Coupled 2nd order diff eq's (Bessel functions?)

In summary, the two equations are coupled diff equations for two unknowns, U_1 (r) and U_2 (r). The equations seem to require zeroth-order Bessel or modified Bessel functions to solve.
  • #1
julian
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I have derived these pair of coupled diff equations for [itex]U_1 (r)[/itex] and [itex]U_2 (r)[/itex]:

[itex]r^2 \dfrac{d^2 U_1 (r)}{dr^2} + r \dfrac{d U_1 (r)}{dr} + r^2 U_2(r) = 0[/itex]

and [itex]r^2 \dfrac{d^2 U_2 (r)}{dr^2} + r \dfrac{d U_2 (r)}{dr} - r^2 U_1(r) = 0[/itex]

Or written in matrix form

[itex](r^2 \dfrac{d^2}{dr^2} + r \dfrac{d}{dr}) \begin{pmatrix} U_1(r) \\ U_2(r) \end{pmatrix} + r^2 \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix} \begin{pmatrix} U_1(r) \\ U_2(r) \end{pmatrix} = 0[/itex]I've tried a couple of things to try to solve them but didn't work. Any tips appreciated! Probably going to involve zeroth-order Bessel / modified Bessel functions? Thanks.
 
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  • #2
julian said:
I have derived these pair of coupled diff equations for [itex]U_1 (r)[/itex] and [itex]U_2 (r)[/itex]:

[itex]r^2 \dfrac{d^2 U_1 (r)}{dr^2} + r \dfrac{d U_1 (r)}{dr} + r^2 U_2(r) = 0[/itex]

and


[itex]r^2 \dfrac{d^2 U_2 (r)}{dr^2} + r \dfrac{d U_2 (r)}{dr} - r^2 U_1(r) = 0[/itex]

Or written in matrix form

[itex](r^2 \dfrac{d^2}{dr^2} + r \dfrac{d}{dr}) \begin{pmatrix} U_1(r) \\ U_2(r) \end{pmatrix} + r^2 \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix} \begin{pmatrix} U_1(r) \\ U_2(r) \end{pmatrix} = 0[/itex]


I've tried a couple of things to try to solve them but didn't work. Any tips appreciated! Probably going to involve zeroth-order Bessel / modified Bessel functions? Thanks.

If you set [itex]z = U_1 + iU_2[/itex] then you get
[tex]
r^2 z'' + rz' - ir^2z = 0
[/tex]
and if you then set [itex]s = e^{i\pi/4} r[/itex] you obtain
[tex]
s^2 z'' + sz' - s^2z = 0
[/tex]
whose solutions are the modified bessel functions [itex]I_0(s)[/itex] and [itex]K_0(s)[/itex].
 
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  • #3
pasmith said:
If you set [itex]z = U_1 + iU_2[/itex] then you get
[tex]
r^2 z'' + rz' - ir^2z = 0
[/tex]
and if you then set [itex]s = e^{i\pi/4} r[/itex] you obtain
[tex]
s^2 z'' + sz' - s^2z = 0
[/tex]
whose solutions are the modified bessel functions [itex]I_0(s)[/itex] and [itex]K_0(s)[/itex].

Thanks, the general solution of [tex]r^2 z'' + rz' - ir^2z = 0[/tex] is

[itex]z (r) = C I_0 (\sqrt{i}r) + D K_0 (\sqrt{i}r)[/itex]

Noting [itex]I_0 (x) = J_0 (ix)[/itex] we have [itex]I_0 (\sqrt{i}r) = J_0 (i^{3/2}r)[/itex] and so the general solution is

[itex]z (r) = C J_0 (i^{3/2}r) + D K_0 (\sqrt{i}r)[/itex].

The real and imaginary parts of [itex]J_0 (i^{3/2}r)[/itex] and [itex]K_0 (\sqrt{i}r)[/itex] are the Kelvin functions apparently. Just need to learn a bit about them and apply my boundary conditions...thanks for your help.
 
Last edited:

What is a coupled 2nd order differential equation?

A coupled 2nd order differential equation is a type of differential equation where the dependent variable is a function of two independent variables, and the equation involves the second derivative of the dependent variable. These types of equations commonly arise in physics and engineering problems.

What are Bessel functions?

Bessel functions are a family of special functions that often arise in problems involving cylindrical or spherical symmetry. They are named after the mathematician Friedrich Bessel and are widely used in physics, engineering, and applied mathematics.

How are Bessel functions related to coupled 2nd order differential equations?

Bessel functions often appear as solutions to coupled 2nd order differential equations, particularly in problems involving cylindrical or spherical symmetry. They have a wide range of applications in fields such as electromagnetics, heat transfer, and fluid dynamics.

What are the properties of Bessel functions?

Bessel functions have many important properties, including orthogonality, recursion relations, and various integral representations. They also have special values at certain points, such as the origin and infinity, and exhibit different behaviors for different values of the order parameter.

How do you solve coupled 2nd order differential equations involving Bessel functions?

There are various methods for solving coupled 2nd order differential equations involving Bessel functions, depending on the specific problem and boundary conditions. These may include separation of variables, power series solutions, and integral transforms. Advanced techniques such as asymptotic analysis and numerical methods may also be used.

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