Solutions to Bessel Function Problems - Advanced Calculus | MATH 360, Assignments of Mathematics

Material Type: Assignment; Class: ADVANCED CALCULUS; Subject: Mathematics; University: University of Pennsylvania; Term: Fall 2002;

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Pre 2010

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Solutions to Bessel function problems
Question 1. The Bessel function Jis defined by the power series
J(x) =
X
n=0 1
4nx2n
n!2
Prove that Jis twice differentiable and that Jsatisfies the differential equa-
tion d
dx xdJ
dx +xJ = 0
Answer Using Example 5.3.10 of ECA, we know Jis differentiable on R
since it is of the form
X
n=0
an
n!xn
with a2n=(1)n
4nn!and a2n+1 = 0, and {an}is certainly bounded. Differentiat-
ing term by term, we have
J0(x) =
X
n=1 1
4n2nx2n1
n!2
Clearly J0(x) is also differentiable, again by Example 5.3.10 of ECA.
Now xJ0(x) is given by
xJ0(x) =
X
n=1 1
4n2x2n
n!(n1)!
and differentiating term by term, we have
d
dx(xJ0(x)) =
X
n=1 1
4n4nx2n1
n!(n1)!
=
X
n=0 1
4nx2n+1
n!2
=xJ(x)
1
pf3
pf4

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Solutions to Bessel function problems

Question 1. The Bessel function J is defined by the power series

J(x) =

∑^ ∞

n=

)n x^2 n n!^2

Prove that J is twice differentiable and that J satisfies the differential equa- tion d dx

x

dJ dx

  • xJ = 0

Answer Using Example 5.3.10 of ECA, we know J is differentiable on R since it is of the form (^) ∞ ∑

n=

an n!

xn

with a 2 n = (−1)

n 4 nn! and^ a^2 n+1^ = 0, and^ {an}^ is certainly bounded. Differentiat- ing term by term, we have

J′(x) =

∑^ ∞

n=

)n 2 nx^2 n−^1 n!^2

Clearly J′(x) is also differentiable, again by Example 5.3.10 of ECA. Now xJ′(x) is given by

xJ′(x) =

∑^ ∞

n=

)n 2 x^2 n n!(n − 1)!

and differentiating term by term, we have

d dx

(xJ′(x)) =

∑^ ∞

n=

)n 4 nx^2 n−^1 n!(n − 1)!

∑^ ∞

n=

)n x^2 n+ n!^2 = −xJ(x)

which was to be shown.

Question 2. Using the differential equation, show that

d dx

J′(x)^2 + J(x)^2

x

J′(x)^2

Use this to prove carefully that both J′^ and J are bounded for x ≥ 0. What happens for x ≤ 0?

Answer The differential equation can be rewritten as

xJ′′(x) + J′(x) + xJ(x) = 0

So using the chain rule, the derivative of J′^2 + J^2 is

d dx

J′(x)^2 + J(x)^2

= 2J′(x)J′′(x) + 2J(x)J′(x)

= 2J′(x)

− (^1) x J′(x) − J(x)

  • 2J(x)J′(x)

= −

x

J′(x)^2

Because we can write

J′(x) = −^12 x

∑^ ∞

n=

)n x^2 n n!(n + 1)!

J′(x)/x is continuous. Thus so is J′(x)^2 /x^2 , and thus so is J′(x)^2 /x^2 · x = J′(x)^2 /x. So we can integrate using the fundamental theorem of calculus to say

J′(x)^2 + J(x)^2 = J′(0)^2 + J(0)^2 +

∫ (^) x

0

t

J′(t)^2 dt

∫ (^) x

0

t

J′(t)^2 dt

≤ 1

since (^2) t J′(t)^2 ≥ 0 for t ≥ 0. We conclude that |J(x)| ≤ 1 and |J′(x)| ≤ 1 for all x ≥ 0. The same is true for x ≤ 0, since J is an even function and J′^ is an odd function.

and this limit exists, we must have

lim x→∞ J′(x) = 0

(otherwise the improper integral would be divergent). Now by the differential equation, we have

J′′(x) +

x

J′(x) + J(x) = 0

which implies that lim x→∞ J′′(x) = L

However, we have

J′(x) =

∫ (^) x

0

J′′(t) dt

and since J′(x) → 0, we must have J′′(x) → 0 as well for the improper integral to converge. So it is impossible for J not to have a local minimum if J(x) < 0 for all x > x 1. Thus J has a local minimum at some point x 2 , and for x > x 2 and sufficiently close to x 2 we have J′(x) > 0. Now from the formula

d dx

(xJ′(x)) = −xJ(x)

we know that since J is negative, xJ′(x) is increasing for x > x 1 , by assump- tion that J(x) < 0 for x > x 1. Choose some r > x 2 such that J′(r) > 0. Then for x ≥ r, xJ′(x) ≥ rJ′(r). Thus by the fundamental theorem of calculus,

J(x) = J(x 2 ) +

∫ (^) x

x 2

J′(t) dt ≥ J(x 2 ) +

∫ (^) x

x 2

rJ′(r) t

dt = J(x 2 ) + rJ′(r) ln

x x 2

Since as x → ∞, ln x → ∞, J(x) is eventually positive for x sufficiently large, contradicting our assumption that J had no more zeroes after x 1. So in fact J does have another zero. If on the other hand J(x 1 ) = 0 and J′(x 1 ) > 0, then we could simply repeat the previous argument with the function −J(x) which satisfies the same differential equation, so again we can find another zero larger than x 1. (Technically we should worry that J′(x 1 ) = 0, but we skip that part.)