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G.N.WATSON
G.N.WATSON
PRESS
A TREATISE ON
THE THEORY OF BESSEL FUNCTIONS G. N. Watson The late Professor G. N. Watson wrote his monumental treatise on the theory of Bessel functions with two objects in view. The first was the development of applications of the fundamental processes of the theory of complex variables, and the second the compilation of a collection of results of value to mathematicians and physicists who encounter Bessel functions in the course of their researches.
The completeness of the theoretical account, combined with the wide scope of the of practical examples and the extensive numerical tables, have resulted in a book which is indispensable to pure mathematicians, to applied mathematicians, and to physicists alike. collection
'In Professor Watson's treatise, which is a of erudition and its often too rare accompaniment, clear exposition, we have a rigorous mathematical treatment of all types of Bessel functions, their properties,
monument
representations, asymptotic expansions, integrals containing them, allied functions, series, zeros, tabulation, together integral
with extensive numerical tables.' L. M. Milne-Thomson in Nature
'A veritable mine of information. pensable to all those use Bessel functions.' S.
who have
.
.indis-
occasion to
Chandrasekhar in TheAstrophysical Journal
Also available as a paperback
THEORY OF BESSEL FUNCTIONS
W.
B. F.
A TREATISE ON THE
THEORY OF BESSEL FUNCTIONS BY G. N.
WATSON
SECOND EDITION
CAMBRIDGE AT THE UNIVERSITY PRESS 1966
PUBLISHED BY THE SYNDICS OF THE CAMBRIDGE UNIVERSITY PRESS Bentley House, 200 Euston Road, London, N.W. 1 American Branch: 32 East 57th Street, New York, N.Y. 10022 West African Office: P.M.B. 5181, Ibadan, Nigeria
First Edition Second Edition Reprinted
1922 1944 1952 1958 1962 1966
First paperback edition
/
1966
~--fcU^6\\*s
First printed in Great Britain at the University Press, Cambridge
Reprinted by lithography in Great Britain by & Viney Ltd, Aylesbury, Bucks
Hazell Watson
PREFACE THIS
book has been designed with two objects in view. The first is the development of applications of the fundamental processes of the theory of
functions of complex variables.
For this purpose Bessel functions are admirably adapted; while they offer at the same time a rather wider scope for the application of parts of the theory of functions of a real variable than
is
provided by
trigonometrical functions in the theory of Fourier series.
The second object is the compilation of a collection of results which would be of value to the increasing number of Mathematicians and Physicists who encounter Bessel functions in the course of their researches. The existence of such a collection seems to be demanded by the greater abstruseness of properties of Bessel functions (especially of functions of large order) which have been
required in recent years in various problems of Mathematical Physics.
While my endeavour has been to give an account of the theory of Bessel functions which a Pure Mathematician would regard as fairly complete, I have consequently also endeavoured to include
all
formulae, whether general or
although without theoretical interest, are likely to be required in practical applications; and such results are given, so. far as possible, in a form appropriate for these purposes. The breadth of these aims, combined
special, which,
with the necessity for keeping the size of the book within bounds, has made it necessary to be as concise as is compatible with intelligibility. Since the book
is, for the most part, a development of the theory of funcexpounded in the Course of Modern Analysis by Professor Whittaker and myself, it has been convenient to regard that treatise as a standard work of reference for general theorems, rather than to refer the reader to original
tions as
sources.
draw attention here to the function which I have regarded namelt the function which was defined by Weber and used subsequently by Schlafli, by Graf and Gubler and by Nielsen. For historical and sentimental reasons it would have been pleasing to have felt justified in using Hankel's function of the second kind; but three It is desirable to
as the canonical function of the second kind,
considerations prevented this.
The
first is
function of the second kind; and, in
my
the necessity for standardizing the
opinion, the authority of the group
of mathematicians who use Weber's function has greater weight than the authority of the mathematicians who use any other one function of the second kind. The second is the parallelism which the use of Weber's function exhibits
between the two kinds of Bessel functions and the two kinds (cosine and
sine)
PREFACE
VI
The third is the existence of the device by which made is possible in Tables I and III at the end of Chapter XX, which seems to make the use of Weber's function inevitable in numerical work.
of trigonometrical functions. interpolation
It has been my policy to give, in connexion with each section, references any memoirs or treatises in which the results of the section have been previously enunciated; but it is not to be inferred that proofs given in this book are necessarily those given in any of the sources cited. The bibliography at the end of the book has been made as complete as possible, though doubtless omissions will be found in it. While I do not profess to have inserted every memoir in which Bessel functions are mentioned, I have not consciously omitted any memoir containing an original contribution, however slight to the theory to
of the functions; with regard to the related topic of Riccati's equation, I have
been eclectic to the extent of inserting only those memoirs which seemed to be relevant to the general scheme. In the case of an analytical treatise such as this, it is probably useless to hope that no mistakes, clerical or other, have remained undetected; but the
number
of such mistakes has been considerably diminished by the criticisms and the vigilance of my colleagues Mr C. T. Preece and Mr T. A. Lumsden, whose labours to remove errors and obscurities have been of the greatest value. To these gentlemen and to the staff of the University Press, who have given every assistance, with unfailing patience, in a work of great typographical
complexity, I offer
my
grateful thanks.
G. N. August
W.
21, 1922.
PREFACE TO THE SECOND EDITION To
incorporate in this work the discoveries of the last twenty years would
necessitate the rewriting of at least Chapters
Bessel functions, however, has
waned
since 1922,
XII
—XIX;
my interest in am consequently not of my other activities.
and I
prepared to undertake such a task to the detriment In the preparation of this new edition I have therefore limited myself to the correction of minor errors and misprints and to the emendation of a few assertions (such as those about the unproven character of Bourget's hypothesis) which, though they may have been true in 1922, would have been
had they been made in 1941. thanks are due to many friends for their kindness in informing me of errors which they had noticed; in particular, I cannot miss this opportunity of expressing my gratitude to Professor J. R. Wilton for the vigilance which definitely false
My
he must have exercised in the compilation of his
list
of corrigenda. G. N.
March
31, 1941.
W.
CONTENTS CHAP. I.
PAGE
BESSEL FUNCTIONS BEFORE
1826
1
THE BESSEL COEFFICIENTS
H
III.
BESSEL FUNCTIONS
38
IV.
DIFFERENTIAL EQUATIONS
85
II.
V.
MISCELLANEOUS PROPERTIES OF BESSEL FUNCTIONS
132
VI.
INTEGRAL REPRESENTATIONS OF BESSEL FUNCTIONS
160
ASYMPTOTIC EXPANSIONS OF BESSEL FUNCTIONS
194
VII.
VIII. IX.
X.
BESSEL FUNCTIONS OF LARGE ORDER
.
....
225
POLYNOMIALS ASSOCIATED WITH BESSEL FUNCTIONS
271
FUNCTIONS ASSOCIATED WITH BESSEL FUNCTIONS
308
.
XI.
ADDITION THEOREMS
358
XII.
DEFINITE INTEGRALS
373
XIII.
INFINITE INTEGRALS
383
XIV.
MULTIPLE INTEGRALS
450
XV. XVI.
XVII.
THE ZEROS OF BESSEL FUNCTIONS
NEUMANN
XX.
477
AND LOMMEL'S FUNCTIONS OF TWO
VARIABLES
522
KAPTEYN SERIES
551
XVIII. SERIES
XIX.
SERIES
.
OF FOURIER-BESSEL AND DINI
576
.
SCHLOMILCH SERIES
618
THE TABULATION OF BESSEL FUNCTIONS
.
654
TABLES OF BESSEL FUNCTIONS
665
BIBLIOGRAPHY
753
INDEX OF SYMBOLS
789
LIST OF
AUTHORS QUOTED
GENERAL INDEX
....
791
796
To stand upon every
point,
and go over things at
large,
particulars, belongeth to the first author of the story
and avoid much labouring of the work,
is
:
and to be curious
to be granted to
him that
make an abridgement. 2
in
but to use brevity,
Maccabees
ii.
30, 31.
will
CHAPTER
I
BESSEL FUNCTIONS BEFORE 1*1.
1826
Riccati's differential equation.
The theory of Bessel functions is intimately connected with the theory of a certain type of differential equation of the first order, known as Riccati's equation. In fact a Bessel function is usually defined as a particular solution of a linear differential equation of the second order (known as Bessel's equation)
which
derived from Riccati's equation by an elementary transformation.
is
The
earliest
appearance in Analysis of an equation of Riccati's type occurs
by John Bernoulli in 1694. In paper Bernoulli gives, as an example, an equation of this type and states that he has not solved it"f\
in a paper* on curves which was published this
In various letters! to Leibniz, written between 1697 and 1704, James Bernoulli refers to the equation, which he gives in the form
dy = yydx + xxdx, and
states,
1697): "
Ego
Thus he writes (Jan. 27, dy — yydx + xxdx. meam operam improbum sed Problema performas transmutavi,
more than
once, his inability to solve
Vellem porro ex Te
in mille
scire
num
it.
et hanc tentaveris
Five years later he succeeded in reducing the equation to a linear equation of the second order and wrote§ to Leibniz (Nov. 15, 1702) " Qua
petuo
lusit."
:
occasione recordor aequationes alias memoratae
quam
separare potui indeterminatas a se
simpliciter differentialis
:
differentio-differentialem||
When
sed separavi
illas
dy — yydx + a?dx
qua nuninvicem, sicut aequatio maneret reducendo aequationem ad hanc in
ddy.y — — x& dx*."
had been made, it was a simple step to solve the last and so to obtain the solution of the equation of the first order as the quotient of two power-series. this discovery
equation in
series,
—
* Acta Eruditorum publicata Lipsiae, 1694, pp. 435 437. i f "E8to proposita aequatio differentialis haec x dx + y*dx = a?dy quae an per separationem indeterminatarum construi possit nondum tentavi " (p. 436). t See Leibnizens gesamellte Werki, Dritte Folge (Mathematik), in. (Halle, 1855), pp. 50—87. § Ibid. p. 65. Bernoulli's procedure was, effectively, to take a new variable u defined by the
formula 1 du u dx
in the equation il
dyldx=x'2 + y 2 and then
The connexion between
in §4-3.
,
_ ~*
to replace
this equation
and a
« by
y.
special form of Bessel's equation will be seen
,
THEORY OF BESSEL FUNCTIONS
2
And, in
[CHAP.
I
form of the solution was communicated to Leibniz by (Oct. 3, 1703) in the following terms*:
fact, this
James Bernoulli within a year
"Reduco autem aequationem dy= yydx+xxdx ad fractionem cujus uterque terminus per seriem exprimitur,
X
3
V ,
X*
XVa 3.
4.7.8.
11
X19 .
12.
15^3.
X 12 3.4.7.8.11.12
X*
T
3.4
quae
X 3.4.7.8.11
X 3.4.7
3
ita
11
7
3.4.7.8
x 3.4.7.8.11.12.15.16 lti
T
quidem actuali divisione in unam non tarn facile patescat, scil.
series
4. 7.8. 11. 12. 15. 16. 19
conflari possunt, sed in
qua
ratio progressionis
_a? y
Of
~
3
+
x1
3.3. 7
+
2x11
373. 3. 7. 11
course, at that time,
+
13-r15
3.3.3.3.5. 7777II
+
mathematicians concentrated their energy, so
far
as differential equations were concerned, on obtaining solutions in finite terms,
and consequently James Bernoulli seems to have received hardly the full credit which his discovery entitled him. Thus, twenty-two years later, the paperf in which Count Riccati first referred to an equation of the type which now bears his name, was followed by a note:,: by Daniel Bernoulli in which it was to
stated that the solution of the equation§
ax dx + uudx = bdu 11
was a hitherto unsolved problem. The note ended with an announcement in an anagram of the solution " Solutio problematis ab 111. Riccato proposito characteribus occultis involuta 24a, 6b, 6c, Sd, 33e, hf, 2g, 4>h, 33i, 61, 21m, :
of the problem about a year after the publication of the anagram.
— 4m/(27/i ±1),
where
m
is
any
namely any one of which the equation is solution will be given in §§ 4*1, 4*11.
integer, for
soluble in finite terms; the details of this
The prominence given
work of Riccati by Daniel Bernoulli, combined equation was of a slightly more general type than
to the
with the fact that Riccati's
See Leibnizens gesamellte Werke, Dritte Folge (Mathematik),
*
t Acta Eruditorum, Suppl. equation was
where
q
= xn
vm.
(1724), pp.
66—73.
m.
The form
(Halle, 1855), p. 75. in
which Riccati took the
xmdq = du + uu dx:q,
.
—
75. Daniel Bernoulli mentioned that solutions had been obtained by three members of his family John, Nicholas and the younger Nicholas. The reader should observe that the substitution
% Ibid. pp. 73
other
—
u=
—bdz— z
dx
an equation which is easily soluble in series. Exercitationes quaedam matheviaticae (Venice, 1724), pp. 77 pp. 465—473. gives rise to |j
±, =,
solution consists of the determination of a set of values of n,
The
§
,
—80;
Acta Eruditorum, 1725,
BESSEL FUNCTIONS BEFORE 1826
1*2]
3
John Bernoulli's equation* has resulted in the name of Riccati being associated not only with the equation which he discussed without solving, but also with
a
still
more general type of equation.
It is now customary to give the namef any equation of the form
where P, Q, It is if
P=0,
R are given
Riccati's generalised equation to
functions of x.
supposed that neither P nor R is identically zero. If U=0, the equation is linear; the equation is reducible to the linear form by taking 1/y as a new variable.
The
equation was studied by Euler J
last
and
linear equation of the second order,
;
it is
reducible to the general
this equation is
by an elementary transformation
to Bessel's equation
sometimes reducible
(cf. §§ 3*1, 4*3, 4'31).
Mention should be made here of two memoirs by Euler. In the first § it is proved that, when a particular integral y x of Riccati's generalised equation is known, the equation is reducible to a linear equation of the first order by replacing y by y x + 1/u, and so the general solution can be effected by two quadratures. It is also shewn (ibid. p. 59) that, if two particular solutions are known, the equation can be integrated completely by a single quadrature; and this result is also to be found in the second of the two papers. A brief discussion of these theorems will be given in ChaDter iv. ||
1*2.
Daniel Bernoulli s mechanical problem.
In 1738 Daniel Bernoulli published a memoir! containing enunciations of a number of theorems on the oscillations of heavy chains. The eighth ** of these
is
as follows
:
"
Defigura catenae uniformiter oscillantis. Sit catena AG flexilis suspensa de puncto A, eaque oscillationes
uniformiter gravis et perfecte
facere uniformes intelligatur: pervenerit catena in
longitudo catenae valorisff ut
= 1:
longitudo cujuscunque partis
si turn
AMF;
fueritque
FM — x, sumatur n
ejus
fit /
n
Jl + 4ww
P_
4 9n» .
+
l^_
I
s '
4.9.16. 25ns
4 9 16n4 .
.
—
See James Bernoulli, Opera Omnia, n. (Geneva, 1744), pp. 1054 1057 it is stated that the is the determination of a solution in finite terms, and a solution which resembles the solution by Daniel Bernoulli is given. t The term Hiccati's equation was used by D'Alembert, Hist, de I' Acad. R. de» Set. de Berlin, *
;
point of Riccati's problem
'
*
xix. (1763), [published 1770], p. 242.
X Iiutitutiones Calculi Integralis, n. (Petersburg, 1769), § 831, pp. 88—89. the reduction, see James Bernoulli's letter to Leibniz already quoted.
In connexion with
Novi Coram. Acad. Petrop. vni. (1760—1761), [published 1763], p. 32. 163—164. If " Theoremata de osoillationibus corporum filo flexili connexorum et catenae verticaliter suspensae," Comm. Acad. Set. Imp. Petrop. vi. (1732 3), [published 1738], pp. 108 122. § ||
Ibid. ix. (1762—1763), [published 1764], pp.
—
** Loc.
cit: p.
116.
ft The length of the simple equivalent pendulum
is n.
—
THEORY OF BESSEL FUNCTIONS
4
[CHAP.
I
Ponatur porro distantia extremi puncti F ah linea'verticali = 1, dico fore ab eadem linea verticali aequalem distantiam puncti ubicunque assumpti
M
x n
1
He
xx
<*
4>nn
4.9w3
+
i
**
**
4.9.16n 4
4.9.16.25w8
goes on to says "Invenitur brevissimo calculo n
Habet autem
littera
n
f ctc
»
= proxime 0691
I....
infinitos valores alios."
The last series is now described as a Bessel function * of order zero and argument 2 V(#/n); and the last quotation states that this function has an infinite number of zeros. Bernoulli published f proofs of his theorems soon afterwards; in theorem he obtained the equation of motion by considering the forces acting on
viii,
FM
the portion
Euler \
of length
many years
later
The equation
x.
of motion was also obtained
by
from a consideration of the forces acting on an element
of the chain.
The
following
is
the substance of Euler's investigation
:
Let p be the line density of the chain (supposed uniform) and let T be the tension at height x above the lowest point of the chain in its undisturbed position. The motion being transversal, we obtain the equation bT=gpbx by resolving vertically for an element of chain of length bx. The integral of the equation is T—gpx.
The
horizontal component of the tension
zontal) displacement of the element
;
is, effectively, T{dyjdx) where y and so the equation of motion is
is
the (hori-
'*§-»( r 2)we
If
substitute for
T and
proceed to the limit, we find that
dt*
/
If
is
y dx\ dxj
'
the length of the simple equivalent pendulum for any one normal vibration,
we
write
A and
where
f are constants
;
and then
n (x/f) d
A
-\ ( dx\ dx) If
x/f= ii, we obtain the solution
in the
u ul v= l — H 1
*
On
a solution of the equation
+- = f
form of Bernoulli's
series,
namely
+— u* 1.4.9 1.4.9.16 —v?
the Continent, the functions are usually called cylinder functions, or, occasionally, func-
tions of Fourier -Bessel, after Heine,
m.
1.4
is
(1871), pp.
Journal fur Math. lxix. (1868), p. 128; see also Math. Ann.
609—610.
t Comm. Acad. Petrop. vn. (1734—5), [published 1740], pp. 162—179. X Acta Acad. Petrop. v. pars 1 (Mathematics), (1781), [published 1784], pp. 157—177. Euler took the weight of length e of the chain to be E, and he denned g to be the measure of the distance (not twice the distance) fallen by a particle from rest under gravity in a second. Euler's
notation has been followed in the text apart from the significance of g and the introduction of p
and
5 (for d).
~
BESSEL FUNCTIONS BEFORE
1*3]
1826
5
—
.
D are constants. If a is the
Since
y
is finite
when #=0, C must be
,
where
C and
zero.
whole length of the chain, y =0 when .» = a, and so the equation to determine/* is a% a3 _ 1
"
—j. + 1
TT4/2 ~
./
1
4. 9/3
.
a
""••'
By an extremely ingenious analysis, which will be given fully in Chapter xv, Euler proceeded to shew that the three smallest roots of the equation in a/f are 1-445795, 7*6658 and 18-63. [More accurate values are 1*4457965, 7*6178156 and 18*7217517.] In
'the
memoir'"' immediately following this investigation Euler obtained the general
solution (in the form of series) of the equation
-j-
(u-r-\+v—0, but
his statement of the
law of formation of successive coefficients is rather incomplete. The law of formation had, however, been stated in his Institutiones Calculi Integrality, n. (Petersburg, 1769), § 977, pp. 233-235.
Euler 's mechanical problem.
1*3.
The
membrane were
vibrations of a stretched
He
1764.
ld?z_d?z e*
where z
is
dt2
and tension of the membrane. (r,
);
To obtain a normal
e is
a,
fi,
B
are constants is
=
?-P
\l
—
2(w+l)e
2
This differential equation
Save
#
for
and
a function of r; and the result of
p\
/a8
is finite
at the origin
+ 2.4(w+l)(n
where n has been written§ in place of
;
is
is
given on
p.
256
it is
{
of order
at the point whose polar
the differential equation
solution of this equation which
w
t
'
+ A) sin (/9<£ + B),
and u
*w,l^w, of Euler's memoir;
3
solution he wrote
substitution of this value of z
The
d*z
1
a constant depending on the density and
z = u sin (at
A,
Idz
~ dr* + rdr* r'cty
the transverse displacement at time
coordinates are
where
investigated by Euler}: in
arrived at the equation
£ may
have
is ||
as Bessel's equation for functions
any of the values
0, 1, 2,
factor the series arje.
,
+ 1.
now known
an omitted constant and argument
coefficient of order /S
2/3
+ 3)e4 ~•••)
The
is
. .
..
now
called a Bessel
periods of vibration, 2irja, of a
* Acta Acad. Petrqp. v. pars 1 (Mathematics), (1781), [published 1784], pp. 178—190. t See also §§ 935, 936 (p. 187 et seq.) for the solution of an associated equation which will be
discussed in § 3*52.
X Novi Comm. Acad. Petrop. x. (1764), [published 1766], pp. 243—260. § The reason why Euler made this change of notation is not obvious. ||
If
/3
were not an integer, the displacement would not be a one-valued function of position,
in view of the factor sin
{p>
+ B).
THEORY OF BESSEL FUNCTIONS
6
[CHAP.
I
membrane of radius a with a fixed boundary* are to be determined from the consideration that u vanishes when r = a.
circular
This investigation by Euler contains the earliest appearance in Analysis of a Bessel coefficient of general integral order. 1*4.
The researches of Lagrange, Carlini and Laplace.
Only a few year* after Euler had arrived at the general Bessel coefficient on vibrating membranes, the functions reappeared, in an astronomical problem. It was shewn by Lagrangef in 1770 that, in the elliptic motion of a planet about the sun at the focus attracting according to the law of the inverse square, the relations between the radius vector r, the mean anomaly and the eccentric anomaly E, which assume the forms in his researches
M
M= E-
e sin
E,
= a(l-e cos E),
r
give rise to the expansions
«
Z A E=M+ n=l in
which a and »
.
n
_9 ~ "m=o
e
00
j,
n
-=l + he + 2 B H cosnM, & 2
sinnM,
n=\
are the semi-major axis and the eccentricity of the orbit,
(-)"» M -n«-i 6 n+»m ti
2«+"*"ro (n !
+
w)'!
n
^ ~~
'
Lagrange gave these expressions
for
=
n
» (_)m H + £ ( ^ l+2 »t
mt
1, 2, 3.
to obtain expressions for the eccentric
is
2'
The
m
)
,
n-t-m-i ro
and
n+2m e
w!(w + m)!
object of the expansions
anomaly and the radius vector
in
terms of the time. In modern notation these formulae are written
A n -2Jn {tu)/n, B n = -2(e[n)Jn '(m). It
was noted by Poisson, Connaissance des j?
Terns, f
1836 [published 1833],
p.
6 that
dA n
n at a
memoir by
Poisson
is
Lefort, Journal de Math. xi. (1846), pp. 142
— 152, in which an error made by
corrected, should also be consulted.
A remarkable investigation of the approximate value of A n when n is large and < e < 1 is due to Carlini J: though the analysis is nob rigorous (and it would be difficult to make it rigorous) it is of sufficient interest for a brief account of
it
to
* Cf. Bourget,
be given here.
Ann. Sci. de VEcole norm. sup.
in. (1866), pp.
55—95, and Chree, Quarterly
Journal, xxi. (1886), p. 298. t Hist, de VAcad. R. des Sci. de Berlin, xxv. (1769), [published 17711, pp. in. (1869), pp.
204—233. [Oeuvres,
113—138.]
X Ricerche sulla convergenza delta serie che serva alia soluzione del problema di Keplero This work was translated into German by Jacobi, Astr. Nach. xxx. (1850),
(Milan, 1817).
197—254 [Werke, yii. (1891), pp. 189—245]. See also two papers by Scheibner dated 1856, reprinted in Math. Ann. xvn. (1880), pp. 531—544, 545—560. col.
BESSEL FUNCTIONS BEFORE
14]
shew that
It is easy to
An c
2
^
If u —
(n a
is
/udt e /n
i
!
2
(l-«2 ) = 0.
u or u2 or du/dt must be
large either
equation
and then
(^+«2 ) + «tt-«
«2
differential
+ <^-"-» 2 (l-e 2 )J B ==0.
A n =2nn -
Define n by the formula
Hence when n
a solution of the
is
7
1826
large.
(n a ) respectively and and du/dt to l>e (n 2a ) and on considering the highest powers of n in the various terms of the last differential equation, we find that a= 1. It is consequently assumed that u admits of an expansion in descending powers of n in the form
where
?<
On /-ero
we should expect
)
u lt u 2
,
;
are independent of n.
...
,
u-
substituting this series in the differential equation of the
the coefficients of the various powers of n, 2
«o
where v n'=du
/dt
;
so that
= (l- f 2 )/*2
«
fl
we
«« + 2«o«i)+Mo=0,
,
= +—-
,
«!
=
2,
..
judt-n^ogj^—f2)±vA(1-e
2 )
formula
it
now
...
+ l}-ilog(l- f 2 ) + ...,
A n shews that Jude ~ n log ^e when be taken and no constant of integration is to be added. Stirling's
order and equating to
and therefore
and, since the value of
From
first
find that
« is
small, the upper sign
must
follows at once that
n exp
f
B v/(^
and
this is the result obtained
much
further
formulae for
which
An
Carlini's
The
by Meissel
he uses
This method of approximation has been carried Cauchy* has also discussed approximate
comets moving in nearly parabolic orbits (see §
in the case of
is
is
much more
arguments employed by Laplace + to establish the for
investigation given
all
8"42), for
obviously inadequate.
investigation of which an account has just been given is
sponding approximation
taking
Carlini.
'
(see § 8*11), while
approximation
plausible than the
The
by
M
{nj{\- t2)J *(i-<2 )*{i+N/(i-«2 )} n
of considerable
Bn
corre-
.
by Laplace
is
method which modified by alternatively, by
quite rigorous and the
importance when
the value of
the coefficients in the series to be positive
—
Bn
or,
is
e is a pure imaginary. But Laplace goes on to argue that an approximation established in the case of purely imaginary variables may be used sans crainte in the case of real variables. To anyone who is acquainted
supposing that '
with the
'
modem
theory of asymptotic series, the fallacious character of such
reasoning will be evident. * Comptes Rendus,
xxxvm.
(1854), pp.
f Mecanique Celeste, supplement, pp. 486—489.
t.
990—993. v.
[first
published 1827].
Oeuvres, v. (Paris, 1882),
THEORY OF BESSEL FUNCTIONS
8
The
earlier portion of Laplace's investigation is based
that, in the case of a series of positive
crease
up
may
of the series
I
on the principle
terms in which the terms steadily in-
and then steadily decrease, the order of magnitude
to a certain point
sum
of the
[CHAP.
frequently be obtained from a consideration of
the order of magnitude of the greatest term of the
series.
For other and more recent applications of this principle, see Stokes, Proc. Camb. Phil. 362—366 [Math, and Phys. Papers, v. (1905), pp. 221—225], and Hardy, Proc. London Math. Soc. (2) n. (1905), pp. 332—339 Messenger, xxxiv. (1905)., pp. 97—101. A statement of the principle was given by Borel, Acta Mathematica, xx. (1897), pp. 393 Soc. vi. (1889), pp.
;
394.
The
following exposition of the principle applied to the example considered
This approximate formula happens to be valid when e < 1 (though the reason for this restriction is not apparent, apart from the fact that it is obviously necessary), but it is difficult to prove it without using the methods of contour
•The cf.
formula 1 + 2 2
Bromwieh, Theory of
formula in the theory of
2
~ N/W(l-g)} maT
Infinite Series, § 51.
Modern Analysis,
a consequence of Jacobi's transformation
elliptic functions,
*3 see
be inferred from general theorems on series;
It is also
§ 21*51.
(0 \r)
= (-*)-* M0 -TI
1
);
;
BESSEL FUNCTIONS BEFORE
1*5] integration
(cf. § 8*31).
1826
9
Laplace seems to have been dubious as to the validity
and
of his inference because, immediately after his statement about real
imaginary variables, he mentioned, by way of confirmation, that he had another proof; but the latter proof does not appear to be extant.
The researches of Fourier. In 1822 appeared the classical treatise by Fourier*, 1"5.
La TMorie analytique
de la Chaleur; in this work Bessel functions of order zero occur in the discussion of the symmetrical motion of heat in a solid circular cylinder.
—
shewn by Fourier (§§ 118 120) that the temperature x from the axis of the cylinder, satisfies the equation
v,
at time
t,
It is
at distance
dv_K_/d?v lcfoA Jt~lW\dtf + xdx)' where K, G, D denote respectively the Thermal Conductivity, Specific Heat and Density of the material of the cylinder; and he obtained the solution v
— e~
gx*
tf<*
22
2 2 .42
f
\
where g
= rnCD/K and
ni
3
x* \ ')
'
has to be so chosen that
+ K(dvldx) =
hv at the
g
2 2 .42 .6 2
boundary of the cylinder, where h
is
the External Conductivity.
—309) by
theorem that and no complex roots. His proof is slightly incomplete because he assumes that certain theorems which have been proved for polynomials are true of integral functions; the defect is not difficult to remedy, and a memoir by HurwitzJ Fourier proceeded to give a proof
(§§
the equation to determine the values of
307
Rolle's
m hasf an infinity of
real roots
has the object of making Fourier's demonstration quite rigorous. It should also be
mentioned that Fourier discovered the continued fraction the quotient of a Bessel function of order zero and its
formula (§ 313) for dervate; generalisations of this formula Another formula given by Fourier, namely 22
2 2 42 .
~
2 2 42 6 2 .
= —1
+
be discussed in
will
§§ 5-6, 9*65.
f* |
cos (a sin x) dx,
.
had been proved some years earlier by Parseval§; are now known as Bessel's and Poisson's integrals
it is
a special case of what
22, 23). memoir deposited in the archives of the French Institute on Sept. 28, 1811, and crowned on Jan. 6, 1812. This memoir is to be found in the Mim. de VAcad. des Sci., iv. (1819), [published 1824], pp. 185—555; v. (1820), *
The
(§§
greater part of Fourier's researches was contained in a
[published 1826], pp. 153—246. t This is a generalisation of Bernoulli's statement quoted in § 1*2. t Math. Ann. xxxin. (1889), pp. 246—266.
—
648. This paper also contains the formal § M4m. des savant itrangers, i. (1805), pp. 639 statement of the theorem on Fourier constants which is sometimes called Parseval's theorem another paper by this little known writer, Mim. des savans Strangers, i. (1805), pp. 379 398, con-
—
tains a general solution of Laplace's equation in a form involving arbitrary functions.
THEORY OF BESSEL FUNCTIONS
10
[CHAP.
I
The expansion of an arbitrary function into a series of Bessel functions of order zero was also examined by Fourier (§§ 314 320); he gave the formula for the general coefficient in the expansion as a definite integral.
—
The
was examined much more recently by Hankel, 471—494; Schlafli, Math. Ann. x. (1876), pp. 137—142; Diui, Serie di Fourier, i. (Pisa, 1880), pp. 246—269 Hobson, Proc. London Math. Soc. (2) vn. (1909), pp. 359—388; and Young, Proc. London Math. Soc. (2) xvni. (1920), pp. 163—200. validity of Fourier's expansion
vm.
Math. Ann.
(1875), pp.
;
This expansion will be dealt with in Chapter xvni.
The researches of Poisson.
1/6.
The unsymmetrical motions of heat in a solid sphere and also in a solid cylinder were investigated by Poisson* in a lengthy memoir published in 1823. In the problem of the sphere f, he obtained the equation
where r denotes the distance from the centre, p
R is that
integer (zero included), and
is
a constant, n
is
a positive
normal was shewn by Poisson that
factor of the temperature, in a
mode, which is a function of the radius vector. a solution of the equation is cos (rp cos
a>)
It
sin2n+1 coda
Jo
and he discussed the cases
?i
= 0,
(§ 3*3)
that the definite integral
order n
+ ^.
1,
In the problem of the cylinder
V
It will appear subsequently
2 in detail.
is
(save for a factor) a Bessel function of
(ibid. p.
cos (h\ cos
340
co)
et seq.)
the analogous integral
is
sin2n G>cifo>,
.'o
where
w= 0,
In the case n
and is
its
and \
1, 2, ...
now known
integral is
— 0,
is
the distance from the axis of the cylinder.
as Poisson's integral (§
The
2'3).
an important approximate formula for the last integral (ibid., pp. 350 352) when the variable
—
derivate was obtained by Poisson
large; the following is the substance of his investigation:
Let J
J
(k)
=it
Then J
(k) is
I
cos (i cos ») da,
J
'
(k)=
/
ir
J
cos
a>
sin (k cos «) dm.
J
a solution of the equation
*&ffl + 1+ i)„,»_a ( * Journal de I'ficole JR. Polytechnique, xn. (cahier 19), (1823), pp.
249—403. 300 etseq. The equation was also studied by Plana, Mem. della R. Accad. delle Sei. di Torino, xxv. (1821), pp. 532 534, and has since been studied by numerous writers, some of whom are mentioned in § 4*3. See also Poisson, La TMorie Mathimatique de la Chaleur (Paris, + Ibid.
p.
—
1835), pp. 366, 369.
t See also Rohrs, Proc. London Math. Soc. not used by Poisson.
where the argument of each of the Bessel functions J±>. on the right is %v tan 3 £ and and are both less than 1. These are the more precise 2 3 forms of Nicholson's formulae (2) and (3); and they give effective approximations except near the zeros of the dominant terms on the right. ;
!
|
\
|
It is highly probable that the
upper limits obtained
for the errors are
largely in excess of the actual values of the errors.
8*5.
Descriptive properties* of
The contour
Jv (vx) when <
a?
< 1.
which was obtained in §8*31(1) to represent an asymptotic expansion of the function. v But the contour integral is really of much greater importance than has hitherto appeared for an integral is an exact representation of a function, whereas an
J
(v sech a)
integral,
was shewn
in § 8*4 to yield
;
asymptotic expansion can only give, at best, an approximate representation.
And is
the contour integral (together with the limiting form of
it
when x =
peculiarly well adapted for giving interesting information concerning
when
1)
Jv (vx)
v is positive.
In the contour integral take v to be positive and write «/
so that
u = log r,
v
= log {reie
},
= d.
With the contour
selected,
x sinh w — w is equal to its conjugate complex, and the path of integration flexion in the real axis. Hence v
(vx)
= r—J i __
own
re-
roo+n-t
1
J
is its
rw I
e"
" inh »-"»
,a
dw
gv(as8inhw—w) fly^
ttJo *
The
results of this section are investigated in rather greater detail in Proc.
(2) xvi. (1917), pp.
150—174.
London Math. Soc.
—
*
FUNCTIONS OF LARGE ORDER
8-5]
Changing the notation, we
253
find that the equation of the contour is
20
1
x
r
sin
so that
and,
when
this substitution is ,
log °
made
— x sin—
(w — x sinh w)
for r, the value of
e + y/ifr-X* sin 0) 2
at — — cot.a ya(tr .
-.
a;
*m
•
a 2
is
sin 2 0).
This last expression will invariably be denoted by the symbol* F(0,x), so that
J¥ {vx)=^{'»de,
(1)
and by differentiating under the integral sign justified) it is
w
l \ JT»i ¥ (vx) =
/o\
(2)' K
f
which
is
easily
is also easily
—— —-——— Ja fl- a'Binflcosfl -
—fib*
e-» *<».*<
ttJo
This
(a procedure
found that .
x */(&* — x* sm* 0)
dv.
deduced from the equation raa+iri
1
JJ (vx) =
s—
.
\
e
»(x*inhu>-w)
sinh
w
^
Before proceeding to obtain further results concerning Bessel functions, is
it
convenient to set on record various properties! of F(0,x). The reader will
easily verify that
<
m^'^
3>
^-M)*^-^' ^ 6
-
4^.,-^a^
w so that
F(0,x)>F(O,x)>F(O,l) = O;
(5)
and
also
d
ia\
Next we
V(<* „\
shall establish the
fl-g'sinflcosfl
more abstruse property
F(0, x) >F(0,x) + $ {& -
(7)
To prove
it,
we
shall first i
*
a
\
n
a? sin 2 0)/V(l
+ x>).
shew that O — aPsmO cos 6
..,
„.
This function will not be confused with Schlafli's function defined in § 4-15. supposed throughout the following analysis that O<.c^l,O^0
t It is
THEORY OF BESSEL FUNCTIONS
254
[CHAP. VIII
It is clear that
g(0,x)
= s'(\-x*)<
g(Tr,x)=\ so that, if
g (0, x), qua function of
greatest value
when
had a value
-
1
a;
2
cos
attained its greatest value at
0,
^(1+x
that value would be less than
2
between
O
_ (0 - x
2fl
2
and
si n
O
2
O
cos
2
(0o -a?sin 2
(tfo'-^sin ^)*
or
however, g(0,x) attained
If,
).
o
ir,
o
tt,
its
then
f_
~
)i
'
and therefore
g {0, x)^g (8
Hence
= V(l - a? cos 20 ) ^ V(l + «*), o
where g(0,x) attains
so that, no matter
not exceed ^(l
x)
,
+#
its
greatest value, that value does
2 )-
^W-*w^^
a
1
cos
sin
V(l+a )
and
2
so
whence
(7) follows at once.
Another, but simpler, inequality of the same type
F (0, x) > F(0,
(8)
To prove
this,
'
X)
>
fe From
;
\/(0*
then the inequality
these results
J„ (vx) and
JJ (vx)
+ * 0* V(l - *").
x)
observe that
dF and integrate
is
we
are
now
- «" sin is
2
0)
> V(l - &),
obvious.
in a position to obtain theorems concerning
qua functions of
v.
Thus, since OV
IT JO
the integrand being positive by
JJ {vx)
Jv (vx) is a positive dea positive decreasing function
that
(5), it follows
creasing function of v, in like manner,
is
of v. Also, since d {**<»•*>
OV
JAva:)\ = _ 1
n (
SF{0> x)
_ F ^ 0> x)}
*-*«>. *>-"«*.*>
d0 <0,
7T.' o
the integrand being positive by
(5), it follows
function of v; and so also, similarly, is
e"
that e vF({t x
F,0,x)
'
J
v
'
(vx).
>
Jv (vx) is a decreasing
FUNCTIONS OF LARGE ORDER
8*51]
255
Again, from (8) we have
Jv ( vx) ^
/
T
Jo
exp {- i v0°- V( 1
- a )} dd 8
e—»F(0,x) roo
<
- x*)\ d0,
exp {- £i/0\/(l
so that p -vF(0,x)
(9)
-
(1
The
last expression
(§§ 1*4,
811)
for
excess, for all
is
x*)l
^(Zttv)'
easily reduced to Carlini's
approximate expression
J„(px); and so Carlini's expression
* positive values of
The corresponding
- a? sin
0*
and replace G(0,x) by
G
always in error by
v.
JJ {vx)
result for
is
is
2
derived from
(7).
Write
=£(#,#),
for brevity.
Then
2xj;{vx)= fi
/V-™.*
-
-vF(0,x)
dG ( >^ {G(0,x)}-id0
fir«
expi-^GyVa+a^.G-MG 7T
I
.'o
e -¥F(Q,x) fao
Texp {- J^(l+^)j
IT
.
G-idG,
Jo
and so
xj;
(10)
The absence of the
factor
(vx)
^ «-'*<°. «)
^(1 —
2 a? )
(
1
+ «*)VV(2 w).
from the denominator
is
remarkable.
It is possible to prove the formula f
(11) J
*<*>*~ (2ir*y (1 -*)»
{
1
+ V (l
-W-
in a very similar manner.
This concludes the results which we shall establish concerning a single Bessel function whose argument
8'51.
We
Lemma
shall
is less
than
its order.
concerning F(d,x).
now prove
lemma
when
^ x ^ 1 and ^ 0-^sintfcos0 ^, ^ A >0. —je--{F(0,x)-F{O,x)} the
that,
dF{0,x) (1)
The lemma
will
y,^^
be used immediately to prove an important theorem con-
cerning the rate of increase of * It is
,/„
(vx).
evident from Debye's expansion that the expression
large values of
t Cf. Proc.
< ir, then
v.
London Math.
Soc. (2) xvi. (1917), p. 157.
is
in error by excess for sufficiently
THEORY OF BESSEL FUNCTIONS
256
V(^ - a
If
2
sin2 0)
= H{0, x), we
[CHAP. VIII
shall first prove that
dF(0,x) dH(0,x) d0 d0 / ,
is
a non-decreasing function of
;
that
i
— a? sin is
a non-decreasing function of
The
to say that
is
(\-0cot0)2 +
-a?sm*0
cos
0.
differential coefficient of this last function of
is
- 1 - £ sin 0) (1 - x*) + 2 (0 cosec - cot cosec - % sin* 0) (1 - ar ) + 2a- (1-0 cot 0) (0 cosec - cos 0) + sin 0(1-
(0 - x* sin
2
cos 0)-* [(0* cosec2
2
3
2
2
2
and
2
2
2
2 2
a,-
) ],
every group of terms in this expression is positive (or zero) in consequence
of elementary trigonometrical inequalities.
To
we
establish the trigonometrical inequalities, (i)
d+sindcosd-2^-
observe that,
first 1
sin
(ii)
6 + sin 6 cos 6 - 26* cot 6
(iii)
sin
2
when
< 6 ^ *r,
d>0,
> 0,
- 6 cos - £ sin 3 0^0,
because the expressions on the left vanish
wheu 6—0 and have the
positive differential
coefficients
2(cos0-0 -1 sin0) 2
(i)
2 (cos 6 - 6 cosec 6)\
(ii)
,
sin 6 (6
(iii)
- sin
6 cos 6),
and then cosec2 6 - Q3 cot 6 cosec 2
2
-£
sin 2 6
= (6* cosec2 6 - 1) (1 - 6 cot 2
cosec2
)
+ cosec
(sin
- 6 cos - J sin 3 6) ^ 0,
0-l-$sin 2
= 6 cosec2
(5
+ sin 6 cos - 2d"
l
sin 2 0)
+ cosec 6 (sin
-
cos 6 - £ sin 3 6)
>
0>
so that the inequalities are proved.
shewn that
It has consequently been
»(£}><> where
understood to be
the. variables are
entiations with regard to
0.
It is
now
and
x,
and primes denote
differ-
obvious that
ifiM-*£{S>* and,
if
we
integrate this inequality from
when = 0, F>(0,x)H{0x) _
Since F' and /7/i/' vanish
to 0,
we
get
this inequality is equivalent to
+
j
>Q
if (0, #)
and the truth of the lemma becomes obvious when we substitute the value of
H
(0,
x) in the last inequality.
FUNCTIONS OF LARGE ORDER
8*52] 8*52.
We v
The monotonia, property of Jv (vx)jJv {v).
shall
is fixed,
257
and
now prove a theorem of some importance, to the effect that, if x ^ x ^ 1, then Jv (vx)/Jv (v) is a non-increasing function of v, when
is positive.
be valid only when S^.r^l, (where 8 is an some expressions introduced in the proof contain an x in their denominators; but the theorem is obvious when ^ x < 8 since e vF ®> z Jv (vx) and e -vF{o, x)/jv („) are non-increasing functions of v when x is sufficiently small moreover, as will be seen in Chapter xvn, the theorem owes its real importance to the fact that it is
[The actual proof of the theorem
will
arbitrarily small positive number), since
>
;
true for values of
neighbourhood of unity.}
Jv{vx) *M"*)_ dJ*W dJAvx)
)
Ovox
To
and,
the
be shewn that
It will first
(1
x in
we
establish this result,
when we
OV
differentiate
7T
V
Q
Cv
observe that, with the usual notation,
under the integral sign,
o
.
L\/^
•> <*
W
[
ox
\\C((l -rVh
<* *))-*
dFie X ^ >
—or
' e vn$,x)
de "
IP/A „\in(A
^W^1^L
A,)
x e-»J?ie,x)d0, if
we
integrate by parts the former of the two integrals.
Hence
it
follows that
where
by using the inequality F(yfr, x) > ^(0, x) combined with the theorem of §8*51.
;
'
THEORY OF BESSEL FUNCTIONS
258 Since CI that
is
(0,
to say,
not negative, the repeated integral cannot be negative
is
yfr)
[CHAP. VIII
we have proved
J
( vx
\
that
^H^™} _ dJAvx) dJ„ (vx ) >" dvdx
dx
'
dv
so that
\dJv (vx)
d
/
i
Integrating this inequality between the limits x and
~dJv (vx)
I
.
T
,"|*
we get
1,
A
so that
dJv (vx) Since
J
v
and
(vx)
J
v
I
,
-I Jrv (VX)
dv
(v) are
*Z
dJv (v) J* (")• —fo~ J
both positive, this inequality
may be
written
in the form
^{J
(2)
and is
y
this exhibits the result
which was
a non -increasing function of
Properties of Jv (v)
8*53. If,
for brevity,
the formulae* for
The
first
4^/(9 V3)
We
v
(v)
and
shall first
this
s
is
and
(vx)jjv (v)
v
in place of F(0,
^
1),
so that
~ Sin2 0) - cot J V(» -
n
J '{v) v
^n*
B),
are
0.
shew that
we observe
that
^~ -~ IP-* V(^ -
cot *)/*}»
6-*
v.
v
J '(v).
a non-decreasing function of
*"(*>
* It is to
J
is term in the expansion of F (6) in ascending powers of shall prove a series of inequalities leading up to the
F (0)1
To prove
value
be proved, namely that
and we
5
result that
J
to
v.
we write F(0)
F (0) ^ log ° +
(1)
(vx)/Jv (v)}^0,
be understood that
sin* 0)
JV (v) means
+
^ *
the value of
,,
Vi &2
_ siR2 ,.
'
dJv (x)/d.v when x has
the particular
^ FUNCTIONS OF LARGE ORDER
8-53]
259
and that d^
dd d_
f
j
1
-0 cot 0) _ ~
it
vW-sin
cosec 2
fl
+ flcotfl-
2
p
'
= _ (ffcosec'fl + flcot 0-2) sin "^VO^^-sin^) J"
a
fl))
0*
2 '
"'"
follows that
0-sin0cos0
d (F'(0)} <** I
2
fr~~~)
\
d&\ Hence
fl
#- | - * (* - sin
by inequalities proved in
2
//te
W <*
+ ecot0 ~
„v 2>
x (0 + sin
cos
.
0/1
C0Sec2 *
,
- 20* cot 0)
851.
§
Consequently
0F"(0)-2F'{0)>Q,
(3)
that
is
If
^ [OF'
to say
we integrate
3F (0)} > 0.
from
this inequality
we get
to
0F'(0)-SF(0)>O,
(4)
and
-
(0)
this is the condition that
F(0)/03 should be a non-decreasing function of
It follows that
*m
s
*
9V3'
and therefore
J
(v)< -
v
<
\
ii."
exp j-
•£(*
9lp |-
"SI-
T(i)
2*3*™*' so that Cauchy's approximation for
An
2
The truth
of this
{&*
(tf*
- sin 2
may be
always in error by
[Note.
8)
{&)
is
positive
(cf.
f
Mag.
(6)
0.
Jv
( vt )
dt
{BF'
left in
{$)
the form
- ZF{fi)\
§ 8-51).
A formula resembling those which
(6)
excess.
is
- 3 (0 - sin 6 cos 0) F{6) >
- 2 sin 2 6 + 6 sin 6 cos 6) F' (0) + (0 - sin 6 cos 6)
l
ZVtiV.
F'
seen by writing the expression on the
which each group of terms
see
(v) is
inequality which will be required subsequently
(5)
in
«/„
have just been established
—
~ J- - T
xxxv. (1918), pp. 364—370.]
,
is
%
0.
THEOBY OF BESSEL FUNCTIONS
260
Monotonic properties of Jv {v) and JJ
8*54.
been seen
It has already
decreasing functions of
result
first
£r
dj^ioi _ dv
Sir J
we
e vFi e )de
o
Jo
|_
v
(v)
v.
observe that
^r tJo
= *Ll \$e -»FW~Y + il 07T
J
and JJ (v) are now be shewn that both v*Jv {v) and v*Jv '(v)
are steadily increasing* functions of
To prove the
(i>).
that the functions
(§ 8'5)
It will
v.
[CHAP. VIII
oTT
' f
F(d)e-.F W dd
fl
F
'
(0)
_ 3F(0)}
e~' F
^ dd
o
./
>0, since the integrated part vanishes at each limit
and
(§
8*53) the integrand
is
positive.
Hence v*Jv (v)
an increasing function of v; and therefore
is
v*J9 {v)< lim {v*J9 (i>))
(1)
In connexion with this result
J
(1)
x
To prove the second
may be
result,
o7T
dl'
it
= 0-44005,
= r(J)/(2*S*ir)- 0-44731. noted that 2«/8 (8) =0-44691.
by following the same method we
find that
JO
|_
>o, by
§
8*53 (5), and so
v*Jv'(v)
an increasing function of
is
v.
Hence v*
(2)
It is to
J: (v) < lim
t
A
JJ (v)} - 3* T (f )/(2*w) = 0-41085.
be noted that
J 8*55.
{*i
'
(1 )
= 0-32515,
4J6
theorem which
is
slightly
15
a steadily increasing function of v.
W(V)} +
,
= 0-38854.
more recondite than the theorems just proved
that the quotient
* It is
(8)
The monotonic property of v*JJ {v)jJv (v).
is
as v-*-
'
{!*/, (*)]
not possible to deduce these monotonic properties from the asymptotic expansions. If, /(*)~ >(»), and if ${») is monotonic, nothing can be inferred concerning monotonic
properties of f(») in the absence of further information concerning/^).
FUNCTIONS OF LARGE ORDER
8-54, 8-55]
To prove this result we 854 for the four functions
„U»,
use the integrals already mentioned in
-
vKTAv\
—
,
Ti/
Taking the parametric variable place of
0,
we
261
in the first
§§
853,
•
lv
and third integrals
to be
>/r
in
find that
" dv {v*J ¥ (y)
ir
J
J o J o
where n,
t) =
(0,
i
r (0> (*-
si,,'
0)
-
^01 ^rtf F <*> V(0"-sin'0)
^^
2
>
{*«• (*) - *<*)) -
uT
^£#
yT '
KY "
»+*" <*> - *<+>
•
by §8'51. The function fi x (0, i/r) does not seem to be essentially positive (cf. § 8*52) to overcome this difficulty, interchange the parametric variables B and yjr, when it will be found that ;
Now, from the inequality just proved,
^V^-sin'^^-s^ +
^ + VrgJnVrC0B^-2gin'Vr U ^V(^
2
fl»
V
-sin2 ^)
+ flsinflcosl-2sin»l l5r
&)/(&- sin* 0) Since 0"1 ^(0*
- sin
8
0)
and
J
&F'(0)
vr '
_ '
_
V
"
vr/;
- F(0) are both (§ 8'53) increasing functions
term in the sum on the right are both positive or both negative; and, by §§851, 853, the second and third terms are both positive. Hence fl! {6, yfr) +- llj (yfr, 6) is positive, and therefore
of
6,
x
the factors of the
'
first
dv
{
which establishes the result stated,
Jv {v)
J
.
THEOBY OF BESSEL FUNCTIONS
262
[CHAP. VIII
8*6.
Asymptotic expansions of Bessel functions of large complex order.
The
results obtained
(§§8'31— 8*42) by Debye in connexion with J¥ (x) where v and x are large and positive were subsequently extended* to the case of complex variables. In the following investigation, which is, in some respects, more detailed than Debye's memoir, we shall obtain asymptotic
and
Y
v
{x)
expansions associated with It will first be
J
v
when
(z)
v
and z are large and complex.
supposed that arg z\<\Tr, and we shall write |
v
= z cosh 7 = z cosh (a + i/3),
where a and # are real and 7 is complex. There is a one-one correspondence between a + ifS and vjz if we suppose that ft is restricted to lie between^ and 7r, while o may have any real value. This restriction prevents z/v from lying between — 1 and 1, but this case has already (§ 8'4) been investigated.
The
integrals to be investigated are
HJV
(z)
=
A
TTIJ
H® where f(w) =
A
(z)
e-^ w
_»
=-—
>
dw,
e-'/M
«*.'-»
dw^-~\ mJ
_.+„•
*/(* dw,
w cosh 7 — sinh w.
stationary point of the integrand
is
at 7,
and we
shall therefore in-
vestigate the curve whose equation is
If(w) = //( 7 ). we
w
+ iv, this equation may be written in the form (v - fi) cosh a cos & + (u — a) sinh a sin £ - cosh u sin v + cosh a sin /8 = 0.
If
replace
The shape {(u
by u
of the curve near
(a,
#)
is
- ay - (v -fif} cosh a sin /3 +
so the slopes of the
2 (u
- a) (v - 0) sinh a cos /3 =
;
two branches through that point are \tt
+
— i if +
£arc tan (tanh a cot
yS),
i arc tan (tanh a cot /8),
where the arc tan denotes an acute angle, positive or negative Rf(w) inw moves away from 7 on the first branch, while it decreases as w moves away from 7 on the second branch. The increase (or decrease) is steady, and Rf{w) tends to + 00 (or - x ) as w moves off to infinity unless the curve ;
creases as
has a second double-point t. * Mnnchener Sitzungsberickte, xl. [5], (1910) ; the asymptotic expansions of Iv were stated explicitly by Nicholson, Phil. Mag. (6) xx. (1910), pp. 938—943. f That is > say 0
(x)
and
A"„ (x)
*
;
FUNCTIONS OF LARGE ORDER
8-6, 8-61]
263
If (i) and (ii) denote the whole of the contours of which portions are marked with those numbers in Fig. 19, we shall write
S,v
(z)
=—
«-*/'•">
f
.
TTI
S* (z) = -—.( 7Tt
dw,
J
(i)
.
e?fM dw,
(il)
and by analysis identical with that of § 8 41 (except that i# is to be replaced by 7), it is found that the asymptotic expansions of Sv w {z) and 8^ (z) are given by the formulae
s.»{.)~
( i)
m
s' a,
;
V
.
2)
/7
h> :"- 1 "-
\'(- \ viri tanh 7) g~ y(tanhy "
W ~ ^_ \
^
yHW
^
r( ",+ * )
s ~
T (£)
TO
tanh y))
r(«t + s i o
'
A"
(h
tanh 7) m
am
j)
r (i)
'
•
_ ^ y tanh 7)w (
,
= arg z + arg (— i sinh 7), and the value of arg (— i sinh 7) which lies between — \tr and \ir is to be taken. where
arg (— | i/7ri tanh 7)
(i)
Fig. 19.
The values of
A A ,
1}
A.2}
...
are
A = $-ji coth*y, *• = ih ~ Mr coth* 7 + Aft coth4 %
(A =l, (3)
H
1
H
n) remains to express v w (z) and (z) in terms of v and to do this an intensive study of the curve on which
It
Sv n)
(z)
and #„
( -'
(*)
//(«)- //(7) is
necessary.
8'61.
The form of Debyes contours when
The equation (1
(v
)
where
(u, v)
the variables are complex.
of the curve introduced in the last section
is
— /8) cosh o cos y8 + (u — a.) sinh o sin fi — cosh u sin v + cosh a sin /8 = are current Cartesian coordinates and
Since the equation
is
unaltered by
<
/S
<
0,
it.
a change of sign in both u and
a,
we
which a ^ and since the equation is unaltered and it — # are written for v and #, we shall also at first suppose that 09^^7T, though many of the results which will be proved when y8 is an acute angle are still true when /9 is an obtuse angle.
shall first study the case in
when
it
—v
;
— THEORY OF BESSEL FUNCTIONS
264
For brevity, the expression on the d(u,v)
—
it
when
follows that,
the equation in
= sinh
o sin
be called
(u, v).
Since
,
u sin
v is given, d()>/du vanishes for only
v,
one value of
u,
and so
(u, v)
= 0,
and one of these
;
is infinite
whenever v
is
a multiple
7T.
When
7r,
we have*
<£(+ oo ,v) = — oo — (a, v) = cosh a {(v /3) cos /3 — sin v + sin /3} ^ 0, (- oo
,
=—
v)
and so one root of the equation
oo
,
,
in u, v)
<£ (u,
is less
By
than a and the other
is
<£
+ oo
= 0,
greater than
a.
both becoming equal when v =
/3.
considering the finite root of the equations (u, 0)
= 0,
seen that, in each case, this root
it is
to
p — sinn .
.
u,
has at most two real roots Of
left in (1) will
,
.
[CHAP. VIII
as v tends to
greater than of the curve
or to
the equation
ir is
+
ir
— 0, and
(u, v)
(u, it)
is less
=
= 0,
than
a,
so the larger root tends
for values of v just less
shewn by the continuous
therefore roughly as
than
or just
has a large negative root. The shape
Next consider the configuration when
v lies
between
lines in Fig. 20.
and
— ir.
TTi
\ )
^
J
— TTi y-2iri Fig. 20.
When
v
is
minimum
— /3,
d(j>(u,
v)/du vanishes at
2 cosh a sin at
u — — o. There
are
now two 1
is (I) *
u
= — a,
and hence (u,—@) has a
value 13
(1
— /Q cot y8 — a tanh a)
cases to consider according as
— yS cot j8 — o tanh a
positive or (II) negative.
Since
d (a,
u)/3t'=cosha(cos/3-coBv), and this has the same sign as v-/3,
minimum value zero
at v
= £.
4> (a,
r)
has a
FUNCTIONS OF LARGE ORDER
8-61]
The domains
of values of the complex 1
is
positive (in the strip
domains numbered responding domains
y=a
+
265
ift for
which
— >8 cot ft — a tanh a
0^#<7r)
numbered
are
1, 4,
5 in Fig. 21
;
in the
2, 3, 6a, 66, 7 a, 76 the expression is negative; the cor-
for the
complex
viz
— cosh (a 4- ift) have the same numbers
in Fig. 22.
TTl -1>
4
5
66
7b 1
5
6a
la 3
2
Fig. 22.
Fig. 21.
(I)
When 1 — ft cot ft — a tanh a is positive, (a, — ft) is essentially positive, = — ft. The only possibility therefore the curve after crossing the real axis goes off to — 00 as shewn by the
so that the curve never crosses the line v is
that
upper dotted curve in Fig.
20.
(II) When 1 — ft cot ft — a tanh a is negative, the equation (— a, v) = — and ft 27r, for has no real root between — cos v). o(— a, v)/dv = cosh a (cos Therefore has a (— a, v) single maximum at — #, and its value there is so (— negative, that and $ — 27r. a, v) is negative when v lies between
Also
(f>
(u,
/S—
so that the curve
2tt)
has a
(u, v)
maximum
=
at u
— a, and its value
does not cross v
the real axis, the curve must pass off to
00
= /S — 2
— in,
as
;
there
is
negative,
hence, after crossing
shewn by the dotted curve
on the right of Fig. 20. This completes the discussion of the part of the curve associated with S, m (z)
when a>0, O<0^$tt.
Next we have line v
to consider
what happens
to the curve after crossing the
= + ir.
Since
(a, v)
= cosh a {(v — (3) cos ft — sin v 4- sin ft},
and the expression on the right the line
u~a; (u,
is
positive
when
v
^ ft,
the curve never crosses
also
mr) = (u — a) sinh a sin ft + (mr
— ft) cosh a cos ft + cosh a sin ft,
;
THEORY OF BESSEL FUNCTIONS
266
and
this is positive
infinity
when u >
on the right must
When i.e.
when
a,
which go
so that the parts of the curve
as shewn
lie
[CHAP. VIII off to
in the north-east corner of Fig. 23.
- a tanh a + (ir - ft) cot ft > 0,
1
any of the domains numbered 1, 2 and 3 in Fig. 21, it is = 2v — ft, and so the curve after crossing ac + iri as shewn in Fig. 23 by a broken curve.
(a, ft) lies in
found that the curve does not cross v v
= 7r
passes off to
—
Fig. 23.
We now
have to consider what happens when
numbered 6a
1
and
^ (— a,
negative.
u
=—a
v)
has a
The
- a tanh a + (?r - ft) cot ft <
maximum
(— a,
the
first
at v
(2tt
positive,
= 2tt — ft, the value of (— a, 2ir — ft) being = tt, consequently remains on the right of
4tt
- ft),
of these intervals in which
(u,
;
= 2rr — ft.
+ ft,
(2Mtt
Then
domain
v) is increasing in the intervals
(/3,2rr-0), let
in the
curve, after crossing v
until it has got above v
Now
(a, ft) lies
In such circumstances
in Fig. 21.
2Mir +
2ir
— ft)
it
(4>Tr
+ ft,
6ir
- ft),
. .
.
becomes positive be
+ ft, 2Mtt +2-7T- ft).
has a
minimum
— — o, at which its value is t>= 2Mir + 2tt — ft; it must
at u
and so the curve cannot cross the line left, and consequently goes
therefore go off to infinity on the
to
-oo +(2M+l)iri; it
cannot go to infinity lower than
meet a horizontal
line in
this, for
more than two
then the complete curve would
points.
:
FUNCTIONS OF LARGE ORDER
8-61]
When
(a, ft) is in
267
6a, the curve consequently goes to infinity at
-oo +(2M+l)Tri, where
M
is
the smallest integer for which
1
— « tanh o +
{(M
+
1) tr
— /9}
cot
#
is positive.
We can now construct a
table of values of the end-points of the contours
and $„ (z), and thence we can express these integrals in terms of (z) and (z) when (o, fi) lies in the domains numbered 1, 2 and 6a in v v Fig. 21 and by suitable reflexions we obtain their values for the rest of the complete strip in which < yS < ir. The reader should observe that, so far as the domain 1 is concerned, it does not matter whether /S is acute or obtuse.
for &„ (1) (z)
H
{1
(2)
H
>
(i)
;
If
M
the smallest integer for which
is
l-o tanh a + is
positive
when
cot
£
is positive,
{(M
and
+
if
1)
N
ir
is
-
£} cot
fi
the smallest integer for which
l-o tanh o - (Nir + £) cot £ is
positive
when cot#
is
negative, the tables of values of
Sv
(z)
(1)
and Sv ®
(z)
are as follows
Regions
End-points
— 00
1,3,4 2,6a 5,
76
66 7a
oo
—
-oo,
3,
7a
From
2J„
+ (2M+l)iri
— oo + iri,
oo
— oo + ir»,
— oo —
+ 2»ri,
oo
6a
-ao
+
(2J/
— ao + »rt,
{
i
e-Mvniffv V)(ze-Mni)
1
#„<*>(*)
2J.(z)
iri
Zevwi
+ l)»ri, —
l
SyW (z)
oc
oo
(z)
2e-^iJ_ v z ) X»*iH e v ){ze-if*i)
End-points
4,66
76
2Niri, oo +- iri
cc
H„W(z)
oo
,
— oo —
Regions
1,2,5
+ 7Tl + iri - oo + 2m' OC
,
iri,
- oc
S„0>( 2 )
oc
2Niri
J_ v ( 2 )
eMvwi ffjM (zeMni)
e-Wvwi ffJP)
( ze
Nwi)
these tables asymptotic expansions of any fundamental system of
when v and z are both arbicomplex numbers, the real part of z being positive. The range of validity of the expansions can be extended to a somewhat wider range of values of arg z by means of the device used in § 8*42. solutions of Bessel's equation can be constructed
trarily large
THEORY OF BESSBL FUNCTIONS
268 The reader pass from
— oo
the region
1
will find it interesting to
and from - oc
prove that, in the critical case /3=£»r, the contours + ni to oo , so that the expansions appropriate to
are valid.
The
Note.
+ iri
to oc
[CHAP. VIII
between the formulae
differences
da and 66 and also for the and by "Watson, Proc. Royal
for the regions
regions 7a and 76 appear to have been overlooked by Debye, Soc. xcv. A, (1918), p. 91.
8*7.
Kapteyris inequality for
Jn (nz).
An
extension of Carlini's formula (§§811, 8'5) to Bessel coefficients in which the argument is complex has been effected by Kapteyn* who has shewn that, when z has any value, real or complex, for which z- — 1 is not
a real positive numberf, then w
exp{w\/(l--g2 )}
,g
\Jn(n*)\*
(1)
{l
+ V(l-* )} n a
2 This formula is less precise than Carlini's formula because the factor (2jrn)* (1 -s )* does not appear in the denominator on the right, but nevertheless the inequality is sufficiently powerful for the purposes for which it is required %.
To obtain the
inequality, consider the integral formula
r—
Jn {nz) = ^. in
which the contour
a
is
1
exp { \nz
(t
-
1/t)} dt,
J
w
circle of radius e
,
where u
is
a positive number to
be chosen subsequently. If
we
write
t
— eu+i8 we ,
— f exp
Jn (nz) Now,
if
get [n [\z
(eV« - e^e~ i9) -u-
id}] dO.
M be the maximum value of |
on the contour,
it is
exp {\z (eV*
- e- u e~
i0
)
-u- id]
\
clear that
\jn (n*)\*M:
But
if
z
- pe ia
,
where p
is
positive
\p
is
and
this attains its
w {e cos (a
maximum
its
value
is
is real,
then the real part of
- er -u-id u cos (a e~ + 0) $)} - u,
value
tan 6
and
and a u e-*)
\z (eu eu>
when
— — coth u tan a,
then s p V(sinh u
+
sin2 a)
- u.
Ann. Sci. de VEcole norm sup. (3) x. (1893), pp. 91—120. when z approaches the real axis it follows that the t Since both sides of (1) are continuous sign may be given to the inequality is still true when «* - 1 is positive: for such values of z, either radicals according to the way in which z approaches the cuts. *
X See Chapter xvii.
' '
FUNCTIONS OF LARGE ORDER
8-7J
Hence,
for all positive values of u,
|
We
269
Jn (npe
now choose u
im
)
j
v/(sinh 2
< exp [np
u
+ sin8 a) — nit]. may be
so that the expression on the right
by
possible in order to get the strongest inequality attainable
as small as
this
method.
The expression
+
2 p V(sinh u
has a
minimum, qua function
sin3 o)
when u
of u,
—u
chosen to be the positive root of
is
the equation* sinh u cosh u
u
\/(sinh 2
With
this choice of u it
2 V(l and,
by taking z
the ambiguity.
and
may be proved
—
s "8
)
to be real,
that
sinh u cosh u
•
1
p
sin* o)
-f
=±
— g2la ),
(cosh 2«
clear that the positive sign
it is
must be taken
in
Hence
- z*)) sinh u cosh
2 {1
+
\/(l
-z) _
V(l
u=
e2"
-
«*,
so
exp
z
log
T+
!
+
2 V(sinh a u
%
,
sin2 a)
g
s \~ V(l - z*) V(i-* )
I
e
3*
.
|
exp
- e**»
\/(l
-z) a
\
I
= 5V(l-z')-« sinh 2 m
+
sin2 a
w
sinh u cosh
= p \/(sinh 2 u + and
now
it is
sin 2 a)
— u,
clear that
rexpV(l-^) fcexp V( 1-^) |"y
Jn (nz) $
j
j
I
An
interesting consequence of this inequality
as both
j
z
'.
^
1
s exp
I
To
is
that
-v/(l
= pth,
sinh u cosh u
The previous
+ sin
2
a)
analysis shews at once that,
— z*)
[
|
gexp y'(l l+y/(l-Z>)
2 p \/(sinh a *
|
^
1 so
is satisfied,
and define u by the equation
V(sinh 2 w
then
Jn (nz)
long
— z')
construct the domain in which the last inequality
before z
;
and
This equation
is
+ sin
2
a)
_
1
"~
p
when
-
1'
— u = 0.
a quadratic in sinh 3 u with one positive root.
write as
THEORY OF BESSEL FUNCTIONS
270
[OHAP. VIII
It follows that
P*
As u
2u
=
sinh 2 m
increases from
a
sin*
'
T1997
to
creases from 1 to* 0-6627434....
— sinh u (u cosh u — sinh
...,
It
sin2 a increases from
then clear that
is
|
and on the boundary of an oval curve containing the
Fig. 24.
is
shewn
The domain
in Fig. 24
it
;
in
will
which
|
J*n (nz)
j
and p de-
to 1
* ex PV(l-^2) i
inside
u).
+ V(i-* ) a
origin.
$1
This curve
certainly does not exceed unity.
prove to be of considerable importance in the
theory of Kapteyn series (Chapter xvn).
When the order of the Bessel function is positive but not restricted to be an integer we take the contour of integration to be a circle of radius e* terminated by two rays inclined + it — arc tan (coth u tan a) to the real axis. If we take 1 = ev on these rays, we get 1
1
/""
, ,, „ T \W»)\
\amvir\
,
;
j^/l + [
i
r
s
2!L!^|
| I
w
I
cosh (u + v) — cos 2a cosh (v-u)
\/(sinh^ + sin^)
"1
- vV d, ° \
e xv{-v(v-u)}dv\
J u
)
and so |Jr(v*)|< \l
This value
+ is
\\
I
pex P V(l- g») )' 1 + ^(1 -*«) j
l/it
given by Plummer, Dynamical Astronomy (Cambridge, 1918), p. 47.
CHAPTER
IX
POLYNOMIALS ASSOCIATED WITH BESSEL FUNCTIONS 9*1.
The
of Neumanns polynomial
definition
The
object of this chapter
The
first
On (t).
is the discussion of certain polynomials which occur in various types of investigations connected with Bessel functions.
of these polynomials to appear in analysis occurs in
Neumann's *
investigation of the problem of expanding an arbitrary analytic function f(z) into a series of the form 2an n (z). The function n (t), which is now usually
J
called
Neumanns
expansion of
W
polynomial,
— z)
l/(t
defined as the coefficient of
t=z~ Jo (Z) °° (<) + 2Jl (2) ° - S n~0
From
is
en
Jn (z)
in the
as a series of Bessel coefficients f, so that
en
l
(<)
+ 2J* < 2 >
°* <*)+•••
Jn (z)On (t).
we
shall derive an explicit expression for the function, and it will then appear that the expansion (1) is valid whenever \z\< \t\. In order to obtain this expression, assume that z < t and, after expanding l/(t - z) in ascending powers of z, substitute Schlbmilch's series of Bessel coefficients (§ 27) for each power of z. this definition
j
\
j
j
This procedure gives
-— =- + t-z <
-
1 fr
Assuming *
°°
1
1
2 s=1
s
— 7*
** +1
„
T
for the
2
v
M
*=1 &
v
(,»i
(s
+ 2m).(s + m-l)l nl
=
r
j
-
1
moment that the repeated series is absolutely convergent*.
Theorie. der Bessel' sch en
Math,
(,\a.
m=0
lxvii. (1867), pp. 310
Function en (Leipzig, 1867), pp. 8
— 314.
derive the differential equation which will
—
15, 33 see also Journal fur assuming the expansion (1), is to be given subsequently (§ 9 12) and to solve it in
Neumann's procedure,
;
after
-
series.
t In anticipation of § 1611, we observe that the expansion of an arbitrary function by substituting for l/(t - z) in the formula
,=. f(z)r
1
224—225.
obtained
/(*+)/(«)«" (
si/
+ Cf. Pincherle's rather more general investigation, Rcndiconti R. pp.
is
1st.
Lomlardo,
(2)
xv. (1882!,
THEORY OF BESSEL FUNCTIONS
272
we is
a rearrangement by replacing
effect
a series of Bessel coefficients 1
1
»
r—- = 7c i *
*
r
S
««n«/»(')+
n=l
m=<\
(
«=0
V
1
n u\
n.(n-m-
— m!
•
f
o,(«)
r/x
1)1)
«/.(*) J
^"n.in-m-l)!
^"i,V ml(i«^
(3)
series
by the equations
n (<) are defined
Accordingly the functions /ox (2)
by n — 2m, and the rearranged
we thus get
;
3
x
,
s
[CHAP. IX
{n>l) -
-iyt
It is easy to see that
en
(4)
and the
O„(0*-^iT
:
|i
+
2(2n
_
2)
+ 2i4t(2n-2)(2M _ + ...|, 4)
any possibility of a denominator factor
series terminates before there is
being zero or negative.
We l/(*
have now to consider the permissibility of rearranging the repeated series for
A sufficient condition is
- 1).
that the series
2* % % (<+2m).(«+m-l)i * iTTTi J1 * TTi »»' *
«.i
should be convergent. (4),
t
i
U-o
To prove
that this
.
. \ , «+2»> \'/ If
*/ .
;
actually the case,
is
we observe
that,
by
§ 2' 11
we have
m=0
'MI
m=0
»M
I
(*+«»»—
1)!
+ <3(J|*|)« «-»{exp(i|*P)}/(2m)!
<(il*l)*e*P(il*l
2
)-
Hence s
_J1_
/
:
(«+2m).(« + m-l)l
,
,,
»
1
,
_
|«|«
„_,.,_,*
|«|eipQi«|») '
|«|(|*|-|*|)
The absolute convergence of the repeated series is therefore established under the hypothesis that \z\ < \t\. And so the expansion (1) is valid when \z\< \t\, and the coefficients of the Bessel functions in the expansion are defined by (2) and (3). It is also easy to establish the uniformity of the
pansion (1) throughout the regions
1 1
|
^ R,
convergence of the ex\z\^r, where R > r > 0.
ASSOCIATED POLYNOMIALS
9*1]
When
these inequalities are satisfied, the
^_
x
•
+ 2m).(« + m-l)!
(8
J
.lo^^lio
"»!
sum
273
of the moduli of the terms does not
( £/•)*
+2ro
*" (*
exp
Since the expression on the right is independent of convergence follows from the test of Weierstrass.
z
exp
(fr*) \
+ 2m)!
and
t,
8
(frr )
fl-r
J-
•
the uniformity of the
was called by Neumann a Bessel function of the second now used (cf. §§ 353, 3*54) to describe a certain solution of Bessel's equation, and so it has become obsolete as a description of Neumann's function. The function n (t) is a polynomial of degree n + 1 in 1/t, and it is. usually called Neumann's polynomial of order n.
The function
n (£)
kind*; but this term
is
Neumann's polynomial is reversed by writing n is even or odd, it is at
If the order of the terms in
\n — m
or \{n
— \) — m
m
for
in (2), according as
once found that /k\ (5)
+ m-
n.fjw
* *4
/*\
r\
1)1
Q'O-ijSt dn-m)!^^ w n* n (« -2 1 _ J. a
a
r=
(6)
n (t)
=
j JE o (1
8
s
) i
i
1
-4-
,
(
(n2 -
-2 )(w — 2
9
-4») '-
"
*~
)
+ ...
__ 1Jiara=s
(n odd)
_n n(n*-l») nfo - l')(w'-3») +.... + -p + ^ 3
, t
These results may be combined in the formula 1
'
The equations
By
(5), (6)
3
j ( t» ± w ) w
ran-|m + l).(|Om+1
'
and (7) were given by Neumann.
the methods of § 2*11,
easily proved that
it is
l«»O,(0k*.(n!).(*|*!>— ^xpCil*!^
(8)
enOn (t) = l.(n\).(lt)-»-*(l
(9)
where
From
+ j m) r <>8
w T (j n
nnW (t\-"4 mvt
(*7\
j
|
these formulae
whenever the
it
<;
[exp (£
|
2
*
)
(n>l)
- l]/(2« - 2).
|
follows that the series
lan (zjt)n
+ 0),
Sa n Jn (z)
n (t) is convergent
when z is outside the circle of convergence of the latter series. a n Jn (z) n (t) does not tend to zero as n -»- oo and so the former series does not converge. Again, it is easy to prove that, as n -*- oo series
is
absolutely convergent
;
and,
,
,
*«
*
By analogy
Jn <*)
n
(t)
^
{l
-
^
+
with the Legendre function of the second kind,
—
t-z
Cf.
=
Modern Analysis,
% 15*4.
=
r.
-=, n=o
(2n
+ l) Pn {z)Qn (t).
<«-)}
,
Qn (t), which
is
such that
^
THEORY OF BESSEL FUNCTIONS
274
[CHAP. IX
and hence it may be shewn* that the points on the circle of convergence at which either series converges^ are identical with the points on the circle at which the other series is convergent. It may also be proved that, if either
any domains of values of z and
series is uniformly convergent in
the other
t,
so also
is
series.
Since the series on the right of (1)
when
analytic functions
z J
|
(-)g.(p r -^ y
(10)
<
1 1
it
\,
a uniformly convergent series of
by
differentiation! that
dPjn (z) diQn (t)
+ g)!: = T y_ 2
(t-zf + * +1
is
follows
dV
dzP
w=0
'
where p, q are any positive integers (zero included).
may be
It
convenient to place on record the following expressions:
The first of these was stated by Schlafli, Math. Ann. in. (1871), p. 137, and proved by Gegenbauer, Wiener Sitzungsberichte, lxv. (2), (1872), pp. 33 35, but the other two were proved some years earlier by Neumann, Theorie der BesseFschen Functionen (Leipzig, 1867),
—
p. 21.
Since early proofs consisted merely of a verification, we shall not repeat
them, but give in their place an investigation by which the recurrence formulae are derived in a natural manner from the corresponding formulae for Bessel coefficients.
Taking
|
z
\
<
\
1
1,
observe that, by §
(t-z)l
€n
Jn (z)
n (t)
* It is sufficient to use the is
(1)
=1= 2
and
2 € M COS \niT
.
Jn (z),
theorems that,
if 2fr n is
convergent, so also
absolutely convergeut.
t This was pointed out by Pincherle, Bologna Meviorie, Cf.
§ 2-22 (7),
n=0
7i=0
Sbjri*
91
Modem
Analysis, § 5-33.
\i) in.
(1881
is
—
2&„/n,
and that then
2), p. 160.
ASSOCIATED POLYNOMIALS
9'11]
275
and hence
I
z
en
n=0
Jn (z)
=I
n (0
»=0
=X since tO (t)=l.
now we
If
the expression on the right,
2
en
»=0 If
we
Jn (z)
n (t)
en
Jn (z) {tOn (0 - cos' \ntr)
€„«/„ (z) {tOn (t)
- cos2 \ntr],
Jn (z)
use the recurrence formula for
to
modify
we get
=2
{Jn- X
(z)
+ Jn+1 (z)}
[tOn (t)
- cos
2
£mr}/n.
n=l
notice that
Jn+1 (z) {£On (0 — cos2 £ n7r }/n
tends to zero as n-*>oo,
it
on rearrangement that
is clear
Jo (z) {0
- tO, (t)} + J
(t)
- \t0, (t) + £}
(z) {20, (t)
x
= 0. + XJn (Z) \20n (t) - *!*L® - *2^> + ?^!l?5l 2 n+1 n—1 re — 1 j n =2 I
Now
zasa
regard
£ remains constant if the coefficients of do not vanish, the first term which does
variable, while
the Bessel functions on the
all
left
;
not vanish can be made to exceed the sum of all the others in absolute value, by taking \z\ sufficiently small. Hence all the coefficients vanish identically* and, from this result, formula (1) is obvious.
To prove
(2)
and
(3) observe that
/d \dt
and
so, \z\
being
less
than
t
2 By
€n
, j
j
Jn (Z)
n' (t)
-J
x
+2
left
(z)
we
(t)
en
Jn
'
= 0.
(jr)}
n=l
+ 0, (t)} + i Jn (M) {20 n
'
equating to zero the coefficient of
proof of *
(t)
On (t)
Jn (Z) {0 n+1 (0 - On-, («)},
to say,
J. CO {Oo' (0
On
n
- I \J^ (,) - Jn+1 n=l
is
(z)
find that
= - J„ (,) 0, (*) - 2 that
'
we have
rearranging the series on the
5 *nJn (Z) On' («) «=0
d\ _i
+ dz) t-z~
This
(1),
we
obtain (2) and
(t)
+
Jn (z)
n+l
(0 "
on the
n _, (0}
left,
= 0.
just as in the
(3).
the argument used to prove that,
a convergent power series vanishes identically, §3-73). Ttie argument is valid here because the various series of Bessel coefficients converge uniformly throughout a domain containing z = 0.
then
is
all its coefficients
vanish
(cf.
if
Modern Analysis,
THEORY OF BESSEL FUNCTIONS
276
By combining
(1)
and
(4)
ntOn^ (t) - (w2 -
(5)
ntOn+1 (t) - (n2 -.
If
^
be written
for
t
we
(2)
1
at once obtain the equivalent formulae
0„ it) = (n - l)tOn
1)
n (t)
)
[CHAP. IX
'
(t)
= - n + 1 ) tOn
'
(
{d/dt), these
+ n sin
2
\mr,
+ n sin 2 \mr.
(t)
formulae become
- 1) (^ + n + 1) n (0 = n \tOn-* (t) - sin %rnr}, (n + 1) (^ - n + 1 On (t) = - n {tO n+1 (t) - sin |wtt} 2
(n
(6) (7)
2
)
The Neumann polynomial
of negative integral order
.
was defined by Schlafli*
by the equation 0_„(<)
(8)
With values of
9'12.
definition the formulae
this
(1)
— (7)
are valid for
all
integral
n.
The
From the (*
= (-)n On (0.
differential equation^ satisfied by
n
recurrence formulae § 9*11 (6) and
+ n + 1) (* - n + 1)
n (t)
=
— Tit
(^
-j
+ n + 2)
= — t {tOn (t) — cos (%
+
l)2
that
(7), it is clear
-L;- (^ + n + 2 1) {- ntOn+1 (t) + n sin \nnr}
=-
and consequently O n (t)
(t).
2
n+ , (0
\n-jr)
+ n sin \mr 8
+ n sin
2
\nir
t
satisfies the differential equation
n (t)
+
(<
a
- n ) On (t) = t cos \mr + n 2
2
sin2 \nir.
It follows that the general solution of the differential equation
y = On (0 +
is
and so the only solution of is On (t). It is
(1)
sometimes convenient
which
r
is
1
^„(0,
expressible as a terminating series
to write (1) in the
form
where lere (w even)
(» odd) *
Math. Ann. in.
t
Neumann, Theorie der
livii. (1867), p. 314.
(1871), p. 138.
Bessel'schen Functionen (Leipzig, 1867), p. 13
;
Journal fur Math.
ASSOCIATED POLYNQMIALS
9' 12, 9*13]
Another method of constructing the 2
f and so
z?
+z
differential equation is to observe that
l +zj Jo 6-*4 {z) °» {t)= i
£«.»**<*> °« W={*2 ^+4z + Z
Now
1
=
277
i
2z*
z
(t-zf
(t-zf
00
00
2
t^J^ (z), z= 2
fin +
enw2,7n {z)
'
t^z t-z
(2« + 1)
1
°* (0
J2n +
l (z),
00
and hence
t
+ z = t2
2 en,gn
Jn (z).
(t)
n=0
Therefore
2jn Jn (z) £{<• ~ + 3t I + On
1
+ 1* - »*} On (t) - «V» («)] ^ 0.
equating to zero the coefficient of Jn (z) on the left-hand side of this identity, just we obtain at once the differential equation satisfied by On (t).
as in § 9*11,
9*13.
Neumann's contour
It has
been shewn by
integrals associated with
Neumann* Jc f
J
c
J m (z) On (z) dz =
f Jn (Z) On (Z) dz c
(3)
G
be any closed contour,
Om (z) On (z) dz = 0,
(1)
(2)
that, if
O n (z).
(m = n and
m±n)
(ma ± n>)
0,
= 27TlA;/€n
,
J
where k
is
the excess of the
the origin over the
The larity of
The grand
is
first
m
number
number
of positive circuits of the contour round
of negative circuits.
result is obvious from Cauchy's theorem, because the only singu-
(z)
n (z) is at the origin,
and the residue there
third result follows in a similar
manner
;
is zero.
the only pole of the inte-
a simple pole at the origin, and the residue at this point
To prove the second
result,
multiply the equations
V m Jm (Z) = 0, by zO n (z) and
Jm (z)
respectively, ./„
is l/ea .
V n [z0 n {Z)\ = *9n {Z) and subtract. If
U (z)
be written in place of
W iifO|
the result of subtracting assumes the form
*U' (z) + zll{z) + (m2 - w2 ) zJm (z) On (z) = z*g n (z) Jm (z), * Theorie der
BesseVschen Functionen (Leipzig, 1867), p. 19.
THEORY OF BESSEL FUNCTIONS
278
[CHAP. IX
and hence [z
U (z)] c + (m - «*) f Jm (z) O n {z)dz=\ 2
Jo
Jo
z*gn (z)
Jm (z) dz.
The integrated part vanishes because U(z) is one-valued, and the integral on the right vanishes because the integrand is analytic for all values of z and hence we deduce (2) when 2 ± n 2 ;
m
Two
corollaries, 1
(4)
due to /(o /«> +
The
first is
1
/"<-* + /
)
(1871), p. 138, are that
m (y) dy = Jn . m (x) + ( -)m Jn + m (#),
J* {x+y)
-•
m.
Math. Ann.
Schlafli,
)
/
(5)
.
Om {x+y) Jn (y) dy=Jm _ n (z) + (-)n Jm+n (*)•
obtained by applying
(2)
and
(3) to
the formula § 2*4
namely
(1),
00
Jn {*+y)=
2 /, +p (i)/.j(y), p— — 00
and the second follows by making an obvious change of
Neumanns
9*14. It
integral for
On (z).
was stated by Neumann* that
o, (.)
(i)
We
shall
J"
where o
is
^i+i:
now prove by induction the
On (z) =
(2)
+**+
= /; /•*>
UJo
variable.
-
^
+ *»
^du.
equivalent formula
exp ia [{t
+ V(l +
*
2
)}»
+ {t- V(l + * )} w] *~* dt,
any angle such that a + arg z < j
|
a
\ir
;
on writing
t
— u/z,
the truth
of (1) will then be manifest.
A
modification of equation (2)
is
roo+ta
0„ (z) = \\
(3)
w {e *
+ (-)»«""•} «-***• cosh ^0.
Jo
To prove
(2)
we observe that racexpia
/"ooexpia
O
(s)
=
e-*dt,
0,(z)=
and
so,
te-*dt;
Jo
Jo
by using the recurrence formula oo
911
§
(2), it follows
that
we may write
exp ia
0. <*)-["
Jo
gt n (t)e~ dt,
where (4)
„ +1
(0 -
2t n (t)
- <£„_, (0 = 0,
and (5) *
*!<«)
=
*.
Theorie der BtsseVtchen Functionen (Leipzig, 1867), p. 16; Journal filr Math, lxvii. (1867),
p. 312.
ASSOCIATED POLYNOMIALS
9*14]
The
solution of the difference equation (4)
where
The
A
and
B
n (t)
279
is
= A{t + V(* + l)} n + B {t - V(l + t*)} n 2
are independent of n, though they
A — B=\
conditions (5) shew, however, that
;
,
might be functions of t. and the formula (2) is
established.
This proof was given in a symbolic form by Sonine*, /<*> exp ia n
A
(0
*"*** dt>
who wrote
(D)
(1/z)
.
where we
D standing for (djdz).
completely different investigation of this result
whose analysis the form
is
based on the expansion of
§ 9*1 (1),
is due to Kapteynf, which we now write in
-±-=X €n Jn (S)O n (z). —
z
When
j
f
|
<
|
s
*=o
s
we have
, j
= IT\ 2 9 '">
2"
.
if
— oo (n=-<* V.n=
p
n
Jn (0\ e-»du, j
p be so chosen that
u
1
z It follows that
We shall now shew that the will
interchange of summation and integration
be sufficient to shew that, for any given values of ( and •W
f°°
n=N+\ can be made arbitrarily
3^-all
J
fu + J(u i 4-z )\ n
z
(such that |
is justifiable; it
(
|
<
|
z
|),
2
\
I
3
I
by taking
I
N sufficiently large J
;
now
\u±J{u*+z*)\^2(u + \z\), andso
{
Jn{0
\
r\^±^p^l\ J
e -u
du
^J^ fV(«+|,|)» z
2 |
I
\
1*1"
e
-«*
t
J
J LI
<|(C/*)"|exp{|«| + iim. *
Math. Ann.
xvi. (1880), p. 7.
For a similar symbolic investigation
t Ann. Sci. de VEcole norm. sup.
(3) x. (1893), p. 108.
X Cf. Bromwich, Theory of Infinite Series, § 176.
see § 6 "14 supra.
THEORY OF BESSEL FUNCTIONS
280 Therefore, since |
M
£
<
j
r-
I
.-l+i J.
j
|
•?
we have
|,
{u±JW+f^jn() (z)
£j
<
—
£
left
j
z
*
^
made
can be
j,
it is
n+
1.
\*
the integrand
^
*
.'0
9*15.
An
yjr
'
N sufficiently large
v
y)
tti
'
}
n
is
e
so defined,
(z),
expanded*
.
a polynomial in 1/z of degree
is
and integrated term by
in powers of z
n {z) with the formula § 9*1 (4).
Neumann's
— z)
is
integral.
due to Soninef; from
(§9'1) with the integral of is
Zn
and
A n be defined 1
f<°+>
ti)
Then
this general expansion,
§91 4 can be
derived without
as follows
(w) be an arbitrary function of is the function inverse to ty.
z» =
w;
and, if
(w)
yfr
= x,
let
w = ^ (®)>
by the equations%
** m
din
f°°
£k> ^«=/o
— CL
it
by taking
«" + Wj£- (* + **• ^ du
Sonine's general theorem
difficulty.
Let
extremely interesting and suggestive investigation of a general type
Neumann's formula
Let
+
Sonine's investigation of
of expansion of l/(a
so that
|
Z
easy to reconcile this definition of
it is
+*
by the equation
easy to see that
When term,
{!«!
{w+^+f!)}» e~"rfu _
/„(f)
w = - ee
0„ (,) = j" and
«*P
we have
= 2
n (2;) is defined
I
\»*\{\'\-\i\r-
arbitrarily small
= 2en Jn (00n (z) where
If™
.
|
*=
I
and the expression on the when z and ( are fixed.
Hence, when
z
[CHAP. IX
—Z
= £ Zn A n
*-"*{*(*)}"<**•
,
n =-a>
being assumed that the series on the right is convergent.
Suppose that curve
for
C surrounding
* Cf.
any given positive value of x, z, and
the origin and the point
Hobson, Plane Trigonometry
J This ii.
is
connected with Laplace's transformation.
(Analysis) (1916), pp.
w > (x) w < ^ (x) \
|
\
\
-fa
|
on a closed
|
on a closed
\
(1918), § 264.
t Mathematical Collection (Moscow), v (1870), pp. 323 modified slightly, but the symbols ^ and ^ are his. Wist.
\
781—784.
— 382.
Sonine's notation has been
See Burkhardt, Encyclopadie der Math.
ASSOCIATED POLYNOMIALS
9-15, 9*16]
curve
c
281
surrounding the origin but not enclosing the point
—
oo
1
+ 2iriJ
\Jc
2iriJ
J
°°
e (z
f
gg»(w)-«»—
Jc
dwdx
w-^{x)
I
gZ^(W>)— a*
1
=
y%n
r
/*oo
-
•
Then
z.
—-" x
dx =
l/(o
-
z),
Jo
B(z)
provided that
and the
;
result
established
is
if it is
assumed
that the various transformations are permissible.
In order to obtain Neumann's expansion, take y}r
(w)
=
-
\ (w
vf (x)
l/w),
= x ± V(« + 2
1)»
and then Z
«
n=— oo
= i KJ»(*){4 n + (-)»A_n
}.
»=
Since
4 n + (-)» ^4_ n = ( V'* [> ± Jo
we
at once obtain Sonine notes
{jp.
Neumann's
vV + l)} n + (-)n {* ± V(«* + 1)}" W
] <*#,
integral.
328) that
Jn (z)~(hj) n ln\, *nOn (a)~n\($a)-*, and in the later part of his a\ of the expansion so that lfta-z) converges when J z memoir he giyes further applications of his general expansion.
<
\
9*16.
The
The generating function of On series
2
(-^n^On (*),
;
\
(z).
which
is
a generating function associated with
Kapteyn* however, has
does not converge for any value of t except zero. series after the method of Borel, in the following manner