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book   Mobk070    March 22, 2007  11:7








                                        SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS          59
                   summation to vanish
                                  −1                    −1
                    c j =                     c j−2 =         c j−2 ,   r = n     j = 2, 3, 4, ··· (4.73)
                         (r + j − n)(r + j + n)      j(2n + j)
                   This is the recurrence relation. Since c 1 = 0, all c j = 0 when j is an odd number. It is therefore
                   convenient to write j = 2k and note that

                                                           −1
                                                  c 2k =          c 2k−2                        (4.74)
                                                         2
                                                        2 k(r + k)
                   so that
                                                           (−1) k
                                           c 2k =                           c 0                 (4.75)
                                                 k!(n + 1)(n + 2) ... (n + k)2 2k
                   The Frobenius series is

                                                  ∞           (−1) k              2k
                                                                               x

                                   u = c 0 x n  1 +                                             (4.76)
                                                     k!(n + 1)(n + 2) ....(n + k) 2
                                                 k=1
                                                                               n
                   Now c 0 is an arbitrary constant so we can choose it to be c 0 = 1/n!2 in which case the above
                   equation reduces to
                                                       ∞        k
                                                                     x
                                                            (−1)       n+2k

                                             J n = u =                                          (4.77)
                                                          k!(n + k)! 2
                                                       k=0
                   The usual notation is J n and the function is called a Bessel function of the first kind of order n.
                   Note that we can immediately conclude from (4.77) that
                                                                n
                                                   J n (−x) = (−1) J n (x)                      (4.78)
                   Note that the roots of the indicial equation differ by an integer. When r =−n (4.72) does not
                   yield a useful second solution since the denominator is zero for j = 0or2n. In any case it is easy
                                          n
                   to show that J n (x) = (−1) J −n , so when r is an integer the two solutions are not independent.
                        A second solution is determined by the methods detailed above and involves natural
                   logarithms. The details are very messy and will not be given here. The result is
                                                            ∞
                                    2                          (−1) k+1 [φ(k) + φ(k + 1)]  2k+n
                                                 x
                           Y n (x) =   J n (x) ln   + γ +                             x
                                   π             2                 2 2k+n+1 k!(k + n)!
                                                           k=1
                                        n−1
                                      2     (n − k − 1)!  2k−n
                                   −                   x                                        (4.79)
                                      π      2 2k−n+1 k!
                                        k=0
                   In this equation  (k) = 1 + 1/2 + 1/3 + ··· + 1/k and γ is Euler’s constant 0.5772156649
                   ......
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