Incomplete Bessel functions explained

In mathematics, the incomplete Bessel functions are types of special functions which act as a type of extension from the complete-type of Bessel functions.

Definition

The incomplete Bessel functions are defined as the same delay differential equations of the complete-type Bessel functions:

Jv-1(z,w)-Jv+1(z,w)=2\dfrac{\partial}{\partialz}Jv(z,w)

Yv-1(z,w)-Yv+1(z,w)=2\dfrac{\partial}{\partialz}Yv(z,w)

Iv-1(z,w)+Iv+1(z,w)=2\dfrac{\partial}{\partialz}Iv(z,w)

Kv-1(z,w)+Kv+1(z,w)=-2\dfrac{\partial}{\partialz}Kv(z,w)

(1)
H
v-1
(1)
(z,w)-H
v+1

(z,w)=2\dfrac{\partial}{\partial

(1)
z}H
v

(z,w)

(2)
H
v-1
(2)
(z,w)-H
v+1

(z,w)=2\dfrac{\partial}{\partial

(2)
z}H
v

(z,w)

And the following suitable extension forms of delay differential equations from that of the complete-type Bessel functions:

Jv-1(z,w)+Jv+1(z,w)=\dfrac{2v}{z}Jv(z,w)-\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partialw}Jv(z,w)

Yv-1(z,w)+Yv+1(z,w)=\dfrac{2v}{z}Yv(z,w)-\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partialw}Yv(z,w)

Iv-1(z,w)-Iv+1(z,w)=\dfrac{2v}{z}Iv(z,w)-\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partialw}Iv(z,w)

Kv-1(z,w)-Kv+1(z,w)=-\dfrac{2v}{z}Kv(z,w)+\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partialw}Kv(z,w)

(1)
H
v-1
(1)
(z,w)+H
v+1
(1)
(z,w)=\dfrac{2v}{z}H
v

(z,w)-\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partial

(1)
w}H
v

(z,w)

(2)
H
v-1
(2)
(z,w)+H
v+1
(2)
(z,w)=\dfrac{2v}{z}H
v

(z,w)-\dfrac{2\tanhvw}{z}\dfrac{\partial}{\partial

(2)
w}H
v

(z,w)

Where the new parameter

w

defines the integral bound of the upper-incomplete form and lower-incomplete form of the modified Bessel function of the second kind:[1]

Kv(z,w)=\int

infty
w

e-z\cosh\coshvt~dt

Jv(z,w)=\int

we
0

-z\cosh\coshvt~dt

Properties

Jv(z,w)=J

v\pii
2
v(z)+\dfrac{e
-v\pii
2
J(iz,v,w)-e

J(-iz,v,w)}{i\pi}

Yv(z,w)=Y

v\pii
2
v(z)+\dfrac{e
-v\pii
2
J(iz,v,w)+e

J(-iz,v,w)}{\pi}

I-v(z,w)=Iv(z,w)

for integer

v

I-v(z,w)-Iv(z,w)=I-v(z)-Iv(z)-\dfrac{2\sinv\pi}{\pi}J(z,v,w)

Iv(z,w)=I

-v\pii
v(z)+\dfrac{J(-z,v,w)-e

J(z,v,w)}{i\pi}

-v\pii
2
I
v(z,w)=e

Jv(iz,w)

K-v(z,w)=Kv(z,w)

Kv(z,w)=\dfrac{\pi}{2}\dfrac{I-v(z,w)-Iv(z,w)}{\sinv\pi}

for non-integer

v

(1)
H
v

(z,w)=Jv(z,w)+iYv(z,w)

(2)
H
v

(z,w)=Jv(z,w)-iYv(z,w)

(1)
H
-v

(z,w)=ev\pi

(1)
H
v

(z,w)

(2)
H
-v

(z,w)=e-v\pi

(2)
H
v

(z,w)

(1)
H
v

(z,w)=\dfrac{J-v(z,w)-e-v\piJv(z,w)}{i\sinv\pi}=\dfrac{Y-v(z,w)-e-v\piYv(z,w)}{\sinv\pi}

for non-integer

v

(2)
H
v

(z,w)=\dfrac{ev\piJv(z,w)-J-v(z,w)}{i\sinv\pi}=\dfrac{Y-v(z,w)-ev\piYv(z,w)}{\sinv\pi}

for non-integer

v

Differential equations

Kv(z,w)

satisfies the inhomogeneous Bessel's differential equation

z2\dfrac{d2y}{dz2}+z\dfrac{dy}{dz}-(x2+v2)y=(v\sinhvw+z\coshvw\sinhw)e-z\cosh

Both

Jv(z,w)

,

Yv(z,w)

,
(1)
H
v

(z,w)

and
(2)
H
v

(z,w)

satisfy the partial differential equation

z2\dfrac{\partial2y}{\partialz2}+z\dfrac{\partialy}{\partialz}+(z2-v2)y-\dfrac{\partial2y}{\partialw2}+2v\tanhvw\dfrac{\partialy}{\partialw}=0

Both

Iv(z,w)

and

Kv(z,w)

satisfy the partial differential equation

z2\dfrac{\partial2y}{\partialz2}+z\dfrac{\partialy}{\partialz}-(z2+v2)y-\dfrac{\partial2y}{\partialw2}+2v\tanhvw\dfrac{\partialy}{\partialw}=0

Integral representations

Base on the preliminary definitions above, one would derive directly the following integral forms of

Jv(z,w)

,

Yv(z,w)

:

\begin{align} Jv(z,w)&=Jv(z)+\dfrac{1}{\pi

we
i}\left(\int
0
v\pii-iz\cosht
2

\cosh

we
vt~dt-\int
0
iz\cosh
t-v\pii
2

\coshvt~dt\right) \\&=Jv(z)+\dfrac{1}{\pi

w\cos\left(z\cosh
i}\left(\int
0

t-\dfrac{v\pi}{2}\right)\cosh

w\sin\left(z\cosh
vt~dt-i\int
0

t-\dfrac{v\pi}{2}\right)\cosh

w\cos\left(z\cosh
vt~dt\right.\\ &             \left.-\int
0

t-\dfrac{v\pi}{2}\right)\cosh

w\sin\left(z\cosh
vt~dt-i\int
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt\right) \\&=Jv(z)+\dfrac{1}{\pi

w\sin\left(z\cosh
i}\left(-2i\int
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt\right) \\&=Jv(z)-\dfrac{2}{\pi}\int

w\sin\left(z\cosh
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt\end{align}

\begin{align} Yv(z,w)&=Yv(z)+\dfrac{1}{\pi}\left(\int

we
0
v\pii-iz\cosht
2

\cosh

we
vt~dt+\int
0
iz\cosh
t-v\pii
2

\coshvt~dt\right) \\&=Yv(z)+\dfrac{1}{\pi}\left(\int

w\cos\left(z\cosh
0

t-\dfrac{v\pi}{2}\right)\cosh

w\sin\left(z\cosh
vt~dt-i\int
0

t-\dfrac{v\pi}{2}\right)\cosh

w\cos\left(z\cosh
vt~dt\right.\\ &             \left.+\int
0

t-\dfrac{v\pi}{2}\right)\cosh

w\sin\left(z\cosh
vt~dt+i\int
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt\right) \\&=Yv(z)+\dfrac{2}{\pi}\int

w\cos\left(z\cosh
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt\end{align}

With the Mehler–Sonine integral expressions of

Jv(z)=\dfrac{2}{\pi}\int

infty\sin\left(z\cosh
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt

and

Yv(z)=-\dfrac{2}{\pi}\int

infty\cos\left(z\cosh
0

t-\dfrac{v\pi}{2}\right)\coshvt~dt

mentioned in Digital Library of Mathematical Functions,

we can further simplify to

Jv(z,w)=\dfrac{2}{\pi}\int

infty\sin\left(z\cosh
w

t-\dfrac{v\pi}{2}\right)\coshvt~dt

and

Yv(z,w)=-\dfrac{2}{\pi}\int

infty\cos\left(z\cosh
w

t-\dfrac{v\pi}{2}\right)\coshvt~dt

, but the issue is not quite good since the convergence range will reduce greatly to

|v|<1

.

External links

Notes and References

  1. Jones . D. S. . Incomplete Bessel functions. I . Proceedings of the Edinburgh Mathematical Society . February 2007 . 50 . 1 . 173–183 . 10.1017/S0013091505000490 . free .