7848
8.0277
9.5169
113019
13.4425
160104
19.0926
22.7937
27.2399
32.5836
39.0088
46.7376
56.0381
67.2344
80.7179
96.9616
116.537
140.136
168.593
202.921
244.341
294.332
354.685
427.564
515.593
621.944
750.461
905.797
1093.59
1320.66
1595.28
1927 .48
2329.39
2815.72

0.0000
0.1005
0.2040
0.3137
0.4329
0.5652
0.7147
0.8861
1.0848
1.3172
1.5906
1.9141
2.2981
2.7554
3.3011
3.9534
4.7343
5.6701
6.7028
8.1404
9.7595
11.7056
14.0462
16.8626
20.2528
24.3356
29.2543
35. HI21
42.3283
50.9462
613419
73.8859
89.0261
107.305
129.378
156.039
188.250
227.175
274.222
331.099
399.873
483.048
583.657
705.377
852.663
1030.91
1246.68
1507.88
1824.14
2207.13
2670.99

+ co
1.1158
0.70953
0.49498
0.35991
0.26803
0.20276
0.15512
0.11966
0.92903 x 10- I
0.72507
0.56830
0.44702
0.35268
0.27896
0.22116
0.17568
0.13979
0.11141
0.8891 x 10- 2
0.7105
0.5684
OA551
0.3648
0.2927
0.2350
0.1888
0.1518
0.1221
0.9832 x 10- 1
0.7920
0.6382
0.5146
0.4151
0.3350
0.2704
0.2184
0.1764
0.1426
D.1153
0.9325 x 10- 4
0.7543
0.61D4
0.4941
DAOOO
0.3239
0.2624
0.2126
0.1722
0.1396
0.1131

+CIJ
3.0405
1.3906
0.82941
0.54862
0.38318
0.27667
0.20425
0.15319
0.11626
0.89041 x 10 I
0.68689
0.53301
0.41561
0.32539
0.25564
0.20144
0.15915
0.12602
0.9999
10 2
0.7947
0.6327
0.5044
0.4027
0.3218
0.2575
0.2062
0.1653
0.1326
0.1064
0.8556 X 10<1
06879
0.5534
0.4455
0.3588
0.289
0.2331
0.1880
0.1517
0.1424
0.9891 X 10 4
0.7991
0.6458
0.5220
0.4221
0.3415
0.2763
0.2236
0.1810
0.1465
0.1187

IgEl ::.IW:: UJ till: cyU..tllUIl dLJUVl: Vdlll"U CAl-q:1l lUI L!le um: lcUll wlIl::ll

Thus,
b

dx = 0 -I- 0

and the constant

+ .. ,

Cn

r g~(x) dx o

JO

may be calculated:
dx

constants,

arc expressed in terms of the

A set of functions

A Short Summary of the

Orthogonal Functions
Used in Chapter 4

I(x) ~ Clgl(x)

2:

infinite set of functions:

, thc functions arc termed

n.

C 2 g 2(x)

...

Cllgn(x)

...

C"R,/X) ,

n..;;.1

b if

the constants arc given by

dx

form

"
J p(x)f(x)gl1(x) dx
a

11.

Cn
A set of orthogonal functions has particular value in the

repre",'nt'.

of an arbitrary function as an infinite series of the orthogonal set in the

interval. If I(x) denotes the arbitrary function, consider the

pressing it as a linear combination of the orthogonal functions:

I(x)

for m

As before, if an arbitrary function, f(x) can be represented as an infinit

of the functions,

..
Given In a

dx

Clgl(x)

C 2g 2(X)

+ ...

C"iil/(x)

'"

+ C"Ji?m(x)

D(xt('~(x) dx

Some of the
as

sets of functions used in Chapter 4 will now be d

SINE AND COSINE FUNCTIONS

L
1/

C"gl/(X).
I

(D.2)

The C's are constants to be determined. If the series of Eq (D.2) is convergent

and integrable after multiplication by one of the functions, say gn(x), then
II

dx = C I

J-a 6'1(x)gl/(x) dx +
dx

i"
a

g2(X)g,,(x) dx

set of functions in the interval 0

Consider the

211'X.

11'X

sm - ,
L

Sill

This may also be

sm

311'X

, Sill

n11'X

T'

as

sin AIX, sin

, sin A)x, .

. , sin

ll

Rm(x)gn(X) dx t .

An

n11'

L' n

I " 2 3, ....

584
A SUMMARY OF ORTHOGONAL FUNCTIONS

L:

Now, in the interval

::;

x ::; L:

sin An X sin Am X dx

sin (An -I- Am)X

sin

-I- --'-"----""

n1T

for Am

lL

An

since

L'

0, I, 2, 3, ....

Thus,
n1T

m1T

L'

-2 (An X

ArlhA(JAM

set Also, for

n:

AI/x dx

f(x)

the set of functions in Eq. (D.6) is an

sin AnX cos AnX)

An

Io

(0.8)

L
2
Thus, an arbitrary function, f(x), may, if the series converges, be represented
as a series of the functions of Eq. (0.6):

f(x) dx -I-

2 L.J
'\.' cos AnX
n~

cot (AnL)

B = 0,

1, 2, 3, ... , B

(AnL) cos AIlL

will

and

from

Cn
A
n

o sin An x dx

sin Anx

(0.10)

fl1T

L '

(0.16'

B sin AnL,

2'

sm

2AI1

Thus, if An is a root of
cot AnL -I- B

1,2,3,,,

constant.

some algebra will show that the integral expressed in Eq. (0.7) will again
vanish. Also, Eq. (D.8) gives, instead of L/2, that

sm

n~1

'8

15)

dx.

since Eq. (D.16) may be written

or

cos

In many instances in heat conduction problems it may be necessary to express

a function as an infinite series of the sines or
such as in Eqs. (0.9) or
(0.13), but in which the An'S are defined by relations other than that specified
by Eqs. (0.6) and (0.12). These characteristic equations defining the An'S arise
out of the application of the boundary conditions of the particular problem under
consideration. One such case is that wherein one wishes to represent a function
as a sine series in the interval 0 $ x s: L as in Eq. (0.9), when the A" 's are
defined as the roots of the equation:

C I sin Alx -I- C 2 sin A2x -I- .

f(x)

The

(D.14)

f(x) cos AnX dx

with

2(A"

2(Am -I- AI!)

An = -2
L

may be

then an

0,
as a sine series

Thus, the function f(x) is representable by the series

f(x) = 2
L

i:

n~1

sin AI/x

lL

sin

(D.

n~l

f(x) sin A"X dx.

(D.II)

where

In a similar fashion, one can show that the set of functions

f(x) sin AnX dx

\
{cos An x} ,f\n

n1T

L'

12)

0, 1, 2, 3, .

:: ;

is an orthogonal set in
x ::; L. Also, then, an
be represented as a convergent series of these functions:

Cn

function

may

sin AnL cos AnL'

n"

Thus, in terms of these constants, f(x) may be represented by

L

2 -Iif

n~1

cos Anx,

(D.13)

f(x)

2:
II~I

An Jo f(x) sin A"X dx

sin An x - - - - . - - - - -
AnL - sm AIlL cos AnL

(0.18)

it may be shown that if the A,,'s are the roots of

tan A"L

dx

(0.19)

0,

C"

then an expansion in terms of cosines may be made:

(D.2:

x15(Anx) dx

J(/

2:

f(x)
"

An cos Anx,

In order to prove the orthogonality condition of Eq. (0.22) and to evaluate th

constants given by
(0.23), one needs expressions for

where
and

xJo(Al1x)JO(Amx) dx

xJ6(AnX) dx.

f(x) cos Anx dx

(0.20)

sin
2An

d
.
dx [Jo(A l1 x)1 =

The corresponding representation of {(x) is, then,

dx
f(x)

.2:

n=l

These two integrals may readily be evaluated by repeated "integration by

the following formulas resulting from Eq. (CII):

JI(AnX) dx =

cos An L An L + sin AIl L cos AIl L

A"J J (A "x)}

[XJI(AIlX)]

dx

- JO(AIlX),
An

A"xl o( A"x),
x

xJo(A"x) dx

All

The results are

dx

CIJO(AjX)I C2Jo(A2x) + ...

Then

(0.5) shows that the constants

xJ6(An-:r) dx

p(x)

are

m n.

(0.2:

(0.2t

O.

lo(AnR)

Examination of the tables of Jo(x) given in Appendix C shows that J o has

succession of zeros that differ hy an interval approaching 11 as x -" 00. HenCe
there are a countably infinite set of the A,,'s defined in Eg. (0.26). For th
interval ()
x :5 R, Eq. (D. 24) reduces to
R

=
-

xl the

xl(/A I1 x.)Jo(A",x) dx

(0.22)

Thus, the functions

A"JO(AmR)J1(AnR)

AmJoCAIlR)lj(Am R ).

virtue of Eq. (0.26), JU(AnR) '-' JoCA",R)

0,

(0.2i

As a particular example, consider the set of functions Jo(Ajx), J o(A 2x), ..

Jo(A"x), ... , in which the Ali'S are defined in the following way for the interv:
o x :5 R. Let the A"' s be the roots of the equation

xJu(A"x)JO(Amx) dx

(0.4) shows that

xJO(AIIX.)JO(A",X) dx

(0.21 )

.2: C,,}o( An x )
n=l

AmJo(Allx)lj(Am x )],

In heat conduction problems in cy lindrical coordinate systems, the solutions are

often expressed in terms of the Bessel functions (Appendix C). To express an
arbitrary function as an infinite series of such functions it will be necessary to
show their orthogonality. The Bessel functions are orthogonal with respect to
the weighting factor: p(x)
x. For example, considering J a, it will be shown
that an arbitrary function may be expressed, in an interval, as a linear combi
nation of the set Jo(Ajx), J o(A 2x), Jo(A3x), ... , JO(Anx),. ., where the
parameters denoted by An arc defined, in some way, by the boundary conditions
of the problem.
In other words, it will be shown that a function
may be represented in
the following way, provided that the Ail'S are properly defined:

In order to be able to do this,

condition must he satisfied:

[A l1 l 0(A",x)J I (A nX)

"

BESSEL FUNCTIONS

f(x)

x
'11. 2

0, so
O.

Jo(A2x), ... , are orthogonal in the interval

(0.26), To use Eq. (0.23) to obtain the constant

of the linear series expansion, Eq. (D.25) must be evaluated for the particular
definition of
R

Jo xJOCAn

X)

(D.31) into Eq.

xJo(Anx)JO(Amx) dx

R 2 R)
2[J o(l\n
+ J 21(A R)]

dx

I1

=
R2

2
2

J~(A"R)l

'-=

J~(AnR).

Am

R
__

in the interval 0 s:
so Eq. (D.23)

CJo(Awt).

xf(X)Jo(A"x) dx
(D.27)

2 Ji(A"R)
if the A_' s are the roots of
O.

In a similar fashion it may be shown that the same

2:

C,,Jo(A,,x),

(D.28)

n-l

may be written in the interval 0

s: R if the An's are the roots of

o.
In this case, the C n ' s are

fr(A R)],

(D.29)

by

dx
(D.30)

R2
R)
-J6(A II
2
As a final example, Sec. 4.7 considers the possibility of expressing an arbi
trary function, f(x), as a series expansion in Jo(Anx), when All is defined as the
nth root of the transcendental equation
(D.31)

In the latter equation B is a constant. That the functions with An thus defined
are orthogonal in the interval 0 s: x s: R C:ln he <;t'f'n hv <;nh<;titntinn nf Fn

I1

xf(x)JO(An x ) dx

C n = --:-----::---

JoCAnR)

the Cn's to be

Jo

-"------

AmAn R (J1CAnR) Jj(A",R)

B

+
2 (R

The constants, Cn' will be given by Eq.

f(x)

) J1(An R)

The fact that this equation equals zero results from the definition of the An's
(and Am'S)
in Eq. (D.31). Equation (D.25) yields, then,

Summarizing, an arbitrary function may be

R, as a series of Jo's:

Cn

J1(l\m R
B

O.

2:

2[
An( Am R

An

(D.32)