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
∂
∂
z
J
v
(
z
,
w
)
{\displaystyle 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
∂
∂
z
Y
v
(
z
,
w
)
{\displaystyle 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
∂
∂
z
I
v
(
z
,
w
)
{\displaystyle 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
∂
∂
z
K
v
(
z
,
w
)
{\displaystyle 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
∂
∂
z
H
v
(
1
)
(
z
,
w
)
{\displaystyle 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
∂
∂
z
H
v
(
2
)
(
z
,
w
)
{\displaystyle 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
)
=
2
v
z
J
v
(
z
,
w
)
−
2
tanh
v
w
z
∂
∂
w
J
v
(
z
,
w
)
{\displaystyle 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
)
=
2
v
z
Y
v
(
z
,
w
)
−
2
tanh
v
w
z
∂
∂
w
Y
v
(
z
,
w
)
{\displaystyle 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
)
=
2
v
z
I
v
(
z
,
w
)
−
2
tanh
v
w
z
∂
∂
w
I
v
(
z
,
w
)
{\displaystyle 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
)
=
−
2
v
z
K
v
(
z
,
w
)
+
2
tanh
v
w
z
∂
∂
w
K
v
(
z
,
w
)
{\displaystyle 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
)
=
2
v
z
H
v
(
1
)
(
z
,
w
)
−
2
tanh
v
w
z
∂
∂
w
H
v
(
1
)
(
z
,
w
)
{\displaystyle 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
)
=
2
v
z
H
v
(
2
)
(
z
,
w
)
−
2
tanh
v
w
z
∂
∂
w
H
v
(
2
)
(
z
,
w
)
{\displaystyle 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
{\displaystyle w}
defines the integral bound of the upper-incomplete form and lower-incomplete form of the modified Bessel function of the second kind :[ 1]
K
v
(
z
,
w
)
=
∫
w
∞
e
−
z
cosh
t
cosh
v
t
d
t
{\displaystyle K_{v}(z,w)=\int _{w}^{\infty }e^{-z\cosh t}\cosh vt~dt}
J
v
(
z
,
w
)
=
∫
0
w
e
−
z
cosh
t
cosh
v
t
d
t
{\displaystyle J_{v}(z,w)=\int _{0}^{w}e^{-z\cosh t}\cosh vt~dt}
J
v
(
z
,
w
)
=
J
v
(
z
)
+
e
v
π
i
2
J
(
i
z
,
v
,
w
)
−
e
−
v
π
i
2
J
(
−
i
z
,
v
,
w
)
i
π
{\displaystyle 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
)
+
e
v
π
i
2
J
(
i
z
,
v
,
w
)
+
e
−
v
π
i
2
J
(
−
i
z
,
v
,
w
)
π
{\displaystyle 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
)
{\displaystyle I_{-v}(z,w)=I_{v}(z,w)}
for integer
v
{\displaystyle v}
I
−
v
(
z
,
w
)
−
I
v
(
z
,
w
)
=
I
−
v
(
z
)
−
I
v
(
z
)
−
2
sin
v
π
π
J
(
z
,
v
,
w
)
{\displaystyle 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
)
+
J
(
−
z
,
v
,
w
)
−
e
−
v
π
i
J
(
z
,
v
,
w
)
i
π
{\displaystyle 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
−
v
π
i
2
J
v
(
i
z
,
w
)
{\displaystyle I_{v}(z,w)=e^{-{\frac {v\pi i}{2}}}J_{v}(iz,w)}
K
−
v
(
z
,
w
)
=
K
v
(
z
,
w
)
{\displaystyle K_{-v}(z,w)=K_{v}(z,w)}
K
v
(
z
,
w
)
=
π
2
I
−
v
(
z
,
w
)
−
I
v
(
z
,
w
)
sin
v
π
{\displaystyle K_{v}(z,w)={\dfrac {\pi }{2}}{\dfrac {I_{-v}(z,w)-I_{v}(z,w)}{\sin v\pi }}}
for non-integer
v
{\displaystyle v}
H
v
(
1
)
(
z
,
w
)
=
J
v
(
z
,
w
)
+
i
Y
v
(
z
,
w
)
{\displaystyle H_{v}^{(1)}(z,w)=J_{v}(z,w)+iY_{v}(z,w)}
H
v
(
2
)
(
z
,
w
)
=
J
v
(
z
,
w
)
−
i
Y
v
(
z
,
w
)
{\displaystyle H_{v}^{(2)}(z,w)=J_{v}(z,w)-iY_{v}(z,w)}
H
−
v
(
1
)
(
z
,
w
)
=
e
v
π
i
H
v
(
1
)
(
z
,
w
)
{\displaystyle H_{-v}^{(1)}(z,w)=e^{v\pi i}H_{v}^{(1)}(z,w)}
H
−
v
(
2
)
(
z
,
w
)
=
e
−
v
π
i
H
v
(
2
)
(
z
,
w
)
{\displaystyle H_{-v}^{(2)}(z,w)=e^{-v\pi i}H_{v}^{(2)}(z,w)}
H
v
(
1
)
(
z
,
w
)
=
J
−
v
(
z
,
w
)
−
e
−
v
π
i
J
v
(
z
,
w
)
i
sin
v
π
=
Y
−
v
(
z
,
w
)
−
e
−
v
π
i
Y
v
(
z
,
w
)
sin
v
π
{\displaystyle 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
{\displaystyle v}
H
v
(
2
)
(
z
,
w
)
=
e
v
π
i
J
v
(
z
,
w
)
−
J
−
v
(
z
,
w
)
i
sin
v
π
=
Y
−
v
(
z
,
w
)
−
e
v
π
i
Y
v
(
z
,
w
)
sin
v
π
{\displaystyle 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
{\displaystyle v}
Differential equations
edit
K
v
(
z
,
w
)
{\displaystyle K_{v}(z,w)}
satisfies the inhomogeneous Bessel's differential equation
z
2
d
2
y
d
z
2
+
z
d
y
d
z
−
(
x
2
+
v
2
)
y
=
(
v
sinh
v
w
+
z
cosh
v
w
sinh
w
)
e
−
z
cosh
w
{\displaystyle z^{2}{\dfrac {d^{2}y}{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
)
{\displaystyle J_{v}(z,w)}
,
Y
v
(
z
,
w
)
{\displaystyle Y_{v}(z,w)}
,
H
v
(
1
)
(
z
,
w
)
{\displaystyle H_{v}^{(1)}(z,w)}
and
H
v
(
2
)
(
z
,
w
)
{\displaystyle H_{v}^{(2)}(z,w)}
satisfy the partial differential equation
z
2
∂
2
y
∂
z
2
+
z
∂
y
∂
z
+
(
z
2
−
v
2
)
y
−
∂
2
y
∂
w
2
+
2
v
tanh
v
w
∂
y
∂
w
=
0
{\displaystyle z^{2}{\dfrac {\partial ^{2}y}{\partial z^{2}}}+z{\dfrac {\partial y}{\partial z}}+(z^{2}-v^{2})y-{\dfrac {\partial ^{2}y}{\partial w^{2}}}+2v\tanh vw{\dfrac {\partial y}{\partial w}}=0}
Both
I
v
(
z
,
w
)
{\displaystyle I_{v}(z,w)}
and
K
v
(
z
,
w
)
{\displaystyle K_{v}(z,w)}
satisfy the partial differential equation
z
2
∂
2
y
∂
z
2
+
z
∂
y
∂
z
−
(
z
2
+
v
2
)
y
−
∂
2
y
∂
w
2
+
2
v
tanh
v
w
∂
y
∂
w
=
0
{\displaystyle z^{2}{\dfrac {\partial ^{2}y}{\partial z^{2}}}+z{\dfrac {\partial y}{\partial z}}-(z^{2}+v^{2})y-{\dfrac {\partial ^{2}y}{\partial w^{2}}}+2v\tanh vw{\dfrac {\partial y}{\partial w}}=0}
Integral representations
edit
Base on the preliminary definitions above, one would derive directly the following integral forms of
J
v
(
z
,
w
)
{\displaystyle J_{v}(z,w)}
,
Y
v
(
z
,
w
)
{\displaystyle Y_{v}(z,w)}
:
J
v
(
z
,
w
)
=
J
v
(
z
)
+
1
π
i
(
∫
0
w
e
v
π
i
2
−
i
z
cosh
t
cosh
v
t
d
t
−
∫
0
w
e
i
z
cosh
t
−
v
π
i
2
cosh
v
t
d
t
)
=
J
v
(
z
)
+
1
π
i
(
∫
0
w
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
−
i
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
−
∫
0
w
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
−
i
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
)
=
J
v
(
z
)
+
1
π
i
(
−
2
i
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
)
=
J
v
(
z
)
−
2
π
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle {\begin{aligned}J_{v}(z,w)&=J_{v}(z)+{\dfrac {1}{\pi i}}\left(\int _{0}^{w}e^{{\frac {v\pi i}{2}}-iz\cosh t}\cosh vt~dt-\int _{0}^{w}e^{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{aligned}}}
Y
v
(
z
,
w
)
=
Y
v
(
z
)
+
1
π
(
∫
0
w
e
v
π
i
2
−
i
z
cosh
t
cosh
v
t
d
t
+
∫
0
w
e
i
z
cosh
t
−
v
π
i
2
cosh
v
t
d
t
)
=
Y
v
(
z
)
+
1
π
(
∫
0
w
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
−
i
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
+
∫
0
w
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
+
i
∫
0
w
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
)
=
Y
v
(
z
)
+
2
π
∫
0
w
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle {\begin{aligned}Y_{v}(z,w)&=Y_{v}(z)+{\dfrac {1}{\pi }}\left(\int _{0}^{w}e^{{\frac {v\pi i}{2}}-iz\cosh t}\cosh vt~dt+\int _{0}^{w}e^{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{aligned}}}
With the Mehler–Sonine integral expressions of
J
v
(
z
)
=
2
π
∫
0
∞
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle 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
)
=
−
2
π
∫
0
∞
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle 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 ,[ 2]
we can further simplify to
J
v
(
z
,
w
)
=
2
π
∫
w
∞
sin
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle 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
)
=
−
2
π
∫
w
∞
cos
(
z
cosh
t
−
v
π
2
)
cosh
v
t
d
t
{\displaystyle 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
{\displaystyle |v|<1}
.
^ Jones, D. S. (February 2007). "Incomplete Bessel functions. I" . Proceedings of the Edinburgh Mathematical Society . 50 (1): 173–183. doi :10.1017/S0013091505000490 .
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