Bessel
Bessel
Bessel
In physics, the Bessel equation appears while solving problems with Laplace and Helmhotz
equations in cylindrical and spherical polar coordinates. These problems appear in quan-
tum mechanics, electrodynamics, classical mechanics, heat conduction, vibrations, etc.
x2 y ′′ + xy ′ + (a2 x2 − ν 2 )y = 0
(+) (−)
The solutions to this equation are Jν (ax), Nν (ax), Hν (ax) and Hν (ax).
The Bessel equation is not self-adjoint, but can be transformed into a self-adjoint form,
ν2 ν2
′′ ′ 2 d h ′i 2
xy + y + a x − y = 0 =⇒ xy + a x− y=0
x dx x
ν2
with p(x) = x, q(x) = − , λ = a2 and w(x) = x. We could have chosen, q(x) = a2 x and
x
λ = −ν 2 instead.
And there are several zeros for each Bessel functions in between. We will denote the m-th
zero of Jν (x) as ανm . Normally, the first zero (at x = 0) is counted as the 0-th zero. See
Table 11.1 in Arfken for the list of zeros of Jn (x).
ν
RR-3 Jν−1 (x) = x Jν (x) + Jν′ (x) Proof: Expand RR-1 to get the result.
ν
RR-4 Jν+1 (x) = x Jν (x) − Jν′ (x) Proof: Expand RR-2 to get the result.
2. At every positive zero ανn > 0 of Jν (x), Jν−1 (ανn ) = −Jν+1 (ανn ).
In physics, we encounter Bessel functions of either integral order (ν = n) [in prob-
lems with cylindrical symmetery] or half-integral order ν = n + 12 [in problems with
spherical symmetry]. So now, we will divide our discussions into two distinct cases: one
for ν = n and one for ν = n + 12 . In the later case, the functions are called Spherical
Bessel functions. We will discuss them completely separately. So, in the following, first
we discuss the Bessel functions for ν = n.
Bessel Functions of Integral Order
The Bessel equation is
x2 y ′′ + xy ′ + (x2 − n2 )y = 0 =⇒ y = Jn (x) or Nn (x)
x2 y ′′ + xy ′ + (a2 x2 − n2 )y = 0 =⇒ y = Jn (ax) or Nn (ax)
The Bessel functions are
∞
X (−1)m x 2m+n
Jn (x) = n = 0, ±1, ±2, · · · Bessel function
m=0
m! (m + n)! 2
d n n
RR-1 dx x J n (x) = x Jn−1 (x)
d −n −n
RR-2 dx x J n (x) = −x Jn+1 (x)
n
RR-3 Jn−1 (x) = x Jn (x) + Jn′ (x)
n
RR-4 Jn+1 (x) = x Jn (x) − Jn′ (x)
2n
RR-5 Jn+1 (x) + Jn−1 (x) = x Jn (x)
This can be used to find the values of Jn (x) at certain special values of x. It can also be
used in solving many problems much more easily than can be solved using other methods.
n=1 n=1
This immediately gives us
∞
X
cos (x sin θ) = J0 (x) + 2 cos (2nθ) J2n (x)
n=1
and ∞
X
sin (x sin θ) = 2 sin[(2n − 1) θ] J2n−1 (x)
n=1
1.9 Orthogonality of Bessel Functions
Write the Bessel functions for two different orders, n and m,
i n2
d h ′
x Jn (x) + x − Jn (x) = 0
dx x
i m2
d h ′
x Jm (x) + x − Jm (x) = 0
dx x
Multiply the first equation by Jm (x) and the second equation by Jn (x), then subtract one
from the other to get
d h i Jn (x) Jm (x)
Jn (x) x Jm (x) − Jn (x) x Jm (x) = m2 − n2
′ ′
dx
dx x
Integrating from 0 to ∞, the left-hand-side vanisjes. So we get
∞ Jn (x) Jm (x)
Z
2 2
m −n dx = 0
0 x
This implies the orthogonality condition,
Z ∞
Jn (x) Jm (x)
dx = An δmn , Obviously An > 0
0 x
Evaluation of An is delegated to the Exercise.
However, in physics, we rarely come across an integral of this type. What we encounter
is a completely different type of integral involving two Bessel functions of same order
but different arguements. For those integrals, we write the Bessel equation as,
n2
d d 2
x Jn (ax) + a x − Jn (ax) = 0
dx dx x
n2
d d 2
x Jn (bx) + b x − Jn (bx) = 0
dx dx x
Multiply the first equation by Jn (bx) and the second one by Jn (ax) and subtract to get
d d d
Jn (ax) = a2 − b2 Jn (ax) Jn (bx) x
x Jn (ax) Jn (bx) − x Jn (bx)
dx dx dx
Integrating from 0 to 1, we get (Be careful!! dJndx(bx) = b Jn′ (b), and so on)
x=1
h i Z 1
2 2
Jn′ Jn′
b Jn (a) (b) − a (a) Jn (b) = a − b Jn (ax) Jn (bx) x dx
0
If we let a = αnj and b = αnk , then the left-hand-side vanishes, and we get
Z 1
Jn (αnj x) Jn (αnk x) x dx = Bjn δjk , Obviously Bjn > 0
0
To get the value Bjn (normalisation), we proceed as follows. In the previous equation, we
put a = αnj and keep b as it is to get
1
Z
′ 2 2
−αnj Jn (αnj ) Jn (b) = αnj − b Jn (αnj x) Jn (bx) x dx
0
1
−αnj Jn′ (αnj ) Jn (b)
Z
=⇒ Jn (αnj x) Jn (bx) x dx = 2
0 αnj − b2
When b → αnj , the left-hand-side is Bjn , but the righ-hand-side is indeterminate. We use
the L’Hospitals’s rule to determine the right-hand-side when b → αnj . We get
1
1h ′
Z i2
Jn (αnj x) Jn (αnj x) x dx = Jn (αnj )
0 2
Use RR-3 and RR-4 to finally write the orthonormality condition as
Z 1
1h ′ i2
Jn (αnj x) Jn (αnk x) x dx = J (αnj ) δjk
0 2 n
1h i2 1h i2
= Jn+1 (αnj ) δjk = Jn−1 (αnj ) δjk
2 2
ρ
Sometimes, the upper limit is other than 1. If we let x = , then we get
a
Z a
αnj ρ α ρ
nk a2 h i2 a2 h i2
Jn Jn ρ dρ = Jn+1 (αnj ) δjk = Jn−1 (αnj ) δjk
0 a a 2 2
a2 − ν 2 c 2
′′ 1 − 2a ′ c−1 2
y + y + bc x + y=0
x x2
y ′′ + ω 2 y = 0
y = x1/2 J1/2 (ωx)
=⇒
′′ 1/2 2 3/2
y + xy = 0 =⇒ y = x J1/2 x
3
y′ y
y ′′ + + = 0 =⇒ y = J0 2x1/2
x x
Exercises
Bessel 1 It is claimed that, the following function is the generating function for the Bessel
functions of integral order.
∞
x 1 X
Φ(x, t) = exp t− = tn Jn (x)
2 t n=−∞
Hint: Use the product of the generating functions, Φ(x, t) · Φ(x, −t).
∞
ix cos θ
X
e = J0 (x) + 2 im Jm (x) cos(mθ)
m=1
and ∞
X
sin (x cos θ) = 2 (−1)m+1 cos[(2m − 1) θ] J2m−1 (x)
m=1
Bessel 4 Show that, the Bessel functions of integral order can be written as the following
integrals.
Z 2π
1
(a) Jn (x) = ei(x sin θ−nθ) dθ
2π 0
i−n 2π i(x cos θ−nθ)
Z
(b) Jn (x) = e dθ
2π 0
Bessel 5 Show that, the Bessel function of integral order can be written as the following
integral
1 π
Z
Jn (x) = cos (nθ − x sin θ) dθ
π 0
Hint: Use the expressions for cos(x sin θ) and sin(x sin θ) obtained from the gener-
ating function. Or alternatively, use the results of problem Bessel 4 and compare
the real and imaginaty parts on both sides.
Use part (b) of problem Bessel 4 to show that, Jn (x) can also be written as,
(−1)n 2π
Z
(a) J2n (x) = cos [x cos θ − 2nθ] dθ
2π 0
2π
(−1)n
Z
J2n+1 (x) = sin [x cos θ − (2n + 1)θ] dθ
2π 0
1 ∞
2 cos(xt) 2 sin(xt)
Z Z
(b) J0 (x) = √ dt = √ dt
π 0 1 − t2 π 1 t2 − 1
and
Z ∞ Z ∞ Z ∞ Z ∞
J1 (x) dx = J3 (x) dx = J5 (x) dx = · · · = J2n+1 (x) dx
0 0 0 0
Note: When parts (a) and (b) are used together, they prove that
Z ∞
Jn (x) dx = 1 n = 0, 1, 2, 3, · · ·
0
′ 2
Jν (x) J−ν (x) − Jν′ (x) J−ν (x) = − sin(νπ)
πx
Then show that,
2
Jν (x) Nν′ (x) − Jν′ (x) Nν (x) =
πx
Bessel 11 Show that,
2
Jν (x) Nν+1 (x) − Jν+1 (x) Nν (x) = −
πx
Bessel 12 Show that,
∞
Jn (x) Jm (x) 1
Z
dx = δnm , n, m > 0
0 x 2n
Bessel 13 We denote βnj as the j-th zero of the first derivative of Jn (x), i.e. Jn′ (βnj ) = 0.
Then show that,
Z a
a2 n2 h
ρ ρ i2
Jn βnj Jn βnk ρ dρ = 1− 2 Jn (βnj ) δjk
0 a a 2 βnj
where R is the nuclear radius and k is the momentum of the incident particles. The
differential scattering crossection is given by
dσ
= |f (θ)|2
dΩ
Show that, 2
dσ R J1 (kR sin θ)
=
dΩ sin θ
Bessel 16 The transmission coefficient for a circular aperture for normal incidence of light rays
is given by Z 2ka Z 2ka
J2 (x) 1
T =2 dx − J2 (x) dx
0 x 2ka 0
Show that, T can be written as
∞ 2ka
1 X 1
Z
(a) T =1− J2n+1 (2ka) (b) T =1− J0 (x) dx
ka n=0 2ka 0
2πa
Show that, Φ= J1 (ba).
b
However, the most important point to note is that the solution of the above equation can
be written as
1
yℓ (x) = 1/2 Jℓ+ 1 (x)
x 2
This is left as an exercise for the students (Hint: Use the equation in Section 4.10). So
there is no need to derive the solution using the Frobenius method nor there is any need
to derive the recurrence relations. Those can be obtained from the original relations by
replacing ν = ℓ + 12 and taking care of the extra term 1/x1/2 . If we multiply yℓ (x) by
p
2/π (this is the convention), we get the spherical Bessel functions:
r
π
jℓ (x) = J 1 (x) Spherical Bessel function
2x ℓ+ 2
r
π
nℓ (x) = N 1 (x) Spherical Neumann function
2x ℓ+ 2
r
(±) π (±)
hℓ (x) = jℓ (x) ± i nℓ (x) = Hℓ+ 1 (x) Spherical Hankel functions
2x 2
Note that, the Spherical Bessel equation in the above written form is self-adjoint, with
with p(r) = r2 , q(r) = −ℓ(ℓ+1), λ = k 2 and w(r) = r2 . We could have chosen, q(r) = k 2 r2
and λ = −ℓ(ℓ + 1) instead. The specific choice depends upon the specific problems at
hand. We will come to this point when we actually face a problem in physics.
2.2 Special Values
The values of the spherical Bessel functions can be obtained from those of the Bessel
functions. The question of parity of the spherical Bessel functions is a case of formal
interest only for physicists, because we do not need it.
d ℓ+1 ℓ+1 d −ℓ −ℓ
RR-1 dx x j ℓ (x) = x jℓ−1 (x) RR-2 dx x jℓ (x) = −x jℓ+1 (x)
ℓ+1 ℓ
RR-3 jℓ−1 (x) = x jℓ (x) + jℓ′ (x) RR-4 jℓ+1 (x) = x jℓ (x) − jℓ′ (x)
2ℓ+1 1
RR-5 jℓ+1 (x) + jℓ−1 (x) = RR-6 jℓ−1 (x) − jℓ+1 (x) = x jℓ (x) + 2jℓ′ (x)
x jℓ (x)
We note that, at every positive zero γℓk > 0 of jℓ (x), jℓ+1 (γℓk ) = −jℓ−1 (γℓk ).
So, the spherical Bessel functions can be expressed entirely in terms of sin x, cos x and
powers of (1/x).
If we let a = γℓi and b = γℓk , then the left-hand-side vanishes, and we get
Z 1
jℓ (γℓi x) jℓ (γℓk x) x2 dx = Bkℓ δik , Obviously Bkℓ > 0
0
To get the value Bkℓ (normalisation), we proceed as follows. In the previous equation, we
put a = γℓi and keep b as it is to get
1
Z
2 2
′
−γℓi jℓ (γℓi ) jℓ (b) = γℓi − b jℓ (γℓi x) jℓ (bx) x2 dx
0
1
−γℓi jℓ′ (γℓi ) jℓ (b)
Z
=⇒ jℓ (γℓi x) jℓ (bx) x2 dx =
0 (γℓi2 − b2 )
When b → γℓi , the left-hand-side is Bjn , but the righ-hand-side is indeterminate. We use
the L’Hospitals’s rule to determine the right-hand-side when b → γℓi . We get
Z 1
1h ′ i2
jℓ (γℓi x) jℓ (γℓi x) x2 dx = jℓ (γℓi )
0 2
Use RR-3 and RR-4 to finally write the orthonormality condition as
Z 1
1h ′ i2
jℓ (γℓi x) jℓ (γℓk x) x2 dx = jℓ (γℓi ) δik
0 2
1h i2 1h i2
= jℓ+1 (γℓi ) δik = jℓ−1 (γℓi ) δik
2 2
r
Sometimes, the upper limit is other than 1. If we let x = , then we get
a
Z a
γℓi r γℓk r 2 a3 h i2 a3 h i2
jℓ jℓ r dr = jℓ+1 (γℓi ) δik = jℓ−1 (γℓi ) δik
0 a a 2 2
This is very useful in many physics problems, most importantly in scattering theory. We
will prove this in the following.
Proof: Any function in [−1, 1] can be expanded in a Legendre series. So we let
∞ 1
2ℓ + 1
Z
eixω = eixω Pℓ (ω) dω
X
aℓ (x) Pℓ (ω) =⇒ aℓ (x) =
ℓ=0
2 −1
∞
ℓ (−1)m x2m+ℓ
X
=⇒ aℓ (x) = i (2ℓ + 1) =⇒ aℓ (x) = iℓ (2ℓ + 1) jℓ (x)
m=0
(2m + 2ℓ + 1)!! (2m)!!
This proves the Raleigh equation.
When we put x = kr and ω = cos θ, the left-hand side represents a plane wave with θ
being the angle between the wave-vector ~k and the position vector ~r . This relation is
then called the Rayleigh equation and is very useful in scattering theory.
The Rayleigh equation implies a direct relationship between Pℓ (ω) and jℓ (x), which are
Z 1 Z ∞
1 ixω 1
jℓ (x) = ℓ e Pℓ (ω) dω Pℓ (ω) = ℓ eixω jℓ (x) dx
2i −1 πi −∞
So, jℓ (x) and Pℓ (ω) are Fourier transforms of each other (apart from the constants).
′
Multiply eixω and e−ix ω and integrate over ω from −1 to 1 to get
∞
X
(2ℓ + 1) jℓ (x) jℓ (x′ ) = π δ(x − x′ ) [Closure Relation for jℓ (x)]
ℓ=0
dℓ
ℓ!
jℓ (x) =
dxℓ x=0 (2ℓ + 1)!!
∞
jℓ (x) jℓ+1 (x) π
Z
(b) dx =
0 x 2(2ℓ + 1)(2ℓ + 3)
∞
jℓ (x) jℓ+2 (x) 1
Z
(c) dx =
0 x 6(ℓ + 1)(ℓ + 2)
Sph-Bessel 8 Show that,
∞
1
Z
jℓ (x) jℓ′ (x) dx = − δℓ0
0 2
Sph-Bessel 9 Show that,
Z ∞ Z ∞
(ℓ + 1) jℓ+1 (x) dx = ℓ jℓ−1 (x) dx, ℓ>0
0 0
Hint: Integrate RR-3 and RR-4 and manipulate or first show that,
and ∞ ∞
(2ℓ)!!
Z Z
j2ℓ+1 (x) dx = j1 (x) dx
0 (2ℓ + 1)!! 0
∞ Z ∞
π
Z
Then show that, j0 (x) dx = and j1 (x) dx = 1.
0 2 0
(Use the complex contour integration method for the first integration, see Arfken,
page 468, and use one of the recurrence relations for the second integration).
−1 1
This relation then implies that, √ ≤ jℓ (x) ≤ √ .
2ℓ + 1 2ℓ + 1