mathematical physics unit 2 - uou.ac.in
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MATHEMATICAL PHYSICS
UNIT β 2
BESSELβS EQUATION
DR. RAJESH MATHPAL
ACADEMIC CONSULTANT
SCHOOL OF SCIENCES
UTTARAKHAND OPEN UNIVERSITY
TEENPANI, HALDWANI
UTTRAKHAND
MOB:9758417736,7983713112
Email: [email protected]
STRUCTURE OF UNIT
β’ 2.1 INTRODUCTION
β’ 2.2 BESSELβS EQUATION
β’ 2.4 BESSELβS FUNCTIONS, Jn (x)
β’ 2.5 Besselβs function of the second kind of order n
β’ 2.6 RECURRENCE FORMULAE
β’ 2.7 ORTHOGONALITY OF BESSEL FUNCTION
β’ 2.8 A GENERATING FUNCTION FOR Jn (x)
β’ 2.9 SOME EXAMPLES
2.1 INTRODUCTION
We find the Besselβs equation while solving Laplace equation in polar coordinates by the needed of separation of variables. This equation has a number of applications in engineering.
Besselβs function are involved in
β’ The Oscillatory motion of a hanging chain
β’ Eulerβs theory of a circular membrane
β’ The studies of planetary motion
β’ The propagation of waves
β’ The Elasticity
β’ The fluid motion
β’ The potential theory
β’ Cylindrical and spherical waves
β’ Theory of plane waves
β’ Besselβs function are also known as cylindrical and spherical function.
2.2 BESSELβS EQUATION
The differential equation
π₯2 π2π¦
ππ₯2 + π₯ππ¦
ππ₯+ π₯2 β π₯π π¦ = 0
is called the Besselβs differential equation, and particular solutions of this equation are
called Besselβs fraction of order n.
2.3 SOLUTION OF BESSELβS EQUATION
π₯2 π2π¦β²
ππ₯2 + π₯ππ¦
ππ₯+ π₯2 β π₯π π¦ = 0. β¦(1)
Let Οπ=0β πππ₯
π+π ππ π¦ = π0π₯π + π1π₯
π+1 + π2π₯π+2 + β― β¦(2)
So thatππ¦
ππ₯= Οπ=0
β ππ π + π π₯π+πβ1
and π2π¦
ππ₯2 = Οπ=0β ππ π + π (π + π β1)π₯π+πβ2
Substituting these values in (1), we get
π₯2
π=0
β
ππ π+π (π+π β1)π₯π+πβ2 +π₯
π=0
β
ππ π + π π₯π+πβ1 + (
)
π₯2
β π2
π=0
β
πππ₯π+π = 0
2 2
0 0 0 0
2 2
0 0
2 2 2
0 0
( )( 1) ( ) 0
[( )( 1) ( ) ] 0
[( ) ] 0.
m r m r m r m r
r r r r
r r r r
m r m r
r r
r r
m r m r
r r
r r
a m r m r x a m r x a x n a x
a m r m r m r n x a x
a m r n x a x
+ + + + +
= = = =
+ + +
= =
+ + +
= =
+ + β + + + β =
+ + β + + β + =
+ β + =
Equating the coefficient of lowest degree term of xm in the identity (3) to zero,
by putting r = 0 in the first summation we get the indicial equation.
a0[m+0)2 β n2] = 0. (r = 0)
β m2 = n2 i.e. m = n, m = - n a0 β 0
Equating the coefficient of the next lowest degree term xm+1 in the identity (3), we put r = 1 in the first summation
a1 [m + 1)2 β n2] = 0 i.e. a1 = 0, since m + 1)2 β n2 β 0
Equating the coefficient of xm + r + 2 in (3) to zero, to find relation in successive coefficients, we get
ar +2[(m+r+2)2 β n2] +ar = 0
β ππ+2 = β1
π+π+2 2βπ2 . ar
Therefore, a3 = a5 = a1 = β¦. = 0, since a1 = 0
If r = 0, π2 = β1
π+2 2βπ2 . a0
If r = 2, π4 = β1
π+4 2βπ2 a2 =1
π+2 2βπ2 [(π+4)2βπ2 a0 and so on.
On substituting the values of the coefficients a1, a2, a3, a4 β¦β¦.. in (2), we have
y = a0xm = β
π0
π+2 2βπ2 π₯π+2 +π0
π+2 2βπ2 [ π+4)2βπ2 π₯π+4 + β―
y = a0xm = 1 β
1
π+2 2βπ2 π₯2 +1
π+2 2βπ2 [ π+4)2βπ2 π₯4 β β―
For m = n
y = a0xn 1 β
1
4 π+1π₯2 +
1
42.2! π+1 π+2π₯4 β β―
where a0 is an arbitrary constant.
For m = β n
y = a0x-n 1 β
1
4 βπ+1π₯2 +
1
42.2! βπ+1 βπ+2π₯4 β β―
2.4 BESSELβS FUNCTIONS, Jn (x)
The Besselβs equation is π₯2 π2π¦
ππ₯ 2+ π₯
ππ¦
ππ₯+ (π₯2 β π₯π)π¦ = 0. β¦(1)
Solution of (1) is
y = a0x-n 1 βπ₯2
2.2(π+1)+
π₯4
2.4.22(π+1)(π+2)β β― + (β1)π π₯2π
(2ππ!).2π(π+1)(π+2)β¦(π+π)+ β―
2
0 20
( 1)2 . !( 1)( 2)...( )
rn r
rr
xa x
r n n n r
=
= β+ + +
where a0 is an arbitrary constant.
If a0 = 1
2π (π+1)
The above solution is called Besselβs function denoted by Jn (x).
Thus π½π(π₯) = 1
2π (π+1)Ο(β1)π π₯π+2π
22π .π!(π+1)(π+2)β¦(π+π) π + 1 = π!
β π½π(π₯) = x
2
n
1
(π+1)β
1
1! (π+2)
x
2
2
+1
2! (π+3)
x
2
4
β1
3! (π+4)
x
2
6
+ β―
β π½π(π₯) =π₯π
2π π+1 1 β
π₯2
2.(2π+2)+
π₯4
2.4.(2π+2)(2π+4)+ β― β¦(2)
2 2
0 0
( 1) ( 1) ( ) ( )
2 2! ( 1) ! ( )!
n r n rr r
n n
r r
x xJ x J x
r n r r n r
+ +
= =
β β = =
+ + +
If n = 0, J0 (x) = Ο(β1)π
(π!)2 π₯
2
2π
β J0 (x) = 1 βπ₯2
22+
π₯4
22 .42β
π₯6
22 .42 .62+ β―
If n = 1, J1 (x) = π₯
2β
π₯3
22.4+
π₯5
22.42.6β β―
We draw the length of these two functions. Both the functions are oscillatory with a varying period and a decreasing amplitude.
Replacing n by β n in (2), we get J-n (x) = Οπ=0β β1 π
π! βπ+π+1
π₯
2
βπ+2π
Case I. If n is not integer or zero, then complete solution of (1) is
Case II. If n = 0, then y1 = y2 and complete solution of (1) is the Besselβs function of order zero.
Case III. If n is positive integer, then y2 is not solution of (1). And y1 fails to give a solution for negative values of n. Let us find out the general solution when n is an integer.
2.5 Besselβs function of the second kind of
order n
π₯2 π2π¦
ππ₯2 + π₯ππ¦
ππ₯+ π₯2 β π2 π¦ = 0 β¦(1)
Let y = u(x) Jn (x) be the second of the Besselβs equation when n integer.
ππ¦
ππ₯= uβ Jn + u Jβn
π2π¦
ππ₯2 = uββ Jn + 2uβ Jβn + u Jββn
Substituting these values of y, yβ, yn in (1), we get
x2 (uββ Jn + 2uβ Jβn + u Jββn) + x(uβ Jn + u.Jβn) + (x2 β n2) u Jn = 0
β u [x2 Jnn + x Jβn + (x2 β n2) Jn] + x2 uββ Jn + 2x2 uβ Jn + x uβ Jn = 0 β¦(2)
β x2 Jββn + x Jβn + (x2 β n2) Jn = 0 [Since Jn is a solution of (1)]
(2) becomes x2 uββ Jn + 2x2 uβ Jβn + xuβ Jn = 0 β¦(3)
Dividing (3) by x2 uβ Jn, we have
π’π
π’β² + 2π½πβ²
π½π+
1
π₯= 0
(4) Can also be written as β¦(4)
π
ππ₯[logπ’β² + 2
π
ππ₯[log π½π] +
π
ππ₯(log π₯) = 0
βπ
ππ₯[logπ’β² + 2 log π½π + log π₯] = 0
βπ
ππ₯log(π’β². π½π
2 π₯ = 0 β¦(5)
Integrating (5), we get
log π’β². π½π2 . π₯ = log πΆ1
β π’β². π½π2. π₯ =πΆ1 β π’β² =
πΆ1
π½π2.π₯
β¦(6)
On integrating (6), we obtain
π’ = πΆ1
π½π2 .π₯
ππ₯ +πΆ2
Putting the value of π’ in the assumed solution y = u (x). π½π2(π₯), we get
2.6 RECURRENCE FORMULAE
These formulae are very useful in solving the questions. So, they are to be
committed to memory.
1. x π½πβ² = ππ½π β π₯ π½π+1
2. x π½πβ² = βππ½π + π₯ π½πβ1
3. 2 π½πβ² = π½πβ1 β π½π+1
4. 2π π½π = π₯ π½πβ1 + π½π+1
5. π
ππ₯π₯βππ½π = βπ₯βπ π½π+1
6. π
ππ₯π₯βππ½π = π₯π π½πβ1
Formula I. x π½πβ² = ππ½π β π₯π½π+1
Proof. We know that
π½π = Οπ=0β β1 π
π! π+π+1
π₯
2
π+2π
Differentiating with respect to x, we get
π½πβ² = Ο
β1 π π+2π
π! π+π+1
π₯
2
π+2πβ1 1
2
β π₯π½πβ² = πΟ
β1 π
π! π+π+1
π₯
2
π+2π+ π₯ Ο
β1 π.2π
2.π! π+π+1
π₯
2
π+2πβ1
= π₯π½π + π₯ Οπ=0β β1 π
πβ1 ! π+π+1
π₯
2
π+2πβ1
= ππ½π + π₯ Οπ =0β β1 π +1
π ! π+π +2
π₯
2
π+2π β1[Putting r β 1 = s]
= ππ½π β π₯ Οπ =0β β1 π
π ! π+1 +π +1
π₯
2
π+1 +2π
π₯π½πβ² = ππ½π β π₯π½π+1 Proved.
Formula II. π₯π½πβ² = βππ½π + π₯π½πβ1
Proof. We know that π½π = Οπ=0β β1 π
π! π+π+2
π₯
2
π+2π
Differentiating w.r.t. βxβ, we get π½πβ² = Οπ=0
β β1 π π+2π
π! π+π+1
π₯
2
π+2πβ1 1
2
π½πβ² = Οπ=0
β β1 π π+2π
π! π+π+1
π₯
2
π+2π= Οπ=0
β β1 π 2π+2π βπ
π! π+π+1
π₯
2
π+2π
= Οπ=0β β1 π 2π+2π
π! π+π+1
π₯
2
π+2πβ π Οπ=0
β β1 π
π! π+π+1
π₯
2
π+2π
= Οπ=0β β1 π2
π! π+π
π₯
2
π+2πβ ππ½π
= π₯
π=0
ββ1 π
π! π β 1 + π + 1
π₯
2
πβ1+2π
β ππ½π
β ππ±πβ² = ππ±πβπ β ππ±π
Formula III. ππ±πβ² = π±πβπ β π±π+π
Proof.
We know that
π₯π½πβ² = π½π β π₯π½π+1 β¦(1) (Recurrence formula I)
π₯π½πβ² = βππ½π + π₯π½πβ1 β¦(2) (Recurrence formula II)
Adding (1) and (2), we get
2π₯π½πβ² = βπ₯π½π+1 + π₯π½πβ1 β 2π½π
β² = π½πβ1 β π½π+1
Formula IV. 2ππ½π = π₯ (π½πβ1 + π½π+1)
Proof.
We know that
π₯π½πβ² = ππ½π β π₯π½π+1 β¦(1) (Recurrence formula I)
π₯π½πβ² = βππ½π + π₯π½πβ1 β¦(2) (Recurrence formula II)
subtracting (2) from (1), we get
0 = 2 π π½π βπ₯π½π+1 βπ₯π½πβ1
β 2 π π½π = π₯ (π½πβ1 +π½π+1) β¦(3)
Formula V.π
π π(x-n. Jn) = -x-n Jn+1
Proof. We know that π₯π½πβ² = ππ½π β π₯π½π+1
(Recurrence formula I)
Multiplying by x-n-1, we obtain x-n π½πβ² = nx-n-1 Jn β x-n Jn+1
i.e., x-n π½πβ² = nx-n-1 Jn =β x-n Jn+1
βπ
ππ₯(x-n Jn) = - x-n Jn + 1
Formula VI.π
π π(xn Jn) = xn Jn-1
Proof.
We know that x-n π½πβ² = -nJn + x Jn-1 (Recurrence formula II)
Multiplying by xn+1, we have
xn π½πβ² = -nxn-1 Jn + xn Jn-1 i.e., xn π½π
β² +nxn-1 Jn = xn Jn-1
βπ
π π(xn Jn) = xn Jn-1
2.7 ORTHOGONALITY OF BESSEL
FUNCTION
Proof. We know that
π₯2 π2π¦
ππ₯2 + π₯ππ¦
ππ₯+ πΌ2π₯2 β π2 π¦ = 0 β¦(1)
β π₯2 π2π§
ππ₯2 + π₯ππ§
πππ₯+ π½2π₯2 β π2 π§ = 0 β¦(2)
Solution of (1) and (2) are y = Jn (πΌ π₯), z = Jn (π½ π₯) respectively.
Multiplying (1) by π§
π₯and (2) by β
π¦
π₯and adding, we get
π₯ π§π2π¦
ππ₯2 β π¦π2π§
ππ₯2 + π§ππ¦
ππ₯β π¦
ππ§
ππ₯+ πΌ2 βπ½2 π₯π¦π§ = 0.
βπ
ππ₯π₯ π§
ππ¦
ππ₯β π¦
ππ§
ππ₯+ πΌ2 βπ½2 π₯π¦π§ = 0 β¦(3)
Integrating (3) w.r.t. βxβ between the limits 0 and 1, we get
π
ππ₯π₯ π§
ππ¦
ππ₯β π¦
ππ§
ππ₯ 0
1+ πΌ2 βπ½2 0
1π₯ π¦ π§ ππ₯ = 0
β π½2 βπΌ2 01π₯ π¦ π§ ππ₯ = π₯ π§
ππ¦
ππ₯β π¦
ππ§
ππ₯ 0
1= π§
ππ¦
ππ₯β π¦
ππ§
ππ₯ π₯=1β¦(4)
Putting the values of y = Jn (πΌ π₯), ππ¦
ππ₯= πΌ π½π
β² πΌπ₯ , π§ = π½π π½π₯ ,ππ§
ππ₯= π½, π½π
β² π½π₯ in (4), we get
π½2 β πΌ2 01π₯π½π πΌπ₯ . π½π π½π₯ ππ₯ = πΌπ½π
β² πΌπ₯ π½π π½π₯ = π½π½πβ² π½π₯ π½π πΌπ₯ π₯=1
= πΌπ½πβ² πΌ π½π π½ β π½π½π
β² π½ π½π πΌ β¦(5)
Since πΌ, π½ are the roots of Jn (x) = 0, so Jn πΌ = Jn π½ = 0
Putting the values of Jn (πΌ) = Jn (π½) = 0 in (5), we get
(πΌ2βπ½2) π₯1
0 Jn (πΌπ₯). Jn (π½π₯) dx = 0
β π₯1
0 Jn (πΌπ₯). Jn (π½π₯) dx = 0 Proved.
We also know that Jn (πΌ) = 0. Let π½ be a neighboring value of πΌ, which tends to πΌ.
Then
1 '
2 2
0
0 ( ). ( )lim ( ). ( ) lim n n
n n
J JxJ x J x dx
β β
+=
β
As the limit is of the form 0
0, we apply Lβ Hopitalβs rule
1 ' '2
2 '
0
0 ( ). ( ) 1( ) lim ( )
2 2
n nn n
J JxJ x dx J
β
+ = = =
Proved.
2.8 A GENERATING FUNCTION FOR
Jn (x)
Prove that Jn (x) is the coefficient of zn in the expansion of ππ₯
2π§β
1
π§
Proof. We know that et = 1 + t + π‘2
2!+
π‘3
3!+ β―
ππ₯π§
2 = 1 +π₯π§
2+
1
2!
π₯
2π§
2β
1
3!
π₯
2π§
3+ β― β¦(1)
ππ₯
2π§ = 1 βπ₯
2π§+
1
2!
π₯
2π§
2β
1
3!
π₯
2π§
3+ β― β¦(2)
On multiplying (1) and (2), we get
ππ₯
2π§1
π§ = 1 +π₯π§
2+
1
2!
π₯π§
2
2+
1
3!
π₯π§
2
3+ β― Γ 1 β
π₯
2π§+
1
2!
π₯
2π§
2β
1
3!
π₯
2π§
3+ β― β¦(3)
The coefficient of zn in the product of (3), we get
=1
π ! π₯
2 π
β1
(π+1)! π₯
2 π+2
+1
2!(π+2)! π₯
2 π+4
β β― = Jn (x)
Similarly, coefficient of z-n in the product of (3) = J-n(x)
β΄ ππ₯
2 π§
1
π§ = J0 + z J1 + z2 J2 + z3 J3 + β¦ + z-1 J-1 + z-2 J-2 + z-3 J-3 + β¦
1
2 ( )
xz
nz
n
n
e z J x
=β
=
For this reason ππ₯
2 π§
1
π§ is known as the generating function of Besselβs functions.
Proved.
2.9 SOME EXAMPLES
Example 1. Show that Besselβs Function Jn(x) is an even function when n is even and is
odd function when n is odd.
Solution. We know that
2
0
( 1)( ) ...(1)
2! 1
n rr
n
r
xJ x
r n r
+
=
β =
+ +
Replacing x by β x in (1), we get
2
0
( 1)( ) ...(2)
2! 1
n rr
n
r
xJ x
r n r
+
=
β β β =
+ +
Case I. If n is even, then n + 2r is even β βπ₯
2 π+2π
= π₯
2 π+2π
Thus (2), becomes
2
0
( 1)( )
2! 1
n rr
n
r
xJ x
r n r
+
=
β β =
+ +
= Jn (x) πΉππ ππ£ππ ππ’πππ‘πππ
π(βπ₯) = π(π₯)
Hence, Jn (x) is even function
Case II. If n is odd, then n + 2r is odd β βπ₯
2 π+2π
= β π₯
2 π+2π
Thus (2). Becomes
2
0
( 1)( )
2! 1
n rr
n
r
xJ x
r n r
+
=
β β = β
+ +
= β Jn (x) πΉππ πππ ππ’πππ‘πππ
π(βπ₯) = βπ(π₯)
Proved.
Hence, Jn (x) os odd function.
Example 2. Prove that:
x 0
( ) 1lim ;( 1).
2 1
n
n n
J xn
x nβ= β
+
Solution. From the equation (2) of Article 29.3 on page 798, we know that
Jn (x) = π₯π
2π π+1 1 β
π₯2
2.(2π+2)+
π₯4
2.4(2π+2)(2π+4)β β―
On taking limit on both sides when x β 0, we get
2 4
x 0 x 0
( ) 1lim lim 1 ...
2.(2 2) 2.4.(2 2)(2 4)2 1
n
n n
J x x x
x n n nnβ β
= β + β
+ + ++
= 1
2π π+1
Example 3. Find the value of J-1 (x) + J1 (x).
Solution. By using Recurrence relation IV for Jn (x) is
2n Jn = x (Jn β 1 + Jn + 1)
Jn β 1 (x) + Jn + 1 (x) = 2π
π₯Jn (x)
Put n = 0
J-1(X) + J1(x) = 0
Example 4.Prove that
Formula V.π
π π(x-n. Jn) = -x-n Jn+1
Proof. We know that π₯π½πβ² = ππ½π β π₯π½π+1 (Recurrence formula I)
Multiplying by x-n-1, we obtain x-n π½πβ² = nx-n-1 Jn β x-n Jn+1
i.e., x-n π½πβ² = nx-n-1 Jn =β x-n Jn+1
βπ
ππ₯(x-n Jn) = - x-n Jn + 1
THANKS