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Orthogonality-Bessel Functions-2

This document discusses the derivation of the orthogonality relation for Bessel functions. It shows that: 1) Bessel functions of different orders that are zero at the same point are orthogonal over the interval from 0 to 1. 2) For Bessel functions of the same order that are zero at different points, the integral from 0 to 1 of their product is equal to zero. 3) This orthogonality relation allows any function satisfying certain boundary conditions to be expanded as a Bessel series, analogous to Fourier and Legendre series expansions.

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86 views

Orthogonality-Bessel Functions-2

This document discusses the derivation of the orthogonality relation for Bessel functions. It shows that: 1) Bessel functions of different orders that are zero at the same point are orthogonal over the interval from 0 to 1. 2) For Bessel functions of the same order that are zero at different points, the integral from 0 to 1 of their product is equal to zero. 3) This orthogonality relation allows any function satisfying certain boundary conditions to be expanded as a Bessel series, analogous to Fourier and Legendre series expansions.

Uploaded by

mfarahat7923
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Physics 116C

The orthogonality relation satisfied by Bessel functions

Peter Young
(Dated: October 22, 2009)

We showed in class that the Bessel function Jp (x) satisfies the following differential equation
(Bessel’s equation)

d2 Jp dJp
x2 +x + (x2 − p2 )Jp = 0 . (1)
dx2 dx

which can be written as



d dJp
x x + (x2 − p2 )Jp = 0 . (2)
dx dx

The variable p need not be an integer. It turns out to be useful to define a new variable t by x = at,
where a is a constant which we will take to be a zero of Jp , i.e. Jp (a) = 0. Let us define

u(t) = Jp (at) , (3)

which implies

u(1) = 0 , (4)

and substituting into Eq. (2) gives



d du
t t + (a2 t2 − p2 )u = 0 , (5)
dt dt

since xd/dx is equivalent to td/dt. We can also write down the equation obtained by picking
another zero, b say. Defining

v(t) = Jp (bt) so v(1) = 0 , (6)

we have

d dv
t t + (b2 t2 − p2 )v = 0 . (7)
dt dt

To derive the orthogonality relation, we multiply Eq. (5) by v, and Eq. (7) by u. Subtracting
and dividing by t gives

d du d dv
v t −u t + (a2 − b2 )tuv = 0 . (8)
dt dt dt dt
2

The first two terms in Eq. (8) can be combined as



d du dv
vt − ut , (9)
dt dt dt

since the extra terms present in Eq. (9), but not in Eq. (8), when the derivatives are expanded out
are equal and opposite and so cancel. Hence we have

d du dv
vt − ut + (a2 − b2 ) t u v = 0 . (10)
dt dt dt

We next integrate this over the range of t from 0 to 1, which gives

dv 1
Z 1
du 2 2
vt − ut + (a − b ) t u(t) v(t) dt = 0 . (11)
dt dt 0 0

The integrated term vanishes at the lower limit because t = 0, and it also vanishes at the upper
limit because u(1) = v(1) = 0, see Eqs. (4) and (6). Hence, if a 6= b, Eq. (11) gives
Z 1
t u(t)v(t) dt = 0 , (12)
0

which, using Eqs. (3) and (6), can be written


Z 1
t Jp (at)Jp (bt) dt = 0 . (13)
0

This is the desired orthogonality equation. Remember we require that a and b are distinct zeroes
of Jp , so both Bessel functions in Eq. (13) vanish at the upper limit.
If a = b you showed in a homework problem that the corresponding integral is given by
Z 1
1
t Jp2 (at) dt = Jp′ 2 (a) , (14)
0 2

where Jp′ (a) ≡ dJp (x)/dx|x=a . This can be written in different ways. From Eq. (10) of the handout
on “The differential equation satisfied by Bessel functions” we have Jp′ (a) = Jp−1 (a) (remember
that Jp (a) = 0), and from Eq. (11) we have Jp′ (a) = −Jp+1 (a). Hence

1
1 1 2 1 2
Z
t Jp2 (at) dt = Jp′ 2 (a) = Jp−1 (a) = Jp+1 (a) , (15)
0 2 2 2

where a is a zero of Jp (x), i.e. Jp (a) = 0.


We are now able to expand a given function f (x) in the interval from zero to 1 (provided
f (1) = 0) as a Bessel series
X
f (x) = am Jp (cmp x) , (16)
m
3

where cmp is the m−th zero of the Bessel function Jp (x). Note that p, the order of the Bessel
function, is fixed in Eq. (16). Equation (16) will be very useful when solving partial differential
equations with certain boundary conditions. Multiplying Eq. (16) by xJp (cnp x), integrating from
0 to 1, and using Eqs. (13) and (15), the coefficient an is easily seen to be

1
1
Z
an = 1 ′ 2 x f (x) Jp (cnp x) dx . (17)
2 Jp (cnp ) 0

From Eq. (15) we see that Jp′ (cnp ) in the denominator can be replaced by Jp−1 (cnp ) or Jp+1 (cnp ).
Bessel series are analogous to Fourier series and Legendre series that we have met before. As we
shall discuss in class and in more detail in the homework, Bessel functions, Legendre polynomials,
and sines and cosines, are just particular examples of sets of functions which solve a general class
of differential equations known as “Sturm-Liouville”. Sturm Liouville equations are important
because:

All equations of the Sturm-Liouville type have an orthogonality property which permits
a given function defined over an appropriate range and with appropriate boundary
conditions to be expressed as a linear combination of their solutions, in which each
coefficient can be determined simply by doing an integral.

You will investigate Sturm-Liouville equations in a problem in the next homework assignment.

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