Incomplete Bessel functions

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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:

:J_{v-1}(z,w)-J_{v+1}(z,w)=2\dfrac{\partial}{\partial z}J_v(z,w)

:Y_{v-1}(z,w)-Y_{v+1}(z,w)=2\dfrac{\partial}{\partial z}Y_v(z,w)

:I_{v-1}(z,w)+I_{v+1}(z,w)=2\dfrac{\partial}{\partial z}I_v(z,w)

:K_{v-1}(z,w)+K_{v+1}(z,w)=-2\dfrac{\partial}{\partial z}K_v(z,w)

:H_{v-1}^{(1)}(z,w)-H_{v+1}^{(1)}(z,w)=2\dfrac{\partial}{\partial z}H_v^{(1)}(z,w)

:H_{v-1}^{(2)}(z,w)-H_{v+1}^{(2)}(z,w)=2\dfrac{\partial}{\partial z}H_v^{(2)}(z,w)

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

:J_{v-1}(z,w)+J_{v+1}(z,w)=\dfrac{2v}{z}J_v(z,w)-\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}J_v(z,w)

:Y_{v-1}(z,w)+Y_{v+1}(z,w)=\dfrac{2v}{z}Y_v(z,w)-\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}Y_v(z,w)

:I_{v-1}(z,w)-I_{v+1}(z,w)=\dfrac{2v}{z}I_v(z,w)-\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}I_v(z,w)

:K_{v-1}(z,w)-K_{v+1}(z,w)=-\dfrac{2v}{z}K_v(z,w)+\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}K_v(z,w)

:H_{v-1}^{(1)}(z,w)+H_{v+1}^{(1)}(z,w)=\dfrac{2v}{z}H_v^{(1)}(z,w)-\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}H_v^{(1)}(z,w)

:H_{v-1}^{(2)}(z,w)+H_{v+1}^{(2)}(z,w)=\dfrac{2v}{z}H_v^{(2)}(z,w)-\dfrac{2\tanh vw}{z}\dfrac{\partial}{\partial w}H_v^{(2)}(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:{{cite journal |last1=Jones |first1=D. S. |title=Incomplete Bessel functions. I |journal=Proceedings of the Edinburgh Mathematical Society |date=February 2007 |volume=50 |issue=1 |pages=173–183 |doi=10.1017/S0013091505000490 |doi-access = free }}

:K_v(z,w)=\int_w^\infty e^{-z\cosh t}\cosh vt~dt

:J_v(z,w)=\int_0^we^{-z\cosh t}\cosh vt~dt

Properties

:J_v(z,w)=J_v(z)+\dfrac{e^\frac{v\pi i}{2}J(iz,v,w)-e^{-\frac{v\pi i}{2}}J(-iz,v,w)}{i\pi}

:Y_v(z,w)=Y_v(z)+\dfrac{e^\frac{v\pi i}{2}J(iz,v,w)+e^{-\frac{v\pi i}{2}}J(-iz,v,w)}{\pi}

:I_{-v}(z,w)=I_v(z,w) for integer v

:I_{-v}(z,w)-I_v(z,w)=I_{-v}(z)-I_v(z)-\dfrac{2\sin v\pi}{\pi}J(z,v,w)

:I_v(z,w)=I_v(z)+\dfrac{J(-z,v,w)-e^{-v\pi i}J(z,v,w)}{i\pi}

:I_v(z,w)=e^{-\frac{v\pi i}{2}}J_v(iz,w)

:K_{-v}(z,w)=K_v(z,w)

:K_v(z,w)=\dfrac{\pi}{2}\dfrac{I_{-v}(z,w)-I_v(z,w)}{\sin v\pi} for non-integer v

:H_v^{(1)}(z,w)=J_v(z,w)+iY_v(z,w)

:H_v^{(2)}(z,w)=J_v(z,w)-iY_v(z,w)

:H_{-v}^{(1)}(z,w)=e^{v\pi i}H_v^{(1)}(z,w)

:H_{-v}^{(2)}(z,w)=e^{-v\pi i}H_v^{(2)}(z,w)

:H_v^{(1)}(z,w)=\dfrac{J_{-v}(z,w)-e^{-v\pi i}J_v(z,w)}{i\sin v\pi}=\dfrac{Y_{-v}(z,w)-e^{-v\pi i}Y_v(z,w)}{\sin v\pi} for non-integer v

:H_v^{(2)}(z,w)=\dfrac{e^{v\pi i}J_v(z,w)-J_{-v}(z,w)}{i\sin v\pi}=\dfrac{Y_{-v}(z,w)-e^{v\pi i}Y_v(z,w)}{\sin v\pi} for non-integer v

Differential equations

K_v(z,w) satisfies the inhomogeneous Bessel's differential equation

:z^2\dfrac{d^2y}{dz^2}+z\dfrac{dy}{dz}-(x^2+v^2)y=(v\sinh vw+z\cosh vw\sinh w)e^{-z\cosh w}

Both J_v(z,w) , Y_v(z,w) , H_v^{(1)}(z,w) and H_v^{(2)}(z,w) satisfy the partial differential equation

:z^2\dfrac{\partial^2y}{\partial z^2}+z\dfrac{\partial y}{\partial z}+(z^2-v^2)y-\dfrac{\partial^2y}{\partial w^2}+2v\tanh vw\dfrac{\partial y}{\partial w}=0

Both I_v(z,w) and K_v(z,w) satisfy the partial differential equation

:z^2\dfrac{\partial^2y}{\partial z^2}+z\dfrac{\partial y}{\partial z}-(z^2+v^2)y-\dfrac{\partial^2y}{\partial w^2}+2v\tanh vw\dfrac{\partial y}{\partial w}=0

Integral representations

Base on the preliminary definitions above, one would derive directly the following integral forms of J_v(z,w) , Y_v(z,w):

:\begin{align}

J_v(z,w)&=J_v(z)+\dfrac{1}{\pi i}\left(\int_0^we^{\frac{v\pi i}{2}-iz\cosh t}\cosh vt~dt-\int_0^we^{iz\cosh t-\frac{v\pi i}{2}}\cosh vt~dt\right)

\\&=J_v(z)+\dfrac{1}{\pi i}\left(\int_0^w\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt-i\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\right.\\

&\quad\quad\quad\quad\quad\quad\left.-\int_0^w\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt-i\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\right)

\\&=J_v(z)+\dfrac{1}{\pi i}\left(-2i\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\right)

\\&=J_v(z)-\dfrac{2}{\pi}\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\end{align}

:\begin{align}

Y_v(z,w)&=Y_v(z)+\dfrac{1}{\pi}\left(\int_0^we^{\frac{v\pi i}{2}-iz\cosh t}\cosh vt~dt+\int_0^we^{iz\cosh t-\frac{v\pi i}{2}}\cosh vt~dt\right)

\\&=Y_v(z)+\dfrac{1}{\pi}\left(\int_0^w\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt-i\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\right.\\

&\quad\quad\quad\quad\quad\quad\left.+\int_0^w\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt+i\int_0^w\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\right)

\\&=Y_v(z)+\dfrac{2}{\pi}\int_0^w\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt\end{align}

With the Mehler–Sonine integral expressions of J_v(z)=\dfrac{2}{\pi}\int_0^\infty\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt and Y_v(z)=-\dfrac{2}{\pi}\int_0^\infty\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt mentioned in Digital Library of Mathematical Functions,{{dlmf|id=10.9.8|title=Bessel Functions|first=R. B. |last=Paris}}

we can further simplify to J_v(z,w)=\dfrac{2}{\pi}\int_w^\infty\sin\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt and Y_v(z,w)=-\dfrac{2}{\pi}\int_w^\infty\cos\left(z\cosh t-\dfrac{v\pi}{2}\right)\cosh vt~dt , but the issue is not quite good since the convergence range will reduce greatly to |v|<1.

References

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