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     15.3 Bessel Functions  537
                                        to obtain the solution usually denoted J ν (x):
                                                                      ∞           n
                                                                              (−1)
                                                               J ν (x) =                 x  2n+ν .
                                                                         2 2n+ν n!
(n + ν + 1)
                                                                      n=0
                                          J ν (x) is called a Bessel function of the first kind of order ν. The series defining J ν (x)
                                          converges for all x.
                                           Because Bessel’s equation is second-order (as a differential equation), there is a second
                                        solution that is linearly independent from J ν . The Frobenius theorem (Theorem 4.2) tells us how
                                        to proceed to find a second solution. Recall that the indicial equation of Bessel’s differential
                                                      2
                                                  2
                                        equation is r − ν = 0, with roots ν and −ν. The form that a second solution will take depends
                                        on the difference 2ν of these roots. With Theorem 4.2 as a guide, we find the following second
                                        solutions by taking cases on 2ν.
                                        Case 1  If 2ν is not an integer, then J ν and J −ν are linearly independent (neither is a constant
                                        multiple of the other). In this case, the general solution of Bessel’s equation is
                                                                    y(x) = aJ ν (x) + bJ −ν (x),
                                        with a and b arbitrary constants.
                                        Case 2  If 2ν is an odd positive integer, say 2ν = 2n + 1 for some nonnegative integer n, then
                                               1
                                        ν = n +  and J ν and J −ν are again linearly independent, as in Case 1. In this case, the general
                                               2
                                        solution of Bessel’s equation is
                                                                 y(x) = aJ n+1/2 (x) + bJ −n−1/2 (x).
                                        By manipulating the series for J ν (x), it can be shown that in this case, J n+1/2 (x) and J −n−1/2 (x)
                                        can be expressed in closed form as finite sums of terms involving algebraic combinations of x,
                                        sin(x) and cos(x). For example,
                                                                     2                   2
                                                           J 1/2 (x) =  sin(x), J −1/2 (x) =  cos(x),
                                                                     πx                 πx
                                                                          2   sin(x)
                                                                J 3/2 (x) =        − cos(x) ,
                                                                         πx     x
                                        and
                                                                          2           cos(x)
                                                               J −3/2 (x) =  −sin(x) −       .
                                                                         πx             x
                                        Case 3 If 2ν is an integer, but not of the form 2n + 1 for any nonnegative integer n, then J ν and
                                        J −ν are solutions of Bessel’s equation, but are linearly dependent:
                                                                                 ν
                                                                      J −ν (x) = (−1) J ν (x).
                                        In this case, we cannot manufacture a second linearly independent solution from J ν (x).This
                                        leads us to construct such a second linearly independent solution, leading us to Bessel functions
                                        of the second kind.
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