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converges and its value is denoted by I(x).
17-May-13 MATH C241 prepared by MSR 5
I(x + 1) = x I(x) --- (Proved by
Integrating by parts)
I(1) = 1 -- (immediate from the definition)
I(n + 1) = n ! For all positive integers n
(follows from the first two properties; thus
the Gamma function is also referred to as
the extended factorial function)
Properties of the Gamma function I(x)
17-May-13 MATH C241 prepared by MSR 6
( ) (1 ) ( not an integer)
sin
x x x
x
t
t
I I =
We now extend the definition of I(x) for
negative numbers x as follows:
If -1 < x < 0, we define
( 1)
( )
x
x
x
I +
I =
Thus
1
( )
1
2
( ) 2
1
2
2
t
I
I = =
I( ) = \t
17-May-13 MATH C241 prepared by MSR 7
Thus we have extended the definition of I(x)
for -1 < x < 0. Note that I(0), I(-1) are
undefined.
( 1)
( )
x
x
x
I +
I =
Thus
1
( )
3 4
2
( )
3
2 3
2
t
I
I = =
= =
are analytic at all
points except x = 0.
17-May-13 MATH C241 prepared by MSR 13
Hence x = 0 is the only singular point. As
( ) ( ) 1 p x xP x = =
2 2 2
( ) ( ) q x x Q x x p = =
and
are both analytic at x = 0, x = 0 is a regular
singular point.
( 1) (0) (0) 0 m m p m q + + =
i.e.
2
( 1) 0 m m m p + =
or
2 2
0 m p =
Hence the exponents are m =
The indicial equation is
p, -p.
17-May-13 MATH C241 prepared by MSR 14
Hence corresponding to the bigger exponent
m=p, there always exists a Frobenius Series
solution
0
0
( 0)
p n
n
n
y x a x a
=
= =
0
0
( 0)
p n
n
n
a x a
+
=
= =
1
0
( )
p n
n
n
y p n a x
+
=
'
= +
2
0
( )( 1)
p n
n
n
y p n p n a x
+
=
''
= + +
Hence
Substituting for y, y' , y we get
17-May-13 MATH C241 prepared by MSR 15
0
( )( 1)
p n
n
n
p n p n a x
+
=
+ +
0
( )
p n
n
n
p n a x
+
=
+ +
2 2
0
( ) 0
p n
n
n
x p a x
+
=
+ =
Divide throughout by x
p
, we get
2
0
( )( 1) ( )
n
n
n
p n p n p n p a x
=
(
+ + + +
2
0
0
n
n
n
a x
+
=
+ =
=
(
+
2
2
0
n
n
n
a x
=
+ =
=
+ + + + =
Thus
1
(2 1) 0 p a + =
| |
2
(2 ) 0, 2
n n
n p n a a n
+ + = >
1
0 a =
17-May-13 MATH C241 prepared by MSR 17
2
1
, 2
(2 )
n n
a a n
n p n
= >
+
or
Recurrence relation for a
n
s
n=3 gives
3 1
1
0
3(2 3)
a a
p
= =
+
Putting n = 5, 7, we get
0 for all odd
n
a n =
17-May-13 MATH C241 prepared by MSR 18
n = 2 gives
2 0 0
2
1 1
2(2 2) 2 ( 1)
a a a
p p
= =
+ +
n = 4 gives
4 2 2
2
1 1
4(2 4) 2 2( 2)
a a a
p p
= =
+ +
2
0
4
1
( 1)
2 1 2 ( 1)( 2)
a
p p
=
+ +
2
0
4
1
( 1)
2 2! ( 1)( 2)
a
p p
=
+ +
17-May-13 MATH C241 prepared by MSR 19
Proceeding like this we get
2 0
2
1
( 1)
2 ! ( 1)( 2)...( )
n
n
n
a a
n p p p n
=
+ + +
n = 1, 2,
Hence the solution corresponding to the
exponent m = p is
17-May-13 MATH C241 prepared by MSR 20
2
0
2
0
1
( 1)
2 ! ( 1)( 2)...( )
p n n
n
n
y a x x
n p p p n
=
=
+ + +
Now choosing
0
1
2 !
p
a
p
=
we get the solution
2
0
1
( 1)
! ( )! 2
n p
n
n
x
y
n p n
+
=
| |
=
|
+
\ .
=
| |
=
|
+
\ .
=
| |
=
|
\ .
= +
c
1
, c
2
arbitrary constants
17-May-13 MATH C241 prepared by MSR 23
If p is a positive integer m, we formally define
2
0
1
( ) ( 1)
!( )! 2
n m
n
m
n
x
J x
n n m
=
| |
=
|
\ .
Noting that
1 1
0 for 0 ,
( )!
n m
n m
= = s <
we get
2
1
( ) ( 1)
!( )! 2
n m
n
m
n m
x
J x
n n m
=
| |
=
|
\ .
=
| |
=
|
+
\ .
2
0
1
( 1) ( 1)
!( )! 2
n m
m n
n
x
n n m
+
=
| |
=
|
+
\ .
( 1) ( )
m
m
J x =
Hence J
m
(x) and J
-m
(x) are not LI.
( m, a positive integer)
17-May-13 MATH C241 prepared by MSR 25
Bessels Function of the second kind
We define the standard Bessel function
of the second kind by
( ) cos ( )
( )
sin
p p
p
J x p J x
Y x
p
t
t
=
p not an integer.
It is obvious that we can write the general
solution of Bessels equation of order p also as
1 2
( ) ( )
p p
y c J x c Y x = + (c
1
, c
2
arbitrary constants)
17-May-13 MATH C241 prepared by MSR 26
It has been shown that
( ) lim ( )
m p
p m
Y x Y x
=
exists, is a solution of Bessels equation of
order m and that J
m
(x) and Y
m
(x) are LI.
Hence for all p (integer or not), the general
solution of Bessels equation of order p is
1 2
( ) ( )
p p
y c J x c Y x = +
(c
1
, c
2
arbitrary constants)
The following slides shows the graphs of
J
0
(x) , J
1
(x), .. and Y
0
(x), Y
1
(x),
17-May-13 MATH C241 prepared by MSR 27
17-May-13 MATH C241 prepared by MSR 28
17-May-13 MATH C241 prepared by MSR 29