BESSEL FUNCTIONS

By Tom Irvine
Email: [email protected]

March 1, 2012

______________________________________________________________________________

Differential Equation

x 2 y  xy  (x 2  n 2 ) y  0

Solution

y(x)  A1J n (x)  A 2 Yn (x) for all n

y(x)  A1J n (x)  A 2 J  n (x) for all n≠ 0, 1, 2, …

Bessel Function of the First Kind

Zero Order

J 0 (x)  1 
x 22  x 24  x 26  
1!2 2!2 3!2
First Order

x  x 22 x 24 x 26 

    J 0 ( x )
d
J1 ( x )  1   
2
 21!2 32!2 43!2  dx

1
Order n

n = 0, 1, 2, …

 (1) k ( x / 2 ) 2k  n
J n (x)   k! (k  1  n )
k 0

 (1) k ( x / 2 ) 2k  n
J  n (x)     1n J n ( x )
k! (k  1  n )
k 0

Modified Bessel Function of the First Kind

Zero Order

I 0 (x)  1 
x 22  x 24  x 26  
1!2 2!2 3!2

First Order

x  x 22 x 24 x 26  d

I1 ( x )  1       I 0 (x)
2
 21!2 32 !2 43!2 

dx

Higher Order Modified Bessel Function

I(x)   j  n J n ( j x)

2
Bessel Function of the Second Kind (Neumann Functions)

Zero Order

2  x  2 2 2 
Yo ( x )   ln  c J o ( x )  J 2 ( x )  J 4 ( x )  J 6 ( x )  
  2  1 2 3 

where c = 0.577 215 665

First Order

2  x  1 1 
 ln  c J1 ( x )     J1 ( x )  J 3 ( x )     Yo ( x )
9 d
Y1 ( x )  
  2  x 2 4  dx

Modified Bessel Functions of the Second Kind

Zero Order

 x  2 2 2 
K o ( x )    ln  c  I o ( x )  I 2 ( x )  I 4 ( x )  J 6 ( x )  
 2  1 2 3 

Half-Odd Integers

2 2
J 1 / 2(x)  sin( x ) Y 1 / 2(x)   cos(x )
x x

2  sin( x )  2  cos( x ) 
J 3 / 2(x)    cos( x ) Y 3 / 2(x)     sin( x )
x  x  x  x 

3
Recurrence Relations

2n
J n 1 ( x )  J n ( x )  J n 1 ( x )
x

2n
I n 1 ( x )   I n ( x )  I n 1 ( x )
x

4
 APPENDIX A

Bessel Function of the First Kind of Order n

First Derivative

d n
J n ( x )  J n 1 ( x )  J n ( x )
dx x
n
 J n 1 ( x )  J n ( x )
x
 J n 1 ( x )  J n 1 ( x )
1
2

Second Derivative

d2
J n (x) 
1 d
J n 1 (x )  J n 1 (x )
dx 2 2 dx

1 1 
 J n  2 ( x )  J n ( x )  J n ( x )  J n  2 ( x )
1

2 2 2 


1
 J n  2 ( x )  2J n ( x )  J n  2 ( x )
4

5
Third Derivative

d3
J n (x) 
1 d
 J n  2 ( x )  2J n ( x )  J n  2 ( x )
dx 3 4 dx

1 d d d 
  J n  2 (x)  2 J n (x)  J n  2 ( x )
4  dx dx dx 

1 1 
 J n  3 ( x )  J n 1 ( x )  J n 1 ( x )  J n 1 ( x )  J n 1 ( x )  J n  3 ( x )
1

4 2 2 


1
J n  3 ( x )  J n 1 ( x )  2J n 1 ( x )  J n 1 ( x )  J n 1 ( x )  J n  3 ( x ) 
8


1
J n  3 ( x )  3J n 1 ( x )  3J n 1 ( x )  J n  3 ( x )
8

6
Fourth Derivative

d4
J n (x) 
1 d
J n  3 ( x )  3J n 1 ( x )  3J n 1 ( x )  J n  3 ( x )
dx 4 8 dx

1 d d d d 
  J n  3 ( x )  3 J n 1 ( x )  3 J n 1 ( x )  J n  3 ( x )
8  dx dx dx dx 

1 d d d d 
  J n  3 ( x )  3 J n 1 ( x )  3 J n 1 ( x )  J n  3 ( x )
8  dx dx dx dx 


1
J n  4 ( x )  J n  2 ( x )
16


3
J n  2 ( x )  J n ( x )
16


3
J n ( x )  J n  2 ( x )
16


1
J n  2 ( x )  J n  4 ( x )
16


1
J n  4 ( x )  4J n  2 ( x )  6J n ( x )  4J n  2 ( x )  J n  4 ( x )
16

7
 APPENDIX B

Modified Bessel Function of the First Kind of Order n

First Derivative

d n
I n ( x )  I n 1 ( x )  I n ( x )
dx x
n
 I n 1 ( x )  I n ( x )
x
 I n 1 ( x )  I n 1 ( x )
1
2

Second Derivative

d2
I n (x) 
1 d
I n 1 (x )  I n 1 ( x )
dx 2 2 dx

1 d d 
  I n 1 ( x )  I n 1 ( x )
2  dx dx 

1 1 
 I n  2 ( x )  I n ( x )  I 0 ( x )  I n  2 ( x )
1

2 2 2 


1
I n  2 ( x )  2I n ( x )  I n  2 ( x )
4

8
Third Derivative

d3
I n (x) 
1 d
I n  2 ( x )  2I n ( x )  I n  2 ( x )
dx 3 4 dx

1 d d d 
  I n  2 (x)  2 I n (x)  I n  2 ( x )
4  dx dx dx 

1 1 
 I n  3 ( x )  I n 1 ( x )  I n 1 ( x )  I n 1 ( x )  I n 1 ( x )  I n  3 ( x )
1

4 2 2 


1
I n  3 ( x )  I n 1 ( x )  2I n 1 ( x )  I n 1 ( x )  I n 1 ( x )  I n  3 ( x )
8


1
I n  3 ( x )  3I n 1 ( x )  3I n 1 (x )  I n  3 ( x )
8

9
Fourth Derivative

d4
I n (x) 
1 d
I n  3 ( x )  3I n 1 ( x )  3I n 1 ( x )  I n  3 ( x )
dx 4 8 dx

1 d d d d 
  I n  3 ( x )  3 I n 1 ( x )  3 I n 1 ( x )  I n  3 ( x )
8  dx dx dx dx 

1 d d d d 
  I n  3 ( x )  3 I n 1 ( x )  3 I n 1 ( x )  I n  3 ( x )
8  dx dx dx dx 


1
I n  4 ( x )  I n  2 ( x )
16


3
I n  2 ( x )  I n ( x )
16


3
I n ( x )  I n  2 ( x )
16


1
I n  2 ( x )  I n  4 ( x )
16


1
I n  4 ( x )  4I n  2 ( x )  6I n ( x )  4I n  2 ( x )  I n  4 ( x )
16

10
 APPENDIX C

Bessel Function of the First Kind of Order Zero, Derivatives

First Derivative

d
J 0 ( x )  J1 ( x )
dx

Second Derivative

d2
J 0 (x) 
1
 J  2 (x)  2J 0 (x)  J 2 (x)
dx 2 4

Note that

J n 1 (x)  J n 1 (x) for n=0

Thus

d2
J 0 (x) 
1
  J 0 (x)  2J 0 (x)  J 0 (x)
dx 2 4

d2
J 0 (x)  J 0 ( x )
dx 2

11
Third Derivative

d3
J 0 (x) 
1
J 3 ( x )  3J 1 ( x )  3J1 ( x )  J 3 ( x )
dx 3 8


1
3J1 ( x )  J 3 ( x )
4


1
3J1 ( x )  J1 ( x )
4

 J1 ( x )

Fourth Derivative

d4
J 0 (x) 
1
J  4 (x)  4J  2 (x)  6J 0 (x)  4J 2 (x)  J 4 (x)
dx 4 16

d4
J 0 (x) 
1
 J  2 (x)  4J  2 (x)  6J 0 (x)  4J 2 (x)  J 2 (x)
dx 4 16

d4
J 0 (x) 
1
 5J  2 (x)  6J 0 (x)  5J 2 (x)
dx 4 16

d4
J 0 (x) 
1
5J 0 (x)  6J 0 (x)  5J 0 (x)
dx 4 16

d4
J 0 (x)  J 0 (x)
dx 4

12
 APPENDIX D

Modified Bessel Function of the First Kind of Order Zero, Derivatives

First Derivative

I n ( x )  I 1 ( x )  I1 ( x )
d 1
dx 2

 I1 ( x )

Second Derivative

d2
I 0 (x) 
1
 I  2 (x)  2I 0 (x)  I 2 (x)
dx 2 4

Note that

I n 1 (x)  I n 1 (x) for n=0

Thus

d2
2
I 0 (x) 
1
 I 0 (x)  2I 0 (x)  I 0 (x)
dx 4

d2
I 0 (x)  I 0 (x)
dx 2

13
Third Derivative

d3
I 0 (x) 
1
I 3 ( x )  3I 1 ( x )  3I1 ( x )  I 3 ( x )
dx 3 8


1
3I1 ( x )  I 3 ( x )
4


1
3I1 ( x )  I1 ( x )
4

 I1 ( x )

Fourth Derivative

d4
I 0 (x) 
1
I  4 (x)  4I  2 (x)  6I 0 (x)  4I 2 (x)  I 4 (x)
dx 4 16

d4
I 0 (x) 
1
I  2 (x)  4I  2 (x)  6I 0 (x)  4I 2 (x)  I 2 (x)
dx 4 16

d4
I 0 (x) 
1
5I  2 (x)  6I 0 (x)  5I 2 (x)
dx 4 16

d4
I 0 (x) 
1
5I 0 (x)  6I 0 (x)  5I 0 (x)
dx 4 16

d4
I 0 (x)  I 0 (x)
dx 4

14