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Bessel function

Bessel functions, first defined by the mathematician Daniel Bernoulli and then generalized by Friedrich Bessel, are canonical solutions y(x) of Bessel's differential equation

Bessel functions describe the radial part of vibrations of a circular membrane.
for an arbitrary complex number , which represents the order of the Bessel function. Although and produce the same differential equation, it is conventional to define different Bessel functions for these two values in such a way that the Bessel functions are mostly smooth functions of .

The most important cases are when is an integer or half-integer. Bessel functions for integer are also known as cylinder functions or the cylindrical harmonics because they appear in the solution to Laplace's equation in cylindrical coordinates. Spherical Bessel functions with half-integer are obtained when solving the Helmholtz equation in spherical coordinates.

Applications of Bessel functions edit

Bessel's equation arises when finding separable solutions to Laplace's equation and the Helmholtz equation in cylindrical or spherical coordinates. Bessel functions are therefore especially important for many problems of wave propagation and static potentials. In solving problems in cylindrical coordinate systems, one obtains Bessel functions of integer order (α = n); in spherical problems, one obtains half-integer orders (α = n + 1/2). For example:

Bessel functions also appear in other problems, such as signal processing (e.g., see FM audio synthesis, Kaiser window, or Bessel filter).

Definitions edit

Because this is a linear differential equation, solutions can be scaled to any amplitude. The amplitudes chosen for the functions originate from the early work in which the functions appeared as solutions to definite integrals rather than solutions to differential equations. Because the differential equation is second-order, there must be two linearly independent solutions. Depending upon the circumstances, however, various formulations of these solutions are convenient. Different variations are summarized in the table below and described in the following sections.

Type First kind Second kind
Bessel functions Jα Yα
Modified Bessel functions Iα Kα
Hankel functions H(1)
α
= Jα + iYα
H(2)
α
= JαiYα
Spherical Bessel functions jn yn
Spherical Hankel functions h(1)
n
= jn + iyn
h(2)
n
= jniyn

Bessel functions of the second kind and the spherical Bessel functions of the second kind are sometimes denoted by Nn and nn, respectively, rather than Yn and yn.[2][3]

Bessel functions of the first kind: Jα edit

 
Plot of the Bessel function of the first kind Jn(z) with n = 0.5 in the complex plane from −2 − 2i to 2 + 2i
 
Plot of Bessel function of the first kind, Jα(x), for integer orders α = 0, 1, 2

Bessel functions of the first kind, denoted as Jα(x), are solutions of Bessel's differential equation. For integer or positive α, Bessel functions of the first kind are finite at the origin (x = 0); while for negative non-integer α, Bessel functions of the first kind diverge as x approaches zero. It is possible to define the function by   times a Maclaurin series (note that α need not be an integer, and non-integer powers are not permitted in a Taylor series), which can be found by applying the Frobenius method to Bessel's equation:[4]

 
where Γ(z) is the gamma function, a shifted generalization of the factorial function to non-integer values. The Bessel function of the first kind is an entire function if α is an integer, otherwise it is a multivalued function with singularity at zero. The graphs of Bessel functions look roughly like oscillating sine or cosine functions that decay proportionally to   (see also their asymptotic forms below), although their roots are not generally periodic, except asymptotically for large x. (The series indicates that J1(x) is the derivative of J0(x), much like −sin x is the derivative of cos x; more generally, the derivative of Jn(x) can be expressed in terms of Jn ± 1(x) by the identities below.)

For non-integer α, the functions Jα(x) and Jα(x) are linearly independent, and are therefore the two solutions of the differential equation. On the other hand, for integer order n, the following relationship is valid (the gamma function has simple poles at each of the non-positive integers):[5]

 

This means that the two solutions are no longer linearly independent. In this case, the second linearly independent solution is then found to be the Bessel function of the second kind, as discussed below.

Bessel's integrals edit

Another definition of the Bessel function, for integer values of n, is possible using an integral representation:[6]

 
which is also called Hansen-Bessel formula.[7]

This was the approach that Bessel used,[8] and from this definition he derived several properties of the function. The definition may be extended to non-integer orders by one of Schläfli's integrals, for Re(x) > 0:[6][9][10][11][12]

 

Relation to hypergeometric series edit

The Bessel functions can be expressed in terms of the generalized hypergeometric series as[13]

 

This expression is related to the development of Bessel functions in terms of the Bessel–Clifford function.

Relation to Laguerre polynomials edit

In terms of the Laguerre polynomials Lk and arbitrarily chosen parameter t, the Bessel function can be expressed as[14]

 

Bessel functions of the second kind: Yα edit

 
Plot of the Bessel function of the second kind Yn(z) with n = 0.5 in the complex plane from −2 − 2i to 2 + 2i

The Bessel functions of the second kind, denoted by Yα(x), occasionally denoted instead by Nα(x), are solutions of the Bessel differential equation that have a singularity at the origin (x = 0) and are multivalued. These are sometimes called Weber functions, as they were introduced by H. M. Weber (1873), and also Neumann functions after Carl Neumann.[15]

For non-integer α, Yα(x) is related to Jα(x) by

 

In the case of integer order n, the function is defined by taking the limit as a non-integer α tends to n:

 

If n is a nonnegative integer, we have the series[16]

 
 
Plot of Bessel function of the second kind, Yα(x), for integer orders α = 0, 1, 2

where   is the digamma function, the logarithmic derivative of the gamma function.[17]

There is also a corresponding integral formula (for Re(x) > 0):[18]

 

In the case where n = 0,

 

Yα(x) is necessary as the second linearly independent solution of the Bessel's equation when α is an integer. But Yα(x) has more meaning than that. It can be considered as a "natural" partner of Jα(x). See also the subsection on Hankel functions below.

When α is an integer, moreover, as was similarly the case for the functions of the first kind, the following relationship is valid:

 

Both Jα(x) and Yα(x) are holomorphic functions of x on the complex plane cut along the negative real axis. When α is an integer, the Bessel functions J are entire functions of x. If x is held fixed at a non-zero value, then the Bessel functions are entire functions of α.

The Bessel functions of the second kind when α is an integer is an example of the second kind of solution in Fuchs's theorem.

Hankel functions: H(1)
α
, H(2)
α
edit

 
Plot of the Hankel function of the first kind H(1)
n
(x)
with n = −0.5 in the complex plane from −2 − 2i to 2 + 2i
 
Plot of the Hankel function of the second kind H(2)
n
(x)
with n = −0.5 in the complex plane from −2 − 2i to 2 + 2i

Another important formulation of the two linearly independent solutions to Bessel's equation are the Hankel functions of the first and second kind, H(1)
α
(x)
and H(2)
α
(x)
, defined as[19]

 

where i is the imaginary unit. These linear combinations are also known as Bessel functions of the third kind; they are two linearly independent solutions of Bessel's differential equation. They are named after Hermann Hankel.

These forms of linear combination satisfy numerous simple-looking properties, like asymptotic formulae or integral representations. Here, "simple" means an appearance of a factor of the form ei f(x). For real   where  ,   are real-valued, the Bessel functions of the first and second kind are the real and imaginary parts, respectively, of the first Hankel function and the real and negative imaginary parts of the second Hankel function. Thus, the above formulae are analogs of Euler's formula, substituting H(1)
α
(x)
, H(2)
α
(x)
for   and  ,   for  ,  , as explicitly shown in the asymptotic expansion.

The Hankel functions are used to express outward- and inward-propagating cylindrical-wave solutions of the cylindrical wave equation, respectively (or vice versa, depending on the sign convention for the frequency).

Using the previous relationships, they can be expressed as

 

If α is an integer, the limit has to be calculated. The following relationships are valid, whether α is an integer or not:[20]

 

In particular, if α = m + 1/2 with m a nonnegative integer, the above relations imply directly that

 

These are useful in developing the spherical Bessel functions (see below).

The Hankel functions admit the following integral representations for Re(x) > 0:[21]

 
where the integration limits indicate integration along a contour that can be chosen as follows: from −∞ to 0 along the negative real axis, from 0 to ±πi along the imaginary axis, and from ±πi to +∞ ± πi along a contour parallel to the real axis.[18]

Modified Bessel functions: Iα, Kα edit

The Bessel functions are valid even for complex arguments x, and an important special case is that of a purely imaginary argument. In this case, the solutions to the Bessel equation are called the modified Bessel functions (or occasionally the hyperbolic Bessel functions) of the first and second kind and are defined as[22]

 
when α is not an integer; when α is an integer, then the limit is used. These are chosen to be real-valued for real and positive arguments x. The series expansion for Iα(x) is thus similar to that for Jα(x), but without the alternating (−1)m factor.

  can be expressed in terms of Hankel functions:

 

Using these two formulae the result to  + , commonly known as Nicholson's integral or Nicholson's formula, can be obtained to give the following

 

given that the condition Re(x) > 0 is met. It can also be shown that

 

only when |Re(α)| < 1/2 and Re(x) ≥ 0 but not when x = 0.[23]

We can express the first and second Bessel functions in terms of the modified Bessel functions (these are valid if π < arg zπ/2):[24]

 

Iα(x) and Kα(x) are the two linearly independent solutions to the modified Bessel's equation:[25]

 

Unlike the ordinary Bessel functions, which are oscillating as functions of a real argument, Iα and Kα are exponentially growing and decaying functions respectively. Like the ordinary Bessel function Jα, the function Iα goes to zero at x = 0 for α > 0 and is finite at x = 0 for α = 0. Analogously, Kα diverges at x = 0 with the singularity being of logarithmic type for K0, and 1/2Γ(|α|)(2/x)|α| otherwise.[26]

 
Modified Bessel functions of the first kind, Iα(x), for α = 0, 1, 2, 3
 
Modified Bessel functions of the second kind, Kα(x), for α = 0, 1, 2, 3

Two integral formulas for the modified Bessel functions are (for Re(x) > 0):[27]

 

Bessel functions can be described as Fourier transforms of powers of quadratic functions. For example (for Re(ω) > 0):

 

It can be proven by showing equality to the above integral definition for K0. This is done by integrating a closed curve in the first quadrant of the complex plane.

Modified Bessel functions K1/3 and K2/3 can be represented in terms of rapidly convergent integrals[28]

 

The modified Bessel function   is useful to represent the Laplace distribution as an Exponential-scale mixture of normal distributions.

The modified Bessel function of the second kind has also been called by the following names (now rare):

Spherical Bessel functions: jn, yn edit

 
Plot of the spherical Bessel function of the first kind jn(z) with n = 0.5 in the complex plane from −2 − 2i to 2 + 2i with colors created with Mathematica 13.1 function ComplexPlot3D
 
Plot of the spherical Bessel function of the second kind yn(z) with n = 0.5 in the complex plane from −2 − 2i to 2 + 2i with colors created with Mathematica 13.1 function ComplexPlot3D
 
Spherical Bessel functions of the first kind, jn(x), for n = 0, 1, 2
 
Spherical Bessel functions of the second kind, yn(x), for n = 0, 1, 2

When solving the Helmholtz equation in spherical coordinates by separation of variables, the radial equation has the form

 

The two linearly independent solutions to this equation are called the spherical Bessel functions jn and yn, and are related to the ordinary Bessel functions Jn and Yn by[30]

 

yn is also denoted nn or ηn; some authors call these functions the spherical Neumann functions.

From the relations to the ordinary Bessel functions it is directly seen that:

 

The spherical Bessel functions can also be written as (Rayleigh's formulas)[31]

 

The zeroth spherical Bessel function j0(x) is also known as the (unnormalized) sinc function. The first few spherical Bessel functions are:[32]

 
and[33]
 

Generating function edit

The spherical Bessel functions have the generating functions[34]

 

Finite series expansions edit

In contrast to the whole integer Bessel functions Jn(x), Yn(x), the spherical Bessel functions jn(x), yn(x) have a finite series expression:[35]

 

Differential relations edit

In the following, fn is any of jn, yn, h(1)
n
, h(2)
n
for n = 0, ±1, ±2, ...[36]

 

Spherical Hankel functions: h(1)
n
, h(2)
n
edit

 
Plot of the spherical Hankel function of the first kind h(1)
n
(x)
with n = -0.5 in the complex plane from −2 − 2i to 2 + 2i
 
Plot of the spherical Hankel function of the second kind h(2)
n
(x)
with n = −0.5 in the complex plane from −2 − 2i to 2 + 2i

There are also spherical analogues of the Hankel functions:

 

In fact, there are simple closed-form expressions for the Bessel functions of half-integer order in terms of the standard trigonometric functions, and therefore for the spherical Bessel functions. In particular, for non-negative integers n:

 

and h(2)
n
is the complex-conjugate of this (for real x). It follows, for example, that j0(x) = sin x/x and y0(x) = −cos x/x, and so on.

The spherical Hankel functions appear in problems involving spherical wave propagation, for example in the multipole expansion of the electromagnetic field.

Riccati–Bessel functions: Sn, Cn, ξn, ζn edit

Riccati–Bessel functions only slightly differ from spherical Bessel functions:

 
 
Riccati–Bessel functions Sn complex plot from −2 − 2i to 2 + 2i

They satisfy the differential equation

 

For example, this kind of differential equation appears in quantum mechanics while solving the radial component of the Schrödinger's equation with hypothetical cylindrical infinite potential barrier.[37] This differential equation, and the Riccati–Bessel solutions, also arises in the problem of scattering of electromagnetic waves by a sphere, known as Mie scattering after the first published solution by Mie (1908). See e.g., Du (2004)[38] for recent developments and references.

Following Debye (1909), the notation ψn, χn is sometimes used instead of Sn, Cn.

Asymptotic forms edit

The Bessel functions have the following asymptotic forms. For small arguments  , one obtains, when   is not a negative integer:[4]

 

When α is a negative integer, we have

 

For the Bessel function of the second kind we have three cases:

 
where γ is the Euler–Mascheroni constant (0.5772...).

For large real arguments z ≫ |α21/4|, one cannot write a true asymptotic form for Bessel functions of the first and second kind (unless α is half-integer) because they have zeros all the way out to infinity, which would have to be matched exactly by any asymptotic expansion. However, for a given value of arg z one can write an equation containing a term of order |z|−1:[39]

 

(For α = 1/2 the last terms in these formulas drop out completely; see the spherical Bessel functions above.)

The asymptotic forms for the Hankel functions are:

 

These can be extended to other values of arg z using equations relating H(1)
α
(zeimπ)
and H(2)
α
(zeimπ)
to H(1)
α
(z)
and H(2)
α
(z)
.[40]

It is interesting that although the Bessel function of the first kind is the average of the two Hankel functions, Jα(z) is not asymptotic to the average of these two asymptotic forms when z is negative (because one or the other will not be correct there, depending on the arg z used). But the asymptotic forms for the Hankel functions permit us to write asymptotic forms for the Bessel functions of first and second kinds for complex (non-real) z so long as |z| goes to infinity at a constant phase angle arg z (using the square root having positive real part):

 

For the modified Bessel functions, Hankel developed asymptotic (large argument) expansions as well:[41][42]

 

There is also the asymptotic form (for large real  )[43]

 

When α = 1/2, all the terms except the first vanish, and we have

 

For small arguments  , we have

 

Properties edit

For integer order α = n, Jn is often defined via a Laurent series for a generating function:

 
an approach used by P. A. Hansen in 1843. (This can be generalized to non-integer order by contour integration or other methods.)

Infinite series of Bessel functions in the form   where   arise in many physical systems and defined in closed form by the Sung series.[44] For example, when N = 3:  . More generally, the Sung series and the alternating Sung series are written as:

 
 

A series expansion using Bessel functions (Kapteyn series) is

 

Another important relation for integer orders is the Jacobi–Anger expansion:

 
and
 
which is used to expand a plane wave as a sum of cylindrical waves, or to find the Fourier series of a tone-modulated FM signal.

More generally, a series

 
is called Neumann expansion of f. The coefficients for ν = 0 have the explicit form
 
where Ok is Neumann's polynomial.[45]

Selected functions admit the special representation

 
with
 
due to the orthogonality relation
 

More generally, if f has a branch-point near the origin of such a nature that

 
then
 
or
 
where   is the Laplace transform of f.[46]

Another way to define the Bessel functions is the Poisson representation formula and the Mehler-Sonine formula:

 
where ν > −1/2 and zC.[47] This formula is useful especially when working with Fourier transforms.

Because Bessel's equation becomes Hermitian (self-adjoint) if it is divided by x, the solutions must satisfy an orthogonality relationship for appropriate boundary conditions. In particular, it follows that:

 
where α > −1, δm,n is the Kronecker delta, and uα,m is the mth zero of Jα(x). This orthogonality relation can then be used to extract the coefficients in the Fourier–Bessel series, where a function is expanded in the basis of the functions Jα(x uα,m) for fixed α and varying m.

An analogous relationship for the spherical Bessel functions follows immediately:

 

If one defines a boxcar function of x that depends on a small parameter ε as:

 
(where rect is the rectangle function) then the Hankel transform of it (of any given order α > −1/2), gε(k), approaches Jα(k) as ε approaches zero, for any given k. Conversely, the Hankel transform (of the same order) of gε(k) is fε(x):
 
which is zero everywhere except near 1. As ε approaches zero, the right-hand side approaches δ(x − 1), where δ is the Dirac delta function. This admits the limit (in the distributional sense):
 

A change of variables then yields the closure equation:[48]

 
for α > −1/2. The Hankel transform can express a fairly arbitrary function [clarification needed]as an integral of Bessel functions of different scales. For the spherical Bessel functions the orthogonality relation is:
 
for α > −1.

Another important property of Bessel's equations, which follows from Abel's identity, involves the Wronskian of the solutions:

 
where Aα and Bα are any two solutions of Bessel's equation, and Cα is a constant independent of x (which depends on α and on the particular Bessel functions considered). In particular,
 
and
 
for α > −1.

For α > −1, the even entire function of genus 1, xαJα(x), has only real zeros. Let

 
be all its positive zeros, then
 

(There are a large number of other known integrals and identities that are not reproduced here, but which can be found in the references.)

Recurrence relations edit

The functions Jα, Yα, H(1)
α
, and H(2)
α
all satisfy the recurrence relations[49]

 
and
 
where Z denotes J, Y, H(1), or H(2). These two identities are often combined, e.g. added or subtracted, to yield various other relations. In this way, for example, one can compute Bessel functions of higher orders (or higher derivatives) given the values at lower orders (or lower derivatives). In particular, it follows that[50]
bessel, function, first, defined, mathematician, daniel, bernoulli, then, generalized, friedrich, bessel, canonical, solutions, bessel, differential, equations, describe, radial, part, vibrations, circular, membrane, displaystyle, frac, frac, left, alpha, righ. Bessel functions first defined by the mathematician Daniel Bernoulli and then generalized by Friedrich Bessel are canonical solutions y x of Bessel s differential equationBessel functions describe the radial part of vibrations of a circular membrane x 2 d 2 y d x 2 x d y d x x 2 a 2 y 0 displaystyle x 2 frac d 2 y dx 2 x frac dy dx left x 2 alpha 2 right y 0 for an arbitrary complex number a displaystyle alpha which represents the order of the Bessel function Although a displaystyle alpha and a displaystyle alpha produce the same differential equation it is conventional to define different Bessel functions for these two values in such a way that the Bessel functions are mostly smooth functions of a displaystyle alpha The most important cases are when a displaystyle alpha is an integer or half integer Bessel functions for integer a displaystyle alpha are also known as cylinder functions or the cylindrical harmonics because they appear in the solution to Laplace s equation in cylindrical coordinates Spherical Bessel functions with half integer a displaystyle alpha are obtained when solving the Helmholtz equation in spherical coordinates Contents 1 Applications of Bessel functions 2 Definitions 2 1 Bessel functions of the first kind Ja 2 1 1 Bessel s integrals 2 1 2 Relation to hypergeometric series 2 1 3 Relation to Laguerre polynomials 2 2 Bessel functions of the second kind Ya 2 3 Hankel functions H 1 a H 2 a 2 4 Modified Bessel functions Ia Ka 2 5 Spherical Bessel functions jn yn 2 5 1 Generating function 2 5 2 Finite series expansions 2 5 3 Differential relations 2 6 Spherical Hankel functions h 1 n h 2 n 2 7 Riccati Bessel functions Sn Cn 3n zn 3 Asymptotic forms 4 Properties 4 1 Recurrence relations 4 2 Transcendence 5 Multiplication theorem 6 Zeros of the Bessel function 6 1 Bourget s hypothesis 6 2 Transcendence 6 3 Numerical approaches 6 4 Numerical values 7 See also 8 Notes 9 References 10 External linksApplications of Bessel functions editBessel s equation arises when finding separable solutions to Laplace s equation and the Helmholtz equation in cylindrical or spherical coordinates Bessel functions are therefore especially important for many problems of wave propagation and static potentials In solving problems in cylindrical coordinate systems one obtains Bessel functions of integer order a n in spherical problems one obtains half integer orders a n 1 2 For example Electromagnetic waves in a cylindrical waveguide Pressure amplitudes of inviscid rotational flows Heat conduction in a cylindrical object Modes of vibration of a thin circular or annular acoustic membrane such as a drumhead or other membranophone or thicker plates such as sheet metal see Kirchhoff Love plate theory Mindlin Reissner plate theory Diffusion problems on a lattice Solutions to the radial Schrodinger equation in spherical and cylindrical coordinates for a free particle Position space representation of the Feynman propagator in quantum field theory Solving for patterns of acoustical radiation Frequency dependent friction in circular pipelines Dynamics of floating bodies Angular resolution Diffraction from helical objects including DNA Probability density function of product of two normally distributed random variables 1 Analyzing of the surface waves generated by microtremors in geophysics and seismology Bessel functions also appear in other problems such as signal processing e g see FM audio synthesis Kaiser window or Bessel filter Definitions editBecause this is a linear differential equation solutions can be scaled to any amplitude The amplitudes chosen for the functions originate from the early work in which the functions appeared as solutions to definite integrals rather than solutions to differential equations Because the differential equation is second order there must be two linearly independent solutions Depending upon the circumstances however various formulations of these solutions are convenient Different variations are summarized in the table below and described in the following sections Type First kind Second kind Bessel functions Ja Ya Modified Bessel functions Ia Ka Hankel functions H 1 a Ja iYa H 2 a Ja iYa Spherical Bessel functions jn yn Spherical Hankel functions h 1 n jn iyn h 2 n jn iyn Bessel functions of the second kind and the spherical Bessel functions of the second kind are sometimes denoted by Nn and nn respectively rather than Yn and yn 2 3 Bessel functions of the first kind Ja edit nbsp Plot of the Bessel function of the first kind Jn z with n 0 5 in the complex plane from 2 2i to 2 2i nbsp Plot of Bessel function of the first kind Ja x for integer orders a 0 1 2 Bessel functions of the first kind denoted as Ja x are solutions of Bessel s differential equation For integer or positive a Bessel functions of the first kind are finite at the origin x 0 while for negative non integer a Bessel functions of the first kind diverge as x approaches zero It is possible to define the function by x a displaystyle x alpha nbsp times a Maclaurin series note that a need not be an integer and non integer powers are not permitted in a Taylor series which can be found by applying the Frobenius method to Bessel s equation 4 J a x m 0 1 m m G m a 1 x 2 2 m a displaystyle J alpha x sum m 0 infty frac 1 m m Gamma m alpha 1 left frac x 2 right 2m alpha nbsp where G z is the gamma function a shifted generalization of the factorial function to non integer values The Bessel function of the first kind is an entire function if a is an integer otherwise it is a multivalued function with singularity at zero The graphs of Bessel functions look roughly like oscillating sine or cosine functions that decay proportionally to x 1 2 displaystyle x 1 2 nbsp see also their asymptotic forms below although their roots are not generally periodic except asymptotically for large x The series indicates that J1 x is the derivative of J0 x much like sin x is the derivative of cos x more generally the derivative of Jn x can be expressed in terms of Jn 1 x by the identities below For non integer a the functions Ja x and J a x are linearly independent and are therefore the two solutions of the differential equation On the other hand for integer order n the following relationship is valid the gamma function has simple poles at each of the non positive integers 5 J n x 1 n J n x displaystyle J n x 1 n J n x nbsp This means that the two solutions are no longer linearly independent In this case the second linearly independent solution is then found to be the Bessel function of the second kind as discussed below Bessel s integrals edit Another definition of the Bessel function for integer values of n is possible using an integral representation 6 J n x 1 p 0 p cos n t x sin t d t 1 2 p p p e i n t x sin t d t displaystyle J n x frac 1 pi int 0 pi cos n tau x sin tau d tau frac 1 2 pi int pi pi e i n tau x sin tau d tau nbsp which is also called Hansen Bessel formula 7 This was the approach that Bessel used 8 and from this definition he derived several properties of the function The definition may be extended to non integer orders by one of Schlafli s integrals for Re x gt 0 6 9 10 11 12 J a x 1 p 0 p cos a t x sin t d t sin a p p 0 e x sinh t a t d t displaystyle J alpha x frac 1 pi int 0 pi cos alpha tau x sin tau d tau frac sin alpha pi pi int 0 infty e x sinh t alpha t dt nbsp Relation to hypergeometric series edit The Bessel functions can be expressed in terms of the generalized hypergeometric series as 13 J a x x 2 a G a 1 0 F 1 a 1 x 2 4 displaystyle J alpha x frac left frac x 2 right alpha Gamma alpha 1 0 F 1 left alpha 1 frac x 2 4 right nbsp This expression is related to the development of Bessel functions in terms of the Bessel Clifford function Relation to Laguerre polynomials edit In terms of the Laguerre polynomials Lk and arbitrarily chosen parameter t the Bessel function can be expressed as 14 J a x x 2 a e t G a 1 k 0 L k a x 2 4 t k a k t k k displaystyle frac J alpha x left frac x 2 right alpha frac e t Gamma alpha 1 sum k 0 infty frac L k alpha left frac x 2 4t right binom k alpha k frac t k k nbsp Bessel functions of the second kind Ya edit nbsp Plot of the Bessel function of the second kind Yn z with n 0 5 in the complex plane from 2 2i to 2 2iThe Bessel functions of the second kind denoted by Ya x occasionally denoted instead by Na x are solutions of the Bessel differential equation that have a singularity at the origin x 0 and are multivalued These are sometimes called Weber functions as they were introduced by H M Weber 1873 and also Neumann functions after Carl Neumann 15 For non integer a Ya x is related to Ja x byY a x J a x cos a p J a x sin a p displaystyle Y alpha x frac J alpha x cos alpha pi J alpha x sin alpha pi nbsp In the case of integer order n the function is defined by taking the limit as a non integer a tends to n Y n x lim a n Y a x displaystyle Y n x lim alpha to n Y alpha x nbsp If n is a nonnegative integer we have the series 16 Y n z z 2 n p k 0 n 1 n k 1 k z 2 4 k 2 p J n z ln z 2 z 2 n p k 0 ps k 1 ps n k 1 z 2 4 k k n k displaystyle Y n z frac left frac z 2 right n pi sum k 0 n 1 frac n k 1 k left frac z 2 4 right k frac 2 pi J n z ln frac z 2 frac left frac z 2 right n pi sum k 0 infty psi k 1 psi n k 1 frac left frac z 2 4 right k k n k nbsp nbsp Plot of Bessel function of the second kind Ya x for integer orders a 0 1 2 where ps z displaystyle psi z nbsp is the digamma function the logarithmic derivative of the gamma function 17 There is also a corresponding integral formula for Re x gt 0 18 Y n x 1 p 0 p sin x sin 8 n 8 d 8 1 p 0 e n t 1 n e n t e x sinh t d t displaystyle Y n x frac 1 pi int 0 pi sin x sin theta n theta d theta frac 1 pi int 0 infty left e nt 1 n e nt right e x sinh t dt nbsp In the case where n 0 Y 0 x 4 p 2 0 1 2 p cos x cos 8 e ln 2 x sin 2 8 d 8 displaystyle Y 0 left x right frac 4 pi 2 int 0 frac 1 2 pi cos left x cos theta right left e ln left 2x sin 2 theta right right d theta nbsp Ya x is necessary as the second linearly independent solution of the Bessel s equation when a is an integer But Ya x has more meaning than that It can be considered as a natural partner of Ja x See also the subsection on Hankel functions below When a is an integer moreover as was similarly the case for the functions of the first kind the following relationship is valid Y n x 1 n Y n x displaystyle Y n x 1 n Y n x nbsp Both Ja x and Ya x are holomorphic functions of x on the complex plane cut along the negative real axis When a is an integer the Bessel functions J are entire functions of x If x is held fixed at a non zero value then the Bessel functions are entire functions of a The Bessel functions of the second kind when a is an integer is an example of the second kind of solution in Fuchs s theorem Hankel functions H 1 a H 2 a edit nbsp Plot of the Hankel function of the first kind H 1 n x with n 0 5 in the complex plane from 2 2i to 2 2i nbsp Plot of the Hankel function of the second kind H 2 n x with n 0 5 in the complex plane from 2 2i to 2 2i Another important formulation of the two linearly independent solutions to Bessel s equation are the Hankel functions of the first and second kind H 1 a x and H 2 a x defined as 19 H a 1 x J a x i Y a x H a 2 x J a x i Y a x displaystyle begin aligned H alpha 1 x amp J alpha x iY alpha x 5pt H alpha 2 x amp J alpha x iY alpha x end aligned nbsp where i is the imaginary unit These linear combinations are also known as Bessel functions of the third kind they are two linearly independent solutions of Bessel s differential equation They are named after Hermann Hankel These forms of linear combination satisfy numerous simple looking properties like asymptotic formulae or integral representations Here simple means an appearance of a factor of the form ei f x For real x gt 0 displaystyle x gt 0 nbsp where J a x displaystyle J alpha x nbsp Y a x displaystyle Y alpha x nbsp are real valued the Bessel functions of the first and second kind are the real and imaginary parts respectively of the first Hankel function and the real and negative imaginary parts of the second Hankel function Thus the above formulae are analogs of Euler s formula substituting H 1 a x H 2 a x for e i x displaystyle e pm ix nbsp and J a x displaystyle J alpha x nbsp Y a x displaystyle Y alpha x nbsp for cos x displaystyle cos x nbsp sin x displaystyle sin x nbsp as explicitly shown in the asymptotic expansion The Hankel functions are used to express outward and inward propagating cylindrical wave solutions of the cylindrical wave equation respectively or vice versa depending on the sign convention for the frequency Using the previous relationships they can be expressed asH a 1 x J a x e a p i J a x i sin a p H a 2 x J a x e a p i J a x i sin a p displaystyle begin aligned H alpha 1 x amp frac J alpha x e alpha pi i J alpha x i sin alpha pi 5pt H alpha 2 x amp frac J alpha x e alpha pi i J alpha x i sin alpha pi end aligned nbsp If a is an integer the limit has to be calculated The following relationships are valid whether a is an integer or not 20 H a 1 x e a p i H a 1 x H a 2 x e a p i H a 2 x displaystyle begin aligned H alpha 1 x amp e alpha pi i H alpha 1 x 6mu H alpha 2 x amp e alpha pi i H alpha 2 x end aligned nbsp In particular if a m 1 2 with m a nonnegative integer the above relations imply directly thatJ m 1 2 x 1 m 1 Y m 1 2 x Y m 1 2 x 1 m J m 1 2 x displaystyle begin aligned J m frac 1 2 x amp 1 m 1 Y m frac 1 2 x 5pt Y m frac 1 2 x amp 1 m J m frac 1 2 x end aligned nbsp These are useful in developing the spherical Bessel functions see below The Hankel functions admit the following integral representations for Re x gt 0 21 H a 1 x 1 p i p i e x sinh t a t d t H a 2 x 1 p i p i e x sinh t a t d t displaystyle begin aligned H alpha 1 x amp frac 1 pi i int infty infty pi i e x sinh t alpha t dt 5pt H alpha 2 x amp frac 1 pi i int infty infty pi i e x sinh t alpha t dt end aligned nbsp where the integration limits indicate integration along a contour that can be chosen as follows from to 0 along the negative real axis from 0 to p i along the imaginary axis and from p i to p i along a contour parallel to the real axis 18 Modified Bessel functions Ia Ka edit The Bessel functions are valid even for complex arguments x and an important special case is that of a purely imaginary argument In this case the solutions to the Bessel equation are called the modified Bessel functions or occasionally the hyperbolic Bessel functions of the first and second kind and are defined as 22 I a x i a J a i x m 0 1 m G m a 1 x 2 2 m a K a x p 2 I a x I a x sin a p displaystyle begin aligned I alpha x amp i alpha J alpha ix sum m 0 infty frac 1 m Gamma m alpha 1 left frac x 2 right 2m alpha 5pt K alpha x amp frac pi 2 frac I alpha x I alpha x sin alpha pi end aligned nbsp when a is not an integer when a is an integer then the limit is used These are chosen to be real valued for real and positive arguments x The series expansion for Ia x is thus similar to that for Ja x but without the alternating 1 m factor K a displaystyle K alpha nbsp can be expressed in terms of Hankel functions K a x p 2 i a 1 H a 1 i x p lt arg x p 2 p 2 i a 1 H a 2 i x p 2 lt arg x p displaystyle K alpha x begin cases frac pi 2 i alpha 1 H alpha 1 ix amp pi lt arg x leq frac pi 2 frac pi 2 i alpha 1 H alpha 2 ix amp frac pi 2 lt arg x leq pi end cases nbsp Using these two formulae the result to J a 2 z displaystyle J alpha 2 z nbsp Y a 2 z displaystyle Y alpha 2 z nbsp commonly known as Nicholson s integral or Nicholson s formula can be obtained to give the followingJ a 2 x Y a 2 x 8 p 2 0 cosh 2 a t K 0 2 x sinh t d t displaystyle J alpha 2 x Y alpha 2 x frac 8 pi 2 int 0 infty cosh 2 alpha t K 0 2x sinh t dt nbsp given that the condition Re x gt 0 is met It can also be shown thatJ a 2 x Y a 2 x 8 cos a p p 2 0 K 2 a 2 x sinh t d t displaystyle J alpha 2 x Y alpha 2 x frac 8 cos alpha pi pi 2 int 0 infty K 2 alpha 2x sinh t dt nbsp only when Re a lt 1 2 and Re x 0 but not when x 0 23 We can express the first and second Bessel functions in terms of the modified Bessel functions these are valid if p lt arg z p 2 24 J a i z e a p i 2 I a z Y a i z e a 1 p i 2 I a z 2 p e a p i 2 K a z displaystyle begin aligned J alpha iz amp e frac alpha pi i 2 I alpha z 1ex Y alpha iz amp e frac alpha 1 pi i 2 I alpha z tfrac 2 pi e frac alpha pi i 2 K alpha z end aligned nbsp Ia x and Ka x are the two linearly independent solutions to the modified Bessel s equation 25 x 2 d 2 y d x 2 x d y d x x 2 a 2 y 0 displaystyle x 2 frac d 2 y dx 2 x frac dy dx left x 2 alpha 2 right y 0 nbsp Unlike the ordinary Bessel functions which are oscillating as functions of a real argument Ia and Ka are exponentially growing and decaying functions respectively Like the ordinary Bessel function Ja the function Ia goes to zero at x 0 for a gt 0 and is finite at x 0 for a 0 Analogously Ka diverges at x 0 with the singularity being of logarithmic type for K0 and 1 2 G a 2 x a otherwise 26 nbsp Modified Bessel functions of the first kind Ia x for a 0 1 2 3 nbsp Modified Bessel functions of the second kind Ka x for a 0 1 2 3 Two integral formulas for the modified Bessel functions are for Re x gt 0 27 I a x 1 p 0 p e x cos 8 cos a 8 d 8 sin a p p 0 e x cosh t a t d t K a x 0 e x cosh t cosh a t d t displaystyle begin aligned I alpha x amp frac 1 pi int 0 pi e x cos theta cos alpha theta d theta frac sin alpha pi pi int 0 infty e x cosh t alpha t dt 5pt K alpha x amp int 0 infty e x cosh t cosh alpha t dt end aligned nbsp Bessel functions can be described as Fourier transforms of powers of quadratic functions For example for Re w gt 0 2 K 0 w e i w t t 2 1 d t displaystyle 2 K 0 omega int infty infty frac e i omega t sqrt t 2 1 dt nbsp It can be proven by showing equality to the above integral definition for K0 This is done by integrating a closed curve in the first quadrant of the complex plane Modified Bessel functions K1 3 and K2 3 can be represented in terms of rapidly convergent integrals 28 K 1 3 3 3 0 exp 3 1 4 x 2 3 1 x 2 3 d x K 2 3 3 1 3 0 3 2 x 2 1 x 2 3 exp 3 1 4 x 2 3 1 x 2 3 d x displaystyle begin aligned K frac 1 3 xi amp sqrt 3 int 0 infty exp left xi left 1 frac 4x 2 3 right sqrt 1 frac x 2 3 right dx 5pt K frac 2 3 xi amp frac 1 sqrt 3 int 0 infty frac 3 2x 2 sqrt 1 frac x 2 3 exp left xi left 1 frac 4x 2 3 right sqrt 1 frac x 2 3 right dx end aligned nbsp The modified Bessel function K 1 2 3 2 3 p 1 2 exp 3 displaystyle K frac 1 2 xi 2 xi pi 1 2 exp xi nbsp is useful to represent the Laplace distribution as an Exponential scale mixture of normal distributions The modified Bessel function of the second kind has also been called by the following names now rare Basset function after Alfred Barnard Basset Modified Bessel function of the third kind Modified Hankel function 29 Macdonald function after Hector Munro Macdonald Spherical Bessel functions jn yn edit nbsp Plot of the spherical Bessel function of the first kind jn z with n 0 5 in the complex plane from 2 2i to 2 2i with colors created with Mathematica 13 1 function ComplexPlot3D nbsp Plot of the spherical Bessel function of the second kind yn z with n 0 5 in the complex plane from 2 2i to 2 2i with colors created with Mathematica 13 1 function ComplexPlot3D nbsp Spherical Bessel functions of the first kind jn x for n 0 1 2 nbsp Spherical Bessel functions of the second kind yn x for n 0 1 2 When solving the Helmholtz equation in spherical coordinates by separation of variables the radial equation has the formx 2 d 2 y d x 2 2 x d y d x x 2 n n 1 y 0 displaystyle x 2 frac d 2 y dx 2 2x frac dy dx left x 2 n n 1 right y 0 nbsp The two linearly independent solutions to this equation are called the spherical Bessel functions jn and yn and are related to the ordinary Bessel functions Jn and Yn by 30 j n x p 2 x J n 1 2 x y n x p 2 x Y n 1 2 x 1 n 1 p 2 x J n 1 2 x displaystyle begin aligned j n x amp sqrt frac pi 2x J n frac 1 2 x y n x amp sqrt frac pi 2x Y n frac 1 2 x 1 n 1 sqrt frac pi 2x J n frac 1 2 x end aligned nbsp yn is also denoted nn or hn some authors call these functions the spherical Neumann functions From the relations to the ordinary Bessel functions it is directly seen that j n x 1 n y n 1 x y n x 1 n 1 j n 1 x displaystyle begin aligned j n x amp 1 n y n 1 x y n x amp 1 n 1 j n 1 x end aligned nbsp The spherical Bessel functions can also be written as Rayleigh s formulas 31 j n x x n 1 x d d x n sin x x y n x x n 1 x d d x n cos x x displaystyle begin aligned j n x amp x n left frac 1 x frac d dx right n frac sin x x y n x amp x n left frac 1 x frac d dx right n frac cos x x end aligned nbsp The zeroth spherical Bessel function j0 x is also known as the unnormalized sinc function The first few spherical Bessel functions are 32 j 0 x sin x x j 1 x sin x x 2 cos x x j 2 x 3 x 2 1 sin x x 3 cos x x 2 j 3 x 15 x 3 6 x sin x x 15 x 2 1 cos x x displaystyle begin aligned j 0 x amp frac sin x x j 1 x amp frac sin x x 2 frac cos x x j 2 x amp left frac 3 x 2 1 right frac sin x x frac 3 cos x x 2 j 3 x amp left frac 15 x 3 frac 6 x right frac sin x x left frac 15 x 2 1 right frac cos x x end aligned nbsp and 33 y 0 x j 1 x cos x x y 1 x j 2 x cos x x 2 sin x x y 2 x j 3 x 3 x 2 1 cos x x 3 sin x x 2 y 3 x j 4 x 15 x 3 6 x cos x x 15 x 2 1 sin x x displaystyle begin aligned y 0 x amp j 1 x frac cos x x y 1 x amp j 2 x frac cos x x 2 frac sin x x y 2 x amp j 3 x left frac 3 x 2 1 right frac cos x x frac 3 sin x x 2 y 3 x amp j 4 x left frac 15 x 3 frac 6 x right frac cos x x left frac 15 x 2 1 right frac sin x x end aligned nbsp Generating function edit The spherical Bessel functions have the generating functions 34 1 z cos z 2 2 z t n 0 t n n j n 1 z 1 z sin z 2 2 z t n 0 t n n y n 1 z displaystyle begin aligned frac 1 z cos left sqrt z 2 2zt right amp sum n 0 infty frac t n n j n 1 z frac 1 z sin left sqrt z 2 2zt right amp sum n 0 infty frac t n n y n 1 z end aligned nbsp Finite series expansions edit In contrast to the whole integer Bessel functions Jn x Yn x the spherical Bessel functions jn x yn x have a finite series expression 35 j n x p 2 x J n 1 2 x 1 2 x e i x r 0 n i r n 1 n r r n r 2 x r e i x r 0 n i r n 1 n r r n r 2 x r 1 x sin x n p 2 r 0 n 2 1 r n 2 r 2 r n 2 r 2 x 2 r cos x n p 2 r 0 n 1 2 1 r n 2 r 1 2 r 1 n 2 r 1 2 x 2 r 1 y n x 1 n 1 j n 1 x 1 n 1 p 2 x J n 1 2 x 1 n 1 2 x e i x r 0 n i r n n r r n r 2 x r e i x r 0 n i r n n r r n r 2 x r 1 n 1 x cos x n p 2 r 0 n 2 1 r n 2 r 2 r n 2 r 2 x 2 r sin x n p 2 r 0 n 1 2 1 r n 2 r 1 2 r 1 n 2 r 1 2 x 2 r 1 displaystyle begin alignedat 2 j n x amp frac pi 2x J n frac 1 2 x amp frac 1 2x left e ix sum r 0 n frac i r n 1 n r r n r 2x r e ix sum r 0 n frac i r n 1 n r r n r 2x r right amp frac 1 x left sin left x frac n pi 2 right sum r 0 left frac n 2 right frac 1 r n 2r 2r n 2r 2x 2r cos left x frac n pi 2 right sum r 0 left frac n 1 2 right frac 1 r n 2r 1 2r 1 n 2r 1 2x 2r 1 right y n x amp 1 n 1 j n 1 x 1 n 1 frac pi 2x J left n frac 1 2 right x amp frac 1 n 1 2x left e ix sum r 0 n frac i r n n r r n r 2x r e ix sum r 0 n frac i r n n r r n r 2x r right amp frac 1 n 1 x left cos left x frac n pi 2 right sum r 0 left frac n 2 right frac 1 r n 2r 2r n 2r 2x 2r sin left x frac n pi 2 right sum r 0 left frac n 1 2 right frac 1 r n 2r 1 2r 1 n 2r 1 2x 2r 1 right end alignedat nbsp Differential relations edit In the following fn is any of jn yn h 1 n h 2 n for n 0 1 2 36 1 z d d z m z n 1 f n z z n m 1 f n m z 1 z d d z m z n f n z 1 m z n m f n m z displaystyle begin aligned left frac 1 z frac d dz right m left z n 1 f n z right amp z n m 1 f n m z left frac 1 z frac d dz right m left z n f n z right amp 1 m z n m f n m z end aligned nbsp Spherical Hankel functions h 1 n h 2 n edit nbsp Plot of the spherical Hankel function of the first kind h 1 n x with n 0 5 in the complex plane from 2 2i to 2 2i nbsp Plot of the spherical Hankel function of the second kind h 2 n x with n 0 5 in the complex plane from 2 2i to 2 2i There are also spherical analogues of the Hankel functions h n 1 x j n x i y n x h n 2 x j n x i y n x displaystyle begin aligned h n 1 x amp j n x iy n x h n 2 x amp j n x iy n x end aligned nbsp In fact there are simple closed form expressions for the Bessel functions of half integer order in terms of the standard trigonometric functions and therefore for the spherical Bessel functions In particular for non negative integers n h n 1 x i n 1 e i x x m 0 n i m m 2 x m n m n m displaystyle h n 1 x i n 1 frac e ix x sum m 0 n frac i m m 2x m frac n m n m nbsp and h 2 n is the complex conjugate of this for real x It follows for example that j0 x sin x x and y0 x cos x x and so on The spherical Hankel functions appear in problems involving spherical wave propagation for example in the multipole expansion of the electromagnetic field Riccati Bessel functions Sn Cn 3n zn edit Riccati Bessel functions only slightly differ from spherical Bessel functions S n x x j n x p x 2 J n 1 2 x C n x x y n x p x 2 Y n 1 2 x 3 n x x h n 1 x p x 2 H n 1 2 1 x S n x i C n x z n x x h n 2 x p x 2 H n 1 2 2 x S n x i C n x displaystyle begin aligned S n x amp xj n x sqrt frac pi x 2 J n frac 1 2 x C n x amp xy n x sqrt frac pi x 2 Y n frac 1 2 x xi n x amp xh n 1 x sqrt frac pi x 2 H n frac 1 2 1 x S n x iC n x zeta n x amp xh n 2 x sqrt frac pi x 2 H n frac 1 2 2 x S n x iC n x end aligned nbsp nbsp Riccati Bessel functions Sn complex plot from 2 2i to 2 2i They satisfy the differential equationx 2 d 2 y d x 2 x 2 n n 1 y 0 displaystyle x 2 frac d 2 y dx 2 left x 2 n n 1 right y 0 nbsp For example this kind of differential equation appears in quantum mechanics while solving the radial component of the Schrodinger s equation with hypothetical cylindrical infinite potential barrier 37 This differential equation and the Riccati Bessel solutions also arises in the problem of scattering of electromagnetic waves by a sphere known as Mie scattering after the first published solution by Mie 1908 See e g Du 2004 38 for recent developments and references Following Debye 1909 the notation psn xn is sometimes used instead of Sn Cn Asymptotic forms editThe Bessel functions have the following asymptotic forms For small arguments 0 lt z a 1 displaystyle 0 lt z ll sqrt alpha 1 nbsp one obtains when a displaystyle alpha nbsp is not a negative integer 4 J a z 1 G a 1 z 2 a displaystyle J alpha z sim frac 1 Gamma alpha 1 left frac z 2 right alpha nbsp When a is a negative integer we haveJ a z 1 a a 2 z a displaystyle J alpha z sim frac 1 alpha alpha left frac 2 z right alpha nbsp For the Bessel function of the second kind we have three cases Y a z 2 p ln z 2 g if a 0 G a p 2 z a 1 G a 1 z 2 a cot a p if a is a positive integer one term dominates unless a is imaginary 1 a G a p z 2 a if a is a negative integer displaystyle Y alpha z sim begin cases dfrac 2 pi left ln left dfrac z 2 right gamma right amp text if alpha 0 1ex dfrac Gamma alpha pi left dfrac 2 z right alpha dfrac 1 Gamma alpha 1 left dfrac z 2 right alpha cot alpha pi amp text if alpha text is a positive integer one term dominates unless alpha text is imaginary 1ex dfrac 1 alpha Gamma alpha pi left dfrac z 2 right alpha amp text if alpha text is a negative integer end cases nbsp where g is the Euler Mascheroni constant 0 5772 For large real arguments z a2 1 4 one cannot write a true asymptotic form for Bessel functions of the first and second kind unless a is half integer because they have zeros all the way out to infinity which would have to be matched exactly by any asymptotic expansion However for a given value of arg z one can write an equation containing a term of order z 1 39 J a z 2 p z cos z a p 2 p 4 e Im z O z 1 for arg z lt p Y a z 2 p z sin z a p 2 p 4 e Im z O z 1 for arg z lt p displaystyle begin aligned J alpha z amp sqrt frac 2 pi z left cos left z frac alpha pi 2 frac pi 4 right e left operatorname Im z right mathcal O left z 1 right right amp amp text for left arg z right lt pi Y alpha z amp sqrt frac 2 pi z left sin left z frac alpha pi 2 frac pi 4 right e left operatorname Im z right mathcal O left z 1 right right amp amp text for left arg z right lt pi end aligned nbsp For a 1 2 the last terms in these formulas drop out completely see the spherical Bessel functions above The asymptotic forms for the Hankel functions are H a 1 z 2 p z e i z a p 2 p 4 for p lt arg z lt 2 p H a 2 z 2 p z e i z a p 2 p 4 for 2 p lt arg z lt p displaystyle begin aligned H alpha 1 z amp sim sqrt frac 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for pi lt arg z lt 2 pi H alpha 2 z amp sim sqrt frac 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for 2 pi lt arg z lt pi end aligned nbsp These can be extended to other values of arg z using equations relating H 1 a zeimp and H 2 a zeimp to H 1 a z and H 2 a z 40 It is interesting that although the Bessel function of the first kind is the average of the two Hankel functions Ja z is not asymptotic to the average of these two asymptotic forms when z is negative because one or the other will not be correct there depending on the arg z used But the asymptotic forms for the Hankel functions permit us to write asymptotic forms for the Bessel functions of first and second kinds for complex non real z so long as z goes to infinity at a constant phase angle arg z using the square root having positive real part J a z 1 2 p z e i z a p 2 p 4 for p lt arg z lt 0 J a z 1 2 p z e i z a p 2 p 4 for 0 lt arg z lt p Y a z i 1 2 p z e i z a p 2 p 4 for p lt arg z lt 0 Y a z i 1 2 p z e i z a p 2 p 4 for 0 lt arg z lt p displaystyle begin aligned J alpha z amp sim frac 1 sqrt 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for pi lt arg z lt 0 1ex J alpha z amp sim frac 1 sqrt 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for 0 lt arg z lt pi 1ex Y alpha z amp sim i frac 1 sqrt 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for pi lt arg z lt 0 1ex Y alpha z amp sim i frac 1 sqrt 2 pi z e i left z frac alpha pi 2 frac pi 4 right amp amp text for 0 lt arg z lt pi end aligned nbsp For the modified Bessel functions Hankel developed asymptotic large argument expansions as well 41 42 I a z e z 2 p z 1 4 a 2 1 8 z 4 a 2 1 4 a 2 9 2 8 z 2 4 a 2 1 4 a 2 9 4 a 2 25 3 8 z 3 for arg z lt p 2 K a z p 2 z e z 1 4 a 2 1 8 z 4 a 2 1 4 a 2 9 2 8 z 2 4 a 2 1 4 a 2 9 4 a 2 25 3 8 z 3 for arg z lt 3 p 2 displaystyle begin aligned I alpha z amp sim frac e z sqrt 2 pi z left 1 frac 4 alpha 2 1 8z frac left 4 alpha 2 1 right left 4 alpha 2 9 right 2 8z 2 frac left 4 alpha 2 1 right left 4 alpha 2 9 right left 4 alpha 2 25 right 3 8z 3 cdots right amp amp text for left arg z right lt frac pi 2 K alpha z amp sim sqrt frac pi 2z e z left 1 frac 4 alpha 2 1 8z frac left 4 alpha 2 1 right left 4 alpha 2 9 right 2 8z 2 frac left 4 alpha 2 1 right left 4 alpha 2 9 right left 4 alpha 2 25 right 3 8z 3 cdots right amp amp text for left arg z right lt frac 3 pi 2 end aligned nbsp There is also the asymptotic form for large real z displaystyle z nbsp 43 I a z 1 2 p z 1 a 2 z 2 4 exp a arsinh a z z 1 a 2 z 2 1 O 1 z 1 a 2 z 2 displaystyle begin aligned I alpha z frac 1 sqrt 2 pi z sqrt 4 1 frac alpha 2 z 2 exp left alpha operatorname arsinh left frac alpha z right z sqrt 1 frac alpha 2 z 2 right left 1 mathcal O left frac 1 z sqrt 1 frac alpha 2 z 2 right right end aligned nbsp When a 1 2 all the terms except the first vanish and we haveI 1 2 z 2 p sinh z z e z 2 p z for arg z lt p 2 K 1 2 z p 2 e z z displaystyle begin aligned I 1 2 z amp sqrt frac 2 pi frac sinh z sqrt z sim frac e z sqrt 2 pi z amp amp text for left arg z right lt tfrac pi 2 1ex K 1 2 z amp sqrt frac pi 2 frac e z sqrt z end aligned nbsp For small arguments 0 lt z a 1 displaystyle 0 lt z ll sqrt alpha 1 nbsp we haveI a z 1 G a 1 z 2 a K a z ln z 2 g if a 0 G a 2 2 z a if a gt 0 displaystyle begin aligned I alpha z amp sim frac 1 Gamma alpha 1 left frac z 2 right alpha 1ex K alpha z amp sim begin cases ln left dfrac z 2 right gamma amp text if alpha 0 1ex frac Gamma alpha 2 left dfrac 2 z right alpha amp text if alpha gt 0 end cases end aligned nbsp Properties editFor integer order a n Jn is often defined via a Laurent series for a generating function e x 2 t 1 t n J n x t n displaystyle e left frac x 2 right left t frac 1 t right sum n infty infty J n x t n nbsp an approach used by P A Hansen in 1843 This can be generalized to non integer order by contour integration or other methods Infinite series of Bessel functions in the form n J N n p x textstyle sum nu infty infty J N nu p x nbsp where n p q Z N Z nu p q in mathbb Z N in mathbb Z nbsp arise in many physical systems and defined in closed form by the Sung series 44 For example when N 3 n J 3 n p x 1 3 1 2 cos x 3 2 2 p p 3 textstyle sum nu infty infty J 3 nu p x frac 1 3 left 1 2 cos x sqrt 3 2 2 pi p 3 right nbsp More generally the Sung series and the alternating Sung series are written as n J N n p x 1 N q 0 N 1 e i x sin 2 p q N e i 2 p p q N displaystyle sum nu infty infty J N nu p x frac 1 N sum q 0 N 1 e ix sin 2 pi q N e i2 pi pq N nbsp n 1 n J N n p x 1 N q 0 N 1 e i x sin 2 q 1 p N e i 2 q 1 p p N displaystyle sum nu infty infty 1 nu J N nu p x frac 1 N sum q 0 N 1 e ix sin 2q 1 pi N e i 2q 1 pi p N nbsp A series expansion using Bessel functions Kapteyn series is 1 1 z 1 2 n 1 J n n z displaystyle frac 1 1 z 1 2 sum n 1 infty J n nz nbsp Another important relation for integer orders is the Jacobi Anger expansion e i z cos ϕ n i n J n z e i n ϕ displaystyle e iz cos phi sum n infty infty i n J n z e in phi nbsp and e i z sin ϕ J 0 z 2 n 1 J 2 n z cos 2 n ϕ 2 i n 0 J 2 n 1 z sin 2 n 1 ϕ displaystyle e pm iz sin phi J 0 z 2 sum n 1 infty J 2n z cos 2n phi pm 2i sum n 0 infty J 2n 1 z sin 2n 1 phi nbsp which is used to expand a plane wave as a sum of cylindrical waves or to find the Fourier series of a tone modulated FM signal More generally a seriesf z a 0 n J n z 2 k 1 a k n J n k z displaystyle f z a 0 nu J nu z 2 cdot sum k 1 infty a k nu J nu k z nbsp is called Neumann expansion of f The coefficients for n 0 have the explicit form a k 0 1 2 p i z c f z O k z d z displaystyle a k 0 frac 1 2 pi i int z c f z O k z dz nbsp where Ok is Neumann s polynomial 45 Selected functions admit the special representationf z k 0 a k n J n 2 k z displaystyle f z sum k 0 infty a k nu J nu 2k z nbsp with a k n 2 n 2 k 0 f z J n 2 k z z d z displaystyle a k nu 2 nu 2k int 0 infty f z frac J nu 2k z z dz nbsp due to the orthogonality relation 0 J a z J b z d z z 2 p sin p 2 a b a 2 b 2 displaystyle int 0 infty J alpha z J beta z frac dz z frac 2 pi frac sin left frac pi 2 alpha beta right alpha 2 beta 2 nbsp More generally if f has a branch point near the origin of such a nature thatf z k 0 a k J n k z displaystyle f z sum k 0 a k J nu k z nbsp then L k 0 a k J n k s 1 1 s 2 k 0 a k s 1 s 2 n k displaystyle mathcal L left sum k 0 a k J nu k right s frac 1 sqrt 1 s 2 sum k 0 frac a k left s sqrt 1 s 2 right nu k nbsp or k 0 a k 3 n k 1 3 2 2 3 L f 1 3 2 2 3 displaystyle sum k 0 a k xi nu k frac 1 xi 2 2 xi mathcal L f left frac 1 xi 2 2 xi right nbsp where L f displaystyle mathcal L f nbsp is the Laplace transform of f 46 Another way to define the Bessel functions is the Poisson representation formula and the Mehler Sonine formula J n z z 2 n G n 1 2 p 1 1 e i z s 1 s 2 n 1 2 d s 2 z 2 n p G 1 2 n 1 sin z u u 2 1 n 1 2 d u displaystyle begin aligned J nu z amp frac left frac z 2 right nu Gamma left nu frac 1 2 right sqrt pi int 1 1 e izs left 1 s 2 right nu frac 1 2 ds 5px amp frac 2 left frac z 2 right nu cdot sqrt pi cdot Gamma left frac 1 2 nu right int 1 infty frac sin zu left u 2 1 right nu frac 1 2 du end aligned nbsp where n gt 1 2 and z C 47 This formula is useful especially when working with Fourier transforms Because Bessel s equation becomes Hermitian self adjoint if it is divided by x the solutions must satisfy an orthogonality relationship for appropriate boundary conditions In particular it follows that 0 1 x J a x u a m J a x u a n d x d m n 2 J a 1 u a m 2 d m n 2 J a u a m 2 displaystyle int 0 1 xJ alpha left xu alpha m right J alpha left xu alpha n right dx frac delta m n 2 left J alpha 1 left u alpha m right right 2 frac delta m n 2 left J alpha left u alpha m right right 2 nbsp where a gt 1 dm n is the Kronecker delta and ua m is the m th zero of Ja x This orthogonality relation can then be used to extract the coefficients in the Fourier Bessel series where a function is expanded in the basis of the functions Ja x ua m for fixed a and varying m An analogous relationship for the spherical Bessel functions follows immediately 0 1 x 2 j a x u a m j a x u a n d x d m n 2 j a 1 u a m 2 displaystyle int 0 1 x 2 j alpha left xu alpha m right j alpha left xu alpha n right dx frac delta m n 2 left j alpha 1 left u alpha m right right 2 nbsp If one defines a boxcar function of x that depends on a small parameter e as f e x e rect x 1 e displaystyle f varepsilon x varepsilon operatorname rect left frac x 1 varepsilon right nbsp where rect is the rectangle function then the Hankel transform of it of any given order a gt 1 2 ge k approaches Ja k as e approaches zero for any given k Conversely the Hankel transform of the same order of ge k is fe x 0 k J a k x g e k d k f e x displaystyle int 0 infty kJ alpha kx g varepsilon k dk f varepsilon x nbsp which is zero everywhere except near 1 As e approaches zero the right hand side approaches d x 1 where d is the Dirac delta function This admits the limit in the distributional sense 0 k J a k x J a k d k d x 1 displaystyle int 0 infty kJ alpha kx J alpha k dk delta x 1 nbsp A change of variables then yields the closure equation 48 0 x J a u x J a v x d x 1 u d u v displaystyle int 0 infty xJ alpha ux J alpha vx dx frac 1 u delta u v nbsp for a gt 1 2 The Hankel transform can express a fairly arbitrary function clarification needed as an integral of Bessel functions of different scales For the spherical Bessel functions the orthogonality relation is 0 x 2 j a u x j a v x d x p 2 u 2 d u v displaystyle int 0 infty x 2 j alpha ux j alpha vx dx frac pi 2u 2 delta u v nbsp for a gt 1 Another important property of Bessel s equations which follows from Abel s identity involves the Wronskian of the solutions A a x d B a d x d A a d x B a x C a x displaystyle A alpha x frac dB alpha dx frac dA alpha dx B alpha x frac C alpha x nbsp where Aa and Ba are any two solutions of Bessel s equation and Ca is a constant independent of x which depends on a and on the particular Bessel functions considered In particular J a x d Y a d x d J a d x Y a x 2 p x displaystyle J alpha x frac dY alpha dx frac dJ alpha dx Y alpha x frac 2 pi x nbsp and I a x d K a d x d I a d x K a x 1 x displaystyle I alpha x frac dK alpha dx frac dI alpha dx K alpha x frac 1 x nbsp for a gt 1 For a gt 1 the even entire function of genus 1 x aJa x has only real zeros Let0 lt j a 1 lt j a 2 lt lt j a n lt displaystyle 0 lt j alpha 1 lt j alpha 2 lt cdots lt j alpha n lt cdots nbsp be all its positive zeros then J a z z 2 a G a 1 n 1 1 z 2 j a n 2 displaystyle J alpha z frac left frac z 2 right alpha Gamma alpha 1 prod n 1 infty left 1 frac z 2 j alpha n 2 right nbsp There are a large number of other known integrals and identities that are not reproduced here but which can be found in the references Recurrence relations edit The functions Ja Ya H 1 a and H 2 a all satisfy the recurrence relations 49 2 a x Z a x Z a 1 x Z a 1 x displaystyle frac 2 alpha x Z alpha x Z alpha 1 x Z alpha 1 x nbsp and 2 d Z a x d x Z a 1 x Z a 1 x displaystyle 2 frac dZ alpha x dx Z alpha 1 x Z alpha 1 x nbsp where Z denotes J Y H 1 or H 2 These two identities are often combined e g added or subtracted to yield various other relations In this way for example one can compute Bessel functions of higher orders or higher derivatives given the values at lower orders or lower derivatives In particular it follows that 50 1 x d d x m x a Z a x, wikipedia, wiki, book, books, library,

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