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Bessel function
Families of solutions to related differential equations

Bessel functions, named after Friedrich Bessel who was the first to systematically study them in 1824, are canonical solutions y(x) of Bessel's differential equation x 2 d 2 y d x 2 + x d y d x + ( x 2 − α 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 α {\displaystyle \alpha } , which represents the order of the Bessel function. Although α {\displaystyle \alpha } and − α {\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 α {\displaystyle \alpha } .

The most important cases are when α {\displaystyle \alpha } is an integer or half-integer. Bessel functions for integer α {\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 α {\displaystyle \alpha } are obtained when solving the Helmholtz equation in spherical coordinates.

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Applications

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

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: one of the first kind and one of the second kind. 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.The subscript n is typically used is place of α {\displaystyle \alpha } when α {\displaystyle \alpha } is known to be an integer.

TypeFirst kindSecond kind
Bessel functionsJαYα
Modified Bessel functionsIαKα
Hankel functionsH(1)α = Jα + iYαH(2)α = Jα − iYα
Spherical Bessel functionsjnyn
Modified spherical Bessel functionsinkn
Spherical Hankel functionsh(1)n = jn + iynh(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.34

Bessel functions of the first kind: Jα

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 x α {\displaystyle x^{\alpha }} 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:5 J α ( x ) = ∑ m = 0 ∞ ( − 1 ) m m ! Γ ( m + α + 1 ) ( x 2 ) 2 m + α , {\displaystyle J_{\alpha }(x)=\sum _{m=0}^{\infty }{\frac {(-1)^{m}}{m!\,\Gamma (m+\alpha +1)}}{\left({\frac {x}{2}}\right)}^{2m+\alpha },} where Γ(z) is the gamma function, a shifted generalization of the factorial function to non-integer values. Some earlier authors define the Bessel function of the first kind differently, essentially without the division by 2 {\displaystyle 2} in x / 2 {\displaystyle x/2} ;6 this definition is not used in this article. 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 x − 1 / 2 {\displaystyle x^{-{1}/{2}}} (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 J−α(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):7 J − n ( x ) = ( − 1 ) n J n ( x ) . {\displaystyle J_{-n}(x)=(-1)^{n}J_{n}(x).}

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

Another definition of the Bessel function, for integer values of n, is possible using an integral representation:8 J n ( x ) = 1 π ∫ 0 π cos ⁡ ( n τ − x sin ⁡ τ ) d τ = 1 π Re ⁡ ( ∫ 0 π e i ( n τ − x sin ⁡ τ ) d τ ) , {\displaystyle J_{n}(x)={\frac {1}{\pi }}\int _{0}^{\pi }\cos(n\tau -x\sin \tau )\,d\tau ={\frac {1}{\pi }}\operatorname {Re} \left(\int _{0}^{\pi }e^{i(n\tau -x\sin \tau )}\,d\tau \right),} which is also called Hansen-Bessel formula.9

This was the approach that Bessel used,10 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) > 0:1112131415 J α ( x ) = 1 π ∫ 0 π cos ⁡ ( α τ − x sin ⁡ τ ) d τ − sin ⁡ ( α π ) π ∫ 0 ∞ e − x sinh ⁡ t − α 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.}

Relation to hypergeometric series

The Bessel functions can be expressed in terms of the generalized hypergeometric series as16 J α ( x ) = ( x 2 ) α Γ ( α + 1 ) 0 F 1 ( α + 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).}

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

Relation to Laguerre polynomials

In terms of the Laguerre polynomials Lk and arbitrarily chosen parameter t, the Bessel function can be expressed as17 J α ( x ) ( x 2 ) α = e − t Γ ( α + 1 ) ∑ k = 0 ∞ L k ( α ) ( x 2 4 t ) ( k + α 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!}}.}

Bessel functions of the second kind: Yα

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.18

For non-integer α, Yα(x) is related to Jα(x) by Y α ( x ) = J α ( x ) cos ⁡ ( α π ) − J − α ( x ) sin ⁡ ( α π ) . {\displaystyle Y_{\alpha }(x)={\frac {J_{\alpha }(x)\cos(\alpha \pi )-J_{-\alpha }(x)}{\sin(\alpha \pi )}}.}

In the case of integer order n, the function is defined by taking the limit as a non-integer α tends to n: Y n ( x ) = lim α → n Y α ( x ) . {\displaystyle Y_{n}(x)=\lim _{\alpha \to n}Y_{\alpha }(x).}

If n is a nonnegative integer, we have the series19 Y n ( z ) = − ( z 2 ) − n π ∑ k = 0 n − 1 ( n − k − 1 ) ! k ! ( z 2 4 ) k + 2 π J n ( z ) ln ⁡ z 2 − ( z 2 ) n π ∑ k = 0 ∞ ( ψ ( k + 1 ) + ψ ( 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)!}}}

where ψ ( z ) {\displaystyle \psi (z)} is the digamma function, the logarithmic derivative of the gamma function.20

There is also a corresponding integral formula (for Re(x) > 0):21 Y n ( x ) = 1 π ∫ 0 π sin ⁡ ( x sin ⁡ θ − n θ ) d θ − 1 π ∫ 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.}

In the case where n = 0: (with γ {\displaystyle \gamma } being Euler's constant) Y 0 ( x ) = 4 π 2 ∫ 0 1 2 π cos ⁡ ( x cos ⁡ θ ) ( γ + ln ⁡ ( 2 x sin 2 ⁡ θ ) ) d θ . {\displaystyle Y_{0}\left(x\right)={\frac {4}{\pi ^{2}}}\int _{0}^{{\frac {1}{2}}\pi }\cos \left(x\cos \theta \right)\left(\gamma +\ln \left(2x\sin ^{2}\theta \right)\right)\,d\theta .}

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: Y − n ( x ) = ( − 1 ) n Y n ( x ) . {\displaystyle Y_{-n}(x)=(-1)^{n}Y_{n}(x).}

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

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 as22 H α ( 1 ) ( x ) = J α ( x ) + i Y α ( x ) , H α ( 2 ) ( x ) = J α ( x ) − i Y α ( x ) , {\displaystyle {\begin{aligned}H_{\alpha }^{(1)}(x)&=J_{\alpha }(x)+iY_{\alpha }(x),\\[5pt]H_{\alpha }^{(2)}(x)&=J_{\alpha }(x)-iY_{\alpha }(x),\end{aligned}}}

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 > 0 {\displaystyle x>0} where J α ( x ) {\displaystyle J_{\alpha }(x)} , Y α ( x ) {\displaystyle Y_{\alpha }(x)} 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 e ± i x {\displaystyle e^{\pm ix}} and J α ( x ) {\displaystyle J_{\alpha }(x)} , Y α ( x ) {\displaystyle Y_{\alpha }(x)} for cos ⁡ ( x ) {\displaystyle \cos(x)} , sin ⁡ ( x ) {\displaystyle \sin(x)} , 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 H α ( 1 ) ( x ) = J − α ( x ) − e − α π i J α ( x ) i sin ⁡ α π , H α ( 2 ) ( x ) = J − α ( x ) − e α π i J α ( x ) − i sin ⁡ α π . {\displaystyle {\begin{aligned}H_{\alpha }^{(1)}(x)&={\frac {J_{-\alpha }(x)-e^{-\alpha \pi i}J_{\alpha }(x)}{i\sin \alpha \pi }},\\[5pt]H_{\alpha }^{(2)}(x)&={\frac {J_{-\alpha }(x)-e^{\alpha \pi i}J_{\alpha }(x)}{-i\sin \alpha \pi }}.\end{aligned}}}

If α is an integer, the limit has to be calculated. The following relationships are valid, whether α is an integer or not:23 H − α ( 1 ) ( x ) = e α π i H α ( 1 ) ( x ) , H − α ( 2 ) ( x ) = e − α π i H α ( 2 ) ( x ) . {\displaystyle {\begin{aligned}H_{-\alpha }^{(1)}(x)&=e^{\alpha \pi i}H_{\alpha }^{(1)}(x),\\[6mu]H_{-\alpha }^{(2)}(x)&=e^{-\alpha \pi i}H_{\alpha }^{(2)}(x).\end{aligned}}}

In particular, if α = m + ⁠1/2⁠ with m a nonnegative integer, the above relations imply directly that J − ( 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)&=(-1)^{m+1}Y_{m+{\frac {1}{2}}}(x),\\[5pt]Y_{-(m+{\frac {1}{2}})}(x)&=(-1)^{m}J_{m+{\frac {1}{2}}}(x).\end{aligned}}}

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

The Hankel functions admit the following integral representations for Re(x) > 0:24 H α ( 1 ) ( x ) = 1 π i ∫ − ∞ + ∞ + π i e x sinh ⁡ t − α t d t , H α ( 2 ) ( x ) = − 1 π i ∫ − ∞ + ∞ − π i e x sinh ⁡ t − α t d t , {\displaystyle {\begin{aligned}H_{\alpha }^{(1)}(x)&={\frac {1}{\pi i}}\int _{-\infty }^{+\infty +\pi i}e^{x\sinh t-\alpha t}\,dt,\\[5pt]H_{\alpha }^{(2)}(x)&=-{\frac {1}{\pi i}}\int _{-\infty }^{+\infty -\pi i}e^{x\sinh t-\alpha t}\,dt,\end{aligned}}} 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.25

Modified Bessel functions: Iα, Kα

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 as26 I α ( x ) = i − α J α ( i x ) = ∑ m = 0 ∞ 1 m ! Γ ( m + α + 1 ) ( x 2 ) 2 m + α , K α ( x ) = π 2 I − α ( x ) − I α ( x ) sin ⁡ α π , {\displaystyle {\begin{aligned}I_{\alpha }(x)&=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)&={\frac {\pi }{2}}{\frac {I_{-\alpha }(x)-I_{\alpha }(x)}{\sin \alpha \pi }},\end{aligned}}} 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.

K α {\displaystyle K_{\alpha }} can be expressed in terms of Hankel functions: K α ( x ) = { π 2 i α + 1 H α ( 1 ) ( i x ) − π < arg ⁡ x ≤ π 2 π 2 ( − i ) α + 1 H α ( 2 ) ( − i x ) − π 2 < arg ⁡ x ≤ π {\displaystyle K_{\alpha }(x)={\begin{cases}{\frac {\pi }{2}}i^{\alpha +1}H_{\alpha }^{(1)}(ix)&-\pi <\arg x\leq {\frac {\pi }{2}}\\{\frac {\pi }{2}}(-i)^{\alpha +1}H_{\alpha }^{(2)}(-ix)&-{\frac {\pi }{2}}<\arg x\leq \pi \end{cases}}}

Using these two formulae the result to J α 2 ( z ) {\displaystyle J_{\alpha }^{2}(z)} + Y α 2 ( z ) {\displaystyle Y_{\alpha }^{2}(z)} , commonly known as Nicholson's integral or Nicholson's formula, can be obtained to give the following J α 2 ( x ) + Y α 2 ( x ) = 8 π 2 ∫ 0 ∞ cosh ⁡ ( 2 α 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,}

given that the condition Re(x) > 0 is met. It can also be shown that J α 2 ( x ) + Y α 2 ( x ) = 8 cos ⁡ ( α π ) π 2 ∫ 0 ∞ K 2 α ( 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,}

only when |Re(α)| < ⁠1/2⁠ and Re(x) ≥ 0 but not when x = 0.27

We can express the first and second Bessel functions in terms of the modified Bessel functions (these are valid if −π < arg z ≤ ⁠π/2⁠):28 J α ( i z ) = e α π i 2 I α ( z ) , Y α ( i z ) = e ( α + 1 ) π i 2 I α ( z ) − 2 π e − α π i 2 K α ( z ) . {\displaystyle {\begin{aligned}J_{\alpha }(iz)&=e^{\frac {\alpha \pi i}{2}}I_{\alpha }(z),\\[1ex]Y_{\alpha }(iz)&=e^{\frac {(\alpha +1)\pi i}{2}}I_{\alpha }(z)-{\tfrac {2}{\pi }}e^{-{\frac {\alpha \pi i}{2}}}K_{\alpha }(z).\end{aligned}}}

Iα(x) and Kα(x) are the two linearly independent solutions to the modified Bessel's equation:29 x 2 d 2 y d x 2 + x d y d x − ( x 2 + α 2 ) y = 0. {\displaystyle x^{2}{\frac {d^{2}y}{dx^{2}}}+x{\frac {dy}{dx}}-\left(x^{2}+\alpha ^{2}\right)y=0.}

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.30

Two integral formulas for the modified Bessel functions are (for Re(x) > 0):31 I α ( x ) = 1 π ∫ 0 π e x cos ⁡ θ cos ⁡ α θ d θ − sin ⁡ α π π ∫ 0 ∞ e − x cosh ⁡ t − α t d t , K α ( x ) = ∫ 0 ∞ e − x cosh ⁡ t cosh ⁡ α t d t . {\displaystyle {\begin{aligned}I_{\alpha }(x)&={\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)&=\int _{0}^{\infty }e^{-x\cosh t}\cosh \alpha t\,dt.\end{aligned}}}

Bessel functions can be described as Fourier transforms of powers of quadratic functions. For example (for Re(ω) > 0): 2 K 0 ( ω ) = ∫ − ∞ ∞ e i ω t t 2 + 1 d t . {\displaystyle 2\,K_{0}(\omega )=\int _{-\infty }^{\infty }{\frac {e^{i\omega t}}{\sqrt {t^{2}+1}}}\,dt.}

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 of the second kind may be represented with Bassett's integral 32

K n ( x z ) = Γ ( n + 1 2 ) ( 2 z ) n π x n ∫ 0 ∞ cos ⁡ ( x t ) d t ( t 2 + z 2 ) n + 1 2 . {\displaystyle K_{n}(xz)={\frac {\Gamma \left(n+{\frac {1}{2}}\right)(2z)^{n}}{{\sqrt {\pi }}x^{n}}}\int _{0}^{\infty }{\frac {\cos(xt)\,dt}{(t^{2}+z^{2})^{n+{\frac {1}{2}}}}}.}

Modified Bessel functions K1/3 and K2/3 can be represented in terms of rapidly convergent integrals33 K 1 3 ( ξ ) = 3 ∫ 0 ∞ exp ⁡ ( − ξ ( 1 + 4 x 2 3 ) 1 + x 2 3 ) d x , K 2 3 ( ξ ) = 1 3 ∫ 0 ∞ 3 + 2 x 2 1 + x 2 3 exp ⁡ ( − ξ ( 1 + 4 x 2 3 ) 1 + x 2 3 ) d x . {\displaystyle {\begin{aligned}K_{\frac {1}{3}}(\xi )&={\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 )&={\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}}}

The modified Bessel function K 1 2 ( ξ ) = ( 2 ξ / π ) − 1 / 2 exp ⁡ ( − ξ ) {\displaystyle K_{\frac {1}{2}}(\xi )=(2\xi /\pi )^{-1/2}\exp(-\xi )} 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

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

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 by35 j n ( x ) = π 2 x J n + 1 2 ( x ) , y n ( x ) = π 2 x Y n + 1 2 ( x ) = ( − 1 ) n + 1 π 2 x J − n − 1 2 ( x ) . {\displaystyle {\begin{aligned}j_{n}(x)&={\sqrt {\frac {\pi }{2x}}}J_{n+{\frac {1}{2}}}(x),\\y_{n}(x)&={\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}}}

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: 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)&=(-1)^{n}y_{-n-1}(x)\\y_{n}(x)&=(-1)^{n+1}j_{-n-1}(x)\end{aligned}}}

The spherical Bessel functions can also be written as (Rayleigh's formulas)36 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)&=(-x)^{n}\left({\frac {1}{x}}{\frac {d}{dx}}\right)^{n}{\frac {\sin x}{x}},\\y_{n}(x)&=-(-x)^{n}\left({\frac {1}{x}}{\frac {d}{dx}}\right)^{n}{\frac {\cos x}{x}}.\end{aligned}}}

The zeroth spherical Bessel function j0(x) is also known as the (unnormalized) sinc function. The first few spherical Bessel functions are:37 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)&={\frac {\sin x}{x}}.\\j_{1}(x)&={\frac {\sin x}{x^{2}}}-{\frac {\cos x}{x}},\\j_{2}(x)&=\left({\frac {3}{x^{2}}}-1\right){\frac {\sin x}{x}}-{\frac {3\cos x}{x^{2}}},\\j_{3}(x)&=\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}}} and38 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)&=-j_{-1}(x)=-{\frac {\cos x}{x}},\\y_{1}(x)&=j_{-2}(x)=-{\frac {\cos x}{x^{2}}}-{\frac {\sin x}{x}},\\y_{2}(x)&=-j_{-3}(x)=\left(-{\frac {3}{x^{2}}}+1\right){\frac {\cos x}{x}}-{\frac {3\sin x}{x^{2}}},\\y_{3}(x)&=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}}}

The first few non-zero roots of the first few spherical Bessel functions are:

Non-zero Roots of the Spherical Bessel Function (first kind)
OrderRoot 1Root 2Root 3Root 4Root 5
j 0 {\displaystyle j_{0}} 3.1415936.2831859.42477812.56637115.707963
j 1 {\displaystyle j_{1}} 4.4934097.72525210.90412214.06619417.220755
j 2 {\displaystyle j_{2}} 5.7634599.09501112.32294115.51460318.689036
j 3 {\displaystyle j_{3}} 6.98793210.41711913.69802316.92362120.121806
j 4 {\displaystyle j_{4}} 8.18256111.70490715.03966518.30125621.525418
Non-zero Roots of the Spherical Bessel Function (second kind)
OrderRoot 1Root 2Root 3Root 4Root 5
y 0 {\displaystyle y_{0}} 1.5707964.7123897.85398210.99557414.137167
y 1 {\displaystyle y_{1}} 2.7983866.1212509.31786612.48645415.644128
y 2 {\displaystyle y_{2}} 3.9595287.45161010.71564713.92168617.103359
y 3 {\displaystyle y_{3}} 5.0884988.73371012.06754415.31539018.525210
y 4 {\displaystyle y_{4}} 6.1978319.98246613.38528716.67662519.916796

Generating function

The spherical Bessel functions have the generating functions39 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)&=\sum _{n=0}^{\infty }{\frac {t^{n}}{n!}}j_{n-1}(z),\\{\frac {1}{z}}\sin \left({\sqrt {z^{2}-2zt}}\right)&=\sum _{n=0}^{\infty }{\frac {t^{n}}{n!}}y_{n-1}(z).\end{aligned}}}

Finite series expansions

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:40 j n ( x ) = π 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 π 2 ) ∑ r = 0 [ n 2 ] ( − 1 ) r ( n + 2 r ) ! ( 2 r ) ! ( n − 2 r ) ! ( 2 x ) 2 r + cos ⁡ ( x − n π 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 π 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 π 2 ) ∑ r = 0 [ n 2 ] ( − 1 ) r ( n + 2 r ) ! ( 2 r ) ! ( n − 2 r ) ! ( 2 x ) 2 r − sin ⁡ ( x + n π 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)&={\sqrt {\frac {\pi }{2x}}}J_{n+{\frac {1}{2}}}(x)=\\&={\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]\\&={\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)&=(-1)^{n+1}j_{-n-1}(x)=(-1)^{n+1}{\frac {\pi }{2x}}J_{-\left(n+{\frac {1}{2}}\right)}(x)=\\&={\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]=\\&={\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}}}

Differential relations

In the following, fn is any of jn, yn, h(1)n, h(2)n for n = 0, ±1, ±2, ...41 ( 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)&=z^{n-m+1}f_{n-m}(z),\\\left({\frac {1}{z}}{\frac {d}{dz}}\right)^{m}\left(z^{-n}f_{n}(z)\right)&=(-1)^{m}z^{-n-m}f_{n+m}(z).\end{aligned}}}

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

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)&=j_{n}(x)+iy_{n}(x),\\h_{n}^{(2)}(x)&=j_{n}(x)-iy_{n}(x).\end{aligned}}}

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)!}},}

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

Riccati–Bessel functions only slightly differ from spherical Bessel functions: S n ( x ) = x j n ( x ) = π x 2 J n + 1 2 ( x ) C n ( x ) = − x y n ( x ) = − π x 2 Y n + 1 2 ( x ) ξ n ( x ) = x h n ( 1 ) ( x ) = π x 2 H n + 1 2 ( 1 ) ( x ) = S n ( x ) − i C n ( x ) ζ n ( x ) = x h n ( 2 ) ( x ) = π x 2 H n + 1 2 ( 2 ) ( x ) = S n ( x ) + i C n ( x ) {\displaystyle {\begin{aligned}S_{n}(x)&=xj_{n}(x)={\sqrt {\frac {\pi x}{2}}}J_{n+{\frac {1}{2}}}(x)\\C_{n}(x)&=-xy_{n}(x)=-{\sqrt {\frac {\pi x}{2}}}Y_{n+{\frac {1}{2}}}(x)\\\xi _{n}(x)&=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)&=xh_{n}^{(2)}(x)={\sqrt {\frac {\pi x}{2}}}H_{n+{\frac {1}{2}}}^{(2)}(x)=S_{n}(x)+iC_{n}(x)\end{aligned}}}

They satisfy the differential equation x 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.}

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.42 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)43 for recent developments and references.

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

Asymptotic forms

The Bessel functions have the following asymptotic forms. For small arguments 0 < z ≪ α + 1 {\displaystyle 0<z\ll {\sqrt {\alpha +1}}} , one obtains, when α {\displaystyle \alpha } is not a negative integer:44 J α ( z ) ∼ 1 Γ ( α + 1 ) ( z 2 ) α . {\displaystyle J_{\alpha }(z)\sim {\frac {1}{\Gamma (\alpha +1)}}\left({\frac {z}{2}}\right)^{\alpha }.}

When α is a negative integer, we have J α ( z ) ∼ ( − 1 ) α ( − α ) ! ( 2 z ) α . {\displaystyle J_{\alpha }(z)\sim {\frac {(-1)^{\alpha }}{(-\alpha )!}}\left({\frac {2}{z}}\right)^{\alpha }.}

For the Bessel function of the second kind we have three cases: Y α ( z ) ∼ { 2 π ( ln ⁡ ( z 2 ) + γ ) if  α = 0 − Γ ( α ) π ( 2 z ) α + 1 Γ ( α + 1 ) ( z 2 ) α cot ⁡ ( α π ) if  α  is a positive integer (one term dominates unless  α  is imaginary) , − ( − 1 ) α Γ ( − α ) π ( z 2 ) α if  α  is a negative integer, {\displaystyle Y_{\alpha }(z)\sim {\begin{cases}{\dfrac {2}{\pi }}\left(\ln \left({\dfrac {z}{2}}\right)+\gamma \right)&{\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 )&{\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 }&{\text{if }}\alpha {\text{ is a negative integer,}}\end{cases}}} where γ is the Euler–Mascheroni constant (0.5772...).

For large real arguments z ≫ |α2 − ⁠1/4⁠|, 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|−1:45 J α ( z ) = 2 π z ( cos ⁡ ( z − α π 2 − π 4 ) + e | Im ⁡ ( z ) | O ( | z | − 1 ) ) for  | arg ⁡ z | < π , Y α ( z ) = 2 π z ( sin ⁡ ( z − α π 2 − π 4 ) + e | Im ⁡ ( z ) | O ( | z | − 1 ) ) for  | arg ⁡ z | < π . {\displaystyle {\begin{aligned}J_{\alpha }(z)&={\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)&&{\text{for }}\left|\arg z\right|<\pi ,\\Y_{\alpha }(z)&={\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)&&{\text{for }}\left|\arg z\right|<\pi .\end{aligned}}}

(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: H α ( 1 ) ( z ) ∼ 2 π z e i ( z − α π 2 − π 4 ) for  − π < arg ⁡ z < 2 π , H α ( 2 ) ( z ) ∼ 2 π z e − i ( z − α π 2 − π 4 ) for  − 2 π < arg ⁡ z < π . {\displaystyle {\begin{aligned}H_{\alpha }^{(1)}(z)&\sim {\sqrt {\frac {2}{\pi z}}}e^{i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}-\pi <\arg z<2\pi ,\\H_{\alpha }^{(2)}(z)&\sim {\sqrt {\frac {2}{\pi z}}}e^{-i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}-2\pi <\arg z<\pi .\end{aligned}}}

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).46

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): J α ( z ) ∼ 1 2 π z e i ( z − α π 2 − π 4 ) for  − π < arg ⁡ z < 0 , J α ( z ) ∼ 1 2 π z e − i ( z − α π 2 − π 4 ) for  0 < arg ⁡ z < π , Y α ( z ) ∼ − i 1 2 π z e i ( z − α π 2 − π 4 ) for  − π < arg ⁡ z < 0 , Y α ( z ) ∼ i 1 2 π z e − i ( z − α π 2 − π 4 ) for  0 < arg ⁡ z < π . {\displaystyle {\begin{aligned}J_{\alpha }(z)&\sim {\frac {1}{\sqrt {2\pi z}}}e^{i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}-\pi <\arg z<0,\\[1ex]J_{\alpha }(z)&\sim {\frac {1}{\sqrt {2\pi z}}}e^{-i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}0<\arg z<\pi ,\\[1ex]Y_{\alpha }(z)&\sim -i{\frac {1}{\sqrt {2\pi z}}}e^{i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}-\pi <\arg z<0,\\[1ex]Y_{\alpha }(z)&\sim i{\frac {1}{\sqrt {2\pi z}}}e^{-i\left(z-{\frac {\alpha \pi }{2}}-{\frac {\pi }{4}}\right)}&&{\text{for }}0<\arg z<\pi .\end{aligned}}}

For the modified Bessel functions, Hankel developed asymptotic expansions as well:4748 I α ( z ) ∼ e z 2 π z ( 1 − 4 α 2 − 1 8 z + ( 4 α 2 − 1 ) ( 4 α 2 − 9 ) 2 ! ( 8 z ) 2 − ( 4 α 2 − 1 ) ( 4 α 2 − 9 ) ( 4 α 2 − 25 ) 3 ! ( 8 z ) 3 + ⋯ ) for  | arg ⁡ z | < π 2 , K α ( z ) ∼ π 2 z e − z ( 1 + 4 α 2 − 1 8 z + ( 4 α 2 − 1 ) ( 4 α 2 − 9 ) 2 ! ( 8 z ) 2 + ( 4 α 2 − 1 ) ( 4 α 2 − 9 ) ( 4 α 2 − 25 ) 3 ! ( 8 z ) 3 + ⋯ ) for  | arg ⁡ z | < 3 π 2 . {\displaystyle {\begin{aligned}I_{\alpha }(z)&\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)&&{\text{for }}\left|\arg z\right|<{\frac {\pi }{2}},\\K_{\alpha }(z)&\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)&&{\text{for }}\left|\arg z\right|<{\frac {3\pi }{2}}.\end{aligned}}}

There is also the asymptotic form (for large real z {\displaystyle z} )49 I α ( z ) = 1 2 π z 1 + α 2 z 2 4 exp ⁡ ( − α arcsinh ⁡ ( α z ) + z 1 + α 2 z 2 ) ( 1 + O ( 1 z 1 + α 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 {arcsinh} \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}}}

When α = ⁠1/2⁠, all the terms except the first vanish, and we have I 1 / 2 ( z ) = 2 π sinh ⁡ ( z ) z ∼ e z 2 π z for  | arg ⁡ z | < π 2 , K 1 / 2 ( z ) = π 2 e − z z . {\displaystyle {\begin{aligned}I_{{1}/{2}}(z)&={\sqrt {\frac {2}{\pi }}}{\frac {\sinh(z)}{\sqrt {z}}}\sim {\frac {e^{z}}{\sqrt {2\pi z}}}&&{\text{for }}\left|\arg z\right|<{\tfrac {\pi }{2}},\\[1ex]K_{{1}/{2}}(z)&={\sqrt {\frac {\pi }{2}}}{\frac {e^{-z}}{\sqrt {z}}}.\end{aligned}}}

For small arguments 0 < | z | ≪ α + 1 {\displaystyle 0<|z|\ll {\sqrt {\alpha +1}}} , we have I α ( z ) ∼ 1 Γ ( α + 1 ) ( z 2 ) α , K α ( z ) ∼ { − ln ⁡ ( z 2 ) − γ if  α = 0 Γ ( α ) 2 ( 2 z ) α if  α > 0 {\displaystyle {\begin{aligned}I_{\alpha }(z)&\sim {\frac {1}{\Gamma (\alpha +1)}}\left({\frac {z}{2}}\right)^{\alpha },\\[1ex]K_{\alpha }(z)&\sim {\begin{cases}-\ln \left({\dfrac {z}{2}}\right)-\gamma &{\text{if }}\alpha =0\\[1ex]{\frac {\Gamma (\alpha )}{2}}\left({\dfrac {2}{z}}\right)^{\alpha }&{\text{if }}\alpha >0\end{cases}}\end{aligned}}}

Properties

For integer order α = 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^{{\frac {x}{2}}\left(t-{\frac {1}{t}}\right)}=\sum _{n=-\infty }^{\infty }J_{n}(x)t^{n}} 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 ∑ ν = − ∞ ∞ J N ν + p ( x ) {\textstyle \sum _{\nu =-\infty }^{\infty }J_{N\nu +p}(x)} where ν , p ∈ Z ,   N ∈ Z + \nu ,p\in \mathbb {Z} ,\ N\in \mathbb {Z} ^{+} arise in many physical systems and are defined in closed form by the Sung series.50 For example, when N = 3: ∑ ν = − ∞ ∞ J 3 ν + p ( x ) = 1 3 [ 1 + 2 cos ⁡ ( x 3 / 2 − 2 π 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]} . More generally, the Sung series and the alternating Sung series are written as: ∑ ν = − ∞ ∞ J N ν + p ( x ) = 1 N ∑ q = 0 N − 1 e i x sin ⁡ 2 π q / N e − i 2 π 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}} ∑ ν = − ∞ ∞ ( − 1 ) ν J N ν + p ( x ) = 1 N ∑ q = 0 N − 1 e i x sin ⁡ ( 2 q + 1 ) π / N e − i ( 2 q + 1 ) π 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}}

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).}

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 }} 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 )} 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 f ( z ) = a 0 ν J ν ( z ) + 2 ⋅ ∑ k = 1 ∞ a k ν J ν + k ( z ) {\displaystyle f(z)=a_{0}^{\nu }J_{\nu }(z)+2\cdot \sum _{k=1}^{\infty }a_{k}^{\nu }J_{\nu +k}(z)} is called Neumann expansion of f. The coefficients for ν = 0 have the explicit form a k 0 = 1 2 π 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} where Ok is Neumann's polynomial.51

Selected functions admit the special representation f ( z ) = ∑ k = 0 ∞ a k ν J ν + 2 k ( z ) {\displaystyle f(z)=\sum _{k=0}^{\infty }a_{k}^{\nu }J_{\nu +2k}(z)} with a k ν = 2 ( ν + 2 k ) ∫ 0 ∞ f ( z ) J ν + 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} due to the orthogonality relation ∫ 0 ∞ J α ( z ) J β ( z ) d z z = 2 π sin ⁡ ( π 2 ( α − β ) ) α 2 − β 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}}}}

More generally, if f has a branch-point near the origin of such a nature that f ( z ) = ∑ k = 0 a k J ν + k ( z ) {\displaystyle f(z)=\sum _{k=0}a_{k}J_{\nu +k}(z)} then L { ∑ k = 0 a k J ν + k } ( s ) = 1 1 + s 2 ∑ k = 0 a k ( s + 1 + s 2 ) ν + 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}}}} or ∑ k = 0 a k ξ ν + k = 1 + ξ 2 2 ξ L { f } ( 1 − ξ 2 2 ξ ) {\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)} where L { f } {\displaystyle {\mathcal {L}}\{f\}} is the Laplace transform of f.52

Another way to define the Bessel functions is the Poisson representation formula and the Mehler-Sonine formula: J ν ( z ) = ( z 2 ) ν Γ ( ν + 1 2 ) π ∫ − 1 1 e i z s ( 1 − s 2 ) ν − 1 2 d s = 2 ( z 2 ) ν ⋅ π ⋅ Γ ( 1 2 − ν ) ∫ 1 ∞ sin ⁡ z u ( u 2 − 1 ) ν + 1 2 d u {\displaystyle {\begin{aligned}J_{\nu }(z)&={\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]&={\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}}} where ν > −⁠1/2⁠ and z ∈ C.53 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 α ( x u α , m ) J α ( x u α , n ) d x = δ m , n 2 [ J α + 1 ( u α , m ) ] 2 = δ m , n 2 [ J α ′ ( u α , 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}} 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: ∫ 0 1 x 2 j α ( x u α , m ) j α ( x u α , n ) d x = δ m , n 2 [ j α + 1 ( u α , 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}}

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

f ε ( x ) = 1 ε rect ⁡ ( x − 1 ε ) {\displaystyle f_{\varepsilon }(x)={\frac {1}{\varepsilon }}\operatorname {rect} \left({\frac {x-1}{\varepsilon }}\right)}

(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):

∫ 0 ∞ k J α ( k x ) g ε ( k ) d k = f ε ( x ) {\displaystyle \int _{0}^{\infty }kJ_{\alpha }(kx)g_{\varepsilon }(k)\,dk=f_{\varepsilon }(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):

∫ 0 ∞ k J α ( k x ) J α ( k ) d k = δ ( x − 1 ) {\displaystyle \int _{0}^{\infty }kJ_{\alpha }(kx)J_{\alpha }(k)\,dk=\delta (x-1)}

A change of variables then yields the closure equation:54

∫ 0 ∞ x J α ( u x ) J α ( v x ) d x = 1 u δ ( u − v ) {\displaystyle \int _{0}^{\infty }xJ_{\alpha }(ux)J_{\alpha }(vx)\,dx={\frac {1}{u}}\delta (u-v)}

for α > −⁠1/2⁠. The Hankel transform can express a fairly arbitrary function as an integral of Bessel functions of different scales. For the spherical Bessel functions the orthogonality relation is: ∫ 0 ∞ x 2 j α ( u x ) j α ( v x ) d x = π 2 u v δ ( u − v ) {\displaystyle \int _{0}^{\infty }x^{2}j_{\alpha }(ux)j_{\alpha }(vx)\,dx={\frac {\pi }{2uv}}\delta (u-v)} for α > −1.

Another important property of Bessel's equations, which follows from Abel's identity, involves the Wronskian of the solutions: A α ( x ) d B α d x − d A α d x B α ( x ) = C α x {\displaystyle A_{\alpha }(x){\frac {dB_{\alpha }}{dx}}-{\frac {dA_{\alpha }}{dx}}B_{\alpha }(x)={\frac {C_{\alpha }}{x}}} 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, J α ( x ) d Y α d x − d J α d x Y α ( x ) = 2 π x {\displaystyle J_{\alpha }(x){\frac {dY_{\alpha }}{dx}}-{\frac {dJ_{\alpha }}{dx}}Y_{\alpha }(x)={\frac {2}{\pi x}}} and I α ( x ) d K α d x − d I α d x K α ( x ) = − 1 x , {\displaystyle I_{\alpha }(x){\frac {dK_{\alpha }}{dx}}-{\frac {dI_{\alpha }}{dx}}K_{\alpha }(x)=-{\frac {1}{x}},} for α > −1.

For α > −1, the even entire function of genus 1, x−αJα(x), has only real zeros. Let 0 < j α , 1 < j α , 2 < ⋯ < j α , n < ⋯ {\displaystyle 0<j_{\alpha ,1}<j_{\alpha ,2}<\cdots <j_{\alpha ,n}<\cdots } be all its positive zeros, then J α ( z ) = ( z 2 ) α Γ ( α + 1 ) ∏ n = 1 ∞ ( 1 − z 2 j α , 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)}

(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

The functions Jα, Yα, H(1)α, and H(2)α all satisfy the recurrence relations55 2 α x Z α ( x ) = Z α − 1 ( x ) + Z α + 1 ( x ) {\displaystyle {\frac {2\alpha }{x}}Z_{\alpha }(x)=Z_{\alpha -1}(x)+Z_{\alpha +1}(x)} and 2 d Z α ( x ) d x = Z α − 1 ( x ) − Z α + 1 ( x ) , {\displaystyle 2{\frac {dZ_{\alpha }(x)}{dx}}=Z_{\alpha -1}(x)-Z_{\alpha +1}(x),} 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 that56 ( 1 x d d x ) m [ x α Z α ( x ) ] = x α − m Z α − m ( x ) , ( 1 x d d x ) m [ Z α ( x ) x α ] = ( − 1 ) m Z α + m ( x ) x α + m . {\displaystyle {\begin{aligned}\left({\frac {1}{x}}{\frac {d}{dx}}\right)^{m}\left[x^{\alpha }Z_{\alpha }(x)\right]&=x^{\alpha -m}Z_{\alpha -m}(x),\\\left({\frac {1}{x}}{\frac {d}{dx}}\right)^{m}\left[{\frac {Z_{\alpha }(x)}{x^{\alpha }}}\right]&=(-1)^{m}{\frac {Z_{\alpha +m}(x)}{x^{\alpha +m}}}.\end{aligned}}}

Modified Bessel functions follow similar relations: e ( x 2 ) ( t + 1 t ) = ∑ n = − ∞ ∞ I n ( x ) t n {\displaystyle e^{\left({\frac {x}{2}}\right)\left(t+{\frac {1}{t}}\right)}=\sum _{n=-\infty }^{\infty }I_{n}(x)t^{n}} and e z cos ⁡ θ = I 0 ( z ) + 2 ∑ n = 1 ∞ I n ( z ) cos ⁡ n θ {\displaystyle e^{z\cos \theta }=I_{0}(z)+2\sum _{n=1}^{\infty }I_{n}(z)\cos n\theta } and 1 2 π ∫ 0 2 π e z cos ⁡ ( m θ ) + y cos ⁡ θ d θ = I 0 ( z ) I 0 ( y ) + 2 ∑ n = 1 ∞ I n ( z ) I m n ( y ) . {\displaystyle {\frac {1}{2\pi }}\int _{0}^{2\pi }e^{z\cos(m\theta )+y\cos \theta }d\theta =I_{0}(z)I_{0}(y)+2\sum _{n=1}^{\infty }I_{n}(z)I_{mn}(y).}

The recurrence relation reads C α − 1 ( x ) − C α + 1 ( x ) = 2 α x C α ( x ) , C α − 1 ( x ) + C α + 1 ( x ) = 2 d d x C α ( x ) , {\displaystyle {\begin{aligned}C_{\alpha -1}(x)-C_{\alpha +1}(x)&={\frac {2\alpha }{x}}C_{\alpha }(x),\\[1ex]C_{\alpha -1}(x)+C_{\alpha +1}(x)&=2{\frac {d}{dx}}C_{\alpha }(x),\end{aligned}}} where Cα denotes Iα or eαiπKα. These recurrence relations are useful for discrete diffusion problems.

Transcendence

In 1929, Carl Ludwig Siegel proved that Jν(x), J'ν(x), and the logarithmic derivative ⁠J'ν(x)/Jν(x)⁠ are transcendental numbers when ν is rational and x is algebraic and nonzero.57 The same proof also implies that Γ ( v + 1 ) ( 2 / x ) v J v ( x ) {\displaystyle \Gamma (v+1)(2/x)^{v}J_{v}(x)} is transcendental under the same assumptions.58

Sums with Bessel functions

The product of two Bessel functions admits the following sum: ∑ ν = − ∞ ∞ J ν ( x ) J n − ν ( y ) = J n ( x + y ) , {\displaystyle \sum _{\nu =-\infty }^{\infty }J_{\nu }(x)J_{n-\nu }(y)=J_{n}(x+y),} ∑ ν = − ∞ ∞ J ν ( x ) J ν + n ( y ) = J n ( y − x ) . {\displaystyle \sum _{\nu =-\infty }^{\infty }J_{\nu }(x)J_{\nu +n}(y)=J_{n}(y-x).} From these equalities it follows that ∑ ν = − ∞ ∞ J ν ( x ) J ν + n ( x ) = δ n , 0 {\displaystyle \sum _{\nu =-\infty }^{\infty }J_{\nu }(x)J_{\nu +n}(x)=\delta _{n,0}} and as a consequence ∑ ν = − ∞ ∞ J ν 2 ( x ) = 1. {\displaystyle \sum _{\nu =-\infty }^{\infty }J_{\nu }^{2}(x)=1.}

These sums can be extended for a polynomial prefactor. For example, ∑ ν = − ∞ ∞ ν J ν ( x ) J ν + n ( x ) = x 2 ( δ n , 1 + δ n , − 1 ) , {\displaystyle \sum _{\nu =-\infty }^{\infty }\nu J_{\nu }(x)J_{\nu +n}(x)={\frac {x}{2}}\left(\delta _{n,1}+\delta _{n,-1}\right),} ∑ ν = − ∞ ∞ ν J ν 2 ( x ) = 0 , {\displaystyle \sum _{\nu =-\infty }^{\infty }\nu J_{\nu }^{2}(x)=0,} ∑ ν = − ∞ ∞ ν 2 J ν ( x ) J ν + n ( x ) = x 2 ( δ n , − 1 − δ n , 1 ) + x 2 4 ( δ n , − 2 + 2 δ n , 0 + δ n , 2 ) , {\displaystyle \sum _{\nu =-\infty }^{\infty }\nu ^{2}J_{\nu }(x)J_{\nu +n}(x)={\frac {x}{2}}\left(\delta _{n,-1}-\delta _{n,1}\right)+{\frac {x^{2}}{4}}\left(\delta _{n,-2}+2\delta _{n,0}+\delta _{n,2}\right),} ∑ ν = − ∞ ∞ ν 2 J ν 2 ( x ) = x 2 2 . {\displaystyle \sum _{\nu =-\infty }^{\infty }\nu ^{2}J_{\nu }^{2}(x)={\frac {x^{2}}{2}}.}

Multiplication theorem

The Bessel functions obey a multiplication theorem λ − ν J ν ( λ z ) = ∑ n = 0 ∞ 1 n ! ( ( 1 − λ 2 ) z 2 ) n J ν + n ( z ) , {\displaystyle \lambda ^{-\nu }J_{\nu }(\lambda z)=\sum _{n=0}^{\infty }{\frac {1}{n!}}\left({\frac {\left(1-\lambda ^{2}\right)z}{2}}\right)^{n}J_{\nu +n}(z),} where λ and ν may be taken as arbitrary complex numbers.5960 For |λ2 − 1| < 1,61 the above expression also holds if J is replaced by Y. The analogous identities for modified Bessel functions and |λ2 − 1| < 1 are λ − ν I ν ( λ z ) = ∑ n = 0 ∞ 1 n ! ( ( λ 2 − 1 ) z 2 ) n I ν + n ( z ) {\displaystyle \lambda ^{-\nu }I_{\nu }(\lambda z)=\sum _{n=0}^{\infty }{\frac {1}{n!}}\left({\frac {\left(\lambda ^{2}-1\right)z}{2}}\right)^{n}I_{\nu +n}(z)} and λ − ν K ν ( λ z ) = ∑ n = 0 ∞ ( − 1 ) n n ! ( ( λ 2 − 1 ) z 2 ) n K ν + n ( z ) . {\displaystyle \lambda ^{-\nu }K_{\nu }(\lambda z)=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{n!}}\left({\frac {\left(\lambda ^{2}-1\right)z}{2}}\right)^{n}K_{\nu +n}(z).}

Zeros of the Bessel function

Bourget's hypothesis

Bessel himself originally proved that for nonnegative integers n, the equation Jn(x) = 0 has an infinite number of solutions in x.62 When the functions Jn(x) are plotted on the same graph, though, none of the zeros seem to coincide for different values of n except for the zero at x = 0. This phenomenon is known as Bourget's hypothesis after the 19th-century French mathematician who studied Bessel functions. Specifically it states that for any integers n ≥ 0 and m ≥ 1, the functions Jn(x) and Jn + m(x) have no common zeros other than the one at x = 0. The hypothesis was proved by Carl Ludwig Siegel in 1929.63

Transcendence

Siegel proved in 1929 that when ν is rational, all nonzero roots of Jν(x) and J'ν(x) are transcendental,64 as are all the roots of Kν(x).65 It is also known that all roots of the higher derivatives J ν ( n ) ( x ) {\displaystyle J_{\nu }^{(n)}(x)} for n ≤ 18 are transcendental, except for the special values J 1 ( 3 ) ( ± 3 ) = 0 {\displaystyle J_{1}^{(3)}(\pm {\sqrt {3}})=0} and J 0 ( 4 ) ( ± 3 ) = 0 {\displaystyle J_{0}^{(4)}(\pm {\sqrt {3}})=0} .66

Numerical approaches

For numerical studies about the zeros of the Bessel function, see Gil, Segura & Temme (2007), Kravanja et al. (1998) and Moler (2004).

Numerical values

The first zeros in J0 (i.e., j0,1, j0,2 and j0,3) occur at arguments of approximately 2.40483, 5.52008 and 8.65373, respectively.67

History

Waves and elasticity problems

The first appearance of a Bessel function appears in the work of Daniel Bernoulli in 1732, while working on the analysis of a vibrating string, a problem that was tackled before by his father Johann Bernoulli.68 Daniel considered a flexible chain suspended from a fixed point above and free at its lower end.69 The solution of the differential equation led to the introduction of a function that is now considered J 0 ( x ) {\displaystyle J_{0}(x)} . Bernoulli also developed a method to find the zeros of the function.70

Leonhard Euler in 1736, found a link between other functions (now known as Laguerre polynomials) and Bernoulli's solution. Euler also introduced a non-uniform chain that lead to the introduction of functions now related to modified Bessel functions I n ( x ) {\displaystyle I_{n}(x)} .71

In the middle of the eighteen century, Jean le Rond d'Alembert had found a formula to solve the wave equation. By 1771 there was dispute between Bernoulli, Euler, d'Alembert and Joseph-Louis Lagrange on the nature of the solutions vibrating strings.72

Euler worked in 1778 on buckling, introducing the concept of Euler's critical load. To solve the problem he introduced the series for J ± 1 / 3 ( x ) {\displaystyle J_{\pm 1/3}(x)} .73 Euler also worked out the solutions of vibrating 2D membranes in cylindrical coordinates in 1780. In order to solve his differential equation he introduced a power series associated to J n ( x ) {\displaystyle J_{n}(x)} , for integer n.74

During the end of the 19th century Lagrange, Pierre-Simon Laplace and Marc-Antoine Parseval also found equivalents to the Bessel functions.75 Parseval for example found an integral representation of J 0 ( x ) {\displaystyle J_{0}(x)} using cosine.76

At the beginning of the 1800s, Joseph Fourier used J 0 ( x ) {\displaystyle J_{0}(x)} to solve the heat equation in a problem with cylindrical symmetry.77 Fourier won a prize of the French Academy of Sciences for this work in 1811.78 But most of the details of his work, including the use of a Fourier series, remained unpublished until 1822.79 Poisson in rivalry with Fourier, extended Fourier's work in 1823, introducing new properties of Bessel functions including Bessel functions of half-integer order (now known as spherical Bessel functions).80

Astronomical problems

In 1770, Lagrangre introduced the series expansion of Bessel functions to solve Kepler's equation, a trascendental equation in astronomy. Friedrich Wilhelm Bessel had seen Lagrange's solution but found it difficult to handle. In 1813 in a letter to Carl Friedrich Gauss, Bessel simplified the calculation using trigonometric functions.81 Bessel published his work in 1819, independently introducing the method of Fourier series unaware of the work of Fourier which was published later.82 In 1824, Bessel carried out a systematic investigation of the functions, which earned the functions his name.83 In older literature the functions were called cylindrical functions or even Bessel–Fourier functions.84

See also

Notes

References

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