CH 05

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.

PART
A
Ordinary Differential
Equations (ODEs)
Part A p1
CHAPTER
5
Series Solutions of ODEs.
Special Functions
Chapter 5 p2
Section 5.1 p3

5.1 Power Series Method

Section 5.1 p4
The power series method is the standard method for
solving linear ODEs with variable coefficients.
It gives solutions in the form of power series.
These series can be used for computing values, graphing
curves, proving formulas, and exploring properties of
solutions. In this section we begin by explaining the idea of
the power series method.
Section 5.1 p5
From calculus we remember that a power series (in powers
of x x
0
) is an infinite series of the form
(1)
Here, x is a variable. a
0
, a
1
, a
2
, are constants, called the
coefficients of the series. x
0
is a constant, called the center
of the series. In particular, if x
0
= 0, we obtain a power series
in powers of x
(2)
We shall assume that all variables and constants are real.
2
0 0 1 0 2 0
0
( ) ( ) ( ) .
m
m
m
a x x a a x x a x x
=
= + + +
2 3
0 1 2 3
0
.
m
m
m
a x a a x a x a x
=
= + + + +

Section 5.1 p6
We note that the term power series usually refers to a
series of the form (1) [or (2)] but does not include series of
negative or fractional powers of x.
We use m as the summation letter, reserving n as a standard
notation in the Legendre and Bessel equations for integer
values of the parameter.
Section 5.1 p7
For a given ODE
(4) y + p(x)y + q(x)y = 0
we first represent p(x) and q(x) by power series in powers of
x (or of x x
0
if solutions in powers of x x
0
are wanted).
Often p(x) and q(x) are polynomials, and then nothing needs
to be done in this first step. Next we assume a solution in
the form of a power series (2) with unknown coefficients
and insert it as well as (3) and (5) into the ODE (4).

Idea and Technique of the Power Series Method
2 3
0 1 2 3
0
(2) .
m
m
m
a x a a x a x a x
=
= + + + +
2 1
1 2 3
1
(3) 2 3
m
m
m
y a a x a x ma x
=
'
= + + + =
2 2
2 3 4
2
(5) 2 3 2 4 3 ( 1)
m
m
m
y a a x a x m m a x
=
''
= + + + =

Section 5.1 p8
Then we collect like powers of x and equate the sum of the
coefficients of each occurring power of x to zero, starting
with the constant terms, then taking the terms containing x,
then the terms in x
2
, and so on.
This gives equations from which we can determine the
unknown coefficients of (3) successively.
Idea and Technique of the Power Series Method
(continued)
Section 5.1 p9
The nth partial sum of (1) is

where n = 0, 1, .
If we omit the terms of s
n
from (1), the remaining expression
is

This expression is called the remainder of (1) after the term
a
n
(x x
0
)
n
.

Theory of the Power Series Method
= + + + +
2
0 1 0 2 0 0
(6) ( ) ( ) ( ) ( )
n
n n
s x a a x x a x x a x x
+1 +2
+1 0 +2 0
(7) R ( )=a ( - ) + ( - ) + .
n n
n n n
x x x a x x
Section 5.1 p10
In this way we have now associated with (1) the sequence of
the partial sums s
0
(x), s
1
(x), s
2
(x), . If for some x = x
1
this
sequence converges, say,

then the series (1) is called convergent at x = x
1
, the number
s(x
1
) is called the value or sum of (1) at x
1
, and we write

Then we have for every n,
(8)
If that sequence diverges at x = x
1
, the series (1) is called
divergent at x = x
1
.
Theory of the Power Series Method (continued)
1 1
( ) ( ),
lim
n
n
s x s x
=
1 1 0
0
( ) ( ) .
m
m
m
s x a x x
=
=
1 1 1
( ) ( ) ( ).
n n
s x s x R x = +
Section 5.1 p11
Where does a power series converge? Now if we choose
x = x
0
in (1), the series reduces to the single term a
0
because
the other terms are zero. Hence the series converges at x
0
.
In some cases this may be the only value of x for which (1)
converges. If there are other values of x for which the series
converges, these values form an interval, the convergence
interval. This interval may be finite, as in Fig. 105, with
midpoint x
0
. Then the series (1) converges for all x in the
interior of the interval, that is, for all x for which
(10) |x x
0
| < R
and diverges for |x x
0
| > R. The interval may also be
infinite, that is, the series may converge for all x.
Section 5.1 p12

Fig. 105. Convergence interval (10) of a power series with center x
0

The quantity R in Fig. 105 is called the radius of
convergence (because for a complex power series it is the
radius of disk of convergence).
Section 5.1 p13
If the series converges for all x, we set R = (and 1/R = 0).
The radius of convergence can be determined from the
coefficients of the series by means of each of the formulas

(11)

provided these limits exist and are not zero. [If these limits
are infinite, then (1) converges only at the center x
0
.]
1
(a) 1 lim (b) 1 lim
m
m
m
m m
m
a
R a R
a
+

= =
Section 5.1 p14
When do power series solutions exist?
Answer: if p, q, r in the ODEs
(12) y + p(x)y + q(x)y = r(x)
have power series representations (Taylor series). More
precisely, a function f(x) is called analytic at a point x = x
0
if
it can be represented by a power series in powers of x x
0
with positive radius of convergence.
Using this concept, we can state the following basic
theorem, in which the ODE (12) is in standard form, that is,
it begins with the y. If your ODE begins with, say, h(x)y,
divide it first by h(x) and then apply the theorem to the
resulting new ODE.
Existence of Power Series Solutions
If p, q, and r in (12) are analytic at x = x
0,
then every solution of
(12) is analytic at x = x
0
and can thus be represented by a power
series in powers of x x
0
with radius of convergence R > 0.
Section 5.1 p15
Theorem 1
Section 5.1 p16
In the power series method we differentiate, add, and
multiply power series, and we obtain coefficient recursions
(as, for instance, in Example 3) by equating the sum of the
coefficients of each occurring power of x to zero. These four
operations are permissible in the sense explained in what
follows.
Further Theory: Operations on Power Series
Section 5.1 p17
1. Termwise Differentiation.
A power series may be differentiated term by term.
More precisely: if

converges for |x x
0
| < R where R > 0, then the series
obtained by differentiating term by term also converges for
those x and represents the derivative y of y for those x:

Further Theory: Operations on Power Series (continued)
0
0
( ) ( )
m
m
m
y x a x x
=
=
1
0 0
1
( ) ( ) ( ).
m
m
m
y x ma x x x x R
=
'
= <

Section 5.1 p18
2. Termwise Addition.
Two power series may be added term by term. More precisely:
if the series
(13)
have positive radii of convergence and their sums are f(x)
and g(x), then the series

converges and represents f (x) + g(x) for each x that lies in
the interior of the convergence interval common to each of
the two given series.
0 0
0 0
( ) and ( )
m m
m m
m m
a x x b x x

= =

0
0
( )( )
m
m m
m
a b x x
=
+

Section 5.1 p19
3. Termwise Multiplication.
Two power series may be multiplied term by term. More
precisely: Suppose that the series (13) have positive radii of
convergence and let f(x) and g(x) be their sums. Then the
series obtained by multiplying each term of the first series
by each term of the second series and collecting like powers
of x x
0
, that is,

converges and represents f(x)g(x) for each x in the interior of
the convergence interval of each of the two given series.
2
0 0 0 1 1 0 0 0 2 1 1 2 0 0
0 1 1 0 0
0
( )( ) ( )( )
( )( )
m
m m m
m
a b a b a b x x a b a b a b x x
a b a b a b x x
=
+ + + + + +
= + + +

Section 5.1 p20
4. Vanishing of All Coefficients
(Identity Theorem for Power Series.)
If a power series has a positive radius of convergent convergence
and a sum that is identically zero throughout its interval of
convergence, then each coefficient of the series must be zero.
Section 5.2 p21

5.2 Legendres Equation.
Legendre Polynomials P
n
(x)

Section 5.2 p22
Legendres differential equation
(1) (1 x
2
)y 2xy + n(n + 1)y = 0 (n constant)
is one of the most important ODEs in physics. It arises in
numerous problems, particularly in boundary value
problems for spheres.
The equation involves a parameter n, whose value
depends on the physical or engineering problem.
So (1) is actually a whole family of ODEs. For n = 1
we solved it in Example 3 of Sec. 5.1 (look back at it).
Any solution of (1) is called a Legendre function.
The study of these and other higher functions not
occurring in calculus is called the theory of special
functions.
5.2 Legendres Equation. Legendre Polynomials P
n
(x)
Section 5.2 p23
Dividing (1) by 1 x
2
, we obtain the standard form
needed in Theorem 1 of Sec. 5.1 and we see that the
coefficients 2x/(1 x
2
) and n(n + 1)/(1 x
2
) of the new
equation are analytic at x = 0, so that we may apply the
power series method. Substituting
(2)
and its derivatives into (1), and denoting the constant
n(n + 1) simply by k, we obtain

By writing the first expression as two separate series we
have the equation

n
(x)
0
( )
m
m
m
y x a x
=
=

= = =
+ =

2 2 1
2 1 0
(1 ) ( 1) 2 0.
m m m
m m m
m m m
x m m a x x ma x k a x

= = = =
+ =

2
2 2 1 0
( 1) ( 1) 2 0.
m m m m
m m m m
m m m m
m m a x m m a x ma x ka x
Section 5.2 p24
To obtain the same general power x
s
in all four series, set
m 2 = s (thus m = 2 + s) in the first series and simply write
s instead of m in the other three series. This gives

n
(x)

+
= = = =
+ + + =

2
0 2 1 0
( 2)( 1) ( 1) 2 0.
s s s s
s s s s
s s s s
s s a x s s a x sa x ka x
Section 5.2 p25
We obtain the general formula

(4)

n
(x)
2
( )( 1)
( 0,1, ).
( 2)( 1)
s s
n s n s
a a s
s s
+
+ +
= =
+ +
Section 5.2 p26
By inserting these expressions for the coefficients into (2) we
obtain
(5) y(x) = a
0
y
1
(x) + a
1
y
2
(x)
where

(6)

(7)

These series converge for |x| < 1.
n
(x)
2 4
1
( 1) ( 2) ( 1)( 3)
( ) 1
2! 4!
n n n n n n
y x x x
+ +
= + +
3 5
2
( 1)( 2) ( 3)( 1)( 2)( 4)
( )
3! 5!
n n n n n n
y x x x x
+ + +
= + +
Section 5.2 p27
The reduction of power series to polynomials is a great
advantage because then we have solutions for all x,
without convergence restrictions. For special functions
arising as solutions of ODEs this happens quite frequently,
leading to various important families of polynomials.
For Legendres equation this happens when the parameter
n is a nonnegative integer because then the right side
of (4) is zero for s = n, so that a
n+2
= 0, a
n+4
= 0, a
n+6
= 0, .
Hence if n is even, y
1
(x) reduces to a polynomial of degree
n. If n is odd, the same is true for y
2
(x).
These polynomials, multiplied by some constants, are
called Legendre polynomials and are denoted by P
n
(x).
Polynomial Solutions. Legendre Polynomials P
n
(x)

n
(x)
Section 5.2 p28
The standard choice of such constants is done as follows.
We choose the coefficient of the highest power x
n
as

(8) (n a positive integer)

(and a
n
= 1 if n = 0). Then we calculate the other
coefficients from (4), solved for a
s
in terms of a
s+2
, that is,

(9) (s n 2).

The choice (8) makes p
n
(1) = 1 for every n (see Fig. 107);
this motivates (8).
n
(x)
(continued)

n
(x)
2
(2 )! 1 3 5 (2 1)
! 2 ( !)
n n
n n
a
n n

= =
2
( 2)( 1)
( )( 1)
s s
s s
a a
n s n s
+
+ +
=
+ +
Section 5.2 p29
The resulting solution of Legendres differential equation
(1) is called the Legendre polynomial of degree n and is
denoted by P
n
(x).
From (10) we obtain

(11)

where M = n/2 or (n 1)/2, whichever is an integer.
n
(x)
(continued)

n
(x)
2
0
2
2
(2 2 )!
( ) ( 1)
2 !( )( 2 )!
(2 )! (2 2)!
2 ( !) 2 1!( 1)( 2)!
M
m n m
n n
m
n n
n n
n m
P x x
m n m n m
n n
x x
n n n
= +


Section 5.2 p30
The first few of these functions are (Fig. 107)

and so on.
The Legendre polynomials P
n
(x) are orthogonal on the
interval 1 x 1.
n
(x)
(continued)

n
(x)
0 1
2 3
2 3
4 2 5 3
4 5
( ) 1, ( )
1 1
( ) (3 1), ( ) (5 3 )
2 2
1 1
( ) (35 30 3), ( ) (63 70 15 )
8 8
P x P x x
P x x P x x x
P x x x P x x x x
= =
= =
= + = +
Section 5.2 p31

Fig. 107. Legendre polynomials
n
(x)
(continued)

n
(x)
Section 5.3 p32

5.3 Extended Power Series
Method: Frobenius Method
Frobenius Method
Let b(x) and c(x) be any functions that are analytic at x = 0. Then
the ODE
(1)
has at least one solution that can be represented in the form
(2)
where the exponent r may be any (real or complex) number
(and r is chosen so that a
0
0).
The ODE (1) also has a second solution (such that these two
solutions are linearly independent) that may be similar to (2)
(with a different r and different coefficients) or may contain a
logarithmic term. (Details in Theorem 2 below.)
Section 5.3 p33
Theorem 1
5.3 Extended Power Series Method: Frobenius Method
2
( ) ( )
0
b x c x
y y y
x x
'' '
+ + =
2
0 1 2 0
0
( ) ( ) ( 0)
r m r
m
m
y x x a x x a a x a x a
=
= = + + + =

Copyright 2011 by John Wiley & Sons. All rights reserved. Section 5.3 p34
Regular and Singular Points.
The following terms are practical and commonly used.
A regular point of the ODE
y + p(x)y + q(x)y = 0
is a point x
0
at which the coefficients p and q are analytic.
Similarly, a regular point of the ODE

Then the power series method can be applied. If x
0
is not a
regular point, it is called a singular point.
( ) ( ) ( ) ( ) 0 h x y p x y x q x y
'' '
+ + =
=
0 0
is an at which , , are analytic and ( ) 0 (so that
we can divide by and get the previous standard form).
x h p q h x
h
Section 5.3 p35
We shall now explain the Frobenius method for solving
(1). Multiplication of (1) by x
2
gives the more convenient
form
(1) x
2
y + xb(x)y + c(x)y = 0.
We first expand b(x) and c(x) in power series,
b(x) = b
0
+ b
1
x + b
2
x
2
+ , c(x) = c
0
+ c
1
x + c
2
x
2
+
or we do nothing if b(x) and c(x) are polynomials. Then we
differentiate (2) term by term, finding

(2*)

Indicial Equation. Indicating the Form of Solutions

+
=
+
=
'
= + = + + +
''
= + +
= + + +
1 1
0 1
0
2
0
2
0 1
( ) ( ) [ ( 1) ]
( ) ( )( 1)
[ ( 1) ( 1) ].
m r r
m
m
m r
m
m
r
y x m r a x x ra r a x
y x m r m r a x
x r r a r ra x
Section 5.3 p36
By inserting all these series into (1) we obtain

(3)

(continued)

0 0 1 0
0 1 0 1
[ ( 1) ] ( ) ( )
( ) ( ) 0.
r r
r
x r r a b b x x ra
c c x x a a x
+ + + + +
+ + + + + =
Section 5.3 p37
We now equate the sum of the coefficients of each power
x, x
r + 1
, x
r + 2
, to zero. This yields a system of
equations involving the unknown coefficients a
m
. The
smallest power is x
r
and the corresponding equation is
[r(r 1) + b
0
r + c
0
]a
0
= 0.
Since by assumption a
0
0, the expression in the brackets
* + must be zero. This gives
(4) r(r 1) + b
0
r + c
0
= 0.
This important quadratic equation is called the indicial
equation of the ODE (1).
(continued)

Frobenius Method. Basis of Solutions. Three Cases
Suppose that the ODE (1) satisfies the assumptions in
Theorem 1. Let r
1
and r
2
be the roots of the indicial equation (4).
Then we have the following three cases.

Case 1. Distinct Roots Not Differing by an Integer.
A basis is
(5)

(6)
with coefficients obtained successively from (3) with r = r
1
and
r = r
2
, respectively.
Section 5.3 p38
Theorem 2
1
2
2
1 0 1 2
2
2 0 1 2
( ) ( )
( ) ( )
r
r
y x x a a x a x
and
y x x A A x A x
= + + +
= + + +
(continued)
Case 2. Double Root r
1
= r
2
= r
A basis is
(7) y
1
(x) = x
r
(a
0
+ a
1
x + a
2
x
2
+ ) [r = (1 b
0
)]
(of the same general form as before) and
(8) y
2
(x) = y
1
(x) ln x + x
r
(A
1
x + A
2
x
2
+ ) (x > 0)
Section 5.3 p39
Theorem 2 (continued)
(continued)
Case 3. Roots Differing by an Integer.
A basis is
(9)
(of the same general form as before) and
(10)
where the roots are so denoted that r
1
r
2
> 0 and k may turn out
to be zero.
Section 5.3 p40
Theorem 2 (continued)
1
2
1 0 1 2
( ) ( )
r
y x x a a x a x = + + +
2
2
2 1 0 1 2
( ) ( )ln ( ),
r
y x ky x x x A A x A x = + + + +
Section 5.4 p41

5.4 Bessels Equation.
Bessel Functions J
v
(x)
Section 5.4 p42
One of the most important ODEs in applied mathematics
in Bessels equation,
(1) x
2
y + xy + (x
2

2
)y = 0
where the parameter (nu) is a given real number which
is positive or zero. Bessels equation often appears if a
problem shows cylindrical symmetry, for example, as the
membranes in Sec.12.9 do. The equation satisfies the
assumptions of Theorem 1.
To see this, divide (1) by x
2
to get the standard form
y + y/x + (1
2
/x
2
)y = 0.
5.4 Bessels Equation. Bessel Functions J
v
(x)
Section 5.4 p43
Hence, according to the Frobenius theory, it has a solution
of the form
(2) (a
0
0).
Substituting (2) and its first and second derivatives into
Bessels equation, we obtain

v
(x)
0
( )
m r
m
m
y x a x
+
=
=

v

+ +
= =

+ + +
= =
+ + + +
+ =

0 0
2 2
0 0
( )( 1) ( )
0.
m r m r
m m
m m
m r m r
m m
m m
m r m r a x m r a x
a x a x
Section 5.4 p44
We obtain the indicial equation,
(4) (r + )(r ) = 0.
The roots are r
1
= ( 0) and r
2
= .

Coefficient Recursion for r = r
1
= .

(7)

v
(x)
v v v
= =
+ + +
0
2 2
( 1)
, 1, 2, .
2 !( 1)( 2) ( )
m
m m
a
a m
m m
Section 5.4 p45
Integer values of are denoted by n. This is standard. For
= n the relation (7) becomes

(8)

a
0
is still arbitrary, so that the series (2) with these
coefficients would contain this arbitrary factor a
0
. This
would be a highly impractical situation for developing
formulas or computing values of this new function.
Accordingly, we have to make a choice. The choice a
0
= 1
would be possible. A simpler series (2) could be obtained if
we could absorb the growing product (n + 1)(n + 2) (n + m)
into a factorial function (n + m)!
Bessel Functions J
n
(x) for Integer = n
v
(x)
0
2 2
( 1)
, 1, 2, .
2 !( 1)( 2) ( )
m
m m
a
a m
m n n n m
= =
+ + +
Section 5.4 p46
Integer values of are denoted by n. (continued)
What should be our choice? Our choice should be
(9)
because then n!(n + 1) (n + m) = (n + m)! in (8), so that (8)
simply becomes
(10)

Bessel Functions J
n
(x) for Integer = n
v
(x)
2 2
( 1)
, 1, 2, .
2 !( )!
m
m m n
a m
m n m
+

= =
+
0
1
2 !
n
a
n
=
Section 5.4 p47
Integer values of are denoted by n. (continued)
By inserting these coefficients into (2) and remembering that
c
1
= 0, c
3
= 0, we obtain a particular solution of Bessels
equation that is denoted by J
n
(x):

(11)

J
n
(x) is called the Bessel function of the first kind of order n.
The series (11) converges for all x, as the ratio test shows.
Hence J
n
(x) is defined for all x. The series converges very
rapidly because of the factorials in the denominator.
Bessel Functions J
n
(x) for Integer = n
v
(x)
2
2
0
( 1)
( ) ( 0).
2 !( )!
m m
n
n m n
m
x
J m x n
m n m
+
=
= >
+

Section 5.4 p48
For n = 0 we obtain from (11) the Bessel function of order 0
(12)
which looks similar to a cosine (Fig. 110). For n = 1 we obtain
the Bessel function of order 1
(13)
which looks similar to a sine (Fig. 110). But the zeros of these
functions are not completely regularly spaced (see also Table
A1 in App. 5) and the height of the waves decreases with
increasing x.
EXAMPLE 1 Bessel Functions J
0
(x) and J
1
(x)
v
(x)
( ) ( ) ( )
2 2 4 6
0 2 2 2 2 2
2 4 6
0
( 1)
( ) 1
2 ( !)
2 1! 2 2! 2 3!
m m
m
m
x x x x
J m
m
= = + +
+
=
= = + +
+
2 1 3 5 7
1 2 3 5 7
0
( 1)
( ) ,
2 2 !( 1)! 2 1!2! 2 2!3! 2 3!4!
m m
m
m
x x x x x
J m
m m
Section 5.4 p49
(continued)

(14)

where ~ is read asymptotically equal and means that for
fixed n the quotient of the two sides approaches 1 as x .
0
(x) and J
1
(x)
v
(x)
2
( ) cos( )
2 4
n
n
J x x
x
t t
t

Section 5.4 p50
(continued)

Fig. 110. Bessel functions of the first kind J
0
and J
1
0
(x) and J
1
(x)
v
(x)
Section 5.4 p51
We now proceed from integer = n to any 0. We had a
0
=
1/(2
n
n!) in (9). So we have to extend the factorial function n!
to any 0. For this we choose
(15)
with the gamma function ( + 1) defined by
(16) ( > 1).
This is the basic functional relation of the gamma function
(17) ( + 1) = ().
In general
(18) (n + 1) = n! (n = 0, 1, ).
Bessel Functions J
(x) for any 0. Gamma Function

v
(x)
0
1
2 ( 1)
a
v
v
=
I +
0
( 1)
t
e t dt
v
v

I + =
}
Section 5.4 p52
The gamma function generalizes the factorial function to
arbitrary positive .
Thus (15) with = n agrees with (9). Hence because of our
(standard!) choice (15) of a
0
the coefficients (7) are simply
(19)
With these coefficients and r = r
1
= we get from (2) a
particular solution of (1), denoted by J
(x) and given by

(20)
J
(x) is called the Bessel function of the first kind of order

. The series (20) converges for all x, as one can verify by the
ratio test.
v
(x)
v
v
+

=
I + +
2 2
( 1)
.
2 ! ( 1)
m
m m
a
m m
Bessel Functions J
(x) for any 0. Gamma Function

(continued)
v
v v
v
+
=
=
I + +
2
2
0
( 1)
( ) .
2 ! ( 1)
m m
m
m
x
J x x
m m
Section 5.4 p53
Bessel functions are a model case for showing how to
discover properties and relations of functions from series
by which they are defined.
In Theorem 1 we shall discuss four formulas that are
backbones in applications and theory.
v
(x)
Discovery of Properties from Series
Derivatives, Recursions
The derivative of J
(x) with respect to x can be expressed by

J
1
(x) or J
+1
(x) by the formulas
(a)
(21)
(b)
Furthermore, J
(x) and its derivative satisfy the recurrence

relations
(c)
(21)
(d)

Section 5.4 p54
Theorem 1
v
(x)
v v
v v
v v
v v

+
'
=
'
=
1
1
[ ( )] ( )
[ ( )] ( ).
x J x x J x
x J x x J x
1 1
1 1
2
( ) ( ) ( )
( ) ( ) 2 ( ).
J x J x J x
x
J x J x J x
v v v
v v v
v
+
+
+ =
'
=
Section 5.4 p55

(22)

(23)

EXAMPLE 3 Elementary Bessel Functions J

with = ,
3/2, 5/2, . The Value ()
v
(x)
1/ 2
1/ 2
2
(a) ( ) sin
2
(b) ( ) cos
J x x
x
J x x
x
t
t
=
=
1
( )
2
t = I
Section 5.4 p56
(continued)

Fig. 111. Bessel functions and J
1/2
and J
1/2

EXAMPLE 3 Elementary Bessel Functions J

with = ,
3/2, 5/2, . The Value ()
v
(x)
Section 5.4 p57
If is not an integer, a general solution of Bessels equation
for all x 0 is
y(x) = c
1
J
(x) + c
2
J
(x)
This cannot be the general solution for an integer = n
because, in that case, we have linear dependence.
This means that, for any integer = n, we have linear
dependence because
(25) J
n
(x) = (1)
n
J
n
(x) (n = 1, 2, ).
v
(x)
General Solution. Linear Dependence
Section 5.5 p58

5.5 Bessel Functions Y
(x).
General Solution

To obtain a general solution of Bessels equation (1), Sec. 5.4,
for any , we now introduce Bessel functions of the second
kind Y
(x), beginning with the case = n = 0.

When n = 0, Bessels equation can be written (divide by x)
(1) xy + y + xy = 0.
Then the indicial equation (4) in Sec. 5.4 has a double root
r = 0. This is Case 2 in Sec. 5.3. In this case we first have only
one solution, J
0
(x). From (8) in Sec. 5.3 we see that the
desired second solution must be of the form
(2)

(x). General Solution

Section 5.5 p59
2 0
1
( ) ln .
m
m
m
y J x x A x
=
= +

Using the short notations
(4)
and inserting (4) and A
1
= A
3
= = 0 into (2), we obtain the
result

(5)


Section 5.5 p60
= +
= + + +
1
2
2 0 2 2
1
2 4 6
0
( 1)
( ) ( )ln
2 ( !)
1 3 11
( )ln .
4 128 13, 824
m
m
m
m
m
h
y x J x x x
m
J x x x x x
= = + + + =
1
1 1
1 1 2, 3,
2
m
h h m
m
Since J
0
and y
2
are linearly independent functions, they
form a basis of (1) for x > 0. Of course, another basis is
obtained if we replace y
2
by an independent particular
solution of the form a( y
2
+ bJ
0
), where a ( 0) and b are
constants. It is customary to choose a = 2/ and b = ln 2,
where the number = 0.57721566490 is the so-called
Euler constant, which is defined as the limit of

as s approaches infinity.

Section 5.5 p61
1 1
1 ln
2
s
s
+ + +
The standard particular solution thus obtained is called the
Bessel function of the second kind of order zero (Fig. 112) or
Neumanns function of order zero and is denoted by Y
0
(x).
Thus [see (4)]
(6)

For small x > 0 the function Y
0
(x) behaves about like ln x
(see Fig. 112, why?), and Y
0
(x) as x 0.

Section 5.5 p62
=
(
| |
= + +
( |
\ .

1
2
0 0 2 2
1
( 1)
2
( ) ( ) ln .
2 2 ( !)
m
m
m
m
m
h
x
Y x J x x
m
Section 5.5 p63
For this reason we introduce a standard second solution
Y
n
(x) defined for all by the formula
(a)
(7)
(b)
This function is called the Bessel function of the second
kind of order or Neumanns function of order . Figure
112 shows Y
0
(x) and Y
1
(x).
Bessel Functions of the Second Kind Y
n
(x)

1
( ) [ ( ) cos ( )
sin
( ) lim ( ).
n
n
Y x J x J x
Y x Y x
v v v
v
v
vt
vt

=
=
Section 5.5 p64

Fig. 112. Bessel functions of the second kind Y
0
and Y
1
.
(For a small table, see App. 5.)
n
(x)
(continued)

Section 5.5 p65

(8)

where x > 0, n = 0, 1, and *as in (4)+ h
0
= 0, h
1
= 1,

For n = 0 the last sum in (8) is to be replaced by 0
[giving agreement with (6)].
Furthermore, it can be shown that
Y
n
(x) = (1)
n
Y
n
(x)
n
(x)
(continued)

1
2
2
0
1
2
2
0
( 1) ( )
2
( ) ( ) ln
2 2 !( )!
( 1)!

2 !
m
n
m
m m n
n n m n
m
n n
m
m n
m
h h
x x
Y x J x x
m m n
x n m
x
m
t t
t
+
+
=

=
+
| |
= + +
|
+
\ .

1 1 1 1
1 , 1 .
2 2
m m n
h h
m m n
+
= + + + = + + +
+
General Solution of Bessels Equation
A general solution of Bessels equation for all values of
(and x > 0) is
(9) y(x) = C
1
J
(x) + C
2
J
(x).

Section 5.5 p66
Theorem 1

We finally mention that there is a practical need for
solutions of Bessels equation that are complex for real
values of x. For this purpose the solutions

(10)

are frequently used. These linearly independent functions
are called Bessel functions of the third kind of order or
first and second Hankel functions of order .
Section 5.5 p67

(1)
(2)
( ) ( ) ( )
( ) ( ) ( )
H x J x iY x
H x J x iY x
v v v
v v v
= +
=
SUMMARY OF CHAPTER 5
Series Solution of ODEs.
Special Functions
Section 5.Summary p68
Series Solution of ODEs. Special Functions
The power series method gives solutions of linear ODEs
(1) y + p(x)y + q(x)y = 0
with variable coefficients p and q in the form of a power series
(with any center x
0
, e.g., x
0
= 0)
(2)
Such a solution is obtained by substituting (2) and its derivatives
into (1). This gives a recurrence formula for the coefficients. You
may program this formula (or even obtain and graph the whole
solution) on your CAS.
2
0 0 1 0 2 0
0
( ) ( ) ( ) ( ) .
m
m
m
y x a x x a a x x a x x
=
= = + + +

If p and q are analytic at x
0
(that is, representable by a
power series in powers of x x
0
with positive radius of
convergence; Sec. 5.1), then (1) has solutions of this form (2).

and obtain the standard form (1). Legendres equation is
solved by the power series method in Sec. 5.2.
(continued 1)

'' '
+ + = ( ) ( ) ( ) 0 h x y p x y q x y
The same holds if , , in h p q
0 0
are analytic at and ( ) 0, so that we can divide by x h x h =
The Frobenius method (Sec. 5.3) extends the power series
method to ODEs
(3)
whose coefficients are singular (i.e., not analytic) at x
0
, but
are not too bad, namely, such that a and b are analytic at
x
0
. Then (3) has at least one solution of the form
(4)
where r can be any real (or even complex) number and is
determined by substituting (4) into (3) from the indicial
equation (Sec. 5.3), along with the coefficients of (4).
(continued 2)

2
0 0
( ) ( )
0
( )
a x b x
y y y
x x x x
'' '
+ + =

1
0 0 0 0 1 0
0
( ) ( ) ( ) ( ) ( )
r m r r
m
m
y x x x a x x a x x a x x
+
=
= = + +

A second linearly independent solution of (3) may be of a
similar form (with different r and a
m
s) or may involve a
logarithmic term. Bessels equation is solved by the
Frobenius method in Secs. 5.4 and 5.5.
Special functions is a common name for higher
functions, as opposed to the usual functions of calculus.
Most of them arise either as nonelementary integrals [see
(24)(44) in App. 3.1] or as solutions of (1) or (3). They get a
name and notation and are included in the usual CASs if
they are important in application or in theory.
(continued 2)

Of this kind, and particularly useful to the engineer and
physicist, are Legendres equation and polynomials P
0
, P
1
,
(Sec. 5.2), Gausss hypergeometric equation and
functions F(a, b, c; x) (Sec. 5.3), and Bessels equation and
functions J
and Y
(Secs. 5.4, 5.5).

(continued 2)


CH 05

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Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

(x) for any 0. Gamma Function

(x) and given by

(x) is called the Bessel function of the first kind of order

(x) for any 0. Gamma Function

(x) with respect to x can be expressed by

(x) and its derivative satisfy the recurrence

(x), beginning with the case = n = 0.

(x). General Solution

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

(x). General Solution

(x). General Solution

(x). General Solution

(x). General Solution

(x). General Solution

(x). General Solution

(x). General Solution

(x). General Solution

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

Advanced Engineering Mathematics, 10/e by Erwin Kreyszig

(Secs. 5.4, 5.5).

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