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Introduction to Linear Algebra with Mathematica
This section presents some famous expansions involving Bessel functions of the first kind, commonly denoted by Jν(x). There are several variations of these expansions and all of them are very important in applications. They are used to represent a
bounded function on a finite interval (0, ℓ)
(where ℓ < ∞ is a positive number)
as a convergent series over a set of Bessel functions of the first kind
Without any loss of generality, the boundary conditions at two end points can be extended on whole semi-infinite interval (0, ∞) when the Bessel differential operator
\( L\left[ x, \texttt{D} \right] = \texttt{D}\,x\,\texttt{D} + x\, \texttt{I} , \) where \( \texttt{D} = {\text d}/{\text d}x, \quad \) and \( \quad \texttt{I} = \texttt{D}^0 \) is identity operator, acts on the set of all smooth bounded functions. Upon multiplication by x the Bessel differential operator, we get a differential equation in standard Frobenius form:
\[
x^2 y'' + x\, y' + x^2 y = \lambda\, y , \qquad \mbox{subject $y(x)$ is continuous and bounded on } \quad (0, \infty ).
\]
It turns out that this singular Sturm--Liouville problem has a continuous spectrum of nonnegative eigenvalues that are a custom to denote by
where Γ is the Gamma function of Euler. The series above (which converges for all real or complex x) defines the Bessel function of the first kind.
More comprehensive treatment of Bessel functions is given in section of Part VII.
Orthogonality of Bessel's functions
Since expansions over Bessel functions depends on their orthogonality, we recall the basic formula that was derived in section of Part VII. Let α and β be arbitrary positive real numbers. Then for ν > −1, we have
Let us consider a set S of bounded variation functions on an interval (0, ℓ) that vanish at right end f(ℓ) = 0. Due to oscillating behavior of Bessel's functions with real index ν,
the functions Jν(x) and its derivatives have an infinite number of real zeroes, all of which are simple with the possible exception of x = 0. For nonnegative ν, we denote the n-th positive zero of the Bessel function by \( \mu_{\nu , n} , \) so
Recall that a function f(x) is said to have a simple zero at x = μ if f(μ) = 0, but its first derivative does not vanish at this point. When index ν is fixed, we will drop it. Then the set of zeroes of Eq.\eqref{EqDirichlet.1} can be used to represent a function as the infinite series.
Since the Fourier--Bessel series \eqref{EqDirichlet.2} exists for a piecewise continuous function that may have finite jumps at some discrete number of points, we expect to observe the Gibbs phenomenon in neighborhoods of points of discontinuity. In order to eliminate this unwanted feature, you may want to apply the Cesàro summation (also known as the Cesàro mean):
If the Fourier series of f converges at the point x, then the Fourier--Bessel series of f converges to the same value at the same point.
Example 1:
Consider the function \( f(x) = 1- x^3 \) on the interval [0,1]. Suppose we want to approximate this functions by Bessel polynomial associated with the roots from the Dirichlet boundary conditions.
First, we find the roots of the Bessel function of order 0:
This approximation cannot be good in the neighborhood of the origin because the given function is 1 at end point x = 0 but the Bessel function of order 1 is zero: \( J_1 (0) =0. \)
Example 2:
Let us consider the function \( f(x) = x(3-x)^2 \) on the interval [0,3]. This function satisfies the homogeneous Neumann condition at right end point x = 3 and the homogeneous Dirichlet condition at the origin. We expand the function into two Bessel series with respect to Bessel function of order zero and 2:
Example 3:
Consider the shifted Heaviside function\( f(t) = H(t-1) \) on the interval [0,2]. We expand this function into Fourier--Bessel series with respect to the roots of the equation of the third kind: \( J_0 (2\alpha ) + \alpha \,J'_0 (\alpha ) =0: \)
Let us consider a set S of bounded variation functions on an interval (0, ℓ) that have vanishing derivative at right end f'(ℓ) = 0. Due to oscillating behavior of Bessel's functions with real index ν,
the functions Jν(x) and its derivatives have an infinite number of real zeroes, all of which are simple with the possible exception of x = 0. For nonnegative ν, we denote the n-th positive zero of the derivative of Bessel's function by \( \mu_{\nu , n} , \) so
where 𝑎 and b are some real numbers (𝑎² + b² ≠ 0). Correspondingly, we consider a set of smooth functions on the finite interval (0, ℓ) that satisfy the boundary condition \eqref{EqDini.1}. As a primary set of functions for expansion, we choose Bessel's functions \( J_{\nu} \left( \frac{\mu}{\ell}\, x \right) , \) with a parameter μ. Substituting this function into boundary condition \eqref{EqDini.1}, we obtain
\begin{equation} \label{EqDini.5}
\| J_{\nu} \|^2 = \left\langle J_{\nu} \left( \frac{\mu_n}{\ell} \, x \right) , J_{\nu} \left( \frac{\mu_n}{\ell} \, x \right) \right\rangle = \int_0^{\ell} J_{\nu}^2 \left( \frac{\mu_n}{\ell}\, x \right) x\,{\text d} x
\end{equation}
Example 9:
Example 10:
Consider the shifted Heaviside function\( f(t) = H(t-1) \) on the interval [0,2]. We expand this function into Fourier--Bessel series with respect to the roots of the equation of the third kind: \( J_0 (2\alpha ) + \alpha \,J'_0 (\alpha ) =0: \)
are known as Kapteyn series after the Dutch mathematician W. Kapteyn, who made the first systematic study of their properties as a function f(z) of the complex variable z ∈ ℂ. For our applications, it is sufficient to consider a real-values case, z ∈ ℝ.
Courant, R. and Hilbert, D., Methods of Mathematical Physics, Wiley.
Kapteyn, W., On the midpoints of integral curves of differential equations of the first degree, Nederland Akad Wetensch. Verlag, Afd. Natuurk. Nederland, 1911, 20, pp. 1446--1457 (in Dutch).
Kapteyn, W., New investigations on the midpoints of integrals of differential equations of the first degree, Nederland Akad Wetensch. Verlag, Afd. Natuurk. Nederland, 1912, 20, pp. 1354--1365; 1912, 21, pp. 27--33 (in Dutch).
Titchmarsh, E. C., Eigenfunction expansion associated with second order differential equations, Oxford,
QA372.T45
Watson, G.N., A Treatise on the Theory of Bessel Functions, Cambridge University Press; 2nd edition (August 1, 1995). ISBN-13 : 978-0521483919
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