Power Series Solutions to the Bessel Equation

The Bessel equation

The equation
x 2 y 00 + xy 0 + (x 2 − α2 )y = 0, (1)
where α is a nonnegative constant, is called the Bessel
equation.
The point x0 = 0 is a regular singular point. We shall use the
method of Frobenius to solve this equation.
Thus, we seek solutions of the form
∞
X
y (x) = an x n+r , x > 0, (2)
n=0

with a0 6= 0.

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 Power Series Solutions to the Bessel Equation

Differentiation of (2) term by term yields

∞
X
0
y = (n + r )an x n+r −1 .
n=0

Similarly, we obtain
∞
X
00 r −2
y =x (n + r )(n + r − 1)an x n .
n=0

Substituting these into (1), we obtain

∞
X ∞
X
n+r
(n + r )(n + r − 1)an x + (n + r )an x n+r
n=0 n=0
∞
X ∞
X
+ an x n+r +2 − α2 an x n+r = 0.
n=0 n=0

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 Power Series Solutions to the Bessel Equation

This implies
∞
X ∞
X
r 2 2 n r
x [(n + r ) − α ]an x + x an x n+2 = 0.
n=0 n=0

Now, cancel x r , and try to determine an ’s so that the

coefficient of each power of x will vanish.
For the constant term, we require (r 2 − α2 )a0 = 0. Since
a0 6= 0, it follows that

r 2 − α2 = 0,
which is the indicial equation. The only possible values of r
are α and −α.

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 Power Series Solutions to the Bessel Equation

Case I. For r = α, the equations for determining the

coefficients are:
[(1 + α)2 − α2 ]a1 = 0 and,
[(n + α)2 − α2 ]an + an−2 = 0, n ≥ 2.
Since α ≥ 0, we have a1 = 0. The second equation yields
an−2 an−2
an = − 2 2
=− . (3)
(n + α) − α n(n + 2α)
Since a1 = 0, we immediately obtain

a3 = a5 = a7 = · · · = 0.

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 Power Series Solutions to the Bessel Equation

For the coefficients with even subscripts, we have

−a0 −a0
a2 = = 2 ,
2(2 + 2α) 2 (1 + α)
−a2 (−1)2 a0
a4 = = 4 ,
4(4 + 2α) 2 2!(1 + α)(2 + α)
−a4 (−1)3 a0
a6 = = 6 ,
6(6 + 2α) 2 3!(1 + α)(2 + α)(3 + α)
and, in general
(−1)n a0
a2n = .
22n n!(1 + α)(2 + α) · · · (n + α)
Therefore, the choice r = α yields the solution
∞
!
n 2n
X (−1) x
y (x) = a0 x α 1+ .
n=1
22n n!(1 + α)(2 + α) · · · (n + α)

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 Power Series Solutions to the Bessel Equation

Note: The ratio test shows that the power series formula
converges for all x ∈ R.
For x < 0, we proceed as above with x r replaced by (−x)r .
Again, in this case, we find that r satisfies
r 2 − α2 = 0.

Taking r = α, we obtain the same solution, with x α is

replaced by (−x)α . Therefore, the function yα (x) is given by
∞
!
n 2n
X (−1) x
yα (x) = a0 |x|α 1 +
n=1
22n n!(1 + α)(2 + α) · · · (n + α)
(4)
is a solution of the Bessel equation valid for all real x 6= 0.

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 Power Series Solutions to the Bessel Equation

Case II.For r = −α, determine the coefficients from

[(1 − α)2 − α2 ]a1 = 0 and [(n − α)2 − α2 ]an + an−2 = 0.
These equations become
(1 − 2α)a1 = 0 and n(n − 2α)an + an−2 = 0.
If 2α is not an integer, these equations give us
an−2
a1 = 0 and an = − , n ≥ 2.
n(n − 2α)
Note that this formula is same as (3), with α replaced by −α.
Thus, the solution is given by
∞
!
n 2n
X (−1) x
y−α (x) = a0 |x|−α 1 + 2n n!(1 − α)(2 − α) · · · (n − α)
,
n=1
2
(5)
which is valid for all real x 6= 0.
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 Power Series Solutions to the Bessel Equation

Euler’s gamma function and its properties

For s ∈ R with s > 0, we define Γ(s) by
Z ∞
Γ(s) = t s−1 e −t dt.
0+

The integral converges if s > 0 and diverges if s ≤ 0.

Integration by parts yields the functional equation
Γ(s + 1) = sΓ(s).
In general,
Γ(s + n) = (s + n − 1) · · · (s + 1)sΓ(s), for every n ∈ Z+ .
Since Γ(1) = 1, we find that Γ(n + 1) = n!. Thus, the gamma
function is an extension of the factorial function from integers
to positive real numbers. Therefore, we write
Γ(s + 1)
Γ(s) = , s ∈ R.
s
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 Power Series Solutions to the Bessel Equation

Using this gamma function, we shall simplify the form of the

solutions of the Bessel equation. With s = 1 + α, we note that
Γ(n + 1 + α)
(1 + α)(2 + α) · · · (n + α) = .
Γ(1 + α)
2−α
Choose a0 = Γ(1+α)
in (4), the solution for x > 0 can be
written
∞
 x α X (−1)n  x 2n
Jα (x) = .
2 n=0
n!Γ(n + 1 + α) 2

The function Jα defined above for x > 0 and α ≥ 0 is called

the Bessel function of the first kind of order α.

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 Power Series Solutions to the Bessel Equation

When α is a nonnegative integer, say α = p, the Bessel

function Jp (x) is given by
∞
X (−1)n  x 2n+p
Jp (x) = , (p = 0, 1, 2, . . .).
n=0
n!(n + p)! 2

This is a solution of the Bessel equation for x < 0.

Figure : The Bessel functions J0 and J1 .

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 Power Series Solutions to the Bessel Equation

/ Z+ , define a new function J−α (x) (replacing α by −α)

If α ∈
∞
 x −α X (−1)n  x 2n
J−α (x) = .
2 n=0
n!Γ(n + 1 − α) 2

With s = 1 − α, we note that

Γ(n + 1 − α) = (1 − α)(2 − α) · · · (n − α)Γ(1 − α).

Thus, the series for Jα (x) is the same as that for y−α (x) in (5)
2α
with a0 = Γ(1−α) , x > 0. If α is not positive integer, J−α is a
solution of the Bessel equation for x > 0.
/ Z+ , Jα (x) and J−α (x) are linearly independent on
If α ∈
x > 0. The general solution of the Bessel equation for x > 0 is
y (x) = c1 Jα (x) + c2 J−α (x).

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 Power Series Solutions to the Bessel Equation

Useful recurrence relations for Jα

• d α
= x α Jα−1 (x).
dx (x Jα (x))
∞
( )
d α d α
X (−1)n  x 2n+α
(x Jα (x)) = x
dx dx n=0
n! Γ(1 + α + n) 2
(∞ )
d X (−1)n x 2n+2α
=
dx n=0 n! Γ(1 + α + n)22n+α
∞
X (−1)n (2n + 2α)x 2n+2α−1
= .
n=0
n! Γ(1 + α + n)22n+α
Since Γ(1 + α + n) = (α + n)Γ(α + n), we have
∞
d α X (−1)n 2x 2n+2α−1
(x Jα (x)) =
dx n=0
n! Γ(α + n)22n+α
∞
X (−1)n  x 2n+α−1
= xα
n=0
n! Γ(1 + (α − 1) + n) 2
α
= x Jα−1 (x).
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 Power Series Solutions to the Bessel Equation

The other relations involving Jα are:

• d (x −α Jα (x)) = −x −α Jα+1 (x).
dx

• α Jα (x) + Jα0 (x) = Jα−1 (x).

x

• α Jα (x) − Jα0 (x) = Jα+1 (x).

x

2α
• Jα−1 (x) + Jα+1 (x) = J (x).
x α

• Jα−1 (x) − Jα+1 (x) = 2Jα0 (x).

Note: Workout these relations.

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RA/RKS MA-102 (2016)