Bessel Functions and Their

Properties
David Song
MAT157 Mathematical Essay
March 06, 2013

Bessel functions were first used by F. W. Bessel to model three-body motion, and have
since been studied by Euler, Lagrange and the Bernoullis. Bessel functions are solutions to the
second order differential equation
(

(1)

Recall that differential equations in the field of Calculus are equations, which relate its value
with its derivative of various orders. The order of a differential equation is the highest order of
derivative that has a nonzero coefficient. For example, the order of the differential equation
( )

( )

( )

is 2 (noting that the order of derivative for ( ) is 0). Notice that the function changes as the
constant changes. This paper looks at Bessel functions of the first kind, denoted by ( ),
where is an arbitrary value, and is called the order of the function.
When dealing with second order differential equations, a common approach is the
Method of Frobenius, also called Frobenius Method. The method states that given a differential
equation
( )
where

and

( )

. If ( ) and ( ) are analytic at 0, or if they are analytic in a

neighborhood of 0, and their limits at 0 exist (and finite), then there is a power series solution
( )

which satisfies the differential equation.

Moving back to the Bessel functions, note that equation (1) can be changed to
(

(2)

by simple manipulation of product rule. Using the Frobenius Method, the series form of the
Bessel function can be derived. Suppose
( )
where is a fixed parameter and

are undetermined coefficients. We then have

( )

( )

( )

( )

(3)

(4)

Therefore, equation (2) is equal to

When the coefficients of the powers of

are organized, the coefficient on

And that

The coefficient on the

term is
(

If
(
Since

for all odd

, the coefficients for even powers of

(

are

The gamma function, ( ), which is defined as

( )

has the property that

(
It follows that at integer values of

)
(

(
)

) (

)
(

gives

Therefore, the coefficients can be expressed as

(
(

)
(

(
(

)
)

Hence, the general expression of Bessel functions of the first order is denoted by
( )

( )
) (

( )

( )

where n is the order of the Bessel function.

The graph of the Bessel functions of the first kind of order 0 to 2 is shown in figure 1.

Figure 1 The Bessel Functions of orders n = 0 to n = 2

If and

( ), and

are positive roots of

) (

, then
)

Using this property, the orthogonality of ( ) and ( ) can be addressed. The dot product
or inner product of two vectors
are orthogonal if

As a generalization, inner product for the space of Riemann integrable functions

closed and bounded interval is defined by

where ( ) is a weight function. If

considering Bessel functions, ( )

on a

( ) ( ) ( )

, then
, and hence,

Now, the following is a proof of this property. Since

are orthogonal. When

( ) are orthogonal.

) and

satisfies differential equation (1),

))

) (

(5)

))

) (

(6)

) and (6) by

) (

))

) (

) (

(7)

) (

))

) (

) (

(8)

) (

and

Multiplying (5) by

), we get

and

Subtracting (8) from (7),

(

) (

))

This can also be expressed as

))

) (

) (

) (

))

) ( ) (
) ( ) (

) (

(
(

) (

))

Integrating this with respect to

(

) (

))

(
)

))

) (

))

) (

) (

) (

(9)

from 0 to 1 gives
(

) (

))

) (

) (

This gives
(

) (

) (

Note that when

, the first two expressions are 0, and when
the first two expressions vanish. The only thing left is
(

) (

) (

Since

which concludes the proof.

( )

( )

, so

Works Sited

Applications of Bessel Function Distributions, mathematical journal

Frank McNolty Sankhy: The Indian Journal of Statistics, Series B (1960-2002) ,
Vol. 29, No. 3/4 (Dec., 1967), pp. 235-248

Bessel Functions and Their Applications, published book

B. G. Korenev Bessel Functions and Their Applications, London: Taylor &
Francis, (2002). Print.

Bessel Functions and Their Applications, mathematical paper

Jennifer Niedziela Bessel Functions and Their Applications, Knowville:
University of Tennessee, (Oct., 2008)

Math 456 Lecture Notes: Bessel Functions and their Applications to Solutions of
Partial Differential Equations
Vladimir Zakharov Bessel Functions and their Applications to Solutions of
Partial Differential Equations, (Dec., 2009)

MATH306 SUPPLEMENTARY MATERIAL A Brief Introduction to Bessel and

Related Special Functions
Edmund Y. M. Chiang A Brief Introduction to Bessel and Related Special
Functions (Dec., 2008) Print.

Bessel Functions, mathematic paper

Fayez Karoji, Casey Tsai, Rachel Weyrens Bessel Functions (2010) University of
Arkansas. Print.