Bessel Equation

By

[Bessel equation, first defined by the mathematician Daniel Bernoulli and generalized by Friedrich
Bessel. The series solution of certain differential equations give rise to special functions called as
Bessels function. These special functions have many applications in engineering.]

Bessel Differential Equation

__________________________________________________________________________________________________

The linear second order ordinary differential equation of type,

2 + + ( 2 2 ) = 0

(01)

is called the Bessel equation of order .

We assume the series solution of the equation (01) in the form,

() = +

(02)

=0

(),

() = +
=0

() = ( + ) +1
=0

() = ( + )( + 1) +2
=0

Now substituting equation y , y , y in Bessel equation (01), we get

2 (( + )( + 1) +2 ) + (( + ) +1 ) + ( 2 2 ) ( + ) = 0
=0

=0

=0

( + )( + 1) + + ( + ) + + ( 2 2 ) ( + ) = 0
=0

=0

=0

( + )( + 1) + + ( + ) + + ++2 2 + = 0
=0

=0

=0

=0

Now grouping like powers we get,

[( + )( + 1)+( + ) 2 ] + + ++2 = 0
=0

=0

[( + ){( + 1)+1} 2 ] + + ++2 = 0

=0

=0

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[( + )2 2 ] + + ++2 = 0
=0

=0

Now, we need to make the power of x equal, so following standard steps we get,

[( + )2 2 ] + + 2 + = 0
=0

=2

([( + )2 2 ] + 2 ) = 0
=0

=2

( 2 2 )0 + ( + 1)2 2 ]1 1 + ([( + )2 2 ] + 2 ) = 0
=2

=2

( 2 2 )0 + ( + 1)2 2 ]1 1 + ([(( + )2 2 ) + 2 ] ) = 0
=2

Now we shall equate the coefficient of x,

( 2 2 )0 = 0
2 2 = 0

Since, 0 0

=
If we choose to work with the larger root from indicial equation, lets assume = > 0 & proceed,
( + 1)2 2 ]1 = 0
( + 1)2 2 0 unless = 1/2, in which case the equation is satisfied regardless of the values of 1
Since > 0 , So 1 = 0.
Now, equating coefficient of equal to zero, we get
[(( + )2 2 ) + 2 ] = 0
[(( + )2 2 ) + 2 ] = 0
[( 2 + 2 + 2 ) 2 ) + 2 ] = 0
( + 2) + 2 = 0
=

2
,
( + 2)

Where = 2, 3, 4, 5, 6

We can use above equation of to generate first few to determine he pattern,

0 0
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1 = 0
2 =

0
0
= 2
2(2 + 2)
2 . 1! (1 + )

3 = 0
4 =

2
2
0
= 2
= 4
4(4 + 2)
2 . 2(2 + ) 2 . 2! (1 + )(2 + )

5 = 0
6 =

4
4
0
= 2
= 6
6(6 + 2)
2 . 3(3 + )
2 . 3! (1 + )(2 + )(3 + )

.
.
.
2

(1) 0
= 2
2 . ! (1 + )(2 + )(3 + ) ( + )

(03)

First, lets work with (1 + )(2 + )(3 + ) ( + )

1
1.2.3 ( 1)()
!
=
=
(1 + )(2 + )(3 + ) . ( + ) 1.2.3 ( 1)()(1 + )(2 + )(3 + ) . ( + ) ( + )!

Replacing the factorial by gamma function using the relation ! = (1 + ) we can rewrite the above
equation as,
1.2.3 ( 1)()
!
(1 + )
=
=
1.2.3 ( 1)()(1 + )(2 + )(3 + ) . ( + ) ( + )! (1 + + )
Using above relation in equation (03), we get
2 =

(1) 0 (1 + )
22 . ! (1 + + )

= 0, 1, 2, 3, 4, 5, 6

Independent solution associated with = is

1 () =
=0

1 () = 2 +2
=0

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1 () =

(1) 0 (1 + ) +2

22 . ! (1 + + )

=0

Bessel function of first kind of order is obtained by using non-zero constant 0 =

1
2 (1+)

in above eq.

1
) (1 + )
2 (1 + )
+2
22 . ! (1 + + )

(1) (
() =
=0

(1)
() = 2
+2
2 . 2 . ! (1 + + )
=0

()

() = ( )

. ! ( + + )
=

() .
Independent solution associated with = is simply 1 () = (), similarly the particular solution
corresponding to = is shown by 2 () = () where,

() = ( )
2

(1) x 2k
22 . ! (1 + )

=0

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Linear Independence of Bessels function:

If then 1 & 2 . Hence, the general solution of the bessels
equation is given by:
() = () + () ,

&

= , & . While first solution

to the Bessels equation is 1 () = (), The second solution is provided by 2 () = (). In this
case, the general solution of the Bessels equation is described as:
() = () + () ,

The function of () can be expressed through the functions & :

() =

() ()

() .

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Example: 01_ Show that using transformation = , this equation can be

transformed into a Bessels equation of order .

2 + + (2 2 2 ) = 0

()

This equation is called Bessel equation of order with parameter . This equation arises in almost all
applications involving partial differential equations like wave equation, heat equations in regions with
circular symmetry.
Assume = ,

()

=
=

()

Again differentiating, we get

2

=
( )=
( )
2

=
(
)
2

2
2
2
=

(
)
2
2

()

Substituting the values of Eq. (B), (C), (D) in Eq. (A) we get,
2 + + (2 2 2 ) = 0
2

2 2 ( 2 ) + ( ) + (2 2 2 ) = 0

( 2 ) + ( ) + ( 2 2 ) = 0

+ + ( ) =
Now, the above equation is in the form of 2 + + ( 2 2 ) = 0 and same procedure can be
followed as solved on page No: 01 and Bessel function and general solution is found out.

()

() = ( )

. ! ( + + )
=

()
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Example: 02_ Use the indicated change of (Independent) variables to transform the
ODE into a Bessels equation and subsequently find a general solution for the original
ODE.
64 2 + 64 + (16 9) = 0,

Solution:

1
=
2

=

1
1
=
=
2 2

Again differentiating, we get

2

=
( )=
( )
2

2
1
1
1 1 2
1
=
(
)

=
(
+ ( 2 ))
2
2

2
2
2 2
2
2
1
1 2
= ( 3
+
(
))
2
4 4 2 2
Substituting the values of

& 2 and = in main equation we get,

64 4 (

1
1 2
1
+
( 2 )) + 64 2
+ (16 9) = 0
3
2
4 4
2

16 + 16 2 + 32 + (16 2 9) = 0
16 2 + 16 + (16 2 9) = 0
2 + + ( 2

9
) = 0
16

Now, the above equation is in the form of 2 + + ( 2 2 ) = 0 and same procedure can be
followed as solved on page No: 01 and Bessel function and general solution is found out.

(1) z 2k
3/4
3 () = ( )
3
2
4
22 . ! (1 + 4 + )
=0

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 = ,

() = ( )

() ()

. ! ( + + )
=

() = ( )

() ()

. ! ( + )
=

()

The general solution of the above Bessels equation is given by:

() = / () + / ()
, & .

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Example: 03_ Use the indicated change of (Dependent) variables to transform the ODE
into a Bessels equation and subsequently find a general solution for the original ODE.
3 + = 0,

= 2

(A)

Solution:
= 2
On differentiating, we get
= 2 + 2

= 2 + 2 + 2 + 2

( 2 ) + 2

( ) = (

()= 2 + 2

(2) + 2

()) + (

( 2 ) + 2

( ))

= 2 + 4 + 2
Substituting the eq. y, y and y in equation (A), we get
(2 + 4 + 2 ) 3(2 + 2 ) + ( 2 ) = 0
2 + 4 2 + 3 6 3 2 + 3 = 0
3 + 2 + 3 4 = 0
Equating from above equation, we get
+ + ( ) =
Now, the above equation is in the form of 2 + + ( 2 2 ) = 0 and same procedure can be
followed as solved on page No: 01 and Bessel function and general solution is found out.

()

() = ( )

. ! ( + + )

() = ( )

()
. ! ( + )

() .
The function of () can be expressed through the functions & :
() =

() ()

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The general solution for the function z(x) is given by:

() = 2 () + 2 ()
The solution of original function y(x) is given by:
,

() = 2 ()

() = [ () + ()]

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