Neumann Functions, Bessel Function of the Second Kind $N_\nu(X)$

In here, we have considered Bessel functions $J_\nu(x)$ for $\nu=\mbox{integer}$ case only. Note that $J_\nu$ and $J_{-\nu}$ are linearly independent if $\nu$ is a non-integer. If $\nu$ is an integer, $J_\nu$ and $J_{-\nu}$ satisfy the relation $J_{-\nu}=(-1)^\nu J_\nu$, i.e. they are no longer linearly independent. Thus we need a second solution for Bessel’s equation.

Let us define
$$N_\nu(x):=\frac{\cos\nu\pi J_\nu(x)-J_{-\nu}(x)}{\sin\nu\pi}.$$
$N_\nu(x)$ is called Neumann function or Bessel function of the second kind. For $\nu=\mbox{integer}$, $N_\nu(x)$ is an indeterminate form of type $\frac{0}{0}$. So by l’Hôpital’s rule
\begin{align*}
N_n(x)&=\lim_{\nu\to n}\frac{\frac{\partial}{\partial\nu}[\cos\nu\pi J_\nu(x)-J_{-\nu}(x)]}{\frac{\partial}{\partial\nu}\sin\nu\pi}\\
&=\frac{1}{\pi}\lim_{\nu\to n}\left[\frac{\partial J_\nu(x)}{\partial\nu}-(-1)^\nu\frac{\partial J_{-\nu}(x)}{\partial\nu}\right].
\end{align*}
Neumann function can be also written as a power series:
\begin{align*}
N_n(x)=&\frac{2}{\pi}\left[\ln\left(\frac{x}{2}\right)+\gamma-\frac{1}{2}\sum_{p=1}^n\frac{1}{p}\right]J_n(x)\\
&-\frac{1}{\pi}\sum_{r=0}^\infty(-1)^r\frac{\left(\frac{x}{2}\right)^{n+2r}}{r!(n+r)!}\sum_{p=1}^r\left[\frac{1}{p}+\frac{1}{p+n}\right]\\
&-\frac{1}{\pi}\sum_{r=0}^{n-1}\frac{(n-r-1)!}{r!}\left(\frac{x}{2}\right)^{-n+2r},
\end{align*}
where $\gamma$ is the Euler-Mascheroni number.

In Maxima, Neumann function is denoted by bessel_y(n,x). Let us plot $N_0(x)$, $N_1(x)$, $N_3(x)$ altogether using the command

plot2d([bessel_y(0,x),bessel_y(1,x),bessel_y(2,x)],[x,0.5,10]);

Neumann Functions

We now show that Neumann functions do satisfy Bessel’s differential equation. Differentiate Bessel’s equation
$$x^2\frac{d^2}{dx^2}J_{\pm\nu}(x)+x\frac{d}{dx}J_{\pm\nu}(x)+(x^2-\nu^2)J_{\pm\nu}(x)=0$$
with respect to $\nu$. (Here of course we are assuming that $\nu$ is a continuous variable.) Then we obtain the following equations:
\begin{align*}
x^2\frac{d^2}{dx^2}\frac{\partial J_\nu(x)}{\partial\nu}+x\frac{d}{dx}\frac{\partial J_\nu(x)}{\partial\nu}+(x^2-\nu^2)\frac{\partial J_\nu(x)}{\partial\nu}=2\nu J_\nu(x)\ \ \ \ \ \mbox{(1)}\\
x^2\frac{d^2}{dx^2}\frac{\partial J_{-\nu(x)}}{\partial\nu}+x\frac{d}{dx}\frac{\partial J_{-\nu(x)}}{\partial\nu}+(x^2-\nu^2)\frac{\partial J_{-\nu(x)}}{\partial\nu}=2\nu J_\nu(x)\ \ \ \ \ \mbox{(2)}
\end{align*}
Subtract $\frac{1}{\pi}(-1)^n$ times (2) from $\frac{1}{\pi}$ times (1) and then take the limit of the resulting equation as $\nu\to n$. Then we see that $N_n$ satisfies the Bessel’s differential equation
$$x^2\frac{d^2}{dx^2}N_n(x)+x\frac{d}{dx}N_n(x)+(x^2-n^2)N_n(x)=0.$$
The general solution of Bessel’s differential equation is given by
$$y_n(x)=AJ_n(x)+BN_n(x).$$

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