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CHAPTER II

2.1 LEGENDRES EQUATION


Legendres equation and Bessels equation are two special equations
which occur frequently in applied mathematics, physics and
engineering.
Any equation of the form
1 x 2 y"2 xy' n( n 1 ) y 0 .

(2.1)

In solving this equation, we consider only the case when the


parameter n is a nonnegative integer. Observe that x = 0 is an
ordinary point. Thus, a power series solution may be obtained similar
to solving a second order differential equation with x = 0 as an
ordinary point.
Legendre Polynomials denoted by Pn(x) are the solutions to
Legendres equation. The first few polynomials are the following.
P0(x) = 1
P1(x) = x
2
P2(x) = (3x 1)
P3(x) = (5x3 3x)
1
1
35 x 4 30 x 2 3
63x 5 70 x 3 15 x
P4(x) = 8
P5(x) = 8
y
Po

P1
x
-1

1
P2
-1
Graph of Legendre Polynomials

Properties of Legendre Polynomials


a) Pn(-x) = (-1)n Pn(x)
b) Pn(1) = 1
c) Pn(0) = 0, n = odd
d) Pn(-1) = (-1)n
e) Pn(0) = 0,
n = even
There are several formulas that will generate Legendre Polynomials.
Among these are the following.
1. Recurrence Formula
k 1 Pk 1 x 2k 1 xPk x kPk 1 x 0
This formula is valid for k=0,1,2,.
2. Rodrigues' Formula is another fundamental identity involving
Legendre polynomials.

1 d n ( x 2 1 )n
Pn ( x ) n
2 n!
dx n

n = 0, 1, 2,

2.2 BESSEL'S EQUATION


2.2.1 GAMMA FUNCTION
Extension of Factorials to any integer v can be done by the gamma
function (v) defined by the integral

(v) 0 e t t v t dt
Properties of Gamma Function
A)
B)
C)

(v+1) = v (v)
(1) = 1
(n + 1) = n!

D)

(1/2) =

Examples:
1)
Show that (v+1) = v (v). HW

2)
3)

Show that (1) = 1. HW


Evaluate the following.
3.1) (6)
3.2) (3/2)
3.3) (4/3)

2.2.2 BESSEL'S EQUATION


x2y" + xy' + (x2 v2) y = 0.

(1)

Bessel's equation appears in cases of cylindrical symmetry in


electrical fields, vibrations and heat conduction. This equation can be
solved by the Frobenius method.
Indicial Equation:

(r + v)(r v) = 0

Roots:

r1 = v

(>0)

and

r2 = -v

Interval of Convergence: (0, )


2.2.3 Solutions of Bessel's Equation.
Bessel Function of the First Kind, Jn(x) for Integer v = n.
J n (x) x n

( 1) m x 2m
2m n

m 0 2
(2)
where n is the order of the function.

Example 4.

m! (n m)!

Obtain the Bessel functions of order 0 and 1.

1 J0
J1
x

Bessel functions of the first kind.


For large x,
2
n

cos x
.
x
2
4

J n (x)

Bessel Function Using Gamma Function


J v (x) x v
J -v (x) x

m 0 2

-v

( 1) m x 2m
2m v

m! (v m 1)!
( 1) m x 2m

2 2mv m! (-v m 1)!

m 0

The series converges for all values of x.


Linear Dependence of Bessel Functions Jn and J-n for v = n.
J-n(x) = (-1)n Jn(x)

n=1,2,3,

2.2.4 Other Properties of Bessel Functions

d v
x J v (x) x v J v 1 (x)
A) dx
d -v
x J v (x) x -v J v 1 (x)
dx
B)

C)

J v 1 (x) J v 1 (x)

2v
J v (x)
x

D) J v1 (x) J v1 (x) 2 J' v (x)

Theorem: If v is not an integer, a general solution of Bessel's


equation for all x 0 is
y(x) = c1Jv(x) + c2J-v(x)
EXAMPLE 5: Find the general solution of
2
x y +xy'+( {x} ^ {2} - {1} over {4} ) y=0 .

Example 5:

Evaluate the given integral using Table 6.1 p296 Zill.


2

I x 3 J 4 (x)dx.
1