What are Bessel Functions and how can they help solve differential equations?

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SUMMARY

Bessel functions, specifically the Bessel function of the first kind \( J_{\nu}(x) \) and the second kind \( Y_n(x) \), are essential for solving differential equations of the form \( x^2 y'' + x y' + (x^2 - \nu^2) y = 0 \). The general solution incorporates these functions, with modified Bessel functions \( I_{\nu}(x) \) and \( K_{\nu}(x) \) applicable for certain conditions. The discussion emphasizes the utility of Bessel functions in solving complex differential equations, particularly when initial conditions are involved.

PREREQUISITES
  • Understanding of differential equations, specifically second-order linear equations.
  • Familiarity with Bessel functions and their properties.
  • Knowledge of series expansions and convergence.
  • Basic grasp of mathematical notation and functions.
NEXT STEPS
  • Study the derivation and properties of Bessel functions of the first and second kind.
  • Learn about modified Bessel functions \( I_{\nu}(x) \) and \( K_{\nu}(x) \) and their applications.
  • Explore numerical methods for solving differential equations involving Bessel functions.
  • Investigate the use of Bessel functions in physical applications, such as wave propagation and heat conduction.
USEFUL FOR

Mathematicians, physicists, engineers, and students studying differential equations and mathematical modeling will benefit from this discussion on Bessel functions and their applications in solving complex equations.

Ackbach
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This is a helpful document I got from one of my DE's teachers in graduate school, and I've toted it around with me. I will type it up here, as well as attach a pdf you can download.

Bessel Functions​

$$J_{\nu}(x)=\sum_{m=0}^{\infty}\frac{(-1)^{m}x^{\nu+2m}}{2^{\nu+2m} \, m! \,\Gamma(\nu+m+1)}$$
is a Bessel function of the first kind of order $\nu$. The general solution of $x^2 \, y''+x \, y'+(x^2-\nu^2) \, y=0$ is $y=c_1 \, J_{\nu}(x)+c_2 \, J_{-\nu}(x)$. If $\nu=n$ is an integer, the general solution is $y=c_1 \, J_n(x)+c_2 \, Y_n(x)$ where $Y_n(x)$ is the Bessel function of the second kind of order $n$. Here, $Y_n(x)$ equals $\frac{2}{\pi} \, \ln\left(\frac{x}{s}\right)$ plus a power series.

The solutions of $x^2 \, y''+x \, y'+(-x^2-\nu^2) \, y=0$ are expressible in terms of modified Bessel functions of the first/second kind of order $\nu$, namely $I_{\nu}(x)$ and $K_{\nu}(x)$.

The graphs:

View attachment 4758
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View attachment 4753

You can use these graphs sometimes to work out initial conditions, particularly if any of them are zero.

Equations Solvable in Terms of Bessel Functions​

If $(1-a)^2\ge 4c$ and if neither $d$, $p$ nor $q$ is zero, then, except in the obvious special case when it reduces to the Cauchy-Euler equation $(x^2 y''+axy'+cy=0)$, the differential equation
$$x^2y''+x(a+2bx^p)y'+[c+dx^{2q}+b(a+p-1)x^p+b^2x^{2p}]y=0$$
has as general solution
$$y=x^{\alpha} \, e^{-\beta x^p} [C_1 \, J_{\nu}(\varepsilon x^q)+C_2 Y_{\nu}(\varepsilon x^q)]$$
where
$$\alpha=\frac{1-a}{2}, \qquad \beta=\frac{b}{p},\qquad \varepsilon=\frac{\sqrt{|d|}}{q},\qquad \nu=
\frac{\sqrt{(1-a)^2-4c}}{2q}.$$
If $d<0$, then $J_{\nu}$ and $Y_{\nu}$ are to be replaced by $I_{\nu}$ and $K_{\nu}$, respectively. If $\nu$ is not an integer, then $Y_{\nu}$ and $K_{\nu}$ can be replaced by $J_{-\nu}$ and $I_{-\nu}$ if desired.

The following file is a pdf of the above.

View attachment 4760
 

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That will be helpful to many students. Thanks for taking the time to type it up and for sharing.
 
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