appendix B

Special Functions of Applied Mathematics

1 INTRODUCTION

In the solution of a great many types of problems in applied mathematics we are led to the solution of linear differential equations or sets of linear differential equations. Usually these equations are equations having constant coefficients, and in a majority of these cases we are led to solutions of the exponential type, which includes trigonometric and hyperbolic functions as special cases. This is the situation that arises when we study the oscillations of linear electrical or mechanical systems.

However, this is not always the case, and equations of other forms are encountered; because of the frequency of their appearance, their solutions have been classified and tabulated for future reference. In this appendix we will present some of the properties of these functions in view of their practical importance. The functions to be considered are Bessel, Legendre, gamma, beta, and error functions.

2 BESSEL’S DIFFERENTIAL EQUATION

As a starting point of the discussion, let us consider the linear differential equation

image

where n is a constant.

This equation is known in the literature as Bessel’s differential equation. Since it is a linear differential equation of the second order, it must have two linearly independent solutions. The standard form of the general solution of (2.1) is

image

where C1 and C2 are arbitrary constants and the function Jn(x) is called the Bessel function of order n of the first kind and Yn(x) is the Bessel function of order n of the second kind. These functions have been tabulated and behave somewhat like trigonometric functions of damped amplitude. To see this qualitatively, let us transform the dependent variable by the substitution

image

This transformation converts (2.1) into

image

In the special case in which

image

this becomes

image

Hence

image

and

image

where C1 and C2 are arbitrary constants. Also we see that as x → ∞ in (2.4), and n is finite, we would expect the solution of (2.1) to behave qualitatively as (2.8) to a first approximation.

3 SERIES SOLUTION OF BESSEL’S DIFFERENTIAL EQUATION

If we introduce the operator

image

then Bessel’s differential equation (2.1) may be written in the form

image

In order to solve this equation, let us assume an infinite-series solution in the form

image

Now

image

image

Hence, on substituting (3.3) into (3.2), we have

image

If we now equate the coefficients of the various powers of x, xr, xr+1, xr+2, etc., to zero in (3.6), we obtain the set of equations

image

This is valid for s = 0, 1, 2, . . . in view of the fact that

image

since the leading coefficient in the expansion (3.3) is C0.

Letting s = 0 in (3.7), we obtain

image

This equation is known as the indicial equation, and since

image

it follows that

image

and from the equation

image

it follows that

image

The relation between Cs and Cs–2 now shows, taking s = 3, 5, . . . in succession, that all coefficients of odd rank vanish.

Taking first of all r = n, we may write (3.7) in the form

image

From (3.14) we see that the coefficients C2, C4, C6, etc., are all determined in terms of C0. Inserting these values of the coefficient into the assumed form of solution (3.3), we obtain the solution

image

The coefficients are finite except when n is a negative integer. Excluding this case, we standardize the solution by taking

image

in general and

image

when n is a positive integer. Inserting this value of C0 into (3.15) and generalizing the factorial numbers when n is not an integer by writing

image

we obtain

image

This series converges for any finite value of x and represents a function Jn(x) of x that is known as the Bessel function of the first kind of order n. When n is not an integer, the second solution may be obtained by replacing n by -n in accordance with (3.11). It is therefore

image

The leading terms of Jn(x) and J–n(x) are, respectively, finite (nonzero) multiples of xn and x–n; the two functions are not mere multiples of each other, and hence the general solution of the Bessel differential equation may be expressed in the form

image

where A and B are arbitrary constants provided that n is not an integer.

However, when n is an integer, and since n appears in the differential equation only as n2 there is no loss of generality in taking it to be a positive integer, J–n(x) is not distinct from Jn(x) In this case the denominators of the first n terms of the series for J–n(x) contain the factors

image

for s = 0, 1, 2, . . . , n – 1. Hence these terms vanish. Therefore

image

If we now let

image

then

image

for n = 0, 1, 2, 3, . . . . In this case we no longer have two linearly independent solutions of the differential equation, and an independent second solution must be found.

4 THE BESSEL FUNCTION OF ORDER n OF THE SECOND KIND

In the preceding section we have seen that if n is not an integer, a general solution of the Bessel differential equation of order n is given by (3.21). If, however, n is an integer, then in view of (3.25) we have

image

where C is an arbitrary constant. We therefore do not have the general solution of Bessel’s differential equation, since such a solution must consist of two linearly independent functions multiplied by arbitrary constants. Consider the function

image

Now if n is not an integer, the function Yn(x) is dependent on Jn(x), and since it is a linear combination of Jn(x) and Jn(x), it is a solution of Bessel’s differential equation of order n. If now n is an integer, because of the relation (3.25), we have

image

Hence, when n is an integer, we define Yn(x) to be

image

With this definition of Yn(x) we have, on carrying out the limiting process,

image

where γ is Euler’s constant defined by

image

Also, when n is any positive integer, we have

image

where, for r = 0, instead of

image

we write

image

The presence of the logarithmic term in the function Yn(x) shows that these functions are infinite at x = 0. The general solution of Bessel’s differential equation may now be written in the form

image

where C1 and C2 are arbitrary constants.

5 VALUES OF Jn(x) AND Yn(x) FOR LARGE AND SMALL VALUES OF x

In Sec. 2 we saw that the transformation

image

transformed Bessel’s differential equation into the form

image

We would suspect qualitatively that for large values of x the Bessel functions would behave as the solutions of the equation obtained from (5.2) by neglecting the 1/x2 term, that is, as solutions of the equation

image

and hence as

image

More precise analysis shows that

image

image

That is, for large values of the argument x, the Bessel functions behave like trigonometric functions of decreasing amplitude.

From the series expansions of the functions Jn(x) and Yn(x) we also have the following behavior for small values of x:

image

The value of Yn(x) is always infinite at x = 0. For small values of x this function is of the order l/xn if n ≠ 0 and of the order log x if n = 0.

6 RECURRENCE FORMULAS FOR Jn(x)

Some important recurrence relations involving the function Jn(x) may be obtained directly from the series expansion for the function. From (3.19) we have

image

If we write

image

we have

image

If in the last summation we place

image

we obtain

image

In the same manner, we can prove that

image

If we add (6.5) to (6.6), we have

image

If we place n = 0 and use Eq. (3.25), we have

image

If we multiply (6.5) by x–n–1 we obtain

image

Hence

image

Similarly, we may prove that

image

If we subtract (6.6) from (6.5), we obtain

image

Many other recurrence formulas may be obtained.

7 EXPRESSIONS FOR Jn(x) WHEN n IS HALF AN ODD INTEGER

The case when n is half an odd integer is of importance because these particular Bessel functions can be expressed in finite form by elementary functions.

If we place image the general series for Jn(x) given by (3.19), we obtain

image

Now since

image

and

image

we have

image

However we have

image

and

image

Hence from (7.4) we have

image

If we place image in the general series for Jn(x), we may also show that

image

If in the recurrence formula (6.12) we place image we obtain

image

Hence

image

If in (6.12) we let image we obtain

image

or

image

In the same way we may show that

image

image

8 THE BESSEL FUNCTIONS OF ORDER n OF THE THIRD KIND, OR HANKEL FUNCTIONS OF ORDER n

In some physical investigations we encounter complex combinations of Bessel functions of the first and second kinds so frequently that it has been found convenient to tabulate these combinations and thus define new functions.

These new functions are defined by the equations

image

and are called Bessel functions of order n of the third kind, or Hankel functions of order n. These functions are complex quantities.

9 DIFFERENTIAL EQUATIONS WHOSE SOLUTIONS ARE EXPRESSIBLE IN TERMS OF BESSEL FUNCTIONS

In applied mathematics differential equations whose solutions are expressible in terms of Bessel functions are frequently encountered. Lists of these equations have been compiled. Several of these differential equations will be listed here for reference.

In order to shorten the writing, the notation

image

where C1 and C2 are arbitrary constants, will be introduced. In terms of this notation the following differential equations have the indicated solutions:

image

image

image

image

image

Equation (9.4) is known in the mathematical literature as Stokes’s equation and is of considerable importance in mathematical physics because of its occurrence in the theory of diffraction and refraction of waves as well as in the theory of transmission across potential barriers.

10 MODIFIED BESSEL FUNCTIONS

Let us consider the differential equation

image

This equation is of the form (9.3) with

image

Hence Jn(jx) is a solution of this equation. The function

image

is taken as the standard form for one of the fundamental solutions of (10.1). The function In(x) defined in this manner is a real function and is known as the modified Bessel function of the first kind of order n. Another fundamental solution of Eq. (10.1) is known as the modified Bessel function of the second kind and is defined by

image

The general solution of Eq. (10.1) may be written in the form

image

where A and B are arbitrary constants.

In contrast to the Bessel function Jn(x) and Yn(x) the functions In(x) and Kn(x) are not of the oscillating type, but their behavior is similar to that of the exponential functions. For large values of x we have

image

image

For small values of x we have

image

image

11 THE ber AND bei FUNCTIONS

In determining the distribution of alternating currents in wires of circular cross section, the following differential equation is encountered:

image

This equation is a special case of Eq. (9.3) with

image

and

image

Hence

image

The general solution of Eq. (11.1) may therefore be written in the form

image

where A and B are arbitrary constants. The functions image are complex functions. Decomposing them into their real and imaginary parts, we obtain

image

and

image

These equations define the functions ber(x), bei(x) and ker(x), kei(x).

12 EXPANSION IN SERIES OF BESSEL FUNCTIONS

In Appendix C it is pointed out that the expansion of an arbitrary function into a Fourier series is only a special case of the expansion of an arbitrary function in a series of orthogonal functions under certain restrictions. It will now be shown that it is possible to expand an arbitrary function in a series of Bessel functions. If in Eq. (2.4) we place ax instead of x, we obtain

image

This equation has one solution,

image

In the same manner

image

satisfies the equation

image

If we multiply (12.1) by v and (12.4) by u and subtract the second product from the first, we obtain

image

Let us now integrate both members of (12.5) with respect to x from 0 to x. We thus obtain

image

However, we have

image

Hence

image

That is,

image

If we now differentiate the last equation with respect to b and then set

image

we obtain

image

From (12.9) we have

image

Now the second member vanishes if a and b are roots of the equation

image

That is, if a and b are distinct positive zeros of Jn(α) we have

image

and since

image

we have

image

We are now in a position to expand an arbitrary function F(x) in the interval from x = 0 to x = 1 in a series of the form

image

where the αs are the successive positive roots of (12.13). To obtain the general coefficient Ck of this expansion, we multiply both members of (12.17) by xJn(αkx)dx and integrate from x = 0 to x = 1. We have by virtue of (12.16)

image

The last integral, which is independent of x, may be evaluated by means of (12.11), (12.3), and (6.9). Its value is

image

Hence the typical coefficient of the series expansion (12.17) is given by

image

This expansion is analogous to the expansion of an arbitrary function in a Fourier series.

13 THE BESSEL COEFFICIENTS

The functions Jn(x) of integral order are sometimes called the Bessel coefficients. These functions occur as coefficients in the expansion of the following function in powers of t:

image

This function of t can be expressed as a series of the form

image

This is an infinite series of ascending and descending powers of t and is known in the mathematical literature as a Laurent series (see Chap. 1, Sec. 8). In order to obtain the coefficients An, we take the product of the following two expansions:

image

The constant term A0 of the expansion (13.2) is

image

The term An is

image

Similarly the coefficient An is

image

Accordingly we have

image

If we place t = e, j = (–1)½ in the result (13.7), we obtain the following series:

image

Since ejxsinθ = cos (xsinθ) +jsin (xsinθ) if the real and imaginary parts of (13.8) are separated, the results are

image

and

image

If in (13.9) and (13.10) θ is replaced by its complement, π/2 – θ, the following equations are obtained:

image

image

These series are usually called Jacobi series in the mathematical literature. Each of these series may be regarded as a Fourier series. If we multiply all terms of (13.9) by cos nθ dθ and all terms of (13.10) by sin nθ dθ and integrate between 0 and π, the following results are obtained as a consequence of the orthogonality relations of the sines and cosines:

image

and

image

From this it can be deduced that

image

whether n is an odd or even integer. Therefore

image

These integrals are originally due to Bessel. The integral (13.16) occurred in an astronomy problem involving what is known as the eccentric anomaly.

14 LEGENDRE’S DIFFERENTIAL EQUATION

In the last sections we discussed the solutions of Bessel’s differential equation or Bessel functions. Another differential equation that arises very frequently in various branches of applied mathematics is Legendre’s differential equation. This equation occurs in the process of obtaining solutions of Laplace’s equation in spherical coordinates and hence is of great importance in mathematical applications to physics and engineering. The following sections are devoted to the study of the solutions of Legendre’s differential equation and to a discussion of their most important properties.

The differential equation

image

is known in the literature as Legendre’s differential equation of degree n. We shall consider here only the important special case in which the parameter n is zero or a positive integer. As in the case of Bessel’s differential equation let us assume an infinite-series solution of this differential equation in the form

image

For (14.2) to be a solution of (14.1), it is necessary that when (14.2) is substituted into (14.1) the coefficient of every power of x vanish. Equating the coefficient of the power xm+r–2 to zero, we obtain

image

Since the leading coefficient in the series (14.2) is a0, we have

image

in (14.3).

With this stipulation, placing r = 0 in (14.3), we have

image

Placing r = 1 in (14.3), we obtain

image

Equation (14.5) gives m = 0 or m = 1, with a0 arbitrary in any case. Let us take m = 0; then ax is arbitrary. Placing this value of m in (14.3), we have

image

This enables us to determine any coefficient from the one which precedes it by two terms. We therefore have

image

It may be shown by the ratio test that each of these series converges in the interval (1,+1). Had we taken the possibility m = –1 in (14.6), we would not have obtained anything new but only the second series in (14.8).

Since a0 and a1 are arbitrary, this is the general solution of Legendre’s equation. We notice that the first series reduces to a polynomial when n is an even integer and the second series reduces to a polynomial when n is an odd integer. Now if we give the arbitrary coefficients a0 or a1 as the case may be, such a numerical value that the polynomial becomes equal to unity when x is unity, we obtain the following system of polynomials :

image

These are called Legendre polynomials. Each satisfies a Legendre differential equation in which n has the value indicated by the subscript.

The general polynomial Pn(x) is given by the series

image

where N = n/2 for n even and N = (n– l)/2 for n odd.

It is thus seen that the Legendre polynomial Pn(x) is even or odd according as its degree n is even or odd. Since

image

we therefore conclude that

image

15 RODRIGUES’ FORMULA FOR THE LEGENDRE POLYNOMIALS

An important formula for Pn(x) may be deduced directly from Legendre’s differential equation. Let

image

Then

image

Hence

image

If we differentiate (15.3) with respect to x, we obtain

image

If we now differentiate this equation r times in succession, we have

image

where

image

In particular, if r = n, (15.5) reduces to

image

This is Legendre’s equation (14.1). Hence vn satisfies Legendre’s equation. But since vn is

image

vn is a polynomial of degree n, and since Legendre’s equation has one and only one distinct solution of that form, Pn(x), it follows that Pn(x) is a constant multiple of vn. Hence we have

image

To determine the constant C we merely consider the highest power of x on each side of the equation, that is,

image

Hence

image

Substituting this value of C into (15.9), we obtain

image

This is Rodrigues’ formula for the Legendre polynomials.

16 LEGENDRE’S FUNCTION OF THE SECOND KIND

The general solution of Legendre’s equation may be written in the form

image

where A and B are arbitrary constants and Qn(x) is called Legendre’s function of the second kind. This function is obtained by methods that are beyond the scope of this discussion. It is defined by the following series when |x| < 1:

image

if n is even and

image

if n is odd, where

image

If, however, |x| > 1, the above series do not converge. In this case the following series in descending powers of x is taken as the definition of

image

Both Pn(x) and Qn(x) are special cases of a function known as the hypergeometric function. The function Pn(x) is the more important and occurs more frequently in the literature of applied mathematics.

17 THE GENERATING FUNCTION FOR Pn(x)

The Legendre polynomial Pn(x) is the coefficient of Zn in the expansion of

image

in ascending powers of Z. This may be verified for the lower powers of n by expanding (17.1) by the binomial theorem. To prove it for the general term, we write

image

Now it is obvious from the nature of the binomial expansion that An is a polynomial in x of degree n. Also, if we place x = 1 in (17.1), we obtain

image

Hence An is equal to 1, when x = 1. Now, if we can show that An satisfies Legendre’s equation, it will be identical with Pn(x) as the Ans are the only polynomials of degree n that satisfy the equation and have the value 1 when x = 1 From (17.1) we obtain by differentiation

image

and

image

If we now substitute from (17.2) into (17.4) and equate the coefficients of Zn–1 on both sides of the equation, we obtain

image

Substituting into (17.5) from (17.2) and equating the coefficients of the power Zn–1 on both sides, we obtain

image

If in (17.7) we replace n by n + 1, we obtain

image

Now if we differentiate (17.6) with respect to x and eliminate dAn–2/dx by (17.7), we have

image

We now multiply (17.8) by – x and add it to (17.9) and obtain

image

Differentiating (17.10) with respect to x and simplifying the result by means of (17.8), we finally obtain

image

This shows that An is a solution of Legendre’s equation. Hence, for the reasons stated above, it is the same as Pn(x). We therefore have

image

The above formulas for the Ans are therefore valid for Pn(x) and give important relations connecting Legendre polynomials of different orders. From (17.1) and (17.2) we have the important relation

image

This equation is valid in the ranges

image

because of the region of convergence of the binomial expansion (17.2). The function ϕ is called the generating function for Pn(x). This result is of great importance in potential theory.

18 THE LEGENDRE COEFFICIENTS

If we let

image

and substitute this into (17.13), we have

image

Now we have

image

By the binomial theorem we obtain

image

and

image

Multiplying (18.4) and (18.5) and picking out the coefficient of Zn, we have

image

Every coefficient is positive so that Pn is numerically greatest when each cosine is equal to unity, that is, when θ = 0. But since

image

it follows that

image

The first few functions Pn(cos θ) are

image

19 THE ORTHOGONALITY OF Pn(x)

Like the trigonometric functions cos mx and sin mx, the Legendre polynomials Pn(x) are orthogonal functions. Because of this property it is possible to expand an arbitrary function in a series of Legendre polynomials.

We shall now establish the orthogonality property

image

To do this, recall that Pn(x) satisfies the Legendre differential equation (14.1). This equation may be written in the form

image

If we now multiply this by Pm(x) and integrate between the limits –1 and +1, we obtain

image

Now we may integrate the first term by parts in the form

image

The first term of (19.4) vanishes at both limits because of the factor 1 – x2; hence (19.3) reduces to

image

If in (19.5) we interchange n and m, we obtain

image

Subtracting (19.6) from (19.5), we get

image

This establishes (19.1).

If n = m, Eq. (19.1) fails to hold. We shall now show that

image

To do this, we square both sides of (17.13) and obtain

image

We now integrate both sides of this equation with respect to x over the interval (–1, 1) and observe that the product terms on the right vanish in view of the orthogonality property (19.1). We thus obtain

image

if |Z | < 1. But the integral on the left has the value

image

Equating the coefficient of the power Z2n on both sides of (19.11), we have

image

20 EXPANSION OF AN ARBITRARY FUNCTION IN A SERIES OF LEGENDRE POLYNOMIALS

If F(x) is sectionally continuous in the interval (–1, 1) and if its derivative F(x) is sectionally continuous in every interval interior to (–1, 1), it may be shown that F(x) may be expanded in a series of the form

image

To obtain the general coefficient am, we multiply both sides of (20.1) by Pm(x) and integrate over the interval (–1, 1). We then obtain

image

in view of (19.1) and (19.8). The general coefficient of the expansion (20.1) is given by

image

The expansion (20.1) is similar to an expansion of an arbitrary function into a Fourier series.

21 ASSOCIATED LEGENDRE POLYNOMIALS

In the solution of some potential problems it is convenient to use certain polynomials closely related to the Legendre polynomials. We shall discuss them briefly in this section.

If we differentiate Legendre’s equation

image

m times with respect to x and write

image

we obtain

image

Since Pn is a solution of Legendre’s equation (21.1), this equation is satisfied by

image

If now in (21.3) we let

image

we obtain

image

This equation differs from Legendre’s equation in an added term involving m. It is called the associated Legendre equation. By Eq. (21.5) we see that it is satisfied by

image

This value of w is the associated Legendre polynomial, and it is denoted by image. We therefore have

image

We notice that, if m > n, we have

image

22 THE GAMMA FUNCTION

The gamma function Γ(n) has been defined by Euler to be the definite integral

image

This definite integral converges when n is positive and therefore defines a function of n for positive values of n. By direct integration it is evident that

image

By an integration by parts the following identity may be established :

image

Comparing the result with (22.1), we have

image

This is the fundamental recursion relation satisfied by the gamma function. From this relation it is evident that if the value of Γ(n) is known for n between any two successive positive integers, the value of Γ(n) for any positive value of n may be found by successive applications of (22.4). Equation (22.4) may be used to define Γ(n) for values of n for which the definition (22.1) fails. We may write (22.4) in the form

image

Then if

image

formula (22.5) gives us Γ(n) since n + 1 is positive. We may then find Γ(n) where – 2 < n < – 1 since now n + 1 on the right-hand side of (22.5) is known, and so on indefinitely. We then have in (22.1) and (22.5) the complete definition of Γ(n) for all values of n except n = 0, – 1, –2,....

23 THE FACTORIAL; GAUSS’S PI FUNCTION

From Eq. (22.2) we have

image

Now, by the use of (22.4), we obtain

image

provided n is a positive integer. From this it is convenient to define 0! in the form

image

Gauss’s pi function is defined in terms of the gamma function by the equation

image

We thus see that if n is a positive integer

image

If we place n = 0 in Eq. (22.5), we have

image

By repeated application of (22.5) it is seen that the gamma function becomes infinite when n is zero or a negative integer.

24 THE VALUE OF image GRAPH OF THE GAMMA FUNCTION

If in the fundamental integral (22.1) we make the substitution

image

we obtain

image

If now image we have

image

By making use of Appendix F, Eq. (11.22), we obtain

image

From the result (22.5) we obtain

image

image

etc. Figure 24.1 represents the graph of Γ(n).

image

Fig. 24.1

25 THE BETA FUNCTION

The beta function β(m,n) is defined by the definite integral

image

This integral converges and thus defines a function of m and n provided that m and n are positive.

If we let

image

In(25.1), we obtain

image

OTHER FORMS OF THE BETA FUNCTION

If in (25.1) we let x = sin2ϕ, we obtain

image

The substitution x = y/a in (25.1) gives

image

If x = y/(1+y) in (25.1)we obtain

image

These are the more common forms of the integral definition of the beta function.

26 THE CONNECTION OF THE BETA FUNCTION AND THE GAMMA FUNCTION

Consider the gamma function as given by (24.2),

image

We may also write

image

and hence

image

If we now consider this integral as a surface integral in the first quadrant of the xy plane and introduce the polar coordinates

image

and introduce the surface element ds in the form

image

then (26.3) becomes

image

Now from (25.4) we have

image

and from (26.2) we have

image

Hence (26.6) may be written in the form

image

or

image

This formula is very useful for the evaluation of certain classes of definite integrals. For example, from (26.7) and (26.10) we obtain

image

If in (26.11) we let

image

we obtain

image

In a similar manner we obtain

image

In a similar manner many other integrals may be evaluated in terms of the gamma functions. If a table of gamma functions is available, then the computation of these integrals is considerably simplified.

27 AN IMPORTANT RELATION INVOLVING GAMMA FUNCTIONS

Substituting (25.6) into the relation (26.10), we obtain

image

If we now let

image

in (27.1), we obtain

image

Now in Chap. 1 it is shown that

image

Hence, since

image

we have from (27.3) the important relation

image

28 THE ERROR FUNCTION OR PROBABILITY INTEGRAL

Another very important function that occurs frequently in various branches of applied mathematics is the error function, erf (x), or the probability integral defined by

image

This integral occupies a central position in the theory of probability and arises in the solution of certain partial differential equations of physical interest.

From the definition of erf (x) we have

image

image

image

image

PROBLEMS

1. Prove that

image

2. Show that the differential equation

image

is satisfied by image

3. Show that

image

4. Show that

image

for integral values of n.

5. By multiplying the expansions for ex(t–t–1)/2 and e–x(t–t–1)/2 show that

image

6. Show that

image

7. Obtain the recurrence formulas of Sec. 6 by differentiating the relation

image

with respect to x, or to t, and comparing the coefficients of corresponding powers of t.

8. By modifying the variables in the above relation prove that

image

Replace t by t–1 and deduce that In(x) = I–n(x)

9. Prove that

image

10. Show that

image

11. Show that ex cos θ = I0(x)+ 2I1(x)cos θ + 2I2 (x)cos θ…

12. From the Jacobi series deduce that

image

13. A simple pendulum is performing small oscillations about the vertical while the length of the pendulum is increasing at a constant rate. Obtain the equation of motion of this pendulum, and express the solution in terms of Bessel functions.

14. A variable mass m(t) is attached to a spring of constant spring constant k. One end of the spring is fixed, and the mass is performing oscillations on a smooth horizontal plane. Discuss the oscillations of the mass if its magnitude is m = (a + bt)1 where a and b are positive constants and is the time.

15 A nonlinear electrical circuit has a potential E cos wt impressed upon it. The current produced by this potential can be expressed in the form i = AebE cos wt, where A and b are positive constants. Prove that the mean value of the current is AI0(bE) and that the root-mean-square current is image I0 is the modified Bessel function of zeroth order.

16. Prove that

image

17. Find the complete solution of the differential equation image

18. Show that x/2 = J1(x) + 3J3 (x) + 5J5 (x) + . . . .

19. Show that x sin x/2 = 22 J2 (x) – 42 J4 (x) + 62 J6(x) –. . . .

20. Show that x cos x/2 = 12 J(x) – 32J3(x) + 52J5(x)– . . .

21. Find the general solution of the equation d2 y/dx2 + (1 /x) dy/dxk2y = a, where k and a are constants.

22. Show that

image

23. Establish the orthogonality property of the Legendre polynomials (19.1) by using Rodrigues’ formula for Pn(x) and successive integration by parts.

24. Show that

image

25. Show that

image

26. Prove that

image

27. Using Rodrigues’ formula, integrate by parts to show that

image

28. Show that, if Rm(x) is a polynomial of degree m less than n, we have

image

29. Show that

image

where k is a positive integer.

30. Show that

image

if n is an even positive integer.

31. show that

image

if n is an odd positive integer.

32. Show that

image

33. Evaluate the following definite integrals :

image

34. Show that

image

35. Show that

image

36. Show that by a suitable change in variable we have

image

37. Evaluate the integral

image

by expanding the integral in series, and show that

image

where R < x11/1,320.

38. Show by integrating by parts that

image

Show how this expression may be used to compute the value of erf (x) for large values of x.

REFERENCES

1893. Byerly, W. E.: “Fourier’s Series and Spherical Harmonics,” Ginn and Company, Boston.

1911. Wilson, E. B.: “Advanced Calculus,” Chap. 14, Ginn and Company, Boston.

1922. Watson, G. N.: “Theory of Bessel Functions,” Cambridge University Press, New York.

1926. Woods, F. S.: “Advanced Calculus,” Chap. 7, Ginn and Company, Boston.

1927 Jeans, J. H.: “The Mathematical Theory of Electricity and Magnetism,” Cambridge University Press, New York.

1927. Whittaker, E. T., and G. N. Watson: “A Course in Modern Analysis,” 4th ed., Cambridge University Press, New York.

1931. Gray, A., G. B. Mathews, and T. M. Macrobert: “A Treatise on Bessel Functions,” The Macmillan Company, New York.

1934. McLachlan, N. W.: “Bessel Functions for Engineers,” Oxford University Press, New York.

1939. Smythe, W. R.: “Static and Dynamic Electricity,” McGraw-Hill Book Company, New York.

1941. Churchill, R. V.: “Fourier Series and Boundary Value Problems,” McGraw-Hill Book Company, New York.

1946. Relton, F. E.: “Applied Bessel Functions,” Blackie & Son, Ltd., Glasgow.

1953. Bickley, W. G.: “Bessel Functions and Formulae,” Cambridge University Press, New York.

See E. Jahnke and F. Emde, “Tables of Functions,” pp. 146–147, Dover Publications, Inc., New York, 1943; W. G. Bickley, “Bessel Functions and Formulae,” Cambridge University Press, New York, 1953.

See “Tables of Modified Functions of Order One-third and Their Derivatives,” Harvard University Press, Cambridge, Mass., 1945.