Exercise. ‘Gamma and Beta functions 1. Compute (=) 28 a © Senge ory Ans. @30 3 OA 2. Evaluate (a) f° /yedy (b) [2° 3~ ©. aaa Ans Fw) ES OVE 3. Evaluate (a) fy x4l—ay'de (b) fo ee ff y\Va®=¥ dy. Ans. (@) sky (b) 2 (ea 4. Evaluate (a) fo"sin'd@ (fp cos d0 ©) fi sin*@-cos°@ do. Ans, (a) 1=4 fe sin®oae = 3525 = 3S OS Oats 5. Show that 2 2E— wax = 26% 6, Find fi! Veot 0 a. Ans, 30 (3) 0 (j) = v2 7. Show that {i (Viand + S268) 46 = refra+ sal. 8, Prove that fy x*[in(!)]' dx = gf 9, show tat [fy 201 = xa] x [Ma+x5 tax] = 3 10, Prove that [j,% sine] | /.sin 40] 1. Show that sin? @ cos? @ dé = 3h 12, Evaluate (2 x*(a" — xa 13, Prove ia ff "nade = ait isa positive integer and m > “I 14, Prove that fy £4; = Hint: Puts = Vian’ wheren 15. Show thatthe aren ur the normal curve y= chy € 2? and x axis is unity 16, Show that 22:2) = eset) Betta) 11, Prove hat om) = ff age Hint: Use symmetry propery off function 18, fx 30 —edx. Ans. 2/7. 19. Show that fx — b)"-Ma—xy!dx = (a — by". Bm, n) Hint: Put x 20. Prove that fo" e*'dx = 11 (4). 21. Evaluate (o° dx. rae Ans. pt 2. Showa fpr = Alva) Hint: From (5) 6(p.4) = Jo° op fo + fe°- Put y = in 2nd integral. 23. Show that /1, [#2 2A. Bvaluate fo° S8=sedr, Ans. 0 25, Prove that {Se x"-ldy = 802 where and 7 are positive. 11.3. BESSEL'S FUNCTIONS ‘The boundary value problems (such as the one- dimensional heat equation) with cylindrical sym- retry (independent of 8) reduces (o two ordinary differential equations by the separation of variables technique. One of them isthe most important dif ferential equation known as Bessel's"diferential equation ph S4xf p62 pyno xy" bay! +0? — py =0 w Here p, which is a given constant (not necessarily an integer) is known as the order of the Bessel's equation, * Frisch Wilhelm Bessel (1784-1846) Gorman mathematiBesset’s Functions (Cylindrical functions) Bessel's functions (Cylindrical functions) are series solution of the Bessel's differential Equation (1) ob- tained by Frobenius method. ‘Assume that p is real and non-negative, Assume the series solution of (1) as = Law me) a ‘Todetermine the unknown coeficients ay and power (exponent) r,substitte (2) in (1), we get Set om te Det + Sen Das a = [Now equate the sum of the coefficients of x" to zero, For s =0 and s = 1, the contribution comes from first, second and fourth series (not from third series because it starts with x72), For #2, all the four terms contribute. Thus sum of the coeffi- cientsof powers ofr,r + Lands +r arerespectively ‘given by rr — Day + ra0~ pea =0 (r+ Dray + (6+ Yar ~ par =0 GENO HEA Day + (64a, 04-2 —Pa=0 =23-) 6 Solving (4), we get the indicial equation 4M p= o Solutions of (7) are 7) = p= 0) and r = @ G=) 6 Pp (Hrs DMs +r— pes ta-2=0 ‘Substituting r S6042pha + as-a= this becomes ® ‘Since a; = Oand p > 0, then a3 = 0. Thus from (8) it follows that as=0, as=0, a7 =0ate i.e, all coefficients with odd subscripts are zero. Rewriting (8) with s = 2m, we have ImC2m + 2p + 09-2 = 0 Solving 1 Bint +p) Om Ths pe H+ P) E2at pH) Flp+ ip yD In generat 6 crap “on Sam mil + Dip + 2)---(p +m) m=1,2, ® ‘dy which is arbitrary may be taken as L % BTps) eee see tnt ee a Fory Pips Dip +) zs Por tD since F(a + 1) = aa). Similarly, a Ha) eli hie na MET. FEO EDP ED 1 Br Ire Ingeneral oy oe = ep form = 1,2... Temp tm ‘(p+m+1) 09) By substituting these coefficient rom (10) in (2) and observing that a; = ay = 5 = + = 0, a particular solution of the Bessel's Equation (1) is oblained as ay Soda? Ye(11) is known as the Bessel’s function of the first kind of order p, which converges for all x (by ratio. (est). Case 2: Forr = —p 2 By replacing p by —p in (11), we get a second linearly independent solution of (1) as = ees 1a eee Hence the general solution of Bessel’s Equation (1) forall x # 0is yO) = Fp) Heap) «a3) provided p is not an imeger. Linear Dependence of Bessel’s Functions: In ANd Jan ‘Assume that p =n where mis an integer. ‘Then from (11), we get we have Por-tm-+ 1) = eye a) a + mlm + a)! - Prove that J,(x) and Jy(«) are lin- early dependent because Dn) Janta) form =1,2,3, Proof: Replacing p by —m in (11), we get Senne io Latte 09 When m—n+1 <0 orm <(n—1), the gamma function of zero or negative integers is infinite Therefore form = Oton — 1, the coefficients in (15) become zero. So m starts at n. Thus Sn I= Ba since Pom ~ n+ 1) =(m ~n)! Put m — n= then s varies from 0 to 90. 2 eeaeinnn ee SIG tm Foals) I Ilo 16) Generating Function Generating function of a sequence of functions fala)is. Gta.a)= Yo faler-w? which generates. fy() cients of powers of u. + nlx) appear as coefii- ‘Theorem: Prove that the generating function for Bessel’s functions of integral order is bt) an Proof: Ife!) is the generating function of Bessel function then the coefficients of different powers of rin the expansion of (17) ae the Bessels functions of different integral orders. Consider EOE cet Expanding in series, we get a eeerceetceea Case 1: n= ‘The coefficient of = 1 in the expansion (18) is +(3) @- 5) = We. ayCase 2: Positive powers of ‘The coefficient ofr in the above expansion (18) is n@) an oe avai (2) Sym pxyrtan mer an GG) oh. en Case 3: Negative powers of ts" ‘The coefficient of " in the expansion (18) is (UF ye py Catt eye Sr GY +G) een G) gh ee a) wml cap jayetin ” Dita r (@) -Iha) =I) ‘Tous from (19), (20) and (21), we have ADS pone. Equation Reducible to Bessel’s Equation ‘The differential equation eee att Ayo 2 hee 1 enmces s bored Hol differential equation of order pin 1, e. ee +2 - py =0 oe where = hx (so f = 2, 2 For p non-integral, the general solution of Equa- tion (23) is = erdel) + e2F-al ‘Thus the general solution of Equation (22) i ye) = er) + ead) ‘when p is non-integeal Orthogonality of Bessel’s Functions Prove that ites [vsenntinas=[":,, lo E22 laa), ita=p where a and f are roots of Jq(ax) = 0. Proof: Let u = Je(ax) and v = J(Bx) respee- tively be the solutions of the equations —w=0 dy and Putts + GP2—n=0 — @) Multiplying (1) by 2 and (2) by # and subtracting ul paul (2? xW"v — wv") + (lv — uv!) + (0? — Bau = 0 a 2 92) «Efe jetta @) Integrating both sides of 3) from x = Oto a 08) ["suvds= [xv] weletone vows] (9 where ' denotes differentiation wart, x. aid ‘i Now Gene Fhe) =ahlas) dod ‘ Similarly, 0 = = FLO = AKG) — 6 ‘Substituting wand v’ from (5) and (6) in (4), we get [fssennpos [steers ttar—A ncaa] > Case 1: Suppose e and fi are two distinet roots of Infax) = O then J,(ace) = Jy(ap)) = ‘Thus fora # B [os neonniandr= ® (8) isknownas the orthogonality relation for Bessel's functions Case 2: Suppose fi =a; then RLS. of (4) is $ form, Assuming @ as a root of J_(ax) = 0, evaluateRULS. of (4) as B > Since J,(ac Now applying L’Hospial’s rule (differentiating want, B.weeet 2 sa a 0] £ [ae] In the recurrence relation IV on Page 11.14 Son Fe) — 109 (aa) ~ J,(a2). Put x = aa, then J,,1(aa) = 2. Since a is a root, Jy(aa) = 0. Then Jilace) -+i(ea) Thus fora # f, = [sia] [Pvdcornipnvte = is [Ace r ‘Note: Putx = aw in the recunence relation VL on Page 11.14 Inula) + Jn) = 2 yc. Since Jy(aa) = 0, Jy-s(aa) = ~Jys la "Thus a [= sansipens = $ [a-stao] fo Recurrence Relations (or identities) for Bessel’s Functions. ‘Valid for any p, Prove that L {74,00} PJps(t) Proof: From (Il) Ryman We)= Yo oartr mina PED se ial ifr] -# [Sateen } “£5 m+ 2pye2mt2et 2 2 mil + PIC FP) a = Curent) Pn P—Dm Pomp DED, =x pals) sr 5,00)} =2 Pp. Proofs Multiplying (11) by x-? and differentiating feferto] = a d pee a\ Leeann Fit ae ae 2 Tinto miro + p41) O, the first term in R.HLS. is zero. te (=m +p ED since for m Lm Puts =m = orm = 5+ 1 then ~2°P Iyer). mm. a{en] = pale) — oF AFp(2) = Jp 0x) — pIplx) Proof: From recurrence relation (I) a PIpailt)Performing the differentiation in the L-H.S., of PL Iy(x) m= x? (x) 2 fos ae aey mt Keo 2H) = pe) or Hyexy = dpa) — Paps) WV. Jp(z) = £dp68) = Jpsal) Proof: From recurrence relation (11) # {er00} Performing the differentiation in the L.H. a PUpei(a) a ae 2 Eig) pet gla) =F Ips) o Iy(0) ~ Bgl) = ~Spt@) or Tyo = 2a) = Jpeite) ¥. Jpls) = 4{Jp-10) = Jpa(o)} is obtained by ding recurrence relations (1) and (IV) . Jp-alt) + Jpyi(x) = 22 I(x) is ob subtracting (IV) from (ID. sd by Elementary Bessel's Functions BBessel's functions Jp of orders p=}, 3,25, tae clemeatry uc tan be expressed in eat of ie and cornea and powers of = Rewitts Jy(0)= /Z-snx Proof: With p = }, (11) reduces to - nord (0 x PT mit wed) 1m ~ Nem — 3) par Sve Also 22m 1 2412 a S22 mm — oD S241 OmyQm ~ 2-042. Thus Paar (wt -[>" 2mm —2)-4 a] [ent nam — nose] om ve =Qm+ Dive Then (opment ngs Jyee V3 enn Om De ES Caer Nae 26 Gm = JE sins 1 Result 2: In the recurrence relation I, put p = 3 then Eee] =ver yoo SfalE moving z cosx = YEd_4(8) Similarly with p=, we get from recurrence relation VI. Result J_yQ)+ 130) = 100) tyesUsing result (1) and (2) for Jy and J_, we get s0=]Z (B* co) ‘Similarly with Result 4: Integrals of Bessol’s Functions Integrating the recurrence relation ] Eferaso] =P). wee [tipscnds = xPapoo+e o For p fowndcnaaere — @ Integrating the recurrence relation Err} [Pontes BoP y@+e GB) Pps), weget Fep=0 f 5e)dr=—nie) +e ® In general [x"Jq(x)ds for m and m integers with m +n > O'can be integrated by pars completly if 1m +m is odd, But when m +n is even, the integral ‘dependson the residual integral J Jo(x)d which has been tabulated. spce 121~ Hf ty] dpe) = [trues ~ f tosscods on J Syntrax f Ip-veds ~ 24960 Bessel's Function of Second Kind of Order nor Neumann Function When m is integral, Jy(x) and Jg(x) are lin- early dependent and do not constitute the solution. Let y = u(x) Je(2) be a solution of (1). Substituting in (i), Sw dy + uy + dg) + sd 0g) 402-1), =0 on uber gee =n} Pu 42<4W' J, +20! Jy = 0 ‘Since Jp is a solution of (1), the first term is zero. Dividing throughout by x71’ J,, we get eae w poylio mig Incegrating In(u’J2-x)=In B or xu’ J? = Thus Integrating, Hence y = AJ,(x) + BY,(X) isthe complete solu- tion of (1) where a oof aa q(x) is known as Bessel’s function of second kind of order n or Neumann function. Yq) = Workeo Our ExampLes Example 1: Find Jo(x) and Ji(x). Solution: Put n = OiaForn=1, ‘Substituting (7) and (2) in (4), cyrem 48 Hw= py a=([% Substituting (8), and (3) in (5) om hO= [: 2 ee (8-2 -i)a+(2-2)a © -aa@)+ 3a (2) Substitusing (9) and (8) in (6), we get Example 2: Show that J,(x) is an even function 10/384 72 B12 Cris es ee ee eal Solution: Suppose n is even. a8 4 G-$)9-(-2)s sas) (88-282) Form even (—1)" = 1 and (—1)" =1 ne +(f 1-28) aa elitr) ‘: BRE mln bn! = mnie Example 4: Express J(x) in terms of sine and ‘Thus J4() isan even function. eiaetaeieas : Suppose ms ed Then 17" ers Solution: Put = § in the recurrence relation al) = 2 a Inf2)- 12) = Jabs) —Jnate) 0 “Thus Jq(+) is an odd function. ‘ Example 3: Express Js(x) in terms of Jo(x) and. 4S- 4O a a eo Put n= } in (1) then Soluion: Rewriting the recurrence relation (VD) ‘ os 4y0)= 2h) 409 ® Ini) = Pt) — Ina) o ee si Put n= 1,2,3,4,5 in (1), we get (suppressing the ee argument «) 1y0= Lye y60 @ sme nay Z sins. yore coe ® sora? ( ™ osx) “ (6) Substituting (4) and Jy (x) in (3) Lee (@ -o)]|- {Zuas o u)Substituting (5) and (4) in (2), we get sos — Sons] Example: Show that J/( -heey Solution: Put n = 1 in the recurrence relation II Sis) = Ia-us) ~ "Sys) a ‘Then Sica) = Jac — 2 @ Differentiating (2) wars, ‘x” HE= K+ ph Lie) —@) Putm = 0, in (1) then Jie) = Late) —0 ® But Jabs) = (Dal) Sowith n= +H1,4-40)=—H@) © ‘Substituting (5) in (4), His) = F109 = Put (6) and (2) in (3), we get 3 {4-22} Si) © a 1 A004 pA Putin = 1 in recumence relation (WD) Jann) = Ey60)— Jal) 2 Then i= 2n@)-He) —®) o Joi) =246)— Ae) o Using (9) eliminate J from (7) then 1 = hey ier! [2a nen) 22 He Jia) + Lie. Example 6: Prove that a tf p Z {209} = Za Buco] Solution: £.[130)] = 2+ IDO. ‘Using recurrence relation (V) eat hed= 5 } ta 1 SUF =2-t- [3 (lear —dna)] From ecurenc elation VI Jala) F [10+ mts] Pato} a Fifa + snvo] x [2-109 = smote] Efe Baw} Example 7: Show that 2 49 = (1-5) 09+ 290 Solution: In recurrence relation Jul) = Inne)" Inla) i 2 Pun=2, Hey = Jn ~ 2140) ® Since Ji) 4 Jnoata) = form = 1, ta) + (a) = 2 ® ‘Substituting Jp from (2) in (1) 4 Kee ( - 4) Ay + 200 Example 8: Evaluate [ Js(x)de. Solution: J treats = f tp sconds —21960), Putting n = 4 inwees Josour= foue-2u0) 0) ania faerie fies a As ew at J n000= =A +6 ° Substituting (2) and (3) in (1) [ seote=[ Example 9: “Evaluate f r°J\(x)de Ju) +e] -24560 = 2440 Solution: Put p =2in [orrpsoteastyioe rm [Painen tate But 10) = [200 400] / PyG)dx = = 2h) = AH) +6. 2 [Bars Example 10: Evaluate /.x°Gx)dx. Solurion: Integrating by parts (suppressing argu ment x) [onic [eae = [-x tan sts Sul nes ene Now ftads= [Pte 'sdr= Asn = foetuses aon 43 f sna / side [+0 fm] [ Punar= ener +s{ = 2409 +3 [-ss000+ fo] = 2G) — 5x43) ~ 15st) sis f soos Substituting Note: f Jo(xsdx can notbe integrated butts values are tabulated. ExeRise 1, Show that a. J5(x) b Eh) 2. press J, Jp in terms of sin and cos Ans, y= [2 (ME —coss); Jy = (sins +24) ot 3. Express Js, J_¢ in terms of sin and cos Jilin (Joos 4, Express J4(x) in terms of Jp and J), Ans. to= ($-#).409- (4-1) 400) ‘5. Express Js(x) in terms of Jp and J). Ans. Js= (8-3 -1)AG)+ (2-3) 4@ 6. Prove that J? Mea ~ 2h + Ingale 7. Show that $.(sJy- Joy} = xd? — Jia)8, Prove that J’ = $[Js — Jo} 9, Show that #-[J24J2.,J=2[243 8/2, ] 10, Prove that Jy"=[y-3—3e-1+3Jus1—Jess LL, Show that 248 (4) = J2(2) = Jo(w). 12, Evaluate f(s). Ans. 24, 2h bet f Jolayde 13. Evaluate: f° y(x)de BAG) = 2 HG) +e 14, Evaluate: fx4 0d xr? — xO) +0 — 15. Establish the Jacobi series: 16x)i(x) a, cos(x cos 8) = Jy — 2/208 20 + 2Jycos48 — += b, sins cos @) = 2[J; cos @ — Js cos 38 + Jycos 58 — +++]. want: ef) = 4+ (¢-1).+ (2-4) Jot (0 = 4) Jy+-+- obtained from gener- ating fanetion using 14(x) t= cos@ +isind, | = cosd 17 + = 2008 p0, 1? — 4 = 2isin 90,1 — | = 21 sin? Equate real and imaginary parts Replace ¢ by #6. 11.4. DIFFERENTIAL EQUATIONS REDUCIBLE TO BESSEL’S EQUATION ‘Various differential equations which are not Bessel’s equations can be reduced to Bessel's equation by changing the dependent or and independent variable. ‘The differential equation wy" +x(a+2bx? y+ [e+dx™4 +b(a+ p— 1x? + BN © ccan be transformed to Bessel’s equation in the new variables X and Y where ue socom ya = ( ‘Then the general solution of (1) is given by He Pa hOst)+eanQe] Q) yon Here We assume that d#0, p#0, q#0 and (1 =a") > 4c. Alsoifd < 0,replace J, and ¥, by hy ‘and k, respectively. When v is not an integer, replace ¥, and k, by J, and J» respectively. Corollary: The general solution of xy! tray +a! tbr yy =0 4) ena") + aN Qs © © we assume that 2 —r +s 4 O and (1 ~r)? > 4b.1f 4 <0, replace J, and yy by 4, and k, respectively. Workeo Out ExampLes Reduce the given differential equation tothe Bessel’s equation and solve. 4n2—1 ae)” Rewriting the given DE. asamits 9s (2- Solution: ‘Comparing this with D.E. (1), we have 0, b=0, c= HED, get, from relations (3), ‘Then the general solution of the given D.E. is yO) = x1? [| Jagex) + e2¥>4(€)] Example 2: y"+2y'+(x?+1-3)y=0.